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
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Morningstar (Category)
Morningstar
(Overall Rating)1
World Bond
(261 funds)
Data as of 11/30/2018
Data as of 11/30/2018
Fund Manager Tenure2
Net Assets3
(USD)
10yrs
$814.3m
Data as of 11/30/2018
Data as of 11/30/2018
Price
(USD)
Daily Price Change
$11.01
$+0.01
Data as of 12/14/2018
Data as of 12/14/2018
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 / Moderate
Data as of 11/30/2018
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) |
|---|---|---|
| Overall | 261 | |
| 3 Years | 261 | |
| 5 Years | 247 | |
| 10 Years | N/A | 136 |
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
4.06%Data as of 11/30/2018
without waiver
4.01%Data as of 11/30/2018
30-Day Annualized Dividend Yield
with waiver
3.31%Data as of 12/14/2018
Monthly Dividend
(USD)
$0.03310578
Data as of 11/30/2018
Monthly Dividend
Rate
0.01%
Data as of 12/14/2018
Average Annual Total Returns (Investor Class)
1 YR
-0.08% -0.29%Benchmark
0.82% 0.54%Value
-0.90% -0.83%Data as of 09/30/2018
Data as of 11/30/2018
3 YR
4.50% 3.87%Benchmark
2.35% 2.33%Value
2.15% 1.54%5 YR
3.55% 3.26%Benchmark
3.13% 3.04%Value
0.42% 0.22%Since Inception
6.33% 6.20%Benchmark
3.85% 3.82%Value
2.48% 2.38%Expense Ratio
Gross
0.72%Net
0.64%Limitation Type
Contractual
expires 09/30/2019
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
-0.37%Benchmark
1.10%Value
-1.47%Data as of 12/14/2018
Monthly YTD
-0.94%Benchmark
0.31%Value
-1.25%Data as of 11/30/2018
One Month
0.39%Benchmark
0.49%Value
-0.10%Three Months
-0.19%Benchmark
-0.09%Value
-0.10%Asset Allocation
Net Assets
(USD)
$814.3m
Largest
Global ex-US Bonds
55.16%
$449.2m
Other
View complete Asset Allocation
Holdings
Total
Holdings
461
Largest Holding
TRP Inst Floating Rate - Inst
5.54%
Was (06/30/2018)
7.79%
Other
View complete Full Holdings
Quality
N/A
Maturity
Weighted Average
7.08 YearsDuration
Weighted Average
5.94 YearsTop
BBB
20.55%
Was (10/31/2018)
20.27%
Top
5-7 Years
21.44%
Was (10/31/2018)
21.44%
Top
3-5 Years
30.40%
Was (10/31/2018)
25.97%
Over
B
By 13.56%
Fund
13.56%
Benchmark
0.00%
Over
0-1 Years
By 12.75%
Fund
12.75%
Benchmark
0.00%
Over
Under 1 Year
By 18.37%
Fund
18.50%
Benchmark
0.12%
Under
US Treasury
By -13.30%
Fund
2.54%
Benchmark
15.84%
Under
1-3 Years
By -14.84%
Fund
7.41%
Benchmark
22.25%
Under
Over 10 Years
By -13.17%
Fund
7.04%
Benchmark
20.21%
Sectors
Total
Sectors
7
Largest Sector
Global Sovereign
45.64%
Was (10/31/2018)
47.39%
Other
View complete Sector Diversification
Over
Global High Yield
By 13.69%
Fund
13.69%
Benchmark
0.00%
Under
Global Sovereign
By -20.37%
Fund
45.64%
Benchmark
66.01%
Currency
Total
Currencies
27
Largest Currency
U.S. dollar
83.09%
Was (10/31/2018)
85.49%
Other
View complete Currency Diversification
Over
U.S. dollar
By 37.90%
Fund
83.09%
Benchmark
45.19%
Under
euro
By -24.13%
Fund
0.44%
Benchmark
24.57%
Numbers may not total 100% due to rounding.
Team (As of )
Steven C. Huber
Co-Portfolio Manager
Steve Huber is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Huber has lead portfolio management responsibilities for the Global and Institutional Global Multi-Sector Bond Strategies. He is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
- Fund manager
since 2008 - Years at
T. Rowe Price 12 - Years investment
experience 31
Kenneth A. Orchard
Co-Portfolio Manager
Ken Orchard is a senior portfolio manager in the Fixed Income Division and a member of the Global Fixed Income Investment Team, with a specific responsibility for leading the European bloc research. He is the co-portfolio manager for the firm's International Bond and Institutional International Bond Strategies. He is a vice president of T. Rowe Price Group, Inc. and T. Rowe Price International Ltd.
- 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) | Redemption Fee | 12b-1 Fee | Expense Ratio | |||
|---|---|---|---|---|---|---|---|---|
| Gross | Net | Limitation Type | Limitation Expiration Date | |||||
|
Investor Class Cusip 74149N106 |
$2,500 | $100 | N/A | 0.00% | 0.72% | 0.64% | Contractual | 09/30/2019 |
|
Advisor Class Cusip 74149N205 |
$2,500 | $100 | N/A | 0.25% | 1.04% | 0.95% |
Contractual |
09/30/2019 |
|
I Class Cusip 87282M107 |
$1,000,000* | N/A | N/A | 0.00% | 0.61% | 0.50% |
Contractual |
09/30/2020 |
* Minimum initial investment $1,000,000, certain exceptions may apply. Minimum waived for I Classes offered through Workplace Retirement plans.
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 11/30/2018
| Risk/Return (5 Years) | Fund | Bloomberg Barclays Global Aggregate Bond USD Hedged Index |
|---|---|---|
| Alpha | 0.98% | 0.00% |
| Beta | 0.70 | 1.00 |
| R-Squared | 0.32 | 1.00 |
| Annualized Std. Deviation | 2.96% | 2.38% |
| Information Ratio | 0.08 | 0.00 |
| Sharpe Ratio | 0.90 | 1.03 |
| Tracking Error | 2.59% | 0.00% |
Figures are calculated using monthly data and are net of fees. Past performance cannot guarantee future results.
Asset Allocation (11/30/2018)
| Category | % of Total Net Assets | Market Value (USD) |
|---|---|---|
| Convertibles | 0.18% | $1,465,734.41 |
| Global ex-US Bonds | 55.16% | $449,166,166.70 |
| Reserves | 7.33% | $59,687,962.33 |
| US Bonds | 37.34% | $304,058,460.20 |
| Total Allocation | $814,296,893.94 |
Numbers may not total 100% due to rounding.
Top Issuers (11/30/2018)
| Issuer Name | Sector | Industry | Country |
|---|---|---|---|
| Canada | N/A | N/A | N/A |
| Federation of Malaysia | N/A | N/A | N/A |
| Federative Republic of Brazil | N/A | N/A | N/A |
| Japan | N/A | N/A | N/A |
| Republic of Cyprus | N/A | N/A | N/A |
| Republic of Italy | N/A | N/A | N/A |
| Republic Of Serbia | N/A | N/A | N/A |
| Republic of South Africa | N/A | N/A | N/A |
| Romania | N/A | N/A | N/A |
| United Mexican States | N/A | N/A | N/A |
Represents 23.34% of Total Net Assets
The Top Issuers excludes U.S. Treasuries, institutional funds, agencies and securitized products. Derivative valuations are based on standard derivative market valuation methods.
Holdings (09/30/2018)
| Security Name | % of Fund | Prev Qtr Change | Value | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
|---|---|---|---|---|---|---|---|---|---|---|
| TRP Inst Floating Rate - Inst | 5.54% | -2.26% | $44,460,344.72 | Trusts & Funds | Trusts & Mutual Funds - Taxable | United States | N/A | N/A | N/A | 0.29 |
| FNMA 30 YR | 2.96% | -0.00% | $23,779,051.72 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2048 | 4.59 |
| MEXICO | 2.78% | N/A | $22,284,314.77 | Treasuries | Treasuries | Mexico | 8.00% | A3 | 12/07/2023 | 4.08 |
| FNMA 30 YR | 2.23% | -0.00% | $17,940,588.76 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 03/01/2048 | 6.03 |
| ITALY | 1.92% | -0.09% | $15,411,394.73 | Treasuries | Treasuries | Italy | 4.25% | Baa2 | 03/01/2020 | 1.38 |
| FRANCE | 1.86% | -0.01% | $14,930,898.58 | Treasuries | Treasuries | France | 0.25% | Aa2 | 11/25/2026 | 8.14 |
| MALAYSIA | 1.81% | -0.32% | $14,558,299.95 | Treasuries | Treasuries | Malaysia | 3.80% | A3 | 08/17/2023 | 4.39 |
| CYPRUS | 1.41% | N/A | $11,331,743.99 | Treasuries | Treasuries | Cyprus | 2.38% | Ba2 | 09/25/2028 | 8.91 |
| SERBIA | 1.40% | -0.00% | $11,250,868.79 | Treasuries | Treasuries | Serbia | 5.75% | NR | 07/21/2023 | 4.17 |
| FNMA 30 YR TBA OCT | 1.32% | N/A | $10,631,127.49 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01/01/2042 | 6.94 |
| US TREASURY N/B | 1.32% | -0.00% | $10,561,480.98 | Treasuries | Treasuries | United States | 1.50% | Aaa | 08/15/2026 | 7.32 |
| CANADA | 1.30% | -0.01% | $10,447,027.62 | Treasuries | Treasuries | Canada | 1.50% | Aaa | 06/01/2023 | 4.45 |
| ITALY | 1.29% | -0.09% | $10,338,423.41 | Treasuries | Treasuries | Italy | 2.15% | Baa2 | 12/15/2021 | 3.08 |
| SOUTH AFRICA | 1.23% | -0.00% | $9,909,864.31 | Treasuries | Treasuries | South Africa | 10.50% | Baa3 | 12/21/2026 | 5.51 |
| BONOS TESORERIA PESOS 144A | 1.23% | -0.08% | $9,872,918.50 | Treasuries | Treasuries | Chile | 4.70% | NR | 09/01/2030 | 9.15 |
| ROMANIA | 1.18% | N/A | $9,491,878.84 | Treasuries | Treasuries | Romania | 4.25% | Baa3 | 06/28/2023 | 4.26 |
| JAPAN | 1.07% | -0.03% | $8,556,123.53 | Treasuries | Treasuries | Japan | 0.60% | A1 | 06/20/2037 | 18.17 |
| BRAZIL NTN-F | 1.05% | -0.14% | $8,464,693.28 | Treasuries | Treasuries | Brazil | 10.00% | Ba2 | 01/01/2023 | 3.31 |
| ISRAEL | 1.04% | -0.04% | $8,327,455.01 | Treasuries | Treasuries | Israel | 5.50% | NR | 01/31/2042 | 14.71 |
| SPAIN | 1.03% | -0.07% | $8,237,921.43 | Treasuries | Treasuries | Spain | 1.60% | Baa1 | 04/30/2025 | 6.29 |
| ITALY | 1.00% | -0.09% | $8,062,322.13 | Treasuries | Treasuries | Italy | 0.90% | Baa2 | 08/01/2022 | 3.75 |
| INDIA | 0.94% | -0.03% | $7,517,273.15 | Treasuries | Treasuries | India | 6.97% | NR | 09/06/2026 | 5.88 |
| GNMA II 30 YR | 0.94% | -0.01% | $7,509,400.18 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/20/2048 | 6.39 |
| GERMANY | 0.92% | -0.88% | $7,423,365.71 | Treasuries | Treasuries | Germany | 0.25% | Aaa | 02/15/2027 | 8.38 |
| GNMA II 30 YR | 0.92% | -0.01% | $7,366,896.78 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 06/20/2048 | 4.15 |
| EUROPEAN INVESTMENT BANK | 0.91% | N/A | $7,287,070.97 | Government Related | Supranational | SNAT (Supe Natl Wrld Global) | 1.25% | Aaa | 05/12/2025 | 6.39 |
| ROMANIA | 0.83% | N/A | $6,693,461.97 | Treasuries | Treasuries | Romania | 5.80% | NR | 07/26/2027 | 6.98 |
| JAPAN | 0.83% | -0.03% | $6,625,158.49 | Treasuries | Treasuries | Japan | 0.60% | A1 | 12/20/2046 | 26.91 |
| RUSSIA | 0.81% | -1.16% | $6,510,991.10 | Treasuries | Treasuries | Russia | 7.60% | Ba1 | 07/20/2022 | 3.21 |
| FNMA 30 YR | 0.79% | -0.00% | $6,327,913.94 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 08/01/2047 | 5.40 |
| GERMANY | 0.79% | -0.88% | $6,318,071.70 | Treasuries | Treasuries | Germany | 1.50% | Aaa | 05/15/2023 | 4.51 |
| SERBIA | 0.78% | -0.00% | $6,303,449.07 | Treasuries | Treasuries | Serbia | 10.00% | NR | 02/05/2022 | 2.80 |
| SOUTH AFRICA | 0.77% | -0.00% | $6,206,109.35 | Treasuries | Treasuries | South Africa | 6.75% | Baa3 | 03/31/2021 | 2.26 |
| US TREASURY N/B | 0.71% | -0.00% | $5,729,869.14 | Treasuries | Treasuries | United States | 2.88% | Aaa | 11/15/2046 | 18.80 |
| TRANSCANADA TRUST | 0.67% | 0.07% | $5,358,345.09 | Corporates | Energy | Canada | 4.65% | Baa2 | 05/18/2077 | 6.97 |
| FNMA 30 YR | 0.62% | -0.00% | $4,939,623.53 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 10/01/2046 | 6.64 |
| CANADA | 0.57% | -0.01% | $4,542,800.31 | Treasuries | Treasuries | Canada | 1.50% | Aaa | 06/01/2026 | 7.15 |
| INDONESIA | 0.55% | -0.00% | $4,401,583.85 | Treasuries | Treasuries | Indonesia | 8.75% | NR | 05/15/2031 | 7.46 |
| THAILAND | 0.53% | -0.02% | $4,282,285.04 | Treasuries | Treasuries | Thailand | 2.13% | Baa1 | 12/17/2026 | 7.42 |
| ISRAEL | 0.52% | -0.04% | $4,160,811.86 | Treasuries | Treasuries | Israel | 1.75% | NR | 08/31/2025 | 6.51 |
| PRUDENTIAL FINANCIAL INC | 0.51% | N/A | $4,089,153.13 | Corporates | Insurance | United States | 5.70% | Baa2 | 09/15/2048 | 7.51 |
| GNMA ll 30 YR | 0.48% | -0.00% | $3,886,949.57 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 05/20/2047 | 4.66 |
| PETROLEOS MEXICANOS | 0.48% | -0.00% | $3,853,347.43 | Government Related | Owned No Guarantee | Mexico | 4.88% | Baa3 | 02/21/2028 | 7.51 |
| REPUBLIC OF ARGENTINA | 0.48% | -0.00% | $3,846,240.01 | Government Related | Sovereign | Argentina | 7.50% | B2 | 04/22/2026 | 5.33 |
| CYPRUS | 0.47% | N/A | $3,760,341.21 | Treasuries | Treasuries | Cyprus | 3.88% | Ba2 | 05/06/2022 | 3.38 |
| FNMA 30 YR | 0.44% | -0.00% | $3,563,587.94 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/01/2047 | 6.07 |
| PETROLEOS MEXICANOS | 0.44% | -0.00% | $3,549,086.72 | Government Related | Owned No Guarantee | Mexico | 6.50% | Baa3 | 03/13/2027 | 6.45 |
| UNITED KINGDOM TREASURY | 0.44% | -0.51% | $3,533,293.16 | Treasuries | Treasuries | United Kingdom | 4.25% | Aa2 | 03/07/2036 | 13.35 |
| BROADCOM CRP / CAYMN FI | 0.44% | -0.03% | $3,531,375.25 | Corporates | Technology | United States | 3.13% | Baa2 | 01/15/2025 | 5.56 |
| FNMA 30 YR | 0.43% | -0.00% | $3,462,790.70 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 11/01/2046 | 6.64 |
| INDIA | 0.43% | -0.03% | $3,460,927.35 | Treasuries | Treasuries | India | 8.40% | NR | 07/28/2024 | 4.48 |
| HALFMOON PARENT INC 144A | 0.43% | N/A | $3,431,722.32 | Corporates | Insurance | United States | 4.13% | Baa1 | 11/15/2025 | 6.07 |
| THAILAND | 0.41% | -0.02% | $3,327,309.81 | Treasuries | Treasuries | Thailand | 4.88% | Baa1 | 06/22/2029 | 8.46 |
| BAIDU INC | 0.41% | N/A | $3,327,200.77 | Corporates | Technology | China | 3.88% | A3 | 09/29/2023 | 4.47 |
| BANCO COMERC PORTUGUES | 0.41% | 0.25% | $3,308,900.87 | Corporates | Banking | Portugal | 4.50% | B3 | 12/07/2027 | 3.76 |
| TESLA INC 144A | 0.41% | -0.06% | $3,285,463.85 | Corporates | Consumer Cyclical | United States | 5.30% | Caa1 | 08/15/2025 | 5.37 |
| CHINA | 0.41% | -0.04% | $3,278,286.62 | Treasuries | Treasuries | China | 3.13% | NR | 04/13/2022 | 3.30 |
| CVS HEALTH CORP | 0.41% | -0.03% | $3,269,959.36 | Corporates | Consumer Non Cyclical | United States | 3.70% | Baa1 | 03/09/2023 | 4.02 |
| ROMANIA | 0.40% | N/A | $3,182,020.22 | Treasuries | Treasuries | Romania | 5.85% | NR | 04/26/2023 | 3.98 |
| TIPS | 0.39% | -0.04% | $3,115,475.16 | Treasuries | Treasuries | United States | 0.75% | Aaa | 02/15/2045 | 18.19 |
| CREDIT AGRICOLE LONDON 144A | 0.38% | -0.02% | $3,083,301.91 | Corporates | Banking | France | 3.25% | Baa2 | 10/04/2024 | 5.29 |
| CYPRUS | 0.38% | N/A | $3,029,773.26 | Treasuries | Treasuries | Cyprus | 4.25% | Ba2 | 11/04/2025 | 6.10 |
| UNITED KINGDOM | 0.37% | -0.06% | $2,999,870.08 | Treasuries | Treasuries | United Kingdom | 1.63% | NR | 10/22/2071 | 34.27 |
| EGYPT | 0.37% | -0.07% | $2,966,998.27 | Treasuries | Treasuries | Egypt | 17.15% | NR | 07/05/2026 | 3.91 |
| NETFLIX INC 144A | 0.35% | -0.02% | $2,845,142.70 | Corporates | Communications | United States | 5.88% | Ba3 | 11/15/2028 | 7.38 |
| CONSTELLIUM NV 144A | 0.34% | -0.00% | $2,750,221.44 | Corporates | Basic Industry | United States | 6.63% | B2 | 03/01/2025 | 3.39 |
| INTELSAT JACKSON HLDG 144A | 0.33% | N/A | $2,627,663.51 | Corporates | Communications | United States | 9.50% | B1 | 09/30/2022 | 3.39 |
| INDONESIA | 0.33% | -0.00% | $2,624,103.87 | Treasuries | Treasuries | Indonesia | 9.00% | Baa2 | 03/15/2029 | 6.80 |
| ESKOM HOLDINGS SOC LTD | 0.32% | -0.02% | $2,604,899.77 | Government Related | Owned No Guarantee | South Africa | 7.13% | B3 | 02/11/2025 | 4.95 |
| LANDSBANKINN HF | 0.32% | -0.02% | $2,604,094.05 | Government Related | Owned No Guarantee | Iceland | 1.63% | NR | 03/15/2021 | 2.40 |
| MALAYSIA | 0.31% | -0.32% | $2,515,003.33 | Treasuries | Treasuries | Malaysia | 4.74% | A3 | 03/15/2046 | 15.07 |
| CCO HLDGS LLC/CAP CORP 144A | 0.31% | -0.12% | $2,481,241.73 | Corporates | Communications | United States | 5.00% | B1 | 02/01/2028 | 6.32 |
| TELECOM ITALIA SPA 144A | 0.31% | -0.02% | $2,459,793.33 | Corporates | Communications | Italy | 5.30% | Ba1 | 05/30/2024 | 4.74 |
| FNMA 30 YR | 0.31% | -0.00% | $2,449,911.44 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 08/01/2046 | 7.26 |
| ASURION LLC TL B2 2L BANKDEBT | 0.30% | -0.01% | $2,423,436.80 | Corporates | Communications | United States | 8.74% | B3 | 08/04/2025 | 0.19 |
| FNMA 30 YR | 0.30% | -0.00% | $2,421,365.43 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 06/01/2048 | 5.07 |
| AVANTOR INC 144A | 0.30% | N/A | $2,383,725.00 | Corporates | Consumer Non Cyclical | United States | 9.00% | Caa2 | 10/01/2025 | 3.94 |
| BOARDWALK PIPELINES LP | 0.29% | -0.00% | $2,334,026.61 | Corporates | Energy | United States | 5.95% | Baa3 | 06/01/2026 | 5.96 |
| INDIA | 0.29% | -0.03% | $2,312,827.99 | Treasuries | Treasuries | India | 8.12% | NR | 12/10/2020 | 1.93 |
| SOLERA LLC / SOLERA FINA 144A | 0.28% | -0.03% | $2,210,111.73 | Corporates | Technology | United States | 10.50% | Caa1 | 03/01/2024 | 0.86 |
| QVC INC | 0.27% | -0.02% | $2,201,115.85 | Corporates | Consumer Cyclical | United States | 5.13% | Ba2 | 07/02/2022 | 3.35 |
| INDIA | 0.27% | -0.03% | $2,191,712.71 | Treasuries | Treasuries | India | 8.60% | NR | 06/02/2028 | 6.36 |
| GHANA | 0.26% | -0.02% | $2,118,494.20 | Government Related | Sovereign | Ghana | 8.13% | B3 | 01/18/2026 | 4.82 |
| NRG ENERGY INC | 0.26% | -0.01% | $2,113,487.31 | Corporates | Electric | United States | 7.25% | B1 | 05/15/2026 | 3.16 |
| JAPAN | 0.26% | -0.03% | $2,101,627.55 | Treasuries | Treasuries | Japan | 1.20% | A1 | 12/20/2034 | 15.10 |
| CANADA | 0.26% | -0.01% | $2,081,036.74 | Treasuries | Treasuries | Canada | 2.50% | Aaa | 06/01/2024 | 5.23 |
| STACR 2017-HQA1 M2 | 0.26% | -0.01% | $2,065,201.82 | Securitized | CMO | United States | 5.77% | B1 | 08/25/2029 | 0.36 |
| EMIRATES NBD TIER 1 | 0.25% | -0.01% | $2,041,384.00 | Government Related | Owned No Guarantee | United Arab Emirates | 5.75% | NR | 11/30/2166 | 14.30 |
| HNGRY 2018-1A AII 144A | 0.25% | -0.02% | $2,018,906.28 | Securitized | ABS Other | United States | 4.96% | NR | 06/20/2048 | 5.72 |
| FNMA 30 YR | 0.25% | -0.00% | $2,000,723.57 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01/01/2047 | 6.64 |
| ROMANIA | 0.25% | N/A | $1,990,908.67 | Treasuries | Treasuries | Romania | 5.00% | Baa3 | 02/12/2029 | 7.72 |
| KRONOS INC/MA TL 2L BANKDEBT | 0.25% | 0.08% | $1,979,498.40 | Corporates | Technology | United States | 10.59% | Caa2 | 11/01/2024 | 0.19 |
| GCBSL 2018-39A A1 144A | 0.24% | N/A | $1,940,000.00 | Securitized | ABS Other | United States | 3.47% | Aaa | 10/20/2028 | 0.25 |
| ZAYO GROUP LLC/ZAYO CAP | 0.24% | -0.01% | $1,932,075.23 | Corporates | Communications | United States | 6.38% | B3 | 05/15/2025 | 3.02 |
| DYNEGY INC 144A | 0.24% | -0.02% | $1,906,923.00 | Corporates | Electric | United States | 8.13% | Ba3 | 01/30/2026 | 2.14 |
| FNMA 30 YR | 0.24% | -0.00% | $1,906,920.40 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 07/01/2047 | 6.71 |
| SLIDE 2018-FUN E 144A | 0.24% | N/A | $1,899,155.48 | Securitized | NON AGENCY CMBS | United States | 4.37% | NR | 06/15/2031 | 0.03 |
| BANCO NAC DE DESEN ECONO | 0.24% | 0.04% | $1,894,703.77 | Government Related | Owned No Guarantee | Brazil | 5.75% | Ba2 | 09/26/2023 | 4.30 |
| CHENIERE CORP CHRISTI HD | 0.23% | -0.01% | $1,880,446.45 | Corporates | Energy | United States | 7.00% | Ba3 | 06/30/2024 | 4.42 |
| ISRAEL ELECTRIC CORP LTD 144A | 0.23% | -0.02% | $1,875,186.69 | Government Related | Owned No Guarantee | Israel | 4.25% | Baa2 | 08/14/2028 | 7.89 |
| T-MOBILE USA INC | 0.23% | -0.01% | $1,828,546.89 | Corporates | Communications | United States | 6.50% | Ba2 | 01/15/2026 | 3.50 |
| ENBRIDGE ENERGY PARTNERS | 0.23% | -0.00% | $1,819,837.87 | Corporates | Energy | United States | 7.38% | Baa3 | 10/15/2045 | 13.17 |
| SEMPRA ENERGY | 0.22% | -0.02% | $1,787,051.84 | Corporates | Natural Gas | United States | 3.80% | Baa1 | 02/01/2038 | 13.12 |
| ARGENTINA | 0.22% | -0.01% | $1,783,348.10 | Government Related | Sovereign | Argentina | 8.28% | B2 | 12/31/2033 | 6.50 |
| SDART 2015-2 E 144A | 0.22% | -0.01% | $1,760,467.22 | Securitized | Car Loan | United States | 4.02% | Aa1 | 09/15/2022 | 0.88 |
| SLOVENIA | 0.22% | -0.02% | $1,758,220.27 | Treasuries | Treasuries | Slovenia | 1.50% | Baa1 | 03/25/2035 | 14.79 |
| FIRST ABU DHABI BK PJSC | 0.21% | -0.01% | $1,721,598.36 | Government Related | Government Sponsored | United Arab Emirates | 5.25% | Baa3 | 12/17/2166 | 1.59 |
| FNMA 30 YR | 0.21% | -0.00% | $1,716,390.00 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 08/01/2047 | 5.32 |
| SEVEN GENERATIONS ENERGY 144A | 0.21% | -0.00% | $1,694,259.88 | Corporates | Energy | Canada | 5.38% | Ba3 | 09/30/2025 | 4.96 |
| DRMT 2018-3A M1 144A | 0.21% | N/A | $1,686,099.80 | Securitized | CMO | United States | 4.36% | NR | 08/25/2058 | 3.67 |
| EL SALVADOR | 0.21% | -0.00% | $1,682,050.79 | Government Related | Sovereign | El Salvador | 8.63% | B3 | 02/28/2029 | 6.87 |
| CAS 2018-C03 1M2 | 0.21% | -0.01% | $1,667,380.78 | Securitized | CMO | United States | 4.37% | NR | 10/25/2030 | 0.10 |
| ALEXANDRIA REAL ESTATE E | 0.21% | -0.01% | $1,656,776.74 | Corporates | REITs | United States | 3.95% | Baa1 | 01/15/2028 | 7.55 |
| BX 2017-IMC D 144A | 0.20% | -0.01% | $1,627,227.16 | Securitized | NON AGENCY CMBS | United States | 4.41% | NR | 10/15/2032 | 0.04 |
| HESS CORP | 0.20% | -0.01% | $1,621,669.50 | Corporates | Energy | United States | 5.80% | Ba1 | 04/01/2047 | 14.20 |
| AUSTRIA | 0.20% | -0.01% | $1,597,271.90 | Treasuries | Treasuries | Austria | 3.15% | Aa1 | 06/20/2044 | 19.47 |
| SEMT 2018-CH4 A19 144A | 0.20% | N/A | $1,593,545.30 | Securitized | CMO | United States | 4.50% | Aa1 | 10/25/2048 | 3.25 |
| EXPORT-IMPORT BK INDIA | 0.20% | -0.01% | $1,584,027.34 | Government Related | Owned No Guarantee | India | 3.88% | Baa2 | 10/02/2019 | 0.96 |
| MSBAM 2016-C28 C | 0.20% | -0.01% | $1,577,476.00 | Securitized | NON AGENCY CMBS | United States | 4.75% | A3 | 01/15/2049 | 6.14 |
| CCO HLDGS LLC/CAP CORP 144A | 0.20% | -0.12% | $1,576,172.28 | Corporates | Communications | United States | 5.50% | B1 | 05/01/2026 | 4.76 |
| EGYPT 144A | 0.19% | 0.09% | $1,550,191.70 | Government Related | Sovereign | Egypt | 7.50% | B3 | 01/31/2027 | 6.22 |
| YUZHOU PROPERTIES CO LTD | 0.19% | N/A | $1,546,125.48 | Corporates | Consumer Cyclical | China | 7.90% | B1 | 05/11/2021 | 2.25 |
| ENEL CHILE SA | 0.19% | -0.01% | $1,539,277.25 | Corporates | Electric | Chile | 4.88% | Baa2 | 06/12/2028 | 7.58 |
| SIXSIGMA NETWORKS MEXICO 144A | 0.19% | -0.00% | $1,535,248.45 | Corporates | Technology | Mexico | 7.50% | B1 | 05/02/2025 | 5.09 |
| PETROBRAS GLOBAL FINANCE | 0.19% | -0.30% | $1,534,001.17 | Government Related | Owned No Guarantee | Brazil | 7.38% | Ba2 | 01/17/2027 | 6.06 |
| SERBIA | 0.19% | -0.00% | $1,529,118.74 | Government Related | Sovereign | Serbia | 4.88% | Ba3 | 02/25/2020 | 1.34 |
| BANK OF EAST ASIA LTD | 0.19% | -0.01% | $1,513,624.59 | Corporates | Banking | Hong Kong | 5.50% | Ba2 | 06/02/2167 | 2.02 |
| VIETNAM | 0.19% | -0.00% | $1,504,138.21 | Government Related | Sovereign | Vietnam | 4.80% | Ba3 | 11/19/2024 | 5.19 |
| BRAZIL | 0.19% | -0.01% | $1,501,366.31 | Government Related | Sovereign | Brazil | 5.00% | Ba2 | 01/27/2045 | 13.18 |
| CTRIP.COM INTL LTD CB 1.25% 9/22 | 0.19% | -0.02% | $1,501,290.29 | Corporates | Communications | China | 1.25% | NR | 09/15/2022 | 1.14 |
| COMM 2015-PC1 B | 0.19% | -0.01% | $1,500,527.69 | Securitized | NON AGENCY CMBS | United States | 4.59% | NR | 07/10/2050 | 5.67 |
| SEMT 2018-CH3 A19 144A | 0.19% | N/A | $1,496,504.00 | Securitized | CMO | United States | 4.50% | Aa1 | 08/25/2048 | 2.99 |
| B&G FOODS INC | 0.19% | 0.01% | $1,491,500.00 | Corporates | Consumer Non Cyclical | United States | 5.25% | B2 | 04/01/2025 | 4.79 |
| CSC HOLDINGS LLC 144A | 0.18% | -0.01% | $1,479,566.72 | Corporates | Communications | United States | 10.88% | B2 | 10/15/2025 | 1.94 |
| SF HOLDING INVESTMENT | 0.18% | N/A | $1,475,018.86 | Corporates | Transportation | China | 4.13% | A3 | 07/26/2023 | 4.30 |
| BBVA BANCOMER SA/MEXICO | 0.18% | -0.00% | $1,474,716.03 | Corporates | Banking | Mexico | 5.35% | Ba1 | 11/12/2029 | 6.85 |
| COMM 2014-CR14 B | 0.18% | -0.01% | $1,454,817.10 | Securitized | NON AGENCY CMBS | United States | 4.72% | Aa3 | 02/10/2047 | 4.62 |
| CRCC YUPENG LTD | 0.18% | -0.01% | $1,449,039.68 | Government Related | Owned No Guarantee | China | 3.95% | A3 | 02/01/2167 | 0.82 |
| STATE GRID OVERSEAS INV | 0.18% | -0.01% | $1,441,467.41 | Government Related | Owned No Guarantee | China | 4.13% | A1 | 05/07/2024 | 4.90 |
| SYNGENTA FINANCE NV 144A | 0.18% | -0.01% | $1,440,626.13 | Government Related | Owned No Guarantee | Switzerland | 3.93% | Ba2 | 04/23/2021 | 2.37 |
| GNMA ll 30 YR | 0.18% | -0.00% | $1,416,156.68 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/20/2047 | 3.63 |
| MTN MAURITIUS INVSTMENTS | 0.17% | -0.01% | $1,393,150.96 | Corporates | Communications | South Africa | 4.76% | Ba1 | 11/11/2024 | 5.06 |
| ABJA INVESTMENT CO | 0.17% | -0.00% | $1,377,586.12 | Corporates | Basic Industry | India | 5.45% | Ba3 | 01/24/2028 | 7.00 |
| FWLS 2017-SC01 M1 144A | 0.17% | -0.02% | $1,363,451.41 | Securitized | CMO | United States | 3.60% | A3 | 12/25/2046 | 2.07 |
| FNMA 30 YR | 0.17% | -0.00% | $1,357,142.27 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 12/01/2045 | 5.85 |
| POLARIS INTERMEDIATE 144A | 0.17% | 0.01% | $1,338,263.26 | Corporates | Consumer Non Cyclical | United States | 8.50% | Caa2 | 12/01/2022 | 3.39 |
| MPH ACQUISITION HOLDINGS 144A | 0.17% | 0.03% | $1,331,904.50 | Corporates | Consumer Non Cyclical | United States | 7.13% | Caa1 | 06/01/2024 | 2.90 |
| GWT 2017-WOLF C 144A | 0.17% | -0.01% | $1,328,380.66 | Securitized | NON AGENCY CMBS | United States | 3.48% | NR | 09/15/2034 | 0.04 |
| CNAC HK FINBRIDGE CO LTD | 0.16% | -0.01% | $1,314,900.55 | Government Related | Owned No Guarantee | China | 4.63% | NR | 03/14/2023 | 3.98 |
| CAIXABANK SA | 0.16% | -0.17% | $1,304,015.21 | Corporates | Banking | Spain | 2.75% | Ba1 | 07/14/2028 | 4.50 |
| UBER TECHNOLOGIES INC TL 1L BANKDEBT | 0.16% | -0.01% | $1,303,635.74 | Corporates | Technology | United States | 6.12% | B2 | 04/04/2025 | 0.29 |
| HUDBAY MINERALS INC 144A | 0.16% | -0.00% | $1,300,340.50 | Corporates | Basic Industry | Canada | 7.63% | B3 | 01/15/2025 | 3.48 |
| CAESARS RESORT COLLECTION TL 1L BANKDEBT | 0.16% | -0.01% | $1,277,107.71 | Corporates | Consumer Cyclical | United States | 4.99% | Ba3 | 12/23/2024 | 0.29 |
| SENSATA TECH UK FIN CO 144A | 0.16% | -0.01% | $1,271,078.82 | Corporates | Technology | United States | 6.25% | Ba3 | 02/15/2026 | 3.44 |
| SABINE PASS LIQUEFACTION | 0.16% | -0.01% | $1,270,743.75 | Corporates | Energy | United States | 5.75% | Baa3 | 05/15/2024 | 4.60 |
| GNMA ll 30 YR | 0.16% | -0.00% | $1,250,190.76 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 06/20/2047 | 4.66 |
| YANLORD LAND HK CO LTD | 0.15% | N/A | $1,237,402.80 | Corporates | Consumer Cyclical | China | 6.75% | Ba3 | 04/23/2023 | 3.72 |
| PERUSAHAAN GAS NEGARA | 0.15% | -0.01% | $1,236,797.70 | Government Related | Owned No Guarantee | Indonesia | 5.13% | Baa2 | 05/16/2024 | 4.76 |
| FILTRATION GROUP INC TL B 1L BANKDEBT | 0.15% | -0.01% | $1,231,719.36 | Corporates | Industrial Other | United States | 5.24% | B2 | 03/29/2025 | 0.30 |
| INTESA SANPAOLO SPA 144A | 0.15% | -0.13% | $1,231,297.06 | Corporates | Banking | Italy | 3.13% | Baa1 | 07/14/2022 | 3.48 |
| TURKEY | 0.15% | -0.01% | $1,227,927.82 | Government Related | Sovereign | Turkey | 6.25% | Ba3 | 09/26/2022 | 3.46 |
| LHMC FINCO SARL | 0.15% | N/A | $1,217,865.06 | Corporates | Consumer Cyclical | Spain | 6.25% | B2 | 12/20/2023 | 3.06 |
| EMIRATES AIRLINES | 0.15% | 0.11% | $1,215,528.72 | Corporates | Transportation | United Arab Emirates | 4.50% | NR | 02/06/2025 | 3.01 |
| WESTINGHOUSE TL 1L BANKDEBT | 0.15% | N/A | $1,214,400.00 | Corporates | Capital Goods | United States | 5.99% | B2 | 08/01/2025 | 0.16 |
| GNMA ll 30 YR | 0.15% | -0.00% | $1,210,008.08 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 07/20/2047 | 6.14 |
| COLOMBIA | 0.15% | -0.01% | $1,206,195.65 | Government Related | Sovereign | Colombia | 4.00% | Baa2 | 02/26/2024 | 4.72 |
| ACRISURE LLC TL B 1L BANKDEBT | 0.15% | N/A | $1,203,504.00 | Corporates | Insurance | United States | 6.59% | B2 | 11/22/2023 | 0.20 |
| TBG GLOBAL PTE LTD | 0.15% | N/A | $1,198,721.29 | Corporates | Communications | Indonesia | 5.25% | NR | 02/10/2022 | 2.73 |
| BAHAMAS 144A | 0.15% | -0.00% | $1,193,214.14 | Government Related | Sovereign | Bahamas | 6.00% | Baa3 | 11/21/2028 | 6.93 |
| GOLDMAN SACHS GROUP INC | 0.15% | -0.01% | $1,188,615.88 | Corporates | Banking | United States | 3.50% | A3 | 11/16/2026 | 6.63 |
| BAIDU INC | 0.15% | N/A | $1,185,569.66 | Corporates | Technology | China | 4.38% | A3 | 03/29/2028 | 7.63 |
| WOODSIDE FINANCE LTD 144A | 0.15% | -0.00% | $1,184,786.88 | Corporates | Energy | Australia | 3.70% | Baa1 | 03/15/2028 | 7.78 |
| EAGLECLAW MIDSTREAM VENT TL 1L BANKDEBT | 0.15% | N/A | $1,180,500.00 | Corporates | Energy | United States | 6.49% | B3 | 06/24/2024 | 0.20 |
| PRIME SECSRVC BRW/FINANC 144A | 0.15% | -0.10% | $1,175,201.87 | Corporates | Consumer Cyclical | United States | 9.25% | B3 | 05/15/2023 | 0.80 |
| ARDAGH PKG FIN/HLDGS USA | 0.14% | N/A | $1,157,659.73 | Corporates | Capital Goods | Ireland | 6.75% | B3 | 05/15/2024 | 0.62 |
| US TREASURY N/B | 0.14% | -0.00% | $1,147,218.75 | Treasuries | Treasuries | United States | 2.88% | Aaa | 05/15/2043 | 17.28 |
| SEDGWICK INC TL 1L BANKDEBT | 0.14% | N/A | $1,147,188.73 | Corporates | Financial Other | United States | 4.99% | B2 | 03/01/2021 | 0.09 |
| N&W GLOBAL VENDING SPA | 0.14% | N/A | $1,146,118.03 | Corporates | Industrial Other | Italy | 7.00% | B2 | 10/15/2023 | 1.49 |
| FORMULA ONE TL B 1L BANKDEBT | 0.14% | N/A | $1,145,378.85 | Corporates | Consumer Cyclical | United Kingdom | 4.74% | B2 | 02/01/2024 | 0.10 |
| SABINE PASS LIQUEFACTION | 0.14% | -0.01% | $1,126,163.66 | Corporates | Energy | United States | 5.00% | Baa3 | 03/15/2027 | 6.69 |
| SM INVESTMENTS CORP | 0.14% | -0.01% | $1,124,804.15 | Corporates | Industrial Other | Philippines | 4.88% | NR | 06/10/2024 | 4.91 |
| GFMT 2018-1 A33 144A | 0.14% | -0.02% | $1,124,689.96 | Securitized | CMO | United States | 3.50% | NR | 11/25/2057 | 3.17 |
| LISTRINDO CAPITAL BV | 0.14% | -0.01% | $1,119,989.51 | Corporates | Electric | Indonesia | 4.95% | Ba2 | 09/14/2026 | 6.40 |
| LOXAM SAS | 0.14% | N/A | $1,119,620.42 | Corporates | Capital Goods | France | 7.00% | NR | 07/23/2022 | 0.02 |
| ESKOM HOLDINGS SOC LTD 144A | 0.14% | N/A | $1,112,561.33 | Government Related | Owned No Guarantee | South Africa | 6.35% | Baa3 | 08/10/2028 | 7.32 |
| FINANCIAL & RISK US HOLD 144A | 0.14% | N/A | $1,103,062.50 | Corporates | Technology | United States | 8.25% | Caa2 | 11/15/2026 | 4.68 |
| JPMBB 2015-C28 B | 0.14% | -0.01% | $1,096,839.98 | Securitized | NON AGENCY CMBS | United States | 3.99% | NR | 10/15/2048 | 5.59 |
| IRSA PROPIEDADES COM | 0.14% | -0.01% | $1,096,627.07 | Corporates | REITs | Argentina | 8.75% | NR | 03/23/2023 | 3.74 |
| WINK HOLDCO INC TL 1L BANKDEBT | 0.14% | -0.01% | $1,092,259.85 | Corporates | Consumer Non Cyclical | United States | 5.24% | B2 | 12/02/2024 | 0.12 |
| CSAIL 2016-C6 C | 0.13% | -0.01% | $1,073,221.93 | Securitized | NON AGENCY CMBS | United States | 4.91% | NR | 01/15/2049 | 6.28 |
| PHARMERICA CORP TL B 1L BANKDEBT | 0.13% | -0.01% | $1,071,304.06 | Corporates | Consumer Non Cyclical | United States | 5.65% | B1 | 12/06/2024 | 0.30 |
| SS&C TECH INC TL B3/B4 STRIP BANKDEBT | 0.13% | -0.01% | $1,067,114.43 | Corporates | Technology | United States | 4.49% | Ba3 | 04/16/2025 | 0.20 |
| BX 2018-GW C 144A | 0.13% | -0.01% | $1,043,191.69 | Securitized | NON AGENCY CMBS | United States | 3.38% | NR | 05/15/2035 | 0.04 |
| CONSTELLIUM NV 144A | 0.13% | -0.00% | $1,021,802.35 | Corporates | Basic Industry | United States | 5.75% | B2 | 05/15/2024 | 3.49 |
| LOXAM SAS | 0.13% | N/A | $1,018,168.88 | Corporates | Capital Goods | France | 6.00% | NR | 04/15/2025 | 2.24 |
| TPMT 2017-1 M1 144A | 0.13% | -0.01% | $1,018,137.16 | Securitized | CMO | United States | 3.75% | Aa3 | 10/25/2056 | 5.74 |
| BANCO DO BRASIL (CAYMAN) | 0.13% | -0.00% | $1,010,019.67 | Government Related | Owned No Guarantee | Brazil | 9.00% | B2 | 12/18/2166 | 4.48 |
| INMOBILIARIA COLONIAL SA | 0.12% | -0.01% | $997,702.78 | Corporates | REITs | Spain | 2.73% | NR | 06/05/2023 | 4.42 |
| PRK 2017-280P B 144A | 0.12% | -0.01% | $997,056.17 | Securitized | NON AGENCY CMBS | United States | 3.24% | NR | 09/15/2034 | 0.04 |
| TPMT 2016-4 M1 144A | 0.12% | -0.01% | $992,041.03 | Securitized | CMO | United States | 3.25% | Aa2 | 07/25/2056 | 6.13 |
| POST HOLDINGS INC 144A | 0.12% | -0.01% | $984,166.78 | Corporates | Consumer Non Cyclical | United States | 5.63% | B3 | 01/15/2028 | 6.03 |
| TDF INFRASTRUCTURE SAS | 0.12% | -0.01% | $963,469.49 | Corporates | Communications | France | 2.50% | NR | 04/07/2026 | 6.78 |
| BANCO DE BOGOTA SA 144A | 0.12% | -0.01% | $963,014.26 | Corporates | Banking | Colombia | 4.38% | Baa2 | 08/03/2027 | 7.25 |
| FNMA 30 YR | 0.12% | -0.00% | $962,448.94 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 5.85 |
| HILT 2018-ORL B 144A | 0.12% | -0.01% | $941,344.36 | Securitized | NON AGENCY CMBS | United States | 3.21% | NR | 12/15/2034 | 0.04 |
| OMAN GOV INTERNTL BOND 144A | 0.12% | -0.00% | $940,653.16 | Government Related | Sovereign | Oman | 6.75% | Baa3 | 01/17/2048 | 12.61 |
| EUROPCAR DRIVE DAC | 0.12% | N/A | $939,909.13 | Corporates | Transportation | France | 4.13% | B3 | 11/15/2024 | 4.34 |
| ICTSI TREASURY B.V | 0.12% | -0.01% | $937,755.09 | Corporates | Transportation | Philippines | 5.88% | NR | 09/17/2025 | 5.76 |
| VEREIT OPERATING PARTNER | 0.12% | -0.01% | $935,854.76 | Corporates | REITs | United States | 3.95% | Baa3 | 08/15/2027 | 7.27 |
| COMM 2015-CR25 C | 0.12% | -0.01% | $935,792.02 | Securitized | NON AGENCY CMBS | United States | 4.54% | NR | 08/10/2048 | 5.82 |
| ASURION LLC TL B7 1L BANKDEBT | 0.11% | -0.01% | $913,543.52 | Corporates | Communications | United States | 5.24% | Ba3 | 11/03/2024 | 0.15 |
| SOUTH AFRICA | 0.11% | -0.00% | $901,874.57 | Treasuries | Treasuries | South Africa | 7.25% | Baa3 | 01/15/2020 | 1.19 |
| GNMA ll 30 YR | 0.11% | -0.00% | $881,857.03 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 09/20/2048 | 3.03 |
| PAKISTAN | 0.11% | N/A | $876,816.56 | Government Related | Sovereign | Pakistan | 6.88% | B3 | 12/05/2027 | 6.48 |
| ENBRIDGE INC | 0.11% | -0.01% | $871,013.98 | Corporates | Energy | Canada | 6.00% | Ba2 | 01/15/2077 | 6.46 |
| STACR 2018-SPI3 M2 144A | 0.11% | N/A | $870,342.11 | Securitized | CMO | United States | 4.17% | NR | 08/25/2048 | 5.50 |
| STARS GRP HLDS/STARS GRP 144A | 0.11% | -0.00% | $864,845.29 | Corporates | Consumer Cyclical | Canada | 7.00% | Caa1 | 07/15/2026 | 4.18 |
| GNMA II TBA OCT | 0.11% | N/A | $847,729.73 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/01/2033 | 2.98 |
| SMAT 2016-2US A4A | 0.10% | -0.01% | $817,435.13 | Securitized | Car Loan | Australia | 2.05% | Aaa | 12/14/2022 | 2.15 |
| ZAMBIA | 0.10% | -0.01% | $812,164.70 | Treasuries | Treasuries | Zambia | 11.00% | NR | 12/05/2021 | 2.19 |
| ELANCO ANIMAL HEALTH INC 144A | 0.10% | N/A | $804,590.33 | Corporates | Consumer Non Cyclical | United States | 3.91% | Baa3 | 08/27/2021 | 2.72 |
| FNMA 30 YR | 0.10% | -0.00% | $804,179.61 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2047 | 4.88 |
| TURKIYE GARANTI BANKASI | 0.10% | N/A | $800,761.12 | Corporates | Banking | Turkey | 6.25% | B1 | 04/20/2021 | 2.25 |
| CCC INFORMATION SRVCS INC TL 2L BANKDEBT | 0.10% | N/A | $789,419.55 | Corporates | Technology | United States | 8.99% | Caa2 | 04/28/2025 | 0.33 |
| VALEANT PHARMACEUTICALS 144A | 0.10% | -0.00% | $789,417.15 | Corporates | Consumer Non Cyclical | United States | 9.00% | Caa1 | 12/15/2025 | 3.82 |
| TRUCK HERO INC TL 1L BANKDEBT | 0.10% | N/A | $788,753.68 | Corporates | Consumer Cyclical | United States | 5.96% | B1 | 04/22/2024 | 0.16 |
| COLOGIX INC TL 1L BANKDEBT | 0.10% | -0.01% | $772,744.39 | Corporates | Communications | United States | 5.24% | B2 | 03/20/2024 | 0.22 |
| NAVSL 2017-A SUB 144A | 0.10% | -0.01% | $771,719.19 | Securitized | Student Loan | United States | 3.91% | NR | 12/16/2058 | 5.97 |
| MSBAM 2015-C24 B | 0.10% | -0.01% | $768,079.66 | Securitized | NON AGENCY CMBS | United States | 4.50% | NR | 05/15/2048 | 5.78 |
| GNMA ll 30 YR | 0.10% | -0.00% | $763,332.84 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 09/20/2046 | 6.62 |
| IHPT 2018-STAY C 144A | 0.09% | -0.01% | $746,594.34 | Securitized | NON AGENCY CMBS | United States | 3.41% | NR | 01/15/2033 | 0.03 |
| PRICELINE GROUP INC | 0.09% | -0.01% | $744,328.08 | Corporates | Consumer Cyclical | United States | 2.38% | NR | 09/23/2024 | 5.53 |
| BRITISH SKY BROADCASTING | 0.09% | -0.01% | $742,813.25 | Corporates | Communications | United Kingdom | 1.88% | Baa2 | 11/24/2023 | 4.90 |
| MULTIPLAN INC TL B 1L BANKDEBT | 0.09% | N/A | $737,521.36 | Corporates | Consumer Non Cyclical | United States | 5.14% | B1 | 06/07/2023 | 0.17 |
| MEXICO CITY ARPT TRUST | 0.09% | -0.00% | $733,051.71 | Government Related | Owned No Guarantee | Mexico | 3.88% | Baa1 | 04/30/2028 | 7.63 |
| SCRT 2017-2 M1 144A | 0.09% | -0.01% | $726,741.67 | Securitized | CMO | United States | 4.00% | B1 | 08/25/2056 | 4.52 |
| CRED SUIS GP FUN LTD | 0.09% | -0.01% | $712,409.47 | Corporates | Banking | Switzerland | 1.25% | Baa2 | 04/14/2022 | 3.46 |
| UNITED MEXICAN STATES | 0.09% | -0.01% | $703,438.55 | Government Related | Sovereign | Mexico | 3.63% | A3 | 03/15/2022 | 3.22 |
| EQUATE PETROCHEMICAL BV | 0.09% | N/A | $702,175.64 | Government Related | Government Sponsored | Kuwait | 4.25% | Baa2 | 11/03/2026 | 6.67 |
| DELPHI AUTOMOTIVE PLC | 0.09% | -0.01% | $695,734.06 | Corporates | Consumer Cyclical | United Kingdom | 1.50% | Baa2 | 03/10/2025 | 6.07 |
| INTELSAT JACKSON HLDG 144A | 0.09% | N/A | $683,644.44 | Corporates | Communications | United States | 8.50% | Caa2 | 10/15/2024 | 4.05 |
| EQUATE PETROCHEMICAL BV 144A | 0.08% | -0.00% | $682,100.42 | Government Related | Government Sponsored | Kuwait | 4.25% | Baa2 | 11/03/2026 | 6.72 |
| DRAX FINCO PLC | 0.08% | N/A | $676,387.73 | Corporates | Electric | United Kingdom | 4.25% | NR | 05/01/2022 | 1.76 |
| DAE AVIATION HOLDINGS TL 1L BANKDEBT | 0.08% | -0.00% | $676,110.15 | Corporates | Capital Goods | United States | 5.99% | B2 | 07/07/2022 | 0.06 |
| EXPORT-IMPORT BK INDIA | 0.08% | -0.01% | $676,009.51 | Government Related | Owned No Guarantee | India | 8.38% | NR | 07/24/2025 | 5.18 |
| PINNACLE BIDCO PLC | 0.08% | N/A | $675,166.79 | Corporates | Consumer Cyclical | United Kingdom | 6.38% | B3 | 02/15/2025 | 3.85 |
| TEVA PHARMACEUTICALS NE | 0.08% | -0.00% | $674,271.14 | Corporates | Consumer Non Cyclical | Israel | 6.00% | NR | 04/15/2024 | 4.35 |
| LEBANESE REPUBLIC | 0.08% | -0.01% | $660,880.64 | Government Related | Sovereign | Lebanon | 6.85% | NR | 03/23/2027 | 5.95 |
| JPMCC 2017-JP5 AS | 0.08% | -0.01% | $649,505.12 | Securitized | NON AGENCY CMBS | United States | 3.88% | Aa2 | 03/15/2050 | 7.08 |
| DISH DBS CORP | 0.08% | -0.00% | $649,265.63 | Corporates | Communications | United States | 7.75% | B1 | 07/01/2026 | 5.56 |
| VIRGIN MEDIA SECURED FIN | 0.08% | N/A | $647,068.04 | Corporates | Communications | United Kingdom | 4.88% | Ba3 | 01/15/2027 | 5.03 |
| SBA TOWER TRUST 144A | 0.08% | -0.01% | $640,814.79 | Corporates | Communications | United States | 2.90% | A2 | 10/15/2019 | 1.02 |
| STACR 2017-SPI1 M2 144A | 0.08% | -0.00% | $639,385.52 | Securitized | CMO | United States | 3.99% | Ba3 | 09/25/2047 | 3.97 |
| TEVA PHARMACEUTICALS NE | 0.08% | -0.00% | $636,295.74 | Corporates | Consumer Non Cyclical | Israel | 6.75% | Ba2 | 03/01/2028 | 6.81 |
| EXPORT-IMPORT BK INDIA | 0.08% | -0.01% | $632,699.02 | Government Related | Owned No Guarantee | India | 9.45% | NR | 01/22/2019 | 0.30 |
| AUTOSTRADE PER LITALIA | 0.08% | N/A | $629,095.50 | Corporates | Transportation | Italy | 4.38% | Baa1 | 09/16/2025 | 6.13 |
| FNMA 30 YR | 0.08% | -0.00% | $624,637.11 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 11/01/2045 | 5.85 |
| FNMA 30 YR | 0.08% | -0.00% | $621,323.34 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2044 | 4.03 |
| GNMA ll 30 YR | 0.08% | -0.00% | $608,011.65 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/20/2047 | 3.74 |
| AA BOND CO LTD | 0.08% | N/A | $602,705.71 | Corporates | Consumer Cyclical | United Kingdom | 5.50% | NR | 07/31/2022 | 3.45 |
| OMAN GOV INTERNTL BOND | 0.07% | N/A | $597,991.77 | Government Related | Sovereign | Oman | 5.63% | Baa3 | 01/17/2028 | 7.08 |
| DELTA AIRLINES 2015B | 0.07% | -0.01% | $591,550.18 | Corporates | Transportation | United States | 4.25% | Baa1 | 01/30/2025 | 3.49 |
| VICI PROP 1/VICI FC | 0.07% | -0.00% | $590,172.49 | Corporates | Consumer Cyclical | United States | 8.00% | B1 | 10/15/2023 | 2.38 |
| FNMA 30 YR | 0.07% | -0.00% | $582,750.95 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 5.85 |
| WOODSIDE FINANCE LTD 144A | 0.07% | -0.00% | $572,653.04 | Corporates | Energy | Australia | 3.70% | Baa1 | 09/15/2026 | 6.73 |
| CHARTER COMM OPT LLC/CAP WI | 0.07% | -0.01% | $572,439.77 | Corporates | Communications | United States | 4.91% | Ba1 | 07/23/2025 | 5.61 |
| CGCMT 2015-P1 B | 0.07% | -0.00% | $570,198.21 | Securitized | NON AGENCY CMBS | United States | 4.43% | NR | 09/15/2048 | 5.90 |
| UNITYMEDIA HESSEN / NRW 144A | 0.07% | -0.00% | $564,045.81 | Corporates | Communications | Germany | 5.00% | Ba3 | 01/15/2025 | 3.29 |
| EXGEN RENEWABLES IV LLC TL B 1L BANKDEBT | 0.07% | -0.00% | $563,191.07 | Corporates | Electric | United States | 5.32% | Ba2 | 11/28/2024 | 0.19 |
| CODERE FINANCE 2 LUXEMBO | 0.07% | -0.00% | $562,816.98 | Corporates | Consumer Cyclical | Argentina | 6.75% | B2 | 11/01/2021 | 2.53 |
| AMCAR 2016-4 D | 0.07% | -0.00% | $555,994.27 | Securitized | Car Loan | United States | 2.74% | NR | 12/08/2022 | 2.33 |
| BRIXMOR OPERATING PART | 0.07% | -0.00% | $552,282.82 | Corporates | REITs | United States | 3.90% | Baa3 | 03/15/2027 | 7.03 |
| CGGS 2018-WSS B 144A | 0.07% | -0.00% | $551,484.78 | Securitized | NON AGENCY CMBS | United States | 3.26% | Aa3 | 02/15/2037 | 0.04 |
| WINK HOLDCO INC TL 2L BANKDEBT | 0.07% | -0.00% | $548,284.00 | Corporates | Consumer Non Cyclical | United States | 9.00% | Caa1 | 12/01/2025 | 0.17 |
| POST HOLDINGS INC 144A | 0.07% | -0.01% | $547,308.69 | Corporates | Consumer Non Cyclical | United States | 8.00% | B3 | 07/15/2025 | 1.81 |
| ENCAPSYS LLC TL 2L BANKDEBT | 0.07% | -0.00% | $540,675.00 | Corporates | Basic Industry | United States | 9.74% | Caa1 | 11/07/2025 | 0.17 |
| CABOT FINANCIAL LUXEMBOU | 0.07% | -0.01% | $528,109.28 | Corporates | Financial Other | United Kingdom | 7.50% | B1 | 10/01/2023 | 3.39 |
| MSBAM 2017-C34 C | 0.07% | -0.00% | $524,448.71 | Securitized | NON AGENCY CMBS | United States | 4.33% | NR | 11/15/2052 | 7.43 |
| VALEANT PHARMACEUTICALS 144A | 0.06% | -0.00% | $521,436.47 | Corporates | Consumer Non Cyclical | United States | 6.50% | Ba3 | 03/15/2022 | 1.21 |
| LYNX II CORP 144A | 0.06% | -0.04% | $520,453.44 | Corporates | Communications | United Kingdom | 6.38% | B2 | 04/15/2023 | 1.45 |
| GHANA 144A | 0.06% | -0.00% | $518,726.01 | Government Related | Sovereign | Ghana | 8.63% | B3 | 06/16/2049 | 10.65 |
| GNMA II 30 YR | 0.06% | -0.01% | $508,276.32 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/20/2047 | 3.74 |
| AHT1 2018-ASHF C 144A | 0.06% | -0.00% | $500,570.86 | Securitized | NON AGENCY CMBS | United States | 3.56% | NR | 04/15/2035 | 0.04 |
| FWLS 2017-SC02 M1 144A | 0.06% | -0.01% | $493,138.22 | Securitized | CMO | United States | 3.87% | Baa1 | 05/25/2047 | 1.84 |
| UBS GROUP FUNDING 144A | 0.06% | -0.15% | $486,028.86 | Corporates | Banking | Switzerland | 4.13% | A3 | 09/24/2025 | 6.02 |
| CAS 2017-C07 2M2 | 0.06% | -0.00% | $485,863.15 | Securitized | CMO | United States | 4.72% | NR | 05/25/2030 | 0.15 |
| FNMA 30 YR | 0.06% | -0.00% | $479,934.78 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2035 | 4.03 |
| JAMAICA | 0.06% | -0.00% | $473,563.86 | Government Related | Sovereign | Jamaica | 7.88% | B3 | 07/28/2045 | 12.01 |
| GNMA ll 30 YR | 0.06% | -0.00% | $464,736.49 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/20/2048 | 3.31 |
| DCP MIDSTREAM LLC 144A | 0.06% | -0.00% | $463,528.84 | Corporates | Energy | United States | 6.75% | Ba2 | 09/15/2037 | 10.92 |
| LUCID ENERGY GROUP II TL 1L BANKDEBT | 0.06% | -0.00% | $455,734.88 | Corporates | Energy | United States | 5.16% | B2 | 02/17/2025 | 0.08 |
| STACR 2015-HQ2 M2 | 0.06% | -0.01% | $448,640.09 | Securitized | CMO | United States | 4.17% | Aa1 | 05/25/2025 | 0.10 |
| BRIXMOR OPERATING PART | 0.05% | -0.00% | $431,799.34 | Corporates | REITs | United States | 4.13% | Baa3 | 06/15/2026 | 6.38 |
| PETROLEOS MEXICANOS | 0.05% | -0.00% | $412,178.50 | Government Related | Owned No Guarantee | Mexico | 6.75% | Baa3 | 09/21/2047 | 12.28 |
| ZAMBIA | 0.05% | -0.01% | $410,317.26 | Treasuries | Treasuries | Zambia | 11.00% | NR | 02/27/2022 | 2.39 |
| GNMA ll 30 YR | 0.05% | -0.00% | $408,988.95 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 11/20/2040 | 4.96 |
| ALTICE SA 144A | 0.05% | -0.00% | $393,459.24 | Corporates | Communications | Luxembourg | 7.75% | B3 | 05/15/2022 | 2.58 |
| AKBANK TAS | 0.05% | N/A | $387,690.08 | Corporates | Banking | Turkey | 4.00% | B1 | 01/24/2020 | 1.24 |
| VALEANT PHARMACEUTICALS 144A | 0.05% | -0.00% | $381,363.81 | Corporates | Consumer Non Cyclical | United States | 7.00% | Ba3 | 03/15/2024 | 2.34 |
| TURKEY | 0.05% | -0.01% | $380,889.64 | Government Related | Sovereign | Turkey | 11.88% | Ba3 | 01/15/2030 | 6.72 |
| FINANCIAL & RISK US HOLD 144A | 0.05% | N/A | $375,468.75 | Corporates | Technology | United States | 6.25% | B2 | 05/15/2026 | 4.72 |
| PETROLEOS DE VENEZUELA S | 0.05% | -0.00% | $366,562.50 | Government Related | Owned No Guarantee | Venezuela | 8.50% | C | 10/27/2020 | 1.39 |
| MEXICO CITY ARPT TRUST | 0.05% | -0.00% | $362,710.52 | Government Related | Owned No Guarantee | Mexico | 5.50% | Baa1 | 07/31/2047 | 13.37 |
| INTRALOT CAPITAL LUX | 0.04% | N/A | $356,107.28 | Corporates | Consumer Cyclical | Greece | 5.25% | B2 | 09/15/2024 | 4.78 |
| SRI LANKA | 0.04% | -0.00% | $353,806.83 | Treasuries | Treasuries | Sri Lanka | 8.00% | NR | 11/15/2018 | 0.13 |
| DROT 2014-1 B 144A | 0.04% | -0.01% | $342,345.27 | Securitized | ABS Other | United States | 2.98% | NR | 05/20/2027 | 2.14 |
| STACR 2014-HQ2 M2 | 0.04% | -0.01% | $341,701.81 | Securitized | CMO | United States | 4.42% | Aa1 | 09/25/2024 | 0.11 |
| GNMA ll 30 YR | 0.04% | -0.00% | $331,783.20 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 05/20/2043 | 6.48 |
| GNMA ll 30 YR | 0.04% | -0.00% | $326,431.65 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 02/20/2043 | 6.48 |
| CAS 2017-C03 1M2 | 0.04% | -0.00% | $323,309.28 | Securitized | CMO | United States | 5.22% | B1 | 10/25/2029 | 0.29 |
| BORAL FINANCE PTY LTD 144A | 0.04% | -0.00% | $323,007.16 | Corporates | Capital Goods | Australia | 3.75% | Baa2 | 05/01/2028 | 7.73 |
| CELULOSA ARAUCO CONSTITU | 0.04% | -0.00% | $318,215.80 | Corporates | Basic Industry | Chile | 5.50% | Baa3 | 11/02/2047 | 13.98 |
| PELABUHAN INDONESIA III | 0.04% | -0.00% | $306,262.50 | Government Related | Owned No Guarantee | Indonesia | 4.88% | Baa3 | 10/01/2024 | 5.16 |
| HGVT 2017-AA B 144A | 0.04% | -0.01% | $303,433.50 | Securitized | ABS Other | United States | 2.96% | NR | 12/26/2028 | 2.27 |
| INDONESIA | 0.04% | -0.00% | $298,443.96 | Government Related | Sovereign | Indonesia | 4.13% | Baa2 | 01/15/2025 | 5.44 |
| NRG ENERGY INC 144A | 0.04% | -0.00% | $296,434.37 | Corporates | Electric | United States | 5.75% | B1 | 01/15/2028 | 5.63 |
| DCP MIDSTREAM LLC | 0.04% | 0.02% | $294,335.55 | Corporates | Energy | United States | 8.13% | Ba2 | 08/16/2030 | 7.92 |
| SEVEN GENERATIONS ENERGY 144A | 0.04% | -0.00% | $291,998.81 | Corporates | Energy | Canada | 6.75% | Ba3 | 05/01/2023 | 2.00 |
| US TREASURY N/B | 0.04% | -0.00% | $291,464.13 | Treasuries | Treasuries | United States | 1.63% | Aaa | 05/15/2026 | 7.04 |
| CAS 2017-C06 2M2 | 0.04% | -0.00% | $287,371.91 | Securitized | CMO | United States | 5.02% | NR | 02/25/2030 | 0.19 |
| UNIVISION COMMUNICATIONS 144A | 0.04% | -0.00% | $282,463.65 | Corporates | Communications | United States | 5.13% | B2 | 02/15/2025 | 4.81 |
| UNIVISION COMMUNICATIONS 144A | 0.04% | -0.00% | $281,838.82 | Corporates | Communications | United States | 5.13% | B2 | 05/15/2023 | 3.54 |
| FHLMC GOLD | 0.03% | -0.00% | $273,762.78 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 4.72 |
| FNMA 30 YR | 0.03% | -0.00% | $264,751.09 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 12/01/2045 | 5.85 |
| KRONOS INC/MA TL B 1L BANKDEBT | 0.03% | -0.00% | $254,899.75 | Corporates | Technology | United States | 5.34% | B2 | 11/01/2023 | 0.14 |
| BOMFT 2017-SPL5 A 144A | 0.03% | -0.00% | $250,786.71 | Securitized | CMO | United States | 3.50% | NR | 06/28/2057 | 2.27 |
| MVWOT 2017-1A C 144A | 0.03% | -0.00% | $243,482.19 | Securitized | ABS Other | United States | 2.99% | NR | 12/20/2034 | 2.78 |
| BORAL FINANCE PTY LTD 144A | 0.03% | -0.00% | $238,766.91 | Corporates | Capital Goods | Australia | 3.00% | Baa2 | 11/01/2022 | 3.74 |
| CAS 2018-C02 2M2 | 0.03% | -0.00% | $238,204.24 | Securitized | CMO | United States | 4.42% | NR | 08/25/2030 | 0.08 |
| STACR 2016-DNA1 M2 | 0.03% | -0.01% | $237,528.04 | Securitized | CMO | United States | 5.12% | A2 | 07/25/2028 | 0.09 |
| HUDBAY MINERALS INC 144A | 0.03% | -0.00% | $235,770.04 | Corporates | Basic Industry | Canada | 7.25% | B3 | 01/15/2023 | 2.36 |
| VANTIV LLC/ISSUER CORP 144A | 0.03% | -0.00% | $231,366.03 | Corporates | Technology | United States | 4.38% | B1 | 11/15/2025 | 5.08 |
| ISLANDSBANKI | 0.03% | -0.00% | $225,796.80 | Government Related | Owned No Guarantee | Iceland | 1.75% | NR | 09/07/2020 | 1.92 |
| JAMAICA | 0.03% | -0.00% | $223,504.10 | Government Related | Sovereign | Jamaica | 6.75% | B3 | 04/28/2028 | 6.56 |
| SERBIA | 0.03% | -0.00% | $218,206.37 | Government Related | Sovereign | Serbia | 7.25% | Ba3 | 09/28/2021 | 2.70 |
| PERUSAHAAN GAS NEGARA 144A | 0.03% | -0.00% | $206,132.95 | Government Related | Owned No Guarantee | Indonesia | 5.13% | Baa2 | 05/16/2024 | 4.81 |
| SRI LANKA | 0.03% | -0.00% | $203,545.47 | Government Related | Sovereign | Sri Lanka | 6.85% | B1 | 11/03/2025 | 5.38 |
| MVWOT 2017-1A B 144A | 0.03% | -0.00% | $201,821.05 | Securitized | ABS Other | United States | 2.75% | NR | 12/20/2034 | 2.80 |
| FNMA 30 YR | 0.02% | -0.00% | $197,123.35 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2035 | 3.82 |
| SRI LANKA 144A | 0.02% | -0.00% | $193,288.28 | Government Related | Sovereign | Sri Lanka | 6.20% | B1 | 05/11/2027 | 6.49 |
| VGD MERGER SUB LLC TL 2L BANKDEBT | 0.02% | N/A | $186,735.30 | Corporates | Consumer Cyclical | United States | 9.74% | Caa1 | 08/18/2024 | 0.20 |
| EXPORT CREDIT BANK OF TU | 0.02% | N/A | $183,165.13 | Government Related | Owned No Guarantee | Turkey | 5.38% | B1 | 10/24/2023 | 4.17 |
| GNMA ll 30 YR | 0.02% | -0.00% | $182,088.52 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 03/20/2047 | 3.81 |
| JPMCC 2016-JP3 B | 0.02% | -0.00% | $176,056.51 | Securitized | NON AGENCY CMBS | United States | 3.40% | A2 | 08/15/2049 | 6.88 |
| TPMT 2015-3 A1B 144A | 0.02% | -0.00% | $173,641.05 | Securitized | CMO | United States | 3.00% | Aaa | 03/25/2054 | 1.58 |
| PETROLEOS DE VENEZUELA S | 0.02% | -0.00% | $172,249.00 | Government Related | Owned No Guarantee | Venezuela | 6.00% | NR | 05/16/2024 | 2.20 |
| HGVT 2014-AA A 144A | 0.02% | -0.00% | $161,838.59 | Securitized | ABS Other | United States | 1.77% | NR | 11/25/2026 | 1.15 |
| REPUBLIC OF ARGENTINA | 0.02% | -0.00% | $159,948.77 | Government Related | Sovereign | Argentina | 7.13% | NR | 06/28/2117 | 10.69 |
| MRIYA FARMING PLC 144A | 0.02% | N/A | $151,472.25 | Corporates | Consumer Non Cyclical | United Kingdom | 0.01% | NR | 12/31/2025 | 7.00 |
| PETROLEOS MEXICANOS 144A | 0.02% | -0.00% | $144,581.09 | Government Related | Owned No Guarantee | Mexico | 7.19% | Baa3 | 09/12/2024 | 4.68 |
| WOODSIDE FINANCE LTD 144A | 0.02% | -0.00% | $139,789.36 | Corporates | Energy | Australia | 3.65% | Baa1 | 03/05/2025 | 5.58 |
| HBOS PLC | 0.02% | -0.00% | $132,799.95 | Corporates | Banking | United Kingdom | 5.37% | NR | 06/30/2021 | 2.62 |
| FNMA 30 YR | 0.02% | -0.00% | $128,698.15 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 6.07 |
| PETROLEOS DE VENEZUELA SA | 0.01% | -0.00% | $119,850.00 | Government Related | Owned No Guarantee | Venezuela | 9.00% | NR | 11/17/2021 | 0.66 |
| FNMA 30 YR | 0.01% | -0.00% | $108,202.37 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2041 | 4.52 |
| REPUBLIC OF VENEZUELA | 0.01% | -0.00% | $106,680.00 | Government Related | Sovereign | Venezuela | 7.75% | C | 10/13/2019 | 0.40 |
| RED CARRETERAS OCCIDE 144A | 0.01% | 0.00% | $106,218.77 | Corporates | Industrial Other | Mexico | 9.00% | NR | 06/10/2028 | 6.22 |
| FNMA 30 YR | 0.01% | -0.00% | $105,945.51 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 02/01/2040 | 4.28 |
| COLT 2018-1 A3 144A | 0.01% | -0.00% | $105,407.32 | Securitized | CMO | United States | 3.08% | NR | 02/25/2048 | 1.72 |
| FNMA 30 YR | 0.01% | -0.00% | $105,099.42 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2040 | 4.29 |
| IRIDIUM COMMUNICATIONS I 144A | 0.01% | N/A | $102,968.75 | Corporates | Communications | United States | 10.25% | Caa1 | 04/15/2023 | 1.96 |
| BOARDWALK PIPELINES LP | 0.01% | -0.00% | $102,107.26 | Corporates | Energy | United States | 4.45% | Baa3 | 07/15/2027 | 7.05 |
| AMERICA MOVIL SAB DE CV | 0.01% | 0.00% | $101,287.98 | Corporates | Communications | Mexico | 6.45% | A3 | 12/05/2022 | 3.50 |
| MCMLT 2016-1 A1 144A | 0.01% | -0.00% | $99,857.87 | Securitized | CMO | United States | 2.50% | Aaa | 04/25/2057 | 1.82 |
| GFORT 2016-1 C 144A | 0.01% | -0.00% | $99,640.15 | Securitized | Car Loan | United States | 2.85% | Aa3 | 05/17/2021 | 1.74 |
| SOUTH AFRICA | 0.01% | -0.00% | $98,814.62 | Government Related | Sovereign | South Africa | 4.67% | Baa3 | 01/17/2024 | 4.58 |
| FHLMC GOLD | 0.01% | -0.00% | $97,018.38 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2040 | 5.04 |
| US TREASURY N/B | 0.01% | -0.00% | $95,062.60 | Treasuries | Treasuries | United States | 1.25% | Aaa | 12/31/2018 | 0.25 |
| BANK OF AMERICA CORP | 0.01% | -0.00% | $89,866.97 | Corporates | Banking | United States | 3.25% | A3 | 10/21/2027 | 7.37 |
| FNMA 30 YR | 0.01% | -0.00% | $88,299.84 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 06/01/2038 | 3.97 |
| GNMA ll 30 YR | 0.01% | -0.00% | $87,753.75 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/20/2047 | 3.63 |
| ZAMBIA | 0.01% | -0.01% | $86,230.52 | Treasuries | Treasuries | Zambia | 11.00% | NR | 08/29/2021 | 2.13 |
| FNMA 30 YR | 0.01% | -0.00% | $83,488.83 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 04/01/2035 | 3.88 |
| FNMA 30 YR | 0.01% | -0.00% | $81,108.52 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 4.77 |
| MVWOT 2014-1A A 144A | 0.01% | -0.00% | $80,076.89 | Securitized | ABS Other | United States | 2.25% | NR | 09/22/2031 | 1.69 |
| ITRX XOVER EUR S29 REC 262.5 12/19/2018 | 0.01% | -0.14% | $79,440.42 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| FNMA 30 YR | 0.01% | -0.00% | $78,743.69 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/01/2034 | 3.75 |
| REPUBLIC OF ARGENTINA | 0.01% | -0.00% | $73,526.45 | Government Related | Sovereign | Argentina | 6.88% | B2 | 01/26/2027 | 5.93 |
| FNMA 30 YR | 0.01% | -0.00% | $73,141.30 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2035 | 3.82 |
| GNMA 30 YR PLAT | 0.01% | -0.00% | $68,795.64 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 09/15/2041 | 5.41 |
| EL SALVADOR | 0.01% | -0.00% | $66,212.14 | Government Related | Sovereign | El Salvador | 5.88% | B3 | 01/30/2025 | 5.11 |
| FNMA 30 YR | 0.01% | -0.00% | $65,528.17 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 10/01/2038 | 4.03 |
| COLT 2017-1 A3 144A | 0.01% | -0.00% | $62,016.74 | Securitized | CMO | United States | 3.07% | NR | 05/27/2047 | 1.58 |
| PROSIEBEN MEDIA AG | 0.01% | -0.00% | $61,324.54 | Corporates | Communications | Germany | 2.63% | NR | 04/15/2021 | 2.24 |
| JPMBB 2015-C30 A5 | 0.01% | -0.00% | $60,832.16 | Securitized | NON AGENCY CMBS | United States | 3.82% | Aaa | 07/15/2048 | 5.91 |
| FNMA 30 YR | 0.01% | -0.00% | $60,186.40 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 4.52 |
| FNMA 30 YR | 0.01% | -0.00% | $57,664.09 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2036 | 4.03 |
| VENEZUELA | 0.01% | -0.00% | $55,083.50 | Government Related | Sovereign | Venezuela | 6.00% | C | 12/09/2020 | 1.26 |
| GNMA ll 30 YR | 0.01% | -0.00% | $54,706.37 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/20/2047 | 3.74 |
| MVWOT 2013-1A A 144A | 0.01% | -0.00% | $54,004.59 | Securitized | ABS Other | United States | 2.15% | NR | 04/22/2030 | 1.10 |
| FNMA 30 YR | 0.01% | -0.00% | $52,978.86 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 4.77 |
| FNMA 30 YR | 0.01% | -0.00% | $50,034.24 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2037 | 4.03 |
| ARGENTINA | 0.01% | -0.01% | $48,455.46 | Government Related | Sovereign | Argentina | 5.88% | B2 | 01/11/2028 | 6.58 |
| FNMA 30 YR | 0.01% | -0.00% | $47,639.23 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 03/01/2041 | 4.95 |
| FNMA 30 YR | 0.01% | -0.00% | $45,087.62 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/01/2039 | 4.28 |
| FNMA 30 YR | 0.01% | -0.00% | $44,060.00 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 08/01/2037 | 3.80 |
| FHLMC GOLD | 0.01% | -0.00% | $42,793.62 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/01/2040 | 4.29 |
| FNMA 30 YR | 0.01% | -0.00% | $41,137.14 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2039 | 4.28 |
| FNMA 30 YR | 0.00% | -0.00% | $39,347.82 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2042 | 4.95 |
| SIRIUS XM RADIO INC 144A | 0.00% | -0.00% | $38,731.52 | Corporates | Communications | United States | 5.00% | Ba3 | 08/01/2027 | 5.97 |
| FHLM Gold | 0.00% | -0.00% | $36,968.67 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2041 | 4.92 |
| FNMA 30 YR | 0.00% | -0.00% | $35,990.26 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2040 | 4.52 |
| FHLMC GOLD | 0.00% | -0.00% | $33,228.60 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/01/2036 | 3.80 |
| FNMA 30 YR | 0.00% | -0.00% | $32,467.71 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2037 | 3.75 |
| FNMA 30 YR | 0.00% | -0.00% | $30,897.82 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/01/2035 | 3.83 |
| FNMA 30 YR | 0.00% | -0.00% | $30,740.44 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 4.77 |
| FNMA 30 YR | 0.00% | -0.00% | $30,579.32 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2034 | 3.75 |
| FNMA 30 YR | 0.00% | -0.00% | $30,529.13 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2039 | 4.28 |
| FNMA 30 YR | 0.00% | -0.00% | $30,082.77 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 11/01/2035 | 4.03 |
| FNMA 30 YR | 0.00% | -0.00% | $28,972.11 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/01/2034 | 3.75 |
| FNMA 30 YR | 0.00% | -0.00% | $28,793.56 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 05/01/2042 | 4.97 |
| FNMA 30 YR | 0.00% | -0.00% | $28,196.17 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 03/01/2036 | 4.03 |
| FNMA 30 YR | 0.00% | -0.00% | $26,970.29 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2038 | 4.03 |
| FNMA 30 YR | 0.00% | -0.00% | $24,336.24 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 11/01/2039 | 4.28 |
| GNR 2013-24 OI | 0.00% | -0.00% | $23,632.92 | Securitized | CMO | United States | 4.00% | NR | 02/20/2043 | -10.90 |
| FNMA 30 YR | 0.00% | -0.00% | $23,065.36 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/01/2039 | 4.28 |
| GNMA ll 30 YR | 0.00% | -0.00% | $22,816.30 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 09/20/2040 | 4.96 |
| FHLMC GOLD | 0.00% | -0.00% | $22,310.15 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/01/2040 | 4.76 |
| FHLMC GOLD | 0.00% | -0.00% | $21,946.44 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 06/01/2039 | 4.25 |
| FNMA 30 YR | 0.00% | -0.00% | $21,198.46 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 09/01/2036 | 3.80 |
| FNMA 30 YR | 0.00% | -0.00% | $20,821.41 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2040 | 4.45 |
| FNMA 30 YR | 0.00% | -0.00% | $20,310.53 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 12/01/2035 | 3.87 |
| FNMA 30 YR | 0.00% | -0.00% | $19,200.66 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2041 | 4.77 |
| FNMA 30 YR | 0.00% | -0.00% | $18,935.12 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2042 | 4.69 |
| FHLMC GOLD | 0.00% | -0.00% | $18,612.81 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2042 | 4.81 |
| FNMA 30 YR | 0.00% | -0.00% | $17,830.41 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 03/01/2037 | 4.03 |
| FNMA 30 YR | 0.00% | -0.00% | $17,141.12 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2033 | 3.75 |
| FNMA 30 YR | 0.00% | -0.00% | $16,080.55 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 08/01/2037 | 4.03 |
| SRFC 2015-1A A 144A | 0.00% | -0.00% | $15,805.48 | Securitized | ABS Other | United States | 2.40% | NR | 03/22/2032 | 0.90 |
| FHLMC GOLD | 0.00% | -0.00% | $15,559.49 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 4.52 |
| FNMA 30 YR | 0.00% | -0.00% | $15,373.94 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2035 | 3.82 |
| FNMA 30 YR | 0.00% | -0.00% | $14,809.00 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2039 | 4.03 |
| FHLMC GOLD | 0.00% | -0.00% | $13,501.57 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/01/2040 | 4.29 |
| FHLMC GOLD | 0.00% | -0.00% | $12,398.65 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/01/2039 | 4.53 |
| FNMA 30 YR | 0.00% | -0.00% | $12,381.36 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2038 | 4.03 |
| FHLMC GOLD | 0.00% | -0.00% | $12,322.29 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/01/2040 | 4.76 |
| FHLMC GOLD | 0.00% | -0.00% | $11,784.70 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 11/01/2040 | 4.76 |
| GNMA ll 30 YR | 0.00% | -0.00% | $10,866.80 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/20/2041 | 4.38 |
| CDX IG S31 REC 55 11/21/2018 | 0.00% | -0.14% | $10,605.45 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
| FNMA 30 YR | 0.00% | -0.00% | $10,570.94 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2042 | 4.28 |
| ALTICE FINCO SA 144A | 0.00% | -0.00% | $10,272.21 | Corporates | Communications | Luxembourg | 8.13% | B3 | 01/15/2024 | 2.71 |
| FHLMC GOLD | 0.00% | -0.00% | $9,561.65 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 10/01/2038 | 4.07 |
| FHLMC GOLD | 0.00% | -0.00% | $9,361.13 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 10/01/2039 | 4.25 |
| FNMA 30 YR | 0.00% | -0.00% | $9,207.31 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2041 | 4.29 |
| FNMA 30 YR | 0.00% | -0.00% | $8,967.69 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2042 | 4.39 |
| FNMA 30 YR | 0.00% | -0.00% | $8,108.50 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2038 | 4.03 |
| FHLMC GOLD | 0.00% | -0.00% | $7,166.70 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2040 | 4.29 |
| FHLMC GOLD | 0.00% | -0.00% | $6,547.60 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 4.76 |
| GNR 2011-41 AI | 0.00% | -0.00% | $5,917.42 | Securitized | CMO | United States | 4.50% | NR | 12/20/2039 | -22.40 |
| FNMA 30 YR | 0.00% | -0.00% | $4,248.90 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2035 | 4.03 |
| FHLMC GOLD | 0.00% | -0.00% | $4,074.31 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 4.52 |
| FHLMC GOLD | 0.00% | -0.00% | $3,972.69 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2040 | 4.76 |
| PETROLEOS DE VENEZUELA S | 0.00% | -0.00% | $3,682.50 | Government Related | Owned No Guarantee | Venezuela | 12.75% | NR | 02/17/2022 | 0.91 |
| FNMA 30 YR | 0.00% | -0.00% | $3,503.59 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2039 | 3.97 |
| FNMA 30 YR | 0.00% | -0.00% | $2,454.91 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 4.03 |
| Mriya Farming | 0.00% | -0.15% | $1,481.34 | Corporates | Industrial Other | United Kingdom | N/A | N/A | N/A | N/A |
| FHLMC GOLD | 0.00% | -0.00% | $1,231.81 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2040 | 4.29 |
| FNMA 30 YR | 0.00% | -0.00% | $1,208.90 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 4.03 |
| GNR 2011-88 EI | 0.00% | -0.00% | $870.36 | Securitized | CMO | United States | 4.50% | NR | 11/20/2039 | -29.92 |
| Mriya Farming | 0.00% | -0.15% | $10.08 | Corporates | Industrial Other | United Kingdom | N/A | N/A | N/A | N/A |
| CDX IG S31 PAY 85 11/21/2018 | -0.00% | -0.15% | $-12,321.97 | Derivatives | Options | United States | N/A | NR | N/A | N/A |
Numbers may not total 100% due to rounding.
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 (11/30/2018)
| Quality Rating | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| US Government Agency Securities | 14.23% | 12.06% | |
| US Treasury | 2.54% | 15.84% | |
| AAA | 5.46% | 12.28% | |
| AA | 4.44% | 15.40% | |
| A | 12.13% | 25.40% | |
| BBB | 20.55% | 16.19% | |
| BB | 13.17% | 0.54% | |
| B | 13.56% | 0.00% | |
| CCC | 1.96% | 0.00% | |
| C | 0.02% | 0.00% | |
| Not Rated | 4.58% | 2.28% | |
| Reserves | 7.33% | 0.00% | |
| D | 0.03% | 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 (11/30/2018)
| Bond Maturity | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 5-7 Years | 21.44% | 13.67% | |
| 7-10 Years | 21.29% | 20.85% | |
| 3-5 Years | 19.87% | 18.72% | |
| 10+ Years | 17.24% | 24.50% | |
| 0-1 Years | 12.75% | 0.00% | |
| 1-3 Years | 7.41% | 22.25% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Numbers may not total 100% due to rounding.
Duration Analysis (11/30/2018)
| Duration | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| 3-5 Years | 30.40% | 22.06% | |
| 5-7 Years | 23.66% | 21.45% | |
| Under 1 Year | 18.50% | 0.12% | |
| 1-3 Years | 10.89% | 23.32% | |
| 7-10 Years | 9.51% | 12.83% | |
| Over 10 Years | 7.04% | 20.21% |
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 (11/30/2018)
| Sector | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Global High Yield | 13.69% | 0.00% | |
| Cash & Equivalents | 7.33% | 0.00% | |
| Emerging Market Corporates | 5.12% | 0.69% | |
| Securitized | 6.71% | 3.77% | |
| U.S. Mortgage | 14.16% | 11.62% | |
| Global Investment Grade | 7.35% | 17.91% | |
| Global Sovereign | 45.64% | 66.01% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Numbers may not total 100% due to rounding.
Source: T. Rowe Price
Currency Diversification (11/30/2018)
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| U.S. dollar | 83.09% | 45.19% | |
| Mexican peso | 0.49% | 0.28% | |
| Canadian dollar | 0.02% | 2.72% | |
| New Zealand dollar | 0.00% | 0.12% | |
| Australian dollar | -0.00% | 1.33% | |
| Dollar Bloc | 83.60% | 49.64% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| euro | 0.44% | 24.57% | |
| Czech koruna | 0.00% | 0.09% | |
| Danish krone | 0.00% | 0.26% | |
| Hungarian forint | 0.00% | 0.08% | |
| Norwegian krone | 0.00% | 0.10% | |
| Swiss franc | 0.00% | 0.59% | |
| Swedish krona | -0.01% | 0.43% | |
| British pound sterling | -0.01% | 4.79% | |
| Polish zloty | -0.05% | 0.22% | |
| European Bloc | 0.37% | 31.13% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Japanese yen | 7.01% | 16.57% | |
| Malaysian ringgit | 1.46% | 0.29% | |
| Thai baht | 0.48% | 0.31% | |
| Korean won | 0.01% | 1.30% | |
| Hong Kong dollar | 0.01% | 0.02% | |
| Singapore dollar | 0.00% | 0.19% | |
| Far East Bloc | 8.98% | 18.69% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
| Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
|---|---|---|---|
| Egyptian pound | 1.53% | 0.00% | |
| New Romanian leu | 1.50% | 0.00% | |
| Indonesian rupiah | 1.06% | 0.28% | |
| Serbia dinar | 1.00% | 0.00% | |
| South African rand | 0.99% | 0.00% | |
| Chinese renminbi | 0.94% | 0.00% | |
| Sri Lanka rupee | 0.25% | 0.00% | |
| Chilean peso | 0.03% | 0.01% | |
| Brazilian real | 0.02% | 0.00% | |
| Russian ruble | 0.02% | 0.13% | |
| Israeli shekel | 0.00% | 0.11% | |
| Offshore Chinese renminbi | 0.00% | 0.00% | |
| Zambian new kwacha | -0.05% | 0.00% | |
| Indian rupee | -0.23% | 0.00% | |
| Emerging Markets Bloc | 7.05% | 0.53% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Numbers may not total 100% due to rounding.
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
| 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 3.25% | 19.87% | 10.42% | 1.93% | 10.90% | 0.30% | 4.32% | -0.04% | 6.84% | 6.46% | Fund | |
| 5.58% | 5.09% | 4.61% | 5.40% | 5.72% | -0.14% | 7.59% | 1.02% | 3.95% | 3.04% | Benchmark | |
| -2.33% | 14.78% | 5.81% | -3.47% | 5.18% | 0.44% | -3.27% | -1.06% | 2.89% | 3.42% | 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 |
| 2014 Year End | - | $0.19 | $0.04 | 12/04/2014 | 12/05/2014 | 12/08/2014 | 20141208 |
Future Declarations
| Period | Declaration/Record Date | Ex-Dividend Date | Payment Date | Sort Column |
|---|---|---|---|---|
| 2018 Year End | 12/14/2018 | 12/17/2018 | 12/18/2018 | 12/18/2018 |
Financial Advisors
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Tel: 1-800-564-6958
Contact Advisor Services
1
© 2018 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.
Steve Huber is a portfolio manager in the Fixed Income Division at T. Rowe Price. Mr. Huber has lead portfolio management responsibilities for the Global and Institutional Global Multi-Sector Bond ...
Ken Orchard is a senior portfolio manager in the Fixed Income Division and a member of the Global Fixed Income Investment Team, with a specific responsibility for leading the European bloc research...