| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
14,680,000 |
$14.99M |
2.26% |
| 2 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
16,385,000 |
$13.72M |
2.07% |
| 3 |
UNITED KINGDOM GILT GBP REG S 1.125% 01-31-39 |
— |
16,284,000 |
$13.70M |
2.07% |
| 4 |
FNCL 2 5/26 |
— |
14,392,000 |
$11.51M |
1.74% |
| 5 |
ASIAN DEVELOPMENT BANK |
— |
6,007,000 |
$8.34M |
1.26% |
| 6 |
Kingdom of Belgium Government Bonds |
— |
8,487,000 |
$8.15M |
1.23% |
| 7 |
PROVINCE OF BRITISH COLUMBIA CANADA |
— |
10,800,000 |
$8.12M |
1.22% |
| 8 |
The DFA Short Term Investment Fund |
— |
7,984,308 |
$7.98M |
1.20% |
| 9 |
JAPAN GOVT 30-YR |
— |
1,215,050,000 |
$7.42M |
1.12% |
| 10 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
6,437,000 |
$6.68M |
1.01% |
| 11 |
European Bank for Reconstruction & Development |
— |
5,900,000 |
$5.90M |
0.89% |
| 12 |
CPPIB CAPITAL INC |
— |
7,900,000 |
$5.80M |
0.87% |
| 13 |
EXPERIAN FINANCE PLC |
— |
5,000,000 |
$5.75M |
0.87% |
| 14 |
Government National Mortgage Association, TBA |
GNR |
5,638,000 |
$5.75M |
0.87% |
| 15 |
QUEBEC PROVINCE CDA 5% 12/01/2041 |
Q |
7,000,000 |
$5.41M |
0.82% |
| 16 |
EXPORT DEVELOPMENT CANADA |
— |
5,380,000 |
$5.39M |
0.81% |
| 17 |
INTER AMERICAN DEVELOPMENT BANK |
— |
5,011,000 |
$5.03M |
0.76% |
| 18 |
CISCO SYSTEMS |
— |
4,878,000 |
$4.97M |
0.75% |
| 19 |
International Bank for Reconstruction & Development |
— |
4,776,000 |
$4.79M |
0.72% |
| 20 |
Government National Mortgage Association, TBA |
GNR |
4,664,000 |
$4.70M |
0.71% |
| 21 |
EUROPEAN UNION REG S UNSEC EUR (B) 2.875% 10-05-29 |
— |
4,000,000 |
$4.69M |
0.71% |
| 22 |
INTER AMERICAN DEVELOPMENT BANK |
— |
4,677,000 |
$4.69M |
0.71% |
| 23 |
French Republic Government Bonds OAT |
— |
5,271,000 |
$4.61M |
0.70% |
| 24 |
ASIAN DEVELOPMENT BANK |
— |
4,500,000 |
$4.53M |
0.68% |
| 25 |
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT |
— |
4,427,000 |
$4.43M |
0.67% |
| 26 |
EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 3.37500000 |
— |
3,803,000 |
$4.34M |
0.65% |
| 27 |
HYDRO-QUEBEC |
— |
5,000,000 |
$4.26M |
0.64% |
| 28 |
VICTORIA TREASURY CORP OF 2% 09/17/2035 |
TCV |
8,004,000 |
$4.22M |
0.64% |
| 29 |
International Bank for Reconstruction & Development |
— |
4,153,000 |
$4.16M |
0.63% |
| 30 |
FNCL 3.5 5/26 |
— |
4,536,000 |
$4.13M |
0.62% |
| 31 |
BNG BANK N.V. EUR REG S SR UNSEC 3.0% 04-23-30 |
— |
3,450,000 |
$4.06M |
0.61% |
| 32 |
EUROPEAN UNION MTN 3.000000% 12/04/2034 |
EU |
3,500,000 |
$4.02M |
0.61% |
| 33 |
Republic of Finland |
— |
3,445,000 |
$3.94M |
0.59% |
| 34 |
NEW S WALES TREA |
— |
5,893,000 |
$3.80M |
0.57% |
| 35 |
PROVINCE OF ONTARIO CANADA |
— |
5,000,000 |
$3.77M |
0.57% |
| 36 |
Orsted AS |
— |
3,000,000 |
$3.70M |
0.56% |
| 37 |
SASKATCHEWAN PROV CDA 3.8% 06/02/2035 |
— |
5,000,000 |
$3.65M |
0.55% |
| 38 |
TREASURY CORP OF VICTORIA AUD 5.5% 09-15-39 |
— |
5,110,000 |
$3.50M |
0.53% |
| 39 |
JAB HOLDINGS BV |
— |
2,900,000 |
$3.46M |
0.52% |
| 40 |
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT |
— |
3,454,000 |
$3.45M |
0.52% |
| 41 |
CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE |
— |
2,900,000 |
$3.41M |
0.51% |
| 42 |
CITIGROUP INC |
— |
2,696,000 |
$3.37M |
0.51% |
| 43 |
ACTION LOGEMENT SERVICES |
— |
2,800,000 |
$3.27M |
0.49% |
| 44 |
FOX CORP |
— |
3,303,000 |
$3.22M |
0.49% |
| 45 |
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 2.875000% 03/11/2041 |
— |
4,058,000 |
$3.03M |
0.46% |
| 46 |
NEW SOUTH WALES TREASURY CORP |
— |
6,600,000 |
$2.99M |
0.45% |
| 47 |
AMAZON.COM INC |
— |
4,035,000 |
$2.97M |
0.45% |
| 48 |
JAPAN GOVT 10-YR |
— |
483,500,000 |
$2.95M |
0.44% |
| 49 |
PROVINCE OF NOVA SCOTIA CANADA |
— |
4,000,000 |
$2.92M |
0.44% |
| 50 |
JAPAN GOVT 20-YR |
— |
633,650,000 |
$2.87M |
0.43% |