1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
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.
111 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Chicago Board of Trade US 5YR NOTE JUN 26 | — | 000000000 — | DIR OTHER | 139 NC |
| -$189.6K |
| -0.033% |
| US |
| CBOE Global Markets, Inc. SPX US 06/18/26 C6420 | — | 000000000 — | DE OTHER | -2 NC | -$69.1K | -0.012% | US |
| Chicago Board of Trade US 2YR NOTE JUN 26 | — | 000000000 — | DIR OTHER | 55 NC | -$60.1K | -0.011% | US |
| Chicago Mercantile Exchange S&P500 EMINI JUN 26 | — | 000000000 — | DE OTHER | -10 NC | -$54.9K | -0.010% | US |
| CBOE Global Markets, Inc. SPX US 06/18/26 C6650 | — | 000000000 — | DE OTHER | -2 NC | -$39.9K | -0.007% | US |
| JPMorgan Chase Bank NA JAPANESE YEN | — | 000000000 — | DFE OTHER | 1 NC | -$35.8K JPY | -0.006% | JP |
| Chicago Mercantile Exchange NASDAQ 100 E-MINI JUN 26 | — | 000000000 — | DE OTHER | 2 NC | -$27.7K | -0.005% | US |
| UBS Securities LLC BRITISH POUND | — | 000000000 — | DFE OTHER | 1 NC | -$27.2K GBP | -0.005% | GB |
| Barclays Capital, Inc. BRITISH POUND | — | 000000000 — | DFE OTHER | 1 NC | -$24.1K GBP | -0.004% | GB |
| Wells Fargo Securities LLC SWEDISH KRONA | — | 000000000 — | DFE OTHER | 1 NC | -$16.2K SEK | -0.003% | SE |
| JPMorgan Chase Bank NA US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$16.0K EUR | -0.003% | XX |
| Morgan Stanley Bank NA NORWAY KRONA | — | 000000000 — | DFE OTHER | 1 NC | -$16.0K NOK | -0.003% | NO |
| UBS Securities LLC US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$13.9K SEK | -0.002% | SE |
| Chicago Mercantile Exchange S&P MID 400 EMINI JUN 26 | — | 000000000 — | DE OTHER | -3 NC | -$13.2K | -0.002% | US |
| Morgan Stanley Bank NA SWEDISH KRONA | — | 000000000 — | DFE OTHER | 1 NC | -$10.9K SEK | -0.002% | SE |
| Barclays Capital, Inc. AUSTRALIA DOLLAR | — | 000000000 — | DFE OTHER | 1 NC | -$10.1K AUD | -0.002% | AU |
| Wells Fargo Securities LLC NEW ZEALAND DOLLAR | — | 000000000 — | DFE OTHER | 1 NC | -$7.8K NZD | -0.001% | NZ |
| Morgan Stanley Bank NA NEW ZEALAND DOLLAR | — | 000000000 — | DFE OTHER | 1 NC | -$6.5K NZD | -0.001% | NZ |
| ICE Futures Europe - Financial Products Divis… FTSE 100 INDEX JUN 26 | — | 000000000 GB00MWF28V09 | DE OTHER | -2 NC | -$6.3K GBP | -0.001% | GB |
| Eurex Deutschland EURO STOXX 50 JUN 26 | — | 000000000 DE000C7YK3S8 | DE OTHER | -12 NC | -$6.2K EUR | -0.001% | DE |
| Euronext Paris Matif CAC40 10 EURO APR 26 | — | 000000000 FREX02486188 | DE OTHER | 4 NC | -$6.1K EUR | -0.001% | FR |
| Barclays Capital, Inc. US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$5.9K NOK | -0.001% | NO |
| Goldman Sachs International AUSTRALIA DOLLAR | — | 000000000 — | DFE OTHER | 1 NC | -$5.8K AUD | -0.001% | AU |
| Citigroup Global Markets, Inc. US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$5.6K NOK | -0.001% | NO |
| JPMorgan Chase Bank NA EURO COUNTRIES | — | 000000000 — | DFE OTHER | 1 NC | -$5.1K EUR | -0.001% | XX |
| Nasdaq Stockholm AB OMXS30 INDEX APR 26 | — | 000000000 SE0027286097 | DE OTHER | -15 NC | -$4.8K SEK | -0.001% | SE |
| Barclays Capital, Inc. US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$4.0K AUD | -0.001% | AU |
| Barclays Capital, Inc. US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$2.5K CAD | -0.000% | CA |
| Wells Fargo Securities LLC US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$2.4K CHF | -0.000% | CH |
| Chicago Board of Trade US LONG BOND JUN 26 | — | 000000000 — | DIR OTHER | -3 NC | -$1.4K | -0.000% | US |
| Chicago Mercantile Exchange RUSSELL 2000 EMINI CME JUN 26 | — | 000000000 — | DE OTHER | -10 NC | -$1.4K | -0.000% | US |
| Chicago Board of Trade US ULTRA T-BOND JUN 26 | — | 000000000 — | DIR OTHER | -3 NC | -$1.1K | -0.000% | US |
| ASX Clear (Futures) SPI 200 JUN 26 | — | 000000000 — | DE OTHER | -1 NC | -$605.64 AUD | -0.000% | AU |
| Singapore Exchange Derivatives Clearing Ltd. MSCI SING IX ETS APR 26 | — | 000000000 SGXDB2127940 | DE OTHER | -2 NC | -$334.63 SGD | -0.000% | SG |
| Morgan Stanley Bank NA US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | -$40.70 JPY | -0.000% | JP |
| ICE Futures Europe - Financial Products Divis… FTSE 100 INDEX JUN 26 | — | 000000000 GB00MWF28V09 | DE OTHER | -1 NC | $657.76 GBP | 0.000% | GB |
| ASX Clear (Futures) SPI 200 JUN 26 | — | 000000000 — | DE OTHER | -1 NC | $696.85 AUD | 0.000% | AU |
| Chicago Board of Trade US 5YR NOTE JUN 26 | — | 000000000 — | DIR OTHER | 2 NC | $699.53 | 0.000% | US |
| Chicago Mercantile Exchange S&P MID 400 EMINI JUN 26 | — | 000000000 — | DE OTHER | -1 NC | $1.5K | 0.000% | US |
| UBS Securities LLC US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | $1.6K JPY | 0.000% | JP |
| Italian Derivatives Market FTSE/MIB INDEX JUN 26 | — | 000000000 IT0024209022 | DE OTHER | -2 NC | $2.5K EUR | 0.000% | IT |
| Chicago Board of Trade US 10YR NOTE JUN 26 | — | 000000000 — | DIR OTHER | 4 NC | $2.9K | 0.001% | US |
| Morgan Stanley Bank NA EURO COUNTRIES | — | 000000000 — | DFE OTHER | 1 NC | $4.3K EUR | 0.001% | XX |
| Wells Fargo Securities LLC JAPANESE YEN | — | 000000000 — | DFE OTHER | 1 NC | $5.5K JPY | 0.001% | JP |
| Barclays Capital, Inc. NEW ZEALAND DOLLAR | — | 000000000 — | DFE OTHER | 1 NC | $5.6K NZD | 0.001% | NZ |
| Citigroup Global Markets, Inc. US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | $6.6K EUR | 0.001% | XX |
| Citigroup Global Markets, Inc. BRITISH POUND | — | 000000000 — | DFE OTHER | 1 NC | $7.2K GBP | 0.001% | GB |
| HSBC Bank Co. Ltd. NORWAY KRONA | — | 000000000 — | DFE OTHER | 1 NC | $7.6K NOK | 0.001% | NO |
| The Montreal Exchange/Bourse De Montreal S&P/TSE 60 INDEX JUN 26 | — | 000000000 — | DE OTHER | 4 NC | $9.0K CAD | 0.002% | CA |
| HSBC Bank Co. Ltd. US DOLLARS | — | 000000000 — | DFE OTHER | 1 NC | $14.1K CAD | 0.002% | CA |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 6.5% of reported value reaches a classification.
Percentages are of the reported value of positions above ($623.21M), not of the fund’s net assets ($569.31M). The two differ by cash, derivatives filed with no market value, and rounding.