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Fund profile

Fund manager
Total assets
$9.68B
Liabilities
$1.99B
Net assets
$7.69B
Number of holdings
4.42K

Top 200 of 4418 Holdings

As of Sep 2021
Security $Holding Balance % of Fund Category Position Country
FANNIE MAE POOL UMBS P#FM7599 3.50000000 101.22M 95.68M shares 1.32 ABS-mortgage backed security Long USA
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.85000000 93.94M 606.5M shares 1.22 Debt Long China
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 1.99000000 80.98M 535.7M shares 1.05 Debt Long China
UMBS TBA 30YR 2% NOV 21 TO BE ANNOUNCED 2.00000000 77.72M 77.7M shares 1.01 ABS-mortgage backed security Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 345 0.10000000 72.02M 7.94B shares 0.94 Debt Long Japan
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.36000000 69.87M 452.5M shares 0.91 Debt Long China
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 150 1.40000000 65.15M 6.28B shares 0.85 Debt Long Japan
FNMA 30YR TBA 2.5% OCT21 TO BE ANNOUNCED 2.50000000 65.04M 63.12M shares 0.85 ABS-mortgage backed security Long USA
RC R/P HSBC S 0.040% 10/01/21 0.04000000 64.2M 64.2M principal 0.84 Repurchase agreement Long USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 109 1.90000000 63.09M 6.14B shares 0.82 Debt Long Japan
FNMA 30YR TBA 3.0% DEC21 TO BE ANNOUNCED 3.00000000 58.95M 56.5M shares 0.77 ABS-mortgage backed security Long USA
FNMA 30YR TBA 2.5% DEC21 TO BE ANNOUNCED 2.50000000 58.38M 56.9M shares 0.76 ABS-mortgage backed security Long USA
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.68000000 57.85M 383M shares 0.75 Debt Long China
UMBS TBA 30YR 2% OCT 21 TO BE ANNOUNCED 2.00000000 53.2M 53.1M shares 0.69 ABS-mortgage backed security Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 330 0.80000000 51.33M 5.61B shares 0.67 Debt Long Japan
FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC21 0.00000000 49.09M 373 contracts 0.64 Interest rate derivative N/A USA
GNMA II TBA 30 YR 2.5% NOV 21 TO BE ANNOUNCED 2.50000000 47.38M 46M shares 0.62 ABS-mortgage backed security Long USA
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.39000000 46.59M 307.1M shares 0.61 Debt Long China
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 149 1.50000000 43.74M 4.18B shares 0.57 Debt Long Japan
UMBS TBA 15YR 1.5% NOV 21 TO BE ANNOUNCED 1.50000000 42.9M 42.55M shares 0.56 ABS-mortgage backed security Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 359 0.10000000 42.15M 4.66B shares 0.55 Debt Long Japan
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 33 2.00000000 41.35M 3.58B shares 0.54 Debt Long Japan
GNMA II 30 YR TBA 2% OCT 21 TO BE ANNOUNCED 2.00000000 38.19M 37.68M shares 0.50 ABS-mortgage backed security Long USA
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2003 3.23000000 36.35M 232.3M shares 0.47 Debt Long China
G2SF 30 YR TBA 4% OCT 21 TO BE ANNOUNCED 4.00000000 36.04M 33.98M shares 0.47 ABS-mortgage backed security Long USA
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1905 3.48000000 35.43M 226.5M shares 0.46 Debt Long China
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 19 2.30000000 35.28M 3.07B shares 0.46 Debt Long Japan
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 135 0.10000000 34.43M 3.82B shares 0.45 Debt Long Japan
G2SF 30YR TBA 3.0% 123456*2022 TO BE ANNOUNCED 3.00000000 34.03M 32.7M shares 0.44 ABS-mortgage backed security Long USA
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 3 2.20000000 33.79M 2.68B shares 0.44 Debt Long Japan
FNMA 30YR TBA 2.5% NOV 21 TO BE ANNOUNCED 2.50000000 33.43M 32.5M shares 0.43 ABS-mortgage backed security Long USA
FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC21 0.00000000 31.03M 141 contracts 0.40 Interest rate derivative N/A USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 348 0.10000000 30.93M 3.41B shares 0.40 Debt Long Japan
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 343 0.10000000 30.34M 3.35B shares 0.39 Debt Long Japan
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1910 3.65000000 29.77M 187.9M shares 0.39 Debt Long China
KOREA TREASURY BOND /KRW/ REGD SER 2306 1.00000000 29.55M 35.24B shares 0.38 Debt Long Korea, Republic of
FANNIE MAE POOL UMBS P#BF0463 3.00000000 27.78M 25.71M shares 0.36 ABS-mortgage backed security Long USA
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 154 2.75000000 27.48M 34.16M shares 0.36 Debt Long Australia
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 174 0.40000000 26.7M 2.99B shares 0.35 Debt Long Japan
UNITED STATES TREASURY NOTE 1.25000000 26.61M 26.69M shares 0.35 Debt Long USA
FNMA TBA 15YR 2.5% 11/15/36 TO BE ANNOUNCED 2.50000000 25.19M 24.2M shares 0.33 ABS-mortgage backed security Long USA
FNMA 30YR TBA 4.0% NOV 21 TO BE ANNOUNCED 4.00000000 25.1M 23.4M shares 0.33 ABS-mortgage backed security Long USA
KOREA TREASURY BOND /KRW/ REGD SER 3909 1.12500000 24.99M 35.62B shares 0.33 Debt Long Korea, Republic of
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000 24.15M 147.1M shares 0.31 Debt Long China
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 48 1.40000000 23.72M 2.21B shares 0.31 Debt Long Japan
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1915 3.45000000 22.95M 147M shares 0.30 Debt Long China
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2005 2.25000000 22.8M 150.7M shares 0.30 Debt Long China
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1804 4.69000000 22.77M 143M shares 0.30 Debt Long China
FUTURE CONTRACT ON EURO-BUND FUTURE DEC21 /EUR/ 0.00000000 22.23M 113 contracts 0.29 Interest rate derivative N/A Germany
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2002 2.20000000 21.69M 141.2M shares 0.28 Debt Long China
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 56 0.80000000 21.59M 2.29B shares 0.28 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 140 1.70000000 21.57M 2.05B shares 0.28 Debt Long Japan
KOREA TREASURY BOND /KRW/ REGD SER 2912 1.37500000 21.46M 27.15B shares 0.28 Debt Long Korea, Republic of
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2004 2.96000000 21.29M 141.4M shares 0.28 Debt Long China
FUTURE CONTRACT ON US LONG BOND(CBT) DEC21 0.00000000 20.54M 129 contracts 0.27 Interest rate derivative N/A USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000 20.44M 2.35B shares 0.27 Debt Long Japan
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 344 0.10000000 20.15M 2.22B shares 0.26 Debt Long Japan
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 356 0.10000000 19.87M 2.19B shares 0.26 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 118 2.00000000 19.65M 1.87B shares 0.26 Debt Long Japan
UNITED STATES TREASURY NOTE 0.25000000 19.53M 19.92M shares 0.25 Debt Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 349 0.10000000 19.2M 2.12B shares 0.25 Debt Long Japan
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1710 4.04000000 19.05M 118M shares 0.25 Debt Long China
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1908 3.42000000 19.02M 121M shares 0.25 Debt Long China
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 121 1.90000000 18.97M 1.81B shares 0.25 Debt Long Japan
KOREA TREASURY BOND /KRW/ REGD SER 2509 1.12500000 18.92M 23.03B shares 0.25 Debt Long Korea, Republic of
FUTURE CONTRACT ON US ULTRA BOND CBT DEC21 0.00000000 18.92M 99 contracts 0.25 Interest rate derivative N/A USA
FNMA TBA 15YR 2.0% NOV 21 TO BE ANNOUNCED 2.00000000 18.2M 17.7M shares 0.24 ABS-mortgage backed security Long USA
UNITED STATES TREASURY NOTE 0.12500000 18M 18M shares 0.23 Debt Long USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 37 1.90000000 17.95M 1.56B shares 0.23 Debt Long Japan
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2005 2.93000000 17.73M 114.6M shares 0.23 Debt Long China
FREDDIE MAC POOL UMBS P#SD7543 2.50000000 17.63M 16.98M shares 0.23 ABS-mortgage backed security Long USA
JAPAN FINANCE CORP /JPY/ REGD SER 62 0.00100000 16.8M 1.87B shares 0.22 Debt Long Japan
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1908 3.63000000 16.67M 105.3M shares 0.22 Debt Long China
TOKYO METROPOLITAN GOVT /JPY/ REGD SER 726 0.73000000 16.43M 1.8B shares 0.21 Debt Long Japan
UNITED STATES TREASURY NOTE 0.12500000 16.33M 16.36M shares 0.21 Debt Long USA
FREDDIE MAC POOL UMBS P#RA3988 2.50000000 16.21M 15.72M shares 0.21 ABS-mortgage backed security Long USA
FNCL 30YR TBA 3.5% OCT 21 TO BE ANNOUNCED 3.50000000 16.02M 15.14M shares 0.21 ABS-mortgage backed security Long USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 82 2.10000000 15.94M 1.63B shares 0.21 Debt Long Japan
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1906 3.74000000 15.91M 100M shares 0.21 Debt Long China
UMBS TBA 15YR 1.5% OCT 21 TO BE ANNOUNCED 1.50000000 15.8M 15.65M shares 0.21 ABS-mortgage backed security Long USA
UMBS TBA 15YR 1.5% OCT 51 TO BE ANNOUNCED 1.50000000 15.37M 15.83M shares 0.20 ABS-mortgage backed security Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 334 0.60000000 14.96M 1.63B shares 0.19 Debt Long Japan
FANNIE MAE POOL UMBS P#FM3746 3.50000000 14.87M 13.91M shares 0.19 ABS-mortgage backed security Long USA
UNITED STATES TREASURY NOTE 2.75000000 14.79M 13.8M shares 0.19 Debt Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 329 0.80000000 14.67M 1.61B shares 0.19 Debt Long Japan
FREDDIE MAC POOL UMBS P#RA3587 4.00000000 14.64M 13.42M shares 0.19 ABS-mortgage backed security Long USA
FANNIE MAE POOL UMBS P#CB0534 3.00000000 14.56M 13.67M shares 0.19 ABS-mortgage backed security Long USA
GNMA TBA 30 YR 4.0% NOV 21 TO BE ANNOUNCED 4.00000000 14.44M 13.6M shares 0.19 ABS-mortgage backed security Long USA
JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 2022 2.32000000 14.19M 1.4B shares 0.18 Debt Long Japan
GNMA II 30 YR TBA 2.5% OCT 21 TO BE ANNOUNCED 2.50000000 14.04M 13.61M shares 0.18 ABS-mortgage backed security Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 351 0.10000000 13.88M 1.53B shares 0.18 Debt Long Japan
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2004 3.43000000 13.35M 85M shares 0.17 Debt Long China
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1910 3.86000000 13.11M 81.8M shares 0.17 Debt Long China
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 152 1.20000000 12.98M 1.28B shares 0.17 Debt Long Japan
UNITED STATES TREASURY NOTE 0.12500000 12.97M 13M shares 0.17 Debt Long USA
FREDDIE MAC POOL UMBS P#SD8146 2.00000000 12.95M 12.91M shares 0.17 ABS-mortgage backed security Long USA
KOREA TREASURY BOND /KRW/ REGD SER 5003 1.50000000 12.59M 17.81B shares 0.16 Debt Long Korea, Republic of
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 347 0.10000000 12.53M 1.38B shares 0.16 Debt Long Japan
UNITED STATES TREASURY NOTE 2.12500000 12.51M 12M shares 0.16 Debt Long USA
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 350 0.10000000 12.42M 1.37B shares 0.16 Debt Long Japan
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.76000000 12.22M 75.13M shares 0.16 Debt Long China
UNITED STATES TREASURY NOTE 0.62500000 12.19M 13.08M shares 0.16 Debt Long USA
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.00000000 12.01M 10.2M shares 0.16 Debt Long N/A
UNITED STATES TREASURY NOTE 2.87500000 11.74M 10.9M shares 0.15 Debt Long USA
FUTURE CONTRACT ON EURO-BOBL FUTURE DEC21 /EUR/ 0.00000000 11.72M 75 contracts 0.15 Interest rate derivative N/A Germany
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 140 4.50000000 11.66M 12.3M shares 0.15 Debt Long Australia
UNITED STATES TREASURY NOTE 2.12500000 11.56M 11M shares 0.15 Debt Long USA
FREDDIE MAC POOL UMBS P#SB0479 2.50000000 11.35M 10.82M shares 0.15 ABS-mortgage backed security Long USA
UNITED STATES TREASURY NOTE 2.25000000 11.26M 10.7M shares 0.15 Debt Long USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 18 2.30000000 11.16M 973.4M shares 0.15 Debt Long Japan
UNITED STATES TREASURY NOTE 0.25000000 11M 11M shares 0.14 Debt Long USA
KOREA TREASURY BOND /KRW/ REGD SER 2409 1.37500000 10.97M 13.1B shares 0.14 Debt Long Korea, Republic of
TOKYO METROPOLITAN GOVT /JPY/ REGD SER 727 0.72000000 10.95M 1.2B shares 0.14 Debt Long Japan
UNITED STATES TREASURY NOTE 2.12500000 10.89M 10.4M shares 0.14 Debt Long USA
EUR/USD FWD 20211004 000005208 USD
GOLDMAN SACHS INTERNATIONAL
10.88M 1 contracts 0.14 DFE N/A N/A
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 10.84M 12M shares 0.14 Debt Long USA
GNR 2021-H547 FA SOFR REGD 1.55000000 10.79M 10M shares 0.14 Debt Long USA
FANNIE MAE POOL UMBS P#MA4326 2.50000000 10.75M 10.42M shares 0.14 ABS-mortgage backed security Long USA
FREDDIE MAC POOL UMBS P#QB5864 2.50000000 10.62M 10.15M shares 0.14 ABS-mortgage backed security Long USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 167 0.50000000 10.57M 1.15B shares 0.14 Debt Long Japan
GINNIE MAE II POOL P#MA6820 3.00000000 10.34M 9.89M shares 0.13 ABS-mortgage backed security Long USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H14 CL FH V/R 1.33738000 10.34M 9.79M shares 0.13 ABS-collateralized bond/debt obligation Long USA
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2010 3.23000000 10.32M 67.5M shares 0.13 Debt Long China
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1909 3.50000000 10.18M 64.6M shares 0.13 Debt Long China
FANNIE MAE POOL UMBS P#MA4357 3.00000000 10.15M 9.66M shares 0.13 ABS-mortgage backed security Long USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 148 1.50000000 10.14M 970M shares 0.13 Debt Long Japan
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 358 0.10000000 10.1M 1.12B shares 0.13 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 157 0.20000000 10.08M 1.13B shares 0.13 Debt Long Japan
THAILAND GOVERNMENT BOND /THB/ REGD 2.87500000 10.06M 312M shares 0.13 Debt Long Thailand
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 122 1.80000000 10.04M 965.2M shares 0.13 Debt Long Japan
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1905 3.28000000 9.86M 63M shares 0.13 Debt Long China
UNITED STATES TREASURY NOTE 0.25000000 9.83M 10M shares 0.13 Debt Long USA
UNITED STATES TREASURY NOTE 0.25000000 9.82M 10M shares 0.13 Debt Long USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 35 2.00000000 9.82M 844M shares 0.13 Debt Long Japan
FANNIE MAE POOL UMBS P#MA4356 2.50000000 9.73M 9.43M shares 0.13 ABS-mortgage backed security Long USA
UNITED STATES TREASURY NOTE 1.25000000 9.68M 9.7M shares 0.13 Debt Long USA
FANNIE MAE POOL UMBS P#MA4208 2.00000000 9.64M 9.61M shares 0.13 ABS-mortgage backed security Long USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 155 1.00000000 9.58M 963.35M shares 0.12 Debt Long Japan
FNMA TBA 15YR 2% OCT21 TO BE ANNOUNCED 2.00000000 9.53M 9.26M shares 0.12 ABS-mortgage backed security Long USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 102 2.40000000 9.43M 900.9M shares 0.12 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 72 2.10000000 9.34M 975.4M shares 0.12 Debt Long Japan
FREDDIE MAC GOLD POOL P#J32373 3.00000000 9.3M 8.82M shares 0.12 ABS-mortgage backed security Long USA
JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 72 0.50900000 9.3M 1.02B shares 0.12 Debt Long Japan
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 0.74963000 9.16M 9.08M shares 0.12 ABS-collateralized bond/debt obligation Long USA
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 12 0.50000000 9.13M 1.1B shares 0.12 Debt Long Japan
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1909 3.24000000 9.08M 58M shares 0.12 Debt Long China
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 346 0.10000000 9.07M 1B shares 0.12 Debt Long Japan
FANNIE MAE POOL UMBS P#BK8739 4.50000000 9.06M 8.37M shares 0.12 ABS-mortgage backed security Long USA
JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 4 0.31100000 9.04M 1B shares 0.12 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 126 2.00000000 8.98M 845.2M shares 0.12 Debt Long Japan
AGRICUL DEV BANK CHINA /CNH/ REGD REG S SER . 3.40000000 8.82M 56M shares 0.11 Debt Long China
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 357 0.10000000 8.81M 972.65M shares 0.11 Debt Long Japan
GINNIE MAE II POOL P#MA7367 2.50000000 8.78M 8.52M shares 0.11 ABS-mortgage backed security Long USA
INDONESIA GOVERNMENT /IDR/ REGD SER FR81 6.50000000 8.76M 119.4B shares 0.11 Debt Long Indonesia
DRYDEN XXVII-R EURO CLO 2017 BV SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 0.66000000 8.75M 7.6M shares 0.11 ABS-collateralized bond/debt obligation Long Netherlands
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 136 4.75000000 8.75M 10M shares 0.11 Debt Long Australia
UNITED STATES TREASURY BILL ZCP 0.00000000 8.7M 8.7M principal 0.11 Short-term investment vehicle Long USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 21 2.30000000 8.68M 749.85M shares 0.11 Debt Long Japan
FANNIE MAE POOL UMBS P#FM3266 3.00000000 8.66M 8.12M shares 0.11 ABS-mortgage backed security Long USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H14 CL HF V/R 1.60000000 8.64M 8M shares 0.11 ABS-collateralized bond/debt obligation Long USA
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 415 0.10000000 8.63M 959.3M shares 0.11 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 154 1.20000000 8.61M 845.85M shares 0.11 Debt Long Japan
FRANCE (GOVT OF) /EUR/ REGD 2.50000000 8.6M 6.09M shares 0.11 Debt Long France
UNITED STATES TREASURY NOTE 2.37500000 8.55M 8M shares 0.11 Debt Long USA
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.57000000 8.53M 55M shares 0.11 Debt Long China
FANNIE MAE POOL UMBS P#BQ7649 2.50000000 8.46M 8.16M shares 0.11 ABS-mortgage backed security Long USA
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 143 0.10000000 8.46M 934.6M shares 0.11 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 128 1.90000000 8.44M 797.95M shares 0.11 Debt Long Japan
MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 8.36M 8.33M shares 0.11 ABS-collateralized bond/debt obligation Long USA
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 125 2.20000000 8.3M 768.85M shares 0.11 Debt Long Japan
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 46 1.50000000 8.29M 761.35M shares 0.11 Debt Long Japan
CHINA GOVERNMENT BOND /CNY/ REGD SER 1906 3.29000000 8.27M 52M shares 0.11 Debt Long China
UNITED STATES TREASURY NOTE 1.25000000 8.25M 8.1M shares 0.11 Debt Long USA
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2007 3.26000000 8.24M 53M shares 0.11 Debt Long China
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 360 0.10000000 8.23M 910.25M shares 0.11 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 153 1.30000000 8.23M 800M shares 0.11 Debt Long Japan
INDONESIA GOVERNMENT /IDR/ REGD SER FR74 7.50000000 8.22M 110B shares 0.11 Debt Long Indonesia
UNITED STATES TREASURY NOTE 0.12500000 8.2M 8.2M shares 0.11 Debt Long USA
FNMA 30YR TBA 4.5% OCT 21 TO BE ANNOUNCED 4.50000000 8.16M 7.55M shares 0.11 ABS-mortgage backed security Long USA
FREDDIE MAC POOL UMBS P#ZM6467 4.50000000 8.13M 7.5M shares 0.11 ABS-mortgage backed security Long USA
UNITED STATES TREASURY NOTE 0.50000000 8.04M 8M shares 0.10 Debt Long USA
FANNIE MAE POOL UMBS P#CB1804 2.00000000 8.03M 8M shares 0.10 ABS-mortgage backed security Long USA
INDONESIA GOVERNMENT /IDR/ REGD SER FR75 7.50000000 8.01M 110.12B shares 0.10 Debt Long Indonesia
FNCI 30YR TBA 3.5% OCT 21 TO BE ANNOUNCED 3.50000000 8M 7.5M shares 0.10 ABS-mortgage backed security Long USA
FANNIE MAE POOL UMBS P#BQ8430 2.50000000 7.92M 7.57M shares 0.10 ABS-mortgage backed security Long USA
UNITED STATES TREASURY BOND 1.25000000 7.9M 9.68M shares 0.10 Debt Long USA
KOREA TREASURY BOND /KRW/ REGD SER 2612 1.50000000 7.89M 9.6B shares 0.10 Debt Long Korea, Republic of
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0119 4.13000000 7.89M 31.63M shares 0.10 Debt Long Malaysia
JAPAN-99 2.1% 12/20/27 /JPY/ 2.10000000 7.86M 771.55M shares 0.10 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 173 0.40000000 7.82M 872.5M shares 0.10 Debt Long Japan
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FK V/R 1.33738000 7.73M 7.38M shares 0.10 ABS-collateralized bond/debt obligation Long USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 42 1.70000000 7.73M 688.3M shares 0.10 Debt Long Japan
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 156 0.40000000 7.69M 838.35M shares 0.10 Debt Long Japan
FNCL 15YR TBA 4.0% OCT 21 TO BE ANNOUNCED 4.00000000 7.68M 7.25M shares 0.10 ABS-mortgage backed security Long USA
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 139 3.25000000 7.47M 9.4M shares 0.10 Debt Long Australia
G2SF 30 YR TBA 3.5% NOV 21 TO BE ANNOUNCED 3.50000000 7.47M 7.1M shares 0.10 ABS-mortgage backed security Long USA
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 34 2.20000000 7.42M 622.35M shares 0.10 Debt Long Japan
FREDDIE MAC POOL UMBS P#SD7544 3.00000000 7.4M 6.89M shares 0.10 ABS-mortgage backed security Long USA
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 11 0.80000000 7.38M 802.9M shares 0.10 Debt Long Japan
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 7.34M 3.4M shares 0.10 Debt Long UK