Global Multi-Sector Bond Fund
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.
Morningstar (Category)
Morningstar
(Overall Rating)1
Data as of 12/31/2020
Data as of 12/31/2020
Fund Manager Tenure2
Net Assets3
(USD)
Data as of 12/31/2020
Data as of 12/31/2020
Price
(USD)
Daily Price Change
Data as of 01/25/2021
Data as of 01/25/2021
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 12/31/2020
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 | 94 | |
3 Years | 94 | |
5 Years | 62 | |
10 Years | 38 |
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
2.46%Data as of 12/31/2020
without waiver
2.46%Data as of 12/31/2020
30-Day Annualized Dividend Yield
with waiver
2.43%Data as of 01/25/2021
Monthly Dividend
(USD)
$0.028276724
Data as of 12/31/2020
Monthly Dividend
Rate
0.02%
Data as of 01/25/2021
Average Annual Total Returns (Investor Class)
1 YR
8.14% 8.14%Benchmark
5.58% 5.58%Value
2.56% 2.56%Data as of 12/31/2020
Data as of 12/31/2020
3 YR
6.23% 6.23%Benchmark
5.15% 5.15%Value
1.08% 1.08%5 YR
6.40% 6.40%Benchmark
4.49% 4.49%Value
1.91% 1.91%10 YR
4.89% 4.89%Benchmark
4.18% 4.18%Value
0.71% 0.71%Expense Ratio
Gross
0.67%Net
0.67%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
0.31%Benchmark
-0.34%Value
0.65%Data as of 01/25/2021
Monthly YTD
8.14%Benchmark
5.58%Value
2.56%Data as of 12/31/2020
One Month
1.16%Benchmark
0.31%Value
0.85%Three Months
4.13%Benchmark
0.89%Value
3.24%Asset Allocation
Net Assets
(USD)
$1.4b
Holdings
Total
Holdings
546
Quality
N/A
Maturity
Weighted Average
6.79 YearsDuration
Weighted Average
6.10 YearsTop
BBB
21.20%Top
1-3 Years
18.91%Top
1-3 Years
24.15%Over
BB
By 20.26%Over
0-1 Years
By 12.71%Over
Under 1 Year
By 19.03%Under
A
By -11.94%Under
10+ Years
By -10.20%Under
Over 10 Years
By -11.02%Sectors
Total
Sectors
7
Over
Global High Yield
By 15.41%Under
Global Sovereign
By -28.20%Currency
Total
Currencies
24
Over
U.S. dollar
By 55.18%Under
euro
By -26.40%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 and a member of the Global Fixed Income Investment team. 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 10 - Years investment
experience 17

Terry A. Moore, CFA
Portfolio Specialist
Terry Moore is a portfolio specialist in the Fixed Income Division. He is a member of the Global Multi-Sector, Dynamic Global Bond, Dynamic Credit Strategy, International Bond, and Customized Fixed Income Solutions teams, working closely with clients, consultants, and prospects. Terry is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price Associates, Inc.
- Years at
T. Rowe Price 11 - Years investment
experience 25
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 informationShare 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% | 0.67% | 0.67% | N/A | N/A |
Advisor Class Cusip 74149N205 |
$2,500 | $100 | 0.25% | 1.06% | 0.95% |
Contractual |
09/30/2021 |
I Class Cusip 87282M107 |
$1,000,000* | N/A | 0.00% | 0.54% | 0.54% |
Contractual |
09/30/2021 |
* 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 12/31/2020
Risk/Return (5 Years) | Fund | Bloomberg Barclays Global Aggregate Bond USD Hedged Index |
---|---|---|
Alpha | 1.07% | 0.00% |
Beta | 1.27 | 1.00 |
R-Squared | 0.36 | 1.00 |
Annualized Std. Deviation | 5.71% | 2.74% |
Information Ratio | 0.41 | 0.00 |
Sharpe Ratio | 0.91 | 1.20 |
Tracking Error | 4.69% | 0.00% |
Figures are calculated using monthly data and are net of fees. Past performance cannot guarantee future results.
Asset Allocation (12/31/2020)
Category | % of Total Net Assets | Market Value (USD) |
---|---|---|
Convertibles | 0.78% | $10,608,822.96 |
Global ex-US Bonds | 50.09% | $681,276,849.05 |
Options | 0.02% | $272,021.10 |
Reserves | 2.51% | $34,138,648.26 |
US Bonds | 46.63% | $634,217,198.47 |
Total Allocation | $1,360,105,508.19 |
Numbers may not total due to rounding; all numbers are percentages.
Holdings (12/31/2020)
Security Name | % of Fund | Prev Qtr Change | Value | Sector | Industry | Country | Coupon Rate (%) | Quality | Maturity Date | Duration (Yrs) |
---|---|---|---|---|---|---|---|---|---|---|
Bonos de la Tesoreria de la Republica en pesos | 2.69% | -0.05% | $36,587,180.14 | Treasuries | Treasuries | Chile | 4.70% | NR | 09/01/2030 | 7.83 |
Israel Government Bond - Fixed | 1.68% | 0.13% | $22,827,245.44 | Treasuries | Treasuries | Israel | 5.50% | NR | 01/31/2042 | 14.44 |
China development Bank | 1.63% | -0.03% | $22,124,388.82 | Government Related | Owned No Guarantee | China | 3.43% | NR | 01/14/2027 | 5.31 |
U.S. Treasury Bonds | 1.54% | N/A | $20,987,698.36 | Treasuries | Treasuries | United States | 0.88% | Aaa | 11/15/2030 | 9.57 |
Australia Government Bond | 1.33% | 0.07% | $18,045,542.54 | Treasuries | Treasuries | Australia | 3.00% | Aaa | 03/21/2047 | 19.74 |
Malaysia Government Bond | 1.14% | 0.53% | $15,480,449.00 | Treasuries | Treasuries | Malaysia | 4.07% | NR | 06/15/2050 | 17.88 |
Serbia Treasury Bonds | 1.13% | N/A | $15,342,133.05 | Treasuries | Treasuries | Serbia | 4.50% | NR | 08/20/2032 | 9.03 |
Cyprus Government International Bond | 1.10% | -0.00% | $14,927,695.78 | Treasuries | Treasuries | Cyprus | 2.38% | Ba2 | 09/25/2028 | 7.18 |
Ireland Government Bond | 1.05% | 0.02% | $14,330,558.36 | Treasuries | Treasuries | Ireland | 1.70% | A2 | 05/15/2037 | 14.75 |
Republic of South Africa Government Bond | 0.81% | 0.21% | $11,070,254.41 | Treasuries | Treasuries | South Africa | 10.50% | Ba2 | 12/21/2026 | 4.69 |
India Government Bond | 0.73% | -0.04% | $9,888,345.08 | Treasuries | Treasuries | India | 9.15% | NR | 11/14/2024 | 3.27 |
India Government Bond | 0.72% | -0.04% | $9,778,802.93 | Treasuries | Treasuries | India | 6.45% | NR | 10/07/2029 | 6.58 |
Brazil Notas do Tesouro Nacional Serie F | 0.71% | -0.01% | $9,599,843.80 | Treasuries | Treasuries | Brazil | 10.00% | Ba2 | 01/01/2025 | 3.36 |
European Bank for Reconstruction & development | 0.68% | -0.02% | $9,271,881.25 | Government Related | Supranational | SNAT (Supe Natl Wrld Global) | 6.25% | NR | 07/25/2022 | 1.48 |
Mexican Bonos | 0.66% | N/A | $9,006,825.16 | Treasuries | Treasuries | Mexico | 8.50% | Baa1 | 05/31/2029 | 6.20 |
Capital Projects Finance Authority/FL | 0.63% | N/A | $8,505,309.34 | Government Related | Local Authorities | United States | 4.00% | Baa3 | 10/01/2024 | 2.24 |
Tobacco Settlement Financing Corp/VA | 0.58% | -0.01% | $7,900,378.47 | Government Related | Local Authorities | United States | 6.71% | B3 | 06/01/2046 | 5.33 |
China development Bank | 0.57% | -0.03% | $7,789,891.27 | Government Related | Owned No Guarantee | China | 3.50% | NR | 08/13/2026 | 5.07 |
China Government Bond | 0.56% | -0.01% | $7,615,290.51 | Treasuries | Treasuries | China | 3.13% | NR | 11/21/2029 | 7.73 |
Italy Buoni Poliennali del Tesoro | 0.55% | 0.01% | $7,488,039.30 | Treasuries | Treasuries | Italy | 0.65% | Baa3 | 05/15/2026 | 5.31 |
Cemex SAB de CV | 0.55% | -0.03% | $7,425,166.17 | Corporates | Capital Goods | Mexico | 5.45% | NR | 11/19/2029 | 3.49 |
BBVA Bancomer SA/Texas | 0.53% | 0.00% | $7,189,161.70 | Corporates | Banking | Mexico | 5.88% | Baa3 | 09/13/2034 | 6.89 |
HPS Loan Management 11-2017 | 0.51% | -0.07% | $7,003,428.77 | Securitized | ABS Other | United States | 2.18% | A2 | 05/06/2030 | 0.30 |
Romanian Government International Bond | 0.51% | N/A | $6,960,429.53 | Government Related | Sovereign | Romania | 3.62% | Baa3 | 05/26/2030 | 8.08 |
Benefit Street Partners CLO XI | 0.51% | -0.07% | $6,934,745.07 | Securitized | ABS Other | United States | 1.74% | Aa1 | 04/15/2029 | 0.27 |
Romanian Government International Bond | 0.50% | N/A | $6,841,898.41 | Government Related | Sovereign | Romania | 2.12% | Baa3 | 07/16/2031 | 9.48 |
Eskom Holdings SOC | 0.50% | -0.05% | $6,804,570.94 | Government Related | Owned No Guarantee | South Africa | 5.75% | Caa2 | 01/26/2021 | 0.07 |
1MDB Global Investments | 0.49% | -0.05% | $6,714,827.36 | Government Related | Owned No Guarantee | Malaysia | 4.40% | NR | 03/09/2023 | 2.04 |
Nexa Resources | 0.48% | N/A | $6,594,314.22 | Corporates | Basic Industry | Peru | 6.50% | Ba2 | 01/18/2028 | 5.45 |
Bancolombia | 0.48% | N/A | $6,589,305.29 | Corporates | Banking | Colombia | 4.63% | Ba3 | 12/18/2029 | 3.62 |
Marriott International Inc/MD | 0.48% | N/A | $6,515,833.56 | Corporates | Consumer Cyclical | United States | 5.75% | Baa3 | 05/01/2025 | 3.82 |
Infrastrutture Wireless Italiane | 0.48% | N/A | $6,468,278.54 | Corporates | Communications | Italy | 1.88% | NR | 07/08/2026 | 5.07 |
State of Illinois | 0.47% | -0.01% | $6,390,852.00 | Government Related | Local Authorities | United States | 7.35% | Baa3 | 07/01/2035 | 6.11 |
Aes Gener | 0.46% | -0.01% | $6,309,363.11 | Corporates | Electric | Chile | 7.13% | Ba2 | 03/26/2079 | 2.86 |
China development Bank | 0.46% | -0.03% | $6,265,053.98 | Government Related | Owned No Guarantee | China | 3.65% | NR | 05/21/2029 | 7.14 |
Braskem Finance | 0.45% | -0.05% | $6,163,383.53 | Corporates | Basic Industry | Brazil | 7.38% | Ba1 | 01/04/2170 | 0.04 |
Navient Private Education Refi Loan Trust 2020-F | 0.45% | -0.06% | $6,133,790.76 | Securitized | Student Loan | United States | 2.69% | NR | 07/15/2069 | 6.17 |
China Government Bond | 0.45% | -0.01% | $6,131,271.26 | Treasuries | Treasuries | China | 3.12% | NR | 12/05/2026 | 5.43 |
Times China Holdings | 0.45% | -0.04% | $6,064,456.39 | Corporates | REITs | China | 6.75% | B1 | 07/16/2023 | 1.42 |
Montgomery County IDA/PA | 0.44% | -0.05% | $6,015,498.98 | Government Related | Local Authorities | United States | 2.94% | NR | 11/15/2027 | 6.22 |
Adani Ports & Special Economic Zone | 0.44% | -0.02% | $5,984,689.92 | Corporates | Transportation | India | 4.38% | Baa3 | 07/03/2029 | 7.07 |
Brf | 0.44% | -0.03% | $5,984,350.88 | Corporates | Consumer Non Cyclical | Brazil | 4.88% | Ba2 | 01/24/2030 | 6.41 |
ICICI Bank Ltd/Dubai | 0.44% | -0.04% | $5,982,447.80 | Corporates | Banking | India | 3.80% | Baa3 | 12/14/2027 | 6.17 |
Country Garden Holdings | 0.43% | -0.05% | $5,791,895.29 | Corporates | Consumer Cyclical | China | 8.00% | NR | 01/27/2024 | 0.73 |
Federal National Mortgage Assn. | 0.42% | 0.00% | $5,762,609.04 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2048 | 3.23 |
Honeywell International | 0.42% | -0.02% | $5,687,103.83 | Corporates | Capital Goods | United States | 0.75% | A2 | 03/10/2032 | 10.67 |
India Government Bond | 0.42% | -0.04% | $5,670,982.16 | Treasuries | Treasuries | India | 8.24% | Baa3 | 02/15/2027 | 4.75 |
Globo Comunicacao E Participacoes | 0.41% | -0.02% | $5,575,148.83 | Corporates | Communications | Brazil | 5.13% | NR | 03/31/2027 | 5.22 |
Federal National Mortgage Assn. | 0.41% | 0.00% | $5,575,071.76 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01/01/2044 | 1.95 |
Citigroup Commercial Mortgage Trust 2019-C7 | 0.40% | -0.05% | $5,476,156.19 | Securitized | NON AGENCY CMBS | United States | 3.79% | Ba3 | 12/15/2072 | 7.56 |
Great Wolf Trust 2019-WOLF | 0.40% | -0.05% | $5,419,670.35 | Securitized | NON AGENCY CMBS | United States | 3.29% | B3 | 12/15/2036 | 0.34 |
ICTSI Treasury BV | 0.39% | -0.01% | $5,317,977.01 | Corporates | Transportation | Philippines | 5.88% | NR | 09/17/2025 | 4.12 |
State Board of Administration Finance | 0.39% | -0.05% | $5,307,414.29 | Government Related | Local Authorities | United States | 1.26% | Aa3 | 07/01/2025 | 4.38 |
Navient Private Education Refi Loan Trust 2020 | 0.39% | -0.02% | $5,299,089.46 | Securitized | Student Loan | United States | 2.83% | NR | 11/15/2068 | 8.24 |
Clarios Global Lp / Clarios Us Finance | 0.37% | -0.02% | $5,081,325.20 | Corporates | Consumer Cyclical | United States | 4.38% | B1 | 05/15/2026 | 2.17 |
Adler | 0.37% | -0.02% | $5,060,760.67 | Corporates | Financial Other | Germany | 1.50% | Ba2 | 07/26/2024 | 3.37 |
ABJA Investment Co Pte | 0.37% | -0.03% | $5,058,523.45 | Corporates | Basic Industry | India | 5.95% | NR | 07/31/2024 | 3.16 |
Bermuda Government International Bond | 0.37% | -0.02% | $5,055,126.43 | Government Related | Sovereign | Bermuda | 4.75% | A2 | 02/15/2029 | 6.75 |
Indonesia Treasury Bond | 0.37% | 0.00% | $5,001,894.40 | Treasuries | Treasuries | Indonesia | 9.00% | Baa2 | 03/15/2029 | 5.98 |
Manila Water | 0.37% | -0.03% | $4,994,203.30 | Corporates | Utility Other | Philippines | 4.38% | NR | 07/30/2030 | 6.29 |
Acwa Power Management & Investments One | 0.36% | 0.28% | $4,925,407.27 | Corporates | Utility Other | United Arab Emirates | 5.95% | Baa3 | 12/15/2039 | 7.38 |
Seven Generations Energy | 0.36% | -0.00% | $4,909,715.46 | Corporates | Energy | Canada | 5.38% | Ba3 | 09/30/2025 | 2.00 |
Charter Communications Operating | 0.36% | -0.04% | $4,879,979.24 | Corporates | Communications | United States | 1.90% | Ba1 | 02/01/2027 | 0.08 |
Summit Materials | 0.36% | -0.05% | $4,875,588.34 | Corporates | Capital Goods | United States | 2.15% | Ba1 | 11/21/2024 | 0.14 |
Kfc Holding | 0.36% | -0.04% | $4,869,523.62 | Corporates | Consumer Cyclical | United States | 1.89% | Ba1 | 04/03/2025 | 0.24 |
Marriott Ownership Resorts | 0.35% | -0.04% | $4,814,371.25 | Corporates | Consumer Cyclical | United States | 1.90% | Ba1 | 08/29/2025 | 0.10 |
Mexico City Airport Trust | 0.35% | 0.05% | $4,746,571.74 | Government Related | Owned No Guarantee | Mexico | 5.50% | Baa3 | 07/31/2047 | 14.00 |
Freddie Mac Stacr Trust 2019-HQA1 | 0.34% | -0.04% | $4,688,294.66 | Securitized | CMO | United States | 2.50% | NR | 02/25/2049 | 0.07 |
United Kingdom Gilt | 0.34% | N/A | $4,631,745.51 | Treasuries | Treasuries | United Kingdom | 0.63% | NR | 10/22/2050 | 27.52 |
Yanlord Land HK | 0.34% | N/A | $4,588,719.33 | Corporates | Consumer Cyclical | China | 6.80% | Ba3 | 02/27/2024 | 1.62 |
COMM 2017-PANW Mortgage Trust | 0.33% | -0.05% | $4,530,418.03 | Securitized | NON AGENCY CMBS | United States | 3.54% | NR | 10/10/2029 | 3.54 |
C&W Senior Financing DAC | 0.33% | -0.02% | $4,469,215.00 | Corporates | Communications | Panama | 6.88% | B2 | 09/15/2027 | 2.24 |
Guatemala Government Bond | 0.33% | -0.00% | $4,464,599.76 | Government Related | Sovereign | Guatemala | 6.13% | Ba1 | 06/01/2050 | 15.39 |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.33% | -0.02% | $4,442,867.83 | Corporates | Finance Companies | Ireland | 4.50% | Baa3 | 09/15/2023 | 2.47 |
Summer BidCo BV | 0.32% | -0.03% | $4,414,918.33 | Corporates | Communications | Netherlands | 9.75% | NR | 11/15/2025 | 2.06 |
Banco De Bogota | 0.32% | -0.01% | $4,379,550.89 | Corporates | Banking | Colombia | 4.38% | Baa2 | 08/03/2027 | 5.59 |
Bangkok Bank PCL/Hong Kong | 0.32% | -0.02% | $4,339,389.22 | Corporates | Banking | Thailand | 3.73% | Baa3 | 09/25/2034 | 7.37 |
CCC Information Services | 0.32% | -0.04% | $4,333,056.06 | Corporates | Technology | United States | 4.00% | B3 | 04/29/2024 | 3.26 |
Singapore Government Bond | 0.32% | -0.03% | $4,322,824.42 | Treasuries | Treasuries | Singapore | 2.88% | NR | 07/01/2029 | 7.65 |
Landsbankinn HF | 0.32% | -0.03% | $4,309,387.40 | Government Related | Owned No Guarantee | Iceland | 1.00% | NR | 05/30/2023 | 2.37 |
Bahamas Government International Bond | 0.31% | -0.01% | $4,257,390.93 | Government Related | Sovereign | Bahamas | 8.95% | Ba2 | 10/15/2032 | 7.05 |
Scientific Games International | 0.31% | -0.03% | $4,236,644.42 | Corporates | Consumer Cyclical | United States | 2.90% | B1 | 08/14/2024 | 0.02 |
Cheniere Energy | 0.31% | -0.00% | $4,234,021.69 | Corporates | Energy | United States | 4.63% | Ba3 | 10/15/2028 | 4.16 |
Ziggo BV | 0.31% | -0.02% | $4,195,530.43 | Corporates | Communications | Netherlands | 2.88% | B1 | 01/15/2030 | 5.54 |
Avis Budget Rental Car Funding AESOP | 0.31% | -0.01% | $4,186,058.51 | Securitized | Car Loan | United States | 4.83% | NR | 11/20/2022 | 0.66 |
Islandsbanki HF | 0.31% | -0.03% | $4,178,130.84 | Government Related | Owned No Guarantee | Iceland | 1.13% | NR | 04/12/2022 | 1.27 |
Colorado Health Facilities Authority | 0.30% | N/A | $4,115,256.54 | Government Related | Local Authorities | United States | 3.36% | NR | 12/01/2030 | 7.54 |
Cigna | 0.29% | -0.01% | $3,966,616.62 | Corporates | Consumer Non Cyclical | United States | 4.13% | Baa2 | 11/15/2025 | 4.35 |
Italy Buoni Poliennali del Tesoro | 0.29% | 0.01% | $3,951,408.26 | Treasuries | Treasuries | Italy | 2.80% | Baa3 | 03/01/2067 | 29.02 |
Starwood Mortgage Residential Trust 2020-1 | 0.29% | -0.04% | $3,948,336.38 | Securitized | CMO | United States | 2.88% | NR | 02/25/2050 | 2.09 |
VNdo Trust 2016-350P | 0.29% | -0.04% | $3,943,284.65 | Securitized | NON AGENCY CMBS | United States | 3.90% | NR | 01/10/2035 | 5.41 |
Federal National Mortgage Assn. | 0.29% | 0.00% | $3,916,728.90 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01/01/2042 | 1.85 |
Morgan Stanley | 0.29% | -0.04% | $3,888,950.73 | Corporates | Banking | United States | 4.10% | Baa1 | 05/22/2023 | 2.29 |
Westlake Chemical | 0.28% | -0.01% | $3,841,781.83 | Corporates | Basic Industry | United States | 1.63% | Baa2 | 07/17/2029 | 7.86 |
DRIVEN BRANDS FUNDING | 0.28% | -0.02% | $3,835,825.79 | Securitized | ABS Other | United States | 4.74% | NR | 04/20/2048 | 6.01 |
SBA Tower Trust | 0.28% | -0.04% | $3,804,686.19 | Corporates | Communications | United States | 2.84% | A2 | 01/15/2025 | 3.80 |
Sequoia Mortgage Trust 2017-2 | 0.28% | N/A | $3,781,214.77 | Securitized | CMO | United States | 3.60% | Baa3 | 02/25/2047 | 5.01 |
Minejesa Capital BV | 0.27% | -0.01% | $3,736,654.52 | Corporates | Electric | Indonesia | 5.63% | Baa3 | 08/10/2037 | 9.75 |
Petroleos Mexicanos | 0.27% | 0.00% | $3,721,321.57 | Government Related | Owned No Guarantee | Mexico | 6.84% | Ba2 | 01/23/2030 | 6.42 |
Petroleos Mexicanos | 0.27% | 0.00% | $3,713,058.71 | Government Related | Owned No Guarantee | Mexico | 6.50% | Ba2 | 03/13/2027 | 5.00 |
Shimao Group Holdings | 0.27% | N/A | $3,705,584.54 | Corporates | Consumer Cyclical | China | 5.60% | NR | 07/15/2026 | 2.84 |
Arion Banki HF | 0.27% | -0.02% | $3,680,149.63 | Corporates | Banking | Iceland | 1.00% | NR | 03/20/2023 | 2.18 |
Vivo Energy Investments BV | 0.27% | -0.02% | $3,667,814.02 | Corporates | Consumer Cyclical | Morocco | 5.13% | Baa3 | 09/24/2027 | 3.65 |
Republic of Ghana Government Bonds | 0.27% | N/A | $3,650,377.62 | Treasuries | Treasuries | Ghana | 20.75% | NR | 01/16/2023 | 1.49 |
Brixmor Operating Partnership | 0.27% | -0.03% | $3,630,766.44 | Corporates | REITs | United States | 4.13% | Baa3 | 06/15/2026 | 4.78 |
Mauser Packaging Solutions Holding | 0.27% | -0.02% | $3,606,875.00 | Corporates | Capital Goods | United States | 7.25% | Caa3 | 04/15/2025 | 1.23 |
CSMC 2020-TMIC | 0.26% | N/A | $3,594,061.26 | Securitized | NON AGENCY CMBS | United States | 3.25% | NR | 12/15/2035 | 1.42 |
Freddie Mac Structured Agency Credit Risk debt Notes | 0.26% | -0.02% | $3,521,317.31 | Securitized | CMO | United States | 5.30% | A3 | 11/25/2028 | -1.11 |
Leaseplan | 0.25% | -0.01% | $3,456,443.59 | Corporates | Financial Other | Netherlands | 7.38% | Ba3 | 11/29/2169 | 3.00 |
Adaro Indonesia PT | 0.25% | N/A | $3,440,661.38 | Corporates | Basic Industry | Indonesia | 4.25% | Ba1 | 10/31/2024 | 3.50 |
Citigroup Commercial Mortgage Trust 2013-375P | 0.25% | -0.03% | $3,415,237.96 | Securitized | NON AGENCY CMBS | United States | 3.52% | A1 | 05/10/2035 | 2.26 |
Occidental Petroleum | 0.25% | -0.01% | $3,398,654.63 | Corporates | Energy | United States | 6.63% | Ba2 | 09/01/2030 | 6.97 |
Banco Comercial Portugues | 0.25% | -0.02% | $3,392,681.03 | Corporates | Banking | Portugal | 4.50% | Ba3 | 12/07/2027 | 1.89 |
Targa Resources | 0.25% | -0.03% | $3,383,096.38 | Corporates | Energy | United States | 9.50% | NR | 11/13/2169 | 10.16 |
Taconic Park CLO | 0.25% | -0.03% | $3,372,550.69 | Securitized | ABS Other | United States | 2.12% | A2 | 01/20/2029 | 0.05 |
Akbank T.A.S. | 0.25% | N/A | $3,366,905.32 | Corporates | Banking | Turkey | 5.13% | B2 | 03/31/2025 | 3.74 |
Netflix | 0.25% | -0.01% | $3,338,681.96 | Corporates | Communications | United States | 4.63% | Ba3 | 05/15/2029 | 7.09 |
Mount Sinai Hospitals | 0.24% | -0.00% | $3,327,340.72 | Corporates | Consumer Non Cyclical | United States | 3.39% | A3 | 07/01/2050 | 19.29 |
Level 3 Financing | 0.24% | -0.03% | $3,313,537.63 | Corporates | Communications | United States | 1.90% | Ba1 | 03/01/2027 | 0.07 |
City of Houston TX Airport System Revenue | 0.24% | -0.00% | $3,310,763.46 | Government Related | Local Authorities | United States | 1.37% | A1 | 07/01/2025 | 4.36 |
State of Illinois | 0.24% | -0.01% | $3,287,235.15 | Government Related | Local Authorities | United States | 7.10% | Baa3 | 07/01/2035 | 7.42 |
Aib | 0.24% | -0.03% | $3,218,408.16 | Corporates | Banking | Ireland | 4.26% | Baa2 | 04/10/2025 | 3.05 |
Cyprus Government International Bond | 0.24% | -0.00% | $3,207,628.18 | Treasuries | Treasuries | Cyprus | 2.75% | Ba2 | 05/03/2049 | 21.55 |
Leviathan Bond | 0.23% | -0.02% | $3,183,725.96 | Corporates | Energy | Israel | 6.13% | Ba3 | 06/30/2025 | 3.76 |
Homeward Opportunities Fund I Trust 2019-3 | 0.23% | -0.03% | $3,177,208.60 | Securitized | CMO | United States | 3.52% | NR | 11/25/2059 | 1.84 |
Bulgaria Government International Bond | 0.23% | -0.01% | $3,162,880.18 | Government Related | Sovereign | Bulgaria | 1.38% | Baa1 | 09/23/2050 | 24.95 |
JPMorgan Chase | 0.23% | -0.03% | $3,158,800.49 | Corporates | Banking | United States | 2.96% | A3 | 05/13/2031 | 8.31 |
L Brands | 0.23% | -0.02% | $3,158,029.25 | Corporates | Consumer Cyclical | United States | 6.88% | Ba2 | 07/01/2025 | 1.77 |
Woodside Finance | 0.23% | -0.03% | $3,150,747.98 | Corporates | Energy | Australia | 4.50% | Baa1 | 03/04/2029 | 6.78 |
Serbia International Bond | 0.23% | N/A | $3,138,774.00 | Government Related | Sovereign | Serbia | 1.50% | Ba3 | 06/26/2029 | 7.96 |
Benchmark 2018-B1 Mortgage Trust | 0.23% | -0.03% | $3,116,831.87 | Securitized | NON AGENCY CMBS | United States | 3.88% | NR | 01/15/2051 | 6.22 |
CCO Holdings LLC / CCO Holdings Capital | 0.23% | -0.02% | $3,114,694.58 | Corporates | Communications | United States | 4.25% | B1 | 02/01/2031 | 6.05 |
Allianz | 0.23% | -0.01% | $3,112,406.84 | Corporates | Insurance | Germany | 3.38% | A2 | 09/18/2169 | 3.52 |
Aker BP | 0.23% | -0.02% | $3,105,670.59 | Corporates | Energy | Norway | 3.00% | Ba1 | 01/15/2025 | 3.71 |
Sigma Holdco BV | 0.23% | -0.02% | $3,103,010.69 | Corporates | Consumer Non Cyclical | Netherlands | 5.75% | Caa1 | 05/15/2026 | 2.84 |
FWD Securitization Trust 2020-INV1 | 0.23% | -0.02% | $3,075,043.44 | Securitized | CMO | United States | 2.85% | NR | 01/25/2050 | 11.38 |
Altice France SA/France | 0.22% | -0.00% | $3,043,111.82 | Corporates | Communications | France | 4.15% | B2 | 08/14/2026 | 0.10 |
Takeda Pharmaceutical | 0.22% | -0.01% | $3,041,595.05 | Corporates | Consumer Non Cyclical | Japan | 1.00% | Baa2 | 07/09/2029 | 8.06 |
Freddie Mac Structured Agency Credit Risk debt Notes | 0.22% | -0.02% | $3,018,070.63 | Securitized | CMO | United States | 4.80% | Baa1 | 10/25/2028 | 0.15 |
Tobacco Settlement Finance Authority | 0.22% | N/A | $2,999,540.25 | Government Related | Local Authorities | United States | 4.88% | NR | 06/01/2049 | 6.00 |
Great Lakes Water Authority Sewage Disposal System Revenue | 0.22% | -0.01% | $2,962,305.57 | Government Related | Local Authorities | United States | 2.37% | A1 | 07/01/2032 | 10.23 |
BBCMS 2020-BID Mortgage Trust | 0.22% | N/A | $2,949,124.00 | Securitized | NON AGENCY CMBS | United States | 2.30% | NR | 10/15/2037 | 0.44 |
Angel Oak Mortgage Trust I LLC 2019-2 | 0.22% | -0.03% | $2,929,152.19 | Securitized | CMO | United States | 4.07% | NR | 03/25/2049 | 1.20 |
Arconic | 0.21% | -0.01% | $2,921,039.64 | Corporates | Basic Industry | United States | 6.13% | Ba3 | 02/15/2028 | 2.84 |
Diamondback Energy | 0.21% | -0.01% | $2,914,730.77 | Corporates | Energy | United States | 5.38% | Ba1 | 05/31/2025 | 0.63 |
Transcanada Trust | 0.21% | -0.01% | $2,913,293.21 | Corporates | Energy | Canada | 4.65% | Baa3 | 05/18/2077 | 5.25 |
Kernel Holding | 0.21% | -0.02% | $2,908,767.86 | Corporates | Consumer Non Cyclical | Ukraine | 6.50% | NR | 10/17/2024 | 2.34 |
Targa Resources Partners LP / Targa Resources Partners Finance | 0.21% | -0.02% | $2,896,675.17 | Corporates | Energy | United States | 6.88% | Ba3 | 01/15/2029 | 3.43 |
Blackstone Mortgage Trust | 0.21% | -0.04% | $2,891,748.63 | Corporates | REITs | United States | 4.38% | NR | 05/05/2022 | 1.10 |
Federal National Mortgage Assn. | 0.21% | 0.00% | $2,832,238.95 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01/01/2050 | 4.10 |
Southwick Park CLO | 0.21% | -0.03% | $2,828,829.52 | Securitized | ABS Other | United States | 1.52% | Aaa | 07/20/2032 | 0.07 |
ADMI | 0.21% | N/A | $2,814,296.25 | Corporates | Consumer Non Cyclical | United States | 4.75% | B2 | 12/23/2027 | 3.74 |
Government National Mortgage Assn. | 0.21% | 0.00% | $2,791,900.89 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 01/01/2043 | 0.17 |
LHC3 | 0.20% | -0.01% | $2,768,992.22 | Corporates | Brokerage Assetmanagers Exchanges | Spain | 4.13% | Ba2 | 08/15/2024 | 3.31 |
B2W Digital Lux Sarl | 0.20% | N/A | $2,758,188.07 | Corporates | Consumer Cyclical | Brazil | 4.38% | Ba1 | 12/20/2030 | 8.05 |
BX Commercial Mortgage Trust 2020-BXLP | 0.20% | -0.02% | $2,733,672.03 | Securitized | NON AGENCY CMBS | United States | 2.16% | NR | 12/15/2036 | 0.26 |
State of Israel | 0.20% | -0.09% | $2,708,676.46 | Government Related | Sovereign | Israel | 3.80% | A1 | 05/13/2060 | 22.34 |
Spain Government Bond | 0.20% | -0.02% | $2,708,373.59 | Treasuries | Treasuries | Spain | 0.00% | NR | 01/31/2025 | 4.09 |
Takeda Pharmaceutical | 0.20% | -0.01% | $2,692,407.21 | Corporates | Consumer Non Cyclical | Japan | 1.38% | Baa2 | 07/09/2032 | 10.63 |
Altice Financing | 0.20% | -0.01% | $2,691,192.40 | Corporates | Communications | Luxembourg | 5.00% | B2 | 01/15/2028 | 3.84 |
CSC Holdings | 0.20% | -0.02% | $2,669,830.37 | Corporates | Communications | United States | 6.50% | Ba3 | 02/01/2029 | 3.42 |
Navient | 0.20% | -0.09% | $2,661,192.03 | Corporates | Finance Companies | United States | 6.75% | Ba3 | 06/15/2026 | 4.58 |
Hasbro | 0.20% | -0.02% | $2,656,484.65 | Corporates | Consumer Non Cyclical | United States | 3.55% | Baa3 | 11/19/2026 | 5.26 |
CD 2016-CD1 Mortgage Trust | 0.19% | -0.03% | $2,633,847.13 | Securitized | NON AGENCY CMBS | United States | 2.93% | Aa3 | 08/10/2049 | 5.21 |
Santander Drive Auto Receivables Trust 2020-2 | 0.19% | -0.03% | $2,631,141.10 | Securitized | Car Loan | United States | 1.46% | Aa1 | 09/15/2025 | 2.09 |
Government National Mortgage Assn. | 0.19% | 0.00% | $2,593,156.45 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/20/2048 | 2.10 |
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 0.19% | -0.02% | $2,542,468.45 | Securitized | NON AGENCY CMBS | United States | 2.31% | Ba3 | 05/15/2036 | 0.53 |
Ford Credit Floorplan Master Owner Trust | 0.19% | -0.02% | $2,523,153.92 | Securitized | Car Loan | United States | 1.87% | A1 | 09/15/2027 | 4.51 |
Great Lakes Water Authority Sewage Disposal System Revenue | 0.19% | -0.01% | $2,522,232.77 | Government Related | Local Authorities | United States | 3.06% | A1 | 07/01/2039 | 14.02 |
United Airlines 2018-1 Class AA Pass Through Trust | 0.18% | -0.01% | $2,504,745.05 | Corporates | Transportation | United States | 3.50% | A1 | 03/01/2030 | 5.72 |
Federal National Mortgage Assn. | 0.18% | 0.00% | $2,485,490.81 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/01/2047 | 3.06 |
Ultimate Software | 0.18% | -0.02% | $2,483,525.00 | Corporates | Technology | United States | 7.50% | Caa1 | 05/03/2027 | 3.59 |
SM Investments | 0.18% | -0.02% | $2,474,533.81 | Corporates | Industrial Other | Philippines | 4.88% | NR | 06/10/2024 | 3.17 |
Edison International | 0.18% | -0.00% | $2,462,818.60 | Corporates | Electric | United States | 3.55% | Baa3 | 11/15/2024 | 3.57 |
Credit Agricole SA/London | 0.18% | -0.02% | $2,441,351.06 | Corporates | Banking | France | 3.25% | Baa1 | 10/04/2024 | 3.54 |
Victoria | 0.18% | -0.00% | $2,437,848.77 | Corporates | Capital Goods | United Kingdom | 5.25% | B1 | 07/15/2024 | 0.98 |
Vistra Operations | 0.18% | -0.01% | $2,434,698.64 | Corporates | Electric | United States | 3.70% | Baa3 | 01/30/2027 | 5.35 |
Export Import Bank of Thailand | 0.18% | N/A | $2,413,943.09 | Government Related | Owned No Guarantee | Thailand | 1.46% | Baa1 | 10/15/2025 | 4.61 |
Navient Private Education Refi Loan Trust 2020 | 0.18% | -0.02% | $2,408,156.66 | Securitized | Student Loan | United States | 2.77% | NR | 01/15/2069 | 5.94 |
Florida development Finance | 0.18% | -0.02% | $2,405,546.74 | Government Related | Local Authorities | United States | 2.60% | Baa1 | 04/01/2026 | 4.88 |
Ashland Services BV | 0.18% | -0.00% | $2,397,276.98 | Corporates | Basic Industry | United States | 2.00% | Ba1 | 01/30/2028 | 6.43 |
Madison Park Funding XXXIII | 0.18% | -0.02% | $2,393,341.19 | Securitized | ABS Other | United States | 1.57% | NR | 10/15/2032 | 0.30 |
Freddie Mac STACR REMIC Trust 2020-HQA3 | 0.18% | -0.02% | $2,392,422.87 | Securitized | CMO | United States | 3.75% | Baa3 | 07/25/2050 | -0.16 |
Freddie Mac Stacr Remic Trust 2019-Hqa4 | 0.17% | -0.03% | $2,350,055.34 | Securitized | CMO | United States | 2.20% | NR | 11/25/2049 | 0.07 |
LCPR Senior Secured Financing DAC | 0.17% | 0.17% | $2,339,442.19 | Corporates | Communications | United States | 6.75% | B1 | 10/15/2027 | 2.48 |
Legacy LifePoint Health | 0.17% | -0.02% | $2,337,040.18 | Corporates | Consumer Non Cyclical | United States | 6.75% | B1 | 04/15/2025 | 1.56 |
New Residential Mortgage Loan Trust 2019-NQM5 | 0.17% | -0.02% | $2,328,303.11 | Securitized | CMO | United States | 3.44% | NR | 11/25/2059 | 3.81 |
Homeward Opportunities Fund I Trust 2020-2 | 0.17% | -0.02% | $2,312,123.96 | Securitized | CMO | United States | 2.64% | NR | 05/25/2065 | 3.26 |
HDFC Bank | 0.17% | -0.01% | $2,310,146.88 | Corporates | Banking | India | 8.10% | Baa3 | 03/22/2025 | 3.47 |
Range Resources | 0.17% | N/A | $2,291,864.06 | Corporates | Energy | United States | 9.25% | B3 | 02/01/2026 | 2.79 |
Altice France SA/France | 0.17% | -0.00% | $2,258,766.25 | Corporates | Communications | France | 5.88% | B2 | 02/01/2027 | 1.84 |
Asurion | 0.16% | -0.02% | $2,230,825.76 | Corporates | Communications | United States | 6.65% | B3 | 08/04/2025 | 0.04 |
Bellring Brands | 0.16% | -0.03% | $2,228,822.18 | Corporates | Consumer Non Cyclical | United States | 6.00% | B2 | 10/21/2024 | 3.23 |
Guatemala Government Bond | 0.16% | -0.00% | $2,227,259.67 | Government Related | Sovereign | Guatemala | 5.38% | Ba1 | 04/24/2032 | 8.72 |
Magnetite XXIII | 0.16% | -0.02% | $2,212,312.51 | Securitized | ABS Other | United States | 1.51% | NR | 10/25/2032 | 0.32 |
Federal National Mortgage Assn. | 0.16% | 0.00% | $2,193,586.03 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2047 | 4.26 |
Delta Air Lines Inc / SkyMiles IP | 0.16% | -0.01% | $2,186,360.92 | Corporates | Transportation | United States | 4.75% | Baa1 | 10/20/2028 | 5.49 |
Albania Government International Bond | 0.16% | -0.01% | $2,176,528.75 | Government Related | Sovereign | Albania | 3.50% | B1 | 06/16/2027 | 5.75 |
MercadoLibre | 0.16% | -0.03% | $2,162,810.48 | Corporates | Communications | Argentina | 2.00% | NR | 08/15/2028 | 0.02 |
Cano Health | 0.16% | 0.15% | $2,161,862.50 | Corporates | Consumer Non Cyclical | United States | 5.50% | B3 | 12/15/2027 | 3.73 |
Federal National Mortgage Assn. | 0.16% | 0.00% | $2,147,242.08 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 05/01/2047 | 3.31 |
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons | 0.16% | -0.01% | $2,141,596.93 | Corporates | Consumer Non Cyclical | United States | 7.50% | B1 | 03/15/2026 | 1.27 |
Bermuda Government International Bond | 0.16% | -0.02% | $2,138,664.53 | Government Related | Sovereign | Bermuda | 3.72% | A2 | 01/25/2027 | 5.28 |
Bausch Health | 0.16% | -0.01% | $2,138,296.15 | Corporates | Consumer Non Cyclical | United States | 7.25% | B3 | 05/30/2029 | 4.00 |
Southern California Edison | 0.16% | -0.02% | $2,132,232.08 | Corporates | Electric | United States | 2.25% | A3 | 06/01/2030 | 8.49 |
CBAM 2019-9 | 0.16% | -0.02% | $2,126,456.66 | Securitized | ABS Other | United States | 1.52% | Aaa | 02/12/2030 | 0.28 |
Becton Dickinson And | 0.16% | -0.01% | $2,120,113.90 | Corporates | Consumer Non Cyclical | United States | 3.79% | Ba1 | 05/20/2050 | 19.00 |
Cheniere Energy | 0.15% | -0.00% | $2,086,879.16 | Corporates | Energy | United States | 4.25% | NR | 03/15/2045 | 7.47 |
Verus Securitization Trust 2018-3 | 0.15% | -0.02% | $2,085,270.59 | Securitized | CMO | United States | 4.60% | NR | 10/25/2058 | 0.50 |
Navient Private Education Refi Loan Trust 2020-D | 0.15% | -0.02% | $2,082,897.21 | Securitized | Student Loan | United States | 3.33% | NR | 05/15/2069 | 10.25 |
Hilton Orlando Trust 2018-ORL | 0.15% | -0.02% | $2,081,689.56 | Securitized | NON AGENCY CMBS | United States | 1.21% | NR | 12/15/2034 | 0.50 |
BX Commercial Mortgage Trust 2020-BXLP | 0.15% | -0.02% | $2,048,547.74 | Securitized | NON AGENCY CMBS | United States | 2.66% | NR | 12/15/2036 | 0.50 |
Federal National Mortgage Assn. | 0.15% | 0.00% | $2,045,621.21 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2045 | 4.18 |
Santander Consumer Auto Receivables Trust 2020 | 0.15% | -0.02% | $2,043,242.70 | Securitized | Car Loan | United States | 2.14% | NR | 12/15/2026 | 3.31 |
Metropolitan Pier & Exposition Authority | 0.15% | -0.02% | $2,029,770.97 | Government Related | Local Authorities | United States | 3.96% | NR | 12/15/2026 | 5.28 |
Bulgaria Government International Bond | 0.15% | -0.01% | $2,006,109.83 | Government Related | Sovereign | Bulgaria | 0.38% | Baa1 | 09/23/2030 | 9.60 |
MDC Partners | 0.15% | -0.01% | $1,995,733.43 | Corporates | Communications | United States | 6.50% | B3 | 05/01/2024 | 1.22 |
DRIVEN BRANDS FUNDING | 0.15% | -0.02% | $1,995,704.65 | Securitized | ABS Other | United States | 3.79% | NR | 07/20/2050 | 5.65 |
Marsh & McLennan | 0.15% | -0.02% | $1,993,646.51 | Corporates | Insurance | United States | 2.25% | Baa1 | 11/15/2030 | 8.87 |
AmeriCredit Automobile Receivables Trust 2020-3 | 0.15% | N/A | $1,987,933.17 | Securitized | Car Loan | United States | 1.49% | Baa2 | 09/18/2026 | 3.92 |
Diamondback Energy | 0.15% | -0.01% | $1,986,221.65 | Corporates | Energy | United States | 2.88% | Ba1 | 12/01/2024 | 3.65 |
Diamond BC BV | 0.15% | -0.01% | $1,984,133.67 | Corporates | Consumer Non Cyclical | United States | 5.63% | Caa2 | 08/15/2025 | 1.57 |
InTown Hotel Portfolio Trust 2018-STAY | 0.15% | -0.02% | $1,981,615.53 | Securitized | NON AGENCY CMBS | United States | 1.41% | NR | 01/15/2033 | 0.46 |
Victoria | 0.15% | -0.00% | $1,979,945.95 | Corporates | Capital Goods | United Kingdom | 5.25% | B1 | 07/15/2024 | 1.02 |
AbbVie | 0.15% | N/A | $1,975,667.74 | Corporates | Consumer Non Cyclical | United States | 4.25% | Baa2 | 11/21/2049 | 18.26 |
Vista Point Securitization Trust 2020-2 | 0.15% | -0.02% | $1,975,022.46 | Securitized | CMO | United States | 4.90% | NR | 04/25/2065 | 2.50 |
Starwood Mortgage Residential Trust 2019-1 | 0.14% | -0.02% | $1,971,160.90 | Securitized | CMO | United States | 3.30% | NR | 06/25/2049 | 3.20 |
Sabre GLBL | 0.14% | N/A | $1,965,959.82 | Corporates | Technology | United States | 9.25% | Ba3 | 04/15/2025 | 3.52 |
Albania Government International Bond | 0.14% | -0.01% | $1,965,915.45 | Government Related | Sovereign | Albania | 3.50% | B1 | 10/09/2025 | 4.41 |
CCI Buyer | 0.14% | N/A | $1,961,718.45 | Corporates | Communications | United States | 4.75% | B1 | 12/17/2027 | 3.53 |
Royal Caribbean Cruises | 0.14% | N/A | $1,957,100.46 | Corporates | Consumer Cyclical | United States | 11.50% | Ba2 | 06/01/2025 | 1.57 |
Albania Government International Bond | 0.14% | -0.01% | $1,952,809.34 | Government Related | Sovereign | Albania | 3.50% | B1 | 10/09/2025 | 4.41 |
Verizon Communications | 0.14% | N/A | $1,947,415.99 | Corporates | Communications | United States | 2.88% | Baa1 | 11/20/2050 | 20.43 |
Government National Mortgage Assn. | 0.14% | 0.00% | $1,946,854.11 | Securitized | Agency Fixed Rate | United States | 2.00% | NR | 01/01/2050 | 2.04 |
HSBC Holdings | 0.14% | -0.01% | $1,945,074.82 | Corporates | Banking | United Kingdom | 4.95% | A2 | 03/31/2030 | 7.68 |
HTA Group Ltd/Mauritius | 0.14% | -0.02% | $1,908,882.46 | Corporates | Communications | Congo, Democratic Republic Of | 7.00% | B2 | 12/18/2025 | 1.83 |
Starwood Mortgage Residential Trust 2018-IMC2 | 0.14% | N/A | $1,902,677.88 | Securitized | CMO | United States | 4.38% | NR | 10/25/2048 | 0.83 |
Medtronic Global Holdings SCA | 0.14% | -0.01% | $1,901,906.16 | Corporates | Consumer Non Cyclical | United States | 0.38% | A3 | 10/15/2028 | 7.57 |
Apple | 0.14% | -0.02% | $1,899,550.55 | Corporates | Technology | United States | 2.65% | Aa1 | 05/11/2050 | 21.14 |
Fannie Mae Connecticut Avenue Securities | 0.14% | -0.01% | $1,880,509.76 | Securitized | CMO | United States | 2.50% | NR | 01/25/2031 | 0.06 |
Louvre Bidco SAS | 0.14% | -0.00% | $1,850,075.19 | Corporates | Financial Other | France | 4.25% | B2 | 09/30/2024 | 2.27 |
Government National Mortgage Assn. | 0.14% | 0.00% | $1,845,607.31 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 05/20/2047 | 0.35 |
Volkswagen Group of America Finance | 0.14% | -0.02% | $1,836,939.82 | Corporates | Consumer Cyclical | Germany | 2.70% | A3 | 09/26/2022 | 1.70 |
New Residential Mortgage Loan Trust 2019-NQM2 | 0.13% | -0.02% | $1,816,968.20 | Securitized | CMO | United States | 3.70% | NR | 04/25/2049 | 0.23 |
Romanian Government International Bond | 0.13% | N/A | $1,813,207.31 | Government Related | Sovereign | Romania | 2.00% | Baa3 | 01/28/2032 | 9.89 |
Verus Securitization Trust 2019-2 | 0.13% | -0.02% | $1,803,602.65 | Securitized | CMO | United States | 3.35% | NR | 05/25/2059 | 1.76 |
Altice France Holding | 0.13% | -0.00% | $1,776,252.88 | Corporates | Communications | France | 4.00% | Caa1 | 02/15/2028 | 4.56 |
Danske Bank | 0.13% | -0.02% | $1,775,840.42 | Corporates | Banking | Denmark | 2.00% | A3 | 09/08/2021 | 0.68 |
BFLD 2019-DPLO | 0.13% | -0.01% | $1,774,210.08 | Securitized | NON AGENCY CMBS | United States | 1.70% | NR | 10/15/2034 | 0.50 |
Methanex | 0.13% | -0.00% | $1,722,723.52 | Corporates | Basic Industry | Canada | 5.65% | Ba1 | 12/01/2044 | 13.55 |
Occidental Petroleum | 0.13% | -0.01% | $1,718,777.16 | Corporates | Energy | United States | 8.88% | Ba2 | 07/15/2030 | 6.33 |
Pacific Gas & Electric | 0.13% | -0.00% | $1,718,599.41 | Corporates | Electric | United States | 2.10% | Baa3 | 08/01/2027 | 6.06 |
Deephaven Residential Mortgage Trust 2018-3 | 0.13% | -0.02% | $1,710,842.00 | Securitized | CMO | United States | 4.36% | NR | 08/25/2058 | 2.97 |
Alcoa Nederland Holding BV | 0.13% | -0.01% | $1,707,913.73 | Corporates | Basic Industry | United States | 5.50% | Ba1 | 12/15/2027 | 2.96 |
Federal National Mortgage Assn. | 0.13% | 0.00% | $1,702,683.59 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 02/01/2050 | 2.13 |
OZLM VIII | 0.12% | -0.01% | $1,663,962.40 | Securitized | ABS Other | United States | 2.02% | Aa2 | 10/17/2029 | 0.30 |
HUB International | 0.12% | -0.02% | $1,656,578.04 | Corporates | Insurance | United States | 7.00% | Caa2 | 05/01/2026 | 0.62 |
Altice Financing | 0.12% | -0.01% | $1,630,720.11 | Corporates | Communications | Luxembourg | 7.50% | B2 | 05/15/2026 | 0.47 |
Ivory Coast Government International Bond | 0.12% | N/A | $1,624,778.24 | Government Related | Sovereign | Cote d Ivoire | 4.88% | Ba3 | 01/30/2032 | 8.05 |
Vista Point Securitization Trust 2020-1 | 0.12% | -0.01% | $1,615,208.82 | Securitized | CMO | United States | 5.38% | NR | 03/25/2065 | 2.34 |
Freddie Mac STACR Trust 2019-HQA2 | 0.12% | -0.02% | $1,608,058.50 | Securitized | CMO | United States | 2.20% | NR | 04/25/2049 | 0.12 |
COLT 2020-3 Mortgage Loan Trust | 0.12% | -0.02% | $1,605,416.05 | Securitized | CMO | United States | 3.36% | NR | 04/27/2065 | 4.41 |
COMM 2015-PC1 Mortgage Trust | 0.12% | -0.02% | $1,601,032.35 | Securitized | NON AGENCY CMBS | United States | 4.32% | NR | 07/10/2050 | 4.06 |
New York City IDA | 0.12% | -0.01% | $1,591,846.94 | Government Related | Local Authorities | United States | 2.68% | A2 | 03/01/2033 | 10.44 |
China Government Bond | 0.12% | -0.01% | $1,590,091.59 | Treasuries | Treasuries | China | 4.00% | NR | 06/24/2069 | 22.01 |
C&W Senior Financing DAC | 0.12% | -0.02% | $1,570,127.32 | Corporates | Communications | Panama | 7.50% | B2 | 10/15/2026 | 1.15 |
Applebee S Funding Llc / Ihop Funding | 0.12% | -0.01% | $1,569,317.02 | Securitized | ABS Other | United States | 4.19% | NR | 06/07/2049 | 3.15 |
Tenet Healthcare | 0.11% | -0.01% | $1,553,968.68 | Corporates | Consumer Non Cyclical | United States | 7.50% | B1 | 04/01/2025 | 1.32 |
Becton Dickinson And | 0.11% | -0.01% | $1,548,220.51 | Corporates | Consumer Non Cyclical | United States | 2.82% | Ba1 | 05/20/2030 | 8.27 |
Buckeye Partners | 0.11% | -0.01% | $1,535,252.10 | Corporates | Energy | United States | 2.90% | Ba1 | 11/01/2026 | 0.13 |
United Airlines 2019-2 Class AA Pass Through Trust | 0.11% | -0.02% | $1,533,274.56 | Corporates | Transportation | United States | 2.70% | A1 | 05/01/2032 | 6.94 |
COMM 2014-CR14 Mortgage Trust | 0.11% | -0.01% | $1,524,047.32 | Securitized | NON AGENCY CMBS | United States | 4.62% | Aa3 | 02/10/2047 | 2.83 |
Barings CLO Ltd 2016-II | 0.11% | -0.01% | $1,522,732.87 | Securitized | ABS Other | United States | 1.30% | Aaa | 07/20/2028 | 0.22 |
Federal National Mortgage Assn. | 0.11% | 0.00% | $1,516,223.54 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 03/01/2049 | 1.69 |
Golub Capital Partners CLO 39B | 0.11% | -0.05% | $1,496,922.66 | Securitized | ABS Other | United States | 1.37% | Aaa | 10/20/2028 | 0.25 |
Ares LVIII CLO | 0.11% | N/A | $1,480,000.00 | Securitized | ABS Other | United States | 1.43% | NR | 01/15/2033 | 0.25 |
Cigna | 0.11% | -0.01% | $1,468,955.43 | Corporates | Consumer Non Cyclical | United States | 2.40% | Baa2 | 03/15/2030 | 8.23 |
Cyprus Government International Bond | 0.11% | -0.00% | $1,467,186.84 | Treasuries | Treasuries | Cyprus | 2.75% | Ba2 | 02/26/2034 | 11.35 |
Dave & Buster s | 0.11% | N/A | $1,464,613.67 | Corporates | Consumer Cyclical | United States | 7.63% | Caa1 | 11/01/2025 | 2.78 |
Hilton Grand Vacations Trust 2020 | 0.11% | -0.02% | $1,458,249.96 | Securitized | ABS Other | United States | 6.42% | NR | 02/25/2039 | 2.93 |
DC office Trust 2019-MTC | 0.11% | -0.01% | $1,452,059.30 | Securitized | NON AGENCY CMBS | United States | 3.07% | Baa3 | 09/15/2045 | 7.77 |
Syngenta Finance | 0.11% | -0.02% | $1,438,545.14 | Government Related | Owned No Guarantee | Switzerland | 3.93% | Ba2 | 04/23/2021 | 0.30 |
Sri Lanka Government International Bond | 0.11% | -0.01% | $1,435,542.78 | Government Related | Sovereign | Sri Lanka | 6.25% | Caa1 | 07/27/2021 | 0.48 |
Starwood Mortgage Residential Trust 2019-IMC1 | 0.11% | -0.01% | $1,431,198.71 | Securitized | CMO | United States | 4.09% | NR | 02/25/2049 | 0.31 |
TransDigm | 0.11% | -0.01% | $1,430,616.62 | Corporates | Capital Goods | United States | 8.00% | Ba3 | 12/15/2025 | 1.33 |
Tenet Healthcare | 0.11% | -0.01% | $1,429,550.24 | Corporates | Consumer Non Cyclical | United States | 6.88% | Caa1 | 11/15/2031 | 7.67 |
CVS Health | 0.10% | -0.00% | $1,425,270.36 | Corporates | Consumer Non Cyclical | United States | 3.75% | Baa2 | 04/01/2030 | 7.86 |
Sigma Holdco BV | 0.10% | -0.02% | $1,425,152.37 | Corporates | Consumer Non Cyclical | Netherlands | 7.88% | Caa1 | 05/15/2026 | 1.74 |
Magnetite XXV | 0.10% | N/A | $1,406,471.35 | Securitized | ABS Other | United States | 2.35% | NR | 01/25/2032 | 0.97 |
Starwood Mortgage Residential Trust 2020-INV | 0.10% | N/A | $1,399,752.29 | Securitized | CMO | United States | 1.59% | NR | 11/25/2055 | 1.79 |
Mohawk Capital Finance | 0.10% | 0.00% | $1,396,469.53 | Corporates | Capital Goods | United States | 1.75% | Baa1 | 06/12/2027 | 5.98 |
Freddie Mac STACR REMIC Trust 2020-DNA4 | 0.10% | -0.01% | $1,394,804.77 | Securitized | CMO | United States | 3.90% | NR | 08/25/2050 | -0.20 |
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons | 0.10% | -0.01% | $1,390,621.44 | Corporates | Consumer Non Cyclical | United States | 5.75% | B1 | 03/15/2025 | 1.18 |
Genworth Mortgage Holdings | 0.10% | -0.01% | $1,390,377.56 | Corporates | Insurance | United States | 6.50% | Ba3 | 08/15/2025 | 3.67 |
Santander Drive Auto Receivables Trust 2020-4 | 0.10% | N/A | $1,374,156.03 | Securitized | Car Loan | United States | 1.48% | Baa1 | 01/15/2027 | 3.40 |
American Airlines 2016-3 Class AA Pass Through Trust | 0.10% | -0.01% | $1,371,701.70 | Corporates | Transportation | United States | 3.00% | Baa1 | 10/15/2028 | 5.31 |
Ellington Financial Mortgage Trust 2020-1 | 0.10% | -0.01% | $1,367,068.63 | Securitized | CMO | United States | 5.24% | NR | 05/25/2065 | 2.27 |
Romanian Government International Bond | 0.10% | N/A | $1,366,115.10 | Government Related | Sovereign | Romania | 2.00% | Baa3 | 01/28/2032 | 9.89 |
EQT | 0.10% | N/A | $1,362,289.40 | Corporates | Energy | United States | 8.75% | Ba3 | 02/01/2030 | 6.33 |
Freddie Mac STACR REMIC Trust 2020-DNA6 | 0.10% | N/A | $1,344,003.42 | Securitized | CMO | United States | 2.08% | NR | 12/25/2050 | 0.09 |
Americredit Automobile Receivables Trust 2018-1 | 0.10% | -0.01% | $1,332,333.34 | Securitized | Car Loan | United States | 3.82% | NR | 03/18/2024 | 1.91 |
Verus Securitization Trust 2019-1 | 0.10% | -0.03% | $1,327,722.31 | Securitized | CMO | United States | 3.84% | NR | 02/25/2059 | 0.22 |
AT&T | 0.10% | N/A | $1,316,575.14 | Corporates | Communications | United States | 3.50% | Baa2 | 09/15/2053 | 19.59 |
Surgery Center Holdings | 0.10% | N/A | $1,300,708.75 | Corporates | Consumer Non Cyclical | United States | 10.00% | Caa2 | 04/15/2027 | 1.67 |
Government National Mortgage Assn. | 0.09% | 0.00% | $1,277,044.32 | Securitized | Agency Fixed Rate | United States | 2.50% | NR | 01/01/2044 | -0.63 |
AT&T | 0.09% | N/A | $1,254,772.86 | Corporates | Communications | United States | 2.30% | Baa2 | 06/01/2027 | 5.93 |
Fannie Mae Connecticut Avenue Securities | 0.09% | -0.01% | $1,227,266.34 | Securitized | CMO | United States | 2.70% | NR | 12/25/2030 | 0.08 |
eG Global Finance | 0.09% | -0.01% | $1,224,152.98 | Corporates | Consumer Cyclical | United Kingdom | 4.38% | B3 | 02/07/2025 | 2.81 |
Navistar International | 0.09% | -0.01% | $1,216,981.55 | Corporates | Consumer Cyclical | United States | 6.63% | B3 | 11/01/2025 | 0.33 |
Intelsat Jackson Holdings | 0.09% | -0.01% | $1,207,339.59 | Corporates | Communications | United States | 9.50% | NR | 09/30/2022 | 1.60 |
Deephave Residential Mortgage Trust 2019-2 | 0.09% | -0.00% | $1,203,662.04 | Securitized | CMO | United States | 3.92% | NR | 04/25/2059 | 0.31 |
Manhattan West 2020-1MW Mortgage Trust | 0.09% | -0.01% | $1,190,940.54 | Securitized | NON AGENCY CMBS | United States | 2.33% | Baa3 | 09/10/2039 | 6.23 |
General Electric | 0.08% | 0.00% | $1,148,346.43 | Corporates | Capital Goods | United States | 5.00% | Baa3 | 06/15/2169 | -0.39 |
B&G Foods | 0.08% | -0.01% | $1,146,912.33 | Corporates | Consumer Non Cyclical | United States | 5.25% | B2 | 09/15/2027 | 2.07 |
Towd Point Mortgage Trust 2017-1 | 0.08% | -0.01% | $1,132,507.67 | Securitized | CMO | United States | 3.75% | Aa1 | 10/25/2056 | 4.44 |
United Kingdom Gilt | 0.08% | N/A | $1,126,088.41 | Treasuries | Treasuries | United Kingdom | 4.75% | Aa3 | 12/07/2030 | 8.44 |
Argentine Republic Government International Bond | 0.08% | -0.00% | $1,124,385.75 | Government Related | Sovereign | Argentina | 0.13% | NR | 07/09/2030 | 8.82 |
Banco De Bogota | 0.08% | -0.01% | $1,122,961.76 | Corporates | Banking | Colombia | 4.38% | Baa2 | 08/03/2027 | 5.59 |
Bahamas Government International Bond | 0.08% | -0.01% | $1,107,846.98 | Government Related | Sovereign | Bahamas | 6.00% | Ba2 | 11/21/2028 | 5.50 |
CSAIL 2016-C6 Commercial Mortgage Trust | 0.08% | -0.01% | $1,107,265.89 | Securitized | NON AGENCY CMBS | United States | 4.95% | NR | 01/15/2049 | 4.69 |
NGL Energy Partners LP / NGL Energy Finance | 0.08% | -0.01% | $1,104,375.00 | Corporates | Energy | United States | 7.50% | B3 | 04/15/2026 | 3.73 |
Homeward Opportunities Fund I Trust 2019-1 | 0.08% | -0.01% | $1,102,102.69 | Securitized | CMO | United States | 3.95% | NR | 01/25/2059 | 0.31 |
Federal National Mortgage Assn. | 0.08% | 0.00% | $1,093,771.83 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 11/01/2048 | 2.28 |
Methanex | 0.08% | -0.00% | $1,092,889.18 | Corporates | Basic Industry | Canada | 5.25% | Ba1 | 12/15/2029 | 7.16 |
Federal National Mortgage Assn. | 0.08% | 0.00% | $1,088,116.21 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 08/01/2047 | 3.51 |
Altice France SA/France | 0.08% | -0.00% | $1,075,821.64 | Corporates | Communications | France | 3.38% | B2 | 01/15/2028 | 4.17 |
DPL | 0.08% | -0.01% | $1,072,012.50 | Corporates | Electric | United States | 4.13% | Ba1 | 07/01/2025 | 3.98 |
MVW 2020-1 | 0.08% | -0.01% | $1,066,099.67 | Securitized | ABS Other | United States | 4.21% | NR | 10/20/2037 | 3.11 |
Government National Mortgage Assn. | 0.08% | 0.00% | $1,057,654.63 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 0.41 |
Cikarang Listrindo | 0.08% | N/A | $1,050,311.35 | Corporates | Electric | Indonesia | 4.95% | Ba2 | 09/14/2026 | 0.21 |
Cantor Commercial Real Estate Lending 2019-CF1 | 0.08% | -0.01% | $1,046,075.30 | Securitized | NON AGENCY CMBS | United States | 4.14% | NR | 05/15/2052 | 3.08 |
Health & Happiness H&H International Holdings | 0.08% | -0.01% | $1,037,022.77 | Corporates | Consumer Non Cyclical | China | 5.63% | Ba3 | 10/24/2024 | 1.17 |
Centene | 0.08% | -0.01% | $1,030,125.34 | Corporates | Insurance | United States | 4.25% | Ba1 | 12/15/2027 | 2.59 |
Government National Mortgage Assn. | 0.07% | 0.00% | $1,018,331.30 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 09/20/2049 | 0.37 |
BX Trust 2018-GW | 0.07% | -0.01% | $1,010,692.06 | Securitized | NON AGENCY CMBS | United States | 1.38% | NR | 05/15/2035 | 0.48 |
Avis Budget Rental Car Funding AESOP | 0.07% | -0.01% | $1,008,120.95 | Securitized | Car Loan | United States | 4.53% | Ba2 | 03/20/2023 | 0.99 |
Guatemala Government Bond | 0.07% | -0.00% | $1,006,200.84 | Government Related | Sovereign | Guatemala | 6.13% | Ba1 | 06/01/2050 | 15.48 |
Bausch Health Americas | 0.07% | -0.01% | $1,004,561.82 | Corporates | Consumer Non Cyclical | United States | 8.50% | B3 | 01/31/2027 | 1.75 |
Perrigo Finance Unlimited | 0.07% | -0.01% | $1,002,955.95 | Corporates | Consumer Non Cyclical | United States | 3.15% | Baa3 | 06/15/2030 | 8.19 |
280 Park Avenue 2017-280P Mortgage Trust | 0.07% | -0.01% | $994,974.83 | Securitized | NON AGENCY CMBS | United States | 1.23% | NR | 09/15/2034 | 0.54 |
Centene | 0.07% | -0.01% | $989,822.42 | Corporates | Insurance | United States | 4.63% | Ba1 | 12/15/2029 | 4.74 |
Orlando Health Obligated | 0.07% | -0.01% | $987,214.89 | Corporates | Consumer Non Cyclical | United States | 2.29% | A2 | 10/01/2028 | 7.09 |
Romanian Government International Bond | 0.07% | N/A | $978,513.59 | Government Related | Sovereign | Romania | 2.88% | Baa3 | 03/11/2029 | 7.29 |
Vertical Midco GmbH | 0.07% | -0.00% | $968,957.36 | Corporates | Capital Goods | Germany | 4.38% | B1 | 07/15/2027 | 3.29 |
Towd Point Mortgage Trust 2019-1 | 0.07% | -0.02% | $961,895.88 | Securitized | CMO | United States | 3.75% | Aa1 | 03/25/2058 | 3.36 |
Angel Oak Mortgage Trust I LLC 2019-1 | 0.07% | -0.03% | $960,113.65 | Securitized | CMO | United States | 3.92% | NR | 11/25/2048 | 0.94 |
Federal National Mortgage Assn. | 0.07% | 0.00% | $951,728.11 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 10/01/2049 | 1.90 |
Freddie Mac STACR REMIC Trust 2020-HQA4 | 0.07% | -0.01% | $949,004.49 | Securitized | CMO | United States | 3.30% | Ba1 | 09/25/2050 | 0.09 |
Serbia International Bond | 0.07% | N/A | $934,328.08 | Government Related | Sovereign | Serbia | 2.13% | Ba3 | 12/01/2030 | 9.00 |
Expedia | 0.07% | -0.01% | $930,176.06 | Corporates | Consumer Cyclical | United States | 6.25% | Baa3 | 05/01/2025 | 3.67 |
COLT 2019-2 Mortgage Loan Trust | 0.07% | -0.02% | $929,581.51 | Securitized | CMO | United States | 3.54% | NR | 05/25/2049 | 2.03 |
COLT 2019-1 Mortgage Loan Trust | 0.07% | -0.02% | $924,417.48 | Securitized | CMO | United States | 4.01% | NR | 03/25/2049 | 0.97 |
Continental Resources Inc/OK | 0.07% | 0.01% | $915,004.20 | Corporates | Energy | United States | 5.75% | Ba1 | 01/15/2031 | 7.60 |
City of Houston TX Airport System Revenue | 0.06% | -0.00% | $878,133.34 | Government Related | Local Authorities | United States | 1.27% | A1 | 07/01/2024 | 3.42 |
State Street | 0.06% | N/A | $870,657.59 | Corporates | Banking | United States | 3.15% | A1 | 03/30/2031 | 8.16 |
Federal National Mortgage Assn. | 0.06% | 0.00% | $859,613.00 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 12/01/2041 | 4.25 |
NTPC | 0.06% | -0.01% | $856,842.46 | Government Related | Owned No Guarantee | India | 7.38% | NR | 08/10/2021 | 0.60 |
Intelsat Jackson Holdings | 0.06% | -0.01% | $850,052.74 | Corporates | Communications | United States | 6.50% | NR | 07/13/2022 | 0.66 |
Homeward Opportunities Fund I Trust 2019-1 | 0.06% | -0.01% | $848,643.09 | Securitized | CMO | United States | 3.61% | NR | 01/25/2059 | 0.31 |
New Residential Mortgage Loan Trust 2019-NQM1 | 0.06% | -0.01% | $834,656.60 | Securitized | CMO | United States | 3.93% | NR | 01/25/2049 | 0.99 |
Navient Private Education Loan Trust 2017 | 0.06% | -0.01% | $825,996.99 | Securitized | Student Loan | United States | 3.91% | NR | 12/16/2058 | 5.62 |
Bausch Health | 0.06% | -0.01% | $793,974.11 | Corporates | Consumer Non Cyclical | United States | 9.00% | B3 | 12/15/2025 | 0.97 |
Intelsat Jackson Holdings | 0.06% | -0.01% | $791,980.80 | Corporates | Communications | United States | 8.63% | NR | 01/02/2024 | 2.74 |
Woof Holdings | 0.06% | N/A | $788,356.80 | Corporates | Consumer Cyclical | United States | 4.50% | B2 | 12/16/2027 | 3.78 |
Export-Import Bank of India | 0.06% | -0.00% | $778,085.05 | Government Related | Owned No Guarantee | India | 8.38% | NR | 07/24/2025 | 3.83 |
Altice France SA/France | 0.06% | -0.00% | $777,995.30 | Corporates | Communications | France | 3.38% | B2 | 01/15/2028 | 4.16 |
SG Residential Mortgage Trust 2019-3 | 0.06% | -0.01% | $758,131.31 | Securitized | CMO | United States | 3.08% | NR | 09/25/2059 | 1.35 |
Seasoned Credit Risk Transfer Trust Series 2017-2 | 0.06% | -0.01% | $752,555.83 | Securitized | CMO | United States | 4.00% | Ba2 | 08/25/2056 | 3.59 |
JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 0.06% | -0.01% | $750,043.82 | Securitized | NON AGENCY CMBS | United States | 3.88% | Aa2 | 03/15/2050 | 5.53 |
Great Lakes Water Authority Sewage Disposal System Revenue | 0.05% | -0.01% | $745,868.70 | Government Related | Local Authorities | United States | 1.83% | A1 | 07/01/2026 | 5.25 |
Expedia | 0.05% | -0.01% | $738,056.62 | Corporates | Consumer Cyclical | United States | 7.00% | Baa3 | 05/01/2025 | 1.37 |
NTPC | 0.05% | -0.01% | $735,105.66 | Government Related | Owned No Guarantee | India | 7.25% | NR | 05/03/2022 | 1.24 |
PLT VII Finance Sarl | 0.05% | -0.00% | $733,466.50 | Corporates | Communications | Lithuania | 4.63% | B2 | 01/05/2026 | 2.24 |
Government National Mortgage Assn. | 0.05% | 0.00% | $723,767.32 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/20/2047 | 1.29 |
Federal National Mortgage Assn. | 0.05% | 0.00% | $723,509.39 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2050 | 3.29 |
Federal National Mortgage Assn. | 0.05% | 0.00% | $721,515.12 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 12/01/2045 | 2.85 |
Qatar Government International Bond | 0.05% | N/A | $700,170.54 | Government Related | Sovereign | Qatar | 3.75% | Aa3 | 04/16/2030 | 8.04 |
Continental Resources Inc/OK | 0.05% | 0.01% | $692,421.15 | Corporates | Energy | United States | 4.90% | Ba1 | 06/01/2044 | 13.90 |
Royal Caribbean Cruises | 0.05% | N/A | $687,185.08 | Corporates | Consumer Cyclical | United States | 5.25% | B2 | 11/15/2022 | 1.76 |
ICTSI Treasury BV | 0.05% | -0.01% | $646,352.88 | Corporates | Transportation | Philippines | 4.63% | NR | 01/16/2023 | 1.92 |
Hess | 0.05% | -0.00% | $638,384.60 | Corporates | Energy | United States | 7.13% | Ba1 | 03/15/2033 | 8.66 |
Navient | 0.05% | -0.09% | $635,885.32 | Corporates | Finance Companies | United States | 7.25% | Ba3 | 01/25/2022 | 1.00 |
EQT | 0.05% | N/A | $631,494.84 | Corporates | Energy | United States | 5.00% | Ba3 | 01/15/2029 | 6.47 |
CarMax Auto Owner Trust 2017-1 | 0.05% | -0.01% | $629,391.61 | Securitized | Car Loan | United States | 3.43% | Aa3 | 07/17/2023 | 1.25 |
Sabre GLBL | 0.05% | N/A | $625,781.25 | Corporates | Technology | United States | 4.75% | Ba3 | 12/17/2027 | 3.80 |
Citigroup Commercial Mortgage Trust 2015-P1 | 0.05% | -0.01% | $615,163.70 | Securitized | NON AGENCY CMBS | United States | 4.32% | NR | 09/15/2048 | 4.23 |
Brinker International | 0.05% | -0.01% | $613,068.95 | Corporates | Consumer Cyclical | United States | 3.88% | B3 | 05/15/2023 | 2.23 |
Continental Resources Inc/OK | 0.04% | 0.01% | $598,836.18 | Corporates | Energy | United States | 4.38% | Ba1 | 01/15/2028 | 5.88 |
Government National Mortgage Assn. | 0.04% | 0.00% | $598,542.54 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 06/20/2047 | 0.35 |
Freddie Mac STACR REMIC Trust 2020-DNA3 | 0.04% | -0.10% | $590,656.07 | Securitized | CMO | United States | 1.65% | NR | 06/25/2050 | 0.06 |
Ashland Services BV | 0.04% | -0.00% | $588,589.75 | Corporates | Basic Industry | United States | 2.00% | Ba1 | 01/30/2028 | 6.43 |
Pacific Gas & Electric | 0.04% | -0.00% | $582,238.48 | Corporates | Electric | United States | 4.55% | Baa3 | 07/01/2030 | 7.70 |
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 0.04% | -0.00% | $577,635.09 | Securitized | NON AGENCY CMBS | United States | 4.18% | NR | 11/15/2052 | 5.99 |
Verus Securitization Trust 2020-INV1 | 0.04% | -0.01% | $565,528.73 | Securitized | CMO | United States | 5.50% | NR | 03/25/2060 | 6.42 |
Government National Mortgage Assn. | 0.04% | 0.00% | $564,935.89 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/20/2049 | 0.52 |
MGIC Investment | 0.04% | -0.00% | $561,486.67 | Corporates | Insurance | United States | 5.25% | Ba1 | 08/15/2028 | 3.62 |
Towd Point Mortgage Trust 2017-6 | 0.04% | -0.01% | $556,101.48 | Securitized | CMO | United States | 2.75% | Aaa | 10/25/2057 | 1.99 |
Federal National Mortgage Assn. | 0.04% | 0.00% | $553,248.20 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 2.85 |
Millicom International Cellular | 0.04% | N/A | $532,721.17 | Corporates | Communications | Colombia | 4.50% | Ba2 | 04/27/2031 | 6.45 |
Hess | 0.04% | -0.00% | $520,441.48 | Corporates | Energy | United States | 7.30% | Ba1 | 08/15/2031 | 7.76 |
Edison International | 0.04% | -0.00% | $495,023.31 | Corporates | Electric | United States | 3.13% | Baa3 | 11/15/2022 | 1.75 |
Galton Funding Mortgage Trust 2017-1 | 0.04% | -0.01% | $487,846.60 | Securitized | CMO | United States | 3.50% | NR | 11/25/2057 | 2.43 |
Deephave Residential Mortgage Trust 2019-2 | 0.04% | -0.00% | $481,610.97 | Securitized | CMO | United States | 3.76% | NR | 04/25/2059 | 1.08 |
Federal National Mortgage Assn. | 0.04% | 0.00% | $477,481.05 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 05/01/2050 | 3.35 |
Dcp Midstream Operating | 0.03% | 0.00% | $463,644.74 | Corporates | Energy | United States | 5.85% | B1 | 05/21/2043 | 0.89 |
Ashford Hospitality Trust 2018-ASHF | 0.03% | -0.00% | $463,288.60 | Securitized | NON AGENCY CMBS | United States | 1.56% | NR | 04/15/2035 | 0.41 |
Woof Holdings | 0.03% | N/A | $461,150.00 | Corporates | Consumer Cyclical | United States | 8.00% | Caa2 | 12/21/2028 | 3.54 |
Amwins | 0.03% | -0.00% | $454,587.50 | Corporates | Insurance | United States | 7.75% | B3 | 07/01/2026 | 0.97 |
Tacala Investment | 0.03% | 0.03% | $447,797.35 | Corporates | Consumer Cyclical | United States | 8.25% | NR | 02/04/2028 | 3.53 |
CVS Health | 0.03% | -0.00% | $445,867.41 | Corporates | Consumer Non Cyclical | United States | 3.00% | Baa2 | 08/15/2026 | 5.07 |
Sequoia Mortgage Trust 2018-CH3 | 0.03% | -0.01% | $442,508.75 | Securitized | CMO | United States | 4.50% | Aa1 | 08/25/2048 | 2.23 |
Occidental Petroleum | 0.03% | -0.01% | $442,446.58 | Corporates | Energy | United States | 4.40% | Ba2 | 08/15/2049 | 14.88 |
Federal National Mortgage Assn. | 0.03% | 0.00% | $435,370.80 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2044 | 3.99 |
Dcp Midstream Operating | 0.03% | 0.00% | $399,424.03 | Corporates | Energy | United States | 6.75% | Ba2 | 09/15/2037 | 10.16 |
Sequoia Mortgage Trust 2018-CH4 | 0.03% | -0.01% | $397,871.58 | Securitized | CMO | United States | 4.50% | Aaa | 10/25/2048 | 2.09 |
Federal National Mortgage Assn. | 0.03% | 0.00% | $371,221.63 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 08/01/2047 | 3.06 |
Romanian Government International Bond | 0.03% | N/A | $368,251.53 | Government Related | Sovereign | Romania | 1.38% | Baa3 | 12/02/2029 | 8.43 |
Federal National Mortgage Assn. | 0.03% | 0.00% | $356,536.51 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 09/01/2046 | 2.85 |
Trivium Packaging Finance BV | 0.03% | -0.00% | $343,588.32 | Corporates | Capital Goods | Netherlands | 3.75% | B2 | 08/15/2026 | 2.65 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $339,244.30 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 05/01/2035 | 3.99 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $336,487.91 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 11/01/2045 | 2.85 |
Occidental Petroleum | 0.02% | -0.01% | $331,480.43 | Corporates | Energy | United States | 3.20% | Ba2 | 08/15/2026 | 4.99 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $324,261.02 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 07/01/2050 | 3.41 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $320,540.41 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 2.85 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $320,249.17 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2050 | 3.28 |
Government National Mortgage Assn. | 0.02% | 0.00% | $291,224.90 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/20/2049 | 0.28 |
Seven Generations Energy | 0.02% | -0.00% | $281,565.44 | Corporates | Energy | Canada | 6.75% | Ba3 | 05/01/2023 | 0.33 |
Madison Park Funding XXXVII | 0.02% | -0.04% | $280,520.88 | Securitized | ABS Other | United States | 1.54% | NR | 07/15/2032 | 0.05 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $273,191.45 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2040 | 4.18 |
Freddie Mac Structured Agency Credit Risk debt Notes | 0.02% | -0.02% | $273,162.58 | Securitized | CMO | United States | 4.14% | NR | 08/25/2048 | 0.99 |
Government National Mortgage Assn. | 0.02% | 0.00% | $272,190.90 | Securitized | Agency Fixed Rate | United States | 3.00% | NR | 03/20/2050 | 0.38 |
Government National Mortgage Assn. | 0.02% | 0.00% | $269,315.76 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/20/2047 | 0.70 |
City of Houston TX Airport System Revenue | 0.02% | -0.00% | $266,467.76 | Government Related | Local Authorities | United States | 1.05% | A1 | 07/01/2023 | 2.46 |
Hess | 0.02% | -0.00% | $259,575.00 | Corporates | Energy | United States | 7.88% | Ba1 | 10/01/2029 | 6.64 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $252,449.75 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2048 | 3.65 |
Government National Mortgage Assn. | 0.02% | 0.00% | $250,681.88 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 11/20/2040 | 2.78 |
Government National Mortgage Assn. | 0.02% | 0.00% | $233,644.17 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/20/2049 | 0.65 |
Government National Mortgage Assn. | 0.02% | 0.00% | $222,693.08 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/20/2047 | 0.70 |
Federal National Mortgage Assn. | 0.02% | 0.00% | $219,638.64 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/01/2046 | 3.99 |
US BOND FUTR OPTN Mar21C 178 | 0.02% | 0.01% | $216,218.75 | Derivatives | Options | United States | N/A | N/A | N/A | 12.63 |
Government National Mortgage Assn. | 0.01% | 0.00% | $196,909.11 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 05/20/2048 | 0.69 |
Government National Mortgage Assn. | 0.01% | 0.00% | $193,207.98 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 01/20/2048 | 0.94 |
Nabors Industries | 0.01% | 0.00% | $187,470.06 | Corporates | Energy | United States | 4.63% | Caa2 | 09/15/2021 | 0.62 |
Edison International | 0.01% | -0.00% | $183,824.34 | Corporates | Electric | United States | 4.95% | Baa3 | 04/15/2025 | 3.83 |
Federal Home Loan Mortgage | 0.01% | 0.00% | $182,238.04 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 3.32 |
Freddie Mac REMICS | 0.01% | -0.00% | $174,623.54 | Securitized | CMO | United States | 4.50% | NR | 05/25/2050 | -2.13 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $170,189.80 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2050 | 3.64 |
Cyprus Government International Bond | 0.01% | -0.00% | $161,387.82 | Treasuries | Treasuries | Cyprus | 1.25% | Ba2 | 01/21/2040 | 17.14 |
Hilton Grand Vacations Trust 2017 | 0.01% | -0.00% | $148,415.08 | Securitized | ABS Other | United States | 2.96% | NR | 12/26/2028 | 1.57 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $142,829.77 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 12/01/2045 | 2.85 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $136,621.27 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2035 | 3.86 |
MVW Owner Trust 2017-1 | 0.01% | -0.00% | $97,559.18 | Securitized | ABS Other | United States | 2.99% | NR | 12/20/2034 | 2.39 |
Occidental Petroleum | 0.01% | -0.01% | $94,606.16 | Corporates | Energy | United States | 2.70% | Ba2 | 02/15/2023 | 1.91 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $92,936.88 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 10/01/2034 | 3.71 |
Government National Mortgage Assn. | 0.01% | 0.00% | $84,021.47 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 03/20/2047 | 0.77 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $83,588.44 | Securitized | Agency Fixed Rate | United States | 3.50% | NR | 01/01/2046 | 3.67 |
MVW Owner Trust 2017-1 | 0.01% | -0.00% | $81,389.52 | Securitized | ABS Other | United States | 2.75% | NR | 12/20/2034 | 2.41 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $80,957.92 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2044 | 4.05 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $80,004.78 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 03/01/2046 | 4.05 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $71,877.30 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2049 | 2.13 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $71,199.37 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2040 | 4.18 |
Federal Home Loan Mortgage | 0.01% | 0.00% | $69,571.50 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2040 | 3.67 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $68,987.15 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2041 | 3.82 |
Federal National Mortgage Assn. | 0.01% | 0.00% | $68,223.57 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 02/01/2040 | 3.66 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $61,899.24 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 06/01/2038 | 4.12 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $59,275.35 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 04/01/2035 | 3.84 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $53,797.46 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 3.43 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $51,043.14 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2035 | 3.86 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $47,146.24 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 10/01/2038 | 4.01 |
Government National Mortgage Assn. | 0.00% | 0.00% | $42,970.45 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/20/2047 | 1.29 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $40,899.79 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/01/2035 | 3.98 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $39,302.45 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2036 | 3.99 |
Venezuela Government International Bond | 0.00% | 0.00% | $38,800.00 | Government Related | Sovereign | Venezuela | 7.75% | NR | 10/13/2021 | 0.55 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $37,859.57 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 3.82 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $36,331.60 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 3.43 |
MVW Owner Trust 2014-1 | 0.00% | -0.00% | $32,941.13 | Securitized | ABS Other | United States | 2.25% | NR | 09/22/2031 | 0.42 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $31,027.37 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 03/01/2041 | 3.60 |
Petroleos De Venezuela | 0.00% | 0.00% | $30,800.00 | Government Related | Owned No Guarantee | Venezuela | 6.00% | NR | 05/16/2024 | 0.37 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $30,616.57 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/01/2040 | 4.13 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $30,506.64 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2037 | 4.01 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $29,997.03 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2037 | 3.71 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $27,981.04 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/01/2039 | 3.66 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $27,349.56 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2039 | 3.66 |
Argentine Republic Government International Bond | 0.00% | -0.00% | $26,478.96 | Government Related | Sovereign | Argentina | 1.00% | NR | 07/09/2029 | 7.46 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $25,810.20 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2042 | 3.60 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $25,777.73 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 08/01/2037 | 3.96 |
Government National Mortgage Assn. | 0.00% | 0.00% | $25,755.81 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/20/2047 | 0.77 |
Towd Point Mortgage Trust 2015-3 | 0.00% | -0.00% | $23,698.77 | Securitized | CMO | United States | 3.00% | Aaa | 03/25/2054 | 0.35 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $22,126.66 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 11/01/2036 | 3.97 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $22,088.83 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2040 | 3.82 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $21,163.73 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 11/01/2035 | 3.99 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $21,122.66 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2034 | 3.71 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $21,082.13 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2041 | 3.45 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $21,050.23 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2035 | 3.86 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $20,478.94 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 05/01/2042 | 3.10 |
Petroleos De Venezuela | 0.00% | 0.00% | $20,400.00 | Government Related | Owned No Guarantee | Venezuela | 9.00% | NR | 11/17/2021 | 0.32 |
Venezuela Government International Bond | 0.00% | 0.00% | $19,885.00 | Government Related | Sovereign | Venezuela | 6.00% | NR | 12/09/2021 | 0.79 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $19,770.05 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/01/2034 | 3.71 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $18,956.37 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2038 | 3.99 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $18,896.36 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 02/01/2041 | 3.43 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $18,632.54 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 03/01/2036 | 3.99 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $18,601.90 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2039 | 3.66 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $14,907.14 | Securitized | Agency Fixed Rate | United States | 6.50% | NR | 09/01/2036 | 3.96 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $14,852.85 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 11/01/2039 | 3.66 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $14,134.05 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2040 | 4.21 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $14,095.64 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 06/01/2039 | 3.65 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $13,963.39 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 12/01/2035 | 3.90 |
Government National Mortgage Assn. | 0.00% | 0.00% | $13,665.78 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 09/20/2040 | 2.78 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $13,638.74 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 07/01/2039 | 3.66 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $13,123.57 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2041 | 3.43 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $13,002.42 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 09/01/2042 | 3.37 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $12,963.52 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 05/01/2042 | 3.92 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $12,752.05 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/01/2040 | 3.42 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $12,493.21 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 03/01/2037 | 4.01 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $11,945.23 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2033 | 3.71 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $11,297.24 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 08/01/2037 | 4.01 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $10,947.30 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 02/01/2039 | 4.04 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $9,847.67 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 11/01/2049 | 3.54 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $9,502.50 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 3.81 |
Government National Mortgage Association | 0.00% | 0.00% | $9,090.24 | Securitized | CMO | United States | 4.00% | NR | 02/20/2043 | -11.59 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $8,591.77 | Securitized | Agency Fixed Rate | United States | 6.00% | NR | 05/01/2038 | 4.04 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $8,527.74 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 08/01/2040 | 4.13 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $8,237.12 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 12/01/2039 | 3.72 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $7,765.36 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 11/01/2040 | 3.42 |
Government National Mortgage Assn. | 0.00% | 0.00% | $7,078.60 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 03/20/2041 | 3.04 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $6,861.49 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 10/01/2040 | 3.42 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $6,775.48 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 10/01/2038 | 4.25 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $6,756.08 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 01/01/2042 | 3.66 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $6,577.20 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 02/01/2042 | 4.28 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $5,968.39 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 10/01/2039 | 3.65 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $5,627.14 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 02/01/2038 | 3.99 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $5,592.51 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 06/01/2041 | 4.18 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $4,766.61 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 07/01/2040 | 4.13 |
Mriya Farming | 0.00% | 0.00% | $4,377.34 | Corporates | Consumer Non Cyclical | United Kingdom | 0.00% | NR | 12/31/2025 | 1.29 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $4,165.73 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 01/01/2041 | 3.42 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $2,892.28 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 04/01/2035 | 3.99 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $2,623.87 | Securitized | Agency Fixed Rate | United States | 4.00% | NR | 12/01/2040 | 3.42 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $2,509.69 | Securitized | Agency Fixed Rate | United States | 4.50% | NR | 08/01/2040 | 3.81 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $2,420.21 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 01/01/2039 | 4.12 |
Federal National Mortgage Assn. | 0.00% | 0.00% | $1,683.55 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 3.99 |
Mriya Farming | 0.00% | 0.00% | $1,558.65 | Corporates | Industrial Other | United Kingdom | N/A | N/A | N/A | N/A |
Federal National Mortgage Assn. | 0.00% | 0.00% | $856.63 | Securitized | Agency Fixed Rate | United States | 5.50% | NR | 08/01/2037 | 3.99 |
Federal Home Loan Mortgage | 0.00% | 0.00% | $779.26 | Securitized | Agency Fixed Rate | United States | 5.00% | NR | 04/01/2040 | 4.13 |
Petroleos De Venezuela | 0.00% | 0.00% | $600.00 | Government Related | Owned No Guarantee | Venezuela | 12.75% | NR | 02/17/2022 | 0.02 |
Government National Mortgage Association | 0.00% | 0.00% | $371.77 | Securitized | CMO | United States | 4.50% | NR | 12/20/2039 | -14.65 |
Mriya Farming | 0.00% | 0.00% | $10.57 | Corporates | Industrial Other | United Kingdom | N/A | N/A | 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 (12/31/2020)
Quality Rating | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
US Government Agency Securities | 4.38% | 10.17% | |
US Treasury | 6.78% | 13.67% | |
AAA | 3.43% | 11.76% | |
AA | 3.19% | 14.55% | |
A | 11.03% | 22.97% | |
BBB | 21.20% | 16.28% | |
BB | 20.56% | 0.30% | |
B | 10.16% | 0.00% | |
CCC | 2.23% | 0.00% | |
Not Rated | 14.51% | 10.30% | |
Reserves | 2.52% | 0.00% | |
D | 0.01% | 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 (12/31/2020)
Bond Maturity | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
1-3 Years | 18.91% | 22.54% | |
3-5 Years | 18.52% | 24.02% | |
5-7 Years | 17.24% | 13.36% | |
7-10 Years | 16.68% | 13.94% | |
10+ Years | 15.94% | 26.14% | |
0-1 Years | 12.71% | 0.00% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Numbers may not total due to rounding; all numbers are percentages.
Duration Analysis (12/31/2020)
Duration | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
1-3 Years | 24.15% | 26.39% | |
Under 1 Year | 21.21% | 2.18% | |
5-7 Years | 17.39% | 13.37% | |
7-10 Years | 13.43% | 13.15% | |
Over 10 Years | 12.56% | 23.57% | |
3-5 Years | 11.26% | 21.34% |
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 (12/31/2020)
Sector | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
Global High Yield | 15.41% | 0.00% | |
Securitized | 16.31% | 3.19% | |
Emerging Market Corporates | 11.42% | 0.71% | |
Cash & Equivalents | 2.51% | 0.00% | |
U.S. Mortgage | 4.36% | 9.98% | |
Global Investment Grade | 10.21% | 18.14% | |
Global Sovereign | 39.78% | 67.98% |
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 (12/31/2020)
Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
U.S. dollar | 96.01% | 40.83% | |
Mexican peso | 0.60% | 0.28% | |
Canadian dollar | 0.00% | 2.76% | |
New Zealand dollar | 0.00% | 0.15% | |
Australian dollar | -2.98% | 1.49% | |
Dollar Bloc | 93.62% | 45.52% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
Czech koruna | 1.06% | 0.11% | |
British pound sterling | 1.03% | 5.10% | |
Danish krone | 0.00% | 0.20% | |
Hungarian forint | 0.00% | 0.08% | |
Norwegian krone | 0.00% | 0.09% | |
Swedish krona | 0.00% | 0.46% | |
Swiss franc | 0.00% | 0.52% | |
Polish zloty | -0.03% | 0.19% | |
euro | -2.12% | 24.28% | |
European Bloc | -0.05% | 31.04% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
Japanese yen | 2.00% | 14.05% | |
Malaysian ringgit | 1.62% | 0.30% | |
Singapore dollar | 0.00% | 0.19% | |
Hong Kong dollar | 0.00% | 0.02% | |
Thai baht | 0.00% | 0.33% | |
Korean won | -0.02% | 1.17% | |
Far East Bloc | 3.60% | 16.05% |
Benchmark: Bloomberg Barclays Global Aggregate Bond USD Hedged Index
Currency | % of Fund | % of Benchmark | % Underweight/Overweight |
---|---|---|---|
Chinese renminbi | 3.79% | 6.43% | |
Russian ruble | 1.25% | 0.16% | |
Indonesian rupiah | 0.50% | 0.35% | |
Egyptian pound | 0.46% | 0.00% | |
Chilean peso | 0.27% | 0.05% | |
New Ghana cedi | 0.27% | 0.00% | |
Brazilian real | 0.02% | 0.00% | |
South African rand | 0.02% | 0.00% | |
Indian rupee | 0.01% | 0.00% | |
Israeli shekel | 0.01% | 0.14% | |
Colombian peso | 0.00% | 0.11% | |
New Romanian leu | 0.00% | 0.07% | |
Peruvian nuevo sol | 0.00% | 0.06% | |
Serbia dinar | -0.00% | 0.00% | |
Offshore Chinese renminbi | -3.78% | 0.00% | |
Emerging Markets Bloc | 2.83% | 7.38% |
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
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
2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | ||
---|---|---|---|---|---|---|---|---|---|---|---|
1.93% | 10.90% | 0.30% | 4.32% | -0.04% | 6.84% | 6.46% | 0.44% | 10.37% | 8.14% | Fund | |
5.40% | 5.72% | -0.14% | 7.59% | 1.02% | 3.95% | 3.04% | 1.76% | 8.22% | 5.58% | Benchmark | |
-3.47% | 5.18% | 0.44% | -3.27% | -1.06% | 2.89% | 3.42% | -1.32% | 2.15% | 2.56% | 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 |
---|---|---|---|---|---|---|---|
2020 Year End | - | $0.01 | $0.05 | 12/15/2020 | 12/16/2020 | 12/17/2020 | 20201217 |
2019 Year End | - | $0.11 | $0.05 | 12/16/2019 | 12/17/2019 | 12/18/2019 | 20191218 |
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 |
Future Declarations
Period | Declaration/Record Date | Ex-Dividend Date | Payment Date | Sort Column |
---|---|---|---|---|
2021 Year End | 12/15/2021 | 12/16/2021 | 12/17/2021 | 20211217 |

Financial Professionals
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Tel: 1-800-564-6958
Contact Advisor Services© 2021 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.
Number of years managing the fund. In the case of co-portfolio management, the longer tenure is displayed.
Figure applies to all share classes.
Kenneth Orchard is a senior portfolio manager in the Fixed Income Division and a member of the Global Fixed Income Investment team. He is a vice president of T. Rowe Price Group, Inc., and T. Rowe Price International Ltd.