1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000195657 | PHEAX | NOT_LISTED | not exchange-listed | — |
| C000195658 | PHECX | NOT_LISTED | not exchange-listed | — |
| C000195659 | PHEQX | NOT_LISTED | not exchange-listed | — |
| C000195660 | PHEZX | NOT_LISTED | not exchange-listed | — |
554 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| UK CLEARING HOUSE LIMITED IRS CAD | — | 000000000 — | DIR CORP | 1 NC |
| -0.003% |
| GB |
| UK CLEARING HOUSE LIMITED IRS ILS | — | 000000000 — | DIR CORP | 1 NC | -$903.20 ILS | -0.003% | GB |
| BNP PARIBAS SWOP IRS USD | — | 000000000 — | DIR CORP | -585,000 OU | -$891.21 | -0.003% | FR |
| BANK OF AMERICA, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | -585,000 OU | -$889.31 | -0.003% | US |
| CITIBANK, NATIONAL ASSOCIATION PLN/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$871.31 | -0.003% | US |
| HSBC BANK PLC IRS MYR | — | 000000000 — | DIR CORP | 1 NC | -$772.24 MYR | -0.002% | GB |
| CHICAGO BOARD OF TRADE 2-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 6 NC | -$749.57 | -0.002% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION SWOP CDS CDX.NA.IG.46.V1 | — | 000000000 — | DCR CORP | -1,200,000 OU | -$621.63 | -0.002% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | -500,000 OU | -$554.50 EUR | -0.002% | US |
| UK CLEARING HOUSE LIMITED IRS THB | — | 000000000 — | DIR CORP | 1 NC | -$389.36 THB | -0.001% | GB |
| BARCLAYS BANK PLC CDS REPUBLIC OF COTE D'IVOIRE | — | 000000000 — | DCR CORP | 1 NC | -$367.37 | -0.001% | GB |
| RBC DOMINION SECURITIES INC. USD/EUR FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$364.34 | -0.001% | US |
| UK CLEARING HOUSE LIMITED IRS CZK | — | 000000000 — | DIR CORP | 1 NC | -$332.67 CZK | -0.001% | GB |
| J.P. MORGAN SECURITIES LLC USD/MXN FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$327.22 | -0.001% | US |
| BNP PARIBAS SWOP IRS USD | — | 000000000 — | DIR CORP | -1,130,000 OU | -$290.91 | -0.001% | FR |
| BNP PARIBAS SWOP IRS AUD | — | 000000000 — | DIR CORP | -120,000 OU | -$250.47 AUD | -0.001% | FR |
| CITIBANK, NATIONAL ASSOCIATION USD/CZK FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$235.19 | -0.001% | US |
| DEUTSCHE BANK AKTIENGESELLSCHAFT HUF/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$227.03 | -0.001% | US |
| BNP PARIBAS SWOP IRS AUD | — | 000000000 — | DIR CORP | -2,895,000 OU | -$210.02 AUD | -0.001% | FR |
| UK CLEARING HOUSE LIMITED IRS CNY | — | 000000000 — | DIR CORP | 1 NC | -$208.80 CNY | -0.001% | GB |
| BARCLAYS BANK PLC CDS REPUBLIC OF FRANCE | — | 000000000 — | DCR CORP | 1 NC | -$170.65 | -0.001% | GB |
| UK CLEARING HOUSE LIMITED IRS CHF | — | 000000000 — | DIR CORP | 1 NC | -$170.50 CHF | -0.001% | GB |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | -146,000 OU | -$146.56 | -0.000% | US |
| J.P. MORGAN SECURITIES LLC SEK/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$124.53 | -0.000% | US |
| GOLDMAN SACHS & CO. LLC KRW/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$61.56 | -0.000% | US |
| BARCLAYS BANK PLC CDS KINGDOM OF NORWAY | — | 000000000 — | DCR CORP | 1 NC | -$23.10 | -0.000% | GB |
| CITIBANK, NATIONAL ASSOCIATION USD/KRW FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$22.24 | -0.000% | US |
| HSBC SECURITIES (USA) INC. CHF/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$15.42 | -0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | -1,605,000 OU | -$7.34 EUR | -0.000% | US |
| BARCLAYS BANK PLC CDS REPUBLIC OF FRANCE | — | 000000000 — | DCR CORP | 1 NC | -$5.11 | -0.000% | GB |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | -1,605,000 OU | -$1.98 EUR | -0.000% | US |
| DIGICEL GROUP HOLDINGS LTD DLLTD 0 12/31/30 3B14 | — | 25381HAM0 US25381HAM07 | DBT CORP | 4,924.03 PA | $0.00 | 0.000% | BM |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | 965,000 OU | $0.00 EUR | 0.000% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 340,000 OU | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 680,000 OU | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | -1,930,000 OU | $0.00 EUR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| BANK OF AMERICA, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| BNP PARIBAS IRS AUD | — | 000000000 — | DIR CORP | 0 NC | $0.00 AUD | 0.000% | FR |
| BNP PARIBAS IRS AUD | — | 000000000 — | DIR CORP | 0 NC | $0.00 AUD | 0.000% | FR |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION CDS CDX.NA.IG.46.V1 | — | 000000000 — | DCR CORP | 0 NC | $0.00 | 0.000% | US |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 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 ($30.73M), not of the fund’s net assets ($31.24M). The two differ by cash, derivatives filed with no market value, and rounding.