1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000186141 | MSTRX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
2,813 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| ISHARES TRUST ISHARES TRUST US TREASURY BD ETF USD DIS | GOVT | 46429B267 US46429B2676 | EC RF |
| $239.24M |
| 25.149% |
| US |
| BLACKROCK ALLOCATION TARGET SHARES BLACKROCK ALLOCATION TARGET SHARES BATS SER A… | — | 092480706 US0924807060 | EC RF | 5,928,904.15 PA | $56.62M | 5.952% | US |
| Chicago Board of Trade FUT. US 2YR T-NOTE JUN26 | — | 000000000 N/A | DIR CORP | 153 NC | $31.69M | 3.331% | US |
| VANGUARD CHARLOTTE FUNDS VANGUARD CHARLOTTE FUNDS TOTAL INTERNATIONAL … | BNDX | 92203J407 US92203J4076 | EC RF | 596,264 NS | $28.65M | 3.012% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F052656 US01F0526560 | ABS-MBS USGSE | 28,159,652 PA | $28.30M | 2.975% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F050668 US01F0506687 | ABS-MBS USGSE | 24,744,573 PA | $24.35M | 2.560% | US |
| Chicago Mercantile Exchange FUT. CME 3MO SOFR DEC26 | — | 000000000 N/A | DIR CORP | 76 NC | $18.30M | 1.924% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… T 4.375 11/15/39 | — | 912810QD3 US912810QD37 | DBT UST | 18,750,000 PA | $18.16M | 1.909% | US |
| Chicago Mercantile Exchange FUT. CME 3MO SOFR DEC27 | — | 000000000 N/A | DIR CORP | 73 NC | $17.59M | 1.849% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA4624 | — | 31418ED64 US31418ED649 | ABS-MBS USGSE | 16,367,106.48 PA | $14.37M | 1.510% | US |
| Chicago Board of Trade FUT. U.S. T-BONDS JUN26 | — | 000000000 N/A | DIR CORP | 107 NC | $12.07M | 1.269% | US |
| Chicago Board of Trade FUT. YR T-NOTES JUN26 | — | 000000000 N/A | DIR CORP | 103 NC | $11.39M | 1.197% | US |
| Chicago Board of Trade FUT. CBT UL T-BONDS JUN26 | — | 000000000 N/A | DIR CORP | 98 NC | $11.27M | 1.185% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA4548 | — | 31418EBS8 US31418EBS81 | ABS-MBS USGSE | 13,108,530.05 PA | $11.04M | 1.161% | US |
| Northern Institutional Funds Northern Institutional Funds LIQ ASET PORTF | — | 665279105 US6652791053 | STIV RF | 9,854,560 NS | $9.85M | 1.036% | US |
| Chicago Board of Trade FUT. YR T NOTE JUN26 | — | 000000000 N/A | DIR CORP | 91 NC | $9.81M | 1.032% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F032658 US01F0326581 | ABS-MBS USGSE | 10,658,528 PA | $9.70M | 1.020% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FR RQ0095 | — | 3142J6C92 US3142J6C923 | ABS-MBS USGSE | 9,643,168.97 PA | $9.70M | 1.019% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FR RQ0111 | — | 3142J6DR1 US3142J6DR11 | ABS-MBS USGSE | 8,715,849.14 PA | $8.76M | 0.921% | US |
| Chicago Board of Trade FUT. US 2YR T-NOTE JUN26 | — | 000000000 N/A | DIR CORP | 42 NC | $8.70M | 0.914% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… T 1.75 08/15/41 | — | 912810TA6 US912810TA60 | DBT UST | 12,330,000 PA | $8.18M | 0.860% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA6030 | — | 31418FVY0 US31418FVY05 | ABS-MBS USGSE | 7,600,627.89 PA | $7.64M | 0.803% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F052664 US01F0526644 | ABS-MBS USGSE | 6,800,000 PA | $6.83M | 0.718% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… T 3.625 12/31/30 | — | 91282CPR6 US91282CPR69 | DBT UST | 6,000,000 PA | $5.90M | 0.620% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FR RQ0118 | — | 3142J6DY6 US3142J6DY61 | ABS-MBS USGSE | 5,610,000 PA | $5.53M | 0.581% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… TII 1.875 07/15/35 | — | 91282CNS6 US91282CNS60 | DBT UST | 4,965,000 PA | $5.07M | 0.533% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… T 3.875 03/31/31 | — | 91282CQG9 US91282CQG95 | DBT UST | 5,000,000 PA | $4.97M | 0.522% | US |
| Chicago Board of Trade FUT. U.S. T-BONDS JUN26 | — | 000000000 N/A | DIR CORP | 43 NC | $4.85M | 0.510% | US |
| Chicago Mercantile Exchange FUT. CME 3MO SOFR DEC27 | — | 000000000 N/A | DIR CORP | 19 NC | $4.58M | 0.481% | US |
| Chicago Mercantile Exchange FUT. 3 MONTH SO CME DEC28 | — | 000000000 N/A | DIR CORP | 19 NC | $4.58M | 0.481% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F022667 US01F0226674 | ABS-MBS USGSE | 5,363,745 PA | $4.49M | 0.472% | US |
| Northern Institutional Funds Northern Institutional Funds LIQ ASET PORTF | — | 665279105 US6652791053 | STIV RF | 4,431,015 NS | $4.43M | 0.466% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… TII 2.125 01/15/35 | — | 91282CML2 US91282CML27 | DBT UST | 4,090,000 PA | $4.34M | 0.456% | US |
| AUSTRALIA, COMMONWEALTH OF ACGB 4.25 03/21/36 172 | — | Q08184NF8 AU0000381832 | DBT NUSS | 6,410,000 PA | $4.32M AUD | 0.455% | AU |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F032666 US01F0326664 | ABS-MBS USGSE | 4,400,000 PA | $4.00M | 0.421% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… TII 1.625 04/15/30 | — | 91282CNB3 US91282CNB36 | DBT UST | 3,803,000 PA | $3.96M | 0.417% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… TII 1.875 01/15/36 | — | 91282CPU9 US91282CPU98 | DBT UST | 3,925,000 PA | $3.93M | 0.413% | US |
| Chicago Board of Trade FUT. YR T NOTE JUN26 | — | 000000000 N/A | DIR CORP | 35 NC | $3.77M | 0.397% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F060659 US01F0606594 | ABS-MBS USGSE | 3,601,261 PA | $3.68M | 0.386% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-15YR | — | 01F042467 US01F0424675 | ABS-MBS USGSE | 3,591,250 PA | $3.56M | 0.374% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… T 4 05/31/30 | — | 91282CNG2 US91282CNG23 | DBT UST | 3,400,000 PA | $3.40M | 0.358% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… SP 0 02/15/51 | — | 912803FV0 US912803FV03 | DBT UST | 11,750,000 PA | $3.29M | 0.345% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… T 3.875 03/15/28 | — | 91282CMS7 US91282CMS79 | DBT UST | 3,266,000 PA | $3.27M | 0.343% | US |
| HPS PRIVATE CREDIT CLO 2025-3 LLC HPSPR 2025-3A B | — | 40445YAC8 US40445YAC84 | ABS-CBDO CORP | 3,250,000 PA | $3.24M | 0.341% | US |
| TENNESSEE VALLEY AUTHORITY (TN) TVA 4.25 09/15/65 | — | 880591ES7 US880591ES79 | DBT USGA | 3,950,000 PA | $3.20M | 0.337% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… T 3.25 06/30/27 | — | 91282CEW7 US91282CEW73 | DBT UST | 3,109,000 PA | $3.09M | 0.325% | US |
| WASHINGTON MUTUAL BANK WMHE 2007-HE2 2A3 | — | 92926SAD8 US92926SAD80 | ABS-O CORP | 8,599,356.66 PA | $3.05M | 0.321% | US |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… SP 0 05/15/45 | — | 912803EN9 US912803EN95 | DBT UST | 8,000,000 PA | $3.04M | 0.319% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-15YR | — | 01F042475 US01F0424758 | ABS-MBS USGSE | 2,908,750 PA | $2.88M | 0.303% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA-30YR | — | 01F030660 US01F0306609 | ABS-MBS USGSE | 3,259,154 PA | $2.85M | 0.300% | 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 ($1.14B), not of the fund’s net assets ($951.30M). The two differ by cash, derivatives filed with no market value, and rounding.