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.
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
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 ($119.26M), not of the fund’s net assets ($123.41M). The two differ by cash, derivatives filed with no market value, and rounding.
25 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| iShares Trust iShares Trust CORE S&P500 ETF | IVV | 464287200 US4642872000 | EC RF | 133,024 NS |
| 70.410% |
| US |
| United States Treasury Bills B 0 06/09/26 | — | 912797TZ0 US912797TZ01 | DBT UST | 6,500,000 PA | $6.46M | 5.231% | US |
| United States Treasury Bills B 0 07/07/26 | — | 912797UN5 US912797UN51 | DBT UST | 5,100,000 PA | $5.05M | 4.092% | US |
| United States Treasury Bills B 0 05/14/26 | — | 912797QN0 US912797QN08 | DBT UST | 5,000,000 PA | $4.98M | 4.034% | US |
| United States Treasury Bills B 0 06/23/26 | — | 912797UB1 US912797UB14 | DBT UST | 5,000,000 PA | $4.96M | 4.018% | US |
| Simplify Exchange Traded Funds Simplify Managed Futures Strategy ETF | CTA | 82889N699 US82889N6994 | EC RF | 151,381 NS | $4.57M | 3.707% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $3.54M | 2.871% | US |
| United States Treasury Bills B 0 05/26/26 | — | 912797TT4 US912797TT41 | DBT UST | 750,000 PA | $745.8K | 0.604% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $668.1K | 0.541% | US |
| United States Treasury Bills B 0 04/07/26 | — | 912797TG2 US912797TG20 | DBT UST | 600,000 PA | $599.6K | 0.486% | US |
| United States Treasury Bills B 0 05/05/26 | — | 912797TL1 US912797TL15 | DBT UST | 400,000 PA | $398.6K | 0.323% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $289.7K | 0.235% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $162.1K | 0.131% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $102.9K | 0.083% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $88.5K | 0.072% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $72.7K | 0.059% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $71.3K | 0.058% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $61.7K | 0.050% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $59.6K | 0.048% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $56.2K | 0.046% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $55.7K | 0.045% | US |
| DREYFUS TRSY OBLIG CASH M | — | 000000000 — | STIV RF | 55,236.41 NS | $55.2K | 0.045% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | $4.5K | 0.004% | US |
| CITIBANK, NATIONAL ASSOCIATION TRS CTA INDEX | — | 000000000 — | DE CORP | 1 NC | -$2.4K | -0.002% | US |
| CHICAGO MERCANTILE EXCHANGE INC. E-mini S&P 500 Futures, Jun-2026,ETH | — | 000000000 — | DE CORP | 119 NC | -$683.8K | -0.554% | US |