| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
2,441,880,000 |
$2.41B |
13.56% |
| 2 |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND |
— |
77,910,007 |
$764.69M |
4.31% |
| 3 |
Government National Mortgage Association, TBA |
GNR |
642,900,000 |
$666.29M |
3.76% |
| 4 |
CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 |
— |
3,823,540,000 |
$584.90M |
3.30% |
| 5 |
FNCL 5 6/24 |
— |
498,000,000 |
$490.18M |
2.76% |
| 6 |
CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 |
— |
2,977,280,000 |
$460.28M |
2.60% |
| 7 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
44,174,078 |
$430.21M |
2.43% |
| 8 |
Uniform Mortgage-Backed Security, TBA |
FNCL |
436,448,000 |
$420.56M |
2.37% |
| 9 |
UNITED KINGDOM GILT BONDS REGS 03/30 4.375 |
— |
315,090,000 |
$416.34M |
2.35% |
| 10 |
FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 |
— |
361,800,000 |
$413.95M |
2.33% |
| 11 |
FNCL 2 4/26 |
— |
470,740,000 |
$379.28M |
2.14% |
| 12 |
US TREASURY N/B |
— |
343,300,000 |
$320.80M |
1.81% |
| 13 |
FNCL 6.5 6/24 |
— |
296,200,000 |
$306.18M |
1.73% |
| 14 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 |
— |
254,730,000 |
$296.13M |
1.67% |
| 15 |
G2 MB0420 |
— |
298,261,510 |
$273.85M |
1.54% |
| 16 |
QUEBEC PROVINCE CDA 3.6% 09/01/2033 |
— |
321,000,000 |
$229.56M |
1.29% |
| 17 |
SR UNSECURED REGS 04/28 3.4 |
— |
194,600,000 |
$227.28M |
1.28% |
| 18 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
1,191,500,000 |
$215.50M |
1.22% |
| 19 |
US TREASURY N/B |
— |
213,900,000 |
$204.07M |
1.15% |
| 20 |
MALAYSIA GOVERNMENT BONDS 04/28 3.519 |
— |
765,672,000 |
$190.38M |
1.07% |
| 21 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
163,200,000 |
$167.92M |
0.95% |
| 22 |
REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 |
— |
2,800,400,000 |
$162.65M |
0.92% |
| 23 |
PROJECT CASHMERE CLASS A1 144A |
RMBSNC |
224,800,000 |
$155.10M |
0.87% |
| 24 |
KOREA TREASURY BOND BONDS 06/28 2.625 |
— |
236,607,130,000 |
$152.92M |
0.86% |
| 25 |
FNMA UMBS, 30 Year |
— |
149,512,607 |
$152.84M |
0.86% |
| 26 |
GNMA II, 30 Year |
— |
155,654,426 |
$142.91M |
0.81% |
| 27 |
FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 |
— |
121,600,000 |
$139.89M |
0.79% |
| 28 |
CHINA GOVERNMENT BOND BONDS 05/35 1.65 |
— |
963,400,000 |
$138.12M |
0.78% |
| 29 |
EUROPEAN UNION SR UNSECURED REGS 12/35 3.375 |
— |
118,100,000 |
$136.20M |
0.77% |
| 30 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
728,000,000 |
$136.11M |
0.77% |
| 31 |
CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 |
CANADA |
188,700,000 |
$132.25M |
0.75% |
| 32 |
CHINA GOVERNMENT BOND BONDS 10/51 3.53 |
— |
707,500,000 |
$125.35M |
0.71% |
| 33 |
Government National Mortgage Association, TBA |
GNR |
135,600,000 |
$120.97M |
0.68% |
| 34 |
CHINA GOVERNMENT BOND BONDS 09/54 2.19 |
— |
846,400,000 |
$118.26M |
0.67% |
| 35 |
EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 |
— |
100,900,000 |
$112.96M |
0.64% |
| 36 |
NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 |
— |
206,370,000 |
$108.88M |
0.61% |
| 37 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 |
TII |
112,616,076 |
$108.50M |
0.61% |
| 38 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 |
— |
91,140,000 |
$103.18M |
0.58% |
| 39 |
THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 |
— |
3,343,700,000 |
$99.84M |
0.56% |
| 40 |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 |
— |
15,715,285,520 |
$99.37M |
0.56% |
| 41 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 |
— |
85,750,000 |
$98.42M |
0.55% |
| 42 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 |
TII |
97,300,872 |
$96.57M |
0.54% |
| 43 |
CANADIAN GOVERNMENT BONDS 12/33 3.25 |
— |
132,000,000 |
$94.45M |
0.53% |
| 44 |
Eagle Funding LuxCo S.a.r.l. |
— |
91,900,000 |
$92.50M |
0.52% |
| 45 |
QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 |
— |
167,400,000 |
$92.28M |
0.52% |
| 46 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
299,500,000 |
$90.01M |
0.51% |
| 47 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 |
— |
70,600,000 |
$83.31M |
0.47% |
| 48 |
G2 MB0682 |
— |
88,500,009 |
$81.24M |
0.46% |
| 49 |
G2 MB0022 |
— |
87,999,981 |
$80.80M |
0.46% |
| 50 |
STATE OF ISRAEL |
— |
79,200,000 |
$80.47M |
0.45% |