0001752724-24-033171.txt : 20240222
0001752724-24-033171.hdr.sgml : 20240222
20240222110710
ACCESSION NUMBER: 0001752724-24-033171
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240222
DATE AS OF CHANGE: 20240222
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN FUND ALLOCATOR SERIES
CENTRAL INDEX KEY: 0001022804
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: FL
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07851
FILM NUMBER: 24663128
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-4018
MAIL ADDRESS:
STREET 1: FRANKLIN FUND ALLOCATOR SERIES
STREET 2: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN TEMPLETON FUND ALLOCATOR SERIES
DATE OF NAME CHANGE: 19960912
0001022804
S000007241
FRANKLIN GLOBAL ALLOCATION FUND
C000019849
CLASS A
FFALX
C000019851
CLASS C
FFACX
C000019852
CLASS R
FFARX
C000019853
ADVISOR CLASS
FFAAX
C000194376
Class R6
FFAQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001022804
XXXXXXXX
S000007241
C000019849
C000019853
C000019852
C000194376
C000019851
Franklin Fund Allocator Series
811-07851
0001022804
5493009BPYLDNZHEMO31
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Global Allocation Fund
S000007241
549300R05BQMM0PJVZ25
2023-12-31
2023-12-31
N
2676867944.55
13281656.90
2663586287.65
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.10000000
AUD
BRL
CAD
CNY
EUR
GBP
INR
JPY
MXN
USD
N
60% MSCI ACWI-NR+30%Barclays Global Agg+10%BoFA 3M TBill Index
HB10557
Kingdom of Spain
9598007A56S18711AH60
Spain Bonos Y Obligaciones del Estado
N/A
1610000.00000000
PA
1610042.50000000
0.060446417954
Long
DBT
NUSS
ES
N
2
2046-10-31
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14701.25000000
-0.00055193443
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
890000.00000000
GBP
1120024.24000000
USD
2024-01-26
-14701.25000000
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
3980.00000000
NS
5754543.82000000
0.216044955880
Long
EC
CORP
CH
N
2
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
4805000.00000000
PA
USD
4218597.80000000
0.158380369337
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
7400000.00000000
PA
6952828.38000000
0.261032593996
Long
DBT
NUSS
DE
N
2
2038-05-15
Fixed
1.00000000
N
N
N
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
54500.00000000
NS
USD
13124690.00000000
0.492745065585
Long
EC
CORP
IE
N
1
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single-family, 30 Year
36179WLQ9
18089843.04000000
PA
USD
16418367.95000000
0.616400828691
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TS7
16200000.00000000
PA
USD
15449484.46000000
0.580025679349
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
6553.00000000
NS
USD
2612746.63000000
0.098091308027
Long
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAY1
3400000.00000000
PA
USD
2921599.84000000
0.109686697725
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
267134.00000000
NS
USD
37315948.46000000
1.400966382542
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
195200.00000000
NS
USD
20300800.00000000
0.762160403592
Long
EC
CORP
TW
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
44424.00000000
NS
USD
5650732.80000000
0.212147540562
Long
EC
CORP
US
N
1
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
39565.00000000
NS
USD
6237422.25000000
0.234173838441
Long
EC
CORP
US
N
1
N
N
N
Haier Smart Home Co. Ltd.
3003002BYTNGNJTWSH07
Haier Smart Home Co. Ltd., Class H
N/A
1911600.00000000
NS
5399258.01000000
0.202706329997
Long
EC
CORP
CN
N
2
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
95536.00000000
NS
USD
12419680.00000000
0.466276615763
Long
EC
CORP
US
N
1
N
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
58600.00000000
NS
USD
4052776.00000000
0.152154860489
Long
EC
CORP
IE
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
288152.00000000
NS
USD
17695414.32000000
0.664345450419
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
157500.00000000
NS
10318924.53000000
0.387407180230
Long
EC
CORP
CA
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
N/A
25842.00000000
NS
10721073.87000000
0.402505220863
Long
EC
CORP
DE
N
2
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
28949.00000000
NS
USD
2529853.11000000
0.094979206107
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
86726.00000000
NS
USD
42948449.72000000
1.612429449691
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
228166.00000000
NS
USD
34667542.04000000
1.301536285899
Long
EC
CORP
US
N
1
N
N
N
Daiwa House Industry Co. Ltd.
353800K9WXR9XRZJZI46
Daiwa House Industry Co. Ltd.
N/A
131200.00000000
NS
3966930.91000000
0.148931946691
Long
EC
CORP
JP
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
6900000.00000000
PA
8605551.85000000
0.323081399311
Long
DBT
NUSS
GB
N
2
2033-01-31
Fixed
3.25000000
N
N
N
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833635105
132700.00000000
NS
USD
7991194.00000000
0.300016336510
Long
EC
CORP
CL
N
1
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
32701.00000000
NS
USD
4166107.40000000
0.156409702937
Long
EC
CORP
US
N
1
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
7900000.00000000
PA
USD
6762639.84000000
0.253892275664
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
Ajinomoto Co., Inc.
N/A
98300.00000000
NS
3784614.48000000
0.142087173880
Long
EC
CORP
JP
N
2
N
N
N
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
N/A
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
46590XAP1
1310362.00000000
PA
USD
1067992.47000000
0.040096034243
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
452138.00000000
NS
6780525.27000000
0.254563754943
Long
EC
CORP
NL
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
48249.00000000
NS
1907101.26000000
0.071599004276
Long
EC
CORP
NL
N
2
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
34847.00000000
NS
USD
20256561.10000000
0.760499526293
Long
EC
CORP
US
N
1
N
N
N
Novatek Microelectronics Corp.
N/A
Novatek Microelectronics Corp.
N/A
357000.00000000
NS
6006138.86000000
0.225490681035
Long
EC
CORP
TW
N
2
N
N
N
1375209 BC Ltd.
N/A
1375209 BC Ltd.
68251PAA5
523000.00000000
PA
USD
510372.17000000
0.019161090157
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
45240.00000000
NS
USD
26371300.80000000
0.990067448622
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
39859.00000000
NS
USD
9220981.06000000
0.346186684574
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp.
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
8194.00000000
NS
USD
5477115.42000000
0.205629359386
Long
EC
CORP
US
N
1
N
N
N
Woodside Finance Ltd.
254900AIZKU6TGRRNZ98
Woodside Finance Ltd.
980236AQ6
4000000.00000000
PA
USD
3846818.48000000
0.144422521539
Long
DBT
CORP
AU
N
2
2029-03-04
Fixed
4.50000000
N
N
N
N
N
N
Franklin Senior Loan ETF
549300I3TND36ZL4CK30
Franklin Senior Loan ETF
35473P595
210000.00000000
NS
USD
5100900.00000000
0.191504965453
Long
RF
US
N
1
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
1600000.00000000
PA
USD
1373800.00000000
0.051577078856
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
28600.00000000
NS
USD
4239378.00000000
0.159160528031
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AX9
5500000.00000000
PA
USD
5344105.91000000
0.200635734414
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
25500000.00000000
PA
USD
24322617.06000000
0.913152961207
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
Hon Hai Precision Industry Co. Ltd.
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co. Ltd.
N/A
7664000.00000000
NS
26081963.66000000
0.979204757920
Long
EC
CORP
TW
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
13000000.00000000
PA
USD
10682343.75000000
0.401051161718
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
189225.00000000
NS
6469657.67000000
0.242892738260
Long
EC
CORP
AU
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
51785.00000000
NS
1587370.86000000
0.059595248232
Long
EC
CORP
BE
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Italy Buoni Poliennali del Tesoro
N/A
2786000.00000000
PA
1892990.40000000
0.071069235067
Long
DBT
NUSS
IT
N
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4204799.57000000
-0.15786233731
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
108021000.00000000
EUR
115179195.20000000
USD
2024-01-26
-4204799.57000000
N
N
N
Fortescue Ltd.
529900VEJFORCO6I4826
Fortescue Ltd.
N/A
233757.00000000
NS
4609742.76000000
0.173065268483
Long
EC
CORP
AU
N
2
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
420270.00000000
NS
7762965.92000000
0.291447885731
Long
EC
CORP
GB
N
2
N
N
N
Brambles Ltd.
N/A
Brambles Ltd.
N/A
134121.00000000
NS
1243334.91000000
0.046678979981
Long
EC
CORP
AU
N
2
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
6179.00000000
NS
USD
7494879.84000000
0.281383031394
Long
EC
CORP
US
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
386034.00000000
NS
USD
74323126.02000000
2.790340465582
Long
EC
CORP
US
N
1
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
16001.00000000
NS
USD
2444792.79000000
0.091785755217
Long
EC
CORP
IL
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
Gaming and Leisure Properties, Inc.
36467J108
85238.00000000
NS
USD
4206495.30000000
0.157926000727
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EM1
1503000.00000000
PA
USD
1448430.67000000
0.054378965559
Long
DBT
CORP
AU
N
2
2030-02-04
Fixed
2.89400000
N
N
N
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
206200.00000000
NS
8622984.94000000
0.323735896223
Long
EC
CORP
JP
N
2
N
N
N
Dornoch Debt Merger Sub, Inc.
N/A
Dornoch Debt Merger Sub, Inc.
25830JAA9
3250000.00000000
PA
USD
2934162.40000000
0.110158338537
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBC7
6000000.00000000
PA
USD
5847523.74000000
0.219535735227
Long
DBT
CORP
LU
N
2
2029-07-16
Fixed
4.25000000
N
N
N
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
31100.00000000
NS
2321255.31000000
0.087147742153
Long
EC
CORP
JP
N
2
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
3831243.00000000
NS
3346372.94000000
0.125634110504
Long
EC
CORP
GB
N
2
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc., Class A
26210C104
68252.00000000
NS
USD
2012068.96000000
0.075539845257
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
6819.00000000
NS
USD
7937384.19000000
0.297996135015
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-77022.44000000
-0.00289168180
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
3271000.00000000
EUR
3538062.10000000
USD
2024-01-26
-77022.44000000
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
784.00000000
NS
1411448.74000000
0.052990539354
Long
EC
CORP
DK
N
2
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
97112.00000000
NS
USD
13439329.68000000
0.504557698855
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
113120.00000000
NS
USD
6964798.40000000
0.261481988861
Long
EC
CORP
US
N
1
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
202009.00000000
NS
USD
9233831.39000000
0.346669129241
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
112304.00000000
NS
USD
8028612.96000000
0.301421170293
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
59170.00000000
NS
USD
9274305.80000000
0.348188674908
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
88342.00000000
NS
USD
9631044.84000000
0.361581859940
Long
EC
CORP
US
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
France Government Bond
N/A
13000000.00000000
PA
13840771.91000000
0.519629192197
Long
DBT
NUSS
FR
N
2
2032-11-25
Fixed
2.00000000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
115438.00000000
NS
USD
3844085.40000000
0.144319912511
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAW8
7800000.00000000
PA
USD
7049488.52000000
0.264661541196
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Australia Government Bond
N/A
12170000.00000000
PA
7045691.34000000
0.264518982270
Long
DBT
NUSS
AU
N
2
2031-06-21
Fixed
1.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
191737.00000000
NS
13317120.00000000
0.499969535875
Long
EC
CORP
FR
N
2
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
N/A
1003500.00000000
NS
13060481.14000000
0.490334448730
Long
RF
MX
N
1
N
N
N
Shopify, Inc.
549300HGQ43STJLLP808
Shopify, Inc., Class A
82509L107
96900.00000000
NS
7544304.91000000
0.283238614982
Long
EC
CORP
CA
N
1
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
4750000.00000000
PA
USD
4400222.92000000
0.165199188042
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexican Bonos Desarr Fixed Rate, Series M
N/A
123000000.00000000
PA
6565891.46000000
0.246505678845
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.49999880
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
25000000.00000000
PA
USD
21500976.50000000
0.807219071508
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
N/A
78253.00000000
NS
5771732.23000000
0.216690266681
Long
EC
CORP
FR
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CD9
5000000.00000000
PA
USD
4390913.55000000
0.164849682939
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.54700000
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
43917.00000000
NS
USD
10912496.16000000
0.409691858326
Long
EC
CORP
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
14856.00000000
NS
2054252.80000000
0.077123568683
Long
EC
CORP
DK
N
2
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
1650000.00000000
PA
USD
1401511.98000000
0.052617479917
Long
DBT
NUSS
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
Lululemon Athletica, Inc.
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
29199.00000000
NS
USD
14929156.71000000
0.560490823189
Long
EC
CORP
US
N
1
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
901500.00000000
NS
9300818.00000000
0.349184032187
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA
5493005DJBML6LY3RV36
Ageas SA/NV
N/A
31396.00000000
NS
1364986.29000000
0.051246182499
Long
EC
CORP
BE
N
2
N
N
N
Franklin Systematic Style Premia ETF
549300FEMFRM3FWBHG39
Franklin Systematic Style Premia ETF
35473P546
2225000.00000000
NS
USD
48171250.00000000
1.808510962207
Long
RF
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
322268.00000000
NS
10009559.81000000
0.375792586724
Long
EC
CORP
CH
N
2
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
42691.00000000
NS
USD
6089444.24000000
0.228618245567
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics, Inc.
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
46020.00000000
NS
USD
5434962.00000000
0.204046778030
Long
EC
CORP
US
N
1
N
N
N
Altice France Holding SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
1243000.00000000
PA
USD
598136.94000000
0.022456075208
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
11200000.00000000
PA
USD
10752000.00000000
0.403666291940
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
Panasonic Holdings Corp.
254900GE1G59KGWPHX32
Panasonic Holdings Corp.
N/A
466600.00000000
NS
4595695.30000000
0.172537879523
Long
EC
CORP
JP
N
2
N
N
N
HF Sinclair Corp.
N/A
HF Sinclair Corp.
403949100
54293.00000000
NS
USD
3017062.01000000
0.113270669097
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Italy Buoni Poliennali del Tesoro
N/A
1860000.00000000
PA
2212426.66000000
0.083061948105
Long
DBT
NUSS
IT
N
2
2044-09-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
854691.50000000
0.032087997447
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
17738231.84000000
USD
14583000.00000000
GBP
2024-01-26
854691.50000000
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
44468.00000000
NS
USD
4806546.12000000
0.180453929436
Long
EC
CORP
US
N
1
N
N
N
CK Asset Holdings Ltd.
5299006GJZSGP78B8S35
CK Asset Holdings Ltd.
N/A
1216000.00000000
NS
6102867.82000000
0.229122211970
Long
EC
CORP
KY
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
50100000.00000000
PA
56748409.13000000
2.130526403185
Long
DBT
NUSS
DE
N
2
2033-02-15
Fixed
2.30000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
339553.00000000
NS
11090104.02000000
0.416359855560
Long
EC
CORP
FR
N
2
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HD1
14750000.00000000
PA
USD
14090823.53000000
0.529016972167
Long
DBT
NUSS
US
N
2
2026-04-13
Fixed
2.12500000
N
N
N
N
N
N
Infosys Ltd.
335800TYLGG93MM7PR89
Infosys Ltd.
456788108
1186800.00000000
NS
USD
21813384.00000000
0.818947901224
Long
EC
CORP
IN
N
1
N
N
N
Federative Republic of Brazil
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional, Series F
N/A
32400000.00000000
PA
6679465.04000000
0.250769613545
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
9.99999990
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Netherlands Government Bond
N/A
1410000.00000000
PA
1154325.05000000
0.043337250058
Long
DBT
NUSS
NL
N
2
2040-01-15
Fixed
0.50000000
N
N
N
N
N
N
Altice France SA
5493001ZMCICV4N02J21
Altice France SA
02156LAF8
1675000.00000000
PA
USD
1305426.66000000
0.049010113396
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AR5
1690000.00000000
PA
USD
1613044.18000000
0.060559111130
Long
DBT
CORP
JP
N
2
2027-07-25
Fixed
3.28700000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Italy Buoni Poliennali del Tesoro
N/A
1884000.00000000
PA
1807526.11000000
0.067860617783
Long
DBT
NUSS
IT
N
2
2046-09-01
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TM0
19500000.00000000
PA
USD
18956894.58000000
0.711705667952
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
200300.00000000
NS
14410080.71000000
0.541002961939
Long
EC
CORP
JP
N
2
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
12879.00000000
NS
USD
10672698.51000000
0.400689046924
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
16204.00000000
NS
USD
9667306.40000000
0.362943241028
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
76737.00000000
NS
7953641.95000000
0.298606506080
Long
EC
CORP
DK
N
2
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAC1
954000.00000000
PA
USD
937438.46000000
0.035194597011
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
Shinhan Financial Group Co. Ltd.
988400EB8A6G49E5KO54
Shinhan Financial Group Co. Ltd.
N/A
254499.00000000
NS
7847973.58000000
0.294639359587
Long
EC
CORP
KR
N
2
N
N
N
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
N/A
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
46590XAM8
4800000.00000000
PA
USD
4140229.92000000
0.155438175184
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
56400.00000000
NS
2714899.93000000
0.101926486954
Long
EC
CORP
JP
N
2
N
N
N
Fresenius Medical Care US Finance III, Inc.
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III, Inc.
35805BAB4
9000000.00000000
PA
USD
6962453.01000000
0.261393935022
Long
DBT
CORP
US
N
2
2031-02-16
Fixed
2.37500000
N
N
N
N
N
N
Suzano SA
391200AW174YQSDMGG41
Suzano SA
N/A
562500.00000000
NS
6412587.93000000
0.240750148014
Long
EC
CORP
BR
N
2
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
1126008.00000000
NS
4172042.71000000
0.156632534464
Long
EC
CORP
GB
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
353689.00000000
NS
4639891.72000000
0.174197161980
Long
EC
CORP
ES
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
8870000.00000000
PA
USD
6985343.20000000
0.262253309847
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.70000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCX7
32000000.00000000
PA
USD
30991058.88000000
1.163508725949
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.37500000
N
N
N
N
N
N
Coca-Cola Europacific Partners plc
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners plc
N/A
36602.00000000
NS
USD
2442817.48000000
0.091711595427
Long
EC
CORP
GB
N
1
N
N
N
Republic of Finland
743700M6Y2OQRVSBRD14
Finland Government Bond
N/A
1567000.00000000
PA
1316460.50000000
0.049424360911
Long
DBT
NUSS
FI
N
2
2047-04-15
Fixed
1.37500000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
N/A
299080.00000000
NS
1538951.63000000
0.057777427265
Long
EC
CORP
IT
N
2
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
390969.00000000
NS
USD
20111445.36000000
0.755051392674
Long
EC
CORP
US
N
1
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
146006.00000000
NS
4494523.44000000
0.168739547160
Long
EC
CORP
GB
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
1623336.00000000
NS
9624385.05000000
0.361331828994
Long
EC
CORP
GB
N
2
N
N
N
ARD Finance SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
1500000.00000000
PA
USD
702427.50000000
0.026371494073
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
6.50000160
N
N
Y
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
8545.00000000
NS
1551223.74000000
0.058238163606
Long
EC
CORP
ES
N
2
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
76686.00000000
NS
USD
7291304.88000000
0.273740141770
Long
EC
CORP
NL
N
1
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
7000000.00000000
PA
USD
6011132.12000000
0.225678144833
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Computershare Ltd.
N/A
Computershare Ltd.
N/A
42420.00000000
NS
706624.71000000
0.026529071473
Long
EC
CORP
AU
N
2
N
N
N
Bank Rakyat Indonesia Persero Tbk. PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk. PT
N/A
18084000.00000000
NS
6721241.90000000
0.252338057571
Long
EC
CORP
ID
N
2
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
5166.00000000
NS
USD
13357261.26000000
0.501476573968
Long
EC
CORP
US
N
1
N
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
237600.00000000
NS
6137159.93000000
0.230409653272
Long
EC
CORP
JP
N
2
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
32519.00000000
NS
USD
36299333.75000000
1.362799242446
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
39577.00000000
NS
USD
18323359.46000000
0.687920625847
Long
EC
CORP
US
N
1
N
N
N
Stantec, Inc.
549300MZ7NGUZDCP2T16
Stantec, Inc.
85472N109
22100.00000000
NS
1774338.11000000
0.066614628488
Long
EC
CORP
CA
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series U
060505ED2
3994000.00000000
PA
USD
3995695.09000000
0.150011850884
Long
DBT
CORP
US
N
2
2024-01-29
Floating
8.77370040
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
4150000000.00000000
PA
28752890.32000000
1.079480340220
Long
DBT
NUSS
JP
N
2
2031-06-20
Fixed
0.10000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
466449.00000000
NS
6603356.94000000
0.247912259145
Long
EC
CORP
GB
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
307113.00000000
NS
7123276.32000000
0.267431783720
Long
EC
CORP
SE
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
157612.00000000
NS
USD
17348352.84000000
0.651315593582
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
40524.00000000
NS
USD
14343875.04000000
0.538517378111
Long
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp.
549300CEE2ENIUJNXB84
Toyota Tsusho Corp.
N/A
40700.00000000
NS
2388788.72000000
0.089683173812
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
184675.00000000
NS
5314089.99000000
0.199508835686
Long
EC
CORP
NL
N
2
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
47172.00000000
NS
USD
6185192.64000000
0.232212962976
Long
EC
CORP
US
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
39843UAA0
1600000.00000000
PA
USD
1452808.00000000
0.054543305269
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087P32
18000000.00000000
PA
12952256.60000000
0.486271335006
Long
DBT
NUSS
CA
N
2
2032-12-01
Fixed
2.50000000
N
N
N
N
N
N
Jaguar Land Rover Automotive plc
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive plc
47010BAM6
1600000.00000000
PA
USD
1561136.64000000
0.058610327258
Long
DBT
CORP
GB
N
2
2029-07-15
Fixed
5.50000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
5110000.00000000
PA
3953484.87000000
0.148427137064
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
Loblaw Cos. Ltd.
5493008LN3O1DIDTSH67
Loblaw Cos. Ltd.
539481101
32200.00000000
NS
3117446.04000000
0.117039423669
Long
EC
CORP
CA
N
1
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
443900.00000000
NS
11226563.24000000
0.421482994264
Long
EC
CORP
SG
N
2
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
78392BAB3
8000000.00000000
PA
USD
7370483.52000000
0.276712774584
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
NetEase, Inc.
5299004AF4DSJDB0PA32
NetEase, Inc.
N/A
567700.00000000
NS
10241622.45000000
0.384504999799
Long
EC
CORP
KY
N
2
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
293380.00000000
NS
USD
12864713.00000000
0.482984653421
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
301900.00000000
NS
14693012.11000000
0.551625159587
Long
EC
CORP
JP
N
2
N
N
N
MediaTek, Inc.
254900UEGBK1I4DM4E14
MediaTek, Inc.
N/A
900000.00000000
NS
29726145.09000000
1.116019602136
Long
EC
CORP
TW
N
2
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
79159.00000000
NS
USD
7979227.20000000
0.299567062535
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MBZ2
5500000.00000000
PA
USD
4560920.43000000
0.171232313784
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA II, Single-family, 30 Year
36179WJS8
27882484.11000000
PA
USD
25284690.91000000
0.949272453730
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
42444.00000000
NS
USD
6442574.76000000
0.241875954605
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
26626.00000000
NS
USD
12963666.88000000
0.486699715346
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
203217.00000000
NS
USD
5507180.70000000
0.206758111255
Long
EC
CORP
US
N
1
N
N
N
PDD Holdings, Inc.
5493000573DS7005T657
PDD Holdings, Inc.
722304102
79165.00000000
NS
USD
11582631.15000000
0.434850982816
Long
EC
CORP
KY
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14741.03000000
-0.00055342791
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
2794000.00000000
EUR
3073166.70000000
USD
2024-01-26
-14741.03000000
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
183066.00000000
NS
USD
9248494.32000000
0.347219625017
Long
EC
CORP
US
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
France Government Bond
N/A
4120000.00000000
PA
4610274.00000000
0.173085213021
Long
DBT
NUSS
FR
N
2
2030-05-25
Fixed
2.50000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAQ2
6225000.00000000
PA
USD
5505750.43000000
0.206704414102
Long
DBT
CORP
JP
N
2
2030-01-16
Fixed
3.10300000
N
N
N
N
N
N
Canada
549300M44WH89JG50067
Canada Housing Trust No. 1
13509PGS6
18100000.00000000
PA
13198520.00000000
0.495516892439
Long
DBT
NUSS
CA
N
2
2028-12-15
Fixed
2.65000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government Bond
91087BAR1
16500000.00000000
PA
USD
14000615.48000000
0.525630258156
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
81671.00000000
NS
USD
13871002.64000000
0.520764155616
Long
EC
CORP
US
N
1
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
04505AAA7
6000000.00000000
PA
USD
5932465.14000000
0.222724721459
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Ping An Insurance Group Co. of China Ltd.
529900M9MC28JLN35U89
Ping An Insurance Group Co. of China Ltd., Class H
N/A
2774000.00000000
NS
12558004.88000000
0.471469797626
Long
EC
CORP
CN
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
N/A
136049.00000000
NS
1226542.76000000
0.046048546115
Long
EC
CORP
IL
N
2
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
134066.00000000
NS
USD
22804626.60000000
0.856162486859
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
287948.94000000
0.010810572998
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
11812814.65000000
USD
9491000.00000000
GBP
2024-01-26
287948.94000000
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
1435000000.00000000
PA
8232202.55000000
0.309064609176
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
Stockland
N/A
Stockland
N/A
229528.00000000
NS
696176.73000000
0.026136819115
Long
EC
CORP
AU
N
2
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
N/A
627800.00000000
NS
2827844.00000000
0.106166787729
Long
EC
CORP
JP
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
France Government Bond
N/A
4350000.00000000
PA
4107852.64000000
0.154222623049
Long
DBT
NUSS
FR
N
2
2030-11-25
Fixed
0.00000000
N
N
N
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
N/A
57524.00000000
NS
2099961.73000000
0.078839635859
Long
EC
CORP
NL
N
2
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Netherlands Government Bond
N/A
865000.00000000
PA
1126650.74000000
0.042298263255
Long
DBT
NUSS
NL
N
2
2042-01-15
Fixed
3.75000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609W102
159157.00000000
NS
USD
12336259.07000000
0.463144713095
Long
EC
CORP
KY
N
1
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AW6
6500000.00000000
PA
USD
6600552.60000000
0.247806974776
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WAQ3
6500000.00000000
PA
USD
7037340.31000000
0.264205456479
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
Republic of Finland
743700M6Y2OQRVSBRD14
Finland Government Bond
N/A
1892000.00000000
PA
1862083.85000000
0.069908899089
Long
DBT
NUSS
FI
N
2
2031-04-15
Fixed
0.75000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523100
55397.00000000
NS
USD
16588631.65000000
0.622793101425
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
108194.00000000
NS
USD
3911213.10000000
0.146840112450
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
328064.00000000
NS
4408159.43000000
0.165497151357
Long
EC
CORP
DE
N
2
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
336469.00000000
NS
USD
23149067.20000000
0.869093947034
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev Worldwide, Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc.
035240AL4
4000000.00000000
PA
USD
3955044.32000000
0.148485684069
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-42146.39000000
-0.00158231742
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1205000.00000000
GBP
1494195.42000000
USD
2024-01-26
-42146.39000000
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Belgium Government Bond
N/A
3150000.00000000
PA
3871207.93000000
0.145338183634
Long
DBT
NUSS
BE
N
2
2032-03-28
Fixed
4.00000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co.
759509102
14340.00000000
NS
USD
4010611.20000000
0.150571851889
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
108263.00000000
NS
USD
4170290.76000000
0.156566760361
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-23259.40000000
-0.00087323621
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
1234000.00000000
CAD
908401.01000000
USD
2024-01-26
-23259.40000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEG2
13350000.00000000
PA
USD
13250556.52000000
0.497470518655
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc., Class A
92345Y106
33727.00000000
NS
USD
8056031.22000000
0.302450544116
Long
EC
CORP
US
N
1
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
7000000.00000000
PA
USD
6824306.16000000
0.256207437004
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AM8
6687000.00000000
PA
USD
5400501.58000000
0.202753017803
Long
DBT
CORP
AU
N
2
2035-11-25
Fixed
2.57000000
N
N
N
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
23970.00000000
NS
USD
13304548.50000000
0.499497559425
Long
EC
CORP
US
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
104056.00000000
NS
1906007.83000000
0.071557953231
Long
EC
CORP
FR
N
2
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
40535.00000000
NS
USD
11984983.45000000
0.449956643250
Long
EC
CORP
US
N
1
N
N
N
KB Financial Group, Inc.
529900TKE4MXG3Q6GW86
KB Financial Group, Inc.
N/A
235209.00000000
NS
9760594.94000000
0.366445607009
Long
EC
CORP
KR
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Spain Bonos Y Obligaciones del Estado
N/A
2563000.00000000
PA
2788096.83000000
0.104674545102
Long
DBT
NUSS
ES
N
2
2026-04-30
Fixed
1.95000000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
22430.00000000
NS
USD
4199344.60000000
0.157657539366
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1074915.85000000
-0.04035596124
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
320735000.00000000
CNY
44010305.00000000
USD
2024-01-26
-1074915.85000000
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
138766.00000000
NS
USD
20334769.64000000
0.763435738285
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
298693.00000000
NS
8134422.83000000
0.305393629172
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1710548.58000000
-0.06421975469
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
4976313000.00000000
JPY
33723601.64000000
USD
2024-01-26
-1710548.58000000
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
63743.00000000
NS
1300604.33000000
0.048829066887
Long
EC
CORP
ES
N
2
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
21532.00000000
NS
USD
3164127.40000000
0.118791999143
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24087.85000000
-0.00090433901
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
1080000.00000000
CAD
791303.75000000
USD
2024-01-26
-24087.85000000
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAU0
6290000.00000000
PA
USD
5363345.37000000
0.201358048540
Long
DBT
CORP
KY
N
2
2030-06-03
Fixed
2.39000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
86888.00000000
NS
3122010.20000000
0.117210777607
Long
EC
CORP
FR
N
2
N
N
N
People's Republic of China
300300CHN201808MOF68
China Government Bond
N/A
121580000.00000000
PA
17200536.86000000
0.645766083860
Long
DBT
NUSS
CN
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
6180000.00000000
PA
USD
5310527.46000000
0.199375086312
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
222120.00000000
NS
USD
83526004.80000000
3.135847529598
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1125019.40000000
-0.04223701725
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
46788000.00000000
CAD
34199556.91000000
USD
2024-01-26
-1125019.40000000
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
61777.00000000
NS
USD
4911271.50000000
0.184385672909
Long
EC
CORP
US
N
1
N
N
N
Public Storage
N/A
Public Storage
74460D109
24751.00000000
NS
USD
7549055.00000000
0.283416949358
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
205100.00000000
NS
2745083.73000000
0.103059688463
Long
EC
CORP
JP
N
2
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
49641.00000000
NS
USD
2591260.20000000
0.097284635080
Long
EC
CORP
US
N
1
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
34661.00000000
NS
USD
4620311.30000000
0.173462047068
Long
EC
CORP
US
N
1
N
N
N
Centrica plc
E26EDV109X6EEPBKVH76
Centrica plc
N/A
850935.00000000
NS
1525653.26000000
0.057278161667
Long
EC
CORP
GB
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087Q23
16400000.00000000
PA
12030049.81000000
0.451648586185
Long
DBT
NUSS
CA
N
2
2033-06-01
Fixed
2.75000000
N
N
N
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SoftBank Corp.
N/A
156300.00000000
NS
1948113.98000000
0.073138759913
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
46705.00000000
NS
1215505.34000000
0.045634164195
Long
EC
CORP
SE
N
2
N
N
N
French Republic
969500KCGF3SUYJHPV70
France Government Bond
N/A
4410000.00000000
PA
4600283.23000000
0.172710125867
Long
DBT
NUSS
FR
N
2
2031-05-25
Fixed
1.50000000
N
N
N
N
N
N
BB Seguridade Participacoes SA
N/A
BB Seguridade Participacoes SA
N/A
300100.00000000
NS
2086518.02000000
0.078334913709
Long
EC
CORP
BR
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
N/A
75667.00000000
NS
8770788.40000000
0.329284935902
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-36867.95000000
-0.00138414701
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
110733000.00000000
JPY
751613.35000000
USD
2024-01-26
-36867.95000000
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
27296.00000000
NS
USD
11063887.68000000
0.415375605862
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
232018.00000000
NS
USD
35955829.46000000
1.349902934502
Long
EC
CORP
US
N
1
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
N/A
236500000.00000000
PA
2816928.59000000
0.105756986475
Long
DBT
NUSS
IN
N
2
2025-01-16
Fixed
6.00000000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
10500000.00000000
PA
10249913.67000000
0.384816280122
Long
DBT
NUSS
DE
N
2
2030-08-15
Fixed
0.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series S
949746RG8
1504000.00000000
PA
USD
1491904.08000000
0.056011103785
Long
DBT
CORP
US
N
2
2024-06-15
Variable
5.90000040
N
N
N
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
16833.00000000
NS
1685173.11000000
0.063267074087
Long
EC
CORP
NL
N
2
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
108824.00000000
NS
USD
16145128.64000000
0.606142504744
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CE7
3000000.00000000
PA
USD
2813808.78000000
0.105639858301
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
151199.00000000
NS
USD
14764582.35000000
0.554312147440
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
9520.00000000
NS
USD
33769534.40000000
1.267822054670
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAT9
6300000.00000000
PA
USD
5977673.42000000
0.224421992548
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group, Inc.
00213MAW4
3200000.00000000
PA
USD
2987323.84000000
0.112154198039
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
1600000.00000000
PA
USD
1398199.68000000
0.052493125020
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Braskem Idesa SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
10554NAB4
3800000.00000000
PA
USD
2228076.19000000
0.083649484168
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
6354000.00000000
PA
USD
6160870.42000000
0.231299824922
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AX5
4800000.00000000
PA
USD
3227258.59000000
0.121162156636
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8934.92000000
-0.00033544698
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1028000.00000000
GBP
1301736.77000000
USD
2024-01-26
-8934.92000000
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
384450.00000000
NS
USD
13809444.00000000
0.518453036946
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities, Inc.
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
70802.00000000
NS
USD
2644454.70000000
0.099281735765
Long
EC
CORP
US
N
1
N
N
N
People's Republic of China
300300CHN201808MOF68
China Government Bond
N/A
159360000.00000000
PA
22461515.98000000
0.843280958613
Long
DBT
NUSS
CN
N
2
2032-09-01
Fixed
2.60000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
N/A
263000000.00000000
PA
3145065.04000000
0.118076333948
Long
DBT
NUSS
KR
N
2
2025-04-18
Fixed
7.15000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
456197.00000000
NS
10969972.78000000
0.411849724218
Long
EC
CORP
DE
N
2
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
9665.00000000
NS
USD
2444955.05000000
0.091791847004
Long
EC
CORP
US
N
1
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
40471.00000000
NS
USD
20838922.61000000
0.782363338729
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Spain Bonos Y Obligaciones del Estado
N/A
3760000.00000000
PA
4828134.01000000
0.181264411533
Long
DBT
NUSS
ES
N
2
2029-01-31
Fixed
6.00000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
N/A
111558.00000000
NS
11267858.03000000
0.423033339758
Long
EC
CORP
CH
N
2
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
106129.00000000
NS
USD
27630685.15000000
1.037348978635
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-81247.87000000
-0.00305031867
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
2472000.00000000
EUR
2650787.89000000
USD
2024-01-26
-81247.87000000
N
N
N
Crown Holdings, Inc.
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
39253.00000000
NS
USD
3614808.77000000
0.135712095634
Long
EC
CORP
US
N
1
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
73927209.24000000
NS
USD
73927209.24000000
2.775476416242
Long
STIV
RF
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
22300000.00000000
PA
18464011.52000000
0.693201177886
Long
DBT
NUSS
GB
N
2
2041-10-22
Fixed
1.25000000
N
N
N
N
N
N
Healthpeak Properties, Inc.
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
131069.00000000
NS
USD
2595166.20000000
0.097431279475
Long
EC
CORP
US
N
1
N
N
N
People's Republic of China
300300CHN201808MOF68
China Government Bond
N/A
47210000.00000000
PA
6667860.38000000
0.250333935525
Long
DBT
NUSS
CN
N
2
2027-10-15
Fixed
2.44000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AT5
4000000.00000000
PA
USD
3951426.72000000
0.148349867181
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
63451.00000000
NS
USD
6549412.22000000
0.245886992674
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
353900.00000000
NS
14803842.77000000
0.555786115833
Long
EC
CORP
JP
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
15534.00000000
NS
7744762.63000000
0.290764472917
Long
EC
CORP
FR
N
2
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
8500000.00000000
PA
USD
7190302.75000000
0.269948181642
Long
DBT
CORP
IT
N
2
2032-06-03
Fixed
3.12700000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2773800.01000000
-0.10413779432
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
51216000.00000000
GBP
62525189.34000000
USD
2024-01-26
-2773800.01000000
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
264700.00000000
NS
8480388.68000000
0.318382352369
Long
EC
CORP
CA
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
8700000.00000000
PA
8605320.47000000
0.323072712526
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAL7
5800000.00000000
PA
USD
5481119.65000000
0.205779691666
Long
DBT
CORP
NL
N
2
2026-10-15
Fixed
2.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
4500000.00000000
PA
USD
4197784.05000000
0.157598951063
Long
DBT
NUSS
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Rolls-Royce Holdings plc
213800EC7997ZBLZJH69
Rolls-Royce Holdings plc
N/A
1222635.00000000
NS
4664131.28000000
0.175107196700
Long
EC
CORP
GB
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBF7
26000000.00000000
PA
USD
27444313.02000000
1.030351941187
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
VanEck J. P. Morgan EM Local Currency Bond ETF
549300CNWPR88MZBEA63
VanEck J.P. Morgan EM Local Currency Bond ETF
92189H300
1208400.00000000
NS
USD
30632940.00000000
1.150063737076
Long
RF
US
N
1
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
442386.00000000
NS
26707103.70000000
1.002674620448
Long
EC
CORP
KR
N
2
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
N/A
3200000.00000000
PA
3440446.15000000
0.129165935639
Long
DBT
CORP
NL
N
2
2025-06-17
Fixed
3.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
N/A
349248.00000000
NS
4768264.95000000
0.179016725386
Long
EC
CORP
DE
N
2
N
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
9113.00000000
NS
USD
5492040.58000000
0.206189700159
Long
EC
CORP
US
N
1
N
N
N
Melrose Industries plc
213800RGNXXZY2M7TR85
Melrose Industries plc
N/A
191956.00000000
NS
1387695.09000000
0.052098747333
Long
EC
CORP
GB
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CED9
16700000.00000000
PA
USD
16138984.38000000
0.605911828530
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
2024-01-30
Franklin Fund Allocator Series
Monica Krogh
Monica Krogh
Assistant Treasurer