1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-27
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.
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
1,282 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. U.S. Treasury Bond Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 952 NC |
| -$3.52M |
| -0.099% |
| US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 10-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 1,286 NC | -$2.83M | -0.080% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Ultra U.S. Treasury Bond Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 270 NC | -$1.05M | -0.030% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 2-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 1,281 NC | -$771.6K | -0.022% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. U.S. Treasury Bond Options | — | 000000000 — | DIR CORP | -2,500 NC | -$39.1K | -0.001% | US |
| CHICAGO BOARD OF TRADE U.S. Treasury Bond Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CHICAGO BOARD OF TRADE U.S. Treasury Bond Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G05421 | — | 3128M7LA2 US3128M7LA20 | ABS-MBS USGSE | 2.3 PA | $2.31 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FHR 3218 HS | — | 31397BJ77 US31397BJ770 | ABS-O USGSE | 2,613.23 PA | $12.96 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FHR 4030 IL | — | 3137APLG3 US3137APLG32 | ABS-O USGSE | 7,011.68 PA | $40.39 | 0.000% | US |
| Federal National Mortgage Association FN 256272 | — | 31371MT56 US31371MT565 | ABS-MBS USGSE | 59.2 PA | $59.07 | 0.000% | US |
| Government National Mortgage Association GNR 2004-86 SP | — | 38374JXM3 US38374JXM34 | ABS-O USGA | 15,606.68 PA | $80.92 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G01589 | — | 31283HXS9 US31283HXS92 | ABS-MBS USGSE | 135.25 PA | $136.82 | 0.000% | US |
| Government National Mortgage Association GNR 2012-H24 FG | — | 38375BXB3 US38375BXB34 | ABS-O USGA | 203.16 PA | $202.47 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG A14237 | — | 31296NV61 US31296NV618 | ABS-MBS USGSE | 210.18 PA | $212.70 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG C01811 | — | 31292JAL4 US31292JAL44 | ABS-MBS USGSE | 260.43 PA | $263.63 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G01840 | — | 3128LXBH2 US3128LXBH23 | ABS-MBS USGSE | 264.85 PA | $268.14 | 0.000% | US |
| Federal National Mortgage Association FN AS0834 | — | 3138W94U1 US3138W94U12 | ABS-MBS USGSE | 278.44 PA | $279.71 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG A12093 | — | 31296LKE0 US31296LKE01 | ABS-MBS USGSE | 344.78 PA | $348.98 | 0.000% | US |
| Government National Mortgage Association GNR 2010-31 SK | — | 38376XA29 US38376XA291 | ABS-O USGA | 83,220.66 PA | $412.06 | 0.000% | US |
| Government National Mortgage Association G2 5203 | — | 36202FX84 US36202FX845 | ABS-MBS USGA | 483.03 PA | $464.45 | 0.000% | US |
| Government National Mortgage Association GNR 2006-26 S | — | 38374NEG8 US38374NEG88 | ABS-O USGA | 96,091.78 PA | $631.31 | 0.000% | US |
| Federal National Mortgage Association FN AL0792 | — | 3138EG3A0 US3138EG3A05 | ABS-MBS USGSE | 809.71 PA | $808.28 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FHS 304 C32 | — | 31325UPM2 US31325UPM26 | ABS-MBS USGSE | 62,759.87 PA | $815.04 | 0.000% | US |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHR 3385 SN | — | 31397PAT7 US31397PAT75 | ABS-O USGSE | 13,748.46 PA | $881.35 | 0.000% | US |
| Government National Mortgage Association GNR 2009-127 IA | — | 38376P4L1 US38376P4L18 | ABS-O USGA | 606,354.31 PA | $927.72 | 0.000% | US |
| Government National Mortgage Association G2 MA0463 | — | 36179MQQ6 US36179MQQ68 | ABS-MBS USGA | 1,080.32 PA | $1.0K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG A13707 | — | 31296NDL8 US31296NDL82 | ABS-MBS USGSE | 1,029.08 PA | $1.0K | 0.000% | US |
| Government National Mortgage Association GNR 2007-58 SD | — | 38375LKR0 US38375LKR05 | ABS-O USGA | 193,395.14 PA | $1.1K | 0.000% | US |
| Government National Mortgage Association GNR 2008-79 SA | — | 38375YQV7 US38375YQV73 | ABS-O USGA | 73,580.48 PA | $1.1K | 0.000% | US |
| Government National Mortgage Association GNR 2007-16 KU | — | 38373MC57 US38373MC578 | ABS-O USGA | 106,028.04 PA | $1.3K | 0.000% | US |
| Government National Mortgage Association G2 MA1761 | — | 36179N5W4 US36179N5W43 | ABS-MBS USGA | 1,536.57 PA | $1.5K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G02540 | — | 3128M4EM1 US3128M4EM10 | ABS-MBS USGSE | 1,476.16 PA | $1.5K | 0.000% | US |
| Federal National Mortgage Association FNR 2013-13 IK | — | 3136ACE56 US3136ACE564 | ABS-O USGSE | 87,593.43 PA | $1.5K | 0.000% | US |
| Government National Mortgage Association GNR 2009-106 ST | — | 38376JFW9 US38376JFW99 | ABS-O USGA | 136,110.1 PA | $1.6K | 0.000% | US |
| Berkshire Hathaway Energy Company BRKHEC 4.6 05/01/53 | — | 084659BF7 US084659BF75 | DBT CORP | 2,000 PA | $1.6K | 0.000% | US |
| Government National Mortgage Association G2 MA0023 | — | 36179MAY6 US36179MAY66 | ABS-MBS USGA | 1,730.79 PA | $1.7K | 0.000% | US |
| Federal National Mortgage Association FN AD0329 | — | 31418MLK6 US31418MLK61 | ABS-MBS USGSE | 1,647.52 PA | $1.7K | 0.000% | US |
| Government National Mortgage Association GNR 2009-36 IE | — | 38374T2L7 US38374T2L74 | ABS-O USGA | 377,297.49 PA | $1.7K | 0.000% | US |
| Federal National Mortgage Association FN MA0813 | — | 31417Y3X3 US31417Y3X32 | ABS-MBS USGSE | 1,743.72 PA | $1.7K | 0.000% | US |
| Government National Mortgage Association G2 MA1920 | — | 36179QDZ1 US36179QDZ19 | ABS-MBS USGA | 1,881.63 PA | $1.8K | 0.000% | US |
| Federal National Mortgage Association FNR 2008-91 SI | — | 31397MB30 US31397MB303 | ABS-O USGSE | 51,776.06 PA | $1.8K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G30484 | — | 3128CURD0 US3128CURD07 | ABS-MBS USGSE | 1,881.95 PA | $1.9K | 0.000% | US |
| Government National Mortgage Association G2 4945 | — | 36202FP67 US36202FP676 | ABS-MBS USGA | 1,980.29 PA | $1.9K | 0.000% | US |
| Federal National Mortgage Association FN AR3468 | — | 3138W02A6 US3138W02A66 | ABS-MBS USGSE | 2,124.36 PA | $2.1K | 0.000% | US |
| Federal National Mortgage Association FN CA1795 | — | 3140Q87H2 US3140Q87H20 | ABS-MBS USGSE | 2,123.66 PA | $2.1K | 0.000% | US |
| Federal National Mortgage Association FNR 2010-35 SB | — | 31398PKD0 US31398PKD05 | ABS-O USGSE | 35,312.5 PA | $2.2K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG C91026 | — | 3128P7D75 US3128P7D754 | ABS-MBS USGSE | 2,388.54 PA | $2.4K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FHR 2643 SA | — | 31393WDL0 US31393WDL00 | ABS-O USGSE | 2,135.37 PA | $2.5K | 0.000% | US |
| Government National Mortgage Association GNR 2013-H04 BA | — | 38375BK84 US38375BK843 | ABS-O USGA | 2,692.27 PA | $2.6K | 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 ($3.63B), not of the fund’s net assets ($3.55B). The two differ by cash, derivatives filed with no market value, and rounding.