1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-21
2 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000201707 | GSQPX | NOT_LISTED | not exchange-listed | — |
| C000169918 | SFAFX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
775 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| CBOT 10 Year U.S. Treasury Notes CBOT 10 Year U.S. Treasury Notes Futures | — | — — | DIR OTHER |
| -$5.6K N/A |
| 0.000% |
| US |
| CME Three Month SOFR CME Three Month SOFR Futures | — | — — | DIR OTHER | 75 NC | $8.9K N/A | 0.000% | US |
| CBOT 10 Year U.S. Treasury Notes CBOT 10 Year U.S. Treasury Notes Futures | — | — — | DIR OTHER | 356 NC | $0.00 N/A | 0.000% | US |
| CME Three Month SOFR CME Three Month SOFR Futures | — | — — | DIR OTHER | 59 NC | $368.75 N/A | 0.000% | US |
| CBOT 10 Year US Treasury Note CBOT 10 Year US Treasury Note Future | — | — — | DIR OTHER | 357 NC | $0.00 N/A | 0.000% | US |
| CME Three Month SOFR CME Three Month SOFR Futures | — | — — | DIR OTHER | 802 NC | $5.0K N/A | 0.000% | US |
| CME Three Month SOFR CME Three Month SOFR Futures | — | — — | DIR OTHER | 79 NC | $36.5K N/A | 0.000% | US |
| CBOT 10 Year US Treasury Note CBOT 10 Year US Treasury Note Future | — | — — | DIR OTHER | 356 NC | $0.00 N/A | 0.000% | US |
| CME Three Month SOFR CME Three Month SOFR Futures | — | — — | DIR OTHER | 79 NC | $56.8K N/A | 0.000% | US |
| Chicago Board of Trade US 6-7 NOTE WED WKFEB26C 116 | — | 000000000 — | DIR OTHER | -356 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 6-7 NOTE WED WKFEB26P 112.2 | — | 000000000 — | DIR OTHER | -710 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 10Y NOTE W4 OP FEB26C 115.7 | — | 000000000 — | DIR OTHER | -357 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 10Y NOTE W4 OP FEB26C 115.2 | — | 000000000 — | DIR OTHER | -356 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 6-7 NOTE WED WKFEB26P 112 | — | 000000000 — | DIR OTHER | -356 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 10Y NOTE W4 OP FEB26C 114.2 | — | 000000000 — | DIR OTHER | -357 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 6-7 NOTE WED WKFEB26C 115 | — | 000000000 — | DIR OTHER | -355 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 6-7 NOTE WED WKFEB26P 112.5 | — | 000000000 — | DIR OTHER | -355 NC | $0.00 | 0.000% | US |
| Chicago Board of Trade US 10Y NOTE W4 OP FEB26P 111.7 | — | 000000000 — | DIR OTHER | -356 NC | $0.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 2 NC | $5.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 9 NC | $22.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 11 NC | $27.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 12 NC | $30.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 4 NC | $30.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 13 NC | $32.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 19 NC | $47.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 22 NC | $55.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 6 NC | $60.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 27 NC | $67.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 32 NC | $80.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 2 NC | $145.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 67 NC | $167.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 2 NC | $185.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 25 NC | $187.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 9 NC | $315.00 | 0.000% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT MAR26C 96.93 | — | 000000000 — | DIR OTHER | 59 NC | $368.75 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 1 NC | $505.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 344 NC | $860.00 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 345 NC | $862.50 | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 1 NC | $945.00 | 0.000% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT MAR26C 96.5 | — | 000000000 — | DIR OTHER | 70 NC | $1.3K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 26 NC | $1.4K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 30 NC | $1.7K | 0.000% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT MAR26C 96.43 | — | 000000000 — | DIR OTHER | 75 NC | $1.9K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 12 NC | $2.8K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 345 NC | $3.5K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 348 NC | $3.5K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 5 NC | $4.0K | 0.000% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT SEP26P 96.12 | — | 000000000 — | DIR OTHER | 802 NC | $5.0K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 345 NC | $5.2K | 0.000% | US |
| Options Clearing Corp. S+P 500 INDEX | — | 000000000 — | DE OTHER | 350 NC | $5.3K | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 41.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.29B), not of the fund’s net assets ($2.39B). The two differ by cash, derivatives filed with no market value, and rounding.