1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
2 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000109625 | SIOAX | NOT_LISTED | not exchange-listed | — |
| C000147404 | SLIYX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
945 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| United States of America US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -254 NC |
| -$27.48M |
| -5.448% |
| US |
| US 2YR NOTE (CBT) JUN26 US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -69 NC | -$14.31M | -2.838% | US |
| United States of America US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -113 NC | -$12.55M | -2.488% | US |
| United States of America US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -47 NC | -$5.35M | -1.061% | US |
| US 10YR ULTRA FUT JUN26 US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -42 NC | -$4.77M | -0.945% | US |
| United States of America US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -41 NC | -$4.55M | -0.903% | US |
| United States of America US ULTRA BOND CBT JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -35 NC | -$4.08M | -0.809% | US |
| US 10YR ULTRA FUT JUN26 US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -24 NC | -$2.72M | -0.540% | US |
| United States of America US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY F… | — | — — | DIR OTHER | -14 NC | -$1.59M | -0.316% | US |
| NOMURA GLOBAL FINANCIAL PRODUCTS REF: EUR006M INDEX BRK: NOMURA INTERNATIONAL … | — | — — | DIR OTHER | 3,410,000 NC | -$70.6K EUR | -0.014% | XX |
| REF: EUR006M INDEX REF: EUR006M INDEX BRK: CREDIT AGRICOLE CIB | — | — — | DIR OTHER | 2,870,000 NC | -$63.3K EUR | -0.013% | XX |
| REF: EUR006M INDEX REF: EUR006M INDEX BRK: BANCO SANTANDER, S. A. | — | — — | DIR OTHER | 4,040,000 NC | -$57.4K EUR | -0.011% | XX |
| REF: EUR006M INDEX REF: EUR006M INDEX BRK: CITADEL SECURITIES | — | — — | DIR OTHER | 370,000 NC | -$12.9K EUR | -0.003% | XX |
| REF: EUR006M INDEX REF: EUR006M INDEX BRK: CITADEL SECURITIES | — | — — | DIR OTHER | 170,000 NC | -$5.7K EUR | -0.001% | XX |
| PRE-PAID LEGAL SERVICES TL 1L 4.80957% 12/15/… PRE-PAID LEGAL SERVICES TL 1L 4.80957% 12/15/… | — | 74006LAS1 — | LON OTHER | 0.01 PA | $0.01 | 0.000% | US |
| ARD Finance S.A. ARD FINANCE SA 144A 6.500000% 06/30/2027 | — | 00191AAD8 US00191AAD81 | DBT NUSS | 1 PA | $0.01 | 0.000% | LU |
| First Brands 10/25 DIP Roll Up PIK TLB First Brands 10/25 DIP Roll Up PIK TLB 6/29/2… | — | 31935HAN7 — | LON OTHER | 4,490.19 PA | $3.01 | 0.000% | US |
| N/A DIAMOND SPORTS GROUP LLC * | — | — — | EC OTHER | 1,122 NS | $210.94 | 0.000% | US |
| JP MORGAN CHASE BANK N.A. Credit Default Swap | — | — — | DCR OTHER | -390,000 NC | $1.6K | 0.000% | US |
| STATE STREET CORPORATION STATE STREET CORP COMMON STOCK | STT | 857477103 US8574771031 | EC OTHER | 20 NS | $2.5K | 0.001% | US |
| REF: CAONREPO INDEX REF: CAONREPO INDEX BRK: WELLS FARGO BANK, NA… | — | — — | DIR OTHER | 1,630,000 NC | $2.9K CAD | 0.001% | CA |
| Bank of America Credit Default Swap | — | — — | DCR OTHER | -210,000 NC | $3.7K | 0.001% | US |
| DIAMOND SPORTS NET, LLC DIAMOND SPORTS NET, LLC 1/2/2028 | — | 25277EAB8 — | LON OTHER | 23,577.8 PA | $3.9K | 0.001% | US |
| Republica Argentina REPUBLIC OF ARGENTINA 0.500000% 07/09/2029 | — | — XS2200244072 | DBT NUSS | 3,934.7 PA | $3.9K EUR | 0.001% | AR |
| BARCLAYS BANK PLC Credit Default Swap | — | — — | DCR OTHER | -980,000 NC | $6.0K | 0.001% | US |
| Royal Bank of Canada REF: SONIO INDEX BRK: ROYAL BANK OF CANADA | — | — — | DIR OTHER | 330,000 NC | $7.3K GBP | 0.001% | GB |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38378WUZ4 US38378WUZ49 | DBT USGA | 80,151.65 PA | $7.7K | 0.002% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38381WVB1 US38381WVB17 | DBT USGA | 104,937.2 PA | $11.0K | 0.002% | US |
| Petroleos Mexicanos PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047 | — | 71654QCC4 US71654QCC42 | DBT NUSS | 16,000 PA | $12.8K | 0.003% | MX |
| OSAIC HOLDINGS, INC. OSAIC HOLDINGS INC 144A 8.000000% 08/01/2033 | — | 00791GAC1 US00791GAC15 | DBT CORP | 14,000 PA | $13.8K | 0.003% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38381BG65 US38381BG658 | DBT USGA | 132,414.81 PA | $14.5K | 0.003% | US |
| OCCIDENTAL PETROLEUM CORPORATION OCCIDENTAL PETROLEUM CORP 4.400000% 08/15/2049 | — | 674599CY9 US674599CY98 | DBT CORP | 20,000 PA | $14.6K | 0.003% | US |
| TRANSDIGM INC. TRANSDIGM INC 144A 7.125000% 12/01/2031 | — | 893647BT3 US893647BT37 | DBT CORP | 15,000 PA | $15.5K | 0.003% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38381BZG2 US38381BZG21 | DBT USGA | 166,272.43 PA | $19.0K | 0.004% | US |
| STAPLES, INC. STAPLES INC 144A 12.750000% 01/15/2030 | — | 855030AS1 US855030AS17 | DBT CORP | 30,000 PA | $20.3K | 0.004% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38379VUJ1 US38379VUJ15 | DBT USGA | 183,481.76 PA | $24.2K | 0.005% | US |
| MPT OPERATING PARTNERSHIP, L.P. MPT OPERATING PARTNERSHIP LP / MPT FINANCE CO… | — | 55342UAQ7 US55342UAQ76 | DBT CORP | 25,000 PA | $25.3K | 0.005% | US |
| KRAKEN OIL & GAS PARTNERS LLC KRAKEN OIL & GAS PARTNERS LLC 144A 7.625000% … | — | 50076PAA6 US50076PAA66 | DBT CORP | 25,000 PA | $25.5K | 0.005% | US |
| VERITIV OPERATING COMPANY VERITIV OPERATING CO 144A 10.500000% 11/30/20… | — | 92339LAA0 US92339LAA08 | DBT CORP | 25,000 PA | $26.0K | 0.005% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38380YR64 US38380YR642 | DBT USGA | 218,866.06 PA | $26.0K | 0.005% | US |
| DISH DBS Corporation DISH DBS CORP 144A 5.750000% 12/01/2028 | — | 25470XBF1 US25470XBF15 | DBT CORP | 28,000 PA | $27.1K | 0.005% | US |
| N/A AUDACY CAP LLC * | — | — — | EC OTHER | 10,237.82 NS | $28.2K | 0.006% | US |
| BOMBARDIER INC. BOMBARDIER INC 144A 6.750000% 06/15/2033 | — | 097751CD1 US097751CD18 | DBT NUSS | 30,000 PA | $31.0K | 0.006% | CA |
| GENERAL MOTORS COMPANY GENERAL MOTORS CO 5.950000% 04/01/2049 | — | 37045VAT7 US37045VAT70 | DBT CORP | 36,000 PA | $33.7K | 0.007% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR … | — | 38380YR23 US38380YR238 | DBT USGA | 312,512.57 PA | $36.8K | 0.007% | US |
| DIRECTV FINANCING, LLC DIRECTV FINANCING, LLC 8/2/2027 | — | 25460HAB8 — | LON OTHER | 37,307.17 PA | $37.4K | 0.007% | US |
| Republic of Ukraine UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.… | — | 903724CD2 US903724CD29 | DBT NUSS | 66,285 PA | $38.8K | 0.008% | UA |
| BRAZIL MINAS SPE BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 5.… | — | G13201AA9 USG13201AA91 | DBT NUSS | 40,000 PA | $40.1K | 0.008% | BR |
| SERVICE PROPERTIES TRUST SERVICE PROPERTIES TRUST 144A ZERO COUPON 09/… | — | 81761LAF9 US81761LAF94 | DBT CORP | 45,000 PA | $40.9K | 0.008% | US |
| U.S. DOLLARS FX Forward Contract: USD/GBP SETTLE 2026-04-28 | — | — — | DFE OTHER | 1 NC | $42.7K | 0.008% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 12.9% of reported value reaches a classification.
Percentages are of the reported value of positions above ($450.03M), not of the fund’s net assets ($504.36M). The two differ by cash, derivatives filed with no market value, and rounding.