1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-01
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000257775 | STMBX | NOT_LISTED | not exchange-listed | — |
| C000257776 | STMIX | NOT_LISTED | not exchange-listed | — |
| C000257774 | STMZX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
309 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMI… USD/AUD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$387.85 | -0.006% | US |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPO… USD/HUF FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$397.60 | -0.006% | US |
| UBS AG INR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$400.80 | -0.006% | US |
| SOCIETE GENERALE JPY/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$417.16 | -0.006% | US |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMI… USD/PLN FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$422.41 | -0.006% | US |
| EUREX CLEARING AKTIENGESELLSCHAFT Short(FBTS) Term Euro | — | 000000000 DE000F2Y2EX3 | DIR CORP | -2 NC | -$440.43 EUR | -0.006% | DE |
| Citibank, National Association USD/SGD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$473.12 | -0.007% | US |
| HSBC SECURITIES (USA) INC. USD/PLN FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$481.98 | -0.007% | US |
| BNP PARIBAS SECURITIES CORP. USD/INR FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$494.43 | -0.007% | US |
| BARCLAYS PLC CNH/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$501.28 | -0.007% | US |
| J.P. MORGAN SECURITIES LLC USD/CNH FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$514.05 | -0.007% | US |
| MORGAN STANLEY & CO. LLC USD/EUR FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$522.54 | -0.007% | US |
| HSBC SECURITIES (USA) INC. EUR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$554.75 | -0.008% | US |
| EUREX CLEARING AKTIENGESELLSCHAFT Euro(FGBM) Bobl Futures | — | 000000000 DE000F2Y2EZ8 | DIR CORP | -1 NC | -$566.97 EUR | -0.008% | DE |
| THE TORONTO-DOMINION BANK USD/MXN FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$602.28 | -0.009% | US |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA)… USD/AUD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$812.08 | -0.012% | US |
| BNP PARIBAS SECURITIES CORP. USD/SEK FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$899.72 | -0.013% | US |
| MORGAN STANLEY & CO. LLC AUD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$923.93 | -0.013% | US |
| BARCLAYS PLC USD/EUR FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$969.49 | -0.014% | US |
| BARCLAYS PLC EUR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$970.07 | -0.014% | US |
| CHICAGO MERCANTILE EXCHANGE INC. Lean Hog Futures, Jun-2026,ETH | — | 000000000 — | DCO CORP | 1 NC | -$1.0K | -0.015% | US |
| WELLS FARGO SECURITIES, LLC MXN/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$1.1K | -0.016% | US |
| MORGAN STANLEY & CO. LLC CNH/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$1.2K | -0.016% | US |
| SKANDINAVISKA ENSKILDA BANKEN AB NOK/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$1.2K | -0.017% | US |
| EUREX CLEARING AKTIENGESELLSCHAFT EURO STOXX 50 Index Futures(FESX) Index Fut | — | 000000000 DE000C7YK3S8 | DE CORP | 1 NC | -$1.5K EUR | -0.021% | DE |
| J.P. MORGAN SECURITIES LLC EUR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$1.6K | -0.022% | US |
| UBS AG AUD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$1.7K | -0.024% | US |
| UBS AG USD/MXN FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$1.7K | -0.024% | US |
| EURONEXT PARIS SA CAC 40 Index Future, Apr 2026 | — | 000000000 FREX02486188 | DE CORP | 1 NC | -$1.8K EUR | -0.026% | FR |
| MONTREAL EXCHANGE INC. S&P/TSX 60 Index Standard Futures | — | 000000000 — | DE CORP | 1 NC | -$1.9K CAD | -0.026% | CA |
| ICE FUTURES EUROPE FTSE 100 - Stnd Index Future - ICEU, Jun26 | — | 000000000 GB00MWF28V09 | DE CORP | 1 NC | -$1.9K GBP | -0.026% | GB |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Soybean Meal Futures, May-2026,ETH | — | 000000000 — | DCO CORP | 3 NC | -$1.9K | -0.027% | US |
| ICE FUTURES EUROPE Long Gilt Future - ICEU | — | 000000000 GB00N10S2350 | DIR CORP | 1 NC | -$1.9K GBP | -0.027% | GB |
| The Bank of New York Mellon NZD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$1.9K | -0.028% | US |
| SOCIETE GENERALE GBP/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$2.0K | -0.028% | US |
| NASDAQ OMX NORDIC OMX Stockholm 30 Index Price Return Cash Sett… | — | 000000000 SE0027286097 | DE CORP | 3 NC | -$2.1K SEK | -0.029% | SE |
| EUREX CLEARING AKTIENGESELLSCHAFT EURO(FGBX) Buxl Futures | — | 000000000 DE000F2Y2E12 | DIR CORP | -1 NC | -$2.1K EUR | -0.030% | DE |
| ASX CLEARING CORPORATION LIMITED ASX SPI 200 Index Futures | — | 000000000 — | DE CORP | 1 NC | -$2.1K AUD | -0.030% | AU |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPO… USD/INR FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$2.4K | -0.033% | US |
| HSBC SECURITIES (USA) INC. ZAR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$2.4K | -0.035% | US |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMIT… AUD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$2.4K | -0.035% | US |
| MORGAN STANLEY & CO. LLC HUF/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$2.8K | -0.039% | US |
| UBS AG ZAR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$3.6K | -0.051% | US |
| BARCLAYS PLC AUD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$4.3K | -0.061% | US |
| BARCLAYS PLC USD/NZD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$4.6K | -0.066% | US |
| J.P. MORGAN SECURITIES LLC MXN/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$5.5K | -0.078% | US |
| EUREX CLEARING AKTIENGESELLSCHAFT Long(FBTP) Term Euro | — | 000000000 DE000F2Y2EW5 | DIR CORP | 1 NC | -$5.8K EUR | -0.082% | DE |
| SOCIETE GENERALE CAD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$6.1K | -0.087% | US |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMI… USD/AUD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$6.6K | -0.093% | US |
| MONTREAL EXCHANGE INC. Ten-Year Government of Canada Bond Futures | — | 000000000 — | DIR CORP | 4 NC | -$6.9K CAD | -0.099% | CA |
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 ($4.04M), not of the fund’s net assets ($7.04M). The two differ by cash, derivatives filed with no market value, and rounding.