1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
No share classes in the SEC snapshot.
2,774 filed series have no class in company_tickers_mf.json, so no ticker can be reached for them.
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
1,732 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 131 NC | -$466.1K | -0.045% | US |
| CHICAGO MERCANTILE EXCHANGE FUTURE - CASH SETTLED | — | — — | DIR CORP | 353 NC | -$264.0K | -0.025% | US |
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 454 NC | -$250.7K | -0.024% | US |
| GOLDMAN SACHS TOTAL RETURN SWAP | — | — — | DCR CORP | 136,040 PA | -$200.0K | -0.019% | US |
| GOLDMAN SACHS TOTAL RETURN SWAP | — | — — | DCR CORP | 109,123 PA | -$143.0K | -0.014% | US |
| CHICAGO MERCANTILE EXCHANGE FUTURE - CASH SETTLED | — | — — | DIR CORP | 337 NC | -$121.1K | -0.012% | US |
| JP MORGAN CHASE & CO TOTAL RETURN SWAP | — | — — | DIR CORP | 64,522 PA | -$101.3K | -0.010% | US |
| CHICAGO MERCANTILE EXCHANGE EXCHANGE CLEARED IRS | — | — — | DIR CORP | 57,168,177.75 PA | -$95.0K BRL | -0.009% | BR |
| CHICAGO MERCANTILE EXCHANGE EXCHANGE CLEARED IRS | — | — — | DIR CORP | 33,452,337.68 PA | -$60.6K BRL | -0.006% | BR |
| MONTREAL STOCK EXCHANGE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 327 NC | -$59.5K CAD | -0.006% | CA |
| EUREX EXCHANGE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 47 NC | -$56.9K EUR | -0.005% | DE |
| LCH CLEARNET EXCHANGE CLEARED INFLATION INDEXED SWAP | — | — — | DIR CORP | 3,700,000 PA | -$38.1K | -0.004% | US |
| Citibank, Inc. UNITED STATES DOLLAR | — | — — | DFE CORP | 839,025.2 PA | -$34.7K | -0.003% | US |
| Goldman Sachs & Co. EURO DOLLAR | — | — — | DFE CORP | 1,397,000 PA | -$31.6K EUR | -0.003% | US |
| Citibank, Inc. CHILEAN PESO | — | — — | DFE CORP | 1,011,000,000 PA | -$24.9K CLP | -0.002% | CL |
| Citibank, Inc. PERUVIAN NUEVO SOL | — | — — | DFE CORP | 2,939,864 PA | -$24.3K PEN | -0.002% | PE |
| GOLDMAN SACHS TOTAL RETURN SWAP | — | — — | DCR CORP | 47,813 PA | -$21.0K | -0.002% | US |
| J.P. Morgan EURO DOLLAR | — | — — | DFE CORP | 639,488.08 PA | -$20.7K EUR | -0.002% | US |
| Citibank, Inc. SOUTH KOREAN WON | — | — — | DFE CORP | 1,096,511,181 PA | -$16.0K KRW | -0.002% | KR |
| Citibank, Inc. POLISH ZLOTY | — | — — | DFE CORP | 4,944,862 PA | -$15.7K PLN | -0.002% | PL |
| EUREX EXCHANGE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 6 NC | -$15.7K EUR | -0.002% | DE |
| State Street Bank SOUTH KOREAN WON | — | — — | DFE CORP | 610,635,406 PA | -$13.7K KRW | -0.001% | KR |
| J.P. Morgan EURO DOLLAR | — | — — | DFE CORP | 586,781.69 PA | -$13.4K EUR | -0.001% | US |
| Goldman Sachs & Co. MEXICAN PESO | — | — — | DFE CORP | 38,000,000 PA | -$13.0K MXN | -0.001% | MX |
| Goldman Sachs & Co. UNITED STATES DOLLAR | — | — — | DFE CORP | 551,726.91 PA | -$12.8K | -0.001% | US |
| Goldman Sachs & Co. UNITED STATES DOLLAR | — | — — | DFE CORP | 474,460.81 PA | -$12.4K | -0.001% | US |
| Standard Chartered Bank MEXICAN PESO | — | — — | DFE CORP | 11,917,974 PA | -$12.3K MXN | -0.001% | MX |
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | -15 NC | -$12.2K | -0.001% | US |
| Goldman Sachs & Co. CHILEAN PESO | — | — — | DFE CORP | 480,000,000 PA | -$12.0K CLP | -0.001% | CL |
| J.P. Morgan THAI BAHT | — | — — | DFE CORP | 18,989,847 PA | -$10.4K THB | -0.001% | TH |
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 132 NC | -$9.3K | -0.001% | US |
| Goldman Sachs & Co. AUSTRALIAN DOLLAR | — | — — | DFE CORP | 380,000 PA | -$9.0K AUD | -0.001% | AU |
| Goldman Sachs & Co. UNITED STATES DOLLAR | — | — — | DFE CORP | 444,510.99 PA | -$8.6K | -0.001% | US |
| Goldman Sachs & Co. EURO DOLLAR | — | — — | DFE CORP | 915,271.5 PA | -$8.6K EUR | -0.001% | US |
| Citibank, Inc. THAI BAHT | — | — — | DFE CORP | 18,357,646 PA | -$7.6K THB | -0.001% | TH |
| J.P. Morgan EURO DOLLAR | — | — — | DFE CORP | 254,859.76 PA | -$7.1K EUR | -0.001% | US |
| State Street Bank BRITISH POUND STERLING | — | — — | DFE CORP | 509,422.35 PA | -$7.1K GBP | -0.001% | GB |
| Standard Chartered Bank UNITED STATES DOLLAR | — | — — | DFE CORP | 568,751.45 PA | -$6.5K | -0.001% | US |
| Goldman Sachs & Co. SOUTH AFRICAN RAND | — | — — | DFE CORP | 8,134,743 PA | -$6.2K ZAR | -0.001% | ZA |
| EUREX EXCHANGE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 1 NC | -$5.7K EUR | -0.001% | DE |
| J.P. Morgan SOUTH AFRICAN RAND | — | — — | DFE CORP | 5,418,001 PA | -$5.5K ZAR | -0.001% | ZA |
| J.P. Morgan EURO DOLLAR | — | — — | DFE CORP | 232,430.31 PA | -$4.8K EUR | -0.000% | US |
| Citibank, Inc. EURO DOLLAR | — | — — | DFE CORP | 647,110 PA | -$4.7K EUR | -0.000% | US |
| Citibank, Inc. AUSTRALIAN DOLLAR | — | — — | DFE CORP | 380,000 PA | -$4.4K AUD | -0.000% | AU |
| Citibank, Inc. UNITED STATES DOLLAR | — | — — | DFE CORP | 277,843.77 PA | -$4.4K | -0.000% | US |
| Goldman Sachs & Co. MEXICAN PESO | — | — — | DFE CORP | 6,660,000 PA | -$4.1K MXN | -0.000% | MX |
| J.P. Morgan SOUTH AFRICAN RAND | — | — — | DFE CORP | 4,500,000 PA | -$3.7K ZAR | -0.000% | ZA |
| Citibank, Inc. EURO DOLLAR | — | — — | DFE CORP | 569,455 PA | -$3.5K EUR | -0.000% | US |
| Goldman Sachs & Co. UNITED STATES DOLLAR | — | — — | DFE CORP | 129,358.12 PA | -$3.0K | -0.000% | US |
| Citibank, Inc. UNITED STATES DOLLAR | — | — — | DFE CORP | 116,261.29 PA | -$2.8K | -0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($1.16B), not of the fund’s net assets ($1.04B). The two differ by cash, derivatives filed with no market value, and rounding.