Global Multi-Sector Bond Fund
Investor Class
PRSNX
Invests in domestic and foreign debt instruments, including government and corporate bonds; mortgage-backed, commercial mortgage-backed, and asset-backed securities; and preferred stocks.
If interest rates rise significantly from current levels, bond fund total returns will decline and may even turn negative in the short term. High-yield bonds carry greater default risk than higher-rated bonds along with greater liquidity risk. To the extent the fund holds foreign bonds, it will be subject to special risks, including potentially adverse political and economic developments overseas, greater volatility, lower liquidity, and the possibility that foreign currencies will decline against the dollar. Investments in emerging markets are subject to the risk of abrupt and severe price declines.
PRSNXCUSIP 74149N106
important fund news and events
Fund Story
Prospectus
Fund added to your Subscriptions and Watch list.
Notify me by email with
updated fund data and literatureimportant fund news and events
You are now following this fund.
An activation email has been sent to your email address from T. Rowe Price.
Please open the email and click on the activation link in order to receive updates on watched funds.
Morningstar (Category)
Morningstar
(Overall Rating)1
World Bond-USD Hedged
(64 funds)
Data as of 07/31/2019
Data as of 07/31/2019
Fund Manager Tenure2
Net Assets3
(USD)
1yr
$1.1b
Data as of 07/31/2019
Data as of 07/31/2019
Price
(USD)
Daily Price Change
$11.69
$-0.02
Data as of 08/21/2019
Data as of 08/21/2019
Morningstar Ratings™ are based on risk-adjusted returns. Click on "Overall Rating" for the fund's 3-, 5-, and 10-year (if applicable) Morningstar Ratings™.
Morningstar Ratings™ are based on risk-adjusted returns. Click on "Overall Rating" for the fund's 3-, 5-, and 10-year (if applicable) Morningstar Ratings™.
Strategy
Investment Objective
The fund seeks to provide high income and some capital appreciation.Morningstar Fixed Income Style
Low / Extensive
Data as of 07/31/2019
The Morningstar Style Box™, a proprietary Morningstar data point, is a 9-square grid that provides a graphical representation of the "investment style" of stocks and mutual funds. See disclaimer at bottom of page for more information.
Morningstar Rating
| Period | Rating | Funds In Category (World Bond-USD Hedged) |
|---|---|---|
| Overall | 64 | |
| 3 Years | 64 | |
| 5 Years | 58 | |
| 10 Years | 36 |
The Morningstar Rating™ for funds, or "star rating", is calculated for funds with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics.
Yields & Dividends (Investor Class)
30-Day SEC Standardized Yield
with waiver
2.99%Data as of 07/31/2019
without waiver
2.96%Data as of 07/31/2019
30-Day Annualized Dividend Yield
with waiver
2.65%Data as of 08/21/2019
Monthly Dividend
(USD)
$0.026648241
Data as of 07/31/2019
Monthly Dividend
Rate
0.02%
Data as of 08/21/2019
Average Annual Total Returns (Investor Class)
1 YR
8.63% 8.63%Benchmark
7.80% 8.61%Value
0.83% 0.02%Data as of 06/30/2019
Data as of 07/31/2019
3 YR
4.68% 4.47%Benchmark
2.95% 3.02%Value
1.73% 1.45%5 YR
3.79% 3.94%Benchmark
3.82% 3.94%Value
-0.03% 0.00%10 YR
5.62% 5.33%Benchmark
4.23% 4.17%Value
1.39% 1.16%Expense Ratio
Gross
0.72%Net
0.64%Limitation Type
Contractual
expires 09/30/2020
Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary and you may have a gain or loss when you sell your shares. Average annual total return figures include changes in principal value, reinvested dividends, and capital gain distributions.
The 30-day dividend yield represents the average daily dividends for the 30-day period, annualized and divided by the net asset values per share at the end of the period; it is available the first quarter after the fund's inception. The SEC standardized yield is computed under an SEC standardized formula and reflects an estimated yield to maturity (assuming all portfolio securities are held to maturity); it is available the first month after the fund's inception.
The gross expense ratio reflects the fund expenses as stated in the fee table of the fund's prospectus prior to the deduction of any waiver or reimbursement. The net expense ratio reflects fund expenses after the deduction of any waiver or reimbursement. If a fund has an active contractual expense limitation, the expiration date is shown below the gross and net expense ratio values above. Expense ratios are as of the most recent prospectus.
T. Rowe Price Associates, Inc. is required to permanently waive a portion of its management fee charged to the fund in an amount sufficient to fully offset any acquired fund fees and expenses related to investments in other T. Rowe Price mutual funds. The amount of the waiver will vary each fiscal year in proportion to the amount invested in other T. Rowe Price mutual funds.
Current Year Performance (Investor Class)
Daily YTD
9.39%Benchmark
8.80%Value
0.59%Data as of 08/21/2019
Monthly YTD
7.64%Benchmark
6.84%Value
0.80%Data as of 07/31/2019
One Month
0.67%Benchmark
0.79%Value
-0.12%Three Months
3.32%Benchmark
3.67%Value
-0.35%Asset Allocation
Net Assets
(USD)
$1.1b
Largest
Global ex-US Bonds
60.01%
$682.6m
Other
View complete Asset Allocation
Holdings
Total
Holdings
427
Largest Holding
Federal National Mortgage Assn.
2.84%
Was (03/31/2019)
0.00%
Other
View complete Full Holdings
Quality
N/A
Maturity
Weighted Average
5.52 YearsDuration
Weighted Average
6.64 YearsTop
BBB
20.35%
Was (06/30/2019)
19.63%
Top
3-5 Years
26.34%
Was (06/30/2019)
26.34%
Top
3-5 Years
37.57%
Was (06/30/2019)
41.08%
Over
BB
By 12.69%
Fund
13.19%
Benchmark
0.50%
Over
0-1 Years
By 18.02%
Fund
18.02%
Benchmark
0.00%
Over
3-5 Years
By 12.97%
Fund
37.57%
Benchmark
24.61%
Under
US Treasury
By -14.49%
Fund
2.84%
Benchmark
17.32%
Under
10+ Years
By -17.41%
Fund
7.31%
Benchmark
24.72%
Under
Over 10 Years
By -9.90%
Fund
12.50%
Benchmark
22.40%
Sectors
Total
Sectors
7
Largest Sector
Global Sovereign
45.51%
Was (06/30/2019)
46.40%
Other
View complete Sector Diversification
Over
Cash & Equivalents
By 11.74%
Fund
11.74%
Benchmark
0.00%
Under
Global Sovereign
By -20.77%
Fund
45.51%
Benchmark
66.28%
Currency
Total
Currencies
26
Largest Currency
U.S. dollar
79.37%
Was (06/30/2019)
78.95%
Other
View complete Currency Diversification
Over
U.S. dollar
By 34.25%
Fund
79.37%
Benchmark
45.13%
Under
euro
By -23.36%
Fund
0.93%
Benchmark
24.29%
Numbers may not total due to rounding; all numbers are percentages.
Team (As of )
Kenneth A. Orchard
Portfolio Manager
Kenneth Orchard is a senior portfolio manager in the Fixed Income Division of T. Rowe Price and a member of the Global Fixed Income Investment team, with responsibility for cochairing the Fixed Income Sector Strategy Advisory Group . He is the portfolio manager for the Global Multi-Sector Bond and Diversified Income Bond Strategies and co-portfolio manager for the International Bond Strategies . He is a vice president of T. Rowe Price Group, Inc. and T. Rowe Price International Ltd.
- Fund manager
since 2018 - Years at
T. Rowe Price 8 - Years investment
experience 15
Terry A. Moore
Portfolio Specialist
Terry Moore is a portfolio specialist in the Fixed Income Division of T. Rowe Price. He is a member of the Global Multi-Sector, Dynamic Global Bond, International Bond, and Customized Fixed Income Solutions teams, working closely with clients, consultants, and prospects. Mr. Moore is a vice president of T. Rowe Price Group, Inc.
- Years at
T. Rowe Price 9 - Years investment
experience 23
For a complete list of the members of the fund's Investment Advisory Committee, please refer to the fund's prospectus.
How to Invest
View platform information| Share Class | Min Initial Investment (USD) | Min Subsequent Investment (USD) | 12b-1 Fee | Expense Ratio | |||
|---|---|---|---|---|---|---|---|
| Gross | Net | Limitation Type | Limitation Expiration Date | ||||
|
Investor Class Cusip 74149N106 |
$2,500 | $100 | 0.00% | 0.72% | 0.64% | Contractual | 09/30/2020 |
|
Advisor Class Cusip 74149N205 |
$2,500 | $100 | 0.25% | 1.04% | 0.95% |
Contractual |
09/30/2019 |
|
I Class Cusip 87282M107 |
$1,000,000* | N/A | 0.00% | 0.61% | 0.50% |
Contractual |
09/30/2020 |
* Minimum initial investment $1,000,000. Minimum is generally waived for intermediaries, certain retirement plans, and certain institutional client accounts.
Benefits & Risks
- Offers higher yield potential than money market or shorter-term bond funds but with more volatility. Yield and share price will vary with interest rate changes.
- If interest rates rise significantly from current levels, bond fund total returns will decline and may even turn negative in the short term.
- High-yield bonds carry greater default risk than higher-rated bonds along with greater liquidity risk.
- To the extent the fund holds foreign bonds, it will be subject to special risks, including potentially adverse political and economic developments overseas, greater volatility, lower liquidity, and the possibility that foreign currencies will decline against the dollar. Investments in emerging markets are subject to the risk of abrupt and severe price declines.
Investor Profile
- For investors seeking to enhance the performance of their fixed-income portfolios and willing to take on the special risks associated with high-yield bonds and foreign securities.
- Appropriate for both regular and tax-deferred accounts, such as IRAs.
Risk/Return Characteristics
Data as of 07/31/2019
| Risk/Return (5 Years) | Fund | Bloomberg Barclays Global Aggregate Bond USD Hedged Index |
|---|---|---|
| Alpha | 0.85% | 0.00% |
| Beta | 0.72 | 1.00 |
| R-Squared | 0.37 | 1.00 |
| Annualized Std. Deviation | 3.04% | 2.56% |
| Information Ratio | 0.00 | 0.00 |
| Sharpe Ratio | 1.00 | 1.19 |
| Tracking Error | 2.51% | 0.00% |
Figures are calculated using monthly data and are net of fees. Past performance cannot guarantee future results.
Asset Allocation (07/31/2019)
| Category | % of Total Net Assets | Market Value (USD) |
|---|---|---|
| Convertibles | 0.15% | $1,706,251.56 |
| Global ex-US Bonds | 60.01% | $682,614,374.00 |
| Options | 0.01% | $113,750.10 |
| Reserves | 11.74% | $133,542,622.07 |
| US Bonds | 28.10% | $319,637,792.19 |
| Total Allocation | $1,137,501,039.82 |
Numbers may not total due to rounding; all numbers are percentages.
Holdings (06/30/2019)
| Security Name | % of Fund | Prev Qtr Change | Value | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|
| Federal National Mortgage Assn. | 2.84% | -0.00% | $31,134,321.22 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01/01/2027 | 2.51 |
| Mexican Bonos | 2.77% | -0.03% | $30,365,342.89 | Treasuries | Treasuries | Mexico | 8.00% | A3 | 12/07/2023 | 3.67 |
| Brazil Notas do Tesouro Nacional Serie F | 1.76% | 0.60% | $19,292,923.92 | Treasuries | Treasuries | Brazil | 10.00% | Ba2 | 01/01/2023 | 2.98 |
| U.S. Treasury Notes | 1.69% | N/A | $18,532,115.78 | Treasuries | Treasuries | United States | 2.25% | NR | 03/31/2026 | 6.23 |
| Korea Treasury Bond | 1.55% | N/A | $17,000,290.81 | Treasuries | Treasuries | South Korea | 1.88% | NR | 03/10/2024 | 4.46 |
| Japan Government Five Year Bond | 1.54% | -0.16% | $16,850,066.73 | Treasuries | Treasuries | Japan | 0.10% | A1 | 03/20/2022 | 2.72 |
| Malaysia Government Bond | 1.52% | 0.05% | $16,709,866.76 | Treasuries | Treasuries | Malaysia | 3.80% | A3 | 08/17/2023 | 3.75 |
| Bonos de la Tesoreria de la Republica en pesos | 1.45% | 0.17% | $15,937,542.45 | Treasuries | Treasuries | Chile | 4.00% | NR | 03/01/2023 | 3.36 |
| Republic of South Africa Government Bond | 1.40% | N/A | $15,366,048.66 | Treasuries | Treasuries | South Africa | 10.50% | Baa3 | 12/21/2026 | 5.38 |
| Cyprus Government International Bond | 1.18% | N/A | $12,943,606.66 | Treasuries | Treasuries | Cyprus | 2.38% | Ba2 | 09/25/2028 | 8.38 |
| India Government Bond | 1.17% | -0.01% | $12,872,877.83 | Treasuries | Treasuries | India | 9.15% | NR | 11/14/2024 | 4.22 |
| Federal National Mortgage Assn. | 1.14% | -0.00% | $12,513,720.53 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2048 | 2.07 |
| China development Bank | 1.07% | N/A | $11,779,227.81 | Government Related | Owned No Guarantee | China | 3.68% | NR | 02/26/2026 | 5.88 |
| Bonos de la Tesoreria de la Republica en pesos | 1.05% | 0.17% | $11,552,926.93 | Treasuries | Treasuries | Chile | 4.70% | NR | 09/01/2030 | 8.71 |
| Canadian Government Bond | 0.97% | -0.11% | $10,688,969.40 | Treasuries | Treasuries | Canada | 1.50% | Aaa | 06/01/2023 | 3.78 |
| Israel Government Bond - Fixed | 0.97% | -0.01% | $10,584,291.84 | Treasuries | Treasuries | Israel | 5.50% | NR | 01/31/2042 | 14.79 |
| Romania Government Bond | 0.94% | -0.04% | $10,363,580.38 | Treasuries | Treasuries | Romania | 4.25% | Baa3 | 06/28/2023 | 3.68 |
| Italy Buoni Poliennali del Tesoro | 0.94% | N/A | $10,356,793.79 | Treasuries | Treasuries | Italy | 2.15% | Baa3 | 12/15/2021 | 2.40 |
| Japan Government Twenty Year Bond | 0.88% | -0.02% | $9,688,491.37 | Treasuries | Treasuries | Japan | 0.60% | A1 | 06/20/2037 | 17.42 |
| European Bank for Reconstruction & development | 0.83% | -0.07% | $9,123,923.96 | Government Related | Supranational | SNAT (Supe Natl Wrld Global) | 6.25% | NR | 07/25/2022 | 2.64 |
| European Investment Bank | 0.82% | -0.10% | $8,947,156.43 | Government Related | Supranational | SNAT (Supe Natl Wrld Global) | 1.25% | Aaa | 05/12/2025 | 5.71 |
| Serbia Treasury Bonds | 0.80% | -0.05% | $8,754,980.42 | Treasuries | Treasuries | Serbia | 5.75% | NR | 07/21/2023 | 3.47 |
| Romania Government Bond | 0.79% | -0.04% | $8,670,791.97 | Treasuries | Treasuries | Romania | 5.80% | NR | 07/26/2027 | 6.27 |
| Italy Buoni Poliennali del Tesoro | 0.77% | N/A | $8,403,614.18 | Treasuries | Treasuries | Italy | 2.80% | Baa3 | 03/01/2067 | 25.40 |
| Israel Government Bond - Fixed | 0.73% | -0.01% | $8,001,324.50 | Treasuries | Treasuries | Israel | 1.75% | NR | 08/31/2025 | 5.79 |
| El Salvador Government International Bond | 0.69% | 0.24% | $7,574,266.61 | Government Related | Sovereign | El Salvador | 7.38% | B3 | 12/01/2019 | 0.41 |
| Republic of South Africa Government Bond | 0.68% | N/A | $7,484,277.33 | Treasuries | Treasuries | South Africa | 7.75% | Baa3 | 02/28/2023 | 3.09 |
| Romania Government Bond | 0.68% | -0.04% | $7,454,896.92 | Treasuries | Treasuries | Romania | 5.00% | NR | 02/12/2029 | 7.58 |
| Indonesia Treasury Bond | 0.65% | -0.02% | $7,170,824.18 | Treasuries | Treasuries | Indonesia | 8.13% | NR | 05/15/2024 | 3.98 |
| French Republic Government Bond OAT | 0.62% | 0.03% | $6,757,422.42 | Treasuries | Treasuries | France | 0.00% | NR | 03/25/2024 | 4.75 |
| Serbia Treasury Bonds | 0.54% | -0.05% | $5,926,112.52 | Treasuries | Treasuries | Serbia | 10.00% | NR | 02/05/2022 | 2.33 |
| Government National Mortgage Assn. | 0.51% | -0.00% | $5,585,499.13 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/20/2048 | 4.62 |
| Thailand Government Bond | 0.50% | 0.08% | $5,536,671.21 | Treasuries | Treasuries | Thailand | 2.13% | Baa1 | 12/17/2026 | 6.87 |
| Thailand Government Bond | 0.50% | 0.08% | $5,518,634.57 | Treasuries | Treasuries | Thailand | 4.88% | Baa1 | 06/22/2029 | 8.16 |
| Bundesobligation | 0.48% | N/A | $5,274,962.19 | Treasuries | Treasuries | Germany | 0.00% | Aaa | 10/13/2023 | 4.30 |
| Danske Bank | 0.47% | -0.20% | $5,201,188.80 | Corporates | Banking | Denmark | 2.00% | A2 | 09/08/2021 | 2.11 |
| Bermuda Government International Bond | 0.47% | 0.31% | $5,182,332.22 | Government Related | Sovereign | Bermuda | 4.75% | A2 | 02/15/2029 | 7.62 |
| Fidelity National Information Services | 0.46% | N/A | $5,088,151.46 | Corporates | Technology | United States | 2.60% | Baa2 | 05/21/2025 | 5.35 |
| Marriott Ownership Resorts | 0.46% | N/A | $4,995,850.00 | Corporates | Consumer Cyclical | United States | 4.65% | Baa3 | 08/29/2025 | 0.16 |
| Charter Communications Operating | 0.45% | N/A | $4,979,860.76 | Corporates | Communications | United States | 4.33% | Ba1 | 04/30/2025 | 0.09 |
| Level 3 Parent | 0.45% | N/A | $4,957,500.00 | Corporates | Communications | United States | 4.65% | Ba1 | 02/22/2024 | 0.15 |
| Summit Materials | 0.45% | N/A | $4,956,170.88 | Corporates | Capital Goods | United States | 4.40% | Ba2 | 11/21/2024 | 0.10 |
| Kfc Holding | 0.45% | N/A | $4,955,296.22 | Corporates | Consumer Cyclical | United States | 4.13% | Ba1 | 04/03/2025 | 0.03 |
| LHC3 | 0.44% | 0.21% | $4,847,172.30 | Corporates | Brokerage Assetmanagers Exchanges | Spain | 4.13% | Ba2 | 08/15/2024 | 4.56 |
| French Republic Government Bond OAT | 0.44% | 0.03% | $4,842,593.65 | Treasuries | Treasuries | France | 2.00% | Aa2 | 05/25/2048 | 23.60 |
| Woodside Finance | 0.44% | -0.04% | $4,788,516.23 | Corporates | Energy | Australia | 4.50% | Baa1 | 03/04/2029 | 7.71 |
| Ado Properties | 0.43% | 0.13% | $4,755,392.61 | Corporates | Financial Other | Germany | 1.50% | Baa3 | 07/26/2024 | 4.74 |
| Eskom Holdings SOC | 0.43% | N/A | $4,712,259.95 | Government Related | Owned No Guarantee | South Africa | 5.75% | B3 | 01/26/2021 | 1.45 |
| Becton Dickinson Euro Finance Sarl | 0.43% | N/A | $4,707,348.70 | Corporates | Consumer Non Cyclical | United States | 1.21% | Ba1 | 06/04/2026 | 6.57 |
| Bunge Finance Europe BV | 0.43% | -0.05% | $4,684,546.38 | Corporates | Consumer Non Cyclical | United States | 1.85% | Baa3 | 06/16/2023 | 3.66 |
| Microchip Technology | 0.42% | N/A | $4,635,480.76 | Corporates | Technology | United States | 4.41% | Baa3 | 05/29/2025 | 0.19 |
| Eni | 0.42% | N/A | $4,607,824.62 | Corporates | Energy | Italy | 4.25% | Baa1 | 05/09/2029 | 7.98 |
| Altria | 0.42% | -0.04% | $4,607,724.10 | Corporates | Consumer Non Cyclical | United States | 1.00% | A3 | 02/15/2023 | 3.50 |
| China Government Bond | 0.40% | N/A | $4,425,657.37 | Treasuries | Treasuries | China | 3.13% | NR | 04/13/2022 | 2.66 |
| 1MDB Global Investments | 0.40% | -0.04% | $4,339,128.81 | Government Related | Owned No Guarantee | Malaysia | 4.40% | NR | 03/09/2023 | 3.29 |
| Bristol-Myers Squibb | 0.38% | N/A | $4,212,798.26 | Corporates | Consumer Non Cyclical | United States | 3.20% | A2 | 06/15/2026 | 6.14 |
| Avantor | 0.38% | 0.14% | $4,204,892.89 | Corporates | Consumer Non Cyclical | United States | 9.00% | B3 | 10/01/2025 | 1.49 |
| Ge Capital European Funding Unlimited | 0.38% | -0.04% | $4,123,757.60 | Corporates | Finance Companies | United States | 2.63% | Baa1 | 03/15/2023 | 3.55 |
| Malaysia Government Bond | 0.37% | 0.05% | $4,017,389.20 | Treasuries | Treasuries | Malaysia | 4.74% | A3 | 03/15/2046 | 15.21 |
| Sigma Holdco BV | 0.35% | 0.11% | $3,863,873.45 | Corporates | Consumer Non Cyclical | Netherlands | 5.75% | B3 | 05/15/2026 | 4.73 |
| Morgan Stanley | 0.34% | -0.04% | $3,766,117.80 | Corporates | Banking | United States | 4.10% | Baa2 | 05/22/2023 | 3.58 |
| BlueMountain CLO 2012-2 | 0.34% | -0.05% | $3,729,867.28 | Securitized | ABS Other | United States | 3.57% | Aaa | 11/20/2028 | 0.14 |
| Egypt Government Bond | 0.34% | -0.01% | $3,711,641.02 | Treasuries | Treasuries | Egypt | 17.15% | NR | 07/05/2026 | 3.77 |
| Cigna | 0.33% | -0.04% | $3,666,489.27 | Corporates | Consumer Non Cyclical | United States | 4.13% | Baa2 | 11/15/2025 | 5.51 |
| Cyprus Government International Bond | 0.33% | N/A | $3,633,944.05 | Treasuries | Treasuries | Cyprus | 3.88% | Ba2 | 05/06/2022 | 2.74 |
| Argentine Republic Government International Bond | 0.33% | -0.05% | $3,582,644.48 | Government Related | Sovereign | Argentina | 3.38% | B2 | 01/15/2023 | 3.15 |
| Government National Mortgage Assn. | 0.32% | -0.00% | $3,535,610.41 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 05/20/2047 | 1.90 |
| India Government Bond | 0.32% | -0.01% | $3,512,553.99 | Treasuries | Treasuries | India | 8.24% | Baa2 | 02/15/2027 | 5.52 |
| Petroleos Mexicanos | 0.32% | -0.02% | $3,483,086.90 | Government Related | Owned No Guarantee | Mexico | 6.50% | Baa3 | 03/13/2027 | 5.87 |
| CVS Health | 0.31% | -0.03% | $3,432,578.59 | Corporates | Consumer Non Cyclical | United States | 3.70% | Baa2 | 03/09/2023 | 3.35 |
| Federal National Mortgage Assn. | 0.31% | -0.00% | $3,422,276.27 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/01/2047 | 3.71 |
| Ford Motor Credit | 0.31% | -0.03% | $3,421,546.25 | Corporates | Consumer Cyclical | United States | 3.34% | Baa3 | 03/18/2021 | 1.64 |
| Vistra Operations | 0.31% | N/A | $3,397,636.85 | Corporates | Electric | United States | 4.40% | Ba1 | 08/04/2023 | 0.05 |
| United Kingdom Gilt | 0.31% | -0.04% | $3,392,059.16 | Treasuries | Treasuries | United Kingdom | 1.63% | NR | 10/22/2071 | 35.87 |
| Cabot Financial Luxembourg | 0.31% | -0.04% | $3,390,669.34 | Corporates | Financial Other | United Kingdom | 7.50% | B1 | 10/01/2023 | 1.19 |
| U.S. Treasury Inflation Indexed Bonds | 0.31% | -0.03% | $3,363,744.65 | Treasuries | Treasuries | United States | 0.75% | Aaa | 02/15/2045 | 3.48 |
| Banco Comercial Portugues | 0.30% | -0.02% | $3,296,772.15 | Corporates | Banking | Portugal | 4.50% | B1 | 12/07/2027 | 3.18 |
| FirstRand Bank | 0.30% | 0.07% | $3,283,479.54 | Corporates | Banking | South Africa | 6.25% | Ba2 | 04/23/2028 | 3.34 |
| Globo Comunicacao E Participacoes | 0.30% | -0.00% | $3,273,477.65 | Corporates | Communications | Brazil | 5.13% | NR | 03/31/2027 | 6.21 |
| MTN Mauritius Investments | 0.30% | 0.15% | $3,265,586.68 | Corporates | Communications | South Africa | 4.76% | Ba1 | 11/11/2024 | 4.66 |
| Federal National Mortgage Assn. | 0.30% | -0.00% | $3,260,038.20 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 09/01/2048 | 2.26 |
| SASOL Financing USA | 0.30% | N/A | $3,242,489.52 | Corporates | Basic Industry | South Africa | 5.88% | Baa3 | 03/27/2024 | 4.05 |
| Turk Telekomunikasyon | 0.29% | 0.04% | $3,201,597.39 | Corporates | Communications | Turkey | 6.88% | NR | 02/28/2025 | 4.54 |
| Suzano Austria GmbH | 0.29% | N/A | $3,164,590.68 | Corporates | Basic Industry | Brazil | 6.00% | NR | 01/15/2029 | 7.10 |
| Comcast | 0.29% | -0.03% | $3,142,998.22 | Corporates | Communications | United States | 3.38% | A3 | 08/15/2025 | 5.34 |
| Cyprus Government International Bond | 0.28% | N/A | $3,120,450.11 | Treasuries | Treasuries | Cyprus | 4.25% | Ba2 | 11/04/2025 | 5.66 |
| China development Bank | 0.28% | N/A | $3,109,795.36 | Government Related | Owned No Guarantee | China | 4.24% | NR | 08/24/2027 | 6.75 |
| Avantor | 0.28% | 0.14% | $3,064,429.88 | Corporates | Consumer Non Cyclical | United States | 4.75% | Ba2 | 10/01/2024 | 1.41 |
| Argentine Republic Government International Bond | 0.28% | -0.05% | $3,031,707.26 | Government Related | Sovereign | Argentina | 7.50% | B2 | 04/22/2026 | 4.95 |
| Aib | 0.28% | N/A | $3,031,249.03 | Corporates | Banking | Ireland | 4.26% | Baa3 | 04/10/2025 | 4.26 |
| Verus Securitization Trust 2019-1 | 0.28% | -0.06% | $3,026,346.68 | Securitized | CMO | United States | 3.84% | NR | 02/25/2059 | 1.99 |
| Romania Government Bond | 0.28% | -0.04% | $3,024,413.83 | Treasuries | Treasuries | Romania | 5.85% | NR | 04/26/2023 | 3.44 |
| Shimao Property Holdings | 0.27% | 0.12% | $3,013,039.73 | Corporates | Consumer Cyclical | China | 6.13% | NR | 02/21/2024 | 2.97 |
| Indonesia Treasury Bond | 0.27% | -0.02% | $2,971,674.19 | Treasuries | Treasuries | Indonesia | 9.00% | Baa2 | 03/15/2029 | 6.50 |
| Empresa Nacional De Telecomunicaciones | 0.27% | -0.03% | $2,929,993.54 | Corporates | Communications | Chile | 4.88% | Baa3 | 10/30/2024 | 3.86 |
| Douglas GmbH | 0.27% | N/A | $2,910,812.66 | Corporates | Consumer Cyclical | Germany | 6.25% | B1 | 07/15/2022 | 2.49 |
| Angel Oak Mortgage Trust I LLC 2019-2 | 0.27% | -0.03% | $2,909,221.43 | Securitized | CMO | United States | 4.07% | NR | 03/25/2049 | 3.62 |
| Netflix | 0.27% | -0.02% | $2,909,132.15 | Corporates | Communications | United States | 4.63% | Ba3 | 05/15/2029 | 8.07 |
| Minerva Luxembourg | 0.26% | -0.02% | $2,871,025.92 | Corporates | Consumer Non Cyclical | Brazil | 6.50% | NR | 09/20/2026 | 4.33 |
| Targa Resources Partners LP / Targa Resources Partners Finance | 0.26% | -0.03% | $2,864,168.46 | Corporates | Energy | United States | 6.88% | Ba3 | 01/15/2029 | 4.84 |
| Constellium | 0.26% | -0.01% | $2,861,991.14 | Corporates | Basic Industry | United States | 6.63% | B2 | 03/01/2025 | 1.25 |
| Israel Chemicals | 0.26% | -0.03% | $2,821,313.69 | Corporates | Basic Industry | Israel | 6.38% | NR | 05/31/2038 | 11.38 |
| Serbia International Bond | 0.26% | N/A | $2,797,221.43 | Government Related | Sovereign | Serbia | 1.50% | Ba3 | 06/26/2029 | 9.40 |
| Fiserv | 0.25% | N/A | $2,792,560.13 | Corporates | Technology | United States | 3.00% | Baa2 | 07/01/2031 | 10.18 |
| Emirates Airline | 0.25% | -0.03% | $2,761,898.48 | Corporates | Transportation | United Arab Emirates | 4.50% | NR | 02/06/2025 | 2.57 |
| New Residential Mortgage Loan Trust 2019-NQM2 | 0.25% | -0.04% | $2,743,609.88 | Securitized | CMO | United States | 3.70% | NR | 04/25/2049 | 3.22 |
| Intelsat Jackson Holdings | 0.24% | -0.03% | $2,675,286.40 | Corporates | Communications | United States | 9.50% | B1 | 09/30/2022 | 2.79 |
| Housing development Finance | 0.24% | -0.04% | $2,641,702.72 | Corporates | Financial Other | India | 6.88% | NR | 04/30/2020 | 0.79 |
| Transcanada Trust | 0.24% | -0.21% | $2,619,591.25 | Corporates | Energy | Canada | 4.65% | Baa3 | 05/18/2077 | 6.21 |
| CSC Holdings | 0.24% | -0.02% | $2,583,225.37 | Corporates | Communications | United States | 6.50% | Ba3 | 02/01/2029 | 5.05 |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.23% | N/A | $2,568,382.44 | Securitized | NON AGENCY CMBS | United States | 4.54% | Ba3 | 05/15/2036 | 0.05 |
| Federal National Mortgage Assn. | 0.23% | -0.00% | $2,536,510.23 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 02/01/2033 | 3.24 |
| Kraton Polymers LLC / Kraton Polymers Capital | 0.23% | -0.03% | $2,533,631.19 | Corporates | Basic Industry | United States | 5.25% | B3 | 05/15/2026 | 3.27 |
| ICTSI Treasury BV | 0.23% | N/A | $2,516,771.20 | Corporates | Transportation | Philippines | 5.88% | NR | 09/17/2025 | 5.15 |
| Peru LNG Srl | 0.23% | N/A | $2,514,401.26 | Corporates | Energy | Peru | 5.38% | Baa3 | 03/22/2030 | 6.41 |
| Japan Government Thirty Year Bond | 0.23% | -0.56% | $2,507,360.64 | Treasuries | Treasuries | Japan | 0.60% | A1 | 12/20/2046 | 26.09 |
| Virgin Media Secured Finance | 0.23% | -0.02% | $2,505,843.65 | Corporates | Communications | United Kingdom | 4.88% | Ba3 | 01/15/2027 | 2.96 |
| COLT 2019-2 Mortgage Loan Trust | 0.23% | -0.04% | $2,489,907.73 | Securitized | CMO | United States | 3.54% | NR | 05/25/2049 | 2.03 |
| COLT 2019-1 Mortgage Loan Trust | 0.23% | -0.05% | $2,481,085.83 | Securitized | CMO | United States | 4.01% | NR | 03/25/2049 | 1.00 |
| ABJA Investment Co Pte | 0.22% | -0.02% | $2,458,571.94 | Corporates | Basic Industry | India | 5.45% | NR | 01/24/2028 | 6.55 |
| India Government Bond | 0.22% | -0.01% | $2,434,483.65 | Treasuries | Treasuries | India | 8.12% | NR | 12/10/2020 | 1.34 |
| Axtel SAB de CV | 0.22% | -0.03% | $2,422,439.26 | Corporates | Communications | Mexico | 6.38% | Ba3 | 11/14/2024 | 3.38 |
| Verus Securitization Trust 2019-INV1 | 0.22% | -0.03% | $2,410,048.68 | Securitized | CMO | United States | 4.99% | NR | 12/25/2059 | 2.64 |
| SM Investments | 0.22% | -0.03% | $2,401,801.13 | Corporates | Industrial Other | Philippines | 4.88% | NR | 06/10/2024 | 4.37 |
| LSF10 Wolverine Investments SCA | 0.22% | -0.02% | $2,399,487.02 | Corporates | Capital Goods | Denmark | 5.00% | B2 | 03/15/2024 | 1.84 |
| Odyssey Europe Holdco Sarl | 0.22% | -0.03% | $2,398,063.96 | Corporates | Financial Other | Luxembourg | 8.00% | B2 | 05/15/2023 | 3.00 |
| Asurion | 0.22% | -0.03% | $2,390,986.80 | Corporates | Communications | United States | 8.90% | B3 | 08/04/2025 | 0.17 |
| Ford Motor Credit | 0.22% | -0.03% | $2,361,005.78 | Corporates | Consumer Cyclical | United States | 3.81% | Baa3 | 10/12/2021 | 2.15 |
| Japan Government Twenty Year Bond | 0.21% | -0.02% | $2,323,560.76 | Treasuries | Treasuries | Japan | 1.20% | A1 | 12/20/2034 | 14.48 |
| Zayo Group LLC / Zayo Capital | 0.21% | -0.02% | $2,322,639.37 | Corporates | Communications | United States | 5.75% | B3 | 01/15/2027 | 4.18 |
| Federal National Mortgage Assn. | 0.21% | -0.00% | $2,315,121.97 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 08/01/2046 | 3.94 |
| Santander Drive Auto Receivables Trust 2018-2 | 0.21% | -0.03% | $2,303,733.34 | Securitized | Car Loan | United States | 3.88% | A2 | 02/15/2024 | 1.51 |
| Perusahaan Gas Negara | 0.21% | -0.00% | $2,301,091.86 | Government Related | Owned No Guarantee | Indonesia | 5.13% | Baa2 | 05/16/2024 | 4.30 |
| Credit Agricole SA/London | 0.21% | -0.02% | $2,277,161.15 | Corporates | Banking | France | 3.25% | Baa2 | 10/04/2024 | 4.78 |
| Ford Credit Auto Owner Trust 2019-REV1 | 0.21% | -0.02% | $2,266,064.77 | Securitized | Car Loan | United States | 3.82% | Aa1 | 07/15/2030 | 4.25 |
| Croatia Government International Bond | 0.21% | N/A | $2,252,911.59 | Government Related | Sovereign | Croatia | 3.88% | Ba2 | 05/30/2022 | 2.81 |
| Government National Mortgage Assn. | 0.21% | -0.00% | $2,250,083.10 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/20/2048 | 0.96 |
| HDFC Bank | 0.20% | -0.02% | $2,220,596.41 | Corporates | Banking | India | 8.10% | Baa2 | 03/22/2025 | 4.55 |
| CBAM 2019-9 | 0.20% | -0.02% | $2,154,124.24 | Securitized | ABS Other | United States | 4.01% | Aaa | 02/12/2030 | 0.30 |
| Angel Oak Mortgage Trust I LLC 2019-1 | 0.20% | -0.05% | $2,143,220.27 | Securitized | CMO | United States | 3.92% | NR | 11/25/2048 | 1.14 |
| Verus Securitization Trust 2018-3 | 0.20% | -0.03% | $2,138,920.53 | Securitized | CMO | United States | 4.60% | NR | 10/25/2058 | 2.24 |
| Baidu | 0.19% | -0.25% | $2,133,900.61 | Corporates | Technology | China | 4.38% | A3 | 03/29/2028 | 7.13 |
| QVC | 0.19% | -0.03% | $2,129,770.71 | Corporates | Consumer Cyclical | United States | 5.13% | Ba2 | 07/02/2022 | 2.70 |
| Applebee S Funding Llc / Ihop Funding | 0.19% | N/A | $2,121,481.22 | Securitized | ABS Other | United States | 4.19% | NR | 06/07/2049 | 4.33 |
| Perusahaan Listrik Negara PT | 0.19% | N/A | $2,119,627.74 | Government Related | Owned No Guarantee | Indonesia | 5.45% | Baa2 | 05/21/2028 | 7.11 |
| NRG Energy | 0.19% | -0.00% | $2,109,968.07 | Corporates | Electric | United States | 7.25% | Ba3 | 05/15/2026 | 1.98 |
| U.S. Treasury Bonds | 0.19% | N/A | $2,090,458.22 | Treasuries | Treasuries | United States | 3.13% | Aaa | 11/15/2028 | 8.20 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.19% | -0.01% | $2,071,038.52 | Corporates | Finance Companies | Ireland | 4.45% | Baa3 | 04/03/2026 | 5.71 |
| Albertsons Cos Llc / Safeway Inc / New Albertsons Lp / Albertson S | 0.19% | N/A | $2,069,056.37 | Corporates | Consumer Non Cyclical | United States | 7.50% | B3 | 03/15/2026 | 3.84 |
| Bank of East Asia | 0.19% | 0.03% | $2,056,699.25 | Corporates | Banking | Hong Kong | 5.50% | Ba2 | 06/02/2168 | 1.34 |
| Bausch Health Americas | 0.19% | -0.00% | $2,056,509.38 | Corporates | Consumer Non Cyclical | United States | 8.50% | B3 | 01/31/2027 | 3.50 |
| Capital One Financial | 0.18% | N/A | $2,002,989.75 | Corporates | Banking | United States | 0.80% | Baa1 | 06/12/2024 | 4.86 |
| Kronos Inc/MA | 0.18% | -0.02% | $2,001,847.20 | Corporates | Technology | United States | 10.83% | Caa2 | 11/01/2024 | 0.21 |
| Golub Capital Partners CLO 39B | 0.18% | -0.03% | $1,950,372.87 | Securitized | ABS Other | United States | 3.74% | Aaa | 10/20/2028 | 0.25 |
| Slovenia Government Bond | 0.18% | -0.01% | $1,949,645.11 | Treasuries | Treasuries | Slovenia | 1.50% | Baa1 | 03/25/2035 | 14.40 |
| Cheniere Corpus Christi Holdings | 0.18% | -0.02% | $1,943,821.45 | Corporates | Energy | United States | 7.00% | Ba2 | 06/30/2024 | 3.95 |
| Vistra Energy | 0.17% | -0.02% | $1,896,588.40 | Corporates | Electric | United States | 8.13% | Ba3 | 01/30/2026 | 1.19 |
| SLIde 2018-FUN | 0.17% | -0.02% | $1,870,859.01 | Securitized | NON AGENCY CMBS | United States | 4.69% | NR | 06/15/2031 | 0.05 |
| Zayo Group LLC / Zayo Capital | 0.17% | -0.02% | $1,868,943.43 | Corporates | Communications | United States | 6.38% | B3 | 05/15/2025 | 2.46 |
| Energizer Gamma Acquisition BV | 0.17% | -0.01% | $1,864,342.42 | Corporates | Consumer Non Cyclical | United States | 4.63% | B2 | 07/15/2026 | 3.00 |
| Albania Government International Bond | 0.17% | -0.02% | $1,843,536.71 | Government Related | Sovereign | Albania | 3.50% | B1 | 10/09/2025 | 5.58 |
| Virgin Media Receivables Financing Notes II DAC | 0.17% | -0.02% | $1,836,124.25 | Corporates | Communications | Ireland | 5.75% | B1 | 04/15/2023 | 0.21 |
| Virgin Media Secured Finance | 0.17% | -0.02% | $1,815,525.85 | Corporates | Communications | United Kingdom | 5.13% | Ba3 | 01/15/2025 | 0.73 |
| Eskom Holdings SOC | 0.16% | N/A | $1,806,193.12 | Government Related | Owned No Guarantee | South Africa | 7.13% | B3 | 02/11/2025 | 4.49 |
| Lebanon Government International Bond | 0.16% | -0.02% | $1,801,304.35 | Government Related | Sovereign | Lebanon | 6.38% | NR | 03/09/2020 | 0.64 |
| Mauser Packaging Solutions Holding | 0.16% | -0.02% | $1,799,145.85 | Corporates | Capital Goods | United States | 4.75% | B2 | 04/15/2024 | 1.72 |
| Consolidated Energy Finance | 0.16% | -0.03% | $1,786,430.91 | Corporates | Basic Industry | Switzerland | 6.50% | B1 | 05/15/2026 | 4.43 |
| Santander Drive Auto Receivables Trust 2015-2 | 0.16% | -0.02% | $1,758,651.42 | Securitized | Car Loan | United States | 4.02% | Aaa | 09/15/2022 | 0.63 |
| Oci | 0.16% | -0.02% | $1,754,330.41 | Corporates | Basic Industry | Netherlands | 5.00% | B1 | 04/15/2023 | 0.78 |
| C&W Senior Financing DAC | 0.16% | 0.07% | $1,726,966.51 | Corporates | Communications | Panama | 6.88% | B2 | 09/15/2027 | 4.44 |
| First Abu Dhabi Bank PJSC | 0.16% | -0.02% | $1,721,586.94 | Government Related | Government Sponsored | United Arab Emirates | 5.25% | Baa3 | 12/17/2167 | 0.93 |
| Seven Generations Energy | 0.16% | -0.00% | $1,717,779.23 | Corporates | Energy | Canada | 5.38% | Ba3 | 09/30/2025 | 4.51 |
| Deephaven Residential Mortgage Trust 2018-3 | 0.16% | -0.02% | $1,713,460.28 | Securitized | CMO | United States | 4.36% | NR | 08/25/2058 | 3.67 |
| New Residential Mortgage Loan Trust 2018-NQM1 | 0.16% | -0.03% | $1,710,019.31 | Securitized | CMO | United States | 4.09% | NR | 11/25/2048 | 0.85 |
| Albertsons Cos Llc / Safeway Inc / New Albertsons Lp / Albertson S | 0.15% | N/A | $1,698,352.46 | Corporates | Consumer Non Cyclical | United States | 5.75% | B3 | 03/15/2025 | 3.03 |
| Tesla Energy Operations Inc/DE | 0.15% | -0.02% | $1,684,977.93 | Corporates | Consumer Cyclical | United States | 1.63% | NR | 11/01/2019 | 0.35 |
| OZLM VIII | 0.15% | -0.06% | $1,678,586.58 | Securitized | ABS Other | United States | 4.39% | Aa2 | 10/17/2029 | 0.06 |
| Sri Lanka Government International Bond | 0.15% | N/A | $1,665,376.78 | Government Related | Sovereign | Sri Lanka | 6.25% | B2 | 07/27/2021 | 1.87 |
| BX Commercial Mortgage Trust 2019-IMC | 0.15% | N/A | $1,664,167.22 | Securitized | NON AGENCY CMBS | United States | 4.54% | NR | 04/15/2034 | 0.10 |
| Federal National Mortgage Assn. | 0.15% | -0.00% | $1,646,874.09 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 08/01/2047 | 3.13 |
| Enel Chile | 0.15% | -0.02% | $1,646,296.11 | Corporates | Electric | Chile | 4.88% | Baa2 | 06/12/2028 | 7.32 |
| New Residential Mortgage Loan Trust 2019-NQM1 | 0.15% | -0.03% | $1,636,986.11 | Securitized | CMO | United States | 3.93% | NR | 01/25/2049 | 2.43 |
| Petroleos Mexicanos | 0.15% | -0.02% | $1,632,259.07 | Government Related | Owned No Guarantee | Mexico | 2.50% | Baa3 | 08/21/2021 | 2.04 |
| Eskom Holdings SOC | 0.15% | N/A | $1,615,567.11 | Government Related | Owned No Guarantee | South Africa | 6.75% | B3 | 08/06/2023 | 3.47 |
| Ge Capital International Funding Co Unlimited | 0.15% | -0.10% | $1,611,696.78 | Corporates | Finance Companies | United States | 4.42% | Baa1 | 11/15/2035 | 11.57 |
| Arqiva Broadcast Finance | 0.15% | -0.02% | $1,605,342.91 | Corporates | Communications | United Kingdom | 6.75% | B2 | 09/30/2023 | 1.33 |
| China development Bank | 0.15% | N/A | $1,597,886.22 | Government Related | Owned No Guarantee | China | 4.88% | NR | 02/09/2028 | 7.08 |
| COMM 2015-PC1 Mortgage Trust | 0.15% | -0.02% | $1,596,374.19 | Securitized | NON AGENCY CMBS | United States | 4.59% | NR | 07/10/2050 | 5.22 |
| Government National Mortgage Assn. | 0.14% | -0.00% | $1,587,337.58 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/20/2049 | 1.27 |
| Export-Import Bank of India | 0.14% | -0.01% | $1,569,385.40 | Government Related | Owned No Guarantee | India | 3.88% | Baa2 | 10/02/2019 | 0.25 |
| Latvia Government International Bond | 0.14% | N/A | $1,559,695.66 | Treasuries | Treasuries | Latvia | 1.88% | A3 | 02/19/2049 | 23.68 |
| Altice Financing | 0.14% | N/A | $1,559,429.64 | Corporates | Communications | Luxembourg | 7.50% | B2 | 05/15/2026 | 3.73 |
| B&G Foods | 0.14% | -0.01% | $1,555,040.98 | Corporates | Consumer Non Cyclical | United States | 5.25% | B2 | 04/01/2025 | 3.31 |
| C&W Senior Financing DAC | 0.14% | 0.07% | $1,538,156.85 | Corporates | Communications | Panama | 7.50% | B2 | 10/15/2026 | 3.50 |
| Altice Luxembourg | 0.14% | -0.03% | $1,537,167.41 | Corporates | Communications | Luxembourg | 7.63% | Caa1 | 02/15/2025 | 3.87 |
| Ctrip.com International | 0.14% | -0.02% | $1,533,420.29 | Corporates | Communications | China | 1.25% | NR | 09/15/2022 | 0.45 |
| Saudi Arabian Oil | 0.14% | N/A | $1,530,770.84 | Government Related | Owned No Guarantee | Saudi Arabia | 3.50% | A1 | 04/16/2029 | 8.24 |
| China Government Bond | 0.14% | N/A | $1,530,317.03 | Treasuries | Treasuries | China | 3.60% | NR | 09/06/2025 | 5.45 |
| Barings CLO Ltd 2016-II | 0.14% | -0.02% | $1,528,458.61 | Securitized | ABS Other | United States | 3.67% | Aaa | 07/20/2028 | 0.06 |
| Vietnam Government International Bond | 0.14% | -0.02% | $1,524,391.62 | Government Related | Sovereign | Vietnam | 6.75% | Ba3 | 01/29/2020 | 0.56 |
| India Government Bond | 0.14% | -0.01% | $1,508,661.05 | Treasuries | Treasuries | India | 8.40% | NR | 07/28/2024 | 3.99 |
| COMM 2014-CR14 Mortgage Trust | 0.14% | -0.02% | $1,491,234.10 | Securitized | NON AGENCY CMBS | United States | 4.79% | Aa3 | 02/10/2047 | 4.06 |
| CSC Holdings | 0.14% | -0.02% | $1,490,011.16 | Corporates | Communications | United States | 10.88% | B3 | 10/15/2025 | 1.18 |
| Starwood Mortgage Residential Trust 2019-IMC1 | 0.14% | -0.01% | $1,484,949.57 | Securitized | CMO | United States | 4.09% | NR | 02/25/2049 | 3.62 |
| Federal National Mortgage Assn. | 0.14% | -0.00% | $1,484,816.13 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 12/01/2032 | 3.39 |
| Syngenta Finance | 0.13% | -0.02% | $1,455,443.50 | Government Related | Owned No Guarantee | Switzerland | 3.93% | Ba2 | 04/23/2021 | 1.73 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.13% | -0.01% | $1,445,208.56 | Corporates | Finance Companies | Ireland | 4.88% | Baa3 | 01/16/2024 | 3.95 |
| Colfax | 0.13% | -0.01% | $1,415,089.77 | Corporates | Capital Goods | United States | 6.38% | Ba2 | 02/15/2026 | 3.18 |
| Sirius XM Radio | 0.13% | N/A | $1,380,375.00 | Corporates | Communications | United States | 4.63% | Ba3 | 07/15/2024 | 3.24 |
| Homeward Opportunities Fund I Trust 2019-1 | 0.12% | -0.01% | $1,347,319.57 | Securitized | CMO | United States | 3.61% | NR | 01/25/2059 | 2.40 |
| Great Wolf Trust 2017-WOLF | 0.12% | -0.02% | $1,327,169.39 | Securitized | NON AGENCY CMBS | United States | 3.71% | NR | 09/15/2034 | 0.04 |
| Freddie Mac Whole Loan Securities Trust | 0.12% | -0.02% | $1,308,363.33 | Securitized | CMO | United States | 3.60% | A3 | 12/25/2046 | 2.07 |
| Americredit Automobile Receivables Trust 2018-1 | 0.12% | -0.01% | $1,302,475.30 | Securitized | Car Loan | United States | 3.82% | NR | 03/18/2024 | 2.78 |
| Federal National Mortgage Assn. | 0.12% | -0.00% | $1,294,331.42 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 12/01/2045 | 3.51 |
| Cyprus Government International Bond | 0.12% | N/A | $1,286,537.98 | Treasuries | Treasuries | Cyprus | 2.75% | Ba2 | 02/26/2034 | 12.57 |
| AppLovin | 0.12% | N/A | $1,267,836.49 | Corporates | Communications | United States | 5.90% | B1 | 08/15/2025 | 0.06 |
| Bahamas Government International Bond | 0.11% | -0.01% | $1,242,892.24 | Government Related | Sovereign | Bahamas | 6.00% | Baa3 | 11/21/2028 | 6.58 |
| Yanlord Land HK | 0.11% | -0.02% | $1,241,823.06 | Corporates | Consumer Cyclical | China | 6.75% | Ba3 | 04/23/2023 | 2.89 |
| Sequoia Mortgage Trust 2018-CH4 | 0.11% | -0.03% | $1,240,126.88 | Securitized | CMO | United States | 4.50% | Aa1 | 10/25/2048 | 3.29 |
| Towd Point Mortgage Trust 2019-1 | 0.11% | -0.02% | $1,237,662.79 | Securitized | CMO | United States | 3.75% | NR | 03/25/2058 | 4.17 |
| DAE Funding | 0.11% | -0.01% | $1,224,119.53 | Corporates | Financial Other | United Arab Emirates | 5.75% | Ba2 | 11/15/2023 | 1.82 |
| Deephave Residential Mortgage Trust 2019-2 | 0.11% | N/A | $1,220,232.43 | Securitized | CMO | United States | 3.92% | NR | 04/25/2059 | 3.70 |
| Baidu | 0.11% | -0.25% | $1,209,971.42 | Corporates | Technology | China | 3.88% | A3 | 09/29/2023 | 3.82 |
| Panther BF Aggregator 2 LP / Panther Finance | 0.11% | -0.01% | $1,187,461.62 | Corporates | Consumer Cyclical | United States | 6.25% | Ba3 | 05/15/2026 | 4.00 |
| Government National Mortgage Assn. | 0.11% | -0.00% | $1,177,770.38 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/20/2047 | 2.57 |
| Avolon Holdings Funding | 0.11% | N/A | $1,162,612.04 | Corporates | Finance Companies | Ireland | 4.38% | Baa3 | 05/01/2026 | 5.77 |
| eG Global Finance | 0.11% | N/A | $1,155,953.46 | Corporates | Consumer Cyclical | United Kingdom | 4.38% | B2 | 02/07/2025 | 3.82 |
| Sequoia Mortgage Trust 2018-CH3 | 0.11% | -0.03% | $1,154,548.76 | Securitized | CMO | United States | 4.50% | Aa1 | 08/25/2048 | -0.32 |
| JPMBB Commercial Mortgage Securities Trust 2015-C28 | 0.11% | -0.01% | $1,153,177.30 | Securitized | NON AGENCY CMBS | United States | 3.99% | NR | 10/15/2048 | 5.10 |
| Government National Mortgage Assn. | 0.10% | -0.00% | $1,144,612.39 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 06/20/2047 | 1.90 |
| CSAIL 2016-C6 Commercial Mortgage Trust | 0.10% | -0.01% | $1,139,550.07 | Securitized | NON AGENCY CMBS | United States | 4.91% | NR | 01/15/2049 | 5.82 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA | 0.10% | -0.01% | $1,106,582.48 | Corporates | Capital Goods | Ireland | 6.75% | B3 | 05/15/2024 | 0.03 |
| Republic of Lithuania | 0.10% | N/A | $1,095,813.68 | Treasuries | Treasuries | Lithuania | 1.63% | A3 | 06/19/2049 | 24.56 |
| Homeward Opportunities Fund I Trust 2019-1 | 0.10% | -0.01% | $1,094,171.34 | Securitized | CMO | United States | 3.95% | NR | 01/25/2059 | 4.53 |
| Cantor Commercial Real Estate Lending 2019-CF1 | 0.10% | N/A | $1,081,125.46 | Securitized | NON AGENCY CMBS | United States | 4.14% | NR | 05/15/2052 | 4.33 |
| Towd Point Mortgage Trust 2017-1 | 0.10% | -0.01% | $1,072,505.09 | Securitized | CMO | United States | 3.75% | Aa2 | 10/25/2056 | 5.47 |
| Benefit Street Partners CLO IV | 0.10% | N/A | $1,058,937.84 | Securitized | ABS Other | United States | 4.34% | NR | 01/20/2029 | 0.08 |
| Banco De Bogota | 0.10% | -0.01% | $1,049,146.74 | Corporates | Banking | Colombia | 4.38% | Baa2 | 08/03/2027 | 6.70 |
| BX Trust 2018-GW | 0.09% | -0.01% | $1,041,655.72 | Securitized | NON AGENCY CMBS | United States | 3.61% | NR | 05/15/2035 | 0.03 |
| Altice Luxembourg | 0.09% | -0.03% | $1,040,862.48 | Corporates | Communications | Luxembourg | 7.25% | Caa1 | 05/15/2022 | 0.07 |
| Constellium | 0.09% | -0.01% | $1,038,761.73 | Corporates | Basic Industry | United States | 5.75% | B2 | 05/15/2024 | 1.00 |
| Vereit Operating Partnership | 0.09% | -0.01% | $1,034,722.04 | Corporates | REITs | United States | 3.95% | Baa3 | 08/15/2027 | 6.76 |
| Saudi Arabian Oil | 0.09% | N/A | $1,023,596.56 | Government Related | Owned No Guarantee | Saudi Arabia | 4.38% | A1 | 04/16/2049 | 16.78 |
| Avis Budget Rental Car Funding AESOP | 0.09% | -0.01% | $1,019,209.82 | Securitized | Car Loan | United States | 4.53% | Baa3 | 03/20/2023 | 2.36 |
| 280 Park Avenue 2017-280P Mortgage Trust | 0.09% | -0.01% | $997,149.81 | Securitized | NON AGENCY CMBS | United States | 3.47% | NR | 09/15/2034 | 0.04 |
| COMM 2015-CCRE25 Mortgage Trust | 0.09% | -0.01% | $991,089.20 | Securitized | NON AGENCY CMBS | United States | 4.69% | NR | 08/10/2048 | 5.32 |
| Deephave Residential Mortgage Trust 2019-2 | 0.09% | N/A | $961,329.43 | Securitized | CMO | United States | 3.76% | NR | 04/25/2059 | 2.51 |
| Galton Funding Mortgage Trust 2017-1 | 0.09% | -0.02% | $958,903.71 | Securitized | CMO | United States | 3.50% | NR | 11/25/2057 | 3.17 |
| Hilton Orlando Trust 2018-ORL | 0.09% | -0.01% | $941,127.32 | Securitized | NON AGENCY CMBS | United States | 3.44% | NR | 12/15/2034 | 0.03 |
| Colfax | 0.08% | -0.01% | $925,927.32 | Corporates | Capital Goods | United States | 6.00% | Ba2 | 02/15/2024 | 2.08 |
| Federal National Mortgage Assn. | 0.08% | -0.00% | $922,264.05 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 3.51 |
| NTPC | 0.08% | -0.01% | $921,367.46 | Government Related | Owned No Guarantee | India | 7.38% | NR | 08/10/2021 | 1.84 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.08% | -0.01% | $905,987.54 | Securitized | CMO | United States | 4.16% | NR | 08/25/2048 | 4.99 |
| Romanian Government International Bond | 0.08% | N/A | $885,549.71 | Government Related | Sovereign | Romania | 2.88% | Baa3 | 03/11/2029 | 8.60 |
| Fiserv | 0.08% | N/A | $865,751.68 | Corporates | Technology | United States | 0.38% | Baa2 | 07/01/2023 | 3.93 |
| SMART ABS Series 2016-2US Trust | 0.08% | -0.01% | $836,166.87 | Securitized | Car Loan | Australia | 2.05% | Aaa | 12/14/2022 | 1.44 |
| China Government Bond | 0.08% | N/A | $832,082.52 | Treasuries | Treasuries | China | 4.00% | NR | 06/24/2069 | 22.12 |
| Navient Private Education Loan Trust 2017 | 0.08% | -0.01% | $830,932.81 | Securitized | Student Loan | United States | 3.91% | NR | 12/16/2058 | 5.41 |
| Bausch Health | 0.07% | -0.00% | $800,038.11 | Corporates | Consumer Non Cyclical | United States | 9.00% | B3 | 12/15/2025 | 2.73 |
| General Electric | 0.07% | -0.01% | $792,798.83 | Corporates | Capital Goods | United States | 0.88% | Baa1 | 05/17/2025 | 5.64 |
| Export-Import Bank of India | 0.07% | -0.01% | $786,576.45 | Government Related | Owned No Guarantee | India | 8.38% | NR | 07/24/2025 | 4.51 |
| Towd Point Mortgage Trust 2017-4 | 0.07% | -0.01% | $777,138.31 | Securitized | CMO | United States | 2.75% | NR | 06/25/2057 | 2.56 |
| Towd Point Mortgage Trust 2017-6 | 0.07% | -0.01% | $776,965.35 | Securitized | CMO | United States | 2.75% | Aaa | 10/25/2057 | 2.38 |
| Mill City Mortgage Loan Trust 2018-1 | 0.07% | -0.01% | $765,953.86 | Securitized | CMO | United States | 3.25% | NR | 05/25/2062 | 2.98 |
| Seasoned Credit Risk Transfer Trust Series 2017-2 | 0.07% | -0.01% | $744,784.20 | Securitized | CMO | United States | 4.00% | B1 | 08/25/2056 | 3.39 |
| InTown Hotel Portfolio Trust 2018-STAY | 0.07% | -0.01% | $742,608.23 | Securitized | NON AGENCY CMBS | United States | 3.64% | NR | 01/15/2033 | 0.06 |
| Government National Mortgage Assn. | 0.07% | -0.00% | $730,507.47 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 07/20/2042 | 4.01 |
| NTPC | 0.07% | -0.01% | $723,284.63 | Government Related | Owned No Guarantee | India | 7.25% | NR | 05/03/2022 | 2.55 |
| Madison Park Funding XXXVII | 0.06% | N/A | $699,643.99 | Securitized | ABS Other | United States | 3.60% | NR | 07/15/2032 | 5.95 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 0.06% | -0.01% | $694,393.84 | Securitized | NON AGENCY CMBS | United States | 3.88% | Aa2 | 03/15/2050 | 6.61 |
| Federal National Mortgage Assn. | 0.06% | -0.00% | $688,190.68 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/01/2034 | 1.99 |
| Federal National Mortgage Assn. | 0.06% | -0.00% | $687,479.10 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 08/01/2047 | 2.57 |
| GNMA II TBA JUL | 0.06% | N/A | $658,318.01 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2038 | 0.42 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.06% | -0.01% | $657,302.50 | Securitized | CMO | United States | 3.98% | Ba3 | 09/25/2047 | 3.60 |
| Federal National Mortgage Assn. | 0.06% | -0.00% | $657,133.78 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 1.76 |
| Federal National Mortgage Assn. | 0.06% | -0.00% | $654,971.11 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2041 | 2.58 |
| Government National Mortgage Assn. | 0.06% | -0.00% | $638,738.08 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 06/20/2043 | 4.15 |
| CarMax Auto Owner Trust 2017-1 | 0.06% | -0.01% | $632,168.91 | Securitized | Car Loan | United States | 3.43% | Baa2 | 07/17/2023 | 2.52 |
| ICTSI Treasury BV | 0.06% | N/A | $629,518.75 | Corporates | Transportation | Philippines | 4.63% | NR | 01/16/2023 | 3.19 |
| Federal National Mortgage Assn. | 0.05% | -0.00% | $599,335.84 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 11/01/2045 | 3.51 |
| GNMA ll 30 YR | 0.05% | -0.01% | $594,603.27 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/20/2048 | 0.96 |
| Citigroup Commercial Mortgage Trust 2015-P1 | 0.05% | -0.01% | $594,328.48 | Securitized | NON AGENCY CMBS | United States | 4.43% | NR | 09/15/2048 | 5.39 |
| Americredit Automobile Receivables Trust 2016-4 | 0.05% | -0.01% | $568,088.83 | Securitized | Car Loan | United States | 2.74% | NR | 12/08/2022 | 1.89 |
| Federal National Mortgage Assn. | 0.05% | -0.00% | $561,331.88 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 3.51 |
| Federal National Mortgage Assn. | 0.05% | -0.00% | $558,020.95 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2044 | 3.81 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 0.05% | -0.00% | $557,838.95 | Securitized | NON AGENCY CMBS | United States | 4.33% | NR | 11/15/2052 | 7.01 |
| CGGS Commercial Mortgage Trust 2018-WSS | 0.05% | -0.01% | $550,844.53 | Securitized | NON AGENCY CMBS | United States | 3.50% | Aa3 | 02/15/2037 | 0.03 |
| Post Holdings | 0.05% | -0.01% | $543,608.97 | Corporates | Consumer Non Cyclical | United States | 8.00% | B2 | 07/15/2025 | 1.19 |
| Federal National Mortgage Assn. | 0.05% | -0.00% | $535,703.61 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 09/01/2032 | 3.24 |
| Bausch Health | 0.05% | -0.00% | $527,663.04 | Corporates | Consumer Non Cyclical | United States | 6.50% | Ba2 | 03/15/2022 | 0.07 |
| Government National Mortgage Assn. | 0.05% | -0.00% | $525,534.53 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/20/2047 | 1.71 |
| Globo Comunicacao E Participacoes | 0.05% | -0.00% | $516,526.71 | Corporates | Communications | Brazil | 4.84% | Ba1 | 06/08/2025 | 5.02 |
| Dcp Midstream Operating | 0.05% | N/A | $505,049.45 | Corporates | Energy | United States | 5.85% | B1 | 05/21/2043 | 3.00 |
| Ashford Hospitality Trust 2018-ASHF | 0.05% | -0.01% | $500,840.47 | Securitized | NON AGENCY CMBS | United States | 3.80% | NR | 04/15/2035 | 0.03 |
| Cyprus Government International Bond | 0.04% | N/A | $493,327.58 | Treasuries | Treasuries | Cyprus | 2.75% | Ba2 | 05/03/2049 | 21.96 |
| Federal National Mortgage Assn. | 0.04% | -0.00% | $437,130.83 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2035 | 3.81 |
| Government National Mortgage Assn. | 0.04% | -0.00% | $429,400.71 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/20/2047 | 1.71 |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 0.04% | -0.01% | $427,766.44 | Securitized | CMO | United States | 3.86% | A3 | 05/25/2047 | 1.78 |
| Prime Security Services Borrower LLC / Prime Finance | 0.04% | -0.07% | $401,365.64 | Corporates | Consumer Cyclical | United States | 9.25% | B3 | 05/15/2023 | 0.07 |
| Bausch Health | 0.04% | -0.00% | $388,995.66 | Corporates | Consumer Non Cyclical | United States | 7.00% | Ba2 | 03/15/2024 | 0.70 |
| Dcp Midstream Operating | 0.04% | N/A | $386,873.00 | Corporates | Energy | United States | 6.75% | Ba2 | 09/15/2037 | 10.56 |
| Government National Mortgage Assn. | 0.03% | -0.00% | $378,758.50 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 11/20/2040 | 3.68 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $352,113.74 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 11/01/2033 | 3.71 |
| Government National Mortgage Assn. | 0.03% | -0.00% | $350,823.94 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/20/2048 | 2.01 |
| Federal National Mortgage Assn. | 0.03% | -0.00% | $333,724.39 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/01/2046 | 3.46 |
| NRG Energy | 0.03% | -0.00% | $320,167.61 | Corporates | Electric | United States | 5.75% | Ba3 | 01/15/2028 | 4.28 |
| Seven Generations Energy | 0.03% | -0.00% | $282,889.43 | Corporates | Energy | Canada | 6.75% | Ba3 | 05/01/2023 | 1.65 |
| Federal Home Loan Mortgage | 0.02% | -0.00% | $254,579.18 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 2.75 |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $253,974.38 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 12/01/2045 | 3.51 |
| Hilton Grand Vacations Trust 2017 | 0.02% | -0.00% | $245,512.58 | Securitized | ABS Other | United States | 2.96% | NR | 12/26/2028 | 2.12 |
| Perusahaan Gas Negara | 0.02% | -0.00% | $216,573.35 | Government Related | Owned No Guarantee | Indonesia | 5.13% | Baa2 | 05/16/2024 | 4.30 |
| Bayview Opportunity Master Fund IVa Trust 2017-SPL5 | 0.02% | -0.00% | $211,808.48 | Securitized | CMO | United States | 3.50% | NR | 06/28/2057 | 1.98 |
| ITRX XOVER S31 PAY 262.5 09/18/2019 | 0.02% | 0.01% | $208,055.60 | Derivatives | Options | Europe | N/A | NR | N/A | N/A |
| Federal National Mortgage Assn. | 0.02% | -0.00% | $178,523.41 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2035 | 3.74 |
| MVW Owner Trust 2017-1 | 0.02% | -0.00% | $176,566.69 | Securitized | ABS Other | United States | 2.99% | NR | 12/20/2034 | 2.73 |
| Government National Mortgage Assn. | 0.01% | -0.00% | $154,464.31 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 03/20/2047 | 2.03 |
| Freddie Mac Structured Agency Credit Risk debt Notes | 0.01% | -0.01% | $149,685.11 | Securitized | CMO | United States | 5.30% | Aa3 | 07/25/2028 | -0.41 |
| MVW Owner Trust 2017-1 | 0.01% | -0.00% | $146,807.75 | Securitized | ABS Other | United States | 2.75% | NR | 12/20/2034 | 2.75 |
| Towd Point Mortgage Trust 2015-3 | 0.01% | -0.00% | $132,200.04 | Securitized | CMO | United States | 3.00% | Aaa | 03/25/2054 | 1.34 |
| Petroleos De Venezuela | 0.01% | -0.00% | $123,200.00 | Government Related | Owned No Guarantee | Venezuela | 6.00% | NR | 05/16/2024 | 1.75 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $122,928.92 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2044 | 3.55 |
| Petroleos De Venezuela | 0.01% | -0.00% | $122,400.00 | Government Related | Owned No Guarantee | Venezuela | 9.00% | NR | 11/17/2021 | 0.77 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $121,564.98 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 3.99 |
| Hilton Grand Vacations Trust 2014 | 0.01% | -0.00% | $118,141.50 | Securitized | ABS Other | United States | 1.77% | NR | 11/25/2026 | 0.69 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $116,834.09 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 03/01/2046 | 3.55 |
| Venezuela Government International Bond | 0.01% | -0.00% | $106,500.00 | Government Related | Sovereign | Venezuela | 7.75% | C | 10/13/2019 | 0.54 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $100,529.81 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2041 | 2.92 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $97,541.97 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 02/01/2040 | 2.80 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $96,447.63 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2040 | 3.39 |
| Federal Home Loan Mortgage | 0.01% | -0.00% | $94,353.27 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2040 | 3.76 |
| Altice Luxembourg | 0.01% | -0.03% | $88,856.11 | Corporates | Communications | Luxembourg | 7.75% | Caa1 | 05/15/2022 | 0.85 |
| Mill City Mortgage Loan Trust 2016-1 | 0.01% | -0.00% | $81,487.55 | Securitized | CMO | United States | 2.50% | Aaa | 04/25/2057 | 1.66 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $78,581.99 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 06/01/2038 | 3.77 |
| ITRX XOVER S31 PAY 262.5 09/18/2019 | 0.01% | 0.01% | $77,777.80 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $77,760.44 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 3.05 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $75,587.98 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 04/01/2035 | 3.73 |
| Government National Mortgage Assn. | 0.01% | -0.00% | $72,809.14 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/20/2047 | 2.57 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $70,928.66 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/01/2034 | 3.61 |
| ITRX XOVER S31 PAY 262.5 09/18/2019 | 0.01% | 0.01% | $68,055.21 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $66,358.90 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2035 | 3.74 |
| Government National Mortgage Assn. | 0.01% | -0.00% | $64,283.42 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 09/15/2041 | 3.87 |
| MVW Owner Trust 2014-1 | 0.01% | -0.00% | $62,684.31 | Securitized | ABS Other | United States | 2.25% | NR | 09/22/2031 | 1.51 |
| ITRX XOVER S31 PAY 262.5 09/18/2019 | 0.01% | 0.01% | $62,222.25 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| COLT 2018-1 Mortgage Loan Trust | 0.01% | -0.00% | $59,914.31 | Securitized | CMO | United States | 3.08% | NR | 02/25/2048 | 1.48 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $57,478.46 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 10/01/2038 | 3.69 |
| Venezuela Government International Bond | 0.01% | -0.00% | $55,606.25 | Government Related | Sovereign | Venezuela | 6.00% | C | 12/09/2020 | 0.79 |
| Federal National Mortgage Assn. | 0.01% | -0.00% | $55,502.49 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 2.92 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $51,506.88 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2036 | 3.81 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $50,209.43 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 3.05 |
| Government National Mortgage Assn. | 0.00% | -0.00% | $47,344.76 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/20/2047 | 1.71 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $44,951.48 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 03/01/2041 | 3.20 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $42,493.46 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2037 | 3.69 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $41,811.03 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/01/2039 | 2.80 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $39,601.62 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/01/2040 | 3.34 |
| MVW Owner Trust 2013-1 | 0.00% | -0.00% | $39,532.58 | Securitized | ABS Other | United States | 2.15% | NR | 04/22/2030 | 1.03 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $38,222.36 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2039 | 2.80 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $36,985.71 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2042 | 3.20 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $36,530.19 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 08/01/2037 | 3.70 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $35,243.04 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2041 | 3.05 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $33,365.92 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2040 | 2.92 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $30,005.31 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/01/2036 | 3.75 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $29,254.95 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2037 | 3.61 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $29,019.93 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 3.05 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $28,450.19 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2039 | 2.80 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $28,082.79 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/01/2035 | 3.79 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $27,658.06 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 11/01/2035 | 3.81 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $27,542.16 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2034 | 3.61 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $27,366.22 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 05/01/2042 | 3.13 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $25,527.34 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/01/2034 | 3.61 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $25,442.36 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 03/01/2036 | 3.81 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $24,337.87 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2038 | 3.81 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $22,365.97 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 11/01/2039 | 2.80 |
| T-Mobile USA Inc | 0.00% | 0.00% | $22,338.75 | Corporates | Communications | United States | N/A | N/A | N/A | N/A |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $21,512.18 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/01/2039 | 2.80 |
| Government National Mortgage Assn. | 0.00% | -0.00% | $21,022.15 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 09/20/2040 | 3.68 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $20,459.55 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 06/01/2039 | 2.79 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $19,484.45 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 09/01/2036 | 3.70 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $18,883.33 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2040 | 3.15 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $18,386.36 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2041 | 3.05 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $18,273.44 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 12/01/2035 | 3.77 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $17,694.71 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2042 | 2.71 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $17,355.24 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/01/2040 | 3.00 |
| Mriya Farming | 0.00% | 0.00% | $17,101.00 | Corporates | Consumer Non Cyclical | United Kingdom | 0.00% | NR | 12/31/2025 | 0.71 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $17,042.84 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2042 | 3.87 |
| Government National Mortgage Association | 0.00% | -0.00% | $16,293.91 | Securitized | CMO | United States | 4.00% | NR | 02/20/2043 | -13.96 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $15,973.95 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 03/01/2037 | 3.69 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $15,429.17 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2033 | 3.61 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $14,434.09 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 08/01/2037 | 3.69 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $14,375.29 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 2.92 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $13,867.35 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2035 | 3.74 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $13,587.34 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2039 | 3.72 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $11,970.02 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/01/2040 | 3.34 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $11,822.87 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/01/2039 | 3.05 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $11,653.21 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/01/2040 | 3.00 |
| Sierra Timeshare 2015-1 Receivables Funding | 0.00% | -0.00% | $11,525.09 | Securitized | ABS Other | United States | 2.40% | NR | 03/22/2032 | 0.82 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $11,274.83 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 11/01/2040 | 3.00 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $11,139.23 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2038 | 3.72 |
| Altice Finco | 0.00% | -0.00% | $10,612.33 | Corporates | Communications | Luxembourg | 8.13% | Caa1 | 01/15/2024 | 1.05 |
| Government National Mortgage Assn. | 0.00% | -0.00% | $9,869.76 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/20/2041 | 3.86 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $9,774.36 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2042 | 2.80 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $8,661.14 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 10/01/2038 | 3.91 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $8,513.51 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 10/01/2039 | 2.79 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $8,279.72 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2042 | 3.60 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $8,251.51 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2041 | 3.39 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $7,286.71 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2038 | 3.81 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $6,926.15 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2040 | 3.34 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $6,225.57 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 3.00 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $3,945.80 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2035 | 3.81 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $3,774.79 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 2.92 |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $3,759.95 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2040 | 3.00 |
| Petroleos De Venezuela | 0.00% | -0.00% | $3,750.00 | Government Related | Owned No Guarantee | Venezuela | 12.75% | NR | 02/17/2022 | 0.19 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $3,116.18 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2039 | 3.77 |
| Government National Mortgage Association | 0.00% | -0.00% | $2,754.51 | Securitized | CMO | United States | 4.50% | NR | 12/20/2039 | -20.72 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $2,195.98 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 3.81 |
| Mriya Farming | 0.00% | 0.00% | $1,450.78 | Corporates | Industrial Other | United Kingdom | N/A | N/A | N/A | N/A |
| Federal Home Loan Mortgage | 0.00% | -0.00% | $1,107.87 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2040 | 3.34 |
| Federal National Mortgage Assn. | 0.00% | -0.00% | $1,089.42 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 3.81 |
| Government National Mortgage Association | 0.00% | -0.00% | $249.44 | Securitized | CMO | United States | 4.50% | NR | 11/20/2039 | -17.89 |
| Mriya Farming | 0.00% | 0.00% | $9.82 | Corporates | Industrial Other | United Kingdom | N/A | N/A | N/A | N/A |
| ITRX XOVER S31 REC 237.5 09/18/2019 | -0.00% | -0.00% | $-14,865.57 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| ITRX XOVER S31 REC 237.5 09/18/2019 | -0.00% | -0.00% | $-16,259.36 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| ITRX XOVER S31 REC 237.5 09/18/2019 | -0.00% | -0.00% | $-18,581.97 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| ITRX XOVER S31 PAY 312.5 09/18/2019 | -0.00% | -0.01% | $-23,985.07 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| ITRX XOVER S31 PAY 312.5 09/18/2019 | -0.00% | -0.01% | $-26,233.50 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| ITRX XOVER S31 PAY 312.5 09/18/2019 | -0.00% | -0.01% | $-29,981.34 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| ITRX XOVER S31 REC 237.5 09/18/2019 | -0.00% | -0.00% | $-49,706.78 | Derivatives | Options | Europe | N/A | NR | N/A | N/A |
| ITRX XOVER S31 PAY 312.5 09/18/2019 | -0.01% | -0.01% | $-80,200.08 | Derivatives | Options | Europe | N/A | NR | N/A | N/A |
Numbers may not total due to rounding; all numbers are percentages.
Please note that holdings are released 15 days after the period end. From time to time, certain securities held may not be listed. This is done to prevent potential harm to the portfolio while the manager completes a buying or selling program in those securities.
The information shown does not reflect any ETFs that may be held in the portfolio.
Credit Quality (07/31/2019)
| Quality Rating | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 8.01% | 5.70% | |
| US Treasury | 2.84% | 17.32% | |
| AAA | 4.74% | 12.42% | |
| AA | 5.19% | 15.61% | |
| A | 14.40% | 26.76% | |
| BBB | 20.35% | 17.54% | |
| BB | 13.19% | 0.50% | |
| B | 7.67% | 0.00% | |
| CCC | 0.41% | 0.00% | |
| C | 0.01% | 0.00% | |
| Not Rated | 11.45% | 4.14% | |
| Reserves | 11.74% | 0.00% | |
| D | 0.02% | 0.00% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Sources: Moody's Investors Service; if Moody's does not rate a security, then Standard & Poor's (S&P) is used as a secondary source. When available, T. Rowe Price will use Fitch for securities that are not rated by Moodys or S&P. T. Rowe Price does not evaluate these ratings, but simply assigns them to the appropriate credit quality category as determined by the rating agency.
Numbers may not add due to rounding and/or the exclusion of reserves and other assets.
U.S. government agency securities are issued or guaranteed by a U.S. government agency and may include conventional pass-through securities and collateralized mortgage obligations. Unlike Treasuries, government agency securities are not issued directly by the U.S. government and are generally unrated but may have credit support from the U.S. Treasury (e.g., FHLMC and FNMA issues) or a direct government guarantee (e.g., GNMA issues). Therefore, this category may include rated and unrated securities.
U.S. Treasury securities are issued by the U.S. Treasury and are backed by the full faith and credit of the U.S. government. The ratings of U.S. Treasury securities are derived from the ratings on the U.S. government.
Bond Maturity (07/31/2019)
| Bond Maturity | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 3-5 Years | 26.34% | 21.57% | |
| 5-7 Years | 20.43% | 18.04% | |
| 0-1 Years | 18.02% | 0.00% | |
| 7-10 Years | 14.29% | 13.38% | |
| 1-3 Years | 13.62% | 22.29% | |
| 10+ Years | 7.31% | 24.72% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Numbers may not total due to rounding; all numbers are percentages.
Duration Analysis (07/31/2019)
| Duration | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 3-5 Years | 37.57% | 24.61% | |
| 1-3 Years | 21.99% | 26.60% | |
| 5-7 Years | 12.96% | 13.20% | |
| Over 10 Years | 12.50% | 22.40% | |
| Under 1 Year | 8.85% | 0.68% | |
| 7-10 Years | 6.13% | 12.51% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Duration is a measure of a bond fund's sensitivity to interest rate changes. Numbers may not total 100% due to rounding.
Sector Diversification (07/31/2019)
| Sector | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Cash & Equivalents | 11.74% | 0.00% | |
| Global High Yield | 10.49% | 0.00% | |
| Emerging Market Corporates | 6.05% | 0.74% | |
| Securitized | 8.54% | 3.66% | |
| U.S. Mortgage | 8.01% | 11.15% | |
| Global Investment Grade | 9.66% | 18.17% | |
| Global Sovereign | 45.51% | 66.28% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Numbers may not total due to rounding; all numbers are percentages.
Source: T. Rowe Price
Currency Diversification (07/31/2019)
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| U.S. dollar | 79.37% | 45.13% | |
| Mexican peso | 0.99% | 0.27% | |
| Australian dollar | 0.05% | 1.23% | |
| Canadian dollar | 0.01% | 2.63% | |
| New Zealand dollar | 0.00% | 0.10% | |
| Dollar Bloc | 80.42% | 49.36% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| euro | 0.93% | 24.29% | |
| Swedish krona | 0.01% | 0.41% | |
| British pound sterling | 0.01% | 4.57% | |
| Danish krone | 0.00% | 0.23% | |
| Hungarian forint | 0.00% | 0.07% | |
| Norwegian krone | 0.00% | 0.10% | |
| Swiss franc | 0.00% | 0.57% | |
| Czech koruna | -0.02% | 0.09% | |
| Polish zloty | -0.02% | 0.21% | |
| European Bloc | 0.90% | 30.55% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Japanese yen | 6.97% | 16.14% | |
| Malaysian ringgit | 1.50% | 0.29% | |
| Thai baht | 0.51% | 0.34% | |
| Korean won | 0.04% | 1.19% | |
| Hong Kong dollar | 0.00% | 0.02% | |
| Singapore dollar | 0.00% | 0.20% | |
| Far East Bloc | 9.01% | 18.19% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Chinese renminbi | 3.31% | 1.24% | |
| New Romanian leu | 1.49% | 0.00% | |
| Egyptian pound | 1.44% | 0.00% | |
| Indonesian rupiah | 1.15% | 0.31% | |
| Serbia dinar | 0.99% | 0.00% | |
| South African rand | 0.99% | 0.00% | |
| Sri Lanka rupee | 0.58% | 0.00% | |
| Indian rupee | 0.02% | 0.00% | |
| Israeli shekel | 0.02% | 0.12% | |
| Chilean peso | 0.01% | 0.07% | |
| Brazilian real | 0.00% | 0.00% | |
| Russian ruble | 0.00% | 0.16% | |
| Offshore Chinese renminbi | -0.33% | 0.00% | |
| Emerging Markets Bloc | 9.66% | 1.90% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Numbers may not total due to rounding; all numbers are percentages.
Currency Bloc breakdown source: T. Rowe Price
Numbers may not total 100% due to rounding.
Numbers may not total 100% due to rounding.
Numbers may not total 100% due to rounding.
Platforms (Investor Class)
| Platform | Retail Investor | Institutional Investor |
|---|---|---|
| Pershing | N/A | NTF |
| TD Ameritrade | NTF | NTF |
| Schwab | NTF | NTF |
| Fidelity | NTF | NTF |
| E*Trade | NTF | N/A |
- NTF No Transaction Fee
- TF Transaction Fee
- N/A Not Available
Calendar Year Performance
| 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 19.87% | 10.42% | 1.93% | 10.90% | 0.30% | 4.32% | -0.04% | 6.84% | 6.46% | 0.44% | Fund | |
| 5.09% | 4.61% | 5.40% | 5.72% | -0.14% | 7.59% | 1.02% | 3.95% | 3.04% | 1.76% | Benchmark | |
| 14.78% | 5.81% | -3.47% | 5.18% | 0.44% | -3.27% | -1.06% | 2.89% | 3.42% | -1.32% | Value added |
- Fund
- Benchmark
- Annual Report
Investor Class Inception Date: 12/15/2008
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Monthly Performance
- Fund
- Benchmark
Investor Class Inception Date: 12/15/2008
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Distributions (Investor Class)
| Period | Dividend From Net Income (USD) | Short-Term Capital Gains (USD) | Long-Term Capital Gains (USD) | Declaration/Record Date | Ex-Dividend Date | Payment Date | Sort Column |
|---|---|---|---|---|---|---|---|
| 2018 Year End | - | $0.13 | $0.01 | 12/14/2018 | 12/17/2018 | 12/18/2018 | 20181218 |
| 2017 Year End | - | $0.01 | $0.01 | 12/15/2017 | 12/18/2017 | 12/19/2017 | 20171219 |
| 2016 Year End | - | - | - | 12/15/2016 | 12/16/2016 | 12/19/2016 | 20161219 |
| 2015 Year End | - | - | - | 12/15/2015 | 12/16/2015 | 12/17/2015 | 20151217 |
Future Declarations
| Period | Declaration/Record Date | Ex-Dividend Date | Payment Date | Sort Column |
|---|---|---|---|---|
| 2019 Year End | 12/16/2019 | 12/17/2019 | 12/18/2019 | 20191218 |
Financial Advisors
Client liaisons are available Monday-Thursday from 8 a.m. to 6 p.m. ET and Friday from 8 a.m. to 5 p.m. ET.
Tel: 1-800-564-6958
Contact Advisor Services
1
© 2019 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.
2
Number of years managing the fund. In the case of co-portfolio management, the longer tenure is displayed.
3
Figure applies to all share classes.
Kenneth Orchard is a senior portfolio manager in the Fixed Income Division of T. Rowe Price and a member of the Global Fixed Income Investment team, with responsibility for cochairing the Fixed Income Sector Strategy Advisory Group . He is the portfolio manager for the Global Multi-Sector Bond and Diversified Income Bond Strategies and co-portfolio manager for the International Bond Strategies . He is a vice president of T. Rowe Price Group, Inc. and T. Rowe Price International Ltd.