| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
364,300,000 |
$358.86M |
19.58% |
| 2 |
FNCL 5 6/24 |
— |
99,000,000 |
$97.44M |
5.32% |
| 3 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
8,497,099 |
$82.75M |
4.51% |
| 4 |
G2 MB0255 |
— |
77,399,970 |
$71.06M |
3.88% |
| 5 |
Government National Mortgage Association, TBA |
GNR |
68,100,000 |
$70.58M |
3.85% |
| 6 |
UNITED KINGDOM GILT BONDS REGS 03/30 4.375 |
— |
51,900,000 |
$68.58M |
3.74% |
| 7 |
FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 |
— |
48,100,000 |
$55.03M |
3.00% |
| 8 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
56,400,000 |
$54.38M |
2.97% |
| 9 |
Uniform Mortgage-Backed Security, TBA |
FNCL |
53,650,000 |
$51.70M |
2.82% |
| 10 |
US TREASURY N/B |
— |
42,500,000 |
$39.71M |
2.17% |
| 11 |
FR SD8455 |
— |
37,705,658 |
$39.02M |
2.13% |
| 12 |
US TREASURY N/B |
— |
39,575,000 |
$35.92M |
1.96% |
| 13 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 |
— |
29,970,000 |
$34.84M |
1.90% |
| 14 |
REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 |
— |
481,500,000 |
$27.97M |
1.53% |
| 15 |
US TREASURY N/B |
— |
24,300,000 |
$23.18M |
1.26% |
| 16 |
FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 |
— |
19,700,000 |
$22.66M |
1.24% |
| 17 |
SR UNSECURED REGS 04/28 3.4 |
— |
19,300,000 |
$22.54M |
1.23% |
| 18 |
Government National Mortgage Association, TBA |
GNR |
25,000,000 |
$22.30M |
1.22% |
| 19 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
116,000,000 |
$20.98M |
1.14% |
| 20 |
PROJECT CASHMERE CLASS A1 144A |
RMBSNC |
26,000,000 |
$17.94M |
0.98% |
| 21 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
17,200,000 |
$17.70M |
0.97% |
| 22 |
G2 MA8345 |
— |
16,950,035 |
$15.68M |
0.86% |
| 23 |
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 |
— |
48,561,000 |
$15.13M |
0.83% |
| 24 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 |
— |
12,200,000 |
$14.00M |
0.76% |
| 25 |
G2 MA8149 |
— |
15,131,051 |
$14.00M |
0.76% |
| 26 |
CANADIAN GOVERNMENT BONDS 03/29 4 |
CANADA |
18,700,000 |
$13.84M |
0.76% |
| 27 |
SWOP CDX IG45 (V1 ONLY) 5Y SP |
— |
1 |
$13.48M |
0.74% |
| 28 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
71,600,000 |
$13.39M |
0.73% |
| 29 |
TITULOS DE TESORERIA BONDS 02/33 13.25 |
— |
49,618,000,000 |
$13.30M |
0.73% |
| 30 |
CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 |
CANADA |
18,100,000 |
$12.68M |
0.69% |
| 31 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 |
— |
10,000,000 |
$11.80M |
0.64% |
| 32 |
FNCL 3 6/24 |
— |
13,100,000 |
$11.49M |
0.63% |
| 33 |
US TREASURY N/B |
— |
14,500,000 |
$11.37M |
0.62% |
| 34 |
EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 |
— |
9,900,000 |
$11.08M |
0.60% |
| 35 |
TITULOS DE TESORERIA BONDS 11/40 12.75 |
— |
40,182,000,000 |
$10.65M |
0.58% |
| 36 |
CANADIAN GOVERNMENT BONDS 12/33 3.25 |
— |
14,500,000 |
$10.37M |
0.57% |
| 37 |
G2 MA8098 |
— |
10,862,676 |
$9.71M |
0.53% |
| 38 |
Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1 |
— |
9,492,384 |
$9.54M |
0.52% |
| 39 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
29,700,000 |
$8.93M |
0.49% |
| 40 |
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 |
— |
8,900,000 |
$8.90M |
0.49% |
| 41 |
Eagle Funding LuxCo S.a.r.l. |
— |
8,800,000 |
$8.86M |
0.48% |
| 42 |
CAISSE DES DEPOTS ET CON SR UNSECURED REGS 02/28 4.25 |
— |
6,700,000 |
$8.80M |
0.48% |
| 43 |
QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 |
— |
14,400,000 |
$7.94M |
0.43% |
| 44 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 |
TII |
8,079,098 |
$7.78M |
0.42% |
| 45 |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 |
— |
1,218,230,370 |
$7.70M |
0.42% |
| 46 |
FN 190445 |
— |
7,290,885 |
$7.54M |
0.41% |
| 47 |
Bank of Nova Scotia/The |
— |
7,400,000 |
$7.44M |
0.41% |
| 48 |
GNMA II POOL MB0741 G2 11/55 FIXED 3 |
— |
8,060,475 |
$7.21M |
0.39% |
| 49 |
Republic of Colombia |
COLOM |
7,300,000 |
$7.19M |
0.39% |
| 50 |
TITULOS DE TESORERIA BONDS 01/35 11.75 |
— |
28,975,500,000 |
$7.18M |
0.39% |