Basic Stats
| Portfolio Value | $ 68,478,142 |
| Current Positions | 312 |
Latest Holdings, Performance, AUM (from 13F, 13D)
Columbia Funds Variable Series Trust II - CTIVP - BlackRock Global Inflation-Protected Securities Fund Class 3 has disclosed 312 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 68,478,142 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Columbia Funds Variable Series Trust II - CTIVP - BlackRock Global Inflation-Protected Securities Fund Class 3’s top holdings are United States Treasury Inflation Indexed Bonds (US:US91282CDX65) , United States Treasury Inflation Indexed Bonds (US:US912828ZZ63) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , U.S. Treasury Inflation Linked Notes (US:US91282CGK18) , and United States Treasury Inflation Indexed Bonds (US:US9128283R96) . Columbia Funds Variable Series Trust II - CTIVP - BlackRock Global Inflation-Protected Securities Fund Class 3’s new positions include United States Treasury Inflation Indexed Bonds (US:US91282CDX65) , United States Treasury Inflation Indexed Bonds (US:US912828ZZ63) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , U.S. Treasury Inflation Linked Notes (US:US91282CGK18) , and United States Treasury Inflation Indexed Bonds (US:US9128283R96) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 1.54 | 2.2281 | 1.5161 | ||
| 0.52 | 0.7466 | 0.7466 | ||
| 0.33 | 0.4787 | 0.4787 | ||
| 0.45 | 0.6447 | 0.2989 | ||
| 0.91 | 1.3138 | 0.2783 | ||
| 0.13 | 0.1823 | 0.1823 | ||
| 0.56 | 0.8080 | 0.1693 | ||
| 0.55 | 0.7979 | 0.1666 | ||
| 0.69 | 1.0013 | 0.1242 | ||
| 0.08 | 0.1157 | 0.1157 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.03 | 0.0373 | -1.3834 | ||
| 0.17 | 0.2507 | -1.2213 | ||
| 0.27 | 0.3908 | -0.9736 | ||
| -0.64 | -0.9273 | -0.9273 | ||
| 0.52 | 0.7537 | -0.4631 | ||
| 0.66 | 0.9588 | -0.4400 | ||
| -0.27 | -0.3866 | -0.3866 | ||
| 0.03 | 0.0408 | -0.3060 | ||
| 0.19 | 0.19 | 0.2788 | -0.2771 | |
| 0.93 | 1.3427 | -0.2467 |
13F and Fund Filings
This form was filed on 2025-08-22 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| TREASURY NOTE / DBT (US91282CML27) | 1.54 | 202.15 | 2.2281 | 1.5161 | |||||
| TREASURY (CPI) NOTE / DBT (US91282CLE92) | 1.19 | -5.87 | 1.7111 | -0.0442 | |||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 1.14 | -3.71 | 1.6487 | -0.0043 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 1.13 | 1.35 | 1.6270 | 0.0761 | |||||
| TREASURY (CPI) NOTE / DBT (US91282CJY84) | 1.12 | -4.94 | 1.6101 | -0.0255 | |||||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 1.10 | -3.59 | 1.5887 | -0.0021 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 1.09 | -5.13 | 1.5729 | -0.0268 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 1.08 | 0.84 | 1.5532 | 0.0674 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 1.06 | -7.21 | 1.5223 | -0.0617 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 1.03 | -4.37 | 1.4847 | -0.0140 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 1.03 | -6.90 | 1.4791 | -0.0548 | |||||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 1.02 | -8.43 | 1.4734 | -0.0797 | |||||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 0.99 | -10.25 | 1.4273 | -0.1079 | |||||
| TREASURY (CPI) NOTE / DBT (US91282CKL45) | 0.97 | -10.97 | 1.4053 | -0.1186 | |||||
| TREASURY (CPI) NOTE / DBT (US91282CLV18) | 0.93 | -18.49 | 1.3427 | -0.2467 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 0.93 | -3.13 | 1.3395 | 0.0050 | |||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 0.93 | -8.13 | 1.3361 | -0.0675 | |||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 0.91 | 22.48 | 1.3138 | 0.2783 | |||||
| FR0011008705 / French Republic Government Bond OAT | 0.89 | 5.46 | 1.2815 | 0.1090 | |||||
| GB00B128DH60 / TSY 1 1/4 2027 I/L GILT BONDS REGS 11/27 1.25 | 0.89 | 1.14 | 1.2775 | 0.0588 | |||||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 0.88 | -5.35 | 1.2751 | -0.0254 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.79 | -1.75 | 1.1343 | 0.0199 | |||||
| GB00BZ1NTB69 / United Kingdom Gilt Inflation Linked | 0.75 | -0.79 | 1.0875 | 0.0293 | |||||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 0.74 | -8.87 | 1.0675 | -0.0633 | |||||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 0.73 | -8.17 | 1.0544 | -0.0552 | |||||
| GB00B3Y1JG82 / United Kingdom Gilt Inflation Linked | 0.73 | -2.54 | 1.0524 | 0.0100 | |||||
| GB0031790826 / United Kingdom Gilt Inflation Linked | 0.71 | 4.58 | 1.0215 | 0.0783 | |||||
| GB00B1L6W962 / UK 1.125% 11/22/2037 (FTIPS) | 0.71 | -2.21 | 1.0203 | 0.0125 | |||||
| GB00B46CGH68 / United Kingdom Gilt Inflation Linked | 0.70 | -0.43 | 1.0137 | 0.0314 | |||||
| DE0001030559 / Deutsche Bundesrepublik Inflation Linked Bond | 0.70 | -0.71 | 1.0086 | 0.0276 | |||||
| FR0013410552 / French Republic | 0.69 | 10.33 | 1.0013 | 0.1242 | |||||
| IT0004545890 / Italy Buoni Poliennali Del Tesoro | 0.69 | 8.54 | 0.9908 | 0.1105 | |||||
| FR0000188799 / FRANCE 3.15% 7/25/2032 (FTIPS) | 0.67 | 6.49 | 0.9718 | 0.0914 | |||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 0.66 | -33.86 | 0.9588 | -0.4400 | |||||
| GB00B3LZBF68 / United Kingdom Gilt Inflation Linked | 0.64 | 0.00 | 0.9258 | 0.0328 | |||||
| ES0000012C12 / Spain Government Inflation Linked Bond | 0.64 | -1.08 | 0.9220 | 0.0221 | |||||
| FR0010447367 / French Republic Government Bond OAT | 0.62 | 10.39 | 0.8894 | 0.1123 | |||||
| ES00000127C8 / Spain Government Inflation Linked Bond | 0.61 | 10.16 | 0.8757 | 0.1083 | |||||
| ES00000128S2 / Spain Government Inflation Linked Bond | 0.60 | 9.78 | 0.8591 | 0.1045 | |||||
| FR0011982776 / French Republic Government Bond OAT | 0.59 | 2.62 | 0.8482 | 0.0493 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 0.57 | -7.14 | 0.8251 | -0.0334 | |||||
| GB00B7RN0G65 / United Kingdom Gilt Inflation Linked | 0.57 | -0.35 | 0.8240 | 0.0259 | |||||
| GB00B3MYD345 / United Kingdom Gilt Inflation Linked | 0.56 | 0.90 | 0.8119 | 0.0354 | |||||
| GB00B421JZ66 / United Kingdom Gilt Inflation Linked | 0.56 | 22.27 | 0.8080 | 0.1693 | |||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 0.56 | 0.54 | 0.8016 | 0.0327 | |||||
| GB00B3D4VD98 / United Kingdom Gilt Inflation Linked | 0.55 | 22.08 | 0.7979 | 0.1666 | |||||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 0.54 | -8.97 | 0.7773 | -0.0456 | |||||
| IT0005482994 / BUONI POLIENNALI DEL TES /EUR/ REGD SER CPI 0.10000000 | 0.54 | 9.37 | 0.7747 | 0.0898 | |||||
| IT0003745541 / ITALY 2.35% 9/15/2035 (FTIPS) | 0.53 | 5.33 | 0.7705 | 0.0644 | |||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 0.52 | -40.21 | 0.7537 | -0.4631 | |||||
| IT0005246134 / Italy Buoni Poliennali Del Tesoro | 0.52 | -27.20 | 0.7534 | -0.2456 | |||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 0.52 | 11.40 | 0.7471 | 0.0997 | |||||
| TREASURY (CPI) NOTE / DBT (US91282CNB36) | 0.52 | 0.7466 | 0.7466 | ||||||
| GB00B0CNHZ09 / United Kingdom Gilt Inflation Linked | 0.50 | -0.99 | 0.7222 | 0.0186 | |||||
| GB00B24FFM16 / United Kingdom Gilt Inflation Linked | 0.50 | -0.20 | 0.7210 | 0.0245 | |||||
| GB0008932666 / United Kingdom Gilt Inflation Linked | 0.49 | 6.96 | 0.7104 | 0.0693 | |||||
| IT0005138828 / Italy Buoni Poliennali Del Tesoro | 0.49 | 0.82 | 0.7059 | 0.0304 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 0.49 | -8.46 | 0.7028 | -0.0381 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.49 | -14.26 | 0.7025 | -0.0886 | |||||
| GB00BNNGP551 / United Kingdom Gilt Inflation Linked | 0.47 | 8.58 | 0.6752 | 0.0738 | |||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 0.47 | -5.87 | 0.6719 | -0.0163 | |||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 0.47 | -14.84 | 0.6708 | -0.0907 | |||||
| GB00BLH38265 / United Kingdom of Great Britain and Northern Ireland | 0.46 | -1.08 | 0.6607 | 0.0153 | |||||
| FR0013238268 / French Republic Government Bond OAT | 0.46 | -8.25 | 0.6588 | -0.0338 | |||||
| IT0005543803 / Italy Buoni Poliennali Del Tesoro | 0.45 | 80.24 | 0.6447 | 0.2989 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 0.45 | -10.08 | 0.6438 | -0.0478 | |||||
| IT0004735152 / Italy Buoni Poliennali Del Tesoro | 0.45 | -8.06 | 0.6426 | -0.0315 | |||||
| FR0000186413 / French Republic Government Bond OAT | 0.43 | 4.38 | 0.6197 | 0.0469 | |||||
| GB00B73ZYW09 / United Kingdom Gilt Inflation Linked | 0.41 | -0.25 | 0.5852 | 0.0197 | |||||
| GB00BYMWG366 / United Kingdom Gilt Inflation Linked | 0.40 | -0.74 | 0.5817 | 0.0162 | |||||
| GB00BGDYHF49 / United Kingdom Gilt Inflation Linked | 0.39 | 1.03 | 0.5671 | 0.0253 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 0.39 | -10.05 | 0.5554 | -0.0407 | |||||
| EU000A3K4DY4 / European Union | 0.38 | 9.74 | 0.5526 | 0.0660 | |||||
| DE0001030575 / Deutsche Bundesrepublik Inflation Linked Bond | 0.38 | 3.53 | 0.5508 | 0.0383 | |||||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 0.38 | -11.29 | 0.5449 | -0.0475 | |||||
| FR0013327491 / French Republic | 0.37 | 11.31 | 0.5396 | 0.0708 | |||||
| TREASURY (CPI) NOTE / DBT (US912810TY47) | 0.36 | -7.40 | 0.5245 | -0.0213 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 0.36 | -10.03 | 0.5180 | -0.0389 | |||||
| FR0014001N38 / French Republic | 0.36 | 0.85 | 0.5146 | 0.0221 | |||||
| GB00B4PTCY75 / United Kingdom Gilt Inflation Linked | 0.35 | -2.48 | 0.5114 | 0.0057 | |||||
| GB00BMF9LJ15 / United Kingdom Gilt Inflation Linked | 0.34 | 7.89 | 0.4938 | 0.0512 | |||||
| ITALY (REPUBLIC OF) / DBT (IT0005631590) | 0.33 | 0.4787 | 0.4787 | ||||||
| GB00BMV7TC88 / United Kingdom Gilt | 0.33 | 6.19 | 0.4710 | 0.0435 | |||||
| FHLMC_25-5482 / ABS-CBDO (US3137HHLU37) | 0.33 | -6.61 | 0.4702 | -0.0148 | |||||
| GB00BZ13DV40 / United Kingdom Gilt Inflation Linked | 0.32 | 2.55 | 0.4658 | 0.0281 | |||||
| DE0001030583 / DBRI 0.1 04/15/33 I/L | 0.32 | 5.67 | 0.4579 | 0.0396 | |||||
| ITALY (REPUBLIC OF) / DBT (IT0005588881) | 0.30 | 18.25 | 0.4300 | 0.0781 | |||||
| FR0013209871 / French Republic Government Bond OAT | 0.30 | 1.02 | 0.4290 | 0.0193 | |||||
| FR0013524014 / FRANCE .10% 3/1/2036 (FTIPS) | 0.29 | 10.15 | 0.4232 | 0.0528 | |||||
| GB00BDX8CX86 / United Kingdom Gilt Inflation Linked | 0.28 | -15.55 | 0.4008 | -0.0561 | |||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 0.27 | -78.28 | 0.3908 | -0.9736 | |||||
| GB00BP9DLZ64 / United Kingdom Gilt Inflation Linked | 0.27 | -2.89 | 0.3886 | 0.0017 | |||||
| JP1120221H48 / Japanese Government CPI Linked Bond | 0.27 | 5.58 | 0.3826 | 0.0331 | |||||
| GB00BMF9LH90 / U.K. Treasury Inflation Linked Bonds | 0.26 | 6.45 | 0.3814 | 0.0354 | |||||
| GB00BNNGP882 / United Kingdom of Great Britain and Northern Ireland | 0.26 | 2.72 | 0.3809 | 0.0230 | |||||
| JP1120241K56 / Japanese Government CPI Linked Bond | 0.26 | 5.67 | 0.3772 | 0.0320 | |||||
| US912810TE82 / United States Treasury Inflation Indexed Bonds | 0.26 | -9.19 | 0.3717 | -0.0229 | |||||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 0.26 | -11.15 | 0.3678 | -0.0324 | |||||
| JGBI / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 0.24 | 5.19 | 0.3507 | 0.0279 | |||||
| FR0014003N51 / French Republic | 0.24 | 4.78 | 0.3481 | 0.0274 | |||||
| SE0000556599 / Sweden Inflation Linked Bond | 0.24 | 6.31 | 0.3410 | 0.0312 | |||||
| US912810FQ68 / United States Treas Bds Treas Bond | 0.22 | 0.45 | 0.3220 | 0.0129 | |||||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 0.22 | -3.91 | 0.3202 | -0.0005 | |||||
| US12663DAC83 / CSMC 2022-NQM5 Trust | 0.22 | -2.26 | 0.3123 | 0.0034 | |||||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 0.21 | -12.70 | 0.3081 | -0.0329 | |||||
| FCT / Fincantieri S.p.A. | 0.21 | 1.46 | 0.3012 | 0.0152 | |||||
| US74333CAG15 / Progress Residential 2022-SFR7 Trust | 0.20 | 0.51 | 0.2873 | 0.0104 | |||||
| FR001400AQH0 / FRANCE (GOVT OF) /EUR/ REGD SER OATE 0.10000000 | 0.19 | 7.78 | 0.2810 | 0.0295 | |||||
| 19766H239 / COLUMBIA SHORT TERM CASH FUND | 0.19 | -51.58 | 0.19 | -51.63 | 0.2788 | -0.2771 | |||
| TREASURY (CPI) NOTE / DBT (US912810UH94) | 0.19 | -16.59 | 0.2766 | -0.0425 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.19 | -2.62 | 0.2690 | 0.0025 | |||||
| FR0014008181 / FRANCE (REPUBLIC OF) | 0.19 | 17.72 | 0.2688 | 0.0484 | |||||
| AMI / Aurelia Metals Limited | 0.19 | 27.59 | 0.2677 | 0.0656 | |||||
| GB00BD9MZZ71 / United Kingdom Gilt Inflation Linked | 0.18 | 1.67 | 0.2643 | 0.0134 | |||||
| ADANIENSOL / Adani Energy Solutions Limited | 0.18 | 10.49 | 0.2592 | 0.0334 | |||||
| CA135087VS05 / Canadian Government Real Return Bond | 0.18 | 5.29 | 0.2590 | 0.0211 | |||||
| CA135087WV25 / Canadian Government Real Return Bond | 0.18 | 4.09 | 0.2569 | 0.0176 | |||||
| AREIT_24-CRE9 / ABS-MBS (US00193AAA25) | 0.17 | -10.31 | 0.2519 | -0.0189 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 0.17 | -84.62 | 0.2507 | -1.2213 | |||||
| CA135087ZH04 / Canadian Government Real Return Bond | 0.17 | -6.52 | 0.2494 | -0.0072 | |||||
| US91087BAR15 / Mexican Government International Bond | 0.17 | 2.44 | 0.2434 | 0.0144 | |||||
| GB00BYVP4K94 / UK .125% 11/22/2056 (FTIPS) | 0.16 | -6.90 | 0.2350 | -0.0085 | |||||
| CA135087XQ21 / Canadian Government Real Return Bond | 0.16 | 1.89 | 0.2349 | 0.0123 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.16 | 5.92 | 0.2328 | 0.0198 | |||||
| CA135087YK42 / Canadian Government Real Return Bond | 0.15 | -10.47 | 0.2235 | -0.0172 | |||||
| JP1120271N56 / Japanese Government CPI Linked Bond | 0.15 | 5.48 | 0.2231 | 0.0197 | |||||
| AMI / Aurelia Metals Limited | 0.15 | 93.67 | 0.2212 | 0.1107 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 0.15 | 21.95 | 0.2165 | 0.0441 | |||||
| US66981YAD13 / AMSR 2022-SFR3 Trust | 0.15 | 0.68 | 0.2162 | 0.0093 | |||||
| US64830RAG74 / New Residential Mortgage Loan Trust 2022-SFR2 | 0.15 | 0.68 | 0.2161 | 0.0098 | |||||
| CA135087B949 / Canada Government Bond | 0.15 | -14.45 | 0.2137 | -0.0272 | |||||
| AU0000XCLWV6 / Australia Government Bond | 0.14 | -18.86 | 0.2059 | -0.0390 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.14 | -2.08 | 0.2035 | 0.0022 | |||||
| ACRA_24-NQM1 / ABS-CBDO (US00112EAA29) | 0.14 | -2.78 | 0.2021 | 0.0010 | |||||
| US912810SF66 / Us Treasury Bond | 0.14 | -2.10 | 0.2020 | 0.0020 | |||||
| JP1120261M59 / JAPAN GOVT CPI LINKED BONDS 03/31 0.005 | 0.14 | 7.14 | 0.1961 | 0.0205 | |||||
| DK0009923724 / Denmark I/L Government Bond | 0.13 | 8.26 | 0.1902 | 0.0212 | |||||
| IT0005436701 / Italy Buoni Poliennali Del Tesoro | 0.13 | 8.40 | 0.1874 | 0.0210 | |||||
| AU000XCLWAF4 / AUSTRALIA 2.0 08/21/2035 (FTIPS) | 0.13 | 8.40 | 0.1868 | 0.0201 | |||||
| AU000XCLWAV1 / Australia Government Bond | 0.13 | 7.56 | 0.1854 | 0.0186 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.13 | 0.1823 | 0.1823 | ||||||
| NZIIBDT004C8 / New Zealand Government Inflation Linked Bond | 0.13 | 8.70 | 0.1804 | 0.0194 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 0.12 | 113.79 | 0.1795 | 0.0979 | |||||
| IT0005547812 / ITALY (REPUBLIC OF) | 0.12 | -6.11 | 0.1779 | -0.0051 | |||||
| CA135087G997 / Canadian Government Real Return Bond | 0.12 | 0.00 | 0.1768 | 0.0062 | |||||
| FR001400IKW5 / French Republic | 0.12 | -2.44 | 0.1738 | 0.0012 | |||||
| JP1120281P52 / Japanese Government CPI Linked Bond | 0.12 | -18.49 | 0.1720 | -0.0318 | |||||
| GB00BM8Z2W66 / U.K. Treasury Inflation Linked Bonds | 0.11 | 56.52 | 0.1565 | 0.0596 | |||||
| US784212AA01 / SG Residential Mortgage Trust 2021-1 | 0.11 | 0.94 | 0.1550 | 0.0072 | |||||
| ADANIENSOL / Adani Energy Solutions Limited | 0.10 | 11.11 | 0.1443 | 0.0188 | |||||
| AU000XCLWAO6 / Australia Government Bond | 0.10 | 8.79 | 0.1435 | 0.0159 | |||||
| CROSS_25-H1 / ABS-CBDO (US22758NAA54) | 0.10 | -3.06 | 0.1373 | 0.0003 | |||||
| BE0000358672 / BELGIUM KINGDOM EUR 144A LIFE/REG S 3.3% 06-22-54 | 0.09 | 9.30 | 0.1356 | 0.0157 | |||||
| US31573JAA88 / Ellington Financial Mortgage Trust 2021-3 | 0.09 | -3.26 | 0.1296 | 0.0008 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.09 | 2.33 | 0.1277 | 0.0075 | |||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 0.09 | 1.15 | 0.1272 | 0.0050 | |||||
| NZIIBDT005C5 / New Zealand Government Inflation Linked Bond | 0.08 | -18.63 | 0.1204 | -0.0222 | |||||
| US92539NAA46 / Verus Securitization Trust 2022-7 | 0.08 | -2.38 | 0.1183 | 0.0010 | |||||
| SE0007045745 / Sweden Inflation Linked Bond | 0.08 | 8.00 | 0.1182 | 0.0130 | |||||
| AU0000171134 / Australia Government Bond | 0.08 | 8.11 | 0.1159 | 0.0128 | |||||
| ITALY (REPUBLIC OF) / DBT (IT0005647273) | 0.08 | 0.1157 | 0.1157 | ||||||
| DE0001174068 / CHINA UNIVERSAL EX INC | 0.08 | 9.86 | 0.1129 | 0.0127 | |||||
| US78434KAA51 / SG Residential Mortgage Trust 2022-2 | 0.08 | -2.53 | 0.1123 | 0.0022 | |||||
| NZIIBDT003C0 / New Zealand Government Inflation Linked Bond | 0.08 | 8.45 | 0.1116 | 0.0127 | |||||
| US69377TAA43 / PRKCM 2022-AFC2 Trust | 0.07 | -4.05 | 0.1029 | -0.0005 | |||||
| TREASURY NOTE / DBT (US91282CNC19) | 0.07 | 0.1026 | 0.1026 | ||||||
| LBA_24-BOLT / ABS-MBS (US50177BAA52) | 0.07 | 1.45 | 0.1010 | 0.0038 | |||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.07 | 0.0990 | 0.0990 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.07 | 0.0990 | 0.0990 | ||||||
| JP1120251L52 / Japanese Government CPI Linked Bond | 0.06 | 6.67 | 0.0931 | 0.0082 | |||||
| US68389XCP87 / Oracle Corp | 0.06 | 3.45 | 0.0867 | 0.0046 | |||||
| VISTRA OPERATIONS COMPANY LLC / DBT (US92840VAS16) | 0.06 | 3.64 | 0.0824 | 0.0047 | |||||
| AU0000024044 / Australia Government Bond | 0.06 | 9.62 | 0.0823 | 0.0089 | |||||
| US11135FBL40 / Broadcom Inc | 0.05 | 1.92 | 0.0772 | 0.0037 | |||||
| US 2YR NOTE SEP 25 / DIR (000000000) | 0.05 | 0.0753 | 0.0753 | ||||||
| SE0013748258 / Sweden Inflation Linked Bond | 0.05 | 9.52 | 0.0667 | 0.0070 | |||||
| HCA INC / DBT (US404121AK12) | 0.05 | 2.27 | 0.0654 | 0.0034 | |||||
| DENMARK KINGDOM OF (GOVERNMENT) / DBT (DK0009924458) | 0.04 | 8.11 | 0.0591 | 0.0064 | |||||
| CQP / Cheniere Energy Partners, L.P. - Limited Partnership | 0.04 | 2.63 | 0.0563 | 0.0026 | |||||
| HCA INC / DBT (US404119CU12) | 0.04 | 0.00 | 0.0561 | 0.0030 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.04 | 0.0519 | 0.0519 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.04 | 0.00 | 0.0514 | 0.0024 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.03 | 3.13 | 0.0482 | 0.0023 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.03 | 3.45 | 0.0438 | 0.0022 | |||||
| COMM_24-WCL1 / ABS-MBS (US20047DAA28) | 0.03 | 0.00 | 0.0431 | 0.0016 | |||||
| SE0016786560 / SWEDEN (KINGDOM OF) | 0.03 | 11.54 | 0.0427 | 0.0053 | |||||
| GB00BMV7TC88 / United Kingdom Gilt | 0.03 | -88.76 | 0.0408 | -0.3060 | |||||
| BANK OF AMERICA CORP / DBT (US06051GMA49) | 0.03 | 0.00 | 0.0400 | 0.0019 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.03 | 0.00 | 0.0399 | 0.0019 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.03 | 0.00 | 0.0398 | 0.0020 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 0.03 | -97.55 | 0.0373 | -1.3834 | |||||
| LONG GILT SEP 25 / DIR (GB00MP6FM953) | 0.02 | 0.0341 | 0.0341 | ||||||
| GB00BMV7TC88 / United Kingdom Gilt | 0.02 | 0.0296 | 0.0296 | ||||||
| CA135087M433 / Canada Government Bond | 0.02 | 0.00 | 0.0295 | 0.0006 | |||||
| BFLD_24-VICT / ABS-MBS (US05555VAA70) | 0.02 | 0.00 | 0.0217 | 0.0008 | |||||
| US DOLLARS / DFE (000000000) | 0.01 | 0.0175 | 0.0175 | ||||||
| USD P MXN C @19.10000 EO / DFE (000000000) | 0.01 | 0.0173 | 0.0173 | ||||||
| CONE_24-DFW1 / ABS-MBS (US20682AAA88) | 0.01 | 0.00 | 0.0144 | 0.0006 | |||||
| SWP: IFS 2.589000 29-JAN-2027 USC / DIR (000000000) | 0.01 | 0.0118 | 0.0118 | ||||||
| SWP: EUR 2.513000 20-FEB-2054 EUR / DIR (000000000) | 0.01 | 0.0110 | 0.0110 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.01 | 0.0109 | 0.0109 | ||||||
| SWP: EUR 2.490000 19-FEB-2054 EUR / DIR (000000000) | 0.01 | 0.0085 | 0.0085 | ||||||
| US 5YR NOTE SEP 25 / DIR (000000000) | 0.01 | 0.0081 | 0.0081 | ||||||
| SWP: EUR 2.505500 20-FEB-2054 EUR / DIR (000000000) | 0.01 | 0.0081 | 0.0081 | ||||||
| SWP: IFS 2.547200 03-OCT-2028 USC / DIR (000000000) | 0.01 | 0.0080 | 0.0080 | ||||||
| BRITISH POUND / DFE (000000000) | 0.01 | 0.0077 | 0.0077 | ||||||
| THREE-MONTH SOFR FUTURE JUN 26 / DIR (000000000) | 0.00 | 0.0067 | 0.0067 | ||||||
| SWP: IFS 2.176200 07-AUG-2028 USC / DIR (000000000) | 0.00 | 0.0066 | 0.0066 | ||||||
| AUSTRALIA DOLLAR / DFE (000000000) | 0.00 | 0.0063 | 0.0063 | ||||||
| SWP: EUR 2.543000 22-APR-2054 EUR / DIR (000000000) | 0.00 | 0.0056 | 0.0056 | ||||||
| SWP: IFS 2.590000 15-APR-2028 USC / DIR (000000000) | 0.00 | 0.0043 | 0.0043 | ||||||
| SWP: EUR 2.510500 01-MAR-2054 EUR / DIR (000000000) | 0.00 | 0.0039 | 0.0039 | ||||||
| SWP: IFS 2.514000 15-APR-2029 USC / DIR (000000000) | 0.00 | 0.0031 | 0.0031 | ||||||
| CANADIAN DOLLAR / DFE (000000000) | 0.00 | 0.0031 | 0.0031 | ||||||
| EURO BUXL 30YR BOND SEP 25 / DIR (DE000F1NGF87) | 0.00 | 0.0026 | 0.0026 | ||||||
| SWP: IFS 2.275200 28-AUG-2028 USC / DIR (000000000) | 0.00 | 0.0022 | 0.0022 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0022 | 0.0022 | ||||||
| SWP: EUR 2.455500 22-MAR-2054 EUR / DIR (000000000) | 0.00 | 0.0020 | 0.0020 | ||||||
| SWP: EUR 2.428700 19-JUN-2054 EUR / DIR (000000000) | 0.00 | 0.0020 | 0.0020 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0019 | 0.0019 | ||||||
| SWP: EUR 2.428700 20-JUN-2054 EUR / DIR (000000000) | 0.00 | 0.0018 | 0.0018 | ||||||
| SWP: IFS 2.396400 09-APR-2029 USC / DIR (000000000) | 0.00 | 0.0015 | 0.0015 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0015 | 0.0015 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0014 | 0.0014 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0012 | 0.0012 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0011 | 0.0011 | ||||||
| USD P JPY C @150.0000 EO / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| THREE-MONTH SOFR FUTURE DEC 25 / DIR (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| SWP: EUR 2.638000 10-JUN-2055 EUR / DIR (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| FSWP: OIS 0.675830 21-APR-2027 FTO / DIR (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| FSWP: OIS 0.683000 21-APR-2027 FTO / DIR (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0005 | 0.0005 | ||||||
| MEXICAN PESO / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| SWP: IFS 2.428000 15-APR-2030 USC / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| FSWP: JPY 0.698000 11-MAY-2027 FTO / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| SWP: IFS 2.687500 15-APR-2028 USC / DIR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SWP: IFS 2.538000 15-OCT-2029 USC / DIR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SWP: IFS 2.691250 15-APR-2028 USC / DIR (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SWP: IFS 2.561500 15-APR-2029 USC / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SWP: IFS 2.531250 15-APR-2029 USC / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SWP: IFS 2.536250 15-APR-2029 USC / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SWP: IFS 2.734500 15-APR-2028 USC / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SWP: IFS 2.310000 23-AUG-2049 USC / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US DOLLARS / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SWP: IFS 2.429000 15-APR-2030 USC / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SWP: IFS 2.020000 15-MAR-2035 FRC / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.00 | 0.0000 | 0.0000 | ||||||
| SWP: IFS 2.467500 15-JUL-2049 USC / DIR (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| US DOLLARS / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SWP: IFS 2.648000 15-APR-2029 USC / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SWP: IFS 2.549500 07-MAY-2049 USC / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SWP: IFS 2.789500 15-APR-2028 USC / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SWP: IFS 2.641000 15-APR-2029 USC / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SWP: IFS 2.684000 15-APR-2029 USC / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SWP: IFS 2.685000 15-APR-2029 USC / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SWP: IFS 2.669500 15-APR-2029 USC / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SWP: IFS 2.835000 15-APR-2028 USC / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SWP: IFS 2.835500 15-APR-2028 USC / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SWP: IFS 2.057500 15-MAR-2035 CPT / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SWP: IFS 2.480000 10-FEB-2050 USC / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| FSWP: OIS 0.869000 09-JUN-2027 FTO / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SWP: IFS 2.832000 15-APR-2028 USC / DIR (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SWP: IFS 2.507000 08-NOV-2054 USC / DIR (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SWP: IFS 2.687500 15-APR-2029 USC / DIR (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SWP: IFS 2.833750 15-APR-2028 USC / DIR (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.00 | -0.0008 | -0.0008 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.00 | -0.0008 | -0.0008 | ||||||
| SWP: IFS 2.723500 15-APR-2029 USC / DIR (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| US DOLLARS / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SWP: IFS 2.869500 15-APR-2028 USC / DIR (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| FSWP: JPY 0.997500 12-MAR-2027 FTO / DIR (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| FSWP: OIS 4.272500 17-SEP-2025 SOF / DIR (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| AUST 3YR BOND SEP 25 / DIR (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| EURO-BOBL SEP 25 / DIR (DE000F1NGF61) | -0.00 | -0.0011 | -0.0011 | ||||||
| AUST 10YR BOND SEP 25 / DIR (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SWP: IFS 2.884700 07-MAY-2027 USC / DIR (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.00 | -0.0015 | -0.0015 | ||||||
| THREE-MONTH SOFR FUTURE JUN 25 / DIR (000000000) | -0.00 | -0.0019 | -0.0019 | ||||||
| SWP: IFS 2.390000 15-APR-2030 USC / DIR (000000000) | -0.00 | -0.0022 | -0.0022 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.00 | -0.0022 | -0.0022 | ||||||
| FSWP: JPY 1.018460 12-MAR-2027 FTO / DIR (000000000) | -0.00 | -0.0024 | -0.0024 | ||||||
| SWP: EUR 2.184300 07-NOV-2054 EUR / DIR (000000000) | -0.00 | -0.0024 | -0.0024 | ||||||
| FSWP: JPY 1.026500 12-MAR-2027 FTO / DIR (000000000) | -0.00 | -0.0026 | -0.0026 | ||||||
| OCT25 SFRZ5 P @ 96 / DIR (000000000) | -0.00 | -0.0029 | -0.0029 | ||||||
| SWP: IFS 2.707000 15-JAN-2029 USC / DIR (000000000) | -0.00 | -0.0032 | -0.0032 | ||||||
| US DOLLARS / DFE (000000000) | -0.00 | -0.0034 | -0.0034 | ||||||
| SWP: EUR 2.260000 22-OCT-2054 EUR / DIR (000000000) | -0.00 | -0.0035 | -0.0035 | ||||||
| USD P MXN C @18.50000 EO / DFE (000000000) | -0.00 | -0.0042 | -0.0042 | ||||||
| SWP: IFS 2.915200 12-MAY-2027 USC / DIR (000000000) | -0.00 | -0.0053 | -0.0053 | ||||||
| SWP: IFS 2.803000 15-JUL-2027 USC / DIR (000000000) | -0.00 | -0.0060 | -0.0060 | ||||||
| US DOLLARS / DFE (000000000) | -0.00 | -0.0064 | -0.0064 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.01 | -0.0081 | -0.0081 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.01 | -0.0083 | -0.0083 | ||||||
| US ULTRA T-BOND SEP 25 / DIR (000000000) | -0.01 | -0.0090 | -0.0090 | ||||||
| US DOLLARS / DFE (000000000) | -0.01 | -0.0091 | -0.0091 | ||||||
| SWP: IFS 3.615000 15-JAN-2035 UKR / DIR (000000000) | -0.01 | -0.0098 | -0.0098 | ||||||
| US DOLLARS / DFE (000000000) | -0.01 | -0.0099 | -0.0099 | ||||||
| US 10YR NOTE SEP 25 / DIR (000000000) | -0.01 | -0.0101 | -0.0101 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.01 | -0.0117 | -0.0117 | ||||||
| US LONG BOND SEP 25 / DIR (000000000) | -0.01 | -0.0131 | -0.0131 | ||||||
| SWP: IFS 3.670200 15-MAR-2034 UKR / DIR (000000000) | -0.01 | -0.0174 | -0.0174 | ||||||
| BRITISH POUND / DFE (000000000) | -0.01 | -0.0181 | -0.0181 | ||||||
| US DOLLARS / DFE (000000000) | -0.01 | -0.0201 | -0.0201 | ||||||
| SWP: IFS 3.790000 15-MAR-2033 / DIR (000000000) | -0.02 | -0.0221 | -0.0221 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.02 | -0.0232 | -0.0232 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.02 | -0.0261 | -0.0261 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.02 | -0.0261 | -0.0261 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.07 | -0.1018 | -0.1018 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.07 | -0.1018 | -0.1018 | ||||||
| US ULTRA 10YR NOTE SEP 25 / DIR (000000000) | -0.09 | -0.1347 | -0.1347 | ||||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | -0.27 | -0.3866 | -0.3866 | ||||||
| US DOLLARS / DFE (000000000) | -0.64 | -0.9273 | -0.9273 |
