| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cash |
|
|
$704,223,850 |
16.24 |
| US Treasury Bond |
|
|
$411 |
1.17 |
| Swedish Krone |
|
|
$259,980,878 |
0.95 |
| Canada Hsg Tr No 1 3.75% |
3.75 |
2020-03-15 |
$34,825,000 |
0.84 |
| Canada Govt 2% |
2 |
2016-06-01 |
$34,500,000 |
0.79 |
| Currency Norway |
0 |
|
$181,904,301 |
0.76 |
| International Bank F 3.25%, 4/14 |
3.25 |
2020-04-14 |
$168,720,000 |
0.7 |
| US Treasury Bond 4.5% |
4.5 |
2039-08-15 |
$26,790,000 |
0.62 |
| Kingdom Of Norway, Oslo |
0 |
2011-06-15 |
$138,000,000 |
0.57 |
| DAVITA INC L+3%, 10/20/16 |
|
|
$23,538,433 |
0.54 |
| US Treasury Bond 4.375% |
4.38 |
2039-11-15 |
$23,290,000 |
0.53 |
| Brazil Federative Rep 10.25% |
10.25 |
2028-01-10 |
$36,600,000 |
0.52 |
| Massachusetts St Health & Edl Rev B 5.5% |
5.5 |
2036-11-15 |
$20,100,000 |
0.49 |
| Goldman Sachs Cap Ii FRN |
5.79 |
2020-12-29 |
$24,125,000 |
0.48 |
| Canada Hsg Tr No 1 3.8% |
3.8 |
2021-06-15 |
$19,500,000 |
0.47 |
| France(Govt Of) 3.75% |
3.75 |
2017-04-25 |
$13,755,000 |
0.46 |
| Intel Cv 2.95% |
2.95 |
2035-12-15 |
$19,395,000 |
0.46 |
| Sweden(Kingdom Of) 5.5% |
5.5 |
2012-10-08 |
$118,145,000 |
0.45 |
| Echostar Corp Bl L+5.5%, 1/31/19 |
0 |
2020-01-31 |
$19,100,000 |
0.44 |
| Jpmorgan Chase FRN |
7.9 |
2020-04-29 |
$16,140,000 |
0.41 |
| Dominos Pizza Mstr 2007-1 5.261% |
5.26 |
2037-04-25 |
$16,795,000 |
0.39 |
| Eur Forward Contract Eus60811, 6 |
|
|
$14,200,000 |
-0.46 |
| Eur Forward Contract Eus61511 6/ |
|
|
$84,700,000 |
-2.77 |
| US Treasury Note (Fut) |
|
|
$1,595 |
-4.38 |
| US Treasury Note |
|
|
$2,227 |
-7.98 |
