0001752724-22-072290.txt : 20220325
0001752724-22-072290.hdr.sgml : 20220325
20220325123607
ACCESSION NUMBER: 0001752724-22-072290
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220325
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Global Allocation Fund, Inc.
CENTRAL INDEX KEY: 0001571768
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22810
FILM NUMBER: 22769594
BUSINESS ADDRESS:
BUSINESS PHONE: 410-345-4981
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
0001571768
S000040952
T. Rowe Price Global Allocation Fund, Inc.
C000127047
T. Rowe Price Global Allocation Fund, Inc.
RPGAX
C000127048
T. Rowe Price Global Allocation Fund-Advisor Class
PAFGX
C000169948
T. Rowe Price Global Allocation Fund-I Class
TGAFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001571768
XXXXXXXX
S000040952
C000127047
C000169948
C000127048
T. ROWE PRICE GLOBAL ALLOCATION FUND, INC.
811-22810
0001571768
549300O7QCU2ZLFB3659
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Global Allocation Fund, Inc.
S000040952
549300EOK7E7NL9X0O89
2022-10-31
2022-01-31
N
1172687769.88
6498662.92
1166189106.96
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
792189.13000000
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
99700.00000000
NS
1248583.07000000
0.107065231749
Long
EC
CORP
JP
N
2
N
N
N
Shoprite Holdings Ltd
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd
000000000
21204.00000000
NS
290110.89000000
0.024876830718
Long
EC
CORP
ZA
N
2
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
35259.00000000
NS
USD
2534064.33000000
0.217294460639
Long
EC
CORP
US
N
1
N
N
N
AHS HOSPITAL CORP
549300D7W3C9Z4RGJG34
AHS Hospital Corp
001306AB5
20000.00000000
PA
USD
26903.40000000
0.002306950034
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.02400000
N
N
N
N
N
N
flatexDEGIRO AG
529900IRBZTADXJB6757
flatexDEGIRO AG
000000000
8256.00000000
NS
159760.08000000
0.013699328783
Long
EC
CORP
DE
N
2
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
4805000.00000000
PA
USD
4751694.53000000
0.407454888889
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
Hope Education Group Co Ltd
254900ALO9NYVW26GL30
Hope Education Group Co Ltd
000000000
708000.00000000
NS
91295.18000000
0.007828505639
Long
EC
CORP
CN
N
2
N
N
N
EATON VANCE CORP
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AD5
15000.00000000
PA
USD
15453.59000000
0.001325135855
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.62500000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
2266.00000000
NS
522251.01000000
0.044782703498
Long
EC
CORP
IT
N
2
N
N
N
Clicks Group Ltd
378900E967958A677472
Clicks Group Ltd
000000000
15135.00000000
NS
289835.47000000
0.024853213622
Long
EC
CORP
ZA
N
2
N
N
N
BRAC Bank Ltd
254900EHCK80ARTPIK21
BRAC Bank Ltd
000000000
437875.00000000
NS
281387.54000000
0.024128808811
Long
EC
CORP
BD
N
2
N
N
N
V-Cube Inc
3538006ISH8NK26K5A10
V-Cube Inc
000000000
7700.00000000
NS
52253.91000000
0.004480740703
Long
EC
CORP
JP
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZZ6
1055351.88000000
PA
USD
1147695.17000000
0.098414156259
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
1082.00000000
NS
USD
438329.02000000
0.037586444375
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-1930.09000000
-0.00016550403
N/A
DFE
CORP
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
-112046.62000000
USD
140000.00000000
CAD
2022-04-22
-1930.09000000
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
2114.00000000
NS
USD
117369.28000000
0.010064343707
Long
EC
CORP
US
N
1
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
1290.00000000
NS
963326.96000000
0.082604695434
Long
EC
CORP
FR
N
2
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAH1
375000.00000000
PA
USD
360421.50000000
0.030905922362
Long
DBT
CORP
N/A
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAG9
155000.00000000
PA
USD
163704.97000000
0.014037600679
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.06800000
N
N
N
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
43918.00000000
NS
548364.63000000
0.047021930382
Long
EC
CORP
SE
N
2
N
N
N
SHENZHEN MEGMEET ELECTRICAL CO LTD
N/A
SHENZHEN MEGMEET ELECTRICAL CO LTD
000000000
35100.00000000
NS
165967.91000000
0.014231646395
Long
EC
CORP
CN
N
2
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDY4
260000.00000000
PA
USD
254260.24000000
0.021802659490
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
5208.00000000
NS
USD
677977.44000000
0.058136149270
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
468.00000000
NS
USD
45442.80000000
0.003896692202
Long
EC
CORP
US
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
235000.00000000
PA
USD
221292.69000000
0.018975712316
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
5406.00000000
NS
USD
468321.78000000
0.040158305132
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAE4
85000.00000000
PA
USD
89947.02000000
0.007712901746
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.75300000
N
N
N
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
1812.00000000
NS
63880.00000000
0.005477670784
Long
EC
CORP
DE
N
2
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
13000.00000000
PA
USD
16549.20000000
0.001419083740
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
150000.00000000
PA
USD
176109.38000000
0.015101271221
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
30000.00000000
PA
USD
31520.85000000
0.002702893536
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
14167.00000000
NS
USD
294956.94000000
0.025292376531
Long
EC
CORP
KR
N
1
N
N
N
Singer Bangladesh Ltd
N/A
Singer Bangladesh Ltd
000000000
23560.00000000
NS
45839.04000000
0.003930669539
Long
EC
CORP
BD
N
2
N
N
N
Hypoport SE
391200GNIFXXP6KRYQ46
Hypoport SE
000000000
269.00000000
NS
118873.61000000
0.010193339081
Long
EC
CORP
DE
N
2
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
23000.00000000
NS
183940.63000000
0.015772796101
Long
EC
CORP
JP
N
2
N
N
N
Air Arabia PJSC
21380058Y5RCZI2HBX17
Air Arabia PJSC
000000000
254522.00000000
NS
100836.14000000
0.008646637101
Long
EC
CORP
AE
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BH6
45000.00000000
PA
USD
44536.19000000
0.003818950951
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
1.37500000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
3972.00000000
NS
202878.91000000
0.017396741985
Long
EC
CORP
GB
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
32735.00000000
NS
698536.50000000
0.059899076044
Long
EC
CORP
SE
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
100000.00000000
PA
USD
103637.30000000
0.008886834852
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
200000.00000000
PA
USD
206504.20000000
0.017707608377
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
986.00000000
NS
USD
353510.58000000
0.030313315215
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
12065.00000000
NS
USD
1275270.50000000
0.109353662488
Long
EC
CORP
US
N
1
N
N
N
Nitto Boseki Co Ltd
3538005B13YMJ9BWQO82
Nitto Boseki Co Ltd
000000000
2100.00000000
NS
50115.03000000
0.004297333056
Long
EC
CORP
JP
N
2
N
N
N
FD Technologies PLC
213800MKQAJ5R7WIU633
FD Technologies PLC
000000000
5343.00000000
NS
116527.62000000
0.009992171878
Long
EC
CORP
GB
N
2
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAD0
150000.00000000
PA
USD
157344.75000000
0.013492215718
Long
DBT
CORP
MX
N
2
2024-04-10
Fixed
4.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
70000.00000000
PA
USD
75944.54000000
0.006512197682
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Montana Aerospace AG
506700YRG9330Q97U450
Montana Aerospace AG
000000000
6487.00000000
NS
242461.06000000
0.020790887048
Long
EC
CORP
CH
N
2
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
61869.00000000
NS
126927.89000000
0.010883988646
Long
EC
CORP
GB
N
2
N
N
N
Industrial & Infrastructure Fu
353800WCHFY04YKYCI19
Industrial & Infrastructure Fund Investment Corp
000000000
77.00000000
NS
129093.44000000
0.011069683229
Long
EC
CORP
JP
N
2
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
100000.00000000
PA
USD
102154.20000000
0.008759659937
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
6634.00000000
NS
USD
680250.36000000
0.058331050765
Long
EC
CORP
US
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
000000000
1726.00000000
NS
62906.67000000
0.005394208334
Long
EC
CORP
FI
N
2
N
N
N
Cairo Investment & Real Estate
N/A
Cairo Investment & Real Estate Development Co SAE
000000000
34914.00000000
NS
28905.48000000
0.002478627164
Long
EC
CORP
EG
N
2
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
1279.00000000
NS
USD
64772.08000000
0.005554166096
Long
EP
CORP
US
N
2
N
N
N
Yellow Hat Ltd
N/A
Yellow Hat Ltd
000000000
9700.00000000
NS
134490.61000000
0.011532487243
Long
EC
CORP
JP
N
2
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
10725.16000000
PA
USD
10746.54000000
0.000921509207
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AA5
105000.00000000
PA
USD
107267.79000000
0.009198147140
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BD5
55000.00000000
PA
USD
55546.48000000
0.004763076560
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Benesse Holdings Inc
549300XOPEJA8L2IV934
Benesse Holdings Inc
000000000
3900.00000000
NS
76058.67000000
0.006521984260
Long
EC
CORP
JP
N
2
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BJ2
70000.00000000
PA
USD
68789.00000000
0.005898614520
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
145000.00000000
PA
USD
156245.77000000
0.013397978858
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
25000.00000000
PA
USD
25596.88000000
0.002194916746
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
BBVA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
44301.00000000
NS
282845.51000000
0.024253828844
Long
EC
CORP
ES
N
2
N
N
N
Raia Drogasil SA
N/A
Raia Drogasil SA
000000000
128966.00000000
NS
564913.87000000
0.048441017552
Long
EC
CORP
BR
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828WU0
1682109.09000000
PA
USD
1774625.09000000
0.152173012027
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
50000.00000000
PA
USD
52644.15000000
0.004514203544
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
Kyoritsu Maintenance Co Ltd
353800IO2MFHL1NA0986
Kyoritsu Maintenance Co Ltd
000000000
4500.00000000
NS
160978.71000000
0.013803825557
Long
EC
CORP
JP
N
2
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
152.00000000
NS
USD
49466.88000000
0.004241754592
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CR9
300000.00000000
PA
USD
315384.90000000
0.027044061560
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS
N/A
City of Los Angeles Department of Airports
544435Q52
15000.00000000
PA
USD
22830.30000000
0.001957684209
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
7.05300000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAC8
115000.00000000
PA
USD
112283.68000000
0.009628256629
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
Fujitec Co Ltd
353800YTI2P5MIZAV086
Fujitec Co Ltd
000000000
23800.00000000
NS
566070.99000000
0.048540239882
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
AUD/USD FORWARD
000000000
1.00000000
NC
USD
619.40000000
0.000053113169
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-159000.00000000
AUD
113049.86000000
USD
2022-02-25
619.40000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PV4
38475.46000000
PA
USD
45100.45000000
0.003867335900
Long
DBT
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
Miura Co Ltd
N/A
Miura Co Ltd
000000000
11100.00000000
NS
327728.94000000
0.028102555412
Long
EC
CORP
JP
N
2
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
6028.00000000
NS
611176.98000000
0.052408050834
Long
EC
CORP
DE
N
2
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
866120116
5905.00000000
NS
100340.64000000
0.008604148281
Long
EC
CORP
CA
N
2
N
N
N
CRH AMERICA FINANCE INC
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAC6
400000.00000000
PA
USD
430958.00000000
0.036954383935
Long
DBT
CORP
US
N
2
2028-04-04
Fixed
3.95000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
4241.00000000
NS
USD
2484292.98000000
0.213026597931
Long
EC
CORP
US
N
1
N
N
N
Alamo Group Inc
54930080C93RVZRSDV26
Alamo Group Inc
011311107
164.00000000
NS
USD
23099.40000000
0.001980759369
Long
EC
CORP
US
N
1
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAR5
205000.00000000
PA
USD
204348.10000000
0.017522724125
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
1.08200000
N
N
N
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
15644.00000000
NS
USD
353714.40000000
0.030330792655
Long
EC
CORP
RU
N
2
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
57727.00000000
NS
USD
2190739.65000000
0.187854580095
Long
EC
CORP
US
N
1
N
N
N
Definity Financial Corp
984500D5F3FC49D00C44
Definity Financial Corp
24477T100
10575.00000000
NS
239760.45000000
0.020559311398
Long
EC
CORP
CA
N
2
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-129309.53000000
-0.01108821281
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-16732600.00000000
EUR
18679438.01000000
USD
2022-02-28
-129309.53000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RW0
170413.12000000
PA
USD
213761.96000000
0.018329956841
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.87500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
40000.00000000
PA
USD
40282.24000000
0.003454177350
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAA3
7345.49000000
PA
USD
7345.49000000
0.000629871258
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
0.94967000
N
N
N
N
N
N
Chroma ATE Inc
N/A
Chroma ATE Inc
000000000
12000.00000000
NS
93539.01000000
0.008020912684
Long
EC
CORP
TW
N
2
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAA8
42463.39000000
PA
USD
42887.79000000
0.003677601663
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-45.00000000
NC
USD
-3515.63000000
-0.00030146311
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
0.00000000
USD
100000.00000000
162.00000000
USD
2022-02-18
XXXX
122976.23000000
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
6800.00000000
NS
115599.44000000
0.009912581013
Long
EC
CORP
JP
N
2
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAL5
65000.00000000
PA
USD
65526.37000000
0.005618846000
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.05000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BD1
265000.00000000
PA
USD
280786.32000000
0.024077254565
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
4423.00000000
NS
USD
662919.24000000
0.056844917864
Long
EC
CORP
US
N
1
N
N
N
Kaspi.KZ JSC
2549003YU6FARG8OAZ13
Kaspi.KZ JSC
48581R205
3325.00000000
NS
USD
284446.63000000
0.024391123901
Long
EC
CORP
KZ
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
3793376.10000000
PA
USD
3939183.99000000
0.337782608883
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
Westrock Co
N/A
Westrock Co
96145D105
31914.00000000
NS
USD
1473150.24000000
0.126321728715
Long
EC
CORP
US
N
1
N
N
N
ZHEJIANG SHUANGHUAN DRIVELINE CO LTD
N/A
ZHEJIANG SHUANGHUAN DRIVELINE CO LTD
000000000
61400.00000000
NS
239486.72000000
0.020535839219
Long
EC
CORP
CN
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
43940.30000000
PA
USD
43488.55000000
0.003729116464
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
Mayr Melnhof Karton AG
5299001AMHDLKUM80611
Mayr Melnhof Karton AG
000000000
2156.00000000
NS
419456.40000000
0.035968128796
Long
EC
CORP
AT
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-2453.40000000
-0.00021037754
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-114883.86000000
USD
159000.00000000
AUD
2022-02-25
-2453.40000000
N
N
N
Deliveroo PLC
984500F6537F74DDEE77
Deliveroo PLC
000000000
17257.00000000
NS
36256.34000000
0.003108958897
Long
EC
CORP
GB
N
2
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
5996.00000000
NS
USD
1302211.28000000
0.111663817834
Long
EC
CORP
US
N
1
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
000000000
6838.00000000
NS
179660.08000000
0.015405741566
Long
EC
CORP
KR
N
2
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AV4
70000.00000000
PA
USD
74699.31000000
0.006405419974
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75000000
N
N
N
N
N
N
Denka Co Ltd
353800Y94EKQEH8MVD43
Denka Co Ltd
000000000
2000.00000000
NS
70436.53000000
0.006039889206
Long
EC
CORP
JP
N
2
N
N
N
ABL SPACE SYSTEMS SER B CVT PFD STOCK PP
N/A
ABL SPACE SYSTEMS SER B CVT PFD STOCK PP
000000000
2160.00000000
NS
USD
146871.58000000
0.012594147820
Long
EP
CORP
US
Y
3
N
N
N
FLORIDA ST DEV FIN CORP EDUCTN
549300HC854CNBLMWC48
Florida Development Finance Corp
34061UEQ7
390000.00000000
PA
USD
395020.08000000
0.033872729357
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
4.10900000
N
N
N
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
76.00000000
NS
41030.67000000
0.003518354763
Long
EP
CORP
DE
N
2
N
N
N
HDFC Asset Management Co Ltd
3358002FLK8AK8WSEP31
HDFC Asset Management Co Ltd
000000000
8579.00000000
NS
254678.06000000
0.021838487298
Long
EC
CORP
IN
N
2
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFL3
65000.00000000
PA
USD
64056.53000000
0.005492808123
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAD7
150000.00000000
PA
USD
152681.40000000
0.013092336319
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.30000000
N
N
N
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
10700.00000000
NS
179660.03000000
0.015405737279
Long
EC
CORP
JP
N
2
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR57
415000.00000000
PA
USD
407005.86000000
0.034900502634
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
0.90000000
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
54494.00000000
NS
1095085.82000000
0.093902936793
Long
EC
CORP
IN
N
2
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
29300.00000000
NS
322578.54000000
0.027660911774
Long
EC
CORP
JP
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AD0
250000.00000000
PA
USD
252840.00000000
0.021680874781
Long
DBT
CORP
CH
N
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
000000000
9862.00000000
NS
165813.37000000
0.014218394684
Long
EC
CORP
AT
N
2
N
N
N
JMDC Inc
N/A
JMDC Inc
000000000
3100.00000000
NS
143872.39000000
0.012336969119
Long
EC
CORP
JP
N
2
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt PLC
000000000
22879.00000000
NS
231083.72000000
0.019815287128
Long
EC
CORP
GB
N
2
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
95000.00000000
PA
USD
97252.55000000
0.008339346459
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
3.85000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
17328.00000000
NS
USD
5428169.28000000
0.465462183414
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAJ9
203182.54000000
PA
USD
202103.64000000
0.017330263058
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
150000.00000000
PA
USD
154358.10000000
0.013236112314
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
MIAMI-DADE CNTY FL WTR & SWR R
N/A
County of Miami-Dade FL Water & Sewer System Revenue
59334DLS1
90000.00000000
PA
USD
94340.53000000
0.008089642531
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
30156.00000000
NS
178041.11000000
0.015266915883
Long
EC
CORP
GB
N
2
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
1779.00000000
NS
USD
93966.78000000
0.008057593698
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
75000.00000000
PA
USD
75656.25000000
0.006487476992
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
3935.00000000
NS
USD
1444066.30000000
0.123827798714
Long
EC
CORP
US
N
1
N
N
N
Hikari Tsushin Inc
3538001SOIIV8U3OXH94
Hikari Tsushin Inc
000000000
3300.00000000
NS
396213.75000000
0.033975085827
Long
EC
CORP
JP
N
2
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2C8
245000.00000000
PA
USD
250682.78000000
0.021495894491
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.87500000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
45000.00000000
PA
USD
45214.65000000
0.003877128480
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Hightech Payment Systems SA
N/A
Hightech Payment Systems SA
000000000
215.00000000
NS
158106.31000000
0.013557519021
Long
EC
CORP
MA
N
2
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
6936.00000000
NS
USD
1696198.80000000
0.145448005805
Long
EC
CORP
US
N
1
N
N
N
SANGFOR TECHNOLOGIES INC
N/A
SANGFOR TECHNOLOGIES INC
000000000
9700.00000000
NS
238152.03000000
0.020421390371
Long
EC
CORP
CN
N
2
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
2253.00000000
NS
USD
698858.07000000
0.059926650474
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
252.00000000
NS
USD
98665.56000000
0.008460511199
Long
EC
CORP
US
N
1
N
N
N
Perseus Mining Ltd
54930054ZDGKBCW3SM26
Perseus Mining Ltd
000000000
141858.00000000
NS
148276.91000000
0.012714654005
Long
EC
CORP
AU
N
2
N
N
N
TCS Group Holding PLC
549300XQRN9MR54V1W18
TCS Group Holding PLC
87238U203
611.00000000
NS
USD
44090.24000000
0.003780711013
Long
EC
CORP
CY
N
2
N
N
N
Petronet LNG Ltd
335800KIIKNA7GRD9351
Petronet LNG Ltd
000000000
23332.00000000
NS
67184.27000000
0.005761009908
Long
EC
CORP
IN
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
534.00000000
NS
27310.26000000
0.002341838029
Long
EC
CORP
SE
N
2
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAB1
159502.17000000
PA
USD
160674.99000000
0.013777781754
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.88000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
15935.00000000
NS
USD
4554063.65000000
0.390508162254
Long
EC
CORP
US
N
1
N
N
N
Fabege AB
549300JNPI46XNH0PM97
Fabege AB
000000000
2844.00000000
NS
42432.13000000
0.003638529098
Long
EC
CORP
SE
N
2
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
146571.13000000
PA
USD
147059.31000000
0.012610245553
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
000000000
87050.00000000
NS
128059.59000000
0.010981031226
Long
EC
CORP
RU
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZA1
840000.00000000
PA
USD
840525.00000000
0.072074502752
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.12500000
N
N
N
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
8847.00000000
NS
USD
261517.32000000
0.022424949644
Long
EC
CORP
US
N
1
N
N
N
Demae-Can Co Ltd
35380058ZGSGRV80PE35
Demae-Can Co Ltd
000000000
7300.00000000
NS
47518.94000000
0.004074719933
Long
EC
CORP
JP
N
2
N
N
N
Hino Motors Ltd
3538009ZU0PHKNHJM202
Hino Motors Ltd
433406105
33300.00000000
NS
289457.28000000
0.024820784062
Long
EC
CORP
JP
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
10468.00000000
NS
USD
2182368.64000000
0.187136771127
Long
EC
CORP
US
N
1
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAN9
20000.00000000
PA
USD
20298.68000000
0.001740599348
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.40000000
N
N
N
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
316900.00000000
NS
837102.34000000
0.071781011759
Long
EC
CORP
HK
N
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
2220.00000000
NS
268773.68000000
0.023047178060
Long
EC
CORP
FR
N
2
N
N
N
FPT Corp
N/A
FPT Corp
000000000
79360.00000000
NS
323880.90000000
0.027772588344
Long
EC
CORP
VN
N
2
N
N
N
Kadant Inc
549300K06LNJYBMPYP15
Kadant Inc
48282T104
105.00000000
NS
USD
21942.90000000
0.001881590204
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAH4
203818.68000000
PA
USD
195797.58000000
0.016789522285
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
26600.00000000
NS
262752.83000000
0.022530893868
Long
EC
CORP
JP
N
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
4211.00000000
NS
451615.51000000
0.038725752736
Long
EC
CORP
NL
N
2
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BD4
250000.00000000
PA
USD
277957.50000000
0.023834684987
Long
DBT
CORP
CL
N
2
2047-11-02
Fixed
5.50000000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
54451.00000000
NS
600392.18000000
0.051483260855
Long
EC
CORP
PT
N
2
N
N
N
Fosun International Ltd
213800Z99WQEXDF82F09
Fosun International Ltd
000000000
94500.00000000
NS
107224.04000000
0.009194395605
Long
EC
CORP
CN
N
2
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DJ4
10000.00000000
PA
USD
11852.31000000
0.001016328306
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.75000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCU8
205000.00000000
PA
USD
207293.34000000
0.017775276647
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919BA3
50000.00000000
PA
USD
52187.25000000
0.004475024649
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
7474.00000000
NS
USD
4344636.20000000
0.372549886984
Long
EC
CORP
US
N
1
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MDE5
100000.00000000
PA
USD
101098.65000000
0.008669147173
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.41140000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AV2
20000.00000000
PA
USD
20121.92000000
0.001725442287
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.87500000
N
N
N
N
N
N
Challenger Ltd
529900ACCCAOHJ2V3169
Challenger Ltd
000000000
24701.00000000
NS
100900.44000000
0.008652150787
Long
EC
CORP
AU
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VAC3
25538.11000000
PA
USD
25810.12000000
0.002213201945
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AP8
67000.00000000
PA
USD
69596.25000000
0.005967835712
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
VENTURE CORP LTD
N/A
VENTURE GLOBAL LNG INC SR C PP
000000000
1.00000000
NS
USD
5950.17000000
0.000510223424
Long
EC
CORP
US
Y
3
N
N
N
Rede D'Or Sao Luiz SA
N/A
Rede D'Or Sao Luiz SA
000000000
38213.00000000
NS
320234.74000000
0.027459932363
Long
EC
CORP
BR
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
400000.00000000
PA
USD
421924.40000000
0.036179758281
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
New Orleans Hotel Trust
N/A
New Orleans Hotel Trust 2019-HNLA
647622AE9
100000.00000000
PA
USD
98500.65000000
0.008446370268
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Floating
1.69471000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBJ6
125000.00000000
PA
USD
131104.25000000
0.011242108952
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
250000.00000000
PA
USD
262354.50000000
0.022496737315
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
Dechra Pharmaceuticals PLC
213800J4UVB5OWG8VX82
Dechra Pharmaceuticals PLC
000000000
8684.00000000
NS
487772.15000000
0.041826162419
Long
EC
CORP
GB
N
2
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA
000000000
7975.00000000
NS
184976.44000000
0.015861616173
Long
EC
CORP
FR
N
2
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
6000.00000000
NS
216490.38000000
0.018563917181
Long
EC
CORP
JP
N
2
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
340000.00000000
PA
USD
351201.64000000
0.030115325027
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
QT Group Oyj
743700GO2XU2ZYYDKW67
QT Group Oyj
000000000
991.00000000
NS
115040.67000000
0.009864666829
Long
EC
CORP
FI
N
2
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
700.00000000
NS
35310.80000000
0.003027879422
Long
EC
CORP
JP
N
2
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAC7
110000.00000000
PA
USD
109932.33000000
0.009426629810
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
1.60600000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GBP/USD FORWARD
000000000
1.00000000
NC
USD
1936.66000000
0.000166067406
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-140599.46000000
USD
106000.00000000
GBP
2022-02-25
1936.66000000
N
N
N
London Stock Exchange Group PL
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
19870.00000000
NS
1945540.33000000
0.166828888933
Long
EC
CORP
GB
N
2
N
N
N
CIE Automotive SA
95980020140005381252
CIE Automotive SA
000000000
3514.00000000
NS
102071.53000000
0.008752571035
Long
EC
CORP
ES
N
2
N
N
N
Nextage Co Ltd
N/A
Nextage Co Ltd
000000000
18800.00000000
NS
472107.85000000
0.040482958311
Long
EC
CORP
JP
N
2
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAE5
129675.00000000
PA
USD
125128.98000000
0.010729733218
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.86500000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey
73358WRQ9
20000.00000000
PA
USD
21713.36000000
0.001861907290
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
5.31000000
N
N
N
N
N
N
Nippon Ceramic Co Ltd
N/A
Nippon Ceramic Co Ltd
000000000
8100.00000000
NS
173236.29000000
0.014854905517
Long
EC
CORP
JP
N
2
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
107000.00000000
PA
USD
112363.48000000
0.009635099430
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Huazhu Group Ltd
549300Y5ML31FVN83730
Huazhu Group Ltd
44332N106
862.00000000
NS
USD
34066.24000000
0.002921159166
Long
EC
CORP
CN
N
1
N
N
N
ROCKWOOL International A/S
213800QRC7LNX935OZ09
ROCKWOOL International A/S
000000000
1354.00000000
NS
518596.01000000
0.044469289492
Long
EC
CORP
DK
N
2
N
N
N
FUYAO GLASS INDUSTRY GROUP CO LTD
549300AS5CSLWETN0P64
FUYAO GLASS INDUSTRY GROUP CO LTD
000000000
22412.00000000
NS
169558.52000000
0.014539538998
Long
EC
CORP
CN
N
2
N
N
N
INDIANA UNIV HEALTH INC
N/A
Indiana University Health Inc Obligated Group
455170AA8
145000.00000000
PA
USD
169847.20000000
0.014564293131
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.97000000
N
N
N
N
N
N
HKEX
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
000000000
1600.00000000
NS
91321.18000000
0.007830735123
Long
EC
CORP
HK
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAW0
35000.00000000
PA
USD
36602.55000000
0.003138646192
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.03600000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
268114.59000000
PA
USD
271786.45000000
0.023305521238
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHR8
205000.00000000
PA
USD
199415.86000000
0.017099787573
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.32000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAE7
215000.00000000
PA
USD
213693.32000000
0.018324071003
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
38884.00000000
NS
USD
5322830.76000000
0.456429469991
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
-57.00000000
NC
USD
15310.39000000
0.001312856543
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-03-31
-12364716.64000000
USD
15310.39000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282W9
25000.00000000
PA
USD
25214.84000000
0.002162157050
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-7
92538QAA8
289975.81000000
PA
USD
286014.80000000
0.024525593515
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.82900000
N
N
N
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
20804.00000000
NS
1248555.18000000
0.107062840198
Long
EC
CORP
AT
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
11681.00000000
NS
833899.71000000
0.071506388202
Long
EC
CORP
FR
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AV4
115000.00000000
PA
USD
119513.18000000
0.010248181816
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Info Edge India Ltd
335800MXUVHTBF9DEC78
Info Edge India Ltd
000000000
1173.00000000
NS
77786.92000000
0.006670180636
Long
EC
CORP
IN
N
2
N
N
N
Funding Circle Holdings PLC
2138003EK6UAINBBUS19
Funding Circle Holdings PLC
000000000
69311.00000000
NS
88949.40000000
0.007627356444
Long
EC
CORP
GB
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
31907.00000000
NS
382327.97000000
0.032784388716
Long
EC
CORP
GB
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RR1
296664.34500000
PA
USD
377459.03000000
0.032366880100
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
5359.00000000
NS
81846.84000000
0.007018316284
Long
EC
CORP
BR
N
2
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
40000.00000000
PA
USD
41871.56000000
0.003590460565
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
350000.00000000
PA
USD
335270.95000000
0.028749278140
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
9557.00000000
NS
USD
1679738.32000000
0.144036529751
Long
EC
CORP
US
N
1
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
000000000
1498.00000000
NS
USD
14425.74000000
0.001236998349
Long
EC
CORP
LU
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
145000.00000000
PA
USD
152839.06000000
0.013105855567
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CB8
170000.00000000
PA
USD
182371.07000000
0.015638207295
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130H204
2120.00000000
NS
USD
190131.17000000
0.016303631106
Long
EP
CORP
US
N
2
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
51556.00000000
NS
568788.59000000
0.048773272414
Long
EC
CORP
GB
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
19600.00000000
NS
3111915.46000000
0.266844840294
Long
EC
CORP
DE
N
2
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
200000.00000000
PA
USD
196315.80000000
0.016833959332
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
Dlocal Ltd/Uruguay
N/A
Dlocal Ltd/Uruguay
000000000
1250.00000000
NS
USD
37400.00000000
0.003207027040
Long
EC
CORP
UY
N
1
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BF3
150000.00000000
PA
USD
150390.45000000
0.012895888763
Long
DBT
CORP
US
N
2
2022-03-07
Fixed
3.00000000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
3500.00000000
NS
261218.04000000
0.022399286568
Long
EC
CORP
JP
N
2
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
1290.00000000
NS
USD
260012.40000000
0.022295903678
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
7900.00000000
NS
471422.19000000
0.040424163387
Long
EC
CORP
JP
N
2
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
3709.00000000
NS
191526.38000000
0.016423269507
Long
EC
CORP
CA
N
2
N
N
N
T Rowe Price Emerging Markets Local Currency Bond Fund
308254AVG0WE2QK20V13
T Rowe Price Emerging Markets Local Currency Bond Fund
77956H369
4981468.42066300
NS
USD
27647149.73000000
2.370726116801
Long
EC
RF
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
22626.00000000
NS
USD
5117322.42000000
0.438807255998
Long
EC
CORP
US
N
1
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
15000.00000000
NS
595787.91000000
0.051088447529
Long
EC
CORP
TW
N
2
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
976.00000000
NS
USD
139577.76000000
0.011968707233
Long
EC
CORP
CH
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
18149.00000000
NS
USD
1478780.52000000
0.126804521768
Long
EC
CORP
US
N
1
N
N
N
Safaricom PLC
N/A
Safaricom PLC
000000000
810000.00000000
NS
261123.45000000
0.022391175534
Long
EC
CORP
KE
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDX7
85000.00000000
PA
USD
81151.20000000
0.006958665581
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
275000.00000000
PA
USD
276980.55000000
0.023750912124
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAC1
82627.85000000
PA
USD
82787.01000000
0.007098935284
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.96400000
N
N
N
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
2923267.61860700
NS
USD
28121834.49000000
2.411430043563
Long
EC
RF
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
22775.00000000
NS
USD
1483108.00000000
0.127175600522
Long
EC
CORP
US
N
1
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
10808.00000000
NS
227806.63000000
0.019534278672
Long
EC
CORP
GB
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
79470.00000000
NS
USD
1114803.98000000
0.095593756908
Long
EC
CORP
RU
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
61763UBC5
20000.00000000
PA
USD
20770.17000000
0.001781029326
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.46400000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AS9
230000.00000000
PA
USD
241585.79000000
0.020715833183
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
RIVIAN AUTOMOTIVE INC
N/A
RIVIAN AUTOMOTIVE INC
000000000
34730.00000000
NS
USD
2168992.69000000
0.185989791625
Long
EC
CORP
US
Y
2
N
N
N
Olaplex Holdings Inc
N/A
Olaplex Holdings Inc
679369108
11239.00000000
NS
USD
245459.76000000
0.021048023732
Long
EC
CORP
US
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
15482.00000000
NS
1602505.48000000
0.137413861134
Long
EC
CORP
NL
N
2
N
N
N
Knaus Tabbert AG
391200V57NOSGK8UVW09
Knaus Tabbert AG
000000000
1584.00000000
NS
96328.45000000
0.008260105451
Long
EC
CORP
DE
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
66.00000000
NC
USD
-16460.78000000
-0.00141150177
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-31
7883867.36000000
USD
-16460.78000000
N
N
N
Marico Bangladesh Ltd
549300WONGQWIS652Y42
Marico Bangladesh Ltd
000000000
1114.00000000
NS
30505.11000000
0.002615794455
Long
EC
CORP
BD
N
2
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAE6
200000.00000000
PA
USD
202551.14000000
0.017368635909
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
703.00000000
NS
USD
30313.36000000
0.002599352010
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
510.00000000
NS
USD
21557.70000000
0.001848559540
Long
EC
CORP
CA
N
1
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-125.00000000
NC
USD
-33125.00000000
-0.00284044841
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
4825.00000000
USD
2022-02-18
XXXX
846881.25000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BJ9
300000.00000000
PA
USD
310720.20000000
0.026644066399
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.51900000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBH5
405000.00000000
PA
USD
390629.39000000
0.033496230385
Long
DBT
CORP
GB
N
2
2026-10-13
Fixed
1.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LBH3
53073.46000000
PA
USD
53546.52000000
0.004591581217
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
4267.00000000
NS
USD
1239478.16000000
0.106284491306
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
1037.00000000
NS
USD
407769.14000000
0.034965953426
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
60000.00000000
PA
USD
60485.52000000
0.005186596208
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
InPost SA
2221003M23QLERR89585
InPost SA
000000000
9956.00000000
NS
80825.45000000
0.006930732718
Long
EC
CORP
PL
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
30000.00000000
PA
USD
34016.61000000
0.002916903424
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBL8
300000.00000000
PA
USD
303478.20000000
0.026023069345
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC - A
57636Q104
4799.00000000
NS
USD
1854237.62000000
0.158999737601
Long
EC
CORP
US
N
1
N
N
N
Watches of Switzerland Group P
2138008ZOT5K9PJW7168
Watches of Switzerland Group PLC
000000000
16793.00000000
NS
292559.20000000
0.025086771798
Long
EC
CORP
GB
N
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
5234.00000000
NS
USD
279629.72000000
0.023978076825
Long
EP
CORP
US
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
10000.00000000
PA
USD
13566.86000000
0.001163349916
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17328PAQ6
79574.61000000
PA
USD
78949.26000000
0.006769850578
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.50000000
N
N
N
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
000000000
76900.00000000
NS
470231.98000000
0.040322103610
Long
EC
CORP
IT
N
2
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence Health & Services Obligated Group
743755AJ9
25000.00000000
PA
USD
26138.15000000
0.002241330316
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.37900000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
13695.00000000
NS
621008.19000000
0.053251071056
Long
EC
CORP
ES
N
2
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
15879.00000000
NS
1135793.36000000
0.097393583358
Long
EC
CORP
GB
N
2
N
N
N
Azelis Group NV
699400M9RRMTV264FM70
Azelis Group NV
000000000
547.00000000
NS
13928.11000000
0.001194326882
Long
EC
CORP
BE
N
2
N
N
N
Electric Power Development Co
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
20500.00000000
NS
269008.29000000
0.023067295723
Long
EC
CORP
JP
N
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
1422.00000000
NS
USD
68611.50000000
0.005883394004
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
4343.00000000
NS
USD
892225.92000000
0.076507824903
Long
EC
CORP
NL
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
12966.00000000
NS
606038.25000000
0.051967407891
Long
EC
CORP
AT
N
2
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
10738.00000000
NS
USD
840678.02000000
0.072087624123
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-MINI RUSSELL 2000 INDEX
000000000
447.00000000
NC
USD
-3815277.93000000
-0.32715774030
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
2022-03-18
49060617.94000000
USD
-3815277.93000000
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
426.00000000
NS
USD
87807.12000000
0.007529406635
Long
EC
CORP
US
N
1
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
40000.00000000
PA
USD
44508.44000000
0.003816571406
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/NOK FORWARD
000000000
1.00000000
NC
USD
-2546.92000000
-0.00021839682
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3320500.00000000
NOK
370605.48000000
USD
2022-02-28
-2546.92000000
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
23884.00000000
NS
794460.39000000
0.068124490724
Long
EC
CORP
NL
N
2
N
N
N
D-MARKET Elektronik Hizmetler
9845004CF6A069998F16
D-MARKET Elektronik Hizmetler ve Ticaret AS
23292B104
24975.00000000
NS
USD
47702.25000000
0.004090438653
Long
EC
CORP
TR
N
1
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
20600.00000000
NS
481511.75000000
0.041289336963
Long
EC
CORP
JP
N
2
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
1646.00000000
NS
USD
118100.50000000
0.010127045373
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
32300.00000000
NS
499209.89000000
0.042806941603
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-222.61000000
-0.00001908867
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-35000.00000000
GBP
46841.20000000
USD
2022-02-25
-222.61000000
N
N
N
Sensirion Holding AG
894500ANJ9YNE8YCTT04
Sensirion Holding AG
000000000
674.00000000
NS
82637.39000000
0.007086105461
Long
EC
CORP
CH
N
2
N
N
N
Fluidra SA
95980020140005026620
Fluidra SA
000000000
22009.00000000
NS
700813.02000000
0.060094286236
Long
EC
CORP
ES
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
7459.00000000
NS
447487.82000000
0.038371805852
Long
EC
CORP
DE
N
2
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
1288.00000000
NS
USD
188189.68000000
0.016137149530
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-954.29000000
-0.00008182978
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-69518.94000000
USD
61000.00000000
EUR
2022-02-25
-954.29000000
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
10077.00000000
NS
USD
719497.80000000
0.061696494651
Long
EC
CORP
US
N
1
N
N
N
Eiken Chemical Co Ltd
N/A
Eiken Chemical Co Ltd
000000000
7700.00000000
NS
115422.77000000
0.009897431669
Long
EC
CORP
JP
N
2
N
N
N
NSK Ltd
353800FVQK6SULSPBC69
NSK Ltd
000000000
30600.00000000
NS
208723.61000000
0.017897921422
Long
EC
CORP
JP
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
42755.00000000
NS
329068.17000000
0.028217393563
Long
EC
CORP
IT
N
2
N
N
N
CreditAccess Grameen Ltd
335800YHFDVKKBDQMK23
CreditAccess Grameen Ltd
000000000
6599.00000000
NS
55632.28000000
0.004770433857
Long
EC
CORP
IN
N
2
N
N
N
Largan Precision Co Ltd
N/A
Largan Precision Co Ltd
000000000
1000.00000000
NS
74104.55000000
0.006354419669
Long
EC
CORP
TW
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
3725.00000000
NS
467342.84000000
0.040074361628
Long
EC
CORP
DE
N
2
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
26077.00000000
NS
USD
877230.28000000
0.075221957979
Long
EC
CORP
US
N
1
N
N
N
Phu Nhuan Jewelry JSC
N/A
Phu Nhuan Jewelry JSC
000000000
56800.00000000
NS
263493.72000000
0.022594424731
Long
EC
CORP
VN
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
23500.00000000
NS
167022.12000000
0.014322044255
Long
EC
CORP
HK
N
2
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AP0
130000.00000000
PA
USD
140625.94000000
0.012058588024
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.95000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CHF/USD FORWARD
000000000
1.00000000
NC
USD
-27547.46000000
-0.00236217778
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-5460500.00000000
CHF
5869422.68000000
USD
2022-02-28
-27547.46000000
N
N
N
Avanza Bank Holding AB
549300MBWR5H8SIJLE03
Avanza Bank Holding AB
000000000
7141.00000000
NS
225930.71000000
0.019373419683
Long
EC
CORP
SE
N
2
N
N
N
Sibanye Stillwater Ltd
378900F238434B74D281
Sibanye Stillwater Ltd
000000000
11444.00000000
NS
42656.08000000
0.003657732673
Long
EC
CORP
ZA
N
2
N
N
N
UT Group Co Ltd
N/A
UT Group Co Ltd
000000000
15200.00000000
NS
435552.31000000
0.037348343197
Long
EC
CORP
JP
N
2
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAC8
25000.00000000
PA
USD
25360.43000000
0.002174641303
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
N
N
N
N
N
N
JD Health International Inc
254900OM3MAXYK8PCC84
JD Health International Inc
000000000
8200.00000000
NS
66232.80000000
0.005679421939
Long
EC
CORP
CN
N
2
N
N
N
SSP Group Plc
213800QGNIWTXFMENJ24
SSP Group Plc
000000000
38717.00000000
NS
143650.43000000
0.012317936185
Long
EC
CORP
GB
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CH0
280000.00000000
PA
USD
274314.32000000
0.023522284538
Long
DBT
CORP
GB
N
2
2031-06-04
Fixed
2.84800000
N
N
N
N
N
N
ABL SPACE SYSTEMS SER B-2 CVT PFD STK PP
N/A
ABL SPACE SYSTEMS SER B-2 CVT PFD STK PP
000000000
618.00000000
NS
USD
42021.59000000
0.003603325545
Long
EP
CORP
US
Y
3
N
N
N
Hexpol AB
549300MN30TBRLYN3465
Hexpol AB
000000000
1562.00000000
NS
18637.36000000
0.001598142178
Long
EC
CORP
SE
N
2
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
19608.00000000
NS
1281376.73000000
0.109877267962
Long
EC
CORP
CH
N
2
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
50000.00000000
PA
USD
53625.00000000
0.004598310829
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
420000.00000000
PA
USD
439380.06000000
0.037676570410
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
14200.00000000
NS
292905.17000000
0.025116438513
Long
EC
CORP
JP
N
2
N
N
N
Aritzia Inc
549300U83HKFRL1EX527
Aritzia Inc
04045U102
4500.00000000
NS
208759.78000000
0.017901022977
Long
EC
CORP
CA
N
2
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
255000.00000000
PA
USD
259924.29000000
0.022288348300
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
29815.00000000
NS
USD
1998499.45000000
0.171370100961
Long
EC
CORP
US
N
1
N
N
N
Fancl Corp
3538004V8SS9O9BA8I42
Fancl Corp
000000000
8700.00000000
NS
221575.75000000
0.018999984537
Long
EC
CORP
JP
N
2
N
N
N
CC HOLDINGS GS V LLC/CRO
N/A
CC Holdings GS V LLC / Crown Castle GS III Corp
14987BAE3
25000.00000000
PA
USD
25648.93000000
0.002199380001
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.84900000
N
N
N
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
5300.00000000
NS
248005.40000000
0.021266310799
Long
EC
CORP
JP
N
2
N
N
N
Keywords Studios PLC
2138007VR9ZYCWS7VE12
Keywords Studios PLC
000000000
8408.00000000
NS
286032.52000000
0.024527112995
Long
EC
CORP
IE
N
2
N
N
N
Media Do Co Ltd
N/A
Media Do Co Ltd
000000000
3000.00000000
NS
66655.42000000
0.005715661345
Long
EC
CORP
JP
N
2
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
3752.00000000
NS
177263.74000000
0.015200256883
Long
EC
CORP
DE
N
2
N
N
N
LITALICO Inc
N/A
LITALICO Inc
000000000
1400.00000000
NS
34939.03000000
0.002996000373
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/AUD FORWARD
000000000
1.00000000
NC
USD
4654.31000000
0.000399104225
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-5502200.00000000
AUD
3895353.47000000
USD
2022-02-28
4654.31000000
N
N
N
Airports of Thailand PCL
5299006VS4CU6LW0TY22
Airports of Thailand PCL
000000000
82800.00000000
NS
158537.32000000
0.013594477864
Long
EC
CORP
TH
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
2601.00000000
NS
USD
733794.12000000
0.062922395314
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
1071.00000000
NS
USD
627477.48000000
0.053805808702
Long
EC
CORP
US
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
3305.00000000
NS
1046313.30000000
0.089720723144
Long
EC
CORP
DE
N
2
N
N
N
Fukui Computer Holdings Inc
N/A
Fukui Computer Holdings Inc
000000000
2800.00000000
NS
73012.91000000
0.006260812209
Long
EC
CORP
JP
N
2
N
N
N
LYB INTERNATIONAL FINANC
549300ZSNDBYN4Z4VZ93
LYB International Finance II BV
50247WAB3
300000.00000000
PA
USD
317010.00000000
0.027183412888
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-2176.41000000
-0.00018662582
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-229226.57000000
USD
202000.00000000
EUR
2022-02-25
-2176.41000000
N
N
N
I-Mab
549300L1A5T19703RR64
I-Mab
44975P103
4869.00000000
NS
USD
122942.25000000
0.010542222463
Long
EC
CORP
CN
N
1
N
N
N
AIXTRON SE
5299004UJ4D51M25LD67
AIXTRON SE
000000000
14895.00000000
NS
309710.77000000
0.026557508396
Long
EC
CORP
DE
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
18500.00000000
NS
819541.55000000
0.070275184797
Long
EC
CORP
JP
N
2
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
582.00000000
NS
USD
37114.14000000
0.003182514720
Long
EC
CORP
US
N
1
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
26500.00000000
NS
332200.59000000
0.028485996655
Long
EC
CORP
JP
N
2
N
N
N
Dr. Martens Plc
213800QPT8YM6NQZPH28
Dr. Martens Plc
000000000
59710.00000000
NS
248077.04000000
0.021272453885
Long
EC
CORP
GB
N
2
N
N
N
MARYLAND ST HLTH & HGR EDUCTNL
N/A
Maryland Health & Higher Educational Facilities Authority
574218NF6
20000.00000000
PA
USD
23605.01000000
0.002024115116
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.66500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAN8
200000.00000000
PA
USD
187530.60000000
0.016080633825
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.87500000
N
N
N
N
N
N
Money Forward Inc
35380017JS3GIGP6WN95
Money Forward Inc
000000000
4000.00000000
NS
182024.90000000
0.015608523430
Long
EC
CORP
JP
N
2
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
2841.00000000
NS
80088.92000000
0.006867575723
Long
EC
CORP
SE
N
2
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051DZ7
130000.00000000
PA
USD
130980.07000000
0.011231460594
Long
DBT
NUSS
CA
N
2
2022-07-26
Fixed
2.20000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAG4
90000.00000000
PA
USD
87934.82000000
0.007540356831
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.28000000
N
N
N
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
3900.00000000
NS
170785.86000000
0.014644782649
Long
EC
CORP
JP
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
106777.00000000
NS
USD
4926690.78000000
0.422460709896
Long
EC
CORP
US
N
1
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
91.00000000
NS
USD
16744.00000000
0.001435787720
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
2911.00000000
NS
USD
260505.39000000
0.022338177268
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAC5
71319.25000000
PA
USD
71956.36000000
0.006170213696
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
0.97975000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
2774.00000000
NS
50206.22000000
0.004305152543
Long
EC
CORP
SE
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
838618.88000000
PA
USD
884087.75000000
0.075809981822
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
REDWOOD MATERIALS SER C CVT STOCK PP
N/A
REDWOOD MATERIALS SER C CVT STOCK PP
000000000
1666.00000000
NS
USD
78974.18000000
0.006771987452
Long
EP
CORP
US
Y
3
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
255.00000000
NS
355520.71000000
0.030485682628
Long
EC
CORP
CH
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAC0
300000.00000000
PA
USD
312032.10000000
0.026756561018
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
Vanguard International Semicon
2549001S5Q158BIJJO13
Vanguard International Semiconductor Corp
000000000
66000.00000000
NS
318377.96000000
0.027300714618
Long
EC
CORP
TW
N
2
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
5580.00000000
NS
1473904.39000000
0.126386396614
Long
EC
CORP
KR
N
2
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
48268K101
9568.00000000
NS
USD
124001.28000000
0.010633033635
Long
EC
CORP
KR
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
26570.00000000
NS
632371.37000000
0.054225456765
Long
EC
CORP
NO
N
2
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
Credicorp Ltd
000000000
50.00000000
NS
USD
7161.00000000
0.000614051353
Long
EC
CORP
PE
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAA3
96142.46000000
PA
USD
94144.52000000
0.008072834794
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
14293.00000000
NS
868354.87000000
0.074460897020
Long
EC
CORP
DE
N
2
N
N
N
CANCOM SE
391200T4AUN1BPBXAO14
CANCOM SE
000000000
2360.00000000
NS
143245.08000000
0.012283177672
Long
EC
CORP
DE
N
2
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
1249700.00000000
NS
664712.12000000
0.056998656224
Long
EC
CORP
ID
N
2
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC
82653DAA7
34238.98000000
PA
USD
34800.16000000
0.002984092356
Long
ABS-O
CORP
US
N
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
570000.00000000
PA
USD
642140.63000000
0.055063164813
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
9077.00000000
NS
USD
1297738.69000000
0.111280295987
Long
EC
CORP
US
N
1
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX Group Ltd
87262K105
3087.00000000
NS
314030.58000000
0.026927929452
Long
EC
CORP
CA
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VBC2
14365.18000000
PA
USD
14430.68000000
0.001237421951
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
0.93188000
N
N
N
N
N
N
WEIGAO GROUP
5299005WQUU15JQU8S60
Shandong Weigao Group Medical Polymer Co Ltd
000000000
80000.00000000
NS
98591.45000000
0.008454156312
Long
EC
CORP
CN
N
2
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
24400.00000000
NS
126018.23000000
0.010805985860
Long
EC
CORP
JP
N
2
N
N
N
Dr Lal PathLabs Ltd
984500E8E9CY102B9718
Dr Lal PathLabs Ltd
000000000
1556.00000000
NS
62192.81000000
0.005332995277
Long
EC
CORP
IN
N
2
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
8299.00000000
NS
336047.68000000
0.028815882260
Long
EC
CORP
SE
N
2
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
428.00000000
NS
USD
1051223.64000000
0.090141781785
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
120000.00000000
PA
USD
133800.00000000
0.011473267860
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
Worley Ltd
000000000
52817.00000000
NS
435193.69000000
0.037317591752
Long
EC
CORP
AU
N
2
N
N
N
Federal Realty Investment Trus
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313745101
494.00000000
NS
USD
62980.06000000
0.005400501481
Long
EC
CORP
US
N
1
N
N
N
Freee KK
N/A
Freee KK
000000000
6500.00000000
NS
256957.42000000
0.022033941019
Long
EC
CORP
JP
N
2
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
85854.00000000
NS
5379807.44000000
0.461315185323
Long
EC
CORP
CN
N
2
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AZ9
50000.00000000
PA
USD
51485.45000000
0.004414845730
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
42859.00000000
NS
872482.57000000
0.074814844761
Long
EC
CORP
FI
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBB0
25000.00000000
PA
USD
25578.50000000
0.002193340672
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
2.86000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
36196.72000000
PA
USD
36484.69000000
0.003128539769
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
156726.00000000
NS
275190.01000000
0.023597374418
Long
EC
CORP
GB
N
2
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
9200.00000000
NS
207087.04000000
0.017757586549
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAC5
610000.00000000
PA
USD
608951.56000000
0.052217222435
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.12500000
N
N
N
N
N
N
Sumitomo Seika
N/A
Sumitomo Seika Chemicals Co Ltd
000000000
6100.00000000
NS
163566.84000000
0.014025756116
Long
EC
CORP
JP
N
2
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
10700.00000000
NS
192949.72000000
0.016545320038
Long
EC
CORP
JP
N
2
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
12381.00000000
NS
USD
1580558.46000000
0.135531917642
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
-2.00000000
NC
USD
-51.25000000
-0.00000439465
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
-311198.75000000
USD
-51.25000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
59022.29000000
PA
USD
58183.32000000
0.004989183971
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
27606.00000000
NS
USD
1485202.80000000
0.127355228336
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
200000.00000000
PA
USD
191046.00000000
0.016382077217
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
4700.00000000
NS
138428.08000000
0.011870122879
Long
EC
CORP
JP
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
33400.00000000
NS
716007.40000000
0.061397194994
Long
EC
CORP
JP
N
2
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
105000.00000000
PA
USD
111739.64000000
0.009581605533
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
149095.00000000
NS
285416.23000000
0.024474266505
Long
EC
CORP
IN
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BA9
10000.00000000
PA
USD
10195.49000000
0.000874257008
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
3.30000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-2590.44000000
-0.00022212863
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-341901.63000000
USD
301875.41000000
EUR
2022-02-25
-2590.44000000
N
N
N
Legalzoom.com Inc
5493000L8EBF74Y9JZ48
Legalzoom.com Inc
52466B103
5277.00000000
NS
USD
83798.76000000
0.007185692226
Long
EC
CORP
US
N
1
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical Inc
90400D108
3369.00000000
NS
USD
235594.17000000
0.020202055446
Long
EC
CORP
US
N
1
N
N
N
Daio Paper Corp
353800VL9DQ781ZR1G70
Daio Paper Corp
000000000
34400.00000000
NS
559683.38000000
0.047992506246
Long
EC
CORP
JP
N
2
N
N
AUTEL INTELLIGENT TECHNOLOGY CORP LTD
N/A
AUTEL INTELLIGENT TECHNOLOGY CORP LTD
000000000
19295.00000000
NS
191266.26000000
0.016400964376
Long
EC
CORP
CN
N
2
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAC5
128700.00000000
PA
USD
127991.89000000
0.010975225993
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.23700000
N
N
N
N
N
N
Trelleborg AB
213800XY16PAWG2PAD14
Trelleborg AB
000000000
8817.00000000
NS
222002.39000000
0.019036568655
Long
EC
CORP
SE
N
2
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
2748.00000000
NS
USD
138966.36000000
0.011916280058
Long
EC
CORP
US
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
4098.00000000
NS
USD
71674.02000000
0.006146003214
Long
EC
CORP
FR
N
1
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAK0
25000.00000000
PA
USD
26612.40000000
0.002281996962
Long
DBT
CORP
IE
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAR5
385000.00000000
PA
USD
368091.19000000
0.031563593571
Long
DBT
CORP
NL
N
2
2026-09-24
Fixed
1.25000000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
1616.00000000
NS
157238.05000000
0.013483066259
Long
EC
CORP
FR
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD2 Mortgage Trust
12515ABE9
55000.00000000
PA
USD
57950.60000000
0.004969228374
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.52600000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
183742.00000000
NS
505528.75000000
0.043348779969
Long
EC
CORP
AU
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME ULTRA LONG TERM US TREASURY BOND
000000000
3.00000000
NC
USD
398.94000000
0.000034208860
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
566413.56000000
USD
398.94000000
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
1300.00000000
NS
226308.42000000
0.019405808084
Long
EC
CORP
JP
N
2
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBF0
20000.00000000
PA
USD
23417.26000000
0.002008015669
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
4.85000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
115000.00000000
PA
USD
115198.49000000
0.009878199797
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
410000.00000000
PA
USD
419944.96000000
0.036010022516
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
5320.00000000
NS
199271.30000000
0.017087391642
Long
EC
CORP
GB
N
2
N
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
Wizz Air Holdings Plc
000000000
3743.00000000
NS
205159.76000000
0.017592323472
Long
EC
CORP
CH
N
2
N
N
N
SOUTH CAROLINA ST PUBLIC SVC A
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority
837151WM7
25000.00000000
PA
USD
25422.17000000
0.002179935470
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
2.38800000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UU7
270000.00000000
PA
USD
277300.53000000
0.023778350213
Long
DBT
NUSS
CA
N
2
2024-04-16
Fixed
2.60000000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
8133.00000000
NS
USD
694720.86000000
0.059571887256
Long
EC
CORP
US
N
1
N
N
N
Bank for Foreign Trade of Viet
2549004TS5QUBFGAWE51
Bank for Foreign Trade of Vietnam JSC
000000000
65032.00000000
NS
255916.00000000
0.021944639893
Long
EC
CORP
VN
N
2
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
701.00000000
NS
USD
153441.89000000
0.013157547869
Long
EC
CORP
US
N
1
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
18000.00000000
NS
161999.25000000
0.013891336236
Long
EC
CORP
CN
N
2
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAK8
35000.00000000
PA
USD
36443.23000000
0.003124984600
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
Helios Towers PLC
213800DGC7GS4XCHCU30
Helios Towers PLC
000000000
101413.00000000
NS
209641.71000000
0.017976647933
Long
EC
CORP
GB
N
2
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
000000000
1433.00000000
NS
20049.46000000
0.001719228886
Long
EC
CORP
GB
N
2
N
N
N
Metso Outotec Oyj
549300R0VN9C371W0E07
Metso Outotec Oyj
000000000
11985.00000000
NS
128534.42000000
0.011021747607
Long
EC
CORP
FI
N
2
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AS4
50000.00000000
PA
USD
58091.55000000
0.004981314750
Long
DBT
CORP
US
N
2
2035-04-27
Fixed
4.85400000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
33000.00000000
PA
USD
35268.75000000
0.003024273661
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
T Rowe Price Institutional Emerging Markets Bond Fund
VKPY0NII3D2W451LQO49
T Rowe Price Institutional Emerging Markets Bond Fund
74144Q401
5564015.82605000
NS
USD
42954202.18000000
3.683296467411
Long
EC
RF
US
N
1
N
N
N
BLACKSTONE PARTNERS OFFSHORE FD-E1
N/A
BLACKSTONE PARTNERS OFFSHORE FD-E1
000000000
43083.90067600
NS
USD
91196123.40000000
7.820011596380
Long
EC
CORP
US
N
3
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
106425.00000000
PA
USD
110321.11000000
0.009459967456
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AH4
50000.00000000
PA
USD
51918.50000000
0.004451979502
Long
DBT
NUSS
CA
N
2
2024-10-16
Fixed
2.87500000
N
N
N
N
N
N
Saigon Beer Alcohol Beverage C
N/A
Saigon Beer Alcohol Beverage Corp
000000000
23100.00000000
NS
151117.30000000
0.012958215704
Long
EC
CORP
VN
N
2
N
N
N
K92 Mining Inc
254900EA8H0X9FEVZU11
K92 Mining Inc
499113108
16517.00000000
NS
82640.22000000
0.007086348132
Long
EC
CORP
CA
N
2
N
N
N
E-Finance for Digital & Financ
N/A
E-Finance for Digital & Financial Investments
000000000
150660.00000000
NS
168209.83000000
0.014423889658
Long
EC
CORP
EG
N
2
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAV6
25000.00000000
PA
USD
26562.50000000
0.002277718068
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
SM Investments Corp
254900YB8UATFP21AF80
SM Investments Corp
000000000
34326.00000000
NS
639884.13000000
0.054869671323
Long
EC
CORP
PH
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
4831.00000000
NS
310051.45000000
0.026586721497
Long
EC
CORP
IT
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SG4
149116.95000000
PA
USD
195739.30000000
0.016784524810
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
476.00000000
NS
USD
131328.40000000
0.011261329677
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
400000.00000000
PA
USD
424484.40000000
0.036399276709
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
T Rowe Price Ultra Short-Term Bond Fund
549300KJPJ2IQ3OSSV02
T Rowe Price Ultra Short-Term Bond Fund
77957P501
9142294.66738000
NS
USD
46077165.12000000
3.951088622334
Long
EC
RF
US
N
1
N
N
N
Boa Vista Servicos SA
N/A
Boa Vista Servicos SA
000000000
38537.00000000
NS
40640.89000000
0.003484931368
Long
EC
CORP
BR
N
2
N
N
N
FSN E-Commerce Ventures Ltd
335800X5BJYC18NHDQ91
FSN E-Commerce Ventures Ltd
000000000
2120.00000000
NS
47160.04000000
0.004043944478
Long
EC
CORP
IN
N
2
N
N
N
MYT Netherlands Parent BV
N/A
MYT Netherlands Parent BV
55406W103
3918.00000000
NS
USD
67115.34000000
0.005755099202
Long
EC
CORP
DE
N
1
N
N
N
Genuit Group PLC
2138005IF1N2RKJ6KO18
Genuit Group PLC
000000000
19570.00000000
NS
151711.27000000
0.013009148267
Long
EC
CORP
GB
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
10386.00000000
NS
USD
1123453.62000000
0.096335458228
Long
EC
CORP
US
N
1
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
1750.00000000
NS
141759.55000000
0.012155794386
Long
EC
CORP
NZ
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
1223321.82000000
PA
USD
1299588.29000000
0.111438898052
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
4803.00000000
NS
USD
243704.22000000
0.020897487255
Long
EC
CORP
US
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
14458.00000000
NS
501284.82000000
0.042984865576
Long
EC
CORP
CH
N
2
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAB6
57165.77000000
PA
USD
56579.24000000
0.004851635096
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.17200000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493002Y0IYARJVQ5N24
T. ROWE PRICE GOVERNMENT RESERVE FUND
76105Y109
2130758.66000000
NS
USD
2130758.66000000
0.182711247025
Long
STIV
RF
US
N
1
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
2262.00000000
NS
295669.44000000
0.025353472968
Long
EC
CORP
AU
N
2
N
N
N
BX Trust
N/A
BX Trust 2021-LGCY
12434DAJ1
225000.00000000
PA
USD
221188.39000000
0.018966768655
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Floating
1.11000000
N
N
N
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
31000.00000000
NS
179529.16000000
0.015394515257
Long
EC
CORP
HK
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
1451.00000000
NS
USD
343785.43000000
0.029479389573
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
86284.68000000
PA
USD
86232.33000000
0.007394369359
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.74967000
N
N
N
N
N
N
Storebrand ASA
5967007LIEEXZX7NA051
Storebrand ASA
000000000
36504.00000000
NS
389182.82000000
0.033372187896
Long
EC
CORP
NO
N
2
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
7425.00000000
NS
USD
20151227.25000000
1.727955365877
Long
EC
CORP
US
N
1
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
90200.00000000
NS
2581319.55000000
0.221346566744
Long
EC
CORP
JP
N
2
N
N
N
Thule Group AB
549300XHHOGBOERKU333
Thule Group AB
000000000
8208.00000000
NS
396171.06000000
0.033971425186
Long
EC
CORP
SE
N
2
N
N
N
InRetail Peru Corp
254900VANVRONUW77L44
InRetail Peru Corp
000000000
882.00000000
NS
USD
30693.60000000
0.002631957357
Long
EC
CORP
PE
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
160000.00000000
PA
USD
172572.16000000
0.014797956778
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88200000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AL3
330000.00000000
PA
USD
310074.93000000
0.026588734892
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.75000000
N
N
N
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
000000000
410.00000000
NS
64712.68000000
0.005549072582
Long
EC
CORP
RU
N
2
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAF8
30000.00000000
PA
USD
34539.66000000
0.002961754641
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.75000000
N
N
N
N
N
N
VIRGINIA ST CMWLTH UNIV HLTH S
07ROV40HIZGU2Q6OXJ58
Virginia Commonwealth University Health System Authority
92778LBL3
25000.00000000
PA
USD
31865.95000000
0.002732485650
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
4.95600000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ERSTE GROUP BANK AG
000000000
-4.00000000
NC
-292.09000000
-0.00002504653
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Erste Group Bank AG
Erste Group Bank AG
100.00000000
48.00000000
EUR
2022-06-17
XXXX
169.51000000
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
18395.00000000
NS
1041777.96000000
0.089331820524
Long
EC
CORP
CA
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
32888.00000000
NS
790332.99000000
0.067770568708
Long
EC
CORP
PT
N
2
N
N
N
Banca Transilvania SA
549300RG3H390KEL8896
Banca Transilvania SA
000000000
572265.00000000
NS
342011.68000000
0.029327291599
Long
EC
CORP
RO
N
2
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
25000.00000000
PA
USD
31982.63000000
0.002742490888
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
150000.00000000
PA
USD
146306.82000000
0.012545719997
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
Digital Core REIT Management P
549300IIGO612K0POE26
Digital Core REIT Management Pte Ltd
000000000
45100.00000000
NS
USD
52767.00000000
0.004524737856
Long
EC
CORP
SG
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
58916.00000000
NS
1112274.25000000
0.095376834113
Long
EC
CORP
DE
N
2
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2019-REV1
34532PAB6
205000.00000000
PA
USD
212842.99000000
0.018251155728
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.82000000
N
N
N
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
9590.00000000
NS
253259.36000000
0.021716834644
Long
EC
CORP
GB
N
2
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
000000000
1200.00000000
NS
22123.31000000
0.001897060251
Long
EC
CORP
JP
N
2
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
4114.00000000
NS
413057.33000000
0.035419412472
Long
EC
CORP
LU
N
2
N
N
N
Fisher & Paykel Healthcare Cor
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
16151.00000000
NS
297154.68000000
0.025480831387
Long
EC
CORP
NZ
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NZD/USD FORWARD
000000000
1.00000000
NC
USD
1504.10000000
0.000128975651
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-238000.00000000
NZD
157865.41000000
USD
2022-04-22
1504.10000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
115000.00000000
PA
USD
121461.74000000
0.010415269639
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
215000.00000000
PA
USD
210691.83000000
0.018066695079
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAG8
50000.00000000
PA
USD
49018.91000000
0.004203341439
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.26600000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
26340.00000000
NS
USD
5196355.20000000
0.445584268364
Long
EC
CORP
CH
N
1
N
N
N
VK Co Ltd
2138009IXUP41SPL5B50
VK Co Ltd
560317208
4191.00000000
NS
USD
33821.02000000
0.002900131702
Long
EC
CORP
RU
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
165000.00000000
PA
USD
159739.14000000
0.013697533191
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Evotec SE
529900F9KI6OYITO9B12
Evotec SE
000000000
18284.00000000
NS
739856.76000000
0.063442262972
Long
EC
CORP
DE
N
2
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
12402.00000000
NS
1144052.74000000
0.098101820122
Long
EC
CORP
FR
N
2
N
N
N
Molten Ventures PLC
213800IPCR3SAYJWSW10
Molten Ventures PLC
000000000
31560.00000000
NS
327973.52000000
0.028123527997
Long
EC
CORP
GB
N
2
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
137618.67000000
PA
USD
137446.25000000
0.011785931559
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
1.40629000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
79728.00000000
NS
4959009.08000000
0.425231984281
Long
EC
CORP
KR
N
2
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
766.00000000
NS
118087.64000000
0.010125942636
Long
EC
CORP
IT
N
2
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
24814.00000000
NS
USD
2568000.86000000
0.220204497252
Long
EC
CORP
IE
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
19961.00000000
NS
453666.66000000
0.038901637589
Long
EC
CORP
GB
N
2
N
N
N
EDP - Energias do Brasil SA
529900MT3VH5D7T9FR43
EDP - Energias do Brasil SA
000000000
34868.00000000
NS
141439.28000000
0.012128331430
Long
EC
CORP
BR
N
2
N
N
N
DATABRICKS SER G CVY PFD STCK PP
N/A
DATABRICKS SER G CVY PFD STCK PP
000000000
116.00000000
NS
USD
25572.48000000
0.002192824461
Long
EP
CORP
US
Y
3
N
N
N
Oxford Nanopore Technologies P
213800IRWQ2Q6M2CDW55
Oxford Nanopore Technologies PLC
000000000
14424.00000000
NS
94756.12000000
0.008125279119
Long
EC
CORP
GB
N
2
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
3748.00000000
NS
USD
2081002.04000000
0.178444647405
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
4981.00000000
NS
USD
1018514.88000000
0.087337025695
Long
EC
CORP
US
N
1
N
N
N
SINO WEALTH ELECTRONIC LTD
N/A
SINO WEALTH ELECTRONIC LTD
000000000
7490.00000000
NS
65112.39000000
0.005583347470
Long
EC
CORP
CN
N
2
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
2534.00000000
NS
273667.13000000
0.023466788393
Long
EC
CORP
GB
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
3729.00000000
NS
443163.36000000
0.038000986062
Long
EC
CORP
FR
N
2
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAD5
80000.00000000
PA
USD
77902.88000000
0.006680124135
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
2784.00000000
NS
242122.71000000
0.020761873743
Long
EC
CORP
BE
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
1164.00000000
NS
40331.70000000
0.003458418515
Long
EC
CORP
NO
N
2
N
N
N
Blue Star Ltd
335800CWJUVEKQ1TE879
Blue Star Ltd
000000000
8250.00000000
NS
96771.73000000
0.008298116439
Long
EC
CORP
IN
N
2
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CM2
140000.00000000
PA
USD
132555.22000000
0.011366528739
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
Airports Corp of Vietnam JSC
N/A
Airports Corp of Vietnam JSC
000000000
8900.00000000
NS
34185.43000000
0.002931379636
Long
EC
CORP
VN
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
70365.50000000
PA
USD
71243.07000000
0.006109049516
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva Inc
98139A105
2550.00000000
NS
USD
301614.00000000
0.025863215339
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CX4
250000.00000000
PA
USD
252799.75000000
0.021677423369
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
MorphoSys AG
529900493806K77LRE72
MorphoSys AG
000000000
1275.00000000
NS
40829.83000000
0.003501132857
Long
EC
CORP
DE
N
2
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
220000.00000000
PA
USD
218078.09000000
0.018700062339
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
25000.00000000
PA
USD
29818.18000000
0.002556890629
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
63254.98000000
PA
USD
63235.80000000
0.005422431029
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.84967000
N
N
N
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAW1
195507.34000000
PA
USD
197063.48000000
0.016898072433
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.22505000
N
N
N
N
N
N
Cedar Fair LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150185106
21938.00000000
NS
USD
1090976.74000000
0.093550585705
Long
EC
CORP
US
N
1
N
N
N
Grupo SBF SA
N/A
Grupo SBF SA
000000000
24900.00000000
NS
120699.42000000
0.010349901167
Long
EC
CORP
BR
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
29800.00000000
NS
1268709.69000000
0.108791077058
Long
EC
CORP
JP
N
2
N
N
N
Laboratorios Farmaceuticos Rov
95980020140005936480
Laboratorios Farmaceuticos Rovi SA
000000000
5586.00000000
NS
410145.06000000
0.035169687107
Long
EC
CORP
ES
N
2
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
95000.00000000
PA
USD
97488.91000000
0.008359614184
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
BTG HOTELS GROUP CO LTD
N/A
BTG HOTELS GROUP CO LTD
000000000
24473.00000000
NS
99627.05000000
0.008542958376
Long
EC
CORP
CN
N
2
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
5144.00000000
NS
USD
111367.60000000
0.009549703331
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
50000.00000000
PA
USD
53109.55000000
0.004554111308
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
12100.00000000
NS
197769.18000000
0.016958585774
Long
EC
CORP
JP
N
2
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
295000.00000000
PA
USD
305435.04000000
0.026190867173
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
27195.00000000
NS
749707.03000000
0.064286917578
Long
EC
CORP
NO
N
2
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
180000.00000000
PA
USD
166897.08000000
0.014311322152
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCA7
2253898.27600000
PA
USD
2393710.40000000
0.205259197304
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
44709.00000000
NS
760364.99000000
0.065200831105
Long
EC
CORP
GB
N
2
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
5078.00000000
NS
128233.33000000
0.010995929325
Long
EC
CORP
CA
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
240000.00000000
PA
USD
232340.40000000
0.019923046666
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
23593.00000000
NS
USD
1792124.28000000
0.153673556827
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAE8
15000.00000000
PA
USD
15585.05000000
0.001336408469
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.30000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
200000.00000000
PA
USD
203500.00000000
0.017450000071
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
12782.00000000
NS
USD
901642.28000000
0.077315271993
Long
EC
CORP
US
N
1
N
N
N
Grupo Aeroportuario del Surest
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
40051E202
3324.00000000
NS
USD
675303.84000000
0.057906889711
Long
EC
CORP
MX
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
877245.00000000
NS
608783.59000000
0.052202819111
Long
EC
CORP
GB
N
2
N
N
N
Sarana Menara Nusantara Tbk PT
N/A
Sarana Menara Nusantara Tbk PT
000000000
2114300.00000000
NS
151115.08000000
0.012958025340
Long
EC
CORP
ID
N
2
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
2613.00000000
NS
USD
191193.21000000
0.016394700384
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
7933.00000000
NS
524160.76000000
0.044946463388
Long
EC
CORP
GB
N
2
N
N
N
Opendoor Technologies Inc
254900KX11YZ4HV5BQ47
Opendoor Technologies Inc
683712103
6722.00000000
NS
USD
66749.46000000
0.005723725217
Long
EC
CORP
US
N
1
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
420.00000000
NS
USD
50332.80000000
0.004316006700
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
5178.00000000
NS
USD
1047043.38000000
0.089783327056
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-16.00000000
NC
USD
631.82000000
0.000054178177
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
-2048131.82000000
USD
631.82000000
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
37300.00000000
NS
715068.51000000
0.061316685752
Long
EC
CORP
JP
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CK4
40000.00000000
PA
USD
40342.12000000
0.003459312024
Long
DBT
CORP
US
N
2
2022-07-20
Fixed
3.50000000
N
N
N
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness Inc
72703H101
12099.00000000
NS
USD
1072455.36000000
0.091962388741
Long
EC
CORP
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
11707.00000000
NS
488976.82000000
0.041929462132
Long
EC
CORP
IE
N
2
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
2422.00000000
NS
107362.55000000
0.009206272752
Long
EC
CORP
FR
N
2
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
500.00000000
NS
294232.39000000
0.025230246813
Long
EC
CORP
JP
N
2
N
N
N
SMB Private Education Loan Tru
549300ZLJ4U248VKSJ66
SMB Private Education Loan Trust 2015-B
78448QAD0
130000.00000000
PA
USD
131112.46000000
0.011242812955
Long
ABS-O
CORP
US
N
2
2032-05-17
Floating
1.85329000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
145000.00000000
PA
USD
141337.45000000
0.012119599570
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
235000.00000000
PA
USD
229381.86000000
0.019669353677
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
7382.00000000
NS
USD
1544978.78000000
0.132480981924
Long
EC
CORP
US
N
1
N
N
N
Military Commercial Joint Stoc
5493007XE88E8JRNTJ93
Military Commercial Joint Stock Bank
000000000
104625.00000000
NS
165291.61000000
0.014173654085
Long
EC
CORP
VN
N
2
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
4551.00000000
NS
USD
1609142.58000000
0.137982988384
Long
EC
CORP
IE
N
1
N
N
N
Indus Towers Ltd
335800L6DI4VHODGDK41
Indus Towers Ltd
000000000
32487.00000000
NS
110880.53000000
0.009507937378
Long
EC
CORP
IN
N
2
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
27703.00000000
NS
1374978.45000000
0.117903557990
Long
EC
CORP
FI
N
2
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
19457.00000000
NS
USD
872062.74000000
0.074778844596
Long
EC
CORP
GB
N
1
N
N
N
SHANDONG PHARMACEUTICAL GLASS CO LTD
N/A
SHANDONG PHARMACEUTICAL GLASS CO LTD
000000000
35200.00000000
NS
192281.96000000
0.016488060028
Long
EC
CORP
CN
N
2
N
N
N
T Rowe Price Multi-Strategy Total Return Fund
549300KYJ7NTF2T39559
T Rowe Price Multi-Strategy Total Return Fund
77958R209
2876427.31600000
NS
USD
28793037.43000000
2.468985283618
Long
EC
RF
US
N
1
N
N
N
Nakanishi Inc
353800EXA7IQ42YKF224
Nakanishi Inc
000000000
6500.00000000
NS
115254.72000000
0.009883021485
Long
EC
CORP
JP
N
2
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
28532.00000000
NS
304081.51000000
0.026074802807
Long
EC
CORP
SE
N
2
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAH0
270000.00000000
PA
USD
266708.16000000
0.022870060988
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
1.12500000
N
N
N
N
N
N
Enefit Green AS
485100EAUB2D0VTK1R43
Enefit Green AS
000000000
4386.00000000
NS
19305.07000000
0.001655397901
Long
EC
CORP
EE
N
2
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181201
31114.00000000
NS
316977.78000000
0.027180650042
Long
EC
CORP
CA
N
2
N
N
N
Tietto Minerals Ltd
N/A
Tietto Minerals Ltd
000000000
109612.00000000
NS
38111.70000000
0.003268054878
Long
EC
CORP
AU
N
2
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
385000.00000000
PA
USD
368334.51000000
0.031584458112
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
79514.00000000
NS
672768.68000000
0.057689501298
Long
EC
CORP
AU
N
2
N
N
N
FirstRand Ltd
529900XYOP8CUZU7R671
FirstRand Ltd
000000000
120078.00000000
NS
484046.61000000
0.041506699651
Long
EC
CORP
ZA
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
13045.00000000
NS
1035353.96000000
0.088780966467
Long
EC
CORP
DE
N
2
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBZ2
320000.00000000
PA
USD
308414.08000000
0.026446318025
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
25000.00000000
PA
USD
27939.15000000
0.002395764960
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
3.61900000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
11028.00000000
NS
USD
1259949.00000000
0.108039853269
Long
EC
CORP
US
N
1
N
N
N
Frontier Developments PLC
213800B9LGPWUAZ9GX18
Frontier Developments PLC
000000000
5008.00000000
NS
93228.81000000
0.007994313224
Long
EC
CORP
GB
N
2
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
2692.00000000
NS
USD
1176834.72000000
0.100912854782
Long
EC
CORP
US
N
1
N
N
N
Mobile World Investment Corp
254900ZRFNB8CRAHHO95
Mobile World Investment Corp
000000000
67500.00000000
NS
422509.26000000
0.036229909667
Long
EC
CORP
VN
N
2
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BB8
285000.00000000
PA
USD
311534.93000000
0.026713928996
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.65000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
2321.00000000
NS
USD
52083.24000000
0.004466105856
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
5743.00000000
NS
USD
853409.80000000
0.073179366442
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
4185.00000000
NS
USD
619672.95000000
0.053136575046
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
7390.00000000
NS
USD
1272336.30000000
0.109102056639
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
364.00000000
NS
USD
25068.68000000
0.002149623920
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
5213.00000000
NS
USD
581145.24000000
0.049832847565
Long
EC
CORP
US
N
1
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
4366.00000000
NS
177556.02000000
0.015225319713
Long
EC
CORP
SE
N
2
N
N
N
METAWATER Co Ltd
N/A
METAWATER Co Ltd
000000000
5800.00000000
NS
102873.32000000
0.008821324036
Long
EC
CORP
JP
N
2
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
8600.00000000
NS
84505.89000000
0.007246328189
Long
EC
CORP
JP
N
2
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
130000.00000000
PA
USD
148695.17000000
0.012750519543
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
5435.00000000
NS
USD
349905.30000000
0.030004164668
Long
EC
CORP
US
N
1
N
N
N
TEXAS ST A & M UNIV REVENUES
N/A
Texas A&M University
88213APS8
250000.00000000
PA
USD
261819.55000000
0.022450865681
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
3.33000000
N
N
N
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
24160.00000000
NS
604463.69000000
0.051832390338
Long
EC
CORP
GB
N
2
N
N
N
Endava PLC
213800JJ6CRPCWCQVZ25
Endava PLC
29260V105
802.00000000
NS
USD
97539.24000000
0.008363929950
Long
EC
CORP
GB
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAC9
39523.17000000
PA
USD
39153.60000000
0.003357397163
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.11500000
N
N
N
N
N
N
BEIJING ENT
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
30500.00000000
NS
103973.66000000
0.008915677515
Long
EC
CORP
HK
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
240000.00000000
PA
USD
251890.56000000
0.021599460884
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust 2020-GRCE
38406JAG3
100000.00000000
PA
USD
95507.38000000
0.008189699203
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.67990000
N
N
N
N
N
N
Ozon Holdings PLC
213800GXSI7E5V776B13
Ozon Holdings PLC
69269L104
7493.00000000
NS
USD
154880.31000000
0.013280891501
Long
EC
CORP
RU
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
23842.00000000
NS
169691.74000000
0.014550962531
Long
EC
CORP
GB
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBD5
60000.00000000
PA
USD
62920.04000000
0.005395354803
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.70800000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
5621.00000000
NS
USD
136365.46000000
0.011693254480
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
4928.00000000
NS
210400.99000000
0.018041755727
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
1830000.00000000
PA
USD
1543490.63000000
0.132353373975
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
1335.00000000
NS
278043.29000000
0.023842041427
Long
EP
CORP
DE
N
2
N
N
N
HashiCorp Inc
N/A
HashiCorp Inc
418100103
434.00000000
NS
USD
28813.26000000
0.002470719356
Long
EC
CORP
US
N
1
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
14289.00000000
NS
USD
1396749.75000000
0.119770433599
Long
EC
CORP
US
N
1
N
N
N
HONGFA TECHNOLOGY CO LTD
N/A
HONGFA TECHNOLOGY CO LTD
000000000
54300.00000000
NS
547440.44000000
0.046942681657
Long
EC
CORP
CN
N
2
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A/S
000000000
6671.00000000
NS
141351.68000000
0.012120819784
Long
EC
CORP
DK
N
2
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
971.00000000
NS
USD
98459.40000000
0.008442833105
Long
EC
CORP
US
N
1
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CS4
45000.00000000
PA
USD
46734.93000000
0.004007491556
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
Ezaki Glico Co Ltd
3538001RG4BHKDFV6G61
Ezaki Glico Co Ltd
000000000
3600.00000000
NS
116720.24000000
0.010008688925
Long
EC
CORP
JP
N
2
N
N
MatsukiyoCocokara & Co
N/A
MatsukiyoCocokara & Co
000000000
8000.00000000
NS
273824.35000000
0.023480269912
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05965X109
22421.00000000
NS
USD
450213.68000000
0.038605546674
Long
EC
CORP
CL
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
952.00000000
NS
73484.83000000
0.006301279060
Long
EC
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
435000.00000000
PA
USD
501201.56000000
0.042977726083
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
135000.00000000
PA
USD
131145.35000000
0.011245633252
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast Inc
888787108
302.00000000
NS
USD
6909.76000000
0.000592507678
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
11340.36000000
PA
USD
11375.54000000
0.000975445571
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A
571903202
11251.00000000
NS
USD
1812761.12000000
0.155443153188
Long
EC
CORP
US
N
1
N
N
N
Nagarro SE
9845008396BA67DA9B37
Nagarro SE
000000000
596.00000000
NS
103617.93000000
0.008885173886
Long
EC
CORP
DE
N
2
N
N
N
BRD-Groupe Societe Generale SA
5493008QRHH0XCLJ4238
BRD-Groupe Societe Generale SA
000000000
14370.00000000
NS
64745.83000000
0.005551915175
Long
EC
CORP
RO
N
2
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AT9
170000.00000000
PA
USD
175814.68000000
0.015076000877
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.12500000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
14633.00000000
NS
1271454.80000000
0.109026468555
Long
EC
CORP
CH
N
2
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
19275.00000000
NS
USD
2663034.00000000
0.228353530667
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SB5
349413.40000000
PA
USD
454346.61000000
0.038959942884
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1.00000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AE2
30000.00000000
PA
USD
30499.20000000
0.002615287676
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.37500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
155000.00000000
PA
USD
146018.99000000
0.012521038751
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Kansai Paint Co Ltd
549300ERRV6FTKH9NN70
Kansai Paint Co Ltd
000000000
14800.00000000
NS
307215.36000000
0.026343528520
Long
EC
CORP
JP
N
2
N
N
N
Zomato Ltd
335800T4VOF9ETHF8W59
Zomato Ltd
000000000
27885.00000000
NS
34004.56000000
0.002915870144
Long
EC
CORP
IN
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
12106.00000000
NS
233769.49000000
0.020045590256
Long
EC
CORP
NL
N
2
N
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
13800.00000000
NS
197306.47000000
0.016918908676
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
1008.40000000
0.000086469680
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-261000.00000000
EUR
294375.19000000
USD
2022-02-25
1008.40000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
61102.10000000
PA
USD
60153.42000000
0.005158118836
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
26938.00000000
NS
1381431.53000000
0.118456905638
Long
EC
CORP
GB
N
2
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
843.00000000
NS
USD
280297.50000000
0.024035338550
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
776.00000000
NS
USD
147680.56000000
0.012663517359
Long
EC
CORP
US
N
1
N
N
N
Impala Platinum Holdings Ltd
254900BZFIFB4PD2Z778
Impala Platinum Holdings Ltd
000000000
1017.00000000
NS
15678.95000000
0.001344460337
Long
EC
CORP
ZA
N
2
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
230000.00000000
PA
USD
234304.91000000
0.020091502193
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
1075000.00000000
PA
USD
1048460.94000000
0.089904881956
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
29000.00000000
PA
USD
29844.71000000
0.002559165560
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
1141.00000000
NS
205671.83000000
0.017636233160
Long
EC
CORP
GB
N
2
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
600.00000000
NS
334656.93000000
0.028696626302
Long
EC
CORP
JP
N
2
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
9267.00000000
NS
553651.94000000
0.047475313968
Long
EC
CORP
DE
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
22118.00000000
NS
605637.54000000
0.051933047254
Long
EC
CORP
SE
N
2
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAD7
25000.00000000
PA
USD
26300.41000000
0.002255244011
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.76400000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
65000.00000000
PA
USD
70739.31000000
0.006065852405
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
2094.00000000
NS
USD
156568.38000000
0.013425642467
Long
EC
CORP
US
N
1
N
N
N
Abcam PLC
213800B9N83DSNT33F79
Abcam PLC
000000000
16912.00000000
NS
304630.36000000
0.026121866357
Long
EC
CORP
GB
N
2
N
N
N
Nippon Shokubai Co Ltd
N/A
Nippon Shokubai Co Ltd
000000000
2100.00000000
NS
98893.79000000
0.008480081781
Long
EC
CORP
JP
N
2
N
N
N
MARYLAND ST ECON DEV CORP ECON
549300JJ16DDBSZWSN94
Maryland Economic Development Corp
57420NDK4
175000.00000000
PA
USD
182358.16000000
0.015637100270
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
225000.00000000
PA
USD
225936.23000000
0.019373893020
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
10400.00000000
NS
337789.74000000
0.028965262836
Long
EC
CORP
JP
N
2
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
24192.00000000
NS
778807.24000000
0.066782242721
Long
EC
CORP
IN
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
3717.00000000
NS
196885.56000000
0.016882815902
Long
EC
CORP
NL
N
2
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106B101
5001.00000000
NS
USD
623624.70000000
0.053475435182
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
850000.00000000
PA
USD
791562.50000000
0.067875998435
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Sanwa Holdings Corp
5299003X6BCA4ROO5A70
Sanwa Holdings Corp
000000000
13700.00000000
NS
148358.21000000
0.012721625430
Long
EC
CORP
JP
N
2
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
25000.00000000
PA
USD
26350.08000000
0.002259503183
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
1837.00000000
NS
USD
595812.58000000
0.051090562966
Long
EC
CORP
AU
N
1
N
N
N
Komercni Banka AS
IYKCAVNFR8QGF00HV840
Komercni Banka AS
000000000
7863.00000000
NS
348671.68000000
0.029898382510
Long
EC
CORP
CZ
N
2
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
9904.00000000
NS
USD
2693788.96000000
0.230990749606
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
3908.00000000
NS
USD
588662.04000000
0.050477408551
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
198.00000000
NS
USD
74527.20000000
0.006390661647
Long
EC
CORP
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
250000.00000000
PA
USD
254633.37000000
0.021834655158
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
508.00000000
NS
USD
368249.20000000
0.031577142832
Long
EC
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAJ3
345000.00000000
PA
USD
355196.48000000
0.030457880105
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
3.55000000
N
N
N
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
12370.00000000
NS
717796.23000000
0.061550586068
Long
EC
CORP
HU
N
2
N
N
N
Hoshizaki Corp
5299001QAMLGU3SRBG20
Hoshizaki Corp
000000000
12400.00000000
NS
916291.08000000
0.078571397600
Long
EC
CORP
JP
N
2
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University
13077DQU9
250000.00000000
PA
USD
235940.78000000
0.020231777041
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.79500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC48
235000.00000000
PA
USD
242449.27000000
0.020789876063
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAK9
140000.00000000
PA
USD
135595.18000000
0.011627203443
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
TONIAN HOLDINGS NON-VOTING CVT PFD
N/A
TONIAN HOLDINGS NON-VOTING CVT PFD
000000000
2304.00000000
NS
USD
2649.60000000
0.000227201573
Long
EP
CORP
US
Y
3
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
33534.00000000
NS
1075454.37000000
0.092219552007
Long
EC
CORP
AU
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBF2
40000.00000000
PA
USD
42006.95000000
0.003602070174
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group Inc
82489W107
1691.00000000
NS
USD
28510.26000000
0.002444737292
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
40000.00000000
PA
USD
35591.68000000
0.003051964710
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
80130.40000000
PA
USD
80977.62000000
0.006943781202
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
Sansan Inc
N/A
Sansan Inc
000000000
10800.00000000
NS
119724.17000000
0.010266274079
Long
EC
CORP
JP
N
2
N
N
N
Renishaw PLC
21380048ADXM6Z67CT18
Renishaw PLC
000000000
2763.00000000
NS
170614.73000000
0.014630108357
Long
EC
CORP
GB
N
2
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170AQ7
25000.00000000
PA
USD
28282.30000000
0.002425189862
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
CTS Eventim AG & Co KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co KGaA
000000000
5625.00000000
NS
399866.22000000
0.034288282887
Long
EC
CORP
DE
N
2
N
N
N
Cairn Homes PLC
635400DPX6WP2KKDOA83
Cairn Homes PLC
000000000
116929.00000000
NS
162948.28000000
0.013972714976
Long
EC
CORP
IE
N
2
N
N
N
TELUS International CDA Inc
549300VLM68O3RZJ7X31
TELUS International CDA Inc
87975H100
2830.00000000
NS
80058.84000000
0.006864996381
Long
EC
CORP
CA
N
2
N
N
Saudi National Bank/The
5586006ZEFQ542K7CY16
Saudi National Bank/The
000000000
32618.00000000
NS
643110.76000000
0.055146352865
Long
EC
CORP
SA
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
7018.00000000
NS
537500.92000000
0.046090373918
Long
EC
CORP
DE
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
8000.00000000
NS
415808.28000000
0.035655304745
Long
EC
CORP
JP
N
2
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
1122.00000000
NS
USD
220203.72000000
0.018882333807
Long
EC
CORP
SE
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
1710000.00000000
PA
USD
1658432.81000000
0.142209595347
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2C1
100000.00000000
PA
USD
97296.00000000
0.008343072270
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
Steadfast Group Ltd
N/A
Steadfast Group Ltd
000000000
56885.00000000
NS
187193.95000000
0.016051766294
Long
EC
CORP
AU
N
2
N
N
N
Edita Food Industries SAE
2138009F7ZFOJY44V768
Edita Food Industries SAE
28106T209
7020.00000000
NS
USD
15454.09000000
0.001325178730
Long
EC
CORP
EG
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
5408.00000000
NS
USD
1246327.68000000
0.106871833441
Long
EC
CORP
US
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
31200.00000000
NS
USD
1502904.00000000
0.128873095369
Long
EC
CORP
CN
N
1
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAB9
230000.00000000
PA
USD
246569.20000000
0.021143157531
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
4.55000000
N
N
N
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
Kodiak Sciences Inc
50015M109
888.00000000
NS
USD
52125.60000000
0.004469738200
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV
31620M106
14485.00000000
NS
USD
1737041.20000000
0.148950216532
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-OPO
46655AAE8
100000.00000000
PA
USD
102041.75000000
0.008750017419
Long
ABS-MBS
CORP
US
N
2
2039-01-05
Fixed
3.37650000
N
N
N
N
N
N
Canadian Apartment Properties
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
557.00000000
NS
24498.97000000
0.002100771637
Long
EC
CORP
CA
N
2
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
15000.00000000
PA
USD
15648.86000000
0.001341880138
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
Great Portland Estates PLC
213800JMEDD2Q4N1MC42
Great Portland Estates PLC
000000000
83979.00000000
NS
870102.41000000
0.074610747502
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
1400.00000000
NS
684786.42000000
0.058720015125
Long
EC
CORP
JP
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B7EZ8
5210.23000000
PA
USD
5267.35000000
0.000451672028
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
2.77700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAE9
75000.00000000
PA
USD
78851.44000000
0.006761462573
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
3.76700000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
230000.00000000
PA
USD
218711.83000000
0.018754405155
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
21887.80000000
PA
USD
21723.64000000
0.001862788793
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.70000000
N
N
N
N
N
N
Kendrion NV
724500IGR5FBK0RLZI29
Kendrion NV
000000000
1834.00000000
NS
42381.24000000
0.003634165312
Long
EC
CORP
NL
N
2
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
373.00000000
NS
360030.17000000
0.030872366055
Long
EC
CORP
CA
N
2
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
974.00000000
NS
USD
86306.14000000
0.007400698521
Long
EC
CORP
US
N
1
N
N
N
Mabuchi Motor Co Ltd
N/A
Mabuchi Motor Co Ltd
000000000
2500.00000000
NS
78711.60000000
0.006749471379
Long
EC
CORP
JP
N
2
N
N
N
Visional Inc
N/A
Visional Inc
000000000
1900.00000000
NS
139558.35000000
0.011967042837
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-2600.00000000
NC
USD
-284700.00000000
-0.02441285022
N/A
DCR
CORP
US
N
2
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
Put
Written
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
100.00000000
85.00000000
USD
2022-02-18
XXXX
-27301.33000000
N
N
N
Fujitsu General Ltd
N/A
Fujitsu General Ltd
000000000
13900.00000000
NS
282072.59000000
0.024187551428
Long
EC
CORP
JP
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CM8
163000.00000000
PA
USD
168619.43000000
0.014459012607
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
17736.00000000
NS
133307.95000000
0.011431074874
Long
EC
CORP
AU
N
2
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AS4
70000.00000000
PA
USD
69668.62000000
0.005974041395
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.70000000
N
N
N
N
N
N
PALTAC Corp
N/A
PALTAC Corp
000000000
2000.00000000
NS
76654.40000000
0.006573067741
Long
EC
CORP
JP
N
2
N
N
N
Big Yellow Group PLC
213800W7Q4V2ZI8LIW31
Big Yellow Group PLC
000000000
1555.00000000
NS
31375.74000000
0.002690450443
Long
EC
CORP
GB
N
2
N
N
N
JD.COM Inc
N/A
JD.COM Inc
000000000
4087.00000000
NS
139230.73000000
0.011938949623
Long
EC
CORP
HK
N
2
N
N
N
Win Semiconductors Corp
529900G3R9LZ0M2UBM97
Win Semiconductors Corp
000000000
15000.00000000
NS
185824.46000000
0.015934333367
Long
EC
CORP
TW
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
315000.00000000
PA
USD
333756.05000000
0.028619376395
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
CHINA OVERSEAS
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
329000.00000000
NS
971036.05000000
0.083265745169
Long
EC
CORP
HK
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
29506.00000000
NS
USD
1800161.06000000
0.154362705778
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
40373.00000000
NS
USD
3139404.48000000
0.269202006884
Long
EC
CORP
US
N
1
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
31148.00000000
NS
89418.75000000
0.007667602918
Long
EC
CORP
DE
N
2
N
N
N
BYTEDANCE LTD CVT PFD SR E PP
N/A
BYTEDANCE LTD CVT PFD SR E PP
000000000
1944.00000000
NS
USD
237440.16000000
0.020360347955
Long
EP
CORP
US
Y
3
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
64732.00000000
NS
947219.06000000
0.081223452898
Long
EC
CORP
GB
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
42122.00000000
NS
1334045.41000000
0.114393574938
Long
EC
CORP
FR
N
2
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
14187.00000000
NS
USD
314667.66000000
0.026982558670
Long
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
2061.00000000
NS
143422.07000000
0.012298354455
Long
EC
CORP
DE
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BG4
260000.00000000
PA
USD
271653.72000000
0.023294139722
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.20000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
129675.00000000
PA
USD
125043.53000000
0.010722405933
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.79100000
N
N
N
N
N
N
ANT INTERNATIONAL
N/A
ANT INTERNATIONAL
000000000
11845.00000000
NS
USD
43375.21000000
0.003719397629
Long
EC
CORP
KY
Y
3
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AL5
105000.00000000
PA
USD
99245.16000000
0.008510211543
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.20000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
6740.00000000
NS
USD
1079006.60000000
0.092524153549
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
6125.00000000
NS
USD
1055276.25000000
0.090489290604
Long
EC
CORP
US
N
1
N
N
N
JOYY Inc
549300N6CHVU5CQZPW24
JOYY Inc
46591M109
2213.00000000
NS
USD
111889.28000000
0.009594437071
Long
EC
CORP
SG
N
1
N
N
N
Philippine Seven Corp
N/A
Philippine Seven Corp
000000000
19040.00000000
NS
32855.25000000
0.002817317517
Long
EC
CORP
PH
N
2
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAJ3
165000.00000000
PA
USD
166947.10000000
0.014315611336
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
Taiheiyo Cement Corp
N/A
Taiheiyo Cement Corp
000000000
15200.00000000
NS
302422.45000000
0.025932539430
Long
EC
CORP
JP
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
3055.00000000
NS
USD
270734.10000000
0.023215282871
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
24955.00000000
NS
USD
728186.90000000
0.062441579642
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
169962.53000000
PA
USD
168633.59000000
0.014460226818
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1261.00000000
NS
538631.94000000
0.046187358189
Long
EC
CORP
FR
N
2
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752108
2126.00000000
NS
USD
339607.24000000
0.029121112345
Long
EC
CORP
CN
N
1
N
N
N
Hanwa Co Ltd
8EUP1TJYZFX3T1E5AJ33
Hanwa Co Ltd
000000000
6200.00000000
NS
170266.62000000
0.014600258138
Long
EC
CORP
JP
N
2
N
N
N
Taiyo Yuden Co Ltd
353800V9G3X5PLB9AD43
Taiyo Yuden Co Ltd
000000000
2500.00000000
NS
121427.98000000
0.010412374740
Long
EC
CORP
JP
N
2
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC
65339F101
62611.00000000
NS
USD
4891171.32000000
0.419414938006
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
996.00000000
NS
USD
275991.60000000
0.023666110269
Long
EC
CORP
US
N
1
N
N
N
Rotork PLC
213800AH5RZIHGWRJ718
Rotork PLC
000000000
27214.00000000
NS
125079.02000000
0.010725449179
Long
EC
CORP
GB
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-576.70000000
-0.00004945167
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-808500.00000000
SGD
597811.32000000
USD
2022-02-28
-576.70000000
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAU4
49793.36000000
PA
USD
52125.34000000
0.004469715905
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
Valmet Oyj
213800D9O7FUQDH83V62
Valmet Oyj
000000000
10327.00000000
NS
394432.93000000
0.033822381605
Long
EC
CORP
FI
N
2
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
90000.00000000
PA
USD
89592.75000000
0.007682523311
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
China Mengniu Dairy Co Ltd
2549005Q343BSJ8RSS21
China Mengniu Dairy Co Ltd
000000000
5000.00000000
NS
29553.12000000
0.002534161897
Long
EC
CORP
HK
N
2
N
N
N
Voltas Ltd
335800VVTQSSZ7NV7F51
Voltas Ltd
000000000
37021.00000000
NS
589091.97000000
0.050514274784
Long
EC
CORP
IN
N
2
N
N
N
Verallia SA
5299007YZU978DE0ZY32
Verallia SA
000000000
12050.00000000
NS
377946.76000000
0.032408702649
Long
EC
CORP
FR
N
2
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAE7
250000.00000000
PA
USD
257282.50000000
0.022061816429
Long
DBT
CORP
FR
N
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J107
620.00000000
NS
USD
103515.20000000
0.008876364852
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
610000.00000000
PA
USD
711221.88000000
0.060986839591
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
261931.00000000
NS
116969.87000000
0.010030094544
Long
EC
CORP
IT
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
265000.00000000
PA
USD
274287.99000000
0.023520026757
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
5267.00000000
NS
3567309.27000000
0.305894579936
Long
EC
CORP
NL
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
10641.00000000
NS
USD
1464733.65000000
0.125600011289
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
2029.00000000
NS
764099.25000000
0.065521041608
Long
EC
CORP
FR
N
2
N
N
N
CP ALL PCL
894500LSBZLM09TY1A91
CP ALL PCL
000000000
571100.00000000
NS
1081191.67000000
0.092711521960
Long
EC
CORP
TH
N
2
N
N
N
GUSTO INC SER E CVT PFD PP
N/A
GUSTO INC SER E CVT PFD PP
000000000
1103.00000000
NS
USD
33526.05000000
0.002874838205
Long
EP
CORP
US
Y
3
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
1536.00000000
NS
203088.16000000
0.017414685044
Long
EC
CORP
CA
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
14593.00000000
NS
USD
2425064.74000000
0.207947812711
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
2979.00000000
NS
USD
155682.54000000
0.013349682231
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
305000.00000000
PA
USD
294375.94000000
0.025242556138
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
33027.32000000
PA
USD
33020.87000000
0.002831519331
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
Victrex PLC
213800UYNPHAUNHPXL67
Victrex PLC
000000000
6049.00000000
NS
168490.44000000
0.014447951793
Long
EC
CORP
GB
N
2
N
N
N
Hoshino Resorts REIT Inc
353800DF2MUZWFL4IL56
Hoshino Resorts REIT Inc
000000000
50.00000000
NS
282528.96000000
0.024226684875
Long
EC
CORP
JP
N
2
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
345000.00000000
PA
USD
351453.57000000
0.030136927870
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
270000.00000000
PA
USD
275400.00000000
0.023615380932
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
603.00000000
NS
USD
581436.72000000
0.049857841796
Long
EC
CORP
CA
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
17550.00000000
NS
USD
924709.50000000
0.079293271947
Long
EC
CORP
US
N
1
N
N
N
WealthNavi Inc
N/A
WealthNavi Inc
000000000
4900.00000000
NS
70219.14000000
0.006021248147
Long
EC
CORP
JP
N
2
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
125000.00000000
PA
USD
128190.75000000
0.010992278116
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.55900000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAJ9
175000.00000000
PA
USD
180512.36000000
0.015478824053
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.16100000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
2986.00000000
NS
USD
8932529.42000000
0.765958914098
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBN0
30000.00000000
PA
USD
29888.52000000
0.002562922241
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.12500000
N
N
N
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
2807.00000000
NS
138612.00000000
0.011885893906
Long
EC
CORP
NL
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SV1
339493.62000000
PA
USD
367236.61000000
0.031490313861
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.12500000
N
N
N
N
N
N
Shop Apotheke Europe NV
529900JK6UXHY1YKZ082
Shop Apotheke Europe NV
000000000
2891.00000000
NS
375864.51000000
0.032230150989
Long
EC
CORP
NL
N
2
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
618.00000000
NS
24916.41000000
0.002136566861
Long
EC
CORP
CA
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
1683.00000000
NS
USD
257297.04000000
0.022063063225
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-2
30165XAE5
75000.00000000
PA
USD
74149.56000000
0.006358279249
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.98000000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
14255.00000000
NS
612286.11000000
0.052503158050
Long
EC
CORP
FR
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
14050.00000000
NS
USD
1538615.50000000
0.131935334571
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
8000.00000000
NS
271619.49000000
0.023291204520
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
7490000.00000000
PA
USD
7199762.50000000
0.617375214451
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2D5
245000.00000000
PA
USD
235265.66000000
0.020173885915
Long
DBT
CORP
US
N
2
2026-09-14
Fixed
1.25000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AT8
15000.00000000
PA
USD
18085.11000000
0.001550787080
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
Ermenegildo Zegna Holditalia S
8156003760472AA7E269
Ermenegildo Zegna Holditalia SpA
000000000
16608.00000000
NS
USD
170065.92000000
0.014583048236
Long
EC
CORP
IT
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
1238.00000000
NS
USD
514042.36000000
0.044078816800
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE INSTITUTIONAL FLOATING RATE FUND
863VOPTBPYYVTH00FU88
T ROWE PR INST FLOAT RT
77958B402
2480235.57730300
NS
USD
24157494.52000000
2.071490324838
Long
EC
RF
US
N
1
N
N
N
Converge Information and Commu
254900CGJPNECN6ENN96
Converge Information and Communications Technology Solutions Inc
000000000
73500.00000000
NS
44322.55000000
0.003800631452
Long
EC
CORP
PH
N
2
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
6300.00000000
NS
704771.40000000
0.060433714891
Long
EC
CORP
JP
N
2
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
70000.00000000
PA
USD
69342.52000000
0.005946078520
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.73900000
N
N
N
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
17334.00000000
NS
99821.29000000
0.008559614337
Long
EC
CORP
ZA
N
2
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
158516.00000000
NS
322899.89000000
0.027688467339
Long
EC
CORP
GB
N
2
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
40000.00000000
PA
USD
40206.80000000
0.003447708417
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
Commercial International Bank
213800FIIXJAMEVRIH48
Commercial International Bank Egypt SAE
000000000
9655.00000000
NS
31646.72000000
0.002713686812
Long
EC
CORP
EG
N
2
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
300000.00000000
PA
USD
305698.80000000
0.026213484431
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Alicorp SAA
549300Z1XH47TTIIJS11
Alicorp SAA
000000000
17876.00000000
NS
31892.00000000
0.002734719421
Long
EC
CORP
PE
N
2
N
N
N
Attijariwafa Bank
213800NKX83414QQZ664
Attijariwafa Bank
000000000
2954.00000000
NS
154674.42000000
0.013263236560
Long
EC
CORP
MA
N
2
N
N
N
GMO Financial Gate Inc
N/A
GMO Financial Gate Inc
000000000
700.00000000
NS
91933.00000000
0.007883198312
Long
EC
CORP
JP
N
2
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
11800.00000000
NS
887162.74000000
0.076073660327
Long
EC
CORP
JP
N
2
N
N
N
NET One Systems Co Ltd
N/A
NET One Systems Co Ltd
000000000
6700.00000000
NS
159036.70000000
0.013637299392
Long
EC
CORP
JP
N
2
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AQ6
105000.00000000
PA
USD
114382.17000000
0.009808200858
Long
DBT
CORP
AU
N
2
2029-03-04
Fixed
4.50000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
373705.50000000
PA
USD
406054.38000000
0.034818913808
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
4704.00000000
NS
USD
1570007.04000000
0.134627139854
Long
EC
CORP
CA
N
1
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
135000.00000000
PA
USD
133143.89000000
0.011417006830
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAB8
45000.00000000
PA
USD
46076.22000000
0.003951007578
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
25000.00000000
PA
USD
28533.48000000
0.002446728393
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
300000.00000000
PA
USD
290006.10000000
0.024867845040
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
78046.00000000
NS
USD
7373786.08000000
0.632297629603
Long
EC
CORP
US
N
1
N
N
N
Pigeon Corp
N/A
Pigeon Corp
000000000
7200.00000000
NS
140340.16000000
0.012034082565
Long
EC
CORP
JP
N
2
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
10885.00000000
NS
USD
2766313.90000000
0.237209718688
Long
EC
CORP
US
N
1
N
N
N
Musashi Seimitsu Industry Co L
353800J742CBBV9MSZ43
Musashi Seimitsu Industry Co Ltd
000000000
10100.00000000
NS
152144.04000000
0.013046258028
Long
EC
CORP
JP
N
2
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
232000.00000000
NS
216166.56000000
0.018536149815
Long
EC
CORP
CN
N
2
N
N
N
Olympic Industries Ltd
N/A
Olympic Industries Ltd
000000000
11076.00000000
NS
20845.90000000
0.001787523127
Long
EC
CORP
BD
N
2
N
N
N
Van Lanschot Kempen NV
724500D8WOYCL1BUCB80
Van Lanschot Kempen NV
000000000
3799.00000000
NS
95701.07000000
0.008206308001
Long
EC
CORP
NL
N
2
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
2634.00000000
NS
USD
56973.42000000
0.004885435789
Long
EC
CORP
US
N
1
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
8713.00000000
NS
USD
1613647.60000000
0.138369291084
Long
EC
CORP
US
N
1
N
N
N
Horiba Ltd
529900OOTWPYSNW0EC84
Horiba Ltd
000000000
1800.00000000
NS
96887.17000000
0.008308015348
Long
EC
CORP
JP
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
40000.00000000
PA
USD
42531.68000000
0.003647065449
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FMT8
15000.00000000
PA
USD
18716.48000000
0.001604926669
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.62800000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
1587.00000000
NS
USD
471719.88000000
0.040449690121
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBA5
65000.00000000
PA
USD
68613.78000000
0.005883589513
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.82180000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
4010.00000000
NS
USD
286314.00000000
0.024551249732
Long
EC
CORP
CA
N
1
N
N
N
OCEAN'S KING LIGHTING SCIENCE & TECHNOLOGY CO LTD
N/A
OCEAN'S KING LIGHTING SCIENCE & TECHNOLOGY CO LTD
000000000
40107.00000000
NS
91337.71000000
0.007832152560
Long
EC
CORP
CN
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
235000.00000000
PA
USD
249393.75000000
0.021385360960
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
65000.00000000
PA
USD
61710.55000000
0.005291641778
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
155000.00000000
PA
USD
146338.76000000
0.012548458832
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
Takuma Co Ltd
N/A
Takuma Co Ltd
000000000
5800.00000000
NS
74173.34000000
0.006360318370
Long
EC
CORP
JP
N
2
N
N
N
LG Household & Health Care Ltd
N/A
LG Household & Health Care Ltd
000000000
911.00000000
NS
741051.16000000
0.063544682039
Long
EC
CORP
KR
N
2
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
55000.00000000
PA
USD
58417.76000000
0.005009287057
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
Shriram Transport Finance Co L
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
11024.00000000
NS
183638.30000000
0.015746871489
Long
EC
CORP
IN
N
2
N
N
N
Genus PLC
54930022EOITNKSIGH56
Genus PLC
000000000
4194.00000000
NS
216490.92000000
0.018563963486
Long
EC
CORP
GB
N
2
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
1779.00000000
NS
USD
113856.00000000
0.009763082103
Long
EC
CORP
US
N
1
N
N
N
Intertrust NV
724500NRH17KKW68GO66
Intertrust NV
000000000
6589.00000000
NS
143234.73000000
0.012282290165
Long
EC
CORP
NL
N
2
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642869AM3
250000.00000000
PA
USD
273320.50000000
0.023437065083
Long
DBT
NUSS
CA
N
2
2028-02-24
Fixed
3.62500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
9700.00000000
NS
776061.05000000
0.066546758614
Long
EC
CORP
CA
N
2
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
21998.00000000
NS
USD
3075540.38000000
0.263725699515
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128283R9
315622.28200000
PA
USD
345261.19000000
0.029605935087
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
1463.00000000
NS
USD
32771.20000000
0.002810110281
Long
EC
CORP
US
N
1
N
N
N
Benefit One Inc
N/A
Benefit One Inc
000000000
6100.00000000
NS
185521.44000000
0.015908349588
Long
EC
CORP
JP
N
2
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
21700.00000000
NS
740346.28000000
0.063484239012
Long
EC
CORP
JP
N
2
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
3100.00000000
NS
46203.55000000
0.003961926048
Long
EC
CORP
JP
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
3875.00000000
NS
1853444.98000000
0.158931769207
Long
EC
CORP
CH
N
2
N
N
N
Spin Master Corp
N/A
Spin Master Corp
848510103
6158.00000000
NS
211701.69000000
0.018153289954
Long
EC
CORP
CA
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
107004.00000000
NS
USD
6228702.84000000
0.534107444738
Long
EC
CORP
GB
N
1
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113ABC3
26069.97000000
PA
USD
26398.76000000
0.002263677463
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
1.20771000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
30000.00000000
PA
USD
30625.89000000
0.002626151266
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
135000.00000000
PA
USD
146997.18000000
0.012604917943
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97100000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-45.00000000
NC
USD
-290390.63000000
-0.02490081825
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
0.00000000
USD
100000.00000000
162.00000000
USD
2022-02-18
XXXX
-194133.15000000
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
300.00000000
NS
50818.62000000
0.004357665467
Long
EC
CORP
FR
N
2
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
10102.90000000
PA
USD
10150.48000000
0.000870397428
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
THG PLC
21380066N3SV9O8IDP37
THG PLC
000000000
45382.00000000
NS
80895.95000000
0.006936778050
Long
EC
CORP
GB
N
2
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EA1
135000.00000000
PA
USD
144795.06000000
0.012416087505
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
10000.00000000
PA
USD
10357.90000000
0.000888183566
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
EXPERIAN FINANCE PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAC7
200000.00000000
PA
USD
199270.00000000
0.017087280168
Long
DBT
CORP
GB
N
2
2030-03-08
Fixed
2.75000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
234.00000000
NS
USD
48068.28000000
0.004121825500
Long
EC
CORP
US
N
1
N
N
N
Esker SA
969500VMAA9YBAGPU774
Esker SA
000000000
370.00000000
NS
100057.40000000
0.008579860624
Long
EC
CORP
FR
N
2
N
N
N
B3 SA - Brasil Bolsa Balcao
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
000000000
254100.00000000
NS
702470.39000000
0.060236404696
Long
EC
CORP
BR
N
2
N
N
N
MIDEA GROUP CO LTD
3003003TRPHLHZD2IF61
MIDEA GROUP CO LTD
000000000
28400.00000000
NS
330569.57000000
0.028346137691
Long
EC
CORP
CN
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
30846.00000000
NS
USD
2148732.36000000
0.184252480766
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WAS6
100000.00000000
PA
USD
105332.86000000
0.009032228081
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.69500000
N
N
N
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
26400.00000000
NS
420295.35000000
0.036040068243
Long
EC
CORP
CN
N
2
N
N
N
Grupo Financiero Banorte SAB d
N/A
Grupo Financiero Banorte SAB de CV
000000000
67500.00000000
NS
426963.35000000
0.036611845150
Long
EC
CORP
MX
N
2
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
2514.00000000
NS
USD
190611.48000000
0.016344817393
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
35000.00000000
PA
USD
35555.35000000
0.003048849435
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
17909.00000000
NS
2312739.17000000
0.198315964040
Long
EC
CORP
CH
N
2
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYH4
500000.00000000
PA
USD
480698.00000000
0.041219558400
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
2.30000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
7809.00000000
NS
253165.62000000
0.021708796496
Long
EC
CORP
FR
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
126.00000000
NS
103493.56000000
0.008874509235
Long
EC
CORP
FR
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
9277.00000000
NS
USD
1218348.41000000
0.104472628215
Long
EC
CORP
US
N
1
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment BVI Ltd
857006AL4
215000.00000000
PA
USD
221107.88000000
0.018959864972
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75000000
N
N
N
N
N
N
JASON FURNITURE HANGZHOU CO LT
N/A
Jason Furniture Hangzhou Co Ltd
000000000
29380.00000000
NS
340769.41000000
0.029220767709
Long
EC
CORP
CN
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
1357.00000000
NS
935572.62000000
0.080224777818
Long
EC
CORP
CH
N
2
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority
155498MQ8
225000.00000000
PA
USD
218861.91000000
0.018767274423
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
3.16700000
N
N
N
N
N
N
Victorian Plumbing Group PLC
894500R59II0S4WXGZ04
Victorian Plumbing Group PLC
000000000
30590.00000000
NS
42462.80000000
0.003641159032
Long
EC
CORP
GB
N
2
N
N
N
Pagseguro Digital Ltd
N/A
Pagseguro Digital Ltd
000000000
6427.00000000
NS
USD
145378.74000000
0.012466137707
Long
EC
CORP
BR
N
1
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
2300.00000000
NS
168151.79000000
0.014418912764
Long
EC
CORP
JP
N
2
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AK0
30000.00000000
PA
USD
31258.35000000
0.002680384323
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
CANVA COMMON STOCK PP
N/A
CANVA COMMON STOCK PP
000000000
105.00000000
NS
USD
178937.00000000
0.015343737900
Long
EC
CORP
US
Y
3
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
1443.00000000
NS
USD
271587.03000000
0.023288421095
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
1281.00000000
NS
USD
755687.52000000
0.064799740924
Long
EC
CORP
US
N
1
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
4700.00000000
NS
117437.48000000
0.010070191815
Long
EC
CORP
JP
N
2
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
362.00000000
NS
33507.39000000
0.002873238122
Long
EC
CORP
CA
N
2
N
N
N
Marel HF
5299008YTLEN09WTHW26
Marel HF
000000000
51322.00000000
NS
326262.74000000
0.027976829662
Long
EC
CORP
IS
N
2
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAD6
75000.00000000
PA
USD
79647.38000000
0.006829713939
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
NORTHWESTERN UNIVERSITY
OBWWNZE695DUK77DTI34
Northwestern University
668444AS1
140000.00000000
PA
USD
135125.62000000
0.011586938961
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
2.64000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AW5
335000.00000000
PA
USD
313933.86000000
0.026919635771
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBF6
125000.00000000
PA
USD
126023.08000000
0.010806401744
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.72000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
62310.68000000
PA
USD
62225.66000000
0.005335812144
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AG8
130000.00000000
PA
USD
140818.21000000
0.012075075059
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
OZ Minerals Ltd
529900O2VBT5CL7EZT27
OZ Minerals Ltd
000000000
14198.00000000
NS
246294.61000000
0.021119611607
Long
EC
CORP
AU
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
8563.00000000
NS
225502.67000000
0.019336715516
Long
EC
CORP
SE
N
2
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
40000.00000000
PA
USD
41157.68000000
0.003529245793
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
83700.00000000
NS
425084.43000000
0.036450728913
Long
EC
CORP
JP
N
2
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
904.00000000
NS
USD
213832.16000000
0.018335976448
Long
EC
CORP
US
N
1
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
8053.00000000
NS
USD
159368.87000000
0.013665782766
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Integrated Commerci
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
32200.00000000
NS
46422.62000000
0.003980711166
Long
EC
CORP
SG
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
14720.00000000
NS
USD
1330688.00000000
0.114105679092
Long
EC
CORP
US
N
1
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAL1
110000.00000000
PA
USD
108764.90000000
0.009326523404
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
1.60600000
N
N
N
N
N
N
Outsourcing Inc
353800Y1XELZ246TNZ48
Outsourcing Inc
000000000
7700.00000000
NS
89197.62000000
0.007648641156
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGM5
120000.00000000
PA
USD
134330.52000000
0.011518759624
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24400000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
145000.00000000
PA
USD
148870.63000000
0.012765565131
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
215000.00000000
PA
USD
226228.81000000
0.019398981575
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
52620.00000000
NS
824742.97000000
0.070721203368
Long
EC
CORP
CN
N
2
N
N
N
YIFENG PHARMACY CHAIN CO LTD
300300CZZIF44N1EZO06
YIFENG PHARMACY CHAIN CO LTD
000000000
50234.00000000
NS
394026.18000000
0.033787503042
Long
EC
CORP
CN
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
130000.00000000
PA
USD
121714.19000000
0.010436917072
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.90800000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
50000.00000000
PA
USD
50262.75000000
0.004309999956
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
000000000
375.00000000
NS
105175.85000000
0.009018764570
Long
EC
CORP
RU
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
7091.00000000
NS
USD
731223.92000000
0.062702002242
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828S50
3155162.76000000
PA
USD
3369615.23000000
0.288942437370
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
Nova Ljubljanska Banka dd
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
66980N203
12040.00000000
NS
200224.74000000
0.017169148537
Long
EC
CORP
SI
N
2
N
N
N
Inmobiliaria Colonial Socimi S
95980020140005007414
Inmobiliaria Colonial Socimi SA
000000000
21793.00000000
NS
192441.95000000
0.016501779072
Long
EC
CORP
ES
N
2
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2021-NQM1
06744UAD3
118696.02000000
PA
USD
117378.46000000
0.010065130886
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.18900000
N
N
N
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
18282.00000000
NS
78621.11000000
0.006741711917
Long
EC
CORP
MX
N
2
N
N
N
NYO Commercial Mortgage Trust
N/A
NYO Commercial Mortgage Trust 2021-1290
62955HAG2
295000.00000000
PA
USD
293001.79000000
0.025124723619
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
2.10200000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-872.47000000
-0.00007481376
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-724500.00000000
ILS
228124.31000000
USD
2022-02-28
-872.47000000
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
100000.00000000
PA
USD
99768.08000000
0.008555051612
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Plaid Inc
N/A
Plaid Inc
000000000
7600.00000000
NS
82156.75000000
0.007044890876
Long
EC
CORP
JP
N
2
N
N
New Horizon Health Ltd
6556003WN0RS45SU3L67
New Horizon Health Ltd
000000000
6500.00000000
NS
19128.37000000
0.001640245984
Long
EC
CORP
CN
N
2
N
N
N
JINS Holdings Inc
353800IG2NOMKC105309
JINS Holdings Inc
000000000
2100.00000000
NS
129822.43000000
0.011132193674
Long
EC
CORP
JP
N
2
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
50000.00000000
PA
USD
53970.50000000
0.004627937242
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Universal Robina Corp
N/A
Universal Robina Corp
000000000
126350.00000000
NS
315396.30000000
0.027045039103
Long
EC
CORP
PH
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
3026.00000000
NS
240584.25000000
0.020629951743
Long
EC
CORP
AU
N
2
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
3405.00000000
NS
271697.58000000
0.023297900690
Long
EC
CORP
DE
N
2
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
1229.00000000
NS
USD
801000.75000000
0.068685322579
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
12703.00000000
NS
USD
3110456.58000000
0.266719742230
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1900.00000000
NS
974553.05000000
0.083567325760
Long
EC
CORP
JP
N
2
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAF0
210000.00000000
PA
USD
202046.04000000
0.017325323894
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CE4
275000.00000000
PA
USD
262448.45000000
0.022504793470
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
1.10000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
330000.00000000
PA
USD
333840.54000000
0.028626621360
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
3800.00000000
NS
143509.90000000
0.012305885824
Long
EC
CORP
JP
N
2
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
340.00000000
NS
USD
22712.00000000
0.001947540057
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
5000.00000000
NS
172906.01000000
0.014826584210
Long
EC
CORP
JP
N
2
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CH3
350000.00000000
PA
USD
333898.60000000
0.028631599970
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896516AA9
25000.00000000
PA
USD
29208.75000000
0.002504632381
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.12500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
130487.00000000
NS
1929785.87000000
0.165477953659
Long
EC
CORP
NL
N
2
N
N
N
Kanzhun Ltd
N/A
Kanzhun Ltd
48553T106
10840.00000000
NS
USD
328343.60000000
0.028155262130
Long
EC
CORP
CN
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
78018.00000000
NS
USD
4505539.50000000
0.386347246180
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
18284.00000000
NS
133157.96000000
0.011418213324
Long
EC
CORP
GB
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
825.00000000
NS
262366.51000000
0.022497767166
Long
EC
CORP
GB
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
4159.00000000
NS
496997.99000000
0.042617272536
Long
EC
CORP
DE
N
2
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
13729.00000000
NS
USD
213897.82000000
0.018341606753
Long
EC
CORP
BR
N
1
N
N
N
HUNDSUN TECHNOLOGIES INC
3003003LS77D1DRDDE25
HUNDSUN TECHNOLOGIES INC
000000000
98000.00000000
NS
908773.45000000
0.077926765442
Long
EC
CORP
CN
N
2
N
N
N
dentalcorp Holdings Ltd
N/A
dentalcorp Holdings Ltd
24874B108
10310.00000000
NS
131069.98000000
0.011239170321
Long
EC
CORP
CA
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
14640.00000000
NS
USD
6918424.80000000
0.593250679388
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive Inc
76954A103
6857.00000000
NS
USD
450779.18000000
0.038654037952
Long
EC
CORP
US
N
1
N
N
N
Synchrony Credit Card Master N
549300G1V1M796QIYC04
Synchrony Credit Card Master Note Trust
87165LBU4
50000.00000000
PA
USD
50656.40000000
0.004343755202
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.62000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBW5
27046.56000000
PA
USD
28056.30000000
0.002405810501
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Fixed
2.95200000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KMA4
165000.00000000
PA
USD
164734.73000000
0.014125901967
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
0.89967000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFX7
28000.00000000
PA
USD
25574.33000000
0.002192983097
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-1627.99000000
-0.00013959914
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-111891.78000000
USD
82000.00000000
GBP
2022-02-25
-1627.99000000
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
000000000
2263.00000000
NS
221039.62000000
0.018954011719
Long
EC
CORP
SE
N
2
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
8800.00000000
NS
450219.62000000
0.038606056025
Long
EC
CORP
JP
N
2
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
82706.87000000
PA
USD
81127.04000000
0.006956593876
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
3005.00000000
NS
514033.26000000
0.044078036480
Long
EC
CORP
FR
N
2
N
N
N
Aruhi Corp
549300HA73OUOVZQJP84
Aruhi Corp
000000000
11200.00000000
NS
112346.75000000
0.009633664842
Long
EC
CORP
JP
N
2
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
98654.74000000
PA
USD
97444.02000000
0.008355764894
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
3600.00000000
NS
755799.16000000
0.064809313985
Long
EC
CORP
JP
N
2
N
N
N
PING AN INSURANCE GROUP CO OF
529900M9MC28JLN35U89
PING AN INSURANCE GROUP CO OF CHINA LTD
000000000
8500.00000000
NS
67297.40000000
0.005770710736
Long
EC
CORP
CN
N
2
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
183000.00000000
PA
USD
194225.22000000
0.016654693380
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
20209.00000000
NS
367629.06000000
0.031523966208
Long
EC
CORP
CL
N
2
N
N
N
Indus Motor Co Ltd
N/A
Indus Motor Co Ltd
000000000
6240.00000000
NS
45964.51000000
0.003941428514
Long
EC
CORP
PK
N
2
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
40000.00000000
PA
USD
41584.12000000
0.003565812761
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
37586.00000000
NS
471903.34000000
0.040465421704
Long
EC
CORP
IT
N
2
N
N
N
Morgan Stanley BAML Trust
549300PFVBG5704L7K74
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
61762DAW1
20000.00000000
PA
USD
20243.15000000
0.001735837685
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Fixed
3.10200000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
375000.00000000
PA
USD
391717.50000000
0.033589535150
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
359.00000000
NS
USD
971479.13000000
0.083303739007
Long
EC
CORP
US
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
4173.00000000
NS
782272.51000000
0.067079387496
Long
EC
CORP
NL
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
5351.00000000
NS
300979.17000000
0.025808779056
Long
EP
CORP
KR
N
2
N
N
N
CENTRA HEALTH INC
549300Q8RNBDU210L043
Centra Health Inc
15236AAA9
385000.00000000
PA
USD
427576.38000000
0.036664412096
Long
DBT
CORP
US
N
2
2048-01-01
Fixed
4.70000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NBE6
41000.00000000
PA
USD
43053.47000000
0.003691808622
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.66400000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
6548.00000000
NS
USD
834608.08000000
0.071567130495
Long
EC
CORP
US
N
1
N
N
N
V-Mart Retail Ltd
335800OHCXA87CL31713
V-Mart Retail Ltd
000000000
1670.00000000
NS
84740.30000000
0.007266428703
Long
EC
CORP
IN
N
2
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
99388.31000000
PA
USD
99328.41000000
0.008517350179
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.48700000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
8925.00000000
NS
290772.14000000
0.024933532500
Long
EC
CORP
GB
N
2
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBB3
200000.00000000
PA
USD
198843.95000000
0.017050746642
Long
DBT
CORP
CL
N
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CJ6
330000.00000000
PA
USD
325698.45000000
0.027928442141
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.91500000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
1140.00000000
NS
USD
167808.00000000
0.014389432982
Long
EC
CORP
US
N
1
N
N
N
MIAMI-DADE CNTY FL TRANSIT SAL
N/A
County of Miami-Dade FL Transit System
59334PDA2
160000.00000000
PA
USD
212785.06000000
0.018246188266
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.62400000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
3314.35300000
PA
USD
3401.77000000
0.000291699689
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
3100.00000000
NS
USD
195300.00000000
0.016746855105
Long
EC
CORP
IE
N
1
N
N
N
GREE ELECTRIC APPLIANCES INC OF ZHUHAI
655600UY069MU9JRAN62
GREE ELECTRIC APPLIANCES INC OF ZHUHAI
000000000
134100.00000000
NS
805521.57000000
0.069072980118
Long
EC
CORP
CN
N
2
N
N
N
ZHONGJI INNOLIGHT CO LTD
655600K7YZDKAI214O83
ZHONGJI INNOLIGHT CO LTD
000000000
22400.00000000
NS
127370.78000000
0.010921966192
Long
EC
CORP
CN
N
2
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
5583.00000000
NS
68115.47000000
0.005840859736
Long
EC
CORP
HK
N
2
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
1232.00000000
NS
USD
161847.84000000
0.013878352921
Long
EC
CORP
IL
N
1
N
N
N
Nipro Corp
353800AKDDNW0E810O26
Nipro Corp
000000000
20000.00000000
NS
185533.56000000
0.015909388871
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XMZ4
119556.02000000
PA
USD
119698.41000000
0.010264065174
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
1.20771000
N
N
N
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
105621.00000000
NS
473642.35000000
0.040614540744
Long
EC
CORP
GB
N
2
N
N
N
Incitec Pivot Ltd
254900UW2F3BKV6Z9V18
Incitec Pivot Ltd
000000000
58052.00000000
NS
135927.28000000
0.011655680814
Long
EC
CORP
AU
N
2
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
16536.00000000
NS
USD
979923.36000000
0.084027826546
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
2337.00000000
NS
USD
579692.85000000
0.049708306014
Long
EC
CORP
US
N
1
N
N
N
Square Pharmaceuticals Ltd
254900R3NU1J5X39Y909
Square Pharmaceuticals Ltd
000000000
57457.00000000
NS
147284.94000000
0.012629593186
Long
EC
CORP
BD
N
2
N
N
N
Close Brothers Group PLC
213800W73SYHR14I3X91
Close Brothers Group PLC
000000000
5596.00000000
NS
97242.56000000
0.008338489822
Long
EC
CORP
GB
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
225000.00000000
PA
USD
232102.35000000
0.019902634025
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd
26252VAS0
250000.00000000
PA
USD
250312.50000000
0.021464143208
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
1.27963000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAC8
255000.00000000
PA
USD
254028.37000000
0.021782776779
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
1.20725200
N
N
N
N
N
N
Fine Organic Industries Ltd
335800TTFT4VQ3O2OJ88
Fine Organic Industries Ltd
000000000
886.00000000
NS
45953.43000000
0.003940478411
Long
EC
CORP
IN
N
2
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier Inc
754907103
64.00000000
NS
USD
2338.56000000
0.000200530084
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
12725.00000000
NS
240487.86000000
0.020621686359
Long
EC
CORP
AU
N
2
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
95000.00000000
PA
USD
96174.68000000
0.008246919768
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
Ascential PLC
213800VDXQDA7KD2IQ21
Ascential PLC
000000000
176473.00000000
NS
843025.31000000
0.072288902800
Long
EC
CORP
GB
N
2
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
4400.00000000
NS
220374.19000000
0.018896951505
Long
EC
CORP
JP
N
2
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
19523.00000000
NS
USD
1574725.18000000
0.135031717463
Long
EC
CORP
US
N
1
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BL0
65000.00000000
PA
USD
72273.44000000
0.006197403111
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.37500000
N
N
N
N
N
N
Kotak Mahindra Bank Ltd
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd
000000000
46684.00000000
NS
1170290.30000000
0.100351674785
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
485000.00000000
PA
USD
494070.96000000
0.042366281510
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
Integrated Diagnostics Holding
2138007JN9NUWKKTS790
Integrated Diagnostics Holdings PLC
000000000
156839.00000000
NS
USD
205688.42000000
0.017637655743
Long
EC
CORP
EG
N
2
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
6111.00000000
NS
564981.81000000
0.048446843365
Long
EC
CORP
DE
N
2
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AW9
55000.00000000
PA
USD
50916.20000000
0.004366032892
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.60000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
1086610.00000000
PA
USD
1187460.99000000
0.101824050911
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AW0
215000.00000000
PA
USD
229157.97000000
0.019650155247
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.35000000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
5700.00000000
NS
232678.07000000
0.019952001661
Long
EC
CORP
JP
N
2
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AG6
160000.00000000
PA
USD
175163.36000000
0.015020150587
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
000000000
40763.00000000
NS
217091.51000000
0.018615463710
Long
EC
CORP
BR
N
2
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAR3
195000.00000000
PA
USD
189114.12000000
0.016216419693
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.20000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
300000.00000000
PA
USD
287219.70000000
0.024628912951
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
MEDSTAR HEALTH INC
549300ICFOCGDEPVJE31
MedStar Health Inc
58506YAS1
130000.00000000
PA
USD
139361.30000000
0.011950145921
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
41501.00000000
NS
USD
1275740.74000000
0.109393985279
Long
EC
CORP
US
N
1
N
N
N
Vimian Group AB
549300OQ8R5TCAP0BS18
Vimian Group AB
000000000
8340.00000000
NS
60062.43000000
0.005150316500
Long
EC
CORP
SE
N
2
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
420000.00000000
PA
USD
373899.54000000
0.032061656018
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
403.00000000
NS
USD
72797.92000000
0.006242376949
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
255000.00000000
PA
USD
264178.98000000
0.022653185355
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
FARMERS BUSINESS NETWORK INC
N/A
FARMERS BUSINESS NETWORK INC CVT SR D PP
000000000
163.00000000
NS
USD
10131.72000000
0.000868788770
Long
EP
CORP
US
Y
3
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
150000.00000000
PA
USD
146685.30000000
0.012578174425
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
1118.00000000
NS
153314.67000000
0.013146638832
Long
EC
CORP
AU
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
63000.00000000
PA
USD
64968.06000000
0.005570971261
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN
43300A203
9156.00000000
NS
USD
1328627.16000000
0.113928963327
Long
EC
CORP
US
N
1
N
N
N
DKSH Holding AG
549300HUUUNHO6FJUS42
DKSH Holding AG
000000000
2330.00000000
NS
186815.62000000
0.016019324729
Long
EC
CORP
CH
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
95000.00000000
PA
USD
109818.96000000
0.009416908402
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
Aedas Homes SA
9598005H67MP8U20RW81
Aedas Homes SA
000000000
15507.00000000
NS
422269.17000000
0.036209322097
Long
EC
CORP
ES
N
2
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
295000.00000000
PA
USD
299452.85000000
0.025677898053
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
55110.00000000
NS
1078955.11000000
0.092519738313
Long
EC
CORP
SE
N
2
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
500.00000000
NS
245020.84000000
0.021010386612
Long
EC
CORP
JP
N
2
N
N
N
De' Longhi SpA
8156000E09A52C4F8A38
De' Longhi SpA
000000000
9781.00000000
NS
337068.16000000
0.028903387794
Long
EC
CORP
IT
N
2
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDM3
105000.00000000
PA
USD
108627.40000000
0.009314732863
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.55000000
N
N
N
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X887
965.00000000
NS
USD
69981.80000000
0.006000896388
Long
EC
CORP
US
N
1
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
12754.00000000
NS
323555.79000000
0.027744710362
Long
EC
CORP
GB
N
2
N
N
N
Solasto Corp
N/A
Solasto Corp
000000000
37000.00000000
NS
340306.05000000
0.029181034874
Long
EC
CORP
JP
N
2
N
N
N
MIPS AB
549300LZSA4S0L54VQ25
MIPS AB
000000000
904.00000000
NS
89879.04000000
0.007707072503
Long
EC
CORP
SE
N
2
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
4714.00000000
NS
USD
467581.66000000
0.040094840297
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
65000.00000000
PA
USD
71164.84000000
0.006102341342
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Scentre Group
N/A
Scentre Group
000000000
114831.00000000
NS
238406.09000000
0.020443175860
Long
EC
CORP
AU
N
2
N
N
N
Fukuoka Financial Group Inc
N/A
Fukuoka Financial Group Inc
000000000
5400.00000000
NS
106051.43000000
0.009093845017
Long
EC
CORP
JP
N
2
N
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
000000000
1524.00000000
NS
USD
388894.32000000
0.033347449198
Long
EC
CORP
UY
N
1
N
N
N
Derwent London PLC
213800BXKQ9KZNUR1M61
Derwent London PLC
000000000
5783.00000000
NS
267213.16000000
0.022913364428
Long
EC
CORP
GB
N
2
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-1
59980VAA9
50841.65000000
PA
USD
51453.11000000
0.004412072595
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
3.25000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
2835.00000000
NS
288526.71000000
0.024740988256
Long
EC
CORP
FR
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
395000.00000000
PA
USD
451904.69000000
0.038750549743
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
86772.00000000
NS
994846.70000000
0.085307493790
Long
EC
CORP
ES
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
23604.00000000
NS
USD
1179963.96000000
0.101181185191
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
301733.37600000
PA
USD
326296.36000000
0.027979712557
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
36798.00000000
NS
618657.55000000
0.053049505119
Long
EC
CORP
IT
N
2
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co Ltd
000000000
23500.00000000
NS
229313.05000000
0.019663453262
Long
EC
CORP
CN
N
2
N
N
N
boohoo Group PLC
213800SZF3KFCECWY243
boohoo Group PLC
000000000
76633.00000000
NS
111156.72000000
0.009531620501
Long
EC
CORP
GB
N
2
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
28840.00000000
NS
USD
4522688.80000000
0.387817788127
Long
EC
CORP
US
N
1
N
N
N
Arco Platform Ltd
N/A
Arco Platform Ltd
000000000
5600.00000000
NS
USD
118440.00000000
0.010156157289
Long
EC
CORP
BR
N
1
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBF1
295000.00000000
PA
USD
296236.35000000
0.025402085153
Long
DBT
CORP
US
N
2
2022-04-14
Fixed
2.95000000
N
N
N
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
000000000
52053.00000000
NS
68618.48000000
0.005883992535
Long
EC
CORP
BR
N
2
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
55000.00000000
PA
USD
53908.36000000
0.004622608775
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
China Resources Mixc Lifestyle
N/A
China Resources Mixc Lifestyle Services Ltd
000000000
77400.00000000
NS
454933.52000000
0.039010270056
Long
EC
CORP
CN
N
2
N
N
N
SMS Co Ltd
N/A
SMS Co Ltd
000000000
14800.00000000
NS
406891.09000000
0.034890661177
Long
EC
CORP
JP
N
2
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
97000.00000000
NS
745165.44000000
0.063897479024
Long
EC
CORP
CN
N
2
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AB0
20000.00000000
PA
USD
19950.00000000
0.001710700252
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
3705000.00000000
PA
USD
3507592.97000000
0.300773943871
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
64832.00000000
NS
2209484.95000000
0.189461978062
Long
EC
CORP
IN
N
2
N
N
N
ALS Ltd
549300RYCQ8DMIO2J661
ALS Ltd
000000000
16544.00000000
NS
138884.98000000
0.011909301773
Long
EC
CORP
AU
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/NZD FORWARD
000000000
1.00000000
NC
USD
2087.52000000
0.000179003558
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-192100.00000000
NZD
128435.72000000
USD
2022-02-28
2087.52000000
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024YC0
300000.00000000
PA
USD
297153.06000000
0.025480692473
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
3.17600000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
21194.00000000
NS
USD
371106.94000000
0.031822192282
Long
EC
CORP
GB
N
1
N
N
N
T Rowe Price International Bond Fund
C339HPVTHLLM709WSU55
T Rowe Price International Bond Fund
77956H450
4140877.12184400
NS
USD
36853806.38000000
3.160191272586
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/NZD FORWARD
000000000
1.00000000
NC
USD
-3647.01000000
-0.00031272886
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-114019.70000000
USD
168000.00000000
NZD
2022-04-22
-3647.01000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
950000.00000000
PA
USD
942726.56000000
0.080838223781
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Nam Long Investment Corp
N/A
Nam Long Investment Corp
000000000
33266.00000000
NS
74212.07000000
0.006363639443
Long
EC
CORP
VN
N
2
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AD0
230000.00000000
PA
USD
240153.12000000
0.020592982610
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
560.00000000
NS
USD
111949.60000000
0.009599609474
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
3598855.48000000
PA
USD
3798479.49000000
0.325717284386
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
60000.00000000
PA
USD
76800.42000000
0.006585588867
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.37500000
N
N
N
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
298736109
4639.00000000
NS
USD
621115.71000000
0.053260290830
Long
EC
CORP
US
N
1
N
N
N
Coconala Inc
N/A
Coconala Inc
000000000
7500.00000000
NS
61380.83000000
0.005263368490
Long
EC
CORP
JP
N
2
N
N
N
Persol Holdings Co Ltd
3538000H6OI725NB2008
Persol Holdings Co Ltd
000000000
18700.00000000
NS
482755.77000000
0.041396010914
Long
EC
CORP
JP
N
2
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
000000000
2458.00000000
NS
50001.67000000
0.004287612506
Long
EC
CORP
NL
N
2
N
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
USD/HKD FORWARD
000000000
1.00000000
NC
USD
1257.24000000
0.000107807558
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
-11858700.00000000
HKD
1522170.81000000
USD
2022-02-28
1257.24000000
N
N
N
MUNI ELEC AUTH OF GEORGIA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
626207YM0
127000.00000000
PA
USD
187617.70000000
0.016088102596
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
150000.00000000
PA
USD
167217.75000000
0.014338819407
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
000000000
129346.00000000
NS
621141.41000000
0.053262494589
Long
EP
CORP
BR
N
2
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
370.00000000
NS
USD
57794.00000000
0.004955800020
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BK9
80000.00000000
PA
USD
77723.84000000
0.006664771565
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.12500000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
3499.00000000
NS
USD
858619.61000000
0.073626104452
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.37.V1
000000000
1.00000000
NC
USD
69891.54000000
0.005993156648
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.37.V1
Y
Default Event
2026-12-20
85156.62000000
USD
0.00000000
USD
3500000.00000000
USD
-15265.08000000
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
70000.00000000
PA
USD
72275.35000000
0.006197566892
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
4762.00000000
NS
USD
1853703.74000000
0.158953957718
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
740000.00000000
PA
USD
866378.13000000
0.074291392779
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BE3
155000.00000000
PA
USD
156143.44000000
0.013389204123
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Nippon Soda Co Ltd
N/A
Nippon Soda Co Ltd
000000000
5900.00000000
NS
168831.11000000
0.014477164037
Long
EC
CORP
JP
N
2
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
4038.00000000
NS
USD
891348.12000000
0.076432554092
Long
EC
CORP
US
N
1
N
N
N
Sino Biopharmaceutical Ltd
529900LPR4ADFEJAR786
Sino Biopharmaceutical Ltd
000000000
421000.00000000
NS
290344.04000000
0.024896823188
Long
EC
CORP
HK
N
2
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
7205.00000000
NS
USD
622079.70000000
0.053342952381
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
120000.00000000
PA
USD
113418.75000000
0.009725588184
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US MINI MSCI EAFE INDEX
000000000
-30.00000000
NC
USD
57941.80000000
0.004968473779
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EAFE INDEX
2022-03-18
-3410891.80000000
USD
57941.80000000
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
15161.00000000
NS
USD
1490629.52000000
0.127820566244
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
2666.00000000
NS
USD
1046405.00000000
0.089728586363
Long
EC
CORP
US
N
1
N
N
N
Tecan Group AG
529900CSN9R3BLETSL26
Tecan Group AG
000000000
198.00000000
NS
96270.05000000
0.008255097687
Long
EC
CORP
CH
N
2
N
N
N
IQE PLC
213800Y33WHD3ESJJP16
IQE PLC
000000000
251152.00000000
NS
108261.19000000
0.009283330581
Long
EC
CORP
GB
N
2
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
200000.00000000
PA
USD
206809.00000000
0.017733744790
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
11200.00000000
NS
161307.17000000
0.013831990801
Long
EC
CORP
JP
N
2
N
N
N
Shurgard Self Storage SA
549300J0UEIKU81XO336
Shurgard Self Storage SA
000000000
636.00000000
NS
36661.07000000
0.003143664246
Long
EC
CORP
LU
N
2
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AB3
155000.00000000
PA
USD
190826.24000000
0.016363232932
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
4.21100000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
561.00000000
NS
USD
226043.73000000
0.019383111079
Long
EC
CORP
US
N
1
N
N
N
Haier Smart Home Co Ltd
3003002BYTNGNJTWSH07
Haier Smart Home Co Ltd
000000000
46800.00000000
NS
187623.25000000
0.016088578505
Long
EC
CORP
CN
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
8825.00000000
NS
3415269.55000000
0.292857267283
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAA9
70706.43000000
PA
USD
70663.36000000
0.006059339739
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
0.94967000
N
N
N
N
N
N
Yangzijiang Shipbuilding Holdi
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
272600.00000000
NS
261546.73000000
0.022427471534
Long
EC
CORP
CN
N
2
N
N
N
TeamLease Services Ltd
335800SX5B4O4YX1WA11
TeamLease Services Ltd
000000000
2118.00000000
NS
122155.21000000
0.010474734266
Long
EC
CORP
IN
N
2
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
18300.00000000
NS
904543.50000000
0.077564049827
Long
EC
CORP
JP
N
2
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
66292.00000000
NS
USD
5813808.40000000
0.498530501211
Long
EC
CORP
US
N
1
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
20328.00000000
NS
609905.22000000
0.052298998195
Long
EC
CORP
GB
N
2
N
N
N
Wesdome Gold Mines Ltd
529900DCBALMLHZPLR10
Wesdome Gold Mines Ltd
95083R100
30826.00000000
NS
265057.77000000
0.022728541058
Long
EC
CORP
CA
N
2
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
12218.00000000
NS
942113.21000000
0.080785629395
Long
EC
CORP
CH
N
2
N
N
N
Lotus Bakeries NV
5493004C0K34IFI67I03
Lotus Bakeries NV
000000000
10.00000000
NS
64137.92000000
0.005499787265
Long
EC
CORP
BE
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAJ1
130000.00000000
PA
USD
125566.70000000
0.010767267439
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.17709700
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
350000.00000000
PA
USD
339749.90000000
0.029133345353
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810QV3
375171.35000000
PA
USD
446160.80000000
0.038258014702
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAW1
250000.00000000
PA
USD
231091.50000000
0.019815954258
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
130000.00000000
PA
USD
127558.60000000
0.010938071641
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
Greggs PLC
213800I71QMUFJ64IW20
Greggs PLC
000000000
9139.00000000
NS
331446.83000000
0.028421362197
Long
EC
CORP
GB
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
5858.00000000
NS
USD
1866827.44000000
0.160079306937
Long
EC
CORP
GB
N
1
N
N
N
Affirm Holdings Inc
N/A
Affirm Holdings Inc
00827B106
2685.00000000
NS
USD
172027.95000000
0.014751291104
Long
EC
CORP
US
N
1
N
N
N
Qatar National Bank QPSC
549300FFSRVBS0SQXY75
Qatar National Bank QPSC
000000000
101123.00000000
NS
607611.69000000
0.052102329405
Long
EC
CORP
QA
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC33
29425AAD5
25000.00000000
PA
USD
26410.38000000
0.002264673871
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Fixed
3.77800000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAS8
275000.00000000
PA
USD
280688.65000000
0.024068879423
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
2.43400000
N
N
N
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
12566.00000000
NS
110750.45000000
0.009496783097
Long
EC
CORP
GB
N
2
N
N
N
XP Inc
5493008KDA8NBZRJST80
XP Inc
000000000
35566.00000000
NS
USD
1184703.46000000
0.101587594407
Long
EC
CORP
BR
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
265000.00000000
PA
USD
283390.21000000
0.024300536534
Long
DBT
CORP
HK
N
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-35343.77000000
-0.00303070658
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-6197400.00000000
GBP
8298014.93000000
USD
2022-02-28
-35343.77000000
N
N
N
Norma Group SE
5299000LM9HC76W5XD46
Norma Group SE
000000000
3362.00000000
NS
122099.47000000
0.010469954595
Long
EC
CORP
DE
N
2
N
N
N
Indra Sistemas SA
95980020140005308793
Indra Sistemas SA
000000000
8258.00000000
NS
84142.51000000
0.007215168577
Long
EC
CORP
ES
N
2
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust
78449XAA0
88924.29000000
PA
USD
87177.35000000
0.007475404244
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
WAYMO LLC SER A-2 CVT PFD UNITS PP
N/A
WAYMO LLC SER A-2 CVT PFD UNITS PP
000000000
1669.00000000
NS
USD
153084.02000000
0.013126860736
Long
EP
CORP
US
Y
3
N
N
N
Zylox-Tonbridge Medical Techno
254900QSIU3I0P3OEJ92
Zylox-Tonbridge Medical Technology Co Ltd
000000000
3000.00000000
NS
8732.54000000
0.000748809944
Long
EC
CORP
CN
N
2
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CAD/USD FORWARD
000000000
1.00000000
NC
USD
319.42000000
0.000027390068
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-226000.00000000
CAD
178078.96000000
USD
2022-04-22
319.42000000
N
N
N
Aiful Corp
5299005WK14QZ676ZY35
Aiful Corp
000000000
70300.00000000
NS
211149.93000000
0.018105976872
Long
EC
CORP
JP
N
2
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
3069.00000000
NS
USD
614536.56000000
0.052696132756
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
90000.00000000
PA
USD
102598.83000000
0.008797786687
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
221000.00000000
NS
2307198.52000000
0.197840856704
Long
EC
CORP
HK
N
2
N
N
N
COLT Funding LLC
N/A
COLT 2021-6 Mortgage Loan Trust
12658YAA3
261554.73000000
PA
USD
259558.70000000
0.022256999182
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
1.90700000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
347148.90000000
PA
USD
366404.82000000
0.031418988379
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc
000000000
13408.00000000
NS
105626.75000000
0.009057428968
Long
EC
CORP
IM
N
2
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
270000.00000000
PA
USD
257688.54000000
0.022096634110
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
11666.00000000
NS
USD
2677347.00000000
0.229580861630
Long
EC
CORP
US
N
1
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
15476.00000000
NS
USD
3715013.80000000
0.318560152708
Long
EC
CORP
US
N
1
N
N
N
CVS Group PLC
213800J41XDQ2NX48O05
CVS Group PLC
000000000
5130.00000000
NS
136263.16000000
0.011684482318
Long
EC
CORP
GB
N
2
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
24656.00000000
NS
513428.25000000
0.044026157244
Long
EC
CORP
CA
N
2
N
N
N
President Chain Store Corp
N/A
President Chain Store Corp
000000000
56000.00000000
NS
534862.97000000
0.045864171325
Long
EC
CORP
TW
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259107
5013.00000000
NS
USD
255963.78000000
0.021948736999
Long
EC
CORP
NL
N
1
N
N
N
HIGH STREET FNDG TRUST I
N/A
High Street Funding Trust I
42981CAA6
100000.00000000
PA
USD
108263.80000000
0.009283554387
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.11100000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
8200.00000000
NS
237662.23000000
0.020379390321
Long
EC
CORP
JP
N
2
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
20200.00000000
NS
323768.51000000
0.027762950971
Long
EC
CORP
JP
N
2
N
N
N
Centuria Office REIT
984500D9D1RFE9AF4796
Centuria Office REIT
000000000
10087.00000000
NS
15450.70000000
0.001324888039
Long
EC
CORP
AU
N
2
N
N
N
Heiwa Real Estate Co Ltd
N/A
Heiwa Real Estate Co Ltd
000000000
4200.00000000
NS
143472.85000000
0.012302708809
Long
EC
CORP
JP
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
27942.00000000
NS
1588990.46000000
0.136254956466
Long
EC
CORP
FR
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
154746.00000000
NS
242561.45000000
0.020799495429
Long
EC
CORP
GB
N
2
N
N
N
MID-ATLANTIC INTERSTATE
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
110000.00000000
PA
USD
117820.56000000
0.010103040690
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RA8
1014663.34200000
PA
USD
1183034.04000000
0.101444442667
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.62500000
N
N
N
N
N
N
Valora Holding AG
529900J05DZPTAGY8U53
Valora Holding AG
000000000
620.00000000
NS
120512.24000000
0.010333850597
Long
EC
CORP
CH
N
2
N
N
N
Network International Holdings
213800XVRNKWENNLKK60
Network International Holdings PLC
000000000
104367.00000000
NS
371641.24000000
0.031868008179
Long
EC
CORP
AE
N
2
N
N
N
Intermediate Capital Group PLC
549300OGASR5WRKJ8R68
Intermediate Capital Group PLC
000000000
14255.00000000
NS
368143.91000000
0.031568114279
Long
EC
CORP
GB
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
12508.00000000
NS
516334.62000000
0.044275376687
Long
EC
CORP
DE
N
2
N
N
N
Georgia Capital PLC
213800Q65T5GNBOW7H65
Georgia Capital PLC
000000000
10920.00000000
NS
94855.99000000
0.008133842910
Long
EC
CORP
GE
N
2
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DT1
340000.00000000
PA
USD
332892.98000000
0.028545368672
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.65000000
N
N
N
N
N
N
Axis Bank Ltd
549300HVNWMJPOFVNI41
Axis Bank Ltd
000000000
24504.00000000
NS
255940.26000000
0.021946720173
Long
EC
CORP
IN
N
2
N
N
N
Karora Resources Inc
549300S6PWY0YYVHMC70
Karora Resources Inc
48575L206
10107.00000000
NS
31645.25000000
0.002713560760
Long
EC
CORP
CA
N
2
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
368.00000000
NS
59486.54000000
0.005100934286
Long
EC
CORP
ZA
N
2
N
N
N
Weir Group PLC/The
549300KDR56WHY9I3D10
Weir Group PLC/The
000000000
13490.00000000
NS
317636.62000000
0.027237145168
Long
EC
CORP
GB
N
2
N
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
6420.00000000
NS
USD
846926.40000000
0.072623418873
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE INSTITUTIONAL HIGH YIELD FUND
E81VH37I6Q4XM5FXIK06
T ROWE PR INST HI YLD
77958B204
3075516.27249600
NS
USD
26357174.46000000
2.260111529313
Long
EC
RF
US
N
1
N
N
N
Enerflex Ltd
54930014N7872VUS3F89
Enerflex Ltd
29269R105
3585.00000000
NS
20306.02000000
0.001741228749
Long
EC
CORP
CA
N
2
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
335000.00000000
PA
USD
343232.96000000
0.029432015609
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
1311.00000000
NS
USD
320185.53000000
0.027455712636
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
1261766.56800000
PA
USD
1374931.26000000
0.117899511476
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412F7Y7
15000.00000000
PA
USD
19913.99000000
0.001707612417
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77000000
N
N
N
N
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO Copper Corp
296006109
4311.00000000
NS
53686.13000000
0.004603552689
Long
EC
CORP
CA
N
2
N
N
N
Medley Inc
353800VX74BO9P8XHJ87
Medley Inc
000000000
2700.00000000
NS
46799.34000000
0.004013014674
Long
EC
CORP
JP
N
2
N
N
Nippon Sanso Holdings Corp
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp
000000000
3900.00000000
NS
77449.30000000
0.006641229928
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
1160000.00000000
PA
USD
1152025.00000000
0.098785436523
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
BAFANG ELECTRIC SUZHOU CO LTD
N/A
BAFANG ELECTRIC SUZHOU CO LTD
000000000
4359.00000000
NS
141357.72000000
0.012121337710
Long
EC
CORP
CN
N
2
N
N
N
KakaoBank Corp
N/A
KakaoBank Corp
000000000
491.00000000
NS
17057.78000000
0.001462694163
Long
EC
CORP
KR
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RF7
144305.81000000
PA
USD
193595.26000000
0.016600674697
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.37500000
N
N
N
N
N
N
PAX LABS CLASS A COMMON PP
N/A
PAX LABS CLASS A COMMON PP
000000000
21572.00000000
NS
USD
22003.44000000
0.001886781472
Long
EC
CORP
US
Y
3
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AK4
210000.00000000
PA
USD
217031.82000000
0.018610345329
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
Barco NV
549300N17QCD827TII61
Barco NV
000000000
3814.00000000
NS
78764.62000000
0.006754017811
Long
EC
CORP
BE
N
2
N
N
N
Mitsui Fudosan Logistics Park
353800DN63EIYS760S59
Mitsui Fudosan Logistics Park Inc
000000000
9.00000000
NS
44326.77000000
0.003800993315
Long
EC
CORP
JP
N
2
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
50000.00000000
PA
USD
53947.50000000
0.004625965006
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
QINGDAO HAIER BIOMEDICAL CO LTD
65560007PZ5ME4672K78
QINGDAO HAIER BIOMEDICAL CO LTD
000000000
15915.00000000
NS
180899.29000000
0.015512003063
Long
EC
CORP
CN
N
2
N
N
N
Topdanmark AS
549300PP3ULLF0SQRK46
Topdanmark AS
000000000
7108.00000000
NS
406530.11000000
0.034859707364
Long
EC
CORP
DK
N
2
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
7052.00000000
NS
1334135.46000000
0.114401296671
Long
EC
CORP
FR
N
2
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
35000.00000000
PA
USD
37854.46000000
0.003245996706
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
907.00000000
NS
46136.66000000
0.003956190271
Long
EC
CORP
CA
N
2
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
6197.00000000
NS
USD
320075.05000000
0.027446239043
Long
EC
CORP
CA
N
1
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
223000.00000000
NS
1769688.85000000
0.151749732478
Long
EC
CORP
CN
N
2
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
48513.00000000
NS
760709.30000000
0.065230355476
Long
EC
CORP
GB
N
2
N
N
N
Asia Commercial Bank JSC
5493001VSLUXY7LJS086
Asia Commercial Bank JSC
000000000
64375.00000000
NS
105914.25000000
0.009082081916
Long
EC
CORP
VN
N
2
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
833.00000000
NS
USD
80226.23000000
0.006879349971
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
3433.00000000
NS
USD
1466371.62000000
0.125740466211
Long
EC
CORP
US
N
1
N
N
N
PANASONIC CORP
254900GE1G59KGWPHX32
Panasonic Corp
69832AAA4
200000.00000000
PA
USD
201251.20000000
0.017257166852
Long
DBT
CORP
JP
N
2
2022-07-19
Fixed
2.53600000
N
N
N
N
N
N
HUAYU AUTOMOTIVE SYSTEMS CO LTD
3003001J2BNVV78BOT83
HUAYU AUTOMOTIVE SYSTEMS CO LTD
000000000
237500.00000000
NS
1038939.47000000
0.089088421749
Long
EC
CORP
CN
N
2
N
N
N
GVS SpA
81560013EACB40B52D17
GVS SpA
000000000
10353.00000000
NS
115925.64000000
0.009940552463
Long
EC
CORP
IT
N
2
N
N
N
Syncona Limited
213800X8MBI5VQITLW60
Syncona Limited
000000000
37277.00000000
NS
95839.69000000
0.008218194581
Long
EC
RF
GG
N
2
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946104
2634.00000000
NS
USD
81706.68000000
0.007006297650
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
190000.00000000
PA
USD
180864.61000000
0.015509029274
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
125000.00000000
PA
USD
117788.38000000
0.010100281274
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
PHILADELPHIA PA AUTH FOR INDL
549300DIY68KQZEW7M79
Philadelphia Authority for Industrial Development
71783DAD7
5000.00000000
PA
USD
5291.63000000
0.000453754023
Long
DBT
MUN
US
N
2
2026-04-15
Fixed
3.96400000
N
N
N
N
N
N
Maruti Suzuki India Ltd
335800D27PBEESKKD357
Maruti Suzuki India Ltd
000000000
4143.00000000
NS
479293.58000000
0.041099130247
Long
EC
CORP
IN
N
2
N
N
N
Polycab India Ltd
335800ZAL1L11ERZVW68
Polycab India Ltd
000000000
5179.00000000
NS
176175.79000000
0.015106965838
Long
EC
CORP
IN
N
2
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2017-ATRM
04965JAA1
150000.00000000
PA
USD
149426.30000000
0.012813213492
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.03600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
45000.00000000
PA
USD
51487.11000000
0.004414988074
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
SONGCHENG
N/A
Songcheng Performance Development Co Ltd
000000000
256400.00000000
NS
621050.45000000
0.053254694825
Long
EC
CORP
CN
N
2
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
65000.00000000
PA
USD
67538.38000000
0.005791374623
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
1946.00000000
NS
USD
300228.88000000
0.025744442149
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
2856.00000000
NS
USD
274490.16000000
0.023537362710
Long
EC
CORP
US
N
1
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
33400.00000000
NS
746445.49000000
0.064007242525
Long
EC
CORP
SG
N
2
N
N
N
Olink Holding AB
8945004Z7ZHV3LML4J27
Olink Holding AB
680710100
5325.00000000
NS
USD
86158.50000000
0.007388038482
Long
EC
CORP
SE
N
1
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
000000000
100999.00000000
NS
551054.43000000
0.047252579080
Long
EC
CORP
AE
N
2
N
N
N
SUNNY OPTICAL
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co Ltd
000000000
9300.00000000
NS
240103.37000000
0.020588716578
Long
EC
CORP
CN
N
2
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
10936.00000000
NS
USD
2544041.68000000
0.218150012276
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
1810.00000000
NS
USD
31385.40000000
0.002691278782
Long
EC
CORP
US
N
1
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
15000.00000000
PA
USD
16012.92000000
0.001373098059
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.12500000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
2453.00000000
NS
USD
2297774.16000000
0.197032723619
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
90000.00000000
PA
USD
87726.06000000
0.007522455790
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Disco Corp
N/A
Disco Corp
000000000
1200.00000000
NS
329944.44000000
0.028292533177
Long
EC
CORP
JP
N
2
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693476BN2
20000.00000000
PA
USD
20001.32000000
0.001715100911
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.30000000
N
N
N
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
Banco Comercial Portugues SA
000000000
384679.00000000
NS
65370.18000000
0.005605452804
Long
EC
CORP
PT
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EJ5
235000.00000000
PA
USD
220476.77000000
0.018905747677
Long
DBT
CORP
US
N
2
2031-08-05
Fixed
1.70000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
2186.00000000
NS
USD
775330.48000000
0.066484112685
Long
EC
CORP
US
N
1
N
N
N
Asics Corp
3538002LJMRZ83SU0B85
Asics Corp
000000000
6400.00000000
NS
124260.11000000
0.010655228149
Long
EC
CORP
JP
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
90000.00000000
PA
USD
105789.78000000
0.009071408690
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Round One Corp
N/A
Round One Corp
000000000
4400.00000000
NS
53682.86000000
0.004603272289
Long
EC
CORP
JP
N
2
N
N
N
Linea Directa Aseguradora SA C
95980079E2NBJT967T79
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros
000000000
40739.00000000
NS
73130.56000000
0.006270900625
Long
EC
CORP
ES
N
2
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
10690.00000000
NS
USD
278367.60000000
0.023869850810
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/SEK FORWARD
000000000
1.00000000
NC
USD
-6185.45000000
-0.00053039854
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-20167000.00000000
SEK
2157055.06000000
USD
2022-02-28
-6185.45000000
N
N
N
Downer EDI Ltd
254900DIW3F7OMWAO951
Downer EDI Ltd
000000000
47696.00000000
NS
184499.08000000
0.015820682846
Long
EC
CORP
AU
N
2
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
356.00000000
NS
817243.73000000
0.070078148142
Long
EC
CORP
CH
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
6452.00000000
NS
414620.16000000
0.035553424185
Long
EC
CORP
DE
N
2
N
N
N
Fawry for Banking & Payment Te
N/A
Fawry for Banking & Payment Technology Services SAE
000000000
30878.00000000
NS
19557.46000000
0.001677040188
Long
EC
CORP
EG
N
2
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
13800.00000000
NS
158380.02000000
0.013580989485
Long
EC
CORP
JP
N
2
N
N
N
Bakkafrost P/F
2138007LH7OP4V112978
Bakkafrost P/F
000000000
420.00000000
NS
28954.17000000
0.002482802302
Long
EC
CORP
FO
N
2
N
N
N
Goodman Group
N/A
Goodman Group
000000000
3735.00000000
NS
61671.29000000
0.005288275257
Long
EC
CORP
AU
N
2
N
N
N
Descartes Systems Group Inc/Th
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
3428.00000000
NS
249397.35000000
0.021385669657
Long
EC
CORP
CA
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
24776.00000000
NS
2590629.12000000
0.222144856656
Long
EC
CORP
FR
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
2800.00000000
NS
43810.19000000
0.003756696897
Long
EC
CORP
JP
N
2
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
9051.00000000
NS
USD
145992.63000000
0.012518778397
Long
EC
CORP
US
N
1
N
N
N
RHYOLITE RESOURCES LTD RESTRICTED PP
N/A
RHYOLITE RESOURCES LTD RESTRICTED PP
000000000
22800.00000000
NS
11586.99000000
0.000993577279
Long
EC
CORP
CA
Y
2
N
N
N
Pan Pacific International Hold
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp
000000000
9200.00000000
NS
123821.27000000
0.010617597888
Long
EC
CORP
JP
N
2
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
000000000
57080.00000000
NS
554869.56000000
0.047579724136
Long
EC
CORP
IT
N
2
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
1314.00000000
NS
USD
83951.46000000
0.007198786157
Long
EC
CORP
PE
N
1
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
240000.00000000
PA
USD
243040.56000000
0.020840578817
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828XL9
591895.35000000
PA
USD
634160.38000000
0.054378863274
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
4782.00000000
NS
181025.66000000
0.015522839213
Long
EC
CORP
BE
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
100000.00000000
PA
USD
107183.50000000
0.009190919325
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.07500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
200000.00000000
PA
USD
205589.80000000
0.017629199138
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
Tata Consultancy Services Ltd
335800ZJKU9GPQRE2U66
Tata Consultancy Services Ltd
000000000
4728.00000000
NS
238636.88000000
0.020462965961
Long
EC
CORP
IN
N
2
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
4114.00000000
NS
USD
466897.86000000
0.040036204867
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
200000.00000000
PA
USD
191544.64000000
0.016424835291
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
RAD POWER BIKES SER D CVT PFD STOCK PP
N/A
RAD POWER BIKES SER D CVT PFD STOCK PP
000000000
16193.00000000
NS
USD
155190.47000000
0.013307487531
Long
EP
CORP
US
Y
3
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
2400.00000000
NS
317276.12000000
0.027206232514
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
5915000.00000000
PA
USD
6598921.88000000
0.565853500141
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-4
30165JAE6
215000.00000000
PA
USD
212634.20000000
0.018233252114
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.46000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BA7
355000.00000000
PA
USD
339918.18000000
0.029147775259
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
4101382.50000000
PA
USD
4344902.09000000
0.372572686888
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
73904.00000000
NS
USD
22982665.92000000
1.970749493614
Long
EC
CORP
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
260000.00000000
PA
USD
265185.44000000
0.022739488683
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
45672.00000000
NS
USD
3173747.28000000
0.272146880901
Long
EC
CORP
US
N
1
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
000000000
6071.00000000
NS
126898.30000000
0.010881451322
Long
EC
CORP
AU
N
2
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo
000000000
202.00000000
NS
5653.70000000
0.000484801304
Long
EC
CORP
FR
N
2
N
N
N
Frontier Digital Ventures Ltd
N/A
Frontier Digital Ventures Ltd
000000000
112881.00000000
NS
113011.36000000
0.009690654742
Long
EC
CORP
AU
N
2
N
N
N
Stroeer SE & Co KGaA
529900MBF3N1ATE55378
Stroeer SE & Co KGaA
000000000
2221.00000000
NS
166299.87000000
0.014260111761
Long
EC
CORP
DE
N
2
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
8200.00000000
NS
85327.62000000
0.007316791032
Long
EC
CORP
JP
N
2
N
N
N
Impro Precision Industries Ltd
2549009NAG20HWV31U35
Impro Precision Industries Ltd
000000000
211000.00000000
NS
52214.64000000
0.004477373325
Long
EC
CORP
HK
N
2
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
1702.00000000
NS
USD
214060.54000000
0.018355559893
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
90000.00000000
PA
USD
91514.61000000
0.007847321626
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.62500000
N
N
N
N
N
N
Yandex NV
549300GGZHJ5Q1B18P93
Yandex NV
000000000
6397.00000000
NS
USD
307439.82000000
0.026362775828
Long
EC
CORP
RU
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
2372.00000000
NS
USD
532276.80000000
0.045642408836
Long
EC
CORP
US
N
1
N
N
N
TRG Pakistan
N/A
TRG Pakistan
000000000
331500.00000000
NS
168656.58000000
0.014462198196
Long
EC
CORP
PK
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
5388.00000000
NS
548960.55000000
0.047073030156
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QT8
290000.00000000
PA
USD
335267.19000000
0.028748955722
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
296244.19000000
PA
USD
298479.06000000
0.025594396159
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100EL6
110000.00000000
PA
USD
120106.66000000
0.010299072361
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
3.95400000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAK0
370000.00000000
PA
USD
347791.12000000
0.029822875031
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
196.00000000
NS
USD
65718.80000000
0.005635346755
Long
EC
CORP
US
N
1
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AR0
15000.00000000
PA
USD
15642.35000000
0.001341321909
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
8380.00000000
NS
USD
1259597.80000000
0.108009738084
Long
EC
CORP
SG
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
165.00000000
NS
USD
88459.80000000
0.007585373544
Long
EC
CORP
US
N
1
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
114.00000000
NS
USD
11576.70000000
0.000992694918
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
4835.00000000
NS
USD
965984.65000000
0.082832590720
Long
EC
CORP
US
N
1
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAD9
25000.00000000
PA
USD
25250.00000000
0.002165171999
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
62.00000000
NS
USD
29520.68000000
0.002531380187
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
25352.00000000
NS
854908.10000000
0.073307844748
Long
EC
CORP
IT
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
1512499.68000000
PA
USD
1635153.95000000
0.140213447393
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Sakata INX Corp
N/A
Sakata INX Corp
000000000
16000.00000000
NS
134740.95000000
0.011553953745
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBJ1
100000.00000000
PA
USD
105691.34000000
0.009062967521
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.77400000
N
N
N
N
N
N
Halyk Savings Bank of Kazakhst
213800NYDTVQM4SDUD67
Halyk Savings Bank of Kazakhstan JSC
46627J302
14072.00000000
NS
USD
183740.78000000
0.015755659086
Long
EC
CORP
KZ
N
2
N
N
N
Saudi Tadawul Group Holding Co
N/A
Saudi Tadawul Group Holding Co
000000000
9819.00000000
NS
423965.99000000
0.036354823370
Long
EC
CORP
SA
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
14.00000000
NC
USD
4812.50000000
0.000412668920
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Purchased
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-03-22
0.00000000
USD
100000.00000000
128.50000000
USD
2022-02-18
XXXX
853.02000000
N
N
N
Marcopolo SA
N/A
Marcopolo SA
000000000
174900.00000000
NS
112645.34000000
0.009659268752
Long
EP
CORP
BR
N
2
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
4125.00000000
NS
USD
1280812.50000000
0.109828885586
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAA8
74689.81000000
PA
USD
75370.01000000
0.006462932087
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69200000
N
N
N
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
000000000
44620.00000000
NS
1050804.28000000
0.090105821922
Long
EC
CORP
IN
N
2
N
N
N
Escorts Ltd
335800FPEJC7WFBUBF07
Escorts Ltd
000000000
9245.00000000
NS
230083.32000000
0.019729503442
Long
EC
CORP
IN
N
2
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
21519.00000000
NS
128251.59000000
0.010997495109
Long
EC
CORP
AU
N
2
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
26015.00000000
NS
USD
2458417.50000000
0.210807791406
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
94000.00000000
NS
569760.46000000
0.048856609669
Long
EC
CORP
JP
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
13683.00000000
NS
USD
887889.87000000
0.076136011278
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
2024.00000000
NS
142662.44000000
0.012233216649
Long
EC
CORP
GB
N
2
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAD3
215000.00000000
PA
USD
227362.50000000
0.019496194797
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
Cactus Inc
127203107
823.00000000
NS
USD
39882.58000000
0.003419906751
Long
EC
CORP
US
N
1
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
5019.00000000
NS
USD
156693.18000000
0.013436343991
Long
EC
CORP
US
N
1
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
7300.00000000
NS
197157.32000000
0.016906119155
Long
EC
CORP
JP
N
2
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
150000.00000000
PA
USD
153285.30000000
0.013144120373
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
215000.00000000
PA
USD
231068.24000000
0.019813959727
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
10074.00000000
NS
238853.17000000
0.020481512695
Long
EC
CORP
GB
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-114.49000000
-0.00000981744
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-18000.00000000
GBP
24089.76000000
USD
2022-02-25
-114.49000000
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
19600.00000000
NS
501410.27000000
0.042995622837
Long
EC
CORP
JP
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCM2
150000.00000000
PA
USD
150838.80000000
0.012934334500
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
80000.00000000
PA
USD
76507.20000000
0.006560445432
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
70000.00000000
PA
USD
72187.50000000
0.006190033809
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
335000.00000000
PA
USD
328174.71000000
0.028140779916
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
10000.00000000
PA
USD
10086.92000000
0.000864947197
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
Brunello Cucinelli SpA
5493003CX2RZ0FOBH256
Brunello Cucinelli SpA
000000000
2074.00000000
NS
120443.67000000
0.010327970762
Long
EC
CORP
IT
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
62850.15000000
PA
USD
63512.51000000
0.005446158742
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
SKAN Group AG
506700N25H370ZSEFR11
SKAN Group AG
000000000
325.00000000
NS
25627.39000000
0.002197532959
Long
EC
CORP
CH
N
2
N
N
N
Bridgepoint Group PLC
213800KFNMVI8PDZX472
Bridgepoint Group PLC
000000000
95813.00000000
NS
498700.68000000
0.042763277158
Long
EC
CORP
GB
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
53651.54000000
PA
USD
53232.13000000
0.004564622468
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-13061.31000000
-0.00111999931
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1484375000.00000000
JPY
12888309.85000000
USD
2022-02-28
-13061.31000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
12485.00000000
NS
518474.03000000
0.044458829782
Long
EC
CORP
DE
N
2
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
Quaker Chemical Corp
747316107
128.00000000
NS
USD
26773.76000000
0.002295833483
Long
EC
CORP
US
N
1
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
1672.00000000
NS
29115.62000000
0.002496646540
Long
EC
CORP
SE
N
2
N
N
N
Unimicron Technology Corp
N/A
Unimicron Technology Corp
000000000
28000.00000000
NS
209908.81000000
0.017999551594
Long
EC
CORP
TW
N
2
N
N
N
Healthcare Trust of America In
549300L0I14L7I0VLX84
Healthcare Trust of America Inc
42225P501
2197.00000000
NS
USD
71512.35000000
0.006132140111
Long
EC
CORP
US
N
1
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
413000.00000000
NS
9549383.25000000
0.818853751334
Long
EC
CORP
TW
N
2
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
New York State Urban Development Corp
64985TDM0
305000.00000000
PA
USD
293001.57000000
0.025124704754
Long
DBT
MUN
US
N
2
2035-03-15
Fixed
2.59000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
974.00000000
NS
USD
149645.36000000
0.012831997752
Long
EC
CORP
US
N
1
N
N
N
Vietnam Dairy Products JSC
N/A
Vietnam Dairy Products JSC
000000000
54900.00000000
NS
202281.34000000
0.017345500724
Long
EC
CORP
VN
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
1652.00000000
NS
293647.04000000
0.025180053410
Long
EC
CORP
DE
N
2
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-3
362590AG6
90000.00000000
PA
USD
90148.86000000
0.007730209402
Long
ABS-O
CORP
US
N
2
2027-09-16
Fixed
1.91000000
N
N
N
N
N
N
YouGov PLC
213800MZGBGCJIPOBB41
YouGov PLC
000000000
19778.00000000
NS
308259.79000000
0.026433087752
Long
EC
CORP
GB
N
2
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
65000.00000000
PA
USD
68027.31000000
0.005833300070
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
4449.00000000
NS
USD
833253.21000000
0.071450951224
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
381.00000000
NS
129741.85000000
0.011125283989
Long
EC
CORP
DK
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
16000.00000000
PA
USD
16052.82000000
0.001376519460
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
Majorel Group Luxembourg SA
529900M90DFPXG97IJ03
Majorel Group Luxembourg SA
000000000
4434.00000000
NS
124437.93000000
0.010670476105
Long
EC
CORP
LU
N
2
N
N
N
Granges AB
5493006UG44TYSIXOB13
Granges AB
000000000
6996.00000000
NS
86765.63000000
0.007440099507
Long
EC
CORP
SE
N
2
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
75000.00000000
PA
USD
78439.05000000
0.006726100383
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
95300.00000000
NS
303166.83000000
0.025996369558
Long
EC
CORP
SG
N
2
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
505000.00000000
PA
USD
488087.55000000
0.041853207776
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
17852.00000000
NS
128941.11000000
0.011056621025
Long
EC
CORP
IT
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
122715.00000000
PA
USD
133529.26000000
0.011450052071
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
HeadHunter Group PLC
549300IMUCFEWXP6RU11
HeadHunter Group PLC
42207L106
4000.00000000
NS
USD
177240.00000000
0.015198221192
Long
EC
CORP
RU
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
7157.00000000
NS
USD
515089.29000000
0.044168590404
Long
EC
CORP
US
N
1
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AW1
175000.00000000
PA
USD
177406.25000000
0.015212477028
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
Confluent Inc
20717M103
1869.00000000
NS
USD
122213.91000000
0.010479767755
Long
EC
CORP
US
N
1
N
N
N
oOh!media Ltd
N/A
oOh!media Ltd
000000000
69122.00000000
NS
79267.84000000
0.006797168617
Long
EC
CORP
AU
N
2
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
34300.00000000
NS
USD
185765.88000000
0.015929310168
Long
EC
CORP
HK
N
2
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAL6
15000.00000000
PA
USD
16072.53000000
0.001378209580
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
32344.00000000
NS
1020931.99000000
0.087544291393
Long
EC
CORP
AU
N
2
N
N
N
Constellation Software Inc/Can
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
21037X100
80.00000000
NS
137787.04000000
0.011815154092
Long
EC
CORP
CA
N
2
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
14000.00000000
NS
314580.03000000
0.026975044452
Long
EC
CORP
JP
N
2
N
N
N
Baltic Classifieds Group PLC
213800I1RPHCFSSQS969
Baltic Classifieds Group PLC
000000000
73816.00000000
NS
166816.52000000
0.014304414181
Long
EC
CORP
GB
N
2
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
3558.00000000
NS
USD
315701.34000000
0.027071196096
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty For
N/A
Liberty Media Corp-Liberty Formula One
531229854
20653.00000000
NS
USD
1243930.19000000
0.106666250145
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
230000.00000000
PA
USD
233566.84000000
0.020028213143
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
IDACORP Inc
N134NUJDWN8UEFA8B673
IDACORP Inc
451107106
195.00000000
NS
USD
21492.90000000
0.001843002980
Long
EC
CORP
US
N
1
N
N
N
GUANGDONG KINLONG HARDWARE PRODUCTS CO LTD
N/A
GUANGDONG KINLONG HARDWARE PRODUCTS CO LTD
000000000
7400.00000000
NS
187258.88000000
0.016057334002
Long
EC
CORP
CN
N
2
N
N
N
JIANGSU HENGRUI MEDICINE CO LTD
N/A
JIANGSU HENGRUI MEDICINE CO LTD
000000000
45120.00000000
NS
291629.23000000
0.025007027441
Long
EC
CORP
CN
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Y38
290109.98000000
PA
USD
324741.86000000
0.027846415136
Long
DBT
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
3568.00000000
NS
USD
2117037.12000000
0.181534633393
Long
EC
CORP
US
N
1
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBE7
80000.00000000
PA
USD
84255.84000000
0.007224886555
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
000000000
15900.00000000
NS
176094.42000000
0.015099988410
Long
EC
CORP
BR
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
20588.00000000
NS
1712836.23000000
0.146874655214
Long
EC
CORP
NL
N
2
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
15800.00000000
NS
803566.50000000
0.068905334066
Long
EC
CORP
JP
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
765.00000000
NS
USD
70601.85000000
0.006054065295
Long
EC
CORP
US
N
1
N
N
N
KINGDEE INT'L
529900SWRZN94C5SZO63
Kingdee International Software Group Co Ltd
000000000
55000.00000000
NS
126023.88000000
0.010806470344
Long
EC
CORP
CN
N
2
N
N
N
Tokyo Tatemono Co Ltd
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
000000000
16300.00000000
NS
242975.23000000
0.020834976810
Long
EC
CORP
JP
N
2
N
N
N
JETTI HOLDINGS SER C CVT PFD STOCK PP
N/A
JETTI HOLDINGS SER C CVT PFD STOCK PP
000000000
255.00000000
NS
USD
14761.95000000
0.001265828150
Long
EP
CORP
US
Y
3
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
180000.00000000
PA
USD
172830.42000000
0.014820102414
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
Altus Group Ltd/Canada
54930041VO1EIY4IV355
Altus Group Ltd/Canada
02215R107
3524.00000000
NS
169137.58000000
0.014503443651
Long
EC
CORP
CA
N
2
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
Kojamo Oyj
000000000
7216.00000000
NS
165433.36000000
0.014185809060
Long
EC
CORP
FI
N
2
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
8200.00000000
NS
204383.40000000
0.017525751079
Long
EC
CORP
JP
N
2
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
80000.00000000
PA
USD
85138.64000000
0.007300586113
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
T ROWE PRICE TREASURY RESERVE FUND
5493007QR86JJLYO6D96
T ROWE PRICE TREASURY RESERVE FUND
000000000
31777043.61000000
NS
USD
31777043.61000000
2.724861981676
Long
STIV
RF
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
5962.00000000
NS
45819.83000000
0.003929022293
Long
EC
CORP
NO
N
2
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAB4
15000.00000000
PA
USD
15132.50000000
0.001297602585
Long
DBT
NUSS
CA
N
2
2022-10-23
Fixed
2.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
135000.00000000
PA
USD
137531.25000000
0.011793220257
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/DKK FORWARD
000000000
1.00000000
NC
USD
-10257.44000000
-0.00087956918
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-10036700.00000000
DKK
1506041.56000000
USD
2022-02-28
-10257.44000000
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
21657.00000000
NS
2765451.21000000
0.237135743550
Long
EC
CORP
FR
N
2
N
N
N
Mitsui Mining & Smelting Co Lt
35380021EYAHSQM25559
Mitsui Mining & Smelting Co Ltd
000000000
5200.00000000
NS
147045.25000000
0.012609039916
Long
EC
CORP
JP
N
2
N
N
N
CG SERVICES
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
73000.00000000
NS
431226.44000000
0.036977402500
Long
EC
CORP
CN
N
2
N
N
N
Obara Group Inc
3538003M0UGWDBTV2318
Obara Group Inc
000000000
4100.00000000
NS
118826.50000000
0.010189299427
Long
EC
CORP
JP
N
2
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FORWARD
000000000
1.00000000
NC
USD
3175.81000000
0.000272323757
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-403875.41000000
EUR
457136.08000000
USD
2022-02-25
3175.81000000
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
145000.00000000
PA
USD
152846.97000000
0.013106533844
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AL2
200000.00000000
PA
USD
193392.20000000
0.016583262426
Long
DBT
CORP
CH
N
2
2043-02-11
Fixed
3.17900000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
1028.00000000
NS
USD
400015.36000000
0.034301071551
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
212.00000000
NS
USD
104931.52000000
0.008997813422
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
1724.00000000
NS
473095.46000000
0.040567645262
Long
EC
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
1325000.00000000
PA
USD
1111343.75000000
0.095297044310
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
101546.00000000
NS
USD
1298773.34000000
0.111369016589
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
8927.00000000
NS
USD
1602307.23000000
0.137396861318
Long
EC
CORP
US
N
1
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
665.00000000
NS
USD
89289.55000000
0.007656524097
Long
EC
CORP
US
N
1
N
N
N
Label Vie
N/A
Label Vie
000000000
128.00000000
NS
71316.99000000
0.006115388111
Long
EC
CORP
MA
N
2
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MERCADOLIBRE INC
58733R102
791.00000000
NS
USD
895459.46000000
0.076785098973
Long
EC
CORP
AR
N
1
N
N
N
Trainline PLC
213800HO26VXTFJ4MO71
Trainline PLC
000000000
95303.00000000
NS
288524.58000000
0.024740805610
Long
EC
CORP
GB
N
2
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
4900.00000000
NS
USD
293216.00000000
0.025143091995
Long
EC
CORP
CN
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
200000.00000000
PA
USD
193567.00000000
0.016598251419
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
1900000.00000000
PA
USD
1850718.75000000
0.158697996658
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
54930039BHEBCRK29U41
SMB Private Education Loan Trust 2016-A
78449FAB7
86702.77000000
PA
USD
87738.21000000
0.007523497645
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
137593.00000000
NS
466714.28000000
0.040020462994
Long
EC
CORP
MX
N
2
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAC1
125000.00000000
PA
USD
126252.00000000
0.010826031494
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.80000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AL3
155312.50000000
PA
USD
155016.75000000
0.013292591147
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
1.75629000
N
N
N
N
N
N
Astral Ltd
3358007M1SKFTVDRMC40
Astral Ltd
000000000
7122.00000000
NS
207863.17000000
0.017824139220
Long
EC
CORP
IN
N
2
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
1092.00000000
NS
USD
1622253.36000000
0.139107229720
Long
EC
CORP
US
N
1
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BA8
110000.00000000
PA
USD
109072.81000000
0.009352926497
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
390000.00000000
PA
USD
372505.38000000
0.031942107654
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
15000.00000000
PA
USD
18273.03000000
0.001566901104
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
Bluescape Opportunities Acquis
N/A
Bluescape Opportunities Acquisition Corp
000000000
993.00000000
NS
USD
9930.00000000
0.000851491403
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
2956.00000000
NS
248551.00000000
0.021313095664
Long
EC
CORP
IE
N
2
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
13680.00000000
NS
581483.57000000
0.049861859155
Long
EC
CORP
IT
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AV2
250000.00000000
PA
USD
261538.25000000
0.022426744379
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Millicom International Cellula
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
3769.00000000
NS
100609.11000000
0.008627169418
Long
EC
CORP
LU
N
2
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
30073.00000000
NS
USD
978575.42000000
0.083912241518
Long
EC
CORP
US
N
1
N
N
N
Ninety One PLC
549300G0TJCT3K15ZG14
Ninety One PLC
000000000
11002.00000000
NS
38708.70000000
0.003319247261
Long
EC
CORP
GB
N
2
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YBF5
15000.00000000
PA
USD
18951.29000000
0.001625061483
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.87100000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAF3
155000.00000000
PA
USD
152875.99000000
0.013109022292
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
2.33000000
N
N
N
N
N
N
Daiwa Office Investment Corp
N/A
Daiwa Office Investment Corp
000000000
6.00000000
NS
37594.22000000
0.003223681285
Long
EC
CORP
JP
N
2
N
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
45104G104
9854.00000000
NS
USD
214127.42000000
0.018361294812
Long
EC
CORP
IN
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
4467.00000000
NS
USD
1279840.17000000
0.109745508885
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE INTERNATIONAL BOND FUND - USD HEDGED
549300A3CV9FBEEC1242
T ROWE PRICE INTERNATIONAL BOND FUND - USD HEDGED
77956H195
631342.09376400
NS
USD
6193465.94000000
0.531085902195
Long
EC
RF
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
16937.00000000
NS
314173.79000000
0.026940209621
Long
EC
CORP
CH
N
2
N
N
N
NAC Kazatomprom JSC
5493008JG5TXJP2JSY44
NAC Kazatomprom JSC
63253R201
5867.00000000
NS
USD
184783.01000000
0.015845029669
Long
EC
CORP
KZ
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
247574.19000000
PA
USD
275039.45000000
0.023584463991
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
741531FA0
270000.00000000
PA
USD
279065.79000000
0.023929720174
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.45000000
N
N
N
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
6609.00000000
NS
USD
1878145.62000000
0.161049833924
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
198337.50000000
PA
USD
198322.62000000
0.017006042915
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
Sunstone Hotel Investors Inc
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892101
6727.00000000
NS
USD
76082.37000000
0.006524016520
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
256488.21000000
PA
USD
263461.48000000
0.022591660171
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
355000.00000000
PA
USD
340092.49000000
0.029162722235
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
20784.00000000
NS
USD
2601533.28000000
0.223079881682
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
337.00000000
NS
USD
34616.64000000
0.002968355628
Long
EC
CORP
US
N
1
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
10000.00000000
PA
USD
10783.41000000
0.000924670787
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAJ0
65000.00000000
PA
USD
66764.04000000
0.005724975443
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.87500000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
4297.00000000
NS
244739.00000000
0.020986219005
Long
EC
CORP
DE
N
2
N
N
N
Sumitomo Electric Industries L
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
25100.00000000
NS
332788.36000000
0.028536397571
Long
EC
CORP
JP
N
2
N
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
2200.00000000
NS
193053.98000000
0.016554260269
Long
EC
CORP
JP
N
2
N
N
N
Bytes Technology Group PLC
213800LA4DZLFBAC9O33
Bytes Technology Group PLC
000000000
22839.00000000
NS
143148.02000000
0.012274854836
Long
EC
CORP
GB
N
2
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
3023.00000000
NS
USD
337880.71000000
0.028973063458
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
1148338.72000000
PA
USD
1240923.53000000
0.106408430896
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
KWEICHOW MOUTAI CO LTD
N/A
KWEICHOW MOUTAI CO LTD
000000000
1730.00000000
NS
517765.09000000
0.044398038612
Long
EC
CORP
CN
N
2
N
N
N
TONIAN HOLDINGS VOTING CVT PFD UNITS
N/A
TONIAN HOLDINGS VOTING CVT PFD UNITS
000000000
3239.00000000
NS
USD
3724.85000000
0.000319403600
Long
EP
CORP
US
Y
3
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
04016X101
1644.00000000
NS
USD
442663.44000000
0.037958118229
Long
EC
CORP
NL
N
1
N
N
N
PolyPeptide Group AG
5067007JCKTPOX4G9758
PolyPeptide Group AG
000000000
1576.00000000
NS
157126.78000000
0.013473524925
Long
EC
CORP
CH
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
2530000.00000000
PA
USD
2411406.25000000
0.206776605578
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
7709.19000000
PA
USD
7673.56000000
0.000658003059
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
Carel Industries SpA
815600115DA6E507AE33
Carel Industries SpA
000000000
12949.00000000
NS
311758.01000000
0.026733057969
Long
EC
CORP
IT
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-MINI STANDARD & POOR'S MIDCAP 400 INDEX
000000000
66.00000000
NC
USD
-916773.74000000
-0.07861278539
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POOR'S MIDCAP 400 INDEX
2022-03-18
18272793.74000000
USD
-916773.74000000
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
70531.00000000
NS
209606.90000000
0.017973662997
Long
EC
CORP
IT
N
2
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAE2
25000.00000000
PA
USD
25388.50000000
0.002177048289
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.30000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FS2
476136.00000000
PA
USD
541827.89000000
0.046461408940
Long
DBT
UST
US
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
1500.00000000
NS
296622.50000000
0.025435197278
Long
EC
CORP
JP
N
2
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
235000.00000000
PA
USD
209336.12000000
0.017950443778
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
9795.00000000
NS
USD
1201160.85000000
0.102998805496
Long
EC
CORP
TW
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
100000.00000000
PA
USD
99374.99000000
0.008521344386
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
1.54967000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
32500.84000000
PA
USD
32795.88000000
0.002812226576
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
61300.00000000
NS
989417.22000000
0.084841919213
Long
EC
CORP
JP
N
2
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222401
8192.00000000
NS
USD
660357.12000000
0.056625217647
Long
EC
CORP
CA
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
28.00000000
NS
56977.13000000
0.004885753919
Long
EC
CORP
NL
N
2
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
1423.00000000
NS
244784.39000000
0.020990111169
Long
EC
CORP
NL
N
2
N
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
000000000
13397.00000000
NS
532029.64000000
0.045621215017
Long
EC
CORP
SA
N
2
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
7075.00000000
NS
USD
3120004.25000000
0.267538449071
Long
EC
CORP
US
N
1
N
N
N
NARI TECHNOLOGY DEVELOPMENT CO
N/A
NARI TECHNOLOGY CO LTD
000000000
27940.00000000
NS
156481.77000000
0.013418215713
Long
EC
CORP
CN
N
2
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
16774.00000000
NS
341780.26000000
0.029307447476
Long
EC
CORP
GB
N
2
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VAY6
15000.00000000
PA
USD
16308.58000000
0.001398450723
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
3.98500000
N
N
N
N
N
N
KOBOLD METALS SER B-1 CVT PFD STOCK PP
N/A
KOBOLD METALS SER B-1 CVT PFD STOCK PP
000000000
2594.00000000
NS
USD
71103.87000000
0.006097113201
Long
EP
CORP
US
Y
3
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1558.00000000
NS
USD
187629.94000000
0.016089152169
Long
EC
CORP
US
N
1
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
131.00000000
NS
17775.69000000
0.001524254505
Long
EC
CORP
FR
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
5189494.20000000
PA
USD
5419778.01000000
0.464742637163
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAK8
25000.00000000
PA
USD
27083.60000000
0.002322402073
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
58.COM DISSENTERS RIGHTS
N/A
58.COM DISSENTERS RIGHTS
000000000
5864.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
220000.00000000
PA
USD
255303.13000000
0.021892086667
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
25000.00000000
PA
USD
31262.83000000
0.002680768480
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
420000.00000000
PA
USD
382265.63000000
0.032779043100
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
DATABRICKS SER H CVT PFD STOCK PP
N/A
DATABRICKS SER H CVT PFD STOCK PP
000000000
309.00000000
NS
USD
68119.79000000
0.005841230173
Long
EP
CORP
US
Y
3
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
4425.00000000
NS
USD
760834.50000000
0.065241091299
Long
EC
CORP
US
N
1
N
N
N
Fondul Proprietatea SA
549300PVO1VWBFH3DO07
Fondul Proprietatea SA
000000000
56832.00000000
NS
26316.24000000
0.002256601424
Long
EC
RF
RO
N
2
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-III Ltd
12564DAA2
250000.00000000
PA
USD
250031.88000000
0.021440080215
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
1.38129000
N
N
N
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
20952.00000000
NS
158488.72000000
0.013590310444
Long
EC
CORP
GB
N
2
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
3820.00000000
NS
USD
744288.80000000
0.063822307682
Long
EC
CORP
US
N
1
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EF3
225000.00000000
PA
USD
230036.63000000
0.019725499803
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.35000000
N
N
N
N
N
N
Aida Engineering Ltd
N/A
Aida Engineering Ltd
000000000
8900.00000000
NS
81424.02000000
0.006982059728
Long
EC
CORP
JP
N
2
N
N
N
Aalberts NV
549300EMP9DT6Q35HZ31
Aalberts NV
000000000
2431.00000000
NS
148607.34000000
0.012742988175
Long
EC
CORP
NL
N
2
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
508.00000000
NS
USD
45079.92000000
0.003865575465
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-MINI STANDARD & POOR'S 500 INDEX
000000000
49.00000000
NC
USD
131595.38000000
0.011284223048
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-03-18
10903817.12000000
USD
131595.38000000
N
N
N
DIC Corp
549300F1YB9ARLPUKB67
DIC Corp
000000000
9800.00000000
NS
251421.93000000
0.021559276149
Long
EC
CORP
JP
N
2
N
N
N
MET GOVT NASHVILLE & DAVIDSONC
N/A
Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd
592041ZW0
200000.00000000
PA
USD
195279.96000000
0.016745136687
Long
DBT
MUN
US
N
2
2052-07-01
Fixed
3.23500000
N
N
N
N
N
N
National Express Group PLC
213800A8IQEMY8PA5X34
National Express Group PLC
000000000
45527.00000000
NS
154394.91000000
0.013239268749
Long
EC
CORP
GB
N
2
N
N
N
Daiwa House Logistics Trust
N/A
Daiwa House Logistics Trust
000000000
34600.00000000
NS
20617.34000000
0.001767924248
Long
EC
CORP
SG
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
17984.00000000
NS
461986.17000000
0.039615030464
Long
EC
CORP
NL
N
2
N
N
N
Tikehau Capital SCA
969500BY8TEU16U3SJ94
Tikehau Capital SCA
000000000
4658.00000000
NS
123921.38000000
0.010626182259
Long
EC
CORP
FR
N
2
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
20836.00000000
NS
367333.85000000
0.031498652131
Long
EC
CORP
GB
N
2
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
4909.00000000
NS
201993.54000000
0.017320822051
Long
EC
CORP
GB
N
2
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-C
64035GAB5
251421.18000000
PA
USD
245398.51000000
0.021042771582
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.32000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AP9
25000.00000000
PA
USD
26848.88000000
0.002302274977
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
20177.00000000
NS
1387375.13000000
0.118966565689
Long
EC
CORP
ES
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
13519.00000000
NS
1572638.61000000
0.134852795366
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
48128U2N8
223784.14000000
PA
USD
222071.99000000
0.019042536812
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
0.96900000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
1520.00000000
NS
USD
196460.00000000
0.016846324393
Long
EC
CORP
US
N
1
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE
216648402
1710.00000000
NS
USD
681093.00000000
0.058403306627
Long
EC
CORP
US
N
1
N
N
N
Capitec Bank Holdings Ltd
N/A
Capitec Bank Holdings Ltd
000000000
3468.00000000
NS
456547.87000000
0.039148699578
Long
EC
CORP
ZA
N
2
N
N
N
Ambea AB
549300AEVNZRHYI5HV24
Ambea AB
000000000
14332.00000000
NS
79909.18000000
0.006852163128
Long
EC
CORP
SE
N
2
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
145000.00000000
PA
USD
138822.71000000
0.011903962159
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
Samsonite International SA
000000000
54900.00000000
NS
114742.88000000
0.009839131519
Long
EC
CORP
US
N
2
N
N
N
Equity Group Holdings PLC/Keny
N/A
Equity Group Holdings PLC/Kenya
000000000
194600.00000000
NS
88648.55000000
0.007601558741
Long
EC
CORP
KE
N
2
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
2513.00000000
NS
USD
582865.22000000
0.049980334794
Long
EC
CORP
US
N
1
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
13876.00000000
NS
USD
369240.36000000
0.031662134193
Long
EC
CORP
CN
N
1
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
26400.00000000
NS
59051.40000000
0.005063621298
Long
EC
CORP
CN
N
2
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust 2016-B
78449GAC3
108083.19000000
PA
USD
109308.28000000
0.009373117905
Long
ABS-O
CORP
US
N
2
2032-02-17
Floating
1.55629000
N
N
N
N
N
N
Victoria Gold Corp
549300VUIN6RQ5764L78
Victoria Gold Corp
92625W507
11173.00000000
NS
123231.29000000
0.010567007465
Long
EC
CORP
CA
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1744.00000000
NS
173464.35000000
0.014874461522
Long
EC
CORP
DE
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAG5
55000.00000000
PA
USD
57933.54000000
0.004967765489
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
215000.00000000
PA
USD
197145.33000000
0.016905091020
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
120622.65000000
PA
USD
119463.74000000
0.010243942366
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
Nifco Inc/Japan
353800JMDOH68J9I5140
Nifco Inc/Japan
654101104
3200.00000000
NS
93155.41000000
0.007988019219
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-645.77000000
-0.00005537438
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-185000.00000000
GBP
248120.10000000
USD
2022-02-25
-645.77000000
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
610.00000000
NS
71530.35000000
0.006133683600
Long
EC
CORP
FR
N
2
N
N
N
Auction Technology Group PLC
213800U8Q9K2XI3WRE39
Auction Technology Group PLC
000000000
8700.00000000
NS
125514.20000000
0.010762765597
Long
EC
CORP
GB
N
2
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBB2
20000.00000000
PA
USD
23316.36000000
0.001999363556
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Tonies SE
222100DAYRVSS1X9EB98
Tonies SE
000000000
4300.00000000
NS
39049.28000000
0.003348451787
Long
EC
CORP
DE
N
2
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
34700.00000000
NS
404609.27000000
0.034694996513
Long
EC
CORP
JP
N
2
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
315000.00000000
PA
USD
325276.88000000
0.027892292772
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
320000.00000000
PA
USD
315013.76000000
0.027012236533
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82200000
N
N
N
N
N
N
CANVA SERIES A CVT PFD STOCK PP
N/A
CANVA SERIES A CVT PFD STOCK PP
000000000
4.00000000
NS
USD
6816.65000000
0.000584523552
Long
EP
CORP
US
Y
3
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
70140.00000000
NS
USD
2400190.80000000
0.205814887626
Long
EC
CORP
US
N
1
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
2967.00000000
NS
USD
362834.43000000
0.031112829628
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
58239.00000000
NS
895821.05000000
0.076816105094
Long
EC
CORP
FR
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
76200.00000000
NS
1505954.21000000
0.129134649004
Long
EC
CORP
JP
N
2
N
N
N
Auto1 Group SE
391200S2LPXG5ZD5G304
Auto1 Group SE
000000000
2906.00000000
NS
50697.10000000
0.004347245202
Long
EC
CORP
DE
N
2
N
N
N
ZENPAYROLL INC PP
N/A
ZENPAYROLL INC PP
000000000
826.00000000
NS
USD
23749.43000000
0.002036499042
Long
EC
CORP
US
Y
3
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
28305.00000000
NS
393551.75000000
0.033746820961
Long
EC
CORP
SE
N
2
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
39000.00000000
NS
1163539.38000000
0.099772787539
Long
EC
CORP
CN
N
2
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAV6
45000.00000000
PA
USD
46380.38000000
0.003977089112
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
LILAC SOLUTIONS SERIES B CVT PFD STOCK P
N/A
LILAC SOLUTIONS SERIES B CVT PFD STOCK P
000000000
2783.00000000
NS
USD
36535.22000000
0.003132872686
Long
EP
CORP
US
Y
3
N
N
N
AJ Bell PLC
213800VNKA7DPWXWJJ36
AJ Bell PLC
000000000
19886.00000000
NS
90686.12000000
0.007776279117
Long
EC
CORP
GB
N
2
N
N
N
Modec Inc
N/A
Modec Inc
000000000
7500.00000000
NS
75207.47000000
0.006448994382
Long
EC
CORP
JP
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
8900.00000000
NS
233775.17000000
0.020046077313
Long
EC
CORP
SG
N
2
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BV6
10000.00000000
PA
USD
10425.87000000
0.000894011952
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
35000.00000000
PA
USD
55826.18000000
0.004787060663
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
China Feihe Ltd
N/A
China Feihe Ltd
000000000
113000.00000000
NS
156704.17000000
0.013437286377
Long
EC
CORP
CN
N
2
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
170000.00000000
PA
USD
178907.66000000
0.015341222013
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526DM2
20000.00000000
PA
USD
20151.88000000
0.001728011338
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Didi Global Inc. Lockup Cusip
N/A
Didi Global Inc. Lockup Cusip
000000000
344.00000000
NS
USD
4718.99000000
0.000404650495
Long
EC
CORP
US
Y
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDX6
470261.61000000
PA
USD
510454.28000000
0.043771141142
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.12500000
N
N
N
N
N
N
Sumitomo Densetsu Co Ltd
3538004TJPF8WYKHK431
Sumitomo Densetsu Co Ltd
000000000
10600.00000000
NS
193217.33000000
0.016568267431
Long
EC
CORP
JP
N
2
N
N
N
Toyo Tire Corp
529900Y41RD7VQM9RF75
Toyo Tire Corp
000000000
10300.00000000
NS
145633.86000000
0.012488014090
Long
EC
CORP
JP
N
2
N
N
N
CARIS LIFE SER D CVT PFD STOCK PP
N/A
CARIS LIFE SER D CVT PFD STOCK PP
000000000
6404.00000000
NS
USD
51872.40000000
0.004448026455
Long
EP
CORP
US
Y
3
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
10321.00000000
NS
USD
1437921.72000000
0.123300904751
Long
EC
CORP
US
N
1
N
N
N
Nippon Seiki Co Ltd
N/A
Nippon Seiki Co Ltd
000000000
22700.00000000
NS
202768.48000000
0.017387272680
Long
EC
CORP
JP
N
2
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAS1
160000.00000000
PA
USD
154510.88000000
0.013249213105
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BC6
20000.00000000
PA
USD
20215.92000000
0.001733502729
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
1594906.88000000
PA
USD
1704556.73000000
0.146164693172
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
100000.00000000
PA
USD
102197.00000000
0.008763330011
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
Torrent Pharmaceuticals Ltd
335800NA6HK275RIJE13
Torrent Pharmaceuticals Ltd
000000000
4626.00000000
NS
165642.33000000
0.014203728109
Long
EC
CORP
IN
N
2
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAG9
275000.00000000
PA
USD
283620.70000000
0.024320300910
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
200000.00000000
PA
USD
254062.50000000
0.021785703406
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
3107.00000000
NS
USD
125616.01000000
0.010771495742
Long
EC
CORP
US
N
1
N
N
N
Elekta AB
54930044O54BK617EP80
Elekta AB
000000000
17999.00000000
NS
184205.53000000
0.015795511113
Long
EC
CORP
SE
N
2
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
000000000
19200.00000000
NS
411754.40000000
0.035307687024
Long
EC
CORP
JP
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
64158.00000000
NS
USD
11213535.24000000
0.961553762856
Long
EC
CORP
US
N
1
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
9329.00000000
NS
470754.38000000
0.040366899089
Long
EC
CORP
GB
N
2
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
1600.00000000
NS
209936.99000000
0.018001968012
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
972.00000000
NS
USD
658238.40000000
0.056443538708
Long
EC
CORP
NL
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
189000.00000000
PA
USD
179225.16000000
0.015368447443
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAG2
110000.00000000
PA
USD
113774.96000000
0.009756132973
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
3.98400000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
290000.00000000
PA
USD
274347.83000000
0.023525158000
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAG7
90000.00000000
PA
USD
90749.79000000
0.007781738781
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.15000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
62111.39000000
PA
USD
63920.85000000
0.005481173646
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
Beijer Ref AB
549300PZZEUVH08H4G75
Beijer Ref AB
000000000
4946.00000000
NS
86327.48000000
0.007402528413
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
60000.00000000
PA
USD
60673.57000000
0.005202721380
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
2.14967000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AS2
20000.00000000
PA
USD
20325.00000000
0.001742856272
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
150000.00000000
PA
USD
145610.25000000
0.012485989547
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR
01609W102
15784.00000000
NS
USD
1985469.36000000
0.170252778743
Long
EC
CORP
CN
N
1
N
N
N
Wuxi Biologics Cayman Inc
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman Inc
000000000
60000.00000000
NS
601365.91000000
0.051566757604
Long
EC
CORP
CN
N
2
N
N
N
INFRONEER Holdings Inc
N/A
INFRONEER Holdings Inc
000000000
22500.00000000
NS
207334.06000000
0.017778768362
Long
EC
CORP
JP
N
2
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
40000.00000000
PA
USD
41386.80000000
0.003548892692
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
235000.00000000
PA
USD
227291.06000000
0.019490068861
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
229.00000000
NS
USD
26838.80000000
0.002301410623
Long
EC
CORP
US
N
1
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
75145.00000000
NS
309757.64000000
0.026561527470
Long
EC
CORP
GB
N
2
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
205000.00000000
PA
USD
204260.36000000
0.017515200474
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
200.00000000
NS
33461.88000000
0.002869335667
Long
EC
CORP
JP
N
2
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAA5
45173.71000000
PA
USD
44749.97000000
0.003837282455
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.02700000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2C3
315000.00000000
PA
USD
306432.00000000
0.026276355881
Long
DBT
CORP
US
N
2
2029-01-06
Fixed
2.65000000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
5527.00000000
NS
USD
895705.62000000
0.076806207042
Long
EC
CORP
US
N
1
N
N
N
Suzano SA
391200AW174YQSDMGG41
Suzano SA
000000000
12757.00000000
NS
142534.57000000
0.012222251875
Long
EC
CORP
BR
N
2
N
N
N
Idec Corp/Japan
N/A
Idec Corp/Japan
000000000
5400.00000000
NS
115034.33000000
0.009864123178
Long
EC
CORP
JP
N
2
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
195000.00000000
PA
USD
196970.28000000
0.016890080590
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
13000.00000000
PA
USD
16018.69000000
0.001373592833
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Zealand Pharma A/S
549300ITBB1ULBL4CZ12
Zealand Pharma A/S
000000000
5085.00000000
NS
99063.32000000
0.008494618875
Long
EC
CORP
DK
N
2
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
000000000
3693.00000000
NS
55801.40000000
0.004784935793
Long
EC
CORP
DE
N
2
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
5701.00000000
NS
USD
1174348.99000000
0.100699704961
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
9200.00000000
NS
USD
616952.00000000
0.052903255254
Long
EC
CORP
US
N
1
N
N
N
Systems Ltd
N/A
Systems Ltd
000000000
31900.00000000
NS
133143.29000000
0.011416955381
Long
EC
CORP
PK
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
2850.00000000
NS
USD
150280.50000000
0.012886460618
Long
EC
CORP
US
N
1
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
11415.90000000
PA
USD
11461.25000000
0.000982795151
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350368N3
150000.00000000
PA
USD
147471.23000000
0.012645567440
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.84300000
N
N
N
N
N
N
2022-03-24
T. ROWE PRICE GLOBAL ALLOCATION FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President
XXXX
NPORT-EX
2
70DXTRP013122.htm
T.
ROWE
PRICE
Global
Allocation
Fund
January
31,
2022
(Unaudited)
Portfolio
of
Investments
‡
Shares/Par
$
Value
(
Cost
and
value
in
$000s)
‡
ARGENTINA
0.1%
Common
Stocks
0.1%
MercadoLibre
(USD) (1)
791
895
Total
Argentina
(Cost
$182
)
895
AUSTRALIA
0.6%
Common
Stocks
0.6%
ALS
16,544
139
Australia
&
New
Zealand
Banking
Group
12,725
241
BHP
Group
33,534
1,075
BHP
Group
(GBP)
32,344
1,021
Centuria
Office
REIT
10,087
15
Challenger
24,701
101
Cochlear
1,118
153
Downer
EDI
48,206
187
Frontier
Digital
Ventures (1)
112,881
113
Goodman
Group
3,735
62
IDP
Education
6,071
127
IGO
79,514
673
Incitec
Pivot
58,052
136
Macquarie
Group
2,262
296
Northern
Star
Resources
21,519
128
oOh!media (1)
69,122
79
OZ
Minerals
14,198
246
Perseus
Mining
141,858
148
Rio
Tinto
3,026
241
Scentre
Group
114,831
238
South32
183,742
506
Steadfast
Group
56,885
187
Tietto
Minerals (1)
109,612
38
Treasury
Wine
Estates
17,736
133
Worley
52,817
435
Xero (1)
1,750
142
6,860
Corporate
Bonds
0.0%
Ausgrid
Finance,
3.85%,
5/1/23
(USD) (2)
105,000
107
Boral
Finance,
3.00%,
11/1/22
(USD) (2)
10,000
10
Transurban
Finance,
2.45%,
3/16/31
(USD) (2)
140,000
136
Transurban
Finance,
4.125%,
2/2/26
(USD) (2)
15,000
16
Woodside
Finance,
3.70%,
3/15/28
(USD) (2)
67,000
70
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Woodside
Finance,
4.50%,
3/4/29
(USD) (2)
105,000
114
453
Total
Australia
(Cost
$5,280
)
7,313
AUSTRIA
0.2%
Common
Stocks
0.2%
BAWAG
Group
20,804
1,249
Erste
Group
Bank
12,966
606
Mayr
Melnhof
Karton
2,156
419
Total
Austria
(Cost
$1,601
)
2,274
BANGLADESH
0.0%
Common
Stocks
0.0%
BRAC
Bank
425,370
273
Marico
Bangladesh
1,114
31
Olympic
Industries
11,076
21
Singer
Bangladesh
23,560
46
Square
Pharmaceuticals
57,457
147
Total
Bangladesh
(Cost
$437
)
518
BELGIUM
0.1%
Common
Stocks
0.1%
Azelis
Group (1)
547
14
Barco
3,655
75
KBC
Group
2,784
242
Lotus
Bakeries
10
64
Shurgard
Self
Storage
636
37
Umicore
4,782
181
613
Corporate
Bonds
0.0%
Anheuser-Busch,
4.90%,
2/1/46
(USD)
90,000
106
106
Total
Belgium
(Cost
$590
)
719
BRAZIL
0.4%
Common
Stocks
0.4%
Arco
Platform,
Class
A
(USD) (1)
5,600
118
B3
254,100
702
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Boa
Vista
Servicos
38,537
41
EDP
-
Energias
Do
Brasil
34,868
141
Grupo
SBF (1)
24,900
121
Localiza
Rent
a
Car
15,900
176
Lojas
Renner
40,763
217
Magazine
Luiza
52,053
69
Pagseguro
Digital,
Class
A
(USD) (1)
6,427
145
Raia
Drogasil
128,966
565
Rede
D'Or
Sao
Luiz
38,213
320
StoneCo,
Class
A
(USD) (1)
13,729
214
Suzano
12,757
143
Vale
5,359
82
XP,
Class
A
(USD) (1)
35,566
1,185
4,239
Preferred
Stocks
0.0%
Itau
Unibanco
Holding
129,346
621
Marcopolo
174,900
113
734
Total
Brazil
(Cost
$5,091
)
4,973
CANADA
0.9%
Common
Stocks
0.7%
Altus
Group
3,524
169
Aritzia (1)
4,500
209
CAE (1)
5,078
128
Canadian
Apartment
Properties
REIT
557
24
Canadian
Natural
Resources
907
46
Canadian
Pacific
Railway
(USD)
4,170
298
Constellation
Software
80
138
Definity
Financial (1)(3)
10,575
240
dentalcorp
Holdings (1)
10,310
131
Descartes
Systems
Group (1)
3,428
249
Element
Fleet
Management
31,114
317
Enbridge
(USD)
510
22
Enerflex
3,585
20
ERO
Copper (1)
4,261
53
Franco-Nevada
1,536
203
K92
Mining (1)
16,517
83
Karora
Resources (1)
10,107
32
Magna
International
(USD)
8,192
660
Manulife
Financial
26,512
552
National
Bank
of
Canada
9,700
776
Rhyolite
Resources,
Acquisition
Date:
12/20/21,
Cost $16 (1)(4)
22,800
12
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Shopify,
Class
A (1)
373
360
Shopify,
Class
A
(USD) (1)
603
581
Spin
Master (1)
6,158
212
Summit
Industrial
Income
REIT
5,905
100
Sun
Life
Financial
18,195
1,030
TC
Energy
3,709
192
TC
Energy
(USD)
6,197
320
TELUS
International
CDA (1)(3)
2,830
80
TMX
Group
3,087
314
Victoria
Gold (1)
11,173
123
Wesdome
Gold
Mines (1)
30,826
265
West
Fraser
Timber
362
34
Wheaton
Precious
Metals
618
25
7,998
Corporate
Bonds
0.1%
Canadian
Natural
Resources,
2.95%,
1/15/23
(USD)
175,000
177
Canadian
Natural
Resources,
2.95%,
7/15/30
(USD)
110,000
109
Canadian
Pacific
Railway,
1.75%,
12/2/26
(USD)
130,000
128
Royal
Bank
of
Canada,
2.30%,
11/3/31
(USD)
500,000
481
Suncor
Energy,
3.10%,
5/15/25
(USD)
70,000
72
Thomson
Reuters,
3.35%,
5/15/26
(USD)
10,000
10
Toronto-Dominion
Bank,
1.15%,
6/12/25
(USD)
145,000
141
Toronto-Dominion
Bank,
3.50%,
7/19/23
(USD)
235,000
243
TransCanada
PipeLines,
2.50%,
8/1/22
(USD)
20,000
20
1,381
Government
Bonds
0.1%
Province
of
Alberta,
2.20%,
7/26/22
(USD)
130,000
131
Province
of
Alberta,
3.30%,
3/15/28
(USD)
135,000
145
Province
of
British
Columbia,
2.00%,
10/23/22
(USD)
15,000
15
Province
of
Manitoba,
2.60%,
4/16/24
(USD)
270,000
277
Province
of
New
Brunswick,
3.625%,
2/24/28
(USD)
250,000
274
Province
of
Quebec,
2.875%,
10/16/24
(USD)
50,000
52
894
Total
Canada
(Cost
$8,036
)
10,273
CAYMAN
ISLANDS
0.0%
Common
Stocks
0.0%
ANT
International,
Class
C,
Acquisition
Date:
6/7/18,
Cost $45
(USD) (1)(4)(5)
11,845
43
43
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Convertible
Preferred
Stocks
0.0%
ByteDance,
Series
E,
Acquisition
Date:
7/8/19,
Cost $96
(USD) (1)(4)(5)
1,944
238
238
Total
Cayman
Islands
(Cost
$141
)
281
CHILE
0.1%
Common
Stocks
0.1%
Antofagasta
(GBP)
20,209
368
Banco
Santander
Chile,
ADR
(USD)
22,187
445
813
Corporate
Bonds
0.0%
Celulosa
Arauco
y
Constitucion,
5.50%,
11/2/47
(USD)
250,000
278
Corp
Nacional
del
Cobre
de
Chile,
3.00%,
9/30/29
(USD) (2)
220,000
218
Corp
Nacional
del
Cobre
de
Chile,
3.15%,
1/14/30
(USD) (2)
200,000
199
695
Total
Chile
(Cost
$1,308
)
1,508
CHINA
2.5%
Common
Stocks
1.7%
58.com
(USD) (1)(5)
5,864
—
Alibaba
Group
Holding
(HKD) (1)
52,620
825
Alibaba
Group
Holding,
ADR
(USD) (1)
15,784
1,985
Baidu,
ADR
(USD) (1)
2,126
340
Beijing
Enterprises
Holdings
(HKD)
30,500
104
China
Feihe
(HKD)
113,000
157
China
Mengniu
Dairy
(HKD)
4,000
24
China
Overseas
Land
&
Investment
(HKD)
329,000
971
China
Resources
Mixc
Lifestyle
Services
(HKD)
78,200
460
Country
Garden
Services
Holdings
(HKD)
73,000
431
DiDi
Global,
Acquisition
Date:
10/19/15,
Cost $9
(USD) (1)(4)
344
5
ENN
Energy
Holdings
(HKD)
26,400
420
Fosun
International
(HKD)
94,500
107
Haier
Smart
Home,
H
Shares
(HKD)
46,800
188
Hope
Education
Group
(HKD)
708,000
91
Huazhu
Group,
ADR
(USD) (1)
862
34
I-Mab,
ADR
(USD) (1)
4,869
123
JD
Health
International
(HKD) (1)
8,200
66
JD.com
(HKD) (1)
4,087
139
JOYY,
ADR
(USD)
2,213
112
Kanzhun,
ADR
(USD) (1)
10,840
328
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Kingdee
International
Software
Group
(HKD) (1)
55,000
126
Li
Ning
(HKD)
23,500
229
Meituan,
Class
B
(HKD) (1)
39,000
1,164
New
Horizon
Health
(HKD) (1)
6,500
19
PICC
Property
&
Casualty,
Class
H
(HKD)
232,000
216
Pinduoduo,
ADR
(USD) (1)
4,900
293
Ping
An
Insurance
Group,
Class
H
(HKD)
223,000
1,770
Shandong
Weigao
Group
Medical
Polymer,
H
Shares
(HKD)
80,000
99
Sino
Biopharmaceutical
(HKD)
421,000
290
Sinopharm
Group,
H
Shares
(HKD)
26,400
59
Sunny
Optical
Technology
Group
(HKD)
9,300
240
Tencent
Holdings
(HKD)
85,854
5,380
Trip.com
Group,
ADR
(USD) (1)
13,876
369
Tsingtao
Brewery,
H
Shares
(HKD)
18,000
162
Wuxi
Biologics
Cayman
(HKD) (1)
60,000
601
Yangzijiang
Shipbuilding
Holdings
(SGD)
272,600
262
Yum
China
Holdings
(USD)
31,200
1,503
Zhongsheng
Group
Holdings
(HKD)
97,000
745
Zylox-Tonbridge
Medical
Technology
(HKD) (1)(3)
3,000
9
20,446
Common
Stocks
-
China
A
Shares
0.7%
Autel
Intelligent
Technology,
A
Shares
(CNH)
19,295
191
Bafang
Electric
Suzhou,
A
Shares
(CNH)
4,359
141
BTG
Hotels
Group,
A
Shares
(CNH) (1)
24,473
100
Fuyao
Glass
Industry
Group,
A
Shares
(CNH)
22,412
170
Gree
Electric
Appliances
of
Zhuhai,
A
Shares
(CNH)
134,100
806
Guangdong
Kinlong
Hardware
Products,
A
Shares
(CNH)
7,400
187
Hongfa
Technology,
A
Shares
(CNH)
54,300
547
Huayu
Automotive
Systems,
A
Shares
(CNH)
237,500
1,039
Hundsun
Technologies,
A
Shares
(CNH)
98,000
909
Jason
Furniture
Hangzhou,
A
Shares
(CNH)
29,380
341
Jiangsu
Hengrui
Medicine,
A
Shares
(CNH)
45,120
292
Kweichow
Moutai,
A
Shares
(CNH)
1,730
518
Midea
Group,
A
Shares
(CNH)
28,400
331
NARI
Technology,
A
Shares
(CNH)
27,940
156
Ocean's
King
Lighting
Science
&
Technology,
A
Shares
(CNH)
40,107
91
Ping
An
Insurance
Group,
A
Shares
(CNH)
8,500
67
Qingdao
Haier
Biomedical,
A
Shares
(CNH)
15,915
181
Sangfor
Technologies,
A
Shares
(CNH)
9,700
238
Shandong
Pharmaceutical
Glass,
A
Shares
(CNH)
35,200
192
Shenzhen
Megmeet
Electrical,
A
Shares
(CNH)
35,100
166
Sino
Wealth
Electronic,
A
Shares
(CNH)
7,490
65
Songcheng
Performance
Development,
A
Shares
(CNH)
256,400
621
Yifeng
Pharmacy
Chain,
A
Shares
(CNH)
50,234
394
Zhejiang
Shuanghuan
Driveline,
A
Shares
(CNH)
61,400
240
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Zhongji
Innolight,
A
Shares
(CNH)
22,400
127
8,110
Corporate
Bonds
0.1%
Baidu,
3.875%,
9/29/23
(USD)
210,000
217
State
Grid
Overseas
Investment,
3.75%,
5/2/23
(USD) (2)
215,000
221
Tencent
Holdings,
2.985%,
1/19/23
(USD) (2)
200,000
202
Weibo,
3.50%,
7/5/24
(USD)
255,000
260
900
Total
China
(Cost
$26,949
)
29,456
CZECH
REPUBLIC
0.0%
Common
Stocks
0.0%
Komercni
Banka
7,863
349
Total
Czech
Republic
(Cost
$278
)
349
DENMARK
0.1%
Common
Stocks
0.1%
Ambu,
Class
B
6,671
141
Genmab (1)
381
130
ROCKWOOL
International,
Class
B
1,354
519
Topdanmark
7,108
406
Zealand
Pharma (1)
5,085
99
1,295
Corporate
Bonds
0.0%
Danske
Bank,
VR,
3.244%,
12/20/25
(USD) (2)(6)
335,000
343
343
Total
Denmark
(Cost
$1,425
)
1,638
EGYPT
0.0%
Common
Stocks
0.0%
Cairo
Investment
&
Real
Estate
Development
34,914
29
Commercial
International
Bank
Egypt (1)
9,046
30
Edita
Food
Industries,
GDR
(USD)
7,020
15
E-Finance
for
Digital
&
Financial
Investments (1)
133,353
149
Fawry
for
Banking
&
Payment
Technology
Services (1)
30,878
19
Integrated
Diagnostics
Holdings
(USD)
156,839
206
Total
Egypt
(Cost
$413
)
448
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
ESTONIA
0.0%
Common
Stocks
0.0%
Enefit
Green (1)
4,386
19
Total
Estonia
(Cost
$16
)
19
FINLAND
0.3%
Common
Stocks
0.3%
Kojamo
7,216
165
Metso
Outotec
11,985
129
QT
Group (1)
991
115
Sampo,
Class
A
27,703
1,375
Stora
Enso,
Class
R
42,859
873
UPM-Kymmene
1,726
63
Valmet
10,327
394
3,114
Corporate
Bonds
0.0%
Nordea
Bank,
1.00%,
6/9/23
(USD) (2)
205,000
204
204
Total
Finland
(Cost
$2,352
)
3,318
FRANCE
1.8%
Common
Stocks
1.6%
Air
Liquide
3,005
514
Airbus (1)
21,657
2,765
Alstom
7,999
259
AXA
42,122
1,334
BioMerieux
610
72
BNP
Paribas
11,681
834
Constellium
(USD) (1)
4,098
72
Dassault
Aviation
3,729
443
Edenred
14,255
612
Engie
58,239
896
Esker
370
100
EssilorLuxottica
7,052
1,334
Eurofins
Scientific
4,114
413
Faurecia
2,422
107
Gecina
131
18
Ipsen
1,616
157
Kering
1,290
963
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
L'Oreal
1,261
539
Legrand
2,835
289
LVMH
Moet
Hennessy
Louis
Vuitton
126
103
Safran
2,220
269
Sanofi
24,776
2,591
Schneider
Electric
300
51
SPIE
7,975
185
Teleperformance
2,029
764
Thales
12,402
1,144
Tikehau
Capital
4,658
124
TotalEnergies
27,942
1,589
Verallia
12,050
378
18,919
Corporate
Bonds
0.2%
BNP
Paribas,
VR,
2.871%,
4/19/32
(USD) (2)(6)
350,000
340
BPCE,
4.00%,
9/12/23
(USD) (2)
265,000
274
BPCE,
4.50%,
3/15/25
(USD) (2)
400,000
425
Credit
Agricole,
3.75%,
4/24/23
(USD) (2)
250,000
257
TotalEnergies
Capital
International,
2.434%,
1/10/25
(USD)
275,000
281
1,577
Total
France
(Cost
$16,524
)
20,496
GERMANY
1.6%
Common
Stocks
1.5%
adidas
1,724
473
AIXTRON
14,831
308
Auto1
Group (1)
2,906
51
BASF
7,018
538
Bayer
14,293
868
Beiersdorf
1,744
173
CANCOM
2,360
143
Covestro
7,459
448
CTS
Eventim (1)
5,625
400
Daimler
Truck
Holding (1)
1,812
64
Delivery
Hero (1)
952
74
Deutsche
Boerse
1,652
294
Deutsche
Telekom
58,916
1,112
Evotec (1)
18,284
740
flatexDEGIRO (1)(3)
8,256
160
Fresenius
12,508
516
GEA
Group
3,752
177
HeidelbergCement
2,061
143
Hypoport (1)
269
119
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Infineon
Technologies
12,485
518
KION
Group
4,973
460
Knaus
Tabbert
1,584
96
Knorr-Bremse
6,028
611
Mercedes-Benz
Group
3,405
272
MorphoSys (1)
1,275
41
Munich
Re
3,305
1,046
MYT
Netherlands
Parent,
ADR
(USD) (1)
3,918
67
Nagarro (1)
596
104
Norma
Group
3,362
122
SAP
3,725
467
Scout24
9,267
554
Shop
Apotheke
Europe (1)
2,891
376
Siemens
19,600
3,112
Siemens
Healthineers
6,452
415
Stroeer
2,221
166
Symrise
4,159
497
TeamViewer (1)
3,693
56
Telefonica
Deutschland
Holding
31,148
89
Tonies,
Class
A (1)
4,300
39
Vonovia
4,297
245
Zalando (1)
13,045
1,035
17,189
Corporate
Bonds
0.1%
BMW
U.S.
Capital,
2.95%,
4/14/22
(USD) (2)
295,000
296
Volkswagen
Group
of
America
Finance,
2.70%,
9/26/22
(USD) (2)
330,000
334
630
Preferred
Stocks
0.0%
Sartorius
76
41
Volkswagen
1,335
278
319
Total
Germany
(Cost
$15,028
)
18,138
HONG
KONG
0.4%
Common
Stocks
0.4%
AIA
Group
221,000
2,307
Budweiser
Brewing
APAC
316,900
837
CK
Hutchison
Holdings
23,500
167
Galaxy
Entertainment
Group (1)
31,000
180
Hong
Kong
Exchanges
&
Clearing
1,600
91
Hongkong
Land
Holdings
(USD)
34,300
186
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Impro
Precision
Industries
211,000
52
Samsonite
International (1)
54,900
115
Sun
Hung
Kai
Properties
5,583
68
4,003
Corporate
Bonds
0.0%
AIA
Group,
3.60%,
4/9/29
(USD) (2)
265,000
283
283
Total
Hong
Kong
(Cost
$3,508
)
4,286
HUNGARY
0.1%
Common
Stocks
0.1%
OTP
Bank (1)
12,370
718
Wizz
Air
Holdings
(GBP) (1)
3,743
205
Total
Hungary
(Cost
$684
)
923
ICELAND
0.0%
Common
Stocks
0.0%
Marel
51,322
326
Total
Iceland
(Cost
$362
)
326
INDIA
0.9%
Common
Stocks
0.9%
Astral
7,122
208
Axis
Bank (1)
24,504
256
Blue
Star
8,250
97
CreditAccess
Grameen (1)
6,599
56
Dr
Lal
PathLabs
1,556
62
Escorts
9,245
230
Fine
Organic
Industries
886
46
FSN
E-Commerce
Ventures (1)
2,120
47
HDFC
Asset
Management
8,579
255
HDFC
Bank
54,494
1,095
Housing
Development
Finance
64,832
2,209
ICICI
Bank,
ADR
(USD)
9,854
214
Indus
Towers
32,487
111
Info
Edge
India
1,173
78
Infosys
44,620
1,051
Kotak
Mahindra
Bank
46,684
1,170
Maruti
Suzuki
India
4,143
479
NTPC
149,095
285
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Petronet
LNG
23,332
67
Polycab
India
5,179
176
Reliance
Industries
24,192
779
Shriram
Transport
Finance
11,024
184
Tata
Consultancy
Services
4,728
239
TeamLease
Services (1)
2,118
122
Torrent
Pharmaceuticals
4,626
166
V-Mart
Retail (1)
1,670
85
Voltas
37,021
589
Zomato (1)
27,885
34
Total
India
(Cost
$7,880
)
10,390
INDONESIA
0.1%
Common
Stocks
0.1%
Bank
Central
Asia
1,249,700
665
Sarana
Menara
Nusantara
2,114,300
151
Total
Indonesia
(Cost
$395
)
816
IRELAND
0.2%
Common
Stocks
0.0%
Cairn
Homes
(GBP)
116,929
163
DCC
(GBP)
2,956
249
412
Corporate
Bonds
0.2%
AerCap
Ireland
Capital,
2.45%,
10/29/26
(USD)
150,000
147
AerCap
Ireland
Capital,
3.30%,
1/23/23
(USD)
150,000
153
AerCap
Ireland
Capital,
4.125%,
7/3/23
(USD)
150,000
154
Avolon
Holdings
Funding,
3.95%,
7/1/24
(USD) (2)
70,000
72
Avolon
Holdings
Funding,
5.25%,
5/15/24
(USD) (2)
215,000
227
CRH
America
Finance,
3.95%,
4/4/28
(USD) (2)
400,000
431
Shire
Acquisitions
Investments
Ireland,
2.875%,
9/23/23
(USD)
300,000
306
SMBC
Aviation
Capital
Finance,
4.125%,
7/15/23
(USD) (2)
315,000
325
1,815
Total
Ireland
(Cost
$2,086
)
2,227
ITALY
0.6%
Common
Stocks
0.6%
Amplifon
13,680
581
Banca
Mediolanum
57,080
555
Brunello
Cucinelli (1)
1,889
110
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Carel
Industries
12,949
312
Davide
Campari-Milano
37,586
472
De'
Longhi
9,781
337
DiaSorin
766
118
Enel
42,755
329
Ermenegildo
Zegna
Holditalia
(USD) (1)
16,608
170
Ferrari
2,266
522
FinecoBank
Banca
Fineco
36,798
619
GVS
10,353
116
Intesa
Sanpaolo
70,531
209
Leonardo (1)
17,852
129
Moncler
4,831
310
PRADA
(HKD)
76,900
470
Prysmian
25,352
855
Stellantis
12,106
234
Telecom
Italia
261,931
117
6,565
Corporate
Bonds
0.0%
Enel
Finance
International,
1.875%,
7/12/28
(USD) (2)
200,000
188
Eni,
Series
X-R,
4.00%,
9/12/23
(USD) (2)
295,000
305
493
Total
Italy
(Cost
$5,140
)
7,058
JAPAN
4.0%
Common
Stocks
3.9%
Aida
Engineering
8,900
81
Aiful (3)
70,300
211
Aruhi (3)
11,200
112
Asahi
Group
Holdings
5,700
233
Asahi
Kasei
26,600
263
Asics
6,400
124
Astellas
Pharma
61,300
989
Benefit
One
6,100
186
Benesse
Holdings
3,900
76
Bridgestone
3,900
171
Central
Japan
Railway
1,600
210
Chugai
Pharmaceutical
10,600
344
Coconala (1)
7,500
61
CyberAgent
34,700
405
Dai-ichi
Life
Holdings
9,200
207
Daiichi
Sankyo
14,000
315
Daikin
Industries
3,600
756
Daio
Paper (3)
34,400
560
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Daiwa
Office
Investment
6
38
Daiwabo
Holdings
13,800
197
Demae-Can (1)
7,300
48
Denka
2,000
70
Denso
3,500
261
DIC
9,800
251
Disco
1,200
330
Eiken
Chemical
7,700
115
Eisai
4,400
220
Electric
Power
Development
20,500
269
Ezaki
Glico (3)
3,600
117
Fancl
8,700
222
FANUC
1,500
297
Fast
Retailing
500
294
Freee (1)(3)
6,500
257
Fujitec
23,800
566
Fujitsu
2,500
330
Fujitsu
General
13,900
282
Fukui
Computer
Holdings
2,800
73
Fukuoka
Financial
Group
5,400
106
GMO
Financial
Gate (3)
700
92
GMO
Payment
Gateway
2,200
193
Hamamatsu
Photonics
8,800
450
Hanwa
6,200
170
Heiwa
Real
Estate
4,100
140
Hikari
Tsushin
3,300
396
Hino
Motors
33,300
289
Hitachi
8,000
416
Hitachi
Metals (1)
10,700
193
Honda
Motor
4,700
138
Horiba
1,800
97
Hoshino
Resorts
REIT
50
283
Hoshizaki
12,400
916
Idec
5,400
115
Industrial
&
Infrastructure
Fund
Investment (3)
77
129
INFRONEER
Holdings
22,300
205
JGC
Holdings
8,600
84
JINS
Holdings (3)
2,100
130
JMDC (1)
3,100
144
Kansai
Paint
14,800
307
Keyence
1,900
975
Kirin
Holdings
20,200
324
Kubota
19,200
412
Kyoritsu
Maintenance (3)
4,500
161
Kyowa
Kirin
8,200
204
LITALICO
1,400
35
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Mabuchi
Motor
2,500
79
MatsukiyoCocokara
8,000
274
Media
Do (3)
3,000
67
Medley (1)(3)
2,700
47
Mercari (1)
3,800
144
METAWATER
5,800
103
Mitsubishi
8,000
272
Mitsubishi
Electric
99,700
1,249
Mitsubishi
Estate
11,200
161
Mitsubishi
HC
Capital
24,400
126
Mitsubishi
UFJ
Financial
Group
94,000
570
Mitsui
Fudosan
33,400
716
Mitsui
Fudosan
Logistics
Park
9
44
Mitsui
Mining
&
Smelting
5,200
147
Miura
11,100
328
Modec
7,500
75
Money
Forward (1)(3)
4,000
182
Murata
Manufacturing
11,800
887
Musashi
Seimitsu
Industry (3)
10,100
152
Nakanishi
6,500
115
NET
One
Systems
6,700
159
Nextage
18,700
470
NGK
Spark
Plug
6,800
116
Nifco
3,200
93
Nintendo
500
245
Nippon
Ceramic
8,100
173
Nippon
Paint
Holdings
23,000
184
Nippon
Sanso
Holdings
3,900
77
Nippon
Seiki
22,700
203
Nippon
Shokubai
2,100
99
Nippon
Soda
5,900
169
Nippon
Steel
12,100
198
Nippon
Telegraph
&
Telephone
90,000
2,576
Nipro
20,000
186
Nitto
Boseki
2,100
50
NSK
30,600
209
NTT
Data
37,300
715
Obara
Group (3)
4,100
119
Omron
2,300
168
Oriental
Land
1,300
226
ORIX
14,200
293
Otsuka
Holdings
21,700
740
Outsourcing
7,700
89
PALTAC
2,000
77
Pan
Pacific
International
Holdings
9,200
124
Panasonic
29,300
323
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Persol
Holdings
18,700
483
Pigeon
7,200
140
Plaid (1)(3)
7,600
82
Pola
Orbis
Holdings
3,100
46
Recruit
Holdings
18,300
905
Renesas
Electronics (1)
13,800
158
Round
One
3,400
41
Sakata
INX
16,000
135
Sansan (1)
10,800
120
Sanwa
Holdings
13,700
148
Sega
Sammy
Holdings
10,700
180
Seven
&
i
Holdings
15,800
804
Shimadzu
6,000
216
Shin-Etsu
Chemical
200
33
Shiseido
700
35
SMC
600
335
SMS
14,800
407
SoftBank
26,500
332
SoftBank
Group
18,500
820
Solasto
37,000
340
Sompo
Holdings
5,300
248
Sony
Group
6,300
705
Stanley
Electric
20,600
482
SUMCO
1,200
22
Sumitomo
32,300
499
Sumitomo
Densetsu
10,600
193
Sumitomo
Electric
Industries
25,100
333
Sumitomo
Mitsui
Trust
Holdings
5,000
173
Sumitomo
Rubber
Industries
8,200
85
Sumitomo
Seika
Chemicals
6,100
164
Suzuki
Motor
29,800
1,269
Taiheiyo
Cement
15,200
302
Taiyo
Yuden
2,500
121
Takeda
Pharmaceutical
8,200
238
Takuma
5,800
74
TechnoPro
Holdings
19,600
501
THK
4,700
117
Tokio
Marine
Holdings
7,900
471
Tokyo
Electron
1,400
685
Tokyo
Tatemono
16,300
243
Tosoh
2,800
44
Toyo
Tire
10,300
146
Toyota
Motor
76,200
1,506
UT
Group
15,200
436
V-Cube
7,700
52
Visional (1)
1,900
140
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
WealthNavi (1)(3)
4,900
70
Welcia
Holdings
7,300
197
Yellow
Hat
9,700
134
Z
Holdings
83,700
425
46,299
Corporate
Bonds
0.1%
Mitsubishi
UFJ
Financial
Group,
VR,
1.538%,
7/20/27
(USD) (6)
300,000
290
Panasonic,
2.536%,
7/19/22
(USD) (2)
200,000
202
Sumitomo
Mitsui
Financial
Group,
3.748%,
7/19/23
(USD)
340,000
351
843
Total
Japan
(Cost
$40,150
)
47,142
KAZAKHSTAN
0.1%
Common
Stocks
0.1%
Halyk
Savings
Bank
of
Kazakhstan,
GDR
(USD)
14,072
184
Kaspi.KZ,
GDR
(USD)
3,325
284
NAC
Kazatomprom,
GDR
(USD)
5,867
185
Total
Kazakhstan
(Cost
$713
)
653
KENYA
0.0%
Common
Stocks
0.0%
Equity
Group
Holdings (1)
194,600
89
Safaricom
810,000
261
Total
Kenya
(Cost
$348
)
350
LUXEMBOURG
0.0%
Common
Stocks
0.0%
Ardagh
Metal
Packaging
(USD) (1)
1,498
14
Majorel
Group
Luxembourg (1)
4,434
125
Total
Luxembourg
(Cost
$180
)
139
MEXICO
0.2%
Common
Stocks
0.1%
Grupo
Aeroportuario
del
Sureste,
ADR
(USD)
3,324
675
Grupo
Financiero
Banorte,
Class
O
67,500
427
Grupo
Mexico,
Series
B
18,282
79
Wal-Mart
de
Mexico
137,593
467
1,648
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Corporate
Bonds
0.0%
BBVA
Bancomer,
4.375%,
4/10/24
(USD) (2)
150,000
157
157
Government
Bonds
0.1%
Mexico
Government
International
Bond,
3.50%,
2/12/34
(USD)
505,000
488
488
Total
Mexico
(Cost
$1,985
)
2,293
MOROCCO
0.0%
Common
Stocks
0.0%
Attijariwafa
Bank
2,954
155
Hightech
Payment
Systems
215
158
Label
Vie
128
71
Total
Morocco
(Cost
$335
)
384
NETHERLANDS
1.3%
Common
Stocks
1.2%
Aalberts
2,431
149
Adyen (1)
28
57
AerCap
Holdings
(USD) (1)
3,100
195
Akzo
Nobel
15,482
1,602
Argenx,
ADR
(USD) (1)
1,644
443
ASML
Holding
5,267
3,567
ASML
Holding
(USD)
972
658
CTP
2,458
50
Heineken
4,211
452
IMCD
1,423
245
ING
Groep
130,487
1,930
Intertrust (1)
6,589
143
Just
Eat
Takeaway.com (1)
2,807
139
Kendrion
1,834
42
Koninklijke
DSM
4,173
782
Koninklijke
Philips
23,884
794
Prosus
20,588
1,713
Shell
(GBP)
17,984
462
Signify
3,717
197
Van
Lanschot
Kempen,
CVA
3,799
96
13,716
Corporate
Bonds
0.1%
ING
Groep,
3.55%,
4/9/24
(USD)
255,000
264
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
JDE
Peet's,
1.375%,
1/15/27
(USD) (2)
290,000
274
NXP,
2.65%,
2/15/32
(USD) (2)
375,000
361
Shell
International
Finance,
3.25%,
5/11/25
(USD)
75,000
79
978
Total
Netherlands
(Cost
$10,107
)
14,694
NEW
ZEALAND
0.0%
Common
Stocks
0.0%
Fisher
&
Paykel
Healthcare
16,151
297
Total
New
Zealand
(Cost
$80
)
297
NORWAY
0.2%
Common
Stocks
0.2%
Aker
BP
1,164
40
Bakkafrost
420
29
DNB
Bank
26,570
632
Equinor
27,195
750
Norsk
Hydro
5,962
46
Storebrand
36,504
389
Total
Norway
(Cost
$965
)
1,886
PAKISTAN
0.0%
Common
Stocks
0.0%
Indus
Motor
6,240
46
Systems
31,900
133
TRG
Pakistan
331,500
169
Total
Pakistan
(Cost
$380
)
348
PANAMA
0.0%
Government
Bonds
0.0%
Republic
of
Panama,
6.70%,
1/26/36
(USD)
25,000
32
Total
Panama
(Cost
$27
)
32
PERU
0.0%
Common
Stocks
0.0%
Alicorp
17,876
32
Credicorp
(USD)
50
7
InRetail
Peru
(USD)
882
31
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Southern
Copper
(USD)
1,314
84
Total
Peru
(Cost
$100
)
154
PHILIPPINES
0.1%
Common
Stocks
0.1%
Converge
Information
and
Communications
Technology
Solutions (1)
73,500
44
Philippine
Seven (1)
19,040
33
SM
Investments
34,326
640
Universal
Robina
126,350
315
Total
Philippines
(Cost
$949
)
1,032
POLAND
0.0%
Common
Stocks
0.0%
InPost
(EUR) (1)
9,956
81
81
Government
Bonds
0.0%
Republic
of
Poland,
3.25%,
4/6/26
(USD)
55,000
58
58
Total
Poland
(Cost
$258
)
139
PORTUGAL
0.1%
Common
Stocks
0.1%
Banco
Comercial
Portugues,
Class
R (1)
384,679
65
Galp
Energia
54,451
601
Jeronimo
Martins
32,888
790
Total
Portugal
(Cost
$1,298
)
1,456
QATAR
0.1%
Common
Stocks
0.1%
Qatar
National
Bank
101,123
608
Total
Qatar
(Cost
$549
)
608
ROMANIA
0.0%
Common
Stocks
0.0%
Banca
Transilvania
572,265
342
BRD-Groupe
Societe
Generale
14,370
65
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Fondul
Proprietatea
56,832
26
Total
Romania
(Cost
$393
)
433
RUSSIA
0.2%
Common
Stocks
0.2%
Alrosa
87,050
128
HeadHunter
Group,
ADR
(USD)
4,000
177
MMC
Norilsk
Nickel
375
105
Ozon
Holdings,
ADR
(USD) (1)
7,493
155
Polyus
410
65
Sberbank
of
Russia,
ADR
(USD)
79,470
1,115
TCS
Group
Holding,
GDR
(USD)
611
44
VK,
GDR
(USD) (1)
3,068
25
X5
Retail
Group,
GDR
(USD)
15,644
354
Yandex,
Class
A
(USD) (1)
6,397
307
Total
Russia
(Cost
$2,296
)
2,475
SAUDI
ARABIA
0.2%
Common
Stocks
0.2%
Al
Rajhi
Bank
13,397
532
Saudi
National
Bank
32,618
643
Saudi
Tadawul
Group
Holding (1)
9,819
424
1,599
Corporate
Bonds
0.0%
Saudi
Arabian
Oil,
2.875%,
4/16/24
(USD) (2)
245,000
251
251
Total
Saudi
Arabia
(Cost
$1,174
)
1,850
SINGAPORE
0.2%
Common
Stocks
0.2%
CapitaLand
Integrated
Commercial
Trust
32,200
46
Daiwa
House
Logistics
Trust (1)
34,600
21
DBS
Group
Holdings
8,900
234
Digital
Core
REIT
Management
(USD) (1)
45,100
53
Sea,
ADR
(USD) (1)
8,380
1,260
United
Overseas
Bank
33,400
746
Wilmar
International
95,300
303
Total
Singapore
(Cost
$1,835
)
2,663
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
SLOVENIA
0.0%
Common
Stocks
0.0%
Nova
Ljubljanska
Banka,
GDR
12,040
200
Total
Slovenia
(Cost
$152
)
200
SOUTH
AFRICA
0.2%
Common
Stocks
0.2%
Capitec
Bank
Holdings
3,462
456
Clicks
Group
15,135
290
FirstRand
120,078
484
Impala
Platinum
Holdings
1,017
16
Naspers,
Class
N
368
59
Shoprite
Holdings
21,204
290
Sibanye
Stillwater
11,444
43
1,638
Corporate
Bonds
0.0%
Anglo
American
Capital,
2.625%,
9/10/30
(USD) (2)
200,000
191
191
Total
South
Africa
(Cost
$1,267
)
1,829
SOUTH
KOREA
0.7%
Common
Stocks
0.7%
Coupang
(USD) (1)
14,167
295
KakaoBank (1)
491
17
KT (1)
6,838
180
KT,
ADR
(USD) (1)
9,568
124
LG
Household
&
Health
Care
911
741
NAVER
5,580
1,474
Samsung
Electronics
79,728
4,959
7,790
Preferred
Stocks
0.0%
Samsung
Electronics
5,351
301
301
Total
South
Korea
(Cost
$5,080
)
8,091
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
SPAIN
0.5%
Common
Stocks
0.5%
Aedas
Homes
15,507
422
Amadeus
IT
Group,
Class
A (1)
20,177
1,388
Banco
Bilbao
Vizcaya
Argentaria
44,301
283
Cellnex
Telecom
13,695
621
CIE
Automotive
3,514
102
Fluidra
22,151
705
Iberdrola (3)
86,772
995
Indra
Sistemas (1)
8,258
84
Inmobiliaria
Colonial
Socimi
21,793
193
Laboratorios
Farmaceuticos
Rovi
5,586
410
Linea
Directa
Aseguradora
Cia
de
Seguros
y
Reaseguros
40,739
73
5,276
Corporate
Bonds
0.0%
Banco
Santander,
3.49%,
5/28/30
(USD)
200,000
207
Banco
Santander,
3.848%,
4/12/23
(USD)
200,000
205
412
Total
Spain
(Cost
$4,661
)
5,688
SWEDEN
0.6%
Common
Stocks
0.6%
Ambea
14,160
79
Assa
Abloy,
Class
B
22,511
616
Atlas
Copco,
Class
B
534
27
Autoliv,
SDR (3)
2,263
221
Avanza
Bank
Holding
7,141
226
Beijer
Ref
4,946
86
Boliden
8,299
336
Elekta,
B
Shares (3)
17,999
184
Epiroc,
Class
A
32,735
699
Epiroc,
Class
B
2,774
50
Essity,
Class
B
2,841
80
Fabege
2,844
42
Granges
6,996
87
Hexpol
1,562
19
Husqvarna,
Class
B
28,305
394
LM
Ericsson,
Class
B
43,918
548
Lundin
Energy
4,366
178
Millicom
International
Cellular,
SDR (1)(3)
3,769
101
MIPS
904
90
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Olink
Holding,
ADR
(USD) (1)
5,325
86
Sandvik
8,563
226
Spotify
Technology
(USD) (1)
1,122
220
Svenska
Cellulosa,
Class
B
1,672
29
Svenska
Handelsbanken,
Class
A
28,532
304
Swedbank,
Class
A
55,110
1,079
Thule
Group
8,208
396
Trelleborg,
Class
B
8,817
222
Vimian
Group (1)(3)
8,340
60
Total
Sweden
(Cost
$4,782
)
6,685
SWITZERLAND
1.4%
Common
Stocks
1.3%
ABB
14,458
501
Alcon
12,218
942
ams (1)
9,862
166
Barry
Callebaut
356
817
DKSH
Holding
2,330
187
Julius
Baer
Group
19,608
1,281
Lonza
Group
1,357
936
Montana
Aerospace (1)
6,487
242
Nestle
17,909
2,313
Novartis
14,633
1,271
Partners
Group
Holding
255
356
PolyPeptide
Group (1)
1,576
157
Roche
Holding
9,139
3,537
Sensirion
Holding (1)
674
83
SKAN
Group
325
26
TE
Connectivity
(USD)
976
140
Tecan
Group
198
96
UBS
Group
16,937
314
Valora
Holding (1)
620
120
Zurich
Insurance
Group
3,875
1,853
15,338
Corporate
Bonds
0.1%
Alcon
Finance,
2.60%,
5/27/30
(USD) (2)
235,000
229
Credit
Suisse
Group,
VR,
2.997%,
12/14/23
(USD) (2)(6)
250,000
253
UBS
Group,
VR,
1.364%,
1/30/27
(USD) (2)(6)
300,000
287
UBS
Group,
VR,
3.179%,
2/11/43
(USD) (2)(6)
200,000
194
963
Total
Switzerland
(Cost
$11,277
)
16,301
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
TAIWAN
1.1%
Common
Stocks
1.1%
Chroma
ATE
12,000
94
Largan
Precision
1,000
74
MediaTek
15,000
596
President
Chain
Store
56,000
535
Taiwan
Semiconductor
Manufacturing
413,000
9,549
Taiwan
Semiconductor
Manufacturing,
ADR
(USD)
9,795
1,201
Unimicron
Technology
28,000
210
Vanguard
International
Semiconductor
66,000
318
Win
Semiconductors
15,000
186
Total
Taiwan
(Cost
$5,532
)
12,763
THAILAND
0.1%
Common
Stocks
0.1%
Airports
of
Thailand (1)
82,800
159
CP
ALL
571,100
1,081
Total
Thailand
(Cost
$1,255
)
1,240
TURKEY
0.0%
Common
Stocks
0.0%
D-MARKET
Elektronik
Hizmetler
ve
Ticaret,
ADR
(USD) (1)
24,975
48
Total
Turkey
(Cost
$300
)
48
UNITED
ARAB
EMIRATES
0.1%
Common
Stocks
0.1%
Air
Arabia (1)
254,522
101
First
Abu
Dhabi
Bank
101,508
554
Network
International
Holdings
(GBP) (1)
104,367
371
Total
United
Arab
Emirates
(Cost
$928
)
1,026
UNITED
KINGDOM
3.5%
Common
Stocks
3.2%
Abcam (1)
16,912
305
AJ
Bell
19,886
91
Amcor,
CDI
(AUD)
31,907
382
Ascential (1)
176,473
843
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Ashtead
Group
16,171
1,157
ASOS (1)
20,328
610
AstraZeneca
13,519
1,573
AstraZeneca,
ADR
(USD)
107,004
6,229
Auction
Technology
Group (1)
8,700
125
Aviva
26,779
158
Baltic
Classifieds
Group (1)
73,816
167
Big
Yellow
Group
1,555
31
boohoo
Group (1)
76,633
111
Bridgepoint
Group (1)
95,813
499
British
American
Tobacco
4,928
210
Bunzl
5,320
199
Burberry
Group
12,754
324
Bytes
Technology
Group
22,839
143
Close
Brothers
Group
5,596
97
Compass
Group
19,961
454
Croda
International
2,534
274
CVS
Group
5,130
136
Dechra
Pharmaceuticals
8,684
488
Deliveroo (1)
17,257
36
Derwent
London
5,783
267
Diageo
9,329
471
Direct
Line
Insurance
Group
75,145
310
Dr.
Martens
60,293
250
Endava,
ADR
(USD) (1)
802
97
Experian
11,707
489
FD
Technologies (1)
5,343
116
Frontier
Developments (1)(3)
5,008
93
Funding
Circle
Holdings (1)
69,311
89
Genuit
Group
19,570
152
Genus
4,194
216
Georgia
Capital (1)
10,920
95
GlaxoSmithKline,
ADR
(USD)
19,457
872
Great
Portland
Estates
83,979
870
Greggs
9,139
331
Helios
Towers (1)
101,413
210
Howden
Joinery
Group
51,556
569
HSBC
Holdings
23,842
170
Imperial
Brands
10,074
239
Informa (1)
20,952
158
InterContinental
Hotels
Group (1)
7,933
524
Intermediate
Capital
Group
14,255
368
Investec
17,334
100
IQE (1)(3)
251,152
108
Johnson
Matthey
9,590
253
Keywords
Studios
8,408
286
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Kingfisher
105,621
474
Lloyds
Banking
Group
877,245
609
London
Stock
Exchange
Group
19,870
1,946
Meggitt (1)
22,233
225
Melrose
Industries
158,516
323
Molten
Ventures (1)
31,560
328
Mondi
24,160
604
National
Express
Group (1)
45,527
154
National
Grid
64,732
947
Next
5,388
549
Ninety
One
11,002
39
Ocado
Group (1)
16,774
342
Oxford
Nanopore
Technologies (1)
14,424
95
Persimmon
8,925
291
Playtech (1)
13,408
106
Renishaw
2,763
171
Rightmove
12,566
111
Rio
Tinto
2,024
143
Rolls-Royce
Holdings (1)
154,746
243
Rotork
27,214
125
Royal
Dutch
Shell,
Class
B,
ADR
(USD) (1)
5,013
256
Segro
20,836
367
Smith
&
Nephew
44,709
760
Smiths
Group
10,808
228
Spirax-Sarco
Engineering
1,141
206
SSP
Group (1)
38,717
144
Standard
Chartered
18,284
133
Syncona (1)(3)
37,277
96
Taylor
Wimpey
61,869
127
THG (1)
45,382
81
Trainline (1)
95,303
288
Unilever
(EUR)
3,972
203
Unilever
26,938
1,381
UNITE
Group
1,433
20
Victorian
Plumbing
Group (1)
30,590
42
Victrex
6,049
168
Vodafone
Group
156,726
275
Vodafone
Group,
ADR
(USD)
21,194
371
Watches
of
Switzerland
Group (1)
16,793
293
Weir
Group
13,490
318
Whitbread (1)
4,909
202
WPP
48,513
761
YouGov
19,778
308
37,198
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Corporate
Bonds
0.3%
Barclays,
VR,
2.279%,
11/24/27
(USD) (6)
335,000
328
BAT
Capital,
4.39%,
8/15/37
(USD)
275,000
277
Coca-Cola
Europacific
Partners,
1.50%,
1/15/27
(USD) (2)
210,000
202
Experian
Finance,
2.75%,
3/8/30
(USD) (2)
200,000
199
HSBC
Holdings,
VR,
2.206%,
8/17/29
(USD) (6)
200,000
191
HSBC
Holdings,
VR,
2.848%,
6/4/31
(USD) (6)
280,000
274
Nationwide
Building
Society,
1.50%,
10/13/26
(USD) (2)
405,000
391
NatWest
Group,
VR,
4.519%,
6/25/24
(USD) (6)
300,000
311
NatWest
Markets,
2.375%,
5/21/23
(USD) (2)
240,000
243
RELX
Capital,
3.00%,
5/22/30
(USD)
100,000
102
RELX
Capital,
3.50%,
3/16/23
(USD)
45,000
46
Santander
U.K.
Group
Holdings,
VR,
2.469%,
1/11/28
(USD) (6)
200,000
196
Standard
Chartered,
VR,
1.822%,
11/23/25
(USD) (2)(6)
320,000
315
Unilever
Capital,
3.00%,
3/7/22
(USD)
150,000
151
3,226
Total
United
Kingdom
(Cost
$35,179
)
40,424
UNITED
STATES
71.0%
Asset-Backed
Securities
0.5%
AmeriCredit
Automobile
Receivables
Trust,
Series
2021-2,
Class
D,
1.29%,
6/18/27
150,000
146
Avis
Budget
Rental
Car
Funding
AESOP,
Series
2019-2A,
Class
B,
3.55%,
9/22/25 (2)
105,000
109
Avis
Budget
Rental
Car
Funding
AESOP,
Series
2020-2A,
Class
A,
2.02%,
2/20/27 (2)
100,000
100
Carlyle
U.S.,
Series
2019-4A,
Class
A11R,
CLO,
FRN,
3M
SOFR
+
1.32%,
1.55%,
4/15/35 (2)
250,000
250
Carmax
Auto
Owner
Trust,
Series
2021-1,
Class
D,
1.28%,
7/15/27
90,000
88
Carvana
Auto
Receivables
Trust,
Series
2021-P4,
Class
C,
2.33%,
2/10/28
155,000
153
CIFC
Funding,
Series
2021-3A,
Class
A,
CLO,
FRN,
3M
USD
LIBOR
+
1.14%,
1.381%,
7/15/36 (2)
250,000
250
CNH
Equipment
Trust,
Series
2019-C,
Class
B,
2.35%,
4/15/27
295,000
300
DRIVEN
BRANDS
FUNDING,
Series
2020-2A,
Class
A2,
3.237%,
1/20/51 (2)
128,700
128
DRIVEN
BRANDS
FUNDING,
Series
2021-1A,
Class
A2,
2.791%,
10/20/51 (2)
129,675
125
Dryden,
Series
2020-77A,
Class
AR,
CLO,
FRN,
3M
USD
LIBOR
+
1.12%,
1.28%,
5/20/34 (2)
250,000
250
Exeter
Automobile
Receivables
Trust,
Series
2021-1A,
Class
C,
0.74%,
1/15/26
215,000
214
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Exeter
Automobile
Receivables
Trust,
Series
2021-2A,
Class
C,
0.98%,
6/15/26
75,000
74
Exeter
Automobile
Receivables
Trust,
Series
2021-4A,
Class
C,
1.46%,
10/15/27
215,000
213
Ford
Credit
Auto
Owner
Trust,
Series
2019-1,
Class
B,
3.82%,
7/15/30 (2)
205,000
213
Ford
Credit
Auto
Owner
Trust,
Series
2020-2,
Class
C,
1.74%,
4/15/33 (2)
115,000
112
Ford
Credit
Floorplan
Master
Owner
Trust,
Series
2020-2,
Class
B,
1.32%,
9/15/27
205,000
199
GM
Financial
Consumer
Automobile
Receivables
Trust,
Series
2020-3,
Class
D,
1.91%,
9/16/27
90,000
90
Hardee's
Funding,
Series
2018-1A,
Class
A2II,
4.959%,
6/20/48 (2)
106,425
110
JPMorgan
Chase
Bank,
Series
2021-2,
Class
C,
0.969%,
12/26/28 (2)
223,784
222
MVW,
Series
2019-2A,
Class
A,
2.22%,
10/20/38 (2)
146,571
147
MVW,
Series
2021-1WA,
Class
B,
1.44%,
1/22/41 (2)
82,707
81
Navient
Private
Education
Refi
Loan
Trust,
Series
2019-CA,
Class
A2,
3.13%,
2/15/68 (2)
268,115
272
Navient
Private
Education
Refi
Loan
Trust,
Series
2019-FA,
Class
A2,
2.60%,
8/15/68 (2)
70,366
71
Navient
Private
Education
Refi
Loan
Trust,
Series
2019-GA,
Class
A,
2.40%,
10/15/68 (2)
80,130
81
Navient
Private
Education
Refi
Loan
Trust,
Series
2020-GA,
Class
A,
1.17%,
9/16/69 (2)
43,940
44
Navient
Private
Education
Refi
Loan
Trust,
Series
2020-HA,
Class
A,
1.31%,
1/15/69 (2)
53,652
53
Navient
Private
Education
Refi
Loan
Trust,
Series
2021-A,
Class
A,
0.84%,
5/15/69 (2)
61,102
60
Nelnet
Student
Loan
Trust,
Series
2021-CA,
Class
AFX,
1.32%,
4/20/62 (2)
251,421
245
Planet
Fitness
Master
Issuer,
Series
2018-1A,
Class
A2I,
4.262%,
9/5/48 (2)
198,338
198
ServiceMaster
Funding,
Series
2021-1,
Class
A2I,
2.865%,
7/30/51 (2)
129,675
125
Sierra
Timeshare
Receivables
Funding,
Series
2018-2A,
Class
A,
3.50%,
6/20/35 (2)
34,239
35
SMB
Private
Education
Loan
Trust,
Series
2015-B,
Class
A3,
ARM,
1M
USD
LIBOR
+
1.75%,
1.853%,
5/17/32 (2)
130,000
131
SMB
Private
Education
Loan
Trust,
Series
2016-A,
Class
A2A,
2.70%,
5/15/31 (2)
86,703
88
SMB
Private
Education
Loan
Trust,
Series
2016-B,
Class
A2B,
ARM,
1M
USD
LIBOR
+
1.45%,
1.556%,
2/17/32 (2)
108,083
109
SMB
Private
Education
Loan
Trust,
Series
2017-A,
Class
A2A,
2.88%,
9/15/34 (2)
159,502
161
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
SMB
Private
Education
Loan
Trust,
Series
2018-B,
Class
A2A,
3.60%,
1/15/37 (2)
62,111
64
SMB
Private
Education
Loan
Trust,
Series
2019-A,
Class
A2B,
ARM,
1M
USD
LIBOR
+
0.87%,
0.98%,
7/15/36 (2)
71,319
72
SMB
Private
Education
Loan
Trust,
Series
2020-B,
Class
A1A,
1.29%,
7/15/53 (2)
88,924
87
SMB
Private
Education
Loan
Trust,
Series
2021-A,
Class
APT1,
1.07%,
1/15/53 (2)
203,819
196
Synchrony
Credit
Card
Master
Note
Trust,
Series
2017-2,
Class
A,
2.62%,
10/15/25
50,000
51
5,717
Bond
Mutual
Funds
20.5%
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
3.50% (7)(8)
2,928,305
28,170
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
I
Class,
5.59% (7)(8)
5,001,309
27,757
T.
Rowe
Price
Institutional
Emerging
Markets
Bond
Fund,
4.67% (7)(8)
5,583,750
43,107
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Institutional
Class,
3.32% (7)(8)
2,487,339
24,227
T.
Rowe
Price
Institutional
High
Yield
Fund
-
Institutional
Class,
4.64% (7)(8)
3,088,044
26,465
T.
Rowe
Price
International
Bond
Fund
-
I
Class,
1.67% (7)(8)
4,146,533
36,904
T.
Rowe
Price
International
Bond
Fund
(USD
Hedged)
-
I
Class,
1.71% (7)(8)
632,237
6,202
T.
Rowe
Price
Ultra
Short-Term
Bond
Fund
-
I
Class,
0.89% (7)(8)
9,148,190
46,107
238,939
Common
Stocks
28.5%
Abbott
Laboratories
7,662
977
AbbVie
38,884
5,323
Acadia
Realty
Trust,
REIT
8,053
159
Accenture,
Class
A
4,816
1,703
Advanced
Micro
Devices (1)
12,463
1,424
AES
14,187
315
Affirm
Holdings (1)
2,685
172
AGCO
229
27
Agilent
Technologies
10,321
1,438
Air
Products
&
Chemicals
2,601
734
Alamo
Group
164
23
Albemarle
4,038
891
Alexandria
Real
Estate
Equities,
REIT
3,820
744
Align
Technology (1)
212
105
Alphabet,
Class
A (1)
359
971
Alphabet,
Class
C (1)
7,425
20,151
Amazon.com (1)
2,986
8,933
Ameren
508
45
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
American
Campus
Communities,
REIT
2,979
156
American
Electric
Power
13,413
1,213
American
International
Group
76,485
4,417
Anthem
7,075
3,120
Apartment
Income
REIT,
REIT
1,779
94
Apple
64,158
11,214
Apple
Hospitality
REIT,
REIT
9,051
146
Atlassian,
Class
A (1)
1,837
596
AvalonBay
Communities,
REIT
1,311
320
Avery
Dennison
234
48
Ball
468
45
Bank
of
America
106,777
4,927
Bank
of
New
York
Mellon
18,436
1,092
Becton
Dickinson
&
Company
10,885
2,766
Bill.com
Holdings (1)
1,478
278
Block,
Class
A (1)
2,967
363
Bluescape
Opportunities
Acquisition (1)
993
10
Boeing (1)
3,069
615
Booking
Holdings (1)
428
1,051
Bristol-Myers
Squibb
13,683
888
Broadcom
1,071
627
Burlington
Stores (1)
1,451
344
Cactus,
Class
A
823
40
Camden
Property
Trust,
REIT
6,324
1,012
Canva,
Acquisition
Date:
8/16/21
-
12/17/21,
Cost $179 (1)(4)(5)
105
179
Carvana (1)
5,527
896
Caterpillar
1,290
260
Cedar
Fair (1)
21,938
1,091
Centene (1)
40,373
3,139
Ceridian
HCM
Holding (1)
2,514
191
CF
Industries
Holdings
364
25
ChampionX (1)
1,463
33
Charles
Schwab
64,792
5,682
Charter
Communications,
Class
A (1)
3,568
2,117
Chevron
9,277
1,218
Chipotle
Mexican
Grill (1)
1,092
1,622
Chubb
26,340
5,196
Cigna
5,408
1,246
Cintas
252
99
Citigroup
22,775
1,483
CME
Group
12,058
2,767
CMS
Energy
5,435
350
Coca-Cola
29,506
1,800
Cognizant
Technology
Solutions,
Class
A
8,133
695
Comcast,
Class
A
23,604
1,180
Confluent,
Class
A (1)
1,869
122
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
ConocoPhillips
3,055
271
Cooper
1,710
681
Copart (1)
1,520
196
Coupa
Software (1)
496
67
Crowdstrike
Holdings,
Class
A (1)
403
73
CSX
70,140
2,400
CubeSmart,
REIT
4,803
244
Danaher
15,935
4,554
Darling
Ingredients (1)
582
37
Datadog,
Class
A (1)
1,288
188
Deere
140
53
Devon
Energy
2,748
139
DocuSign (1)
1,702
214
Dollar
General
10,468
2,182
Dominion
Energy
19,523
1,575
DoorDash,
Class
A (1)
4,114
467
Douglas
Emmett,
REIT
5,019
157
DTE
Energy
1,558
188
East
West
Bancorp
6,737
582
EastGroup
Properties,
REIT
560
112
Elanco
Animal
Health (1)
10,690
278
Element
Solutions
2,321
52
Eli
Lilly
3,499
859
Entegris
420
50
Entergy
3,023
338
EOG
Resources
5,213
581
EPAM
Systems (1)
62
30
Equinix,
REIT
508
368
Equitable
Holdings
24,693
831
Equity
LifeStyle
Properties,
REIT
10,738
841
Equity
Residential,
REIT
3,558
316
Essex
Property
Trust,
REIT
843
280
Euronet
Worldwide (1)
4,639
621
Eversource
Energy
2,911
260
Exxon
Mobil
24,093
1,830
Federal
Realty
Investment
Trust,
REIT
494
63
Fidelity
National
Information
Services
14,485
1,737
Fiserv (1)
12,003
1,269
Fortinet (1)
1,587
472
Fortive
12,782
902
General
Electric
78,546
7,421
General
Motors (1)
2,850
150
Global
Payments
4,423
663
Goldman
Sachs
Group
2,186
775
Gusto,
Acquisition
Date:
10/4/21,
Cost $24 (1)(4)(5)
826
24
Halliburton
41,501
1,276
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Hartford
Financial
Services
Group
35,259
2,534
HashiCorp,
Class
A (1)
434
29
HCA
Healthcare
15,476
3,715
Healthcare
Realty
Trust,
REIT
2,634
82
Healthcare
Trust
of
America,
Class
A,
REIT
2,197
71
Hess
765
71
Highwoods
Properties,
REIT
703
30
Hilton
Worldwide
Holdings (1)
8,945
1,298
Home
Depot
4,149
1,523
Honeywell
International
4,981
1,018
Host
Hotels
&
Resorts,
REIT (1)
1,810
31
Howard
Hughes (1)
833
80
Hubbell
4,449
833
Humana
2,666
1,046
IDACORP
195
21
International
Flavors
&
Fragrances
6,220
821
International
Paper
1,422
69
Intuit
3,748
2,081
Intuitive
Surgical (1)
6,609
1,878
Jacobs
Engineering
Group
5,208
678
Johnson
&
Johnson
6,125
1,055
JPMorgan
Chase
7,003
1,041
Kadant
105
22
Keurig
Dr
Pepper
57,727
2,191
Kilroy
Realty,
REIT
1,779
114
Kimberly-Clark
10,641
1,465
Kimco
Realty,
REIT
5,621
136
KLA
5,062
1,970
Kodiak
Sciences (1)
888
52
L3Harris
Technologies
7,382
1,545
Lam
Research
1,281
756
Legalzoom.com (1)
5,277
84
Lennar,
Class
A
2,856
274
Liberty
Media-Liberty
Formula
One,
Class
C (1)
20,653
1,244
Linde
(EUR)
825
262
Linde
5,758
1,835
Live
Nation
Entertainment (1)
14,050
1,539
Lululemon
Athletica (1)
4,720
1,575
Magnolia
Oil
&
Gas,
Class
A
2,634
57
Marriott
International,
Class
A (1)
11,251
1,813
Marsh
&
McLennan
974
150
Martin
Marietta
Materials
1,028
400
Marvell
Technology
10,977
784
Mastercard,
Class
A
4,799
1,854
Medtronic
24,114
2,496
Merck
18,149
1,479
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Meta
Platforms,
Class
A (1)
17,328
5,428
MetLife
9,200
617
Microsoft
74,104
23,045
Middleby (1)
8,713
1,614
Molina
Healthcare (1)
4,267
1,239
Mondelez
International,
Class
A
29,815
1,998
MongoDB (1)
1,082
438
Monolithic
Power
Systems
561
226
Morgan
Stanley
6,634
680
Motorola
Solutions
2,513
583
MSCI
165
88
Netflix (1)
3,360
1,435
NextEra
Energy
63,811
4,985
NIKE,
Class
B
4,185
620
NiSource
26,511
774
Norfolk
Southern
9,904
2,694
Nucor
971
98
NVIDIA
12,800
3,134
NXP
Semiconductors
4,263
876
Olaplex
Holdings (1)
11,239
245
Opendoor
Technologies,
Class
A (1)
6,722
67
O'Reilly
Automotive (1)
1,229
801
Packaging
Corp.
of
America
3,908
589
Pax
Labs,
Class
A,
Acquisition
Date:
4/18/19,
Cost $81 (1)(4)(5)
21,572
22
Paycom
Software (1)
196
66
PayPal
Holdings (1)
4,425
761
Pebblebrook
Hotel
Trust,
REIT
5,144
111
PerkinElmer
7,390
1,272
Pfizer
17,550
925
PG&E (1)
103,973
1,330
Pinterest,
Class
A (1)
8,847
261
Pioneer
Natural
Resources
701
153
Planet
Fitness,
Class
A (1)
12,099
1,072
PNC
Financial
Services
Group
5,701
1,174
PPG
Industries
370
58
Prologis,
REIT
28,840
4,523
PS
Business
Parks,
REIT
620
103
Public
Storage,
REIT
986
353
Quaker
Chemical
128
27
QUALCOMM
10,457
1,838
Quanta
Services
337
35
Rayonier,
REIT
64
2
Regency
Centers,
REIT
1,646
118
Reliance
Steel
&
Aluminum
1,683
257
Republic
Services
12,381
1,581
Rexford
Industrial
Realty,
REIT
2,613
191
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Rivian
Automotive,
Acquisition
Date:
12/23/19
-
7/23/21,
Cost $823 (1)(4)
34,730
2,169
Rivian
Automotive,
Class
A (1)
6,857
451
Roper
Technologies
2,692
1,177
Ross
Stores
14,289
1,397
Royal
Gold
114
12
RPM
International
974
86
S&P
Global
1,238
514
salesforce.com (1)
10,936
2,544
Sanderson
Farms
91
17
SBA
Communications,
REIT
152
49
Sempra
Energy
19,275
2,663
ServiceNow (1)
4,187
2,453
Sherwin-Williams
3,078
882
Shoals
Technologies
Group,
Class
A (1)
1,691
28
Simon
Property
Group,
REIT
1,140
168
SL
Green
Realty,
REIT
965
70
Snap,
Class
A (1)
30,560
994
Snowflake,
Class
A (1)
476
131
Southern
45,672
3,174
Starbucks
15,161
1,491
State
Street
25,741
2,433
Steel
Dynamics
2,114
117
STERIS
2,372
532
Stryker
2,337
580
Sunstone
Hotel
Investors,
REIT (1)
6,727
76
Synopsys (1)
4,227
1,312
T-Mobile
U.S. (1)
8,929
966
Teleflex
2,253
699
Terreno
Realty,
REIT
2,094
157
Tesla (1)
2,473
2,316
Texas
Instruments
8,927
1,602
Thermo
Fisher
Scientific
7,604
4,420
Timken
340
23
TJX
7,157
515
Toast,
Class
A (1)
302
7
TransUnion
7,091
731
Travelers
14,593
2,425
Twilio,
Class
A (1)
426
88
Ultragenyx
Pharmaceutical (1)
3,369
236
Union
Pacific
6,936
1,696
United
Parcel
Service,
Class
B
5,178
1,047
UnitedHealth
Group
14,640
6,918
Vail
Resorts
954
264
Veeva
Systems,
Class
A (1)
904
214
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Venture
Global
LNG,
Series
C,
Acquisition
Date:
10/16/17,
Cost $4 (1)(4)(5)
1
6
VeriSign (1)
5,996
1,302
Visa,
Class
A
22,626
5,117
Vulcan
Materials
776
148
Walmart
21,998
3,076
Walt
Disney (1)
9,077
1,298
Waste
Connections
5,001
624
Wells
Fargo
26,806
1,442
Welltower,
REIT
5,406
468
West
Pharmaceutical
Services
1,037
408
Western
Alliance
Bancorp
4,714
468
Westrock
31,004
1,431
Weyerhaeuser,
REIT
3,107
126
Wix.com (1)
1,232
162
Workiva (1)
2,550
302
Xcel
Energy
30,846
2,149
Yum!
Brands
21,184
2,652
Zoetis
4,835
966
Zoom
Video
Communications,
Class
A (1)
1,946
300
332,473
Convertible
Preferred
Stocks
0.1%
ABL
Space
Systems,
Series
B,
Acquisition
Date:
3/24/21,
Cost $97 (1)(4)(5)
2,160
147
ABL
Space
Systems,
Series
B-2,
Acquisition
Date:
10/22/21,
Cost $42 (1)(4)(5)
618
42
AES,
6.875%,
2/15/24
2,120
190
Canva,
Series
A,
Acquisition
Date:
11/4/21,
Cost $7 (1)(4)(5)
4
7
Caris
Life
Sciences,
Series
D,
Acquisition
Date:
5/11/21,
Cost $52 (1)(4)(5)
6,404
52
Databricks,
Series
G,
Acquisition
Date:
2/1/21,
Cost $21 (1)(4)
(5)
116
25
Databricks,
Series
H,
Acquisition
Date:
8/31/21,
Cost $68 (1)(4)
(5)
309
68
Farmers
Business
Network,
Series
D,
Acquisition
Date:
11/3/17,
Cost $3 (1)(4)(5)
163
10
Gusto,
Series
E,
Acquisition
Date:
7/13/21,
Cost $33 (1)(4)(5)
1,103
33
Jetti
Holdings,
Series
C,
Acquisition
Date:
5/24/21
-
6/30/21,
Cost $15 (1)(4)(5)
255
15
Kobold
Metals,
Series
B-1,
Acquisition
Date:
1/10/22,
Cost $71 (1)(4)(5)
2,594
71
Lilac
Solutions,
Series
B,
Acquisition
Date:
9/8/21,
Cost $37 (1)
(4)(5)
2,783
37
NextEra
Energy,
5.279%,
3/1/23
1,279
65
Rad
Power
Bikes,
Series
D,
Acquisition
Date:
9/16/21,
Cost $155 (1)(4)(5)
16,193
155
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Redwood
Materials,
Series
C,
Acquisition
Date:
5/28/21,
Cost $79 (1)(4)(5)
1,666
79
Southern,
Series
2019,
6.75%,
8/1/22
5,234
280
Tonian
Holdings,
Series
A,
Non-Voting
Units,
Acquisition
Date:
1/15/21,
Cost $2 (1)(4)(5)
2,304
3
Tonian
Holdings,
Series
A,
Voting
Units,
Acquisition
Date:
1/15/21,
Cost $3 (1)(4)(5)
3,239
4
Waymo,
Series
A-2,
Acquisition
Date:
5/8/20,
Cost $143 (1)(4)(5)
1,669
153
1,436
Corporate
Bonds
3.0%
Abbott
Laboratories,
1.15%,
1/30/28
190,000
181
AbbVie,
2.95%,
11/21/26
145,000
149
AbbVie,
3.60%,
5/14/25
240,000
252
AbbVie,
4.50%,
5/14/35
30,000
34
AbbVie,
4.70%,
5/14/45
95,000
110
Agilent
Technologies,
3.875%,
7/15/23
65,000
67
AHS
Hospital,
5.024%,
7/1/45
20,000
27
Air
Lease,
2.20%,
1/15/27
195,000
189
Air
Lease,
3.625%,
4/1/27
45,000
46
Ally
Financial,
2.20%,
11/2/28
270,000
258
Altria
Group,
2.35%,
5/6/25
40,000
40
Amazon.com,
2.80%,
8/22/24
50,000
51
Amazon.com,
3.875%,
8/22/37
150,000
167
American
Airlines
PTT,
Series
2014-1,
Class
A,
3.70%,
10/1/26
21,888
22
American
Airlines
PTT,
Series
2019-1,
Class
AA,
3.15%,
2/15/32
169,963
169
American
Campus
Communities
Operating
Partnership,
3.625%,
11/15/27
230,000
240
American
Honda
Finance,
0.75%,
8/9/24
260,000
254
American
Tower,
1.45%,
9/15/26
355,000
340
Amphenol,
2.20%,
9/15/31
105,000
99
Anthem,
4.101%,
3/1/28
130,000
141
Anthem,
4.65%,
1/15/43
20,000
23
Aon,
2.20%,
11/15/22
195,000
197
Aon,
3.875%,
12/15/25
25,000
27
Appalachian
Power,
4.45%,
6/1/45
40,000
44
Apple,
1.70%,
8/5/31
235,000
220
Apple,
3.20%,
5/13/25
260,000
272
Apple,
3.20%,
5/11/27
300,000
315
AT&T,
2.75%,
6/1/31
215,000
211
AT&T,
3.00%,
6/30/22
150,000
151
Autodesk,
2.40%,
12/15/31
385,000
368
AutoZone,
3.125%,
4/21/26
170,000
176
AutoZone,
3.75%,
6/1/27
70,000
75
Baltimore
Gas
&
Electric,
3.35%,
7/1/23
225,000
230
Bank
of
America,
3.50%,
4/19/26
400,000
422
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Bank
of
America,
4.45%,
3/3/26
50,000
54
Bank
of
America,
VR,
3.55%,
3/5/24 (6)
100,000
102
Bank
of
America,
VR,
4.244%,
4/24/38 (6)
120,000
134
Banner
Health,
1.897%,
1/1/31
65,000
62
Baxter
International,
1.915%,
2/1/27 (2)
330,000
326
Becton
Dickinson
&
Company,
2.823%,
5/20/30
115,000
115
Becton
Dickinson
&
Company,
3.70%,
6/6/27
183,000
194
Berkshire
Hathaway,
2.75%,
3/15/23
35,000
36
Berkshire
Hathaway
Energy,
5.15%,
11/15/43
25,000
31
Biogen,
3.625%,
9/15/22
90,000
92
Boardwalk
Pipelines,
4.95%,
12/15/24
10,000
11
Booking
Holdings,
3.65%,
3/15/25
30,000
32
BP
Capital
Markets
America,
1.749%,
8/10/30
180,000
167
Brighthouse
Financial
Global
Funding,
1.55%,
5/24/26 (2)
100,000
97
Bristol-Myers
Squibb,
2.90%,
7/26/24
163,000
169
Bristol-Myers
Squibb,
3.55%,
8/15/22
250,000
253
Brixmor
Operating
Partnership,
3.90%,
3/15/27
25,000
26
Brixmor
Operating
Partnership,
4.05%,
7/1/30
80,000
85
Burlington
Northern
Santa
Fe,
3.05%,
9/1/22
65,000
66
Cameron
LNG,
2.902%,
7/15/31 (2)
40,000
40
Cameron
LNG,
3.701%,
1/15/39 (2)
30,000
31
Capital
One
Financial,
3.20%,
1/30/23
230,000
234
Capital
One
Financial,
VR,
2.359%,
7/29/32 (6)
215,000
197
Cardinal
Health,
3.41%,
6/15/27
125,000
131
Cardinal
Health,
3.75%,
9/15/25
80,000
84
CC
Holdings,
3.849%,
4/15/23
25,000
26
Centra
Health,
4.70%,
1/1/48
385,000
428
Charter
Communications
Operating,
4.50%,
2/1/24
250,000
262
Charter
Communications
Operating,
4.908%,
7/23/25
50,000
54
Cigna,
3.25%,
4/15/25
250,000
262
Cigna,
3.75%,
7/15/23
63,000
65
Citigroup,
4.45%,
9/29/27
70,000
76
Citigroup,
VR,
3.887%,
1/10/28 (6)
315,000
334
Citigroup,
VR,
4.075%,
4/23/29 (6)
100,000
107
CMS
Energy,
4.875%,
3/1/44
25,000
30
CNO
Global
Funding,
2.65%,
1/6/29 (2)
315,000
306
Comcast,
1.95%,
1/15/31
155,000
146
Comcast,
2.65%,
2/1/30
225,000
226
CommonSpirit
Health,
2.76%,
10/1/24
95,000
97
CommonSpirit
Health,
2.782%,
10/1/30
50,000
50
CommonSpirit
Health,
2.95%,
11/1/22
25,000
25
ConocoPhillips,
3.75%,
10/1/27 (2)
25,000
27
Crown
Castle
International,
2.10%,
4/1/31
250,000
231
Crown
Castle
International,
3.70%,
6/15/26
40,000
42
Crown
Castle
International,
4.75%,
5/15/47
30,000
35
Crown
Castle
Towers,
3.72%,
7/15/23 (2)
125,000
126
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
CVS
Health,
2.70%,
8/21/40
40,000
36
CVS
Health,
3.25%,
8/15/29
225,000
232
CVS
Health,
3.50%,
7/20/22
40,000
40
DCP
Midstream
Operating,
3.875%,
3/15/23
25,000
25
Delta
Air
Lines,
3.80%,
4/19/23
75,000
76
Diamondback
Energy,
2.875%,
12/1/24
270,000
275
Discover
Financial
Services,
3.75%,
3/4/25
15,000
16
Discover
Financial
Services,
3.85%,
11/21/22
95,000
97
Eaton
Vance,
3.625%,
6/15/23
15,000
15
Ecolab,
3.25%,
12/1/27
265,000
281
Energy
Transfer,
5.25%,
4/15/29
120,000
134
Equitable
Holdings,
3.90%,
4/20/23
29,000
30
Essex
Portfolio,
2.65%,
3/15/32
135,000
131
Eversource
Energy,
Series
M,
3.30%,
1/15/28
15,000
16
Fifth
Third
Bancorp,
4.30%,
1/16/24
65,000
68
FirstEnergy,
Series
C,
7.375%,
11/15/31
60,000
77
FirstEnergy
Transmission,
4.35%,
1/15/25 (2)
65,000
68
Fiserv,
3.20%,
7/1/26
100,000
104
Florida
Gas
Transmission,
3.875%,
7/15/22 (2)
20,000
20
Florida
Gas
Transmission,
4.35%,
7/15/25 (2)
215,000
229
General
Motors,
4.00%,
4/1/25
55,000
58
General
Motors
Financial,
2.40%,
4/10/28
305,000
294
General
Motors
Financial,
3.55%,
7/8/22
205,000
207
George
Washington
University,
Series
2014,
4.30%,
9/15/44
15,000
18
Gilead
Sciences,
3.25%,
9/1/22
20,000
20
Goldman
Sachs
Group,
3.50%,
1/23/25
300,000
312
Goldman
Sachs
Group,
3.85%,
1/26/27
115,000
121
Goldman
Sachs
Group,
5.15%,
5/22/45
15,000
18
Goldman
Sachs
Group,
6.75%,
10/1/37
10,000
14
Goldman
Sachs
Group,
VR,
2.615%,
4/22/32 (6)
200,000
194
Goldman
Sachs
Group,
VR,
2.65%,
10/21/32 (6)
165,000
160
Goldman
Sachs
Group,
VR,
2.908%,
7/21/42 (6)
130,000
122
Hackensack
Meridian
Health,
4.211%,
7/1/48
155,000
191
Hasbro,
3.00%,
11/19/24
150,000
153
Hasbro,
3.55%,
11/19/26
420,000
439
HCA,
4.125%,
6/15/29
235,000
249
Healthcare
Realty
Trust,
3.625%,
1/15/28
30,000
31
Healthpeak
Properties,
2.125%,
12/1/28
80,000
78
Healthpeak
Properties,
2.875%,
1/15/31
45,000
45
High
Street
Funding
Trust
I,
4.111%,
2/15/28 (2)
100,000
108
Home
Depot,
1.50%,
9/15/28
350,000
334
Honeywell
International,
1.10%,
3/1/27
275,000
262
Hyatt
Hotels,
3.375%,
7/15/23
30,000
30
Hyundai
Capital
America,
1.30%,
1/8/26 (2)
145,000
139
Hyundai
Capital
America,
1.65%,
9/17/26 (2)
180,000
173
Hyundai
Capital
America,
1.80%,
10/15/25 (2)
55,000
54
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Hyundai
Capital
America,
2.00%,
6/15/28 (2)
235,000
221
Indiana
University
Health
Obligated
Group,
3.97%,
11/1/48
145,000
170
Intercontinental
Exchange,
3.45%,
9/21/23
275,000
284
Intercontinental
Exchange,
3.75%,
12/1/25
75,000
80
ITC
Holdings,
2.70%,
11/15/22
95,000
96
Jackson
Financial,
1.125%,
11/22/23 (2)
270,000
267
JPMorgan
Chase,
3.375%,
5/1/23
410,000
420
JPMorgan
Chase,
VR,
1.578%,
4/22/27 (6)
235,000
227
JPMorgan
Chase,
VR,
3.559%,
4/23/24 (6)
125,000
128
JPMorgan
Chase,
VR,
3.882%,
7/24/38 (6)
160,000
173
Kansas
City
Southern,
2.875%,
11/15/29
55,000
56
Kansas
City
Southern,
3.50%,
5/1/50
155,000
156
Kansas
City
Southern,
4.30%,
5/15/43
25,000
28
Kentucky
Utilities,
4.375%,
10/1/45
65,000
72
KeyCorp,
2.25%,
4/6/27
90,000
90
Keysight
Technologies,
4.55%,
10/30/24
230,000
247
Kilroy
Realty,
3.45%,
12/15/24
40,000
41
Kilroy
Realty,
4.25%,
8/15/29
25,000
27
Kilroy
Realty,
4.375%,
10/1/25
15,000
16
Kimco
Realty,
3.40%,
11/1/22
20,000
20
L3Harris
Technologies,
4.854%,
4/27/35
50,000
58
Liberty
Mutual
Group,
4.25%,
6/15/23 (2)
10,000
10
Liberty
Mutual
Group,
4.85%,
8/1/44 (2)
20,000
23
Life
Storage,
4.00%,
6/15/29
145,000
156
LYB
International
Finance
II,
3.50%,
3/2/27
300,000
317
M&T
Bank,
3.55%,
7/26/23
345,000
355
Marriott
International,
Series
AA,
4.65%,
12/1/28
285,000
312
Marsh
&
McLennan,
3.30%,
3/14/23
10,000
10
Marsh
&
McLennan,
3.50%,
6/3/24
115,000
120
McDonald's,
1.45%,
9/1/25
65,000
64
McKesson,
1.30%,
8/15/26
390,000
372
MedStar
Health,
Series
20A,
3.626%,
8/15/49
130,000
139
Met
Tower
Global
Funding,
1.25%,
9/14/26 (2)
245,000
235
Micron
Technology,
4.185%,
2/15/27
33,000
35
Microsoft,
2.921%,
3/17/52
90,000
88
Mid-Atlantic
Interstate
Transmission,
4.10%,
5/15/28 (2)
110,000
118
Mississippi
Power,
3.95%,
3/30/28
170,000
182
Mondelez
International
Holdings
Netherlands,
1.25%,
9/24/26 (2)
385,000
368
Moody's,
2.00%,
8/19/31
335,000
314
Morgan
Stanley,
3.125%,
1/23/23
485,000
494
Morgan
Stanley,
4.10%,
5/22/23
200,000
206
Morgan
Stanley,
4.30%,
1/27/45
45,000
51
Morgan
Stanley,
VR,
3.971%,
7/22/38 (6)
135,000
147
NextEra
Energy
Capital
Holdings,
2.44%,
1/15/32
320,000
308
NiSource,
3.49%,
5/15/27
215,000
226
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
NiSource,
3.95%,
3/30/48
105,000
112
Northern
Trust,
3.95%,
10/30/25
25,000
27
Northwestern
University,
Series
2020,
2.64%,
12/1/50
140,000
135
Nucor,
2.70%,
6/1/30
70,000
70
Nucor,
3.95%,
5/1/28
130,000
141
Omnicom
Group,
3.60%,
4/15/26
50,000
53
Omnicom
Group,
3.65%,
11/1/24
50,000
52
Oracle,
2.40%,
9/15/23
300,000
303
O'Reilly
Automotive,
3.60%,
9/1/27
145,000
153
O'Reilly
Automotive,
3.80%,
9/1/22
125,000
126
PACCAR
Financial,
0.90%,
11/8/24
415,000
407
Pacific
Gas
&
Electric,
2.10%,
8/1/27
125,000
118
Packaging
Corp.
of
America,
3.65%,
9/15/24
15,000
16
PayPal
Holdings,
2.40%,
10/1/24
345,000
351
PerkinElmer,
1.90%,
9/15/28
230,000
219
Perrigo
Finance
Unlimited,
4.375%,
3/15/26
200,000
203
Pioneer
Natural
Resources,
1.125%,
1/15/26
80,000
76
PNC
Financial
Services
Group,
3.30%,
3/8/22
20,000
20
President
&
Fellows
of
Harvard
College,
3.619%,
10/1/37
25,000
28
Pricoa
Global
Funding
I,
3.45%,
9/1/23 (2)
270,000
279
Principal
Financial
Group,
2.125%,
6/15/30
160,000
155
Principal
Financial
Group,
3.30%,
9/15/22
25,000
25
Principal
Financial
Group,
3.40%,
5/15/25
35,000
36
Prologis,
2.125%,
4/15/27
30,000
30
Protective
Life
Global
Funding,
1.082%,
6/9/23 (2)
205,000
204
Providence
Health
&
Services
Obligated
Group,
4.379%,
10/1/23
25,000
26
Public
Storage,
1.95%,
11/9/28
150,000
146
QUALCOMM,
3.25%,
5/20/27
107,000
112
QVC,
4.85%,
4/1/24
20,000
20
Realty
Income,
2.20%,
6/15/28
70,000
69
Regency
Centers,
4.125%,
3/15/28
35,000
38
Republic
Services,
2.375%,
3/15/33
355,000
340
Republic
Services,
3.375%,
11/15/27
230,000
242
Rockwell
Automation,
1.75%,
8/15/31
330,000
310
Roper
Technologies,
2.95%,
9/15/29
60,000
60
Roper
Technologies,
3.80%,
12/15/26
50,000
53
Sabine
Pass
Liquefaction,
4.20%,
3/15/28
50,000
54
salesforce.com,
2.70%,
7/15/41
370,000
348
Santander
Holdings
USA,
VR,
2.49%,
1/6/28 (6)
135,000
133
SBA
Tower
Trust,
2.836%,
1/15/25 (2)
250,000
255
ServiceNow,
1.40%,
9/1/30
235,000
209
Simon
Property
Group,
2.65%,
2/1/32
340,000
333
Simon
Property
Group,
3.375%,
10/1/24
45,000
47
Spectra
Energy
Partners,
3.375%,
10/15/26
40,000
41
Spectra
Energy
Partners,
4.75%,
3/15/24
170,000
179
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
State
Street,
3.10%,
5/15/23
25,000
26
Synchrony
Financial,
4.25%,
8/15/24
375,000
392
Teachers
Insurance
&
Annuity
Association
of
America,
4.27%,
5/15/47 (2)
130,000
149
Texas
Instruments,
1.125%,
9/15/26
80,000
78
Texas
Instruments,
1.375%,
3/12/25
45,000
45
Thermo
Fisher
Scientific,
2.80%,
10/15/41
140,000
133
Time
Warner
Cable,
6.55%,
5/1/37
13,000
16
Time
Warner
Cable,
6.75%,
6/15/39
13,000
17
TJX,
1.60%,
5/15/31
55,000
51
Trinity
Health,
4.125%,
12/1/45
25,000
29
Union
Pacific,
4.75%,
9/15/41
10,000
12
United
Airlines
PTT,
Series
2014-2,
Class
A,
3.75%,
9/3/26
3,314
3
United
Airlines
PTT,
Series
2018-1,
Class
A,
3.70%,
3/1/30
296,244
298
UnitedHealth
Group,
2.00%,
5/15/30
85,000
81
UnitedHealth
Group,
3.75%,
7/15/25
40,000
43
Valero
Energy,
2.85%,
4/15/25
260,000
265
Verizon
Communications,
1.68%,
10/30/30
28,000
26
Verizon
Communications,
2.625%,
8/15/26
230,000
234
Verizon
Communications,
2.65%,
11/20/40
420,000
374
Visa,
2.15%,
9/15/22
90,000
91
Visa,
4.15%,
12/14/35
90,000
103
Vistra
Operations,
3.55%,
7/15/24 (2)
135,000
138
VMware,
1.40%,
8/15/26
350,000
335
Waste
Connections,
2.20%,
1/15/32
155,000
146
Wells
Fargo,
3.50%,
3/8/22
16,000
16
Wells
Fargo,
VR,
3.068%,
4/30/41 (6)
240,000
232
Western
Midstream
Operating,
4.00%,
7/1/22
20,000
20
Willis
North
America,
3.60%,
5/15/24
40,000
42
Willis
North
America,
4.50%,
9/15/28
160,000
175
WP
Carey,
3.85%,
7/15/29
215,000
231
34,767
Equity
Mutual
Funds
2.4%
T.
Rowe
Price
Multi-Strategy
Total
Return
Fund
-
I
Class (7)
2,876,427
28,793
28,793
Municipal
Securities
0.3%
Bay
Area
Toll
Auth.,
Series
S-10,
3.176%,
4/1/41
300,000
297
California
State
Univ.,
Series
B,
2.795%,
11/1/41
250,000
236
California,
Build
America,
GO,
7.625%,
3/1/40
35,000
56
Central
Texas
Regional
Mobility
Auth.,
Series
E,
3.167%,
1/1/41
225,000
219
Dallas
Fort
Worth
Int'l
Airport,
2.843%,
11/1/46
150,000
147
Florida
Dev.
Finance,
Nova
Southeastern
Univ.,
Series
B,
4.109%,
4/1/50
390,000
395
T.
ROWE
PRICE
Global
Allocation
Fund
$
Value
(Cost
and
value
in
$000s)
JobsOhio
Beverage
System,
Liquid
Profits,
Series
B,
3.985%,
1/1/29
15,000
16
Los
Angeles
Airport,
Build
America,
Series
C,
7.053%,
5/15/40
15,000
23
Maryland
Economic
Development,
Seagirt
Marine
Terminal,
Series
B,
4.75%,
6/1/42
175,000
182
Maryland
HHEFA,
Univ.
of
Maryland
Medical
System,
Series
B,
4.665%,
7/1/36
20,000
24
Metropolitan
Government
Nashville
&
Davidson
County
Health
&
Ed.
Facs,
Series
B,
3.235%,
7/1/52
200,000
195
Metropolitan
Transportation
Auth.,
Build
America,
Series
A-1,
5.871%,
11/15/39
15,000
19
Miami-Dade
County
Transit
System,
Bulild
America,
Series
B,
5.624%,
7/1/40
160,000
213
Miami-Dade
County
Water
&
Sewer
System,
Series
C,
3.49%,
10/1/42
90,000
94
Municipal
Electric
Auth.
of
Georgia,
Build
America,
Vogtle
Units,
6.655%,
4/1/57
127,000
188
New
York
State
Dormitory
Auth.,
Build
America,
Series
F,
Unrefunded
Portion,
5.628%,
3/15/39
15,000
19
New
York
State
Urban
Dev.,
Series
B,
2.59%,
3/15/35
305,000
293
Philadelphia
Auth.
for
IDA,
3.964%,
4/15/26
5,000
5
Port
Auth.
of
New
York
&
New
Jersey,
Series
182,
5.31%,
8/1/46
20,000
22
South
Carolina
Public
Service
Auth.,
Series
D,
Unrefunded
Portion,
2.388%,
12/1/23
25,000
25
Texas
A&M
Univ.,
Series
B,
3.33%,
5/15/39
250,000
262
Univ.
of
California
Regents,
Series
AJ,
4.601%,
5/15/31
25,000
29
Univ.
of
California
Regents,
Build
America,
5.77%,
5/15/43
15,000
20
Virginia
Commonwealth
Univ.
Health
System
Auth.,
Series
A,
4.956%,
1/1/44
25,000
32
Wisconsin
General
Fund
Annual
Appropriation,
Series
A,
3.954%,
5/1/36
110,000
120
3,131
Non-U.S.
Government
Mortgage-Backed
Securities
0.6%
Angel
Oak
Mortgage
Trust,
Series
2021-1,
Class
A1,
CMO,
ARM,
0.909%,
1/25/66 (2)
120,623
119
Angel
Oak
Mortgage
Trust,
Series
2021-1,
Class
A2,
CMO,
ARM,
1.115%,
1/25/66 (2)
39,523
39
Angel
Oak
Mortgage
Trust,
Series
2021-2,
Class
A1,
CMO,
ARM,
0.985%,
4/25/66 (2)
98,655
97
Atrium
Hotel
Portfolio
Trust,
Series
2017-ATRM,
Class
A,
ARM,
1M
USD
LIBOR
+
0.93%,
1.036%,
12/15/36 (2)
150,000
149
Barclays
Mortgage
Loan
Trust,
Series
2021-NQM1,
Class
A3,
CMO,
ARM,
2.189%,
9/25/51 (2)
118,696
117
BBCMS
Mortgage
Trust,
Series
2019-BWAY,
Class
D,
ARM,
1M
USD
LIBOR
+
2.16%,
2.266%,
11/15/34 (2)
50,000
49
T.
ROWE
PRICE
Global
Allocation
Fund
$
Value
(Cost
and
value
in
$000s)
BX
Trust,
Series
2021-LGCY,
Class
C,
ARM,
1M
USD
LIBOR
+
1.004%,
1.11%,
10/15/23 (2)
225,000
221
Cantor
Commercial
Real
Estate
Lending,
Series
2019-CF1,
Class
65A,
ARM,
4.411%,
5/15/52 (2)
100,000
101
CD
Mortgage
Trust,
Series
2016-CD2,
Class
A4,
ARM,
3.526%,
11/10/49
55,000
58
CD
Mortgage
Trust,
Series
2017-CD3,
Class
B,
ARM,
3.984%,
2/10/50
110,000
114
Citigroup
Commercial
Mortgage
Trust,
Series
2015-GC33,
Class
A4,
3.778%,
9/10/58
25,000
26
Citigroup
Mortgage
Loan
Trust,
Series
2020-EXP2,
Class
A3,
CMO,
ARM,
2.50%,
8/25/50 (2)
79,575
79
Cold
Storage
Trust,
Series
2020-ICE5,
Class
B,
ARM,
1M
USD
LIBOR
+
1.30%,
1.406%,
11/15/37 (2)
137,619
137
Cold
Storage
Trust,
Series
2020-ICE5,
Class
C,
ARM,
1M
USD
LIBOR
+
1.65%,
1.756%,
11/15/37 (2)
155,313
155
COLT
Funding,
Series
2021-6,
Class
A1,
CMO,
ARM,
1.907%,
12/25/66 (2)
261,555
260
Commercial
Mortgage
Trust,
Series
2015-CR24,
Class
A5,
3.696%,
8/10/48
40,000
42
Commercial
Mortgage
Trust,
Series
2015-LC21,
Class
A4,
3.708%,
7/10/48
60,000
63
Commercial
Mortgage
Trust,
Series
2015-LC23,
Class
A4,
3.774%,
10/10/48
100,000
106
Connecticut
Avenue
Securities,
Series
2017-C04,
Class
2ED2,
CMO,
ARM,
1M
USD
LIBOR
+
1.10%,
1.208%,
11/25/29
119,556
120
Connecticut
Avenue
Securities,
Series
2021-R02,
Class
2M1,
CMO,
ARM,
SOFR30A
+
0.90%,
0.95%,
11/25/41 (2)
70,706
71
Ellington
Financial
Mortgage
Trust,
Series
2019-2,
Class
A3,
CMO,
ARM,
3.046%,
11/25/59 (2)
33,027
33
Extended
Stay
America
Trust,
Series
2021-ESH,
Class
B,
ARM,
1M
USD
LIBOR
+
1.38%,
1.487%,
7/15/38 (2)
99,388
99
Fontainebleau
Miami
Beach
Trust,
Series
2019-FBLU,
Class
C,
3.75%,
12/10/36 (2)
165,000
167
Galton
Funding
Mortgage
Trust,
Series
2018-1,
Class
A23,
CMO,
ARM,
3.50%,
11/25/57 (2)
10,725
11
Galton
Funding
Mortgage
Trust,
Series
2019-H1,
Class
A3,
CMO,
ARM,
2.964%,
10/25/59 (2)
82,628
83
Galton
Funding
Mortgage
Trust,
Series
2020-H1,
Class
A1,
CMO,
ARM,
2.31%,
1/25/60 (2)
10,103
10
Grace
Trust,
Series
2020-GRCE,
Class
C,
ARM,
2.68%,
12/10/40 (2)
100,000
96
Great
Wolf
Trust,
Series
2019-WOLF,
Class
C,
ARM,
1M
USD
LIBOR
+
1.633%,
1.739%,
12/15/36 (2)
70,000
69
GS
Mortgage
Securities
Trust,
Series
2013-GC16,
Class
B,
ARM,
5.161%,
11/10/46
175,000
181
T.
ROWE
PRICE
Global
Allocation
Fund
$
Value
(Cost
and
value
in
$000s)
GS
Mortgage
Securities
Trust,
Series
2015-GC32,
Class
A4,
3.764%,
7/10/48
25,000
26
GS
Mortgage
Securities
Trust,
Series
2018-GS9,
Class
A4,
ARM,
3.992%,
3/10/51
65,000
71
GS
Mortgage-Backed
Securities
Trust,
Series
2021-PJ5,
Class
A8,
CMO,
ARM,
2.50%,
10/25/51 (2)
203,183
202
JPMorgan
Barclays
Bank
Commercial
Mortgage
Securities
Trust,
Series
2015-C30,
Class
A5,
3.822%,
7/15/48
65,000
69
JPMorgan
Barclays
Bank
Commercial
Mortgage
Securities
Trust,
Series
2015-C31,
Class
A3,
3.801%,
8/15/48
49,793
52
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust,
Series
2022-OPO,
Class
B,
3.377%,
1/5/39 (2)
100,000
102
JPMorgan
Mortgage
Trust,
Series
2019-INV3,
Class
A15,
CMO,
ARM,
3.50%,
5/25/50 (2)
53,073
54
JPMorgan
Mortgage
Trust,
Series
2019-INV3,
Class
A3,
CMO,
ARM,
3.50%,
5/25/50 (2)
62,850
64
JPMorgan
Mortgage
Trust,
Series
2020-INV1,
Class
A11,
CMO,
ARM,
1M
USD
LIBOR
+
0.83%,
0.932%,
8/25/50 (2)
14,365
14
JPMorgan
Mortgage
Trust,
Series
2020-INV1,
Class
A3,
CMO,
ARM,
3.50%,
8/25/50 (2)
25,538
26
MHC
Commercial
Mortgage
Trust,
Series
2021-MHC,
Class
B,
ARM,
1M
USD
LIBOR
+
1.101%,
1.207%,
4/15/38 (2)
255,000
254
MHC
Trust,
Series
2021-MHC2,
Class
D,
ARM,
1M
USD
LIBOR
+
1.50%,
1.606%,
5/15/23 (2)
110,000
109
Mill
City
Mortgage
Loan
Trust,
Series
2018-1,
Class
A1,
ARM,
3.25%,
5/25/62 (2)
50,842
51
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2013-C9,
Class
A4,
3.102%,
5/15/46
20,000
20
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2014-C17,
Class
B,
ARM,
4.464%,
8/15/47
20,000
21
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2015-C24,
Class
AS,
ARM,
4.036%,
5/15/48
35,000
37
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2015-C27,
Class
A4,
3.753%,
12/15/47
85,000
90
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2015-C27,
Class
AS,
4.068%,
12/15/47
155,000
164
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2016-C30,
Class
A5,
2.86%,
9/15/49
25,000
26
Morgan
Stanley
Capital
I
Trust,
Series
2019-MEAD,
Class
D,
ARM,
3.177%,
11/10/36 (2)
130,000
126
New
Orleans
Hotel
Trust,
Series
2019-HNLA,
Class
C,
ARM,
1M
USD
LIBOR
+
1.589%,
1.695%,
4/15/32 (2)
100,000
99
New
Residential
Mortgage
Loan
Trust,
Series
2019-NQM5,
Class
A1,
CMO,
ARM,
2.71%,
11/25/59 (2)
62,311
62
NYO
Commercial
Mortgage
Trust,
Series
2021-1290,
Class
C,
ARM,
1M
USD
LIBOR
+
1.995%,
2.102%,
11/15/38 (2)
295,000
293
T.
ROWE
PRICE
Global
Allocation
Fund
$
Value
(Cost
and
value
in
$000s)
OBX
Trust,
Series
2019-EXP3,
Class
2A2,
CMO,
ARM,
1M
USD
LIBOR
+
1.10%,
1.208%,
10/25/59 (2)
26,070
26
Provident
Funding
Mortgage
Trust,
Series
2019-1,
Class
B1,
CMO,
ARM,
3.225%,
12/25/49 (2)
195,507
197
Sequoia
Mortgage
Trust,
Series
2018-CH2,
Class
A3,
CMO,
ARM,
4.00%,
6/25/48 (2)
11,340
11
SFO
Commercial
Mortgage
Trust,
Series
2021-555,
Class
B,
ARM,
1M
USD
LIBOR
+
1.50%,
1.606%,
5/15/38 (2)
110,000
110
SG
Residential
Mortgage
Trust,
Series
2019-3,
Class
A1,
CMO,
ARM,
2.703%,
9/25/59 (2)
7,709
8
Starwood
Mortgage
Residential
Trust,
Series
2019-INV1,
Class
A1,
CMO,
ARM,
2.61%,
9/27/49 (2)
11,416
11
Starwood
Mortgage
Residential
Trust,
Series
2020-INV1,
Class
A1,
CMO,
ARM,
1.027%,
11/25/55 (2)
45,174
45
Starwood
Mortgage
Residential
Trust,
Series
2021-2,
Class
A2,
CMO,
ARM,
1.172%,
5/25/65 (2)
57,166
57
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2020-DNA6,
Class
M1,
CMO,
ARM,
SOFR30A
+
0.90%,
0.95%,
12/25/50 (2)
7,345
7
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA2,
Class
M1,
CMO,
ARM,
SOFR30A
+
0.80%,
0.85%,
8/25/33 (2)
63,255
63
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA3,
Class
M2,
CMO,
ARM,
SOFR30A
+
2.10%,
2.15%,
10/25/33 (2)
60,000
61
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA6,
Class
M2,
CMO,
ARM,
SOFR30A
+
1.50%,
1.55%,
10/25/41 (2)
100,000
99
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA7,
Class
M1,
CMO,
ARM,
SOFR30A
+
0.85%,
0.90%,
11/25/41 (2)
165,000
165
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-HQA1,
Class
M1,
CMO,
ARM,
SOFR30A
+
0.70%,
0.75%,
8/25/33 (2)
86,285
86
Towd
Point
Mortgage
Trust,
Series
2017-6,
Class
A1,
ARM,
2.75%,
10/25/57 (2)
42,463
43
Towd
Point
Mortgage
Trust,
Series
2018-1,
Class
A1,
ARM,
3.00%,
1/25/58 (2)
32,501
33
Verus
Securitization
Trust,
Series
2019-4,
Class
A1,
CMO,
STEP,
2.642%,
11/25/59 (2)
36,197
36
Verus
Securitization
Trust,
Series
2019-INV3,
Class
A1,
CMO,
ARM,
2.692%,
11/25/59 (2)
74,690
75
Verus
Securitization
Trust,
Series
2021-1,
Class
A1,
CMO,
ARM,
0.815%,
1/25/66 (2)
59,022
58
Verus
Securitization
Trust,
Series
2021-7,
Class
A1,
CMO,
ARM,
1.829%,
10/25/66 (2)
289,976
286
Wells
Fargo
Commercial
Mortgage
Trust,
Series
2015-C30,
Class
A4,
3.664%,
9/15/58
41,000
43
Wells
Fargo
Commercial
Mortgage
Trust,
Series
2015-C31,
Class
A4,
3.695%,
11/15/48
100,000
105
Wells
Fargo
Commercial
Mortgage
Trust,
Series
2015-NXS2,
Class
A5,
ARM,
3.767%,
7/15/58
75,000
79
T.
ROWE
PRICE
Global
Allocation
Fund
$
Value
(Cost
and
value
in
$000s)
Wells
Fargo
Mortgage
Backed
Securities
Trust,
Series
2021-
RR1,
Class
A1,
CMO,
ARM,
2.50%,
12/25/50 (2)
96,142
94
6,702
Private
Investment
Companies
7.8%
Blackstone
Partners
Offshore
Fund,
Series
E1 (1)(5)
43,084
91,196
91,196
U.S.
Government
&
Agency
Mortgage-Backed
Securities
0.0%
Federal
Home
Loan
Mortgage
2.777%,
4/25/23
5
5
2.952%,
2/25/27
27
28
33
U.S.
Government
Agency
Obligations
(Excluding
Mortgage-Backed)
7.3%
U.S.
Treasury
Bonds,
1.125%,
5/15/40 (9)
1,830,000
1,544
U.S.
Treasury
Bonds,
1.375%,
8/15/50
1,325,000
1,111
U.S.
Treasury
Bonds,
1.75%,
8/15/41
850,000
792
U.S.
Treasury
Bonds,
1.875%,
2/15/41
2,530,000
2,411
U.S.
Treasury
Bonds,
1.875%,
2/15/51 (9)
3,705,000
3,508
U.S.
Treasury
Bonds,
1.875%,
11/15/51
94,000
89
U.S.
Treasury
Bonds,
2.00%,
2/15/50
1,900,000
1,851
U.S.
Treasury
Bonds,
2.00%,
8/15/51
1,075,000
1,048
U.S.
Treasury
Bonds,
2.50%,
2/15/45
145,000
153
U.S.
Treasury
Bonds,
2.75%,
11/15/42
65,000
71
U.S.
Treasury
Bonds,
2.75%,
8/15/47 (9)(10)
5,915,000
6,599
U.S.
Treasury
Bonds,
2.875%,
8/15/45 (10)
570,000
642
U.S.
Treasury
Bonds,
3.00%,
11/15/44
395,000
452
U.S.
Treasury
Bonds,
3.00%,
11/15/45
435,000
501
U.S.
Treasury
Bonds,
3.00%,
2/15/47
220,000
255
U.S.
Treasury
Bonds,
3.00%,
2/15/48
740,000
866
U.S.
Treasury
Bonds,
3.00%,
8/15/48
150,000
176
U.S.
Treasury
Bonds,
3.125%,
11/15/41
290,000
335
U.S.
Treasury
Bonds,
3.125%,
8/15/44
610,000
711
U.S.
Treasury
Bonds,
3.875%,
8/15/40
200,000
254
U.S.
Treasury
Inflation-Indexed
Bonds,
0.125%,
2/15/51
339,494
367
U.S.
Treasury
Inflation-Indexed
Bonds,
0.25%,
2/15/50
247,574
275
U.S.
Treasury
Inflation-Indexed
Bonds,
0.625%,
2/15/43
1,014,663
1,183
U.S.
Treasury
Inflation-Indexed
Bonds,
0.75%,
2/15/42
375,171
446
U.S.
Treasury
Inflation-Indexed
Bonds,
0.875%,
2/15/47
170,413
214
U.S.
Treasury
Inflation-Indexed
Bonds,
1.00%,
2/15/46
296,664
377
U.S.
Treasury
Inflation-Indexed
Bonds,
1.00%,
2/15/48
349,413
454
U.S.
Treasury
Inflation-Indexed
Bonds,
1.00%,
2/15/49
149,117
196
U.S.
Treasury
Inflation-Indexed
Bonds,
1.375%,
2/15/44
144,306
194
U.S.
Treasury
Inflation-Indexed
Bonds,
1.75%,
1/15/28
38,475
45
T.
ROWE
PRICE
Global
Allocation
Fund
$
Value
(Cost
and
value
in
$000s)
U.S.
Treasury
Inflation-Indexed
Bonds,
2.00%,
1/15/26
476,136
542
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
1/15/23
256,488
264
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/24
1,682,109
1,775
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
10/15/24
3,598,855
3,799
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
10/15/25
1,223,322
1,300
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
4/15/26
2,253,898
2,394
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/26
3,155,163
3,370
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
10/15/26
2,268,877
2,425
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
1/15/30
301,733
326
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/30
1,055,352
1,148
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
1/15/31
373,706
406
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/31
1,261,767
1,375
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
1/15/32
599,609
651
U.S.
Treasury
Inflation-Indexed
Notes,
0.25%,
1/15/25
4,101,383
4,345
U.S.
Treasury
Inflation-Indexed
Notes,
0.25%,
7/15/29
1,086,610
1,187
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
7/15/23
5,774,731
6,031
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
7/15/25
591,895
634
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
1/15/27
1,148,339
1,241
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
7/15/27
122,715
134
U.S.
Treasury
Inflation-Indexed
Notes,
0.50%,
4/15/24
347,149
366
U.S.
Treasury
Inflation-Indexed
Notes,
0.50%,
1/15/28
315,622
345
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
4/15/23
3,793,376
3,939
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
1/15/24
838,619
884
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
1/15/26
1,512,500
1,635
U.S.
Treasury
Inflation-Indexed
Notes,
0.75%,
7/15/28
290,110
325
U.S.
Treasury
Notes,
0.125%,
7/31/22
610,000
609
U.S.
Treasury
Notes,
0.125%,
1/31/23
1,160,000
1,152
U.S.
Treasury
Notes,
0.125%,
5/31/23 (9)
4,805,000
4,752
U.S.
Treasury
Notes,
0.25%,
5/31/25 (9)
7,490,000
7,200
U.S.
Treasury
Notes,
0.625%,
8/15/30
420,000
382
U.S.
Treasury
Notes,
0.75%,
1/31/28
120,000
113
U.S.
Treasury
Notes,
0.875%,
6/30/26 (9)
1,710,000
1,658
U.S.
Treasury
Notes,
1.125%,
2/28/22
840,000
841
U.S.
Treasury
Notes,
1.625%,
8/15/29
950,000
943
U.S.
Treasury
Notes,
1.875%,
9/30/22
25,000
25
85,636
Total
United
States
(Cost
$717,256
)
828,823
URUGUAY
0.0%
Common
Stocks
0.0%
Dlocal
(USD) (1)
1,250
37
Globant
(USD) (1)
1,524
389
Total
Uruguay
(Cost
$385
)
426
T.
ROWE
PRICE
Global
Allocation
Fund
$
Value
(Cost
and
value
in
$000s)
VIETNAM
0.2%
Common
Stocks
0.2%
Airports
Corp.
of
Vietnam (1)
8,900
34
Asia
Commercial
Bank (1)
64,375
106
Bank
for
Foreign
Trade
of
Vietnam
65,032
256
FPT
79,360
324
Military
Commercial
Joint
Stock
Bank (1)
104,625
165
Mobile
World
Investment
67,500
423
Nam
Long
Investment
33,266
74
Phu
Nhuan
Jewelry
56,800
264
Saigon
Beer
Alcohol
Beverage
23,100
151
Vietnam
Dairy
Products
54,900
202
Total
Vietnam
(Cost
$1,640
)
1,999
SHORT-TERM
INVESTMENTS
2.7%
Money
Market
Funds
2.7%
T.
Rowe
Price
Treasury
Reserve
Fund,
0.08% (7)(11)
31,779,156
31,779
Total
Short-Term
Investments
(Cost
$31,779)
31,779
SECURITIES
LENDING
COLLATERAL
0.2%
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
JPMORGAN
CHASE
BANK
0.2%
Money
Market
Funds
0.2%
T.
Rowe
Price
Government
Reserve
Fund,
0.09% (7)(11)
2,351,179
2,351
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
JPMorgan
Chase
Bank
2,351
Total
Securities
Lending
Collateral
(Cost
$2,351)
2,351
T.
ROWE
PRICE
Global
Allocation
Fund
(Amounts
in
000s,
except
for
contracts)
OPTIONS
PURCHASED
0.0%
Exchange-Traded
Options
Purchased
0
.0
%
Description
Contracts
Notional
Amount
$
Value
U.S.
Treasury
Notes
10
year
futures
contract,
Put,
2/18/22
@
$127.00 (1)
14
1,792
3
Total
Options
Purchased
(Cost
$3)
3
Total
Investments
in
Securities
100.0%
(Cost
$993,655)
$
1,167,346
Other
Assets
Less
Liabilities
(0.0)%
(14)
Net
Assets
100.0%
$
1,167,332
‡
Country
classifications
are
generally
based
on
MSCI
categories
or
another
unaffiliated
third
party
data
provider;
Shares/Par
and
Notional
Amount
are
denominated
in
the
currency
of
the
country
presented
unless
otherwise
noted.
(1)
Non-income
producing
(2)
Security
was
purchased
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933
and
may
be
resold
in
transactions
exempt
from
registration
only
to
qualified
institutional
buyers.
Total
value
of
such
securities
at
period-end
amounts
to
$22,735
and
represents
1.9%
of
net
assets.
(3)
All
or
a
portion
of
this
security
is
on
loan
at
January
31,
2022.
(4)
Security
cannot
be
offered
for
public
resale
without
first
being
registered
under
the
Securities
Act
of
1933
and
related
rules
("restricted
security").
Acquisition
date
represents
the
day
on
which
an
enforceable
right
to
acquire
such
security
is
obtained
and
is
presented
along
with
related
cost
in
the
security
description.
The
fund
has
registration
rights
for
certain
restricted
securities.
Any
costs
related
to
such
registration
are
borne
by
the
issuer.
The
aggregate
value
of
restricted
securities
(excluding
144A
holdings)
at
period
end
amounts
to
$3,599
and
represents
0.3%
of
net
assets.
(5)
Level
3
in
fair
value
hierarchy.
(6)
Security
is
a
fix-to-float
security,
which
carries
a
fixed
coupon
until
a
certain
date,
upon
which
it
switches
to
a
floating
rate.
Reference
rate
and
spread
are
provided
if
the
rate
is
currently
floating.
(7)
Affiliated
Companies
(8)
SEC
30-day
yield
(9)
All
or
a
portion
of
this
security
is
pledged
to
cover
or
as
collateral
for
written
call
options
at
January
31,
2022.
(10)
At
January
31,
2022,
all
or
a
portion
of
this
security
is
pledged
as
collateral
and/
or
margin
deposit
to
cover
future
funding
obligations.
(11)
Seven-day
yield
1M
USD
LIBOR
One
month
USD
LIBOR
(London
interbank
offered
rate)
3M
SOFR
Three
month
Term
SOFR
(Secured
overnight
financing
rate)
3M
USD
LIBOR
Three
month
USD
LIBOR
(London
interbank
offered
rate)
ADR
American
Depositary
Receipts
T.
ROWE
PRICE
Global
Allocation
Fund
.
.
.
.
.
.
.
.
.
.
ARM
Adjustable
Rate
Mortgage
(ARM);
rate
shown
is
effective
rate
at
period-end.
The
rates
for
certain
ARMs
are
not
based
on
a
published
reference
rate
and
spread
but
may
be
determined
using
a
formula
based
on
the
rates
of
the
underlying
loans.
AUD
Australian
Dollar
CAD
Canadian
Dollar
CDI
CHESS
or
CREST
Depositary
Interest
CHF
Swiss
Franc
CLO
Collateralized
Loan
Obligation
CMO
Collateralized
Mortgage
Obligation
CNH
Offshore
China
Renminbi
CVA
Dutch
Certificate
(Certificaten
Van
Aandelen)
DKK
Danish
Krone
ETF
Exchange-Traded
Fund
EUR
Euro
FRN
Floating
Rate
Note
GBP
British
Pound
GDR
Global
Depositary
Receipts
GO
General
Obligation
HHEFA
Health
&
Higher
Educational
Facility
Authority
HKD
Hong
Kong
Dollar
IDA
Industrial
Development
Authority/Agency
ILS
Israeli
Shekel
JPY
Japanese
Yen
NOK
Norwegian
Krone
NZD
New
Zealand
Dollar
OTC
Over-the-counter
PTT
Pass-Through
Trust
REIT
A
domestic
Real
Estate
Investment
Trust
whose
distributions
pass-through
with
original
tax
character
to
the
shareholder
SDR
Swedish
Depository
Receipts
SEK
Swedish
Krona
SGD
Singapore
Dollar
SOFR
Secured
overnight
financing
rate
SOFR30A
30-day
Average
SOFR
(Secured
overnight
financing
rate)
STEP
Stepped
coupon
bond
for
which
the
coupon
rate
of
interest
adjusts
on
specified
date(s);
rate
shown
is
effective
rate
at
period-end.
USD
U.S.
Dollar
VR
Variable
Rate;
rate
shown
is
effective
rate
at
period-end.
The
rates
for
certain
variable
rate
securities
are
not
based
on
a
published
reference
rate
and
spread
but
are
determined
by
the
issuer
or
agent
and
based
on
current
market
conditions.
T.
ROWE
PRICE
Global
Allocation
Fund
(Amounts
in
000s,
except
for
contracts)
OPTIONS
WRITTEN
(0.2)%
Exchange-Traded
Options
Written
(0.2)%
Description
Contracts
Notional
Amount
$
Value
iShares
iBoxx
High
Yield
Corporate
Bond
ETF,
Put,
2/18/22
@
$85.00
2,600
22,472
(
285
)
S&P
500
Index,
Call,
3/18/22
@
$4,450.00
121
54,638
(
1,991
)
U.S.
Treasury
Long-Term
Bonds
Futures,
Call,
2/18/22
@
$162.00
45
7,003
(
4
)
U.S.
Treasury
Long-Term
Bonds
Futures,
Put,
2/18/22
@
$162.00
45
7,003
(
290
)
Total
Exchange-Traded
Options
Written
(Premiums
$(2,137))
$
(
2,570
)
OTC
Options
Written
(0.0)%
Counterparty
Description
Contracts
Notional
Amount
$
Value
Goldman
Sachs
Erste
Group
Bank,
Call,
6/17/22
@
48.00
(EUR)
4
17
—
Total
OTC
Options
Written
(Premiums
$–)
$
—
Total
Options
Written
(Premiums
$(2,137))
$
(
2,570
)
T.
ROWE
PRICE
Global
Allocation
Fund
(Amounts
in
000s)
SWAPS
0.0%
Description
Notional
Amount
$
Value
Initial
$
Value
Unrealized
$
Gain/(Loss)
CENTRALLY
CLEARED
SWAPS
0.0%
Credit
Default
Swaps,
Protection
Sold
0.0%
United
States
0.0%
Protection
Sold
(Relevant
Credit:
Markit
CDX.IG-S37,
5
Year
Index),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/26
3,500
70
85
(
15
)
Total
United
States
(
15
)
Total
Centrally
Cleared
Credit
Default
Swaps,
Protection
Sold
(
15
)
Total
Centrally
Cleared
Swaps
(
15
)
Net
payments
(receipts)
of
variation
margin
to
date
18
Variation
margin
receivable
(payable)
on
centrally
cleared
swaps
$
3
T.
ROWE
PRICE
Global
Allocation
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Barclays
Bank
2/28/22
USD
8,298
GBP
6,197
$
(
35
)
Canadian
Imperial
Bank
of
Commerce
4/22/22
CAD
140
USD
112
(
2
)
Citibank
2/25/22
GBP
82
USD
112
(
2
)
Citibank
2/25/22
USD
71
GBP
53
—
Goldman
Sachs
2/25/22
EUR
202
USD
229
(
2
)
Goldman
Sachs
2/25/22
GBP
106
USD
141
2
Goldman
Sachs
2/28/22
USD
2,157
SEK
20,167
(
6
)
Goldman
Sachs
2/28/22
USD
598
SGD
808
(
1
)
HSBC
Bank
2/28/22
USD
128
NZD
192
2
JPMorgan
Chase
2/25/22
AUD
159
USD
115
(
3
)
JPMorgan
Chase
2/25/22
EUR
61
USD
70
(
1
)
JPMorgan
Chase
2/25/22
USD
113
AUD
159
1
JPMorgan
Chase
2/25/22
USD
183
EUR
161
2
JPMorgan
Chase
2/25/22
USD
112
EUR
100
(
1
)
JPMorgan
Chase
2/25/22
USD
110
GBP
82
—
JPMorgan
Chase
2/25/22
USD
138
GBP
103
(
1
)
JPMorgan
Chase
2/28/22
CHF
285
USD
308
—
JPMorgan
Chase
2/28/22
DKK
1,015
USD
153
—
JPMorgan
Chase
2/28/22
EUR
540
USD
607
—
JPMorgan
Chase
2/28/22
JPY
64,536
USD
561
—
JPMorgan
Chase
2/28/22
NZD
35
USD
23
—
JPMorgan
Chase
2/28/22
SEK
1,098
USD
118
—
JPMorgan
Chase
2/28/22
USD
20
AUD
28
—
JPMorgan
Chase
2/28/22
USD
27
GBP
20
—
JPMorgan
Chase
2/28/22
USD
21
HKD
160
—
JPMorgan
Chase
2/28/22
USD
240
ILS
761
(
1
)
JPMorgan
Chase
2/28/22
USD
11
NOK
97
—
JPMorgan
Chase
2/28/22
USD
24
SGD
33
—
JPMorgan
Chase
4/22/22
NZD
168
USD
114
(
4
)
JPMorgan
Chase
4/22/22
USD
111
CAD
140
—
JPMorgan
Chase
4/22/22
USD
67
CAD
86
—
JPMorgan
Chase
4/22/22
USD
112
NZD
168
2
JPMorgan
Chase
4/22/22
USD
46
NZD
70
—
Morgan
Stanley
2/25/22
EUR
302
USD
342
(
3
)
Morgan
Stanley
2/28/22
USD
3,895
AUD
5,502
5
Morgan
Stanley
2/28/22
USD
1,506
DKK
10,037
(
10
)
Morgan
Stanley
2/28/22
USD
12,888
JPY
1,484,375
(
13
)
Morgan
Stanley
2/28/22
USD
371
NOK
3,320
(
3
)
RBC
Dominion
Securities
2/28/22
USD
1,522
HKD
11,859
1
Standard
Chartered
2/28/22
USD
18,679
EUR
16,733
(
129
)
UBS
Investment
Bank
2/25/22
USD
457
EUR
404
3
T.
ROWE
PRICE
Global
Allocation
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
UBS
Investment
Bank
2/28/22
USD
5,869
CHF
5,461
$
(
28
)
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
(
227
)
T.
ROWE
PRICE
Global
Allocation
Fund
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Short,
30
MSCI
EAFE
Index
contracts
3/22
(3,353)
$
58
Long,
447
Russell
2000
E-Mini
Index
contracts
3/22
45,245
(
3,815
)
Long,
49
S&P
500
E-Mini
Index
contracts
3/22
11,035
132
Long,
66
S&P
MidCap
400
E-Mini
Index
contracts
3/22
17,356
(
917
)
Short,
2
U.S.
Treasury
Long
Bond
contracts
3/22
(311)
—
Short,
16
U.S.
Treasury
Notes
ten
year
contracts
3/22
(2,047)
1
Long,
3
Ultra
U.S.
Treasury
Bonds
contracts
3/22
567
—
Long,
4
Ultra
U.S.
Treasury
Notes
ten
year
contracts
3/22
571
—
Long,
83
U.S.
Treasury
Notes
five
year
contracts
3/22
9,894
(
17
)
Short,
64
U.S.
Treasury
Notes
two
year
contracts
3/22
(13,866)
15
Net
payments
(receipts)
of
variation
margin
to
date
6,245
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
1,702
T.
ROWE
PRICE
Global
Allocation
Fund
AFFILIATED
COMPANIES
($000s)
The
fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
1940
Act,
an
affiliated
company
is
one
in
which
the
fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
that
is
under
common
ownership
or
control.
The
following
securities
were
considered
affiliated
companies
for
all
or
some
portion
of
the
three
months
ended
January
31,
2022.
Net
realized
gain
(loss),
investment
income,
change
in
net
unrealized
gain/loss,
and
purchase
and
sales
cost
reflect
all
activity
for
the
period
then
ended.
Affiliate
Net
Realized
Gain
(Loss)
Change
in
Net
Unrealized
Gain/Loss
Investment
Income
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
3.50%
$
359
$
(
308
)
$
180
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
I
Class,
5.59%
—
(
1,517
)
274
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
Investor
Class,
5.66%
—
824
93
T.
Rowe
Price
Institutional
Emerging
Markets
Bond
Fund,
4.67%
—
(
2,550
)
483
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Institutional
Class,
3.32%
—
(
72
)
214
T.
Rowe
Price
Institutional
High
Yield
Fund
-
Institutional
Class,
4.64%
—
(
767
)
365
T.
Rowe
Price
International
Bond
Fund
-
I
Class,
1.67%
206
(
1,238
)
163
T.
Rowe
Price
International
Bond
Fund
(USD
Hedged)
-
I
Class,
1.71%
77
(
139
)
28
T.
Rowe
Price
Multi-Strategy
Total
Return
Fund
-
I
Class
671
(
2,078
)
—
T.
Rowe
Price
Ultra
Short-Term
Bond
Fund
-
I
Class,
0.89%
191
(
364
)
96
T.
Rowe
Price
Government
Reserve
Fund,
0.09%
—
—
—
++
T.
Rowe
Price
Treasury
Reserve
Fund,
0.08%
—
—
9
T.
Rowe
Price
Short-Term
Fund
—
—
—
++
Totals
$
1,504
#
$
(
8,209
)
$
1,905
+
T.
ROWE
PRICE
Global
Allocation
Fund
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
AFFILIATED
COMPANIES
(CONTINUED)
($000s)
Supplementary
Investment
Schedule
Affiliate
Value
10/31/21
Purchase
Cost
Sales
Cost
Value
01/31/22
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
3.50%
$
27,939
$
539
$
—
$
28,170
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
I
Class,
5.59%
—
29,274
—
27,757
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
Investor
Class,
5.66%
28,100
—
28,924
—
T.
Rowe
Price
Institutional
Emerging
Markets
Bond
Fund,
4.67%
45,174
483
—
43,107
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Institutional
Class,
3.32%
21,460
2,839
—
24,227
T.
Rowe
Price
Institutional
High
Yield
Fund
-
Institutional
Class,
4.64%
26,867
365
—
26,465
T.
Rowe
Price
International
Bond
Fund
-
I
Class,
1.67%
37,773
369
—
36,904
T.
Rowe
Price
International
Bond
Fund
(USD
Hedged)
-
I
Class,
1.71%
6,236
105
—
6,202
T.
Rowe
Price
Multi-Strategy
Total
Return
Fund
-
I
Class
30,060
811
—
28,793
T.
Rowe
Price
Ultra
Short-Term
Bond
Fund
-
I
Class,
0.89%
46,184
287
—
46,107
T.
Rowe
Price
Government
Reserve
Fund,
0.09%
—
¤
¤
2,351
T.
Rowe
Price
Treasury
Reserve
Fund,
0.08%
69,784
¤
¤
31,779
T.
Rowe
Price
Short-Term
Fund
4,373
¤
¤
—
Total
$
301,862
^
#
Capital
gain
distributions
from
mutual
funds
represented
$1,504
of
the
net
realized
gain
(loss).
++
Excludes
earnings
on
securities
lending
collateral,
which
are
subject
to
rebates
and
fees.
+
Investment
income
comprised
$1,905
of
dividend
income
and
$0
of
interest
income.
¤
Purchase
and
sale
information
not
shown
for
cash
management
funds.
^
The
cost
basis
of
investments
in
affiliated
companies
was
$311,818.
T.
ROWE
PRICE
Global
Allocation
Fund
Unaudited
Notes
to
the
Portfolio
of
Investments
T.
Rowe
Price
Global
Allocation
Fund,
Inc. (the
fund) is
registered
under
the
Investment
Company
Act
of
1940
(the
1940
Act)
as
an
open-end
management
investment
company
and
follows
accounting
and
reporting
guidance
of
the
Financial
Accounting
Standards
Board
Accounting
Standards
Codification
Topic
946.
The
accompanying
Portfolio
of
Investments
was
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(GAAP).
For
additional
information
on
the
fund’s
significant
accounting
policies
and
investment
related
disclosures,
please
refer
to
the
fund’s most
recent
semiannual
or
annual
shareholder
report
and
its
prospectus.
VALUATION
Fair
Value
The
fund’s
financial
instruments
are
valued
at
the
close
of
the
New
York
Stock
Exchange
(NYSE),
normally
4
p.m.
ET,
each
day
the
NYSE
is
open
for
business,
and
are
reported
at
fair
value,
which
GAAP
defines
as
the
price
that
would
be
received
to
sell
an
asset
or
paid
to
transfer
a
liability
in
an
orderly
transaction
between
market
participants
at
the
measurement
date. The
T.
Rowe
Price
Valuation
Committee
(the
Valuation
Committee)
is
an
internal
committee
that
has
been
delegated
certain
responsibilities
by
the
fund’s
Board
of
Directors
(the
Board)
to
ensure
that
financial
instruments
are
appropriately
priced
at
fair
value
in
accordance
with
GAAP
and
the
1940
Act.
Subject
to
oversight
by
the
Board,
the
Valuation
Committee
develops
and
oversees
pricing-related
policies
and
procedures
and
approves
all
fair
value
determinations.
Specifically,
the
Valuation
Committee
establishes
policies
and
procedures
used
in
valuing
financial
instruments,
including
those
which
cannot
be
valued
in
accordance
with
normal
procedures
or
using
pricing
vendors;
determines
pricing
techniques,
sources,
and
persons
eligible
to
effect
fair
value
pricing
actions;
evaluates
the
services
and
performance
of
the
pricing
vendors;
oversees
the
pricing
process
to
ensure
policies
and
procedures
are
being
followed;
and
provides
guidance
on
internal
controls
and
valuation-related
matters.
The
Valuation
Committee
provides
periodic
reporting
to
the
Board
on
valuation
matters.
Various
valuation
techniques
and
inputs
are
used
to
determine
the
fair
value
of
financial
instruments.
GAAP
establishes
the
following
fair
value
hierarchy
that
categorizes
the
inputs
used
to
measure
fair
value:
Level
1
–
quoted
prices
(unadjusted)
in
active
markets
for
identical
financial
instruments
that
the
fund
can
access
at
the
reporting
date
T.
ROWE
PRICE
Global
Allocation
Fund
Level
2
–
inputs
other
than
Level
1
quoted
prices
that
are
observable,
either
directly
or
indirectly
(including,
but
not
limited
to,
quoted
prices
for
similar
financial
instruments
in
active
markets,
quoted
prices
for
identical
or
similar
financial
instruments
in
inactive
markets,
interest
rates
and
yield
curves,
implied
volatilities,
and
credit
spreads)
Level
3
–
unobservable
inputs
(including
the fund’s
own
assumptions
in
determining
fair
value)
Observable
inputs
are
developed
using
market
data,
such
as
publicly
available
information
about
actual
events
or
transactions,
and
reflect
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
Unobservable
inputs
are
those
for
which
market
data
are
not
available
and
are
developed
using
the
best
information
available
about
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
GAAP
requires
valuation
techniques
to
maximize
the
use
of
relevant
observable
inputs
and
minimize
the
use
of
unobservable
inputs.
When
multiple
inputs
are
used
to
derive
fair
value,
the
financial
instrument
is
assigned
to
the
level
within
the
fair
value
hierarchy
based
on
the
lowest-level
input
that
is
significant
to
the
fair
value
of
the
financial
instrument.
Input
levels
are
not
necessarily
an
indication
of
the
risk
or
liquidity
associated
with
financial
instruments
at
that
level
but
rather
the
degree
of
judgment
used
in
determining
those
values.
Valuation
Techniques
Equity
securities,
including
exchange-traded
funds, listed
or
regularly
traded
on
a
securities
exchange
or
in
the
over-the-counter
(OTC)
market
are
valued
at
the
last
quoted
sale
price
or,
for
certain
markets,
the
official
closing
price
at
the
time
the
valuations
are
made.
OTC
Bulletin
Board
securities
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices.
A
security
that
is
listed
or
traded
on
more
than
one
exchange
is
valued
at
the
quotation
on
the
exchange
determined
to
be
the
primary
market
for
such
security.
Listed
securities
not
traded
on
a
particular
day
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
for
domestic
securities
and
the
last
quoted
sale
or
closing
price
for
international
securities.
The
last
quoted
prices
of
non-U.S.
equity
securities
may
be
adjusted
to
reflect
the
fair
value
of
such
securities
at
the
close
of
the
NYSE,
if
the
fund
determines
that
developments
between
the
close
of
a
foreign
market
and
the
close
of
the
NYSE
will
affect
the
value
of
some
or
all
of
its
portfolio
securities.
Each
business
day,
the
fund
uses
information
from
outside
pricing
services
to
evaluate
and,
if
appropriate,
decide whether
it
is
necessary
to
adjust
quoted
prices
to
reflect
fair
value
by
reviewing
a
variety
of
factors,
including
developments
in
foreign
markets,
the
performance
of
U.S.
securities
markets,
and
the
performance
of
instruments
trading
in
U.S.
markets
that
represent
T.
ROWE
PRICE
Global
Allocation
Fund
foreign
securities
and
baskets
of
foreign
securities. The
fund
uses
outside
pricing
services
to
provide
it
with
quoted
prices
and
information
to
evaluate
or
adjust
those
prices.
The
fund
cannot
predict
how
often
it
will
use
quoted
prices
and
how
often
it
will
determine
it
necessary
to
adjust
those
prices
to
reflect
fair
value.
Debt
securities
generally
are
traded
in
the over-the-counter
(OTC)
market
and
are
valued
at
prices
furnished
by
independent
pricing
services
or
by
broker
dealers
who
make
markets
in
such
securities.
When
valuing
securities,
the
independent
pricing
services
consider
the
yield
or
price
of
bonds
of
comparable
quality,
coupon,
maturity,
and
type,
as
well
as
prices
quoted
by
dealers
who
make
markets
in
such
securities.
Investments
denominated
in
foreign
currencies
are
translated
into
U.S.
dollar
values
each
day
at
the
prevailing
exchange
rate,
using
the
mean
of
the
bid
and
asked
prices
of
such
currencies
against
U.S.
dollars
as
provided
by
an
outside
pricing
service.
Investments
in
mutual
funds
are
valued
at
the
mutual
fund’s
closing
NAV
per
share
on
the
day
of
valuation.
Investments
in
private
investment
companies
are
valued
at
the
investee’s
NAV
per
share
as
of
the
valuation
date,
if
available.
If
the
investee’s
NAV
is
not
available
as
of
the
valuation
date
or
is
not
calculated
in
accordance
with
GAAP,
the
Valuation
Committee
may
adjust
the
investee’s
NAV
to
reflect
fair
value
at
the
valuation
date.
Listed
options,
and
OTC
options
with
a
listed
equivalent,
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
and
exchange-traded
options
on
futures
contracts
are
valued
at
closing
settlement
prices.
Futures
contracts
are
valued
at
closing
settlement
prices.
Forward
currency
exchange
contracts
are
valued
using
the
prevailing
forward
exchange
rate.
Swaps
are
valued
at
prices
furnished
by
an
independent
pricing
service
or
independent
swap
dealers.
Investments
for
which
market
quotations
or
market-based
valuations
are
not
readily
available
or
deemed
unreliable
are
valued
at
fair
value
as
determined
in
good
faith
by
the
Valuation
Committee,
in
accordance
with
fair
valuation
policies
and
procedures.
The
objective
of
any
fair
value
pricing
determination
is
to
arrive
at
a
price
that
could
reasonably
be
expected
from
a
current
sale.
Financial
instruments
fair
valued
by
the
Valuation
Committee
are
primarily
private
placements,
restricted
securities,
warrants,
rights,
and
other
securities
that
are
not
publicly
traded.
Factors
used
in
determining
fair
value
vary
by
type
of
investment
and
may
include
market
or
investment
specific
considerations.
The
Valuation
Committee
typically
will
afford
greatest
weight
to
actual
prices
in
arm’s
length
transactions,
to
the
extent
they
represent
orderly
transactions
between
market
participants,
transaction
information
can
be
reliably
obtained,
and
prices
are
deemed
representative
of
fair
value.
However,
the
Valuation
Committee
may
also
consider
other
valuation
methods
such
as
market-based
valuation
multiples;
a
discount
or
premium
from
market
value
of
a
similar,
freely
traded
security
of
the
same
issuer;
discounted
cash
flows;
yield
to
maturity;
or
some
combination.
Fair
value
T.
ROWE
PRICE
Global
Allocation
Fund
determinations
are
reviewed
on
a
regular
basis
and
updated
as
information
becomes
available,
including
actual
purchase
and
sale
transactions
of
the
investment.
Because
any
fair
value
determination
involves
a
significant
amount
of
judgment,
there
is
a
degree
of
subjectivity
inherent
in
such
pricing
decisions,
and
fair
value
prices
determined
by
the
Valuation
Committee
could
differ
from
those
of
other
market
participants.
Valuation
Inputs
The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
January
31,
2022
(for
further
detail
by
category,
please
refer
to
the
accompanying
Portfolio
of
Investments):
($000s)
Level
1
Level
2
Level
3
Total
Value
Assets
Fixed
Income
Securities
1
$
—
$
153,359
$
—
$
153,359
Bond
Mutual
Funds
238,939
—
—
238,939
Common
Stocks
354,644
262,980
274
617,898
Convertible
Preferred
Stocks
—
535
1,139
1,674
Equity
Mutual
Funds
28,793
—
—
28,793
Preferred
Stocks
—
1,354
—
1,354
Private
Investment
Companies
—
—
91,196
91,196
Short-Term
Investments
31,779
—
—
31,779
Securities
Lending
Collateral
2,351
—
—
2,351
Options
Purchased
3
—
—
3
Total
Securities
656,509
418,228
92,609
1,167,346
Forward
Currency
Exchange
Contracts
—
18
—
18
Futures
Contracts*
206
—
—
206
Total
$
656,715
$
418,246
$
92,609
$
1,167,570
Liabilities
Options
Written
$
294
$
2,276
$
—
$
2,570
Swaps*
—
15
—
15
Forward
Currency
Exchange
Contracts
—
245
—
245
Futures
Contracts*
4,749
—
—
4,749
Total
$
5,043
$
2,536
$
—
$
7,579
T.
ROWE
PRICE
Global
Allocation
Fund
Following
is
a
reconciliation
of
the
fund’s
Level
3
holdings
for
the
period ended
January
31,
2022.
Gain
(loss)
reflects
both
realized
and
change
in
unrealized
gain/loss
on
Level
3
holdings
during
the
period,
if
any.
The
change
in
unrealized
gain/loss
on
Level
3
instruments
held
at
January
31,
2022,
totaled $17,542,000 for
the
period ended
January
31,
2022.
In
accordance
with
GAAP,
the
following
table
provides
quantitative
information
about
significant
unobservable
inputs
used
to
determine
the
fair
valuations
of
the
fund’s
Level
3
assets,
by
class
of
financial
instrument.
Because
the
Valuation
Committee
considers
a
wide
variety
of
factors
and
inputs,
both
observable
and
unobservable,
in
determining
fair
values,
the
unobservable
inputs
presented
do
not
reflect
all
inputs
significant
to
the
fair
value
determination.
1
Includes
Asset-Backed
Securities,
Corporate
Bonds,
Government
Bonds,
Municipal
Securities,
Non-U.S.
Government
Mortgage-Backed
Securities,
U.S.
Government
&
Agency
Mortgage-
Backed
Securities
and
U.S.
Government
Agency
Obligations
(Excluding
Mortgage-Backed).
*
The
fair
value
presented
includes
cumulative
gain
(loss)
on
open
futures
contracts
and
centrally
cleared
swaps;
however,
the
net
value
reflected
on
the
accompanying
Portfolio
of
Investments
is
only
the
unsettled
variation
margin
receivable
(payable)
at
that
date.
($000s)
Beginning
Balance
10/31/21
Gain
(Loss)
During
Period
Total
Purchases
Total
Sales
Ending
Balance
1/31/22
Investment
in
Securities
Common
Stocks
$
157
$
(4)
$
121
$
—
$
274
Convertible
Bonds
212
—
—
(212)
—
Convertible
Preferred
Stocks
3,300
(1,627)
77
(611)
1,139
Private
Investment
Companies
91,035
161
73,651
(73,651)
91,196
Total
$
94,704
$
(1,470)
$
73,849
$
(74,474)
$
92,609
T.
ROWE
PRICE
Global
Allocation
Fund
Investments
in
Securities
Value
(000s)
Valuation
Technique(s)+
Significant
Unobservable
Input(s)
Value
or
Range
of
Input(s)
Weighted
Average
of
Input(s)*
Impact
to
Valuation
from
an
Increase
in
Input**
Common
Stock
$
274
Recent
comparable
transaction
price(s)
—#
—#
—#
—#
Discount
for
lack
of
certainty
100%
100%
Decrease
Market
comparable
Enterprise
value
to
gross
profit
multiple
14.7x
14.7x
Increase
Enterprise
value
to
sales
multiple
4.8x
4.8x
Increase
Projected
enterprise
value
to
EBITDA
multiple
12.5x
12.5x
Increase
Enterprise
value
to
EBITDA
multiple
10.5x
10.5x
Increase
Segment-
based
price-
to-earnings
multiple
9.5x
–
36.8x
10.0x
Increase
Whole
company
price-to-
earnings
multiple
18.1x
18.1x
Increase
Discount
for
lack
of
marketability
10%
10%
Decrease
Expected
present
value
Discount
rate
for
cost
of
equity
20%
20%
Decrease
T.
ROWE
PRICE
Global
Allocation
Fund
#
No
quantitative
unobservable
inputs
significant
to
the
valuation
technique
were
created
by
the
fund’s
management.
*
Unobservable
inputs
were
weighted
by
the
relative
fair
value
of
the
instruments.
**
Represents
the
directional
change
in
the
fair
value
of
the
Level
3
investment(s)
that
would
have
resulted
from
an
increase
in
the
corresponding
input
at
period
end.
A
decrease
in
the
unobservable
input
would
have
had
the
opposite
effect.
Significant
increases
and
decreases
in
these
inputs
in
isolation
could
result
in
significantly
higher
or
lower
fair
value
measurements.
+
Valuation
techniques
may
change
in
order
to
reflect
management’s
judgment
of
current
market
participant
assumptions.
SUBSEQUENT
EVENT
In
February
2022,
Russian
forces
entered
Ukraine
and
commenced
an
armed
conflict.
Economic
sanctions
have
since
been
imposed
on
Russia
and
certain
of
its
citizens,
including
the
exclusion
of
Russia
from
the
SWIFT
global
payments
network.
As
a
result,
Russia’s
central
bank
closed
the
country’s
stock
market
on
February
28,
2022,
and
Russian-related
stocks
and
debt
and
the
Russian
ruble
have
since
suffered
significant
declines
in
value.
In
addition,
this
armed
conflict
and
the
related
sanctions
may
cause
significant
disruptions
to
global
business
activity
and
volatility
in
global
financial
markets.
The
duration
of
the
conflict
and
related
economic
sanctions
and
their
effects
Investments
in
Securities
Value
(000s)
Valuation
Technique(s)+
Significant
Unobservable
Input(s)
Value
or
Range
of
Input(s)
Weighted
Average
of
Input(s)*
Impact
to
Valuation
from
an
Increase
in
Input**
Convertible
Preferred
Stocks
$
1,139
Recent
comparable
transaction
price(s)
—#
—#
—#
—#
Market
comparable
Enterprise
value
to
sales
multiple
3.0x
–
4.2x
3.6x
Increase
Sales
growth
rate
18%
-
32%
25%
Increase
Discount
for
lack
of
marketability
10%
10%
Decrease
Private
Investment
Companies
$
91,196
Rollforward
of
Investee
NAV
Estimated
return
0.17%
0.17%
Increase
T.
ROWE
PRICE
Global
Allocation
Fund
on
the
financial
markets
cannot
be
determined
with
certainty.
The
fund’s
performance
could
be
negatively
impacted
if
the
value
of
a
portfolio
holding
were
harmed
by
such
events.
Management
is
actively
monitoring
these
events.
F154-054Q1
01/22