1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-01
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.
N-PORT Item C.4.b
as filed
N-PORT Item C.4.a
1,011 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| N/A Bank of America, National Association | — | — — | DFE OTHER | -16,540,000 NC | -$13.7K AUD | -0.002% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$13.6K N/A | -0.002% | N/A |
| N/A Intercontinental Exchange, Inc. | — | — — | DCR OTHER | 1 NC | -$12.5K | -0.002% | N/A |
| N/A CME Group Inc. | — | — — | DIR OTHER | 1 NC | -$11.5K BRL | -0.002% | N/A |
| N/A Intercontinental Exchange, Inc. | — | — — | DCR OTHER | 1 NC | -$11.1K | -0.002% | N/A |
| N/A JPMorgan Chase & Co. | — | — — | DFE OTHER | -9,804,000 NC | -$10.9K | -0.002% | N/A |
| N/A Goldman Sachs International | — | — — | DFE OTHER | -19,900,000 NC | -$10.6K | -0.002% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$8.4K N/A | -0.001% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$8.3K N/A | -0.001% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$7.0K N/A | -0.001% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$5.4K N/A | -0.001% | N/A |
| N/A Deutsche Bank Aktiengesellschaft | — | — — | DFE OTHER | -26,460,000 NC | -$4.9K AUD | -0.001% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$3.6K N/A | -0.001% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$2.9K N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$2.6K N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$1.8K N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$1.6K N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$1.3K N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$1.2K N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$875.10 N/A | -0.000% | N/A |
| N/A Goldman Sachs International | — | — — | DIR OTHER | -41,075,000 NC | -$334.35 | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$265.86 N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$184.72 N/A | -0.000% | N/A |
| Freddie Mac REMICs Freddie Mac REMICs, IO | — | 31339MYP7 US31339MYP75 | ABS-APCP USGSE | 433.42 PA | $3.87 | 0.000% | US |
| Freddie Mac STRIPS Freddie Mac STRIPS, IO | — | 31282YCE7 US31282YCE77 | ABS-APCP USGSE | 239.01 PA | $9.40 | 0.000% | US |
| Claire's Holdings LLC Claire's Holdings LLC, Class S | — | — — | EC CORP | 235 NS | $12.93 | 0.000% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $19.44 N/A | 0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $34.64 N/A | 0.000% | N/A |
| Claire's Holdings LLC Claire's Holdings LLC, Pfd. | — | 179584917 — | EP CORP | 71 NS | $35.86 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392ATX6 US31392ATX62 | ABS-APCP USGSE | 938.05 PA | $43.71 | 0.000% | US |
| Sabine Oil & Gas Holdings, Inc. | — | 78532M104 US78532M1045 | EC CORP | 837 NS | $58.59 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392F6J1 US31392F6J15 | ABS-APCP USGSE | 1,263.59 PA | $62.70 | 0.000% | US |
| N/A Deutsche Bank Aktiengesellschaft | — | — — | DFE OTHER | 1,500,000 NC | $66.00 | 0.000% | N/A |
| N/A Deutsche Bank Aktiengesellschaft | — | — — | DFE OTHER | 3,790,000 NC | $68.22 | 0.000% | N/A |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31394CKG6 US31394CKG68 | ABS-APCP USGSE | 1,627.77 PA | $76.86 | 0.000% | US |
| Freddie Mac REMICs Freddie Mac REMICs, IO | — | 31393FG91 US31393FG917 | ABS-APCP USGSE | 1,493.46 PA | $78.31 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392EHB9 US31392EHB92 | ABS-APCP USGSE | 1,179.29 PA | $103.50 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392DAG7 US31392DAG79 | ABS-APCP USGSE | 1,173.61 PA | $116.86 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392BMY9 US31392BMY91 | ABS-APCP USGSE | 1,542.32 PA | $126.77 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392AZY7 US31392AZY71 | ABS-APCP USGSE | 1,423.09 PA | $135.06 | 0.000% | US |
| Government National Mortgage Association | — | 36206N4V4 US36206N4V46 | ABS-MBS USGA | 143 PA | $142.72 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392DW40 US31392DW408 | ABS-APCP USGSE | 1,517.25 PA | $150.64 | 0.000% | US |
| N/A Goldman Sachs International | — | — — | DFE OTHER | 3,000,000 NC | $177.00 | 0.000% | N/A |
| Fannie Mae Interest STRIPS Fannie Mae Interest STRIPS, IO | — | 31364JZP1 US31364JZP10 | ABS-APCP USGSE | 2,862.78 PA | $178.90 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392ERQ5 US31392ERQ51 | ABS-APCP USGSE | 2,084.91 PA | $206.99 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31392BJ98 US31392BJ987 | ABS-APCP USGSE | 2,268.99 PA | $215.79 | 0.000% | US |
| Freddie Mac REMICs Freddie Mac REMICs, IO | — | 31395MTC3 US31395MTC37 | ABS-APCP USGSE | 4,150.36 PA | $238.67 | 0.000% | US |
| Freddie Mac STRIPS Freddie Mac STRIPS, IO | — | 31282YCU1 US31282YCU10 | ABS-APCP USGSE | 3,102.16 PA | $242.60 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31394EGT9 US31394EGT91 | ABS-APCP USGSE | 3,274.96 PA | $249.26 | 0.000% | US |
| Fannie Mae REMICs Fannie Mae REMICs, IO | — | 31397L5D7 US31397L5D76 | ABS-APCP USGSE | 6,643.43 PA | $323.14 | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.1% of reported value reaches a classification.
Percentages are of the reported value of positions above ($558.72M), not of the fund’s net assets ($600.56M). The two differ by cash, derivatives filed with no market value, and rounding.