1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
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.a
N-PORT Item C.4.b
as filed
17 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Barclays Bank PLC 4SPX 260430P06498190 | — | 000000000 — | DE OTHER | -11 NC |
| -2.220% |
| US |
| Chicago Mercantile Exchange S+P500 EMINI FUT JUN26 | — | 000000000 — | DE OTHER | 11 NC | -$102.0K | -1.478% | US |
| Barclays Bank PLC 4SPX 260430C07494120 | — | 000000000 — | DE OTHER | -11 NC | -$519.90 | -0.008% | US |
| United States Treasury U.S. Treasury Bills | — | 912797TV9 US912797TV96 | STIV UST | 31,500 PA | $30.5K | 0.442% | US |
| FED HOME LN DISCOUNT NT Federal Home Loan Bank Discount Notes | — | 313385D60 US313385D602 | DBT USGSE | 100,000 PA | $98.4K | 1.426% | US |
| FED HOME LN DISCOUNT NT Federal Home Loan Bank Discount Notes | — | 313385YK6 US313385YK67 | DBT USGSE | 100,000 PA | $99.1K | 1.437% | US |
| FED HOME LN DISCOUNT NT Federal Home Loan Bank Discount Notes | — | 313385VW3 US313385VW33 | DBT USGSE | 104,000 PA | $103.8K | 1.504% | US |
| United States Treasury U.S. Treasury Bills | — | 912797TG2 US912797TG20 | STIV UST | 190,000 PA | $189.9K | 2.751% | US |
| United States Treasury U.S. Treasury Bills | — | 912797QX8 US912797QX89 | STIV UST | 231,000 PA | $229.4K | 3.324% | US |
| United States Treasury U.S. Treasury Bills | — | 912797SP3 US912797SP38 | STIV UST | 284,900 PA | $283.9K | 4.113% | US |
| Barclays Bank PLC 4SPX 260430P06840200 | — | 000000000 — | DE OTHER | 11 NC | $352.7K | 5.111% | US |
| United States Treasury U.S. Treasury Bills | — | 912797TC1 US912797TC16 | STIV UST | 449,100 PA | $437.4K | 6.338% | US |
| United States Treasury U.S. Treasury Bills | — | 912797UC9 US912797UC96 | STIV UST | 640,000 PA | $634.3K | 9.190% | US |
| Goldman Sachs Financial Square Government Fund | — | 38141W273 US38141W2733 | EC RF | 913,858.91 NS | $913.9K | 13.242% | US |
| State Street SPDR S&P 500 ETF Trust | SPY | 78462F103 US78462F1030 | EC RF | 1,600 NS | $1.04M | 15.078% | US |
| iShares Core S&P 500 ETF | IVV | 464287200 US4642872000 | EC RF | 1,600 NS | $1.05M | 15.144% | US |
| Vanguard S&P 500 ETF | VOO | 922908363 US9229083632 | EC RF | 1,800 NS | $1.08M | 15.586% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 16.6% of reported value reaches a classification.
Percentages are of the reported value of positions above ($6.28M), not of the fund’s net assets ($6.90M). The two differ by cash, derivatives filed with no market value, and rounding.