1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000109755 | PVGMAPI | NOT_LISTED | not exchange-listed | — |
| C000072063 | VPVGMMV | NOT_LISTED | not exchange-listed | — |
| C000072064 | VPVGMVV | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
884 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| N/A SOLD BRL BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | -$97.7K BRL | -0.035% | BR |
| N/A IRS PLN 5.02000 03/21/24-5Y CME | — | 000000000 EZSXLXMNQZT2 | DIR OTHER | 1 NC | -$105.0K PLN | -0.038% | PL |
| N/A ZCS BRL 12 06/27/24-01/02/29 CME | — | 000000000 EZ5FYNSKHKC7 | DIR OTHER | 1 NC | -$105.8K BRL | -0.038% | BR |
| N/A OIS INR MIBOR/6.25000 09/16/26-5Y LCH | — | 000000000 EZHRT9Q9QHF2 | DIR OTHER | 1 NC | -$105.9K INR | -0.038% | IN |
| N/A RFR GBP SONIO/3.50000 09/16/26-2Y LCH | — | 000000000 EZGDP8ZRG785 | DIR OTHER | 1 NC | -$111.7K GBP | -0.040% | GB |
| N/A OIS MXN TIIE1/9.05000 12/18/24-5Y* CME | — | 000000000 EZLPGB7YNJC9 | DIR OTHER | 1 NC | -$115.0K MXN | -0.042% | MX |
| N/A RFR USD SOFR/3.50000 12/17/25-2Y CME | — | 000000000 EZR1DFW2QSB8 | DIR OTHER | 1 NC | -$118.5K | -0.043% | US |
| N/A SOLD BRL BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | -$119.1K BRL | -0.043% | BR |
| N/A IRS CZK 3.53400 03/21/24-5Y CME | — | 000000000 EZ63108P6QC4 | DIR OTHER | 1 NC | -$132.5K CZK | -0.048% | CZ |
| N/A IRS AUD 3.75000 03/18/26-5Y LCH | — | 000000000 EZYN149WVD59 | DIR OTHER | 1 NC | -$140.6K AUD | -0.051% | AU |
| N/A RFR JPY MUTK/1.00000 09/17/25-5Y LCH | — | 000000000 EZ3HH69JH6C6 | DIR OTHER | 1 NC | -$147.9K JPY | -0.054% | JP |
| N/A SOLD BRL BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | -$156.9K BRL | -0.057% | BR |
| N/A SOLD BRL BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | -$157.1K BRL | -0.057% | BR |
| N/A IRS KRW 3.50000 09/16/26-5Y LCH | — | 000000000 EZNLZ000D1Y3 | DIR OTHER | 1 NC | -$160.0K KRW | -0.058% | KR |
| N/A SOLD BRL BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | -$161.6K BRL | -0.058% | BR |
| N/A RFR JPY MUTK/1.25000 06/18/25-7Y LCH | — | 000000000 EZ9MYT9FCQB5 | DIR OTHER | 1 NC | -$167.2K JPY | -0.061% | JP |
| N/A US LONG BOND(CBT) JUN26 XCBT 20260618 | — | 000000000 — | DIR OTHER | 47 NC | -$189.2K | -0.068% | US |
| N/A RFR JPY MUTK/1.25000 09/17/25-10Y LCH | — | 000000000 EZ9QPMSV7CJ4 | DIR OTHER | 1 NC | -$201.1K JPY | -0.073% | JP |
| N/A EURO-BTP FUTURE JUN26 XEUR 20260608 | — | 000000000 DE000F2Y2EW5 | DIR OTHER | 38 NC | -$217.5K EUR | -0.079% | DE |
| N/A RFR GBP SONIO/3.50000 09/16/26-5Y LCH | — | 000000000 EZZQBWWZF096 | DIR OTHER | 1 NC | -$219.1K GBP | -0.079% | GB |
| N/A OIS ILS SHIRON -.901/3.92 4/21/25-5Y LCH | — | 000000000 EZD1S0X9D5D6 | DIR OTHER | 1 NC | -$245.6K ILS | -0.089% | IL |
| N/A US 10YR NOTE (CBT)JUN26 XCBT 20260618 | — | 000000000 — | DIR OTHER | 107 NC | -$249.2K | -0.090% | US |
| N/A IRS AUD 4.50000 03/20/24-10Y LCH | — | 000000000 EZJLKSMVQPQ8 | DIR OTHER | 1 NC | -$298.0K AUD | -0.108% | AU |
| N/A IRS AUD 2.00000 10/07/24-3Y LCH | — | 000000000 EZ81V1G4K0G0 | DIR OTHER | 1 NC | -$328.4K AUD | -0.119% | AU |
| N/A RFR JPY MUTK/1.25000 06/18/25-10Y LCH | — | 000000000 EZHVW867QSM1 | DIR OTHER | 1 NC | -$329.8K JPY | -0.119% | JP |
| N/A LONG GILT FUTURE JUN26 IFLL 20260626 | — | 000000000 GB00N10S2350 | DIR OTHER | 56 NC | -$371.8K GBP | -0.135% | GB |
| N/A IRS ZAR 8.64900 04/03/24-5Y CME | — | 000000000 EZL3LJP0K748 | DIR OTHER | 1 NC | -$391.1K ZAR | -0.142% | ZA |
| N/A IRS EUR 2.75000 09/16/26-10Y LCH | — | 000000000 EZ1NGHG3YD19 | DIR OTHER | 1 NC | -$411.1K EUR | -0.149% | N/A |
| N/A IRS EUR 2.25000 09/16/26-2Y LCH | — | 000000000 EZ4N7MBQ4BD3 | DIR OTHER | 1 NC | -$562.2K EUR | -0.203% | N/A |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | — | 01F060667 US01F0606677 | ABS-MBS USGSE | -900,000 PA | -$916.1K | -0.332% | US |
| N/A IRS EUR 0.08050 03/10/22-9Y* LCH | — | 000000000 EZNDR6Q2ZXR5 | DIR OTHER | 1 NC | -$1.55M EUR | -0.559% | N/A |
| UMBS PASS THRU POOLS FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | — | 01F020448 US01F0204481 | ABS-MBS USGSE | -3,500,000 PA | -$3.22M | -1.165% | US |
| N/A BCPMXWO TRS EQUITY FEDL01+65 BRC | — | 000000000 — | DE OTHER | 1 NC | -$10.61M | -3.840% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | — | 01F020653 US01F0206536 | ABS-MBS USGSE | -13,800,000 PA | -$11.11M | -4.022% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 1.6% of reported value reaches a classification.
Percentages are of the reported value of positions above ($301.28M), not of the fund’s net assets ($276.32M). The two differ by cash, derivatives filed with no market value, and rounding.