| 1 |
FNCL 5 3/24 |
— |
14,010,000 |
$14.07M |
9.20% |
| 2 |
New Zealand Government Bond |
— |
9,885,000 |
$5.30M |
3.47% |
| 3 |
CZGB 3.5 05/30/35 145 |
CZGB |
105,080,000 |
$4.85M |
3.17% |
| 4 |
KOREA TREASURY BOND BONDS 06/35 2.625 |
KTB |
6,138,970,000 |
$3.98M |
2.60% |
| 5 |
BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6 |
BNTNB |
4,558,000 |
$3.83M |
2.50% |
| 6 |
US TREASURY N/B |
— |
3,722,100 |
$3.82M |
2.50% |
| 7 |
SSC GOVERNMENT MM GVMXX / |
7839989D1010 |
3,753,398 |
$3.75M |
2.45% |
| 8 |
AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 12/30 1 |
ACGB |
5,460,000 |
$3.34M |
2.19% |
| 9 |
Norway Government International Bond |
NGB |
35,360,000 |
$3.22M |
2.10% |
| 10 |
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1 |
NGB |
32,670,000 |
$3.08M |
2.01% |
| 11 |
JAPAN GOVERNMENT THIRTY YEAR BOND |
JGB |
446,950,000 |
$2.57M |
1.68% |
| 12 |
JH COLLATERAL |
— |
225,267 |
$2.25M |
1.47% |
| 13 |
US TREASURY N/B |
— |
2,007,000 |
$2.04M |
1.34% |
| 14 |
COLOMBIAN TES BONDS 09/30 7.75 |
COLTES |
9,423,400,000 |
$1.99M |
1.30% |
| 15 |
INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3 |
IGB |
173,290,000 |
$1.88M |
1.23% |
| 16 |
AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75 |
ACGB |
4,970,000 |
$1.85M |
1.21% |
| 17 |
Government National Mortgage Association, TBA |
G2SF |
1,966,000 |
$1.73M |
1.13% |
| 18 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 |
TII |
2,136,854 |
$1.72M |
1.13% |
| 19 |
U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 |
TII |
1,715,821 |
$1.60M |
1.05% |
| 20 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 |
TII |
2,571,318 |
$1.55M |
1.01% |
| 21 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,532,000 |
$1.54M |
1.01% |
| 22 |
COLOMBIAN TES BONDS 06/32 7 |
COLTES |
7,989,000,000 |
$1.53M |
1.00% |
| 23 |
JAPANESE GOVERNMENT CPI LINKED BOND |
JGBI |
243,981,070 |
$1.51M |
0.99% |
| 24 |
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1 |
NGB |
15,325,000 |
$1.50M |
0.98% |
| 25 |
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3 |
NGB |
14,340,000 |
$1.41M |
0.92% |
| 26 |
Korea Treasury Bond |
— |
2,022,670,000 |
$1.38M |
0.90% |
| 27 |
PPL Capital Funding, Inc., Convertible |
PPL |
1,260,000 |
$1.32M |
0.86% |
| 28 |
FREDDIE MAC POOL UMBS P#RQ0076 5.50000000 |
FR |
1,289,609 |
$1.31M |
0.86% |
| 29 |
EXELON CORP SR UNSECURED 144A 03/29 3.25 |
EXC |
1,255,000 |
$1.30M |
0.85% |
| 30 |
FNCL 6 3/24 |
— |
1,255,000 |
$1.29M |
0.84% |
| 31 |
BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10 |
BNTNF |
7,743,000 |
$1.29M |
0.84% |
| 32 |
Uniform Mortgage-Backed Security, TBA |
— |
1,220,000 |
$1.21M |
0.79% |
| 33 |
BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6 |
BNTNB |
1,398,000 |
$1.14M |
0.74% |
| 34 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,350,000 |
$1.12M |
0.73% |
| 35 |
United Kingdom Gilt |
— |
3,050,000 |
$1.10M |
0.72% |
| 36 |
INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33 |
IGB |
100,980,000 |
$1.09M |
0.71% |
| 37 |
TITULOS DE TESORERIA BONDS 07/36 6.25 |
COLTES |
6,560,700,000 |
$1.06M |
0.69% |
| 38 |
SOUTHERN CO/THE SR UNSECURED 144A 06/28 3.25 |
SO |
1,030,000 |
$1.06M |
0.69% |
| 39 |
U.S. Treasury Inflation-Protected Indexed Bonds |
TII |
1,686,555 |
$955.20K |
0.62% |
| 40 |
COLOMBIAN TES |
— |
4,267,000,000 |
$953.94K |
0.62% |
| 41 |
Uniform Mortgage-Backed Security, TBA |
— |
1,075,000 |
$890.28K |
0.58% |
| 42 |
COLOMBIAN TES SR UNSECURED 02/37 3.75 |
COLTES |
4,330,365,032 |
$879.47K |
0.58% |
| 43 |
U.S. Treasury Inflation-Protected Indexed Bonds |
TII |
888,320 |
$874.96K |
0.57% |
| 44 |
AWK 3 5/8 06/15/26 |
AWK |
865,000 |
$863.27K |
0.56% |
| 45 |
Wells Fargo & Co., Series L, Conv. Pfd. |
— |
672 |
$827.90K |
0.54% |
| 46 |
LNT 3 1/4 05/30/28 |
LNT |
763,000 |
$815.01K |
0.53% |
| 47 |
INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79 |
IGB |
73,920,000 |
$814.86K |
0.53% |
| 48 |
Fannie Mae or Freddie Mac |
— |
800,000 |
$792.94K |
0.52% |
| 49 |
FNCL 5.5 4/26 |
— |
775,000 |
$786.87K |
0.51% |
| 50 |
CNP 3 08/01/28 |
CNP |
735,000 |
$777.78K |
0.51% |