Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FRTR 3 1/2 11/25/33 | 0 | 12,000,000 | 12,000,000 | 4.22% | $13.82M |
| EURO-SCHATZ FUT JUN26 FINANCIAL COMMODITY FUTURE. | 0 | 97 | 97 | 3.61% | $11.82M |
| BUNDESREPUB. DEUTSCHLAND 2.600000% 05/15/2041 | 0 | 11,200,000 | 11,200,000 | 3.60% | $11.80M |
| UNITED KINGDOM GILT GBP REG S 4.75% 10-22-35 | 0 | 9,000,000 | 9,000,000 | 3.58% | $11.71M |
| SPANISH GOV'T | 0 | 9,000,000 | 9,000,000 | 3.13% | $10.25M |
| EURO-BOBL FUTURE JUN26 FINANCIAL COMMODITY FUTURE. | 0 | 74 | 74 | 3.00% | $9.84M |
| US TREASURY N/B | 0 | 9,300,000 | 9,300,000 | 2.72% | $8.91M |
| ITALY BUONI POLIENNALI DEL TESORO | 0 | 4,700,000 | 4,700,000 | 1.88% | $6.15M |
| US TREASURY N/B | 0 | 5,240,000 | 5,240,000 | 1.56% | $5.11M |
| JAPAN GOVT 10-YR | 0 | 800,000,000 | 800,000,000 | 1.43% | $4.68M |
| FNCL 5.5 4/26 | 0 | 4,000,000 | 4,000,000 | 1.23% | $4.02M |
| AGRICULTURAL BANK OF CHINA LTD/HONG KONG MTN 2.800000% 07/31/2027 | 0 | 26,500,000 | 26,500,000 | 1.19% | $3.88M |
| Titulos de Tesoreria | 0 | 13,272,600,000 | 13,272,600,000 | 1.06% | $3.46M |
| European Union | 0 | 3,000,000 | 3,000,000 | 1.03% | $3.38M |
| Ten-Year Government of Canada Bond Futures | 0 | 37 | 37 | 0.97% | $3.18M |
| UNITED KINGDOM GILT GBP REG S 1.125% 01-31-39 | 0 | 26 | 26 | 0.92% | $3.01M |
| Republic of Poland Government International Bond | 0 | 2,470,000 | 2,470,000 | 0.85% | $2.79M |
| Commonwealth of Australia | 0 | 4,100,000 | 4,100,000 | 0.78% | $2.56M |
| Republic of Chile | 0 | 1,592,000 | 1,592,000 | 0.54% | $1.77M |
| GERMANY FEDERAL REPUBLIC OF 0.25% 02/15/2029 REGS | 0 | 1,500,000 | 1,500,000 | 0.49% | $1.62M |
| MEXICO GOVERNMENT INTERNATIONAL BOND EUR 3.875% 05-16-31 | 0 | 1,400,000 | 1,400,000 | 0.48% | $1.57M |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND M 3.625000% 06/15/2036 | 0 | 1,230,000 | 1,230,000 | 0.42% | $1.38M |
| EUROPEAN UNION BILL ZERO COUPON 12/04/2026 | 0 | 1,200,000 | 1,200,000 | 0.41% | $1.36M |
| Mexico Government International Bond | 0 | 1,060,000 | 1,060,000 | 0.36% | $1.19M |
| US 10YR ULTRA FUT MAR26 FINANCIAL COMMODITY FUTURE. | 0 | 7 | 7 | 0.34% | $1.13M |
| Republic of Indonesia | 0 | 955,000 | 955,000 | 0.32% | $1.06M |
| ING Groep NV | 0 | 900,000 | 900,000 | 0.30% | $984.19K |
| Romania Government Bond | 0 | 910,000 | 910,000 | 0.30% | $979.56K |
| G2SF 3.5 4/24 | 0 | 1,000,000 | 1,000,000 | 0.28% | $917.06K |
| Goldman Sachs Group, Inc. (The) | 0 | 580,000 | 580,000 | 0.20% | $649.77K |
| Romania Government Bond | 0 | 630,000 | 630,000 | 0.18% | $584.16K |
| TOTALENERGIES CAPITAL INTERNATIONAL SA | 0 | 500,000 | 500,000 | 0.17% | $546.33K |
| Deutsche Bank AG | 0 | 400,000 | 400,000 | 0.15% | $477.17K |
| Bunzl Finance PLC | 0 | 430,000 | 430,000 | 0.15% | $475.79K |
| FLUXYS SA 4% 11/28/2030 REGS | 0 | 400,000 | 400,000 | 0.14% | $462.58K |
| BPCE SA 4%/VAR 01/20/2034 REGS | 0 | 400,000 | 400,000 | 0.14% | $455.97K |
| UNITED MEXICAN | 0 | 400,000 | 400,000 | 0.14% | $448.59K |
| AMZN 3.7 03/16/35 | 0 | 390,000 | 390,000 | 0.14% | $444.33K |
| Vodafone Group PLC | 0 | 380,000 | 380,000 | 0.13% | $420.97K |
| GERMANY FEDERAL REPUBLIC OF 2.9% 08/15/2056 REGS | 0 | 399,000 | 399,000 | 0.13% | $411.26K |
| WINTERSHALL FIN | 0 | 400,000 | 400,000 | 0.12% | $406.44K |
| Anheuser-Busch InBev SA/NV | 0 | 340,000 | 340,000 | 0.12% | $380.65K |
| AMZN 4.05 03/16/39 | 0 | 321,000 | 321,000 | 0.11% | $363.01K |
| GA Global Funding Trust | 0 | 320,000 | 320,000 | 0.11% | $346.31K |
| VOLKSWAGEN INTL FINANCE NV 5.994%/VAR PERP REGS | 0 | 300,000 | 300,000 | 0.11% | $345.49K |
| INFORMA PLC | 0 | 290,000 | 290,000 | 0.10% | $324.09K |
| NATIONAL GRID NORTH AMERICA INC | 0 | 252,000 | 252,000 | 0.09% | $302.61K |
| HSBC Holdings PLC | 0 | 260,000 | 260,000 | 0.09% | $296.35K |
| ORACLE CORP | 0 | 290,000 | 290,000 | 0.09% | $278.83K |
| TOTALENERGIES SE 2.125%/VAR PERP REGS | 0 | 270,000 | 270,000 | 0.08% | $270.11K |
| NEW S WALES TREA | 0 | 468,800 | 468,800 | 0.08% | $259.46K |
| Intesa Sanpaolo SpA | 0 | 200,000 | 200,000 | 0.08% | $256.94K |
| CaixaBank SA | 0 | 200,000 | 200,000 | 0.08% | $247.32K |
| Barclays PLC | 0 | 220,000 | 220,000 | 0.08% | $246.36K |
| QUEENSLAND TREASURY CORP 2% 08/22/2033 | 0 | 451,000 | 451,000 | 0.07% | $245.66K |
| NEE V4.75 02/26/56 | 0 | 213,000 | 213,000 | 0.07% | $236.37K |
| CREDIT AGRICOLE SA | 0 | 200,000 | 200,000 | 0.07% | $236.01K |
| CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR | 0 | 240,000 | 240,000 | 0.07% | $234.59K |
| VERTIV HLDNG CO | 0 | 240,000 | 240,000 | 0.07% | $230.70K |
| Deutsche Bank AG | 0 | 200,000 | 200,000 | 0.07% | $227.31K |
| HUNTINGTON BANCS | 0 | 210,000 | 210,000 | 0.06% | $204.94K |
| ORACLE CORP | 0 | 220,000 | 220,000 | 0.06% | $202.25K |
| Chile Government International Bonds | 0 | 171,528 | 171,528 | 0.06% | $192.28K |
| BHI 4.737 03/11/46 | 0 | 144,000 | 144,000 | 0.05% | $163.93K |
| BHI 4.193 03/11/38 | 0 | 133,000 | 133,000 | 0.05% | $150.80K |
| BHI 3.812 03/11/34 | 0 | 122,000 | 122,000 | 0.04% | $138.80K |
| VERTIV HLDNG CO | 0 | 140,000 | 140,000 | 0.04% | $133.99K |
| Morgan Stanley | 0 | 115,000 | 115,000 | 0.04% | $129.05K |
| SARTORIUS FINANCE BV 4.5% 09/14/2032 REGS | 0 | 100,000 | 100,000 | 0.04% | $117.95K |
| PRYSMIAN SPA EUAMDB05+NA PERP REGS | 0 | 100,000 | 100,000 | 0.04% | $116.98K |
| BARCLAYS PLC | 0 | 100,000 | 100,000 | 0.04% | $115.77K |
| Werfen SA/Spain | 0 | 100,000 | 100,000 | 0.03% | $112.99K |
| Republic of Indonesia | 0 | 1,669,000,000 | 1,669,000,000 | 0.03% | $95.28K |
| USD-SOFR-OIS 3.49 COMPOUND PUT OPTION | 0 | 7,500,000 | 7,500,000 | 0.03% | $83.68K |
| Credit Default Swap | 0 | -800,000 | -800,000 | 0.01% | $38.61K |
| FX Forward Contract: BRL/USD SETTLE 2026-03-18 | 0 | 3 | 3 | 0.01% | $38.23K |
| HUNGARIAN FORINT | 0 | 3 | 3 | 0.01% | $26.56K |
| USD-SOFR-OIS 3.19 COMPOUND CALL OPTION | 0 | 7,500,000 | 7,500,000 | 0.00% | $14.42K |
| TURKISH LIRA | 0 | 2 | 2 | 0.00% | $10.42K |
| Credit Default Swap | 0 | 1,200,000 | 1,200,000 | 0.00% | $5.29K |
| Credit Default Swap | 0 | 687,000 | 687,000 | 0.00% | $3.03K |
| Credit Default Swap | 0 | 687,000 | 687,000 | 0.00% | $3.03K |
| BROKER - NOMURA INTERNATIONAL PLC PAY - CHINA FIXING REPO RATE 7 DAYS | 0 | 15,000,000 | 15,000,000 | 0.00% | -$574 |
| SWISS FRANC | 0 | 1 | 1 | 0.00% | -$1.54K |
| FX Forward Contract: INR/USD SETTLE 2026-01-02 | 0 | 2 | 2 | 0.00% | -$1.71K |
| FX Forward Contract: JPY/USD SETTLE 2025-10-16 | 0 | 3 | 3 | 0.00% | -$5.82K |
| THAILAND BAHT | 0 | 1 | 1 | 0.00% | -$7.58K |
| BRK - BANCO SANTANDER SA REC - BRAZIL CETIP INTERBANK DEPOSIT RATE | 0 | 2,609,122 | 2,609,122 | 0.00% | -$11.94K |
| BROKER - BANCO SANTANDER SA REC - 13.28% | 0 | 10,013,418 | 10,013,418 | -0.01% | -$32.72K |
| BROKER - BNP PARIBAS SA LONDON REC - 3.7346% | 0 | 20,190,000 | 20,190,000 | -0.01% | -$38.92K |
| Credit Default Swap | 0 | 2,328,000 | 2,328,000 | -0.01% | -$40.25K |
| Credit Default Swap | 0 | 3,492,000 | 3,492,000 | -0.02% | -$60.37K |
| Credit Default Swap | 0 | 3,880,000 | 3,880,000 | -0.02% | -$67.08K |
| REF - CETIP INDEX BRK - MERRILL | 0 | 13,390,878 | 13,390,878 | -0.02% | -$67.30K |
| ZIMMER BIOMET HOLDINGS INC | 0 | 150,000,000 | 150,000,000 | -0.03% | -$96.65K |
| WF-IRS 6YR PAY FIXED 3.365000 | 0 | 1,340,000 | 1,340,000 | -0.03% | -$96.82K |
| AUST 10Y BOND FUT JUN26 FINANCIAL COMMODITY FUTURE. | 0 | -3 | -3 | -0.07% | -$221.40K |
| UNITED STATES DOLLAR | 0 | 17 | 17 | -0.07% | -$238.29K |
| SWEDISH KRONE | 0 | 5 | 5 | -0.14% | -$457.16K |
| BROKER - MERRILL LYNCH INTERNATIONAL PAY - 13.715% | 0 | 9,931,102 | 9,931,102 | -0.15% | -$481.84K |
| 30 YEAR US TREASURY BOND FUTURE JUN26 | 0 | -7 | -7 | -0.24% | -$797.12K |
| ZSCALER INC CFD | 0 | 63,800,000 | 63,800,000 | -0.34% | -$1.12M |
| 10-Year T-Note Futures, Jun-2026,ETH | 0 | -21 | -21 | -0.71% | -$2.33M |
| EURO-BTP FUTURE JUN26 FINANCIAL COMMODITY FUTURE. | 0 | -19 | -19 | -0.78% | -$2.55M |
| 5-Year T-Note Futures, Jun-2026,ETH | 0 | -31 | -31 | -1.02% | -$3.35M |
| ULTRA LONG TERM US TREASURY BOND FUTURE MAR25 | 0 | -32 | -32 | -1.14% | -$3.73M |
| EURO-BUXL 30Y BND JUN26 FINANCIAL COMMODITY FUTURE. | 0 | -30 | -30 | -1.16% | -$3.81M |
| US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE. | 0 | -46 | -46 | -1.59% | -$5.22M |
| EURO-BUND FUTURE JUN26 FINANCIAL COMMODITY FUTURE. | 0 | -50 | -50 | -2.20% | -$7.22M |
| EURO-OAT FUTURE JUN26 FINANCIAL COMMODITY FUTURE. | 0 | -57 | -57 | -2.38% | -$7.80M |
| US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE. | 0 | -45 | -45 | -2.85% | -$9.34M |
| JAPAN GOVT 10-YR | 0 | -19 | -19 | -4.75% | -$15.56M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| GERMANY FEDERAL REPUBLIC OF 2.5% 10/11/2029 REGS | 8,076,000 | 0 | -8,076,000 | 0.00% | -$9.54M |
| EURO-SCHATZ FUT MAR26 FINANCIAL COMMODITY FUTURE. | 76 | 0 | -76 | 0.00% | -$9.53M |
| EURO-BOBL FUTURE MAR26 FINANCIAL COMMODITY FUTURE. | 62 | 0 | -62 | 0.00% | -$8.46M |
| LONG GILT FUTURE MAR26 FINANCIAL COMMODITY FUTURE. | 68 | 0 | -68 | 0.00% | -$8.36M |
| ITALY REPUBLIC OF 3.35% 07/01/2029 REGS | 5,421,000 | 0 | -5,421,000 | 0.00% | -$6.53M |
| CHINA GOVERNMENT BOND 2.550000% 10/15/2028 | 34,750,000 | 0 | -34,750,000 | 0.00% | -$5.13M |
| CAN 10YR BOND FUT MAR26 FINANCIAL COMMODITY FUTURE. | 49 | 0 | -49 | 0.00% | -$4.32M |
| GERMANY FEDERAL REPUBLIC OF 0% 10/09/2026 REGS | 3,673,000 | 0 | -3,673,000 | 0.00% | -$4.25M |
| French Republic Government Bonds OAT | 3,502,000 | 0 | -3,502,000 | 0.00% | -$4.12M |
| FNCL 5.5 1/26 | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.06M |
| People's Republic of China | 24,050,000 | 0 | -24,050,000 | 0.00% | -$3.95M |
| CHINA GOVT BOND | 26,550,000 | 0 | -26,550,000 | 0.00% | -$3.95M |
| JAPAN GOVT 10-YR | 617,550,000 | 0 | -617,550,000 | 0.00% | -$3.62M |
| CHINA GOVERNMENT BOND 2.600000% 09/15/2030 | 20,620,000 | 0 | -20,620,000 | 0.00% | -$3.09M |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.85% 10-01-40 | 2,475,000 | 0 | -2,475,000 | 0.00% | -$2.89M |
| French Republic Government Bonds OAT | 2,558,000 | 0 | -2,558,000 | 0.00% | -$2.84M |
| SPANISH GOV'T | 2,129,000 | 0 | -2,129,000 | 0.00% | -$2.51M |
| French Republic Government Bonds OAT | 2,027,000 | 0 | -2,027,000 | 0.00% | -$2.39M |
| JAPAN GOVT 20-YR | 489,800,000 | 0 | -489,800,000 | 0.00% | -$2.37M |
| EUROPEAN UNION MTN 3.000000% 12/04/2034 | 2,002,000 | 0 | -2,002,000 | 0.00% | -$2.34M |
| United Kingdom Inflation-Linked Gilt | 1,702,000 | 0 | -1,702,000 | 0.00% | -$2.28M |
| U.S. Treasury Notes | 2,073,000 | 0 | -2,073,000 | 0.00% | -$2.13M |
| CHINA GOVERNMENT BOND 1.850000% 05/15/2027 | 14,740,000 | 0 | -14,740,000 | 0.00% | -$2.12M |
| Government of Canada | 2,832,000 | 0 | -2,832,000 | 0.00% | -$2.05M |
| U.S. Treasury Bills | 2,039,000 | 0 | -2,039,000 | 0.00% | -$2.02M |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.750000% 04/14/2041 | 2,314,000 | 0 | -2,314,000 | 0.00% | -$1.80M |
| TITULOS DE TESORERIA 11.000000% 08/22/2029 | 6,892,900,000 | 0 | -6,892,900,000 | 0.00% | -$1.72M |
| SPANISH GOV'T | 1,429,000 | 0 | -1,429,000 | 0.00% | -$1.71M |
| CNPC GLOBAL CAPITAL LTD 2.600000% 01/25/2026 | 11,940,000 | 0 | -11,940,000 | 0.00% | -$1.71M |
| JAPAN GOVT 10-YR | 277,950,000 | 0 | -277,950,000 | 0.00% | -$1.62M |
| JAPAN GOVT 30-YR | 455,650,000 | 0 | -455,650,000 | 0.00% | -$1.55M |
| GERMANY FEDERAL REPUBLIC OF 2.3% 02/15/2033 REGS | 1,340,000 | 0 | -1,340,000 | 0.00% | -$1.54M |
| GERMANY FEDERAL REPUBLIC OF 2.5% 07/04/2044 REGS | 1,249,230 | 0 | -1,249,230 | 0.00% | -$1.30M |
| NETHERLANDS GOVT | 1,554,000 | 0 | -1,554,000 | 0.00% | -$1.25M |
| PETROLEOS MEXICANOS EUR REG S SR UNSEC 4.75% 02-26-29 | 1,017,000 | 0 | -1,017,000 | 0.00% | -$1.20M |
| French Republic Government Bonds OAT | 1,268,000 | 0 | -1,268,000 | 0.00% | -$1.20M |
| AUSTRALIAN GOVT. | 3,447,000 | 0 | -3,447,000 | 0.00% | -$1.18M |
| SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035 | 18,616,000 | 0 | -18,616,000 | 0.00% | -$1.17M |
| BPCE SA MTN 4.125000% 03/08/2033 | 900,000 | 0 | -900,000 | 0.00% | -$1.08M |
| MEXICO UNITED MEXICAN STATES 7.5% 06/03/2027 | 18,730,900 | 0 | -18,730,900 | 0.00% | -$1.04M |
| FINNISH GOV'T | 874,000 | 0 | -874,000 | 0.00% | -$1.02M |
| CHINA GOVT BOND | 6,970,000 | 0 | -6,970,000 | 0.00% | -$1.01M |
| UNITED KINGDOM GILT GBP REG S 4.0% 10-22-63 | 921,000 | 0 | -921,000 | 0.00% | -$997.88K |
| CPPIB CAPITAL INC MTN 0.250000% 04/06/2027 | 857,000 | 0 | -857,000 | 0.00% | -$982.76K |
| JGB 1 03/20/62 15 | 301,050,000 | 0 | -301,050,000 | 0.00% | -$972.97K |
| UNITED KINGDOM GILT 3.750000% 03/07/2027 | 722,000 | 0 | -722,000 | 0.00% | -$971.23K |
| DEVELOPMENT BK OF JAPAN 2.300000% 03/19/2026 | 150,000,000 | 0 | -150,000,000 | 0.00% | -$959.56K |
| BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26 | 950,000 | 0 | -950,000 | 0.00% | -$948.55K |
| RIKISBREF 6.500000% 01/24/2031 | 117,539,448 | 0 | -117,539,448 | 0.00% | -$930.78K |
| Canadian Government Bond | 1,274,000 | 0 | -1,274,000 | 0.00% | -$916.62K |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 3.1% 08-28-26 | 763,000 | 0 | -763,000 | 0.00% | -$902.04K |
| French Republic Government Bonds OAT | 719,000 | 0 | -719,000 | 0.00% | -$850.72K |
| AT&T INC | 870,000 | 0 | -870,000 | 0.00% | -$829.31K |
| TITULOS DE TESORERIA 6.000000% 04/28/2028 | 3,412,000,000 | 0 | -3,412,000,000 | 0.00% | -$789.68K |
| SPANISH GOV'T | 650,000 | 0 | -650,000 | 0.00% | -$747.76K |
| Malaysia Government Bond | 2,953,000 | 0 | -2,953,000 | 0.00% | -$731.66K |
| Malaysia Government Bond | 2,912,000 | 0 | -2,912,000 | 0.00% | -$720.72K |
| Kingdom of Belgium Government Bonds | 612,000 | 0 | -612,000 | 0.00% | -$704.50K |
| Slovenia Government Bond | 556,000 | 0 | -556,000 | 0.00% | -$647.40K |
| CDP FINANCIAL INC 144A 1.125000% 04/06/2027 | 559,000 | 0 | -559,000 | 0.00% | -$647.05K |
| United Kingdom Inflation-Linked Gilt | 462,000 | 0 | -462,000 | 0.00% | -$646.53K |
| ITALY REPUBLIC OF 4.65% 10/01/2055 144A REGS | 525,000 | 0 | -525,000 | 0.00% | -$642.92K |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1 | 610,000 | 0 | -610,000 | 0.00% | -$637.72K |
| Thailand, Kingdom of | 19,022,000 | 0 | -19,022,000 | 0.00% | -$618.40K |
| UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000 | 974,304 | 0 | -974,304 | 0.00% | -$617.60K |
| ONEOK INC | 600,000 | 0 | -600,000 | 0.00% | -$601.97K |
| SPANISH GOV'T | 520,000 | 0 | -520,000 | 0.00% | -$594.22K |
| Republic of Austria Government Bonds | 499,000 | 0 | -499,000 | 0.00% | -$579.19K |
| ELECTRICITE DE FRANCE SA MTN 5.875000% MATURITY: PERPETUAL | 400,000 | 0 | -400,000 | 0.00% | -$539.48K |
| Kingdom of Belgium Government Bonds | 460,000 | 0 | -460,000 | 0.00% | -$537.58K |
| US TREASURY N/B | 524,000 | 0 | -524,000 | 0.00% | -$527.77K |
| COMCAST CORP EUR SR UNSEC 0.0% 09-14-26 | 450,000 | 0 | -450,000 | 0.00% | -$520.15K |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 6.500000% 10/07/2045 | 440,000 | 0 | -440,000 | 0.00% | -$514.82K |
| ITALY REPUBLIC OF 3.25% 11/15/2032 144A REGS | 428,000 | 0 | -428,000 | 0.00% | -$506.74K |
| SPANISH GOV'T | 453,000 | 0 | -453,000 | 0.00% | -$506.64K |
| SPANISH GOV'T | 653,000 | 0 | -653,000 | 0.00% | -$500.64K |
| NEDERLANDSE WATERSCHAPSBANK NV MTN 0.000000% 11/16/2026 | 432,000 | 0 | -432,000 | 0.00% | -$498.28K |
| QUEBEC PROVINCE | 752,000 | 0 | -752,000 | 0.00% | -$496.61K |
| SLOVAKIA GOVT | 389,000 | 0 | -389,000 | 0.00% | -$479.97K |
| DIAMONDBACK ENER | 470,000 | 0 | -470,000 | 0.00% | -$476.79K |
| CHARTER COMM OPT | 630,000 | 0 | -630,000 | 0.00% | -$473.26K |
| Switzerland Government Bond | 316,000 | 0 | -316,000 | 0.00% | -$460.87K |
| KYNDRYL HOLDINGS | 455,000 | 0 | -455,000 | 0.00% | -$447.52K |
| JGB 2.8 06/20/55 87 | 76,250,000 | 0 | -76,250,000 | 0.00% | -$435.43K |
| VERIZON COMM INC | 445,000 | 0 | -445,000 | 0.00% | -$427.24K |
| Government of Canada | 578,000 | 0 | -578,000 | 0.00% | -$417.05K |
| SPANISH GOV'T | 352,000 | 0 | -352,000 | 0.00% | -$414.68K |
| Republic of Austria Government Bonds | 497,000 | 0 | -497,000 | 0.00% | -$413.62K |
| Kingdom of Belgium Government Bonds | 406,000 | 0 | -406,000 | 0.00% | -$411.55K |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35 | 344,000 | 0 | -344,000 | 0.00% | -$410.12K |
| BNP PARIBAS SA 144A 5.176000% 01/09/2030 | 390,000 | 0 | -390,000 | 0.00% | -$399.44K |
| JAPAN GOVT 30-YR | 97,150,000 | 0 | -97,150,000 | 0.00% | -$398.96K |
| CANADIAN GOVERNMENT /CAD/ REGD 4.00000000 | 523,000 | 0 | -523,000 | 0.00% | -$397.23K |
| Czech Republic Government Bonds | 9,080,000 | 0 | -9,080,000 | 0.00% | -$381.96K |
| EAST JAPAN RAILWAY CO MTN 3.533000% 09/04/2036 | 330,000 | 0 | -330,000 | 0.00% | -$380.45K |
| NEW YORK LIFE GLOBAL FUNDING MTN 5.000000% 06/06/2029 | 369,000 | 0 | -369,000 | 0.00% | -$378.66K |
| IRISH GOVT | 364,000 | 0 | -364,000 | 0.00% | -$366.98K |
| CAN IMPERIAL BK | 355,000 | 0 | -355,000 | 0.00% | -$356.12K |
| Norway Government Bonds | 3,578,000 | 0 | -3,578,000 | 0.00% | -$353.45K |
| AUST 3YR BOND FUT MAR26 FINANCIAL COMMODITY FUTURE. | 5 | 0 | -5 | 0.00% | -$350.08K |
| CANADIAN GOVERNMENT /CAD/ REGD 1.75000000 | 737,000 | 0 | -737,000 | 0.00% | -$345.09K |
| Republic of Austria Government Bonds | 283,000 | 0 | -283,000 | 0.00% | -$345.03K |
| NTT FINANCE | 345,000 | 0 | -345,000 | 0.00% | -$342.45K |
| HUNGARY GOVT | 115,200,000 | 0 | -115,200,000 | 0.00% | -$339.93K |
| VERALTO CORP | 335,000 | 0 | -335,000 | 0.00% | -$337.84K |
| Republic of Finland | 287,000 | 0 | -287,000 | 0.00% | -$332.48K |
| SOUTHERN CO | 320,000 | 0 | -320,000 | 0.00% | -$332.11K |
| BARCLAYS PLC MTN 5.262000% 01/29/2034 | 250,000 | 0 | -250,000 | 0.00% | -$321.47K |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.875% 02-15-30 | 258,000 | 0 | -258,000 | 0.00% | -$320.43K |
| EUROPEAN INVESTMENT BANK 1.900000% 01/26/2026 | 50,000,000 | 0 | -50,000,000 | 0.00% | -$319.23K |
| Kingdom of Belgium Government Bonds | 288,000 | 0 | -288,000 | 0.00% | -$316.20K |
| SINGAPORE REPUBLIC OF 3.5% 03/01/2027 | 390,000 | 0 | -390,000 | 0.00% | -$310.15K |
| OMERS FINANCE TRUST COMPANY GUAR 144A 11/33 5.5 | 284,000 | 0 | -284,000 | 0.00% | -$304.42K |
| OMERS FINANCE TRUST 144A 3.125000% 01/25/2029 | 250,000 | 0 | -250,000 | 0.00% | -$297.37K |
| BARCLAYS PLC 8.875%/VAR PERP REGS | 210,000 | 0 | -210,000 | 0.00% | -$296.61K |
| PSP CAPITAL INC 144A 3.250000% 07/02/2034 | 250,000 | 0 | -250,000 | 0.00% | -$290.78K |
| THAILAND GOVT | 9,892,000 | 0 | -9,892,000 | 0.00% | -$287.39K |
| GERMANY FEDERAL REPUBLIC OF 4.75% 07/04/2034 REGS | 210,000 | 0 | -210,000 | 0.00% | -$283.80K |
| BANK OF AMER CRP | 280,000 | 0 | -280,000 | 0.00% | -$283.71K |
| KINGDOM OF DENMARK 4.500000% 11/15/2039 | 1,533,000 | 0 | -1,533,000 | 0.00% | -$283.57K |
| UNICREDIT SPA | 305,000 | 0 | -305,000 | 0.00% | -$283.46K |
| CANADA GOVT | 270,000 | 0 | -270,000 | 0.00% | -$278.37K |
| ZIONS BANCORP | 250,000 | 0 | -250,000 | 0.00% | -$265.50K |
| MALAYSIA GOVT OF 3.757% 05/22/2040 | 1,066,000 | 0 | -1,066,000 | 0.00% | -$261.73K |
| NTT FINANCE CORP 144A 3.678000% 07/16/2033 | 221,000 | 0 | -221,000 | 0.00% | -$260.99K |
| UBS V9.25 PERP 144a | 237,000 | 0 | -237,000 | 0.00% | -$260.05K |
| BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 31Y 0.00000000 | 546,000 | 0 | -546,000 | 0.00% | -$257.44K |
| FORD MOTOR CREDIT CO LLC 6.125% 05/15/2028 | 205,000 | 0 | -205,000 | 0.00% | -$257.10K |
| PROVINCE OF BRITISH COLUMBIA CANADA MTN 5.250000% 05/23/2034 | 380,000 | 0 | -380,000 | 0.00% | -$251.97K |
| OMERS FINANCE TR | 250,000 | 0 | -250,000 | 0.00% | -$251.45K |
| INTEL CORP SR UNSECURED 02/26 4.875 | 250,000 | 0 | -250,000 | 0.00% | -$250.16K |
| PSP CAPITAL INC MTN 5.250000% 02/27/2035 | 373,000 | 0 | -373,000 | 0.00% | -$245.45K |
| SWEDISH GOVRNMNT | 2,375,000 | 0 | -2,375,000 | 0.00% | -$241.81K |
| AUTOSTRADE PER L'ITALIA SPA 2.000000% 01/15/2030 | 215,000 | 0 | -215,000 | 0.00% | -$241.22K |
| COOPERATIEVE RABOBANK UA MTN 4.625000% 01/27/2028 | 200,000 | 0 | -200,000 | 0.00% | -$240.01K |
| EUROGRID GMBH MTN 4.056000% 05/28/2037 | 200,000 | 0 | -200,000 | 0.00% | -$235.50K |
| JPM V6.07 10/22/27 | 230,000 | 0 | -230,000 | 0.00% | -$233.62K |
| PORTUGUESE OT'S | 201,000 | 0 | -201,000 | 0.00% | -$233.30K |
| NBN CO LTD MTN 4.375000% 03/15/2033 | 185,000 | 0 | -185,000 | 0.00% | -$230.47K |
| STATE STREET CRP | 225,000 | 0 | -225,000 | 0.00% | -$226.43K |
| QUEENSLAND TREASURY CORP 144A 3.250000% 05/21/2035 | 195,000 | 0 | -195,000 | 0.00% | -$225.77K |
| MSD NETHERLANDS CAPITAL BV 3.500000% 05/30/2037 | 190,000 | 0 | -190,000 | 0.00% | -$218.88K |
| NEXA RESOURCES SA 6.75% 04/09/2034 144A | 200,000 | 0 | -200,000 | 0.00% | -$213.96K |
| AMGEN INC | 205,000 | 0 | -205,000 | 0.00% | -$209.79K |
| ROMANIA GOVT | 915,000 | 0 | -915,000 | 0.00% | -$209.66K |
| ROMANIA REPUBLIC OF 4.85% 07/25/2029 | 955,000 | 0 | -955,000 | 0.00% | -$207.62K |
| SANTANDER HOLD | 199,000 | 0 | -199,000 | 0.00% | -$207.40K |
| REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/30 5.204 | 200,000 | 0 | -200,000 | 0.00% | -$202.83K |
| ROYALTY PHARM | 200,000 | 0 | -200,000 | 0.00% | -$197.44K |
| New Zealand Parliament | 324,000 | 0 | -324,000 | 0.00% | -$187.62K |
| CPPIB CAPITAL INC MTN 5.200000% 03/04/2034 | 274,000 | 0 | -274,000 | 0.00% | -$183.01K |
| TITULOS DE TESORERIA 5.750000% 11/03/2027 | 760,200,000 | 0 | -760,200,000 | 0.00% | -$182.08K |
| META PLATFORMS | 180,000 | 0 | -180,000 | 0.00% | -$179.76K |
| French Republic Government Bonds OAT | 152,000 | 0 | -152,000 | 0.00% | -$172.77K |
| Urzad Rady Ministrow | 719,000 | 0 | -719,000 | 0.00% | -$168.45K |
| Israel Government Bonds - Fixed | 593,000 | 0 | -593,000 | 0.00% | -$167.86K |
| AMERICAN EXPRESS | 165,000 | 0 | -165,000 | 0.00% | -$167.53K |
| MALAYSIA GOVT OF 4.065% 06/15/2050 | 657,000 | 0 | -657,000 | 0.00% | -$164.98K |
| Raizen Fuels Finance S.A. 6.45%, Due 03/05/2034 | 200,000 | 0 | -200,000 | 0.00% | -$163.13K |
| ROMANIA REPUBLIC OF 4.75% 10/11/2034 | 795,000 | 0 | -795,000 | 0.00% | -$159.33K |
| ONTARIO TEACHERS' FINANCE TRUST MTN 0.100000% 05/19/2028 | 143,000 | 0 | -143,000 | 0.00% | -$158.99K |
| Republic of Ireland | 149,000 | 0 | -149,000 | 0.00% | -$155.89K |
| PORTUGUESE OT'S | 139,000 | 0 | -139,000 | 0.00% | -$152.62K |
| MEXICO UNITED MEXICAN STATES 8.5% 02/28/2030 | 2,733,300 | 0 | -2,733,300 | 0.00% | -$152.41K |
| FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.500000% 09/24/2026 | 112,000 | 0 | -112,000 | 0.00% | -$131.87K |
| MORGAN STANLEY 3.521000% 05/22/2031 | 110,000 | 0 | -110,000 | 0.00% | -$130.61K |
| FINNISH GOV'T | 130,000 | 0 | -130,000 | 0.00% | -$127.80K |
| THAILAND GOVT | 2,840,000 | 0 | -2,840,000 | 0.00% | -$122.66K |
| CPGX 6.055 08/15/26 144A | 120,000 | 0 | -120,000 | 0.00% | -$121.10K |
| NORWEGIAN GOV'T | 1,252,000 | 0 | -1,252,000 | 0.00% | -$120.21K |
| PROVINCE OF ALBERTA CANADA MTN 3.375000% 04/02/2035 | 100,000 | 0 | -100,000 | 0.00% | -$117.47K |
| KROGER CO | 122,000 | 0 | -122,000 | 0.00% | -$116.38K |
| SINGAPORE REPUBLIC OF 1.875% 10/01/2051 | 157,000 | 0 | -157,000 | 0.00% | -$115.06K |
| MALAYSIA GOVT OF 3.582% 07/15/2032 | 459,000 | 0 | -459,000 | 0.00% | -$114.31K |
| JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 70 0.70000000 | 32,350,000 | 0 | -32,350,000 | 0.00% | -$114.26K |
| SINGAPORE REPUBLIC OF 2.875% 09/01/2030 | 139,000 | 0 | -139,000 | 0.00% | -$113.01K |
| Czech Republic Government Bond | 2,920,000 | 0 | -2,920,000 | 0.00% | -$93.14K |
| Wells Fargo & Co., Series BB | 91,000 | 0 | -91,000 | 0.00% | -$90.72K |
| NETHERLANDS GOVT | 79,000 | 0 | -79,000 | 0.00% | -$90.15K |
| DEUTSCHLAND REP | 77,000 | 0 | -77,000 | 0.00% | -$83.49K |
| NORWEGIAN GOV'T | 845,000 | 0 | -845,000 | 0.00% | -$79.06K |
| Sandor-Palota | 25,180,000 | 0 | -25,180,000 | 0.00% | -$78.03K |
| PROVINCE OF MANITOBA CANADA MTN 4.850000% 08/28/2034 | 119,000 | 0 | -119,000 | 0.00% | -$75.83K |
| ROMANIA GOVERNMENT BOND 6.750000% 04/25/2035 | 305,000 | 0 | -305,000 | 0.00% | -$70.16K |
| CHARTER COMM OPT | 69,000 | 0 | -69,000 | 0.00% | -$66.16K |
| New Zealand Parliament | 130,000 | 0 | -130,000 | 0.00% | -$66.13K |
| MALAYSIA GOVT OF 4.642% 11/07/2033 | 242,000 | 0 | -242,000 | 0.00% | -$64.34K |
| THAILAND GVT THB BOND 2.0% 12-17-31 | 1,865,000 | 0 | -1,865,000 | 0.00% | -$61.48K |
| Credit Default Swap | -800,000 | 0 | 800,000 | 0.00% | -$60.96K |
| CZECH REPUBLIC GOVERNMENT BOND CZK 3.5% 05-30-35 | 1,290,000 | 0 | -1,290,000 | 0.00% | -$57.82K |
| ENERGY TRANS | 55,000 | 0 | -55,000 | 0.00% | -$56.65K |
| UNITED STATES DOLLAR | 13 | 0 | -13 | 0.00% | -$53.50K |
| Sandor-Palota | 18,630,000 | 0 | -18,630,000 | 0.00% | -$51.29K |
| CZECH REPUBLIC GOVERNMENT BOND CZK 1.95% 07-30-37 | 1,330,000 | 0 | -1,330,000 | 0.00% | -$48.92K |
| MGS 4.457 03/31/53 0123 | 182,000 | 0 | -182,000 | 0.00% | -$48.43K |
| ROMANIA GOVERNMENT BOND 7.900000% 02/24/2038 | 115,000 | 0 | -115,000 | 0.00% | -$28.76K |
| NEW ZEALAND GVT | 38,000 | 0 | -38,000 | 0.00% | -$21.32K |
| FX Spot Contract: EUR/USD SETTLE 2026-01-05 | 9 | 0 | -9 | 0.00% | -$20.87K |
| JP MORGAN MORTGAGE TRUST 2004-A5 JPMMT 2004-A5 3A1 | 10,596 | 0 | -10,596 | 0.00% | -$9.80K |
| HUNGARY REPUBLIC OF 3% 10/27/2038 | 4,830,000 | 0 | -4,830,000 | 0.00% | -$9.77K |
| HUNGARY REPUBLIC OF 2% 05/23/2029 | 3,270,000 | 0 | -3,270,000 | 0.00% | -$8.73K |
| BROKER - MORGAN STANLEY & CO INTERNATIONAL PLC REC - 4.15% | 18,400,000 | 0 | -18,400,000 | 0.00% | -$5.49K |
| BSARM 2004-6 3A | 4,927 | 0 | -4,927 | 0.00% | -$4.77K |
| REF: SOFRRATE INDEX BRK: MORGAN STANLEY & CO INTERNATIONAL PLC | 16,200,000 | 0 | -16,200,000 | 0.00% | $508 |
| DEUTSCHE TRIPARTY MTGE | 1 | 0 | -1 | 0.00% | $983 |
| USD/CAD FORWARD | 2 | 0 | -2 | 0.00% | $2.06K |
| NEW ZEALAND DOLLAR | 1 | 0 | -1 | 0.00% | $2.66K |
| Credit Default Swap | 528,000 | 0 | -528,000 | 0.00% | $4.02K |
| FX Forward Contract: ZAR/USD SETTLE 2026-01-15 | 6 | 0 | -6 | 0.00% | $6.09K |
| Credit Default Swap | 846,000 | 0 | -846,000 | 0.00% | $6.45K |
| FX Forward Contract: SGD/USD SETTLE 2026-01-07 | 3 | 0 | -3 | 0.00% | $9.36K |
| Credit Default Swap | 1,892,000 | 0 | -1,892,000 | 0.00% | $42.84K |
| FX Spot Contract: USD/CNY SETTLE 2026-01-02 | 45 | 0 | -45 | 0.00% | $46.72K |
| Credit Default Swap | 2,838,000 | 0 | -2,838,000 | 0.00% | $64.26K |
| AUST 10Y BOND FUT MAR26 FINANCIAL COMMODITY FUTURE. | -1 | 0 | 1 | 0.00% | $73.01K |
| ZAR/USD FWD 20260116 BOFAUS6N | 3,821,000 | 0 | -3,821,000 | 0.00% | $103.65K |
| Credit Default Swap | 4,730,000 | 0 | -4,730,000 | 0.00% | $107.10K |
| EURO-BTP FUTURE MAR26 FINANCIAL COMMODITY FUTURE. | -19 | 0 | 19 | 0.00% | $2.68M |
| EURO-BUND FUTURE MAR26 FINANCIAL COMMODITY FUTURE. | -26 | 0 | 26 | 0.00% | $3.90M |
| EURO-BUXL 30Y BND MAR26 FINANCIAL COMMODITY FUTURE. | -32 | 0 | 32 | 0.00% | $4.14M |
| US 2YR NOTE (CBT) MAR26 FINANCIAL COMMODITY FUTURE. | -25 | 0 | 25 | 0.00% | $5.22M |
| US 10YR ULTRA FUT MAR26 FINANCIAL COMMODITY FUTURE. | -58 | 0 | 58 | 0.00% | $6.67M |
| JPN 10Y BOND(OSE) MAR26 FINANCIAL COMMODITY FUTURE. | -8 | 0 | 8 | 0.00% | $6.76M |
| US ULTRA BOND CBT MAR26 FINANCIAL COMMODITY FUTURE. | -173 | 0 | 173 | 0.00% | $19.13M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 204 | 22,000,075 | 21,999,871 | 6.14% | -$19.46M |
| JAPAN GOVT 30-YR | 689,850,000 | 2,500,000,000 | 1,810,150,000 | 4.51% | $10.49M |
| JAPAN (2 YEAR ISSUE) 0.800000% 03/01/2027 | 517,450,000 | 1,100,000,000 | 582,550,000 | 2.10% | $3.60M |
| PROVINCE OF BRITISH COLUMBIA CANADA | 1,100,000 | 8,600,000 | 7,500,000 | 1.89% | $5.39M |
| TITULOS DE TESORERIA 13.250000% 02/09/2033 | 3,671,000,000 | 11,063,500,000 | 7,392,500,000 | 0.91% | $2.01M |
| Canadian Government Bond | 3,603,000 | 3,651,000 | 48,000 | 0.78% | -$21.52K |
| RIKISBREF 6.500000% 02/15/2038 | 238,453,313 | 320,453,313 | 82,000,000 | 0.76% | $577.94K |
| NEW ZEALAND GVT | 3,281,000 | 3,832,000 | 551,000 | 0.68% | $273.38K |
| US LONG BOND(CBT) DEC25 DUMMY FINANCIAL COMMODITY FUTURE. | 1 | 79 | 78 | 0.48% | $1.57M |
| NORWEGIAN GOV'T | 13,903,000 | 14,767,000 | 864,000 | 0.41% | $103.52K |
| MALAYSIA GOVT | 2,560,000 | 4,761,000 | 2,201,000 | 0.37% | $559.16K |
| CANADIAN GOVERNMENT BOND | 952,000 | 1,351,000 | 399,000 | 0.28% | $260.36K |
| Wintershall Dea GmbH | 500,000 | 800,000 | 300,000 | 0.27% | $315.45K |
| CITIGROUP INC 3.493000% 10/22/2034 | 280,000 | 640,000 | 360,000 | 0.22% | $385.38K |
| MONDI FINANCE PLC MTN 3.750000% 05/18/2033 | 200,000 | 400,000 | 200,000 | 0.14% | $213.43K |
| KONINKLIJKE KPN NV MTN 3.375000% 02/17/2035 | 200,000 | 400,000 | 200,000 | 0.13% | $210.38K |
| ONCOR ELECTRIC DELIVERY CO LLC 3.625000% 06/15/2034 | 140,000 | 350,000 | 210,000 | 0.12% | $230.20K |
| FX Forward Contract: COP/USD SETTLE 2026-03-18 | 5 | 15 | 10 | 0.04% | $77.46K |
| Credit Default Swap | 196,221,823 | 217,688,823 | 21,467,000 | 0.02% | $89.13K |
| BROKER - GOLDMAN SACHS INTERNATIONAL REC - 2.7023% | 9,500,000 | 16,280,000 | 6,780,000 | -0.01% | -$50.19K |
| FX Forward Contract: GBP/USD SETTLE 2026-03-18 | 2 | 5 | 3 | -0.02% | -$84.80K |
| Peruvian New Sol | 1 | 5 | 4 | -0.02% | -$77.07K |
| ZSCALER INC | 845,309,090 | 845,640,000 | 330,910 | -0.03% | $563.69K |
| SOUTH AFRICAN RAND | 2 | 10 | 8 | -0.08% | -$335.24K |
| KOREAN WON | 5 | 6 | 1 | -0.10% | -$326.52K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 8,920,000 | 6,750,000 | -2,170,000 | 2.06% | -$2.20M |
| Sweden Inflation Linked Bond | 18,146,000 | 14,170,000 | -3,976,000 | 1.13% | -$1.00M |
| USD P/ILS C EXPIRATION: 02/10/2026 | 88 | 57 | -31 | 1.13% | $4.27M |
| NETHERLANDS GOVERNMENT OF 2.5% 01/15/2033 144A REGS | 3,006,036 | 2,774,590 | -231,446 | 0.95% | -$366.72K |
| JAPAN GOVT 20-YR | 581,450,000 | 503,500,000 | -77,950,000 | 0.94% | -$586.06K |
| GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS | 3,597,240 | 2,933,288 | -663,952 | 0.92% | -$778.23K |
| JAPAN GOVT 10-YR | 476,950,000 | 428,150,000 | -48,800,000 | 0.81% | -$344.43K |
| JAPAN GOVT 20-YR | 416,950,000 | 382,050,000 | -34,900,000 | 0.73% | -$290.41K |
| GERMANY FEDERAL REPUBLIC OF 2.2% 02/15/2034 REGS | 2,417,000 | 2,187,000 | -230,000 | 0.73% | -$330.59K |
| Republic of Indonesia, The Government of, The | 36,854,000,000 | 35,672,000,000 | -1,182,000,000 | 0.70% | -$232.08K |
| CHINA PEOPLES REPUBLIC OF 3.81% 09/14/2050 | 13,470,000 | 12,430,000 | -1,040,000 | 0.69% | -$173.16K |
| ASIAN DEVELOPMENT BANK MTN 2.350000% 06/21/2027 | 380,000,000 | 330,000,000 | -50,000,000 | 0.64% | -$367.41K |
| CHINA GOVT BOND | 17,280,000 | 13,880,000 | -3,400,000 | 0.63% | -$476.36K |
| MEXICO UNITED MEXICAN STATES 10% 11/20/2036 | 36,831,400 | 35,396,400 | -1,435,000 | 0.63% | -$127.35K |
| JAPAN GOVT #36 2% 3/20/42 | 369,150,000 | 338,250,000 | -30,900,000 | 0.57% | -$286.98K |
| UTD KINGDOM GILT GBP REG S 1.25% 07-31-51 | 3,638,092 | 3,155,947 | -482,145 | 0.53% | -$428.84K |
| NEW ZEALAND GVT | 3,050,000 | 2,833,000 | -217,000 | 0.50% | -$152.65K |
| JAPAN GOVT 40-YR | 465,500,000 | 426,550,000 | -38,950,000 | 0.49% | -$288.22K |
| UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32 | 1,361,772 | 1,231,723 | -130,049 | 0.49% | -$247.98K |
| JAPAN GOVT 20-YR | 284,800,000 | 260,950,000 | -23,850,000 | 0.47% | -$197.16K |
| NETHERLANDS GOVT | 2,023,340 | 1,348,649 | -674,691 | 0.47% | -$841.69K |
| MEXICO UNITED MEXICAN STATES 7.75% 11/13/2042 | 35,953,500 | 33,463,000 | -2,490,500 | 0.47% | -$170.05K |
| NEW ZEALAND GOVERNMENT INFLATION LINKED BOND | 2,061,000 | 1,889,000 | -172,000 | 0.45% | -$121.40K |
| AUSTRALIAN GOVT. | 2,893,000 | 2,233,000 | -660,000 | 0.44% | -$394.14K |
| NEW ZEALAND GVT | 2,947,000 | 2,658,000 | -289,000 | 0.43% | -$169.46K |
| AUSTRALIAN GOVT. | 3,731,000 | 2,244,000 | -1,487,000 | 0.43% | -$902.75K |
| JAPAN GOVT 20-YR | 307,250,000 | 270,950,000 | -36,300,000 | 0.43% | -$252.29K |
| INDONESIA TREASURY BOND IDR 6.375% 08-15-28 | 21,120,000,000 | 19,486,000,000 | -1,634,000,000 | 0.35% | -$148.50K |
| KOREA TRSY BD | 2,020,670,000 | 1,865,420,000 | -155,250,000 | 0.34% | -$198.14K |
| MALAYSIA GOVT | 4,458,000 | 4,422,000 | -36,000 | 0.34% | -$12.24K |
| GERMANY FEDERAL REPUBLIC OF 4% 01/04/2037 REGS | 935,041 | 856,806 | -78,235 | 0.33% | -$132.93K |
| Republic of Austria Government Bonds | 1,200,000 | 1,026,000 | -174,000 | 0.32% | -$212.66K |
| GERMANY FEDERAL REPUBLIC OF 2.5% 02/15/2035 REGS | 1,030,000 | 944,000 | -86,000 | 0.32% | -$129.90K |
| NORWEGIAN GOV'T | 13,580,000 | 10,363,000 | -3,217,000 | 0.32% | -$273.82K |
| Republic of Austria Government Bonds | 1,086,000 | 955,000 | -131,000 | 0.31% | -$169.83K |
| Urzad Rady Ministrow | 4,381,000 | 3,978,000 | -403,000 | 0.31% | -$198.20K |
| MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034 | 23,993,000 | 18,434,900 | -5,558,100 | 0.29% | -$303.30K |
| United Kingdom Gilt 4.25 12/07/2049 | 912,670 | 836,307 | -76,363 | 0.28% | -$154.11K |
| Malaysia Government Bond | 8,226,000 | 3,692,000 | -4,534,000 | 0.28% | -$1.12M |
| KOREA TRSY BD | 1,453,510,000 | 1,341,070,000 | -112,440,000 | 0.27% | -$140.75K |
| UNITED KINGDOM GILT 4.250000% 07/31/2034 | 748,767 | 686,117 | -62,650 | 0.27% | -$124.43K |
| Republic of Austria Government Bonds | 698,000 | 692,000 | -6,000 | 0.26% | -$35.23K |
| Commonwealth of Australia | 1,795,000 | 1,645,000 | -150,000 | 0.26% | -$67.29K |
| JAPAN GOVT 30-YR | 152,800,000 | 140,000,000 | -12,800,000 | 0.26% | -$121.12K |
| EUROPEAN UNION BILL ZERO COUPON 09/04/2026 | 2,210,000 | 722,000 | -1,488,000 | 0.25% | -$1.74M |
| JAPAN GOVT 30-YR | 182,600,000 | 167,300,000 | -15,300,000 | 0.25% | -$144.08K |
| NETHERLANDS GOVT | 724,695 | 664,059 | -60,636 | 0.24% | -$94.56K |
| Indonesia Treasury Bond | 12,720,000,000 | 11,736,000,000 | -984,000,000 | 0.22% | -$96.20K |
| People's Republic of China | 5,170,000 | 4,780,000 | -390,000 | 0.22% | -$43.04K |
| NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000 | 744,000 | 646,000 | -98,000 | 0.22% | -$131.46K |
| Republic of Indonesia, The Government of, The | 12,675,000,000 | 11,676,000,000 | -999,000,000 | 0.21% | -$99.36K |
| MALAYSIA GOVT | 4,170,000 | 2,710,000 | -1,460,000 | 0.21% | -$370.49K |
| Kingdom of Belgium Government Bonds | 621,436 | 593,872 | -27,564 | 0.20% | -$53.55K |
| INDONESIA TREASURY BOND IDR 7.0% 09-15-30 | 11,697,000,000 | 10,792,000,000 | -905,000,000 | 0.20% | -$97.63K |
| MALAYSIA GOVT OF 3.828% 07/05/2034 | 3,595,000 | 2,393,000 | -1,202,000 | 0.18% | -$310.21K |
| AUSTRALIAN GOVT. | 1,005,000 | 887,000 | -118,000 | 0.18% | -$72.93K |
| JAPAN GOVT 10-YR | 105,550,000 | 96,700,000 | -8,850,000 | 0.17% | -$69.86K |
| Indonesia Treasury Bonds | 9,078,000,000 | 8,446,000,000 | -632,000,000 | 0.17% | -$69.76K |
| NEW ZEALAND GVT ILB 2.500000% 09/20/2040 | 781,000 | 716,000 | -65,000 | 0.16% | -$44.52K |
| TITULOS DE TESORERIA 11.750000% 01/24/2035 | 6,224,600,000 | 2,041,000,000 | -4,183,600,000 | 0.16% | -$1.02M |
| UTD KINGDOM GILT GBP REG S 3.75% 01-29-38 | 503,927 | 443,304 | -60,623 | 0.16% | -$101.55K |
| AUSTRALIAN GOVT. | 891,000 | 824,000 | -67,000 | 0.15% | -$35.18K |
| MALAYSIA GOVT | 2,155,000 | 1,988,000 | -167,000 | 0.15% | -$43.55K |
| United Kingdom Gilt | 480,280 | 440,095 | -40,185 | 0.15% | -$80.97K |
| Republic of Austria Government Bonds | 588,000 | 539,000 | -49,000 | 0.14% | -$53.32K |
| Republic of Austria Government Bonds | 441,000 | 404,000 | -37,000 | 0.14% | -$56.08K |
| NEW ZEALAND GVT | 879,000 | 805,000 | -74,000 | 0.14% | -$50.46K |
| Kingdom of Belgium Government Bonds | 437,542 | 400,933 | -36,609 | 0.13% | -$57.16K |
| United Kingdom of Great Britain and Northern Ireland | 360,000 | 330,000 | -30,000 | 0.13% | -$61.18K |
| Republic of Indonesia, The Government of, The | 7,757,000,000 | 7,157,000,000 | -600,000,000 | 0.13% | -$71.78K |
| UNITED KINGDOM GILT 0.500000% 01/31/2029 | 382,634 | 350,619 | -32,015 | 0.13% | -$50.87K |
| CANADIAN GOVERNMENT 1.500000% 06/01/2026 | 1,420,000 | 573,000 | -847,000 | 0.13% | -$622.58K |
| UNITED KINGDOM GILT GBP REG S 4.375% 01-31-40 | 367,000 | 336,000 | -31,000 | 0.12% | -$62.53K |
| TITULOS DE TESORERIA 7.000000% 03/26/2031 | 9,045,700,000 | 1,904,800,000 | -7,140,900,000 | 0.12% | -$1.46M |
| KOREA TRSY BD | 669,510,000 | 597,740,000 | -71,770,000 | 0.12% | -$85.61K |
| NORWEGIAN GOV'T | 4,654,000 | 4,172,000 | -482,000 | 0.12% | -$35.36K |
| JAPAN GOVT 20-YR | 96,950,000 | 71,450,000 | -25,500,000 | 0.11% | -$147.51K |
| Urzad Rady Ministrow | 3,191,000 | 1,267,000 | -1,924,000 | 0.11% | -$601.70K |
| CEPSA FINANCE SA MTN 4.125000% 04/11/2031 | 400,000 | 300,000 | -100,000 | 0.11% | -$131.40K |
| UK TSY GILT 4.500000% 09/07/2034 | 353,209 | 258,436 | -94,773 | 0.10% | -$144.25K |
| United Kingdom of Great Britain and Northern Ireland | 2,084,200 | 300,000 | -1,784,200 | 0.10% | -$2.13M |
| TITULOS DE TESORERIA 7.750000% 09/18/2030 | 1,622,900,000 | 1,455,000,000 | -167,900,000 | 0.10% | -$32.20K |
| Republic of Austria Government Bonds | 497,000 | 455,000 | -42,000 | 0.10% | -$36.31K |
| UNITED KINGDOM GILT GBP REG S 3.5% 01-22-45 | 513,120 | 291,503 | -221,617 | 0.09% | -$259.09K |
| AUSTRALIAN GOVT. | 491,000 | 450,000 | -41,000 | 0.09% | -$23.23K |
| JAPAN GOVT 30-YR | 50,650,000 | 44,850,000 | -5,800,000 | 0.08% | -$50.07K |
| GLP CAP/FIN II | 541,000 | 271,000 | -270,000 | 0.08% | -$275.79K |
| Commonwealth of Australia | 627,000 | 532,000 | -95,000 | 0.08% | -$43.90K |
| Republic of Korea | 450,460,000 | 412,770,000 | -37,690,000 | 0.08% | -$44.97K |
| CHINA GOVT BOND | 2,240,000 | 1,740,000 | -500,000 | 0.08% | -$68.39K |
| NETHERLANDS GOVT | 255,829 | 234,424 | -21,405 | 0.07% | -$28.38K |
| MALAYSIA GOVT | 1,040,000 | 953,000 | -87,000 | 0.07% | -$20.93K |
| Republic of Indonesia, The Government of, The | 4,177,000,000 | 3,828,000,000 | -349,000,000 | 0.07% | -$37.33K |
| ORACLE CORP | 310,000 | 150,000 | -160,000 | 0.04% | -$156.31K |
| Republic of Indonesia, The Government of, The | 2,305,000,000 | 2,112,000,000 | -193,000,000 | 0.04% | -$21.87K |
| JAPAN GOVT 30-YR | 89,050,000 | 26,800,000 | -62,250,000 | 0.04% | -$313.97K |
| AVY 4 09/11/35 | 213,000 | 107,000 | -106,000 | 0.04% | -$130.31K |
| CREDIT AGRICOLE ASSURANCES SA 4.750000% 09/27/2048 | 200,000 | 100,000 | -100,000 | 0.04% | -$127.40K |
| Republic of Indonesia, The Government of, The | 5,497,000,000 | 1,716,000,000 | -3,781,000,000 | 0.03% | -$229.47K |
| FX Forward Contract: NOK/USD SETTLE 2026-02-09 | 6 | 5 | -1 | 0.03% | $101.66K |
| Romanian Leu | 2 | 1 | -1 | 0.02% | -$21.03K |
| MALAYSIAN RINGITT | 11 | 3 | -8 | 0.00% | $16.07K |
| MEXICO UNITED MEXICAN STATES 8% 07/31/2053 | 16,871,600 | 70,700 | -16,800,900 | 0.00% | -$796.59K |
| FX Spot Contract: CNY/USD SETTLE 2026-01-02 | 2 | 1 | -1 | 0.00% | -$39.44K |
| FX Forward Contract: IDR/USD SETTLE 2026-02-02 | 3 | 2 | -1 | 0.00% | -$3.30K |
| POLISH ZLOTY | 2 | 1 | -1 | 0.00% | -$2.13K |
| BROKER - CITIGROUP GLOBAL MARKETS LTD REC - 8.2525% | 34,200,000 | 5,728,500 | -28,471,500 | 0.00% | -$7.46K |
| Mexican Peso | 7 | 3 | -4 | 0.00% | -$90.55K |
| FX Forward Contract: AUD/USD SETTLE 2026-03-18 | 5 | 4 | -1 | -0.01% | -$97.86K |
| JAPANESE YEN | 8 | 7 | -1 | -0.02% | $91.30K |
| FX Forward Contract: CLP/USD SETTLE 2026-01-22 | 3 | 1 | -2 | -0.02% | -$173.07K |
| FX Forward Contract: CAD/USD SETTLE 2026-03-18 | 7 | 4 | -3 | -0.02% | -$108.73K |
| Credit Default Swap | 1,407,000 | 1,261,000 | -146,000 | -0.03% | $91.80K |
| Credit Default Swap | 1,830,000 | 1,585,000 | -245,000 | -0.03% | $123.37K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| CHINA GOVERNMENT BOND 2.390000% 03/15/2029 | 40,000,000 | 40,000,000 | 0 | 1.82% | $90.94K |
| EUROPEAN UNION MTN 3.375000% 12/12/2035 | 2,947,000 | 2,947,000 | 0 | 1.03% | -$124.11K |
| SWITZERLAND CONFEDERATION 3.5% 04/08/2033 REGS | 1,664,000 | 1,664,000 | 0 | 0.77% | -$59.30K |
| UNITED MEXICAN STATES 4.000000% 03/15/2115 | 2,530,000 | 2,530,000 | 0 | 0.58% | -$178.82K |
| Eagle Funding LuxCo S.a.r.l. | 1,800,000 | 1,800,000 | 0 | 0.55% | -$24.01K |
| International Bank for Reconstruction & Development | 2,689,000 | 2,689,000 | 0 | 0.52% | $17.66K |
| EUROPEAN UNION 3% 03/04/2053 REGS | 1,805,000 | 1,805,000 | 0 | 0.52% | -$52.41K |
| Romanian Government International Bond | 2,340,000 | 2,340,000 | 0 | 0.52% | -$121.32K |
| BPCE SA 2.13 10/13/2046 | 1,400,000 | 1,400,000 | 0 | 0.43% | -$67.72K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 1,385,000 | 1,385,000 | 0 | 0.41% | -$25.83K |
| KREDITANSTALT FUER WIEDERAUFBAU 2.600000% 06/20/2037 | 207,000,000 | 207,000,000 | 0 | 0.41% | -$74.46K |
| JAPAN GOVT 40-YR | 282,600,000 | 282,600,000 | 0 | 0.37% | -$89.07K |
| NORWEGIAN GOV'T | 13,740,000 | 13,740,000 | 0 | 0.37% | $23.88K |
| GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2034 REGS | 1,028,000 | 1,028,000 | 0 | 0.35% | -$35.00K |
| VICTORIA TREASURY CORP OF 2% 11/20/2037 | 2,435,000 | 2,435,000 | 0 | 0.34% | $14.69K |
| CHINA DEVELOPMENT BANK/HONG KONG MTN 2.600000% 04/23/2029 | 7,510,000 | 7,510,000 | 0 | 0.34% | $17.08K |
| JAPAN GOVT 30-YR | 261,000,000 | 261,000,000 | 0 | 0.34% | -$81.16K |
| EUROPEAN INVESTMENT BANK 5.625000% 06/07/2032 | 768,000 | 768,000 | 0 | 0.33% | -$50.91K |
| ELECTRICITE DE FRANCE SA MTN 4.625000% 01/25/2043 | 900,000 | 900,000 | 0 | 0.31% | -$21.89K |
| CITADL 5.9 02/10/30 144A | 1,000,000 | 1,000,000 | 0 | 0.31% | -$16.05K |
| DEUTSCHE BANK AG MTN 1.750000% 11/19/2030 | 900,000 | 900,000 | 0 | 0.29% | -$35.03K |
| Segretariato Generale Della Presidenza Della Repubblica | 770,000 | 770,000 | 0 | 0.26% | -$45.64K |
| CAN HOUSING TRUS | 1,225,000 | 1,225,000 | 0 | 0.26% | -$17.92K |
| Province of Ontario Canada | 1,540,000 | 1,540,000 | 0 | 0.25% | -$24.09K |
| EUROFINS SCIENTIFIC SE 4.750000% 09/06/2030 | 660,000 | 660,000 | 0 | 0.24% | -$33.07K |
| CANADIAN GOVERNMENT /CAD/ REGD 2.00000000 | 1,565,000 | 1,565,000 | 0 | 0.24% | -$16.99K |
| Province of Ontario Canada | 1,419,000 | 1,419,000 | 0 | 0.24% | -$24.68K |
| JAPAN GOVT 30-YR | 241,000,000 | 241,000,000 | 0 | 0.24% | -$58.71K |
| AUTOSTRADE PER L'ITALIA SPA MTN 2.250000% 01/25/2032 | 720,000 | 720,000 | 0 | 0.23% | -$27.61K |
| ELECTRICITE DE FRANCE SA MTN 7.500000% MATURITY: PERPETUAL | 600,000 | 600,000 | 0 | 0.23% | -$29.26K |
| AMCR 3.95 05/29/32 | 650,000 | 650,000 | 0 | 0.23% | -$35.51K |
| NORWEGIAN GOV'T | 7,731,000 | 7,731,000 | 0 | 0.22% | $16.23K |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | 758,000 | 758,000 | 0 | 0.22% | -$8.92K |
| ROMANIA REPUBLIC OF 3.375% 01/28/2050 REGS | 1,030,000 | 1,030,000 | 0 | 0.22% | -$54.79K |
| Segretariato Generale Della Presidenza Della Repubblica | 620,000 | 620,000 | 0 | 0.22% | -$35.13K |
| JAPAN GOVT 30-YR | 146,350,000 | 146,350,000 | 0 | 0.21% | -$54.25K |
| CHINA DEVELOPMENT BANK 4.300000% 08/02/2032 | 4,000,000 | 4,000,000 | 0 | 0.20% | $9.88K |
| AUTOSTRADA TORIN | 620,000 | 620,000 | 0 | 0.19% | -$22.83K |
| South Australian Government Financing Authority | 1,002,000 | 1,002,000 | 0 | 0.19% | $5.56K |
| QUEBEC PROVINCE | 720,000 | 720,000 | 0 | 0.18% | -$15.11K |
| NEW S WALES TREASURY CRP 4.750000% 02/20/2035 | 878,000 | 878,000 | 0 | 0.17% | $4.96K |
| NSWTC 2 03/08/33 | 1,010,000 | 1,010,000 | 0 | 0.17% | $7.44K |
| SWISSCOM FINANCE BV MTN 3.500000% 11/29/2031 | 460,000 | 460,000 | 0 | 0.16% | -$20.13K |
| DS SMITH PLC MTN 4.500000% 07/27/2030 | 440,000 | 440,000 | 0 | 0.16% | -$23.49K |
| MORGAN STANLEY 4.813000% 10/25/2028 | 435,000 | 435,000 | 0 | 0.16% | -$18.38K |
| VAR ENERGI ASA EUAMDB05+NA 11/15/2083 REGS | 410,000 | 410,000 | 0 | 0.16% | -$19.17K |
| BAYER AG 7.000000% 09/25/2083 | 400,000 | 400,000 | 0 | 0.15% | -$27.58K |
| BARCLAYS PLC 9.250000% MATURITY: PERPETUAL | 350,000 | 350,000 | 0 | 0.15% | -$22.06K |
| CREDIT AGRICOLE SA MTN 6.500000% MATURITY: PERPETUAL | 400,000 | 400,000 | 0 | 0.15% | -$20.86K |
| COMMERZBANK AG 6.500000% MATURITY: PERPETUAL | 400,000 | 400,000 | 0 | 0.14% | -$24.96K |
| MEDTRONIC INC 4.150000% 10/15/2043 | 428,000 | 428,000 | 0 | 0.14% | -$21.69K |
| NZ LOCAL GOVT FUND AGENC 4.500000% 04/15/2027 | 803,000 | 803,000 | 0 | 0.14% | -$7.02K |
| UBISOFT ENTERTAINMENT SA 0.878000% 11/24/2027 | 500,000 | 500,000 | 0 | 0.14% | -$75.93K |
| CENTRICA PLC 6.500000% 05/21/2055 | 350,000 | 350,000 | 0 | 0.14% | -$22.19K |
| FLUVIUS SYSTEM OPERATOR CV MTN 3.875000% 05/02/2034 | 400,000 | 400,000 | 0 | 0.14% | -$18.21K |
| META PLATFORMS | 460,000 | 460,000 | 0 | 0.14% | -$8.21K |
| MEDTRONIC GLOBAL HOLDINGS SCA 1.125000% 03/07/2027 | 400,000 | 400,000 | 0 | 0.14% | -$9.04K |
| CADENT FINANCE PLC MTN 3.750000% 04/16/2033 | 390,000 | 390,000 | 0 | 0.13% | -$18.99K |
| CITIGROUP INC 4.113%/VAR 04/29/2036 | 380,000 | 380,000 | 0 | 0.13% | -$18.76K |
| NATL GRID PLC | 370,000 | 370,000 | 0 | 0.13% | -$19.11K |
| PROVINCE OF ONTARIO CANADA | 570,000 | 570,000 | 0 | 0.13% | -$10.40K |
| CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 | 607,000 | 607,000 | 0 | 0.13% | -$8.79K |
| BANCO SANTANDER SA 0.250000% 07/10/2029 | 400,000 | 400,000 | 0 | 0.13% | -$11.21K |
| GPN 4.875 03/17/31 | 359,000 | 359,000 | 0 | 0.13% | -$17.97K |
| MORGAN STANLEY 0.406000% 10/29/2027 | 370,000 | 370,000 | 0 | 0.13% | -$7.15K |
| Province of Ontario Canada | 540,000 | 540,000 | 0 | 0.12% | -$10.19K |
| QUEBEC PROVINCE CDA 3.5% 12/01/2048 | 635,000 | 635,000 | 0 | 0.11% | -$11.96K |
| INTEL CORP | 406,000 | 406,000 | 0 | 0.11% | -$2.38K |
| MOTABILITY OPS | 320,000 | 320,000 | 0 | 0.11% | -$14.34K |
| BNP PARIBAS SA MTN 4.750000% 11/13/2032 | 300,000 | 300,000 | 0 | 0.11% | -$14.07K |
| JAB HOLDINGS BV 4.750000% 06/29/2032 | 300,000 | 300,000 | 0 | 0.11% | -$16.02K |
| DEUTSCHE BANK AG 5.000000% 09/05/2030 | 300,000 | 300,000 | 0 | 0.11% | -$14.29K |
| BANCO SANTANDER SA MTN 5.750000% 08/23/2033 | 300,000 | 300,000 | 0 | 0.11% | -$14.73K |
| INDIGO GROUP SAS 4.500000% 04/18/2030 | 300,000 | 300,000 | 0 | 0.11% | -$12.95K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27 | 300,000 | 300,000 | 0 | 0.11% | -$10.44K |
| ANHEUSER-BUSCH INBEV SA/NV MTN 3.950000% 03/22/2044 | 320,000 | 320,000 | 0 | 0.10% | -$12.85K |
| ENGIE SA MTN 4.500000% 09/06/2042 | 300,000 | 300,000 | 0 | 0.10% | -$8.97K |
| CADENT FIN PLC | 355,000 | 355,000 | 0 | 0.10% | -$12.08K |
| CAIXABANK SA 1.250000% 01/11/2027 | 300,000 | 300,000 | 0 | 0.10% | -$6.90K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA MTN 3.750000% 02/03/2034 | 300,000 | 300,000 | 0 | 0.10% | -$11.89K |
| BECTON DICKINSON & CO 3.828000% 06/07/2032 | 291,000 | 291,000 | 0 | 0.10% | -$14.13K |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 4.496000% 05/15/2056 | 301,000 | 301,000 | 0 | 0.10% | -$18.75K |
| INTESA SANPAOLO SPA MTN 4.875000% 05/19/2030 | 275,000 | 275,000 | 0 | 0.10% | -$13.42K |
| APTV 4.25 06/11/36 | 291,000 | 291,000 | 0 | 0.10% | -$14.08K |
| Kingdom of Belgium Government Bonds | 271,000 | 271,000 | 0 | 0.09% | -$9.89K |
| COOPERATIEVE RABOBANK UA MTN 1.250000% 05/31/2032 | 300,000 | 300,000 | 0 | 0.09% | -$8.96K |
| UBS GROUP AG MTN 4.625000% 03/17/2028 | 265,000 | 265,000 | 0 | 0.09% | -$9.39K |
| CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A | 295,000 | 295,000 | 0 | 0.09% | -$6.83K |
| HSBC HOLDINGS PLC 6.364%/VAR 11/16/2032 REGS | 249,000 | 249,000 | 0 | 0.09% | -$12.58K |
| MORGAN STANLEY 4.099%/VAR 05/22/2036 | 260,000 | 260,000 | 0 | 0.09% | -$13.24K |
| FORD MOTOR CRED | 280,000 | 280,000 | 0 | 0.09% | -$6.61K |
| UBS V7 PERP 144a | 300,000 | 300,000 | 0 | 0.09% | -$14.59K |
| NETHERLANDS GOVT | 236,000 | 236,000 | 0 | 0.09% | -$8.71K |
| MEXICO UNITED MEXICAN STATES 8.5% 11/18/2038 | 5,717,500 | 5,717,500 | 0 | 0.09% | -$6.82K |
| Gildan Activewear Inc | 290,000 | 290,000 | 0 | 0.09% | -$1.63K |
| ALIMENTATION COUCHE-TARD INC 4.011000% 02/12/2036 | 234,000 | 234,000 | 0 | 0.08% | -$10.91K |
| FOUNDRY JV HOLDC | 250,000 | 250,000 | 0 | 0.08% | -$4.35K |
| NORWEGIAN GOV'T | 2,624,000 | 2,624,000 | 0 | 0.08% | $7.29K |
| BMS IRELAND CAPITAL FUNDING DAC 4.581000% 11/10/2055 | 224,000 | 224,000 | 0 | 0.08% | -$6.15K |
| COMMERZBANK Aktiengesellschaft | 200,000 | 200,000 | 0 | 0.08% | -$14.98K |
| CAIXABANK SA MTN 5.000000% 07/19/2029 | 200,000 | 200,000 | 0 | 0.07% | -$8.53K |
| SARTORIUS FINANCE BV 4.875% 09/14/2035 REGS | 200,000 | 200,000 | 0 | 0.07% | -$10.16K |
| W P CAREY INC /EUR/ REGD 3.70000000 | 218,000 | 218,000 | 0 | 0.07% | -$10.60K |
| CENTRICA PLC MTN 4.375000% 03/13/2029 | 179,000 | 179,000 | 0 | 0.07% | -$9.64K |
| N22616EP2 COOPERATIEVE R V/R /PERP//EUR | 200,000 | 200,000 | 0 | 0.07% | -$4.87K |
| MEXICAN BONOS MXN 8.0% 11-07-47 | 4,944,700 | 4,944,700 | 0 | 0.07% | -$7.56K |
| BMS IRELAND CAPITAL FUNDING DAC 3.363000% 11/10/2033 | 204,000 | 204,000 | 0 | 0.07% | -$8.70K |
| INFORMA PLC MTN 3.375000% 06/09/2031 | 200,000 | 200,000 | 0 | 0.07% | -$10.89K |
| SYENSQO SA 4.000000% 05/28/2035 | 200,000 | 200,000 | 0 | 0.07% | -$10.74K |
| VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS | 200,000 | 200,000 | 0 | 0.07% | -$9.58K |
| FISV 4 06/15/36 | 193,000 | 193,000 | 0 | 0.06% | -$11.47K |
| AMERICAN NATL GR | 210,000 | 210,000 | 0 | 0.06% | -$8.22K |
| CIXCN 4.625 12/12/31 144a | 170,000 | 170,000 | 0 | 0.06% | -$5.02K |
| REF: WIBOR INDEX BRK: HSBC | 88,700,000 | 88,700,000 | 0 | 0.06% | -$11.77K |
| NTT FINANCE CORP 4.091% 07/16/2037 144A | 164,000 | 164,000 | 0 | 0.06% | -$7.61K |
| CITI TREAS TRI-PARTY | 126,220,000 | 126,220,000 | 0 | 0.06% | -$12.03K |
| CTP NV 4.250000% 03/10/2035 | 160,000 | 160,000 | 0 | 0.05% | -$9.09K |
| JAPAN GOVT 30-YR | 40,000,000 | 40,000,000 | 0 | 0.05% | -$12.75K |
| Realty Income Corporation | 152,000 | 152,000 | 0 | 0.05% | -$8.93K |
| AUTOSTRADE PER L'ITALIA SPA MTN 4.625000% 02/28/2036 | 136,000 | 136,000 | 0 | 0.05% | -$5.81K |
| SES SA MTN 4.875000% 06/24/2033 | 140,000 | 140,000 | 0 | 0.05% | -$5.75K |
| MORGAN STANLEY 3.79%/VAR 03/21/2030 | 136,000 | 136,000 | 0 | 0.05% | -$5.84K |
| CHARTER COMM OPT | 155,000 | 155,000 | 0 | 0.05% | -$2.17K |
| JAPAN GOVT 20-YR | 24,900,000 | 24,900,000 | 0 | 0.05% | -$4.41K |
| REALTY INCOME CORP 5.125000% 07/06/2034 | 114,000 | 114,000 | 0 | 0.04% | -$6.86K |
| ORACLE CORP | 159,000 | 159,000 | 0 | 0.04% | -$7.11K |
| CANADIAN GOVERNMENT BOND | 172,000 | 172,000 | 0 | 0.04% | -$2.43K |
| KOREA TRSY BD | 169,850,000 | 169,850,000 | 0 | 0.03% | -$10.84K |
| Service Public Federal Chancellerie Du Premier Ministre | 34,000 | 34,000 | 0 | 0.01% | -$1.15K |
| Kingdom of Belgium Government Bonds | 30,000 | 30,000 | 0 | 0.01% | -$1.18K |
| Kingdom of Belgium Government Bonds | 41,000 | 41,000 | 0 | 0.01% | -$897 |
| NEW ZEALAND GVT | 8,000 | 8,000 | 0 | 0.00% | -$92 |
| NEW ZEALAND GVT | 10,000 | 10,000 | 0 | 0.00% | -$105 |
| ISRAELI SHEKEL | 1 | 1 | 0 | 0.00% | -$605 |
| REF: CETIP INDEX BRK: MERRILL LYNCH | 16,000,000 | 16,000,000 | 0 | -0.03% | -$56.45K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.