| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
85,140,000 |
$83.87M |
15.76% |
| 2 |
Government National Mortgage Association, TBA |
GNR |
20,100,000 |
$20.83M |
3.91% |
| 3 |
CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63 |
— |
126,910,000 |
$19.41M |
3.65% |
| 4 |
FNCL 5 4/26 |
— |
15,410,000 |
$15.20M |
2.86% |
| 5 |
CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82 |
— |
95,780,000 |
$14.81M |
2.78% |
| 6 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
15,150,000 |
$14.61M |
2.74% |
| 7 |
UNITED KINGDOM GILT BONDS REGS 03/30 4.375 |
— |
11,000,000 |
$14.53M |
2.73% |
| 8 |
G2 MB0868 |
— |
15,000,000 |
$13.77M |
2.59% |
| 9 |
G2 MA8098 |
— |
13,825,224 |
$12.36M |
2.32% |
| 10 |
FRANCE (GOVT OF) BONDS 144A REGS 02/30 2.75 |
— |
10,400,000 |
$11.90M |
2.24% |
| 11 |
US TREASURY N/B |
— |
12,300,000 |
$11.49M |
2.16% |
| 12 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 |
— |
7,360,000 |
$8.56M |
1.61% |
| 13 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 |
TII |
7,910,640 |
$7.85M |
1.47% |
| 14 |
FRANCE (GOVT OF) BONDS 144A REGS 02/29 2.75 |
— |
6,800,000 |
$7.82M |
1.47% |
| 15 |
MALAYSIA GOVERNMENT BONDS 04/28 3.519 |
— |
30,997,000 |
$7.71M |
1.45% |
| 16 |
REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 |
— |
115,500,000 |
$6.71M |
1.26% |
| 17 |
PROVINCE OF ONTARIO CANADA |
— |
8,800,000 |
$6.35M |
1.19% |
| 18 |
KOREA TREASURY BOND BONDS 06/28 2.625 |
— |
9,018,720,000 |
$5.83M |
1.09% |
| 19 |
PROJECT CASHMERE CLASS A1 144A |
RMBSNC |
8,400,000 |
$5.80M |
1.09% |
| 20 |
QUEBEC PROVINCE CDA 3.6% 09/01/2033 |
— |
8,100,000 |
$5.79M |
1.09% |
| 21 |
FNMA POOL CB7197 FN 07/53 FIXED 5.5 |
— |
5,524,562 |
$5.57M |
1.05% |
| 22 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
5,300,000 |
$5.45M |
1.02% |
| 23 |
US TREASURY N/B |
— |
5,700,000 |
$5.44M |
1.02% |
| 24 |
JAPAN (20 YEAR ISSUE) BONDS 09/35 1.2 |
— |
920,000,000 |
$5.26M |
0.99% |
| 25 |
COMMONWEALTH BANK AUST COVERED 144A 01/30 4.971 |
— |
4,900,000 |
$5.05M |
0.95% |
| 26 |
CHINA GOVERNMENT BOND BONDS 10/51 3.53 |
— |
28,000,000 |
$4.96M |
0.93% |
| 27 |
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 |
— |
4,800,000 |
$4.80M |
0.90% |
| 28 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/35 3 |
— |
4,210,000 |
$4.77M |
0.90% |
| 29 |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 |
— |
726,843,330 |
$4.60M |
0.86% |
| 30 |
EUROPEAN UNION SR UNSECURED REGS 12/35 3.375 |
— |
3,700,000 |
$4.27M |
0.80% |
| 31 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 |
TII |
4,367,080 |
$4.21M |
0.79% |
| 32 |
CHINA GOVERNMENT BOND BONDS 05/35 1.65 |
— |
28,900,000 |
$4.14M |
0.78% |
| 33 |
CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000 |
— |
3,700,000 |
$3.80M |
0.71% |
| 34 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
386,958 |
$3.77M |
0.71% |
| 35 |
EUROPEAN UNION SR UNSECURED REGS 10/45 3.75 |
— |
3,300,000 |
$3.69M |
0.69% |
| 36 |
US TREASURY N/B |
— |
3,875,000 |
$3.52M |
0.66% |
| 37 |
KOREA TREASURY BOND BONDS 12/28 2.375 |
— |
5,299,000,000 |
$3.38M |
0.64% |
| 38 |
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 |
— |
10,500,000 |
$3.31M |
0.62% |
| 39 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4 |
— |
2,850,000 |
$3.27M |
0.61% |
| 40 |
THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7 |
— |
108,100,000 |
$3.23M |
0.61% |
| 41 |
STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A |
— |
2,371,133 |
$3.14M |
0.59% |
| 42 |
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A |
— |
3,574,243 |
$3.11M |
0.58% |
| 43 |
Eagle Funding LuxCo S.a.r.l. |
— |
3,000,000 |
$3.02M |
0.57% |
| 44 |
HAYFIN EMERALD CLO HAYEM 14A A 144A |
— |
2,600,000 |
$3.00M |
0.56% |
| 45 |
JAPAN (20 YEAR ISSUE) BONDS 12/44 2 |
— |
545,000,000 |
$2.85M |
0.54% |
| 46 |
CHINA GOVERNMENT BOND BONDS 09/54 2.19 |
— |
20,000,000 |
$2.79M |
0.52% |
| 47 |
WELLS FARGO CO |
— |
2,700,000 |
$2.69M |
0.50% |
| 48 |
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A |
— |
3,063,486 |
$2.67M |
0.50% |
| 49 |
NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75 |
— |
4,900,000 |
$2.59M |
0.49% |
| 50 |
BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/29 3.5 |
— |
2,100,000 |
$2.48M |
0.47% |