| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
193,040,000 |
$190.16M |
15.99% |
| 2 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
49,893,894 |
$51.58M |
4.34% |
| 3 |
CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 |
— |
252,560,000 |
$38.64M |
3.25% |
| 4 |
Government National Mortgage Association, TBA |
GNR |
34,800,000 |
$36.07M |
3.03% |
| 5 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
3,194,565 |
$31.11M |
2.62% |
| 6 |
CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 |
— |
191,170,000 |
$29.55M |
2.48% |
| 7 |
GNMA II POOL MB0304 G2 04/55 FIXED 3.5 |
— |
28,344,393 |
$26.02M |
2.19% |
| 8 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
26,510,000 |
$25.56M |
2.15% |
| 9 |
FR SD8455 |
— |
24,369,667 |
$25.22M |
2.12% |
| 10 |
UNITED KINGDOM GILT BONDS REGS 03/30 4.375 |
— |
16,600,000 |
$21.93M |
1.84% |
| 11 |
FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 |
— |
13,900,000 |
$15.90M |
1.34% |
| 12 |
G2 MA8345 |
— |
16,950,035 |
$15.68M |
1.32% |
| 13 |
CHINA GOVERNMENT BOND BONDS 05/35 1.65 |
— |
101,700,000 |
$14.58M |
1.23% |
| 14 |
US TREASURY N/B |
— |
14,800,000 |
$13.83M |
1.16% |
| 15 |
GNMA II POOL MB0867 G2 01/56 FIXED 3 |
— |
15,042,849 |
$13.45M |
1.13% |
| 16 |
SR UNSECURED REGS 04/28 3.4 |
— |
11,500,000 |
$13.43M |
1.13% |
| 17 |
FNCL 5 4/26 |
— |
13,000,000 |
$12.82M |
1.08% |
| 18 |
REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 |
— |
217,000,000 |
$12.60M |
1.06% |
| 19 |
KOREA TREASURY BOND BONDS 06/28 2.625 |
— |
18,630,300,000 |
$12.04M |
1.01% |
| 20 |
MALAYSIA GOVERNMENT BONDS 04/28 3.519 |
— |
47,830,000 |
$11.89M |
1.00% |
| 21 |
GNMA II, Single Family, 30 Year |
— |
12,955,587 |
$11.89M |
1.00% |
| 22 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 |
— |
10,392,000 |
$11.76M |
0.99% |
| 23 |
PROJECT CASHMERE CLASS A1 144A |
RMBSNC |
16,400,000 |
$11.32M |
0.95% |
| 24 |
EUROPEAN UNION SR UNSECURED REGS 12/35 3.375 |
— |
9,700,000 |
$11.19M |
0.94% |
| 25 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
10,600,000 |
$10.91M |
0.92% |
| 26 |
PROVINCE OF ONTARIO CANADA |
— |
13,500,000 |
$9.74M |
0.82% |
| 27 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 |
TII |
9,756,456 |
$9.68M |
0.81% |
| 28 |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 |
— |
1,507,147,750 |
$9.53M |
0.80% |
| 29 |
CHINA GOVERNMENT BOND BONDS 01/55 1.92 |
— |
70,800,000 |
$9.34M |
0.78% |
| 30 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 |
— |
7,270,000 |
$8.45M |
0.71% |
| 31 |
CHINA GOVERNMENT BOND BONDS 10/51 3.53 |
— |
47,500,000 |
$8.42M |
0.71% |
| 32 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
46,000,000 |
$8.32M |
0.70% |
| 33 |
US TREASURY N/B |
— |
8,700,000 |
$8.30M |
0.70% |
| 34 |
PERU 6.85 08/12/35 REGS |
PERU |
27,380,000 |
$8.03M |
0.68% |
| 35 |
Government National Mortgage Association, TBA |
GNR |
8,200,000 |
$7.32M |
0.62% |
| 36 |
QUEBEC PROVINCE CDA 3.6% 09/01/2033 |
— |
10,000,000 |
$7.15M |
0.60% |
| 37 |
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 |
— |
6,600,000 |
$6.60M |
0.55% |
| 38 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 |
— |
5,500,000 |
$6.22M |
0.52% |
| 39 |
EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 |
— |
5,500,000 |
$6.16M |
0.52% |
| 40 |
COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971 |
— |
5,900,000 |
$6.07M |
0.51% |
| 41 |
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A |
— |
6,962,468 |
$6.06M |
0.51% |
| 42 |
THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 |
— |
202,500,000 |
$6.05M |
0.51% |
| 43 |
FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 |
— |
5,200,000 |
$5.98M |
0.50% |
| 44 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
28,600,000 |
$5.35M |
0.45% |
| 45 |
Eagle Funding LuxCo S.a.r.l. |
— |
5,300,000 |
$5.33M |
0.45% |
| 46 |
Uniform Mortgage-Backed Security, TBA |
FNCL |
5,500,000 |
$5.30M |
0.45% |
| 47 |
TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2 |
— |
10,700,000 |
$4.99M |
0.42% |
| 48 |
NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/32 2.5 |
— |
8,400,000 |
$4.92M |
0.41% |
| 49 |
TITULOS DE TESORERIA BONDS 02/33 13.25 |
— |
18,263,000,000 |
$4.90M |
0.41% |
| 50 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
16,200,000 |
$4.87M |
0.41% |