{"entity_type":"fund","name":"BATS: Interest Rate Hedge Series","identifiers":{"lei":"549300GWRL056IWXY321","cik":"1221845","fund_id":"S000011985","fundkey":"bats-interest-rate-hedge-series"},"dates":{"reporting_period_start":"2025-12-31","reporting_period_end":"2026-03-31","filing_date":"2026-02-25"},"summary":{"total_positions":3,"total_value_usd":3049443.28,"asset_categories":["EC","DIR","STIV"],"by_asset_category":{"STIV":{"positions":1,"total_value_usd":2331626.66},"DIR":{"positions":1,"total_value_usd":-514.5},"EC":{"positions":1,"total_value_usd":718331.12}}},"holdings":[{"issuer_name":"Dreyfus Treasury Securities Cash Management","title":"Dreyfus Treasury Securities Cash Management","isin":"US2619411083","value_usd":2331626.66,"pct_val":82.59045199973,"balance":2331626.66,"units":"NS","currency":"USD","asset_cat":"STIV","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BATS: Short Duration Taxable Total Return Series","title":"BATS: Short Duration Taxable Total Return Series","isin":"US0924803002","value_usd":718331.12,"pct_val":25.44459321213,"balance":77156.941,"units":"NS","currency":"USD","asset_cat":"EC","issuer_cat":"RF","inv_country":"US","fair_val_level":"1","payoff_profile":"Long"},{"issuer_name":"BOARD OF TRADE OF THE CITY OF CHICAGO, INC.","title":"US 2YR NOTE (CBT)","isin":null,"value_usd":-514.5,"pct_val":-0.01822452465,"balance":-3,"units":"NC","currency":"USD","asset_cat":"DIR","issuer_cat":"CORP","inv_country":"US","fair_val_level":"2","payoff_profile":"N/A"}],"source_documents":[{"label":"SEC NPORT-P Filings","url":"https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=1221845&type=NPORT&dateb=&owner=exclude&count=40"}],"dataset":{"json":"https://dealcharts.org/llm/facts/fund/bats-interest-rate-hedge-series.json","page":"https://dealcharts.org/capitalmarkets/funds/bats-interest-rate-hedge-series/"},"provenance":{"curator":"CMD+RVL","curator_url":"https://cmdrvl.com","platform":"Dealcharts","platform_url":"https://dealcharts.org/","source":"SEC NPORT-P Public Filings","license":"CC-BY 4.0","license_url":"https://creativecommons.org/licenses/by/4.0/","attribution":"Data curated by CMD+RVL from SEC NPORT-P public filings"},"citation":"Fund: BATS: Interest Rate Hedge Series | LEI: 549300GWRL056IWXY321 | 3 positions totaling $3,049,443 across EC, DIR, STIV | Filing: Tue Feb 24 2026 19:00:00 GMT-0500 (Eastern Standard Time) | Source: SEC NPORT-P via Dealcharts.org","updated_at":"2026-02-25"}