| 1 |
MONEYMKT |
FIGXX |
4,089,066 |
$4.09M |
3.38% |
| 2 |
FRTR 3 1/2 11/25/33 |
— |
2,020,000 |
$2.45M |
2.03% |
| 3 |
BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 2.20000000 |
— |
2,000,000 |
$2.38M |
1.96% |
| 4 |
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.20000000 |
— |
1,430,000 |
$1.82M |
1.50% |
| 5 |
FRANCE |
— |
1,500,000 |
$1.75M |
1.45% |
| 6 |
UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000 |
— |
1,000,000 |
$1.37M |
1.13% |
| 7 |
SPGB 3.45 10/31/34 |
SPAIN |
1,000,000 |
$1.22M |
1.00% |
| 8 |
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 3.85000000 |
— |
900,000 |
$1.11M |
0.92% |
| 9 |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000 |
— |
800,000 |
$1.10M |
0.91% |
| 10 |
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 |
— |
820,000 |
$1.04M |
0.86% |
| 11 |
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 158 1.25000000 |
— |
1,800,000 |
$1.03M |
0.85% |
| 12 |
SPGB 2 1/2 05/31/27 |
— |
860,000 |
$1.03M |
0.85% |
| 13 |
BELGIUM KINGDOM /EUR/ REGD SER 44 5.00000000 |
— |
700,000 |
$948.01K |
0.78% |
| 14 |
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.80000000 |
— |
750,000 |
$901.60K |
0.74% |
| 15 |
BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 2.45000000 |
— |
640,000 |
$726.09K |
0.60% |
| 16 |
REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR |
ARGENT |
857,273 |
$630.52K |
0.52% |
| 17 |
MXPRLL 6 07/15/30 |
— |
500,000 |
$616.18K |
0.51% |
| 18 |
AICNRA 5.75 06/15/33 REGS |
AICNRA |
687,000 |
$614.52K |
0.51% |
| 19 |
CHEPDE 7.5 05/15/30 REGS |
CHEPDE |
490,000 |
$603.91K |
0.50% |
| 20 |
ARDONAGH FINCO LTD /EUR/ REGD REG S 6.87500000 |
— |
490,000 |
$599.47K |
0.50% |
| 21 |
BANORT V8.375 PERP 144a |
BANORT |
565,000 |
$599.04K |
0.49% |
| 22 |
POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625 |
— |
610,177 |
$598.49K |
0.49% |
| 23 |
ORGANON & CO/ORG /EUR/ REGD REG S 2.87500000 |
— |
500,000 |
$584.69K |
0.48% |
| 24 |
FED REPUBLIC OF BRAZIL REGD 6.00000000 |
BRAZIL |
574,000 |
$581.75K |
0.48% |
| 25 |
ADRBID 4 5/8 08/15/28 |
— |
475,000 |
$566.82K |
0.47% |
| 26 |
TURKIYE REP OF |
TURKEY |
528,000 |
$563.68K |
0.47% |
| 27 |
VMED 4 7/8 07/15/28 |
— |
400,000 |
$548.49K |
0.45% |
| 28 |
SAMMIN 9.5 06/30/31 144A |
SAMMIN |
509,210 |
$511.52K |
0.42% |
| 29 |
YPF SA |
YPFDAR |
478,000 |
$507.57K |
0.42% |
| 30 |
TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S SER . 5.75220000 |
— |
400,000 |
$507.09K |
0.42% |
| 31 |
STYRO 8 1/2 03/15/29 |
— |
520,000 |
$505.64K |
0.42% |
| 32 |
ALTICE FINANCING SA /EUR/ REGD REG S 4.25000000 |
— |
580,000 |
$493.48K |
0.41% |
| 33 |
ALBION FINANCING 1SARL / /EUR/ REGD REG S 5.37500000 |
AGKLN |
400,000 |
$490.57K |
0.41% |
| 34 |
MSUNRG 9.75 12/05/30 144A |
MSUNRG |
490,800 |
$489.90K |
0.40% |
| 35 |
ICECR 4 3/4 08/01/32 |
— |
400,000 |
$479.01K |
0.40% |
| 36 |
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR |
ARGENT |
558,720 |
$474.07K |
0.39% |
| 37 |
DOMREP 6.95 03/15/37 REGS |
DOMREP |
441,000 |
$471.43K |
0.39% |
| 38 |
IRON MOUNTAIN INC /EUR/ REGD 144A P/P 4.75000000 |
IRM |
400,000 |
$463.68K |
0.38% |
| 39 |
YPANBR 8.947 07/31/42 144A |
YPANBR |
413,039 |
$459.36K |
0.38% |
| 40 |
SPGB 3.25 04/30/34 |
SPAIN |
380,000 |
$456.91K |
0.38% |
| 41 |
PETROLEOS DE VENEZUELA S REGD 9.00000000 |
PDVSA |
1,270,000 |
$450.22K |
0.37% |
| 42 |
RRRPBZ 9.75 02/05/31 144A |
RRRPBZ |
426,000 |
$444.45K |
0.37% |
| 43 |
OCP SA 7.5% 05/02/2054 144A |
— |
402,000 |
$438.76K |
0.36% |
| 44 |
GRIFOLS SA /EUR/ REGD REG S 3.87500000 |
GRFSM |
370,000 |
$434.78K |
0.36% |
| 45 |
GAMHOL 10 3/4 05/15/30 |
— |
350,000 |
$434.55K |
0.36% |
| 46 |
ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS |
— |
420,000 |
$433.25K |
0.36% |
| 47 |
Grupo Aeromexico SAB de CV |
— |
416,000 |
$430.56K |
0.36% |
| 48 |
EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.875% 02-16-31 |
EGYPT |
436,000 |
$426.30K |
0.35% |
| 49 |
SOFTBK 3 7/8 07/06/32 |
— |
380,000 |
$423.25K |
0.35% |
| 50 |
HTA GROUP LTD REGD 144A P/P 7.50000000 |
HLSTWR |
405,000 |
$418.79K |
0.35% |