| 1 |
FNCL 5 4/26 |
— |
30,960,000 |
$31.07M |
15.91% |
| 2 |
FUTURE CONTRACT ON EURO-BTP FUTURE MAR26 /EUR/ 0.00000000 |
IKH6 XEUR |
175 |
$25.40M |
13.01% |
| 3 |
US ULTRA BOND CBT Sep25 |
— |
1 |
$17.48M |
8.95% |
| 4 |
FUTURE CONTRACT ON US 10YR ULTRA FUT JUN26 0.00000000 |
— |
127 |
$14.83M |
7.59% |
| 5 |
FUTURE CONTRACT ON LONG GILT FUTURE JUN26 /GBP/ 0.00000000 |
— |
97 |
$12.25M |
6.27% |
| 6 |
FNCL 6.5 4/26 |
— |
10,100,000 |
$10.50M |
5.37% |
| 7 |
FUTURE CONTRACT ON CAN 10YR BOND FUT JUN26 /CAD/ 0.00000000 |
— |
82 |
$7.38M |
3.78% |
| 8 |
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000 |
— |
6,000,000 |
$7.19M |
3.68% |
| 9 |
FUTURE CONTRACT ON EURO-SCHATZ FUT MAR26 /EUR/ 0.00000000 |
DUH6 XEUR |
53 |
$6.70M |
3.43% |
| 10 |
SPGB 3.45 10/31/34 |
SPAIN |
5,180,000 |
$6.37M |
3.26% |
| 11 |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 |
UKIN |
4,200,000 |
$5.81M |
2.97% |
| 12 |
Government National Mortgage Association |
— |
5,561,687 |
$5.23M |
2.68% |
| 13 |
Uniform Mortgage-Backed Securities |
FHLMC |
4,949,752 |
$5.11M |
2.62% |
| 14 |
FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26 0.00000000 |
— |
46 |
$5.07M |
2.59% |
| 15 |
FUTURE CONTRACT ON AUST 3YR BOND FUT MAR26 /AUD/ 0.00000000 |
YMH6 XSFE |
54 |
$4.03M |
2.07% |
| 16 |
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000 |
BLTN |
20,000,000 |
$3.85M |
1.97% |
| 17 |
US TREASURY N/B |
— |
3,900,000 |
$3.81M |
1.95% |
| 18 |
US ULTRA BOND CBT Sep25 |
— |
1 |
$3.74M |
1.92% |
| 19 |
Uniform Mortgage-Backed Security, TBA |
— |
3,637,000 |
$3.60M |
1.84% |
| 20 |
FUTURE CONTRACT ON EURO-OAT FUTURE MAR26 /EUR/ 0.00000000 |
OATH6XEUR |
24 |
$3.51M |
1.80% |
| 21 |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2405 2.63000000 |
— |
22,220,000 |
$3.40M |
1.74% |
| 22 |
MGS 3.519 04/20/28 0223 |
MALAYS |
12,523,000 |
$3.25M |
1.66% |
| 23 |
SPGB 3.15 04/30/35 |
SPAIN |
2,560,000 |
$3.07M |
1.57% |
| 24 |
FN MA5217 |
— |
2,726,930 |
$2.83M |
1.45% |
| 25 |
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.40000000 |
— |
2,200,000 |
$2.62M |
1.34% |
| 26 |
SAGB 8.875 02/28/35 2035 |
SOAF |
38,400,000 |
$2.55M |
1.31% |
| 27 |
FR SD8369 |
FHLMC |
2,189,012 |
$2.28M |
1.17% |
| 28 |
G2 MA8098 |
— |
2,476,301 |
$2.27M |
1.16% |
| 29 |
PROJECT CASHMERE CLASS A1 144A /AUD/ REGD 4.54260000 |
— |
2,800,000 |
$1.99M |
1.02% |
| 30 |
FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN26 0.00000000 |
— |
17 |
$1.93M |
0.99% |
| 31 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
1,800,000 |
$1.91M |
0.98% |
| 32 |
US TREASURY N/B |
— |
1,900,000 |
$1.90M |
0.97% |
| 33 |
G2SF 6.5 4/25 |
— |
1,800,000 |
$1.87M |
0.96% |
| 34 |
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.19000000 |
— |
12,700,000 |
$1.79M |
0.92% |
| 35 |
US ULTRA BOND CBT Sep25 |
— |
1 |
$1.79M |
0.92% |
| 36 |
CASH COLLATERAL BCY USD /CCBCYXUS0/ 3.78000000 |
— |
1,744,000 |
$1.74M |
0.89% |
| 37 |
FNMA POOL MA5109 FN 08/53 FIXED 6.5 |
— |
1,653,858 |
$1.72M |
0.88% |
| 38 |
CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 |
CANADA |
2,100,000 |
$1.54M |
0.79% |
| 39 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 |
TII |
1,523,032 |
$1.50M |
0.77% |
| 40 |
FUTURE CONTRACT ON EURO-BUXL 30Y BND MAR26 /EUR/ 0.00000000 |
UBH6 XEUR |
11 |
$1.48M |
0.76% |
| 41 |
UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000 |
— |
1,350,000 |
$1.47M |
0.75% |
| 42 |
CASH COLLATERAL LCH BCY USD REGD 0.50000000 |
— |
1,329,000 |
$1.33M |
0.68% |
| 43 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 |
TII |
1,313,740 |
$1.31M |
0.67% |
| 44 |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.75000000 |
EU |
1,000,000 |
$1.20M |
0.61% |
| 45 |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 48 1.40000000 |
— |
240,000,000 |
$1.19M |
0.61% |
| 46 |
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2310 2.82000000 |
— |
7,600,000 |
$1.18M |
0.60% |
| 47 |
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000 |
— |
200,000,000 |
$1.15M |
0.59% |
| 48 |
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000 |
— |
210,000,000 |
$1.12M |
0.57% |
| 49 |
PERUGB 6.85 08/12/35 |
PERU |
3,400,000 |
$1.09M |
0.56% |
| 50 |
JAPAN GOVT CPI LINKED /JPY/ REGD SER 23 0.10000000 |
— |
167,409,480 |
$1.07M |
0.55% |