DFA Five-Year Global Fixed Income Portfolio-Institutional Class

Transcription

1 DFA Five-Year Global Fixed Income Portfolio-Institutional Class 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 ASIAN DEVELOPMENT BANK SR UNSECURED 05/ % 5/25/2023 EUR 244,378, ,976, % 1.863% 2 EURO STABILITY MECHANISM SR UNSECURED REGS 07/ % 7/31/2023 EUR 228,183, ,388, % 3.589% 3 EFSF GOVT GUARANT REGS 11/ % 11/17/2022 EUR 218,238, ,486, % 5.242% 4 TORONTO DOMINION BANK DEPOSIT NOTE 03/ % 3/23/2022 CAD $313,467, ,841, % 6.771% 5 ROYAL BANK OF CANADA DEPOSIT NOTE REGS 03/ % 3/2/2022 CAD $304,434, ,834, % 8.252% 6 ORACLE CORP SR UNSECURED 09/ % 9/15/2021 USD $216,610, ,437, % 9.644% 7 EURO STABILITY MECHANISM SR UNSECURED REGS 10/ % 10/18/2022 EUR 165,521, ,680, % % 8 BNG BANK NV SR UNSECURED REGS 07/ % 7/11/2023 EUR 164,891, ,151, % % 9 WESTPAC BANKING CORP SR UNSECURED 01/ % 1/11/2022 USD $187,511, ,976, % % 10 BANK OF NOVA SCOTIA SR UNSECURED 03/ % 3/7/2022 USD $173,468, ,424, % % 11 NRW.BANK LOCAL GOVT G 11/ % 11/11/2022 EUR 128,540, ,597, % % 12 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/ % 1/10/2022 USD $147,432, ,797, % % 13 COOPERAT RABOBANK UA/NY SR UNSECURED 01/ % 1/10/2022 USD $143,170, ,068, % % 14 LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 06/ % 6/12/2023 EUR 117,000, ,496, % % 15 NRW.BANK LOCAL GOVT G 07/ % 7/7/2023 EUR 110,300, ,087, % % 16 TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/ % 4/8/2021 USD $128,749, ,877, % % 17 SANOFI SR UNSECURED REGS 03/ % 3/21/2023 EUR 107,300, ,525, % % 18 PROCTER + GAMBLE CO/THE SR UNSECURED 08/ % 8/11/2022 USD $112,947, ,753, % % 19 NATIONAL AUSTRALIA BK/NY SR UNSECURED 05/ % 5/22/2022 USD $112,927, ,503, % % 20 KFW GOVT GUARANT 11/ % 11/7/2023 EUR 91,000, ,326, % % 21 EFSF GOVT GUARANT REGS 10/ % 10/17/2023 EUR 91,000, ,848, % %

2 Page 2 of 9 USD 22 NRW.BANK LOCAL GOVT G REGS 03/ % 3/10/2023 EUR 89,000, ,183, % % 23 TORONTO DOMINION BANK SR UNSECURED 04/ % 4/7/2021 USD $103,746, ,936, % % 24 PFIZER INC SR UNSECURED 03/ % 3/6/2022 EUR 88,008,000 99,712, % % 25 COUNCIL OF EUROPE SR UNSECURED REGS 05/ % 5/25/2023 EUR 87,670,000 99,711, % % 26 KFW GOVT GUARANT 09/ % 9/15/2023 EUR 87,801,000 99,215, % % 27 EUROPEAN INVESTMENT BANK SR UNSECURED 03/ % 3/15/2023 EUR 81,786,000 98,969, % % 28 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/ % 1/11/2022 USD $97,596,000 95,454, % % 29 APPLE INC SR UNSECURED 02/ % 2/9/2022 USD $97,478,000 95,179, % % 30 KFW GOVT GUARANT 02/ % 2/24/2023 EUR 82,800,000 94,424, % % 31 MERCK + CO INC SR UNSECURED 02/ % 2/10/2022 USD $94,738,000 91,725, % % 32 CISCO SYSTEMS INC SR UNSECURED 09/ % 9/20/2021 USD $94,484,000 90,803, % % 33 IBM CORP SR UNSECURED 01/ % 1/27/2022 USD $93,875,000 90,525, % % 34 COMMONWEALTH BANK AUST SR UNSECURED 144A 03/ % 3/10/2022 USD $92,078,000 89,526, % % 35 AUST + NZ BANKING GRP NY SR UNSECURED 11/ % 11/9/2022 USD $89,167,000 85,614, % % 36 ROYAL BANK OF CANADA DEPOSIT NOTE 03/ % 3/15/2021 CAD $110,500,000 81,629, % % 37 ORACLE CORP SR UNSECURED 05/ % 5/15/2022 USD $79,485,000 77,019, % % 38 CHEVRON CORP SR UNSECURED 03/ % 3/3/2022 USD $78,872,000 76,509, % % 39 SHELL INTERNATIONAL FIN COMPANY GUAR 05/ % 5/10/2021 USD $78,735,000 76,000, % % 40 ROYAL BANK OF CANADA SR UNSECURED 02/ % 2/1/2022 USD $76,944,000 75,251, % % 41 PFIZER INC SR UNSECURED 06/ % 6/3/2021 USD $76,525,000 74,340, % % 42 KFW GOVT GUARANT 08/ % 8/15/2023 EUR 57,114,000 71,073, % % 43 DEXIA CREDIT LOCAL GOVT LIQUID REGS 01/ % 1/25/2023 EUR 60,100,000 69,714, % % 44 COCA COLA CO/THE SR UNSECURED 03/ % 3/9/2023 EUR 60,770,000 69,633, % % 45 BNG BANK NV SR UNSECURED REGS 02/ % 2/22/2023 EUR 59,000,000 67,451, % % 46 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 02/ % 2/28/2022 EUR 57,386,000 64,804, % % 47 OP CORPORATE BANK PLC SR UNSECURED REGS 03/ % 3/3/2022 EUR 56,018,000 64,229, % % 48 3M COMPANY SR UNSECURED 02/ % 2/15/2022 EUR 55,027,000 62,563, % % 49 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 12/ % 12/14/2022 EUR 53,008,000 61,546, % % 50 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 10/ % 10/31/2022 GBP 46,000,000 61,259, % % 51 SHELL INTERNATIONAL FIN COMPANY GUAR REGS 04/ % 4/6/2022 EUR 51,086,000 59,228, % % 52 SHELL INTERNATIONAL FIN COMPANY GUAR 09/ % 9/12/2021 USD $61,239,000 58,658, % % 53 PFIZER INC SR UNSECURED 12/ % 12/15/2021 USD $57,616,000 55,955, % % 54 COOPERATIEVE RABOBANK UA COMPANY GUAR 02/ % 2/8/2022 USD $55,157,000 55,472, % % 55 ORACLE CORP SR UNSECURED 07/ % 7/8/2021 USD $52,678,000 52,026, % % 56 EFSF GOVT GUARANT REGS 01/ % 1/20/2023 EUR 44,500,000 51,426, % % 57 SHELL INTERNATIONAL FIN COMPANY GUAR REGS 03/ % 3/15/2022 EUR 43,106,000 50,390, % % 58 KFW GOVT GUARANT 06/ % 6/7/2023 EUR 42,000,000 47,828, % % 59 SHELL INTERNATIONAL FIN COMPANY GUAR 08/ % 8/21/2022 USD $49,628,000 47,725, % %

3 Page 3 of 9 USD 60 ASB FINANCE LTD COMPANY GUAR REGS 06/ % 6/10/2022 EUR 41,239,000 46,469, % % 61 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 06/ % 6/6/2022 EUR 35,519,000 46,427, % % 62 BNG BANK NV SR UNSECURED REGS 08/ % 8/26/2022 EUR 39,664,000 45,827, % % 63 COUNCIL OF EUROPE SR UNSECURED REGS 10/ % 10/27/2022 EUR 39,747,000 45,808, % % 64 TOTAL CAPITAL INTL SA COMPANY GUAR 02/ % 2/17/2022 USD $45,674,000 44,815, % % 65 EUROPEAN INVESTMENT BANK SR UNSECURED 10/ % 10/16/2023 EUR 39,214,000 44,232, % % 66 INTL BK RECON + DEVELOP SR UNSECURED 12/ % 12/19/2022 GBP 34,750,000 43,927, % % 67 JOHNSON + JOHNSON SR UNSECURED 01/ % 1/20/2022 EUR 38,623,000 43,892, % % 68 TORONTO DOMINION BANK DEPOSIT NOTE REGS 12/ % 12/22/2021 CAD $57,179,000 42,636, % % 69 BERKSHIRE HATHAWAY INC SR UNSECURED 03/ % 3/15/2021 USD $42,352,000 41,518, % % 70 BANK OF MONTREAL DEPOSIT NOTE 03/ % 3/31/2021 CAD $56,000,000 41,195, % % 71 TORONTO DOMINION BANK SR UNSECURED 07/ % 7/13/2021 USD $41,938,000 40,278, % % 72 SWEDISH EXPORT CREDIT SR UNSECURED 12/ % 12/15/2022 GBP 31,487,000 40,232, % % 73 BERKSHIRE HATHAWAY INC SR UNSECURED 01/ % 1/31/2022 USD $37,959,000 37,965, % % 74 NRW.BANK LOCAL GOVT G 08/ % 8/10/2022 EUR 33,000,000 37,433, % % 75 JOHNSON + JOHNSON SR UNSECURED 03/ % 3/3/2022 USD $37,386,000 36,333, % % 76 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 02/ % 2/17/2022 EUR 31,728,000 35,904, % % 77 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/ % 5/17/2021 USD $34,800,000 34,286, % % 78 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/ % 6/2/2022 EUR 29,400,000 33,545, % % 79 EQUINOR ASA COMPANY GUAR REGS 02/ % 2/17/2023 EUR 28,954,000 33,416, % % 80 WESTPAC BANKING CORP SR UNSECURED 08/ % 8/19/2021 USD $34,692,000 33,281, % % 81 COCA COLA CO/THE SR UNSECURED 09/ % 9/22/2022 EUR 28,226,000 32,925, % % 82 ROYAL BANK OF CANADA SR UNSECURED 01/ % 1/19/2021 USD $33,406,000 32,830, % % 83 APPLE INC SR UNSECURED 11/ % 11/10/2022 EUR 27,825,000 32,558, % % 84 APPLE INC SR UNSECURED 05/ % 5/11/2022 USD $33,200,000 32,092, % % 85 TOYOTA CREDIT CANADA INC SR UNSECURED 02/ % 2/28/2022 CAD $43,966,000 31,963, % % 86 TOYOTA MOTOR CREDIT CORP SR UNSECURED REGS 07/ % 7/21/2022 EUR 27,550,000 31,654, % % 87 TOYOTA MOTOR CREDIT CORP SR UNSECURED 07/ % 7/13/2022 USD $31,545,000 30,924, % % 88 ANZ NEW ZEALAND INTL LTD COMPANY GUAR REGS 03/ % 3/1/2022 EUR 27,377,000 30,839, % % 89 CISCO SYSTEMS INC SR UNSECURED 02/ % 2/28/2021 USD $31,517,000 30,786, % % 90 WESTPAC BANKING CORP SR UNSECURED 06/ % 6/28/2022 USD $31,886,000 30,698, % % 91 BANK OF MONTREAL SR UNSECURED 08/ % 8/27/2021 USD $31,907,000 30,633, % % 92 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 09/ % 9/7/2022 EUR 27,190,000 30,548, % % 93 COCA COLA CO/THE SR UNSECURED 05/ % 5/25/2022 USD $30,592,000 29,633, % % 94 CHEVRON CORP SR UNSECURED 05/ % 5/16/2021 USD $29,875,000 29,048, % % 95 PROCTER + GAMBLE CO/THE SR UNSECURED REGS 08/ % 8/16/2022 EUR 23,959,000 28,873, % % 96 ASIAN DEVELOPMENT BANK SR UNSECURED REGS 12/ % 12/15/2022 GBP 22,333,000 28,213, % % 97 CPPIB CAPITAL INC COMPANY GUAR 144A 01/ % 1/25/2022 USD $28,442,000 27,707, % %

4 Page 4 of 9 USD 98 SHELL INTERNATIONAL FIN COMPANY GUAR 11/ % 11/10/2020 USD $28,206,000 27,686, % % 99 NOVARTIS CAPITAL CORP COMPANY GUAR 05/ % 5/17/2022 USD $28,465,000 27,577, % % 100 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/ % 1/12/2022 USD $27,558,000 27,516, % % 101 DEXIA CREDIT LOCAL GOVT LIQUID REGS 01/ % 1/21/2022 EUR 22,650,000 26,161, % % 102 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 12/ % 12/6/2022 EUR 22,849,000 26,067, % % 103 FMS WERTMANAGEMENT GOVT GUARANT REGS 09/ % 9/7/2023 GBP 20,300,000 25,626, % % 104 TRANSPORT FOR LONDON SR UNSECURED REGS 08/ % 8/9/2022 GBP 19,458,000 25,421, % % 105 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/ % 6/15/2022 GBP 20,100,000 25,285, % % 106 TOTAL CAPITAL CANADA LTD COMPANY GUAR REGS 03/ % 3/18/2022 EUR 21,600,000 25,174, % % 107 TOYOTA CREDIT CANADA INC SR UNSECURED 07/ % 7/18/2022 CAD $34,200,000 25,009, % % 108 COCA COLA CO/THE SR UNSECURED 09/ % 9/1/2021 USD $24,889,000 24,999, % % 109 TORONTO DOMINION BANK DEPOSIT NOTE 05/ % 5/30/2023 CAD $33,000,000 24,780, % % 110 BAYERISCHE LANDESBODEN LOCAL GOVT G 02/ % 2/9/2022 EUR 19,829,000 24,319, % % 111 BERKSHIRE HATHAWAY INC SR UNSECURED 03/ % 3/16/2023 EUR 21,058,000 24,025, % % 112 EQUINOR ASA COMPANY GUAR 01/ % 1/23/2022 USD $22,182,000 21,956, % % 113 ROYAL BANK OF CANADA DEPOSIT NOTE 03/ % 3/21/2022 CAD $30,000,000 21,857, % % 114 MERCK + CO INC SR UNSECURED 10/ % 10/15/2021 EUR 18,277,000 21,218, % % 115 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 10/ % 10/11/2021 EUR 18,733,000 21,202, % % 116 NEDER WATERSCHAPSBANK SR UNSECURED 09/ % 9/25/2023 EUR 18,609,000 21,048, % % 117 COCA COLA CO/THE SR UNSECURED 09/ % 9/1/2021 USD $21,459,000 20,646, % % 118 CHEVRON CORP SR UNSECURED 03/ % 3/3/2022 USD $21,209,000 20,518, % % 119 BNG BANK NV SR UNSECURED REGS 06/ % 6/17/2022 GBP 15,457,000 19,469, % % 120 COMMONWEALTH BANK AUST SR UNSECURED REGS 07/ % 7/11/2022 EUR 16,950,000 19,213, % % 121 OP CORPORATE BANK PLC SR UNSECURED REGS 10/ % 10/11/2022 EUR 16,840,000 19,006, % % 122 NOVARTIS FINANCE SA COMPANY GUAR REGS 08/ % 8/14/2023 EUR 16,000,000 18,286, % % 123 MICROSOFT CORP SR UNSECURED 02/ % 2/12/2022 USD $18,644,000 18,177, % % 124 TOYOTA MOTOR CREDIT CORP SR UNSECURED REGS 02/ % 2/1/2023 EUR 13,707,000 16,729, % % 125 NORDEA BANK ABP SR UNSECURED REGS 07/ % 7/5/2022 EUR 13,403,000 16,706, % % 126 PROCTER + GAMBLE CO/THE SR UNSECURED 11/ % 11/3/2021 USD $17,003,000 16,334, % % 127 COLGATE PALMOLIVE CO SR UNSECURED 05/ % 5/3/2022 USD $15,897,000 15,375, % % 128 NEDER WATERSCHAPSBANK SR UNSECURED REGS 01/ % 1/19/2023 EUR 13,300,000 15,352, % % 129 NESTLE FINANCE INTL LTD COMPANY GUAR REGS 09/ % 9/12/2022 EUR 12,765,000 15,316, % % 130 BERKSHIRE HATHAWAY INC SR UNSECURED 01/ % 1/17/2023 EUR 13,273,000 15,109, % % 131 PROVINCE OF QUEBEC UNSECURED REGS 05/ % 5/24/2022 GBP 11,551,000 14,468, % % 132 ROYAL BANK OF CANADA DEPOSIT NOTE REGS 03/ % 3/4/2021 CAD $19,000,000 14,295, % % 133 FMS WERTMANAGEMENT GOVT GUARANT REGS 09/ % 9/7/2022 GBP 11,000,000 13,881, % % 134 SANOFI SR UNSECURED REGS 09/ % 9/13/2022 EUR 12,200,000 13,689, % % 135 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 08/ % 8/23/2022 EUR 10,905,000 13,352, % %

5 Page 5 of 9 USD 136 WESTPAC BANKING CORP SR UNSECURED REGS 01/ % 1/17/2022 EUR 11,762,000 13,238, % % 137 NEDER WATERSCHAPSBANK SR UNSECURED REGS 10/ % 10/27/2022 EUR 11,304,000 13,048, % % 138 NEDER WATERSCHAPSBANK SR UNSECURED REGS 03/ % 3/28/2022 EUR 10,100,000 12,604, % % 139 NORDEA BANK ABP SR UNSECURED REGS 06/ % 6/2/2022 GBP 9,480,000 12,303, % % 140 NORDIC INVESTMENT BANK SR UNSECURED REGS 08/ % 8/31/2022 NOK kr100,000,000 11,590, % % 141 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 01/ % 1/20/2022 EUR 9,168,000 10,522, % % 142 TOTAL CAPITAL INTL SA COMPANY GUAR 06/ % 6/19/2021 USD $10,359,000 10,218, % % 143 OEKB OEST. KONTROLLBANK GOVT GUARANT REGS 03/ % 3/7/2022 GBP 8,000,000 10,034, % % 144 TOYOTA CREDIT CANADA INC SR UNSECURED 02/ % 2/25/2021 CAD $13,000,000 9,620, % % 145 CHEVRON CORP SR UNSECURED 12/ % 12/5/2022 USD $10,000,000 9,563, % % 146 MICROSOFT CORP SR UNSECURED 02/ % 2/6/2022 USD $8,922,000 8,718, % % 147 EXXON MOBIL CORPORATION SR UNSECURED 03/ % 3/6/2022 USD $8,616,000 8,355, % % 148 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/ % 6/1/2023 EUR 6,600,000 7,486, % % 149 NORDEA BANK ABP SR UNSECURED REGS 06/ % 6/30/2022 EUR 6,300,000 7,119, % % 150 WESTPAC BANKING CORP SR UNSECURED REGS 12/ % 12/14/2022 GBP 5,416,000 7,095, % % 151 3M COMPANY SR UNSECURED 05/ % 5/15/2023 EUR 6,000,000 6,949, % % 152 CPPIB CAPITAL INC COMPANY GUAR REGS 01/ % 1/25/2022 USD $7,130,000 6,945, % % 153 L BANK BW FOERDERBANK LOCAL GOVT G REGS 03/ % 3/7/2022 GBP 5,485,000 6,898, % % 154 ROCHE FINANCE EUROPE BV COMPANY GUAR REGS 02/ % 2/27/2023 EUR 6,000,000 6,893, % % 155 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 08/ % 8/5/2022 GBP 5,351,000 6,686, % % 156 NESTLE FINANCE INTL LTD COMPANY GUAR REGS 11/ % 11/8/2021 EUR 5,762,000 6,658, % % 157 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 12/ % 12/5/2022 GBP 5,000,000 6,583, % % 158 MICROSOFT CORP SR UNSECURED 12/ % 12/6/2021 EUR 5,419,000 6,492, % % 159 BNG BANK NV SR UNSECURED REGS 03/ % 3/15/2022 GBP 5,030,000 6,348, % % 160 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/ % 1/18/2023 CAD $8,000,000 5,976, % % 161 WALMART INC SR UNSECURED 04/ % 4/8/2022 EUR 5,000,000 5,971, % % 162 TEMASEK FINANCIAL I LTD COMPANY GUAR REGS 07/ % 7/26/2022 GBP 4,200,000 5,952, % % 163 DEXIA CREDIT LOCAL GOVT LIQUID REGS 09/ % 9/7/2021 GBP 4,600,000 5,776, % % 164 NESTLE HOLDINGS INC COMPANY GUAR REGS 01/ % 1/18/2022 USD $5,872,000 5,725, % % 165 NORDIC INVESTMENT BANK SR UNSECURED 06/ % 6/19/2023 NOK kr47,000,000 5,379, % % 166 NESTLE FINANCE INTL LTD COMPANY GUAR REGS 05/ % 5/16/2023 EUR 4,500,000 5,184, % % 167 APPLE INC SR UNSECURED 09/ % 9/12/2022 USD $5,415,000 5,166, % % 168 TORONTO DOMINION BANK DEPOSIT NOTE 04/ % 4/2/2020 CAD $6,500,000 4,829, % % 169 WALMART INC SR UNSECURED 04/ % 4/8/2022 EUR 3,500,000 4,180, % % 170 TOTAL CAPITAL INTL SA COMPANY GUAR REGS 03/ % 3/15/2023 EUR 3,200,000 3,881, % % 171 EUROFIMA SR UNSECURED REGS 04/ % 4/25/2023 EUR 3,373,000 3,829, % % 172 OP CORPORATE BANK PLC SR UNSECURED REGS 05/ % 5/20/2022 GBP 2,550,000 3,328, % % 173 APPLE INC SR UNSECURED 02/ % 2/23/2021 USD $2,467,000 2,418, % %

6 Page 6 of 9 USD 174 TOTAL CAPITAL INTL SA COMPANY GUAR REGS 07/ % 7/12/2023 EUR 2,000,000 2,243, % % 175 TEMASEK FINANCIAL I LTD COMPANY GUAR REGS 03/ % 3/1/2022 EUR 1,802,000 2,062, % % 176 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 01/ % 1/18/2022 GBP 1,000,000 1,298, % % 177 DEUTSCHE BAHN FIN GMBH COMPANY GUAR REGS 09/ % 9/12/2023 EUR 1,000,000 1,252, % % 178 DEXIA CREDIT LOCAL GOVT LIQUID 144A 09/ % 9/20/2022 USD $1,012, , % % Currency Forward Contract 204,001, % 179 NOK /9/2019-1,305,521, ,170, ,487, % % 180 NOK /20/2018-1,192,710, ,876, ,486, % % 181 NOK /27/2018-1,109,047, ,184, ,955, % % 182 EUR /18/ ,008, ,442, ,360, % % 183 EUR /17/ ,256, ,574, ,998, % % 184 EUR /13/ ,215, ,799, ,888, % % 185 EUR /14/ ,937, ,367, ,813, % % 186 EUR /19/ ,490, ,871, ,793, % % 187 EUR /6/ ,359, ,015, ,755, % % 188 EUR /5/ ,786, ,224, ,410, % % 189 EUR /7/ ,363, ,294, ,384, % % 190 EUR /12/ ,225, ,726, ,138, % % 191 EUR /10/ ,269, ,748, ,029, % % 192 EUR /15/ ,799, ,011, ,969, % % 193 EUR /11/ ,926, ,840, ,879, % % 194 EUR /14/ ,885, ,686, ,767, % % 195 EUR /20/ ,346, ,054, ,683, % % 196 EUR /27/ ,127, ,450, ,678, % % 197 EUR /2/ ,921, ,123, ,641, % % 198 CAD /16/ ,216, ,595, ,632, % % 199 EUR /11/ ,224, ,492, ,609, % % 200 EUR /10/ ,504, ,754, ,581, % % 201 GBP /15/ ,534,063 79,886, ,211, % % 202 EUR /28/ ,162, ,640, ,198, % % 203 EUR /16/ ,997, ,290, ,012, % % 204 EUR /9/ ,335, ,685, ,897, % % 205 EUR /18/ ,112, ,128, ,841, % % 206 EUR /3/ ,041, ,191, ,834, % % 207 CAD /18/ ,248, ,350, ,762, % % 208 EUR /4/ ,537, ,633, ,745, % % 209 CAD /7/ ,397, ,077, ,704, % % 210 EUR /22/ ,004, ,051, ,677, % %

7 Page 7 of 9 USD Currency Forward Contract 204,001, % 211 CAD /17/ ,052, ,650, ,611, % % 212 SEK /16/2019-1,058,648, ,802, ,558, % % 213 EUR /7/ ,236, ,225, ,418, % % 214 EUR /23/ ,523, ,691, ,307, % % 215 EUR /17/ ,786, ,157, ,281, % % 216 GBP /11/ ,493,204 77,264, ,281, % % 217 GBP /16/ ,550,313 76,078, ,229, % % 218 CAD /25/ ,920, ,496, ,205, % % 219 CAD /28/ ,636, ,161, ,097, % % 220 CAD /11/ ,318, ,752, ,935, % % 221 EUR /7/ ,283, ,241, ,907, % % 222 CAD /24/ ,312, ,297, ,827, % % 223 CAD /22/ ,827, ,173, ,823, % % 224 EUR /1/ ,056, ,982, ,779, % % 225 CAD /29/ ,379, ,956, ,778, % % 226 NOK /15/ ,643,175 27,823, ,610, % % 227 EUR /5/ ,005, ,662, ,603, % % 228 GBP /17/ ,781,463 82,765, ,587, % % 229 EUR /8/ ,385, ,989, ,521, % % 230 CAD /10/ ,923, ,179, ,519, % % 231 SEK /18/2019-1,003,918, ,782, ,493, % % 232 CAD /14/ ,010, ,886, ,492, % % 233 SEK /11/ ,149, ,900, ,484, % % 234 EUR /25/ ,177,993 83,258, ,445, % % 235 SEK /22/2019-1,003,286, ,747, ,369, % % 236 EUR /20/ ,798, ,737, ,324, % % 237 EUR /19/ ,090, ,938, ,290, % % 238 EUR /28/ ,321, ,517, ,288, % % 239 EUR /24/ ,336, ,902, ,271, % % 240 CAD /23/ ,526, ,515, ,247, % % 241 EUR /21/ ,454, ,357, ,238, % % 242 SEK /6/2018-1,084,527, ,148, ,222, % % 243 EUR /31/ ,787, ,527, ,197, % % 244 EUR /29/ ,116, ,400, , % % 245 EUR /12/ ,583, ,260, , % % 246 AUD /20/ , % % 247 DKK /15/2019-1,010,907, ,015, , % % 248 EUR /4/ ,606, ,334, , % %

8 Page 8 of 9 USD Currency Forward Contract 204,001, % 249 CAD /15/ ,676,184 99,220, , % % 250 EUR /8/ ,243, ,207, , % % 251 EUR /21/ ,137,719 95,410, , % % 252 EUR /30/ ,957, ,400, , % % 253 GBP /22/ ,684,092 81,382, , % % 254 EUR /25/ ,255, ,894, , % % 255 SEK /14/2019-1,049,812, ,809, , % % 256 EUR /28/ ,535, ,940, , % % 257 EUR /22/ ,167, ,339, , % % 258 GBP /25/ ,065,657 76,769, , % % 259 EUR /15/ ,886, ,339, , % % 260 EUR /6/ ,184, ,599, , % % 261 CAD /30/ ,533,092 75,021, , % % 262 SEK /25/2019-1,030,529, ,782, , % % 263 DKK /31/ ,990,447 24,867, , % % 264 EUR /26/ ,560, ,818, , % % 265 EUR /14/ ,246, ,318, , % % 266 EUR /13/ ,004, ,333, , % % 267 EUR /27/ ,054, ,533, , % % 268 EUR /11/ ,924, ,638, , % % 269 SEK /24/ ,882, ,421, , % % Sovereign Bond 5,935,561, % 270 REPUBLIC OF AUSTRIA SR UNSECURED 144A REGS 07/ % 7/15/2023 EUR 384,000, ,310, % % 271 NORWEGIAN GOVERNMENT BONDS 144A REGS 05/ % 5/24/2023 NOK kr3,596,000, ,059, % % 272 BELGIUM KINGDOM UNSECURED REGS 06/ % 6/22/2023 EUR 318,000, ,178, % % 273 FINNISH GOVERNMENT UNSECURED 144A REGS 09/ % 9/15/2023 EUR 336,200, ,479, % % 274 SWEDISH GOVERNMENT BONDS 06/ % 6/1/2022 SEK kr2,702,000, ,622, % % 275 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 11/ % 11/25/2022 EUR 287,100, ,758, % % 276 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 06/ % 6/1/2022 SEK kr2,780,000, ,514, % % 277 NETHERLANDS GOVERNMENT BONDS 144A REGS 07/ % 7/15/2023 EUR 216,000, ,236, % % 278 FRANCE (GOVT OF) BONDS REGS 05/ % 5/25/2023 EUR 170,925, ,074, % % 279 ONTARIO (PROVINCE OF) UNSECURED 06/ % 6/2/2022 CAD $271,950, ,410, % % 280 PROVINCE OF QUEBEC UNSECURED 12/ % 12/1/2022 CAD $265,200, ,321, % % 281 FRANCE (GOVT OF) BONDS REGS 03/ % 3/25/2023 EUR 168,000, ,389, % % 282 KINGDOM OF DENMARK BONDS 11/ % 11/15/2023 DKK kr1,080,000, ,874, % % 283 PROVINCE OF ALBERTA UNSECURED 09/ % 9/1/2021 CAD $226,500, ,240, % % 284 UNEDIC GOVT GUARANT REGS 10/ % 10/25/2022 EUR 122,900, ,130, % % 285 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 12/ % 12/5/2022 EUR 117,200, ,806, % %

9 Page 9 of 9 USD Sovereign Bond 5,935,561, % 286 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 02/ % 2/16/2023 EUR 106,009, ,862, % % 287 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 02/ % 2/22/2023 SEK kr1,075,000, ,396, % % 288 CANADA HOUSING TRUST GOVT GUARANT 144A 12/ % 12/15/2022 CAD $141,000, ,709, % % 289 SWEDISH GOVERNMENT BONDS 144A REGS 11/ % 11/13/2023 SEK kr862,000, ,874, % % 290 CANADA HOUSING TRUST GOVT GUARANT 144A 06/ % 6/15/2022 CAD $117,000,000 85,937, % % 291 PROVINCE OF QUEBEC SR UNSECURED 01/ % 1/31/2022 USD $86,636,000 84,735, % % 292 KOMMUNEKREDIT SR UNSECURED REGS 03/ % 3/29/2023 EUR 66,308,000 75,583, % % 293 ONTARIO (PROVINCE OF) SR UNSECURED 02/ % 2/8/2022 USD $74,769,000 72,925, % % 294 PROVINCE OF QUEBEC NOTES 12/ % 12/1/2021 CAD $83,000,000 65,581, % % 295 BRITISH COLUMBIA PROV OF SR UNSECURED 12/ % 12/18/2022 CAD $84,000,000 63,483, % % 296 ONTARIO (PROVINCE OF) SR UNSECURED 03/ % 3/8/2022 CAD $80,000,000 57,936, % % 297 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 04/ % 4/30/2022 EUR 48,200,000 54,833, % % 298 CAISSE D AMORT DETTE SOC UNSECURED REGS 10/ % 10/25/2023 EUR 46,900,000 53,149, % % 299 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 12/ % 12/7/2022 GBP 39,634,000 50,524, % % 300 KOMMUNALBANKEN AS SR UNSECURED REGS 11/ % 11/30/2022 GBP 38,594,000 48,867, % % 301 BRITISH COLUMBIA PROV OF UNSECURED 12/ % 12/18/2021 CAD $63,000,000 48,464, % % 302 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 04/ % 4/17/2023 EUR 39,500,000 45,027, % % 303 KOMMUNEKREDIT SR UNSECURED REGS 05/ % 5/15/2023 EUR 36,868,000 42,010, % % 304 MANITOBA (PROVINCE OF) SR UNSECURED 05/ % 5/4/2022 USD $39,220,000 37,835, % % 305 BUNDESOBLIGATION BONDS REGS 04/ % 4/14/2023 EUR 31,000,000 35,632, % % 306 KOMMUNEKREDIT SR UNSECURED REGS 09/ % 9/8/2022 EUR 30,214,000 34,211, % % 307 FINNISH GOVERNMENT SR UNSECURED 144A REGS 04/ % 4/15/2023 EUR 27,600,000 33,545, % % 308 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 03/ % 3/16/2023 EUR 27,260,000 30,995, % % 309 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 05/ % 5/25/2023 EUR 25,500,000 29,473, % % 310 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 11/ % 11/13/2023 SEK kr220,000,000 24,545, % % 311 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 10/ % 10/25/2022 EUR 19,600,000 22,573, % % 312 ONTARIO (PROVINCE OF) BONDS 06/ % 6/2/2021 CAD $25,000,000 19,505, % % 313 PROVINCE OF ALBERTA SR UNSECURED 12/ % 12/15/2022 CAD $23,000,000 17,237, % % 314 BELGIUM KINGDOM SR UNSECURED 144A REGS 10/ % 10/22/2023 EUR 15,000,000 17,159, % % 315 UNEDIC GOVT GUARANT REGS 11/ % 11/24/2023 EUR 5,000,000 5,700, % % 316 MANITOBA (PROVINCE OF) UNSECURED 06/ % 6/2/2023 CAD $5,000,000 3,740, % % 317 KOMMUNEKREDIT SR UNSECURED REGS 08/ % 8/28/2023 EUR 3,193,000 3,611, % % 318 UNEDIC GOVT GUARANT 04/ % 4/5/2023 EUR 2,000,000 2,481, % % Total 14,972,005, %