0001752724-22-214285.txt : 20220923
0001752724-22-214285.hdr.sgml : 20220923
20220923142525
ACCESSION NUMBER: 0001752724-22-214285
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220729
FILED AS OF DATE: 20220923
DATE AS OF CHANGE: 20220923
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: 221261941
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
2022-07-29
N
1053914209.05
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1046934338.39
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
1539288.71000000
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
6481.00000000
NS
USD
476483.12000000
0.045512225793
Long
EC
CORP
US
N
1
N
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
Wizz Air Holdings Plc
000000000
6121.00000000
NS
166226.47000000
0.015877449416
Long
EC
CORP
CH
N
2
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAH0
270000.00000000
PA
USD
261020.34000000
0.024931873034
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
1.12500000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
18161.00000000
NS
USD
1163030.44000000
0.111089148321
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
7973.00000000
NS
USD
1705743.62000000
0.162927469035
Long
EC
CORP
US
N
1
N
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
254000.00000000
NS
260728.96000000
0.024904041298
Long
EC
CORP
CN
N
2
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
14526.00000000
NS
113561.06000000
0.010847008817
Long
EC
CORP
GB
N
2
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
1130.00000000
NS
USD
1767568.60000000
0.168832804043
Long
EC
CORP
US
N
1
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
70000.00000000
PA
USD
66829.97000000
0.006383396508
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
3.63200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
2530000.00000000
PA
USD
2033882.81000000
0.194270331521
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
LYB INTERNATIONAL FINANC
549300ZSNDBYN4Z4VZ93
LYB International Finance II BV
50247WAB3
300000.00000000
PA
USD
290393.10000000
0.027737470188
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.50000000
N
N
N
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
457.00000000
NS
USD
47879.89000000
0.004573342209
Long
EC
CORP
US
N
1
N
N
N
Aedas Homes SA
9598005H67MP8U20RW81
Aedas Homes SA
000000000
15956.00000000
NS
273386.70000000
0.026113070321
Long
EC
CORP
ES
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SEK/USD FORWARD
000000000
1.00000000
NC
USD
-22274.13000000
-0.00212755749
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-17436200.00000000
SEK
1696118.01000000
USD
2022-08-31
-22274.13000000
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
381000.00000000
NS
6533984.94000000
0.624106469757
Long
EC
CORP
TW
N
2
N
N
N
Marcopolo SA
N/A
Marcopolo SA
000000000
212200.00000000
NS
102119.79000000
0.009754173328
Long
EP
CORP
BR
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
15789.00000000
NS
USD
2505714.30000000
0.239338247693
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
415961.36000000
PA
USD
424280.59000000
0.040525998091
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
Universal Robina Corp
N/A
Universal Robina Corp
000000000
121590.00000000
NS
244857.10000000
0.023388009259
Long
EC
CORP
PH
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
220000.00000000
PA
USD
209275.00000000
0.019989314737
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222401
8601.00000000
NS
USD
549259.86000000
0.052463639777
Long
EC
CORP
CA
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
1510000.00000000
PA
USD
1178507.81000000
0.112567499869
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Linea Directa Aseguradora SA C
95980079E2NBJT967T79
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros
000000000
47264.00000000
NS
52453.78000000
0.005010226341
Long
EC
CORP
ES
N
2
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
8900.00000000
NS
264501.59000000
0.025264391500
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
4965000.00000000
PA
USD
4615898.44000000
0.440896651369
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
295000.00000000
PA
USD
294416.79000000
0.028121800881
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
4510.00000000
NS
USD
740045.90000000
0.070686945003
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
21429.00000000
NS
USD
2024397.63000000
0.193364335829
Long
EC
CORP
US
N
1
N
N
N
GREE ELECTRIC APPLIANCES INC OF ZHUHAI
655600UY069MU9JRAN62
GREE ELECTRIC APPLIANCES INC OF ZHUHAI
000000000
42200.00000000
NS
208620.71000000
0.019926818936
Long
EC
CORP
CN
N
2
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
25392.00000000
NS
806851.62000000
0.077068025225
Long
EC
CORP
IN
N
2
N
N
N
Millicom International Cellula
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
6412.00000000
NS
100822.73000000
0.009630282081
Long
EC
CORP
LU
N
2
N
N
N
Idec Corp/Japan
N/A
Idec Corp/Japan
000000000
6300.00000000
NS
140583.80000000
0.013428139172
Long
EC
CORP
JP
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
9162.00000000
NS
USD
1638990.18000000
0.156551382441
Long
EC
CORP
US
N
1
N
N
N
WI INFL IDX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds - When Issued
912828ZZ6
1109050.14000000
PA
USD
1113902.23000000
0.106396570363
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
Media Do Co Ltd
N/A
Media Do Co Ltd
000000000
3400.00000000
NS
56371.82000000
0.005384465666
Long
EC
CORP
JP
N
2
N
N
N
Miura Co Ltd
N/A
Miura Co Ltd
000000000
12400.00000000
NS
298946.42000000
0.028554457432
Long
EC
CORP
JP
N
2
N
N
N
Takuma Co Ltd
N/A
Takuma Co Ltd
000000000
7000.00000000
NS
74057.93000000
0.007073789375
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
76427.00000000
NS
USD
3352852.49000000
0.320254324178
Long
EC
CORP
US
N
1
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
385000.00000000
PA
USD
327992.28000000
0.031328830087
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFL3
65000.00000000
PA
USD
61378.59000000
0.005862697186
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
2195.00000000
NS
280923.55000000
0.026832967426
Long
EC
CORP
AU
N
2
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBB3
200000.00000000
PA
USD
184118.14000000
0.017586407594
Long
DBT
CORP
CL
N
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
3900.00000000
NS
213310.78000000
0.020374800231
Long
EC
CORP
JP
N
2
N
N
N
Nextage Co Ltd
N/A
Nextage Co Ltd
000000000
16000.00000000
NS
353905.33000000
0.033803966210
Long
EC
CORP
JP
N
2
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
7227.00000000
NS
USD
273758.76000000
0.026148608366
Long
EC
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
17832.00000000
NS
USD
2956545.60000000
0.282400289262
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
5311.00000000
NS
320622.56000000
0.030624896733
Long
EC
CORP
GB
N
2
N
N
N
Sociedad Quimica y Minera de C
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833635105
2232.00000000
NS
USD
219561.84000000
0.020971882566
Long
EC
CORP
CL
N
1
N
N
N
T ROWE PRICE INSTITUTIONAL HIGH YIELD FUND
E81VH37I6Q4XM5FXIK06
T ROWE PR INST HI YLD
77958B204
2912046.57539600
NS
USD
22597481.43000000
2.158443046652
Long
EC
RF
US
N
1
N
N
N
KWEICHOW MOUTAI CO LTD
N/A
KWEICHOW MOUTAI CO LTD
000000000
560.00000000
NS
157813.52000000
0.015073869889
Long
EC
CORP
CN
N
2
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
10153.00000000
NS
480966.52000000
0.045940466595
Long
EC
CORP
GB
N
2
N
N
N
Kendrion NV
724500IGR5FBK0RLZI29
Kendrion NV
000000000
2120.00000000
NS
33389.72000000
0.003189285017
Long
EC
CORP
NL
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
24984.00000000
NS
2482748.77000000
0.237144649760
Long
EC
CORP
FR
N
2
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
488.00000000
NS
USD
67700.24000000
0.006466522065
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
1545000.00000000
PA
USD
1301179.69000000
0.124284746644
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CM8
163000.00000000
PA
USD
162656.72000000
0.015536477698
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
350000.00000000
PA
USD
295002.40000000
0.028177736576
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
Nihon M&A Center Holdings Inc
N/A
Nihon M&A Center Holdings Inc
000000000
2900.00000000
NS
38807.93000000
0.003706816041
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAA9
52193.65000000
PA
USD
51087.13000000
0.004879688068
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
2.41422000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AL3
155312.50000000
PA
USD
151462.49000000
0.014467238722
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
3.64914000
N
N
N
N
N
N
Challenger Ltd
529900ACCCAOHJ2V3169
Challenger Ltd
000000000
24701.00000000
NS
122017.07000000
0.011654701305
Long
EC
CORP
AU
N
2
N
N
N
Sarana Menara Nusantara Tbk PT
N/A
Sarana Menara Nusantara Tbk PT
000000000
2294300.00000000
NS
181799.16000000
0.017364905642
Long
EC
CORP
ID
N
2
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
145000.00000000
PA
USD
135510.04000000
0.012943508970
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
37746.00000000
NS
236439.41000000
0.022583976982
Long
EC
CORP
GB
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BJ9
300000.00000000
PA
USD
298907.70000000
0.028550759015
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.51900000
N
N
N
N
N
N
Rede D'Or Sao Luiz SA
N/A
Rede D'Or Sao Luiz SA
000000000
38111.00000000
NS
237986.59000000
0.022731758933
Long
EC
CORP
BR
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
18494.00000000
NS
493352.04000000
0.047123493987
Long
EC
CORP
GB
N
2
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
686.00000000
NS
74250.86000000
0.007092217465
Long
EC
CORP
FR
N
2
N
N
N
Qatar National Bank QPSC
549300FFSRVBS0SQXY75
Qatar National Bank QPSC
000000000
149731.00000000
NS
829351.91000000
0.079217184840
Long
EC
CORP
QA
N
2
N
N
N
Abcam PLC
213800B9N83DSNT33F79
Abcam PLC
000000000
20383.00000000
NS
304622.01000000
0.029096572614
Long
EC
CORP
GB
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
SEK/USD FORWARD
000000000
1.00000000
NC
USD
9234.16000000
0.000882019020
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-3500000.00000000
SEK
353982.03000000
USD
2022-08-19
9234.16000000
N
N
N
AIXTRON SE
5299004UJ4D51M25LD67
AIXTRON SE
000000000
8069.00000000
NS
208606.76000000
0.019925486475
Long
EC
CORP
DE
N
2
N
N
N
Renishaw PLC
21380048ADXM6Z67CT18
Renishaw PLC
000000000
3266.00000000
NS
173386.06000000
0.016561311788
Long
EC
CORP
GB
N
2
N
N
N
Nelnet Student Loan Trust
N/A
Nelnet Student Loan Trust 2021-C
64035GAB5
216539.52000000
PA
USD
198323.54000000
0.018943264417
Long
ABS-O
CORP
US
N
2
2062-04-20
Fixed
1.32000000
N
N
N
N
N
N
BYTEDANCE LTD CVT PFD SR E PP
N/A
BYTEDANCE LTD CVT PFD SR E PP
000000000
1944.00000000
NS
USD
285068.16000000
0.027228848032
Long
EP
CORP
US
Y
3
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd
26252VAS0
250000.00000000
PA
USD
240596.90000000
0.022981087846
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
2.59800000
N
N
N
N
N
N
EATON VANCE CORP
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AD5
15000.00000000
PA
USD
15032.12000000
0.001435822615
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.62500000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
4016.00000000
NS
USD
258750.88000000
0.024715101082
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
5120.00000000
NS
178363.36000000
0.017036728423
Long
EC
CORP
CA
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
410000.00000000
PA
USD
410566.21000000
0.039216042013
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
DKSH Holding AG
549300HUUUNHO6FJUS42
DKSH Holding AG
000000000
2791.00000000
NS
229416.02000000
0.021913124021
Long
EC
CORP
CH
N
2
N
N
N
Hikari Tsushin Inc
3538001SOIIV8U3OXH94
Hikari Tsushin Inc
000000000
5100.00000000
NS
561959.99000000
0.053676717764
Long
EC
CORP
JP
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-75137.60000000
-0.00717691618
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-6636400.00000000
GBP
8012713.04000000
USD
2022-08-31
-75137.60000000
N
N
N
Beijer Ref AB
549300PZZEUVH08H4G75
Beijer Ref AB
000000000
5649.00000000
NS
89609.10000000
0.008559190076
Long
EC
CORP
SE
N
2
N
N
N
SHENZHEN MEGMEET ELECTRICAL CO LTD
N/A
SHENZHEN MEGMEET ELECTRICAL CO LTD
000000000
45000.00000000
NS
198883.90000000
0.018996788309
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
167074.71000000
PA
USD
166239.25000000
0.015878670123
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
3.51422000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAK0
25000.00000000
PA
USD
25071.95000000
0.002394796796
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NZD/USD FORWARD
000000000
1.00000000
NC
USD
-733.96000000
-0.00007010563
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-114000.00000000
NZD
70921.02000000
USD
2022-10-21
-733.96000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
553586.14000000
PA
USD
560505.97000000
0.053537834174
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAE4
85000.00000000
PA
USD
84405.41000000
0.008062149354
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.75300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
120000.00000000
PA
USD
121800.00000000
0.011633967435
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
88890.65000000
PA
USD
80596.81000000
0.007698363406
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
75000.00000000
PA
USD
74625.00000000
0.007127954186
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VAY6
15000.00000000
PA
USD
15204.93000000
0.001452328903
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
3.98500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
120000.00000000
PA
USD
107887.50000000
0.010305087534
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
600.00000000
NS
363354.50000000
0.034706522336
Long
EC
CORP
JP
N
2
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BV6
10000.00000000
PA
USD
9824.79000000
0.000938434211
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-22821.40000000
-0.00217983107
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
-5765900.00000000
AUD
4008182.68000000
USD
2022-08-31
-22821.40000000
N
N
N
Takeuchi Manufacturing Co Ltd
N/A
Takeuchi Manufacturing Co Ltd
000000000
3900.00000000
NS
75367.29000000
0.007198855480
Long
EC
CORP
JP
N
2
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
8500.00000000
NS
497589.46000000
0.047528239523
Long
EC
CORP
JP
N
2
N
N
N
Funding Circle Holdings PLC
2138003EK6UAINBBUS19
Funding Circle Holdings PLC
000000000
79326.00000000
NS
35991.55000000
0.003437803946
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
990000.00000000
PA
USD
667012.50000000
0.063711015633
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
15502.00000000
NS
USD
2852678.04000000
0.272479174232
Long
EC
CORP
US
N
1
N
N
N
WEG SA
N/A
WEG SA
000000000
15000.00000000
NS
81463.44000000
0.007781141282
Long
EC
CORP
BR
N
2
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
162271.00000000
NS
313623.09000000
0.029956328539
Long
EC
CORP
IN
N
2
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
5847.00000000
NS
USD
138223.08000000
0.013202650341
Long
EC
CORP
US
N
1
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR
01609W102
18194.00000000
NS
USD
1625997.78000000
0.155310387707
Long
EC
CORP
CN
N
1
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
2035028.10340700
NS
USD
19638021.20000000
1.875764360752
Long
EC
RF
US
N
1
N
N
N
Spin Master Corp
N/A
Spin Master Corp
848510103
7522.00000000
NS
280367.86000000
0.026779889599
Long
EC
CORP
CA
N
2
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
30417.00000000
NS
577230.38000000
0.055135299209
Long
EC
CORP
GB
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SM1
260171.48000000
PA
USD
222812.48000000
0.021282373863
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDM3
105000.00000000
PA
USD
101454.18000000
0.009690596275
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.55000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828S50
1423278.08000000
PA
USD
1441291.44000000
0.137667797028
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
110000.00000000
PA
USD
109511.60000000
0.010460216652
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
Sumitomo Densetsu Co Ltd
3538004TJPF8WYKHK431
Sumitomo Densetsu Co Ltd
000000000
12800.00000000
NS
256890.76000000
0.024537428048
Long
EC
CORP
JP
N
2
N
N
N
XP Inc
5493008KDA8NBZRJST80
XP Inc
000000000
37749.00000000
NS
USD
796503.90000000
0.076079642322
Long
EC
CORP
BR
N
1
N
N
N
EDP - Energias do Brasil SA
529900MT3VH5D7T9FR43
EDP - Energias do Brasil SA
000000000
22868.00000000
NS
95465.65000000
0.009118590010
Long
EC
CORP
BR
N
2
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
000000000
3792.00000000
NS
54063.72000000
0.005164002938
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
5915000.00000000
PA
USD
5388195.31000000
0.514664111436
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Grupo Financiero Banorte SAB d
N/A
Grupo Financiero Banorte SAB de CV
000000000
106000.00000000
NS
604109.78000000
0.057702738161
Long
EC
CORP
MX
N
2
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
5100.00000000
NS
233553.83000000
0.022308355112
Long
EC
CORP
JP
N
2
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
11061.00000000
NS
242858.99000000
0.023197155838
Long
EC
CORP
GB
N
2
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
9300.00000000
NS
182116.90000000
0.017395255205
Long
EC
CORP
JP
N
2
N
N
N
Astral Ltd
3358007M1SKFTVDRMC40
Astral Ltd
000000000
8590.00000000
NS
197705.94000000
0.018884273134
Long
EC
CORP
IN
N
2
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526DM2
20000.00000000
PA
USD
20000.00000000
0.001910339480
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
Samsonite International SA
000000000
60300.00000000
NS
126485.80000000
0.012081540872
Long
EC
CORP
US
N
2
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
2020.00000000
NS
133074.96000000
0.012710917496
Long
EC
CORP
NZ
N
2
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
300.00000000
NS
147850.98000000
0.014122278215
Long
EC
CORP
JP
N
2
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
3209.00000000
NS
171081.51000000
0.016341188145
Long
EC
CORP
CA
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
24304.05000000
0.002321449312
Long
EP
CORP
US
Y
3
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
6815.00000000
NS
USD
4078164.15000000
0.389533899162
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
70000.00000000
PA
USD
70070.56000000
0.006692927859
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
3355.00000000
NS
479841.14000000
0.045832973702
Long
EC
CORP
FR
N
2
N
N
N
Horiba Ltd
529900OOTWPYSNW0EC84
Horiba Ltd
000000000
2300.00000000
NS
113369.53000000
0.010828714451
Long
EC
CORP
JP
N
2
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AS4
50000.00000000
PA
USD
50974.45000000
0.004868925216
Long
DBT
CORP
US
N
2
2035-04-27
Fixed
4.85400000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
13896.00000000
NS
713289.12000000
0.068131218343
Long
EC
CORP
FR
N
2
N
N
N
T ROWE PRICE INSTITUTIONAL FLOATING RATE FUND
863VOPTBPYYVTH00FU88
T ROWE PR INST FLOAT RT
77958B402
2072708.52890300
NS
USD
19214008.06000000
1.835263908675
Long
EC
RF
US
N
1
N
N
N
Ascential PLC
213800VDXQDA7KD2IQ21
Ascential PLC
000000000
221811.00000000
NS
793025.54000000
0.075747399900
Long
EC
CORP
GB
N
2
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
1401.00000000
NS
USD
750207.48000000
0.071657548376
Long
EC
CORP
US
N
1
N
N
N
London Stock Exchange Group PL
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
9373.00000000
NS
914736.28000000
0.087372841491
Long
EC
CORP
GB
N
2
N
N
N
Fujitec Co Ltd
353800YTI2P5MIZAV086
Fujitec Co Ltd
000000000
14300.00000000
NS
306962.04000000
0.029320085199
Long
EC
CORP
JP
N
2
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
8744.00000000
NS
USD
2012606.48000000
0.192238080861
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
105000.00000000
PA
USD
102288.18000000
0.009770257431
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
2169.00000000
NS
USD
1045458.00000000
0.099858984624
Long
EC
CORP
US
N
1
N
N
N
Hino Motors Ltd
3538009ZU0PHKNHJM202
Hino Motors Ltd
433406105
44700.00000000
NS
232315.60000000
0.022190083129
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
235000.00000000
PA
USD
213705.71000000
0.020412522749
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
Evotec SE
529900F9KI6OYITO9B12
Evotec SE
000000000
21747.00000000
NS
565013.31000000
0.053968361651
Long
EC
CORP
DE
N
2
N
N
N
GLODON CO LTD
N/A
GLODON CO LTD
000000000
29500.00000000
NS
203256.46000000
0.019414442009
Long
EC
CORP
CN
N
2
N
N
N
JASON FURNITURE HANGZHOU CO LT
N/A
Jason Furniture Hangzhou Co Ltd
000000000
30794.00000000
NS
211396.99000000
0.020192000801
Long
EC
CORP
CN
N
2
N
N
N
CreditAccess Grameen Ltd
335800YHFDVKKBDQMK23
CreditAccess Grameen Ltd
000000000
8376.00000000
NS
111729.65000000
0.010672078076
Long
EC
CORP
IN
N
2
N
N
N
Tikehau Capital SCA
969500BY8TEU16U3SJ94
Tikehau Capital SCA
000000000
5484.00000000
NS
135680.58000000
0.012959798434
Long
EC
CORP
FR
N
2
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
160000.00000000
PA
USD
147300.96000000
0.014069741969
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88200000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAB8
45000.00000000
PA
USD
44959.01000000
0.004294348590
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
48700.00000000
NS
1092504.32000000
0.104352706749
Long
EC
CORP
CN
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
850.00000000
NS
486617.75000000
0.046480254984
Long
EC
CORP
FR
N
2
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDY4
260000.00000000
PA
USD
246989.60000000
0.023591699206
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
ALS Ltd
549300RYCQ8DMIO2J661
ALS Ltd
000000000
32801.00000000
NS
269408.79000000
0.025733112395
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAG9
155000.00000000
PA
USD
151784.04000000
0.014497952205
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.06800000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1904.00000000
NS
USD
621484.64000000
0.059362332212
Long
EC
CORP
US
N
1
N
N
N
BEIJING ENT
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
30500.00000000
NS
97751.95000000
0.009336970468
Long
EC
CORP
HK
N
2
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
183000.00000000
PA
USD
181907.86000000
0.017375288337
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
21748.00000000
NS
509696.10000000
0.048684629141
Long
EC
CORP
GB
N
2
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
10749.00000000
NS
USD
1070815.38000000
0.102281044831
Long
EC
CORP
US
N
1
N
N
N
HONGFA TECHNOLOGY CO LTD
N/A
HONGFA TECHNOLOGY CO LTD
000000000
81900.00000000
NS
499962.23000000
0.047754879333
Long
EC
CORP
CN
N
2
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX Group Ltd
87262K105
3361.00000000
NS
344853.22000000
0.032939336055
Long
EC
CORP
CA
N
2
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
41900.00000000
NS
634156.94000000
0.060572751962
Long
EC
CORP
JP
N
2
N
N
N
Downer EDI Ltd
254900DIW3F7OMWAO951
Downer EDI Ltd
000000000
44166.00000000
NS
171945.13000000
0.016423678514
Long
EC
CORP
AU
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BA9
10000.00000000
PA
USD
9994.73000000
0.000954666365
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
3.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
2145000.00000000
PA
USD
1904357.81000000
0.181898495461
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
2411.00000000
NS
USD
458692.75000000
0.043812943484
Long
EC
CORP
US
N
1
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
21900.00000000
NS
384834.11000000
0.036758189686
Long
EC
CORP
JP
N
2
N
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
1800.00000000
NS
149585.32000000
0.014287937124
Long
EC
CORP
JP
N
2
N
N
N
Keywords Studios PLC
2138007VR9ZYCWS7VE12
Keywords Studios PLC
000000000
11295.00000000
NS
347252.28000000
0.033168487006
Long
EC
CORP
IE
N
2
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
23.00000000
NS
USD
8032.75000000
0.000767263973
Long
EC
CORP
US
N
1
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
16000.00000000
NS
368641.36000000
0.035211507205
Long
EC
CORP
TW
N
2
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAC8
255000.00000000
PA
USD
242822.25000000
0.023193646544
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
3.09996200
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAG2
110000.00000000
PA
USD
101913.23000000
0.009734443342
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
3.98400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
26.00000000
NC
USD
80164.08000000
0.007657030346
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
2022-09-21
3663835.92000000
USD
80164.08000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
135000.00000000
PA
USD
125978.76000000
0.012033109945
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97100000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106B101
1730.00000000
NS
USD
230730.10000000
0.022038640967
Long
EC
CORP
US
N
1
N
N
N
Indra Sistemas SA
95980020140005308793
Indra Sistemas SA
000000000
8258.00000000
NS
75541.75000000
0.007215519372
Long
EC
CORP
ES
N
2
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
12913.00000000
NS
USD
215388.84000000
0.020573290234
Long
EC
CORP
US
N
1
N
N
N
SHENZHOU INTL
529900B4W41TCUKJFM73
Shenzhou International Group Holdings Ltd
000000000
16100.00000000
NS
169342.39000000
0.016175072666
Long
EC
CORP
CN
N
2
N
N
N
MARYLAND ST HLTH & HGR EDUCTNL
N/A
Maryland Health & Higher Educational Facilities Authority
574218NF6
20000.00000000
PA
USD
20643.83000000
0.001971836173
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.66500000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
200000.00000000
PA
USD
196250.00000000
0.018745206151
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AL5
105000.00000000
PA
USD
89546.94000000
0.008553252741
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.20000000
N
N
N
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier Inc
754907103
3233.00000000
NS
USD
122045.75000000
0.011657440731
Long
EC
CORP
US
N
1
N
N
N
Intermediate Capital Group PLC
549300OGASR5WRKJ8R68
Intermediate Capital Group PLC
000000000
17189.00000000
NS
320428.18000000
0.030606330144
Long
EC
CORP
GB
N
2
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
107000.00000000
PA
USD
107431.53000000
0.010261534659
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
12598.00000000
NS
USD
2004341.80000000
0.191448663636
Long
EC
CORP
US
N
1
N
N
N
Sanwa Holdings Corp
5299003X6BCA4ROO5A70
Sanwa Holdings Corp
000000000
9700.00000000
NS
104785.50000000
0.010008793881
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
4305.00000000
NS
689442.29000000
0.065853441301
Long
EC
CORP
NL
N
2
N
N
N
SHENZHEN INOVANCE TECHNOLOGY CO LTD
N/A
SHENZHEN INOVANCE TECHNOLOGY CO LTD
000000000
56548.00000000
NS
555530.62000000
0.053062603797
Long
EC
CORP
CN
N
2
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
337400.00000000
NS
934238.93000000
0.089235675604
Long
EC
CORP
HK
N
2
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
420000.00000000
PA
USD
408823.80000000
0.039049612283
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
2.00000000
NC
USD
278.24000000
0.000026576642
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
2022-09-21
316346.76000000
USD
278.24000000
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAL6
15000.00000000
PA
USD
14907.74000000
0.001423942214
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
Aritzia Inc
549300U83HKFRL1EX527
Aritzia Inc
04045U102
5391.00000000
NS
170080.36000000
0.016245561327
Long
EC
CORP
CA
N
2
N
N
N
Federal Realty OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313745101
605.00000000
NS
USD
63894.05000000
0.006102966313
Long
EC
CORP
US
N
1
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAS1
160000.00000000
PA
USD
135843.36000000
0.012975346687
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
63237.00000000
NS
USD
10276644.87000000
0.981594021054
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
5445.00000000
NS
453306.11000000
0.043298427931
Long
EC
CORP
GB
N
2
N
N
N
Ninety One PLC
549300G0TJCT3K15ZG14
Ninety One PLC
000000000
12403.00000000
NS
30887.51000000
0.002950281490
Long
EC
CORP
GB
N
2
N
N
N
Helios Towers PLC
213800DGC7GS4XCHCU30
Helios Towers PLC
000000000
104800.00000000
NS
184253.12000000
0.017599300476
Long
EC
CORP
GB
N
2
N
N
Silergy Corp
N/A
Silergy Corp
000000000
14000.00000000
NS
262001.16000000
0.025025557992
Long
EC
CORP
CN
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
125000.00000000
PA
USD
106898.50000000
0.010210621247
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAC7
110000.00000000
PA
USD
103917.19000000
0.009925855537
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
3.49900000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XMZ4
91314.41000000
PA
USD
90750.95000000
0.008668256133
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
3.35900000
N
N
N
N
N
N
SHANDONG PHARMACEUTICAL GLASS CO LTD
N/A
SHANDONG PHARMACEUTICAL GLASS CO LTD
000000000
42400.00000000
NS
165182.21000000
0.015777704861
Long
EC
CORP
CN
N
2
N
N
N
Zealand Pharma A/S
549300ITBB1ULBL4CZ12
Zealand Pharma A/S
000000000
6102.00000000
NS
110052.38000000
0.010511870321
Long
EC
CORP
DK
N
2
N
N
N
TCS Group Holding PLC
549300XQRN9MR54V1W18
TCS Group Holding PLC
87238U203
584.00000000
NS
USD
0.06000000
0.000000005731
Long
EC
CORP
CY
N
3
N
N
N
Watches of Switzerland Group P
2138008ZOT5K9PJW7168
Watches of Switzerland Group PLC
000000000
20199.00000000
NS
218963.32000000
0.020914713747
Long
EC
CORP
GB
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAJ9
194095.91000000
PA
USD
179337.05000000
0.017129732345
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Adesso SE
529900KOICE97ZSA1O52
Adesso SE
000000000
305.00000000
NS
52842.89000000
0.005047392951
Long
EC
CORP
DE
N
2
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VBB2
20000.00000000
PA
USD
19843.04000000
0.001895347136
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
7421.00000000
NS
USD
770745.06000000
0.073619235871
Long
EC
CORP
US
N
1
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
2800.00000000
NS
36498.57000000
0.003486232962
Long
EC
CORP
JP
N
2
N
N
N
Saigon Beer Alcohol Beverage C
N/A
Saigon Beer Alcohol Beverage Corp
000000000
23200.00000000
NS
179024.53000000
0.017099881380
Long
EC
CORP
VN
N
2
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
335000.00000000
PA
USD
320732.02000000
0.030635352021
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
400000.00000000
PA
USD
394227.20000000
0.037655389220
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
49766.00000000
NS
638058.08000000
0.060945377050
Long
EC
CORP
GB
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
23435.72000000
PA
USD
23291.64000000
0.002224746972
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
10400.00000000
NS
245182.37000000
0.023419078065
Long
EC
CORP
JP
N
2
N
N
N
Cairn Homes PLC
635400DPX6WP2KKDOA83
Cairn Homes PLC
000000000
140816.00000000
NS
157479.92000000
0.015042005427
Long
EC
CORP
IE
N
2
N
N
N
Stroeer SE & Co KGaA
529900MBF3N1ATE55378
Stroeer SE & Co KGaA
000000000
2360.00000000
NS
103221.25000000
0.009859381454
Long
EC
CORP
DE
N
2
N
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
45104G104
7854.00000000
NS
USD
163206.12000000
0.015588954723
Long
EC
CORP
IN
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
4725.00000000
NS
USD
1127337.75000000
0.107679890577
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
43339.04000000
PA
USD
40411.47000000
0.003859981330
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
100000.00000000
PA
USD
92840.70000000
0.008867862729
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAU4
46018.44000000
PA
USD
45567.13000000
0.004352434372
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
150000.00000000
PA
USD
146630.10000000
0.014005663452
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
50000.00000000
PA
USD
50684.75000000
0.004841253948
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CHINA OVERSEAS
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
306000.00000000
NS
845607.02000000
0.080769823759
Long
EC
CORP
HK
N
2
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
7083.00000000
NS
84550.75000000
0.008076031791
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
65000.00000000
PA
USD
64959.97000000
0.006204779766
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAF3
155000.00000000
PA
USD
135043.04000000
0.012898902543
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
2.33000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBF0
20000.00000000
PA
USD
18574.14000000
0.001774145647
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
4.85000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
2700.00000000
NS
USD
380970.00000000
0.036389101592
Long
EC
CORP
US
N
1
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
9726.00000000
NS
131206.35000000
0.012532433524
Long
EC
CORP
BR
N
2
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
98700.00000000
NS
556124.39000000
0.053119318911
Long
EC
CORP
JP
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
72.00000000
NC
USD
411421.74000000
0.039297759650
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-09-16
14469178.27000000
USD
411421.74000000
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
4251.00000000
NS
166569.71000000
0.015910234662
Long
EC
CORP
GB
N
2
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
4141.00000000
NS
USD
911392.69000000
0.087053471892
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
1607.00000000
NS
USD
145272.80000000
0.013876018263
Long
EC
CORP
US
N
1
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
8654.00000000
NS
USD
252264.10000000
0.024095503485
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-435.34000000
-0.00004158235
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-103000.00000000
AUD
71617.12000000
USD
2022-10-21
-435.34000000
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
6400.00000000
NS
222504.60000000
0.021252966097
Long
EC
CORP
JP
N
2
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAD6
75000.00000000
PA
USD
75642.08000000
0.007225102590
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AT8
15000.00000000
PA
USD
14127.09000000
0.001349376888
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
205000.00000000
PA
USD
200935.47000000
0.019192748067
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
272.00000000
NS
USD
115733.28000000
0.011054492698
Long
EC
CORP
US
N
1
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
18000.00000000
NS
418297.69000000
0.039954529588
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
435000.00000000
PA
USD
412706.25000000
0.039420452158
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
14902.00000000
NS
666553.60000000
0.063667182893
Long
EC
CORP
ES
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
11049.00000000
NS
522035.71000000
0.049863271349
Long
EC
CORP
FR
N
2
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
6593.00000000
NS
USD
1009849.81000000
0.096457798065
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
610000.00000000
PA
USD
590270.31000000
0.056380833864
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
473357.06600000
PA
USD
476685.36000000
0.045531543146
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
000000000
135560.00000000
NS
717450.89000000
0.068528738020
Long
EC
CORP
AE
N
2
N
N
N
FPT Corp
N/A
FPT Corp
000000000
119232.00000000
NS
438774.12000000
0.041910376220
Long
EC
CORP
VN
N
2
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
483.00000000
NS
USD
88678.80000000
0.008470330635
Long
EC
CORP
US
N
1
N
N
N
Karora Resources Inc
549300S6PWY0YYVHMC70
Karora Resources Inc
48575L206
38709.00000000
NS
101265.20000000
0.009672545477
Long
EC
CORP
CA
N
2
N
N
N
Nifco Inc/Japan
353800JMDOH68J9I5140
Nifco Inc/Japan
654101104
4400.00000000
NS
106780.48000000
0.010199348333
Long
EC
CORP
JP
N
2
N
N
N
Torrent Pharmaceuticals Ltd
335800NA6HK275RIJE13
Torrent Pharmaceuticals Ltd
000000000
11168.00000000
NS
215226.95000000
0.020557826991
Long
EC
CORP
IN
N
2
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
24000.00000000
NS
234434.32000000
0.022392456852
Long
EC
CORP
CN
N
2
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
157000.00000000
NS
898814.60000000
0.085852050796
Long
EC
CORP
CN
N
2
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-3
362590AG6
90000.00000000
PA
USD
85996.14000000
0.008214091070
Long
ABS-O
CORP
US
N
2
2027-09-16
Fixed
1.91000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
964.00000000
NS
USD
678405.36000000
0.064799227145
Long
EC
CORP
US
N
1
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412F7Y7
15000.00000000
PA
USD
17116.61000000
0.001634926792
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAE9
75000.00000000
PA
USD
74399.02000000
0.007106369260
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
3.76700000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/GBP FORWARD
000000000
1.00000000
NC
USD
7841.75000000
0.000749020231
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-249128.30000000
GBP
311374.29000000
USD
2022-08-19
7841.75000000
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
0.003489733659
Long
EP
CORP
US
Y
3
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
150000.00000000
PA
USD
149232.00000000
0.014254189066
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-121.00000000
NC
USD
-2700720.00000000
-0.25796460207
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
3925.00000000
USD
2022-08-19
XXXX
-1177340.89000000
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
153546.00000000
NS
774066.54000000
0.073936493590
Long
EC
CORP
IT
N
2
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
1735.00000000
NS
USD
343963.75000000
0.032854376572
Long
EC
CORP
US
N
1
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
4900.00000000
NS
USD
240149.00000000
0.022938305793
Long
EC
CORP
CN
N
1
N
N
N
Kansai Paint Co Ltd
549300ERRV6FTKH9NN70
Kansai Paint Co Ltd
000000000
18000.00000000
NS
258842.53000000
0.024723855213
Long
EC
CORP
JP
N
2
N
N
N
FSN E-Commerce Ventures Ltd
335800X5BJYC18NHDQ91
FSN E-Commerce Ventures Ltd
000000000
3912.00000000
NS
69409.25000000
0.006629761528
Long
EC
CORP
IN
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
9045.75000000
0.000864022667
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-298282.31000000
EUR
314345.98000000
USD
2022-08-19
9045.75000000
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
10400.00000000
NS
472585.31000000
0.045139918777
Long
EC
CORP
JP
N
2
N
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO Copper Corp
296006109
2780.00000000
NS
27505.84000000
0.002627274604
Long
EC
CORP
CA
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTA7
140152.85000000
PA
USD
139452.10000000
0.013320042612
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
3.61422000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
14391.00000000
NS
USD
1169412.66000000
0.111698758663
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-8532.42000000
-0.00081499093
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-298941.58000000
USD
238357.12000000
GBP
2022-08-19
-8532.42000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
24754.95000000
PA
USD
24268.19000000
0.002318024073
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RR1
311759.94600000
PA
USD
319115.53000000
0.030480949788
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1.00000000
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
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
268.00000000
NS
USD
65475.08000000
0.006253981515
Long
EC
CORP
US
N
1
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
1700.00000000
NS
258109.02000000
0.024653792557
Long
EC
CORP
JP
N
2
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAR5
205000.00000000
PA
USD
200923.99000000
0.019191651532
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
1.08200000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEQ0
520000.00000000
PA
USD
518537.50000000
0.049529132915
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
Alamo Group Inc
54930080C93RVZRSDV26
Alamo Group Inc
011311107
215.00000000
NS
USD
27823.15000000
0.002657583095
Long
EC
CORP
US
N
1
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
37110.00000000
NS
411990.51000000
0.039352086839
Long
EC
CORP
IT
N
2
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
362.00000000
NS
USD
101711.14000000
0.009715140316
Long
EC
CORP
US
N
1
N
N
N
B3 SA - Brasil Bolsa Balcao
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
000000000
390600.00000000
NS
837954.43000000
0.080038871519
Long
EC
CORP
BR
N
2
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-4983.83000000
-0.00047604036
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-159791.43000000
USD
151249.04000000
EUR
2022-08-19
-4983.83000000
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
42138.32000000
0.004024924816
Long
EP
CORP
US
Y
3
N
N
N
Voltas Ltd
335800VVTQSSZ7NV7F51
Voltas Ltd
000000000
60978.00000000
NS
773110.54000000
0.073845179363
Long
EC
CORP
IN
N
2
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAC1
60460.53000000
PA
USD
59642.19000000
0.005696841512
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.96400000
N
N
N
N
N
N
Majorel Group Luxembourg SA
529900M90DFPXG97IJ03
Majorel Group Luxembourg SA
000000000
7618.00000000
NS
178522.32000000
0.017051911801
Long
EC
CORP
LU
N
2
N
N
N
YANTAI JEREH OILFIELD SERVICES GROUP CO LTD
300300QPHWK638H2EU20
YANTAI JEREH OILFIELD SERVICES GROUP CO LTD
000000000
17900.00000000
NS
95508.92000000
0.009122723030
Long
EC
CORP
CN
N
2
N
N
N
Nam Long Investment Corp
N/A
Nam Long Investment Corp
000000000
42466.00000000
NS
71496.29000000
0.006829109274
Long
EC
CORP
VN
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QT8
290000.00000000
PA
USD
286012.50000000
0.027319048531
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
Mitsui Fudosan Logistics Park
353800DN63EIYS760S59
Mitsui Fudosan Logistics Park Inc
000000000
14.00000000
NS
54985.50000000
0.005252048574
Long
EC
CORP
JP
N
2
N
N
N
Vietnam Engine & Agricultural
N/A
Vietnam Engine & Agricultural Machinery Corp
000000000
32700.00000000
NS
62345.76000000
0.005955078338
Long
EC
CORP
VN
N
2
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
26600.00000000
NS
203335.02000000
0.019421945822
Long
EC
CORP
JP
N
2
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
13000.00000000
PA
USD
13584.71000000
0.001297570392
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AJ1
149000.00000000
PA
USD
122552.50000000
0.011705843958
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25000000
N
N
N
N
N
N
Tata Consultancy Services Ltd
335800ZJKU9GPQRE2U66
Tata Consultancy Services Ltd
000000000
4068.00000000
NS
170164.70000000
0.016253617228
Long
EC
CORP
IN
N
2
N
N
N
Asia Commercial Bank JSC
5493001VSLUXY7LJS086
Asia Commercial Bank JSC
000000000
165193.00000000
NS
185486.01000000
0.017717062398
Long
EC
CORP
VN
N
2
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
60000.00000000
PA
USD
54877.26000000
0.005241709817
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
CANCOM SE
391200T4AUN1BPBXAO14
CANCOM SE
000000000
2748.00000000
NS
93939.98000000
0.008972862629
Long
EC
CORP
DE
N
2
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UU7
270000.00000000
PA
USD
267703.11000000
0.025570191002
Long
DBT
NUSS
CA
N
2
2024-04-16
Fixed
2.60000000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493002Y0IYARJVQ5N24
T. ROWE PRICE GOVERNMENT RESERVE FUND
76105Y109
687526.58000000
NS
USD
687526.58000000
0.065670458479
Long
STIV
RF
US
N
1
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DJ4
10000.00000000
PA
USD
9723.91000000
0.000928798458
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.75000000
N
N
N
N
N
N
De' Longhi SpA
8156000E09A52C4F8A38
De' Longhi SpA
000000000
11571.00000000
NS
220076.04000000
0.021020997394
Long
EC
CORP
IT
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBW5
25023.57000000
PA
USD
24890.36000000
0.002377451869
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Fixed
2.95200000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/GBP FORWARD
000000000
1.00000000
NC
USD
86.81000000
0.000008291828
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-35630.36000000
GBP
43498.07000000
USD
2022-08-19
86.81000000
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
13600.00000000
NS
794385.69000000
0.075877317313
Long
EC
CORP
JP
N
2
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
23079.00000000
NS
1065552.92000000
0.101778390575
Long
EC
CORP
AT
N
2
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAG8
50000.00000000
PA
USD
47336.02000000
0.004521393392
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
4.15900000
N
N
N
N
N
N
boohoo Group PLC
213800SZF3KFCECWY243
boohoo Group PLC
000000000
42013.00000000
NS
34330.04000000
0.003279101538
Long
EC
CORP
GB
N
2
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
35000.00000000
PA
USD
34947.43000000
0.003338072763
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SEK/USD FORWARD
000000000
1.00000000
NC
USD
-4240.11000000
-0.00040500247
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-97814.53000000
USD
950000.00000000
SEK
2022-08-19
-4240.11000000
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
95000.00000000
PA
USD
94577.16000000
0.009033724134
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
Taiheiyo Cement Corp
N/A
Taiheiyo Cement Corp
000000000
17200.00000000
NS
258052.70000000
0.024648413041
Long
EC
CORP
JP
N
2
N
N
N
Terreno Realty Corp
N/A
Terreno Realty Corp
88146M101
4086.00000000
NS
USD
255987.90000000
0.024451189593
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
23012.00000000
NS
USD
2431908.16000000
0.232288508536
Long
EC
CORP
US
N
1
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
25100.00000000
NS
373493.94000000
0.035675010963
Long
EC
CORP
JP
N
2
N
N
N
Trelleborg AB
213800XY16PAWG2PAD14
Trelleborg AB
000000000
5243.00000000
NS
128823.42000000
0.012304823261
Long
EC
CORP
SE
N
2
N
N
N
JMDC Inc
N/A
JMDC Inc
000000000
2500.00000000
NS
124404.19000000
0.011882711784
Long
EC
CORP
JP
N
2
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
100000.00000000
PA
USD
92783.28000000
0.008862378145
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
11868.00000000
NS
USD
1291713.12000000
0.123380528523
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B7EZ8
3665.14000000
PA
USD
3661.01000000
0.000349688597
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
2.77700000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
540.00000000
NS
USD
134044.20000000
0.012803496368
Long
EC
CORP
US
N
1
N
N
N
SUNNY OPTICAL
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co Ltd
000000000
22200.00000000
NS
300335.00000000
0.028687090392
Long
EC
CORP
CN
N
2
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
30100.00000000
NS
423204.72000000
0.040423234245
Long
EC
CORP
JP
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BK9
80000.00000000
PA
USD
74056.32000000
0.007073635593
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.12500000
N
N
N
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A/S
000000000
4208.00000000
NS
47841.74000000
0.004569698236
Long
EC
CORP
DK
N
2
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
360.00000000
NS
797638.71000000
0.076188035939
Long
EC
CORP
CH
N
2
N
N
N
CENTRA HEALTH INC
549300Q8RNBDU210L043
Centra Health Inc
15236AAA9
385000.00000000
PA
USD
367813.99000000
0.035132479326
Long
DBT
CORP
US
N
2
2048-01-01
Fixed
4.70000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
31000.00000000
PA
USD
30845.00000000
0.002946221063
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
Liberty Energy Inc
N/A
Liberty Energy Inc
53115L104
2427.00000000
NS
USD
34463.40000000
0.003291839682
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
3099.00000000
NS
426057.99000000
0.040695769961
Long
EC
CORP
FR
N
2
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
1271.00000000
NS
USD
143648.42000000
0.013720862401
Long
EC
CORP
SE
N
1
N
N
N
Bakkafrost P/F
2138007LH7OP4V112978
Bakkafrost P/F
000000000
1230.00000000
NS
85750.38000000
0.008190616818
Long
EC
CORP
FO
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
3717.00000000
NS
120720.86000000
0.011530891248
Long
EC
CORP
NL
N
2
N
N
N
Phu Nhuan Jewelry JSC
N/A
Phu Nhuan Jewelry JSC
000000000
27600.00000000
NS
137542.15000000
0.013137609968
Long
EC
CORP
VN
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
1761.00000000
NS
USD
1011588.84000000
0.096623904948
Long
EC
CORP
NL
N
1
N
N
N
Fabege AB
549300JNPI46XNH0PM97
Fabege AB
000000000
6767.00000000
NS
69462.04000000
0.006634803870
Long
EC
CORP
SE
N
2
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
11415.00000000
NS
USD
1268206.50000000
0.121135247311
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
2378.00000000
NS
USD
124257.04000000
0.011868656461
Long
EP
CORP
US
N
2
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
21010.22000000
PA
USD
18331.42000000
0.001750961767
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.70000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
130000.00000000
PA
USD
119411.63000000
0.011405837560
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
2285000.00000000
PA
USD
2231445.31000000
0.213140903700
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
NYO Commercial Mortgage Trust
N/A
NYO Commercial Mortgage Trust 2021-1290
62955HAG2
295000.00000000
PA
USD
274287.02000000
0.026199066163
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.99500000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BD4
250000.00000000
PA
USD
211406.25000000
0.020192885288
Long
DBT
CORP
CL
N
2
2047-11-02
Fixed
5.50000000
N
N
N
N
N
N
Aiful Corp
5299005WK14QZ676ZY35
Aiful Corp
000000000
84500.00000000
NS
247779.23000000
0.023667122274
Long
EC
CORP
JP
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
100000.00000000
PA
USD
97537.80000000
0.009316515508
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.07500000
N
N
N
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
7700.00000000
NS
133940.64000000
0.012793604631
Long
EC
CORP
JP
N
2
N
N
N
Victoria Gold Corp
549300VUIN6RQ5764L78
Victoria Gold Corp
92625W507
14729.00000000
NS
117206.29000000
0.011195190156
Long
EC
CORP
CA
N
2
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
000000000
1696.00000000
NS
789920.09000000
0.075450776713
Long
EC
CORP
KR
N
2
N
N
N
Playtech Plc
21380068TTB6Z9ZEU548
Playtech Plc
000000000
14246.00000000
NS
85364.00000000
0.008153710970
Long
EC
CORP
IM
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
4672.00000000
NS
USD
1450702.72000000
0.138566734016
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBB0
25000.00000000
PA
USD
23978.78000000
0.002290380506
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
2.86000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAB4
15000.00000000
PA
USD
14980.71000000
0.001430912087
Long
DBT
NUSS
CA
N
2
2022-10-23
Fixed
2.00000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
9885.00000000
NS
USD
774885.15000000
0.074014684740
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
57749.86000000
PA
USD
55035.00000000
0.005256776665
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
Storebrand ASA
5967007LIEEXZX7NA051
Storebrand ASA
000000000
39815.00000000
NS
334885.88000000
0.031987285899
Long
EC
CORP
NO
N
2
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-1
30165XAE5
75000.00000000
PA
USD
72429.77000000
0.006918272459
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.98000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAG7
90000.00000000
PA
USD
90001.08000000
0.008596630820
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.15000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
35000.00000000
PA
USD
34581.93000000
0.003303161309
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
16600.00000000
NS
620392.75000000
0.059258038183
Long
EC
CORP
JP
N
2
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
164940.97000000
PA
USD
147934.07000000
0.014130214720
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
10000.00000000
PA
USD
10031.82000000
0.000958209090
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
2694.00000000
NS
USD
365845.20000000
0.034944426463
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
10000.00000000
NS
148516.16000000
0.014185814196
Long
EC
CORP
JP
N
2
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAE8
15000.00000000
PA
USD
14428.71000000
0.001378186718
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.30000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/NZD FORWARD
000000000
1.00000000
NC
USD
-877.16000000
-0.00008378366
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-138500.00000000
NZD
86218.47000000
USD
2022-08-31
-877.16000000
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BL0
65000.00000000
PA
USD
62093.01000000
0.005930936422
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
25000.00000000
PA
USD
27643.88000000
0.002640459767
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Grupo Aeroportuario del Surest
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
40051E202
1523.00000000
NS
USD
286034.63000000
0.027321162322
Long
EC
CORP
MX
N
1
N
N
N
Industrial & Infrastructure Fu
353800WCHFY04YKYCI19
Industrial & Infrastructure Fund Investment Corp
000000000
128.00000000
NS
177973.10000000
0.016999451968
Long
EC
CORP
JP
N
2
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-III Ltd
12564DAA2
250000.00000000
PA
USD
240978.27000000
0.023017515154
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
3.65200000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCA7
781873.56000000
PA
USD
787981.95000000
0.075265651445
Long
DBT
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
13405.00000000
NS
294689.82000000
0.028147879880
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/DKK FORWARD
000000000
1.00000000
NC
USD
-8929.56000000
-0.00085292455
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-9841400.00000000
DKK
1345428.80000000
USD
2022-08-31
-8929.56000000
N
N
N
Affirm Holdings Inc
N/A
Affirm Holdings Inc
00827B106
2685.00000000
NS
USD
72065.40000000
0.006883468939
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust 2021-LGCY
12434DAJ1
225000.00000000
PA
USD
209193.71000000
0.019981550163
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Floating
3.00300000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
137618.67000000
PA
USD
134075.50000000
0.012806486050
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
3.29914000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
4065.00000000
NS
USD
1332181.80000000
0.127245974379
Long
EC
CORP
US
N
1
N
N
N
Close Brothers Group PLC
213800W73SYHR14I3X91
Close Brothers Group PLC
000000000
5596.00000000
NS
75644.82000000
0.007225364306
Long
EC
CORP
GB
N
2
N
N
N
CHINA OILFIELD SERVICES LTD
529900J4X53VL8QQW675
CHINA OILFIELD SERVICES LTD
000000000
53000.00000000
NS
104306.04000000
0.009962997312
Long
EC
CORP
CN
N
2
N
N
N
Frontier Digital Ventures Ltd
N/A
Frontier Digital Ventures Ltd
000000000
157871.00000000
NS
104367.78000000
0.009968894530
Long
EC
CORP
AU
N
2
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
40000.00000000
PA
USD
36497.40000000
0.003486121207
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
000000000
71967.00000000
NS
476594.67000000
0.045522880712
Long
EC
CORP
IT
N
2
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
04016X101
1987.00000000
NS
USD
723685.27000000
0.069124227132
Long
EC
CORP
NL
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBD5
60000.00000000
PA
USD
59582.49000000
0.005691139149
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.70800000
N
N
N
N
N
N
TGS ASA
549300NUPLAXPB0WYH90
TGS ASA
000000000
2336.00000000
NS
34673.47000000
0.003311904933
Long
EC
CORP
NO
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
80105N105
19267.00000000
NS
USD
957569.90000000
0.091464179260
Long
EC
CORP
FR
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/SEK FORWARD
000000000
1.00000000
NC
USD
125.64000000
0.000012000752
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-440000.00000000
SEK
43465.37000000
USD
2022-08-19
125.64000000
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
135016.00000000
NS
198967.47000000
0.019004770662
Long
EC
CORP
GB
N
2
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
3061.00000000
NS
279928.53000000
0.026737926127
Long
EC
CORP
GB
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
13553.00000000
NS
884130.07000000
0.084449428925
Long
EC
CORP
NL
N
2
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
1822.00000000
NS
USD
872555.80000000
0.083343889679
Long
EC
CORP
US
N
1
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AQ6
105000.00000000
PA
USD
103687.19000000
0.009903886633
Long
DBT
CORP
AU
N
2
2029-03-04
Fixed
4.50000000
N
N
N
N
N
N
Vietnam Dairy Products JSC
N/A
Vietnam Dairy Products JSC
000000000
30500.00000000
NS
95211.68000000
0.009094331564
Long
EC
CORP
VN
N
2
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
847.00000000
NS
USD
80880.03000000
0.007725415724
Long
EC
CORP
US
N
1
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAG4
90000.00000000
PA
USD
82681.27000000
0.007897464718
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.28000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
23817.00000000
NS
USD
5818731.27000000
0.555787603542
Long
EC
CORP
US
N
1
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAL1
110000.00000000
PA
USD
103927.25000000
0.009926816438
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
3.49900000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAC8
25000.00000000
PA
USD
25000.93000000
0.002388013181
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
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
0.006791626503
Long
EP
CORP
US
Y
3
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AC1
60000.00000000
PA
USD
69629.40000000
0.006650789590
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.37500000
N
N
N
N
N
N
Oxford Nanopore Technologies P
213800IRWQ2Q6M2CDW55
Oxford Nanopore Technologies PLC
000000000
20229.00000000
NS
79009.34000000
0.007546733076
Long
EC
CORP
GB
N
2
N
N
N
CubeSmart
N/A
CubeSmart
229663109
8205.00000000
NS
USD
376363.35000000
0.035949088323
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752108
2349.00000000
NS
USD
320802.93000000
0.030642125130
Long
EC
CORP
CN
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
31553.00000000
NS
USD
2332082.23000000
0.222753437773
Long
EC
CORP
US
N
1
N
N
N
Attijariwafa Bank
213800NKX83414QQZ664
Attijariwafa Bank
000000000
2662.00000000
NS
111212.93000000
0.010622722545
Long
EC
CORP
MA
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
14527.00000000
NS
371731.15000000
0.035506634596
Long
EC
CORP
DE
N
2
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
200000.00000000
PA
USD
179501.20000000
0.017145411456
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
SHIFT Inc
353800HJXMOPLJ7BO262
SHIFT Inc
000000000
200.00000000
NS
31432.85000000
0.003002370716
Long
EC
CORP
JP
N
2
N
N
N
Tokyo Tatemono Co Ltd
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
000000000
19500.00000000
NS
287181.98000000
0.027430753722
Long
EC
CORP
JP
N
2
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAA8
34123.25000000
PA
USD
33529.39000000
0.003202625873
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
43158.00000000
NS
USD
3538092.84000000
0.337947921876
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
129025.00000000
PA
USD
109341.85000000
0.010444002645
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.79100000
N
N
N
N
N
N
Sansan Inc
N/A
Sansan Inc
000000000
5900.00000000
NS
59336.85000000
0.005667676359
Long
EC
CORP
JP
N
2
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAW1
250000.00000000
PA
USD
208027.75000000
0.019870181192
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
Molten Ventures PLC
213800IPCR3SAYJWSW10
Molten Ventures PLC
000000000
37943.00000000
NS
221280.70000000
0.021136062872
Long
EC
CORP
GB
N
2
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
5246.00000000
NS
USD
581099.42000000
0.055504858202
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
107118.00000000
NS
5471306.69000000
0.522602658960
Long
EC
CORP
FR
N
2
N
N
N
EXPERIAN FINANCE PLC
635400RKRK5EGXSPC782
Experian Finance PLC
30217AAC7
200000.00000000
PA
USD
181094.40000000
0.017297589099
Long
DBT
CORP
GB
N
2
2030-03-08
Fixed
2.75000000
N
N
N
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
7010.00000000
NS
USD
55028.50000000
0.005256155804
Long
EC
CORP
US
N
1
N
N
N
JOYY Inc
549300N6CHVU5CQZPW24
JOYY Inc
46591M109
2213.00000000
NS
USD
57294.57000000
0.005472603954
Long
EC
CORP
SG
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
255000.00000000
PA
USD
253283.09000000
0.024192834327
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
ANT INTERNATIONAL
N/A
ANT INTERNATIONAL
000000000
11845.00000000
NS
USD
23334.65000000
0.002228855157
Long
EC
CORP
KY
Y
3
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VBC2
10584.25000000
PA
USD
10118.01000000
0.000966441698
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
2.45357000
N
N
N
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AB3
155000.00000000
PA
USD
148853.79000000
0.014218063592
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
4.21100000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
30000.00000000
PA
USD
30419.73000000
0.002905600560
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
29000.00000000
NS
232649.85000000
0.022222009678
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
60000.00000000
PA
USD
57130.61000000
0.005456942991
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
3.61422000
N
N
N
N
N
N
Capitec Bank Holdings Ltd
N/A
Capitec Bank Holdings Ltd
000000000
2368.00000000
NS
284576.24000000
0.027181861322
Long
EC
CORP
ZA
N
2
N
N
N
Ermenegildo Zegna Holditalia S
8156003760472AA7E269
Ermenegildo Zegna Holditalia SpA
000000000
21154.00000000
NS
USD
232694.00000000
0.022226226752
Long
EC
CORP
IT
N
1
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350368N3
150000.00000000
PA
USD
116582.85000000
0.011135641054
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.84300000
N
N
N
N
N
N
Alicorp SAA
549300Z1XH47TTIIJS11
Alicorp SAA
000000000
13294.00000000
NS
17915.83000000
0.001711265868
Long
EC
CORP
PE
N
2
N
N
N
Shurgard Self Storage SA
549300J0UEIKU81XO336
Shurgard Self Storage SA
000000000
1169.00000000
NS
60298.29000000
0.005759510199
Long
EC
CORP
LU
N
2
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAH4
173622.81000000
PA
USD
156072.55000000
0.014907577703
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
MatsukiyoCocokara & Co
N/A
MatsukiyoCocokara & Co
000000000
11700.00000000
NS
441741.92000000
0.042193851495
Long
EC
CORP
JP
N
2
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
56268.00000000
NS
779320.97000000
0.074438380844
Long
EC
CORP
SE
N
2
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
51094.00000000
NS
934462.42000000
0.089257022693
Long
EC
CORP
IN
N
2
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
6321.00000000
NS
USD
62451.48000000
0.005965176392
Long
EC
CORP
US
N
1
N
N
N
Toyo Tire Corp
529900Y41RD7VQM9RF75
Toyo Tire Corp
000000000
13200.00000000
NS
177409.21000000
0.016945590902
Long
EC
CORP
JP
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
3400.00000000
NS
98972.87000000
0.009453589052
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
150000.00000000
PA
USD
144750.00000000
0.013826081989
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
368287207
15606.00000000
NS
USD
1.56000000
0.000000149006
Long
EC
CORP
RU
N
3
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
20500.00000000
NS
135982.23000000
0.012988611130
Long
EC
CORP
HK
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/EUR FORWARD
000000000
1.00000000
NC
USD
1593.98000000
0.000152252146
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-41527.96000000
EUR
44099.00000000
USD
2022-08-19
1593.98000000
N
N
N
Raia Drogasil SA
N/A
Raia Drogasil SA
000000000
160917.00000000
NS
652488.10000000
0.062323688895
Long
EC
CORP
BR
N
2
N
N
N
REDWOOD MATERIALS SER C CVT STOCK PP
N/A
REDWOOD MATERIALS SER C CVT STOCK PP
000000000
1666.00000000
NS
USD
86881.90000000
0.008298696185
Long
EP
CORP
US
Y
3
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
15700.00000000
NS
659506.75000000
0.062994089105
Long
EC
CORP
JP
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
6322.00000000
NS
USD
1154081.10000000
0.110234334444
Long
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
69797.00000000
NS
108637.67000000
0.010376741502
Long
EC
CORP
GB
N
2
N
N
N
Canadian Apartment Properties
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
1265.00000000
NS
47920.93000000
0.004577262225
Long
EC
CORP
CA
N
2
N
N
N
Olink Holding AB
8945004Z7ZHV3LML4J27
Olink Holding AB
680710100
6285.00000000
NS
USD
84533.25000000
0.008074360244
Long
EC
CORP
SE
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
1409.00000000
NS
USD
316884.10000000
0.030267810346
Long
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
9364.00000000
NS
315804.62000000
0.030164701683
Long
EC
CORP
DE
N
2
N
N
N
SMB Private Education Loan Tru
54930039BHEBCRK29U41
SMB Private Education Loan Trust 2016-A
78449FAB7
65735.91000000
PA
USD
64623.40000000
0.006172631618
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
Nahdi Medical Co
N/A
Nahdi Medical Co
000000000
14097.00000000
NS
655581.40000000
0.062619151551
Long
EC
CORP
SA
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
HKD/USD FORWARD
000000000
1.00000000
NC
USD
-22.48000000
-0.00000214722
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-12448200.00000000
HKD
1587559.49000000
USD
2022-08-31
-22.48000000
N
N
N
BWAY Mortgage Trust
N/A
BWAY 2022-26BW Mortgage Trust
12429EAA5
150000.00000000
PA
USD
134573.34000000
0.012854038220
Long
ABS-MBS
CORP
US
N
2
2044-02-10
Fixed
3.40200000
N
N
N
N
N
N
Auto1 Group SE
391200S2LPXG5ZD5G304
Auto1 Group SE
000000000
3489.00000000
NS
30093.96000000
0.002874483995
Long
EC
CORP
DE
N
2
N
N
N
TINGYI
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp
000000000
108000.00000000
NS
177788.30000000
0.016981800432
Long
EC
CORP
CN
N
2
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896516AA9
25000.00000000
PA
USD
23748.50000000
0.002268384857
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.12500000
N
N
N
N
N
N
Yellow Hat Ltd
N/A
Yellow Hat Ltd
000000000
11600.00000000
NS
151760.21000000
0.014495676035
Long
EC
CORP
JP
N
2
N
N
N
HeadHunter Group PLC
549300IMUCFEWXP6RU11
HeadHunter Group PLC
42207L106
4246.00000000
NS
USD
0.42000000
0.000000040117
Long
EC
CORP
RU
N
3
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
Kojamo Oyj
000000000
28591.00000000
NS
510045.62000000
0.048718014234
Long
EC
CORP
FI
N
2
N
N
N
T ROWE PRICE TREASURY RESERVE FUND
5493007QR86JJLYO6D96
T ROWE PRICE TREASURY RESERVE FUND
000000000
40851452.55000000
NS
USD
40851452.55000000
3.902007131872
Long
STIV
RF
US
N
1
N
N
N
Dr Lal PathLabs Ltd
984500E8E9CY102B9718
Dr Lal PathLabs Ltd
000000000
1718.00000000
NS
50122.96000000
0.004787593468
Long
EC
CORP
IN
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
10000.00000000
PA
USD
11648.79000000
0.001112657171
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
4033.00000000
NS
USD
314090.04000000
0.030000930190
Long
EC
CORP
US
N
1
N
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
000000000
306.00000000
NS
USD
60967.44000000
0.005823425382
Long
EC
CORP
UY
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
1454.00000000
NS
USD
115200.42000000
0.011003595524
Long
EC
CORP
US
N
1
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
2300.00000000
NS
308343.43000000
0.029452031392
Long
EC
CORP
JP
N
2
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
77673.47000000
0.007419134815
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
BRAC Bank Ltd
254900EHCK80ARTPIK21
BRAC Bank Ltd
000000000
255491.00000000
NS
102107.35000000
0.009752985097
Long
EC
CORP
BD
N
2
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
315000.00000000
PA
USD
313121.97000000
0.029908463073
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
1141900.00000000
PA
USD
1159563.77000000
0.110758022492
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
Clicks Group Ltd
378900E967958A677472
Clicks Group Ltd
000000000
21287.00000000
NS
359475.36000000
0.034335998621
Long
EC
CORP
ZA
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
63000.00000000
PA
USD
63133.56000000
0.006030326610
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
IQE PLC
213800Y33WHD3ESJJP16
IQE PLC
000000000
292782.00000000
NS
156205.82000000
0.014920307250
Long
EC
CORP
GB
N
2
N
N
N
MUNI ELEC AUTH OF GEORGIA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
626207YM0
126000.00000000
PA
USD
152617.40000000
0.014577552230
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
23927.00000000
NS
1237266.24000000
0.118179927301
Long
EC
CORP
CH
N
2
N
N
N
Nippon Shokubai Co Ltd
N/A
Nippon Shokubai Co Ltd
000000000
1800.00000000
NS
70454.00000000
0.006729552887
Long
EC
CORP
JP
N
2
N
N
N
Bank for Foreign Trade of Viet
2549004TS5QUBFGAWE51
Bank for Foreign Trade of Vietnam JSC
000000000
63032.00000000
NS
201956.37000000
0.019290261346
Long
EC
CORP
VN
N
2
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
21907.00000000
NS
1233139.18000000
0.117785723018
Long
EC
CORP
GB
N
2
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAD9
25000.00000000
PA
USD
25000.00000000
0.002387924350
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
60004.00000000
NS
1819319.16000000
0.173775860938
Long
EC
CORP
IN
N
2
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
119000.00000000
PA
USD
118002.19000000
0.011271212116
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAA3
91659.62000000
PA
USD
81287.05000000
0.007764293042
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AM2
155000.00000000
PA
USD
151178.94000000
0.014440154884
Long
DBT
CORP
US
N
2
2027-04-07
Fixed
3.65000000
N
N
N
N
N
N
Katitas Co Ltd
N/A
Katitas Co Ltd
000000000
1600.00000000
NS
40280.36000000
0.003847458099
Long
EC
CORP
JP
N
2
N
N
N
Aida Engineering Ltd
N/A
Aida Engineering Ltd
000000000
10300.00000000
NS
70894.75000000
0.006771651993
Long
EC
CORP
JP
N
2
N
N
N
Yangzijiang Financial Holding
984500E58A4F80AFB647
Yangzijiang Financial Holding Ltd
000000000
50100.00000000
NS
14325.68000000
0.001368345604
Long
EC
CORP
SG
N
2
N
N
N
Komercni Banka AS
IYKCAVNFR8QGF00HV840
Komercni Banka AS
000000000
1846.00000000
NS
46641.80000000
0.004455083598
Long
EC
CORP
CZ
N
2
N
N
N
Fosun International Ltd
213800Z99WQEXDF82F09
Fosun International Ltd
000000000
94500.00000000
NS
74453.18000000
0.007111542459
Long
EC
CORP
CN
N
2
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
8218.00000000
NS
1288438.40000000
0.123067737178
Long
EC
CORP
FR
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
15000.00000000
PA
USD
14987.00000000
0.001431512889
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
99934.00000000
NS
USD
6618628.82000000
0.632191397043
Long
EC
CORP
GB
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
3800.00000000
NS
USD
170468.00000000
0.016282587527
Long
EC
CORP
IE
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170AQ7
25000.00000000
PA
USD
22592.20000000
0.002157938580
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2019-REV1
34532PAB6
205000.00000000
PA
USD
203626.27000000
0.019449765141
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.82000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
3859.00000000
NS
USD
242538.15000000
0.023166510172
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
49970.40000000
0.004773021398
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.62000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
40000.00000000
PA
USD
39828.72000000
0.003804318813
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AP9
25000.00000000
PA
USD
25379.95000000
0.002424216024
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
2403.00000000
NS
USD
661690.08000000
0.063202634180
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Multi-Strategy Total Return Fund
549300KYJ7NTF2T39559
T Rowe Price Multi-Strategy Total Return Fund
77958R209
2926228.11280000
NS
USD
27974740.76000000
2.672062586371
Long
EC
RF
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CX4
250000.00000000
PA
USD
250060.25000000
0.023884998402
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
JINS Holdings Inc
353800IG2NOMKC105309
JINS Holdings Inc
000000000
2400.00000000
NS
68722.52000000
0.006564167157
Long
EC
CORP
JP
N
2
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
25000.00000000
PA
USD
24148.90000000
0.002306629853
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
3.61900000
N
N
N
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
10309.00000000
NS
269523.53000000
0.025744072012
Long
EC
CORP
GB
N
2
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
99388.31000000
PA
USD
96638.92000000
0.009230657210
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.38000000
N
N
N
N
N
N
Converge Information and Commu
254900CGJPNECN6ENN96
Converge Information and Communications Technology Solutions Inc
000000000
122000.00000000
NS
42151.50000000
0.004026183730
Long
EC
CORP
PH
N
2
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAE6
200000.00000000
PA
USD
199601.52000000
0.019065333200
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
N
Rhyolite Resources Ltd
N/A
Rhyolite Resources Ltd
76243H109
32364.00000000
NS
6823.85000000
0.000651793503
Long
EC
CORP
CA
N
2
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
656.00000000
NS
USD
46503.84000000
0.004441906077
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
2854.00000000
NS
USD
401300.94000000
0.038331051459
Long
EC
CORP
US
N
1
N
N
N
QINGDAO HAIER BIOMEDICAL CO LTD
65560007PZ5ME4672K78
QINGDAO HAIER BIOMEDICAL CO LTD
000000000
20727.00000000
NS
214124.48000000
0.020452522393
Long
EC
CORP
CN
N
2
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
11111.00000000
NS
USD
847991.52000000
0.080997583984
Long
EC
CORP
SG
N
1
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MDE5
100000.00000000
PA
USD
95854.20000000
0.009155703131
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.41140000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/SEK FORWARD
000000000
1.00000000
NC
USD
163.81000000
0.000015646635
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-745000.00000000
SEK
73656.20000000
USD
2022-09-23
163.81000000
N
N
N
BOE Varitronix Ltd
529900SG21VXEZYNQO29
BOE Varitronix Ltd
000000000
40000.00000000
NS
92994.54000000
0.008882557061
Long
EC
CORP
HK
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
1227.00000000
NS
USD
462493.11000000
0.044175942372
Long
EC
CORP
US
N
1
N
N
N
HDFC Asset Management Co Ltd
3358002FLK8AK8WSEP31
HDFC Asset Management Co Ltd
000000000
9752.00000000
NS
239955.10000000
0.022919785052
Long
EC
CORP
IN
N
2
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
65000.00000000
PA
USD
65491.79000000
0.006255577603
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
3100.00000000
NS
37998.41000000
0.003629493140
Long
EC
CORP
JP
N
2
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
81400.00000000
NS
2325217.39000000
0.222097729030
Long
EC
CORP
JP
N
2
N
N
N
Square Pharmaceuticals Ltd
254900R3NU1J5X39Y909
Square Pharmaceuticals Ltd
000000000
60320.00000000
NS
133012.20000000
0.012704922851
Long
EC
CORP
BD
N
2
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
1100.00000000
NS
491890.75000000
0.046983915988
Long
EC
CORP
JP
N
2
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
2574.00000000
NS
USD
227747.52000000
0.021753753950
Long
EC
CORP
TW
N
1
N
N
N
V-Mart Retail Ltd
335800OHCXA87CL31713
V-Mart Retail Ltd
000000000
1908.00000000
NS
67168.17000000
0.006415700348
Long
EC
CORP
IN
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
15728.00000000
NS
478125.33000000
0.045669084723
Long
EC
CORP
CH
N
2
N
N
N
Nippon Sanso Holdings Corp
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp
000000000
8700.00000000
NS
146705.30000000
0.014012846328
Long
EC
CORP
JP
N
2
N
N
N
Dr Martens PLC
213800QPT8YM6NQZPH28
Dr Martens PLC
000000000
75418.00000000
NS
239435.01000000
0.022870107629
Long
EC
CORP
GB
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC33
29425AAD5
25000.00000000
PA
USD
24855.54000000
0.002374125968
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Fixed
3.77800000
N
N
N
N
N
N
INDIANA UNIV HEALTH INC
N/A
Indiana University Health Inc Obligated Group
455170AA8
145000.00000000
PA
USD
134423.12000000
0.012839689660
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.97000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
300000.00000000
PA
USD
269203.50000000
0.025713503715
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
eGuarantee Inc
N/A
eGuarantee Inc
000000000
3300.00000000
NS
57915.39000000
0.005531902801
Long
EC
CORP
JP
N
2
N
N
N
flatexDEGIRO AG
529900IRBZTADXJB6757
flatexDEGIRO AG
000000000
11536.00000000
NS
117335.26000000
0.011207508980
Long
EC
CORP
DE
N
2
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
330000.00000000
PA
USD
329767.35000000
0.031498379402
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
27977.00000000
NS
512108.77000000
0.048915080079
Long
EC
CORP
CA
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RF7
105025.70200000
PA
USD
115167.25000000
0.011000427226
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.37500000
N
N
N
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
112708.00000000
NS
446674.32000000
0.042664979418
Long
EC
CORP
MX
N
2
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DoorDash Inc
25809K105
4615.00000000
NS
USD
321896.25000000
0.030746555748
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
12892.00000000
NS
430836.12000000
0.041152162480
Long
EC
CORP
SE
N
2
N
N
N
BAFANG ELECTRIC SUZHOU CO LTD
N/A
BAFANG ELECTRIC SUZHOU CO LTD
000000000
5059.00000000
NS
131612.43000000
0.012571221056
Long
EC
CORP
CN
N
2
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
95000.00000000
PA
USD
92865.07000000
0.008870190478
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
Metso Outotec Oyj
549300R0VN9C371W0E07
Metso Outotec Oyj
000000000
34823.00000000
NS
287871.30000000
0.027496595483
Long
EC
CORP
FI
N
2
N
N
N
Steadfast Group Ltd
N/A
Steadfast Group Ltd
000000000
66348.00000000
NS
248741.39000000
0.023759024886
Long
EC
CORP
AU
N
2
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAJ3
165000.00000000
PA
USD
158248.96000000
0.015115461800
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
Sensirion Holding AG
894500ANJ9YNE8YCTT04
Sensirion Holding AG
000000000
772.00000000
NS
89594.58000000
0.008557803170
Long
EC
CORP
CH
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
16294.00000000
NS
458727.15000000
0.043816229268
Long
EC
CORP
DE
N
2
N
N
N
TeamLease Services Ltd
335800SX5B4O4YX1WA11
TeamLease Services Ltd
000000000
2493.00000000
NS
110171.10000000
0.010523210096
Long
EC
CORP
IN
N
2
N
N
N
CVS Group PLC
213800J41XDQ2NX48O05
CVS Group PLC
000000000
5485.00000000
NS
115157.01000000
0.010999449132
Long
EC
CORP
GB
N
2
N
N
N
Tietto Minerals Ltd
N/A
Tietto Minerals Ltd
000000000
214618.00000000
NS
71958.45000000
0.006873253399
Long
EC
CORP
AU
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
120435.00000000
NS
381041.21000000
0.036395903355
Long
EC
CORP
GB
N
2
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
75000.00000000
PA
USD
75055.13000000
0.007169038902
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
29996.00000000
NS
USD
2569457.36000000
0.245426791899
Long
EC
CORP
CA
N
1
N
N
N
Altus Group Ltd/Canada
54930041VO1EIY4IV355
Altus Group Ltd/Canada
02215R107
3984.00000000
NS
163553.85000000
0.015622168841
Long
EC
CORP
CA
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1179.00000000
NS
121584.11000000
0.011613346276
Long
EC
CORP
DE
N
2
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
000000000
51640.00000000
NS
0.08000000
0.000000007641
Long
EC
CORP
RU
N
3
N
N
N
METAWATER Co Ltd
N/A
METAWATER Co Ltd
000000000
6800.00000000
NS
101647.89000000
0.009709098868
Long
EC
CORP
JP
N
2
N
N
N
Nippon Seiki Co Ltd
N/A
Nippon Seiki Co Ltd
000000000
27500.00000000
NS
176518.60000000
0.016860522530
Long
EC
CORP
JP
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
3692.00000000
NS
302259.27000000
0.028870890839
Long
EC
CORP
FR
N
2
N
N
N
Arco Platform Ltd
N/A
Arco Platform Ltd
000000000
7872.00000000
NS
USD
114144.00000000
0.010902689482
Long
EC
CORP
BR
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
2774.00000000
NS
USD
1211322.58000000
0.115701867402
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
2299.00000000
NS
768788.56000000
0.073432356911
Long
EC
CORP
FR
N
2
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
000000000
50500.00000000
NS
568236.02000000
0.054276185159
Long
EC
CORP
BR
N
2
N
N
N
Vietnam Technological & Commer
5493001XNKHV3FNIUD50
Vietnam Technological & Commercial Joint Stock Bank
000000000
20000.00000000
NS
34288.13000000
0.003275098422
Long
EC
CORP
VN
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
3233.00000000
NS
120680.16000000
0.011527003707
Long
EC
CORP
DE
N
2
N
N
N
M3 Inc
3538001UOKRWIODYM055
M3 Inc
000000000
1900.00000000
NS
66195.86000000
0.006322828239
Long
EC
CORP
JP
N
2
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
1805.00000000
NS
USD
52886.50000000
0.005051558446
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
1551.00000000
NS
USD
85989.38000000
0.008213445375
Long
EP
CORP
US
N
2
N
N
N
Musashi Seimitsu Industry Co L
353800J742CBBV9MSZ43
Musashi Seimitsu Industry Co Ltd
000000000
11900.00000000
NS
128002.06000000
0.012226369439
Long
EC
CORP
JP
N
2
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
2150.00000000
NS
USD
186039.50000000
0.017769930088
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
80833.00000000
NS
USD
2613330.89000000
0.249617458724
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
29829.00000000
NS
USD
3938919.45000000
0.376233666770
Long
EC
CORP
US
N
1
N
N
N
Tecan Group AG
529900CSN9R3BLETSL26
Tecan Group AG
000000000
166.00000000
NS
58952.65000000
0.005630978738
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAA7
41862.04000000
PA
USD
40966.74000000
0.003913019040
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
2.51422000
N
N
N
N
N
N
Network International Holdings
213800XVRNKWENNLKK60
Network International Holdings PLC
000000000
51909.00000000
NS
128003.74000000
0.012226529907
Long
EC
CORP
AE
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
27622.00000000
NS
361351.94000000
0.034515243864
Long
EC
CORP
GB
N
2
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
9979.00000000
NS
700178.17000000
0.066878900072
Long
EC
CORP
CA
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBF2
40000.00000000
PA
USD
39665.93000000
0.003788769605
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
159103.32900000
PA
USD
160594.92000000
0.015339540801
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LBH3
41362.59000000
PA
USD
39922.47000000
0.003813273529
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
466.00000000
NS
USD
327872.94000000
0.031317431091
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
3248276.44000000
PA
USD
3280251.66000000
0.313319712585
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
5141.00000000
NS
257712.79000000
0.024615945866
Long
EC
CORP
IT
N
2
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
215000.00000000
PA
USD
211189.34000000
0.020172166701
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BB8
285000.00000000
PA
USD
286001.78000000
0.027318024589
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.65000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
665.00000000
NS
USD
159905.90000000
0.015273727695
Long
EC
CORP
US
N
1
N
N
N
CRH AMERICA FINANCE INC
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAC6
400000.00000000
PA
USD
397877.20000000
0.038004026175
Long
DBT
CORP
US
N
2
2028-04-04
Fixed
3.95000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BA8
110000.00000000
PA
USD
99402.38000000
0.009494614547
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
NET One Systems Co Ltd
N/A
NET One Systems Co Ltd
000000000
6200.00000000
NS
144395.15000000
0.013792187791
Long
EC
CORP
JP
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
73200.00000000
NS
1188112.00000000
0.113484863036
Long
EC
CORP
JP
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
44471.32000000
PA
USD
40596.86000000
0.003877689221
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
Laboratorios Farmaceuticos Rov
95980020140005936480
Laboratorios Farmaceuticos Rovi SA
000000000
5251.00000000
NS
274937.28000000
0.026261177030
Long
EC
CORP
ES
N
2
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
000000000
17776.00000000
NS
530303.43000000
0.050652978945
Long
EC
CORP
CN
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
145000.00000000
PA
USD
125560.94000000
0.011993201043
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
VIRGINIA ST CMWLTH UNIV HLTH S
07ROV40HIZGU2Q6OXJ58
Virginia Commonwealth University Health System Authority
92778LBL3
25000.00000000
PA
USD
26461.25000000
0.002527498528
Long
DBT
MUN
US
N
2
2044-01-01
Fixed
4.95600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
2885000.00000000
PA
USD
2781320.31000000
0.265663299789
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Lotus Bakeries NV
5493004C0K34IFI67I03
Lotus Bakeries NV
000000000
13.00000000
NS
73956.07000000
0.007064060016
Long
EC
CORP
BE
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2021-DNA7
35564KMA4
165000.00000000
PA
USD
160852.41000000
0.015364135466
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
2.36422000
N
N
N
N
N
N
Philippine Seven Corp
N/A
Philippine Seven Corp
000000000
20600.00000000
NS
23627.40000000
0.002256817751
Long
EC
CORP
PH
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-3323.51000000
-0.00031745161
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-103203.37000000
USD
81977.70000000
GBP
2022-08-19
-3323.51000000
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
113500.00000000
NS
667043.94000000
0.063714018686
Long
EC
CORP
CN
N
2
N
N
N
Military Commercial Joint Stoc
5493007XE88E8JRNTJ93
Military Commercial Joint Stock Bank
000000000
153125.00000000
NS
179567.38000000
0.017151732770
Long
EC
CORP
VN
N
2
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AL3
330000.00000000
PA
USD
280766.64000000
0.026817979858
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.75000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2018-2 Receivables Funding LLC
82653DAA7
27469.24000000
PA
USD
27167.91000000
0.002594996553
Long
ABS-O
CORP
US
N
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
Workiva Inc
529900RTOQ8GRWHY1O58
Workiva Inc
98139A105
6900.00000000
NS
USD
451950.00000000
0.043168896408
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
50000.00000000
PA
USD
49925.70000000
0.004768751789
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
Yangzijiang Shipbuilding Holdi
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
413800.00000000
NS
278986.26000000
0.026647923348
Long
EC
CORP
CN
N
2
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
10000.00000000
PA
USD
9970.55000000
0.000952356765
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
980558.43900000
PA
USD
993887.91000000
0.094933165677
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
Yandex NV
549300GGZHJ5Q1B18P93
Yandex NV
000000000
7997.00000000
NS
USD
0.80000000
0.000000076413
Long
EC
CORP
RU
N
3
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
Banco Comercial Portugues SA
000000000
384679.00000000
NS
57082.09000000
0.005452308507
Long
EC
CORP
PT
N
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
29210.00000000
NS
427038.03000000
0.040789380416
Long
EC
CORP
SE
N
2
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
8633.00000000
NS
162923.79000000
0.015561987416
Long
EC
CORP
GB
N
2
N
N
N
TEXAS ST A & M UNIV REVENUES
N/A
Texas A&M University
88213APS8
250000.00000000
PA
USD
227411.13000000
0.021721622995
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
3.33000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
1092.00000000
NS
USD
366682.68000000
0.035024420018
Long
EC
CORP
US
N
1
N
N
N
UiPath Inc
5493000YP61KBELDHT53
UiPath Inc
90364P105
15045.00000000
NS
USD
275774.85000000
0.026341179182
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
14134.00000000
NS
USD
1034326.12000000
0.098795701131
Long
EC
CORP
US
N
1
N
N
N
National Express Group PLC
213800A8IQEMY8PA5X34
National Express Group PLC
000000000
53663.00000000
NS
120226.89000000
0.011483708728
Long
EC
CORP
GB
N
2
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
30000.00000000
PA
USD
26054.88000000
0.002488683296
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
SANGFOR TECHNOLOGIES INC
N/A
SANGFOR TECHNOLOGIES INC
000000000
8200.00000000
NS
117520.07000000
0.011225161472
Long
EC
CORP
CN
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AL2
200000.00000000
PA
USD
154144.60000000
0.014723425753
Long
DBT
CORP
CH
N
2
2043-02-11
Fixed
3.17900000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
235000.00000000
PA
USD
205640.75000000
0.019642182175
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
60701.86000000
PA
USD
60796.71000000
0.005807117769
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
Credicorp Ltd
000000000
1820.00000000
NS
USD
235508.00000000
0.022495011517
Long
EC
CORP
PE
N
1
N
N
N
Airports Corp of Vietnam JSC
N/A
Airports Corp of Vietnam JSC
000000000
8900.00000000
NS
33174.81000000
0.003168757464
Long
EC
CORP
VN
N
2
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
230000.00000000
PA
USD
198803.95000000
0.018989151727
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
9300.00000000
NS
143004.84000000
0.013659389586
Long
EC
CORP
JP
N
2
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CE4
275000.00000000
PA
USD
250563.23000000
0.023933041530
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
1.10000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
109109.00000000
NS
USD
12726473.76000000
1.215594263492
Long
EC
CORP
US
N
1
N
N
N
Norma Group SE
5299000LM9HC76W5XD46
Norma Group SE
000000000
3962.00000000
NS
73914.98000000
0.007060135224
Long
EC
CORP
DE
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
15956.00000000
NS
USD
975868.96000000
0.093212050098
Long
EC
CORP
US
N
1
N
N
N
Zomato Ltd
335800T4VOF9ETHF8W59
Zomato Ltd
000000000
56549.00000000
NS
33145.33000000
0.003165941624
Long
EC
CORP
IN
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828WU0
916323.83700000
PA
USD
925343.90000000
0.088386049255
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
13543.00000000
NS
221297.00000000
0.021137619799
Long
EC
CORP
CH
N
2
N
N
N
Nagarro SE
9845008396BA67DA9B37
Nagarro SE
000000000
851.00000000
NS
99803.21000000
0.009532900616
Long
EC
CORP
DE
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
8547.00000000
NS
216689.55000000
0.020697530117
Long
EC
CORP
AT
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
4578.00000000
NS
USD
446034.54000000
0.042603869568
Long
EC
CORP
US
N
1
N
N
N
GMO Financial Gate Inc
N/A
GMO Financial Gate Inc
000000000
500.00000000
NS
53398.63000000
0.005100475554
Long
EC
CORP
JP
N
2
N
N
Wuxi Biologics Cayman Inc
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman Inc
000000000
76000.00000000
NS
727480.95000000
0.069486779000
Long
EC
CORP
CN
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
150000.00000000
PA
USD
139292.79000000
0.013304825803
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
12600.00000000
NS
353969.37000000
0.033810083117
Long
EC
CORP
JP
N
2
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
250000.00000000
PA
USD
239278.36000000
0.022855144895
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
4585.00000000
NS
357439.42000000
0.034141531793
Long
EC
CORP
LU
N
2
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
43268.00000000
NS
237784.97000000
0.022712500801
Long
EC
CORP
AU
N
2
N
N
N
Chroma ATE Inc
N/A
Chroma ATE Inc
000000000
18000.00000000
NS
103924.38000000
0.009926542304
Long
EC
CORP
TW
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
19443.00000000
NS
USD
2237111.58000000
0.213682128665
Long
EC
CORP
US
N
1
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
65000.00000000
PA
USD
55643.58000000
0.005314906385
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
MET GOVT NASHVILLE & DAVIDSONC
N/A
Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd
592041ZW0
200000.00000000
PA
USD
162910.00000000
0.015560670237
Long
DBT
MUN
US
N
2
2052-07-01
Fixed
3.23500000
N
N
N
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
Worley Ltd
000000000
53677.00000000
NS
541724.12000000
0.051743848695
Long
EC
CORP
AU
N
2
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A
571903202
11324.00000000
NS
USD
1798477.68000000
0.171785145835
Long
EC
CORP
US
N
1
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
4235.10000000
PA
USD
4134.32000000
0.000394897736
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RA8
658093.10000000
PA
USD
624571.48000000
0.059657177828
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.62500000
N
N
N
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
26954.00000000
NS
857053.94000000
0.081863198920
Long
EC
CORP
IT
N
2
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
1500.00000000
NS
258690.90000000
0.024709371974
Long
EC
CORP
JP
N
2
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AW1
175000.00000000
PA
USD
174343.75000000
0.016652787439
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AS9
230000.00000000
PA
USD
225249.35000000
0.021515136311
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
9700.00000000
NS
432922.92000000
0.041351487302
Long
EC
CORP
JP
N
2
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
173018.00000000
NS
340578.98000000
0.032531073584
Long
EC
CORP
GB
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
9054.00000000
NS
3005968.90000000
0.287121053324
Long
EC
CORP
CH
N
2
N
N
N
T Rowe Price Institutional Emerging Markets Bond Fund
VKPY0NII3D2W451LQO49
T Rowe Price Institutional Emerging Markets Bond Fund
74144Q401
6083211.63235000
NS
USD
38385065.40000000
3.666425294544
Long
EC
RF
US
N
1
N
N
N
Constellation Software Inc/Can
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
21037X100
104.00000000
NS
176915.73000000
0.016898455186
Long
EC
CORP
CA
N
2
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
88031M109
1714.00000000
NS
USD
48094.84000000
0.004593873582
Long
EC
CORP
LU
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SV1
116678.64000000
PA
USD
96806.81000000
0.009246693555
Long
DBT
UST
US
N
2
2051-02-15
Fixed
0.12500000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
345000.00000000
PA
USD
339330.62000000
0.032411834014
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
17015.00000000
NS
146669.93000000
0.014009467893
Long
EC
CORP
AU
N
2
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
10391.00000000
NS
USD
1440816.06000000
0.137622390169
Long
EC
CORP
US
N
1
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
21800.00000000
NS
778760.70000000
0.074384865549
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
6062.00000000
NS
3484185.34000000
0.332798840599
Long
EC
CORP
NL
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
0.000355786400
Long
EP
CORP
US
Y
3
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN
43300A203
6534.00000000
NS
USD
836809.38000000
0.079929499808
Long
EC
CORP
US
N
1
N
N
N
MYT Netherlands Parent BV
N/A
MYT Netherlands Parent BV
55406W103
4618.00000000
NS
USD
60911.42000000
0.005818074521
Long
EC
CORP
DE
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
35927.19000000
PA
USD
33606.55000000
0.003209995963
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC
65339F101
18112.00000000
NS
USD
1530282.88000000
0.146167990091
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
NZD/USD FORWARD
000000000
1.00000000
NC
USD
169.47000000
0.000016187261
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-71485.51000000
USD
114000.00000000
NZD
2022-10-21
169.47000000
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
90000.00000000
PA
USD
75166.47000000
0.007179673762
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
DIC Corp
549300F1YB9ARLPUKB67
DIC Corp
000000000
11900.00000000
NS
220071.84000000
0.021020596223
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
100000.00000000
PA
USD
99831.00000000
0.009535555033
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
CANVA COMMON STOCK PP
N/A
CANVA COMMON STOCK PP
000000000
105.00000000
NS
USD
100269.75000000
0.009577463105
Long
EC
CORP
US
Y
3
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
9640.00000000
NS
USD
335761.20000000
0.032070893817
Long
EC
CORP
CA
N
1
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919BA3
50000.00000000
PA
USD
49884.50000000
0.004764816490
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
FLORIDA ST DEV FIN CORP EDUCTN
549300HC854CNBLMWC48
Florida Development Finance Corp
34061UEQ7
390000.00000000
PA
USD
334795.34000000
0.031978637792
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
4.10900000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
75032.00000000
NS
133242.61000000
0.012726930917
Long
EC
CORP
IT
N
2
N
N
N
ZHONGJI INNOLIGHT CO LTD
655600K7YZDKAI214O83
ZHONGJI INNOLIGHT CO LTD
000000000
30600.00000000
NS
149140.32000000
0.014245432070
Long
EC
CORP
CN
N
2
N
N
N
Lendlease Global Commercial RE
N/A
Lendlease Global Commercial REIT
000000000
76900.00000000
NS
46551.53000000
0.004446461281
Long
EC
CORP
SG
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
244.00000000
NS
109141.10000000
0.010424827613
Long
EP
CORP
DE
N
2
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
741531FA0
270000.00000000
PA
USD
269987.31000000
0.025788370874
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.45000000
N
N
N
N
N
N
Aruhi Corp
549300HA73OUOVZQJP84
Aruhi Corp
000000000
12900.00000000
NS
103471.29000000
0.009883264518
Long
EC
CORP
JP
N
2
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
428.00000000
NS
USD
146881.04000000
0.014029632481
Long
EC
CORP
US
N
1
N
N
N
Sankyu Inc
529900QWTXZZEM1T5G75
Sankyu Inc
000000000
400.00000000
NS
13264.32000000
0.001266967708
Long
EC
CORP
JP
N
2
N
N
N
Kaspi.KZ JSC
2549003YU6FARG8OAZ13
Kaspi.KZ JSC
48581R205
5947.00000000
NS
USD
313449.57000000
0.029939754434
Long
EC
CORP
KZ
N
2
N
N
N
Halyk Savings Bank of Kazakhst
213800NYDTVQM4SDUD67
Halyk Savings Bank of Kazakhstan JSC
46627J302
16342.00000000
NS
USD
153370.65000000
0.014649500391
Long
EC
CORP
KZ
N
2
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
68474.00000000
NS
USD
1219521.94000000
0.116485045459
Long
EC
CORP
US
N
1
N
N
N
PAX LABS CLASS A COMMON PP
N/A
PAX LABS CLASS A COMMON PP
000000000
21572.00000000
NS
USD
14237.52000000
0.001359924827
Long
EC
CORP
US
Y
3
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
240000.00000000
PA
USD
236867.04000000
0.022624822905
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
498.00000000
NS
68875.38000000
0.006578767882
Long
EC
CORP
FR
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDX6
1182262.62000000
PA
USD
1178937.51000000
0.112608543513
Long
DBT
UST
US
N
2
2032-01-15
Fixed
0.12500000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
2641.00000000
NS
260367.88000000
0.024869552029
Long
EC
CORP
NL
N
2
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
53593.00000000
NS
578396.76000000
0.055246708297
Long
EC
CORP
GB
N
2
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
19070.00000000
NS
522985.19000000
0.049953962805
Long
EC
CORP
DE
N
2
N
N
N
dentalcorp Holdings Ltd
N/A
dentalcorp Holdings Ltd
24874B108
12162.00000000
NS
103617.52000000
0.009897231965
Long
EC
CORP
CA
N
2
N
N
N
Demae-Can Co Ltd
35380058ZGSGRV80PE35
Demae-Can Co Ltd
000000000
8000.00000000
NS
38415.06000000
0.003669290287
Long
EC
CORP
JP
N
2
N
N
HUNDSUN TECHNOLOGIES INC
3003003LS77D1DRDDE25
HUNDSUN TECHNOLOGIES INC
000000000
91300.00000000
NS
576437.78000000
0.055059592456
Long
EC
CORP
CN
N
2
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
11313.00000000
NS
USD
5397432.30000000
0.515546400770
Long
EC
CORP
US
N
1
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
16700.00000000
NS
183175.76000000
0.017496394308
Long
EC
CORP
JP
N
2
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642869AM3
250000.00000000
PA
USD
256574.00000000
0.024507172092
Long
DBT
NUSS
CA
N
2
2028-02-24
Fixed
3.62500000
N
N
N
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2017-ATRM
04965JAA1
150000.00000000
PA
USD
145843.02000000
0.013930483952
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.92900000
N
N
N
N
N
N
ams-OSRAM AG
5299001JPPT2QFTV5D76
ams-OSRAM AG
000000000
11787.00000000
NS
97296.46000000
0.009293463441
Long
EC
CORP
AT
N
2
N
N
N
Apollo Global Management Inc
N/A
Apollo Global Management Inc
03769M106
12390.00000000
NS
USD
707469.00000000
0.067575298092
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
50000.00000000
PA
USD
48875.00000000
0.004668392105
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
10000.00000000
PA
USD
10095.34000000
0.000964276328
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
1879.00000000
NS
1304692.70000000
0.124620298729
Long
EC
CORP
FR
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
3451.00000000
NS
USD
1541423.66000000
0.147232123685
Long
EC
CORP
US
N
1
N
N
N
Kyoritsu Maintenance Co Ltd
353800IO2MFHL1NA0986
Kyoritsu Maintenance Co Ltd
000000000
1500.00000000
NS
57775.76000000
0.005518565766
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
38966.93000000
PA
USD
38772.10000000
0.003703393668
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
2.21422000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
1658.00000000
NS
USD
186475.26000000
0.017811552564
Long
EC
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
375000.00000000
PA
USD
375346.50000000
0.035851961888
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
11138.00000000
NS
USD
2143619.48000000
0.204752046178
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Seika
N/A
Sumitomo Seika Chemicals Co Ltd
000000000
7100.00000000
NS
159671.52000000
0.015251340427
Long
EC
CORP
JP
N
2
N
N
N
Fluidra SA
95980020140005026620
Fluidra SA
000000000
31493.00000000
NS
588671.49000000
0.056228119416
Long
EC
CORP
ES
N
2
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
119307.83000000
PA
USD
113318.89000000
0.010823877472
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AV4
70000.00000000
PA
USD
69635.51000000
0.006651373199
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75000000
N
N
N
N
N
N
Fondul Proprietatea SA
549300PVO1VWBFH3DO07
Fondul Proprietatea SA
000000000
40380.00000000
NS
16632.40000000
0.001588676518
Long
EC
RF
RO
N
2
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
331.00000000
NS
USD
116538.48000000
0.011131402966
Long
EC
CORP
US
N
1
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD2 Mortgage Trust
12515ABE9
55000.00000000
PA
USD
53603.60000000
0.005120053668
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.52600000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
90000.00000000
PA
USD
94197.96000000
0.008997504097
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
New Orleans Hotel Trust
N/A
New Orleans Hotel Trust 2019-HNLA
647622AE9
100000.00000000
PA
USD
93491.89000000
0.008930062428
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Floating
3.58771000
N
N
N
N
N
N
Scentre Group
N/A
Scentre Group
000000000
156860.00000000
NS
321444.31000000
0.030703387806
Long
EC
CORP
AU
N
2
N
N
N
Eiken Chemical Co Ltd
N/A
Eiken Chemical Co Ltd
000000000
9500.00000000
NS
140525.49000000
0.013422569577
Long
EC
CORP
JP
N
2
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
170000.00000000
PA
USD
172172.43000000
0.016445389523
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
4772.00000000
NS
556823.91000000
0.053186134944
Long
EC
CORP
DE
N
2
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
90984.00000000
NS
692047.01000000
0.066102236274
Long
EC
CORP
SE
N
2
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-4
30165JAE6
215000.00000000
PA
USD
203586.06000000
0.019445924403
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.46000000
N
N
N
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAE5
129025.00000000
PA
USD
108965.74000000
0.010408077756
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.86500000
N
N
N
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
1254.00000000
NS
162194.81000000
0.015492357452
Long
EC
CORP
DK
N
2
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
11708.00000000
NS
409923.85000000
0.039154685730
Long
EC
CORP
IE
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
50000.00000000
PA
USD
50644.10000000
0.004837371183
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
CG SERVICES
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
67000.00000000
NS
149413.01000000
0.014271478594
Long
EC
CORP
CN
N
2
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAD7
25000.00000000
PA
USD
24790.57000000
0.002367920230
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.76400000
N
N
N
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
1641.00000000
NS
USD
430253.79000000
0.041096540081
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
740000.00000000
PA
USD
710978.13000000
0.067910479571
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
9637.00000000
NS
1267663.41000000
0.121083372998
Long
EC
CORP
GB
N
2
N
N
N
Perseus Mining Ltd
54930054ZDGKBCW3SM26
Perseus Mining Ltd
000000000
155746.00000000
NS
184842.82000000
0.017655626835
Long
EC
CORP
AU
N
2
N
N
N
HDFC Life Insurance Co Ltd
335800RQI8GAFHIRGZ37
HDFC Life Insurance Co Ltd
000000000
46992.00000000
NS
329702.66000000
0.031492200409
Long
EC
CORP
IN
N
2
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
115000.00000000
PA
USD
104953.37000000
0.010024828315
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
6800.00000000
NS
576830.08000000
0.055097063764
Long
EC
CORP
JP
N
2
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
22050.00000000
NS
280631.85000000
0.026805105125
Long
EC
CORP
GB
N
2
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
16555.00000000
NS
547443.51000000
0.052290147521
Long
EC
CORP
IT
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
315000.00000000
PA
USD
308271.29000000
0.029445140797
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
100000.00000000
PA
USD
97355.10000000
0.009299064557
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
2400.00000000
NS
420908.00000000
0.040203858500
Long
EC
CORP
JP
N
2
N
N
N
Indus Towers Ltd
335800L6DI4VHODGDK41
Indus Towers Ltd
000000000
41697.00000000
NS
117433.80000000
0.011216921223
Long
EC
CORP
IN
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SG4
156703.95000000
PA
USD
162090.65000000
0.015482408404
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
11906.00000000
NS
274626.39000000
0.026231481758
Long
EC
CORP
GB
N
2
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
4115.00000000
NS
243917.15000000
0.023298228079
Long
EC
CORP
GB
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
2400.00000000
NS
125704.81000000
0.012006943070
Long
EC
CORP
BE
N
2
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
25707.00000000
NS
2771772.89000000
0.264751359121
Long
EC
CORP
FR
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
15230.00000000
NS
142653.38000000
0.013625819191
Long
EC
CORP
IT
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
15600.00000000
NS
909951.96000000
0.086915857722
Long
EC
CORP
DE
N
2
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey
73358WRQ9
20000.00000000
PA
USD
20246.61000000
0.001933894921
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
5.31000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHR8
205000.00000000
PA
USD
185737.89000000
0.017741121213
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.32000000
N
N
N
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
000000000
2620.00000000
NS
227228.19000000
0.021704149120
Long
EC
CORP
SE
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
1143.00000000
NS
115622.73000000
0.011043933297
Long
EC
CORP
FR
N
2
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AA5
105000.00000000
PA
USD
105014.70000000
0.010030686371
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
29195.00000000
NS
USD
1511425.15000000
0.144366756784
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
48128U2N8
160885.08000000
PA
USD
155182.09000000
0.014822523658
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
0.96900000
N
N
N
N
N
N
SOUTH CAROLINA ST PUBLIC SVC A
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority
837151WM7
25000.00000000
PA
USD
24645.84000000
0.002354096058
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
2.38800000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AT9
170000.00000000
PA
USD
166559.37000000
0.015909247016
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
365000.00000000
PA
USD
340704.69000000
0.032543081023
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
InRetail Peru Corp
254900VANVRONUW77L44
InRetail Peru Corp
000000000
638.00000000
NS
USD
18832.09000000
0.001798784251
Long
EC
CORP
PE
N
2
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
29000.00000000
PA
USD
29072.53000000
0.002776920092
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
957.00000000
NS
USD
158220.81000000
0.015112772998
Long
EC
CORP
US
N
1
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
2896.00000000
NS
USD
57224.96000000
0.005465955017
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
11774.00000000
NS
USD
586345.20000000
0.056005919234
Long
EC
CORP
US
N
1
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
22785.25000000
PA
USD
21989.54000000
0.002100374320
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
37381.00000000
NS
865256.33000000
0.082646666392
Long
EC
CORP
PT
N
2
N
N
N
Montana Aerospace AG
506700YRG9330Q97U450
Montana Aerospace AG
000000000
8691.00000000
NS
173137.83000000
0.016537601609
Long
EC
CORP
CH
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
580000.00000000
PA
USD
645250.00000000
0.061632327486
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
48268K101
9568.00000000
NS
USD
137779.20000000
0.013160252266
Long
EC
CORP
KR
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
10437.00000000
NS
103218.69000000
0.009859136931
Long
EC
CORP
IT
N
2
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
Cactus Inc
127203107
1474.00000000
NS
USD
61303.66000000
0.005855540099
Long
EC
CORP
US
N
1
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
5048.00000000
NS
USD
1855140.00000000
0.177197359182
Long
EC
CORP
US
N
1
N
N
N
Intertrust NV
724500NRH17KKW68GO66
Intertrust NV
000000000
363.00000000
NS
7169.23000000
0.000684783155
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
485000.00000000
PA
USD
485188.67000000
0.046343753586
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
34440.00000000
NS
1487902.67000000
0.142119960673
Long
EC
CORP
FI
N
2
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1900.00000000
NS
753050.14000000
0.071929070657
Long
EC
CORP
JP
N
2
N
N
N
Toromont Industries Ltd
5493008W5EPRSLQ0B737
Toromont Industries Ltd
891102105
2469.00000000
NS
207943.19000000
0.019862104276
Long
EC
CORP
CA
N
2
N
N
N
T Rowe Price International Bond Fund
C339HPVTHLLM709WSU55
T Rowe Price International Bond Fund
77956H450
3936658.74474400
NS
USD
30115439.40000000
2.876535642752
Long
EC
RF
US
N
1
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
3486.00000000
NS
USD
265145.16000000
0.025325863359
Long
EC
CORP
US
N
1
N
N
N
Freee KK
N/A
Freee KK
000000000
4200.00000000
NS
102308.90000000
0.009772236543
Long
EC
CORP
JP
N
2
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
16337.00000000
NS
USD
1.63000000
0.000000155692
Long
EC
CORP
RU
N
3
N
N
N
oOh!media Ltd
N/A
oOh!media Ltd
000000000
83378.00000000
NS
73359.78000000
0.007007104200
Long
EC
CORP
AU
N
2
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
180000.00000000
PA
USD
154666.44000000
0.014773270331
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
912810TE8
120141.41500000
PA
USD
100167.90000000
0.009567734701
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.12500000
N
N
N
N
N
N
Victorian Plumbing Group PLC
894500R59II0S4WXGZ04
Victorian Plumbing Group PLC
000000000
30590.00000000
NS
18882.71000000
0.001803619320
Long
EC
CORP
GB
N
2
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
8050.00000000
NS
219966.00000000
0.021010486707
Long
EC
CORP
DE
N
2
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
5065.00000000
NS
USD
399476.55000000
0.038156791247
Long
EC
CORP
CA
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1370.00000000
NS
517938.68000000
0.049471935441
Long
EC
CORP
FR
N
2
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
13925.00000000
NS
USD
1530775.25000000
0.146215019783
Long
EC
CORP
US
N
1
N
N
N
Valora Holding AG
529900J05DZPTAGY8U53
Valora Holding AG
000000000
910.00000000
NS
248741.83000000
0.023759066913
Long
EC
CORP
CH
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
6778.00000000
NS
USD
1785121.86000000
0.170509438323
Long
EC
CORP
US
N
1
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAD5
80000.00000000
PA
USD
71002.56000000
0.006781949678
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
598.00000000
NS
USD
60804.64000000
0.005807875219
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
375.00000000
NS
35108.94000000
0.003353499709
Long
EC
CORP
CA
N
2
N
N
N
Carel Industries SpA
815600115DA6E507AE33
Carel Industries SpA
000000000
15628.00000000
NS
356056.94000000
0.034009481487
Long
EC
CORP
IT
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAC0
300000.00000000
PA
USD
299183.70000000
0.028577121699
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
1830000.00000000
PA
USD
1305590.63000000
0.124706066285
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
1467.00000000
NS
USD
149648.67000000
0.014293988124
Long
EC
CORP
US
N
1
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
1714.00000000
NS
274495.47000000
0.026218976676
Long
EC
CORP
NL
N
2
N
N
N
JD Health International Inc
254900OM3MAXYK8PCC84
JD Health International Inc
000000000
14750.00000000
NS
111879.26000000
0.010686368370
Long
EC
CORP
CN
N
2
N
N
N
Ahli United Bank BSC
213800BAPPINC7OHL696
Ahli United Bank BSC
000000000
234530.00000000
NS
236576.16000000
0.022597038928
Long
EC
CORP
BH
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
4186.00000000
NS
390439.67000000
0.037293615815
Long
EC
CORP
DE
N
2
N
N
N
Digital Core REIT Management P
549300IIGO612K0POE26
Digital Core REIT Management Pte Ltd
000000000
100600.00000000
NS
USD
87655.07000000
0.008372547043
Long
EC
CORP
SG
N
2
N
N
N
Visional Inc
N/A
Visional Inc
000000000
1400.00000000
NS
76675.38000000
0.007323800279
Long
EC
CORP
JP
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
7194.00000000
NS
368646.91000000
0.035212037324
Long
EC
CORP
DE
N
2
N
N
N
Air Arabia PJSC
21380058Y5RCZI2HBX17
Air Arabia PJSC
000000000
268315.00000000
NS
160967.62000000
0.015375139977
Long
EC
CORP
AE
N
2
N
N
N
Pigeon Corp
N/A
Pigeon Corp
000000000
8300.00000000
NS
120913.72000000
0.011549312651
Long
EC
CORP
JP
N
2
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-291959.71000000
-0.02788710803
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1516517300.00000000
JPY
11107901.06000000
USD
2022-08-31
-291959.71000000
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
1392.00000000
NS
USD
196452.96000000
0.018764592276
Long
EC
CORP
US
N
1
N
N
N
Diploma PLC
2138008OGI7VYG8FGR19
Diploma PLC
000000000
1646.00000000
NS
55276.82000000
0.005279874579
Long
EC
CORP
GB
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
27030.00000000
NS
USD
5733333.30000000
0.547630647860
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
4159.00000000
NS
USD
1251609.46000000
0.119549948273
Long
EC
CORP
US
N
1
N
N
N
Genuit Group PLC
2138005IF1N2RKJ6KO18
Genuit Group PLC
000000000
22778.00000000
NS
117962.29000000
0.011267400989
Long
EC
CORP
GB
N
2
N
N
N
SSP Group Plc
213800QGNIWTXFMENJ24
SSP Group Plc
000000000
45070.00000000
NS
140155.17000000
0.013387197731
Long
EC
CORP
GB
N
2
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
25000.00000000
PA
USD
25985.94000000
0.002482098355
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
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
251700.50000000
0.024041670119
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AG6
160000.00000000
PA
USD
159396.32000000
0.015225054156
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
350000.00000000
PA
USD
315213.85000000
0.030108273121
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
4003.00000000
NS
USD
521590.90000000
0.049820784444
Long
EC
CORP
US
N
1
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
3096.00000000
NS
385017.69000000
0.036775724692
Long
EC
CORP
FR
N
2
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
9087.00000000
NS
USD
155660.31000000
0.014868201786
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAC9
29125.87000000
PA
USD
26158.52000000
0.002498582675
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.11500000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AW9
55000.00000000
PA
USD
46238.01000000
0.004416514799
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.60000000
N
N
N
N
N
N
YIFENG PHARMACY CHAIN CO LTD
300300CZZIF44N1EZO06
YIFENG PHARMACY CHAIN CO LTD
000000000
54234.00000000
NS
417069.19000000
0.039837186985
Long
EC
CORP
CN
N
2
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
155000.00000000
PA
USD
132629.32000000
0.012668351312
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
CIE Automotive SA
95980020140005381252
CIE Automotive SA
000000000
4102.00000000
NS
107905.04000000
0.010306762902
Long
EC
CORP
ES
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
115000.00000000
PA
USD
114827.27000000
0.010967953365
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
103600.00000000
NS
1093417.87000000
0.104439966281
Long
EC
CORP
JP
N
2
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
1299.00000000
NS
USD
405898.53000000
0.038770199344
Long
EC
CORP
US
N
1
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
15000.00000000
PA
USD
14883.00000000
0.001421579124
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.12500000
N
N
N
N
N
N
CCC Intelligent Solutions Hold
N/A
CCC Intelligent Solutions Holdings Inc
12510Q100
20211.00000000
NS
USD
201907.89000000
0.019285630683
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
000000000
8149.00000000
NS
119261.10000000
0.011391459390
Long
EC
CORP
AU
N
2
N
N
N
Rotork PLC
213800AH5RZIHGWRJ718
Rotork PLC
000000000
31664.00000000
NS
100478.44000000
0.009597396542
Long
EC
CORP
GB
N
2
N
N
N
Saudi National Bank/The
5586006ZEFQ542K7CY16
Saudi National Bank/The
000000000
49786.00000000
NS
934570.43000000
0.089267339481
Long
EC
CORP
SA
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828Z37
317086.49700000
PA
USD
317631.49000000
0.030339198778
Long
DBT
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
21900.00000000
NS
717867.96000000
0.068568575284
Long
EC
CORP
JP
N
2
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness Inc
72703H101
10228.00000000
NS
USD
806068.68000000
0.076993241165
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN UNIVERSITY
OBWWNZE695DUK77DTI34
Northwestern University
668444AS1
140000.00000000
PA
USD
105255.36000000
0.010053673486
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
2.64000000
N
N
N
N
N
N
Woodside Energy Group Ltd
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd
000000000
2412.00000000
NS
54634.40000000
0.005218512565
Long
EC
CORP
AU
N
2
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
187.00000000
NS
34923.74000000
0.003335809966
Long
EC
CORP
KR
N
2
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
000000000
59200.00000000
NS
341682.30000000
0.032636459371
Long
EC
CORP
IT
N
2
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
5494.00000000
NS
USD
305905.92000000
0.029219207813
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAD3
215000.00000000
PA
USD
212581.25000000
0.020305117733
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAD0
150000.00000000
PA
USD
148862.25000000
0.014218871665
Long
DBT
CORP
MX
N
2
2024-04-10
Fixed
4.37500000
N
N
N
N
N
N
Nippon Ceramic Co Ltd
N/A
Nippon Ceramic Co Ltd
000000000
9400.00000000
NS
147899.79000000
0.014126940398
Long
EC
CORP
JP
N
2
N
N
N
Ardagh Metal Packaging SA
5493009WKQTU4FN9G032
Ardagh Metal Packaging SA
000000000
1334.00000000
NS
USD
9017.84000000
0.000861356788
Long
EC
CORP
LU
N
1
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-1
59980VAA9
37885.07000000
PA
USD
37286.70000000
0.003561512755
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
3.25000000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
198419.00000000
NS
540813.93000000
0.051656910101
Long
EC
CORP
AU
N
2
N
N
N
HashiCorp Inc
N/A
HashiCorp Inc
418100103
747.00000000
NS
USD
27071.28000000
0.002585766748
Long
EC
CORP
US
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
36700.00000000
NS
USD
1787657.00000000
0.170751587224
Long
EC
CORP
CN
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
25000.00000000
PA
USD
25022.90000000
0.002390111689
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
LG H&H Co Ltd
N/A
LG H&H Co Ltd
000000000
150.00000000
NS
90154.45000000
0.008611280258
Long
EC
CORP
KR
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
10804.00000000
NS
USD
1962330.52000000
0.187435873296
Long
EC
CORP
US
N
1
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
31800.00000000
NS
518740.62000000
0.049548534323
Long
EC
CORP
CN
N
2
N
N
N
Polycab India Ltd
335800ZAL1L11ERZVW68
Polycab India Ltd
000000000
5078.00000000
NS
149123.81000000
0.014243855085
Long
EC
CORP
IN
N
2
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust
78449XAA0
76032.58000000
PA
USD
69941.26000000
0.006680577514
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
6552.00000000
NS
155712.94000000
0.014873228844
Long
EC
CORP
FR
N
2
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
30330.00000000
NS
772052.91000000
0.073744157746
Long
EC
CORP
SE
N
2
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
4847.00000000
NS
USD
317042.27000000
0.030282918266
Long
EC
CORP
US
N
1
N
N
N
Intelbras SA Industria de Tele
N/A
Intelbras SA Industria de Telecomunicacao Eletronica Brasileira
000000000
14200.00000000
NS
74868.29000000
0.007151192510
Long
EC
CORP
BR
N
2
N
N
N
MEDSTAR HEALTH INC
549300ICFOCGDEPVJE31
MedStar Health Inc
58506YAS1
130000.00000000
PA
USD
112893.30000000
0.010783226403
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
Medley Inc
353800VX74BO9P8XHJ87
Medley Inc
000000000
2200.00000000
NS
54818.28000000
0.005236076226
Long
EC
CORP
JP
N
2
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group Inc
82489W107
4185.00000000
NS
USD
98891.55000000
0.009445821612
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
3967.00000000
NS
USD
369407.04000000
0.035284642642
Long
EC
CORP
US
N
1
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
50000.00000000
PA
USD
49945.60000000
0.004770652577
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
HKEX
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
000000000
6400.00000000
NS
293698.92000000
0.028053232111
Long
EC
CORP
HK
N
2
N
N
N
Syncona Limited
213800X8MBI5VQITLW60
Syncona Limited
000000000
44594.00000000
NS
112085.89000000
0.010706105043
Long
EC
RF
GG
N
2
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
43800.00000000
NS
USD
227675.21000000
0.021746847118
Long
EC
CORP
HK
N
2
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
7300.00000000
NS
USD
435445.00000000
0.041592388751
Long
EC
CORP
US
N
1
N
N
N
Electric Power Development Co
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
21800.00000000
NS
367825.41000000
0.035133570130
Long
EC
CORP
JP
N
2
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
20600.00000000
NS
546203.15000000
0.052171672087
Long
EC
CORP
JP
N
2
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
000000000
25246.00000000
NS
115541.89000000
0.011036211705
Long
EP
CORP
BR
N
2
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CHF/USD FORWARD
000000000
1.00000000
NC
USD
-60683.83000000
-0.00579633581
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-4994800.00000000
CHF
5200765.93000000
USD
2022-08-31
-60683.83000000
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
4758.00000000
NS
217024.99000000
0.020729570331
Long
EC
CORP
DE
N
2
N
N
N
Sibanye Stillwater Ltd
378900F238434B74D281
Sibanye Stillwater Ltd
000000000
21620.00000000
NS
53110.38000000
0.005072942786
Long
EC
CORP
ZA
N
2
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2C1
100000.00000000
PA
USD
90078.70000000
0.008604044847
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
Liberty Media Corp-Liberty For
N/A
Liberty Media Corp-Liberty Formula One
531229854
13592.00000000
NS
USD
921129.84000000
0.087983534995
Long
EC
CORP
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAB9
230000.00000000
PA
USD
232852.00000000
0.022241318434
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
4.55000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
185000.00000000
PA
USD
182867.88000000
0.017466986542
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
40000.00000000
PA
USD
39100.28000000
0.003734740428
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810QV3
643744.68000000
PA
USD
632479.15000000
0.060412494538
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.75000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
65000.00000000
PA
USD
64586.34000000
0.006169091759
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
45000.00000000
PA
USD
40017.69000000
0.003822368656
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
76358.00000000
PA
USD
68961.02000000
0.006586947955
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
Fancl Corp
3538004V8SS9O9BA8I42
Fancl Corp
000000000
10100.00000000
NS
192511.98000000
0.018388161792
Long
EC
CORP
JP
N
2
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
1584.00000000
NS
USD
109739.52000000
0.010481986880
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
159199.00000000
NS
1546432.76000000
0.147710577759
Long
EC
CORP
NL
N
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
3749.00000000
NS
412073.53000000
0.039360016659
Long
EC
CORP
FR
N
2
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
93100.00000000
NS
329037.60000000
0.031428675890
Long
EC
CORP
JP
N
2
N
N
N
WEIGAO GROUP
5299005WQUU15JQU8S60
Shandong Weigao Group Medical Polymer Co Ltd
000000000
104000.00000000
NS
130089.53000000
0.012425758257
Long
EC
CORP
CN
N
2
N
N
N
Petronet LNG Ltd
335800KIIKNA7GRD9351
Petronet LNG Ltd
000000000
23332.00000000
NS
64774.92000000
0.006187104350
Long
EC
CORP
IN
N
2
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust 2016-B
78449GAC3
83303.92000000
PA
USD
82997.14000000
0.007927635665
Long
ABS-O
CORP
US
N
2
2032-02-17
Floating
3.44914000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
30000.00000000
PA
USD
30273.12000000
0.002891596816
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
24400.00000000
NS
118240.01000000
0.011293927963
Long
EC
CORP
JP
N
2
N
N
N
SONGCHENG
N/A
Songcheng Performance Development Co Ltd
000000000
278800.00000000
NS
530429.41000000
0.050665012174
Long
EC
CORP
CN
N
2
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
2231.00000000
NS
USD
466992.92000000
0.044605750606
Long
EC
CORP
AU
N
1
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
12014.00000000
NS
USD
640586.48000000
0.061186882167
Long
EC
CORP
CA
N
1
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAC1
125000.00000000
PA
USD
124900.38000000
0.011930106351
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.80000000
N
N
N
N
N
N
Obara Group Inc
3538003M0UGWDBTV2318
Obara Group Inc
000000000
6000.00000000
NS
135424.21000000
0.012935310748
Long
EC
CORP
JP
N
2
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAE2
25000.00000000
PA
USD
24998.70000000
0.002387800178
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.30000000
N
N
N
N
N
N
Plaid Inc
N/A
Plaid Inc
000000000
1800.00000000
NS
5111.82000000
0.000488265578
Long
EC
CORP
JP
N
2
N
N
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
1357.00000000
NS
USD
245155.62000000
0.023416522986
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BA7
355000.00000000
PA
USD
301754.97000000
0.028822721629
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.37500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
95000.00000000
PA
USD
95612.66000000
0.009132631961
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
-1.00000000
NC
USD
110.44000000
0.000010548894
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
2022-09-30
-210571.38000000
USD
110.44000000
N
N
N
Georgia Capital PLC
213800Q65T5GNBOW7H65
Georgia Capital PLC
000000000
3326.00000000
NS
25620.14000000
0.002447158246
Long
EC
CORP
GE
N
2
N
N
N
Coconala Inc
N/A
Coconala Inc
000000000
5200.00000000
NS
23200.62000000
0.002216053017
Long
EC
CORP
JP
N
2
N
N
HUAYU AUTOMOTIVE SYSTEMS CO LTD
3003001J2BNVV78BOT83
HUAYU AUTOMOTIVE SYSTEMS CO LTD
000000000
137800.00000000
NS
448903.02000000
0.042877858098
Long
EC
CORP
CN
N
2
N
N
N
Hypoport SE
391200GNIFXXP6KRYQ46
Hypoport SE
000000000
313.00000000
NS
65057.63000000
0.006214107954
Long
EC
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
2490000.00000000
PA
USD
1976048.44000000
0.188746167504
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
524.00000000
NS
USD
44424.72000000
0.004243314826
Long
EC
CORP
US
N
1
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
13972.00000000
NS
257450.78000000
0.024590919464
Long
EC
CORP
SE
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
18311.00000000
NS
2243597.34000000
0.214301628834
Long
EC
CORP
CH
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
922.00000000
NS
279214.74000000
0.026669747066
Long
EC
CORP
GB
N
2
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
18383.00000000
NS
USD
2436850.48000000
0.232760583987
Long
EC
CORP
US
N
1
N
N
N
Bytes Technology Group PLC
213800LA4DZLFBAC9O33
Bytes Technology Group PLC
000000000
22740.00000000
NS
125509.75000000
0.011988311529
Long
EC
CORP
GB
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
265000.00000000
PA
USD
264248.46000000
0.025240213288
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
8134.00000000
NS
484587.99000000
0.046286378450
Long
EC
CORP
DE
N
2
N
N
N
Baltic Classifieds Group PLC
213800I1RPHCFSSQS969
Baltic Classifieds Group PLC
000000000
80999.00000000
NS
162742.59000000
0.015544679740
Long
EC
CORP
GB
N
2
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2019-4 LTD
14317VAQ3
250000.00000000
PA
USD
241086.66000000
0.023027868239
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
3.64787000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
5213.00000000
NS
USD
1999394.02000000
0.190976066662
Long
EC
CORP
US
N
1
N
N
N
THG PLC
21380066N3SV9O8IDP37
THG PLC
000000000
13325.00000000
NS
11110.96000000
0.001061285277
Long
EC
CORP
GB
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
3118.00000000
NS
57150.68000000
0.005458860016
Long
EC
CORP
NL
N
2
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAJ3
345000.00000000
PA
USD
344738.15000000
0.032928344917
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
3.55000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17328PAQ6
69508.93000000
PA
USD
61606.34000000
0.005884451177
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.50000000
N
N
N
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
8277.00000000
NS
USD
632197.26000000
0.060385569258
Long
EC
CORP
US
N
1
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR57
415000.00000000
PA
USD
392783.81000000
0.037517520975
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
0.90000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
15734.00000000
NS
USD
2250906.04000000
0.214999733742
Long
EC
CORP
US
N
1
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYH4
500000.00000000
PA
USD
429561.50000000
0.041030414635
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
2.30000000
N
N
N
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
405552100
20773.00000000
NS
USD
146034.19000000
0.013948743932
Long
EC
CORP
GB
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
6687.00000000
NS
USD
2204637.03000000
0.210580257916
Long
EC
CORP
US
N
1
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
5393.00000000
NS
202402.94000000
0.019332916361
Long
EC
CORP
GB
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
4593.00000000
NS
204688.07000000
0.019551185064
Long
EC
CORP
DE
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259305
6189.00000000
NS
USD
330368.82000000
0.031555829996
Long
EC
CORP
GB
N
1
N
N
N
Impro Precision Industries Ltd
2549009NAG20HWV31U35
Impro Precision Industries Ltd
000000000
238000.00000000
NS
69963.38000000
0.006682690349
Long
EC
CORP
HK
N
2
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
5390.00000000
NS
USD
465372.60000000
0.044450982543
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
1602.00000000
NS
USD
72634.68000000
0.006937844842
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CEJ6
3403848.25300000
PA
USD
3437354.88000000
0.328325736768
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
40032.00000000
NS
1949674.85000000
0.186227041993
Long
EC
CORP
GB
N
2
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAL3
375000.00000000
PA
USD
325513.50000000
0.031092064522
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
15000.00000000
PA
USD
14797.55000000
0.001413417198
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BH6
45000.00000000
PA
USD
43018.38000000
0.004108985484
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
1.37500000
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
0.000253081774
Long
EP
CORP
US
Y
3
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
8100.00000000
NS
180912.71000000
0.017280234620
Long
EC
CORP
JP
N
2
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
93373.00000000
NS
731655.52000000
0.069885521294
Long
EC
CORP
AU
N
2
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBH5
405000.00000000
PA
USD
365990.00000000
0.034958257321
Long
DBT
CORP
GB
N
2
2026-10-13
Fixed
1.50000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
12300.00000000
NS
219208.49000000
0.020938131644
Long
EC
CORP
JP
N
2
N
N
N
AJ Bell PLC
213800VNKA7DPWXWJJ36
AJ Bell PLC
000000000
22197.00000000
NS
85407.54000000
0.008157869779
Long
EC
CORP
GB
N
2
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
38913.00000000
NS
USD
999674.97000000
0.095485928137
Long
EC
CORP
US
N
1
N
N
N
Aalberts NV
549300EMP9DT6Q35HZ31
Aalberts NV
000000000
2879.00000000
NS
123382.34000000
0.011785107764
Long
EC
CORP
NL
N
2
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
3787.00000000
NS
USD
91380.31000000
0.008728370696
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAJ9
175000.00000000
PA
USD
172493.28000000
0.016476036144
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.16100000
N
N
N
N
N
N
Mitsui Mining & Smelting Co Lt
35380021EYAHSQM25559
Mitsui Mining & Smelting Co Ltd
000000000
6500.00000000
NS
155664.42000000
0.014868594360
Long
EC
CORP
JP
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
1457.00000000
NS
885494.11000000
0.084579717899
Long
EC
CORP
CH
N
2
N
N
N
Powszechna Kasa Oszczednosci B
P4GTT6GF1W40CVIMFR43
Powszechna Kasa Oszczednosci Bank Polski SA
000000000
40917.00000000
NS
231569.48000000
0.022118816004
Long
EC
CORP
PL
N
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
2150.00000000
NS
USD
91955.50000000
0.008783311104
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
17538.00000000
NS
814344.99000000
0.077783769252
Long
EC
CORP
CA
N
2
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
25000.00000000
PA
USD
24140.68000000
0.002305844704
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
4370.00000000
NS
302773.44000000
0.028920002802
Long
EC
CORP
AU
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
6807.00000000
NS
331644.70000000
0.031677698193
Long
EC
CORP
GB
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
40000.00000000
PA
USD
30378.88000000
0.002901698691
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAB7
68124.26000000
PA
USD
62115.00000000
0.005933036841
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.44000000
N
N
N
N
N
N
Hoshino Resorts REIT Inc
353800DF2MUZWFL4IL56
Hoshino Resorts REIT Inc
000000000
59.00000000
NS
288983.41000000
0.027602820865
Long
EC
CORP
JP
N
2
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
1444.00000000
NS
USD
85672.52000000
0.008183179867
Long
EC
CORP
IL
N
1
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAC5
128050.00000000
PA
USD
112982.74000000
0.010791769441
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.23700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
1710000.00000000
PA
USD
1589765.63000000
0.151849602377
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAA8
54334.23000000
PA
USD
52963.34000000
0.005058897970
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69200000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
18053.00000000
NS
256870.52000000
0.024535494785
Long
EC
CORP
CL
N
2
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
235000.00000000
PA
USD
191040.43000000
0.018247603788
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAJ7
375000.00000000
PA
USD
314687.25000000
0.030057973882
Long
DBT
CORP
N/A
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
ZHEJIANG HANGKE TECHNOLOGY INC CO
N/A
ZHEJIANG HANGKE TECHNOLOGY INC CO
000000000
7465.00000000
NS
82979.34000000
0.007925935462
Long
EC
CORP
CN
N
2
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BJ2
70000.00000000
PA
USD
63348.53000000
0.006050859894
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
23400.00000000
NS
1364459.53000000
0.130329045477
Long
EC
CORP
ES
N
2
N
N
N
SMB Private Education Loan Tru
549300WEYOS38NWU8D22
SMB Private Education Loan Trust 2019-A
78449TAC5
60718.56000000
PA
USD
59475.06000000
0.005680877760
Long
ABS-O
CORP
US
N
2
2036-07-15
Floating
2.86914000
N
N
N
N
N
N
Haier Smart Home Co Ltd
3003002BYTNGNJTWSH07
Haier Smart Home Co Ltd
000000000
64400.00000000
NS
206112.91000000
0.019687281469
Long
EC
CORP
CN
N
2
N
N
N
NAC Kazatomprom JSC
5493008JG5TXJP2JSY44
NAC Kazatomprom JSC
63253R201
6388.00000000
NS
USD
191537.47000000
0.018295079545
Long
EC
CORP
KZ
N
2
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
3100.00000000
NS
53453.09000000
0.005105677408
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WAS6
100000.00000000
PA
USD
99102.22000000
0.009465944173
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.69500000
N
N
N
N
N
N
T ROWE PRICE INTERNATIONAL BOND FUND - USD HEDGED
549300A3CV9FBEEC1242
T ROWE PRICE INTERNATIONAL BOND FUND - USD HEDGED
77956H195
688439.15706400
NS
USD
6388715.38000000
0.610230760968
Long
EC
RF
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AV2
250000.00000000
PA
USD
247395.00000000
0.023630421787
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2021-6 Mortgage Loan Trust
12658YAA3
226080.11000000
PA
USD
198011.63000000
0.018913471718
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
1.90700000
N
N
N
N
N
N
T Rowe Price QM US Small & Mid-Cap Core Equity Fund
549300W1UD5BSCDBEY41
T Rowe Price QM US Small & Mid-Cap Core Equity Fund
779917707
2948652.77070000
NS
USD
57085917.64000000
5.452674112092
Long
EC
RF
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
395000.00000000
PA
USD
373892.19000000
0.035713050598
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
14006.00000000
NS
1203530.88000000
0.114957627796
Long
EC
CORP
CH
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
6618.00000000
NS
USD
622025.82000000
0.059414024088
Long
EC
CORP
US
N
1
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAB6
42338.70000000
PA
USD
40025.88000000
0.003823150940
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.17200000
N
N
N
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
17334.00000000
NS
93771.07000000
0.008956728856
Long
EC
CORP
ZA
N
2
N
N
N
SMS Co Ltd
N/A
SMS Co Ltd
000000000
10700.00000000
NS
257224.41000000
0.024569297287
Long
EC
CORP
JP
N
2
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
44572.30000000
PA
USD
42203.52000000
0.004031152523
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
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
98453.44000000
0.009403974670
Long
EP
CORP
US
Y
3
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
2316.00000000
NS
78730.58000000
0.007520106764
Long
EC
CORP
BE
N
2
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
27000.00000000
NS
160624.98000000
0.015342412041
Long
EC
CORP
HK
N
2
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
2353.00000000
NS
USD
317843.24000000
0.030359424497
Long
EC
CORP
US
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
505000.00000000
PA
USD
439565.57000000
0.041985973129
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
200000.00000000
PA
USD
170355.40000000
0.016271832315
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
90000.00000000
PA
USD
83235.87000000
0.007950438432
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
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
0.003202306846
Long
EP
CORP
US
Y
3
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
150000.00000000
PA
USD
133045.80000000
0.012708132221
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AD0
230000.00000000
PA
USD
228108.71000000
0.021788253726
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
Info Edge India Ltd
335800MXUVHTBF9DEC78
Info Edge India Ltd
000000000
1315.00000000
NS
72180.59000000
0.006894471539
Long
EC
CORP
IN
N
2
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CM2
140000.00000000
PA
USD
114973.88000000
0.010981957108
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
BioNTech SE
894500UZJ5LG1F8J1U58
BioNTech SE
09075V102
4258.00000000
NS
USD
703208.70000000
0.067168367128
Long
EC
CORP
DE
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
1900.00000000
NS
88958.17000000
0.008497015212
Long
EC
CORP
CN
N
2
N
N
N
Asian Paints Ltd
335800HEHXGYRUNERD75
Asian Paints Ltd
000000000
4521.00000000
NS
190885.78000000
0.018232832088
Long
EC
CORP
IN
N
2
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
230000.00000000
PA
USD
229847.97000000
0.021954382578
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
12483.00000000
NS
USD
1734013.53000000
0.165627725294
Long
EC
CORP
US
N
1
N
N
N
Mobile World Investment Corp
254900ZRFNB8CRAHHO95
Mobile World Investment Corp
000000000
82200.00000000
NS
222205.43000000
0.021224390284
Long
EC
CORP
VN
N
2
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAD7
150000.00000000
PA
USD
149216.10000000
0.014252670346
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.30000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence Health & Services Obligated Group
743755AJ9
25000.00000000
PA
USD
25186.25000000
0.002405714386
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.37900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
365000.00000000
PA
USD
288977.34000000
0.027602241076
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EA1
135000.00000000
PA
USD
135963.90000000
0.012986860303
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAR3
195000.00000000
PA
USD
173222.21000000
0.016545661332
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.20000000
N
N
N
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
5750.00000000
NS
USD
46517.50000000
0.004443210838
Long
EC
CORP
GB
N
1
N
N
N
TELUS International CDA Inc
549300VLM68O3RZJ7X31
TELUS International CDA Inc
87975H100
3968.00000000
NS
109878.79000000
0.010495289529
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
5118527.41966300
NS
USD
23749967.23000000
2.268525002869
Long
EC
RF
US
N
1
N
N
N
Indus Motor Co Ltd
N/A
Indus Motor Co Ltd
000000000
520.00000000
NS
2215.47000000
0.000211614990
Long
EC
CORP
PK
N
2
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAK8
35000.00000000
PA
USD
34604.29000000
0.003305297068
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-272.47000000
-0.00002602550
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-176191.23000000
USD
171874.92000000
EUR
2022-08-19
-272.47000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
355000.00000000
PA
USD
317492.48000000
0.030325920963
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
86586.00000000
NS
924606.94000000
0.088315657066
Long
EC
CORP
ES
N
2
N
N
N
Disco Corp
N/A
Disco Corp
000000000
1300.00000000
NS
317628.61000000
0.030338923689
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK STOCK EXCHANGE
549300HIIRNTNKXV3M12
ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF
000000000
-2548.00000000
NC
USD
-24206.00000000
-0.00231208387
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
73.00000000
USD
2022-08-19
XXXX
373272.72000000
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
5641.00000000
NS
USD
754370.93000000
0.072055228521
Long
EC
CORP
US
N
1
N
N
N
Central Asia Metals PLC
213800EYQBJZIT64NH43
Central Asia Metals PLC
000000000
60306.00000000
NS
183668.73000000
0.017543481311
Long
EC
CORP
GB
N
2
N
N
N
Ambea AB
549300AEVNZRHYI5HV24
Ambea AB
000000000
6995.00000000
NS
34482.32000000
0.003293646863
Long
EC
CORP
SE
N
2
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AG8
130000.00000000
PA
USD
131696.76000000
0.012579276003
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
1853.00000000
NS
USD
40969.83000000
0.003913314187
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
2842734.62000000
PA
USD
2864943.48000000
0.273650731946
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
105000.00000000
PA
USD
102539.06000000
0.009794220729
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
434.00000000
NS
USD
47696.60000000
0.004555834903
Long
EC
CORP
US
N
1
N
N
N
Fujitsu General Ltd
N/A
Fujitsu General Ltd
000000000
11800.00000000
NS
251594.22000000
0.024031518575
Long
EC
CORP
JP
N
2
N
N
N
MIPS AB
549300LZSA4S0L54VQ25
MIPS AB
000000000
1254.00000000
NS
67088.67000000
0.006408106749
Long
EC
CORP
SE
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-10259.30000000
-0.00097993729
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-203438.65000000
USD
188738.74000000
EUR
2022-08-19
-10259.30000000
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BE3
155000.00000000
PA
USD
128336.59000000
0.012258322732
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
5753.00000000
NS
USD
315091.81000000
0.030096616229
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
55000.00000000
PA
USD
54574.91000000
0.005212830260
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
15838.00000000
NS
195352.07000000
0.018659438594
Long
EC
CORP
GB
N
2
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAN8
200000.00000000
PA
USD
168555.80000000
0.016099939969
Long
DBT
CORP
NL
N
2
2028-07-12
Fixed
1.87500000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
29952.00000000
NS
USD
5650145.28000000
0.539684779915
Long
EC
CORP
CH
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
2.00000000
NC
USD
1306.28000000
0.000124771912
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
2022-09-21
240974.98000000
USD
1306.28000000
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
1811.00000000
NS
92247.02000000
0.008811156212
Long
EC
CORP
DE
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
13118.00000000
NS
88877.53000000
0.008489312723
Long
EC
CORP
NO
N
2
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
7190.00000000
NS
USD
1574753.80000000
0.150415717801
Long
EC
CORP
US
N
1
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YBF5
15000.00000000
PA
USD
16474.90000000
0.001573632595
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.87100000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
40332.00000000
NS
USD
3749666.04000000
0.358156753724
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
287694.19000000
PA
USD
252970.65000000
0.024162991003
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
1316700.00000000
NS
654742.50000000
0.062539022361
Long
EC
CORP
ID
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
4435.00000000
NS
177133.35000000
0.016919241589
Long
EC
CORP
DE
N
2
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CS4
45000.00000000
PA
USD
44714.61000000
0.004271004241
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
7985.85000000
0.000762784226
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-172052.43000000
EUR
184086.29000000
USD
2022-08-19
7985.85000000
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
1236.00000000
NS
215762.79000000
0.020609008806
Long
EC
CORP
DE
N
2
N
N
N
LOS ANGELES CA DEPT OF ARPTS
N/A
City of Los Angeles Department of Airports
544435Q52
15000.00000000
PA
USD
19432.73000000
0.001856155566
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
7.05300000
N
N
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
6000.00000000
NS
213473.71000000
0.020390362811
Long
EC
CORP
JP
N
2
N
N
N
Safaricom PLC
N/A
Safaricom PLC
000000000
195000.00000000
NS
48468.37000000
0.004629552038
Long
EC
CORP
KE
N
2
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
1600.00000000
NS
187355.00000000
0.017895582667
Long
EC
CORP
JP
N
2
N
N
N
NSK Ltd
353800FVQK6SULSPBC69
NSK Ltd
000000000
35700.00000000
NS
199923.58000000
0.019096095396
Long
EC
CORP
JP
N
2
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
1639.00000000
NS
209868.28000000
0.020045983048
Long
EC
CORP
CA
N
2
N
N
N
VENTURE CORP LTD
N/A
VENTURE GLOBAL LNG INC SR C PP
000000000
1.00000000
NS
USD
5950.17000000
0.000568342233
Long
EC
CORP
US
Y
3
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
200000.00000000
PA
USD
172557.40000000
0.016482160692
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
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
104679.54000000
0.009998672902
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2C8
245000.00000000
PA
USD
242033.54000000
0.023118311351
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.87500000
N
N
N
N
N
N
CENTRL TX REGL MOBILITY AUTH R
N/A
Central Texas Regional Mobility Authority
155498MQ8
225000.00000000
PA
USD
182360.70000000
0.017418542244
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
3.16700000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
3241.00000000
NS
USD
814041.97000000
0.077754825699
Long
EC
CORP
US
N
1
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AW0
215000.00000000
PA
USD
216880.39000000
0.020715758576
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.35000000
N
N
N
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
000000000
311.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
12947.00000000
NS
USD
1921205.33000000
0.183507719591
Long
EC
CORP
US
N
1
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AP0
130000.00000000
PA
USD
128583.91000000
0.012281945990
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.95000000
N
N
N
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
1370.00000000
NS
199895.30000000
0.019093394176
Long
EC
CORP
GB
N
2
N
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
16900.00000000
NS
242609.90000000
0.023173363515
Long
EC
CORP
JP
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
18408.00000000
NS
133874.88000000
0.012787323434
Long
EC
CORP
GB
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VAC3
18816.44000000
PA
USD
18027.25000000
0.001721908369
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
2264.00000000
NS
77685.49000000
0.007420282930
Long
EC
CORP
CA
N
2
N
N
N
Pan Pacific International Hold
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp
000000000
25100.00000000
NS
390819.03000000
0.037329851134
Long
EC
CORP
JP
N
2
N
N
N
FUYAO GLASS INDUSTRY GROUP CO LTD
549300AS5CSLWETN0P64
FUYAO GLASS INDUSTRY GROUP CO LTD
000000000
115612.00000000
NS
704136.44000000
0.067256982045
Long
EC
CORP
CN
N
2
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
50770.00000000
NS
630968.02000000
0.060268155973
Long
EC
CORP
IT
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
9900.00000000
NS
225901.66000000
0.021577442989
Long
EC
CORP
SG
N
2
N
N
N
Elekta AB
54930044O54BK617EP80
Elekta AB
000000000
25443.00000000
NS
183762.30000000
0.017552418834
Long
EC
CORP
SE
N
2
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAW1
193122.00000000
PA
USD
172851.20000000
0.016510223579
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.20723000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
335000.00000000
PA
USD
300074.58000000
0.028662215861
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
259.66000000
PA
USD
259.02000000
0.000024740806
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
70700.00000000
NS
1107260.56000000
0.105762178142
Long
EC
CORP
JP
N
2
N
N
N
Definity Financial Corp
984500D5F3FC49D00C44
Definity Financial Corp
24477T100
11759.00000000
NS
338844.32000000
0.032365384110
Long
EC
CORP
CA
N
2
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113ABC3
15642.74000000
PA
USD
15312.46000000
0.001462599843
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
3.35900000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-99374.80000000
-0.00949198018
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-14798600.00000000
EUR
15060002.47000000
USD
2022-08-31
-99374.80000000
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AS2
20000.00000000
PA
USD
19500.00000000
0.001862580993
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
1140771.84000000
PA
USD
1171073.59000000
0.111857405670
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
278.00000000
NS
USD
52686.56000000
0.005032460782
Long
EC
CORP
US
N
1
N
N
N
Endava PLC
213800JJ6CRPCWCQVZ25
Endava PLC
29260V105
987.00000000
NS
USD
100674.00000000
0.009616075842
Long
EC
CORP
GB
N
1
N
N
N
Floor & Decor Holdings Inc
549300M5FR3N688XGQ36
Floor & Decor Holdings Inc
339750101
3448.00000000
NS
USD
277805.36000000
0.026535127353
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-7.00000000
NC
USD
-24042.56000000
-0.00229647257
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
2022-09-21
-894707.44000000
USD
-24042.56000000
N
N
N
Opendoor Technologies Inc
254900KX11YZ4HV5BQ47
Opendoor Technologies Inc
683712103
13392.00000000
NS
USD
65754.72000000
0.006280691881
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1756.00000000
NS
USD
475577.48000000
0.045425721801
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGM5
120000.00000000
PA
USD
115734.96000000
0.011054653167
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24400000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
24922.00000000
NS
USD
367848.72000000
0.035135796631
Long
EC
CORP
GB
N
1
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
4700.00000000
NS
120447.84000000
0.011504813203
Long
EC
CORP
JP
N
2
N
N
N
K92 Mining Inc
254900EA8H0X9FEVZU11
K92 Mining Inc
499113108
49374.00000000
NS
308069.39000000
0.029425855920
Long
EC
CORP
CA
N
2
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FMT8
15000.00000000
PA
USD
16771.96000000
0.001602006867
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.62800000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AP8
67000.00000000
PA
USD
63315.00000000
0.006047657210
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282W9
25000.00000000
PA
USD
24976.56000000
0.002385685432
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.87500000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
295000.00000000
PA
USD
288045.20000000
0.027513205884
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CB8
170000.00000000
PA
USD
169002.78000000
0.016142634146
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
275000.00000000
PA
USD
227939.25000000
0.021772067420
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Edita Food Industries SAE
2138009F7ZFOJY44V768
Edita Food Industries SAE
28106T209
7020.00000000
NS
USD
14989.85000000
0.001431785113
Long
EC
CORP
EG
N
2
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
1365.00000000
NS
205742.23000000
0.019651875237
Long
EC
CORP
AU
N
2
N
N
N
FARMERS BUSINESS NETWORK INC
N/A
FARMERS BUSINESS NETWORK INC CVT SR D PP
000000000
163.00000000
NS
USD
10131.72000000
0.000967751236
Long
EP
CORP
US
Y
3
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
305000.00000000
PA
USD
263684.70000000
0.025186364639
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
2941.00000000
NS
173442.59000000
0.016566711362
Long
EC
CORP
DE
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
651.00000000
NS
710726.68000000
0.067886461828
Long
EC
CORP
CH
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
40000.00000000
PA
USD
40688.56000000
0.003886448128
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
Nipro Corp
353800AKDDNW0E810O26
Nipro Corp
000000000
23900.00000000
NS
209595.22000000
0.020019901183
Long
EC
CORP
JP
N
2
N
N
N
MIAMI-DADE CNTY FL TRANSIT SAL
N/A
County of Miami-Dade FL Transit System
59334PDA2
160000.00000000
PA
USD
180166.08000000
0.017208918782
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
5.62400000
N
N
N
N
N
N
Persol Holdings Co Ltd
3538000H6OI725NB2008
Persol Holdings Co Ltd
000000000
20000.00000000
NS
414035.75000000
0.039547441975
Long
EC
CORP
JP
N
2
N
N
N
MIDEA GROUP CO LTD
3003003TRPHLHZD2IF61
MIDEA GROUP CO LTD
000000000
74000.00000000
NS
604946.38000000
0.057782647661
Long
EC
CORP
CN
N
2
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
29614.00000000
NS
204120.20000000
0.019496943840
Long
EC
CORP
GB
N
2
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
320000.00000000
PA
USD
298760.00000000
0.028536651158
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82200000
N
N
N
N
N
N
UT Group Co Ltd
N/A
UT Group Co Ltd
000000000
8900.00000000
NS
173322.33000000
0.016555224491
Long
EC
CORP
JP
N
2
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
51462.00000000
NS
USD
3553451.10000000
0.339414896397
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
6160.00000000
NS
USD
716531.20000000
0.068440892014
Long
EC
CORP
US
N
1
N
N
N
Vanguard International Semicon
2549001S5Q158BIJJO13
Vanguard International Semiconductor Corp
000000000
66000.00000000
NS
158963.61000000
0.015183723006
Long
EC
CORP
TW
N
2
N
N
N
Integrated Diagnostics Holding
2138007JN9NUWKKTS790
Integrated Diagnostics Holdings PLC
000000000
156473.00000000
NS
USD
129484.56000000
0.012367973353
Long
EC
CORP
EG
N
2
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAA5
32189.58000000
PA
USD
29522.03000000
0.002819854972
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.02700000
N
N
N
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
16000.00000000
NS
113788.33000000
0.010868716960
Long
EC
CORP
TW
N
2
N
N
N
Dechra Pharmaceuticals PLC
213800J4UVB5OWG8VX82
Dechra Pharmaceuticals PLC
000000000
12241.00000000
NS
550877.72000000
0.052618172869
Long
EC
CORP
GB
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
19296.00000000
NS
USD
586598.40000000
0.056030104132
Long
EC
CORP
US
N
1
N
N
N
Outsourcing Inc
353800Y1XELZ246TNZ48
Outsourcing Inc
000000000
9800.00000000
NS
88157.92000000
0.008420577754
Long
EC
CORP
JP
N
2
N
N
N
Aluminium Bahrain BSC
213800YLHRSLSVOHFH73
Aluminium Bahrain BSC
000000000
23933.00000000
NS
67876.08000000
0.006483317769
Long
EC
CORP
BH
N
2
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
3506.00000000
NS
USD
796913.80000000
0.076118794730
Long
EC
CORP
US
N
1
N
N
N
Taiyo Yuden Co Ltd
353800V9G3X5PLB9AD43
Taiyo Yuden Co Ltd
000000000
2500.00000000
NS
88850.09000000
0.008486691738
Long
EC
CORP
JP
N
2
N
N
N
Axis Bank Ltd
549300HVNWMJPOFVNI41
Axis Bank Ltd
000000000
26288.00000000
NS
241445.42000000
0.023062135909
Long
EC
CORP
IN
N
2
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024YC0
300000.00000000
PA
USD
253932.66000000
0.024254879287
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
3.17600000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
20777.00000000
NS
1398303.53000000
0.133561721946
Long
EC
CORP
NL
N
2
N
N
N
Victrex PLC
213800UYNPHAUNHPXL67
Victrex PLC
000000000
7250.00000000
NS
170759.37000000
0.016310418307
Long
EC
CORP
GB
N
2
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
5869.00000000
NS
155278.37000000
0.014831720033
Long
EC
CORP
CA
N
2
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AZ9
50000.00000000
PA
USD
49742.55000000
0.004751257856
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CR9
300000.00000000
PA
USD
301770.00000000
0.028824157249
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
38941.00000000
NS
USD
4492233.76000000
0.429084575342
Long
EC
CORP
US
N
1
N
N
N
MARYLAND ST ECON DEV CORP ECON
549300JJ16DDBSZWSN94
Maryland Economic Development Corp
57420NDK4
175000.00000000
PA
USD
165936.35000000
0.015849738031
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.75000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2C3
315000.00000000
PA
USD
280469.07000000
0.026789556872
Long
DBT
CORP
US
N
2
2029-01-06
Fixed
2.65000000
N
N
N
N
N
N
Daiwa Office Investment Corp
N/A
Daiwa Office Investment Corp
000000000
14.00000000
NS
71025.60000000
0.006784150389
Long
EC
CORP
JP
N
2
N
N
N
Money Forward Inc
35380017JS3GIGP6WN95
Money Forward Inc
000000000
3300.00000000
NS
85559.93000000
0.008172425610
Long
EC
CORP
JP
N
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
697.00000000
NS
USD
323909.84000000
0.030938887771
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
25000.00000000
PA
USD
24036.10000000
0.002295855539
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.87500000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
200.00000000
NS
USD
387138.00000000
0.036978250287
Long
EC
CORP
US
N
1
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
8432.00000000
NS
USD
1220026.08000000
0.116533199386
Long
EC
CORP
US
N
1
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
105875.00000000
PA
USD
103604.51000000
0.009895989289
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
H World Group Ltd
549300Y5ML31FVN83730
H World Group Ltd
000000000
57300.00000000
NS
224715.98000000
0.021464190423
Long
EC
CORP
CN
N
2
N
N
N
Frontier Developments PLC
213800B9LGPWUAZ9GX18
Frontier Developments PLC
000000000
5962.00000000
NS
113243.76000000
0.010816701281
Long
EC
CORP
GB
N
2
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC - A
57636Q104
5379.00000000
NS
USD
1903036.41000000
0.181772279331
Long
EC
CORP
US
N
1
N
N
N
GVS SpA
81560013EACB40B52D17
GVS SpA
000000000
12255.00000000
NS
119073.98000000
0.011373586254
Long
EC
CORP
IT
N
2
N
N
N
Knaus Tabbert AG
391200V57NOSGK8UVW09
Knaus Tabbert AG
000000000
1794.00000000
NS
54145.35000000
0.005171799989
Long
EC
CORP
DE
N
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
000000000
294.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAK9
140000.00000000
PA
USD
117621.56000000
0.011234855490
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
17454.00000000
NS
USD
595006.86000000
0.056833254787
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
52660.38000000
PA
USD
51362.28000000
0.004905969564
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
Incitec Pivot Ltd
254900UW2F3BKV6Z9V18
Incitec Pivot Ltd
000000000
25162.00000000
NS
64108.88000000
0.006123486225
Long
EC
CORP
AU
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
200000.00000000
PA
USD
200010.00000000
0.019104349973
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAE7
215000.00000000
PA
USD
210597.64000000
0.020115649308
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
Hightech Payment Systems SA
N/A
Hightech Payment Systems SA
000000000
251.00000000
NS
130964.60000000
0.012509342295
Long
EC
CORP
MA
N
2
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABZ9
180000.00000000
PA
USD
160817.40000000
0.015360791417
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
31800.00000000
NS
262545.26000000
0.025077528778
Long
EC
CORP
JP
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
64402.03000000
PA
USD
61773.03000000
0.005900372901
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
2213.00000000
NS
USD
366871.14000000
0.035042421147
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
11256.00000000
NS
161676.22000000
0.015442823305
Long
EC
CORP
NL
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
34286.00000000
0.003274894971
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.03600000
N
N
N
N
N
N
Esker SA
969500VMAA9YBAGPU774
Esker SA
000000000
639.00000000
NS
95985.06000000
0.009168202482
Long
EC
CORP
FR
N
2
N
N
N
Trainline PLC
213800HO26VXTFJ4MO71
Trainline PLC
000000000
107896.00000000
NS
522332.22000000
0.049891593087
Long
EC
CORP
GB
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
68902.00000000
NS
USD
5297874.78000000
0.506036967719
Long
EC
CORP
US
N
1
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
4850.00000000
NS
175678.57000000
0.016780285406
Long
EC
CORP
BE
N
2
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
2500.00000000
NS
139820.08000000
0.013355190948
Long
EC
CORP
JP
N
2
N
N
N
Largan Precision Co Ltd
N/A
Largan Precision Co Ltd
000000000
1000.00000000
NS
70142.72000000
0.006699820363
Long
EC
CORP
TW
N
2
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
2511.00000000
NS
USD
769018.86000000
0.073454354471
Long
EC
CORP
IE
N
1
N
N
N
Descartes Systems Group Inc/Th
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
768.00000000
NS
USD
53022.72000000
0.005064569768
Long
EC
CORP
CA
N
1
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
135000.00000000
PA
USD
120211.43000000
0.011482232036
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
105000.00000000
PA
USD
90243.72000000
0.008619807058
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
Systems Ltd
N/A
Systems Ltd
000000000
62100.00000000
NS
90210.63000000
0.008616646401
Long
EC
CORP
PK
N
2
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
70000.00000000
PA
USD
67375.00000000
0.006435456124
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Munich Re
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
2902.00000000
NS
657901.57000000
0.062840767169
Long
EC
CORP
DE
N
2
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
40000.00000000
PA
USD
35708.48000000
0.003410765956
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
ZHEJIANG SANHUA INTELLIGENT CONTROLS CO LTD
N/A
ZHEJIANG SANHUA INTELLIGENT CONTROLS CO LTD
000000000
97200.00000000
NS
469877.46000000
0.044881273139
Long
EC
CORP
CN
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
65000.00000000
PA
USD
59637.50000000
0.005696393538
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
64000.00000000
PA
USD
62360.00000000
0.005956438499
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Rinnai Corp
N/A
Rinnai Corp
000000000
700.00000000
NS
53219.95000000
0.005083408581
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
12584.00000000
NS
USD
807515.28000000
0.077131416020
Long
EC
CORP
US
N
1
N
N
N
CI&T Inc
N/A
CI&T Inc
000000000
4658.00000000
NS
USD
52728.56000000
0.005036472495
Long
EC
CORP
BR
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
10890.00000000
NS
USD
702078.30000000
0.067060394740
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828XL9
1533466.50000000
PA
USD
1562937.81000000
0.149287090191
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US mini MSCI EAFE Index s
000000000
-66.00000000
NC
USD
-196251.25000000
-0.01874532554
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EAFE INDEX
2022-09-16
-6245678.75000000
USD
-196251.25000000
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
340000.00000000
PA
USD
340486.20000000
0.032522211519
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
11700.00000000
NS
192445.69000000
0.018381829971
Long
EC
CORP
JP
N
2
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment BVI Ltd
857006AL4
215000.00000000
PA
USD
216091.58000000
0.020640413832
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
1877.00000000
NS
USD
307752.92000000
0.029395627664
Long
EC
CORP
US
N
1
N
N
N
BRP Inc
529900EPQGESIRCPY551
BRP Inc
05577W200
678.00000000
NS
51569.40000000
0.004925753039
Long
EC
CORP
CA
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
168555.00000000
NS
184220.45000000
0.017596179936
Long
EC
CORP
GB
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
1835.00000000
NS
63759.56000000
0.006090120236
Long
EC
CORP
NO
N
2
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130H204
1956.00000000
NS
USD
174894.79000000
0.016705421112
Long
EP
CORP
US
N
2
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
115000.00000000
PA
USD
109811.09000000
0.010488823030
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
1158.00000000
NS
USD
331801.74000000
0.031692698179
Long
EC
CORP
US
N
1
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181201
34449.00000000
NS
395455.31000000
0.037772694571
Long
EC
CORP
CA
N
2
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
22900.00000000
NS
933408.84000000
0.089156387919
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK ST URBAN DEV CORP SAL
54930039Y2EMGXN6LM88
New York State Urban Development Corp
64985TDM0
305000.00000000
PA
USD
258320.45000000
0.024673987711
Long
DBT
MUN
US
N
2
2035-03-15
Fixed
2.59000000
N
N
N
N
N
N
Maruti Suzuki India Ltd
335800D27PBEESKKD357
Maruti Suzuki India Ltd
000000000
4092.00000000
NS
454962.97000000
0.043456686185
Long
EC
CORP
IN
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
1901.00000000
NS
USD
1105792.69000000
0.105621971641
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Electric Industries L
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
27600.00000000
NS
307706.74000000
0.029391216690
Long
EC
CORP
JP
N
2
N
N
N
Impala Platinum Holdings Ltd
254900BZFIFB4PD2Z778
Impala Platinum Holdings Ltd
000000000
1640.00000000
NS
18183.53000000
0.001736835762
Long
EC
CORP
ZA
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1999.00000000
NS
USD
327396.22000000
0.031271896239
Long
EC
CORP
US
N
1
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
000000000
19941.00000000
NS
9981.87000000
0.000953438017
Long
EC
CORP
BR
N
2
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
14022.00000000
NS
USD
698295.60000000
0.066699082683
Long
EC
CORP
PE
N
1
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
23171.00000000
NS
238203.93000000
0.022752518593
Long
EC
CORP
GB
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
122093.00000000
NS
443860.21000000
0.042396184146
Long
EC
CORP
MX
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
4978.00000000
NS
USD
993011.44000000
0.094849447915
Long
EC
CORP
US
N
1
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
0.004013775120
Long
EP
CORP
US
Y
3
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BD5
55000.00000000
PA
USD
50879.13000000
0.004859820538
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
95000.00000000
PA
USD
95249.47000000
0.009097941151
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
3.85000000
N
N
N
N
N
N
HIGH STREET FNDG TRUST I
N/A
High Street Funding Trust I
42981CAA6
100000.00000000
PA
USD
99474.00000000
0.009501455473
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.11100000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
4905.00000000
NS
USD
1096659.90000000
0.104749635176
Long
EC
CORP
US
N
1
N
N
N
Fukui Computer Holdings Inc
N/A
Fukui Computer Holdings Inc
000000000
3400.00000000
NS
89878.10000000
0.008584884142
Long
EC
CORP
JP
N
2
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
8704.00000000
NS
497594.89000000
0.047528758180
Long
EC
CORP
DE
N
2
N
N
N
CP ALL PCL
894500LSBZLM09TY1A91
CP ALL PCL
000000000
599500.00000000
NS
1005157.93000000
0.096009643885
Long
EC
CORP
TH
N
2
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
7965.00000000
NS
USD
155795.40000000
0.014881105174
Long
EC
CORP
US
N
1
N
N
N
Olaplex Holdings Inc
N/A
Olaplex Holdings Inc
679369108
26760.00000000
NS
USD
460272.00000000
0.043963788665
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAV6
45000.00000000
PA
USD
42102.59000000
0.004021511995
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
200000.00000000
PA
USD
169388.74000000
0.016179499877
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
57559.00000000
NS
USD
7767587.05000000
0.741936410448
Long
EC
CORP
US
N
1
N
N
N
Auction Technology Group PLC
213800U8Q9K2XI3WRE39
Auction Technology Group PLC
000000000
10390.00000000
NS
126518.20000000
0.012084635622
Long
EC
CORP
GB
N
2
N
N
N
TRG Pakistan
N/A
TRG Pakistan
000000000
214000.00000000
NS
82160.06000000
0.007847680316
Long
EC
CORP
PK
N
2
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
207.00000000
NS
USD
99637.38000000
0.009517061036
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AE2
30000.00000000
PA
USD
29737.02000000
0.002840390166
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.37500000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
5713.00000000
NS
USD
419448.46000000
0.040064447656
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
100000.00000000
PA
USD
93295.61000000
0.008911314356
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
3.01422000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAJ1
130000.00000000
PA
USD
115419.53000000
0.011024524248
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.17709700
N
N
N
N
N
N
DATABRICKS SER G CVY PFD STCK PP
N/A
DATABRICKS SER G CVY PFD STCK PP
000000000
116.00000000
NS
USD
19242.08000000
0.001837945255
Long
EP
CORP
US
Y
3
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
270000.00000000
PA
USD
229301.28000000
0.021902164404
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
5076.00000000
NS
91748.78000000
0.008763565835
Long
EC
CORP
FR
N
2
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
4296.00000000
NS
USD
1959706.32000000
0.187185217653
Long
EC
CORP
US
N
1
N
N
N
Thule Group AB
549300XHHOGBOERKU333
Thule Group AB
000000000
9902.00000000
NS
287472.91000000
0.027458542475
Long
EC
CORP
SE
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
5334.00000000
NS
USD
1778302.26000000
0.169858050767
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
72531.00000000
NS
1378015.81000000
0.131623900322
Long
EC
CORP
DE
N
2
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAK8
25000.00000000
PA
USD
24037.35000000
0.002295974935
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
35000.00000000
PA
USD
47520.73000000
0.004539036332
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
55000.00000000
PA
USD
50601.54000000
0.004833305981
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
145000.00000000
PA
USD
130134.75000000
0.012430077534
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
YouGov PLC
213800MZGBGCJIPOBB41
YouGov PLC
000000000
23872.00000000
NS
318315.25000000
0.030404509464
Long
EC
CORP
GB
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
3479.00000000
NS
USD
639718.52000000
0.061103977254
Long
EC
CORP
NL
N
1
N
N
N
SMB Private Education Loan Tru
549300ZLJ4U248VKSJ66
SMB Private Education Loan Trust 2015-B
78448QAD0
91640.89000000
PA
USD
91678.22000000
0.008756826157
Long
ABS-O
CORP
US
N
2
2032-05-17
Floating
3.74914000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
11400.00000000
NS
334478.39000000
0.031948363687
Long
EC
CORP
JP
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/SEK FORWARD
000000000
1.00000000
NC
USD
-12529.25000000
-0.00119675604
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-307042.43000000
USD
2990000.00000000
SEK
2022-08-19
-12529.25000000
N
N
N
KINGDEE INT'L
529900SWRZN94C5SZO63
Kingdee International Software Group Co Ltd
000000000
253000.00000000
NS
546258.18000000
0.052176928386
Long
EC
CORP
CN
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
6900.00000000
NS
349333.58000000
0.033367286484
Long
EC
CORP
JP
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
28899.00000000
NS
570054.97000000
0.054449925759
Long
EC
CORP
NO
N
2
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AS4
70000.00000000
PA
USD
62391.98000000
0.005959493132
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.70000000
N
N
N
N
N
N
Tokyo Century Corp
35380096ZLHOF84DXR74
Tokyo Century Corp
000000000
3700.00000000
NS
130850.83000000
0.012498475329
Long
EC
CORP
JP
N
2
N
N
N
Nakanishi Inc
353800EXA7IQ42YKF224
Nakanishi Inc
000000000
7600.00000000
NS
143032.77000000
0.013662057376
Long
EC
CORP
JP
N
2
N
N
N
Weir Group PLC/The
549300KDR56WHY9I3D10
Weir Group PLC/The
000000000
22767.00000000
NS
465557.82000000
0.044468674197
Long
EC
CORP
GB
N
2
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
1550.00000000
NS
USD
368667.50000000
0.035214004019
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
135000.00000000
PA
USD
130781.25000000
0.012491829258
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
9630.00000000
NS
USD
2329882.20000000
0.222543297565
Long
EC
CORP
US
N
1
N
N
N
Nova Ljubljanska Banka dd
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
66980N203
13547.00000000
NS
162722.27000000
0.015542738835
Long
EC
CORP
SI
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
5834.00000000
NS
USD
449159.66000000
0.042902371574
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
8641.00000000
NS
USD
1485906.36000000
0.141929279183
Long
EC
CORP
US
N
1
N
N
N
Wesdome Gold Mines Ltd
529900DCBALMLHZPLR10
Wesdome Gold Mines Ltd
95083R100
41495.00000000
NS
333761.66000000
0.031879903806
Long
EC
CORP
CA
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
48982.02000000
PA
USD
47034.74000000
0.004492616038
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
33500.00000000
NS
334276.64000000
0.031929093138
Long
EC
CORP
JP
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
2181548.49000000
PA
USD
2204386.58000000
0.210556335690
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-2995.05000000
-0.00028607811
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-858800.00000000
ILS
250118.72000000
USD
2022-08-31
-2995.05000000
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
24540.00000000
NS
USD
2378662.20000000
0.227202615558
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
400000.00000000
PA
USD
399602.00000000
0.038168773852
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBZ2
320000.00000000
PA
USD
278879.04000000
0.026637682018
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
6000.00000000
NS
127293.27000000
0.012158667963
Long
EC
CORP
JP
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
26149.00000000
NS
USD
3752642.99000000
0.358441102979
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100EL6
110000.00000000
PA
USD
108918.32000000
0.010403548341
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
3.95400000
N
N
N
N
N
N
China Resources Mixc Lifestyle
N/A
China Resources Mixc Lifestyle Services Ltd
000000000
156200.00000000
NS
661786.21000000
0.063211816226
Long
EC
CORP
CN
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
3266.00000000
NS
108822.54000000
0.010394399725
Long
EC
CORP
DE
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
89151E109
9192.00000000
NS
USD
469343.52000000
0.044830272806
Long
EC
CORP
FR
N
1
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
3373.00000000
NS
USD
1158827.88000000
0.110687732506
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
2541.00000000
NS
USD
545679.75000000
0.052121678503
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/SEK FORWARD
000000000
1.00000000
NC
USD
59.67000000
0.000005699497
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-64554.45000000
USD
655000.00000000
SEK
2022-09-23
59.67000000
N
N
N
Borouge PLC
2549001Z4YA6WG9MBM08
Borouge PLC
000000000
70673.00000000
NS
56567.65000000
0.005403170755
Long
EC
CORP
AE
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
918.00000000
NS
USD
137617.38000000
0.013144795710
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
569.00000000
NS
USD
39107.37000000
0.003735417644
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE PARTNERS OFFSHORE FD-E1
N/A
BLACKSTONE PARTNERS OFFSHORE FD-E1
000000000
35806.97369900
NS
USD
76261334.51000000
7.284251907075
Long
EC
CORP
US
N
3
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
206031.90000000
PA
USD
200935.04000000
0.019192706995
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AR0
15000.00000000
PA
USD
14944.95000000
0.001427496400
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
858.00000000
NS
305293.63000000
0.029160723724
Long
EC
CORP
DK
N
2
N
N
N
Ryohin Keikaku Co Ltd
549300PMNF56J66BY371
Ryohin Keikaku Co Ltd
000000000
7600.00000000
NS
75435.82000000
0.007205401259
Long
EC
CORP
JP
N
2
N
N
N
Greggs PLC
213800I71QMUFJ64IW20
Greggs PLC
000000000
14483.00000000
NS
361091.18000000
0.034490336858
Long
EC
CORP
GB
N
2
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
80000.00000000
PA
USD
72707.76000000
0.006944825222
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
China Resources Gas Group Ltd
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd
000000000
56000.00000000
NS
235000.24000000
0.022446511818
Long
EC
CORP
HK
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
123600.00000000
NS
360158.86000000
0.034401284473
Long
EC
CORP
SG
N
2
N
N
N
SM Investments Corp
254900YB8UATFP21AF80
SM Investments Corp
000000000
33946.00000000
NS
478003.11000000
0.045657410639
Long
EC
CORP
PH
N
2
N
N
N
Marel HF
5299008YTLEN09WTHW26
Marel HF
000000000
41639.00000000
NS
189468.61000000
0.018097468298
Long
EC
CORP
IS
N
2
N
N
N
Label Vie
N/A
Label Vie
000000000
132.00000000
NS
58079.77000000
0.005547603882
Long
EC
CORP
MA
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
950000.00000000
PA
USD
886617.19000000
0.084686991102
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
40000.00000000
PA
USD
39473.96000000
0.003770433211
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
420000.00000000
PA
USD
358443.75000000
0.034237462356
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C30
46644UBA5
65000.00000000
PA
USD
64645.83000000
0.006174774064
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
3.82180000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
145000.00000000
PA
USD
143863.49000000
0.013741405236
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2D5
245000.00000000
PA
USD
220687.67000000
0.021079418441
Long
DBT
CORP
US
N
2
2026-09-14
Fixed
1.25000000
N
N
N
N
N
N
Asics Corp
3538002LJMRZ83SU0B85
Asics Corp
000000000
5500.00000000
NS
104794.21000000
0.010009625833
Long
EC
CORP
JP
N
2
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MERCADOLIBRE INC
58733R102
550.00000000
NS
USD
447540.50000000
0.042747714311
Long
EC
CORP
AR
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
1629.00000000
NS
USD
169106.49000000
0.016152540211
Long
EC
CORP
US
N
1
N
N
N
Ozon Holdings PLC
213800GXSI7E5V776B13
Ozon Holdings PLC
69269L104
7944.00000000
NS
USD
0.79000000
0.000000075458
Long
EC
CORP
RU
N
3
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
12028.00000000
NS
USD
207964.12000000
0.019864103447
Long
EC
CORP
KR
N
1
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
7853.73000000
PA
USD
7533.62000000
0.000719588585
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
PONY TESTING INTERNATIONAL GROUP CO LTD
300300HUXCC3I1YILW57
PONY TESTING INTERNATIONAL GROUP CO LTD
000000000
32040.00000000
NS
207443.50000000
0.019814375399
Long
EC
CORP
CN
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
41361.00000000
NS
731332.59000000
0.069854675998
Long
EC
CORP
SE
N
2
N
N
N
PolyPeptide Group AG
5067007JCKTPOX4G9758
PolyPeptide Group AG
000000000
2602.00000000
NS
123479.57000000
0.011794394879
Long
EC
CORP
CH
N
2
N
N
N
Mayr Melnhof Karton AG
5299001AMHDLKUM80611
Mayr Melnhof Karton AG
000000000
2058.00000000
NS
328822.04000000
0.031408086251
Long
EC
CORP
AT
N
2
N
N
N
Aker BP ASA
N/A
Aker BP ASA
000000000
2206.00000000
NS
76438.76000000
0.007301199052
Long
EC
CORP
NO
N
2
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AW5
335000.00000000
PA
USD
284922.86000000
0.027214969416
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
Van Lanschot Kempen NV
724500D8WOYCL1BUCB80
Van Lanschot Kempen NV
000000000
4457.00000000
NS
102062.27000000
0.009748679191
Long
EC
CORP
NL
N
2
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
255000.00000000
PA
USD
247559.66000000
0.023646149612
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
215000.00000000
PA
USD
191737.22000000
0.018314159061
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Nitto Boseki Co Ltd
3538005B13YMJ9BWQO82
Nitto Boseki Co Ltd
000000000
2400.00000000
NS
43663.34000000
0.004170590112
Long
EC
CORP
JP
N
2
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
000000000
7000.00000000
NS
116223.46000000
0.011101313209
Long
EC
CORP
JP
N
2
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
150000.00000000
PA
USD
133369.65000000
0.012739065394
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
32008.00000000
NS
662445.75000000
0.063274813492
Long
EC
CORP
NL
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810SB5
367191.90000000
PA
USD
376084.83000000
0.035922484936
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
7631.27000000
PA
USD
7520.13000000
0.000718300061
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
13380.00000000
NS
1053061.14000000
0.100585213550
Long
EC
CORP
CH
N
2
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
235000.00000000
PA
USD
201371.03000000
0.019234351440
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
16405.00000000
NS
USD
1616876.80000000
0.154439179298
Long
EC
CORP
US
N
1
N
N
N
Fisher & Paykel Healthcare Cor
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
19459.00000000
NS
260218.14000000
0.024855249317
Long
EC
CORP
NZ
N
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
2680.00000000
NS
569131.29000000
0.054361698640
Long
EC
CORP
IT
N
2
N
N
N
AHS HOSPITAL CORP
549300D7W3C9Z4RGJG34
AHS Hospital Corp
001306AB5
20000.00000000
PA
USD
21486.20000000
0.002052296807
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.02400000
N
N
N
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
828.00000000
NS
115127.26000000
0.010996607502
Long
EC
CORP
IT
N
2
N
N
N
Daio Paper Corp
353800VL9DQ781ZR1G70
Daio Paper Corp
000000000
42700.00000000
NS
457208.96000000
0.043671216353
Long
EC
CORP
JP
N
2
N
N
N
Commercial International Bank
213800FIIXJAMEVRIH48
Commercial International Bank Egypt SAE
201712205
2500.00000000
NS
USD
4594.02000000
0.000438806888
Long
EC
CORP
EG
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
28061.32000000
PA
USD
27921.01000000
0.002666930386
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
2.31422000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
125000.00000000
PA
USD
124752.88000000
0.011916017597
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.55900000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
3240.00000000
NS
USD
351993.60000000
0.033621363546
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SEK/USD FORWARD
000000000
1.00000000
NC
USD
-105.22000000
-0.00001005029
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-8983.50000000
USD
90000.00000000
SEK
2022-09-23
-105.22000000
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
0.014622122361
Long
EP
CORP
US
Y
3
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
195000.00000000
PA
USD
194594.01000000
0.018587030997
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
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
0.014028728891
Long
EP
CORP
US
Y
3
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
50364.84000000
PA
USD
46227.61000000
0.004415521423
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/NOK FORWARD
000000000
1.00000000
NC
USD
-6202.54000000
-0.00059244785
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-4210200.00000000
NOK
429759.72000000
USD
2022-08-31
-6202.54000000
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
900.00000000
NS
USD
203085.00000000
0.019398064668
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
11266.00000000
NS
USD
1634245.96000000
0.156098228902
Long
EC
CORP
US
N
1
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
28050.00000000
NS
662709.95000000
0.063300049076
Long
EC
CORP
SE
N
2
N
N
N
Shop Apotheke Europe NV
529900JK6UXHY1YKZ082
Shop Apotheke Europe NV
000000000
3883.00000000
NS
377071.39000000
0.036016718162
Long
EC
CORP
NL
N
2
N
N
N
FirstRand Ltd
529900XYOP8CUZU7R671
FirstRand Ltd
000000000
127297.00000000
NS
503558.07000000
0.048098343089
Long
EC
CORP
ZA
N
2
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
9403.00000000
NS
110451.20000000
0.010549964400
Long
EC
CORP
AU
N
2
N
N
N
Solasto Corp
N/A
Solasto Corp
000000000
38800.00000000
NS
249108.04000000
0.023794046184
Long
EC
CORP
JP
N
2
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
1918.00000000
NS
57351.68000000
0.005478058928
Long
EC
CORP
SE
N
2
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
000000000
80680.00000000
NS
0.13000000
0.000000012417
Long
EC
CORP
RU
N
3
N
N
N
Blue Star Ltd
335800CWJUVEKQ1TE879
Blue Star Ltd
000000000
9669.00000000
NS
120169.99000000
0.011478273812
Long
EC
CORP
IN
N
2
N
N
N
Banca Transilvania SA
549300RG3H390KEL8896
Banca Transilvania SA
000000000
526213.00000000
NS
215967.31000000
0.020628543938
Long
EC
CORP
RO
N
2
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
708.00000000
NS
USD
354361.08000000
0.033847498071
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAG5
55000.00000000
PA
USD
54635.19000000
0.005218588023
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
Genus PLC
54930022EOITNKSIGH56
Genus PLC
000000000
4944.00000000
NS
171228.56000000
0.016355233916
Long
EC
CORP
GB
N
2
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
33108.00000000
NS
915498.34000000
0.087445631156
Long
EC
CORP
AU
N
2
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
150000.00000000
PA
USD
149887.05000000
0.014316757460
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Kotak Mahindra Bank Ltd
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd
000000000
57029.00000000
NS
1312363.27000000
0.125352968364
Long
EC
CORP
IN
N
2
N
N
N
Grupo SBF SA
N/A
Grupo SBF SA
000000000
35200.00000000
NS
141300.71000000
0.013496616245
Long
EC
CORP
BR
N
2
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
000000000
2764.00000000
NS
87590.53000000
0.008366382378
Long
EC
CORP
FI
N
2
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
1037.00000000
NS
USD
245717.15000000
0.023470158632
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
855756.00000000
NS
473796.53000000
0.045255610846
Long
EC
CORP
GB
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
8953.00000000
NS
USD
2224193.79000000
0.212448260453
Long
EC
CORP
US
N
1
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
90254.00000000
NS
3488209.82000000
0.333183246751
Long
EC
CORP
CN
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
31028.00000000
NS
1194699.43000000
0.114114074416
Long
EC
CORP
NO
N
2
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
2375.00000000
NS
USD
49613.75000000
0.004738955269
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NBE6
41000.00000000
PA
USD
40667.54000000
0.003884440361
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.66400000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
84118.00000000
NS
USD
2844029.58000000
0.271653099503
Long
EC
CORP
US
N
1
N
N
N
NARI TECHNOLOGY DEVELOPMENT CO
N/A
NARI TECHNOLOGY CO LTD
000000000
35568.00000000
NS
154367.59000000
0.014744725083
Long
EC
CORP
CN
N
2
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAF0
210000.00000000
PA
USD
190266.72000000
0.018173701350
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
4250.00000000
NS
USD
803930.00000000
0.076788960923
Long
EC
CORP
US
N
1
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CAQ4
374864.76000000
PA
USD
379140.56000000
0.036214359019
Long
DBT
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBJ6
125000.00000000
PA
USD
123312.13000000
0.011778401517
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41000000
N
N
N
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
Confluent Inc
20717M103
2706.00000000
NS
USD
68867.70000000
0.006578034311
Long
EC
CORP
US
N
1
N
N
N
Derwent London PLC
213800BXKQ9KZNUR1M61
Derwent London PLC
000000000
7385.00000000
NS
257826.04000000
0.024626763164
Long
EC
CORP
GB
N
2
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AH4
50000.00000000
PA
USD
49766.35000000
0.004753531159
Long
DBT
NUSS
CA
N
2
2024-10-16
Fixed
2.87500000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
40100.00000000
NS
896212.26000000
0.085603483154
Long
EC
CORP
JP
N
2
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAS8
275000.00000000
PA
USD
270273.03000000
0.025815661984
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
2.43400000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
15596.00000000
NS
USD
4545766.12000000
0.434197824382
Long
EC
CORP
US
N
1
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust 2020-GRCE
38406JAG3
100000.00000000
PA
USD
83265.91000000
0.007953307762
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.67990000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
1757.00000000
NS
USD
365034.32000000
0.034866973659
Long
EC
CORP
US
N
1
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co Ltd
000000000
25500.00000000
NS
206846.64000000
0.019757365138
Long
EC
CORP
CN
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
13223.00000000
NS
USD
975592.94000000
0.093185685503
Long
EC
CORP
US
N
1
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
290000.00000000
PA
USD
253387.50000000
0.024202807254
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
Valmet Oyj
213800D9O7FUQDH83V62
Valmet Oyj
000000000
15740.00000000
NS
438002.94000000
0.041836715440
Long
EC
CORP
FI
N
2
N
N
N
Saudi Tadawul Group Holding Co
894500BXFAWZK686TP37
Saudi Tadawul Group Holding Co
000000000
2894.00000000
NS
171960.20000000
0.016425117955
Long
EC
CORP
SA
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
29086.00000000
NS
400502.79000000
0.038254814587
Long
EC
CORP
GB
N
2
N
N
N
Khang Dien House Trading and I
N/A
Khang Dien House Trading and Investment JSC
000000000
22440.00000000
NS
36104.72000000
0.003448613602
Long
EC
CORP
VN
N
2
N
N
N
SKAN Group AG
506700N25H370ZSEFR11
SKAN Group AG
000000000
325.00000000
NS
18393.20000000
0.001756862806
Long
EC
CORP
CH
N
2
N
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
9037.00000000
NS
USD
1121039.85000000
0.107078334227
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
3176.82300000
PA
USD
2979.50000000
0.000284592824
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
32400.00000000
NS
646423.46000000
0.061744412834
Long
EC
CORP
SG
N
2
N
N
N
Suzano SA
391200AW174YQSDMGG41
Suzano SA
000000000
15257.00000000
NS
143013.18000000
0.013660186198
Long
EC
CORP
BR
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
145000.00000000
PA
USD
141173.60000000
0.013484475083
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
5600.00000000
NS
183955.85000000
0.017570906145
Long
EC
CORP
JP
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
200000.00000000
PA
USD
178732.00000000
0.017071939800
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
5066.00000000
NS
1013409.35000000
0.096797794554
Long
EC
CORP
KR
N
2
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
9104.00000000
NS
USD
2184686.88000000
0.208674679957
Long
EC
CORP
US
N
1
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
Summit Industrial Income REIT
866120116
16088.00000000
NS
234055.24000000
0.022356248278
Long
EC
CORP
CA
N
2
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AK4
210000.00000000
PA
USD
210731.85000000
0.020128468641
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
56284.00000000
NS
USD
2180442.16000000
0.208269237147
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
620.00000000
NS
USD
28073.60000000
0.002681505321
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/GBP FORWARD
000000000
1.00000000
NC
USD
731.22000000
0.000069843921
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-35576.16000000
GBP
44076.44000000
USD
2022-08-19
731.22000000
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
17243.00000000
NS
USD
2112957.22000000
0.201823279886
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
2330.00000000
NS
USD
126239.40000000
0.012058005490
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
7033.00000000
NS
USD
782210.26000000
0.074714357082
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
18056.00000000
NS
USD
1915741.60000000
0.182985840635
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
14848.00000000
NS
239962.45000000
0.022920487102
Long
EC
CORP
AU
N
2
N
N
N
Benefit One Inc
N/A
Benefit One Inc
000000000
4300.00000000
NS
69842.35000000
0.006671129930
Long
EC
CORP
JP
N
2
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
000000000
6786.00000000
NS
197238.84000000
0.018839657155
Long
EC
CORP
KR
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
1150.00000000
NS
162598.38000000
0.015530905238
Long
EP
CORP
DE
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
19305.00000000
NS
USD
3369108.60000000
0.321807058614
Long
EC
CORP
US
N
1
N
N
N
WealthNavi Inc
N/A
WealthNavi Inc
000000000
5600.00000000
NS
89188.69000000
0.008519033785
Long
EC
CORP
JP
N
2
N
N
ZHEJIANG SHUANGHUAN DRIVELINE CO LTD
N/A
ZHEJIANG SHUANGHUAN DRIVELINE CO LTD
000000000
47618.00000000
NS
279927.58000000
0.026737835386
Long
EC
CORP
CN
N
2
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
000000000
44627.00000000
NS
873323.20000000
0.083417189404
Long
EC
CORP
IN
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
19825.77000000
0.001893697558
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Fixed
3.10200000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
145000.00000000
PA
USD
137496.11000000
0.013133212366
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
QT Group Oyj
743700GO2XU2ZYYDKW67
QT Group Oyj
000000000
1153.00000000
NS
93232.40000000
0.008905276728
Long
EC
CORP
FI
N
2
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
32785.00000000
NS
294799.91000000
0.028158395344
Long
EC
CORP
SE
N
2
N
N
N
ZENPAYROLL INC PP
N/A
ZENPAYROLL INC PP
000000000
826.00000000
NS
USD
23749.43000000
0.002268473688
Long
EC
CORP
US
Y
3
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC48
235000.00000000
PA
USD
235595.26000000
0.022503346328
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
40000.00000000
PA
USD
38365.16000000
0.003664523990
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Descartes Systems Group Inc/Th
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
4104.00000000
NS
283503.06000000
0.027079354416
Long
EC
CORP
CA
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
13714.00000000
NS
USD
7437650.76000000
0.710421894408
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
1500.00000000
NS
516290.32000000
0.049314489081
Long
EC
CORP
JP
N
2
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
19256.00000000
NS
297807.39000000
0.028445660733
Long
EC
CORP
FI
N
2
N
N
N
Avanza Bank Holding AB
549300MBWR5H8SIJLE03
Avanza Bank Holding AB
000000000
8572.00000000
NS
165401.40000000
0.015798641226
Long
EC
CORP
SE
N
2
N
N
N
PALTAC Corp
N/A
PALTAC Corp
000000000
1200.00000000
NS
37618.24000000
0.003593180452
Long
EC
CORP
JP
N
2
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
21058.00000000
NS
434729.54000000
0.041524050177
Long
EC
CORP
HU
N
2
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV
31620M106
8625.00000000
NS
USD
881130.00000000
0.084162871317
Long
EC
CORP
US
N
1
N
N
N
DATABRICKS SER H CVT PFD STOCK PP
N/A
DATABRICKS SER H CVT PFD STOCK PP
000000000
309.00000000
NS
USD
51256.92000000
0.004895905895
Long
EP
CORP
US
Y
3
N
N
N
FD Technologies PLC
213800MKQAJ5R7WIU633
FD Technologies PLC
000000000
6290.00000000
NS
150228.51000000
0.014349372686
Long
EC
CORP
GB
N
2
N
N
N
Bridgepoint Group PLC
213800KFNMVI8PDZX472
Bridgepoint Group PLC
000000000
124758.00000000
NS
389762.08000000
0.037228894469
Long
EC
CORP
GB
N
2
N
N
N
Fine Organic Industries Ltd
335800TTFT4VQ3O2OJ88
Fine Organic Industries Ltd
000000000
1347.00000000
NS
92156.64000000
0.008802523388
Long
EC
CORP
IN
N
2
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE
216648402
1957.00000000
NS
USD
639939.00000000
0.061125036836
Long
EC
CORP
US
N
1
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
000000000
7418.00000000
NS
149249.21000000
0.014255832913
Long
EC
CORP
AU
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
107.00000000
NC
USD
169029.98000000
0.016145232208
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
2022-09-30
11999711.94000000
USD
169029.98000000
N
N
N
CapitaLand Integrated Commerci
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
41900.00000000
NS
66190.31000000
0.006322298120
Long
EC
CORP
SG
N
2
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
8200.00000000
NS
73934.33000000
0.007061983477
Long
EC
CORP
JP
N
2
N
N
N
Bossard Holding AG
5067001959OEPG6X8016
Bossard Holding AG
000000000
255.00000000
NS
56835.31000000
0.005428736828
Long
EC
CORP
CH
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
45000.00000000
PA
USD
42372.36000000
0.004047279609
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
Kanzhun Ltd
254900F4ZCBITP7L0251
Kanzhun Ltd
48553T106
21384.00000000
NS
USD
502737.84000000
0.048019997201
Long
EC
CORP
CN
N
1
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
3400.00000000
NS
132619.96000000
0.012667457273
Long
EC
CORP
JP
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RW0
230992.81800000
PA
USD
228718.98000000
0.021846544870
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.87500000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
5100.00000000
NS
163517.95000000
0.015618739781
Long
EC
CORP
JP
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
2271.00000000
NS
561135.61000000
0.053597975481
Long
EC
CORP
CH
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO
46655AAE8
100000.00000000
PA
USD
92477.44000000
0.008833165233
Long
ABS-MBS
CORP
US
N
2
2039-01-05
Fixed
3.37650000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBJ1
100000.00000000
PA
USD
99413.93000000
0.009495717768
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.77400000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
169400.00000000
NS
1701902.61000000
0.162560587382
Long
EC
CORP
HK
N
2
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
3513.00000000
NS
USD
746231.46000000
0.071277770977
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
1082.00000000
NS
USD
45833.52000000
0.004377879139
Long
EC
CORP
US
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
220000.00000000
PA
USD
201700.87000000
0.019265856759
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
50000.00000000
PA
USD
44534.40000000
0.004253791127
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Adriatic Metals PLC
549300OHAH2GL1DP0L61
Adriatic Metals PLC
000000000
30009.00000000
NS
43184.99000000
0.004124899567
Long
EC
CORP
GB
N
2
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
30000.00000000
PA
USD
28611.33000000
0.002732867664
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
80000.00000000
PA
USD
73838.72000000
0.007052851099
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
332.00000000
NS
USD
63232.72000000
0.006039798073
Long
EC
CORP
US
N
1
N
N
N
PHILADELPHIA PA AUTH FOR INDL
549300DIY68KQZEW7M79
Philadelphia Authority for Industrial Development
71783DAD7
5000.00000000
PA
USD
5004.25000000
0.000477990817
Long
DBT
MUN
US
N
2
2026-04-15
Fixed
3.96400000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
61647.00000000
NS
762718.40000000
0.072852553596
Long
EC
CORP
FR
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CBF7
392721.00000000
PA
USD
393273.26000000
0.037564271757
Long
DBT
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
71377.00000000
NS
3378641.75000000
0.322717636255
Long
EC
CORP
KR
N
2
N
N
N
Airports of Thailand PCL
5299006VS4CU6LW0TY22
Airports of Thailand PCL
000000000
53500.00000000
NS
102102.01000000
0.009752475036
Long
EC
CORP
TH
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
2980.00000000
NS
1300854.54000000
0.124253689300
Long
EC
CORP
CH
N
2
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
25000.00000000
PA
USD
26434.48000000
0.002524941539
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-2857.99000000
-0.00027298655
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-888100.00000000
SGD
640083.61000000
USD
2022-08-31
-2857.99000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-7
92538QAA8
255619.13000000
PA
USD
229120.40000000
0.021884887294
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.82900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
200000.00000000
PA
USD
200967.60000000
0.019195817027
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
69232.00000000
NS
1595280.73000000
0.152376388041
Long
EC
CORP
FR
N
2
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
38479.00000000
NS
USD
3738234.85000000
0.357064881045
Long
EC
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
37733W204
15518.00000000
NS
USD
654394.06000000
0.062505740427
Long
EC
CORP
GB
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
30496.00000000
NS
3401648.37000000
0.324915158980
Long
EC
CORP
DE
N
2
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
13000.00000000
PA
USD
13338.79000000
0.001274080857
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Verallia SA
5299007YZU978DE0ZY32
Verallia SA
000000000
11642.00000000
NS
297996.46000000
0.028463720127
Long
EC
CORP
FR
N
2
N
N
N
CALIFORNIA ST UNIV REVENUE
N/A
California State University
13077DQU9
250000.00000000
PA
USD
194698.23000000
0.018596985776
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.79500000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
54520.00000000
NS
612993.90000000
0.058551322420
Long
EC
CORP
CN
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
50622.00000000
NS
534344.91000000
0.051039008885
Long
EC
CORP
PT
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
230000.00000000
PA
USD
222504.07000000
0.021252915473
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
53417.00000000
NS
1461775.24000000
0.139624347621
Long
EC
CORP
AU
N
2
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S
000000000
1963.00000000
NS
486429.80000000
0.046462302568
Long
EC
CORP
DK
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
4610.00000000
NS
73223.37000000
0.006994074729
Long
EC
CORP
SE
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
235000.00000000
PA
USD
225012.50000000
0.021492513116
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
14900.00000000
NS
141920.23000000
0.013555790921
Long
EC
CORP
JP
N
2
N
N
N
Li Auto Inc
2549003R73Q70J5H4I65
Li Auto Inc
50202M102
5300.00000000
NS
USD
174052.00000000
0.016624920362
Long
EC
CORP
CN
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-INV1
64831DAD4
144658.26000000
PA
USD
129046.89000000
0.012326168439
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Variable
3.00000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
5695.00000000
NS
USD
5076807.75000000
0.484921313958
Long
EC
CORP
US
N
1
N
N
N
Great Portland Estates PLC
213800JMEDD2Q4N1MC42
Great Portland Estates PLC
000000000
48974.00000000
NS
370711.68000000
0.035409257907
Long
EC
CORP
GB
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
55500.00000000
NS
641705.21000000
0.061293739871
Long
EC
CORP
JP
N
2
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBE7
80000.00000000
PA
USD
80086.72000000
0.007649641153
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
981.00000000
NS
USD
167299.74000000
0.015979964919
Long
EC
CORP
US
N
1
N
N
N
Fawry for Banking & Payment Te
N/A
Fawry for Banking & Payment Technology Services SAE
000000000
14773.00000000
NS
2436.90000000
0.000232765313
Long
EC
CORP
EG
N
2
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DT1
340000.00000000
PA
USD
290102.96000000
0.027709756893
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.65000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2021-NQM1
06744UAD3
98101.28000000
PA
USD
90697.40000000
0.008663141199
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.18900000
N
N
N
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
97693.00000000
NS
245165.52000000
0.023417468604
Long
EC
CORP
GB
N
2
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EF3
225000.00000000
PA
USD
225162.68000000
0.021506857855
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.35000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
300.00000000
NS
38428.28000000
0.003670553022
Long
EC
CORP
JP
N
2
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
135000.00000000
PA
USD
115156.62000000
0.010999411880
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
300000.00000000
PA
USD
267981.90000000
0.025596820179
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1860.00000000
NS
USD
561720.00000000
0.053653794646
Long
EC
CORP
GB
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
90000.00000000
PA
USD
90625.77000000
0.008656299318
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA
000000000
11505.00000000
NS
276292.01000000
0.026390576740
Long
EC
CORP
FR
N
2
N
N
N
LITALICO Inc
N/A
LITALICO Inc
000000000
1200.00000000
NS
22750.89000000
0.002173096169
Long
EC
CORP
JP
N
2
N
N
N
Hanwa Co Ltd
8EUP1TJYZFX3T1E5AJ33
Hanwa Co Ltd
000000000
8700.00000000
NS
190275.83000000
0.018174571510
Long
EC
CORP
JP
N
2
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAE7
250000.00000000
PA
USD
249635.00000000
0.023844379809
Long
DBT
CORP
FR
N
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
3260.00000000
NS
USD
175322.80000000
0.016746303332
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
4704.00000000
NS
USD
540583.68000000
0.051634917317
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AD0
250000.00000000
PA
USD
248517.25000000
0.023737615711
Long
DBT
CORP
CH
N
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X887
1697.00000000
NS
USD
84256.05000000
0.008047882938
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
6992.00000000
NS
USD
325058.08000000
0.031048564182
Long
EC
CORP
US
N
1
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
20800.00000000
NS
47656.70000000
0.004552023775
Long
EC
CORP
CN
N
2
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
000000000
1980.00000000
NS
20615.12000000
0.001969093881
Long
EC
CORP
DE
N
2
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
1424.00000000
NS
78631.09000000
0.007510603780
Long
EC
CORP
CA
N
2
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
6000.00000000
NS
USD
154680.00000000
0.014774565541
Long
EC
CORP
CN
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAF8
30000.00000000
PA
USD
28175.49000000
0.002691237546
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.75000000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
362.00000000
NS
USD
39429.04000000
0.003766142589
Long
EC
CORP
US
N
1
N
N
N
Modec Inc
N/A
Modec Inc
000000000
9000.00000000
NS
83880.04000000
0.008011967601
Long
EC
CORP
JP
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
454.00000000
NS
816643.21000000
0.078003288272
Long
EC
CORP
NL
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBL8
300000.00000000
PA
USD
296693.70000000
0.028339284434
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
1711.00000000
NS
USD
255931.38000000
0.024445790974
Long
EC
CORP
US
N
1
N
N
N
Shriram Transport Finance Co L
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
10454.00000000
NS
183286.78000000
0.017506998603
Long
EC
CORP
IN
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFX7
28000.00000000
PA
USD
23389.80000000
0.002234122918
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
53273.00000000
NS
USD
14955862.02000000
1.428538684001
Long
EC
CORP
US
N
1
N
N
N
Hoshizaki Corp
5299001QAMLGU3SRBG20
Hoshizaki Corp
000000000
25000.00000000
NS
745800.60000000
0.071236616533
Long
EC
CORP
JP
N
2
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
912810SU3
3590000.00000000
PA
USD
2755885.94000000
0.263233885731
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
196.00000000
NS
USD
64776.04000000
0.006187211329
Long
EC
CORP
US
N
1
N
N
N
Big Yellow Group PLC
213800W7Q4V2ZI8LIW31
Big Yellow Group PLC
000000000
2306.00000000
NS
40001.37000000
0.003820809819
Long
EC
CORP
GB
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
15686.00000000
NS
USD
992139.50000000
0.094766162845
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
130000.00000000
PA
USD
100359.87000000
0.009586071095
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.90800000
N
N
N
N
N
N
Nippon Soda Co Ltd
N/A
Nippon Soda Co Ltd
000000000
7200.00000000
NS
227628.15000000
0.021742352089
Long
EC
CORP
JP
N
2
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAB1
130830.66000000
PA
USD
128666.90000000
0.012289872944
Long
ABS-O
CORP
US
N
2
2034-09-15
Fixed
2.88000000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
3127.00000000
NS
204159.83000000
0.019500729177
Long
EC
CORP
IE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
570000.00000000
PA
USD
528318.75000000
0.050463408317
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AV4
115000.00000000
PA
USD
114945.95000000
0.010979289319
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Boa Vista Servicos SA
N/A
Boa Vista Servicos SA
000000000
19401.00000000
NS
20435.53000000
0.001951939988
Long
EC
CORP
BR
N
2
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
23031.00000000
NS
USD
846619.56000000
0.080866538516
Long
EC
CORP
US
N
1
N
N
N
Dlocal Ltd/Uruguay
N/A
Dlocal Ltd/Uruguay
000000000
856.00000000
NS
USD
23779.68000000
0.002271363076
Long
EC
CORP
UY
N
1
N
N
N
Sakata INX Corp
N/A
Sakata INX Corp
000000000
19300.00000000
NS
143336.31000000
0.013691050598
Long
EC
CORP
JP
N
2
N
N
N
Hindustan Unilever Ltd
5493007IW5N37IKRPM32
Hindustan Unilever Ltd
000000000
7521.00000000
NS
250714.81000000
0.023947519993
Long
EC
CORP
IN
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
19601.89000000
0.001872313217
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.46400000
N
N
N
N
N
N
Ezaki Glico Co Ltd
3538001RG4BHKDFV6G61
Ezaki Glico Co Ltd
000000000
4500.00000000
NS
131480.16000000
0.012558587026
Long
EC
CORP
JP
N
2
N
N
N
OZ Minerals Ltd
529900O2VBT5CL7EZT27
OZ Minerals Ltd
000000000
15446.00000000
NS
206285.07000000
0.019703725671
Long
EC
CORP
AU
N
2
N
N
N
CANVA SERIES A CVT PFD STOCK PP
N/A
CANVA SERIES A CVT PFD STOCK PP
000000000
4.00000000
NS
USD
3819.80000000
0.000364855737
Long
EP
CORP
US
Y
3
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
280.00000000
NS
28708.58000000
0.002742156689
Long
EC
CORP
FR
N
2
N
N
N
Enefit Green AS
485100EAUB2D0VTK1R43
Enefit Green AS
000000000
6082.00000000
NS
26074.35000000
0.002490543011
Long
EC
CORP
EE
N
2
N
N
N
2022-09-23
T. ROWE PRICE GLOBAL ALLOCATION FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President
XXXX
NPORT-EX
2
70DXTRP073122.htm
T.
ROWE
PRICE
Global
Allocation
Fund
July
31,
2022
(Unaudited)
Portfolio
of
Investments
‡
Shares/Par
$
Value
(
Cost
and
value
in
$000s)
‡
ARGENTINA
0.1%
Common
Stocks
0.1%
Globant
(USD) (1)
306
61
MercadoLibre
(USD) (1)
556
453
Tenaris,
ADR
(USD)
1,714
48
Total
Argentina
(Cost
$180
)
562
AUSTRALIA
0.8%
Common
Stocks
0.8%
ALS
32,801
269
Australia
&
New
Zealand
Banking
Group
15,873
257
BHP
Group
53,417
1,462
BHP
Group
(GBP)
33,912
938
BlueScope
Steel
9,403
110
Challenger
28,054
139
Cochlear
1,365
206
Downer
EDI
44,166
172
Frontier
Digital
Ventures (1)
157,871
104
Goodman
Group
8,149
119
IDP
Education
7,418
149
IGO
97,264
762
Incitec
Pivot
25,162
64
Macquarie
Group
2,418
309
Northern
Star
Resources
43,268
238
oOh!media
83,378
73
OZ
Minerals
15,446
206
Perseus
Mining
155,746
185
Rio
Tinto
4,610
319
Scentre
Group
156,860
321
South32
198,419
541
Steadfast
Group
66,348
249
Tietto
Minerals (1)
214,618
72
Treasury
Wine
Estates
17,015
147
Woodside
Energy
Group
(GBP) (1)
2,412
55
Worley
55,358
559
Xero (1)
2,020
133
8,158
Corporate
Bonds
0.0%
Ausgrid
Finance,
3.85%,
5/1/23
(USD) (2)
105,000
105
Boral
Finance,
3.00%,
11/1/22
(USD) (2)
10,000
10
Transurban
Finance,
2.45%,
3/16/31
(USD) (2)
140,000
118
Transurban
Finance,
4.125%,
2/2/26
(USD) (2)
15,000
15
T.
ROWE
PRICE
Global
Allocation
Fund
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Woodside
Finance,
3.70%,
3/15/28
(USD) (2)
67,000
63
Woodside
Finance,
4.50%,
3/4/29
(USD) (2)
105,000
104
415
Total
Australia
(Cost
$7,061
)
8,573
AUSTRIA
0.2%
Common
Stocks
0.2%
BAWAG
Group
23,079
1,066
Erste
Group
Bank
8,547
217
Mayr
Melnhof
Karton
2,031
324
Total
Austria
(Cost
$1,569
)
1,607
BAHRAIN
0.0%
Common
Stocks
0.0%
Ahli
United
Bank
(KWD)
234,530
236
Aluminium
Bahrain
23,933
68
Total
Bahrain
(Cost
$310
)
304
BANGLADESH
0.0%
Common
Stocks
0.0%
BRAC
Bank
255,491
102
Square
Pharmaceuticals
60,320
133
Total
Bangladesh
(Cost
$259
)
235
BELGIUM
0.1%
Common
Stocks
0.1%
KBC
Group
2,400
126
Lotus
Bakeries
13
74
Shurgard
Self
Storage
1,169
60
Umicore
5,335
193
Warehouses
De
Pauw
2,316
79
532
Corporate
Bonds
0.0%
Anheuser-Busch,
4.90%,
2/1/46
(USD)
90,000
91
91
Total
Belgium
(Cost
$594
)
623
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
BRAZIL
0.4%
Common
Stocks
0.4%
Arco
Platform,
Class
A
(USD) (1)
7,872
114
B3
390,600
838
Boa
Vista
Servicos
19,174
20
CI&T,
Class
A
(USD) (1)
4,658
53
EDP
-
Energias
Do
Brasil
22,868
96
Grupo
SBF
35,200
141
Intelbras
Industria
de
Telecomunicacao
Eletronica
Brasileira
14,200
75
Localiza
Rent
a
Car
50,500
568
Magazine
Luiza (1)
10,749
5
Raia
Drogasil
160,917
653
Rede
D'Or
Sao
Luiz
38,111
238
Suzano
15,257
143
Vale
9,726
131
WEG
15,000
81
XP,
Class
A
(USD) (1)
37,749
797
3,953
Preferred
Stocks
0.0%
Itau
Unibanco
Holding
25,246
116
Marcopolo
212,200
102
218
Total
Brazil
(Cost
$4,792
)
4,171
CANADA
1.3%
Common
Stocks
1.1%
Altus
Group
3,984
164
Aritzia (1)
5,391
170
BRP
738
56
CAE (1)
5,869
155
Canadian
Apartment
Properties
REIT
1,265
48
Canadian
Natural
Resources
1,424
79
Canadian
Pacific
Railway
(USD)
5,065
399
Constellation
Software
104
177
Definity
Financial
11,777
339
dentalcorp
Holdings (1)
12,162
104
Descartes
Systems
Group (1)
4,104
283
Descartes
Systems
Group
(USD) (1)
768
53
Element
Fleet
Management
36,397
418
ERO
Copper (1)
2,780
28
Franco-Nevada
1,639
210
K92
Mining (1)
49,374
308
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Karora
Resources (1)
38,709
101
Magna
International
(USD)
9,031
577
Manulife
Financial
28,882
529
National
Bank
of
Canada
10,446
733
Nutrien
(USD)
30,296
2,595
Rhyolite
Resources (1)
32,364
7
Shopify,
Class
A (1)
5,120
178
Shopify,
Class
A
(USD) (1)
9,640
336
Spin
Master (1)
7,522
280
Summit
Industrial
Income
REIT
16,088
234
Sun
Life
Financial
18,118
841
TC
Energy
3,209
171
TC
Energy
(USD)
12,014
641
TELUS
International
CDA (1)
4,039
112
TMX
Group
3,361
345
Toromont
Industries
2,469
208
Victoria
Gold (1)
14,729
117
Wesdome
Gold
Mines (1)
41,693
335
West
Fraser
Timber
375
35
Wheaton
Precious
Metals
2,264
78
11,444
Corporate
Bonds
0.1%
Canadian
Natural
Resources,
2.95%,
1/15/23
(USD)
175,000
174
Canadian
Natural
Resources,
2.95%,
7/15/30
(USD)
110,000
99
Canadian
Pacific
Railway,
1.75%,
12/2/26
(USD)
130,000
119
Royal
Bank
of
Canada,
2.30%,
11/3/31
(USD)
500,000
430
Thomson
Reuters,
3.35%,
5/15/26
(USD)
10,000
10
Toronto-Dominion
Bank,
1.15%,
6/12/25
(USD)
145,000
135
Toronto-Dominion
Bank,
3.50%,
7/19/23
(USD)
235,000
236
TransCanada
PipeLines,
2.50%,
8/1/22
(USD)
20,000
20
1,223
Government
Bonds
0.1%
Province
of
Alberta,
3.30%,
3/15/28
(USD)
135,000
136
Province
of
British
Columbia,
2.00%,
10/23/22
(USD)
15,000
15
Province
of
Manitoba,
Series
GX,
2.60%,
4/16/24
(USD)
270,000
268
Province
of
New
Brunswick,
3.625%,
2/24/28
(USD)
250,000
256
Province
of
Quebec,
Series
QO,
2.875%,
10/16/24
(USD)
50,000
50
725
Total
Canada
(Cost
$12,780
)
13,392
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
CAYMAN
ISLANDS
0.0%
Convertible
Preferred
Stocks
0.0%
ByteDance,
Series
E,
Acquisition
Date:
7/8/19,
Cost $96
(USD) (1)(3)(4)
1,944
285
Total
Cayman
Islands
(Cost
$96
)
285
CHILE
0.1%
Common
Stocks
0.0%
Antofagasta
(GBP)
19,710
280
Sociedad
Quimica
y
Minera
de
Chile,
ADR
(USD)
2,232
220
500
Corporate
Bonds
0.1%
Celulosa
Arauco
y
Constitucion,
5.50%,
11/2/47
(USD)
250,000
211
Corp
Nacional
del
Cobre
de
Chile,
3.00%,
9/30/29
(USD) (2)
220,000
202
Corp
Nacional
del
Cobre
de
Chile,
3.15%,
1/14/30
(USD) (2)
200,000
184
597
Total
Chile
(Cost
$1,006
)
1,097
CHINA
2.6%
Common
Stocks
1.8%
58.com
(USD) (1)(3)
5,864
—
Alibaba
Group
Holding
(HKD) (1)
54,520
613
Alibaba
Group
Holding,
ADR
(USD) (1)
18,194
1,626
ANT
International,
Class
C,
Acquisition
Date:
6/7/18,
Cost $45
(USD) (1)(3)(4)
11,845
23
Baidu,
ADR
(USD) (1)
2,349
321
Beijing
Enterprises
Holdings
(HKD)
30,500
98
BOE
Varitronix
(HKD)
40,000
93
China
Overseas
Land
&
Investment
(HKD)
306,000
846
China
Resources
Gas
Group
(HKD)
56,000
235
China
Resources
Mixc
Lifestyle
Services
(HKD)
158,200
670
Country
Garden
Services
Holdings
(HKD)
67,000
149
ENN
Energy
Holdings
(HKD)
31,800
519
Fosun
International
(HKD)
94,500
74
H
World
Group
(HKD)
57,300
225
Haier
Smart
Home,
Class
H
(HKD)
64,400
206
JD
Health
International
(HKD) (1)
14,750
112
JD.com,
Class
A
(HKD)
17,776
530
JOYY,
ADR
(USD)
2,213
57
Kanzhun,
ADR
(USD) (1)
21,681
510
Kingdee
International
Software
Group
(HKD) (1)
253,000
546
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Li
Auto,
ADR
(USD) (1)
5,300
174
Li
Ning
(HKD)
23,000
187
Meituan,
Class
B
(HKD) (1)
48,700
1,093
PICC
Property
&
Casualty,
Class
H
(HKD)
268,000
275
Pinduoduo,
ADR
(USD) (1)
4,900
240
Ping
An
Insurance
Group,
Class
H
(HKD)
113,500
667
Shandong
Weigao
Group
Medical
Polymer,
Class
H
(HKD)
104,000
130
Shenzhou
International
Group
Holdings
(HKD)
16,100
169
Silergy
(TWD)
14,000
262
Sinopharm
Group,
Class
H
(HKD)
20,800
48
Sunny
Optical
Technology
Group
(HKD)
22,200
300
Tencent
Holdings
(HKD)
90,454
3,496
Tingyi
Cayman
Islands
Holding
(HKD)
108,000
178
Trip.com
Group,
ADR
(USD) (1)
6,000
155
Tsingtao
Brewery,
Class
H
(HKD)
24,000
234
Wuxi
Biologics
Cayman
(HKD) (1)
76,000
727
Yangzijiang
Shipbuilding
Holdings
(SGD)
413,800
279
Yum
China
Holdings
(HKD)
1,900
89
Yum
China
Holdings
(USD)
36,700
1,788
Zhongsheng
Group
Holdings
(HKD)
157,000
899
18,843
Common
Stocks
-
China
A
Shares
0.7%
Bafang
Electric
Suzhou,
A
Shares
(CNH)
5,059
132
China
Oilfield
Services,
A
Shares
(CNH)
53,000
104
Fuyao
Glass
Industry
Group,
A
Shares
(CNH)
117,012
713
Glodon,
A
Shares
(CNH)
29,500
203
Gree
Electric
Appliances
of
Zhuhai,
A
Shares
(CNH)
42,200
209
Hongfa
Technology,
A
Shares
(CNH)
81,900
500
Huayu
Automotive
Systems,
A
Shares
(CNH)
137,800
449
Hundsun
Technologies,
A
Shares
(CNH)
91,300
576
Jason
Furniture
Hangzhou,
A
Shares
(CNH)
30,794
211
Jiangsu
GoodWe
Power
Supply
Technology,
A
Shares
(CNH)
1,832
96
Kweichow
Moutai,
A
Shares
(CNH)
560
158
Midea
Group,
A
Shares
(CNH)
74,000
605
NARI
Technology,
A
Shares
(CNH)
35,568
154
Pony
Testing
International
Group,
A
Shares
(CNH)
32,040
207
Qingdao
Haier
Biomedical,
A
Shares
(CNH)
20,727
214
Sangfor
Technologies,
A
Shares
(CNH)
8,200
118
Shandong
Pharmaceutical
Glass,
A
Shares
(CNH)
42,400
165
Shenzhen
Inovance
Technology,
A
Shares
(CNH)
56,548
556
Shenzhen
Megmeet
Electrical,
A
Shares
(CNH)
45,000
199
Songcheng
Performance
Development,
A
Shares
(CNH)
278,800
530
Yantai
Jereh
Oilfield
Services
Group,
A
Shares
(CNH)
17,900
96
Yifeng
Pharmacy
Chain,
A
Shares
(CNH)
54,234
417
YTO
Express
Group,
A
Shares
(CNH)
900
3
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Zhejiang
HangKe
Technology,
A
Shares
(CNH)
7,465
83
Zhejiang
Sanhua
Intelligent
Controls,
A
Shares
(CNH)
97,200
470
Zhejiang
Shuanghuan
Driveline,
A
Shares
(CNH)
47,618
280
Zhongji
Innolight,
A
Shares
(CNH)
30,600
149
7,597
Corporate
Bonds
0.1%
Baidu,
3.875%,
9/29/23
(USD)
210,000
211
State
Grid
Overseas
Investment,
3.75%,
5/2/23
(USD) (2)
215,000
216
Tencent
Holdings,
2.985%,
1/19/23
(USD) (2)
200,000
200
Weibo,
3.50%,
7/5/24
(USD)
255,000
247
874
Total
China
(Cost
$29,466
)
27,314
CZECH
REPUBLIC
0.0%
Common
Stocks
0.0%
Komercni
Banka
1,640
41
Total
Czech
Republic
(Cost
$48
)
41
DENMARK
0.1%
Common
Stocks
0.1%
Ambu,
Class
B
4,208
48
Carlsberg,
Class
B
1,254
162
Genmab (1)
858
305
ROCKWOOL,
Class
B
1,963
487
Zealand
Pharma (1)
6,102
110
1,112
Corporate
Bonds
0.0%
Danske
Bank,
VR,
3.244%,
12/20/25
(USD) (2)(5)
335,000
321
321
Total
Denmark
(Cost
$1,583
)
1,433
EGYPT
0.0%
Common
Stocks
0.0%
Commercial
International
Bank
Egypt,
GDR
(USD)
2,500
5
Edita
Food
Industries,
GDR
(USD)
7,020
15
Fawry
for
Banking
&
Payment
Technology
Services (1)
14,773
2
Integrated
Diagnostics
Holdings
(USD)
156,473
130
Total
Egypt
(Cost
$216
)
152
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
ESTONIA
0.0%
Common
Stocks
0.0%
Enefit
Green
6,082
26
Total
Estonia
(Cost
$24
)
26
FINLAND
0.3%
Common
Stocks
0.3%
Kojamo
28,591
510
Metso
Outotec
34,823
288
QT
Group (1)
1,153
93
Sampo,
Class
A
35,072
1,515
Stora
Enso,
Class
R
20,336
314
UPM-Kymmene
2,764
88
Valmet
15,740
438
3,246
Corporate
Bonds
0.0%
Nordea
Bank,
1.00%,
6/9/23
(USD) (2)
205,000
201
201
Total
Finland
(Cost
$3,118
)
3,447
FRANCE
2.4%
Common
Stocks
2.3%
Air
Liquide (6)
3,263
449
Airbus
25,707
2,772
Alstom (6)
6,552
156
AXA
70,938
1,635
BioMerieux
686
74
BNP
Paribas
11,528
545
Dassault
Aviation
3,355
480
Edenred
13,896
713
Engie
63,908
791
Esker
639
96
EssilorLuxottica
8,391
1,315
Eurofins
Scientific
4,585
357
Faurecia (1)(6)
5,076
92
Gecina
280
29
Ipsen
1,143
116
Kering
880
504
L'Oreal
1,444
546
Legrand
3,897
319
LVMH
Moet
Hennessy
Louis
Vuitton
1,879
1,305
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Safran
3,952
434
Sanofi
25,403
2,524
Sanofi,
ADR
(USD)
19,267
957
Schneider
Electric
498
69
SPIE
11,505
276
Teleperformance
2,347
785
Thales
3,026
376
Tikehau
Capital (6)
5,484
136
TotalEnergies
107,878
5,510
TotalEnergies,
ADR
(USD)
8,920
455
Verallia
11,642
298
24,114
Corporate
Bonds
0.1%
BNP
Paribas,
VR,
2.871%,
4/19/32
(USD) (2)(5)
350,000
295
BPCE,
4.00%,
9/12/23
(USD) (2)
265,000
264
BPCE,
4.50%,
3/15/25
(USD) (2)
400,000
394
Credit
Agricole,
3.75%,
4/24/23
(USD) (2)
250,000
250
TotalEnergies
Capital
International,
2.434%,
1/10/25
(USD)
275,000
270
1,473
Total
France
(Cost
$23,978
)
25,587
GERMANY
1.5%
Common
Stocks
1.4%
Adesso
305
53
AIXTRON
8,069
209
Auto1
Group (1)
3,489
30
BASF
4,976
222
Bayer
16,066
937
Beiersdorf
1,179
121
BioNTech,
ADR
(USD)
4,126
681
CANCOM
2,748
94
Covestro
9,856
332
Daimler
Truck
Holding (1)
8,050
220
Deutsche
Boerse
1,236
216
Deutsche
Post
4,435
177
Deutsche
Telekom
72,531
1,378
Evotec (1)
22,369
581
flatexDEGIRO (1)
11,536
117
Fresenius
15,112
387
GEA
Group
3,233
121
HeidelbergCement
1,811
92
Hypoport (1)
313
65
Infineon
Technologies
19,070
523
KION
Group
5,131
234
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Knaus
Tabbert
1,794
54
Knorr-Bremse
8,134
485
Mercedes-Benz
Group
2,941
173
Munich
Re
3,070
696
MYT
Netherlands
Parent,
ADR
(USD) (1)
4,618
61
Nagarro (1)
851
100
Norma
Group
3,962
74
SAP
4,485
418
Scout24
8,704
498
Shop
Apotheke
Europe (1)
3,883
377
Siemens
30,949
3,452
Siemens
Healthineers
7,951
407
Stroeer
2,360
103
Symrise
4,772
557
TeamViewer (1)
1,698
18
Vonovia
3,266
109
Zalando (1)
16,898
476
14,848
Corporate
Bonds
0.1%
Daimler
Trucks
Finance
North
America,
3.65%,
4/7/27
(USD) (2)
155,000
151
Volkswagen
Group
of
America
Finance,
2.70%,
9/26/22
(USD) (2)
330,000
330
481
Preferred
Stocks
0.0%
Sartorius
244
109
Volkswagen
1,150
163
272
Total
Germany
(Cost
$17,020
)
15,601
HONG
KONG
0.4%
Common
Stocks
0.4%
AIA
Group
169,400
1,702
Budweiser
Brewing
APAC
337,400
934
CK
Hutchison
Holdings
20,500
136
Galaxy
Entertainment
Group
27,000
161
Hong
Kong
Exchanges
&
Clearing
6,400
294
Hongkong
Land
Holdings
(USD)
43,800
228
Impro
Precision
Industries
238,000
70
Samsonite
International (1)
60,300
126
Sun
Hung
Kai
Properties
7,083
84
Total
Hong
Kong
(Cost
$3,058
)
3,735
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
HUNGARY
0.1%
Common
Stocks
0.1%
OTP
Bank
21,058
435
Wizz
Air
Holdings
(GBP) (1)
6,121
166
Total
Hungary
(Cost
$1,100
)
601
ICELAND
0.0%
Common
Stocks
0.0%
Marel
41,639
189
Total
Iceland
(Cost
$290
)
189
INDIA
1.0%
Common
Stocks
1.0%
Asian
Paints
4,521
191
Astral
8,590
198
Axis
Bank
26,288
242
Blue
Star
9,669
120
CreditAccess
Grameen (1)
8,376
112
Dr
Lal
PathLabs
1,718
50
Fine
Organic
Industries
1,347
92
FSN
E-Commerce
Ventures (1)
3,912
69
HDFC
Asset
Management
9,752
240
HDFC
Bank
51,094
935
HDFC
Life
Insurance
46,992
330
Hindustan
Unilever
7,521
251
Housing
Development
Finance
60,555
1,836
ICICI
Bank,
ADR
(USD)
7,854
163
Indus
Towers
41,697
117
Info
Edge
India
1,315
72
Infosys
44,627
873
Kotak
Mahindra
Bank
57,029
1,312
Maruti
Suzuki
India
4,092
455
NTPC
162,271
314
Petronet
LNG
23,332
65
Polycab
India
5,078
149
Reliance
Industries (1)
25,392
807
Shriram
Transport
Finance
10,414
183
Tata
Consultancy
Services
4,068
170
TeamLease
Services (1)
2,493
110
Torrent
Pharmaceuticals
11,168
215
V-Mart
Retail (1)
1,908
67
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Voltas
60,978
773
Zomato (1)
56,549
33
Total
India
(Cost
$9,208
)
10,544
INDONESIA
0.1%
Common
Stocks
0.1%
Bank
Central
Asia
1,316,700
655
Sarana
Menara
Nusantara
2,294,300
182
Total
Indonesia
(Cost
$445
)
837
IRELAND
0.2%
Common
Stocks
0.0%
Cairn
Homes
(GBP)
140,816
157
DCC
(GBP)
3,386
221
378
Corporate
Bonds
0.2%
AerCap
Ireland
Capital,
2.45%,
10/29/26
(USD)
150,000
133
AerCap
Ireland
Capital,
3.30%,
1/23/23
(USD)
150,000
149
AerCap
Ireland
Capital,
4.125%,
7/3/23
(USD)
150,000
149
Avolon
Holdings
Funding,
3.95%,
7/1/24
(USD) (2)
70,000
68
Avolon
Holdings
Funding,
5.25%,
5/15/24
(USD) (2)
215,000
213
CRH
America
Finance,
3.95%,
4/4/28
(USD) (2)
400,000
398
Shire
Acquisitions
Investments
Ireland,
2.875%,
9/23/23
(USD)
119,000
118
SMBC
Aviation
Capital
Finance,
4.125%,
7/15/23
(USD) (2)
315,000
313
1,541
Total
Ireland
(Cost
$1,969
)
1,919
ITALY
0.7%
Common
Stocks
0.6%
Amplifon
16,555
547
Banca
Mediolanum
71,967
477
Carel
Industries
15,628
356
Davide
Campari-Milano
37,110
412
De'
Longhi
11,571
220
DiaSorin
828
115
Enel
153,546
774
Ermenegildo
Zegna
Holditalia
(USD)
21,154
233
Ferrari
2,680
569
FinecoBank
Banca
Fineco
50,770
631
GVS (1)
12,255
119
Intesa
Sanpaolo
75,032
133
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Leonardo
15,230
143
Moncler
5,510
276
PRADA
(HKD)
59,200
342
Prysmian
27,883
886
Stellantis
11,256
162
UniCredit
10,437
103
6,498
Corporate
Bonds
0.1%
Enel
Finance
International,
1.875%,
7/12/28
(USD) (2)
200,000
169
Eni,
Series
X-R,
4.00%,
9/12/23
(USD) (2)
295,000
294
463
Total
Italy
(Cost
$6,467
)
6,961
JAPAN
4.2%
Common
Stocks
4.1%
Aida
Engineering
10,300
71
Aiful
84,500
248
Aruhi
12,900
103
Asahi
Group
Holdings
6,400
223
Asahi
Kasei
29,000
233
Asics
5,500
105
Astellas
Pharma
73,000
1,143
Benefit
One
4,300
70
Bridgestone
3,400
133
Central
Japan
Railway
1,800
211
Chugai
Pharmaceutical
12,600
354
Coconala (1)(6)
5,200
23
CyberAgent
35,200
351
Dai-ichi
Life
Holdings
7,700
134
Daiichi
Sankyo
20,600
546
Daikin
Industries
2,400
421
Daio
Paper
42,700
457
Daiwa
Office
Investment
14
71
Daiwabo
Holdings
16,900
243
Demae-Can (1)(6)
8,000
38
Denso
3,900
213
DIC
11,900
220
Disco
1,300
318
eGuarantee
3,300
58
Eiken
Chemical
9,500
141
Eisai
5,100
234
Electric
Power
Development
21,800
368
Ezaki
Glico
4,500
131
Fancl
10,100
193
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
FANUC
1,500
259
Fast
Retailing
600
363
Freee (1)(6)
4,200
102
Fujitec
14,300
307
Fujitsu
2,300
308
Fujitsu
General
11,800
252
Fukui
Computer
Holdings
3,400
90
GMO
Financial
Gate (6)
500
53
GMO
Payment
Gateway
1,800
150
Hamamatsu
Photonics
10,400
473
Hanwa
8,700
190
Hikari
Tsushin
5,100
562
Hino
Motors
44,700
232
Hitachi
6,900
349
Hitachi
Metals (1)
9,300
143
Honda
Motor
4,700
120
Horiba
2,300
113
Hoshino
Resorts
REIT
59
289
Hoshizaki
24,800
740
Idec
6,300
141
Industrial
&
Infrastructure
Fund
Investment (6)
128
178
Isuzu
Motors
16,700
183
ITOCHU
3,400
99
JINS
Holdings (6)
2,400
69
JMDC
2,500
124
Kansai
Paint
18,000
259
Katitas
1,600
40
KDDI
5,100
164
Keyence
1,900
753
Kirin
Holdings
11,700
192
Kubota
7,000
116
Kyoritsu
Maintenance
1,500
58
Kyowa
Kirin
10,400
245
LITALICO
1,200
23
M3
1,900
66
MatsukiyoCocokara
11,700
442
Media
Do
3,400
56
Medley (1)(6)
2,200
55
Mercari (1)
3,100
53
METAWATER
6,800
102
Mitsubishi
8,900
264
Mitsubishi
Electric
105,700
1,116
Mitsubishi
Estate
10,000
149
Mitsubishi
HC
Capital
27,800
135
Mitsubishi
UFJ
Financial
Group
102,600
578
Mitsui
Fudosan
41,300
923
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Mitsui
Fudosan
Logistics
Park
14
55
Mitsui
Mining
&
Smelting
6,500
156
Miura
12,400
299
Modec (1)
9,000
84
Money
Forward (1)
3,300
86
Murata
Manufacturing
13,800
806
Musashi
Seimitsu
Industry
11,900
128
Nakanishi
7,600
143
NET
One
Systems
6,200
144
Nextage
16,000
354
NGK
Spark
Plug
9,300
182
Nifco
4,400
107
Nihon
M&A
Center
Holdings
2,900
39
Nintendo
1,100
492
Nippon
Ceramic
9,400
148
Nippon
Paint
Holdings
26,600
203
Nippon
Sanso
Holdings
8,700
147
Nippon
Seiki
27,500
177
Nippon
Shokubai
1,800
70
Nippon
Soda
7,200
228
Nippon
Steel
25,100
373
Nippon
Telegraph
&
Telephone
83,400
2,382
Nipro
23,900
210
Nitto
Boseki
2,400
44
NSK
35,700
200
NTT
Data
43,700
661
Obara
Group
6,000
135
Omron
2,800
157
Oriental
Land
1,700
258
ORIX
12,300
219
Otsuka
Holdings
22,200
793
Outsourcing
9,800
88
PALTAC
900
28
Pan
Pacific
International
Holdings
25,100
391
Panasonic
Holdings
33,700
278
Persol
Holdings
20,000
414
Pigeon
8,300
121
Plaid (1)
1,800
5
Pola
Orbis
Holdings
3,100
38
Recruit
Holdings
17,200
643
Renesas
Electronics (1)
16,500
157
Rinnai
700
53
Ryohin
Keikaku
7,600
75
Sakata
INX
19,300
143
Sankyu
900
30
Sansan (1)
5,900
59
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Sanwa
Holdings
9,700
105
Seven
&
i
Holdings
23,500
958
SHIFT (1)
200
31
Shimadzu
6,000
213
Shin-Etsu
Chemical
300
38
SMC
300
148
SMS
10,700
257
SoftBank
55,500
642
SoftBank
Group
15,700
660
Solasto
38,800
249
Sompo
Holdings
9,700
433
Sony
Group
7,100
602
Stanley
Electric
22,800
401
Sumitomo
31,200
439
Sumitomo
Densetsu
12,800
257
Sumitomo
Electric
Industries
27,600
308
Sumitomo
Mitsui
Trust
Holdings
5,600
184
Sumitomo
Rubber
Industries
8,200
74
Sumitomo
Seika
Chemicals
7,100
160
Suzuki
Motor
21,900
718
Taiheiyo
Cement
17,200
258
Taiyo
Yuden
2,500
89
Takeda
Pharmaceutical
11,400
334
Takeuchi
Manufacturing
3,900
75
Takuma
7,000
74
TechnoPro
Holdings
18,700
435
THK
6,000
127
Tokio
Marine
Holdings
9,000
527
Tokyo
Century
3,700
131
Tokyo
Electron
1,600
551
Tokyo
Tatemono
19,500
287
Tosoh
2,800
36
Toyo
Tire
13,200
177
Toyota
Motor
75,900
1,232
UT
Group
8,900
173
Visional (1)
1,400
77
WealthNavi (1)(6)
5,600
89
Welcia
Holdings
8,100
181
Yellow
Hat
11,600
152
Z
Holdings
100,700
356
42,973
Corporate
Bonds
0.1%
Mitsubishi
UFJ
Financial
Group,
VR,
1.538%,
7/20/27
(USD) (5)
300,000
268
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Sumitomo
Mitsui
Financial
Group,
3.748%,
7/19/23
(USD)
340,000
340
608
Total
Japan
(Cost
$41,681
)
43,581
KAZAKHSTAN
0.1%
Common
Stocks
0.1%
Halyk
Savings
Bank
of
Kazakhstan,
GDR
(USD) (1)
16,342
153
Kaspi.KZ,
GDR
(USD)
5,947
313
NAC
Kazatomprom,
GDR
(USD)
6,388
192
Total
Kazakhstan
(Cost
$848
)
658
KENYA
0.0%
Common
Stocks
0.0%
Safaricom
195,000
48
Total
Kenya
(Cost
$67
)
48
LUXEMBOURG
0.0%
Common
Stocks
0.0%
Ardagh
Metal
Packaging
(USD)
1,522
10
Majorel
Group
Luxembourg
7,618
179
Total
Luxembourg
(Cost
$269
)
189
MEXICO
0.2%
Common
Stocks
0.2%
Grupo
Aeroportuario
del
Sureste,
ADR
(USD)
1,523
286
Grupo
Financiero
Banorte,
Class
O
106,000
604
Grupo
Mexico,
Series
B
112,708
447
Wal-Mart
de
Mexico
122,093
444
1,781
Corporate
Bonds
0.0%
BBVA
Bancomer,
4.375%,
4/10/24
(USD) (2)
150,000
149
149
Government
Bonds
0.0%
Mexico
Government
International
Bond,
3.50%,
2/12/34
(USD)
505,000
439
439
Total
Mexico
(Cost
$2,355
)
2,369
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
MOROCCO
0.0%
Common
Stocks
0.0%
Attijariwafa
Bank
2,662
111
Hightech
Payment
Systems
251
131
Label
Vie
132
58
Total
Morocco
(Cost
$342
)
300
NETHERLANDS
1.3%
Common
Stocks
1.2%
Aalberts
2,879
123
Adyen (1)
460
827
AerCap
Holdings
(USD) (1)
3,800
171
Akzo
Nobel
21,024
1,415
Argenx,
ADR
(USD) (1)
1,926
702
ASML
Holding
6,139
3,528
ASML
Holding
(USD)
1,761
1,012
Heineken
2,641
260
IMCD
1,714
275
ING
Groep
162,055
1,574
Intertrust (1)
363
7
Just
Eat
Takeaway.com (1)
3,118
57
Kendrion
2,120
33
Koninklijke
DSM
4,305
690
Koninklijke
Philips
33,110
685
Prosus
13,553
884
Signify
3,717
121
Van
Lanschot
Kempen,
CVA
4,457
102
12,466
Corporate
Bonds
0.1%
ING
Groep,
3.55%,
4/9/24
(USD)
255,000
253
JDE
Peet's,
1.375%,
1/15/27
(USD) (2)
290,000
254
NXP,
2.65%,
2/15/32
(USD)
375,000
315
Shell
International
Finance,
3.25%,
5/11/25
(USD)
75,000
75
897
Total
Netherlands
(Cost
$11,534
)
13,363
NEW
ZEALAND
0.0%
Common
Stocks
0.0%
Fisher
&
Paykel
Healthcare
19,459
260
Total
New
Zealand
(Cost
$135
)
260
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
NORWAY
0.2%
Common
Stocks
0.2%
Aker
BP
1,835
64
Aker
BP,
SDR
(SEK) (1)
2,206
76
Bakkafrost
1,230
86
DNB
Bank
30,596
603
Equinor
32,345
1,245
Norsk
Hydro
15,441
105
Storebrand
41,832
352
TGS
2,336
35
Total
Norway
(Cost
$1,556
)
2,566
PAKISTAN
0.0%
Common
Stocks
0.0%
Indus
Motor
520
3
Systems
62,100
90
TRG
Pakistan (1)
214,000
82
Total
Pakistan
(Cost
$197
)
175
PANAMA
0.0%
Government
Bonds
0.0%
Republic
of
Panama,
6.70%,
1/26/36
(USD)
25,000
28
Total
Panama
(Cost
$27
)
28
PERU
0.1%
Common
Stocks
0.1%
Alicorp
13,294
18
Credicorp
(USD)
1,769
229
InRetail
Peru
(USD)
638
19
Southern
Copper
(USD)
14,022
698
Total
Peru
(Cost
$1,030
)
964
PHILIPPINES
0.1%
Common
Stocks
0.1%
Converge
Information
and
Communications
Technology
Solutions (1)
122,000
42
Philippine
Seven (1)
20,600
24
SM
Investments
33,946
478
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Universal
Robina
121,590
245
Total
Philippines
(Cost
$948
)
789
POLAND
0.0%
Common
Stocks
0.0%
Powszechna
Kasa
Oszczednosci
Bank
Polski (1)
40,917
231
231
Government
Bonds
0.0%
Republic
of
Poland,
3.25%,
4/6/26
(USD)
55,000
55
55
Total
Poland
(Cost
$410
)
286
PORTUGAL
0.1%
Common
Stocks
0.1%
Banco
Comercial
Portugues,
Class
R
384,679
57
Galp
Energia
50,622
535
Jeronimo
Martins
37,381
865
Total
Portugal
(Cost
$1,298
)
1,457
QATAR
0.1%
Common
Stocks
0.1%
Qatar
National
Bank
149,731
829
Total
Qatar
(Cost
$846
)
829
ROMANIA
0.0%
Common
Stocks
0.0%
Banca
Transilvania
526,213
216
Fondul
Proprietatea
40,380
17
Total
Romania
(Cost
$266
)
233
RUSSIA
0.0%
Common
Stocks
0.0%
Alrosa (3)
80,680
—
Gazprom,
ADR
(USD) (1)(3)
15,606
—
HeadHunter
Group,
ADR
(USD) (3)
4,246
—
MMC
Norilsk
Nickel (3)
311
—
Moscow
Exchange (1)(3)
51,640
—
Ozon
Holdings,
ADR
(USD) (1)(3)
7,944
—
Polyus (3)
294
—
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
TCS
Group
Holding,
GDR
(USD) (1)(3)
584
—
X5
Retail
Group,
GDR
(USD) (3)
16,337
—
Yandex,
Class
A
(USD) (1)(3)
7,997
—
Total
Russia
(Cost
$1,728
)
—
SAUDI
ARABIA
0.2%
Common
Stocks
0.2%
Nahdi
Medical (1)
14,097
656
Saudi
National
Bank
49,786
934
Saudi
Tadawul
Group
Holding
2,894
172
1,762
Corporate
Bonds
0.0%
Saudi
Arabian
Oil,
2.875%,
4/16/24
(USD) (2)
245,000
242
242
Total
Saudi
Arabia
(Cost
$1,651
)
2,004
SINGAPORE
0.2%
Common
Stocks
0.2%
CapitaLand
Integrated
Commercial
Trust
41,900
66
DBS
Group
Holdings
9,900
226
Digital
Core
REIT
Management
(USD) (1)
100,600
88
Lendlease
Global
Commercial
REIT
76,900
46
Sea,
ADR
(USD) (1)
11,111
848
United
Overseas
Bank
33,700
672
Wilmar
International
131,000
382
Yangzijiang
Financial
Holding
Pte (1)
45,100
13
Total
Singapore
(Cost
$2,338
)
2,341
SLOVENIA
0.0%
Common
Stocks
0.0%
Nova
Ljubljanska
Banka,
GDR
13,547
163
Total
Slovenia
(Cost
$173
)
163
SOUTH
AFRICA
0.1%
Common
Stocks
0.1%
Capitec
Bank
Holdings
2,368
285
Clicks
Group
21,287
359
FirstRand
127,297
504
Impala
Platinum
Holdings
1,640
18
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Sibanye
Stillwater
21,620
53
1,219
Corporate
Bonds
0.0%
Anglo
American
Capital,
2.625%,
9/10/30
(USD) (2)
200,000
169
169
Total
South
Africa
(Cost
$1,170
)
1,388
SOUTH
KOREA
0.6%
Common
Stocks
0.6%
Coupang
(USD) (1)
12,028
208
KT
6,786
197
KT,
ADR
(USD)
9,568
138
LG
Chem
1,696
790
LG
H&H
150
90
NAVER
5,151
1,030
POSCO
Holdings
187
35
Samsung
Electronics
72,175
3,417
Total
South
Korea
(Cost
$4,530
)
5,905
SPAIN
0.5%
Common
Stocks
0.4%
Aedas
Homes
15,956
273
Amadeus
IT
Group (1)
23,682
1,381
Cellnex
Telecom
14,902
667
CIE
Automotive
4,102
108
Fluidra
31,493
589
Iberdrola
86,586
925
Indra
Sistemas
8,258
75
Laboratorios
Farmaceuticos
Rovi
5,251
275
Linea
Directa
Aseguradora
Cia
de
Seguros
y
Reaseguros
47,264
52
4,345
Corporate
Bonds
0.1%
Banco
Santander,
3.49%,
5/28/30
(USD)
200,000
179
Banco
Santander,
3.848%,
4/12/23
(USD)
200,000
200
379
Total
Spain
(Cost
$4,658
)
4,724
SWEDEN
0.7%
Common
Stocks
0.7%
Alfa
Laval
1,918
57
Ambea
6,875
34
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Assa
Abloy,
Class
B
28,050
663
Autoliv,
SDR
2,878
250
Avanza
Bank
Holding
8,572
165
Beijer
Ref
5,649
90
Boliden
12,892
431
Elekta,
Class
B
27,772
201
Epiroc,
Class
A
41,361
731
Epiroc,
Class
B
4,610
73
Essity,
Class
B
30,330
772
Fabege
6,767
69
LM
Ericsson,
Class
B
94,637
720
Millicom
International
Cellular,
SDR (1)
6,412
101
MIPS
1,254
67
Olink
Holding,
ADR
(USD) (1)
6,285
85
Sandvik
13,972
257
Spotify
Technology
(USD) (1)
1,271
144
Svenska
Cellulosa,
Class
B
29,210
427
Svenska
Handelsbanken,
Class
A
34,655
312
Swedbank,
Class
A
56,268
779
Thule
Group
9,902
287
Trelleborg,
Class
B
5,243
129
Total
Sweden
(Cost
$6,716
)
6,844
SWITZERLAND
1.6%
Common
Stocks
1.5%
ABB
16,670
507
Alcon
13,380
1,053
ams (1)
11,787
97
Barry
Callebaut
372
824
Bossard
Holding
255
57
DKSH
Holding
2,791
229
Julius
Baer
Group
24,471
1,265
Lonza
Group
1,457
886
Montana
Aerospace (1)
8,691
173
Nestle
19,105
2,341
Novartis
14,569
1,252
Partners
Group
Holding
651
711
PolyPeptide
Group
2,608
124
Roche
Holding
9,229
3,064
Sensirion
Holding (1)
772
90
Sika
2,271
561
SKAN
Group
325
18
TE
Connectivity
(USD)
5,641
754
Tecan
Group
166
59
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
UBS
Group
13,543
221
Valora
Holding
910
249
Zurich
Insurance
Group
3,042
1,328
15,863
Corporate
Bonds
0.1%
Alcon
Finance,
2.60%,
5/27/30
(USD) (2)
235,000
206
Credit
Suisse
Group,
VR,
2.997%,
12/14/23
(USD) (2)(5)
250,000
249
UBS
Group,
VR,
1.364%,
1/30/27
(USD) (2)(5)
300,000
269
UBS
Group,
VR,
3.179%,
2/11/43
(USD) (2)(5)
200,000
154
878
Total
Switzerland
(Cost
$13,616
)
16,741
TAIWAN
0.7%
Common
Stocks
0.7%
Chailease
Holding
18,000
128
Chroma
ATE
18,000
104
Largan
Precision
2,000
140
MediaTek
16,000
369
Taiwan
Semiconductor
Manufacturing
384,000
6,585
Taiwan
Semiconductor
Manufacturing,
ADR
(USD)
2,574
228
Vanguard
International
Semiconductor
66,000
159
Total
Taiwan
(Cost
$3,759
)
7,713
THAILAND
0.1%
Common
Stocks
0.1%
Airports
of
Thailand (1)
53,500
102
CP
ALL
599,500
1,005
Total
Thailand
(Cost
$1,254
)
1,107
UNITED
ARAB
EMIRATES
0.1%
Common
Stocks
0.1%
Air
Arabia
268,315
161
Borouge (1)
70,673
57
First
Abu
Dhabi
Bank
134,065
709
Network
International
Holdings
(GBP) (1)
49,324
122
Total
United
Arab
Emirates
(Cost
$826
)
1,049
UNITED
KINGDOM
3.5%
Common
Stocks
3.2%
Abcam (1)
20,383
305
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Adriatic
Metals,
CDI
(AUD) (1)
30,009
43
AJ
Bell
22,197
85
Amcor,
CDI
(AUD)
27,622
361
Ascential (1)
221,811
793
Ashtead
Group
22,317
1,256
ASOS (1)
22,050
281
AstraZeneca
9,637
1,268
AstraZeneca,
ADR
(USD)
98,347
6,514
Auction
Technology
Group (1)
10,390
127
Baltic
Classifieds
Group (1)
80,999
163
Big
Yellow
Group
2,306
40
boohoo
Group (1)
42,013
34
Bridgepoint
Group
124,758
390
British
American
Tobacco
4,251
167
Bunzl
5,846
219
Burberry
Group
13,405
295
Bytes
Technology
Group
22,740
126
Central
Asia
Metals
60,493
184
Close
Brothers
Group
5,596
76
Compass
Group
22,891
536
Croda
International
3,061
280
CVS
Group
4,973
104
Dechra
Pharmaceuticals
12,241
551
Derwent
London
7,385
258
Diageo
10,746
509
Diploma
1,646
55
Direct
Line
Insurance
Group
97,693
245
Dr.
Martens
75,418
239
Endava,
ADR
(USD) (1)
987
101
Experian
11,708
410
FD
Technologies (1)
6,290
150
Frontier
Developments (1)
5,962
113
Funding
Circle
Holdings (1)
79,326
36
Genuit
Group
22,778
118
Genus
4,944
171
Georgia
Capital (1)
3,326
26
Great
Portland
Estates
51,235
388
Greggs
14,483
361
GSK,
ADR
(USD)
16,012
675
Haleon,
ADR
(USD) (1)
20,773
146
Helios
Towers (1)(6)
104,800
184
HSBC
Holdings
37,746
236
Imperial
Brands
11,061
243
Informa (1)
18,408
134
InterContinental
Hotels
Group
4,115
244
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Intermediate
Capital
Group
17,189
320
Investec
17,334
94
IQE (1)
292,782
156
Johnson
Matthey
11,179
292
Keywords
Studios
11,295
347
Kingfisher
127,631
404
Lloyds
Banking
Group
895,213
496
London
Stock
Exchange
Group
9,373
915
Melrose
Industries
184,156
363
Molten
Ventures (1)
37,943
221
Mondi
30,417
577
National
Express
Group (1)
53,663
120
National
Grid
30,694
423
Next
5,717
476
Ninety
One
12,403
31
Ocado
Group (1)
23,171
238
Oxford
Nanopore
Technologies (1)
20,229
79
Persimmon
12,629
291
Playtech (1)
14,246
85
Prudential
15,838
195
Renishaw
3,266
173
Rightmove
14,526
114
Rio
Tinto
5,311
321
Rolls-Royce
Holdings (1)
168,555
184
Rotork
31,664
100
Shell
18,494
493
Shell,
ADR
(USD)
6,607
353
Smith
&
Nephew
50,160
643
Smiths
Group
8,633
163
Spirax-Sarco
Engineering
1,370
200
SSP
Group (1)
45,070
140
Standard
Chartered
31,898
220
Syncona (1)
44,594
112
Taylor
Wimpey
69,797
109
THG (1)
13,325
11
Trainline (1)
107,896
522
Unilever
(EUR)
6,807
332
Unilever
41,039
1,999
UNITE
Group
3,792
54
Victorian
Plumbing
Group (1)
30,590
19
Victrex
7,250
171
Vodafone
Group
135,016
199
Vodafone
Group,
ADR
(USD)
26,386
389
Watches
of
Switzerland
Group (1)
20,199
219
Weir
Group
22,767
466
WPP
55,649
601
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
YouGov
23,872
318
33,988
Corporate
Bonds
0.3%
Barclays,
VR,
2.279%,
11/24/27
(USD) (5)
335,000
300
BAT
Capital,
4.39%,
8/15/37
(USD)
275,000
228
Coca-Cola
Europacific
Partners,
1.50%,
1/15/27
(USD) (2)
210,000
190
Experian
Finance,
2.75%,
3/8/30
(USD) (2)
200,000
181
HSBC
Holdings,
VR,
2.206%,
8/17/29
(USD) (5)
200,000
170
Nationwide
Building
Society,
1.50%,
10/13/26
(USD) (2)
405,000
366
NatWest
Group,
VR,
4.519%,
6/25/24
(USD) (5)
300,000
299
NatWest
Markets,
2.375%,
5/21/23
(USD) (2)
240,000
237
RELX
Capital,
3.00%,
5/22/30
(USD)
100,000
93
RELX
Capital,
3.50%,
3/16/23
(USD)
45,000
45
Santander
U.K.
Group
Holdings,
VR,
2.469%,
1/11/28
(USD) (5)
200,000
180
Standard
Chartered,
VR,
1.822%,
11/23/25
(USD) (2)(5)
320,000
299
2,588
Total
United
Kingdom
(Cost
$35,377
)
36,576
UNITED
STATES
68.9%
Asset-Backed
Securities
0.5%
AmeriCredit
Automobile
Receivables
Trust,
Series
2020-1,
Class
C,
1.59%,
10/20/25
105,000
102
AmeriCredit
Automobile
Receivables
Trust,
Series
2021-2,
Class
D,
1.29%,
6/18/27
150,000
139
Avis
Budget
Rental
Car
Funding
AESOP,
Series
2019-2A,
Class
B,
3.55%,
9/22/25 (2)
105,000
101
Avis
Budget
Rental
Car
Funding
AESOP,
Series
2020-2A,
Class
A,
2.02%,
2/20/27 (2)
100,000
93
Carlyle
U.S.,
Series
2019-4A,
Class
A11R,
CLO,
FRN,
3M
TSFR
+
1.32%,
3.65%,
4/15/35 (2)
250,000
241
Carmax
Auto
Owner
Trust,
Series
2021-1,
Class
D,
1.28%,
7/15/27
90,000
83
Carvana
Auto
Receivables
Trust,
Series
2021-P4,
Class
C,
2.33%,
2/10/28
155,000
135
CIFC
Funding,
Series
2021-3A,
Class
A,
CLO,
FRN,
3M
USD
LIBOR
+
1.14%,
3.652%,
7/15/36 (2)
250,000
241
CNH
Equipment
Trust,
Series
2019-C,
Class
B,
2.35%,
4/15/27
295,000
288
Driven
Brands
Funding,
Series
2020-2A,
Class
A2,
3.237%,
1/20/51 (2)
128,050
113
Driven
Brands
Funding,
Series
2021-1A,
Class
A2,
2.791%,
10/20/51 (2)
129,025
109
Dryden,
Series
2020-77A,
Class
AR,
CLO,
FRN,
3M
USD
LIBOR
+
1.12%,
2.598%,
5/20/34 (2)
250,000
241
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Exeter
Automobile
Receivables
Trust,
Series
2021-1A,
Class
C,
0.74%,
1/15/26
215,000
211
Exeter
Automobile
Receivables
Trust,
Series
2021-2A,
Class
C,
0.98%,
6/15/26
75,000
72
Exeter
Automobile
Receivables
Trust,
Series
2021-4A,
Class
C,
1.46%,
10/15/27
215,000
203
Ford
Credit
Auto
Owner
Trust,
Series
2019-1,
Class
B,
3.82%,
7/15/30 (2)
205,000
204
Ford
Credit
Auto
Owner
Trust,
Series
2020-2,
Class
C,
1.74%,
4/15/33 (2)
115,000
105
Ford
Credit
Floorplan
Master
Owner
Trust,
Series
2020-2,
Class
B,
1.32%,
9/15/27
205,000
186
GM
Financial
Consumer
Automobile
Receivables
Trust,
Series
2020-3,
Class
D,
1.91%,
9/16/27
90,000
86
Hardee's
Funding,
Series
2018-1A,
Class
A2II,
4.959%,
6/20/48 (2)
105,875
104
JPMorgan
Chase
Bank,
Series
2021-2,
Class
C,
0.969%,
12/26/28 (2)
160,885
155
MVW,
Series
2019-2A,
Class
A,
2.22%,
10/20/38 (2)
119,308
113
MVW,
Series
2021-1WA,
Class
B,
1.44%,
1/22/41 (2)
68,124
62
Navient
Private
Education
Refi
Loan
Trust,
Series
2019-CA,
Class
A2,
3.13%,
2/15/68 (2)
206,032
201
Navient
Private
Education
Refi
Loan
Trust,
Series
2019-FA,
Class
A2,
2.60%,
8/15/68 (2)
57,750
55
Navient
Private
Education
Refi
Loan
Trust,
Series
2019-GA,
Class
A,
2.40%,
10/15/68 (2)
64,402
62
Navient
Private
Education
Refi
Loan
Trust,
Series
2020-GA,
Class
A,
1.17%,
9/16/69 (2)
35,927
34
Navient
Private
Education
Refi
Loan
Trust,
Series
2020-HA,
Class
A,
1.31%,
1/15/69 (2)
43,339
40
Navient
Private
Education
Refi
Loan
Trust,
Series
2021-A,
Class
A,
0.84%,
5/15/69 (2)
50,365
46
Nelnet
Student
Loan
Trust,
Series
2021-CA,
Class
AFX,
1.32%,
4/20/62 (2)
216,540
198
ServiceMaster
Funding,
Series
2021-1,
Class
A2I,
2.865%,
7/30/51 (2)
128,700
109
Sierra
Timeshare
Receivables
Funding,
Series
2018-2A,
Class
A,
3.50%,
6/20/35 (2)
27,469
27
SMB
Private
Education
Loan
Trust,
Series
2015-B,
Class
A3,
ARM,
1M
USD
LIBOR
+
1.75%,
3.749%,
5/17/32 (2)
91,641
92
SMB
Private
Education
Loan
Trust,
Series
2016-A,
Class
A2A,
2.70%,
5/15/31 (2)
65,736
65
SMB
Private
Education
Loan
Trust,
Series
2016-B,
Class
A2B,
ARM,
1M
USD
LIBOR
+
1.45%,
3.449%,
2/17/32 (2)
83,304
83
SMB
Private
Education
Loan
Trust,
Series
2017-A,
Class
A2A,
2.88%,
9/15/34 (2)
130,831
129
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)
52,660
51
SMB
Private
Education
Loan
Trust,
Series
2019-A,
Class
A2B,
ARM,
1M
USD
LIBOR
+
0.87%,
2.869%,
7/15/36 (2)
60,719
59
SMB
Private
Education
Loan
Trust,
Series
2020-B,
Class
A1A,
1.29%,
7/15/53 (2)
76,033
70
SMB
Private
Education
Loan
Trust,
Series
2021-A,
Class
APT1,
1.07%,
1/15/53 (2)
173,623
156
Synchrony
Credit
Card
Master
Note
Trust,
Series
2017-2,
Class
A,
2.62%,
10/15/25
50,000
50
4,914
Bond
Mutual
Funds
15.3%
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
4.85% (7)(8)
2,038,980
19,676
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
I
Class,
7.36% (7)(8)
5,144,582
23,871
T.
Rowe
Price
Institutional
Emerging
Markets
Bond
Fund,
7.03% (7)(8)
6,112,611
38,571
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Institutional
Class,
5.58% (7)(8)
2,082,767
19,307
T.
Rowe
Price
Institutional
High
Yield
Fund
-
Institutional
Class,
7.69% (7)(8)
2,926,916
22,713
T.
Rowe
Price
International
Bond
Fund
-
I
Class,
2.75% (7)(8)
3,944,377
30,174
T.
Rowe
Price
International
Bond
Fund
(USD
Hedged)
-
I
Class,
2.69% (7)(8)
689,652
6,400
160,712
Common
Stocks
27.9%
Abbott
Laboratories
11,868
1,292
AbbVie
21,868
3,138
Acadia
Realty
Trust,
REIT
9,087
156
Accenture,
Class
A
2,511
769
Advanced
Micro
Devices (1)
19,567
1,848
Affirm
Holdings (1)
2,685
72
AGCO
362
39
Air
Products
&
Chemicals
540
134
Alamo
Group
215
28
Albemarle
268
65
Alexandria
Real
Estate
Equities,
REIT
2,213
367
Align
Technology (1)
362
102
Alphabet,
Class
A (1)
6,160
716
Alphabet,
Class
C (1)
108,145
12,614
Amazon.com (1)
57,033
7,697
Ameren
3,574
333
American
Electric
Power
15,759
1,553
American
Homes
4
Rent,
Class
A,
REIT
7,227
274
American
International
Group
28,257
1,463
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
American
Tower,
REIT
1,756
476
Analog
Devices
8,641
1,486
Apartment
Income
REIT,
REIT
1,602
73
Apollo
Global
Management
11,412
652
Apple
64,944
10,554
Apple
Hospitality
REIT,
REIT
12,913
215
Atlassian,
Class
A (1)
2,164
453
AvalonBay
Communities,
REIT
8,017
1,715
Avery
Dennison
332
63
Baker
Hughes
36,769
945
Ball
4,813
353
Bank
of
America
81,364
2,751
Becton
Dickinson
&
Company
23,225
5,674
Best
Buy
5,834
449
Bill.com
Holdings (1)
2,353
318
Block (1)
3,486
265
Booking
Holdings (1)
200
387
Bristol-Myers
Squibb
13,223
976
Broadcom
1,536
822
Burlington
Stores (1)
1,304
184
Cactus,
Class
A
1,474
61
Camden
Property
Trust,
REIT
2,700
381
Canva,
Acquisition
Date:
8/16/21
-
12/17/21,
Cost $179 (1)(3)(4)
105
100
Carvana (1)
8,654
252
Caterpillar
1,735
344
CCC
Intelligent
Solutions
Holdings (1)
20,211
202
Centene (1)
40,041
3,723
Ceridian
HCM
Holding (1)
5,409
296
CF
Industries
Holdings
847
81
ChampionX
2,375
50
Charles
Schwab
50,733
3,503
Cheniere
Energy
1,711
256
Chevron
1,999
327
Chipotle
Mexican
Grill (1)
1,115
1,744
Chubb
29,417
5,549
Cigna
2,403
662
Cintas
272
116
CME
Group
4,848
967
CMS
Energy
569
39
Coca-Cola
13,189
846
Confluent,
Class
A (1)
2,706
69
ConocoPhillips
4,578
446
Cooper
1,892
619
Corning
23,031
847
Crowdstrike
Holdings,
Class
A (1)
483
89
Crown
Castle
International,
REIT
1,357
245
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Crown
Holdings
598
61
CSX
80,833
2,613
CubeSmart,
REIT
8,205
376
Danaher
15,596
4,546
Darling
Ingredients (1)
1,584
110
Datadog,
Class
A (1)
1,467
150
Deere
428
147
Devon
Energy
3,859
242
Dollar
General
8,757
2,175
Dominion
Energy
43,367
3,555
DoorDash,
Class
A (1)
4,306
300
Douglas
Emmett,
REIT
5,847
138
DTE
Energy
3,652
476
Duke
Energy
13,925
1,531
EastGroup
Properties,
REIT
981
167
Eaton
12,947
1,921
Element
Solutions
2,896
57
Elevance
Health
11,313
5,397
Eli
Lilly
6,875
2,267
Entegris
434
48
EOG
Resources
7,244
806
EPAM
Systems (1)
23
8
Equinix,
REIT
964
678
Equitrans
Midstream
7,010
55
Equity
LifeStyle
Properties,
REIT
6,481
476
Equity
Residential,
REIT
10,034
787
Essex
Property
Trust,
REIT
1,158
332
Exelon
7,639
355
Extra
Space
Storage,
REIT
278
53
Exxon
Mobil
26,476
2,566
Federal
Realty,
REIT
605
64
Fidelity
National
Information
Services
8,625
881
Fiserv (1)
22,806
2,410
FleetCor
Technologies (1)
4,028
886
Floor
&
Decor
Holdings,
Class
A (1)
3,159
254
FMC
11,415
1,268
Fortinet (1)
7,053
421
General
Electric
31,553
2,332
Goldman
Sachs
Group
5,334
1,778
Gusto,
Acquisition
Date:
10/4/21,
Cost $24 (1)(3)(4)
826
24
Halliburton
1,805
53
Hartford
Financial
Services
Group
10,199
657
HashiCorp,
Class
A (1)
747
27
HCA
Healthcare
3,537
751
Hess
1,658
186
Hilton
Worldwide
Holdings
6,085
779
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Home
Depot
4,060
1,222
Honeywell
International
11,138
2,144
Host
Hotels
&
Resorts,
REIT
62,360
1,111
Howard
Hughes (1)
656
46
Hubbell
7,190
1,575
Humana
2,110
1,017
Illinois
Tool
Works
1,553
323
Ingersoll
Rand
11,774
586
International
Flavors
&
Fragrances
8,591
1,066
International
Paper
2,150
92
Intuit
4,250
1,939
Intuitive
Surgical (1)
8,744
2,013
Johnson
&
Johnson
18,809
3,283
JPMorgan
Chase
37,988
4,382
Keurig
Dr
Pepper
54,701
2,119
Kilroy
Realty,
REIT
2,330
126
Kimco
Realty,
REIT
1,853
41
KLA
5,236
2,008
L3Harris
Technologies
9,473
2,273
Laboratory
Corp.
of
America
Holdings
1,641
430
Lam
Research
607
304
Liberty
Energy (1)
2,427
34
Liberty
Media-Liberty
Formula
One,
Class
C (1)
13,192
894
Linde
(EUR)
922
279
Linde
1,860
562
Live
Nation
Entertainment (1)
6,469
608
Lululemon
Athletica (1)
4,586
1,424
Magnolia
Oil
&
Gas,
Class
A
3,787
91
Marriott
International,
Class
A
11,186
1,777
Marsh
&
McLennan
1,877
308
Martin
Marietta
Materials
331
117
Marvell
Technology
5,494
306
Mastercard,
Class
A
5,379
1,903
McDonald's
6,526
1,719
Meta
Platforms,
Class
A (1)
12,524
1,993
MetLife
16,086
1,017
Microsoft
52,816
14,828
Middleby (1)
8,296
1,200
Moderna (1)
4,375
718
Molina
Healthcare (1)
3,968
1,300
Mondelez
International,
Class
A
17,534
1,123
MongoDB (1)
1,299
406
Monolithic
Power
Systems
697
324
Monster
Beverage (1)
9,859
982
Motorola
Solutions
4,779
1,140
MSCI
207
100
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Netflix (1)
1,409
317
Newmont
620
28
NextEra
Energy
17,719
1,497
NIKE,
Class
B
4,704
541
NiSource
17,960
546
Norfolk
Southern
3,053
767
Northrop
Grumman
2,089
1,000
Nucor
2,694
366
NVIDIA
10,804
1,962
NXP
Semiconductors
3,627
667
Olaplex
Holdings (1)
25,508
439
Opendoor
Technologies,
Class
A (1)
13,392
66
O'Reilly
Automotive (1)
443
312
Packaging
Corp.
of
America
2,587
364
Pax
Labs,
Class
A,
Acquisition
Date:
4/18/19,
Cost $81 (1)(3)(4)
21,572
14
Paycom
Software (1)
196
65
PayPal
Holdings (1)
2,150
186
Pebblebrook
Hotel
Trust,
REIT
7,965
156
PerkinElmer
6,593
1,010
Philip
Morris
International
37,296
3,623
Pioneer
Natural
Resources
1,037
246
Planet
Fitness,
Class
A (1)
9,936
783
Procter
&
Gamble
12,015
1,669
Progressive
18,897
2,174
Prologis,
REIT
18,503
2,453
Public
Storage,
REIT
1,904
621
QUALCOMM
11,266
1,634
Quanta
Services
488
68
Rayonier,
REIT
3,233
122
Regency
Centers,
REIT
4,016
259
Regeneron
Pharmaceuticals (1)
1,674
974
Reliance
Steel
&
Aluminum
2,411
459
Republic
Services
9,414
1,305
Rexford
Industrial
Realty,
REIT
4,847
317
Roper
Technologies
2,721
1,188
Ross
Stores
14,391
1,169
Royal
Gold
457
48
RPM
International
1,607
145
S&P
Global
1,227
462
Saia (1)
1,550
369
Salesforce (1)
14,911
2,744
SBA
Communications,
REIT
1,092
367
Sempra
Energy
17,374
2,881
ServiceNow (1)
3,430
1,532
Sherwin-Williams
9,448
2,286
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Shoals
Technologies
Group,
Class
A (1)
4,185
99
Simon
Property
Group,
REIT
3,240
352
SL
Green
Realty,
REIT
1,697
84
Snap,
Class
A (1)
4,374
43
Snowflake,
Class
A (1)
918
138
Southern
69,157
5,317
Steel
Dynamics
4,033
314
STERIS
900
203
Stryker
2,541
546
Synopsys (1)
5,001
1,838
T-Mobile
U.S. (1)
15,942
2,281
TechnipFMC (1)
5,750
46
Teleflex
665
160
Terreno
Realty,
REIT
4,086
256
Tesla (1)
5,847
5,212
Texas
Instruments
8,792
1,573
Thermo
Fisher
Scientific
6,684
4,000
TJX
15,183
929
TransUnion
1,454
115
Travelers
15,338
2,434
UiPath,
Class
A (1)
15,045
276
Union
Pacific
3,210
730
UnitedHealth
Group
13,469
7,305
Valero
Energy
5,594
620
Veeva
Systems,
Class
A (1)
4,905
1,097
Ventas,
REIT
3,260
175
Venture
Global
LNG,
Series
C,
Acquisition
Date:
10/16/17,
Cost $4 (1)(3)(4)
1
6
VeriSign (1)
4,250
804
Visa,
Class
A
26,606
5,643
Vulcan
Materials
957
158
Walmart
29,829
3,939
Walt
Disney (1)
17,416
1,848
Waste
Connections
1,730
231
WEC
Energy
Group
1,302
135
Wells
Fargo
76,927
3,375
Welltower,
REIT
5,390
465
West
Pharmaceutical
Services
3,373
1,159
Western
Alliance
Bancorp
8,277
632
Westrock
1,082
46
Williams
17,454
595
Wix.com (1)
1,444
86
Workiva (1)
6,622
434
Xcel
Energy
13,452
984
Yum!
Brands
16,320
2,000
Zoetis
6,232
1,138
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Zoom
Video
Communications,
Class
A (1)
7,800
810
292,534
Convertible
Preferred
Stocks
0.1%
ABL
Space
Systems,
Series
B,
Acquisition
Date:
3/24/21,
Cost $97 (1)(3)(4)
2,160
147
ABL
Space
Systems,
Series
B-2,
Acquisition
Date:
10/22/21,
Cost $42 (1)(3)(4)
618
42
AES,
6.875%,
2/15/24
1,956
175
Canva,
Series
A,
Acquisition
Date:
11/4/21,
Cost $7 (1)(3)(4)
4
4
Caris
Life
Sciences,
Series
D,
Acquisition
Date:
5/11/21,
Cost $52 (1)(3)(4)
6,404
42
Databricks,
Series
G,
Acquisition
Date:
2/1/21,
Cost $21 (1)(3)
(4)
116
19
Databricks,
Series
H,
Acquisition
Date:
8/31/21,
Cost $68 (1)(3)
(4)
309
51
Farmers
Business
Network,
Series
D,
Acquisition
Date:
11/3/17,
Cost $3 (1)(3)(4)
163
10
Gusto,
Series
E,
Acquisition
Date:
7/13/21,
Cost $33 (1)(3)(4)
1,103
34
Jetti
Holdings,
Series
C,
Acquisition
Date:
5/24/21
-
6/30/21,
Cost $15 (1)(3)(4)
255
24
Kobold
Metals,
Series
B-1,
Acquisition
Date:
1/10/22,
Cost $71 (1)(3)(4)
2,594
71
Lilac
Solutions,
Series
B,
Acquisition
Date:
9/8/21,
Cost $37 (1)
(3)(4)
2,783
37
NextEra
Energy,
5.279%,
3/1/23
2,378
124
Rad
Power
Bikes,
Series
D,
Acquisition
Date:
9/16/21,
Cost $155 (1)(3)(4)
16,193
98
Redwood
Materials,
Series
C,
Acquisition
Date:
5/28/21,
Cost $79 (1)(3)(4)
1,666
87
Southern,
Series
2019,
6.75%,
8/1/22
1,551
86
Tonian
Holdings,
Series
A,
Non-Voting
Units,
Acquisition
Date:
1/15/21,
Cost $2 (1)(3)(4)
2,304
3
Tonian
Holdings,
Series
A,
Voting
Units,
Acquisition
Date:
1/15/21,
Cost $3 (1)(3)(4)
3,239
4
Waymo,
Series
A-2,
Acquisition
Date:
5/8/20,
Cost $143 (1)(3)(4)
1,669
153
1,211
Corporate
Bonds
2.5%
AbbVie,
2.95%,
11/21/26
145,000
141
AbbVie,
4.50%,
5/14/35
30,000
30
AbbVie,
4.70%,
5/14/45
95,000
96
AHS
Hospital,
5.024%,
7/1/45
20,000
21
Air
Lease,
2.20%,
1/15/27
195,000
173
Air
Lease,
3.625%,
4/1/27
45,000
42
Ally
Financial,
2.20%,
11/2/28
270,000
229
Altria
Group,
2.35%,
5/6/25
40,000
38
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Amazon.com,
2.80%,
8/22/24
50,000
50
Amazon.com,
3.875%,
8/22/37
150,000
150
American
Airlines
PTT,
Series
2014-1,
Class
A,
3.70%,
10/1/26
21,010
18
American
Airlines
PTT,
Series
2019-1,
Class
AA,
3.15%,
2/15/32
164,941
148
American
Campus
Communities
Operating
Partnership,
3.625%,
11/15/27
230,000
228
American
Honda
Finance,
0.75%,
8/9/24
260,000
247
American
Tower,
1.45%,
9/15/26
355,000
317
Amphenol,
2.20%,
9/15/31
105,000
90
Aon,
2.20%,
11/15/22
195,000
195
Aon,
3.875%,
12/15/25
25,000
25
Appalachian
Power,
4.45%,
6/1/45
40,000
36
Apple,
3.20%,
5/11/27
300,000
302
AT&T,
2.75%,
6/1/31
215,000
192
Autodesk,
2.40%,
12/15/31
385,000
328
AutoZone,
3.125%,
4/21/26
170,000
167
AutoZone,
3.75%,
6/1/27
70,000
70
Baltimore
Gas
&
Electric,
3.35%,
7/1/23
225,000
225
Bank
of
America,
3.50%,
4/19/26
400,000
400
Bank
of
America,
4.45%,
3/3/26
50,000
51
Bank
of
America,
VR,
3.55%,
3/5/24 (5)
100,000
100
Bank
of
America,
VR,
4.244%,
4/24/38 (5)
120,000
116
Banner
Health,
1.897%,
1/1/31
65,000
56
Becton
Dickinson
&
Company,
2.823%,
5/20/30
115,000
105
Becton
Dickinson
&
Company,
3.70%,
6/6/27
183,000
182
Berkshire
Hathaway,
2.75%,
3/15/23
35,000
35
Berkshire
Hathaway
Energy,
5.15%,
11/15/43
25,000
26
Boardwalk
Pipelines,
4.95%,
12/15/24
10,000
10
Booking
Holdings,
3.65%,
3/15/25
30,000
30
BP
Capital
Markets
America,
1.749%,
8/10/30
180,000
155
Brighthouse
Financial
Global
Funding,
1.55%,
5/24/26 (2)
100,000
90
Bristol-Myers
Squibb,
2.90%,
7/26/24
163,000
163
Bristol-Myers
Squibb,
3.55%,
8/15/22
250,000
250
Brixmor
Operating
Partnership,
3.90%,
3/15/27
25,000
24
Brixmor
Operating
Partnership,
4.05%,
7/1/30
80,000
74
Cameron
LNG,
2.902%,
7/15/31 (2)
40,000
36
Cameron
LNG,
3.701%,
1/15/39 (2)
30,000
26
Capital
One
Financial,
3.20%,
1/30/23
230,000
230
Cardinal
Health,
3.41%,
6/15/27
125,000
123
Cardinal
Health,
3.75%,
9/15/25
80,000
80
Carvana,
10.25%,
5/1/30 (2)
149,000
123
Centra
Health,
4.70%,
1/1/48
385,000
368
Charter
Communications
Operating,
4.908%,
7/23/25
50,000
51
Charter
Communications
Operating,
Series
USD,
4.50%,
2/1/24
250,000
252
Cigna,
3.25%,
4/15/25
250,000
247
Cigna,
3.75%,
7/15/23
63,000
63
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Citigroup,
4.45%,
9/29/27
70,000
70
Citigroup,
VR,
3.887%,
1/10/28 (5)
315,000
308
Citigroup,
VR,
4.075%,
4/23/29 (5)
100,000
97
CMS
Energy,
4.875%,
3/1/44
25,000
24
CNO
Global
Funding,
2.65%,
1/6/29 (2)
315,000
280
CommonSpirit
Health,
2.76%,
10/1/24
95,000
93
CommonSpirit
Health,
2.782%,
10/1/30
50,000
44
CommonSpirit
Health,
2.95%,
11/1/22
25,000
25
Corebridge
Financial,
4.40%,
4/5/52 (2)
375,000
325
Crown
Castle
International,
2.10%,
4/1/31
250,000
208
Crown
Castle
International,
3.70%,
6/15/26
40,000
39
Crown
Castle
International,
4.75%,
5/15/47
30,000
28
CVS
Health,
2.70%,
8/21/40
40,000
30
DCP
Midstream
Operating,
3.875%,
3/15/23
25,000
25
Delta
Air
Lines,
3.80%,
4/19/23
75,000
75
Discover
Financial
Services,
3.75%,
3/4/25
15,000
15
Discover
Financial
Services,
3.85%,
11/21/22
95,000
95
Eaton
Vance,
3.625%,
6/15/23
15,000
15
Elevance
Health,
4.101%,
3/1/28
130,000
132
Elevance
Health,
4.65%,
1/15/43
20,000
20
Energy
Transfer,
5.25%,
4/15/29
120,000
122
Equitable
Holdings,
3.90%,
4/20/23
29,000
29
Essex
Portfolio,
2.65%,
3/15/32
135,000
115
Eversource
Energy,
Series
M,
3.30%,
1/15/28
15,000
14
Fifth
Third
Bancorp,
4.30%,
1/16/24
65,000
65
FirstEnergy,
Series
C,
7.375%,
11/15/31
60,000
70
FirstEnergy
Transmission,
4.35%,
1/15/25 (2)
65,000
65
Fiserv,
3.20%,
7/1/26
100,000
97
Florida
Gas
Transmission,
4.35%,
7/15/25 (2)
215,000
217
General
Motors,
4.00%,
4/1/25
55,000
55
General
Motors
Financial,
2.40%,
4/10/28
305,000
264
George
Washington
University,
Series
2014,
4.30%,
9/15/44
15,000
14
Goldman
Sachs
Group,
3.50%,
1/23/25
300,000
299
Goldman
Sachs
Group,
3.85%,
1/26/27
115,000
115
Goldman
Sachs
Group,
5.15%,
5/22/45
15,000
15
Goldman
Sachs
Group,
6.75%,
10/1/37
10,000
12
Goldman
Sachs
Group,
VR,
2.615%,
4/22/32 (5)
200,000
173
Goldman
Sachs
Group,
VR,
2.908%,
7/21/42 (5)
130,000
100
Hackensack
Meridian
Health,
4.211%,
7/1/48
155,000
149
Hasbro,
3.00%,
11/19/24
150,000
147
Hasbro,
3.55%,
11/19/26
420,000
409
HCA,
4.125%,
6/15/29
235,000
225
Healthcare
Realty
Holdings,
3.625%,
1/15/28
30,000
29
Healthpeak
Properties,
2.125%,
12/1/28
80,000
71
Healthpeak
Properties,
2.875%,
1/15/31
45,000
40
High
Street
Funding
Trust
I,
4.111%,
2/15/28 (2)
100,000
99
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Honeywell
International,
1.10%,
3/1/27
275,000
251
Hyatt
Hotels,
3.375%,
7/15/23
30,000
30
Hyundai
Capital
America,
1.30%,
1/8/26 (2)
145,000
130
Hyundai
Capital
America,
1.65%,
9/17/26 (2)
180,000
161
Hyundai
Capital
America,
1.80%,
10/15/25 (2)
55,000
51
Hyundai
Capital
America,
2.00%,
6/15/28 (2)
235,000
201
Indiana
University
Health
Obligated
Group,
3.97%,
11/1/48
145,000
134
Intercontinental
Exchange,
3.75%,
12/1/25
75,000
76
ITC
Holdings,
2.70%,
11/15/22
95,000
95
Jackson
Financial,
1.125%,
11/22/23 (2)
270,000
261
JPMorgan
Chase,
3.375%,
5/1/23
410,000
411
JPMorgan
Chase,
VR,
1.578%,
4/22/27 (5)
235,000
214
JPMorgan
Chase,
VR,
3.559%,
4/23/24 (5)
125,000
125
JPMorgan
Chase,
VR,
3.882%,
7/24/38 (5)
160,000
147
Kansas
City
Southern,
2.875%,
11/15/29
55,000
51
Kansas
City
Southern,
3.50%,
5/1/50
155,000
128
Kansas
City
Southern,
4.30%,
5/15/43
25,000
23
Kentucky
Utilities,
4.375%,
10/1/45
65,000
62
KeyCorp,
2.25%,
4/6/27
90,000
83
Keysight
Technologies,
4.55%,
10/30/24
230,000
233
Kilroy
Realty,
3.45%,
12/15/24
40,000
39
Kilroy
Realty,
4.25%,
8/15/29
25,000
24
Kilroy
Realty,
4.375%,
10/1/25
15,000
15
L3Harris
Technologies,
4.854%,
4/27/35
50,000
51
Liberty
Mutual
Group,
4.25%,
6/15/23 (2)
10,000
10
Liberty
Mutual
Group,
4.85%,
8/1/44 (2)
20,000
19
Life
Storage,
4.00%,
6/15/29
145,000
137
LYB
International
Finance
II,
3.50%,
3/2/27
300,000
290
M&T
Bank,
3.55%,
7/26/23
345,000
345
Marriott
International,
Series
AA,
4.65%,
12/1/28
285,000
286
Marsh
&
McLennan,
3.30%,
3/14/23
10,000
10
Marsh
&
McLennan,
3.50%,
6/3/24
115,000
115
McDonald's,
1.45%,
9/1/25
65,000
61
MedStar
Health,
Series
20A,
3.626%,
8/15/49
130,000
113
Met
Tower
Global
Funding,
1.25%,
9/14/26 (2)
245,000
221
Micron
Technology,
4.185%,
2/15/27
31,000
31
Microsoft,
2.921%,
3/17/52
90,000
75
Mid-Atlantic
Interstate
Transmission,
4.10%,
5/15/28 (2)
110,000
109
Mississippi
Power,
3.95%,
3/30/28
170,000
169
Moody's,
2.00%,
8/19/31
335,000
285
Morgan
Stanley,
3.125%,
1/23/23
485,000
485
Morgan
Stanley,
4.10%,
5/22/23
200,000
201
Morgan
Stanley,
4.30%,
1/27/45
45,000
42
Morgan
Stanley,
VR,
3.971%,
7/22/38 (5)
135,000
126
NextEra
Energy
Capital
Holdings,
2.44%,
1/15/32
320,000
279
NiSource,
3.49%,
5/15/27
215,000
211
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
NiSource,
3.95%,
3/30/48
105,000
90
Northern
Trust,
3.95%,
10/30/25
25,000
25
Northwestern
University,
Series
2020,
2.64%,
12/1/50
140,000
105
Nucor,
2.70%,
6/1/30
70,000
62
Nucor,
3.95%,
5/1/28
130,000
129
Omnicom
Group,
3.60%,
4/15/26
50,000
50
Omnicom
Group,
3.65%,
11/1/24
50,000
50
Oracle,
2.40%,
9/15/23
300,000
297
O'Reilly
Automotive,
3.60%,
9/1/27
145,000
144
O'Reilly
Automotive,
3.80%,
9/1/22
125,000
125
PACCAR
Financial,
0.90%,
11/8/24
415,000
393
Pacific
Gas
&
Electric,
2.10%,
8/1/27
125,000
107
Packaging
Corp.
of
America,
3.65%,
9/15/24
15,000
15
PayPal
Holdings,
2.40%,
10/1/24
345,000
339
PerkinElmer,
1.90%,
9/15/28
230,000
199
Perrigo
Finance
Unlimited,
4.375%,
3/15/26
200,000
196
Pioneer
Natural
Resources,
1.125%,
1/15/26
80,000
73
President
&
Fellows
of
Harvard
College,
3.619%,
10/1/37
25,000
24
Pricoa
Global
Funding
I,
3.45%,
9/1/23 (2)
270,000
270
Principal
Financial
Group,
2.125%,
6/15/30
160,000
136
Principal
Financial
Group,
3.30%,
9/15/22
25,000
25
Principal
Financial
Group,
3.40%,
5/15/25
35,000
35
Protective
Life
Global
Funding,
1.082%,
6/9/23 (2)
205,000
201
Providence
Health
&
Services
Obligated
Group,
4.379%,
10/1/23
25,000
25
Public
Storage,
1.95%,
11/9/28
150,000
133
QUALCOMM,
3.25%,
5/20/27
107,000
107
QVC,
4.85%,
4/1/24
20,000
19
Realty
Income,
2.20%,
6/15/28
70,000
63
Regency
Centers,
4.125%,
3/15/28
35,000
35
Republic
Services,
2.375%,
3/15/33
355,000
302
Republic
Services,
3.375%,
11/15/27
230,000
225
Rockwell
Automation,
1.75%,
8/15/31
330,000
281
Roper
Technologies,
2.95%,
9/15/29
60,000
55
Roper
Technologies,
3.80%,
12/15/26
50,000
50
Sabine
Pass
Liquefaction,
4.20%,
3/15/28
50,000
49
Santander
Holdings
USA,
VR,
2.49%,
1/6/28 (5)
135,000
120
SBA
Tower
Trust,
2.836%,
1/15/25 (2)
250,000
239
Sempra
Energy,
3.30%,
4/1/25
185,000
183
ServiceNow,
1.40%,
9/1/30
235,000
191
Simon
Property
Group,
2.65%,
2/1/32
340,000
290
Simon
Property
Group,
3.375%,
10/1/24
45,000
45
Spectra
Energy
Partners,
4.75%,
3/15/24
170,000
172
State
Street,
3.10%,
5/15/23
25,000
25
Synchrony
Financial,
4.25%,
8/15/24
375,000
375
Texas
Instruments,
1.125%,
9/15/26
80,000
74
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Texas
Instruments,
1.375%,
3/12/25
45,000
43
Thermo
Fisher
Scientific,
2.80%,
10/15/41
140,000
115
Time
Warner
Cable,
6.55%,
5/1/37
13,000
14
Time
Warner
Cable,
6.75%,
6/15/39
13,000
13
TJX,
1.60%,
5/15/31
55,000
46
Trinity
Health,
4.125%,
12/1/45
25,000
24
Union
Pacific,
4.75%,
9/15/41
10,000
10
United
Airlines
PTT,
Series
2014-2,
Class
A,
3.75%,
9/3/26
3,177
3
United
Airlines
PTT,
Series
2018-1,
Class
A,
3.70%,
3/1/30
287,694
253
UnitedHealth
Group,
3.75%,
7/15/25
40,000
41
Valero
Energy,
2.85%,
4/15/25
64,000
62
Verizon
Communications,
1.68%,
10/30/30
28,000
23
Verizon
Communications,
2.625%,
8/15/26
230,000
222
Visa,
2.15%,
9/15/22
90,000
90
Visa,
4.15%,
12/14/35
90,000
94
Vistra
Operations,
3.55%,
7/15/24 (2)
135,000
131
VMware,
1.40%,
8/15/26
350,000
315
Waste
Connections,
2.20%,
1/15/32
155,000
133
Willis
North
America,
3.60%,
5/15/24
40,000
40
Willis
North
America,
4.50%,
9/15/28
160,000
159
WP
Carey,
3.85%,
7/15/29
115,000
110
26,687
Equity
Mutual
Funds
8.1%
T.
Rowe
Price
Multi-Strategy
Total
Return
Fund
-
I
Class (7)
2,926,228
27,975
T.
Rowe
Price
QM
U.S.
Small
&
Mid-Cap
Core
Equity
Fund
-
I
Class (7)
2,948,653
57,086
85,061
Municipal
Securities
0.3%
Bay
Area
Toll
Auth.,
Series
S-10,
3.176%,
4/1/41
300,000
254
California
State
Univ.,
Series
B,
2.795%,
11/1/41
250,000
195
California,
Build
America,
GO,
7.625%,
3/1/40
35,000
48
Central
Texas
Regional
Mobility
Auth.,
Series
E,
3.167%,
1/1/41
225,000
182
Dallas
Fort
Worth
Int'l
Airport,
2.843%,
11/1/46
150,000
117
Florida
Dev.
Finance,
Nova
Southeastern
Univ.,
Series
B,
4.109%,
4/1/50
390,000
335
JobsOhio
Beverage
System,
Liquid
Profits,
Series
B,
3.985%,
1/1/29
15,000
15
Los
Angeles
Airport,
Build
America,
Series
C,
7.053%,
5/15/40
15,000
19
Maryland
Economic
Development,
Seagirt
Marine
Terminal,
Series
B,
4.75%,
6/1/42
175,000
166
Maryland
HHEFA,
Univ.
of
Maryland
Medical
System,
Series
B,
4.665%,
7/1/36
20,000
21
Metropolitan
Government
Nashville
&
Davidson
County
Health
&
Ed.
Facs,
Series
B,
3.235%,
7/1/52
200,000
163
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Metropolitan
Transportation
Auth.,
Build
America,
Series
A-1,
5.871%,
11/15/39
15,000
16
Miami-Dade
County
Transit
System,
Bulild
America,
Series
B,
5.624%,
7/1/40
160,000
180
Miami-Dade
County
Water
&
Sewer
System,
Series
C,
3.49%,
10/1/42
90,000
78
Municipal
Electric
Auth.
of
Georgia,
Build
America,
Vogtle
Units,
6.655%,
4/1/57
126,000
153
New
York
State
Dormitory
Auth.,
Build
America,
Series
F,
Unrefunded
Portion,
5.628%,
3/15/39
15,000
17
New
York
State
Urban
Dev.,
Series
B,
2.59%,
3/15/35
305,000
258
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
20
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
227
Univ.
of
California
Regents,
Series
AJ,
4.601%,
5/15/31
25,000
26
Univ.
of
California
Regents,
Build
America,
5.77%,
5/15/43
15,000
17
Virginia
Commonwealth
Univ.
Health
System
Auth.,
Series
A,
4.956%,
1/1/44
25,000
26
Wisconsin
General
Fund
Annual
Appropriation,
Series
A,
3.954%,
5/1/36
110,000
109
2,672
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)
88,891
81
Angel
Oak
Mortgage
Trust,
Series
2021-1,
Class
A2,
CMO,
ARM,
1.115%,
1/25/66 (2)
29,126
26
Angel
Oak
Mortgage
Trust,
Series
2021-2,
Class
A1,
CMO,
ARM,
0.985%,
4/25/66 (2)
76,358
69
Atrium
Hotel
Portfolio
Trust,
Series
2017-ATRM,
Class
A,
ARM,
1M
USD
LIBOR
+
0.93%,
2.929%,
12/15/36 (2)
150,000
146
Barclays
Mortgage
Loan
Trust,
Series
2021-NQM1,
Class
A3,
CMO,
ARM,
2.189%,
9/25/51 (2)
98,101
91
BBCMS
Mortgage
Trust,
Series
2019-BWAY,
Class
D,
ARM,
1M
USD
LIBOR
+
2.16%,
4.159%,
11/15/34 (2)
50,000
47
BWAY
Mortgage
Trust,
Series
2022-26BW,
Class
A,
3.402%,
2/10/44 (2)
150,000
135
BX
Trust,
Series
2021-LGCY,
Class
C,
ARM,
1M
USD
LIBOR
+
1.004%,
3.003%,
10/15/23 (2)
225,000
209
Cantor
Commercial
Real
Estate
Lending,
Series
2019-CF1,
Class
65A,
ARM,
4.411%,
5/15/52 (2)
100,000
96
CD
Mortgage
Trust,
Series
2016-CD2,
Class
A4,
ARM,
3.526%,
11/10/49
55,000
54
CD
Mortgage
Trust,
Series
2017-CD3,
Class
B,
ARM,
3.984%,
2/10/50
110,000
102
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Citigroup
Commercial
Mortgage
Trust,
Series
2015-GC33,
Class
A4,
3.778%,
9/10/58
25,000
25
Citigroup
Mortgage
Loan
Trust,
Series
2020-EXP2,
Class
A3,
CMO,
ARM,
2.50%,
8/25/50 (2)
69,509
62
Cold
Storage
Trust,
Series
2020-ICE5,
Class
B,
ARM,
1M
USD
LIBOR
+
1.30%,
3.299%,
11/15/37 (2)
137,619
134
Cold
Storage
Trust,
Series
2020-ICE5,
Class
C,
ARM,
1M
USD
LIBOR
+
1.65%,
3.649%,
11/15/37 (2)
155,313
151
COLT
Mortgage
Loan
Trust,
Series
2021-6,
Class
A1,
CMO,
ARM,
1.907%,
12/25/66 (2)
226,080
198
Commercial
Mortgage
Trust,
Series
2015-CR24,
Class
A5,
3.696%,
8/10/48
40,000
40
Commercial
Mortgage
Trust,
Series
2015-LC21,
Class
A4,
3.708%,
7/10/48
60,000
60
Commercial
Mortgage
Trust,
Series
2015-LC23,
Class
A4,
3.774%,
10/10/48
100,000
99
Connecticut
Avenue
Securities,
Series
2017-C04,
Class
2ED2,
CMO,
ARM,
1M
USD
LIBOR
+
1.10%,
3.359%,
11/25/29
91,314
91
Connecticut
Avenue
Securities,
Series
2021-R02,
Class
2M1,
CMO,
ARM,
SOFR30A
+
0.90%,
2.414%,
11/25/41 (2)
52,194
51
Connecticut
Avenue
Securities
Trust,
Series
2022-R01,
Class
1M1,
CMO,
ARM,
SOFR30A
+
1.00%,
2.514%,
12/25/41 (2)
41,862
41
Ellington
Financial
Mortgage
Trust,
Series
2019-2,
Class
A3,
CMO,
ARM,
3.046%,
11/25/59 (2)
22,785
22
Extended
Stay
America
Trust,
Series
2021-ESH,
Class
B,
ARM,
1M
USD
LIBOR
+
1.38%,
3.38%,
7/15/38 (2)
99,388
97
Fontainebleau
Miami
Beach
Trust,
Series
2019-FBLU,
Class
C,
3.75%,
12/10/36 (2)
165,000
158
Galton
Funding
Mortgage
Trust,
Series
2018-1,
Class
A23,
CMO,
ARM,
3.50%,
11/25/57 (2)
7,854
8
Galton
Funding
Mortgage
Trust,
Series
2019-H1,
Class
A3,
CMO,
ARM,
2.964%,
10/25/59 (2)
60,461
60
Grace
Trust,
Series
2020-GRCE,
Class
C,
ARM,
2.68%,
12/10/40 (2)
100,000
83
Great
Wolf
Trust,
Series
2019-WOLF,
Class
C,
ARM,
1M
USD
LIBOR
+
1.633%,
3.632%,
12/15/36 (2)
70,000
67
GS
Mortgage
Securities
Trust,
Series
2013-GC16,
Class
B,
ARM,
5.161%,
11/10/46
175,000
172
GS
Mortgage
Securities
Trust,
Series
2015-GC32,
Class
A4,
3.764%,
7/10/48
25,000
25
GS
Mortgage
Securities
Trust,
Series
2018-GS9,
Class
A4,
ARM,
3.992%,
3/10/51
65,000
65
GS
Mortgage-Backed
Securities
Trust,
Series
2021-PJ5,
Class
A8,
CMO,
ARM,
2.50%,
10/25/51 (2)
194,096
179
JPMorgan
Barclays
Bank
Commercial
Mortgage
Securities
Trust,
Series
2015-C30,
Class
A5,
3.822%,
7/15/48
65,000
65
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
JPMorgan
Barclays
Bank
Commercial
Mortgage
Securities
Trust,
Series
2015-C31,
Class
A3,
3.801%,
8/15/48
46,018
46
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust,
Series
2022-OPO,
Class
B,
3.377%,
1/5/39 (2)
100,000
92
JPMorgan
Mortgage
Trust,
Series
2019-INV3,
Class
A15,
CMO,
ARM,
3.50%,
5/25/50 (2)
41,363
40
JPMorgan
Mortgage
Trust,
Series
2019-INV3,
Class
A3,
CMO,
ARM,
3.50%,
5/25/50 (2)
48,982
47
JPMorgan
Mortgage
Trust,
Series
2020-INV1,
Class
A11,
CMO,
ARM,
1M
USD
LIBOR
+
0.83%,
2.454%,
8/25/50 (2)
10,584
10
JPMorgan
Mortgage
Trust,
Series
2020-INV1,
Class
A3,
CMO,
ARM,
3.50%,
8/25/50 (2)
18,816
18
MHC
Commercial
Mortgage
Trust,
Series
2021-MHC,
Class
B,
ARM,
1M
USD
LIBOR
+
1.101%,
3.10%,
4/15/38 (2)
255,000
243
MHC
Trust,
Series
2021-MHC2,
Class
D,
ARM,
1M
USD
LIBOR
+
1.50%,
3.499%,
5/15/23 (2)
110,000
104
Mill
City
Mortgage
Loan
Trust,
Series
2018-1,
Class
A1,
CMO,
ARM,
3.25%,
5/25/62 (2)
37,885
37
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
20
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2015-C24,
Class
AS,
ARM,
4.036%,
5/15/48
35,000
34
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2015-C27,
Class
A4,
3.753%,
12/15/47
85,000
84
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2015-C27,
Class
AS,
4.068%,
12/15/47
155,000
152
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust,
Series
2016-C30,
Class
A5,
2.86%,
9/15/49
25,000
24
Morgan
Stanley
Capital
I
Trust,
Series
2019-MEAD,
Class
D,
ARM,
3.177%,
11/10/36 (2)
130,000
115
New
Orleans
Hotel
Trust,
Series
2019-HNLA,
Class
C,
ARM,
1M
USD
LIBOR
+
1.589%,
3.588%,
4/15/32 (2)
100,000
93
New
Residential
Mortgage
Loan
Trust,
Series
2019-NQM5,
Class
A1,
CMO,
ARM,
2.71%,
11/25/59 (2)
44,572
42
New
Residential
Mortgage
Loan
Trust,
Series
2022-INV1,
Class
A4,
CMO,
ARM,
3.00%,
3/25/52 (2)
144,658
129
NYO
Commercial
Mortgage
Trust,
Series
2021-1290,
Class
C,
ARM,
1M
USD
LIBOR
+
1.995%,
3.995%,
11/15/38 (2)
295,000
274
OBX
Trust,
Series
2019-EXP3,
Class
2A2,
CMO,
ARM,
1M
USD
LIBOR
+
1.10%,
3.359%,
10/25/59 (2)
15,643
15
Provident
Funding
Mortgage
Trust,
Series
2019-1,
Class
B1,
CMO,
ARM,
3.207%,
12/25/49 (2)
193,122
173
Sequoia
Mortgage
Trust,
Series
2018-CH2,
Class
A3,
CMO,
ARM,
4.00%,
6/25/48 (2)
7,631
8
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
SFO
Commercial
Mortgage
Trust,
Series
2021-555,
Class
B,
ARM,
1M
USD
LIBOR
+
1.50%,
3.499%,
5/15/38 (2)
110,000
104
SG
Residential
Mortgage
Trust,
Series
2019-3,
Class
A1,
CMO,
ARM,
2.703%,
9/25/59 (2)
4,235
4
Starwood
Mortgage
Residential
Trust,
Series
2019-INV1,
Class
A1,
CMO,
ARM,
2.61%,
9/27/49 (2)
260
—
Starwood
Mortgage
Residential
Trust,
Series
2020-INV1,
Class
A1,
CMO,
ARM,
1.027%,
11/25/55 (2)
32,190
30
Starwood
Mortgage
Residential
Trust,
Series
2021-2,
Class
A2,
CMO,
ARM,
1.172%,
5/25/65 (2)
42,339
40
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA2,
Class
M1,
CMO,
ARM,
SOFR30A
+
0.80%,
2.314%,
8/25/33 (2)
28,061
28
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA3,
Class
M2,
CMO,
ARM,
SOFR30A
+
2.10%,
3.614%,
10/25/33 (2)
60,000
57
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA6,
Class
M2,
CMO,
ARM,
SOFR30A
+
1.50%,
3.014%,
10/25/41 (2)
100,000
93
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-DNA7,
Class
M1,
CMO,
ARM,
SOFR30A
+
0.85%,
2.364%,
11/25/41 (2)
165,000
161
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2021-HQA1,
Class
M1,
CMO,
ARM,
SOFR30A
+
0.70%,
2.214%,
8/25/33 (2)
38,967
39
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2022-DNA3,
Class
M1A,
CMO,
ARM,
SOFR30A
+
2.00%,
3.514%,
4/25/42 (2)
167,075
166
Structured
Agency
Credit
Risk
Debt
Notes,
Series
2022-HQA1,
Class
M1A,
CMO,
ARM,
SOFR30A
+
2.10%,
3.614%,
3/25/42 (2)
140,153
139
Towd
Point
Mortgage
Trust,
Series
2017-6,
Class
A1,
CMO,
ARM,
2.75%,
10/25/57 (2)
34,123
34
Towd
Point
Mortgage
Trust,
Series
2018-1,
Class
A1,
CMO,
ARM,
3.00%,
1/25/58 (2)
24,755
24
Verus
Securitization
Trust,
Series
2019-4,
Class
A1,
CMO,
STEP,
2.642%,
11/25/59 (2)
23,436
23
Verus
Securitization
Trust,
Series
2019-INV3,
Class
A1,
CMO,
ARM,
2.692%,
11/25/59 (2)
54,334
53
Verus
Securitization
Trust,
Series
2021-1,
Class
A1,
CMO,
ARM,
0.815%,
1/25/66 (2)
44,471
41
Verus
Securitization
Trust,
Series
2021-7,
Class
A1,
CMO,
ARM,
1.829%,
10/25/66 (2)
255,619
229
Wells
Fargo
Commercial
Mortgage
Trust,
Series
2015-C30,
Class
A4,
3.664%,
9/15/58
41,000
41
Wells
Fargo
Commercial
Mortgage
Trust,
Series
2015-C31,
Class
A4,
3.695%,
11/15/48
100,000
99
Wells
Fargo
Commercial
Mortgage
Trust,
Series
2015-NXS2,
Class
A5,
ARM,
3.767%,
7/15/58
75,000
74
Wells
Fargo
Mortgage
Backed
Securities
Trust,
Series
2021-
RR1,
Class
A1,
CMO,
ARM,
2.50%,
12/25/50 (2)
91,660
81
6,389
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
Private
Investment
Companies
7.3%
Blackstone
Partners
Offshore
Fund,
Series
E1 (1)(3)
35,807
76,261
76,261
U.S.
Government
&
Agency
Mortgage-Backed
Securities
0.0%
Federal
Home
Loan
Mortgage
2.777%,
4/25/23
4
4
2.952%,
2/25/27
25
25
29
U.S.
Government
Agency
Obligations
(Excluding
Mortgage-Backed)
6.3%
U.S.
Treasury
Bonds,
1.125%,
5/15/40
1,830,000
1,306
U.S.
Treasury
Bonds,
1.375%,
8/15/50
990,000
667
U.S.
Treasury
Bonds,
1.75%,
8/15/41
1,510,000
1,178
U.S.
Treasury
Bonds,
1.875%,
2/15/41
2,530,000
2,034
U.S.
Treasury
Bonds,
1.875%,
2/15/51 (9)(10)
3,590,000
2,756
U.S.
Treasury
Bonds,
2.00%,
2/15/50
2,490,000
1,976
U.S.
Treasury
Bonds,
2.00%,
8/15/51
365,000
289
U.S.
Treasury
Bonds,
2.25%,
2/15/52
1,545,000
1,301
U.S.
Treasury
Bonds,
2.50%,
2/15/45
145,000
126
U.S.
Treasury
Bonds,
2.75%,
11/15/42
65,000
60
U.S.
Treasury
Bonds,
2.75%,
8/15/47 (9)(10)
5,915,000
5,388
U.S.
Treasury
Bonds,
2.875%,
8/15/45
570,000
528
U.S.
Treasury
Bonds,
3.00%,
11/15/44
395,000
374
U.S.
Treasury
Bonds,
3.00%,
11/15/45
435,000
413
U.S.
Treasury
Bonds,
3.00%,
2/15/47
220,000
209
U.S.
Treasury
Bonds,
3.00%,
2/15/48
740,000
711
U.S.
Treasury
Bonds,
3.00%,
8/15/48
150,000
145
U.S.
Treasury
Bonds,
3.125%,
11/15/41
290,000
286
U.S.
Treasury
Bonds,
3.125%,
8/15/44
610,000
590
U.S.
Treasury
Bonds,
3.875%,
8/15/40
580,000
645
U.S.
Treasury
Inflation-Indexed
Bonds,
0.125%,
2/15/51
116,761
97
U.S.
Treasury
Inflation-Indexed
Bonds,
0.125%,
2/15/52
120,226
100
U.S.
Treasury
Inflation-Indexed
Bonds,
0.25%,
2/15/50
260,355
223
U.S.
Treasury
Inflation-Indexed
Bonds,
0.625%,
2/15/43
658,554
625
U.S.
Treasury
Inflation-Indexed
Bonds,
0.75%,
2/15/42
644,198
633
U.S.
Treasury
Inflation-Indexed
Bonds,
0.875%,
2/15/47
231,155
229
U.S.
Treasury
Inflation-Indexed
Bonds,
1.00%,
2/15/46
311,980
319
U.S.
Treasury
Inflation-Indexed
Bonds,
1.00%,
2/15/48
367,449
376
U.S.
Treasury
Inflation-Indexed
Bonds,
1.00%,
2/15/49
156,813
162
U.S.
Treasury
Inflation-Indexed
Bonds,
1.375%,
2/15/44
105,099
115
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/24
916,972
926
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
10/15/24
2,844,757
2,867
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
4/15/25
473,692
477
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
10/15/25
375,128
379
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
4/15/26
782,428
789
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/26
1,424,283
1,442
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
10/15/26
102,688
104
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
4/15/27
3,959,068
3,998
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
1/15/30
317,307
318
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/30
1,109,829
1,115
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
1/15/31
392,998
394
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
7/15/31
60,745
61
U.S.
Treasury
Inflation-Indexed
Notes,
0.125%,
1/15/32
1,183,093
1,180
U.S.
Treasury
Inflation-Indexed
Notes,
0.25%,
1/15/25
2,183,088
2,206
U.S.
Treasury
Inflation-Indexed
Notes,
0.25%,
7/15/29
1,142,700
1,160
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
7/15/23
3,196,545
3,228
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
7/15/25
1,534,550
1,564
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
1/15/27
416,254
425
U.S.
Treasury
Inflation-Indexed
Notes,
0.375%,
7/15/27
229,542
236
U.S.
Treasury
Inflation-Indexed
Notes,
0.50%,
4/15/24
553,978
561
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
4/15/23
68,605
69
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
1/15/24
981,248
995
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
1/15/26
1,254,743
1,288
U.S.
Treasury
Inflation-Indexed
Notes,
0.625%,
7/15/32
337,017
354
U.S.
Treasury
Notes,
0.125%,
5/31/23 (9)
2,285,000
2,231
U.S.
Treasury
Notes,
0.25%,
6/15/23
105,000
103
U.S.
Treasury
Notes,
0.25%,
5/31/25 (9)
4,965,000
4,616
U.S.
Treasury
Notes,
0.625%,
8/15/30
420,000
358
U.S.
Treasury
Notes,
0.75%,
1/31/28
120,000
108
U.S.
Treasury
Notes,
0.875%,
6/30/26 (9)
1,710,000
1,590
U.S.
Treasury
Notes,
1.25%,
8/15/31
2,145,000
1,904
U.S.
Treasury
Notes,
1.625%,
8/15/29
950,000
887
U.S.
Treasury
Notes,
1.875%,
9/30/22
25,000
25
U.S.
Treasury
Notes,
1.875%,
2/28/27
2,885,000
2,781
U.S.
Treasury
Notes,
1.875%,
2/15/32
365,000
341
U.S.
Treasury
Notes,
2.75%,
5/15/25
520,000
518
65,459
Total
United
States
(Cost
$671,135
)
721,929
URUGUAY
0.0%
Common
Stocks
0.0%
Dlocal
(USD) (1)
856
24
Total
Uruguay
(Cost
$23
)
24
T.
ROWE
PRICE
Global
Allocation
Fund
Shares/Par
$
Value
(Cost
and
value
in
$000s)
VIETNAM
0.2%
Common
Stocks
0.2%
Airports
Corp.
of
Vietnam (1)
8,900
33
Asia
Commercial
Bank (1)
165,193
185
Bank
for
Foreign
Trade
of
Vietnam
63,032
202
FPT
119,232
439
Khang
Dien
House
Trading
&
Investment (1)
22,440
36
Military
Commercial
Joint
Stock
Bank (1)
153,125
180
Mobile
World
Investment
82,200
222
Nam
Long
Investment
42,466
72
Phu
Nhuan
Jewelry
27,600
138
Saigon
Beer
Alcohol
Beverage
23,200
179
Vietnam
Dairy
Products
30,500
95
Vietnam
Engine
&
Agricultural
Machinery
32,700
62
Vietnam
Technological
&
Commercial
Joint
Stock
Bank (1)
20,000
34
Total
Vietnam
(Cost
$1,720
)
1,877
SHORT-TERM
INVESTMENTS
3.9%
Money
Market
Funds
3.9%
T.
Rowe
Price
Treasury
Reserve
Fund,
2.02% (7)(11)
40,879,900
40,880
Total
Short-Term
Investments
(Cost
$40,880)
40,880
SECURITIES
LENDING
COLLATERAL
0.1%
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
JPMORGAN
CHASE
BANK
0.1%
Money
Market
Funds
0.1%
T.
Rowe
Price
Government
Reserve
Fund,
2.03% (7)(11)
723,575
724
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
JPMorgan
Chase
Bank
724
Total
Securities
Lending
Collateral
(Cost
$724)
724
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
ten
year
futures
contracts,
Call,
8/26/22
@
$122.25 (1)
4
485
2
Total
Options
Purchased
(Cost
$2)
2
Total
Investments
in
Securities
100.2%
(Cost
$982,726)
$
1,049,322
Other
Assets
Less
Liabilities
(0.2)%
(2,224)
Net
Assets
100.0%
$
1,047,098
‡
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
$19,464
and
represents
1.9%
of
net
assets.
(3)
Level
3
in
fair
value
hierarchy.
(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
may
have
registration
rights
for
certain
restricted
securities.
Any
costs
related
to
such
registration
are
generally
borne
by
the
issuer.
The
aggregate
value
of
restricted
securities
(excluding
144A
holdings)
at
period
end
amounts
to
$1,278
and
represents
0.1%
of
net
assets.
(5)
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.
(6)
All
or
a
portion
of
this
security
is
on
loan
at
July
31,
2022.
(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
July
31,
2022.
(10)
At
July
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
TSFR
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
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
KWD
Kuwait
Dinar
NOK
Norwegian
Krone
NZD
New
Zealand
Dollar
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
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.
TWD
Taiwan
Dollar
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,
9/16/22
@
$77.00
2,504
19,579
(
303
)
S&P
500
Index,
Call,
9/16/22
@
$4,100.00
119
49,150
(
1,623
)
Total
Options
Written
(Premiums
$(1,736))
$
(
1,926
)
T.
ROWE
PRICE
Global
Allocation
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Bank
of
America
8/19/22
SEK
2,990
USD
307
$
(
13
)
Bank
of
America
8/19/22
USD
44
EUR
42
2
Bank
of
America
8/19/22
USD
354
SEK
3,500
9
Barclays
Bank
8/19/22
USD
44
GBP
36
—
Barclays
Bank
8/19/22
USD
29
GBP
24
—
Barclays
Bank
8/31/22
USD
8,013
GBP
6,636
(
75
)
Citibank
8/19/22
USD
311
GBP
249
8
Citibank
9/23/22
USD
74
SEK
745
—
Deutsche
Bank
8/31/22
USD
15,060
EUR
14,799
(
99
)
Goldman
Sachs
8/19/22
EUR
189
USD
203
(
10
)
Goldman
Sachs
8/19/22
USD
44
SEK
440
—
Goldman
Sachs
10/21/22
USD
28
NZD
45
—
HSBC
Bank
8/19/22
GBP
82
USD
103
(
3
)
JPMorgan
Chase
8/19/22
EUR
151
USD
154
—
JPMorgan
Chase
8/19/22
EUR
21
USD
22
(
1
)
JPMorgan
Chase
8/19/22
GBP
238
USD
299
(
9
)
JPMorgan
Chase
8/19/22
SEK
950
USD
98
(
4
)
JPMorgan
Chase
8/19/22
USD
314
EUR
298
9
JPMorgan
Chase
8/19/22
USD
44
GBP
36
1
JPMorgan
Chase
8/31/22
USD
459
AUD
657
(
1
)
JPMorgan
Chase
8/31/22
USD
804
CHF
764
(
1
)
JPMorgan
Chase
8/31/22
USD
1,538
DKK
11,245
(
9
)
JPMorgan
Chase
8/31/22
USD
2,362
EUR
2,312
(
6
)
JPMorgan
Chase
8/31/22
USD
828
GBP
680
(
1
)
JPMorgan
Chase
8/31/22
USD
1,653
HKD
12,964
—
JPMorgan
Chase
8/31/22
USD
278
ILS
955
(
3
)
JPMorgan
Chase
8/31/22
USD
1,610
JPY
214,606
(
3
)
JPMorgan
Chase
8/31/22
USD
549
NOK
5,366
(
6
)
JPMorgan
Chase
8/31/22
USD
99
NZD
160
(
1
)
JPMorgan
Chase
8/31/22
USD
1,969
SEK
20,210
(
23
)
JPMorgan
Chase
8/31/22
USD
744
SGD
1,032
(
3
)
JPMorgan
Chase
9/23/22
SEK
90
USD
9
—
JPMorgan
Chase
10/21/22
NZD
114
USD
71
—
JPMorgan
Chase
10/21/22
USD
72
AUD
103
—
JPMorgan
Chase
10/21/22
USD
71
NZD
114
(
1
)
Morgan
Stanley
8/19/22
USD
30
EUR
29
—
Morgan
Stanley
9/23/22
SEK
655
USD
65
—
Standard
Chartered
8/31/22
USD
11,108
JPY
1,516,517
(
292
)
UBS
Investment
Bank
8/19/22
EUR
151
USD
160
(
5
)
UBS
Investment
Bank
8/19/22
USD
184
EUR
172
8
T.
ROWE
PRICE
Global
Allocation
Fund
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
UBS
Investment
Bank
8/31/22
USD
5,201
CHF
4,995
$
(
61
)
Westpac
8/31/22
USD
4,008
AUD
5,766
(
23
)
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
(
616
)
T.
ROWE
PRICE
Global
Allocation
Fund
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Short,
66
MSCI
EAFE
Index
contracts
9/22
(6,442)
$
(
196
)
Long,
72
S&P
500
E-Mini
Index
contracts
9/22
14,881
412
Long,
26
U.S.
Treasury
Long
Bond
contracts
9/22
3,744
80
Long,
107
U.S.
Treasury
Notes
five
year
contracts
9/22
12,169
169
Long,
2
U.S.
Treasury
Notes
ten
year
contracts
9/22
242
1
Short,
1
U.S.
Treasury
Notes
two
year
contracts
9/22
(211)
—
Long,
2
Ultra
U.S.
Treasury
Bonds
contracts
9/22
317
—
Short,
7
Ultra
U.S.
Treasury
Notes
ten
year
contracts
9/22
(919)
(
24
)
Net
payments
(receipts)
of
variation
margin
to
date
(
189
)
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
253
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
nine
months
ended
July
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,
4.85%
$
499
$
(
171
)
$
509
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
I
Class,
7.36%
—
(
5,659
)
964
T.
Rowe
Price
Institutional
Emerging
Markets
Bond
Fund,
7.03%
—
(
10,548
)
1,462
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Institutional
Class,
5.58%
(
389
)
(
915
)
726
T.
Rowe
Price
Institutional
High
Yield
Fund
-
Institutional
Class,
7.69%
(
317
)
(
2,943
)
1,056
T.
Rowe
Price
International
Bond
Fund
-
I
Class,
2.75%
(
1,026
)
(
5,372
)
524
T.
Rowe
Price
International
Bond
Fund
(USD
Hedged)
-
I
Class,
2.69%
5
(
434
)
94
T.
Rowe
Price
Multi-Strategy
Total
Return
Fund
-
I
Class
671
(
3,396
)
139
T.
Rowe
Price
QM
U.S.
Small
&
Mid-Cap
Core
Equity
Fund
-
I
Class
—
(
914
)
—
T.
Rowe
Price
Government
Reserve
Fund,
2.03%
—
—
—
++
T.
Rowe
Price
Treasury
Reserve
Fund,
2.02%
—
—
79
T.
Rowe
Price
Short-Term
Fund
—
—
—
++
Affiliates
not
held
at
period
end
30
438
213
Totals
$
(
527
)
#
$
(
29,914
)
$
5,766
+
T.
ROWE
PRICE
Global
Allocation
Fund
AFFILIATED
COMPANIES
(CONTINUED)
($000s)
Supplementary
Investment
Schedule
Affiliate
Value
10/31/21
Purchase
Cost
Sales
Cost
Value
07/31/22
T.
Rowe
Price
Dynamic
Global
Bond
Fund
-
I
Class,
4.85%
$
27,939
$
868
$
8,960
$
19,676
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
I
Class,
7.36%
—
29,530
—
23,871
T.
Rowe
Price
Emerging
Markets
Local
Currency
Bond
Fund
-
Investor
Class,
7.08%
28,100
—
28,924
—
T.
Rowe
Price
Institutional
Emerging
Markets
Bond
Fund,
7.03%
45,174
3,945
—
38,571
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Institutional
Class,
5.58%
21,460
3,601
4,839
19,307
T.
Rowe
Price
Institutional
High
Yield
Fund
-
Institutional
Class,
7.69%
26,867
1,056
2,267
22,713
T.
Rowe
Price
International
Bond
Fund
-
I
Class,
2.75%
37,773
3,004
5,231
30,174
T.
Rowe
Price
International
Bond
Fund
(USD
Hedged)
-
I
Class,
2.69%
6,236
1,170
572
6,400
T.
Rowe
Price
Multi-Strategy
Total
Return
Fund
-
I
Class
30,060
1,311
—
27,975
T.
Rowe
Price
QM
U.S.
Small
&
Mid-Cap
Core
Equity
Fund
-
I
Class
—
58,000
—
57,086
T.
Rowe
Price
Ultra
Short-Term
Bond
Fund
-
I
Class,
2.85%
46,184
287
46,085
—
T.
Rowe
Price
Government
Reserve
Fund,
2.03%
—
¤
¤
724
T.
Rowe
Price
Treasury
Reserve
Fund,
2.02%
69,784
¤
¤
40,880
T.
Rowe
Price
Short-Term
Fund
4,373
¤
¤
—
Total
$
287,377
^
T.
ROWE
PRICE
Global
Allocation
Fund
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
#
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
$5,766
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
$319,039.
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
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
T.
ROWE
PRICE
Global
Allocation
Fund
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
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.
T.
ROWE
PRICE
Global
Allocation
Fund
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.
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
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.
T.
ROWE
PRICE
Global
Allocation
Fund
Valuation
Inputs
The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
July
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
$
—
$
120,987
$
—
$
120,987
Bond
Mutual
Funds
160,712
—
—
160,712
Common
Stocks
319,594
242,948
167
562,709
Convertible
Preferred
Stocks
—
385
1,111
1,496
Equity
Mutual
Funds
85,061
—
—
85,061
Preferred
Stocks
—
490
—
490
Private
Investment
Companies
—
—
76,261
76,261
Short-Term
Investments
40,880
—
—
40,880
Securities
Lending
Collateral
724
—
—
724
Options
Purchased
2
—
—
2
Total
Securities
606,973
364,810
77,539
1,049,322
Forward
Currency
Exchange
Contracts
—
37
—
37
Futures
Contracts*
662
—
—
662
Total
$
607,635
$
364,847
$
77,539
$
1,050,021
Liabilities
Options
Written
$
—
$
1,926
$
—
$
1,926
Forward
Currency
Exchange
Contracts
—
653
—
653
Futures
Contracts*
220
—
—
220
Total
$
220
$
2,579
$
—
$
2,799
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;
however,
the
net
value
reflected
on
the
accompanying
Portfolio
of
Investments
is
only
the
unsettled
variation
margin
receivable
(payable)
at
that
date.
T.
ROWE
PRICE
Global
Allocation
Fund
Following
is
a
reconciliation
of
the
fund’s
Level
3
holdings
for
the
period ended
July
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
July
31,
2022,
totaled $14,999,000 for
the
period ended
July
31,
2022.
During
the
period,
transfers
into
Level
3
resulted
from
a
lack
of marketability
for
the
securities.
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.
($000s)
Beginning
Balance
10/31/21
Gain
(Loss)
During
Period
Total
Purchases
Total
Sales
Transfer
Into
Level
3
Ending
Balance
7/31/22
Investment
in
Securities
Common
Stocks
$
157
$
(2,495)
$
732
$
(63)
$
1,836
$
167
Convertible
Bonds
212
—
—
(212)
—
—
Convertible
Preferred
Stocks
3,300
(1,655)
77
(611)
—
1,111
Private
Investment
Companies
91,035
726
73,651
(89,151)
—
76,261
Total
$
94,704
$
(3,424)
$
74,460
$
(90,037)
$
1,836
$
77,539
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
Stocks
$
167
Recent
comparable
transaction
price(s)
—#
—#
—#
—#
Discount
for
lack
of
certainty
100%
100%
Decrease
Discount
for
lack
of
marketability
100%
100%
Decrease
Market
comparable
Enterprise
value
to
gross
profit
multiple
6.0x
–
16.5x
15.2x
Increase
Enterprise
value
to
sales
multiple
2.8x
–
12.6x
11.4x
Increase
Price-to-
earnings
multiple
7.1x
–
19.9x
12.8x
Increase
Price-to-
earnings
growth
rate
(42%)
(42%)
Increase
Projected
enterprise
value
to
EBITDA
multiple
12.5x
12.5x
Increase
Enterprise
value
to
EBITDA
multiple
10.5x
10.5x
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
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
$
1,111
Recent
comparable
transaction
price(s)
—#
—#
—#
—#
Market
comparable
Enterprise
value
to
gross
profit
multiple
4.5x
–
23.2x
11.1x
Increase
Gross
profit
growth
rate
18%
-
66%
38%
Increase
Enterprise
value
to
sales
multiple
1.4x
–
16.8x
4.2x
Increase
Sales
growth
rate
5%
-
75%
29%
Increase
Enterprise
Value
to
EBITDA
Multiple
18.2x
18.2x
Increase
Enterprise
Value
to
EBIT
Multiple
9.8x
–
15.1x
12.2x
Increase
EBIT
growth
rate
26%
-
55%
41%
Increase
Discount
rate
for
cost
of
capital
25%
-
40%
28%
Decrease
Discount
for
lack
of
marketability
10%
10%
Decrease
Private
Investment
Companies
$
76,261
Rollforward
of
Investee
NAV
Estimated
return
0.15%
0.15%
Increase
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.
OTHER
MATTERS
Unpredictable
events
such
as
environmental
or
natural
disasters,
war,
terrorism,
pandemics,
outbreaks
of
infectious
diseases,
and
similar
public
health
threats
may
significantly
affect
the
economy
and
the
markets
and
issuers
in
which
a
fund
invests.
Certain
events
may
cause
instability
across
global
markets,
including
reduced
liquidity
and
disruptions
in
trading
markets,
while
some
events
may
affect
certain
geographic
regions,
countries,
sectors,
and
industries
more
significantly
than
others,
and
exacerbate
other
pre-existing
political,
social,
and
economic
risks.
Since
2020,
a
novel
strain
of
coronavirus
(COVID-19)
has
resulted
in
disruptions
to
global
business
activity
and
caused
significant
volatility
and
declines
in
global
financial
markets.
In
February
2022,
Russian
forces
entered
Ukraine
and
commenced
an
armed
conflict
leading
to
economic
sanctions
being
imposed
on
Russia
and
certain
of
its
citizens,
creating
impacts
on
Russian-related
stocks
and
debt
and
greater
volatility
in
global
markets.
These
are
recent
examples
of
global
events
which
may
have
an
impact
on
the
fund’s
performance,
which
could
be
negatively
impacted
if
the
value
of
a
portfolio
holding
were
harmed
by
these
and
such
other
events.
Management
is
actively
monitoring
the
risks
and
financial
impacts
arising
from
these
events.
F154-054Q3
07/22