| 1 |
FNCL 5 4/26 |
— |
30,620,000 |
$30.20M |
16.17% |
| 2 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
776,628 |
$7.56M |
4.05% |
| 3 |
Government National Mortgage Association, TBA |
GNR |
6,200,000 |
$6.43M |
3.44% |
| 4 |
GNII II 3.5% 12/20/2055#MB0810 |
— |
5,699,998 |
$5.23M |
2.80% |
| 5 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
4,850,000 |
$4.68M |
2.50% |
| 6 |
FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 |
— |
3,810,000 |
$4.36M |
2.33% |
| 7 |
UNITED KINGDOM GILT BONDS REGS 03/30 4.375 |
— |
3,100,000 |
$4.10M |
2.19% |
| 8 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 |
TII |
3,256,691 |
$3.38M |
1.81% |
| 9 |
G2SF 3 4/26 |
— |
3,700,000 |
$3.30M |
1.77% |
| 10 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 |
TII |
3,397,492 |
$3.18M |
1.70% |
| 11 |
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 |
— |
474,436,200 |
$2.98M |
1.60% |
| 12 |
G2SF 2.5 4/24 |
— |
3,400,000 |
$2.93M |
1.57% |
| 13 |
FWD0Z35T8 COLOMBIA GOVT |
— |
9,294,700,000 |
$2.30M |
1.23% |
| 14 |
SR UNSECURED REGS 04/28 3.4 |
— |
1,900,000 |
$2.22M |
1.19% |
| 15 |
CANADIAN GOVERNMENT /CAD/ REGD 3.00000000 |
CANADA |
2,900,000 |
$2.03M |
1.09% |
| 16 |
FWD0M1400 COLOMBIA GOVT NDF |
— |
8,930,600,000 |
$1.95M |
1.05% |
| 17 |
REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 |
— |
33,400,000 |
$1.95M |
1.05% |
| 18 |
FR SD8471 |
FHLMC |
1,874,535 |
$1.94M |
1.04% |
| 19 |
PROJECT CASHMERE CLASS A1 144A |
RMBSNC |
2,700,000 |
$1.86M |
1.00% |
| 20 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,700,000 |
$1.76M |
0.94% |
| 21 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
1,700,000 |
$1.75M |
0.94% |
| 22 |
FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 |
— |
1,500,000 |
$1.73M |
0.92% |
| 23 |
BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 |
— |
1,555,000,000 |
$1.71M |
0.92% |
| 24 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
1,680,000 |
$1.69M |
0.90% |
| 25 |
CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 |
— |
10,910,000 |
$1.67M |
0.89% |
| 26 |
REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 |
— |
28,400,000 |
$1.65M |
0.88% |
| 27 |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 |
— |
260,480,630 |
$1.65M |
0.88% |
| 28 |
SAUDI INT BOND |
— |
1,600,000 |
$1.59M |
0.85% |
| 29 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 |
— |
1,090,000 |
$1.27M |
0.68% |
| 30 |
SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26 |
— |
21,800,000 |
$1.26M |
0.68% |
| 31 |
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 |
— |
4,000,000 |
$1.26M |
0.67% |
| 32 |
REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125 |
— |
1,100,000 |
$1.26M |
0.67% |
| 33 |
COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971 |
— |
1,200,000 |
$1.24M |
0.66% |
| 34 |
KINGDOM OF MOROCCO SR UNSECURED REGS 04/29 3.875 |
— |
1,000,000 |
$1.15M |
0.62% |
| 35 |
JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4 |
— |
250,000,000 |
$1.12M |
0.60% |
| 36 |
BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 |
— |
1,045,000,000 |
$1.11M |
0.59% |
| 37 |
KOREA TREASURY BOND BONDS 06/28 2.625 |
— |
1,708,930,000 |
$1.10M |
0.59% |
| 38 |
FNCL 4 6/24 |
— |
1,165,488 |
$1.10M |
0.59% |
| 39 |
EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 |
— |
950,000 |
$1.06M |
0.57% |
| 40 |
CHINA GOVERNMENT BOND BONDS 09/54 2.19 |
— |
7,400,000 |
$1.03M |
0.55% |
| 41 |
SUMITOMO MITSUI |
— |
1,000,000 |
$1.03M |
0.55% |
| 42 |
MORGAN STANLEY 03/35 1 |
— |
900,000 |
$1.03M |
0.55% |
| 43 |
BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A |
— |
1,000,000 |
$999.96K |
0.54% |
| 44 |
MITSUB UFJ FIN |
— |
1,100,000 |
$973.15K |
0.52% |
| 45 |
Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1 |
— |
949,238 |
$953.85K |
0.51% |
| 46 |
CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 |
— |
6,000,000 |
$927.58K |
0.50% |
| 47 |
CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 |
— |
900,000 |
$923.16K |
0.49% |
| 48 |
CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000 |
— |
2,900,000 |
$904.19K |
0.48% |
| 49 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
900,000 |
$886.56K |
0.47% |
| 50 |
FED HM LN PC POOL QJ4152 FR 08/54 FIXED 6.5 |
— |
848,186 |
$877.83K |
0.47% |