Past performance is not a reliable indicator of future performance.
Strategy
Global Aggregate Bond
The Global Aggregate Strategy (USD) Bond Composite is comprised of portfolios that seek current income and capital appreciation primarily through investment in fixed income securities issued by governments and other investment grade entities. Below investment grade issues including high yield and emerging debt securities are also permitted. The use of derivatives, including futures and options, is also permitted.
3YR Return Annualised (Net)
(View Total Returns)
Tracking Error
(5 Years)
4.97%
1.20%
Data as of 30-Sep-2020
Data as of 30-Sep-2020
1YR Return (Net)
(View Total Returns)
Information Ratio
(5 Years)
9.51%
0.93
Data as of 30-Sep-2020
Data as of 30-Sep-2020
Inception Date 31-May-2006
Performance figures calculated in USD
Other Literature
- This product's strategy also available as
- a SICAV
Strategy
Investment Approach
- To generate consistent performance over benchmark by exploiting inefficiencies in the full universe of the global fixed income and currency markets:~~Focus on successful alpha generation.^^~~Importance of effective risk management.^^
- Target average tracking error: Between 150 basis points and 300 basis points per annum.
- Alpha generation classified under three main performance activities:~~Currency Management: 35% Expected contribution to value added^^~~Country/Duration Management: 35% Expected contribution to value added^^~~Sector Allocation / Issue selection: 30%^^
Portfolio Construction
- Currency limit: maximum +/- 40% relative to benchmark
- Weighted duration limit: maximum +/- 3 years relative to benchmark
- Sub-investment grade: maximum 20%
- Above investment grade: not restricted (includes corporates and emerging markets)
- Portfolio holdings: between 400 and 600 issuers
- Average credit quality: A- or better
Performance
Global Aggregate Strategy (USD) Bond Composite
Annualised Performance
Quarterly| 1 YR | 3 YR Annualised |
5 YR Annualised |
10 YR Annualised |
|
|---|---|---|---|---|
| Composite Gross % | 9.84% | 5.29% | 5.04% | 3.24% |
| Composite Net % | 9.51% | 4.97% | 4.73% | 2.93% |
| Benchmark % | 6.24% | 4.10% | 3.92% | 2.36% |
| Excess Return (Gross) % | 3.60% | 1.19% | 1.12% | 0.88% |
Recent Performance
| 3 MonthsData as of 30-Sep-2020 | Year to DateData as of 30-Sep-2020 | |
|---|---|---|
| Composite Gross % | 3.45% | 10.14% |
| Composite Net % | 3.38% | 9.89% |
| Benchmark % | 2.66% | 5.72% |
| Excess Return (Gross) % | 0.79% | 4.42% |
Past performance is not a reliable indicator of future performance.
Returns for time periods greater than one year are annualised.
Gross performance returns are presented before management and all other fees, where applicable, but after trading expenses. Net of fees performance reflects the deduction of the highest applicable management fee that would be charged based on the fee schedule contained within this material, without the benefit of breakpoints. Gross and net performance returns reflect the reinvestment of dividends and are net of all non-reclaimable withholding taxes on dividends, interest income, and capital gains.
Holdings
Holdings
Total
Holdings
575
Largest Holding
Japan Government Five Year Bond
6.48%
Was
(30-Jun-2020) 5.67%
Top 10 Holdings 28.09%
Quality Rating View quality analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Quality Rating | Below Investment Grade | AA |
| By % | 8.95% | -11.14% |
| Portfolio | 9.30% | 3.48% |
| Benchmark | 0.34% | 14.62% |
Average Credit Quality
A+Maturity View maturity analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Maturity | Cash Equivalents | 1-3 Years |
| By % | 4.45% | -5.99% |
| Portfolio | 4.45% | 16.70% |
| Benchmark | 0.00% | 22.68% |
Weighted Average Maturity
9.75 YearsDuration View duration analysis
| Largest Overweight | Largest Underweight | |
|---|---|---|
| Duration | Cash Equivalents | 1-3 Years |
| By % | 4.44% | -10.83% |
| Portfolio | 4.44% | 16.14% |
| Benchmark | 0.00% | 26.97% |
Weighted Average Duration
8.36 YearsSectors
Total
Sectors
6
Largest Sector Government 57.85%
Was (30-Jun-2020)
52.16%
Other
View complete Sector Diversification
Largest Overweight
Sub Investment Grade
By4.98%
Portfolio
4.98%
Benchmark
0.00%
Largest Underweight
Agency/Supranationals
By-8.91%
Portfolio
1.00%
Benchmark
9.92%
Countries
Total
Countries
55
Largest Country United States 35.77%
Was (30-Jun-2020)
31.80%
Other
View complete Country Diversification
Largest Overweight
Italy
By1.96%
Portfolio
5.51%
Benchmark
3.55%
Largest Underweight
France
By-5.31%
Portfolio
0.52%
Benchmark
5.83%
Currency
Total
Currencies
29
Largest Currency
43.92%
Was (30-Jun-2020)
43.84%
Other
View completeCurrency Diversification
Largest Overweight
Japanese yen
By
2.85%
Portfolio
17.26%
Benchmark
14.40%
Largest Underweight
New Taiwan dollar
By
-2.02%
Portfolio
-2.02%
Benchmark
0.00%
Team (As of 15-Jan-2021)
Arif Husain is the head of the International Fixed Income Division. He is a co-portfolio manager for the International Bond and Institutional International Bond Strategies and the lead portfolio manager for the Global Aggregate Bond Strategy. Arif also is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price International Ltd.
Arif’s investment experience began in 1995, and he has been with T. Rowe Price since 2013. Prior to this, Arif was employed by AllianceBernstein in the area of European Fixed Income and Euro Portfolio Management. He also was a member of the global fixed income and absolute return portfolio management teams. Arif also was employed by Greenwich NatWest as an assistant director of European Derivatives Trading and by the Bank of America National Trust and Savings Association.
Arif earned a B.Sc. (honors) in banking and international finance from City University London, Cass Business School. He also has earned the Chartered Financial Analyst® designation.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Portfolio manager2014
since - Years at7
T. Rowe Price - Years investment25
experience
Quentin Fitzsimmons is a senior portfolio manager in the Fixed Income Division of T. Rowe Price and a member of the global fixed income investment team. He is co-portfolio manager for the Global Aggregate Bond Strategy. He is actively involved in the discussion around country and duration positioning, currency management and sector allocation, with a particular expertise in interest rate management.
Mr. Fitzsimmons has 28 years of investment experience, four of which have been with T. Rowe Price. Prior to joining the firm in 2015, Mr. Fitzsimmons was head of liquidity portfolio investment management, Treasury markets, for the Royal Bank of Scotland Group, where he managed the liquid fixed income "tier one" capital on its balance sheet on an absolute return basis. Previously, he also worked as head of rates and as executive director of fixed income for Threadneedle Investments, where he ran global fixed income portfolios from 2002 to 2012. Prior to Threadneedle he held various fixed income portfolio management and research roles with F&C Investments, the Equitable Life Assurance Society and Sun Life Assurance Company of Canada.
Mr. Fitzsimmons earned a B.Sc. in economics and economic history from the University of Bristol.
- Portfolio manager2015
since - Years at5
T. Rowe Price - Years investment29
experience
Steve Huber is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Huber has lead portfolio management responsibilities for the Global and Institutional Global Multi-Sector Bond Strategies. He is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
Mr. Huber has 31 years of investment experience, 11 of which have been at T. Rowe Price. Prior to joining the firm in 2006, he was chief investment officer for the Maryland State Retirement and Pension System. Prior to that, Mr. Huber spent over 15 years in money management as a director of fixed income, director of asset allocation/quantitative strategy, and portfolio manager with Aeltus Investment Management. He also served as an actuarial assistant with pension consulting firm William Mercer, Inc.
Mr. Huber earned a B.S. in mathematics from Virginia Tech and an M.B.A. from the University of North Carolina at Chapel Hill. He is a member of Phi Beta Kappa and is a Fellow of the Society of Actuaries. Mr. Huber also has earned the Chartered Financial Analyst designation.
- Portfolio manager2014
since - Years at14
T. Rowe Price - Years investment33
experience
Ju Yen Tan is a senior portfolio manager in the Fixed Income Division at T. Rowe Price and a member of the Global Fixed Income Investment Team, with a specific responsibility for leading the dollar bloc research. Since joining the firm in 2004, he has led the application of the risk and attribution analysis in global/international fixed income portfolios. He also chairs the T. Rowe Price Foreign Exchange Governance Committee. Mr. Tan is a vice president of T. Rowe Price Group, Inc. and T. Rowe Price International Ltd.
Mr. Tan has 23 years of investment experience, 15 of which have been with T. Rowe Price. Before joining the firm, he was a global fixed income and currency manager at WestLB Asset Management (WestAM). Prior to joining WestAM, Mr. Tan spent five years with Rothschild Asset Management in the fixed income and currency group.
Mr. Tan has an M.Eng. in engineering, economics and management from Oxford University.
- Portfolio manager2014
since - Years at16
T. Rowe Price - Years investment24
experience
Kenneth Orchard is a senior portfolio manager in the Fixed Income Division and a member of the Global Fixed Income Investment team. He is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price International Ltd.
Kenneth’s investment experience began in 2003, and he has been with T. Rowe Price since 2010, beginning in the Fixed Income Division, with responsibility for cochairing the Fixed Income Sector Strategy Advisory Group. He is the portfolio manager for the Global Multi-Sector Bond and Diversified Income Bond Strategies and co-portfolio manager for the International Bond Strategies. Prior to this, Kenneth was employed by Moody’s Investors Service in the area of sovereign rating methodology. Before that, Kenneth was employed by Emerging Market Economics as a consulting senior economist. Kenneth also was employed by HSBC Asset Management as an assistant portfolio manager.
Kenneth earned a B.A. in international relations from the University of British Columbia and an M.Sc. in public financial policy from the London School of Economics. Kenneth also has earned the Chartered Financial Analyst® designation.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Portfolio manager2014
since - Years at10
T. Rowe Price - Years investment17
experience
Andrew Keirle is a senior portfolio manager in the Fixed Income Division and a member of the Global Fixed Income Investment Team. Mr. Keirle is the lead portfolio manager for the Emerging Markets Local Currency Bond Strategy and has important input on a number of emerging markets bond strategies and global fixed income strategies. He is a vice president of T. Rowe Price Group, Inc. and T. Rowe Price International Ltd.
Mr. Keirle has 23 years of investment experience, 14 of which have been with T. Rowe Price. Prior to joining the firm in 2005, he was a portfolio manager and analyst at Lazard Asset Management. Prior to joining Lazard, Mr. Keirle spent seven years as a global portfolio manager at Gulf International Bank in London.
Mr. Keirle is a qualified member of the Institute of Investment Management and Research, and he also holds a diploma from the Society of Technical Analysts. He graduated with a B.Sc. in economics and politics from the University of Swansea at the University of Wales.
- Portfolio manager2015
since - Years at15
T. Rowe Price - Years investment24
experience
Stephane Fertat is a portfolio specialist in the Fixed Income Division. He also is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price International Ltd.
Stephane’s investment experience began in 1998, and he has been with T. Rowe Price since 2007, beginning in the Fixed Income Division. Prior to joining the firm, he was employed by Fischer Francis Trees and Watts, a global fixed income asset management company, where he worked as a European fixed income fund manager before moving to a product manager role. Stephane also was a director of client service and business development for the southern European distribution team of Fischer Francis Trees and Watts. He also was employed by Société Générale Fimat Investment Management in Chicago.
Stephane earned a master’s degree in finance from Ecole Superieure de Commerce de Paris. He also has earned the Chartered Financial Analyst® designation.
CFA® and Chartered Financial Analyst® are registered trademarks owned by CFA Institute.
- Years at13
T. Rowe Price - Years investment23
experience
Portfolio Characteristics
Representative Portfolio vs Benchmarkas of 30-Sep-2020
| Characteristic | Portfolio | Benchmark |
|---|---|---|
| Weighted Average Coupon | 2.63% | 2.57% |
| Weighted Average Maturity | 9.75 Years | 8.98 Years |
| Weighted Average Duration | 8.36 Years | 7.25 Years |
| Number of Holdings | 574 | 26,264 |
Risks
- ABS/MBS risk
- China Interbank Bond Market risk
- Contingent convertible bond risk
- Country risk (China)
- Country risk (Russia and Ukraine)
- Credit risk
- Currency risk
- Default risk
- Derivatives risk
- Emerging markets risk
- Interest rate risk
- Issuer concentration risk
- Liquidity risk
- Prepayment and extension risk
- Sector concentration risk
- Capital risk
- Counterparty risk
- Geographic concentration risk
- Hedging risk
- Investment portfolio risk
- Management risk
- Operational risk
Risk/Return Characteristics
as of 30-Sep-2020Global Aggregate Strategy (USD) Bond Composite
| Risk/Return (5 Years) | Composite | Benchmark |
|---|---|---|
| Alpha | 1.07% | 0.00% |
| Beta | 1.01 | 1.00 |
| R-Squared | 0.94 | 1.00 |
| Annualized Std. Deviation | 4.86% | 4.70% |
| Information Ratio | 0.93 | 0.00 |
| Sharpe Ratio | 0.79 | 0.58 |
| Tracking Error | 1.20% | 0.00% |
Past performance is not a reliable indicator of future performance.
Figures are calculated using monthly data and are gross of fees. Returns would have been lower as a result of the deduction of applicable fees.
Calendar Year Performance
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 7.37% | 4.81% | 7.11% | -2.40% | 1.15% | -2.25% | 3.35% | 7.05% | -0.82% | 5.90% | Composite Gross | |
| 7.05% | 4.50% | 6.79% | -2.69% | 0.85% | -2.54% | 3.04% | 6.73% | -1.11% | 5.58% | Composite Net | |
| 5.54% | 5.64% | 4.32% | -2.60% | 0.59% | -3.15% | 2.09% | 7.39% | -1.20% | 6.84% | Benchmark | |
| 1.51% | -1.14% | 2.47% | -0.09% | 0.26% | 0.61% | 0.95% | -0.66% | 0.09% | -1.26% | Value added (Gross) |
- Composite Gross
- Composite Net
- Benchmark
Top 10 Issuers (30-Sep-2020)
| Issuer Name | % of Portfolio | Sector | Industry |
|---|---|---|---|
| Japan | 10.33% | N/A | N/A |
| U.S. Treasuries | 9.98% | N/A | N/A |
| FNMA - Mortgages | 8.23% | N/A | N/A |
| Republic of Italy | 4.70% | N/A | N/A |
| United Kingdom of Great Britain and Northern Ireland | 3.16% | N/A | N/A |
| GNMA | 3.10% | N/A | N/A |
| People's Republic of China | 2.91% | N/A | N/A |
| Kingdom of Spain | 2.11% | N/A | N/A |
| Republic of Cyprus | 1.79% | N/A | N/A |
| Canada | 1.69% | N/A | N/A |
Represents 48.00% of Total Net Assets of the representative portfolio
Issuers are as of the date indicated and are subject to change.
The total of the values in the second column in the table may not add up to the Top 10% of Total Net Assets quoted directly below the table due to rounding.
N/A indicates Not Available.
Quality (30-Sep-2020)
Representative Portfolio vs Benchmark
| Quality Rating | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US GOVERNMENT AGENCY SECURITIES | 12.30% | 10.48% | |
| AAA | 20.79% | 25.82% | |
| AA | 3.48% | 14.62% | |
| A | 20.18% | 23.87% | |
| BBB | 20.35% | 16.29% | |
| Below Investment Grade | 9.30% | 0.34% | |
| NOT RATED | 9.17% | 8.58% | |
| RESERVES | 4.44% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Sources for Credit Quality: Moody’s Investors Service; if Moody’s does not rate a security, then Standard & Poor’s (S&P) is used as a secondary source. When available, T. Rowe Price will use Fitch for securities that are not rated by Moody’s or S&P. T. Rowe Price does not evaluate these ratings but simply assigns them to the appropriate credit quality category as determined by the rating agency. T. Rowe Price uses the rating of the underlying investment vehicle for credit default swaps.
Maturity (30-Sep-2020)
Representative Portfolio vs Benchmark
| Bond Maturity | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 0-1 Years | 2.73% | 0.00% | |
| 1-3 Years | 16.70% | 22.68% | |
| 3-5 Years | 23.59% | 24.85% | |
| 5-7 Years | 13.93% | 12.85% | |
| 7-10 Years | 12.23% | 13.76% | |
| 10+ Years | 26.38% | 25.86% | |
| Cash Equivalents | 4.45% | 0.00% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
(30-Sep-2020)
Representative Portfolio vs Benchmark
| Duration | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Under 1 Year | 4.74% | 2.60% | |
| 1-3 Years | 16.14% | 26.97% | |
| 3-5 Years | 24.29% | 21.11% | |
| 5-7 Years | 17.48% | 13.13% | |
| 7-10 Years | 10.21% | 12.81% | |
| Over 10 Years | 22.70% | 23.39% | |
| Cash Equivalents | 4.44% | 0.00% |
Duration is a measure of a bond portfolio's sensitivity to interest rate changes.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Holdings (30-Sep-2020)
| Company | % of Portfolio | Previous Qtr Change | Value (USD) | Shares/Par | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Japan Government Five Year Bond | 6.48% | 0.81 | $31,893,010.49 | 3,340,050,000 | Government | Foreign Govt & Muni (Excl Canadian) | Japan | 0.10% | A1 | 20-Sep-2024 | 3.97 |
| U.S. Treasury Notes | 3.64% | 1.89 | $17,926,220.76 | 17,123,000 | US Govt & Agencies | U S Treasury Obligations | United States | 1.13% | Aaa | 28-Feb-2027 | 6.22 |
| U.S. Treasury Bonds | 3.60% | 2.04 | $17,686,599.30 | 15,554,000 | US Govt & Agencies | U S Treasury Obligations | United States | 2.00% | NR | 15-Feb-2050 | 23.65 |
| U.S. Treasury Bonds | 2.74% | N/A | $13,495,605.50 | 12,500,000 | US Govt & Agencies | U S Treasury Obligations | United States | 2.00% | Aaa | 15-Feb-2025 | 4.21 |
| China Government Bond | 2.70% | -0.60 | $13,267,373.03 | 87,150,000 | Government | Foreign Govt & Muni (Excl Canadian) | China | 3.54% | NR | 16-Aug-2028 | 6.86 |
| Italy Buoni Poliennali del Tesoro | 2.21% | N/A | $10,888,756.61 | 8,600,000 | Government | Foreign Govt & Muni (Excl Canadian) | Italy | 1.65% | Baa3 | 01-Dec-2030 | 9.40 |
| United Kingdom Gilt | 2.00% | N/A | $9,817,303.05 | 7,900,000 | Government | Foreign Govt & Muni (Excl Canadian) | United Kingdom | 0.63% | NR | 22-Oct-2050 | 27.70 |
| Spain Government Bond | 1.74% | -0.33 | $8,574,154.52 | 6,600,000 | Government | Foreign Govt & Muni (Excl Canadian) | Spain | 1.40% | Baa1 | 30-Jul-2028 | 7.49 |
| Federal National Mortgage Assn. | 1.52% | -0.58 | $7,467,154.43 | 6,723,248 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2048 | 3.11 |
| Cyprus Government International Bond | 1.46% | -0.05 | $7,166,972.13 | 5,640,000 | Government | Foreign Govt & Muni (Excl Canadian) | Cyprus | 1.50% | Ba2 | 16-Apr-2027 | 6.25 |
| FNMA 30 YR TBA OCT | 1.44% | N/A | $7,078,598.35 | 6,840,000 | Mortgage Backed Securities | Mortgages | United States | 2.00% | NR | 01-Jan-2050 | 4.08 |
| Japan Government Thirty Year Bond | 1.40% | 0.37 | $6,876,007.32 | 763,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | Japan | 0.40% | A1 | 20-Dec-2049 | 28.33 |
| Sweden Government Bond | 1.39% | 0.66 | $6,824,960.16 | 38,585,000 | Government | Foreign Govt & Muni (Excl Canadian) | Sweden | 3.50% | Aaa | 30-Mar-2039 | 15.04 |
| Japan Government Thirty Year Bond | 1.30% | -0.28 | $6,403,004.22 | 633,100,000 | Government | Foreign Govt & Muni (Excl Canadian) | Japan | 0.80% | A1 | 20-Jun-2047 | 24.80 |
| Italy Buoni Poliennali del Tesoro | 1.25% | 0.20 | $6,149,267.81 | 3,780,000 | Government | Foreign Govt & Muni (Excl Canadian) | Italy | 3.45% | Baa3 | 01-Mar-2048 | 19.55 |
| Italy Buoni Poliennali del Tesoro | 1.24% | -0.22 | $6,102,771.30 | 4,800,000 | Government | Foreign Govt & Muni (Excl Canadian) | Italy | 2.45% | NR | 01-Oct-2023 | 2.91 |
| Canadian Government Bond | 1.23% | -0.28 | $6,060,664.75 | 7,950,000 | Government | Canadian Govts & Municipalities | Canada | 1.50% | Aaa | 01-Feb-2022 | 1.32 |
| United Kingdom Gilt | 1.16% | -0.14 | $5,726,498.38 | 3,760,000 | Government | Foreign Govt & Muni (Excl Canadian) | United Kingdom | 1.50% | Aa2 | 22-Jul-2047 | 22.92 |
| India Government Bond | 1.16% | N/A | $5,711,035.55 | 380,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | India | 8.20% | NR | 24-Sep-2025 | 4.11 |
| Japan Government Forty Year Bond | 1.15% | -0.17 | $5,634,775.95 | 478,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | Japan | 1.40% | A1 | 20-Mar-2055 | 28.96 |
| Australia Government Bond | 1.08% | N/A | $5,302,189.97 | 7,350,000 | Government | Foreign Govt & Muni (Excl Canadian) | Australia | 1.75% | NR | 21-Jun-2051 | 24.73 |
| Israel Government Bond - Fixed | 1.03% | -0.24 | $5,047,674.32 | 15,600,000 | Government | Foreign Govt & Muni (Excl Canadian) | Israel | 2.00% | NR | 31-Mar-2027 | 6.11 |
| Malaysia Government Bond | 0.88% | 0.50 | $4,309,359.76 | 17,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | Malaysia | 3.80% | A3 | 17-Aug-2023 | 2.72 |
| Indonesia Treasury Bond | 0.86% | -0.25 | $4,224,804.34 | 62,300,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | Indonesia | 7.00% | NR | 15-Sep-2030 | 7.29 |
| Republic of Poland Government Bond | 0.81% | -0.18 | $3,960,243.99 | 13,900,000 | Government | Foreign Govt & Muni (Excl Canadian) | Poland | 2.50% | A2 | 25-Jul-2026 | 5.51 |
| Federal National Mortgage Assn. | 0.78% | -0.33 | $3,825,009.31 | 3,638,414 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2046 | 2.16 |
| Bundesrepublik deutschland Bundesanleihe | 0.76% | -0.32 | $3,725,665.67 | 3,087,000 | Government | Foreign Govt & Muni (Excl Canadian) | Germany | 0.00% | NR | 15-Aug-2050 | 30.70 |
| FNMA 30 YR TBA OCT | 0.63% | N/A | $3,101,062.35 | 2,960,000 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jan-2042 | 1.46 |
| Government National Mortgage Assn. | 0.62% | N/A | $3,067,193.18 | 2,950,000 | Mortgage Backed Securities | Mortgages | United States | 2.00% | NR | 01-Jan-2050 | 2.50 |
| Chile Government International Bond | 0.59% | -0.10 | $2,878,168.21 | 2,445,000 | Government | Foreign Govt & Muni (Excl Canadian) | Chile | 0.83% | A1 | 02-Jul-2031 | 10.25 |
| Indonesia Government International Bond | 0.57% | -0.12 | $2,813,876.61 | 2,450,000 | Government | Foreign Govt & Muni (Excl Canadian) | Indonesia | 3.85% | Baa2 | 15-Oct-2030 | 8.39 |
| Tennessee Valley Authority | 0.56% | -0.14 | $2,750,961.52 | 1,580,000 | US Govt & Agencies | Other U S Govt & Agencies | United States | 5.38% | Aaa | 01-Apr-2056 | 20.76 |
| Kreditanstalt fuer Wiederaufbau | 0.53% | -0.10 | $2,605,041.40 | 3,500,000 | Corporate Securities | Foreign Govt & Muni (Excl Canadian) | Germany | 1.50% | Aaa | 24-Jul-2024 | 3.71 |
| Israel Government Bond - Fixed | 0.52% | 0.02 | $2,580,728.18 | 6,100,000 | Government | Foreign Govt & Muni (Excl Canadian) | Israel | 3.75% | NR | 31-Mar-2047 | 18.48 |
| Brazilian Government International Bond | 0.52% | -0.10 | $2,558,134.60 | 2,135,000 | Government | Foreign Govt & Muni (Excl Canadian) | Brazil | 2.88% | Ba2 | 01-Apr-2021 | 0.50 |
| Asian development Bank | 0.52% | -0.10 | $2,555,731.65 | 1,950,000 | Corporate Securities | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) | 0.63% | Aaa | 15-Sep-2026 | 5.86 |
| European Investment Bank | 0.50% | -0.10 | $2,464,550.46 | 1,860,000 | Corporate Securities | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) | 0.75% | Aaa | 15-Nov-2024 | 4.05 |
| Bulgaria Government International Bond | 0.48% | N/A | $2,370,860.61 | 2,077,000 | Government | Foreign Govt & Muni (Excl Canadian) | Bulgaria | 1.38% | Baa2 | 23-Sep-2050 | 24.99 |
| Government National Mortgage Assn. | 0.48% | -0.20 | $2,355,297.26 | 2,134,943 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jan-2048 | 0.96 |
| Croatia Government International Bond | 0.46% | -0.07 | $2,256,128.26 | 1,887,000 | Government | Foreign Govt & Muni (Excl Canadian) | Croatia | 1.13% | Ba2 | 19-Jun-2029 | 8.32 |
| Canadian Government Bond | 0.46% | 0.04 | $2,240,931.92 | 2,400,000 | Government | Canadian Govts & Municipalities | Canada | 2.00% | Aaa | 01-Dec-2051 | 24.48 |
| Albania Government International Bond | 0.44% | 0.33 | $2,165,487.20 | 1,780,000 | Government | Foreign Govt & Muni (Excl Canadian) | Albania | 3.50% | B1 | 16-Jun-2027 | 5.96 |
| Romanian Government International Bond | 0.44% | 0.03 | $2,164,688.76 | 1,700,000 | Government | Foreign Govt & Muni (Excl Canadian) | Romania | 3.38% | Baa3 | 08-Feb-2038 | 13.23 |
| Deutsche Bahn Finance GMBH | 0.44% | N/A | $2,145,142.53 | 1,800,000 | Corporate Securities | Banking | Germany | 0.88% | Aa1 | 23-Jun-2039 | 17.53 |
| FNMA 30 YR TBA OCT | 0.41% | N/A | $2,039,231.68 | 1,935,000 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jan-2041 | 1.56 |
| Netherlands Government Bond | 0.41% | -0.08 | $2,038,244.46 | 1,580,000 | Government | Foreign Govt & Muni (Excl Canadian) | Netherlands | 0.75% | NR | 15-Jul-2028 | 7.63 |
| Romanian Government International Bond | 0.41% | -0.07 | $2,037,367.48 | 1,735,000 | Government | Foreign Govt & Muni (Excl Canadian) | Romania | 2.12% | Baa3 | 16-Jul-2031 | 9.67 |
| Government National Mortgage Assn. | 0.38% | N/A | $1,853,695.64 | 1,723,656 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Nov-2049 | 0.62 |
| Export-Import Bank of India | 0.37% | N/A | $1,829,188.50 | 1,800,000 | Government | Foreign Govt & Muni (Excl Canadian) | India | 3.25% | Baa3 | 15-Jan-2030 | 7.99 |
| Malaysia Government Bond | 0.37% | -0.06 | $1,802,211.77 | 7,100,000 | Government | Foreign Govt & Muni (Excl Canadian) | Malaysia | 4.07% | NR | 15-Jun-2050 | 17.75 |
| Leaseplan | 0.36% | -0.08 | $1,769,399.73 | 1,690,000 | Corporate Securities | Automotive | Netherlands | 2.88% | Baa1 | 24-Oct-2024 | 3.79 |
| Symrise | 0.35% | -0.06 | $1,737,507.82 | 1,415,000 | Corporate Securities | Chemicals | Germany | 1.25% | NR | 29-Nov-2025 | 4.81 |
| Federal National Mortgage Assn. | 0.35% | N/A | $1,726,494.35 | 1,603,882 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Oct-2047 | 2.84 |
| International Bank for Reconstruction & development | 0.34% | -0.06 | $1,651,772.07 | 1,241,000 | Corporate Securities | Foreign Govt & Muni (Excl Canadian) | SNAT (Supe Natl Wrld Global) | 0.88% | Aaa | 13-Dec-2024 | 4.11 |
| Cyprus Government International Bond | 0.33% | -0.05 | $1,635,539.39 | 1,125,000 | Government | Foreign Govt & Muni (Excl Canadian) | Cyprus | 2.75% | Ba2 | 26-Feb-2034 | 11.53 |
| Province of Ontario Canada | 0.32% | -0.07 | $1,564,440.32 | 1,535,000 | Government | Canadian Govts & Municipalities | Canada | 1.05% | Aa3 | 21-May-2027 | 6.41 |
| TRP SICAV EURO Corporate Bond-SD | 0.31% | -0.05 | $1,537,139.90 | 118,063 | Corporate Securities | Investment Companies - Bonds | Luxembourg | N/A | N/A | N/A | 5.06 |
| Spain Government Bond | 0.31% | 0.13 | $1,512,176.17 | 740,000 | Government | Foreign Govt & Muni (Excl Canadian) | Spain | 3.45% | Baa1 | 30-Jul-2066 | 29.10 |
| Iceland Government International Bond | 0.30% | -0.06 | $1,491,162.18 | 1,240,000 | Government | Foreign Govt & Muni (Excl Canadian) | Iceland | 0.63% | A2 | 03-Jun-2026 | 5.58 |
| Bahamas Government International Bond | 0.30% | -0.06 | $1,458,400.00 | 1,600,000 | Asst Backed Securities | Foreign Govt & Muni (Excl Canadian) | Bahamas | 6.00% | Ba2 | 21-Nov-2028 | 5.47 |
| Oracle | 0.29% | -0.07 | $1,437,386.89 | 1,295,000 | Corporate Securities | Computer Service & Software | United States | 2.80% | A3 | 01-Apr-2027 | 5.91 |
| Nordea Hypotek | 0.28% | -0.06 | $1,370,397.62 | 12,100,000 | Mortgage Backed Securities | Non - Government Mortgages | Sweden | 1.00% | Aaa | 08-Apr-2022 | 1.51 |
| Malaysia Government Bond | 0.28% | -0.05 | $1,357,899.80 | 4,800,000 | Government | Foreign Govt & Muni (Excl Canadian) | Malaysia | 4.92% | NR | 06-Jul-2048 | 16.37 |
| Credit Suisse | 0.27% | -0.06 | $1,346,542.65 | 1,145,000 | Corporate Securities | Banking | Switzerland | 4.19% | Baa2 | 01-Apr-2031 | 8.04 |
| Walgreens Boots Alliance | 0.27% | -0.04 | $1,339,728.74 | 1,065,000 | Corporate Securities | Retail | United States | 2.13% | Baa2 | 20-Nov-2026 | 5.55 |
| Serbia International Bond | 0.27% | -0.07 | $1,325,227.22 | 1,250,000 | Government | Foreign Govt & Muni (Excl Canadian) | Serbia | 7.25% | Ba3 | 28-Sep-2021 | 0.97 |
| Federal National Mortgage Assn. | 0.27% | N/A | $1,316,108.03 | 1,231,218 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2050 | 3.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.27% | -0.06 | $1,304,630.00 | 1,280,000 | Corporate Securities | Financial | Ireland | 3.95% | Baa3 | 01-Feb-2022 | 1.23 |
| Federal National Mortgage Assn. | 0.26% | -0.12 | $1,300,850.13 | 1,235,247 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jul-2046 | 2.16 |
| Comm 2013-CCRE13 Mortgage Trust | 0.26% | -0.06 | $1,286,211.07 | 1,170,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.19% | Aaa | 10-Nov-2046 | 2.93 |
| COMM 2014-CCRE15 Mortgage Trust | 0.26% | -0.05 | $1,276,374.08 | 1,155,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.43% | Aaa | 10-Feb-2047 | 3.07 |
| Bermuda Government International Bond | 0.26% | N/A | $1,267,875.00 | 1,225,000 | Government | Foreign Govt & Muni (Excl Canadian) | Bermuda | 3.38% | A2 | 20-Aug-2050 | 19.28 |
| JPMBB Commercial Mortgage Securities Trust 2014-C22 | 0.26% | -0.06 | $1,264,335.36 | 1,146,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.80% | Aaa | 15-Sep-2047 | 3.55 |
| Westlake Chemical | 0.26% | -0.05 | $1,261,165.02 | 1,090,000 | Corporate Securities | Chemicals | United States | 1.63% | Baa2 | 17-Jul-2029 | 8.10 |
| TRP SICAV European High Yield Bond-SD | 0.25% | -0.04 | $1,241,523.08 | 116,122 | Corporate Securities | Investment Companies - Bonds | Luxembourg | N/A | N/A | N/A | 3.24 |
| Australia Government Bond | 0.25% | 0.03 | $1,235,039.66 | 1,339,000 | Government | Foreign Govt & Muni (Excl Canadian) | Australia | 3.00% | Aaa | 21-Mar-2047 | 20.10 |
| Federal National Mortgage Assn. | 0.25% | N/A | $1,222,050.69 | 1,117,418 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2047 | 3.50 |
| Bermuda Government International Bond | 0.25% | N/A | $1,219,666.67 | 1,200,000 | Government | Foreign Govt & Muni (Excl Canadian) | Bermuda | 2.38% | A2 | 20-Aug-2030 | 8.76 |
| Santander Retail Auto Lease Trust 2020 | 0.25% | -0.05 | $1,217,112.46 | 1,190,000 | Asst Backed Securities | Auto Backed | United States | 2.08% | A2 | 20-Mar-2024 | 2.43 |
| Federal Home Loan Mortgage | 0.24% | N/A | $1,192,220.37 | 1,133,598 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Feb-2047 | 2.08 |
| Citigroup | 0.24% | -0.06 | $1,174,040.13 | 980,000 | Corporate Securities | Banking | United States | 4.41% | A3 | 31-Mar-2031 | 8.01 |
| Sri Lanka Government International Bond | 0.24% | -0.05 | $1,173,502.99 | 1,700,000 | Government | Foreign Govt & Muni (Excl Canadian) | Sri Lanka | 7.55% | Caa1 | 28-Mar-2030 | 5.91 |
| Comcast | 0.24% | -0.06 | $1,171,888.95 | 987,000 | Corporate Securities | Cable Operators | United States | 3.75% | A3 | 01-Apr-2040 | 14.54 |
| Jamaica Government International Bond | 0.24% | -0.05 | $1,168,509.00 | 900,000 | Asst Backed Securities | Foreign Govt & Muni (Excl Canadian) | Jamaica | 8.00% | B2 | 15-Mar-2039 | 10.35 |
| Bank Of Ireland | 0.24% | -0.04 | $1,158,697.16 | 989,000 | Corporate Securities | Banking | Ireland | 0.75% | Baa2 | 08-Jul-2024 | 2.73 |
| Smb Private Education Loan Trust 2015 | 0.24% | -0.06 | $1,156,902.05 | 1,100,000 | Asst Backed Securities | Student Loans | United States | 3.50% | Aa2 | 15-Sep-2043 | 4.91 |
| Singapore Government Bond | 0.23% | -0.06 | $1,151,695.27 | 1,489,000 | Government | Foreign Govt & Muni (Excl Canadian) | Singapore | 3.13% | Aaa | 01-Sep-2022 | 1.87 |
| Government National Mortgage Assn. | 0.23% | -0.08 | $1,143,546.05 | 1,027,183 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Nov-2047 | 1.23 |
| Energy Transfer Operating | 0.22% | -0.06 | $1,096,073.59 | 985,000 | Corporate Securities | Oil Field Serv | United States | 5.88% | Baa3 | 15-Jan-2024 | 2.80 |
| Federal National Mortgage Assn. | 0.22% | N/A | $1,095,176.94 | 1,026,168 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Dec-2033 | 2.70 |
| Netherlands Government Bond | 0.22% | -0.04 | $1,091,529.57 | 627,000 | Government | Foreign Govt & Muni (Excl Canadian) | Netherlands | 5.50% | Aaa | 15-Jan-2028 | 6.27 |
| Costa Rica Government International Bond | 0.22% | -0.05 | $1,069,822.11 | 1,100,000 | Government | Foreign Govt & Muni (Excl Canadian) | Costa Rica | 4.25% | B2 | 26-Jan-2023 | 2.15 |
| Diamondback Energy | 0.22% | -0.05 | $1,061,754.24 | 1,005,000 | Corporate Securities | Energy | United States | 5.38% | Ba1 | 31-May-2025 | 1.08 |
| China Government Bond | 0.21% | -0.04 | $1,050,127.26 | 7,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | China | 3.13% | NR | 13-Apr-2022 | 1.48 |
| Government National Mortgage Assn. | 0.21% | -0.10 | $1,048,099.91 | 958,817 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Mar-2047 | 0.80 |
| Vereit Operating Partnership | 0.21% | -0.05 | $1,045,254.28 | 975,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.95% | Baa3 | 15-Aug-2027 | 5.92 |
| Cigna | 0.21% | -0.05 | $1,032,792.43 | 890,000 | Corporate Securities | Insurance | United States | 4.13% | Baa2 | 15-Nov-2025 | 4.51 |
| Morocco Government International Bond | 0.21% | -0.04 | $1,031,636.10 | 800,000 | Government | Foreign Govt & Muni (Excl Canadian) | Morocco | 3.50% | NR | 19-Jun-2024 | 3.51 |
| Natwest | 0.21% | -0.05 | $1,028,601.25 | 925,000 | Corporate Securities | Banking | United Kingdom | 5.13% | Baa3 | 28-May-2024 | 3.30 |
| Adler | 0.21% | N/A | $1,016,168.19 | 900,000 | Corporate Securities | Real Estate Investment Trust Securities | Germany | 1.50% | Ba2 | 26-Jul-2024 | 3.64 |
| WFRBS Commercial Mortgage Trust 2012-C6 | 0.21% | -0.05 | $1,012,204.73 | 975,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.70% | Aaa | 15-Apr-2045 | 1.39 |
| Verus Securitization Trust 2018-INV1 | 0.21% | -0.07 | $1,010,691.41 | 971,256 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.63% | NR | 25-Mar-2058 | 1.96 |
| Bank of America | 0.21% | -0.05 | $1,008,764.53 | 900,000 | Corporate Securities | Banking | United States | 3.25% | A2 | 21-Oct-2027 | 5.70 |
| Federal National Mortgage Assn. | 0.20% | N/A | $1,007,145.99 | 951,391 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-May-2050 | 3.00 |
| Bunge Finance Europe BV | 0.20% | -0.04 | $1,001,219.17 | 835,000 | Corporate Securities | Food Processing | United States | 1.85% | Baa3 | 16-Jun-2023 | 2.46 |
| American Express Credit Account Master Trust | 0.20% | -0.05 | $998,155.98 | 965,000 | Asst Backed Securities | Credit Card Backed | United States | 2.54% | NR | 15-May-2025 | 1.99 |
| Santander UK Group Holdings | 0.20% | -0.03 | $997,678.42 | 860,000 | Corporate Securities | Banking | United Kingdom | 0.39% | Baa1 | 28-Feb-2025 | 3.38 |
| Sierra Timeshare Conduit Receivables Funding | 0.20% | N/A | $981,657.87 | 963,525 | Asst Backed Securities | Asset Backed Other | United States | 2.91% | NR | 20-Mar-2034 | 2.69 |
| Nissan Master Owner Trust Receivables | 0.20% | -0.05 | $961,528.53 | 960,000 | Asst Backed Securities | Auto Backed | United States | 0.47% | Aaa | 17-Oct-2022 | 0.04 |
| Transurban Finance Co Pty | 0.19% | -0.03 | $947,968.15 | 700,000 | Corporate Securities | Transportation | Australia | 3.00% | Baa1 | 08-Apr-2030 | 8.25 |
| GNMA ll 30 YR | 0.19% | N/A | $934,436.17 | 857,749 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Jul-2048 | 0.19 |
| BAMLL Commercial Mortgage Securities Trust 2018-DSNY | 0.19% | -0.04 | $922,627.10 | 950,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.00% | NR | 15-Sep-2034 | 0.69 |
| Sabine Pass Liquefaction | 0.19% | -0.05 | $920,796.79 | 815,000 | Corporate Securities | Energy | United States | 5.00% | Baa3 | 15-Mar-2027 | 5.32 |
| Government National Mortgage Assn. | 0.19% | N/A | $920,498.78 | 893,407 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Sep-2049 | 0.45 |
| Sempra Energy | 0.19% | -0.05 | $914,360.07 | 870,000 | Corporate Securities | Utilities | United States | 2.90% | Baa2 | 01-Feb-2023 | 2.19 |
| Volkswagen Leasing GmbH | 0.19% | -0.03 | $914,128.47 | 750,000 | Corporate Securities | Automotive | Germany | 1.63% | A3 | 15-Aug-2025 | 4.70 |
| Paraguay Government International Bond | 0.19% | -0.04 | $912,311.94 | 700,000 | Government | Foreign Govt & Muni (Excl Canadian) | Paraguay | 6.10% | Ba1 | 11-Aug-2044 | 13.83 |
| Elanco Animal Health | 0.19% | -0.05 | $910,362.35 | 880,000 | Corporate Securities | Healthcare | United States | 4.91% | Ba2 | 27-Aug-2021 | 0.89 |
| GMF Floorplan Owner Revolving Trust | 0.18% | -0.04 | $907,632.93 | 885,000 | Asst Backed Securities | Auto Backed | United States | 3.68% | NR | 15-Sep-2023 | 0.94 |
| Lennar | 0.18% | -0.04 | $903,377.25 | 815,000 | Corporate Securities | Building & Real Estate | United States | 4.75% | Ba1 | 30-May-2025 | 3.99 |
| UNITE | 0.18% | -0.03 | $902,690.88 | 650,000 | Corporate Securities | Real Estate Investment Trust Securities | United Kingdom | 3.50% | Baa2 | 15-Oct-2028 | 6.77 |
| Honeywell International | 0.18% | -0.03 | $900,447.55 | 760,000 | Corporate Securities | Manufacturing | United States | 0.75% | A2 | 10-Mar-2032 | 10.92 |
| Boral Finance Pty | 0.18% | -0.03 | $894,740.02 | 855,000 | Corporate Securities | Building Products | Australia | 3.75% | Baa2 | 01-May-2028 | 6.44 |
| APT Pipelines | 0.18% | -0.03 | $891,975.65 | 700,000 | Corporate Securities | Energy | Australia | 2.00% | Baa2 | 15-Jul-2030 | 8.87 |
| Boardwalk Pipelines | 0.18% | -0.03 | $889,241.98 | 750,000 | Corporate Securities | Energy | United States | 5.95% | Baa3 | 01-Jun-2026 | 4.68 |
| Woodside Finance | 0.18% | -0.04 | $879,851.79 | 816,000 | Corporate Securities | Exploration & Production | Australia | 3.70% | Baa1 | 15-Sep-2026 | 5.24 |
| HDFC Bank | 0.18% | -0.03 | $876,531.57 | 60,000,000 | Corporate Securities | Banking | India | 8.10% | Baa3 | 22-Mar-2025 | 3.70 |
| Deutsche Bank AG/New York NY | 0.18% | -0.04 | $870,277.19 | 860,000 | Corporate Securities | Banking | Germany | 3.13% | Baa3 | 13-Jan-2021 | 0.28 |
| Slovenia Government Bond | 0.18% | -0.02 | $868,038.25 | 453,000 | Government | Foreign Govt & Muni (Excl Canadian) | Slovenia | 3.13% | Baa1 | 07-Aug-2045 | 19.57 |
| General Motors Financial | 0.18% | -0.04 | $864,195.49 | 845,000 | Corporate Securities | Financial | United States | 3.20% | Baa3 | 06-Jul-2021 | 0.75 |
| State Grid Overseas Investment 2016 | 0.17% | -0.03 | $855,492.53 | 700,000 | Corporate Securities | Utilities | China | 1.38% | A1 | 02-May-2025 | 4.44 |
| Federal National Mortgage Assn. | 0.17% | N/A | $854,346.45 | 794,058 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jan-2035 | 2.49 |
| Essilorluxottica | 0.17% | -0.20 | $837,232.60 | 700,000 | Corporate Securities | Healthcare | France | 0.38% | A2 | 27-Nov-2027 | 6.94 |
| Ferrari | 0.17% | 0.07 | $837,191.41 | 700,000 | Corporate Securities | Automotive | Italy | 1.50% | NR | 27-May-2025 | 4.48 |
| Galp Energia Sgps | 0.17% | -0.03 | $835,674.30 | 700,000 | Corporate Securities | Energy | Portugal | 2.00% | NR | 15-Jan-2026 | 4.88 |
| Altria | 0.17% | -0.03 | $828,429.35 | 690,000 | Corporate Securities | Food/Tobacco | United States | 1.00% | A3 | 15-Feb-2023 | 2.27 |
| United Airlines 2018-1 Class AA Pass Through Trust | 0.17% | -0.05 | $822,658.08 | 881,905 | Corporate Securities | Airlines | United States | 3.50% | A1 | 01-Mar-2030 | 5.87 |
| FCA Bank SpA/Ireland | 0.17% | -0.02 | $815,465.04 | 700,000 | Corporate Securities | Automotive | Italy | 0.50% | Baa1 | 13-Sep-2024 | 3.79 |
| Ford Motor Credit | 0.17% | -0.04 | $814,538.89 | 800,000 | Corporate Securities | Automotive | United States | 5.75% | Ba2 | 01-Feb-2021 | 0.33 |
| Alexandria Real Estate Equities | 0.16% | -0.04 | $801,096.68 | 690,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.95% | Baa1 | 15-Jan-2028 | 6.27 |
| Romanian Government International Bond | 0.16% | -0.02 | $799,465.87 | 630,000 | Government | Foreign Govt & Muni (Excl Canadian) | Romania | 2.75% | Baa3 | 26-Feb-2026 | 5.03 |
| Intesa Sanpaolo | 0.16% | -0.04 | $790,622.16 | 770,000 | Corporate Securities | Banking | Italy | 6.50% | Baa1 | 24-Feb-2021 | 0.40 |
| Vistra Operations | 0.16% | -0.04 | $788,773.05 | 745,000 | Corporate Securities | Utilities | United States | 3.70% | Baa3 | 30-Jan-2027 | 5.56 |
| T-Mobile USA | 0.16% | -0.03 | $780,952.22 | 675,000 | Corporate Securities | Wireless Communications | United States | 3.88% | Baa3 | 15-Apr-2030 | 7.91 |
| Mizuho Financial | 0.16% | -0.04 | $776,576.93 | 725,000 | Corporate Securities | Banking | Japan | 3.55% | A1 | 05-Mar-2023 | 2.33 |
| Vistra Operations | 0.16% | -0.03 | $772,975.38 | 720,000 | Corporate Securities | Utilities | United States | 3.55% | Baa3 | 15-Jul-2024 | 3.48 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.16% | N/A | $770,248.63 | 733,119 | Mortgage Backed Securities | Whole Loans Backed | United States | 5.30% | A3 | 25-Nov-2028 | -1.53 |
| Wintershall dea Finance BV | 0.16% | -0.03 | $767,230.18 | 700,000 | Corporate Securities | Energy | Germany | 1.82% | Baa2 | 25-Sep-2031 | 9.90 |
| Starwood Mortgage Residential Trust 2018-IMC1 | 0.15% | -0.06 | $759,360.02 | 750,459 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.79% | NR | 25-Mar-2048 | 1.30 |
| Morocco Government International Bond | 0.15% | -0.03 | $758,056.70 | 620,000 | Government | Foreign Govt & Muni (Excl Canadian) | Morocco | 4.50% | NR | 05-Oct-2020 | 0.01 |
| Heta Asset Resolution | 0.15% | -0.03 | $757,916.73 | 600,000 | Corporate Securities | Banking | Austria | 2.38% | Aa1 | 13-Dec-2022 | 2.14 |
| Centrais Eletricas Brasileiras | 0.15% | -0.03 | $754,465.83 | 750,000 | Corporate Securities | Utilities | Brazil | 4.63% | NR | 04-Feb-2030 | 7.47 |
| Samhallsbyggnadsbolaget I Norden | 0.15% | -0.02 | $744,342.53 | 660,000 | Corporate Securities | Real Estate Investment Trust Securities | Sweden | 1.00% | NR | 12-Aug-2027 | 6.53 |
| Federal National Mortgage Assn. | 0.15% | N/A | $742,695.66 | 659,681 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Feb-2041 | 3.90 |
| QNB Finance | 0.15% | N/A | $734,534.51 | 700,000 | Corporate Securities | Financial | Qatar | 2.63% | Aa3 | 12-May-2025 | 4.30 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.15% | N/A | $730,369.42 | 750,000 | Corporate Securities | Financial | Ireland | 4.63% | Baa3 | 15-Oct-2027 | 5.90 |
| Caixabank | 0.15% | -0.03 | $726,398.63 | 600,000 | Corporate Securities | Banking | Spain | 2.75% | Ba1 | 14-Jul-2028 | 2.68 |
| Alexandria Real Estate Equities | 0.15% | -0.03 | $717,125.00 | 625,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.95% | Baa1 | 15-Jan-2027 | 5.47 |
| Vodafone | 0.14% | -0.03 | $708,241.09 | 560,000 | Corporate Securities | Wireless Communications | United Kingdom | 5.00% | Baa2 | 30-May-2038 | 12.46 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.14% | -0.08 | $706,026.04 | 686,092 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.63% | NR | 25-Mar-2049 | 1.09 |
| CVS Health | 0.14% | -0.28 | $703,879.33 | 656,000 | Corporate Securities | Retail | United States | 3.70% | Baa2 | 09-Mar-2023 | 2.28 |
| Micron Technology | 0.14% | -0.03 | $694,304.77 | 620,000 | Corporate Securities | Information Technology | United States | 4.64% | Baa3 | 06-Feb-2024 | 3.05 |
| Berkshire Hathaway Finance | 0.14% | -0.03 | $689,567.06 | 470,000 | Corporate Securities | Conglomerates | United States | 2.38% | Aa2 | 19-Jun-2039 | 15.64 |
| Aker BP | 0.14% | -0.03 | $687,858.61 | 680,000 | Corporate Securities | Petroleum | Norway | 3.00% | Ba1 | 15-Jan-2025 | 3.95 |
| Netflix | 0.14% | -0.02 | $674,376.44 | 490,000 | Corporate Securities | Cable Operators | United States | 4.63% | Ba3 | 15-May-2029 | 7.14 |
| CC Holdings GS V LLC / Crown Castle GS III | 0.14% | -0.03 | $667,219.18 | 610,000 | Corporate Securities | Wireless Communications | United States | 3.85% | Baa2 | 15-Apr-2023 | 2.40 |
| NXP BV / NXP Funding | 0.14% | -0.03 | $666,222.27 | 590,000 | Corporate Securities | Information Technology | Netherlands | 4.88% | Baa3 | 01-Mar-2024 | 3.11 |
| Croatia Government International Bond | 0.13% | -0.02 | $660,167.04 | 540,000 | Government | Foreign Govt & Muni (Excl Canadian) | Croatia | 1.50% | Ba2 | 17-Jun-2031 | 9.96 |
| Federal National Mortgage Assn. | 0.13% | N/A | $656,284.76 | 607,645 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jan-2035 | 2.73 |
| Smb Private Education Loan Trust 2017 | 0.13% | -0.04 | $649,192.18 | 649,603 | Asst Backed Securities | Student Loans | United States | 1.05% | Aaa | 15-Sep-2034 | 0.04 |
| Ren Finance BV | 0.13% | -0.02 | $644,563.63 | 500,000 | Corporate Securities | Utilities | Portugal | 1.75% | Baa3 | 18-Jan-2028 | 6.70 |
| Republic of Austria Government Bond | 0.13% | -0.02 | $642,592.28 | 314,000 | Government | Foreign Govt & Muni (Excl Canadian) | Austria | 3.15% | Aa1 | 20-Jun-2044 | 19.01 |
| Government National Mortgage Assn. | 0.13% | -0.06 | $638,421.41 | 583,356 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Aug-2047 | 0.76 |
| Allianz | 0.13% | -0.03 | $633,971.60 | 500,000 | Corporate Securities | Insurance | Germany | 3.38% | A2 | 18-Sep-2169 | 3.76 |
| Holding d Infrastructures de Transport SASU | 0.13% | N/A | $633,360.15 | 500,000 | Corporate Securities | Transportation Services | France | 2.50% | NR | 04-May-2027 | 5.94 |
| Towd Point Mortgage Trust 2018-2 | 0.13% | -0.05 | $631,475.25 | 598,734 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.25% | Aaa | 25-Mar-2058 | 2.30 |
| CVS Health | 0.13% | N/A | $630,891.81 | 640,000 | Corporate Securities | Retail | United States | 1.30% | Baa2 | 21-Aug-2027 | 6.54 |
| Perrigo Finance Unlimited | 0.13% | 0.08 | $627,911.14 | 600,000 | Corporate Securities | Drugs | United States | 3.15% | Baa3 | 15-Jun-2030 | 8.27 |
| Hasbro | 0.13% | -0.03 | $623,072.58 | 580,000 | Corporate Securities | Consumer Products | United States | 3.55% | Baa3 | 19-Nov-2026 | 5.40 |
| Saudi Government International Bond | 0.13% | -0.02 | $619,877.78 | 470,000 | Government | Foreign Govt & Muni (Excl Canadian) | Saudi Arabia | 5.00% | A1 | 17-Apr-2049 | 16.89 |
| Government National Mortgage Assn. | 0.13% | N/A | $619,694.23 | 569,665 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Mar-2045 | 2.15 |
| Mexican Bonos | 0.13% | -0.02 | $619,638.56 | 12,400,000 | Government | Foreign Govt & Muni (Excl Canadian) | Mexico | 7.75% | Baa1 | 13-Nov-2042 | 10.64 |
| Federal National Mortgage Assn. | 0.13% | -0.04 | $618,882.92 | 550,519 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Mar-2046 | 3.98 |
| Barclays | 0.13% | -0.03 | $618,853.89 | 595,000 | Corporate Securities | Banking | United Kingdom | 3.68% | Baa2 | 10-Jan-2023 | 1.25 |
| Thailand Government Bond | 0.12% | -0.04 | $608,806.51 | 16,500,000 | Government | Foreign Govt & Muni (Excl Canadian) | Thailand | 2.88% | Baa1 | 17-Jun-2046 | 18.60 |
| Morgan Stanley | 0.12% | -0.03 | $608,581.49 | 535,000 | Corporate Securities | Banking | United States | 3.63% | A3 | 20-Jan-2027 | 5.69 |
| Islandsbanki HF | 0.12% | -0.02 | $604,326.46 | 510,000 | Corporate Securities | Banking | Iceland | 1.13% | NR | 19-Jan-2024 | 2.26 |
| Morgan Stanley | 0.12% | -0.03 | $601,308.79 | 525,000 | Corporate Securities | Banking | United States | 3.88% | A3 | 27-Jan-2026 | 4.85 |
| Federal National Mortgage Assn. | 0.12% | N/A | $600,903.74 | 564,067 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Apr-2031 | 2.36 |
| CCO Holdings LLC / CCO Holdings Capital | 0.12% | N/A | $597,183.64 | 575,000 | Corporate Securities | Cable Operators | United States | 4.25% | B1 | 01-Feb-2031 | 6.46 |
| Bonos de la Tesoreria de la Republica en pesos | 0.12% | -0.03 | $597,139.25 | 400,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | Chile | 4.70% | NR | 01-Sep-2030 | 8.08 |
| Indonesia Treasury Bond | 0.12% | -0.03 | $589,581.83 | 7,263,000,000 | Government | Foreign Govt & Muni (Excl Canadian) | Indonesia | 9.50% | Baa2 | 15-May-2041 | 9.75 |
| Goldman Sachs | 0.12% | -0.03 | $588,078.95 | 520,000 | Corporate Securities | Banking | United States | 3.85% | A3 | 26-Jan-2027 | 4.99 |
| State Grid Overseas Investment 2016 | 0.12% | -0.03 | $581,756.04 | 560,000 | Corporate Securities | Utilities | China | 2.75% | A1 | 04-May-2022 | 1.54 |
| Landsbankinn HF | 0.12% | -0.02 | $579,454.01 | 500,000 | Corporate Securities | Banking | Iceland | 0.50% | NR | 20-May-2024 | 3.59 |
| Becton Dickinson And | 0.12% | -0.02 | $578,975.29 | 415,000 | Corporate Securities | Healthcare | United States | 3.02% | Ba1 | 24-May-2025 | 4.13 |
| Alexandria Real Estate Equities | 0.12% | -0.03 | $571,036.60 | 490,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 4.30% | Baa1 | 15-Jan-2026 | 4.60 |
| Transnet SOC | 0.12% | -0.03 | $570,173.91 | 570,000 | Corporate Securities | Transportation | South Africa | 4.00% | Ba1 | 26-Jul-2022 | 1.72 |
| Lithuania Government International Bond | 0.11% | -0.02 | $564,671.36 | 369,000 | Government | Foreign Govt & Muni (Excl Canadian) | Lithuania | 1.63% | A3 | 19-Jun-2049 | 24.30 |
| BBVA Bancomer SA/Texas | 0.11% | -0.02 | $559,396.37 | 550,000 | Corporate Securities | Banking | Mexico | 5.88% | Baa3 | 13-Sep-2034 | 6.90 |
| Federal National Mortgage Assn. | 0.11% | N/A | $546,650.85 | 511,018 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jul-2050 | 2.42 |
| Carrefour | 0.11% | -0.02 | $540,530.41 | 400,000 | Corporate Securities | Supermarkets | France | 2.63% | NR | 15-Dec-2027 | 6.47 |
| Realkredit Danmark | 0.11% | -0.02 | $523,273.81 | 3,050,000 | Mortgage Backed Securities | Non - Government Mortgages | Denmark | 2.00% | NR | 01-Apr-2024 | 3.40 |
| Federal National Mortgage Assn. | 0.10% | N/A | $515,583.03 | 483,721 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jun-2033 | 2.92 |
| Qatar Government International Bond | 0.10% | -0.02 | $506,206.03 | 430,000 | Government | Foreign Govt & Muni (Excl Canadian) | Qatar | 3.75% | Aa3 | 16-Apr-2030 | 8.11 |
| Fortum | 0.10% | -0.02 | $501,699.28 | 419,000 | Corporate Securities | Utilities | Finland | 0.88% | NR | 27-Feb-2023 | 2.31 |
| Colfax | 0.10% | -0.02 | $500,211.12 | 420,000 | Corporate Securities | Manufacturing | United States | 3.25% | Ba2 | 15-May-2025 | 1.79 |
| Globo Comunicacao E Participacoes | 0.10% | -0.02 | $496,984.17 | 500,000 | Corporate Securities | Telephones | Brazil | 4.88% | Ba1 | 22-Jan-2030 | 7.32 |
| Avantor | 0.10% | -0.02 | $496,466.64 | 400,000 | Corporate Securities | Healthcare | United States | 4.75% | Ba2 | 01-Oct-2024 | 1.42 |
| Aker BP | 0.10% | -0.02 | $495,851.13 | 505,000 | Corporate Securities | Petroleum | Norway | 3.75% | Ba1 | 15-Jan-2030 | 7.69 |
| Victoria | 0.10% | -0.01 | $495,010.24 | 420,000 | Corporate Securities | Building Products | United Kingdom | 5.25% | B1 | 15-Jul-2024 | 2.61 |
| Akelius Residential Property | 0.10% | -0.02 | $493,908.42 | 400,000 | Corporate Securities | Real Estate Investment Trust Securities | Sweden | 1.75% | NR | 07-Feb-2025 | 4.00 |
| Mastercard | 0.10% | -0.02 | $491,149.02 | 430,000 | Corporate Securities | Banking | United States | 3.30% | A1 | 26-Mar-2027 | 5.83 |
| Slovenia Government Bond | 0.10% | -0.02 | $486,125.24 | 380,000 | Government | Foreign Govt & Muni (Excl Canadian) | Slovenia | 1.00% | Baa1 | 06-Mar-2028 | 7.19 |
| Virgin Media Secured Finance | 0.10% | -0.02 | $485,392.50 | 350,000 | Corporate Securities | Cable Operators | United Kingdom | 5.25% | Ba3 | 15-May-2029 | 4.58 |
| Lloyds Bank Corporate Markets | 0.10% | -0.02 | $484,469.22 | 370,000 | Corporate Securities | Banking | United Kingdom | 1.50% | A1 | 23-Jun-2023 | 2.66 |
| Kraton Polymers LLC / Kraton Polymers Capital | 0.10% | -0.02 | $476,881.38 | 395,000 | Corporate Securities | Chemicals | United States | 5.25% | B3 | 15-May-2026 | 2.41 |
| Federal National Mortgage Assn. | 0.10% | -0.04 | $476,651.00 | 443,190 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Aug-2047 | 2.84 |
| Aflac | 0.10% | -0.02 | $475,368.05 | 400,000 | Corporate Securities | Insurance | United States | 3.60% | A3 | 01-Apr-2030 | 8.12 |
| Next | 0.10% | N/A | $473,533.25 | 350,000 | Corporate Securities | Retail | United Kingdom | 3.63% | Baa2 | 18-May-2028 | 6.56 |
| SMART ABS Series 2016-2US Trust | 0.09% | -0.06 | $466,293.70 | 464,863 | Asst Backed Securities | Auto Backed | Australia | 2.05% | Aaa | 14-Dec-2022 | 0.39 |
| Aes Gener | 0.09% | -0.03 | $465,800.15 | 450,000 | Corporate Securities | Utilities | Chile | 7.13% | Ba2 | 26-Mar-2079 | 3.22 |
| Edison International | 0.09% | -0.02 | $465,043.90 | 435,000 | Corporate Securities | Utilities | United States | 3.55% | Baa3 | 15-Nov-2024 | 3.75 |
| EQT | 0.09% | N/A | $464,330.21 | 390,000 | Corporate Securities | Energy | United States | 8.75% | Ba3 | 01-Feb-2030 | 6.48 |
| Ing Groep | 0.09% | -0.02 | $463,271.51 | 400,000 | Corporate Securities | Banking | Netherlands | 1.00% | Baa2 | 13-Nov-2030 | 4.93 |
| Brixmor Operating Partnership | 0.09% | -0.02 | $463,200.74 | 420,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 4.13% | Baa3 | 15-Jun-2026 | 4.93 |
| Deephaven Residential Mortgage Trust 2018-2 | 0.09% | -0.04 | $460,777.60 | 449,487 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.48% | NR | 25-Apr-2058 | 1.44 |
| International Game Technology | 0.09% | -0.02 | $449,759.42 | 400,000 | Corporate Securities | Gaming | Italy | 3.50% | Ba3 | 15-Jun-2026 | 4.38 |
| Banco Bilbao Vizcaya Argentaria | 0.09% | -0.02 | $449,659.24 | 400,000 | Corporate Securities | Banking | Spain | 1.00% | Baa3 | 16-Jan-2030 | 4.12 |
| Romanian Government International Bond | 0.09% | -0.01 | $448,864.66 | 345,000 | Government | Foreign Govt & Muni (Excl Canadian) | Romania | 2.75% | Baa3 | 29-Oct-2025 | 4.69 |
| QUALCOMM | 0.09% | -0.02 | $443,056.58 | 395,000 | Corporate Securities | Information Technology | United States | 3.25% | A2 | 20-May-2050 | 19.84 |
| Goldman Sachs | 0.09% | -0.02 | $437,779.82 | 350,000 | Corporate Securities | Banking | United States | 1.63% | A3 | 27-Jul-2026 | 5.58 |
| Aib | 0.09% | -0.15 | $437,583.29 | 400,000 | Corporate Securities | Banking | Ireland | 4.26% | Baa2 | 10-Apr-2025 | 3.23 |
| T-Mobile USA | 0.09% | -0.16 | $436,379.86 | 365,000 | Corporate Securities | Wireless Communications | United States | 4.38% | Baa3 | 15-Apr-2040 | 13.60 |
| Elisa | 0.09% | N/A | $436,307.03 | 374,000 | Corporate Securities | Other Telecommunications | Finland | 0.25% | Baa2 | 15-Sep-2027 | 6.79 |
| Enbridge | 0.09% | N/A | $429,719.86 | 410,000 | Corporate Securities | Petroleum | Canada | 5.75% | Ba1 | 15-Jul-2080 | 7.34 |
| Comcast | 0.09% | -0.02 | $426,759.46 | 365,000 | Corporate Securities | Cable Operators | United States | 3.40% | A3 | 01-Apr-2030 | 8.18 |
| Sigma Holdco BV | 0.09% | -0.01 | $419,351.30 | 355,000 | Corporate Securities | Food/Tobacco | Netherlands | 5.75% | B3 | 15-May-2026 | 3.06 |
| Avolon Holdings Funding | 0.09% | -0.01 | $419,139.76 | 470,000 | Corporate Securities | Financial | Ireland | 3.25% | Baa3 | 15-Feb-2027 | 5.60 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons | 0.08% | N/A | $409,341.56 | 390,000 | Corporate Securities | Supermarkets | United States | 4.88% | B2 | 15-Feb-2030 | 5.98 |
| Nasdaq | 0.08% | -0.01 | $406,181.76 | 315,000 | Corporate Securities | Financial | United States | 1.75% | Baa2 | 28-Mar-2029 | 7.79 |
| Refinitiv US Holdings | 0.08% | -0.01 | $399,099.28 | 320,000 | Corporate Securities | Information Technology | United States | 4.50% | B2 | 15-May-2026 | 1.47 |
| JPMorgan Chase | 0.08% | -0.02 | $393,549.64 | 365,000 | Corporate Securities | Banking | United States | 2.96% | A3 | 13-May-2031 | 8.39 |
| PG&E | 0.08% | N/A | $383,641.91 | 390,000 | Corporate Securities | Utilities | United States | 5.00% | B1 | 01-Jul-2028 | 5.30 |
| Aib | 0.08% | N/A | $382,149.57 | 327,000 | Corporate Securities | Banking | Ireland | 2.88% | Baa3 | 30-May-2031 | 5.28 |
| HSBC Holdings | 0.08% | -0.02 | $381,234.46 | 315,000 | Corporate Securities | Banking | United Kingdom | 4.95% | A2 | 31-Mar-2030 | 7.85 |
| Sequoia Mortgage Trust 2018-CH2 | 0.08% | -0.03 | $378,877.79 | 365,568 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aaa | 25-Jun-2048 | 3.09 |
| Government National Mortgage Assn. | 0.08% | -0.03 | $378,624.28 | 340,103 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jul-2047 | 1.23 |
| Federal National Mortgage Assn. | 0.08% | N/A | $372,018.74 | 347,846 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Feb-2050 | 3.16 |
| SF Holding Investment | 0.07% | -0.02 | $367,547.06 | 340,000 | Corporate Securities | Transportation | China | 4.13% | A3 | 26-Jul-2023 | 2.66 |
| Ubs | 0.07% | -0.01 | $366,160.74 | 300,000 | Corporate Securities | Banking | Switzerland | 1.25% | A3 | 17-Apr-2025 | 3.47 |
| Mastercard | 0.07% | -0.02 | $364,297.95 | 310,000 | Corporate Securities | Banking | United States | 3.35% | A1 | 26-Mar-2030 | 8.20 |
| Southern California Edison | 0.07% | -0.02 | $362,255.46 | 355,000 | Corporate Securities | Utilities | United States | 2.25% | A3 | 01-Jun-2030 | 8.55 |
| Becton Dickinson And | 0.07% | -0.02 | $360,604.12 | 320,000 | Corporate Securities | Healthcare | United States | 3.79% | Ba1 | 20-May-2050 | 18.57 |
| Syngenta Finance | 0.07% | -0.02 | $360,517.69 | 350,000 | Corporate Securities | Diversified Chemicals | Switzerland | 3.93% | Ba2 | 23-Apr-2021 | 0.55 |
| New Residential Mortgage Loan Trust 2018-NQM1 | 0.07% | -0.03 | $359,730.23 | 348,303 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.99% | NR | 25-Nov-2048 | 1.40 |
| AA Bond | 0.07% | -0.01 | $358,055.30 | 300,000 | Corporate Securities | Services | United Kingdom | 5.50% | NR | 31-Jul-2022 | 1.67 |
| NBK Tier 1 Financing 2 | 0.07% | -0.01 | $352,103.50 | 350,000 | Corporate Securities | Financial | Kuwait | 4.50% | Baa3 | 27-May-2169 | 4.30 |
| Leonardo | 0.07% | N/A | $331,544.66 | 284,000 | Corporate Securities | Aerospace & Defense | Italy | 2.38% | Ba1 | 08-Jan-2026 | 4.83 |
| Brixmor Operating Partnership | 0.07% | -0.02 | $331,439.48 | 318,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.88% | Baa3 | 15-Aug-2022 | 1.66 |
| Apple | 0.07% | -0.02 | $326,810.26 | 310,000 | Corporate Securities | Computer Service & Software | United States | 2.65% | Aa1 | 11-May-2050 | 21.05 |
| Takeda Pharmaceutical | 0.06% | -0.01 | $319,041.34 | 266,000 | Corporate Securities | Drugs | Japan | 1.00% | Baa2 | 09-Jul-2029 | 8.32 |
| Citigroup Commercial Mortgage Trust 2013-375P | 0.06% | N/A | $318,619.31 | 315,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.52% | A1 | 10-May-2035 | 2.49 |
| Government National Mortgage Assn. | 0.06% | N/A | $317,275.46 | 294,835 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Dec-2049 | 0.62 |
| SBA Tower Trust | 0.06% | N/A | $311,129.69 | 305,000 | Corporate Securities | Wireless Communications | United States | 2.33% | A2 | 15-Jan-2028 | 6.68 |
| Celulosa Arauco Y Constitucion | 0.06% | -0.01 | $309,898.83 | 290,000 | Corporate Securities | Forest Products | Chile | 4.20% | Baa3 | 29-Jan-2030 | 7.66 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA | 0.06% | N/A | $307,955.63 | 300,000 | Corporate Securities | Container | United States | 4.13% | B1 | 15-Aug-2026 | 3.57 |
| Lithuania Government International Bond | 0.06% | -0.01 | $307,175.19 | 200,000 | Government | Foreign Govt & Muni (Excl Canadian) | Lithuania | 2.13% | A3 | 22-Oct-2035 | 13.27 |
| Cigna | 0.06% | -0.02 | $306,621.21 | 295,000 | Corporate Securities | Insurance | United States | 2.40% | Baa2 | 15-Mar-2030 | 8.43 |
| Infrastrutture Wireless Italiane | 0.06% | N/A | $306,193.85 | 257,000 | Corporate Securities | Engineered Prod | Italy | 1.88% | NR | 08-Jul-2026 | 5.34 |
| United Airlines 2019-2 Class AA Pass Through Trust | 0.06% | -0.01 | $305,176.00 | 320,000 | Corporate Securities | Airlines | United States | 2.70% | A1 | 01-May-2032 | 6.93 |
| Federal National Mortgage Assn. | 0.06% | -0.02 | $298,085.41 | 258,137 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2045 | 4.16 |
| Sequoia Mortgage Trust 2018-CH3 | 0.06% | -0.02 | $297,524.72 | 287,261 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aaa | 25-Aug-2048 | 2.38 |
| Bayview Opportunity Master Fund IVb Trust 2017-RT2 | 0.06% | -0.02 | $297,172.78 | 290,785 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | NR | 28-Aug-2057 | 1.91 |
| Freddie Mac Whole Loan Securities Trust | 0.06% | -0.01 | $291,416.79 | 290,253 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.59% | A3 | 25-Dec-2046 | 1.61 |
| Norway Government Bond | 0.06% | -0.01 | $291,190.08 | 2,610,000 | Government | Foreign Govt & Muni (Excl Canadian) | Norway | 2.00% | Aaa | 24-May-2023 | 2.59 |
| Takeda Pharmaceutical | 0.06% | -0.01 | $286,494.30 | 235,000 | Corporate Securities | Drugs | Japan | 1.38% | Baa2 | 09-Jul-2032 | 10.87 |
| Marsh & McLennan | 0.06% | -0.01 | $285,612.64 | 270,000 | Corporate Securities | Insurance | United States | 2.25% | Baa1 | 15-Nov-2030 | 8.98 |
| Bankia | 0.06% | -0.01 | $284,639.32 | 200,000 | Corporate Securities | Banking | Spain | 4.00% | Aa1 | 03-Feb-2025 | 4.02 |
| Brixmor Operating Partnership | 0.06% | -0.01 | $284,247.53 | 268,000 | Corporate Securities | Real Estate Investment Trust Securities | United States | 3.65% | Baa3 | 15-Jun-2024 | 3.33 |
| Santander UK Group Holdings | 0.06% | -0.01 | $283,963.58 | 200,000 | Corporate Securities | Banking | United Kingdom | 3.63% | Baa1 | 14-Jan-2026 | 4.81 |
| Intesa Sanpaolo | 0.06% | -0.01 | $283,413.47 | 200,000 | Corporate Securities | Banking | Italy | 5.15% | Ba1 | 10-Jun-2030 | 7.62 |
| Pacific Gas & Electric | 0.06% | -0.02 | $281,034.13 | 290,000 | Corporate Securities | Utilities | United States | 2.10% | Baa3 | 01-Aug-2027 | 6.27 |
| Dexia Credit Local | 0.06% | -0.01 | $279,618.08 | 200,000 | Corporate Securities | Banking | France | 2.13% | Aa3 | 12-Feb-2025 | 4.16 |
| Volkswagen Financial Services | 0.05% | -0.01 | $269,905.19 | 200,000 | Corporate Securities | Automotive | Germany | 2.25% | A3 | 12-Apr-2025 | 4.29 |
| Nexa Resources | 0.05% | -0.01 | $265,574.65 | 250,000 | Corporate Securities | Metals & Mining | Peru | 5.38% | Ba2 | 04-May-2027 | 5.24 |
| Cemex SAB de CV | 0.05% | -0.01 | $263,982.53 | 250,000 | Corporate Securities | Building Products | Mexico | 6.13% | NR | 05-May-2025 | 0.57 |
| Mong Duong Finance Holdings BV | 0.05% | -0.01 | $260,808.52 | 250,000 | Corporate Securities | Utilities | Vietnam | 5.13% | Ba3 | 07-May-2029 | 3.98 |
| Danske Bank | 0.05% | -0.01 | $260,196.22 | 217,000 | Corporate Securities | Banking | Denmark | 1.38% | Baa3 | 24-May-2022 | 1.63 |
| Minerva Luxembourg | 0.05% | -0.01 | $260,138.89 | 250,000 | Corporate Securities | Food/Tobacco | Brazil | 6.50% | NR | 20-Sep-2026 | 3.47 |
| Cosan | 0.05% | -0.01 | $258,200.69 | 250,000 | Corporate Securities | Food/Tobacco | Brazil | 5.50% | NR | 20-Sep-2029 | 5.75 |
| Federal National Mortgage Assn. | 0.05% | -0.02 | $258,192.89 | 234,716 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Sep-2043 | 3.45 |
| Sequoia Mortgage Trust 2018-CH2 | 0.05% | -0.03 | $256,185.06 | 253,722 | Mortgage Backed Securities | Whole Loans Backed | United States | 4.00% | Aaa | 25-Jun-2048 | 1.15 |
| Towd Point Mortgage Trust 2017-4 | 0.05% | -0.02 | $253,171.95 | 243,251 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | NR | 25-Jun-2057 | 2.26 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.05% | -0.01 | $248,894.21 | 250,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 1.23% | NR | 15-Sep-2034 | 0.72 |
| Credit Agricole SA/London | 0.05% | -0.01 | $247,213.71 | 200,000 | Corporate Securities | Banking | France | 1.38% | Baa1 | 13-Mar-2025 | 4.31 |
| Bangkok Bank PCL/Hong Kong | 0.05% | -0.01 | $245,079.55 | 250,000 | Corporate Securities | Banking | Thailand | 3.73% | Baa3 | 25-Sep-2034 | 7.54 |
| Caixabank | 0.05% | -0.01 | $242,160.45 | 200,000 | Corporate Securities | Banking | Spain | 1.13% | Baa1 | 17-May-2024 | 3.55 |
| Avolon Holdings Funding | 0.05% | -0.00 | $241,896.61 | 250,000 | Corporate Securities | Financial | Ireland | 4.38% | Baa3 | 01-May-2026 | 4.75 |
| Corp Nacional del Cobre de Chile | 0.05% | -0.01 | $225,838.00 | 200,000 | Corporate Securities | Metals & Mining | Chile | 3.75% | A3 | 15-Jan-2031 | 8.49 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.05% | -0.02 | $224,601.74 | 222,681 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.79% | NR | 25-Aug-2058 | 1.41 |
| Federal National Mortgage Assn. | 0.05% | -0.02 | $222,252.10 | 201,867 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Nov-2041 | 3.49 |
| RELX Finance BV | 0.04% | -0.01 | $219,874.77 | 188,000 | Corporate Securities | Media & Communications | United Kingdom | 0.00% | Baa1 | 18-Mar-2024 | 3.42 |
| Medtronic Global Holdings SCA | 0.04% | N/A | $213,528.29 | 182,000 | Corporate Securities | Healthcare | United States | 0.38% | A3 | 15-Oct-2028 | 7.84 |
| Federal National Mortgage Assn. | 0.04% | -0.02 | $212,649.13 | 195,853 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Feb-2047 | 3.34 |
| Becton Dickinson And | 0.04% | -0.01 | $211,935.54 | 190,000 | Corporate Securities | Healthcare | United States | 3.73% | Ba1 | 15-Dec-2024 | 3.70 |
| Cikarang Listrindo | 0.04% | N/A | $206,190.00 | 200,000 | Corporate Securities | Utilities | Indonesia | 4.95% | Ba2 | 14-Sep-2026 | 3.15 |
| Sequoia Mortgage Trust 2018-CH1 | 0.04% | -0.02 | $205,580.12 | 202,877 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.50% | Aaa | 25-Feb-2048 | 1.82 |
| Government National Mortgage Assn. | 0.04% | -0.02 | $195,054.84 | 180,506 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Jun-2047 | 0.31 |
| Federal National Mortgage Assn. | 0.04% | -0.01 | $186,132.48 | 173,807 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2036 | 2.63 |
| Federal National Mortgage Assn. | 0.04% | N/A | $185,115.29 | 169,030 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2048 | 3.23 |
| Bahamas Government International Bond | 0.04% | -0.01 | $183,865.89 | 200,000 | Government | Foreign Govt & Muni (Excl Canadian) | Bahamas | 5.75% | Ba2 | 16-Jan-2024 | 2.87 |
| State Street | 0.04% | -0.01 | $183,152.56 | 160,000 | Corporate Securities | Banking | United States | 3.15% | A1 | 30-Mar-2031 | 8.38 |
| Government National Mortgage Assn. | 0.04% | -0.01 | $176,517.80 | 158,607 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Sep-2047 | 1.23 |
| Nissan Motor | 0.04% | N/A | $174,988.01 | 147,000 | Corporate Securities | Automotive | Japan | 1.94% | Baa3 | 15-Sep-2023 | 2.88 |
| Cirsa Finance International Sarl | 0.04% | -0.01 | $174,527.36 | 160,000 | Corporate Securities | Gaming | Spain | 6.25% | B3 | 20-Dec-2023 | 2.67 |
| Israel Government International Bond | 0.03% | -0.01 | $169,926.14 | 130,000 | Government | Foreign Govt & Muni (Excl Canadian) | Israel | 2.88% | A1 | 29-Jan-2024 | 3.17 |
| Federal National Mortgage Assn. | 0.03% | -0.01 | $157,471.03 | 139,521 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2048 | 3.53 |
| Government National Mortgage Assn. | 0.03% | -0.01 | $156,111.51 | 147,952 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Aug-2045 | 0.91 |
| Czech Gas Networks Investments Sarl | 0.03% | N/A | $155,152.83 | 129,000 | Corporate Securities | Utilities | Luxembourg | 1.00% | NR | 16-Jul-2027 | 6.44 |
| Fiserv | 0.03% | -0.01 | $153,580.18 | 130,000 | Corporate Securities | Information Technology | United States | 0.38% | Baa2 | 01-Jul-2023 | 2.68 |
| Federal Home Loan Mortgage | 0.03% | -0.01 | $144,328.62 | 132,574 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Dec-2042 | 4.41 |
| Government National Mortgage Assn. | 0.03% | N/A | $141,123.15 | 130,721 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Jan-2049 | 0.41 |
| Intesa Sanpaolo | 0.03% | -0.01 | $138,758.55 | 100,000 | Corporate Securities | Banking | Italy | 3.38% | Aa3 | 24-Jan-2025 | 4.04 |
| Federal National Mortgage Assn. | 0.03% | -0.01 | $138,731.27 | 128,516 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2036 | 2.85 |
| Government National Mortgage Assn. | 0.03% | N/A | $133,716.49 | 121,378 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Dec-2048 | 0.77 |
| Government National Mortgage Assn. | 0.03% | -0.01 | $133,095.04 | 120,406 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Jan-2048 | 1.72 |
| Credit Suisse | 0.03% | -0.01 | $133,034.55 | 100,000 | Corporate Securities | Banking | Switzerland | 2.13% | Baa2 | 12-Sep-2025 | 3.80 |
| Government National Mortgage Assn. | 0.03% | N/A | $131,557.11 | 120,341 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jun-2049 | 0.54 |
| Travis Perkins | 0.03% | -0.01 | $130,680.02 | 100,000 | Corporate Securities | Building Products | United Kingdom | 4.50% | NR | 07-Sep-2023 | 2.75 |
| Federal National Mortgage Assn. | 0.03% | -0.01 | $124,272.57 | 114,476 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jan-2044 | 1.76 |
| Boral Finance Pty | 0.03% | -0.01 | $123,812.59 | 120,000 | Corporate Securities | Building Products | Australia | 3.00% | Baa2 | 01-Nov-2022 | 1.93 |
| Banco Bilbao Vizcaya Argentaria | 0.02% | -0.00 | $121,791.10 | 100,000 | Corporate Securities | Banking | Spain | 2.58% | Baa3 | 22-Feb-2029 | 3.22 |
| Commerzbank | 0.02% | -0.00 | $121,302.61 | 100,000 | Corporate Securities | Banking | Germany | 4.00% | Baa3 | 05-Dec-2030 | 4.54 |
| Pacific Gas & Electric | 0.02% | N/A | $120,705.77 | 111,000 | Corporate Securities | Utilities | United States | 4.55% | Baa3 | 01-Jul-2030 | 7.72 |
| Indonesia Government International Bond | 0.02% | -0.01 | $120,254.95 | 100,000 | Government | Foreign Govt & Muni (Excl Canadian) | Indonesia | 2.88% | Baa2 | 08-Jul-2021 | 0.77 |
| Alstria Office Reit | 0.02% | -0.00 | $119,870.28 | 100,000 | Corporate Securities | Real Estate Investment Trust Securities | Germany | 1.50% | NR | 23-Jun-2026 | 5.35 |
| Avinor | 0.02% | N/A | $117,346.25 | 100,000 | Corporate Securities | Airlines | Norway | 0.75% | A1 | 01-Oct-2030 | 9.60 |
| Towd Point Mortgage Trust 2018-1 | 0.02% | -0.01 | $115,533.49 | 110,323 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aaa | 25-Jan-2058 | 2.19 |
| Federal National Mortgage Assn. | 0.02% | -0.01 | $113,196.48 | 103,648 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Mar-2043 | 4.62 |
| Mohawk Capital Finance | 0.02% | -0.01 | $111,472.04 | 100,000 | Corporate Securities | Building Products | United States | 1.75% | Baa1 | 12-Jun-2027 | 6.21 |
| Inter Media & Communication | 0.02% | -0.00 | $109,904.32 | 95,733 | Corporate Securities | Broadcasting | Italy | 4.88% | NR | 31-Dec-2022 | 1.92 |
| Federal Home Loan Mortgage | 0.02% | N/A | $109,294.56 | 104,077 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jan-2048 | 1.47 |
| Federal National Mortgage Assn. | 0.02% | N/A | $105,306.73 | 97,056 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Aug-2048 | 3.49 |
| Great Lakes Water Authority Sewage Disposal System Revenue | 0.02% | -0.00 | $103,004.54 | 100,000 | Tax-Free Revenue | Water & Sewer Revenue | United States | 1.83% | A1 | 01-Jul-2026 | 5.44 |
| Federal National Mortgage Assn. | 0.02% | -0.01 | $102,596.08 | 93,753 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Apr-2045 | 3.22 |
| Federal National Mortgage Assn. | 0.02% | N/A | $97,790.57 | 89,670 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2049 | 3.28 |
| Edison International | 0.02% | -0.00 | $94,101.20 | 90,000 | Corporate Securities | Utilities | United States | 3.13% | Baa3 | 15-Nov-2022 | 1.97 |
| Federal National Mortgage Assn. | 0.02% | -0.01 | $91,109.30 | 84,896 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jun-2047 | 2.84 |
| Federal National Mortgage Assn. | 0.02% | N/A | $87,816.79 | 80,949 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jul-2048 | 3.35 |
| Government National Mortgage Assn. | 0.02% | N/A | $85,608.70 | 78,781 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Jun-2043 | 2.54 |
| Towd Point Mortgage Trust 2017-1 | 0.02% | -0.01 | $84,788.76 | 82,435 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Oct-2056 | 1.62 |
| Federal Home Loan Mortgage | 0.02% | -0.01 | $83,199.70 | 75,964 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Mar-2046 | 3.57 |
| Federal Home Loan Mortgage | 0.02% | -0.01 | $82,797.29 | 76,289 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Nov-2042 | 2.26 |
| Federal National Mortgage Assn. | 0.02% | N/A | $80,831.70 | 74,500 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jan-2050 | 3.40 |
| Edison International | 0.02% | -0.00 | $78,339.54 | 70,000 | Corporate Securities | Utilities | United States | 4.95% | Baa3 | 15-Apr-2025 | 3.95 |
| COMM 2015-LC21 Mortgage Trust | 0.02% | -0.00 | $75,590.08 | 70,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.34% | NR | 10-Jul-2048 | 4.27 |
| Hillenbrand | 0.01% | -0.00 | $70,710.97 | 65,000 | Corporate Securities | Manufacturing | United States | 5.75% | Ba1 | 15-Jun-2025 | 2.08 |
| Freddie Mac REMICS | 0.01% | -0.00 | $68,831.52 | 68,366 | Mortgage Backed Securities | Agency Bkd CMO | United States | 0.65% | NR | 15-Sep-2046 | 1.41 |
| GNMA II TBA OCT | 0.01% | N/A | $64,913.77 | 61,000 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2040 | 0.54 |
| Federal National Mortgage Assn. | 0.01% | -0.01 | $61,432.20 | 56,576 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2048 | 3.35 |
| COMM 2016-CR28 Mortgage Trust | 0.01% | -0.00 | $60,499.73 | 56,229 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 3.65% | Aaa | 10-Feb-2049 | 3.70 |
| CCO Holdings LLC / CCO Holdings Capital | 0.01% | N/A | $60,439.90 | 55,000 | Corporate Securities | Cable Operators | United States | 5.38% | B1 | 01-Jun-2029 | 4.52 |
| US 10YR FUT OPTN Nov20C 140 | 0.01% | N/A | $60,328.13 | 351 | Financial Futures | Taxable Futures | United States | N/A | NR | N/A | 6.46 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $54,537.64 | 48,390 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Nov-2047 | 3.54 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $51,362.69 | 47,514 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Nov-2045 | 2.74 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $49,951.37 | 45,082 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jun-2046 | 3.58 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $48,849.18 | 43,580 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jan-2044 | 3.98 |
| GNMA ll 30 YR | 0.01% | N/A | $48,662.81 | 45,001 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Jun-2048 | 0.19 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $47,748.96 | 43,998 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Oct-2042 | 1.85 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $47,666.28 | 43,961 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-May-2042 | 2.83 |
| Government National Mortgage Assn. | 0.01% | -0.00 | $46,912.03 | 42,772 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-May-2048 | 0.63 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $45,752.00 | 42,168 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Sep-2042 | 1.96 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $45,666.39 | 39,596 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $44,971.86 | 41,475 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jul-2044 | 1.13 |
| Government National Mortgage Assn. | 0.01% | -0.00 | $44,590.22 | 41,261 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Feb-2046 | 3.11 |
| Towd Point Mortgage Trust 2016-2 | 0.01% | -0.00 | $43,000.89 | 41,731 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Aug-2055 | 1.61 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $42,580.50 | 39,107 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Mar-2046 | 3.34 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $42,578.76 | 38,508 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Aug-2042 | 3.01 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $40,514.76 | 35,127 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Mar-2034 | 3.77 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $40,355.53 | 36,911 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2046 | 3.34 |
| Federal Home Loan Mortgage | 0.01% | -0.00 | $38,999.40 | 36,031 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Sep-2042 | 3.25 |
| Government National Mortgage Assn. | 0.01% | N/A | $38,276.04 | 35,469 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Apr-2048 | 0.96 |
| COMM 2015-PC1 Mortgage Trust | 0.01% | -0.00 | $37,528.73 | 35,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.43% | NR | 10-Jul-2050 | 4.27 |
| Government National Mortgage Assn. | 0.01% | -0.00 | $37,162.95 | 33,957 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-May-2045 | 2.90 |
| Government National Mortgage Assn. | 0.01% | -0.00 | $36,311.53 | 33,303 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Jul-2046 | 4.35 |
| Federal Home Loan Mortgage | 0.01% | -0.00 | $35,633.77 | 32,827 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Sep-2042 | 3.25 |
| Federal Home Loan Mortgage | 0.01% | -0.00 | $34,174.16 | 30,931 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2040 | 3.30 |
| GNMA ll 30 YR | 0.01% | N/A | $32,885.67 | 30,683 | Mortgage Backed Securities | Mortgages | United States | N/A | N/A | 20-Apr-2048 | N/A |
| Federal Home Loan Mortgage | 0.01% | -0.00 | $32,724.20 | 30,151 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Aug-2042 | 3.25 |
| Government National Mortgage Assn. | 0.01% | -0.00 | $31,399.99 | 28,648 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Mar-2043 | 3.20 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $31,185.33 | 28,466 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Oct-2045 | 3.34 |
| Fannie Mae REMICS | 0.01% | -0.00 | $30,956.79 | 30,731 | Mortgage Backed Securities | Agency Bkd CMO | United States | 0.65% | NR | 25-Sep-2046 | 1.55 |
| Government National Mortgage Association | 0.01% | -0.00 | $29,407.29 | 28,284 | Mortgage Backed Securities | Agency Bkd CMO | United States | 3.00% | NR | 20-Dec-2047 | 1.08 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $29,369.09 | 27,312 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2046 | 3.37 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $28,326.43 | 25,147 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Feb-2041 | 3.71 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $27,667.12 | 25,364 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Nov-2045 | 3.34 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $27,161.49 | 24,513 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2042 | 3.40 |
| Government National Mortgage Assn. | 0.01% | -0.00 | $26,249.48 | 24,262 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Jul-2046 | 3.56 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $25,030.61 | 20,998 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Dec-2035 | 4.00 |
| Federal Home Loan Mortgage | 0.01% | -0.00 | $24,996.89 | 22,589 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Feb-2041 | 3.18 |
| Federal National Mortgage Assn. | 0.01% | -0.00 | $24,985.82 | 23,005 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jan-2043 | 1.30 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00 | $24,759.62 | 24,365 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.50% | Aaa | 25-Apr-2057 | 0.87 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $24,207.84 | 21,754 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Aug-2047 | 1.23 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $23,858.48 | 22,078 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Dec-2036 | 3.13 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $23,561.20 | 22,094 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 15-Sep-2041 | 3.05 |
| Freddie Mac REMICS | 0.00% | -0.00 | $22,877.20 | 22,707 | Mortgage Backed Securities | Agency Bkd CMO | United States | 0.65% | NR | 15-Feb-2047 | 1.33 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $22,470.85 | 20,753 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2045 | 3.34 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $22,052.29 | 20,406 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2036 | 2.87 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $21,165.59 | 20,034 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Aug-2043 | 2.88 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $20,253.75 | 17,943 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-May-2042 | 3.88 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $20,142.87 | 18,789 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Jun-2046 | 2.92 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $19,897.45 | 18,013 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Feb-2041 | 3.32 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $19,880.07 | 18,369 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Nov-2042 | 4.40 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $19,604.98 | 18,059 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Aug-2046 | 4.34 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $19,551.07 | 18,048 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Oct-2044 | 3.46 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $18,025.47 | 16,357 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Jul-2046 | 4.66 |
| Towd Point Mortgage Trust 2015-5 | 0.00% | -0.00 | $17,941.41 | 17,716 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-May-2055 | 0.82 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $17,695.89 | 16,222 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Jul-2046 | 4.16 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $17,641.93 | 15,813 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Jul-2039 | 2.83 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $17,449.26 | 15,201 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Jun-2044 | 3.27 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $17,426.06 | 15,975 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-May-2046 | 4.28 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $17,388.22 | 15,792 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-May-2045 | 2.12 |
| SLM Student Loan Trust 2008-9 | 0.00% | -0.00 | $17,144.50 | 17,400 | Asst Backed Securities | Student Loans | United States | 1.74% | Baa3 | 25-Apr-2023 | 0.05 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $16,968.34 | 15,397 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-May-2046 | 4.51 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $16,703.55 | 14,455 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2040 | 4.16 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $16,155.56 | 14,635 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Jul-2042 | 3.12 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $15,955.16 | 14,698 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Sep-2046 | 3.77 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $15,890.79 | 15,137 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 15-Dec-2042 | 4.12 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $15,787.02 | 13,981 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Feb-2041 | 3.72 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 0.00% | -0.00 | $14,492.48 | 15,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.44% | NR | 15-Jul-2058 | 4.31 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $14,353.24 | 13,186 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Oct-2044 | 3.20 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $14,216.49 | 13,140 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Jul-2046 | 3.86 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $14,042.10 | 12,702 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Sep-2043 | 3.94 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $13,924.46 | 12,724 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jan-2046 | 3.41 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $13,904.37 | 11,743 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Jul-2036 | 3.97 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $13,338.49 | 11,837 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Feb-2041 | 3.72 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $12,998.23 | 12,098 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 20-Jan-2046 | 3.38 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $12,715.87 | 11,290 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Apr-2042 | 3.90 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $12,681.36 | 10,673 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2034 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $12,632.89 | 11,642 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Aug-2042 | 1.22 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $12,454.54 | 11,789 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Feb-2044 | 3.12 |
| Towd Point Mortgage Trust 2015-4 | 0.00% | -0.00 | $12,395.95 | 12,264 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.75% | Aaa | 25-Apr-2055 | 0.61 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $12,226.72 | 11,444 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jun-2043 | 3.28 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $12,210.99 | 11,094 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Oct-2044 | 3.20 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $11,958.13 | 10,798 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2040 | 3.30 |
| Freddie Mac REMICS | 0.00% | -0.00 | $11,717.74 | 11,622 | Mortgage Backed Securities | Agency Bkd CMO | United States | 0.65% | NR | 15-Oct-2046 | 1.47 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $11,308.38 | 10,274 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Nov-2040 | 2.81 |
| Morgan Stanley Capital I Trust 2015-MS1 | 0.00% | -0.00 | $11,194.96 | 10,000 | Mortgage Backed Securities | Commercial Mortgage Backed Securities | United States | 4.17% | Aa1 | 15-May-2048 | 4.25 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $10,917.17 | 9,941 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Aug-2046 | 4.85 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $10,750.31 | 9,909 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Aug-2043 | 3.67 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $10,714.10 | 9,878 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jul-2043 | 3.01 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $10,533.25 | 9,698 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Apr-2043 | 3.09 |
| Sierra Timeshare 2015-3 Receivables Funding | 0.00% | -0.00 | $10,490.07 | 10,458 | Asst Backed Securities | Asset Backed Other | United States | 2.58% | NR | 20-Sep-2032 | 1.26 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $10,247.09 | 9,439 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jun-2042 | 1.67 |
| Towd Point Mortgage Trust 2015-3 | 0.00% | -0.00 | $10,197.12 | 10,087 | Mortgage Backed Securities | Whole Loans Backed | United States | 3.00% | Aaa | 25-Mar-2054 | 0.57 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $10,134.96 | 9,250 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Dec-2041 | 3.33 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $10,099.72 | 8,536 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Oct-2037 | 4.03 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $9,949.50 | 9,453 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Jun-2033 | 3.00 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $9,891.56 | 8,301 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2038 | 4.02 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $9,822.78 | 8,887 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-May-2041 | 3.12 |
| GS Mortgage-Backed Securities Trust | 0.00% | -0.00 | $9,815.38 | 9,681 | Mortgage Backed Securities | Whole Loans Backed | United States | 2.45% | NR | 25-Jul-2044 | 0.47 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $9,170.81 | 7,745 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2035 | 3.97 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $9,014.00 | 8,085 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Sep-2040 | 2.74 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $8,910.86 | 7,990 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Feb-2040 | 2.83 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $8,786.31 | 7,457 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Mar-2037 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $8,334.26 | 7,408 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Sep-2039 | 3.56 |
| Elara Hgv Timeshare Issuer 2014 | 0.00% | -0.00 | $7,885.95 | 7,868 | Asst Backed Securities | Asset Backed Other | United States | 2.53% | NR | 25-Feb-2027 | 0.77 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $7,839.69 | 7,188 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 20-Jul-2046 | 4.55 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $7,368.73 | 6,534 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2039 | 3.55 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $7,345.96 | 6,653 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Apr-2041 | 3.32 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $7,310.34 | 6,716 | Mortgage Backed Securities | Mortgages | United States | 3.00% | NR | 01-Feb-2043 | 4.29 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $7,175.82 | 6,381 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Nov-2034 | 3.83 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $7,069.59 | 6,126 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $6,769.77 | 5,870 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2038 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $6,687.42 | 5,936 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jun-2039 | 3.56 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $6,355.84 | 5,699 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Mar-2044 | 4.04 |
| Freddie Mac REMICS | 0.00% | -0.00 | $6,214.47 | 6,178 | Mortgage Backed Securities | Agency Bkd CMO | United States | 0.60% | NR | 15-Oct-2046 | 1.45 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $6,141.27 | 5,348 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2040 | 3.88 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $6,121.20 | 5,172 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2038 | 3.78 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $6,078.67 | 5,384 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Mar-2040 | 3.41 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $5,780.73 | 5,421 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Oct-2026 | 1.33 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $5,759.20 | 5,022 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Oct-2040 | 2.86 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $5,625.69 | 4,904 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Jun-2040 | 2.86 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $5,616.49 | 5,080 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Apr-2043 | 3.84 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $5,535.19 | 4,827 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Nov-2039 | 2.92 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $5,509.04 | 5,080 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Aug-2043 | 3.48 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $5,087.95 | 4,519 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Jul-2039 | 3.55 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $4,999.04 | 4,223 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Nov-2034 | 3.97 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $4,796.18 | 4,166 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2034 | 3.77 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $4,730.55 | 4,448 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Nov-2024 | 1.30 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $4,705.07 | 4,327 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Sep-2045 | 3.34 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $4,224.88 | 3,576 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Jul-2032 | 3.55 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $4,194.22 | 3,796 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2041 | 3.30 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $4,183.72 | 3,629 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2041 | 4.27 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $4,075.57 | 3,446 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Aug-2038 | 3.78 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $4,046.01 | 3,650 | Mortgage Backed Securities | Mortgages | United States | 3.50% | NR | 01-Jun-2043 | 4.09 |
| Federal National Mortgage Assn. | 0.00% | -0.00 | $3,990.85 | 3,456 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-May-2038 | 4.03 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $3,758.19 | 3,249 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2040 | 4.11 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $3,502.15 | 3,053 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-May-2040 | 2.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,472.97 | 2,916 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2034 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,428.38 | 2,972 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2038 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,098.24 | 2,605 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2038 | 4.07 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $3,037.00 | 2,636 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2041 | 4.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,975.73 | 2,522 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2034 | 3.61 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,731.07 | 2,340 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-May-2039 | 4.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,637.97 | 2,247 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Dec-2032 | 3.55 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,600.85 | 2,218 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2038 | 4.17 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,491.57 | 2,263 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 01-Jan-2041 | 3.32 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $2,440.35 | 2,065 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Dec-2033 | 3.58 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,366.38 | 2,051 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2034 | 3.77 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,353.28 | 2,111 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Mar-2041 | 2.95 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,173.45 | 1,884 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Mar-2034 | 3.77 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,171.54 | 1,948 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 20-Nov-2039 | 2.83 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,107.95 | 1,838 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 20-Mar-2041 | 2.86 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,091.89 | 2,055 | Mortgage Backed Securities | Mortgages | United States | 2.92% | NR | 01-Nov-2035 | 0.72 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $2,050.20 | 1,723 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2037 | 4.07 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $2,014.48 | 1,876 | Mortgage Backed Securities | Mortgages | United States | 4.00% | NR | 20-Aug-2048 | 0.18 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,953.86 | 1,693 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,922.56 | 1,626 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Sep-2039 | 4.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,852.60 | 1,563 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2038 | 4.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,777.89 | 1,506 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2033 | 3.61 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $1,742.24 | 1,507 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 20-Aug-2034 | 3.11 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,727.70 | 1,451 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Mar-2037 | 4.00 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,708.96 | 1,446 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Feb-2038 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,627.68 | 1,407 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Sep-2040 | 4.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,471.02 | 1,431 | Mortgage Backed Securities | Mortgages | United States | 2.64% | NR | 01-Aug-2036 | 0.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,408.33 | 1,183 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Feb-2037 | 4.00 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,337.65 | 1,162 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2033 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,327.61 | 1,177 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Feb-2040 | 3.71 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,303.37 | 1,129 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Mar-2036 | 4.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,289.03 | 1,101 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Aug-2032 | 3.54 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,242.05 | 1,051 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2033 | 3.61 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $1,100.14 | 1,024 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.19% | NR | 01-Feb-2037 | 0.62 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $1,081.48 | 919 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Apr-2036 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $968.92 | 947 | Mortgage Backed Securities | Mortgages | United States | 3.23% | NR | 01-Dec-2035 | 0.56 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $968.36 | 810 | Mortgage Backed Securities | Mortgages | United States | 7.00% | NR | 01-Dec-2029 | 2.88 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $928.57 | 779 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 20-Feb-2036 | 2.80 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $922.57 | 790 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Jul-2032 | 3.55 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $917.19 | 778 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Aug-2038 | 4.28 |
| Government National Mortgage Assn. | 0.00% | 0.00 | $909.84 | 756 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 20-Dec-2033 | 2.96 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $853.58 | 722 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Apr-2035 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $813.08 | 713 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Nov-2036 | 4.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $808.14 | 798 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 3.88% | NR | 01-Jan-2037 | 0.48 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $794.22 | 688 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2036 | 4.03 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $711.60 | 616 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Mar-2036 | 4.03 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $699.97 | 653 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.12% | NR | 01-Dec-2036 | 0.60 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $681.13 | 575 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-May-2038 | 4.10 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $669.38 | 579 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Aug-2040 | 4.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $659.26 | 553 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Apr-2035 | 3.91 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $614.42 | 533 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Dec-2039 | 4.11 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $575.13 | 568 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.05% | NR | 01-Nov-2036 | 0.42 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $571.62 | 491 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Dec-2039 | 4.29 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $527.50 | 456 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Aug-2040 | 4.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $504.20 | 427 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $480.69 | 428 | Mortgage Backed Securities | Mortgages | United States | 6.50% | NR | 01-Mar-2037 | 4.03 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $467.88 | 406 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jun-2035 | 4.03 |
| Government National Mortgage Assn. | 0.00% | -0.00 | $460.74 | 443 | Mortgage Backed Securities | Mortgages | United States | 7.50% | NR | 15-Jan-2030 | 2.56 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $458.54 | 398 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Apr-2040 | 4.16 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $410.91 | 395 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.08% | NR | 01-Dec-2036 | 0.64 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $388.49 | 346 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2032 | 3.58 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $297.13 | 294 | Mortgage Backed Securities | Mortgages | United States | 3.34% | NR | 01-Dec-2035 | 0.41 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $274.71 | 232 | Mortgage Backed Securities | Mortgages | United States | 5.50% | NR | 01-Aug-2037 | 4.06 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $262.89 | 261 | Mortgage Backed Securities | Mortgages | United States | 3.85% | NR | 01-Dec-2035 | 0.62 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $223.85 | 185 | Mortgage Backed Securities | Mortgages | United States | 7.00% | NR | 01-Aug-2031 | 3.35 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $222.80 | 219 | Mortgage Backed Securities | Mortgages | United States | 2.58% | NR | 01-Sep-2037 | 0.86 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $196.74 | 186 | Mortgage Backed Securities | Mortgages | United States | 7.00% | NR | 01-Jun-2032 | 3.53 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $109.65 | 104 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Oct-2021 | 0.14 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $94.29 | 93 | Mortgage Backed Securities | Mortgages | United States | 6.00% | NR | 01-Oct-2021 | 0.40 |
| Government National Mortgage Association | 0.00% | 0.00 | $69.44 | 1,966 | Mortgage Backed Securities | Agency Bkd CMO | United States | 4.50% | NR | 20-Dec-2039 | -14.55 |
| Federal Home Loan Mortgage | 0.00% | 0.00 | $48.24 | 48 | Mortgage Backed Securities | Adj. Rate Mortgages | United States | 4.04% | NR | 01-Sep-2032 | 1.12 |
| Fannie Mae Interest Strip | 0.00% | -0.00 | $43.74 | 247 | Mortgage Backed Securities | Agency Bkd CMO | United States | 6.50% | NR | 25-Feb-2032 | 2.05 |
| Federal National Mortgage Assn. | 0.00% | 0.00 | $31.19 | 29 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Feb-2021 | 0.14 |
| Federal Home Loan Mortgage | 0.00% | -0.00 | $15.40 | 15 | Mortgage Backed Securities | Mortgages | United States | 5.00% | NR | 01-Jul-2025 | 0.76 |
| FNMA 15YR | 0.00% | N/A | $0.79 | 1 | Mortgage Backed Securities | Mortgages | United States | 4.50% | NR | 01-Dec-2020 | 0.10 |
N/A indicates Not Available.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Please note that holdings are released 15 days after the period end. From time to time, certain securities held may not be listed.
Sector Diversification (30-Sep-2020)
Representative Portfolio vs Benchmark| Sector Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Sub Investment Grade | 4.98% | 0.00% | |
| Cash Equivalents | 4.44% | 0.00% | |
| Collateralised | 16.50% | 13.22% | |
| Government | 57.85% | 57.69% | |
| Corporate | 15.22% | 19.17% | |
| Agency/Supranationals | 1.00% | 9.92% |
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Country Diversification (30-Sep-2020)
Representative Portfolio vs Benchmark| Country Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Italy | 5.51% | 3.55% | |
| Cyprus | 1.79% | 0.03% | |
| India | 1.71% | 0.08% | |
| Israel | 1.59% | 0.20% | |
| Sweden | 1.92% | 0.68% | |
| Malaysia | 1.52% | 0.34% | |
| Indonesia | 1.62% | 0.53% | |
| Romania | 1.11% | 0.14% | |
| Brazil | 0.88% | 0.04% | |
| Chile | 0.91% | 0.16% | |
| Ireland | 0.95% | 0.37% | |
| Croatia | 0.59% | 0.03% | |
| Iceland | 0.54% | 0.01% | |
| Luxembourg | 0.60% | 0.06% | |
| Australia | 2.15% | 1.62% | |
| Bermuda | 0.51% | 0.02% | |
| Bulgaria | 0.48% | 0.01% | |
| Albania | 0.44% | 0.00% | |
| Poland | 0.58% | 0.28% | |
| Spain | 2.46% | 2.55% | |
| Netherlands | 1.31% | 1.44% | |
| Switzerland | 0.45% | 0.80% | |
| SNAT (Supe Natl Wrld Global) | 1.36% | 2.04% | |
| United Kingdom | 4.62% | 5.33% | |
| United States | 35.77% | 36.59% | |
| Canada | 2.11% | 3.35% | |
| Germany | 3.03% | 5.17% | |
| China | 3.19% | 6.24% | |
| Japan | 10.65% | 14.78% | |
| France | 0.52% | 5.83% |
A maximum of 30 largest countries by portfolio rank are displayed and shown in descending order by relative over/underweight.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Currency Diversification (30-Sep-2020)
Representative Portfolio vs Benchmark| Currency Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| U.S. dollar | 43.92% | 42.13% | |
| Canadian dollar | 2.70% | 2.67% | |
| Australian dollar | 0.72% | 1.37% | |
| Mexican peso | 0.21% | 0.25% | |
| New Zealand dollar | 0.10% | 0.14% | |
| Dollar Bloc Subtotal | 47.66% | 46.56% |
Benchmark : Bloomberg Barclays Global Aggregate Bond Index
| Currency Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| euro | 23.04% | 24.07% | |
| British pound sterling | 3.82% | 4.90% | |
| Swiss franc | 1.51% | 0.54% | |
| Swedish krona | 0.45% | 0.44% | |
| Czech koruna | 0.43% | 0.11% | |
| Danish krone | 0.21% | 0.22% | |
| Polish zloty | 0.10% | 0.19% | |
| Norwegian krone | 0.09% | 0.09% | |
| Hungarian forint | 0.01% | 0.08% | |
| European Bloc Subtotal | 29.66% | 30.64% |
Benchmark : Bloomberg Barclays Global Aggregate Bond Index
| Currency Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Japanese yen | 17.26% | 14.40% | |
| Korean won | 1.33% | 1.14% | |
| Thai baht | 0.31% | 0.32% | |
| Malaysian ringgit | 0.30% | 0.30% | |
| Singapore dollar | 0.20% | 0.19% | |
| Hong Kong dollar | 0.00% | 0.02% | |
| New Taiwan dollar | -2.02% | 0.00% | |
| Far East Bloc Subtotal | 17.38% | 16.37% |
Benchmark : Bloomberg Barclays Global Aggregate Bond Index
| Currency Diversification | % of Portfolio | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Chinese renminbi | 4.92% | 5.55% | |
| Offshore Chinese renminbi | 0.59% | 0.00% | |
| Indonesian rupiah | 0.31% | 0.32% | |
| Russian ruble | 0.17% | 0.16% | |
| Colombian peso | 0.09% | 0.09% | |
| Chilean peso | 0.05% | 0.04% | |
| Indian rupee | 0.02% | 0.00% | |
| New Romanian leu | 0.00% | 0.06% | |
| Peruvian nuevo sol | 0.00% | 0.06% | |
| Israeli shekel | -0.37% | 0.13% | |
| Philippine peso | -0.49% | 0.00% | |
| Emerging Markets Bloc Subtotal | 5.30% | 6.43% |
Benchmark : Bloomberg Barclays Global Aggregate Bond Index
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
Number of years managing the strategy. In the case of co-portfolio management, the longer tenure is displayed.
Holdings information and other breakdowns (such as country and currency) are related to those of representative portfolio ("Portfolio"). The Portfolio is an account in the composite we believe most closely reflects current portfolio management style for the strategy. Performance is not a consideration in the selection of the representative portfolio. The characteristics of the representative portfolio shown may differ from those of other accounts in the strategy. Please see the GIPS® Disclosure page for additional information on the composite.
The specific securities identified and described above do not represent all of the securities purchased, sold or recommended for advisory clients and no assumptions should be made that investments in the securities identified and discussed were or will be profitable.
Bloomberg Index Services Limited.
Bloomberg Index Services Limited. BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.
Arif Husain is the head of the International Fixed Income Division. He is a co-portfolio manager for the International Bond and Institutional International Bond Strategies and the lead portfolio manager for the Global Aggregate Bond Strategy. Arif also is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price International Ltd.