VA Short-Term Fixed Portfolio

Transcription

1 As of November 30, 2018 (Updated Monthly) Source: State Street Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited. By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices. USD 1 INTER AMERICAN DEVEL BK SR UNSECURED 06/ % 6/16/2020 USD $6,200,000 6,105, % 2.084% 2 USAA CAPITAL CORP SR UNSECURED 144A 02/19 VAR 2.771% 2/1/2019 USD $3,620,000 3,620, % 3.320% 3 WALMART INC SR UNSECURED 10/ % 10/9/2019 USD $3,330,000 3,298, % 4.446% 4 WESTPAC BANKING CORP SR UNSECURED 01/ % 1/17/2019 USD $3,275,000 3,271, % 5.563% 5 ROCHE HOLDINGS INC COMPANY GUAR 144A 09/19 VAR 2.726% 9/30/2019 USD $3,100,000 3,104, % 6.622% 6 BANK OF MONTREAL SR UNSECURED 06/20 VAR 2.774% 6/15/2020 USD $3,000,000 3,004, % 7.648% 7 COUNCIL OF EUROPE SR UNSECURED 05/ % 5/17/2019 USD $3,000,000 2,983, % 8.666% 8 SVENSKA HANDELSBANKEN AB COMPANY GUAR 01/ % 1/25/2019 USD $2,950,000 2,947, % 9.672% 9 AFRICAN DEVELOPMENT BANK SR UNSECURED 03/ % 3/16/2020 USD $2,950,000 2,912, % % 10 COUNCIL OF EUROPE SR UNSECURED 03/ % 3/10/2020 USD $2,806,000 2,761, % % 11 KFW GOVT GUARANT 06/ % 6/30/2020 USD $2,800,000 2,755, % % 12 TORONTO DOMINION BANK SR UNSECURED 06/ % 6/11/2020 USD $2,700,000 2,690, % % 13 EUROPEAN INVESTMENT BANK SR UNSECURED 06/ % 6/15/2020 USD $2,700,000 2,638, % % 14 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/ % 1/10/2020 USD $2,630,000 2,609, % % 15 SHELL INTERNATIONAL FIN COMPANY GUAR 09/19 VAR 2.684% 9/12/2019 USD $2,578,000 2,579, % % 16 SWEDISH EXPORT CREDIT SR UNSECURED 06/ % 6/17/2019 USD $2,500,000 2,488, % % 17 ROYAL BANK OF CANADA SR UNSECURED 03/ % 3/2/2020 USD $2,450,000 2,419, % % 18 COMMONWEALTH BANK AUST SR UNSECURED REGS 03/19 VAR 3.394% 3/15/2019 USD $2,400,000 2,405, % % 19 COOPERAT RABOBANK UA/NY SR UNSECURED 08/19 VAR 3.111% 8/9/2019 USD $2,388,000 2,394, % % 20 BNG BANK NV SR UNSECURED REGS 10/ % 10/30/2019 USD $2,400,000 2,376, % % 21 NORDIC INVESTMENT BANK SR UNSECURED 09/ % 9/29/2020 USD $2,428,000 2,366, % %

2 Page 2 of 7 USD 22 SVENSKA HANDELSBANKEN AB COMPANY GUAR 06/ % 6/17/2019 USD $2,300,000 2,289, % % 23 COOPERAT RABOBANK UA/NY SR UNSECURED 01/ % 1/14/2019 USD $2,275,000 2,272, % % 24 OEKB OEST. KONTROLLBANK GOVT GUARANT 01/ % 1/24/2020 USD $2,300,000 2,271, % % 25 APPLE INC SR UNSECURED 11/ % 11/13/2019 USD $2,291,000 2,267, % % 26 SWEDISH EXPORT CREDIT SR UNSECURED 08/ % 8/28/2020 USD $2,300,000 2,252, % % 27 WALMART INC SR UNSECURED 06/ % 6/23/2020 USD $2,204,000 2,199, % % 28 AUST + NZ BANKING GROUP SR UNSECURED 144A 12/ % 12/19/2019 USD $2,200,000 2,182, % % 29 KFW GOVT GUARANT 04/ % 4/20/2020 USD $2,200,000 2,158, % % 30 BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/19 VAR 2.670% 1/11/2019 USD $2,000,000 2,000, % % 31 EUROPEAN INVESTMENT BANK SR UNSECURED 08/ % 8/15/2019 USD $2,000,000 1,977, % % 32 APPLE INC SR UNSECURED 11/ % 11/13/2020 USD $2,000,000 1,962, % % 33 BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/20 VAR 2.734% 1/10/2020 USD $1,900,000 1,901, % % 34 BNG BANK NV SR UNSECURED REGS 06/ % 6/11/2019 USD $1,892,000 1,882, % % 35 BNG BANK NV SR UNSECURED REGS 10/ % 10/5/2020 USD $1,900,000 1,857, % % 36 NORDIC INVESTMENT BANK SR UNSECURED 04/ % 4/28/2020 USD $1,800,000 1,790, % % 37 FMS WERTMANAGEMENT GOVT GUARANT 08/ % 8/16/2019 USD $1,800,000 1,777, % % 38 NATIONAL AUSTRALIA BK/NY SR UNSECURED 07/ % 7/12/2019 USD $1,700,000 1,682, % % 39 INTL BK RECON + DEVELOP SR UNSECURED 04/ % 4/21/2020 USD $1,700,000 1,677, % % 40 ROYAL BANK OF CANADA SR UNSECURED 10/ % 10/26/2020 USD $1,700,000 1,663, % % 41 TOTAL CAPITAL SA COMPANY GUAR 06/ % 6/24/2020 USD $1,498,000 1,524, % % 42 EUROPEAN INVESTMENT BANK SR UNSECURED 05/ % 5/15/2020 USD $1,500,000 1,475, % % 43 KFW GOVT GUARANT 05/ % 5/29/2020 USD $1,500,000 1,472, % % 44 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 02/ % 2/21/2019 USD $1,400,000 1,396, % % 45 EQUINOR ASA COMPANY GUAR 11/ % 11/8/2019 USD $1,371,000 1,359, % % 46 APPLE INC SR UNSECURED 05/19 VAR 2.892% 5/6/2019 USD $1,300,000 1,301, % % 47 NEDER WATERSCHAPSBANK SR UNSECURED REGS 09/ % 9/5/2019 USD $1,300,000 1,289, % % 48 SWEDISH EXPORT CREDIT SR UNSECURED 06/ % 6/23/2020 USD $1,300,000 1,278, % % 49 NRW.BANK LOCAL GOVT G REGS 01/ % 1/27/2020 USD $1,267,000 1,251, % % 50 INTL BK RECON + DEVELOP SR UNSECURED 09/ % 9/4/2020 USD $1,262,000 1,234, % % 51 TORONTO DOMINION BANK SR UNSECURED 06/20 VAR 2.611% 6/11/2020 USD $1,200,000 1,199, % % 52 CHEVRON CORP SR UNSECURED 05/ % 5/16/2019 USD $1,200,000 1,193, % % 53 FMS WERTMANAGEMENT GOVT GUARANT REGS 05/ % 5/15/2020 USD $1,200,000 1,179, % % 54 TOYOTA MOTOR CREDIT CORP SR UNSECURED 03/ % 3/12/2020 USD $1,177,000 1,162, % % 55 TOTAL CAPITAL INTL SA COMPANY GUAR 06/19 VAR 2.689% 6/19/2019 USD $1,127,000 1,127, % % 56 INTER AMERICAN DEVEL BK UNSECURED 05/ % 5/12/2020 USD $1,141,000 1,121, % % 57 EUROPEAN INVESTMENT BANK SR UNSECURED 03/ % 3/16/2020 USD $1,092,000 1,074, % % 58 TORONTO DOMINION BANK SR UNSECURED 01/ % 1/22/2019 USD $1,050,000 1,048, % % 59 SHELL INTERNATIONAL FIN COMPANY GUAR 05/20 VAR 3.068% 5/11/2020 USD $1,002,000 1,006, % %

3 Page 3 of 7 USD 60 WESTPAC BANKING CORP SR UNSECURED 05/19 VAR 3.328% 5/13/2019 USD $1,000,000 1,002, % % 61 APPLE INC SR UNSECURED 02/19 VAR 2.671% 2/8/2019 USD $1,000, , % % 62 NATIONAL AUSTRALIA BANK SR UNSECURED 144A 07/19 VAR 2.730% 7/25/2019 USD $1,000, , % % 63 WALMART INC SR UNSECURED 06/20 VAR 2.406% 6/23/2020 USD $1,000, , % % 64 TOYOTA MOTOR CREDIT CORP SR UNSECURED 11/19 VAR 2.754% 11/14/2019 USD $1,000, , % % 65 TORONTO DOMINION BANK SR UNSECURED 09/20 VAR 2.594% 9/17/2020 USD $1,000, , % % 66 NEDER WATERSCHAPSBANK SR UNSECURED REGS 03/ % 3/13/2019 USD $1,000, , % % 67 KFW GOVT GUARANT 07/ % 7/15/2020 USD $1,000, , % % 68 ANZ NEW ZEALAND INTL/LDN COMPANY GUAR 144A 09/ % 9/23/2019 USD $1,000, , % % 69 BNG BANK NV SR UNSECURED REGS 02/ % 2/28/2020 USD $1,000, , % % 70 FMS WERTMANAGEMENT GOVT GUARANT REGS 02/ % 2/3/2020 USD $1,000, , % % 71 INTL BK RECON + DEVELOP SR UNSECURED 10/ % 10/7/2019 USD $1,000, , % % 72 NEDER WATERSCHAPSBANK SR UNSECURED 144A 09/ % 9/5/2019 USD $1,000, , % % 73 LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 01/ % 1/22/2020 USD $1,000, , % % 74 ROYAL BANK OF CANADA SR UNSECURED 03/ % 3/6/2020 USD $1,000, , % % 75 FMS WERTMANAGEMENT GOVT GUARANT 01/ % 1/24/2020 USD $1,000, , % % 76 ROYAL BANK OF CANADA SR UNSECURED 04/ % 4/15/2019 USD $990, , % % 77 EUROPEAN INVESTMENT BANK SR UNSECURED 12/ % 12/16/2019 USD $1,000, , % % 78 NOVARTIS CAPITAL CORP COMPANY GUAR 04/ % 4/24/2020 USD $958, , % % 79 ROYAL BANK OF CANADA SR UNSECURED 03/20 VAR 2.701% 3/2/2020 USD $923, , % % 80 ASIAN DEVELOPMENT BANK SR UNSECURED 08/ % 8/26/2020 USD $929, , % % 81 ANZ NEW ZEALAND INTL/LDN COMPANY GUAR REGS 09/ % 9/23/2019 USD $900, , % % 82 SHELL INTERNATIONAL FIN COMPANY GUAR 05/ % 5/11/2020 USD $900, , % % 83 CHEVRON CORP SR UNSECURED 02/19 VAR 2.797% 2/28/2019 USD $885, , % % 84 EUROPEAN BK RECON + DEV SR UNSECURED 11/ % 11/26/2019 USD $886, , % % 85 ROYAL BANK OF CANADA SR UNSECURED 10/ % 10/30/2020 USD $866, , % % 86 CISCO SYSTEMS INC SR UNSECURED 09/ % 9/20/2019 USD $861, , % % 87 ROYAL BANK OF CANADA SR UNSECURED 07/ % 7/29/2019 USD $810, , % % 88 BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/19 VAR 3.024% 3/15/2019 USD $800, , % % 89 APPLE INC SR UNSECURED 05/20 VAR 2.685% 5/11/2020 USD $800, , % % 90 NRW.BANK LOCAL GOVT G REGS 09/ % 9/23/2019 USD $800, , % % 91 BNG BANK NV SR UNSECURED REGS 03/ % 3/24/2020 USD $790, , % % 92 BANK OF MONTREAL SR UNSECURED 07/ % 7/13/2020 USD $750, , % % 93 AUST + NZ BANKING GRP NY SR UNSECURED 07/ % 7/15/2019 USD $750, , % % 94 CHEVRON CORP SR UNSECURED 03/ % 3/3/2020 USD $750, , % % 95 SHELL INTERNATIONAL FIN COMPANY GUAR 09/ % 9/12/2019 USD $720, , % % 96 SWEDISH EXPORT CREDIT SR UNSECURED 10/ % 10/7/2020 USD $700, , % % 97 WESTPAC BANKING CORP SR UNSECURED 08/ % 8/19/2019 USD $665, , % %

4 Page 4 of 7 USD 98 OEKB OEST. KONTROLLBANK GOVT GUARANT 04/ % 4/26/2019 USD $600, , % % 99 TORONTO DOMINION BANK SR UNSECURED 11/ % 11/5/2019 USD $600, , % % 100 COMMONWEALTH BK AUSTR NY SR UNSECURED 09/ % 9/6/2019 USD $517, , % % 101 TORONTO DOMINION BANK SR UNSECURED 08/19 VAR 3.268% 8/13/2019 USD $500, , % % 102 NATIONAL AUSTRALIA BANK SR UNSECURED 144A 01/20 VAR 3.004% 1/10/2020 USD $500, , % % 103 SVENSKA HANDELSBANKEN AB COMPANY GUAR 06/19 VAR 2.824% 6/17/2019 USD $500, , % % 104 APPLE INC SR UNSECURED 02/20 VAR 2.851% 2/7/2020 USD $500, , % % 105 TORONTO DOMINION BANK SR UNSECURED 01/19 VAR 3.309% 1/22/2019 USD $500, , % % 106 BERKSHIRE HATHAWAY FIN COMPANY GUAR 08/19 VAR 2.876% 8/15/2019 USD $500, , % % 107 EURO STABILITY MECHANISM SR UNSECURED 144A 10/ % 10/23/2020 USD $500, , % % 108 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/ % 1/14/2019 USD $500, , % % 109 SWEDISH EXPORT CREDIT SR UNSECURED 04/ % 4/12/2019 USD $500, , % % 110 NRW.BANK LOCAL GOVT G REGS 07/ % 7/1/2019 USD $500, , % % 111 BNG BANK NV SR UNSECURED 144A 02/ % 2/28/2020 USD $500, , % % 112 NESTLE HOLDINGS INC COMPANY GUAR REGS 01/ % 1/14/2020 USD $500, , % % 113 SWEDISH EXPORT CREDIT SR UNSECURED 08/ % 8/28/2019 USD $500, , % % 114 DEXIA CREDIT LOCAL SA NY GOVT LIQUID REGS 01/ % 1/29/2020 USD $500, , % % 115 INTL BK RECON + DEVELOP SR UNSECURED 08/ % 8/15/2019 USD $500, , % % 116 AFRICAN DEVELOPMENT BANK SR UNSECURED 09/ % 9/20/2019 USD $500, , % % 117 NEDER WATERSCHAPSBANK SR UNSECURED REGS 03/ % 3/4/2020 USD $500, , % % 118 SWEDISH EXPORT CREDIT SR UNSECURED 05/ % 5/18/2020 USD $500, , % % 119 EUROPEAN BK RECON + DEV SR UNSECURED 05/ % 5/5/2020 USD $500, , % % 120 ASIAN DEVELOPMENT BANK SR UNSECURED 05/ % 5/5/2020 USD $500, , % % 121 BANK OF NOVA SCOTIA SR UNSECURED 10/ % 10/21/2020 USD $500, , % % 122 TORONTO DOMINION BANK SR UNSECURED 09/ % 9/11/2020 USD $500, , % % 123 OEKB OEST. KONTROLLBANK GOVT GUARANT 10/ % 10/21/2020 USD $500, , % % 124 INTL FINANCE CORP SR UNSECURED 07/ % 7/16/2020 USD $486, , % % 125 APPLE INC SR UNSECURED 05/ % 5/11/2020 USD $477, , % % 126 CISCO SYSTEMS INC SR UNSECURED 01/ % 1/15/2020 USD $448, , % % 127 NORDEA BANK ABP SR UNSECURED REGS 04/ % 4/4/2019 USD $454, , % % 128 NEDER WATERSCHAPSBANK SR UNSECURED 144A 09/ % 9/9/2019 USD $450, , % % 129 NORDEA BANK ABP SR UNSECURED 144A 09/ % 9/30/2019 USD $449, , % % 130 COMMONWEALTH BK AUSTR NY SR UNSECURED 03/ % 3/13/2019 USD $436, , % % 131 SHELL INTERNATIONAL FIN COMPANY GUAR 09/ % 9/22/2019 USD $400, , % % 132 CHEVRON CORP SR UNSECURED 11/19 VAR 3.026% 11/15/2019 USD $400, , % % 133 NATIONAL AUSTRALIA BANK SR UNSECURED 144A 08/19 VAR 2.946% 8/29/2019 USD $400, , % % 134 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 03/ % 3/13/2020 USD $400, , % % 135 APPLE INC SR UNSECURED 09/ % 9/12/2019 USD $400, , % %

5 Page 5 of 7 USD 136 SVENSKA HANDELSBANKEN AB COMPANY GUAR 09/ % 9/6/2019 USD $400, , % % 137 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 10/ % 10/30/2019 USD $400, , % % 138 AMAZON.COM INC SR UNSECURED 08/ % 8/21/2020 USD $400, , % % 139 EUROFIMA SR UNSECURED REGS 05/ % 5/29/2020 USD $396, , % % 140 TORONTO DOMINION BANK SR UNSECURED 10/ % 10/24/2019 USD $354, , % % 141 COMMONWEALTH BANK AUST SR UNSECURED REGS 09/19 VAR 2.873% 9/6/2019 USD $336, , % % 142 ORACLE CORP SR UNSECURED 01/19 VAR 3.016% 1/15/2019 USD $328, , % % 143 ANZ NEW ZEALAND INTL/LDN COMPANY GUAR 144A 02/ % 2/1/2019 USD $300, , % % 144 COOPERAT RABOBANK UA/NY SR UNSECURED 01/ % 1/14/2020 USD $300, , % % 145 BNG BANK NV SR UNSECURED REGS 11/ % 11/25/2019 USD $300, , % % 146 KFW GOVT GUARANT 03/ % 3/31/2020 USD $300, , % % 147 NRW.BANK LOCAL GOVT G REGS 07/ % 7/29/2019 USD $260, , % % 148 AUST + NZ BANKING GRP NY SR UNSECURED 09/ % 9/23/2019 USD $250, , % % 149 COOPERAT RABOBANK UA/NY SR UNSECURED 08/ % 8/9/2019 USD $250, , % % 150 AFRICAN DEVELOPMENT BANK SR UNSECURED 02/ % 2/12/2020 USD $250, , % % 151 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/19 VAR 2.839% 1/17/2019 USD $236, , % % 152 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 01/ % 1/15/2020 USD $200, , % % 153 KFW GOVT GUARANT 01/ % 1/27/2020 USD $200, , % % 154 NOVARTIS CAPITAL CORP COMPANY GUAR 02/ % 2/14/2020 USD $200, , % % 155 TOYOTA MOTOR CREDIT CORP SR UNSECURED 07/ % 7/18/2019 USD $187, , % % 156 COMMONWEALTH BANK AUST SR UNSECURED REGS 11/19 VAR 3.229% 11/7/2019 USD $181, , % % Sovereign Bond 96,204, % 157 US TREASURY N/B 04/ % 4/15/2020 USD $7,400,000 7,272, % % 158 US TREASURY N/B 03/ % 3/31/2020 USD $4,000,000 3,972, % % 159 PROVINCE OF ALBERTA SR UNSECURED 12/ % 12/6/2019 USD $4,000,000 3,960, % % 160 KOMMUNEKREDIT SR UNSECURED REGS 08/ % 8/23/2019 USD $3,900,000 3,851, % % 161 PROVINCE OF QUEBEC SR UNSECURED 07/19 VAR 2.749% 7/21/2019 USD $3,655,000 3,660, % % 162 MANITOBA (PROVINCE OF) UNSECURED 05/ % 5/30/2019 USD $3,607,000 3,589, % % 163 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 07/ % 7/28/2020 USD $3,300,000 3,237, % % 164 US TREASURY N/B 02/ % 2/29/2020 USD $3,000,000 2,948, % % 165 ONTARIO (PROVINCE OF) SR UNSECURED 04/ % 4/14/2020 USD $2,864,000 2,917, % % 166 FEDERAL HOME LOAN BANK BONDS 05/ % 5/28/2020 USD $2,900,000 2,892, % % 167 KOMMUNEKREDIT SR UNSECURED REGS 06/ % 6/12/2020 USD $2,800,000 2,743, % % 168 US TREASURY N/B 11/ % 11/15/2019 USD $2,500,000 2,459, % % 169 US TREASURY N/B 02/ % 2/15/2020 USD $2,150,000 2,114, % % 170 PROVINCE OF QUEBEC UNSECURED 07/ % 7/29/2020 USD $2,052,000 2,069, % % 171 CPPIB CAPITAL INC COMPANY GUAR 144A 10/20 VAR 2.466% 10/16/2020 USD $2,000,000 2,000, % % 172 US TREASURY N/B 03/ % 3/31/2020 USD $2,000,000 1,963, % %

6 Page 6 of 7 USD Sovereign Bond 96,204, % 173 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 09/ % 9/1/2020 USD $2,000,000 1,953, % % 174 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 07/ % 7/25/2019 USD $1,900,000 1,885, % % 175 US TREASURY N/B 03/ % 3/15/2020 USD $1,900,000 1,872, % % 176 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 05/ % 5/21/2019 USD $1,850,000 1,841, % % 177 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 03/ % 3/19/2020 USD $1,850,000 1,822, % % 178 EXPORT DEVELOPMNT CANADA SR UNSECURED 144A 02/ % 2/10/2020 USD $1,820,000 1,807, % % 179 EXPORT DEVELOPMNT CANADA SR UNSECURED 08/ % 8/19/2019 USD $1,700,000 1,687, % % 180 ONTARIO (PROVINCE OF) SR UNSECURED 05/ % 5/21/2020 USD $1,600,000 1,574, % % 181 FEDERAL HOME LOAN BANK BONDS 02/ % 2/11/2020 USD $1,500,000 1,488, % % 182 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 09/ % 9/16/2019 USD $1,500,000 1,481, % % 183 US TREASURY N/B 04/ % 4/30/2020 USD $1,500,000 1,465, % % 184 KOMMUNALBANKEN AS SR UNSECURED REGS 03/ % 3/15/2019 USD $1,450,000 1,447, % % 185 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 01/ % 1/28/2019 USD $1,400,000 1,397, % % 186 OEKB OEST. KONTROLLBANK GOVT GUARANT 02/ % 2/10/2020 USD $1,376,000 1,351, % % 187 ONTARIO (PROVINCE OF) SR UNSECURED 06/ % 6/17/2019 USD $1,323,000 1,311, % % 188 KOMMUNALBANKEN AS SR UNSECURED REGS 04/ % 4/17/2020 USD $1,300,000 1,292, % % 189 KOMMUNALBANKEN AS SR UNSECURED REGS 01/ % 1/15/2020 USD $1,200,000 1,183, % % 190 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 01/ % 1/22/2020 USD $1,200,000 1,182, % % 191 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 01/ % 1/21/2020 USD $1,110,000 1,092, % % 192 KOMMUNALBANKEN AS SR UNSECURED REGS 10/ % 10/22/2019 USD $1,034,000 1,021, % % 193 FEDERAL HOME LOAN BANK BONDS 03/ % 3/30/2020 USD $1,000, , % % 194 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 01/ % 1/13/2020 USD $1,000, , % % 195 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 03/ % 3/23/2020 USD $968, , % % 196 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 04/ % 4/18/2019 USD $800, , % % 197 FEDERAL HOME LOAN BANK BONDS 03/ % 3/13/2020 USD $800, , % % 198 US TREASURY N/B 10/ % 10/31/2019 USD $800, , % % 199 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 09/ % 9/17/2019 USD $800, , % % 200 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 11/ % 11/12/2019 USD $700, , % % 201 CAISSE D AMORT DETTE SOC SR UNSECURED 144A 01/ % 1/28/2019 USD $600, , % % 202 KOMMUNALBANKEN AS SR UNSECURED REGS 05/ % 5/28/2019 USD $600, , % % 203 EXPORT DEVELOPMNT CANADA SR UNSECURED 07/ % 7/21/2020 USD $600, , % % 204 FEDERAL HOME LOAN BANK BONDS 03/ % 3/13/2020 USD $500, , % % 205 CPPIB CAPITAL INC COMPANY GUAR 144A 09/ % 9/20/2019 USD $500, , % % 206 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 04/ % 4/17/2020 USD $500, , % % 207 US TREASURY N/B 02/ % 2/29/2020 USD $500, , % % 208 KOMMUNINVEST I SVERIGE LOCAL GOVT G 144A 09/ % 9/1/2020 USD $500, , % % 209 KOMMUNALBANKEN AS SR UNSECURED REGS 10/ % 10/26/2020 USD $500, , % % 210 US TREASURY N/B 01/ % 1/31/2020 USD $450, , % %

7 Page 7 of 7 USD Sovereign Bond 96,204, % 211 KOMMUNALBANKEN AS SR UNSECURED REGS 09/ % 9/15/2020 USD $418, , % % 212 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 09/ % 9/24/2019 USD $410, , % % 213 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 08/ % 8/2/2019 USD $400, , % % 214 ONTARIO (PROVINCE OF) SR UNSECURED 10/ % 10/7/2019 USD $300, , % % 215 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 06/ % 6/17/2019 USD $300, , % % 216 KOMMUNALBANKEN AS SR UNSECURED 144A 04/ % 4/17/2020 USD $300, , % % 217 CAISSE D AMORT DETTE SOC 09/ % 9/24/2019 USD $300, , % % STIF 14,781, % 218 BANK OF MONTREAL % 3/6/2020 USD $4,000,000 3,999, % % 219 BANK OF NOVA SCOTIA 3.087% 2/28/2019 USD $2,000,000 2,001, % % 220 PSP CAPITAL INC % 2/11/2019 USD $2,000,000 1,989, % % 221 COCA-COLA COMPANY 2.520% 2/21/2019 USD $2,000,000 1,988, % % 222 NORDEA BK AB PUBL NY 2.657% 3/7/2019 USD $1,000,000 1,000, % % 223 SVENSKA HANDLSBNKN A 3.018% 2/12/2019 USD $1,000,000 1,000, % % 224 NORDEA BK AB (PUBL) NY 2.694% 4/10/2019 USD $1,000,000 1,000, % % 225 BANK OF MONTREAL % 5/7/2019 USD $1,000, , % % 226 SVENSKA HANDLSBNKN A 2.689% 1/22/2020 USD $800, , % % Total 292,956, %