| 1 | S000033597-0S000033597-0BofA Securities, Inc. | BofA Securities, Inc. | 28.50% | 616.50M | $616.50M |
| 2 | S000033597-1S000033597-1Citigroup Global Markets, Inc. | Citigroup Global Markets, Inc. | −27.27% | −589.98M | −$589.98M |
| 3 | S000033597-2S000033597-2Scotia Capital USA, Inc. | Scotia Capital USA, Inc. | −11.98% | −259.23M | −$259.23M |
| 4 | S000033597-3S000033597-3Wells Fargo Securities LLC | Wells Fargo Securities LLC | −8.53% | −184.61M | −$184.61M |
| 5 | 01F04268101F042681UMBS, TBA | UMBS, TBA | 6.89% | 155.80M | $149.14M |
| 6 | 72201F40972201F409PIMCO Emerging Markets Currency and Short-Term Investments Fund | PIMCO Emerging Markets Currency and Short-Term Investments Fund | 6.41% | 18.12M | $138.60M |
| 7 | 01F04269901F042699UMBS, TBA | UMBS, TBA | 5.75% | 130.00M | $124.38M |
| 8 | 91282CCM191282CCM1United States Treasury | United States Treasury | 5.04% | 118.69M | $109.00M |
| 9 | 72201R59372201R593Pimco Commodity Strategy Active Exchange-Traded Fund | Pimco Commodity Strategy Active Exchange-Traded Fund | 4.22% | 2.98M | $91.31M |
| 10 | 91282CNS691282CNS6United States Treasury | United States Treasury | 4.15% | 91.86M | $89.86M |
| 11 | GB00BPSNBF73GB00BPSNBF73U.K. Gilts | U.K. Gilts | 3.87% | 64.10M | $110.98M |
| 12 | 91282CLV191282CLV1United States Treasury | United States Treasury | 3.35% | 72.90M | $72.41M |
| 13 | 91282CML291282CML2United States Treasury | United States Treasury | 3.23% | 70.05M | $69.90M |
| 14 | 01F04069301F040693UMBS, TBA | UMBS, TBA | 2.99% | 69.30M | $64.72M |
| 15 | 3142GTAC03142GTAC0Freddie Mac | Freddie Mac | 2.74% | 58.02M | $59.39M |
| 16 | 91282CLE991282CLE9United States Treasury | United States Treasury | 2.63% | 57.72M | $56.90M |
| 17 | 91282CDC291282CDC2United States Treasury | United States Treasury | 2.62% | 56.90M | $56.59M |
| 18 | 9128283R99128283R9United States Treasury | United States Treasury | 2.40% | 53.18M | $51.83M |
| 19 | 91282CEZ091282CEZ0United States Treasury | United States Treasury | 2.39% | 55.80M | $51.70M |
| 20 | JP1120241K56JP1120241K56JAPAN GOVT CPI LINKED | JAPAN GOVT CPI LINKED | 2.25% | 7.93B | $299.76K |