Page 1 of 25 - T. Rowe Price · Astro Malaysia Holdings 86,400 33,963 0.006% Page 2 of 25. Atmos Energy 489 44,078 0.007% ... Banca Generali 2,822 70,043 0.011% Banca Mediolanum 23,569

T. Rowe Price Global Allocation Fund 06/30/2018

(Unaudited)

Portfolio of Investments

Investments in Securities Coupon % Maturity Shares/Par Value ($) % of Net Assets

21ST CENTURY FOX AMERICA 4.5 2/15/21 20,000 20,548 0.003%

21ST CENTURY FOX AMERICA 5.65 8/15/20 20,000 20,963 0.003%

2U 1,058 88,406 0.014%

3SBio 42,000 94,906 0.015%

58.com, ADR 6,840 474,286 0.077%

AAC Technologies Holdings 10,500 147,454 0.024%

Aalberts Industries 2,217 105,907 0.017%

ABB 13,603 296,735 0.048%

Abbott Laboratories 770 46,962 0.008%

ABBVIE INC 3.6 5/14/25 240,000 232,226 0.038%

ABBVIE INC 4.5 5/14/35 30,000 29,405 0.005%

Abcam 16,312 286,555 0.047%

Abn Amro 32,296 835,234 0.136%

Acadia Realty Trust, REIT 2,169 59,366 0.010%

ACER 2018-1A A3 144A 3.21 9/11/23 115,000 115,090 0.019%

Acerinox 7,464 98,625 0.016%

Activision Blizzard 2,033 155,159 0.025%

Ado Properties 1,586 86,208 0.014%

Advantage Oil & Gas 2,550 7,972 0.001%

Adyen 61 33,606 0.005%

Aedas Homes SAU 14,009 497,567 0.081%

AERCAP IRELAND CAP/GLOBA 3.3 1/23/23 150,000 144,000 0.023%

AERCAP IRELAND CAP/GLOBA 4.13 7/3/23 150,000 149,250 0.024%

AESOP 2016-2A A 144A 2.72 11/20/22 150,000 146,417 0.024%

Aetna 1,953 358,376 0.058%

AFIN 2015-4 A4 2.01 7/20/20 20,000 19,938 0.003%

AGCO 95 5,768 0.001%

Agilent Technologies 10,560 653,030 0.106%

AGILENT TECHNOLOGIES INC 3.88 7/15/23 65,000 64,683 0.011%

Ahlsell 60,081 353,650 0.058%

AHPT 2017-ATRM A 144A 3 12/15/36 150,000 149,811 0.024%

AHS HOSPITAL CORP 5.02 7/1/45 20,000 22,434 0.004%

AHT1 2018-ASHF A 144A 2.97 4/15/35 172,118 171,911 0.028%

AIA Group 210,800 1,836,366 0.299%

Aida Engineering 7,300 70,809 0.012%

AIG GLOBAL FUNDING 144A 3.35 6/25/21 130,000 130,129 0.021%

AIG GLOBAL FUNDING 144A 2.15 7/2/20 25,000 24,470 0.004%

Air Arabia 198,762 53,003 0.009%

Airbus 1,241 144,818 0.024%

AIR LEASE CORP 2.5 3/1/21 85,000 82,760 0.013%

AIR LEASE CORP 3.63 4/1/27 45,000 41,268 0.007%

Air Liquide 7,204 902,988 0.147%

Airports of Thailand 105,800 201,626 0.033%

Air Products & Chemicals 416 64,784 0.011%

Aisin Seiki 2,000 91,065 0.015%

Aixtron 16,441 211,582 0.034%

Aker Solutions 809 5,640 0.001%

Akzo Nobel 2,159 184,146 0.030%

Alamos Gold 1,100 6,259 0.001%

Alamos Gold 3,488 19,872 0.003%

Alaska Air Group 988 59,665 0.010%

ALBERTA 3.3 3/15/28 135,000 134,440 0.022%

ALBERTA 2.2 7/26/22 130,000 125,647 0.020%

Alexander & Baldwin Investments 880 20,680 0.003%

ALEXANDRIA REAL ESTATE E 4 1/15/24 30,000 30,158 0.005%

Alexandria Real Estate, REIT 472 59,552 0.010%

Alexion Pharmaceuticals 2,898 359,787 0.059%

ALIBABA GROUP HOLDING 4 12/6/37 200,000 186,094 0.030%

Alibaba Group Holding, ADR 21,108 3,916,167 0.637%

Alimentation Couche-Tard 2,621 113,859 0.019%

Allegion 2,250 174,060 0.028%

Allianz 3,027 623,729 0.101%

Allied Properties Real Estate Investment 514 16,362 0.003%

ALLYA 2015-1 A4 1.75 5/15/20 25,000 24,924 0.004%

Alphabet Class A 518 584,920 0.095%

Page 1 of 25

Alphabet Class C 2,853 3,182,949 0.518%

Alsea SAB de CV 14,800 50,987 0.008%

ALS Queensland 25,439 141,820 0.023%

Altice USA 1,778 30,333 0.005%

ALTRIA GROUP INC 4.75 5/5/21 20,000 20,771 0.003%

Altus Group 3,900 86,950 0.014%

Alumina 18,453 38,186 0.006%

Amadeus IT 5,636 443,173 0.072%

Amazon.com 3,719 6,321,556 1.028%

AMAZON.COM INC 2.8 8/22/24 50,000 48,181 0.008%

AMAZON.COM INC 3.88 8/22/37 150,000 146,310 0.024%

Ambu 9,757 328,221 0.053%

AMCAR 2015-4 A3 1.7 7/8/20 8,178 8,169 0.001%

Amcor 36,713 391,166 0.064%

AMER AIRLN 14-1 A PTT 3.7 4/1/28 28,140 27,465 0.004%

AMER AIRLN 15-1 A PTT 3.38 11/1/28 29,867 28,665 0.005%

America Movil, ADR 6,300 104,958 0.017%

American Airlines 30,166 1,145,101 0.186%

AMERICAN CAMPUS CMNTYS 3.35 10/1/20 10,000 9,969 0.002%

AMERICAN CAMPUS CMNTYS 3.63 11/15/27 230,000 214,638 0.035%

American Campus Communities, REIT 1,469 62,991 0.010%

American Electric Power 250 17,313 0.003%

AMERICAN EXPRESS CO 2.2 10/30/20 105,000 102,514 0.017%

AMERICAN EXPRESS CREDIT 2.2 3/3/20 95,000 93,673 0.015%

AMERICAN EXPRESS CREDIT 2.13 7/27/18 25,000 24,996 0.004%

American International Group 16,885 895,243 0.146%

AMERICAN INTL GROUP 3.3 3/1/21 270,000 269,634 0.044%

AMERICAN INTL GROUP 2.3 7/16/19 15,000 14,878 0.002%

American Tower, REIT 570 82,177 0.013%

Ameriprise Financial 123 17,205 0.003%

AmorePacific 670 74,270 0.012%

Amplifon 8,179 169,118 0.028%

Ams 1,565 116,061 0.019%

ANALOG DEVICES INC 2.85 3/12/20 75,000 74,662 0.012%

Andeavor 197 25,842 0.004%

Anglo American 3,637 80,745 0.013%

ANHEUSER-BUSCH INBEV FIN 2.65 2/1/21 75,000 73,941 0.012%



Anheuser-Busch InBev SA/NV 2,806 283,028 0.046%

Anhui Conch Cement 34,500 196,750 0.032%

Anhui Conch Cement 20,500 103,107 0.017%

Anthem 4,338 1,032,574 0.168%

ANTHEM INC 2.5 11/21/20 50,000 49,107 0.008%

ANTHEM INC 4.65 1/15/43 20,000 19,288 0.003%

ANTHEM INC 4.1 3/1/28 130,000 127,654 0.021%

Antofagasta 18,870 245,163 0.040%

AON PLC 3.88 12/15/25 25,000 24,631 0.004%

AON PLC 2.8 3/15/21 65,000 63,846 0.010%

Apache 1,341 62,692 0.010%

Aperam 222 9,516 0.002%

APPALACHIAN POWER CO 4.45 6/1/45 40,000 40,765 0.007%

Apple 5,421 1,003,481 0.163%

APPLE INC 3.2 5/11/27 300,000 289,270 0.047%

APPLE INC 3.2 5/13/25 260,000 254,394 0.041%

Applied Materials 8,811 406,980 0.066%

Aptiv 1,093 100,152 0.016%

ARBYS 2015-1A A2 144A 4.97 10/30/45 97,500 97,231 0.016%

ArcelorMittal 1,061 30,956 0.005%

ARC Resources 1,500 15,495 0.003%

Aruhi 3,000 62,638 0.010%

Asahi Kasei 19,000 240,948 0.039%

Ascential 50,479 300,496 0.049%

Asics 7,800 131,673 0.021%

ASML Holding 128 25,340 0.004%

ASML Holding 2,158 427,036 0.069%

Aspen Pharmacare Holdings 6,133 115,153 0.019%

Astellas Pharma 48,800 742,667 0.121%

Astra International 469,000 215,925 0.035%

AstraZeneca 6,029 417,008 0.068%

AstraZeneca, ADR 10,268 360,509 0.059%

Astro Malaysia Holdings 86,400 33,963 0.006%

Page 2 of 25

Atmos Energy 489 44,078 0.007%

AT&T 23,691 760,720 0.124%

AT&T INC 5.8 2/15/19 65,000 66,156 0.011%

AT&T INC 3 6/30/22 150,000 145,525 0.024%

Aumann 1,115 68,737 0.011%

Aurubis 111 8,473 0.001%

AUSGRID FINANCE PTY LTD 144A 3.85 5/1/23 105,000 104,983 0.017%

Australia & New Zealand Banking 15,733 329,285 0.054%

Autoliv 1,397 142,869 0.023%

AUTOZONE INC 3.13 4/21/26 170,000 157,768 0.026%

AUTOZONE INC 3.75 6/1/27 70,000 67,593 0.011%

AvalonBay Communities, REIT 1,049 180,313 0.029%

Avanza Holding Bank 2,019 103,346 0.017%

Aviva 29,682 196,943 0.032%

AVMT 2018-AVM A 144A 4.11 7/5/40 250,000 258,138 0.042%

AXA 22,742 555,674 0.090%

AXA EQUITABLE HOLDINGS I 144A 3.9 4/20/23 45,000 44,623 0.007%

Axiare Patrimonio Socimi 6,947 142,098 0.023%

Axis Bank 41,946 311,540 0.051%

Axis Bank, GDR 497 18,507 0.003%

Azul, ADR 3,647 59,665 0.010%

B2Gold 9,430 24,460 0.004%

Baidu, ADR 2,820 685,260 0.111%

Baker Hughes A Ge 398 13,146 0.002%

Bakkavor 40,685 103,746 0.017%

Ball 909 32,315 0.005%

BALTIMORE GAS & ELECTRIC 3.35 7/1/23 225,000 222,421 0.036%

Banca Generali 2,822 70,043 0.011%

Banca Mediolanum 23,569 159,205 0.026%

Banco Bradesco, ADR 14,100 96,726 0.016%

BANCO BRADESCO SA-PREF 27,621 190,851 0.031%

Banco Santander Chile, ADR 9,668 303,865 0.049%

Banco Santander Mexico SA, ADR 14,717 98,457 0.016%

BANCO SANTANDER SA 3.85 4/12/23 200,000 195,427 0.032%

Bank Central Asia 367,900 549,433 0.089%

Bankia 66,992 249,818 0.041%

BANK OF AMERICA CORP 4.45 3/3/26 50,000 50,105 0.008%






Bank Of Ireland 10,375 80,512 0.013%

BANK OF MONTREAL 3.1 4/13/21 215,000 214,205 0.035%

Bank of New York Mellon 16,193 873,288 0.142%

BANK OF NOVA SCOTIA 3.13 4/20/21 205,000 203,908 0.033%

Bank of the Ryukyus 4,100 60,347 0.010%

Baozun, ADR 924 50,543 0.008%

Barclays, ADR 4,884 48,987 0.008%

Barclays Africa 20,388 236,740 0.038%

Baron de Ley 259 34,761 0.006%

BASF 3,158 301,490 0.049%

Bawag 5,482 255,063 0.041%

Bayer 12,462 1,368,600 0.223%

BAYER US FINANCE II LLC 144A 3.5 6/25/21 310,000 310,557 0.051%

BB Seguridade Participacoes 13,770 86,903 0.014%

BBVA BANCOMER SA TEXAS 144A 4.38 4/10/24 150,000 149,850 0.024%

BDO Unibank 34,615 81,388 0.013%

BECTON DICKINSON AND CO 3.7 6/6/27 280,000 264,535 0.043%

BECTON DICKINSON AND CO CVT 6.125000 A 2,361 146,128 0.024%

Becton, Dickinson & Company 10,079 2,414,525 0.393%

Benefit One 5,200 146,604 0.024%

Benesse Holdings 5,400 191,496 0.031%

BERKSHIRE HATHAWAY ENERG 3.8 7/15/48 90,000 82,617 0.013%

BERKSHIRE HATHAWAY INC 2.75 3/15/23 35,000 34,163 0.006%

BHP Billiton 9,726 218,275 0.035%

BHP Billiton Limited 8,045 201,302 0.033%

Bid 5,120 102,523 0.017%

BIM Birlesik Magazalar 12,166 177,674 0.029%

Biogen 617 179,078 0.029%

BIOGEN INC 3.63 9/15/22 90,000 90,039 0.015%

BioMerieux 250 22,462 0.004%

Page 3 of 25

Birchcliff Energy 2,720 9,973 0.002%

Black Knight 4,329 231,818 0.038%

Blackstone Partners Offshore Fund 38,057 42,790,814 6.959%

BlueScope Steel 1,346 17,178 0.003%

BMW 3,862 349,096 0.057%

BMWLT 2017-2 A3 2.07 10/20/20 30,000 29,690 0.005%

BNP Paribas 22,623 1,399,391 0.228%

BNP PARIBAS 2.7 8/20/18 25,000 25,009 0.004%

BOARDWALK PIPELINES LP 4.95 12/15/24 10,000 10,197 0.002%

Boeing 10,583 3,550,702 0.577%

Boliden 2,226 71,841 0.012%

Booking Holdings 1,337 2,710,219 0.441%

Booz Allen Hamilton 6,862 300,075 0.049%

BORAL FINANCE PTY LTD 144A 3 11/1/22 10,000 9,647 0.002%

Boston Properties, REIT 719 90,177 0.015%

Boston Scientific 5,400 176,580 0.029%

BP 6,008 45,712 0.007%

BP, ADR 18,138 828,181 0.135%

BP CAPITAL MARKETS PLC 1.77 9/19/19 45,000 44,406 0.007%

BPCE SA 144A 4.5 3/15/25 400,000 389,671 0.063%

BRADESPAR SA -PREF 1,380 10,411 0.002%

Brenntag 1,435 79,731 0.013%

Bridgestone 2,500 97,657 0.016%

Britannia Industries 1,154 105,083 0.017%

British American Tobacco 27,101 1,365,168 0.222%

BRITISH COLUMBIA 2 10/23/22 15,000 14,402 0.002%

Britvic 12,923 132,512 0.022%

BRIXMOR OPERATING PART 3.9 3/15/27 25,000 23,641 0.004%

BRIXMOR OPERATING PART 3.88 8/15/22 20,000 19,956 0.003%

BR Malls Participacoes 28,080 70,567 0.011%

Broadcom 5,276 1,280,169 0.208%

BROADCOM CRP / CAYMN FI 2.2 1/15/21 135,000 130,732 0.021%

BROADCOM CRP / CAYMN FI 3 1/15/22 110,000 106,999 0.017%

Brunello Cucinelli 1,976 87,989 0.014%

BTG Hotels 43,935 179,496 0.029%

Bunge Limited 7,693 536,279 0.087%

Burberry 22,289 633,465 0.103%

Bureau Veritas 16,504 439,952 0.072%

BURLINGTN NORTH SANTA FE 3.05 9/1/22 65,000 64,265 0.010%

BX 2018-GW A 144A 2.87 5/15/35 55,000 55,021 0.009%

CAE 4,400 91,404 0.015%

Cairn Energy 4,051 13,302 0.002%

Cairn Homes 40,975 84,910 0.014%

CaixaBank 126,275 543,524 0.088%

Calbee 3,500 131,662 0.021%

Cal-Maine Foods 230 10,546 0.002%

Calyxt 90 1,680 0.000%

Camden Property Trust, REIT 878 80,012 0.013%

Canada Goose Holdings 1,906 112,168 0.018%

Canadian Apartment Properties REIT 614 19,910 0.003%

CANADIAN NATL RESOURCES 2.95 1/15/23 175,000 168,696 0.027%

Canadian Natural Resources 5,023 181,180 0.029%

Canadian Natural Resources 6,141 221,649 0.036%

Canadian Pacific Railway 319 58,383 0.009%

Canadian Pacific Railway 692 126,814 0.021%

CapitaLand Commercial Trust 6,700 8,159 0.001%

CapitaLand Mall Trust 19,600 29,793 0.005%

CAPITAL ONE FINANCIAL CO 3.2 1/30/23 230,000 223,349 0.036%

CAPITAL ONE FINANCIAL CO 3.45 4/30/21 135,000 134,654 0.022%

Carel Industries 9,535 91,184 0.015%

CarMax 2,359 171,900 0.028%

CARMX 2015-4 A3 1.56 11/16/20 50,107 49,869 0.008%

CARMX 2017-4 A3 2.11 10/17/22 20,000 19,697 0.003%

CARMX 2018-2 A3 2.98 1/17/23 70,000 69,966 0.011%

CAS 2016-C07 2M1 3.39 5/25/29 19,931 20,006 0.003%

CAS 2018-C03 1M1 2.77 10/25/30 73,964 73,941 0.012%

CA ST TXBLE BUILD AMERICA 7.63 3/1/40 35,000 51,619 0.008%

Catcher Technology 23,000 256,802 0.042%

CATHOLIC HEALTH INITIATI 2.95 11/1/22 25,000 24,166 0.004%

CA UNIV REVS BUILD AMERICA 5.77 5/15/43 15,000 18,507 0.003%

Cboe Global Markets 2,418 251,641 0.041%

CC HOLDINGS GS V LLC/CRO 3.85 4/15/23 25,000 24,704 0.004%

Page 4 of 25

CD 2016-CD2 A4 3.53 11/10/49 55,000 54,467 0.009%

Celgene 71 5,639 0.001%

CELGENE CORP 3.55 8/15/22 250,000 248,170 0.040%

Cellnex Telecom SAU 13,984 351,579 0.057%

CELULOSA ARAUCO CONSTITU 5.5 11/2/47 250,000 244,190 0.040%

Centamin 25,361 39,764 0.006%

Centene 976 120,253 0.020%

Centennial Resource Development 1,286 23,225 0.004%

Centerra Gold 1,023 5,688 0.001%

Central Japan Railway 1,300 269,138 0.044%

CF Industries 6,466 287,090 0.047%

CGCMT 2015-GC33 A4 3.78 9/10/58 25,000 25,240 0.004%

CGCMT 2017-P7 AS 3.92 4/14/50 100,000 100,188 0.016%

CGGS 2018-WSS A 144A 2.97 2/15/37 125,000 124,934 0.020%

Challenger Ltd/Australia 23,288 203,799 0.033%

Charles Schwab 26,955 1,377,401 0.224%

CHARTER COMM OPT LLC/CAP 4.5 2/1/24 250,000 250,322 0.041%

CHARTER COMM OPT LLC/CAP WI 4.91 7/23/25 50,000 50,478 0.008%

Charter Communications 2,522 739,476 0.120%

Charter Hall Retail REIT 7,510 23,282 0.004%

Chevron 9,656 1,220,808 0.199%

China Biologic Products Holdings 20 1,987 0.000%

China Longyuan Power 243,000 195,205 0.032%

China Mengniu Dairy 128,000 431,715 0.070%

China Overseas Land & Investment 38,000 124,724 0.020%

Chow Sang Sang Holdings International 28,000 53,512 0.009%

Chubb 7,414 941,726 0.153%

Chugai Pharmaceutical 6,800 356,052 0.058%

Cia De Distribucion Integral Logista 12,867 332,077 0.054%

Cie Automotive 2,691 79,185 0.013%

Cigna 3,558 604,682 0.098%

CIGNA CORP 3.25 4/15/25 250,000 234,034 0.038%

Cineworld 53,344 186,188 0.030%

Cintas 357 66,070 0.011%

Cisco Systems 34,582 1,488,063 0.242%

Citigroup 12,294 822,714 0.134%

CITIGROUP INC 3.89 1/10/28 315,000 305,002 0.050%

CITIGROUP INC 4.08 4/23/29 100,000 97,768 0.016%

CITIGROUP INC 2.15 7/30/18 75,000 74,984 0.012%

CITIGROUP INC 4.45 9/29/27 70,000 68,509 0.011%

CK Asset Holdings 23,656 187,268 0.030%

CK Hutchison Holdings 74,416 787,770 0.128%

Clicks Group 6,523 93,138 0.015%

Close Brothers 2,470 48,219 0.008%

CMS Energy 370 17,494 0.003%

CMS ENERGY CORP 4.88 3/1/44 25,000 26,503 0.004%

CNA FINANCIAL CORP 3.95 5/15/24 90,000 89,603 0.015%

CNA FINANCIAL CORP 5.88 8/15/20 25,000 26,276 0.004%

CNH 2017-C A3 2.08 2/15/23 40,000 39,311 0.006%

Cnh Industrial 21,856 230,876 0.038%

CNOOC 79,000 135,370 0.022%

Cobham 87,686 148,270 0.024%

Coca-Cola Bottlers Japan 2,000 80,019 0.013%

Coca-Cola European Partners 7,354 298,867 0.049%

Cochlear 1,012 149,828 0.024%

COLT 2018-1 A1 144A 2.93 2/25/48 80,490 80,119 0.013%

COLUMBIA PIPELINE GROUP 3.3 6/1/20 40,000 39,754 0.006%

Comcast 13,298 436,307 0.071%

COMM 2014-CR20 A1 1.32 11/10/47 3,177 3,151 0.001%

COMM 2014-LC15 B 4.6 4/10/47 45,000 45,225 0.007%

COMM 2014-UBS2 A1 1.3 3/10/47 5,263 5,246 0.001%

COMM 2015-CR24 A5 3.7 8/10/48 40,000 40,080 0.007%

COMM 2015-LC21 A4 3.71 7/10/48 60,000 60,092 0.010%

COMM 2015-LC23 A4 3.77 10/10/48 100,000 100,630 0.016%

Commerzbank 16,825 160,500 0.026%

Compania de Minas Buenaventura, ADR 390 5,316 0.001%

Compass Group 9,655 205,802 0.033%

Computer Modelling 1,440 11,063 0.002%

Concentradora Fibra Danhos 44,400 65,951 0.011%

Concho Resources 4,544 628,662 0.102%

CONCHO RESOURCES INC 3.75 10/1/27 25,000 24,000 0.004%

ConocoPhillips 4,367 304,031 0.049%

Page 5 of 25

Constellation Brands 126 27,578 0.004%

Continental Resources 194 12,563 0.002%

ConvaTec 50,562 141,157 0.023%

COOPERAT RABOBANK UA/NY 3.13 4/26/21 250,000 248,662 0.040%

Cooper Companies 2,955 695,755 0.113%

Corbion 11,340 360,921 0.059%

Core Laboratories 50 6,311 0.001%

Corning 14,047 386,433 0.063%

CoStar Group 153 63,132 0.010%

Costco Wholesale 37 7,732 0.001%

Country Garden Services Holdings 105,000 134,636 0.022%

Covestro 1,706 151,636 0.025%

CP ALL 265,600 589,242 0.096%

Credicorp 1,546 348,036 0.057%

CREDIT AGRICOLE LONDON 144A 3.75 4/24/23 250,000 244,894 0.040%

Credit Saison 6,200 97,408 0.016%

CREDIT SUISSE GROUP AG 144A 3 12/14/23 250,000 239,255 0.039%

Crew Energy 1,734 2,651 0.000%

CRH AMERICA FINANCE INC 144A 3.95 4/4/28 200,000 193,272 0.031%

Criteo, ADR 1,500 49,275 0.008%

Croda International 286 18,069 0.003%

Crown Castle International, REIT 17,374 1,873,265 0.305%

CROWN CASTLE INTL CORP 4.75 5/15/47 30,000 28,287 0.005%

CROWN CASTLE INTL CORP 3.7 6/15/26 40,000 37,659 0.006%

CROWN CASTLE TOWERS LLC 144A 3.72 7/15/43 125,000 124,891 0.020%

CSL 966 137,504 0.022%

CSPC Pharmaceutical 104,000 312,291 0.051%

CSX 1,670 106,513 0.017%

Ctrip.com International, ADR 9,462 450,675 0.073%

CubeSmart, REIT 593 19,106 0.003%

CVS Health 13,164 847,103 0.138%

CVS HEALTH CORP 3.13 3/9/20 385,000 384,556 0.063%

CVS HEALTH CORP 3.5 7/20/22 40,000 39,608 0.006%

CyberAgent 5,300 317,859 0.052%

Cyient 12,694 142,087 0.023%

Daikin Industries 1,800 215,124 0.035%

DAIMLER FINANCE NA LLC 144A 2.3 2/12/21 150,000 145,567 0.024%

Daio Paper 24,500 340,756 0.055%

Danaher 10,127 999,332 0.163%

DANAHER CORP 2.4 9/15/20 40,000 39,505 0.006%

Danske Bank 7,055 219,791 0.036%

Dassault Aviation 453 861,365 0.140%

DB HiTek 4,541 79,771 0.013%

DBS Group 16,600 322,821 0.052%

DCC 3,489 316,379 0.051%

DCP MIDSTREAM OPERATING 3.88 3/15/23 25,000 24,156 0.004%

DCT Industrial Trust, REIT 1,696 113,174 0.018%

DELPHI CORP 4.15 3/15/24 15,000 15,073 0.002%

Delta Air Lines 2,698 133,659 0.022%

DELTA AIRLINES 2015B 4.25 1/30/25 33,366 33,026 0.005%

DELTA AIR LINES INC 2.88 3/13/20 125,000 123,855 0.020%

DELTA AIR LINES INC 3.8 4/19/23 75,000 74,114 0.012%

DeNA 6,800 127,335 0.021%

Denka 3,000 99,860 0.016%

DENVER COLO PUB SCHS SER B 4.24 12/15/37 15,000 15,396 0.003%

Derwent London 660 27,002 0.004%

Descartes Systems 3,010 98,063 0.016%

Despegar.com 396 8,304 0.001%

Detour Gold 842 7,570 0.001%

Diageo 8,487 304,903 0.050%

Diamondback Energy 783 103,019 0.017%

DIC 9,600 299,394 0.049%

Direct Line Insurance 82,088 370,436 0.060%

DIRTT Environmental Solutions 23,167 112,958 0.018%

Disco 1,200 204,292 0.033%

DISCOVER FINANCIAL SVS 3.85 11/21/22 95,000 94,520 0.015%

DISCOVER FINANCIAL SVS 3.75 3/4/25 15,000 14,302 0.002%

Dish TV India 76,414 80,042 0.013%

Dixons Carphone 67,692 166,118 0.027%

DKSH Holding 2,073 145,740 0.024%

DNB 20,468 398,575 0.065%

DNKN 2015-1A A2II 144A 3.98 2/20/45 48,375 48,500 0.008%

Page 6 of 25

DNKN 2017-1A A2I 144A 3.63 11/20/47 49,750 48,855 0.008%

Dollar General 2,337 230,428 0.037%

DOMINION ENERGY INC 2.58 7/1/20 230,000 226,631 0.037%

DOMINION RESOURCES INC 2.5 12/1/19 20,000 19,823 0.003%

Don Quijote Holdings 1,000 47,999 0.008%

Dormakaba Holding 108 75,446 0.012%

Douglas Emmett, REIT 2,728 109,611 0.018%

Douzone Bizon 2,629 146,102 0.024%

DowDuPont 15,226 1,003,698 0.163%

Downer EDI 29,570 148,040 0.024%

DP World 8,458 194,688 0.032%

Dril-Quip 203 10,434 0.002%

DRMT 2018-1A A1 144A 2.98 12/25/57 84,877 84,371 0.014%

Dropbox 220 6,776 0.001%

DROT 2015-2 A 144A 2.99 5/22/28 20,684 20,562 0.003%

DTE Energy 2,142 221,975 0.036%

DTE ENERGY CO CVT 6.5% 10/19 70 3,608 0.001%

Dufry 3,939 500,974 0.081%

Duke Realty, REIT 300 8,709 0.001%

Dundee Precious Metals 1,980 4,729 0.001%

DXC TECHNOLOGY CO 2.88 3/27/20 45,000 44,616 0.007%

EastGroup Properties, REIT 245 23,412 0.004%

EATON VANCE CORP 3.63 6/15/23 15,000 15,040 0.002%

Ebiquity 13,433 11,789 0.002%

ECOLAB INC 3.25 12/1/27 265,000 253,421 0.041%

Edenred 2,787 88,032 0.014%

Edita Food Industries SAE, GDR 1,078 5,713 0.001%

Edita Food Industries SAE, GDR 4,054 21,505 0.003%

Eiken Chemical 5,500 116,840 0.019%

Electric Power development 12,100 312,305 0.051%

Electronic Arts 3,551 500,762 0.081%

Elekta 26,507 348,399 0.057%

Element Fleet Management 27,042 127,121 0.021%

Elior 3,978 57,335 0.009%

Emaar Malls PJSC 110,641 64,551 0.010%

Emaar Properties 60,966 81,810 0.013%

EMCOR Group 100 7,618 0.001%

Empire 3,100 62,229 0.010%

ENBRIDGE ENERGY PARTNERS 5.2 3/15/20 25,000 25,705 0.004%

ENBRIDGE INC 6 1/15/77 35,000 32,988 0.005%

Encana 1,190 15,530 0.003%

Energen 160 11,651 0.002%

Energias do Brasil 52,436 185,621 0.030%

Engie 19,382 296,477 0.048%

Eni 46,094 854,647 0.139%

ENLINK MIDSTREAM PARTNER 2.7 4/1/19 5,000 4,960 0.001%

Entergy 10,636 859,282 0.140%

EOG Resources 7,670 954,378 0.155%

E.ON 8,534 90,926 0.015%

EPAM Systems 1,437 178,662 0.029%

Equifax 1,674 209,434 0.034%

Equinix, REIT 25 10,747 0.002%

Equinor 6,755 178,619 0.029%

Equity Residential, REIT 3,022 192,471 0.031%

ERAC USA FINANCE LLC 144A 2.8 11/1/18 5,000 4,998 0.001%

Eramet 59 7,740 0.001%

Erste Group Bank 17,625 734,785 0.119%

Escorts 8,689 110,459 0.018%

Essex Property Trust, REIT 555 132,684 0.022%

Essity 33,825 832,148 0.135%

Eurofins Scientific 288 159,728 0.026%

EUROPEAN INVESTMENT BANK 1.63 12/15/20 65,000 63,271 0.010%

Eutelsat Communications 11,766 243,501 0.040%

Evergy 13,792 774,421 0.126%

Eversource Energy 2,968 173,954 0.028%

EVERSOURCE ENERGY 3.3 1/15/28 15,000 14,156 0.002%

Evolution Mining 21,963 57,447 0.009%

Exact Sciences 3,444 205,917 0.033%

EXELON GENERATION CO LLC 5.2 10/1/19 25,000 25,627 0.004%

EXELON GENERATION CO LLC 2.95 1/15/20 10,000 9,928 0.002%

EXPEDIA INC 5 2/15/26 235,000 239,662 0.039%

Experian 16,267 401,284 0.065%

Page 7 of 25

EXPRESS SCRIPTS HOLDING 2.6 11/30/20 145,000 142,093 0.023%

ExxonMobil 717 59,317 0.010%

Ezaki Glico 5,800 278,608 0.045%

Facebook 24,210 4,704,487 0.765%

FamilyMart UNY Holdings 2,300 242,200 0.039%

FANNIE MAE 1.25 8/17/21 175,000 167,475 0.027%

FANUC 900 178,391 0.029%

Fast Retailing 200 91,667 0.015%

FEDERAL HOME LOAN BANK 1.38 5/28/19 75,000 74,335 0.012%

FEDERAL HOME LOAN BANK 1 9/26/19 200,000 196,514 0.032%

FEDERAL REALTY INVESTMEN 2.55 1/15/21 60,000 58,951 0.010%

Federal Realty Investment Trust, REIT 575 72,766 0.012%

FedEx 20 4,541 0.001%

Ferrari 500 67,505 0.011%

Ferrexpo 3,351 8,058 0.001%

FHMS 2014K 36 A1 2.78 4/25/23 15,742 15,630 0.003%

FHMS K068 A1 2.95 2/25/27 34,368 33,985 0.006%

FHMS K716 A1 2.41 1/25/21 5,050 5,021 0.001%

FIDELITY NATIONAL INFORM 4.25 5/15/28 135,000 135,357 0.022%

Fidelity National Information 5,316 563,655 0.092%

Fifth Third Bancorp 14,305 410,554 0.067%

FIFTH THIRD BANCORP 4.3 1/16/24 65,000 66,057 0.011%

FinecoBank Banca Fineco 13,354 150,327 0.024%

First Abu Dhabi Bank 141,733 469,064 0.076%

First derivatives 3,567 218,917 0.036%

FIRSTENERGY CORP 7.38 11/15/31 60,000 77,489 0.013%

FIRSTENERGY TRANSMISSION 144A 4.35 1/15/25 65,000 65,564 0.011%

First Industrial Realty, REIT 511 17,037 0.003%

First Majestic Silver 937 7,149 0.001%

First Quantum Minerals 1,932 28,466 0.005%

FirstRand 109,477 508,565 0.083%

First Republic Bank 6,112 591,580 0.096%

Fiserv 7,354 544,858 0.089%

Fisher & Paykel Healthcare 20,273 204,292 0.033%

FleetCor Technologies 3,455 727,796 0.118%

FL HURRICANE CATASTROPHE FD SR A 2.11 7/1/18 20,000 20,000 0.003%

FLORIDA GAS TRANSMISSION 144A 3.88 7/15/22 20,000 20,173 0.003%

FLORIDA GAS TRANSMISSION 144A 4.35 7/15/25 215,000 218,693 0.036%

FL ST BRD OF ADMIN FIN CORP TXBL SER A 2.64 7/1/21 45,000 44,580 0.007%

Flybe 44,671 24,068 0.004%

FORD MOTOR CREDIT CO LLC 3.47 4/5/21 200,000 198,716 0.032%

Fortescue Metals Group 12,792 41,535 0.007%

Fortive 1,684 129,853 0.021%

FORTIVE CORPORATION CVT 5.000000 A 104 104,785 0.017%

Fortuna Silver Mines 2,577 14,662 0.002%

Fortune Brands Home & Security 5,182 278,222 0.045%

Franco-Nevada 3,351 244,690 0.040%

Franco-Nevada 3,238 236,326 0.038%

Frank's International 450 3,510 0.001%

FREDDIE MAC 2.5 4/23/20 165,000 164,770 0.027%

Freeport-McMoRan 2,181 37,644 0.006%

Fresenius 13,992 1,120,267 0.182%

Fresenius Medical Care 2,480 249,715 0.041%

Fresnillo 9,293 140,043 0.023%

Fufeng 116,000 52,040 0.008%

FUJIFILM Holdings 2,200 85,806 0.014%

Fujikura 18,600 118,153 0.019%

Fujitec 19,000 233,827 0.038%

Fujitsu 24,000 145,236 0.024%

Fujitsu General 19,000 296,946 0.048%

Fukuoka Financial 21,000 105,384 0.017%

GALC 2017-1 A3 144A 2.06 6/22/20 100,000 99,381 0.016%

GALC 2018-1 A3 144A 2.6 6/15/21 40,000 39,675 0.006%

Galp Energia Sgps 1,302 24,769 0.004%

Gam Holding 7,130 98,043 0.016%

Gas Natural 10,568 279,374 0.045%

GATX CORP 2.6 3/30/20 205,000 202,502 0.033%

GCP Applied Technologies 220 6,369 0.001%

GEA Group 5,387 181,425 0.030%

Gecina 1,761 294,190 0.048%

GENERAL DYNAMICS CORP 2.88 5/11/20 260,000 259,765 0.042%

GENERAL ELEC CAP CORP 2.2 1/9/20 60,000 59,263 0.010%

Page 8 of 25

GENERAL MOTORS CO 4 4/1/25 55,000 53,423 0.009%

GENERAL MOTORS FINL CO 3.1 1/15/19 45,000 45,032 0.007%

GENERAL MOTORS FINL CO 3.15 1/15/20 20,000 19,957 0.003%

Genus 2,424 84,079 0.014%

GEORGE WASHINGTON UNIVER 4.3 9/15/44 15,000 15,403 0.003%

Georgia Healthcare 17,951 59,822 0.010%

GEORGIA POWER CO 2 9/8/20 185,000 180,684 0.029%

Gestamp Automocion 54,309 405,477 0.066%

Getinge 13,269 120,456 0.020%

GFMT 2018-1 A23 144A 3.5 11/25/57 85,819 84,515 0.014%

GGP, REIT 5,654 115,511 0.019%

Gilead Sciences 6,015 426,103 0.069%

GILEAD SCIENCES INC 3.25 9/1/22 20,000 19,882 0.003%

GILEAD SCIENCES INC 1.85 9/20/19 45,000 44,501 0.007%

Gima TT 4,112 67,529 0.011%

GlaxoSmithKline 13,482 271,810 0.044%

GlaxoSmithKline, ADR 17,362 699,862 0.114%

Glencore 26,803 127,255 0.021%

Global Dominion Access 1,768 9,546 0.002%

Global Payments 2,609 290,877 0.047%

Globant 783 44,467 0.007%

GMALT 2018-2 A4 3.16 4/20/22 65,000 64,996 0.011%

GMCAR 2018-2 A3 2.81 12/16/22 115,000 114,631 0.019%

GMO Payment Gateway 1,900 218,748 0.036%

GN Store Nord 9,476 430,554 0.070%

GOLDMAN SACHS 7.5 2/15/19 20,000 20,547 0.003%

GOLDMAN SACHS GROUP INC 3.5 1/23/25 300,000 289,664 0.047%


GOLDMAN SACHS GROUP INC 3 4/26/22 125,000 122,202 0.020%



GOLDMAN SACHS GRP INC 6.75 10/1/37 10,000 11,858 0.002%

Goodman Group 2,583 18,414 0.003%

Grandvision 5,226 117,180 0.019%

Great Portland Estates 19,209 180,989 0.029%

Gree Electric Appliances Inc of Zhuhai 38,100 269,964 0.044%

Greene King 47,202 357,558 0.058%

Grifols 5,715 171,295 0.028%

Grifols, ADR 11,234 241,531 0.039%

Grupo Aeroportuario del Sureste, ADR 540 85,946 0.014%

Grupo Aval Acciones y Valores, ADR 10,350 85,802 0.014%

GSMS 2013-GC16 B 5.16 11/10/46 175,000 185,903 0.030%

GSMS 2014-GC24 A1 1.51 9/10/47 11,837 11,770 0.002%

GSMS 2015-GC32 A4 3.76 7/10/48 25,000 25,261 0.004%

GSMS 2018-GS9 A4 3.99 3/10/51 65,000 66,074 0.011%

GT Capital Holdings 4,680 79,814 0.013%

Guyana Goldfields 1,600 5,976 0.001%

HACKENSACK MERIDIAN HLTH 4.21 7/1/48 155,000 156,903 0.026%

Haier Electronics 42,000 143,292 0.023%

Halliburton 240 10,814 0.002%

Hamamatsu Photonics KK 2,400 103,026 0.017%

Hanesbrands 18,490 407,150 0.066%

Hang Lung Properties 9,000 18,487 0.003%

Hangzhou Hikvision Digital Technology 43,100 240,663 0.039%

Hannover Rueck 325 40,405 0.007%

Hanssem 519 48,843 0.008%

Hanwa 3,100 118,013 0.019%

HARLEY-DAVIDSON FINL SER 144A 3.55 5/21/21 200,000 200,677 0.033%

Harris 3,111 449,664 0.073%

HARRIS CORPORATION 4.85 4/27/35 50,000 51,306 0.008%

HART 2018-A A3 2.79 7/15/22 55,000 54,819 0.009%

HCA Healthcare 8,224 843,782 0.137%

HDFC Bank 12,226 382,253 0.062%

HD Supply Holdings 3,414 146,426 0.024%

HEALTHCARE REALTY TRUST 3.63 1/15/28 30,000 28,079 0.005%

Healthcare Realty Trust, REIT 1,665 48,418 0.008%

Heidelberger Zement 1,578 132,499 0.022%

Hengan International Group 34,500 330,919 0.054%

HENKEL AG & CO KGAA PREF 78 9,953 0.002%

Hera 103,452 321,902 0.052%

Hexagon 3,206 178,148 0.029%

Hexaware Technologies 19,445 130,075 0.021%

Page 9 of 25

Highland Gold Mining 3,116 5,878 0.001%

HIGH STREET FNDG TRUST I 144A 4.11 2/15/28 100,000 98,704 0.016%

Highwoods Properties, REIT 515 26,126 0.004%

Hikari Tsushin 2,100 368,548 0.060%

Hilton Worldwide Holdings 2,921 231,226 0.038%

Hindustan Zinc 2,857 11,613 0.002%

HIS 1,800 54,213 0.009%

Hitachi Metals 35,800 371,203 0.060%

HNGRY 2018-1A AI 144A 4.25 6/20/48 45,000 45,119 0.007%

HNGRY 2018-1A AII 144A 4.96 6/20/48 110,000 110,884 0.018%

Hochschild Mining 720 1,807 0.000%

Hologic 8,364 332,469 0.054%

Home Depot 4,724 921,652 0.150%

Honda Motor 3,400 99,691 0.016%

Honeywell International 6,910 995,386 0.162%

Hongkong Land Holdings 28,900 206,604 0.034%

HONK 2018-1A A2 144A 4.74 4/20/48 25,000 25,169 0.004%

Horiba 1,300 90,871 0.015%

Hoshino Resorts REIT 52 270,091 0.044%

Hoshizaki 2,100 212,231 0.035%

Host Hotels & Resorts, REIT 1,785 37,610 0.006%

Housing Development Finance 24,191 674,072 0.110%

HOWARD HUGHES MEDICAL IN 3.5 9/1/23 20,000 20,280 0.003%

HP ENTERPRISE CO 144A 2.1 10/4/19 50,000 49,344 0.008%

HSBC HOLDINGS PLC 5.1 4/5/21 20,000 20,841 0.003%

Huaneng Renewables 258,000 85,518 0.014%

Huazhu, ADR 4,912 206,255 0.034%

Hubbell 46 4,864 0.001%

Hudbay Minerals 1,340 7,471 0.001%

Hudson Pacific Properties, REIT 1,029 36,457 0.006%

Hufvudstaden 1,694 24,208 0.004%

Huhtamaki 2,027 74,749 0.012%

Humana 681 202,686 0.033%

HUMANA INC 2.63 10/1/19 25,000 24,869 0.004%

HYATT HOTELS CORP 3.38 7/15/23 30,000 29,363 0.005%

Hysan Development 5,000 27,907 0.005%

HYUNDAI CAPITAL AMERICA 144A 2.55 2/6/19 20,000 19,925 0.003%

HYUNDAI CAPITAL AMERICA 144A 3.45 3/12/21 170,000 169,023 0.027%

Hyundai Mobis 395 75,129 0.012%

Iberdrola 38,129 294,042 0.048%

ICICI Bank 35,801 143,630 0.023%

ICICI Bank, ADR 4,752 38,159 0.006%

IDEC 3,100 72,435 0.012%

Iguatemi Empresa de Shopping Centers 8,490 67,556 0.011%

IHS Markit 103 5,314 0.001%

Iliad 1,297 204,648 0.033%

Illumina 23 6,424 0.001%

Imcd 1,957 130,870 0.021%

Impala Platinum 1,884 2,769 0.000%

Incitec Pivot 57,440 154,111 0.025%

Independence 53,784 204,446 0.033%

INDIANA UNIV HEALTH INC 3.97 11/1/48 145,000 145,735 0.024%

Indra Sistemas 13,364 159,418 0.026%

Infineon Technologies 3,695 93,858 0.015%

Infosys 7,097 136,416 0.022%

Infosys, ADR 10,800 209,844 0.034%

ING Groep 25,502 366,070 0.060%

Inmobiliaria Colonial SocimiSA 2,180 24,039 0.004%

Inpex 9,300 96,589 0.016%

Instone Real Estate Group BV 4,124 108,415 0.018%

Integrated Diagnostics Holdings 15,832 72,944 0.012%

Intercontinental Exchange 16,074 1,182,243 0.192%

INTERCONTINENTALEXCHANGE 2.5 10/15/18 5,000 5,000 0.001%

INTERCONTINENTALEXCHANGE 3.75 12/1/25 75,000 74,412 0.012%

Intermediate Capital 14,546 210,726 0.034%

International Paper 28,314 1,474,593 0.240%

INTERNATIONAL PAPER CO 5 9/15/35 35,000 35,370 0.006%

INTERPUBLIC GROUP COS 4 3/15/22 55,000 55,086 0.009%

Intertrust 3,731 66,167 0.011%

Intesa Sanpaolo 99,588 288,136 0.047%

INTESA SANPAOLO SPA RTS 7/18 94,098 0 0.000%

Intuit 5,508 1,125,312 0.183%

Page 10 of 25

Intuitive Surgical 1,697 811,981 0.132%

Investec 30,664 216,817 0.035%

IP 30,045 50,090 0.008%

IQE 163,993 219,818 0.036%

Istyle 6,000 65,839 0.011%

Isuzu Motors 7,700 102,080 0.017%

Italgas 70,025 385,414 0.063%

ITAU UNIBANCO HOLDING SA PREF 78,964 818,011 0.133%

ITC HOLDINGS CORP 2.7 11/15/22 95,000 91,561 0.015%

Jacobs Engineering Group 141 8,952 0.001%

Jagged Peak Energy 840 10,937 0.002%

Jamco 2,900 65,929 0.011%

Japan Tobacco 19,200 536,571 0.087%

Jardine Matheson Holdings 4,200 264,656 0.043%

JBG SMITH Properties, REIT 1,233 44,968 0.007%

JB HUNT TRANSPRT SVCS 2.4 3/15/19 5,000 4,983 0.001%

JFE Holdings 6,600 124,659 0.020%

JGC 4,800 96,552 0.016%

JIMMY 2017-1A A2I 144A 3.61 7/30/47 24,813 24,650 0.004%

JINS 700 39,955 0.006%

JOBSOHIO BEV SYS LIQ PROFIT SR B 3.99 1/1/29 15,000 15,424 0.003%

JOHN DEERE CAPITAL CORP 2.35 1/8/21 75,000 73,712 0.012%

Johnson Controls International 14,676 490,912 0.080%

Johnson & Johnson 309 37,494 0.006%

Johnson Matthey 14,084 670,630 0.109%

JPMBB 2014-C22 A1 1.45 9/15/47 1,463 1,457 0.000%

JPMBB 2014-C23 A1 1.65 9/15/47 1,650 1,647 0.000%

JPMBB 2015-C30 A5 3.82 7/15/48 65,000 65,798 0.011%

JPMBB 2015-C31 A3 3.8 8/15/48 50,000 50,524 0.008%

JPMorgan Chase 21,532 2,243,634 0.365%

JPMORGAN CHASE & CO 3.56 4/23/24 125,000 123,706 0.020%




Julius Baer 3,238 189,654 0.031%

Just Eat 18,781 192,589 0.031%

Kakaku.com 8,100 182,396 0.030%

Kansai Paint 5,000 103,762 0.017%

Kansas City Southern 3,632 384,847 0.063%

KANSAS CITY SOUTHERN 4.3 5/15/43 25,000 23,065 0.004%

KAZ Minerals 1,262 13,949 0.002%

Kelt Exploration 1,060 7,200 0.001%

Kendrion 1,564 63,814 0.010%

KENTUCKY UTILITIES CO 4.38 10/1/45 65,000 67,709 0.011%

Kering 484 272,638 0.044%

KEY BANK NA 3.35 6/15/21 260,000 260,252 0.042%

KEYCORP 2.9 9/15/20 40,000 39,659 0.006%

Keyence 500 282,007 0.046%

Keysight Technologies 13,049 770,282 0.125%

KEYSIGHT TECHNOLOGIES 3.3 10/30/19 25,000 24,908 0.004%

KEYSIGHT TECHNOLOGIES 4.55 10/30/24 230,000 233,234 0.038%

Keywords Studios 5,529 129,923 0.021%

KFW 2.75 7/15/20 164,000 163,982 0.027%

KILROY REALTY LP 4.38 10/1/25 15,000 15,016 0.002%

KILROY REALTY LP 3.45 12/15/24 40,000 38,401 0.006%

KILROY REALTY LP 4.25 8/15/29 25,000 24,486 0.004%

Kilroy Realty, REIT 936 70,799 0.012%

Kimberly-Clark 4,719 497,099 0.081%

KIMCO REALTY CORP 3.4 11/1/22 20,000 19,728 0.003%

Kimco Realty, REIT 2,306 39,179 0.006%

Kingfisher 119,430 467,044 0.076%

Kirin Holdings 4,300 115,261 0.019%

Kirkland Lake Gold 3,809 80,662 0.013%

Koito Manufacturing 4,300 284,028 0.046%

Kojamo 1,253 13,389 0.002%

Komatsu 3,100 88,253 0.014%

Komercni Banka 7,689 322,921 0.053%

Konecranes 9,872 405,086 0.066%

Koninklijke DSM 1,984 198,478 0.032%

Koninklijke Philips 14,712 623,319 0.101%

Koninklijke Volkerwessels 2,879 73,998 0.012%

Koninklijke Vopak 6,830 314,808 0.051%

Page 11 of 25

Korean Reinsurance 4,891 51,943 0.008%

Kosmos Energy 2,750 22,743 0.004%

KRAFT HEINZ FOODS CO 4 6/15/23 300,000 299,424 0.049%

Krones 63 8,123 0.001%

KT 4,890 126,042 0.020%

KT, ADR 8,568 113,783 0.019%

KT&G 1,155 110,978 0.018%

Kubota 8,800 138,115 0.022%

Kusuri no Aoki Holdings 700 46,577 0.008%

Kweichow Moutai 2,530 278,246 0.045%

Kyocera 200 11,248 0.002%

Laboratorios Farmaceuticos Rovi 3,869 70,922 0.012%

Labrador Iron Ore Royalty Corp 518 9,492 0.002%

L A CA DEPT ARPTS BAB TXB SUB SR C 7.05 5/15/40 15,000 21,046 0.003%

Lam Research 53 9,161 0.001%

Largan Precision 7,000 1,028,352 0.167%

Las Vegas Sands 3,876 295,971 0.048%

L Brands 855 31,532 0.005%

LEENO Industrial 1,058 59,731 0.010%

Legrand 2,388 174,914 0.028%

Lennar 4,052 212,730 0.035%

Leonardo 7,862 77,381 0.013%

LG Household & Health Care 731 915,996 0.149%

Liberty Global 2,361 65,022 0.011%

Liberty Global 2,295 61,070 0.010%

Liberty Latin America 4,970 96,319 0.016%

LIBERTY MUTUAL GROUP INC 144A 4.25 6/15/23 10,000 10,119 0.002%

LIBERTY MUTUAL GROUP INC 144A 4.85 8/1/44 20,000 19,938 0.003%

Liberty SiriusXM 8,589 389,597 0.063%

Lindab International 7,374 53,908 0.009%

Linde 529 125,679 0.020%

LivaNova 2,574 256,937 0.042%

Lloyds Banking Group 639,043 530,226 0.086%

LM Ericsson 14,332 110,417 0.018%

LOCKHEED MARTIN CORP 4.7 5/15/46 75,000 78,827 0.013%

Lojas Renner 72,275 539,673 0.088%

Loma Negra Cia Industrial Argentina, ADR 5,135 52,685 0.009%

London Stock Exchange 2,766 162,833 0.026%

Lonking Holdings 288,000 131,897 0.021%

L'Oreal 1,378 339,714 0.055%

Lowe's 27 2,580 0.000%

Lucara Diamond 4,319 6,932 0.001%

Lundin Mining 6,195 34,447 0.006%

Lundin Petroleum 415 13,172 0.002%

Luthai Textile 58,200 66,725 0.011%

LVMH Moet Hennessy Louis Vuitton 1,700 564,433 0.092%

LYB INTERNATIONAL FINANC 3.5 3/2/27 300,000 280,875 0.046%

Mabuchi Motor 4,000 189,851 0.031%

Macerich Company, REIT 1,570 89,223 0.015%

Macquarie Group 3,128 285,074 0.046%

Magna International 21,836 1,269,327 0.206%

Magnit, GDR 2,912 52,185 0.008%

Mail.Ru, GDR 12,188 352,031 0.057%

Majestic Wine 12,770 80,931 0.013%

Mando 2,178 75,093 0.012%

MAPLE ESCROW SUB 144A 3.55 5/25/21 265,000 264,821 0.043%

MARCOPOLO SA-PREF 113,700 97,396 0.016%

MarketAxess Holdings 700 138,502 0.023%

Marriott 4,007 507,286 0.082%

Marsh & McLennan 15,380 1,260,699 0.205%

MARSH & MCLENNAN COS INC 4.35 1/30/47 160,000 158,937 0.026%



Martin Marietta Materials 62 13,846 0.002%

Maruti Suzuki India 1,662 213,952 0.035%

MASSMUTUAL GLOBAL FUNDIN 144A 1.95 9/22/20 200,000 194,452 0.032%

MasterCard 10,543 2,071,910 0.337%

Matador Resources 256 7,693 0.001%

Maxim Integrated Products 8,793 515,797 0.084%

Mayora Indah 456,725 94,655 0.015%

McDonald's 108 16,923 0.003%

MCMLT 2018-1 A1 144A 3.25 5/25/62 150,682 149,871 0.024%

Page 12 of 25

MD ST HHEFA UNI MD MED SYS SR B 4.67 7/1/36 20,000 20,936 0.003%

MEAD JOHNSON NUTRITION C 4.13 11/15/25 110,000 112,157 0.018%

Medtronic 13,487 1,154,622 0.188%

MEDTRONIC GLOBAL HLDINGS 1.7 3/28/19 130,000 129,128 0.021%

Meggitt 64,635 419,429 0.068%

Melrose Industries 37,646 105,336 0.017%

MercadoLibre 1,410 421,491 0.069%

Mercari 700 28,673 0.005%

Merck 1,477 143,782 0.023%

Merck 16,578 1,006,285 0.164%

METAWATER 3,200 92,892 0.015%

MetLife 16,745 730,082 0.119%

MET LIFE GLOB FUNDING I 144A 2.05 6/12/20 150,000 146,984 0.024%

METRO TRANS NY BUILD AMERICA 5.87 11/15/39 15,000 18,240 0.003%

MGM Growth Properties, REIT 7,500 228,450 0.037%

MGM Resorts International 13,141 381,483 0.062%

Microchip Technology 1,632 148,430 0.024%

MICROCHIP TECHNOLOGY INC 144A 3.92 6/1/21 40,000 40,072 0.007%

Microsoft 68,397 6,744,628 1.097%

MICROSOFT CORP 4.2 11/3/35 90,000 94,644 0.015%

MIDAMERICAN ENERGY HLDGS 5.15 11/15/43 25,000 27,783 0.005%

MID-ATLANTIC INTERSTATE 144A 4.1 5/15/28 110,000 110,026 0.018%

Midea 6,000 47,088 0.008%

Miraca Holdings 6,000 178,472 0.029%

MISSISSIPPI POWER CO 3.95 3/30/28 170,000 168,142 0.027%

Mitsubishi Corporation 7,900 219,060 0.036%

Mitsubishi Electric 62,000 822,611 0.134%

Mitsubishi Estate 2,400 41,897 0.007%

Mitsubishi Heavy Industries 2,300 83,608 0.014%

Mitsubishi Materials 600 16,461 0.003%

Mitsubishi Motors 49,800 396,971 0.065%

Mitsubishi UFJ Financial 115,300 653,161 0.106%

Mitsubishi UFJ Lease & Finance 32,100 196,785 0.032%

Mitsui Fudosan 12,200 293,877 0.048%

Mitsui Fudosan Logistics Park 54 165,048 0.027%

Miura 13,800 334,855 0.054%

MMAF 2017-B A3 144A 2.21 10/17/22 100,000 97,966 0.016%

MMC Norilsk Nickel, ADR 7,852 140,341 0.023%

Modec 3,600 99,626 0.016%

Moncler 8,656 392,767 0.064%

Mondi 393 10,602 0.002%

Money Forward 1,900 93,870 0.015%

Monster Beverage 121 6,933 0.001%

Morgan Stanley 21,426 1,015,592 0.165%

MORGAN STANLEY 3.13 1/23/23 485,000 473,086 0.077%

MORGAN STANLEY 4.3 1/27/45 45,000 42,422 0.007%

MORGAN STANLEY 3.97 7/22/38 135,000 124,966 0.020%

Mori Hills REIT Investment 105 134,790 0.022%

Mr Price 3,720 61,051 0.010%

MSBAM 2013-C9 A4 3.1 5/15/46 20,000 19,686 0.003%

MSBAM 2014-C17 B 4.46 8/15/47 20,000 20,128 0.003%

MSBAM 2015-C24 AS 4.04 5/15/48 35,000 35,291 0.006%

MSBAM 2015-C27 A4 3.75 12/15/47 85,000 85,539 0.014%

MSBAM 2015-C27 AS 4.07 12/15/47 155,000 157,223 0.026%

MSBAM 2016-C30 A5 2.86 9/15/49 25,000 23,508 0.004%

Mueller Water Products 494 5,790 0.001%

Multiplan Empreendimentos Imobiliarios 4,809 70,725 0.012%

Munich Re 2,604 547,473 0.089%

MUNI ELEC AUTH GA TXB BABS 6.66 4/1/57 130,000 162,689 0.026%

Murata Manufacturing 1,400 235,027 0.038%

Musashi Seimitsu Industry 4,300 142,558 0.023%

Nabtesco 2,700 82,957 0.013%

Nakanishi 8,800 199,613 0.032%

NAROT 2015-B A4 1.79 1/17/22 25,000 24,756 0.004%

Nasdaq 2,458 224,342 0.036%

Naspers 1,747 440,495 0.072%

National Bank of Canada 9,965 478,447 0.078%

National Grid 54,348 600,603 0.098%

NATIONAL RURAL UTIL COOP 2.9 3/15/21 145,000 143,897 0.023%

NATIONAL RURAL UTIL COOP 2.35 6/15/20 10,000 9,873 0.002%

NAVER 889 608,347 0.099%

NBC UNIVERSAL MEDIA LLC 5.15 4/30/20 40,000 41,324 0.007%

Page 13 of 25

Nestle 31,397 2,433,295 0.396%

Netcompany 2,380 87,180 0.014%

Netflix 2,313 905,378 0.147%

New Gold 1,610 3,349 0.001%

New Oriental Education & Technology, ADR 520 49,223 0.008%

NEW YORK LIFE GLOBAL FDG 144A 1.5 10/24/19 75,000 73,496 0.012%

Next 1,852 147,417 0.024%

NEXTDC 12,177 67,953 0.011%

NextEra Energy 11,201 1,870,903 0.304%

NEXTERA ENERGY INC CVT 6.123000 4,582 261,764 0.043%

NGK Spark Plug 4,300 122,244 0.020%

Nidec 500 74,795 0.012%

Nifco 6,300 194,693 0.032%

Nikkiso 7,000 70,875 0.012%

Nintendo 300 97,929 0.016%

Nippon Accommodations Fund 8 36,412 0.006%

Nippon Ceramic 4,900 127,443 0.021%

Nippon Kanzai 2,900 57,519 0.009%

Nippon Paint Holdings 2,100 90,311 0.015%

Nippon Prologis REIT 8 16,603 0.003%

Nippon Seiki 10,500 198,305 0.032%

Nippon Shokubai 2,800 202,217 0.033%

Nippon Soda 17,000 93,920 0.015%

Nippon Telegraph & Telephone 30,700 1,394,640 0.227%

NiSource 13,422 352,730 0.057%

NISOURCE FINANCE CORP 3.95 3/30/48 105,000 95,919 0.016%

NISOURCE FINANCE CORP 3.49 5/15/27 215,000 205,843 0.033%

Nitto Boseki 1,400 33,455 0.005%

NMDC 7,210 11,340 0.002%

Noble Energy 290 10,231 0.002%

NOF 3,600 116,154 0.019%

Nordea Bank 83,261 798,688 0.130%

Norma 2,045 139,721 0.023%

Norsk Hydro 4,424 26,408 0.004%

Northern Star Resources 13,331 72,170 0.012%

Northern Trust 219 22,533 0.004%

NORTHERN TRUST CORP 3.95 10/30/25 25,000 25,467 0.004%

Northrop Grumman 5,648 1,737,890 0.283%

Norwegian Cruise Line Holdings 8,127 384,001 0.062%

Novartis 20,819 1,577,059 0.256%

Novo Nordisk 10,416 481,121 0.078%

NTPC Limited 135,619 315,682 0.051%

NTT DOCOMO 9,000 229,341 0.037%

Nucor 1,127 70,438 0.011%

NUCOR CORP 3.95 5/1/28 130,000 130,135 0.021%

NuVista Energy 248 1,720 0.000%

nVent Electric 228 5,723 0.001%

NVIDIA 691 163,698 0.027%

NXP Semiconductors 1,575 172,100 0.028%

NY ST DORM AUTH INC TX BUILD AMER 5.63 3/15/39 15,000 17,866 0.003%

Obara Group 2,700 153,742 0.025%

Ocado 8,168 110,386 0.018%

Occidental Petroleum 811 67,864 0.011%

OCCIDENTAL PETROLEUM COR 3.4 4/15/26 75,000 72,960 0.012%

OceanaGold 2,279 6,327 0.001%

OdontoPrev 11,000 37,095 0.006%

Olympus 3,100 115,964 0.019%

OMNICOM GROUP INC 3.65 11/1/24 50,000 48,584 0.008%

OMNICOM GROUP INC 3.6 4/15/26 50,000 47,810 0.008%

Omron 3,400 158,385 0.026%

ONTARIO 2.55 2/12/21 115,000 113,856 0.019%

ONTARIO 3 7/16/18 40,000 40,003 0.007%

oOh media 17,333 63,441 0.010%

oOh media 7,536 27,606 0.004%

Opple Lighting 13,595 95,677 0.016%

ORACLE CORP 2.25 10/8/19 25,000 24,884 0.004%

ORACLE CORP 2.4 9/15/23 300,000 284,664 0.046%

O'Reilly Automotive 13 3,556 0.001%

OREILLY AUTOMOTIVE INC 3.8 9/1/22 125,000 125,940 0.020%

OREILLY AUTOMOTIVE INC 3.6 9/1/27 145,000 136,781 0.022%

Oriflame Holding 1,861 59,758 0.010%

Orion Engineered Carbons 210 6,479 0.001%

Page 14 of 25

Orora 4,265 11,265 0.002%

Osisko Gold Royalties 1,117 10,578 0.002%

Osstem Implant 1,734 79,192 0.013%

OTP Bank 4,155 150,017 0.024%

Oxford Instruments 6,528 86,152 0.014%

OZ Minerals 2,337 16,296 0.003%

PACCAR 1,327 82,221 0.013%

PACCAR FINANCIAL CORP 3.1 5/10/21 175,000 174,216 0.028%

Pacific Textiles 58,000 49,254 0.008%

PACKAGING CORP OF AMERIC 2.45 12/15/20 50,000 49,060 0.008%

PACKAGING CORP OF AMERIC 3.65 9/15/24 15,000 14,800 0.002%

Paddy Power Betfair 1,136 125,954 0.020%

Pagseguro Digital 1,775 49,256 0.008%

PALTAC 2,900 166,767 0.027%

PANAMA 6.7 1/26/36 25,000 30,750 0.005%

Panasonic 27,400 369,473 0.060%

Paramount, REIT 1,130 17,402 0.003%

PayPal Holdings 11,293 940,368 0.153%

Pebblebrook Hotel Trust, REIT 599 23,241 0.004%

PEMEX PROJ FDG MASTER TR 6.63 6/15/35 20,000 19,625 0.003%

Pendal 10,275 75,175 0.012%

PENSKE TRUCK LEASING/PTL 144A 2.5 6/15/19 20,000 19,891 0.003%

PENSKE TRUCK LEASING/PTL 144A 3.2 7/15/20 65,000 64,779 0.011%

Pentair 228 9,594 0.002%

PepsiCo 3,631 395,307 0.064%

Persimmon 7,320 243,827 0.040%

Persol Holdings 11,900 265,018 0.043%

Petra Diamonds 16,931 12,547 0.002%

PETROLEOS MEXICANOS 3.5 1/30/23 125,000 118,646 0.019%


PETROLEOS MEXICANOS 6 3/5/20 13,000 13,439 0.002%


Petronet LNG 16,065 51,711 0.008%

Pfizer 43,988 1,595,885 0.260%

PG&E 12,684 539,831 0.088%

PHILA PA CITY SVC AGR REV TXBL REF 3.96 4/15/26 5,000 4,960 0.001%

Philip Morris International 13,171 1,063,427 0.173%

Phillips 66 6,778 761,237 0.124%

Pigeon 1,100 53,457 0.009%

Ping An Insurance 83,500 764,666 0.124%

Ping An Insurance 8,200 72,190 0.012%

Pioneer Natural Resources 84 15,896 0.003%

Pivotal Software 4,321 104,871 0.017%

Plains Gp Holdings 11,435 273,411 0.044%

Plastic Omnium 8,290 349,576 0.057%

Playtech 85,511 847,915 0.138%

PLMRS 2018-2A A1A 144A 3.44 7/16/31 250,000 250,000 0.041%

PNB Housing Finance 5,646 93,127 0.015%

PNC Financial Services Group 10,085 1,362,484 0.222%

PNC FUNDING CORP 3.3 3/8/22 20,000 19,889 0.003%

POLAND 3.25 4/6/26 55,000 53,190 0.009%

Pola Orbis Holdings 4,800 210,938 0.034%

PORT AUTH NY & NJ SER 182 5.31 8/1/46 20,000 21,685 0.004%

POSCO 177 52,226 0.008%

Power Grid Corp of India 77,536 212,283 0.035%

PPG Industries 201 20,850 0.003%

Praxair 152 24,039 0.004%

PRES & FELLOWS OF HARVAR 3.62 10/1/37 25,000 24,855 0.004%

President Chain Store 23,000 260,623 0.042%

Press Kogyo 11,400 66,792 0.011%

PRICELINE GROUP INC/THE 3.65 3/15/25 30,000 29,358 0.005%

Primary Health Care Limited 57,048 147,103 0.024%

PRINCIPAL FINANCIAL GROUP 3.4 5/15/25 35,000 33,961 0.006%

PRINCIPAL FINANCIAL GROUP 3.3 9/15/22 25,000 24,707 0.004%

PROGRESS ENERGY INC 7.05 3/15/19 150,000 154,269 0.025%

Progressive 1,625 96,119 0.016%

Prologis, REIT 2,252 147,934 0.024%

Prosegur Cia de Seguridad 678 4,417 0.001%

PROVINCE OF QUEBEC 2.88 10/16/24 50,000 49,174 0.008%

PROV OF NEW BRUNSWICK 3.63 2/24/28 250,000 254,873 0.041%

Prudential 63,018 1,436,577 0.234%

PRVDNC HLTH & SVC OBL GR 4.38 10/1/23 25,000 26,064 0.004%

Page 15 of 25

Prysmian 19,605 486,456 0.079%

PS Business Parks, REIT 125 16,063 0.003%

PSP Swiss Property 2,182 202,285 0.033%

Publicis Groupe 2,061 141,431 0.023%

Public Storage, REIT 544 123,412 0.020%

QUALCOMM INC 3 5/20/22 80,000 78,779 0.013%

Quintis 23,792 5,194 0.001%

QVC INC 4.85 4/1/24 20,000 19,848 0.003%

Raia Drogasil 27,182 459,445 0.075%

Randgold Resources 1,426 109,755 0.018%

Rathbone Brothers 1,922 65,585 0.011%

Raymond James Financial 2,634 235,348 0.038%

Rayonier, REIT 700 27,083 0.004%

Realtek Semiconductor 19,000 69,036 0.011%

Reckitt Benckiser 4,865 399,731 0.065%

Recruit Holdings 13,800 381,138 0.062%

Red Electrica 13,016 264,434 0.043%

Red Hat 1,974 265,246 0.043%

REGENCY CENTERS LP 4.13 3/15/28 35,000 34,635 0.006%

Regency Centers, REIT 1,698 105,412 0.017%

Regis Resources 5,261 20,035 0.003%

REINSURANCE GRP OF AMER 5 6/1/21 20,000 20,799 0.003%

REI - SECURITY LENDING COLLATERAL 100,566 1,005,656 0.164%

Reliance Steel & Aluminum 100 8,754 0.001%

RELX CAPITAL INC 3.5 3/16/23 45,000 44,719 0.007%

Renesas Electronics 23,100 225,821 0.037%

Renishaw 1,159 80,795 0.013%

Republic Services 488 33,360 0.005%

REPUBLIC SERVICES INC 3.38 11/15/27 230,000 217,879 0.035%

REPUBLIC SERVICES INC 5.5 9/15/19 25,000 25,723 0.004%

Restaurant Brands International 2,561 154,428 0.025%

RETL 2018-RVP A 144A 3.17 3/15/33 56,502 56,743 0.009%

Rexel 10,654 152,940 0.025%

Rio Tinto 3,386 186,631 0.030%

Rio Tinto 1,676 103,552 0.017%

Roche Holding 8,799 1,952,130 0.317%

Rolls-Royce 23,039 300,084 0.049%

ROPER INDUSTRIES INC 2.05 10/1/18 5,000 4,992 0.001%

Roper Technologies 2,552 704,122 0.115%

ROPER TECHNOLOGIES INC 3 12/15/20 50,000 49,702 0.008%

ROPER TECHNOLOGIES INC 3.8 12/15/26 50,000 48,532 0.008%

Ross Stores 13,504 1,144,464 0.186%

Round One 4,300 67,498 0.011%

Roxgold 3,050 2,598 0.000%

ROYAL BANK OF CANADA 2.2 7/27/18 25,000 24,997 0.004%

Royal Bank of Scotland 64,121 215,865 0.035%

ROYAL BK SCOTLND GRP PLC 4.52 6/25/24 300,000 300,212 0.049%

Royal Caribbean Cruises 1,500 155,400 0.025%

Royal Dutch Shell 10,251 367,119 0.060%

Royal Dutch Shell, ADR 5,750 417,738 0.068%

Royal Gold 251 23,303 0.004%

RPM 588 34,292 0.006%

Rsa Insurance 52,902 473,119 0.077%

RSP Permian 650 28,613 0.005%

Ryanair Holdings, ADR 1,476 168,603 0.027%

SABINE PASS LIQUEFACTION 4.2 3/15/28 50,000 48,000 0.008%

SACI Falabella 21,274 194,964 0.032%

Saipem 12,821 58,799 0.010%

Sakata INX 11,500 149,991 0.024%

Sakata Seed 2,200 83,251 0.014%

Salesforce.com 8,876 1,210,686 0.197%

Sampo 4,881 237,708 0.039%

Samsonite International 33,300 118,232 0.019%

Samsung Electronics 53,298 2,232,630 0.363%

SAMSUNG ELECTRONICS-PREF 7,487 252,828 0.041%

Samsung Fire & Marine 552 130,791 0.021%

Sanderson Farms 90 9,464 0.002%

Sandfire Resources 1,064 7,204 0.001%

Sandstorm Gold 470 2,113 0.000%

Sandvik 610 10,773 0.002%

Sanlam 58,320 296,303 0.048%

Sanofi 8,869 711,822 0.116%

Page 16 of 25

SANTANDER UK PLC 2.35 9/10/19 25,000 24,825 0.004%

Sanwa Holdings 13,100 138,434 0.023%

SAP 4,615 532,654 0.087%

Saracen Mineral Holdings 16,789 27,428 0.004%

Sarana Menara Nusantara 2,001,000 86,578 0.014%

SBA TOWER TRUST 144A 2.9 10/11/44 25,000 24,852 0.004%

Sberbank of Russia, ADR 55,144 788,809 0.128%

Scentre 68,455 222,414 0.036%

Schlumberger 553 37,068 0.006%

Schneider Electric 9,679 804,972 0.131%

Scout24 Holding 13,731 726,770 0.118%

SCRT 2016-1 M1 144A 3 9/25/55 15,000 14,592 0.002%

SC ST PUB SVC AUTH TXBL REV SER D 2.39 12/1/23 50,000 46,588 0.008%

Sea, ADR 6,320 94,800 0.015%

SEB 1,361 237,448 0.039%

Sega Sammy Holdings 8,700 148,905 0.024%

Semafo 5,030 14,577 0.002%

Sembcorp Industries 14,000 28,203 0.005%

Sempra Energy 9,576 1,111,869 0.181%

SEMPRA ENERGY 2.4 2/1/20 235,000 232,111 0.038%

SEMPRA ENERGY CVT 6.00% A 1/21 1,287 134,257 0.022%

SEMT 2018-CH1 A11 144A 3.5 2/25/48 91,039 91,922 0.015%

SEMT 2018-CH2 A3 144A 4 6/25/48 119,257 120,364 0.020%

Sensata Technologies Holding 5,514 262,356 0.043%

Sensirion Holding 1,327 66,853 0.011%

Sentinel Energy Services 501 5,055 0.001%

Seria 2,400 115,019 0.019%

ServiceNow 3,124 538,796 0.088%

Seven Generations Energy 16,408 180,848 0.029%

Seven & i Holdings 13,700 597,535 0.097%

SG Holdings 1,100 24,064 0.004%

SGL Carbon 383 4,101 0.001%

Shaftesbury 2,066 25,479 0.004%

SHELL INTERNATIONAL FIN 3.25 5/11/25 75,000 73,342 0.012%

Sherwin-Williams 343 139,797 0.023%

Shimano 700 102,721 0.017%

Shire 4,444 250,370 0.041%

SHIRE ACQ INV IRELAND DA 2.88 9/23/23 300,000 282,407 0.046%

Shire, ADR 1,188 200,534 0.033%

SH Kelkar 7,530 24,777 0.004%

Shop Apotheke Europe 1,431 74,170 0.012%

Shopify 1,576 229,822 0.037%

Shoprite Holdings 26,739 428,592 0.070%

Sichuan Swellfun 15,652 129,866 0.021%

Siemens 7,478 985,271 0.160%

Siemens Gamesa Renewable Energy 397 5,307 0.001%

Siemens Healthineers 5,897 243,008 0.040%

Silergy 5,000 121,497 0.020%

Silvercorp Metals 1,460 3,854 0.001%

Simcorp 4,990 403,022 0.066%

SIMON PROPERTY GROUP LP 3.38 10/1/24 45,000 43,937 0.007%

Simon Property Group, REIT 791 134,620 0.022%

Sims Metal Management 631 7,494 0.001%

Sinbon Electronics 25,299 69,043 0.011%

Sino Biopharmaceutical 74,000 113,013 0.018%

Sinopec Engineering 96,000 100,118 0.016%

Sinotrans 178,000 93,586 0.015%

Sirius XM Holdings 13,551 91,740 0.015%

SITC International Holdings 123,000 137,028 0.022%

SL Green Realty, REIT 3,234 325,114 0.053%

SLM Corporation 20,260 231,977 0.038%

SMAT 2015-3US A3A 1.66 8/14/19 8,218 8,212 0.001%

SMB 2015-A A2A 144A 2.49 6/15/27 84,272 83,191 0.014%

SMB 2018-B A2A 144A 3.6 1/15/37 100,000 99,980 0.016%

SMC 600 219,655 0.036%

SMCP SAS 4,466 127,660 0.021%

SM Investments 21,171 347,310 0.056%

Smith & Nephew 7,465 137,507 0.022%

Smiths Group 6,578 146,936 0.024%

SMS 8,800 160,476 0.026%

Snap Inc. 9,816 128,491 0.021%

Softbank 5,900 421,308 0.069%

Page 17 of 25

Solasto 20,100 224,074 0.036%

SONIC 2018-1A A2I 144A 4.03 2/20/48 50,000 49,325 0.008%

Sony 2,900 148,522 0.024%

Sophos 14,948 125,691 0.020%

South32 173,631 463,651 0.075%

SOUTHERN CO 2.45 9/1/18 25,000 24,996 0.004%

Southern Company 13,871 642,366 0.104%

Southern Copper 3,315 155,374 0.025%

Southwest Airlines 4,764 242,392 0.039%

SPECTRA ENERGY PARTNERS 3.38 10/15/26 40,000 36,846 0.006%

SPECTRA ENERGY PARTNERS 4.75 3/15/24 170,000 173,366 0.028%

S&P Global 753 153,529 0.025%

Spie 4,544 91,976 0.015%

Spin Master 4,310 191,100 0.031%

Spirax Sarco Engineering 1,051 90,127 0.015%

Splunk 1,304 129,239 0.021%

SRFC 2014-2A A 144A 2.05 6/20/31 12,342 12,287 0.002%

SRFC 2015-3A A 144A 2.58 9/20/32 24,585 24,455 0.004%

SRT 2017-A A3 144A 2.22 1/20/21 50,000 49,461 0.008%

SS&C Technologies Holdings 4,712 244,553 0.040%

SSE 3,979 71,027 0.012%

STACR 2018-SPI2 M1 144A 3.82 5/25/48 85,000 85,030 0.014%

Standard Chartered 19,245 174,810 0.028%

Stanley Black & Decker 3,470 460,851 0.075%

STANLEY BLACK & DECKER I 2.45 11/17/18 80,000 79,938 0.013%

Stanley Electric 7,000 238,350 0.039%

Start Today 6,700 242,410 0.039%

STATE GRID OVERSEAS INV 144A 3.75 5/2/23 215,000 215,471 0.035%

State Street 10,853 1,010,306 0.164%

STATE STREET CORP 3.1 5/15/23 25,000 24,626 0.004%

STATE STREET CORP 2.55 8/18/20 65,000 64,410 0.010%

Steadfast 31,180 64,799 0.011%

Steel Dynamics 791 36,346 0.006%

S&T Motiv 806 23,833 0.004%

Stora Enso 10,442 203,431 0.033%

Storebrand 26,892 216,442 0.035%

Stroeer SE & Co KGaA 2,105 127,089 0.021%

Stryker 7,327 1,237,237 0.201%

Sumitomo Corporation 57,400 941,350 0.153%

Sumitomo Densetsu 5,100 91,216 0.015%

Sumitomo Electric Industries 7,200 107,083 0.017%

Sumitomo Metal Mining 1,400 53,433 0.009%

Sumitomo Mitsui Financial 2,500 97,515 0.016%

Sumitomo Mitsui Trust Holdings 4,700 185,432 0.030%

Sumitomo Realty & Development 4,000 147,300 0.024%

Sumitomo Rubber Industries 15,600 247,275 0.040%

Sumitomo Seika Chemicals 3,200 159,583 0.026%

Suncor Energy 521 21,194 0.003%

Suncorp Group 17,678 190,648 0.031%

Sun Hung Kai Properties 3,083 46,448 0.008%

Sun Life Financial 7,600 305,411 0.050%

Sunny Optical Technology 9,800 181,764 0.030%

Sunstone Hotel Investors, REIT 3,169 52,669 0.009%

Suntory Beverage & Food 2,600 111,157 0.018%

Suofeiya Home Collection 33,372 161,726 0.026%

Suzuki Motor 10,900 600,679 0.098%

Svenska Handelsbanken 25,982 287,762 0.047%

SVENSKA HANDELSBANKEN AB 3.35 5/24/21 100,000 99,957 0.016%

Symantec 30,448 628,751 0.102%

Symrise 157 13,734 0.002%

SYNCT 2017-2 A 2.62 10/15/25 50,000 48,664 0.008%

SYNGENTA FINANCE NV 144A 3.7 4/24/20 205,000 204,473 0.033%

Synopsys 7,176 614,050 0.100%

Tableau Software 2,041 199,508 0.032%

Tahoe Resources 1,740 8,561 0.001%

Taiwan Semiconductor Manufacturing 315,000 2,236,840 0.364%

Taiwan Union Technology 46,000 162,034 0.026%

Takeaway.com Holding BV 2,587 172,707 0.028%

Takeda Pharmaceutical 7,900 332,338 0.054%

TAL Education, ADR 8,830 324,944 0.053%

Tarkett 2,328 66,948 0.011%

Taubman Centers, REIT 203 11,928 0.002%

Page 18 of 25

TD Ameritrade Holding 16,126 883,221 0.144%

TEACHERS INSUR & ANNUITY 144A 4.27 5/15/47 130,000 123,959 0.020%

TeamLease Services 2,191 94,278 0.015%

Tecan 847 205,554 0.033%

TechnipFMC 360 11,426 0.002%

TechnoPro Holdings 1,600 98,248 0.016%

Teck Resources 3,143 79,989 0.013%

Teco Electric & Machinery 42,000 31,520 0.005%

TE Connectivity 88 7,925 0.001%

Ted Baker 2,804 79,569 0.013%

Tele Columbus 4,348 30,087 0.005%

Telecom Italia 174,979 113,873 0.019%

Telefonica 44,908 381,154 0.062%

Telefonica Deutschland Holding 122,526 482,013 0.078%

Telstra 16,453 31,822 0.005%

Tenaris 1,127 20,568 0.003%

Tenaris, ADR 3,453 125,655 0.020%

Tencent Holdings 62,000 3,113,356 0.506%

TENCENT HOLDINGS LTD 144A 2.99 1/19/23 200,000 194,518 0.032%

Ternium, ADR 461 16,052 0.003%

Terreno Realty, REIT 1,168 43,999 0.007%

Terumo 1,700 97,321 0.016%

Terveystalo 8,685 109,466 0.018%

Tesla 855 293,222 0.048%

TEVA PHARMACEUTICALS NE 1.7 7/19/19 140,000 137,025 0.022%

TEVA PHARM FIN IV BV 3.65 11/10/21 35,000 33,458 0.005%

Texas Instruments 15,497 1,708,544 0.278%

Textron 3,125 205,969 0.033%

Thales 5,217 671,188 0.109%

Thermo Fisher Scientific 3,718 770,147 0.125%

THK 7,900 225,559 0.037%

THOMSON REUTERS CORP 3.35 5/15/26 10,000 9,222 0.001%

Thule 4,748 117,688 0.019%

TIME WARNER CABLE INC 5 2/1/20 10,000 10,210 0.002%

TIME WARNER CABLE INC 8.75 2/14/19 10,000 10,341 0.002%




TIME WARNER CABLE INC 4 9/1/21 10,000 10,012 0.002%

TIPS 2.13 1/15/19 110,861 111,693 0.018%

TIPS 1.38 1/15/20 183,062 185,121 0.030%

TIPS 0.13 1/15/22 559,684 549,977 0.089%

TIPS 0.63 1/15/24 1,473,226 1,471,154 0.239%

TIPS 2.38 1/15/25 349,574 387,591 0.063%

TIPS 0.25 1/15/25 871,635 847,665 0.138%

TIPS 2 1/15/26 195,663 214,373 0.035%

TIPS 0.63 1/15/26 262,556 261,079 0.042%

TIPS 0.38 1/15/27 417,473 405,601 0.066%

TIPS 1.75 1/15/28 297,789 325,381 0.053%

TIPS 0.5 1/15/28 401,315 392,599 0.064%

TIPS 2.5 1/15/29 1,192,633 1,401,344 0.228%

TIPS 2.13 2/15/40 159,968 200,960 0.033%

TIPS 2.13 2/15/41 43,475 55,037 0.009%

TIPS 0.63 2/15/43 954,948 903,769 0.147%

TIPS 0.75 2/15/45 229,818 222,887 0.036%

TIPS 1 2/15/46 575,226 592,392 0.096%

TIPS 0.88 2/15/47 86,147 86,147 0.014%

TIPS 1 2/15/48 64,009 66,130 0.011%

TIPS 0.13 4/15/19 298,855 297,034 0.048%

TIPS 0.13 4/15/20 741,106 733,232 0.119%

TIPS 0.13 4/15/21 910,709 896,621 0.146%

TIPS 0.13 4/15/22 788,839 772,693 0.126%

TIPS 0.63 4/15/23 1,666,323 1,663,719 0.271%

TIPS 3.63 4/15/28 34,080 43,281 0.007%

TIPS 3.88 4/15/29 51,056 67,314 0.011%

TIPS 3.38 4/15/32 67,189 89,676 0.015%

TIPS 1.38 7/15/18 6,855 6,865 0.001%

TIPS 1.88 7/15/19 977,459 993,190 0.162%

TIPS 1.25 7/15/20 803,384 816,313 0.133%

TIPS 0.63 7/15/21 1,751,278 1,757,571 0.286%

TIPS 0.13 7/15/22 2,278,165 2,240,077 0.364%

TIPS 0.38 7/15/23 187,330 185,632 0.030%

Page 19 of 25

TIPS 0.13 7/15/24 773,545 751,789 0.122%

TIPS 0.38 7/15/25 459,586 451,400 0.073%

TIPS 0.13 7/15/26 872,775 836,092 0.136%

TIPS 0.38 7/15/27 590,981 574,913 0.093%

T-Mobile US 6,326 377,979 0.061%

Tokio Marine Holdings 11,400 533,329 0.087%

Tokmanni 6,363 52,689 0.009%

Tokyo Electron 1,800 308,976 0.050%

Topy Industries 300 8,317 0.001%

TORONTO-DOMINION BANK 1.75 7/23/18 65,000 64,979 0.011%

Torrent Pharmaceuticals 3,951 80,843 0.013%

Tosoh 2,400 37,109 0.006%

Total 35,529 2,157,529 0.351%

Total, ADR 12,439 753,306 0.123%

Tourmaline Oil 380 6,790 0.001%

Toyota Motor 13,400 866,564 0.141%

TOYOTA MOTOR CREDIT CORP 2.95 4/13/21 250,000 248,445 0.040%

TPG Pace Energy Holdings 500 5,435 0.001%

TPMT 2015-5 A1B 144A 2.75 5/25/55 73,661 72,608 0.012%

TPMT 2017-6 A1 144A 2.75 10/25/57 118,404 115,388 0.019%

TPMT 2018-1 A1 144A 3 1/25/58 93,915 92,472 0.015%

TransCanada 27,234 1,176,509 0.191%

TRANS-CANADA PIPELINES 2.5 8/1/22 20,000 19,207 0.003%

Transmissora Alianca de Energia Eletrica 13,887 67,290 0.011%

TRANSURBAN FINANCE CO 144A 4.13 2/2/26 15,000 14,877 0.002%

TravelSky Technology 39,000 113,203 0.018%

Trelleborg 10,621 225,842 0.037%

TRINITY HEALTH CREDIT GR 4.13 12/1/45 25,000 24,453 0.004%

TRP Dynamic Global Bd - I 1,255,400 12,240,150 1.991%

TRP Emerg Markets Local Currency Bd 2,988,099 18,675,620 3.037%

TRP Inst Emerging Markets Bd - Inst 2,823,389 23,434,126 3.811%

TRP Inst Floating Rate - Inst 1,233,910 12,265,067 1.995%

TRP Inst Frontier Markets Eq - Inst 362,635 3,521,184 0.573%

TRP Inst International Bd - Inst 1,963,053 16,941,145 2.755%

TRP Institutional High Yield - Inst 1,162,174 10,052,806 1.635%

TRP International Bond (USD Hgd) - I 300,195 2,998,946 0.488%

TRP Treasury Reserve 1.88 35,946,433 35,946,433 5.846%

Tsingtao Brewery 4,000 21,916 0.004%

TTK Prestige 57 4,842 0.001%

Tullow Oil 2,086 6,712 0.001%

Twenty-First Century Fox 15,671 772,110 0.126%

Tyman 19,027 82,700 0.013%

Tyson Foods 44,007 3,029,882 0.493%

UBS 70,392 1,079,135 0.175%

UBS AG LONDON 144A 4.5 6/26/48 220,000 222,604 0.036%

Ulta Salon Cosmetics & Fragrance 86 20,078 0.003%

Ultimate Software Group 934 240,328 0.039%

Umicore 4,801 274,077 0.045%

Unibail-Rodamco-Westfield 2,254 496,306 0.081%

UniCredit 15,223 252,313 0.041%

Unilever 13,322 735,912 0.120%

Union Pacific 72 10,201 0.002%

UNION PACIFIC CORP 2.25 2/15/19 25,000 24,909 0.004%

UNION PACIFIC CORP 4.75 9/15/41 10,000 10,448 0.002%

Uni-President Enterprises 84,910 215,232 0.035%

Uni-Select 3,300 52,488 0.009%

UNITE 3,001 34,053 0.006%

UNITED AIR 2014-1 B PTT 4.75 10/11/23 3,624 3,642 0.001%

UNITED AIR 2014-2 A PTT 3.75 3/3/28 4,286 4,214 0.001%

United Continental 616 42,954 0.007%

UnitedHealth Group 8,533 2,093,486 0.340%

UNITEDHEALTH GROUP INC 3.75 7/15/25 40,000 39,989 0.007%

UNITED MEXICAN STATES 4.75 3/8/44 30,000 28,031 0.005%

United Overseas Bank 21,200 415,493 0.068%

UNITED OVERSEAS BANK LTD 144A 3.2 4/23/21 200,000 199,437 0.032%

UNIV CA REV TAX GEN SR AJ 4.6 5/15/31 25,000 26,969 0.004%

Universal Robina 70,340 159,218 0.026%

Urban Edge Properties, REIT 2,967 67,855 0.011%

U.S. Bancorp 22,345 1,117,697 0.182%

US TREASURY N/B 2.63 11/15/20 515,000 515,402 0.084%

US TREASURY N/B 2.25 11/15/24 420,000 406,284 0.066%

US TREASURY N/B 2.25 11/15/25 1,160,000 1,115,594 0.181%

Page 20 of 25

US TREASURY N/B 2.25 11/15/27 35,000 33,250 0.005%

US TREASURY N/B 3.13 11/15/41 4,182,000 4,290,471 0.698%

US TREASURY N/B 2.75 11/15/42 65,000 62,400 0.010%

US TREASURY N/B 3 11/15/44 395,000 395,988 0.064%

US TREASURY N/B 3 11/15/45 435,000 436,020 0.071%

US TREASURY N/B 1.63 11/30/20 100,000 97,750 0.016%

US TREASURY N/B 1.75 11/30/21 150,000 145,547 0.024%

US TREASURY N/B 2 11/30/22 1,635,000 1,586,716 0.258%

US TREASURY N/B 1.88 1/31/22 160,000 155,625 0.025%

US TREASURY N/B 2 2/15/22 720,000 703,125 0.114%

US TREASURY N/B 1.63 2/15/26 35,000 32,102 0.005%

US TREASURY N/B 2.25 2/15/27 515,000 491,262 0.080%

US TREASURY N/B 2.75 2/15/28 2,675,000 2,650,340 0.431%

US TREASURY N/B 3.5 2/15/39 4,620,000 5,024,972 0.817%

US TREASURY N/B 3.13 2/15/43 20,000 20,494 0.003%

US TREASURY N/B 2.5 2/15/45 145,000 131,995 0.021%

US TREASURY N/B 3 2/15/47 220,000 220,516 0.036%

US TREASURY N/B 3 2/15/48 460,000 461,006 0.075%

US TREASURY N/B 1.13 2/28/21 55,000 52,912 0.009%

US TREASURY N/B 2.63 2/28/23 6,215,000 6,188,780 1.006%

US TREASURY N/B 1.88 3/31/22 80,000 77,688 0.013%

US TREASURY N/B 1.13 4/30/20 2,300,000 2,242,859 0.365%

US TREASURY N/B 1.38 4/30/21 60,000 57,984 0.009%

US TREASURY N/B 3 5/15/45 235,000 235,588 0.038%

US TREASURY N/B 2.5 5/15/46 200,000 181,469 0.030%

US TREASURY N/B 3 5/15/47 100,000 100,188 0.016%

US TREASURY N/B 3.13 5/15/48 285,000 292,659 0.048%

US TREASURY N/B 1.75 5/31/22 665,000 641,621 0.104%

US TREASURY N/B 1.5 6/15/20 3,355,000 3,288,948 0.535%

US TREASURY N/B 1.13 6/30/21 685,000 655,352 0.107%

US TREASURY N/B 1.75 6/30/22 110,000 106,047 0.017%

US TREASURY N/B 2.13 8/15/21 10,000 9,844 0.002%

US TREASURY N/B 1.5 8/15/26 1,160,000 1,047,263 0.170%

US TREASURY N/B 3.88 8/15/40 215,000 247,048 0.040%

US TREASURY N/B 3.63 8/15/43 195,000 216,968 0.035%

US TREASURY N/B 3.13 8/15/44 610,000 625,250 0.102%

US TREASURY N/B 2.88 8/15/45 570,000 557,888 0.091%

US TREASURY N/B 2.25 8/15/46 785,000 674,977 0.110%

US TREASURY N/B 2.75 8/15/47 6,330,000 6,033,281 0.981%

US TREASURY N/B 1.13 8/31/21 65,000 62,014 0.010%

US TREASURY N/B 1.63 8/31/22 310,000 296,825 0.048%

US TREASURY N/B 1.13 9/30/21 100,000 95,281 0.015%

US TREASURY N/B 1.88 9/30/22 25,000 24,164 0.004%

UT 1,000 37,349 0.006%

Vale 6,703 85,401 0.014%

Valero Energy 4,107 455,179 0.074%

Valmont Industries 44 6,633 0.001%

Van Lanschot Kempen 3,442 97,207 0.016%

Varta 2,321 62,938 0.010%

VA ST CMWLTH UNIV HLTH SYS TXBL A 4.96 1/1/44 25,000 28,334 0.005%

Vatti 25,300 93,025 0.015%

VENTAS REALTY LP/CAP CRP 3.25 8/15/22 20,000 19,530 0.003%

Veoneer 1,397 49,396 0.008%

Verizon Communications 7,609 382,809 0.062%

VERIZON COMMUNICATIONS 2.63 8/15/26 230,000 204,322 0.033%

VERIZON COMMUNICATIONS 5.15 9/15/23 25,000 26,611 0.004%

Vertex Pharmaceuticals 3,307 562,058 0.091%

VERUS 2018-INV1 A1 144A 3.63 3/25/58 96,194 96,290 0.016%

Victrex 7,191 275,305 0.045%

Vidrala 92 8,754 0.001%

Visa 15,529 2,056,816 0.334%

VISA INC 4.15 12/14/35 90,000 92,932 0.015%

VISA INC 2.15 9/15/22 90,000 86,165 0.014%

Vistra Energy 260 6,152 0.001%

Vivo Energy 37,194 72,688 0.012%

VMware 2,276 334,504 0.054%

Vodafone 174,706 423,188 0.069%

Vodafone, ADR 29,175 709,244 0.115%

VODAFONE GROUP PLC 3.75 1/16/24 180,000 178,362 0.029%

Voestalpine 234 10,760 0.002%

Vornado Realty Trust, REIT 1,366 100,975 0.016%

Vostok New Ventures 11,631 93,781 0.015%

Page 21 of 25

VT Holdings 25,700 135,088 0.022%

Vulcan Materials 1,655 213,594 0.035%

VZOT 2017-1A C 144A 2.65 9/20/21 200,000 197,411 0.032%

Wal-Mart de Mexico 126,587 334,119 0.054%

WALMART INC 3.4 6/26/23 300,000 302,015 0.049%

WANdisco 8,010 117,813 0.019%

Waste Connections 1,430 107,650 0.018%

Weingarten Realty Investors, REIT 623 19,195 0.003%

Welcia Holdings 1,400 74,439 0.012%

Wells Fargo 50,153 2,780,482 0.452%

WELLS FARGO & COMPANY 3.07 1/24/23 465,000 451,430 0.073%

WELLS FARGO & COMPANY 3.5 3/8/22 95,000 94,686 0.015%

WEN 2015-1A A2II 144A 4.08 6/15/45 97,250 98,334 0.016%

Western Areas 5,221 13,754 0.002%

WESTERN GAS PARTNERS 4 7/1/22 20,000 19,852 0.003%

WESTERN GAS PARTNERS LP 5.45 4/1/44 25,000 23,523 0.004%

WESTPAC BANKING CORP 2.15 3/6/20 110,000 108,174 0.018%

WESTPAC BANKING CORP 2.25 7/30/18 25,000 24,993 0.004%

Weyerhaeuser, REIT 5,289 192,837 0.031%

WFCM 2015-C30 A4 3.66 9/15/58 41,000 41,105 0.007%

WFCM 2015-C31 A4 3.7 11/15/48 100,000 100,079 0.016%

WFCM 2015-NXS2 A5 3.77 7/15/58 75,000 75,753 0.012%

WFRBS 2013-C17 A1 1.15 12/15/46 225 225 0.000%

William Hill 41,289 164,907 0.027%

WILLIS NORTH AMERICA INC 3.6 5/15/24 40,000 38,608 0.006%

Willis Towers Watson 6,579 997,376 0.162%

Wilmar International 66,300 148,672 0.024%

Wipro 12,411 47,217 0.008%

Wirecard 3,355 536,869 0.087%

WISCONSIN GEN FUND ANN APPR TXBL SER A 3.95 5/1/36 110,000 111,478 0.018%

Wise Talent Information Technology 28,000 115,810 0.019%

Wix.com 1,490 149,447 0.024%

WOART 2016-A A3 1.77 9/15/21 59,746 59,316 0.010%

WOART 2018-A A2 2.19 5/17/21 80,000 79,669 0.013%

Wolters Kluwer 10,026 563,229 0.092%

WOODSIDE FINANCE LTD 144A 3.7 3/15/28 67,000 63,547 0.010%

Workday 1,642 198,879 0.032%

Worldpay 1,379 112,775 0.018%

WorleyParsons 20,084 259,423 0.042%

Worthington Industries 187 7,848 0.001%

WPP 23,180 364,194 0.059%

WPX Energy 600 10,818 0.002%

Wynn Resorts 933 156,128 0.025%

X5 Retail Group, GDR 3,856 101,838 0.017%

Xaar 17,365 54,667 0.009%

Xilinx 118 7,701 0.001%

XXL 9,139 73,876 0.012%

Yahoo! Japan 61,600 204,073 0.033%

Yamato 1,800 52,979 0.009%

Yandex 4,054 145,539 0.024%

Yara International 2,607 107,857 0.018%

Yellow Hat 3,000 88,543 0.014%

Yes Bank 84,845 421,039 0.068%

YouGov 18,226 113,109 0.018%

YPF, ADR 1,385 18,808 0.003%

Yum! Brands 4,708 368,260 0.060%

Yume No Machi Souzou Iinkai 2,700 56,044 0.009%

Yumeshin Holdings 5,100 53,310 0.009%

YY, ADR 2,876 288,952 0.047%

Zalando 2,598 144,792 0.024%

Zenkoku Hosho 2,900 131,305 0.021%

Zhou Hei Ya International Holdings 79,500 64,170 0.010%

Zimmer Biomet Holdings 882 98,290 0.016%

Zoetis 361 30,754 0.005%

Zojirushi 13,200 161,078 0.026%

Zurich Insurance Group 4,450 1,315,999 0.214%

Zur Rose 681 89,135 0.014%

Miscellaneous Securities ‡ 69,860

Total Investments in Securities 594,019,178

‡ At the discretion of the advisor, the identity of certain securities has been concealed to protect the fund's interests.

Forwards Contracts

Currency

Bought Receive

Currency

Sold Deliver Settlement Unrealized G/L % of Net Assets

BARCLAYS USD 1,872,565 AUD (2,476,000) 07/03/2018 40,174 0.007%

Page 22 of 25

MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED USD 100,325 GBP (75,000) 07/13/2018 1,279 0.000%

JP MORGAN SECURITIES LLC AUD 3,362,680 USD (2,484,012) 07/03/2018 4,577 0.001%

JP MORGAN SECURITIES LLC CHF 2,850,950 USD (2,869,891) 07/03/2018 9,984 0.002%

JP MORGAN SECURITIES LLC DKK 4,006,550 USD (627,937) 07/03/2018 252 0.000%

JP MORGAN SECURITIES LLC EUR 10,423,700 USD (12,171,754) 07/03/2018 4,697 0.001%

JP MORGAN SECURITIES LLC GBP 5,081,300 USD (6,707,316) 07/03/2018 (14) 0.000%

JP MORGAN SECURITIES LLC HKD 10,133,940 USD (1,291,853) 07/03/2018 (103) 0.000%

JP MORGAN SECURITIES LLC JPY 988,260,100 USD (8,923,342) 07/03/2018 5,265 0.001%

JP MORGAN SECURITIES LLC NOK 2,211,450 USD (271,254) 07/03/2018 323 0.000%

JP MORGAN SECURITIES LLC NZD 110,875 USD (75,040) 07/03/2018 56 0.000%

JP MORGAN SECURITIES LLC SEK 8,533,050 USD (954,042) 07/03/2018 (1,058) 0.000%

JP MORGAN SECURITIES LLC SGD 685,100 USD (502,567) 07/03/2018 297 0.000%

JP MORGAN SECURITIES LLC USD 460,889 AUD (611,380) 07/03/2018 8,430 0.001%

JP MORGAN SECURITIES LLC USD 202,942 AUD (275,300) 07/03/2018 (797) 0.000%

JP MORGAN SECURITIES LLC USD 230,349 CHF (229,000) 07/03/2018 (974) 0.000%

JP MORGAN SECURITIES LLC USD 523,616 CHF (519,200) 07/03/2018 (852) 0.000%

JP MORGAN SECURITIES LLC USD 50,038 DKK (321,900) 07/03/2018 (433) 0.000%

JP MORGAN SECURITIES LLC USD 114,207 DKK (729,650) 07/03/2018 (195) 0.000%

JP MORGAN SECURITIES LLC USD 968,752 EUR (836,100) 07/03/2018 (7,938) -0.001%

JP MORGAN SECURITIES LLC USD 2,214,273 EUR (1,898,600) 07/03/2018 (3,578) -0.001%

JP MORGAN SECURITIES LLC USD 1,234,220 GBP (925,200) 07/03/2018 12,958 0.002%

JP MORGAN SECURITIES LLC USD 539,204 GBP (409,100) 07/03/2018 (807) 0.000%

JP MORGAN SECURITIES LLC USD 103,310 HKD (810,700) 07/03/2018 (28) 0.000%

JP MORGAN SECURITIES LLC USD 235,318 HKD (1,846,240) 07/03/2018 (18) 0.000%

JP MORGAN SECURITIES LLC USD 723,542 JPY (79,600,300) 07/03/2018 4,380 0.001%

JP MORGAN SECURITIES LLC USD 1,633,534 JPY (179,937,800) 07/03/2018 7,854 0.001%

JP MORGAN SECURITIES LLC USD 49,862 NOK (402,850) 07/03/2018 390 0.000%

JP MORGAN SECURITIES LLC USD 21,685 NOK (177,100) 07/03/2018 (64) 0.000%

JP MORGAN SECURITIES LLC USD 6,179 NZD (9,000) 07/03/2018 83 0.000%

JP MORGAN SECURITIES LLC USD 57,253 NZD (81,700) 07/03/2018 1,918 0.000%

JP MORGAN SECURITIES LLC USD 14,155 NZD (20,175) 07/03/2018 490 0.000%

JP MORGAN SECURITIES LLC USD 77,664 SEK (689,900) 07/03/2018 615 0.000%

JP MORGAN SECURITIES LLC USD 179,239 SEK (1,553,150) 07/03/2018 5,781 0.001%

JP MORGAN SECURITIES LLC USD 40,793 SGD (55,400) 07/03/2018 130 0.000%

JP MORGAN SECURITIES LLC USD 93,146 SGD (124,700) 07/03/2018 1,616 0.000%

JP MORGAN SECURITIES LLC USD 8,262 ILS (29,900) 07/31/2018 70 0.000%

JP MORGAN SECURITIES LLC USD 76,406 ILS (271,500) 07/31/2018 2,017 0.000%

JP MORGAN SECURITIES LLC USD 18,656 ILS (67,040) 07/31/2018 287 0.000%

JP MORGAN SECURITIES LLC USD 2,619,661 AUD (3,546,000) 08/02/2018 (4,878) -0.001%

JP MORGAN SECURITIES LLC USD 2,878,099 CHF (2,852,000) 08/02/2018 (10,367) -0.002%

JP MORGAN SECURITIES LLC USD 617,502 DKK (3,931,000) 08/02/2018 (306) 0.000%

JP MORGAN SECURITIES LLC USD 12,032,120 EUR (10,282,000) 08/02/2018 (5,888) -0.001%

JP MORGAN SECURITIES LLC USD 6,741,098 GBP (5,100,000) 08/02/2018 (322) 0.000%

JP MORGAN SECURITIES LLC USD 1,248,250 HKD (9,789,000) 08/02/2018 (108) 0.000%

JP MORGAN SECURITIES LLC USD 9,013,635 JPY (996,287,000) 08/02/2018 (6,081) -0.001%

JP MORGAN SECURITIES LLC USD 278,276 NOK (2,266,000) 08/02/2018 (340) 0.000%

JP MORGAN SECURITIES LLC USD 80,540 NZD (119,000) 08/02/2018 (61) 0.000%

JP MORGAN SECURITIES LLC USD 951,326 SEK (8,490,000) 08/02/2018 976 0.000%

JP MORGAN SECURITIES LLC USD 477,098 SGD (650,000) 08/02/2018 (287) 0.000%

RBC DOMINION SECURITIES INC USD 2,141,001 CHF (2,102,750) 07/03/2018 16,917 0.003%

RBC DOMINION SECURITIES INC USD 714,714 SEK (6,290,000) 07/03/2018 12,237 0.002%

BNP PARIBAS SECURITIES CORP USD 8,983,227 EUR (7,689,000) 07/03/2018 1,317 0.000%

BNP PARIBAS SECURITIES CORP USD 4,987,501 GBP (3,747,000) 07/03/2018 41,472 0.007%

GOLDMAN SACHS & CO USD 6,713,034 JPY (728,722,000) 07/03/2018 129,269 0.021%

HSBC SECURITIES INC USD 953,903 HKD (7,477,000) 07/03/2018 827 0.000%

CITIBANK N A USD 377,297 SGD (505,000) 07/03/2018 6,626 0.001%

CITIBANK N A USD 149,187 JPY (16,424,000) 07/13/2018 700 0.000%

STATE STREET BANK & TRUST USD 199,757 NOK (1,631,500) 07/03/2018 (598) 0.000%

STANDARD CHARTERED SECURITIES USD 463,996 DKK (2,955,000) 07/03/2018 680 0.000%

Total Forward Currency Exchange Contracts 278,848

Options Strike Price($) Exercise Date Shares/Par Value ($) % of Net Assets

GN 8/18 C280 280.00 8/17/2018 (200) (478) 0.000%

GN 8/18 C290 290.00 8/17/2018 (200) (287) 0.000%

GN 8/18 C300 300.00 8/17/2018 (200) (144) 0.000%

SPX 7/18 P2625 2,625.00 7/20/2018 (900) (9,630) (0.002%)

SPX 7/18 P2650 2,650.00 7/20/2018 (7,500) (120,750) (0.020%)

SPX 7/18 P2675 2,675.00 7/20/2018 (9,700) (183,815) (0.030%)

SPX 7/18 P2725 2,725.00 7/20/2018 (5,000) (169,500) (0.028%)

WDI 7/18 C135 135.00 7/20/2018 (100) (895) 0.000%

Page 23 of 25

WDI 7/18 C144 144.00 7/20/2018 (100) (407) 0.000%

Total Options (485,906)

Futures Contracts Contracts Expiration Contract Value Unrealized G/L % of Net Assets

EMIN RUSSELL 2000 FUT 9/18 366 9/21/2018 30,149,250 (636,317) 4.903%

FVU8 US 5YR NOTE CBT FUT SEPT 18 (18) 9/28/2018 (2,045,109) (5,795) (0.333%)

MSCI EAFE FUT 9/18 (28) 9/21/2018 (2,737,560) 88,571 (0.445%)

S&P500 EMINI FUT 9/18 (168) 9/21/2018 (22,861,440) 368,427 (3.718%)

TUU8 US 2YR NOTE CBT SEPT 18 8 9/28/2018 1,694,625 989 0.276%

TYU8 UST 10YR NOTE FUT SEPT18 4 9/19/2018 480,750 2,557 0.078%

UXYU8 UST 10YR ULTRA FUT SEP 18 (3) 9/19/2018 (384,703) 332 (0.063%)

Total Futures Contracts (181,236)

NET ASSETS 614,915,761

NET ASSET VALUE PER SHARE

Global Allocation Fund Shares 12.68

($549,658,102 / 43,195,335 Shares Outstanding)

Global Allocation Fund - Advisor Class Shares 12.62

($11,229,867 / 889,740 Shares Outstanding)

Global Allocation Fund - I Class Shares 12.71

($54,027,793 / 4,248,602 Shares Outstanding)

ADR American Depository Receipts

ADS American Depository Shares

AR Auction Rate security with an interest rate reset feature through a modified Dutch auction at predetermined short-term intervals; rate shown is effective rate at period end

ARM Adjustable Rate Mortgage

BAN Bond Anticipation Note

CDA Community Development Administration

CLN Credit Linked Note

CMO Collateralized Mortgage Obligation

COP Certificate of Participation

DOT Department of Transportation

EFA Educational Facility Authority

ETC Equipment Trust Certificate

FDR Fiduciary Depository Receipt

FRN Floating Rate Note

GDR Global Depository Receipts

GDS Global Depository Shares

GO General Obligation

HDA Housing Development Authority

HEFA Health & Education Facility Authority

HFA Health Facility Authority

HFC Housing Finance Corp

HFFA Health Facility Financing Authority

HHEFA Health & Higher Education Facility Authority

IDA Industrial Development Authority/Agency

IDB Industrial Development Bond

IDC Industrial Development Corp

IDRB Industrial Development Revenue Bond

IO Interest Only security for which the fund receives interest on notional principal (par)

PCR Pollution Control Revenue

PFA Public Finance Authority

PIK Payment-in-kind

PTC Pass-Through Certificate

RAC Revenue Anticipation Certificate

RAN Revenue Anticipation Note

RAW Revenue Anticipation Warrant

REIT Real Estate Investment Trust

RIB Residual interest bond issued by a third party securitization trust and purchased directly through a cash transaction that involved no exchange of previously held securities; rate varies

inversely to short-term rates and the rate presented is the effective rate at period-end

STEP Stepped coupon bond for which the coupon rate of interest will adjust on specified future dates(s)

TAN Tax Anticipation Note

TAW Tax Anticipation Warrant

TBA To Be Announced purchase commitment

TDFA Trade & Deposit Facility Agreement

TECP Tax-Exempt Commercial Paper

TRAN Tax Revenue Anticipation Note

VR Variable Rate; rate shown is effective rate at period end

VRDN Variable Rate Demand Note under which the holder has the right to sell the security to the issuer or the issuer's agent at a predetermined price (generally par) on specified dates upon

required notification; rate shown is effective rate at period-end

ADP Andorran Peseta DOP Dominican Peso LBP Lebanese Pound QAR Qatari Rial

AED United Arab Emirates Dirham DZD Algerian Dinar LKR Sri Lanka Rupee RON Romanian Leu

AFA Afghanistan Afghani ECS Ecuador Sucre LRD Liberian Dollar RSD Serbian Dinar

ALL Albania Lek EEK Estonian Kroon LTL Lithuanian Litas RUB Russian Rouble

AMD Armenian Dram EGP Egyptian Pound LVL Latvian Lats RWF Rwandan Franc

ANG Netherlands Antillian Guilder ETB Ethiopian Birr LYD Libyan Dinar SAR Saudi Riyal

AOA Angolan Kwanza EUR Euro MAD Moroccan Dirham SDD Sudanese Dinar

ARS Argentine Peso FJD Fiji Dollar MDL Moldavan Leu SEK Swedish Krona

AUD Australian Dollar FKP Falkland Islands Pound MGA Malagasy Franc SGD Singapore Dollar

AZM Azerbaijan Manat GBP British Pound MOP Macau Pataca SIT Slovenian Tolar

BAM Bosnia and Herzegovina Convertible Mark GHC Ghanaian Cedi MRO Mauritanian Ouguiya SKK Slovak Koruna

BBD Bardados Dollar GIP Gibraltar Pound MTL Maltese Lira SLL Sierra Leonean Leone

Page 24 of 25

BDT Bandladesh Taka GTQ Guatemalan Quetzal MUR Mauritius Rupee SOS Somali Shilling

BGN Bulgarian Lev GYD Guyanan Dollar MWK Malawi Kwacha SVC El Salvador Colon

BHD Bahraini Dinar HKD Hong Kong Dollar MXN Mexican Peso SZL Swazi Lilangeni

BMD Bermudian Dollar HNL Honduran Lempira MYR Malaysian Ringgit THB Thai Baht

BOB Bolivian Boliviano HRK Croatian Kuna MZM Mozambican Metical TND Tunisian Dinar

BRL Brazilian Real HTG Haitian Gourde NAD Namibian Dollar TRY Turkish Lira

BSD Bahamian Dollar HUF Hungarian Forint NGN Nigerian Naira TTD Trinidad and Tobago Dollar

BWP Botswana Pula IDR Indonesian Rupiah NIO Nicarguan Cordoba Oro TWD Taiwan Dollar

BYR Belarusian Ruble ILS Israeli New Shekel NOK Norwegian Kroner TZS Tanzanian Shilling

BZD Belize Dollar INR Indian Rupee NPR Nepalese Rupee UAG Ukrainian Hryvnai

CAD Canadian Dollar IQD Iraqi Dinar NZD New Zealand Dollar UGX Uganda Shilling

CHF Swiss Franc IRR Iranian Rial OMR Omani Rial USD U.S. Dollar

CLP Chilean Peso ISK Iceland Krona PAB Panamanian Balboa UYU Uruguayan Peso

CNY China Yuan Renminbi JMD Jamaican Dollar PEN Peruvian Nuevo Sol VEB Venezuelan Bolivar

COP Columbian Peso JOD Jordanian Dinar PGK Papua New Guinea Kina VND Vietnamese Dong

CRC Costa Rican Colon JPY Japanese Yen PHP Philippine Peso XAF CFA Franc BEAC

CUP Cuban Peso KES Kenyan Shilling PKR Pakistan Rupee XCD East Caribbean Dollar

CYP Cyprus Pound KHR Cambodian Riel PLN Polish Zloty XOF CFA Franc BCEAO

CZK Czech Koruna KPW North Korean Won PYG Guarani YER Yemeni Rial

Important Information

The portfolio data contained herein is for informational purposes only and does not constitute a recommendation or an offer for a particular security or investment. Unlike the fund's regulatory

filings, the portfolio data and its presentation in this document do not conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation

requirements. The holdings are not audited and the information may differ in certain respects, such as derivatives exposure and security name, from the information found in the complete list

of portfolio investments in the semiannual and annual shareholder reports and Form N-Q.

Page 25 of 25

Documents

Page 1 of 25 - T. Rowe Price · Astro Malaysia Holdings 86,400 33,963 0.006% Page 2 of 25. Atmos Energy 489 44,078 0.007% ... Banca Generali 2,822 70,043 0.011% Banca Mediolanum 23,569