NPORT-P false 0000872649 XXXXXXXX S000006698 C000018226 C000182249 C000027671 C000027670 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 Loomis Sayles Global Allocation Fund S000006698 549300FX8N6EEUB2RZ68 2020-09-30 2020-03-31 N 2966072989.91 14083362.26 2951989627.65 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6674827.98000000 EUR USD CAD N United States Treasury 254900HROIFWPRGM1V77 912828XY1 15000000.00000000 PA USD 15089340.90000000 0.511158330593 Long DBT UST US N 2 2020-06-30 Fixed 2.50000000 N N N N N N SK Telecom Co Ltd 9884003WEA1PHW006037 78440PAC2 140000.00000000 PA USD 180193.54000000 0.006104138656 Long DBT CORP KR N 2 2027-07-20 Fixed 6.63000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 115000.00000000 PA USD 122233.99000000 0.004140732367 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 50092000000.00000000 PA 2779420.07000000 0.094154127235 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WBG5 2510000.00000000 PA USD 2468847.77000000 0.083633348399 Long DBT CORP US N 2 2021-09-09 Fixed 1.70000000 N N N N N N ANTARES HOLDINGS N/A 03666HAA9 1010000.00000000 PA USD 1040302.54000000 0.035240724772 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N VIDEOTRON LTD / LTEE 549300LW4GNJRBECSD81 92660FAK0 1580000.00000000 PA USD 1580000.00000000 0.053523223293 Long DBT CORP CA N 2 2027-04-15 Fixed 5.13000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 1205000.00000000 PA USD 1114625.00000000 0.037758432128 Long DBT CORP MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAN9 2310000.00000000 PA USD 2286900.00000000 0.077469784398 Long DBT CORP US N 2 2026-03-15 Fixed 7.13000000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 604893.00000000 NS USD 65243758.98000000 2.210162202769 Long EC CORP US N 1 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 545000.00000000 PA 606818.09000000 0.020556240588 Long DBT NUSS ID N 2 2021-07-08 Fixed 2.88000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 3505000.00000000 PA USD 2430787.60000000 0.082344042717 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BZ2 1085000.00000000 PA USD 1155525.00000000 0.039143938351 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.63000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 530000.00000000 PA 589764.78000000 0.019978551905 Long DBT CORP IT N 2 2026-09-15 Fixed 3.93000000 N N N N N N DISH DBS Corp N/A 25470XAL9 1680000.00000000 PA USD 1607424.00000000 0.054452223847 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 620499.09000000 0.021019690726 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 18445000.00000000 BRL 4155683.23000000 USD 2020-06-02 620499.09000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71645WAQ4 150000.00000000 PA USD 146437.50000000 0.004960637348 Long DBT CORP NL N 2 2040-01-20 Fixed 6.88000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 000000000 200000000.00000000 PA 50480.44000000 0.001710048013 Long DBT NUSS CO N 2 2021-04-14 Fixed 7.75000000 N N N N N N EXPORT DEVELOPMNT CANADA Z6MHCSLXHKYG4B6PHW02 30216BGV8 905000.00000000 PA 659968.98000000 0.022356751318 Long DBT NUSS CA N 2 2022-09-01 Fixed 1.80000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2565000.00000000 PA 3263178.82000000 0.110541676347 Long DBT NUSS ES N 2 2023-10-31 Fixed 4.40000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AX4 1450000.00000000 PA USD 1445505.00000000 0.048967143599 Long DBT CORP US N 2 2021-09-15 Fixed 0.90000000 N N N N Y Booking Holdings Inc USD XXXX N N N CGI Inc 549300WSRCZY73ZG3090 000000000 787100.00000000 NS 42612910.54000000 1.443531851902 Long EC CORP CA N 1 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAS4 75000.00000000 PA USD 75000.00000000 0.002540659333 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CN5 3210000.00000000 PA USD 321000.00000000 0.010874021947 Long DBT CORP US N 2 2022-04-15 Fixed 4.88000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BY5 3500000.00000000 PA USD 3503395.35000000 0.118679121267 Long DBT CORP US N 2 2021-09-01 Fixed 1.55000000 N N N N N N NORWEGIAN GOVERNMENT 549300O6E2WAK3IAXE34 000000000 16500000.00000000 PA 1666085.06000000 0.056439394108 Long DBT NUSS NO N 2 2026-02-19 Fixed 1.50000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAW2 395000.00000000 PA USD 375609.45000000 0.012723942065 Long DBT CORP US N 2 2044-04-01 Fixed 5.25000000 N N N N N N Quicken Loans Inc 549300FGXN1K3HLB1R50 74840LAB8 295000.00000000 PA USD 288451.00000000 0.009771409672 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N Greenko Dutch BV 724500PT585P4JPVRP08 39530LAB6 650000.00000000 PA USD 524212.00000000 0.017757921474 Long DBT CORP NL N 2 2024-07-24 Fixed 5.25000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 25000.00000000 PA USD 21728.09000000 0.000736048995 Long DBT CORP US N 2 2048-03-01 Fixed 3.63000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAK3 1585000.00000000 PA USD 1457550.15000000 0.049375178569 Long DBT CORP US N 2 2026-09-27 Fixed 2.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 46510000.00000000 PA 2088691.80000000 0.070755390887 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88000000 N N N N N N CAISSE D'AMORT DETTE SOC 969500P04DQJS4BPM574 000000000 1415000.00000000 PA USD 1446911.08000000 0.049014775202 Long DBT NUSS FR N 2 2022-02-12 Fixed 1.88000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 303338.00000000 NS USD 74332976.90000000 2.518063620676 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BS9 820000.00000000 PA USD 840221.00000000 0.028462871011 Long DBT CORP US N 2 2021-09-21 Fixed 5.95000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 200000.00000000 PA USD 194814.73000000 0.006599438161 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 1475000.00000000 PA USD 1432520.00000000 0.048527270779 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 689283.00000000 NS USD 95403660.03000000 3.231842657453 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828YP9 34445000.00000000 PA USD 35146009.48000000 1.190587160293 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3305000.00000000 PA 3845693.32000000 0.130274621698 Long DBT NUSS IT N 2 2028-02-01 Fixed 2.00000000 N N N N N N Dassault Systemes SE 96950065LBWY0APQIM86 000000000 316789.00000000 NS 46248347.90000000 1.566683956705 Long EC CORP FR N 2 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 237475.25000000 0.008044582805 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 12290000.00000000 BRL 2602710.72000000 USD 2020-04-02 237475.25000000 N N N TARGA RESOURCES PARTNERS N/A 87612BAY8 1365000.00000000 PA USD 1201200.00000000 0.040691199885 Long DBT CORP US N 2 2024-03-15 Fixed 6.75000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 250000.00000000 PA 272038.53000000 0.009215429737 Long DBT CORP GB N 2 2024-11-19 Fixed 3.13000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 1150000.00000000 PA USD 1091235.00000000 0.036966085171 Long DBT CORP LU N 2 2026-10-15 Fixed 6.63000000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 55377XAA4 930000.00000000 PA USD 818400.00000000 0.027723674647 Long DBT CORP MU N 2 2024-11-11 Fixed 4.76000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AC4 800000.00000000 PA USD 808008.00000000 0.027371640890 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 635000.00000000 PA USD 571805.44000000 0.019370171041 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAT9 920000.00000000 PA USD 964375.44000000 0.032668659502 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 24023MAA2 345000.00000000 PA USD 361387.50000000 0.012242166998 Long DBT CORP SG N 2 2028-12-11 Fixed 4.52000000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 89387YAC5 870000.00000000 PA USD 836505.00000000 0.028336989810 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AH8 6670000.00000000 PA USD 6872367.80000000 0.232804605261 Long DBT CORP US N 2 2026-09-01 Fixed 5.38000000 N N N N N N Cincinnati Bell Inc 549300JYVZOCUJOHL272 14987RAA6 40000.00000000 PA USD 41000.00000000 0.001388893769 Long DBT CORP US N 2 2025-10-15 Fixed 8.00000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAQ8 430000.00000000 PA USD 388682.48000000 0.013166796941 Long DBT CORP CA N 2 2022-07-15 Fixed 2.90000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 7585000.00000000 PA USD 5499125.00000000 0.186285376767 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBU9 650000.00000000 PA USD 653745.87000000 0.022145940618 Long DBT CORP US N 2 2022-01-14 Fixed 3.40000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938C405 1600.00000000 NS USD 27680.00000000 0.000937672671 Long EP CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAF6 725000.00000000 PA USD 744155.38000000 0.025208604157 Long DBT CORP US N 2 2021-01-25 Fixed 5.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 600000.00000000 PA USD 728381.13000000 0.024674244217 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CA6 2685000.00000000 PA USD 2755051.65000000 0.093328635852 Long DBT NUSS BR N 2 2029-05-30 Fixed 4.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367XF30 815000.00000000 PA USD 827371.70000000 0.028027595092 Long DBT CORP CA N 2 2021-06-15 Fixed 1.75000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AL5 640000.00000000 PA USD 355432.71000000 0.012040445761 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 14200000.00000000 PA 565605.65000000 0.019160150317 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 10753000.00000000 PA 2414659.91000000 0.081797709835 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AR7 880000.00000000 PA USD 893200.00000000 0.030257558889 Long DBT CORP US N 2 2021-06-15 Fixed 6.45000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBK5 1660000.00000000 PA USD 1753181.10000000 0.059389812334 Long DBT CORP GB N 2 2028-05-30 Fixed 4.38000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAD9 71000.00000000 PA USD 6922.50000000 0.000234502856 Long DBT CORP US N 2 2021-09-15 Fixed 5.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QC48 1690000.00000000 PA USD 1740707.01000000 0.058967246825 Long DBT CORP CA N 2 2023-07-19 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284H0 13136266.00000000 PA USD 13231943.60000000 0.448238146776 Long DBT UST US N 2 2023-04-15 Fixed 0.63000000 N N N N N N GM FINANCIAL CAD 5493001CSMJPUBB7NS44 37045YAE4 770000.00000000 PA 477927.45000000 0.016190011154 Long DBT CORP CA N 2 2023-11-07 Fixed 3.25000000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAM0 1100000.00000000 PA USD 1131141.00000000 0.038317919189 Long DBT CORP KR N 2 2023-03-05 Fixed 3.75000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 430000.00000000 PA 506760.16000000 0.017166732404 Long DBT NUSS ES N 2 2025-04-30 Fixed 1.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W89 4515000.00000000 PA USD 4664383.02000000 0.158008110066 Long DBT UST US N 2 2022-03-31 Fixed 1.88000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BX5 1975000.00000000 PA USD 1951493.96000000 0.066107751250 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.38000000 N N N N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 66809.00000000 NS USD 46132282.59000000 1.562752191196 Long EC CORP US N 1 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 000000000 2860400.00000000 NS 32597504.29000000 1.104255380326 Long EC CORP IN N 2 N N N UK TSY 4% 2022 ECTRVYYCEF89VWYS6K36 000000000 530000.00000000 PA 707476.47000000 0.023966089290 Long DBT NUSS GB N 2 2022-03-07 Fixed 4.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 000000000 196000.00000000 PA 189147.25000000 0.006407449681 Long DBT NUSS MX N 2 2115-03-15 Fixed 4.00000000 N N N N N N Turk Telekomunikasyon AS 789000A2TXOI10JZLF90 000000000 2830000.00000000 PA USD 2634447.00000000 0.089243098123 Long DBT CORP TR N 2 2025-02-28 Fixed 6.88000000 N N N N N N Temenos AG 5067007NW6550481FH64 000000000 374809.00000000 NS 48856191.94000000 1.655025867380 Long EC CORP CH N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 4380000.00000000 PA USD 6084093.75000000 0.206101460960 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 575000.00000000 PA USD 566375.00000000 0.019186212400 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.88000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281AAS8 890000.00000000 PA USD 529550.00000000 0.017938748667 Long DBT CORP US N 2 2025-05-15 Fixed 4.88000000 N N N N N N JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708130AC3 48000.00000000 PA USD 3600.00000000 0.000121951648 Long DBT CORP US N 2 2036-10-15 Fixed 6.38000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 313897.25000000 0.010633413039 N/A DFE CA N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 9488573.79000000 USD 13785000.00000000 CAD 2020-06-17 313897.25000000 N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAH8 580000.00000000 PA USD 574868.08000000 0.019473919373 Long DBT CORP US N 2 2025-04-23 Fixed 3.88000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674XAC0 400000.00000000 PA USD 208000.00000000 0.007046095218 Long DBT CORP US N 2 2022-12-01 Fixed 5.13000000 N N N N N N AMER AIRLN 13-1 A PASS T N/A 023772AB2 112681.36000000 PA USD 103794.18000000 0.003516075362 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 1445000.00000000 PA USD 1434779.40000000 0.048603808989 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 1300000.00000000 PA USD 1102400.00000000 0.037344304657 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N Avon Products Inc 5493007RY69UEB1F1B45 054303AZ5 95000.00000000 PA USD 79800.00000000 0.002703261530 Long DBT CORP US N 2 2043-03-15 Fixed 8.95000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 43840000000.00000000 PA 2513206.62000000 0.085136024749 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 287537.90000000 0.009740477991 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 16193255000.00000000 COP 4252095.42000000 USD 2020-06-17 287537.90000000 N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABE8 310000.00000000 PA USD 315821.24000000 0.010698589081 Long DBT CORP US N 2 2022-09-15 Fixed 4.38000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCN8 100000.00000000 PA USD 92250.00000000 0.003125010980 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N Tyler Technologies Inc N/A 902252105 63607.00000000 NS USD 18863291.92000000 0.639002649037 Long EC CORP US N 1 N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AZ0 185000.00000000 PA USD 173898.15000000 0.005890879438 Long DBT CORP US N 2 2025-05-15 Fixed 6.50000000 N N N N N N Accenture PLC N/A 000000000 368334.00000000 NS USD 60134208.84000000 2.037073852724 Long EC CORP IE N 1 N N N Quicken Loans Inc 549300FGXN1K3HLB1R50 74840LAA0 120000.00000000 PA USD 119400.00000000 0.004044729658 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N TRI POINTE GROUP / HOMES N/A 962178AN9 5000.00000000 PA USD 4644.90000000 0.000157348113 Long DBT CORP US N 2 2024-06-15 Fixed 5.88000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 1598936.00000000 NS 53171412.17000000 1.801205928095 Long EC CORP SE N 2 N N N WILLOW NO.2 FOR ZURICH I 549300B0B1XTFDS6V025 000000000 340000.00000000 PA USD 331500.00000000 0.011229714254 Long DBT CORP IE N 2 2045-10-01 Fixed 4.25000000 N N N N N N TRINIDAD GEN UNLTD N/A 89636DAA4 415000.00000000 PA USD 367275.00000000 0.012441608756 Long DBT CORP TT N 2 2027-11-04 Fixed 5.25000000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 000000000 790000.00000000 PA 788143.28000000 0.026698714406 Long DBT US N 2 2028-02-06 Fixed 0.38000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 725000.00000000 PA 810283.16000000 0.027448712976 Long DBT NUSS ES N 2 2021-07-30 Fixed 0.75000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAL7 1450000.00000000 PA USD 1460911.86000000 0.049489058034 Long DBT CORP NL N 2 2026-10-15 Fixed 2.35000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 1140000.00000000 PA USD 1020300.00000000 0.034563129573 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 2020350000.00000000 PA 19222307.93000000 0.651164480726 Long DBT NUSS JP N 2 2049-03-20 Fixed 0.50000000 N N N N N N AMER AIRLINE 16-1 B PTT N/A 02376YAA5 1786349.76000000 PA USD 1795938.53000000 0.060838239849 Long DBT CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N THREE GORGES FIN I KY 549300FD0MPTWEITI779 000000000 1820000.00000000 PA USD 1911091.00000000 0.064739082485 Long DBT CORP KY N 2 2026-06-02 Fixed 3.15000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 3575000.00000000 PA 2483069.08000000 0.084115101785 Long DBT NUSS NZ N 2 2029-04-20 Fixed 3.00000000 N N N N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 000000000 593148.00000000 NS 53060536.89000000 1.797449977229 Long EC CORP GB N 2 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 5310.00000000 NS USD 13641974.10000000 0.462128117667 Long EC CORP US N 1 N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AC1 395000.00000000 PA USD 406850.00000000 0.013782229998 Long DBT CORP US N 2 2024-04-15 Fixed 8.36000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAD1 545000.00000000 PA USD 431912.50000000 0.014631233658 Long DBT CORP US N 2 2024-03-15 Fixed 2.38000000 N N N N Y DISH Network Corp USD XXXX N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 2665000.00000000 PA USD 2505100.00000000 0.084861409285 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 25000.00000000 PA USD 22155.45000000 0.000750526011 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAV0 1160000.00000000 PA USD 1197176.99000000 0.040554918580 Long DBT CORP CL N 2 2025-09-16 Fixed 4.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G6S8 50000.00000000 PA USD 50365.50000000 0.001706154368 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N Naturgy Finance BV 2138005FTXOJUBQ5J563 000000000 700000.00000000 PA 784721.76000000 0.026582808850 Long DBT CORP NL N 2 2028-01-29 Fixed 1.50000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 255000.00000000 PA USD 234600.00000000 0.007947182395 Long DBT CORP US N 2 2024-10-25 Fixed 5.88000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087J88 35230000.00000000 PA 25383223.76000000 0.859868324815 Long DBT NUSS CA N 2 2021-05-01 Fixed 1.75000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 980000.00000000 PA USD 775959.73000000 0.026285991073 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAA7 1250000.00000000 PA USD 1218146.04000000 0.041265254748 Long DBT CORP IE N 2 2023-11-25 Fixed 4.50000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 1505000.00000000 PA 1021354.50000000 0.034598851243 Long DBT NUSS AU N 2 2022-03-01 Fixed 6.00000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CZ8 7295000.00000000 PA USD 510650.00000000 0.017298502515 Long DBT CORP US N 2 2027-06-15 Fixed 8.00000000 N N N N N N INVERSIONES CMPC CI 549300G475ACIABB4385 46128MAF8 800000.00000000 PA USD 768008.00000000 0.026016622579 Long DBT CORP CL N 2 2023-05-15 Fixed 4.38000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 870000.00000000 PA USD 878421.60000000 0.029756933824 Long DBT CORP NL N 2 2025-08-04 Fixed 4.38000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAM4 900000.00000000 PA USD 306000.00000000 0.010365890080 Long DBT CORP US N 2 2025-03-01 Fixed 6.13000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AH4 1200000.00000000 PA USD 1023391.81000000 0.034667866052 Long DBT CORP US N 2 2048-01-30 Fixed 4.40000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CL9 315000.00000000 PA USD 31474.80000000 0.001066223258 Long DBT CORP US N 2 2023-03-15 Fixed 5.75000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 29878TDF8 3360000.00000000 PA 2453279.90000000 0.083105979676 Long DBT NUSS XX N 2 2024-07-30 Fixed 1.75000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68323ADH4 7200000.00000000 PA USD 7206336.00000000 0.244117930920 Long DBT NUSS CA N 2 2020-05-21 Fixed 1.88000000 N N N N N N SINOPEC GRP OVERSEAS DEV 5493001IPW8ZGQ181Z16 82938NAE4 985000.00000000 PA USD 985039.40000000 0.033368660606 Long DBT CORP VG N 2 2020-04-12 Fixed 2.38000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 41007080.25000000 PA USD 41007080.25000000 1.389133615711 Long RA CORP US N 2 Repurchase N 0.00000000 2020-04-01 39670000.00000000 USD 41830958.51000000 USD UST N N N EL PASO ENERGY CAP TRST N/A 283678209 38952.00000000 NS USD 1674936.00000000 0.056739223753 Long EP CORP US N 1 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 950000.00000000 PA USD 893000.00000000 0.030250783798 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 210118.00000000 NS USD 14397285.36000000 0.487714632366 Long EC CORP US N 1 N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAE7 600000.00000000 PA USD 290820.00000000 0.009851660631 Long DBT CORP US N 2 2025-06-01 Fixed 4.15000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 1700000.00000000 PA USD 1754483.52000000 0.059433932408 Long DBT CORP CL N 2 2025-09-16 Fixed 4.50000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAG2 9300000.00000000 PA USD 139500.00000000 0.004725626360 Long DBT CORP US N 2 2022-12-15 Fixed 8.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U65 21715000.00000000 PA USD 22273991.66000000 0.754541664082 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 7360000.00000000 PA USD 8677900.00000000 0.293967835073 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 20000.00000000 PA USD 19910.27000000 0.000674469510 Long DBT CORP US N 2 2037-12-15 Fixed 7.77000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -2397436.47000000 -0.08121425792 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 90305058.25000000 USD 79475000.00000000 EUR 2020-06-17 -2397436.47000000 N N N Baidu Inc 254900AL64IANZYI1E02 056752AK4 795000.00000000 PA USD 825130.50000000 0.027951673416 Long DBT CORP KY N 2 2023-09-29 Fixed 3.88000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 6965000.00000000 PA 7562677.31000000 0.256189155922 Long DBT NUSS IT N 2 2030-04-01 Fixed 1.35000000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAD6 1120000.00000000 PA USD 1064000.00000000 0.036043487078 Long DBT CORP CL N 2 2025-01-14 Fixed 4.25000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAB6 650000.00000000 PA USD 575250.00000000 0.019486857088 Long DBT CORP BR N 2 2030-02-04 Fixed 4.63000000 N N N N N N CK HUTCHISON INTL 19 LTD 254900FPY8WXG61CMU70 12564CAB2 1350000.00000000 PA USD 1436353.18000000 0.048657121507 Long DBT CORP KY N 2 2029-04-11 Fixed 3.63000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3335000.00000000 PA 3970951.84000000 0.134517811404 Long DBT NUSS IT N 2 2025-11-15 Fixed 2.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -35910.55000000 -0.00121648632 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 780136.35000000 USD 7350000.00000000 SEK 2020-06-17 -35910.55000000 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AK2 155000.00000000 PA USD 199095.95000000 0.006744466448 Long DBT CORP US N 2 2098-03-01 Fixed 5.65000000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 594087AU2 4315000.00000000 PA USD 3193100.00000000 0.108167724238 Long DBT CORP US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Aptiv PLC N/A 000000000 260000.00000000 PA 256788.07000000 0.008698813423 Long DBT CORP JE N 2 2028-09-15 Fixed 1.60000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 338220.00000000 NS USD 84345303.60000000 2.857235771087 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912828X39 4125811.80000000 PA USD 4069183.75000000 0.137845462324 Long DBT UST US N 2 2022-04-15 Fixed 0.13000000 N N N N N N KT Corp 9884005ACF8449EANY26 48268KAE1 670000.00000000 PA USD 687277.65000000 0.023281845016 Long DBT CORP KR N 2 2026-07-18 Fixed 2.50000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAV2 745000.00000000 PA USD 725995.05000000 0.024593414665 Long DBT CORP US N 2 2024-09-30 Fixed 5.13000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BP4 5000.00000000 PA USD 4098.15000000 0.000138826707 Long DBT CORP US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281AAY5 850000.00000000 PA USD 637245.00000000 0.021586966093 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 8500000.00000000 PA 1887826.10000000 0.063950973347 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 119455.00000000 NS USD 15496897.15000000 0.524964485133 Long EC CORP US N 1 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 12000000.00000000 PA 1731899.30000000 0.058668881617 Long DBT NUSS CN N 2 2023-07-04 Fixed 3.30000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAE2 70000.00000000 PA USD 49000.00000000 0.001659897431 Long DBT CORP US N 2 2025-03-01 Fixed 3.75000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBA1 15000.00000000 PA USD 11755.94000000 0.000398237849 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 95000.00000000 PA USD 94102.80000000 0.003187775428 Long DBT CORP AU N 2 2025-04-30 Fixed 3.38000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EL3 1370000.00000000 PA USD 1364968.94000000 0.046238947698 Long DBT CORP AU N 2 2030-01-16 Fixed 2.65000000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 000000000 1420000.00000000 PA USD 1249600.00000000 0.042330772042 Long DBT CORP MU N 2 2024-11-11 Fixed 4.76000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BR8 180000.00000000 PA USD 256640.84000000 0.008693825940 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CY4 6970000.00000000 PA USD 5636987.50000000 0.190955532065 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25000000 N N N N N N DELTA AIR LINES 2007-1 B N/A 247367BJ3 84455.53000000 PA USD 86532.60000000 0.002931331437 Long DBT CORP US N 2 2022-08-10 Fixed 8.02000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDZ8 995000.00000000 PA USD 934643.30000000 0.031661469648 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N Institutional Mortgage Securities Canada Inc N/A 45779BCM9 672176.22000000 PA 477277.12000000 0.016167980928 Long ABS-MBS CORP CA N 2 2047-07-12 Fixed 2.62000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 4960000.00000000 PA USD 6767881.26000000 0.229265075886 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 1440000000.00000000 PA 1209145.77000000 0.040960366482 Long DBT NUSS KR N 2 2022-09-10 Fixed 2.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBC1 3600000.00000000 PA USD 3672000.00000000 0.124390680970 Long DBT NUSS MX N 2 2023-10-02 Fixed 4.00000000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 651290AQ1 65000.00000000 PA USD 34881.73000000 0.001181634571 Long DBT CORP US N 2 2024-07-01 Fixed 5.63000000 N N N N N N Virgin Media Finance PLC 2138001LVYC87DDHT482 000000000 130000.00000000 PA 133982.87000000 0.004538731055 Long DBT CORP GB N 2 2025-01-15 Fixed 4.50000000 N N N N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 361435AA8 670000.00000000 PA USD 714564.49000000 0.024206199212 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBG0 925000.00000000 PA USD 815773.48000000 0.027634700080 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAX8 640000.00000000 PA USD 648006.40000000 0.021951513444 Long DBT CORP US N 2 2025-09-15 Fixed 5.50000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167784 84.00000000 NS USD 2392.37000000 0.000081042628 Long EP CORP US N 2 N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050BAB7 290000.00000000 PA USD 239250.00000000 0.008104703273 Long DBT CORP US N 2 2021-12-01 Fixed 2.00000000 N N N N Y Evolent Health Inc USD XXXX N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAB1 355000.00000000 PA USD 363603.42000000 0.012317232303 Long DBT CORP HK N 2 2025-03-11 Fixed 3.20000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 09681LAD2 785000.00000000 PA USD 807337.67000000 0.027348933154 Long DBT CORP SG N 2 2022-09-18 Fixed 2.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 4165077.50000000 PA USD 4282887.88000000 0.145084787557 Long DBT UST US N 2 2027-07-15 Fixed 0.38000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 4255000.00000000 PA 5102662.45000000 0.172855026393 Long DBT NUSS IT N 2 2022-03-01 Fixed 5.00000000 N N N N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 91127KAA0 3215000.00000000 PA USD 3207284.00000000 0.108648213732 Long DBT CORP SG N 2 2021-04-23 Fixed 3.20000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 107548.00000000 NS USD 19368319.32000000 0.656110683404 Long EC CORP US N 1 N N N Legal & General Group PLC 213800JH9QQWHLO99821 000000000 7154976.00000000 NS 16905049.20000000 0.572666280452 Long EC CORP GB N 2 N N N DH EUROPE FINANCE 222100KDGL314CKTZ511 000000000 940000.00000000 PA 901244.09000000 0.030530056120 Long DBT CORP LU N 2 2031-09-18 Fixed 0.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 640000.00000000 PA USD 574392.97000000 0.019457824804 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 85000.00000000 PA USD 88789.19000000 0.003007774457 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CAY5 490000.00000000 PA USD 581501.56000000 0.019698631545 Long DBT CORP US N 2 2045-10-15 Fixed 6.35000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607RAD2 970000.00000000 PA USD 1029410.91000000 0.034871765820 Long DBT CORP CA N 2 2023-09-13 Fixed 3.50000000 N N N N N N Global Atlantic Fin Co N/A 34628TAB3 905000.00000000 PA USD 964047.37000000 0.032657545980 Long DBT CORP US N 2 2021-04-15 Fixed 8.63000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAP6 670000.00000000 PA USD 661282.23000000 0.022401238263 Long DBT CORP DK N 2 2023-09-12 Fixed 3.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 42.00000000 NC USD 343400.15000000 0.011632837283 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 10 Year Ultra Bond UXYM0 Comdty 2020-06-19 6209912.35000000 USD 343400.15000000 N N N Open Text Corp 549300HP7ONDQODZJV16 000000000 1097100.00000000 NS 38363029.20000000 1.299565175997 Long EC CORP CA N 1 N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PAJ7 425000.00000000 PA USD 442000.00000000 0.014972952338 Long DBT NUSS DO N 2 2027-04-20 Fixed 8.63000000 N N N N N N SERVICEMASTER COMPANY LL HZPA4EQ289DXC7NQGK91 817609AB6 420000.00000000 PA USD 367500.00000000 0.012449230734 Long DBT CORP US N 2 2027-08-15 Fixed 7.45000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 1070000.00000000 PA USD 946830.19000000 0.032074306126 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EE9 1150000.00000000 PA USD 1290576.85000000 0.043718881594 Long DBT CORP US N 2 2028-06-26 Fixed 3.70000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAD1 330000.00000000 PA USD 331650.00000000 0.011234795572 Long DBT CORP US N 2 2021-10-01 Fixed 7.75000000 N N N N N N Woori Bank 549300VUVMRL6RE7R376 98105FAB0 200000.00000000 PA USD 207996.27000000 0.007045968862 Long DBT CORP KR N 2 2021-04-13 Fixed 5.88000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -626735.00000000 -0.02123093503 N/A DFE JP N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 67180084.63000000 USD 7133000000.00000000 JPY 2020-06-17 -626735.00000000 N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 10000000.00000000 PA 394524.19000000 0.013364687541 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N AMER AIRLINE 17-1B PTT N/A 02378WAA7 411671.25000000 PA USD 354189.59000000 0.011998334502 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 000000000 735000.00000000 PA USD 777867.34000000 0.026350612235 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BD5 2940000.00000000 PA USD 2881200.00000000 0.097601968957 Long DBT CORP US N 2 2025-07-15 Fixed 5.50000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAD9 250000.00000000 PA USD 250348.87000000 0.008480682576 Long DBT CORP FR N 2 2024-10-04 Fixed 3.25000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BK9 460000.00000000 PA USD 466900.00000000 0.015816451237 Long DBT CORP US N 2 2026-12-15 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YT1 35975000.00000000 PA USD 36743684.66000000 1.244709138400 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BN7 105000.00000000 PA USD 132753.38000000 0.004497081519 Long DBT CORP US N 2 2025-12-01 Fixed 7.38000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 1240000.00000000 PA USD 1078800.00000000 0.036544843853 Long DBT CORP MX N 2 2027-10-04 Fixed 4.00000000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 000000000 140000.00000000 PA 150545.77000000 0.005099806875 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 379662.00000000 NS USD 63327621.60000000 2.145252171851 Long EC CORP US N 1 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 85000000.00000000 PA 2732845.28000000 0.092576384903 Long DBT NUSS TH N 2 2026-12-17 Fixed 2.13000000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 46556JAA7 1250000.00000000 PA USD 1188375.00000000 0.040256747139 Long DBT CORP BR N 2 2023-01-24 Fixed 2.90000000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 000000000 2875000.00000000 PA USD 2537291.00000000 0.085951894147 Long DBT CORP TR N 2 2028-04-11 Fixed 5.80000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 000000000 615000.00000000 PA 666575.97000000 0.022580566129 Long DBT CORP LU N 2 2027-03-07 Fixed 1.13000000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 1485000.00000000 PA USD 1306800.00000000 0.044268448227 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N MIDAS INT HOLDCO II/FIN N/A 59563KAA8 1430000.00000000 PA USD 915200.00000000 0.031002818960 Long DBT CORP US N 2 2022-10-01 Fixed 7.88000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAB2 1885000.00000000 PA USD 1710882.55000000 0.057956929589 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 1690000.00000000 PA USD 1865506.18000000 0.063194875839 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N RWE AG 529900GB7KCA94ACC940 000000000 1850000.00000000 PA 1990823.88000000 0.067440070295 Long DBT CORP DE N 2 2075-04-21 Fixed 2.75000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 11634000.00000000 PA 2598485.62000000 0.088024889913 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 000000000 620000.00000000 PA USD 558000.00000000 0.018902505441 Long DBT CORP MX N 2 2044-03-25 Fixed 6.88000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BZ2 25000.00000000 PA USD 17500.00000000 0.000592820511 Long DBT CORP US N 2 2029-02-01 Fixed 6.38000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAE7 1395000.00000000 PA USD 1409006.25000000 0.047730731734 Long DBT CORP GB N 2 2030-07-18 Fixed 3.96000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 2465000.00000000 PA USD 2387352.50000000 0.080872658820 Long DBT CORP NL N 2 2028-01-27 Fixed 6.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 61377.00000000 NS USD 11459699.67000000 0.388202572348 Long EC CORP US N 1 N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 344492.00000000 NS USD 35630807.56000000 1.207009917184 Long EC CORP US N 1 N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 000000000 1010000.00000000 PA USD 707717.10000000 0.023974240741 Long DBT CORP MX N 2 2023-09-27 Fixed 7.25000000 N N N N N N TRI Pointe Group Inc N/A 87265HAE9 6665000.00000000 PA USD 6190785.25000000 0.209715684364 Long DBT CORP US N 2 2021-07-01 Fixed 4.88000000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 000000000 200000.00000000 PA USD 196368.00000000 0.006652055893 Long DBT CORP AE N 2 2020-05-18 Fixed 3.25000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 60000.00000000 PA USD 70176.91000000 0.002377274951 Long DBT US N 2 2027-10-01 Fixed 6.95000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087F25 65740000.00000000 PA 46856041.36000000 1.587269850853 Long DBT NUSS CA N 2 2021-03-01 Fixed 0.75000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 000000000 2300000.00000000 PA 2463029.16000000 0.083436240321 Long DBT CORP ES N 2 2022-09-11 Fixed 0.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 1250000.00000000 PA USD 1353125.00000000 0.045837728809 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N DISH Network Corp 529900U350CWHH15G169 25470MAB5 6395000.00000000 PA USD 5191790.34000000 0.175874274467 Long DBT CORP US N 2 2026-08-15 Fixed 3.38000000 N N N N Y DISH Network Corp USD XXXX N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AS8 635000.00000000 PA USD 654396.25000000 0.022167972538 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N IRISH TSY 3.4% 2024 549300KXBEJAOJ9OVF93 000000000 375000.00000000 PA 472587.99000000 0.016009134502 Long DBT NUSS IE N 2 2024-03-18 Fixed 3.40000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 5760000.00000000 PA USD 5410828.80000000 0.183294302572 Long DBT US N 2 2029-09-15 Fixed 4.88000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 1115000.00000000 PA USD 1016443.97000000 0.034432504792 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 63783600.00000000 PA 2841297.56000000 0.096250255535 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -139292.84000000 -0.00471860872 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4347450.66000000 USD 76025000.00000000 ZAR 2020-06-17 -139292.84000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796XF1 5100000.00000000 PA USD 5098252.18000000 0.172705626478 Long STIV UST US N 2 2020-08-20 None 0.00000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 690872AB2 2965000.00000000 PA USD 2816750.00000000 0.095418695703 Long DBT CORP US N 2 2025-01-15 Fixed 5.38000000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 000000000 835000.00000000 PA USD 773635.85000000 0.026207268574 Long DBT CORP MX N 2 2026-05-02 Fixed 4.13000000 N N N N N N Cosan Luxembourg SA 222100ZY943WERK7RZ38 22112EAA6 400000.00000000 PA USD 372040.00000000 0.012603025312 Long DBT CORP LU N 2 2023-03-14 Fixed 5.00000000 N N N N N N Turk Telekomunikasyon AS 789000A2TXOI10JZLF90 90011QAC4 525000.00000000 PA USD 488722.50000000 0.016555698415 Long DBT CORP TR N 2 2025-02-28 Fixed 6.88000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BU1 315000.00000000 PA USD 481321.11000000 0.016304972940 Long DBT CORP US N 2 2031-05-15 Fixed 8.88000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAJ7 1130000.00000000 PA USD 1039600.00000000 0.035216925908 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CT5 1345000.00000000 PA USD 1281112.50000000 0.043398272405 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.63000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BT2 300000.00000000 PA USD 308072.51000000 0.010436097305 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.13000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 495000.00000000 PA USD 536047.77000000 0.018158863600 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AD3 1270000.00000000 PA USD 1269610.31000000 0.043008630454 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254067AN1 50000.00000000 PA USD 43142.50000000 0.001461471937 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Enel Chile SA 549300YM5CWCAUVOPB53 29278DAA3 525000.00000000 PA USD 509250.00000000 0.017251076874 Long DBT CORP CL N 2 2028-06-12 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YS3 21700000.00000000 PA USD 23839484.38000000 0.807573446624 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N NORWEGIAN GOVERNMENT 549300O6E2WAK3IAXE34 000000000 3815000.00000000 PA 384916.69000000 0.013039229081 Long DBT NUSS NO N 2 2023-05-24 Fixed 2.00000000 N N N N N N DP World PLC 549300M3U2DNF4QVSS04 23330QAB1 850000.00000000 PA USD 834564.00000000 0.028271237547 Long DBT CORP AE N 2 2020-05-18 Fixed 3.25000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674PAL7 175000.00000000 PA USD 127312.50000000 0.004312769218 Long DBT CORP US N 2 2021-11-01 Fixed 5.38000000 N N N N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 1440657.72000000 PA USD 1151246.15000000 0.038998990349 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 90000.00000000 PA USD 84506.93000000 0.002862710939 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 205000.00000000 PA USD 180656.25000000 0.006119813169 Long DBT CORP MX N 2 2044-09-17 Fixed 5.88000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAG5 10000.00000000 PA USD 10538.00000000 0.000356979574 Long DBT CORP US N 2 2035-11-01 Fixed 1.50000000 N N N N Y Nuance Communications Inc USD XXXX N N N Halma PLC 2138007FRGLUR9KGBT40 000000000 1495802.00000000 NS 35130495.39000000 1.190061613392 Long EC CORP GB N 2 N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BE9 140000.00000000 PA USD 157260.07000000 0.005327256861 Long DBT CORP US N 2 2030-03-24 Fixed 4.80000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 500000.00000000 PA 73965.35000000 0.002505610091 Long DBT NUSS CN N 2 2027-06-29 Fixed 3.48000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AH6 1680000.00000000 PA USD 1912741.34000000 0.064794988508 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 1360698A2 1800000.00000000 PA USD 1806379.47000000 0.061191931471 Long DBT CORP CA N 2 2023-07-22 Fixed 2.61000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 97574.37000000 0.003305376451 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 83000000.00000000 THB 2627580.09000000 USD 2020-06-17 97574.37000000 N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 11610000.00000000 PA 7348879.51000000 0.248946657575 Long DBT NUSS AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -207014.82000000 -0.00701272179 N/A DFE GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 16985272.49000000 USD 13490000.00000000 GBP 2020-06-17 -207014.82000000 N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868BS4 1115000.00000000 PA USD 1190998.40000000 0.040345616015 Long DBT NUSS XX N 2 2022-06-15 Fixed 4.38000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 88828.00000000 NS USD 40818242.56000000 1.382736652516 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 1440000.00000000 PA 1443615.95000000 0.048903151165 Long DBT CORP BE N 2 2035-01-23 Fixed 2.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BP8 10000000.00000000 PA USD 10069546.50000000 0.341110497329 Long DBT CORP US N 2 2021-08-08 Fixed 1.55000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 000000000 100000.00000000 PA 91510.87000000 0.003099972613 Long DBT CORP US N 2 2023-09-07 Fixed 0.96000000 N N N N N N DISH DBS Corp N/A 25470XAY1 1385000.00000000 PA USD 1423087.50000000 0.048207740524 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAM5 25000.00000000 PA USD 22323.13000000 0.000756206247 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167750 40.00000000 NS USD 1139.22000000 0.000038591599 Long EP CORP US N 2 N N N CPPIB Capital Inc 549300KW9NB55HTDK075 000000000 800000.00000000 PA 898695.38000000 0.030443717402 Long DBT NUSS CA N 2 2024-06-20 Fixed 0.38000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAD5 925000.00000000 PA USD 916870.75000000 0.031059416381 Long DBT CORP US N 2 2021-04-06 Fixed 6.75000000 N N N N N N LATAM AIR 2015-1 PTT A N/A 51817TAB8 669523.81000000 PA USD 602571.43000000 0.020412383036 Long DBT CORP CL N 2 2027-11-15 Fixed 4.20000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CS7 685000.00000000 PA USD 407575.00000000 0.013806789704 Long DBT CORP US N 2 2046-12-08 Fixed 5.29000000 N N N N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909AD0 1450000.00000000 PA USD 873190.00000000 0.029579710979 Long DBT CORP US N 2 2037-06-01 Fixed 6.65000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167768 736.00000000 NS USD 20961.70000000 0.000710087183 Long EP CORP US N 2 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 240000.00000000 PA USD 225799.64000000 0.007649066171 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 800000.00000000 PA USD 787008.00000000 0.026660256276 Long DBT CORP MX N 2 2024-12-01 Fixed 4.88000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 2536000.00000000 PA USD 2246921.36000000 0.076115489666 Long DBT CORP CO N 2 2045-05-28 Fixed 5.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 21640000.00000000 PA USD 23487007.76000000 0.795633139764 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700AZ9 60000.00000000 PA USD 60299.40000000 0.002042669778 Long DBT CORP US N 2 2025-04-01 Fixed 5.63000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AH4 63000.00000000 PA USD 40190.23000000 0.001361462439 Long DBT CORP US N 2 2022-09-15 Fixed 5.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BY5 2105000.00000000 PA USD 1541912.50000000 0.052232991795 Long DBT CORP US N 2 2028-10-01 Fixed 6.63000000 N N N N N N VINE OIL & GAS LP / FIN N/A 927375AB1 145000.00000000 PA USD 34256.25000000 0.001160446150 Long DBT CORP US N 2 2023-04-15 Fixed 9.75000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 5668200.00000000 NS 50756653.70000000 1.719404879494 Long EC CORP HK N 2 N N N Korea Gas Corp 988400TFZILHBD5M3R71 50066AAM5 910000.00000000 PA USD 933914.80000000 0.031636791378 Long DBT NUSS KR N 2 2022-07-20 Fixed 2.75000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 29559900000.00000000 PA 7381543.37000000 0.250053160785 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BG5 2745000.00000000 PA USD 2518537.50000000 0.085316610749 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 289598.00000000 NS USD 90299552.38000000 3.058938674248 Long EC CORP US N 1 N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAN0 155000.00000000 PA USD 46500.00000000 0.001575208786 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AQ2 630000.00000000 PA USD 597843.26000000 0.020252214113 Long DBT CORP IT N 2 2034-04-02 Fixed 7.30000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 480000.00000000 PA USD 441600.00000000 0.014959402155 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BT6 50000.00000000 PA USD 39028.00000000 0.001322091366 Long DBT CORP US N 2 2028-02-15 Fixed 6.63000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 19767QAQ8 195000.00000000 PA USD 200850.00000000 0.006803885695 Long DBT CORP US N 2 2025-09-15 Fixed 7.58000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 450000.00000000 PA USD 473912.98000000 0.016054019145 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Kommunalbanken AS I7ETN0QQO2AHZZGHJ389 50048MCF5 550000.00000000 PA USD 552629.00000000 0.018720560357 Long DBT NUSS NO N 2 2020-09-15 Fixed 1.75000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AW0 1400000.00000000 PA USD 1419773.42000000 0.048095474547 Long DBT CORP GB N 2 2030-04-01 Fixed 5.63000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087G32 11680000.00000000 PA 8305473.46000000 0.281351715541 Long DBT NUSS CA N 2 2022-03-01 Fixed 0.50000000 N N N N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCB5 1855000.00000000 PA USD 1815784.50000000 0.061510531168 Long DBT US N 2 2022-09-15 Fixed 3.13000000 N N N N N iStar Inc USD XXXX N N N LATAM AIR 2015-1 PTT B N/A 51817UAB5 375206.98000000 PA USD 243884.54000000 0.008261700438 Long DBT CORP CL N 2 2023-11-15 Fixed 4.50000000 N N N N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 81902.95000000 PA USD 82531.87000000 0.002795804877 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N KASIKORNBANK PCL HK 5493004COSQ54937AW41 000000000 1570000.00000000 PA USD 1645554.19000000 0.055743901488 Long DBT CORP TH N 2 2023-07-12 Fixed 3.26000000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 000000000 100000.00000000 PA 111256.08000000 0.003768850640 Long DBT CORP MX N 2 2024-02-07 Fixed 2.63000000 N N N N N N Level 3 Financing Inc N/A 527298BH5 760000.00000000 PA USD 756200.00000000 0.025616621173 Long DBT CORP US N 2 2025-05-01 Fixed 5.38000000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 000000000 1610000.00000000 PA USD 1574869.80000000 0.053349435419 Long DBT CORP AE N 2 2029-11-02 Fixed 3.65000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAR4 205000.00000000 PA USD 209590.27000000 0.007099966342 Long DBT CORP FR N 2 2026-05-12 Fixed 4.38000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 140000.00000000 PA USD 128791.94000000 0.004362885925 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1098000.00000000 PA 2265759.69000000 0.076753646719 Long DBT NUSS BR N 2 2021-01-01 Fixed 10.00000000 N N N N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAN0 205000.00000000 PA USD 222193.35000000 0.007526901447 Long DBT CORP US N 2 2025-04-01 Fixed 1.25000000 N N N N Y Nuance Communications Inc USD XXXX N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 1728000.00000000 PA USD 2002233.60000000 0.067826579783 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -136634.69000000 -0.00462856267 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 40354000000.00000000 IDR 2320529.04000000 USD 2020-06-17 -136634.69000000 N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AK1 500000.00000000 PA USD 523301.04000000 0.017727062287 Long DBT CORP US N 2 2025-12-03 Fixed 4.30000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAA4 575000.00000000 PA USD 546451.25000000 0.018511286248 Long DBT CORP LU N 2 2027-01-20 Fixed 5.30000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AP0 825000.00000000 PA USD 717605.02000000 0.024309198558 Long DBT CORP US N 2 2024-02-01 Fixed 1.50000000 N N N N N Western Digital Corp USD XXXX N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 312752.40000000 PA USD 309552.32000000 0.010486226547 Long DBT CORP US N 2 2025-06-03 Fixed 4.63000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 103246.23000000 0.003497513305 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 19000000.00000000 MXN 895221.44000000 USD 2020-06-17 103246.23000000 N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CF2 375000.00000000 PA USD 406999.70000000 0.013787301154 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AT3 403000.00000000 PA USD 495116.13000000 0.016772285558 Long DBT CORP US N 2 2029-08-01 Fixed 7.75000000 N N N N N N Tupy Overseas SA 222100ZREIYU6AS2OO19 89990BAA8 500000.00000000 PA USD 416130.00000000 0.014096594246 Long DBT CORP LU N 2 2024-07-17 Fixed 6.63000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAU6 145000.00000000 PA USD 148565.07000000 0.005032709756 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAY6 8000000.00000000 PA USD 7697520.00000000 0.260757013774 Long DBT CORP US N 2 2022-02-13 Fixed 4.13000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 1045000.00000000 PA USD 1045010.45000000 0.035400207379 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BJ7 1765000.00000000 PA USD 1729100.18000000 0.058574060145 Long DBT CORP US N 2 2021-09-21 Fixed 3.65000000 N N N N N N DISH DBS Corp N/A 25470XAW5 3570000.00000000 PA USD 3471825.00000000 0.117609661208 Long DBT CORP US N 2 2024-11-15 Fixed 5.88000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAE0 25000.00000000 PA USD 21516.04000000 0.000728865704 Long DBT CORP US N 2 2023-07-15 Fixed 4.50000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 310000.00000000 PA USD 352474.08000000 0.011940220815 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119AJ8 820000.00000000 PA USD 820000.00000000 0.027777875380 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 4189230.72000000 0.141912108388 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 125470000.00000000 CAD 93410561.27000000 USD 2020-06-17 4189230.72000000 N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAF4 10000.00000000 PA USD 200.00000000 0.000006775091 Long DBT CORP US N 2 2024-11-15 Fixed 6.00000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 74814ZFF5 2355000.00000000 PA 1738395.97000000 0.058888959287 Long DBT NUSS CA N 2 2029-09-01 Fixed 2.30000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A 138096.63000000 0.004678086559 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 1473937.45000000 EUR 18380000.00000000 NOK 2020-06-17 138096.63000000 N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 980000000.00000000 PA 9232526.36000000 0.312756056915 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCU2 2980000.00000000 PA USD 2845900.00000000 0.096406165297 Long DBT CORP US N 2 2025-05-01 Fixed 5.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 19022900.00000000 PA 802205.46000000 0.027175077191 Long DBT NUSS MX N 2 2021-06-10 Fixed 6.50000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 44000.00000000 PA USD 51384.55000000 0.001740675154 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAA9 950000.00000000 PA USD 986404.00000000 0.033414887056 Long DBT CORP TH N 2 2023-01-23 Fixed 3.63000000 N N N N N N BANCO LATINOAMERICANO SA 549300CN3134K4LC0651 05968CAB8 680000.00000000 PA USD 678769.20000000 0.022993617377 Long DBT NUSS PA N 2 2020-05-07 Fixed 3.25000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281ABA6 220000.00000000 PA USD 160600.00000000 0.005440398519 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAE1 1265000.00000000 PA USD 1229935.12000000 0.041664615230 Long DBT CORP GB N 2 2029-11-08 Fixed 3.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 595000.00000000 PA USD 606900.00000000 0.020559015326 Long DBT CORP US N 2 2028-02-01 Fixed 5.38000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 197677AJ6 225000.00000000 PA USD 231750.00000000 0.007850637340 Long DBT CORP US N 2 2027-12-01 Fixed 7.05000000 N N N N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 341878.00000000 NS USD 59144894.00000000 2.003560359630 Long EC CORP IE N 1 N N N OLD REPUBLIC INTL CORP N/A 680223AJ3 420000.00000000 PA USD 443543.28000000 0.015025231655 Long DBT CORP US N 2 2024-10-01 Fixed 4.88000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 130000.00000000 PA USD 112310.90000000 0.003804583151 Long DBT MUN US N 2 2046-06-01 Fixed 6.71000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 000000000 365000.00000000 PA 445831.64000000 0.015102750898 Long DBT CORP US N 2 2029-06-30 Fixed 2.25000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AP7 195000.00000000 PA USD 16933.80000000 0.000573640226 Long DBT CORP US N 2 2023-04-01 Fixed 6.25000000 Y N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAE6 500000.00000000 PA USD 509904.44000000 0.017273246329 Long DBT CORP KY N 2 2023-01-19 Fixed 2.99000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 1675000.00000000 PA 1194252.72000000 0.040455857595 Long DBT NUSS AU N 2 2023-04-21 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 3150000.00000000 PA USD 3215196.46000000 0.108916251936 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N PULTE GROUP INC N/A 745867AT8 540000.00000000 PA USD 544050.00000000 0.018429942805 Long DBT CORP US N 2 2035-02-15 Fixed 6.00000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709AD4 5000000.00000000 PA USD 5169475.60000000 0.175118352435 Long DBT NUSS CA N 2 2024-09-27 Fixed 1.75000000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 826264.00000000 PA USD 727955.11000000 0.024659812594 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 229615.35000000 0.007778325094 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 42325000.00000000 ZAR 2572401.01000000 USD 2020-06-17 229615.35000000 N N N Republic of South Africa 378900AAFB4F17004C49 000000000 39185000.00000000 PA 1611173.80000000 0.054579250038 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N LG Chem Ltd 988400IES4EIG7O06940 501955AA6 1180000.00000000 PA USD 1221636.31000000 0.041383489242 Long DBT CORP KR N 2 2024-10-15 Fixed 3.25000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAV2 25000.00000000 PA USD 25031.25000000 0.000847945052 Long DBT CORP US N 2 2022-12-01 Fixed 4.88000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAM1 860000.00000000 PA USD 866123.20000000 0.029340319894 Long DBT CORP US N 2 2025-03-15 Fixed 6.88000000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550AD3 165000.00000000 PA USD 145200.00000000 0.004918716469 Long DBT CORP US N 2 2028-03-15 Fixed 7.00000000 N N N N N N WINDSTREAM SRVC / FIN N/A 97381LAE8 65000.00000000 PA USD 2600.00000000 0.000088076190 Long DBT CORP US N 2 2024-06-30 None 0.00000000 Y N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 430054.00000000 NS USD 42975296.22000000 1.455807832706 Long EC CORP US N 1 N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAK6 1950000.00000000 PA USD 1863303.00000000 0.063120242108 Long DBT CORP US N 2 2035-12-15 Fixed 1.00000000 N N N N Y Nuance Communications Inc USD XXXX N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733VAB6 210000.00000000 PA USD 98700.00000000 0.003343507682 Long DBT CORP US N 2 2022-10-01 Fixed 5.38000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 6500000.00000000 PA 951058.61000000 0.032217545789 Long DBT NUSS CN N 2 2025-05-21 Fixed 3.39000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -62732.99000000 -0.00212510875 N/A DFE KR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4881712.35000000 USD 5850000000.00000000 KRW 2020-06-17 -62732.99000000 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 574711.00000000 NS 58831892.05000000 1.992957275288 Long EC CORP CH N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912796TD1 3945000.00000000 PA USD 3943858.32000000 0.133600006011 Long STIV UST US N 2 2020-08-13 None 0.00000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 145974.38000000 0.004944948946 N/A DFE US N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 4080000.00000000 AUD 2656092.24000000 USD 2020-06-17 145974.38000000 N N N Navient Corp 54930067J0ZNOEBRW338 78442FEL8 415000.00000000 PA USD 400192.80000000 0.013556714300 Long DBT CORP US N 2 2022-01-25 Fixed 7.25000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAQ1 1375000.00000000 PA USD 1387299.06000000 0.046995390735 Long DBT CORP US N 2 2027-02-14 Fixed 2.00000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 3590000.00000000 PA 5030919.33000000 0.170424695360 Long DBT NUSS ES N 2 2048-10-31 Fixed 2.70000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1060000.00000000 PA 1369090.14000000 0.046378555235 Long DBT NUSS FR N 2 2023-10-25 Fixed 4.25000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 635000.00000000 PA USD 609466.65000000 0.020645961770 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AF2 20000.00000000 PA USD 20489.96000000 0.000694106774 Long DBT CORP US N 2 2023-05-01 Fixed 4.75000000 N N N N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 000000000 100000.00000000 PA 106926.10000000 0.003622170586 Long DBT CORP NL N 2 2025-09-15 Fixed 0.38000000 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AW1 195000.00000000 PA USD 192075.00000000 0.006506628553 Long DBT CORP US N 2 2027-03-15 Fixed 4.88000000 N N N N N N Thales SA 529900FNDVTQJOVVPZ19 000000000 303263.00000000 NS 25114945.32000000 0.850780269847 Long EC CORP FR N 2 N N N PULTE GROUP INC N/A 745867AM3 220000.00000000 PA USD 242000.00000000 0.008197860782 Long DBT CORP US N 2 2032-06-15 Fixed 7.88000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 000000000 900000.00000000 PA 909071.51000000 0.030795213556 Long DBT CORP NL N 2 2027-09-10 Fixed 1.25000000 N N N N N N Nomura Research Institute Ltd 5299005F1HCVF4M4QN79 000000000 2463761.00000000 NS 52041371.05000000 1.762925267844 Long EC CORP JP N 2 N N N Level 3 Financing Inc N/A 527298BF9 330000.00000000 PA USD 324221.70000000 0.010983158509 Long DBT CORP US N 2 2023-05-01 Fixed 5.13000000 N N N N N N Kia Motors Corp 988400V8MJK9N7OI5X76 493738AE8 1575000.00000000 PA USD 1606736.25000000 0.054428926001 Long DBT CORP KR N 2 2023-04-25 Fixed 3.00000000 N N N N N N BRASKEM NETHERLANDS N/A N15516AD4 1785000.00000000 PA USD 1390515.00000000 0.047104332175 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N ABBOTT IRELAND FINANCING 54930021QV18ZVZQDE71 000000000 485000.00000000 PA 538225.41000000 0.018232632152 Long DBT CORP IE N 2 2026-09-27 Fixed 1.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 485000.00000000 PA USD 249483.17000000 0.008451356592 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AA0 2275000.00000000 PA USD 908407.50000000 0.030772719913 Long DBT CORP US N 2 2024-11-15 Fixed 4.65000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BR4 315000.00000000 PA USD 371317.84000000 0.012578561812 Long DBT US N 2 2032-03-15 Fixed 7.38000000 N N N N N N UNITED AIR 2016-2 B PTT N/A 90933JAA9 422638.91000000 PA USD 372716.80000000 0.012625952222 Long DBT CORP US N 2 2025-10-07 Fixed 3.65000000 N N N N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 89388AAA0 1050000.00000000 PA USD 991210.50000000 0.033577709444 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N BANCO BRADESCO (CAYMAN) 549300CTUU1RFXHQJE44 05947KAY6 1150000.00000000 PA USD 1091683.50000000 0.036981278313 Long DBT CORP BR N 2 2023-01-27 Fixed 2.85000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167826 460.00000000 NS USD 2207.95000000 0.000074795317 Long EP CORP US N 2 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 55037.00000000 NS USD 63950242.15000000 2.166343728006 Long EC CORP US N 1 N N N Navient Corp 54930067J0ZNOEBRW338 63938CAA6 3000000.00000000 PA USD 2955000.00000000 0.100101977741 Long DBT CORP US N 2 2020-10-26 Fixed 5.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 283650.00000000 NS USD 65174260.50000000 2.207807909944 Long EC CORP US N 1 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 27134.85000000 0.000919205465 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3080117.35000000 USD 74545000.00000000 MXN 2020-06-17 27134.85000000 N N N Latam Finance Ltd N/A 51818KAB6 950000.00000000 PA USD 422322.50000000 0.014306368018 Long DBT CORP KY N 2 2024-04-11 Fixed 6.88000000 N N N N N N Thryv Holdings Inc N/A 886029107 245.00000000 NS USD 1102.50000000 0.000037347692 Long EC CORP US Y 2 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BH5 295000.00000000 PA USD 290177.51000000 0.009829895988 Long DBT CORP US N 2 2044-03-11 Fixed 4.50000000 N N N N N N Emgesa SA ESP 2549007VY3IWUVGW7A82 291208AA4 1265000000.00000000 PA 315705.01000000 0.010694651737 Long DBT CORP CO N 2 2021-01-25 Fixed 8.75000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160RY1 2500000.00000000 PA USD 2551422.50000000 0.086430605179 Long DBT CORP CA N 2 2022-07-15 Fixed 2.10000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387AH5 525000.00000000 PA USD 35280.00000000 0.001195126150 Long DBT CORP US N 2 2021-03-15 Fixed 5.75000000 Y N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 2450000.00000000 PA 256425.35000000 0.008686526117 Long DBT NUSS SE N 2 2020-12-01 Fixed 5.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 770000.00000000 PA 889893.80000000 0.030145559851 Long DBT CORP MX N 2 2028-03-10 Fixed 2.13000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 112362000.00000000 PA 5111979.59000000 0.173170648775 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BV7 525000.00000000 PA USD 556983.00000000 0.018868054100 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N NETWORK RAIL INFRA FIN 213800H88F5EE4B1D697 000000000 235000.00000000 PA 337631.53000000 0.011437422639 Long DBT CORP GB N 2 2024-01-22 Fixed 4.75000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBH7 1165000.00000000 PA USD 1127052.37000000 0.038179414976 Long DBT CORP US N 2 2024-04-18 Fixed 3.15000000 N N N N N N CHINA RESOURCES GAS GRP 529900A0E1J5JSOKEK83 16951XAA0 400000.00000000 PA USD 418464.14000000 0.014175664307 Long DBT CORP BM N 2 2022-04-05 Fixed 4.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 130000.00000000 PA USD 93887.09000000 0.003180468153 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDT2 590000.00000000 PA USD 555337.50000000 0.018812312035 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAW0 585000.00000000 PA USD 598765.00000000 0.020283438477 Long DBT CORP US N 2 2023-11-28 Fixed 3.22000000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 534454.65000000 PA USD 455813.50000000 0.015440890975 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674XAF3 3060000.00000000 PA USD 1224000.00000000 0.041463560323 Long DBT CORP US N 2 2023-06-01 Fixed 5.63000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 211206.86000000 0.007154729068 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 55545000.00000000 MXN 2526483.85000000 USD 2020-06-17 211206.86000000 N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 750000.00000000 PA USD 693750.00000000 0.023501098835 Long DBT CORP US N 2 2024-03-25 Fixed 6.13000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 1390000.00000000 PA USD 1423376.29000000 0.048217523417 Long DBT CORP CH N 2 2031-04-01 Fixed 4.19000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 000000000 300000.00000000 PA USD 253503.00000000 0.008587530173 Long DBT CORP MX N 2 2025-01-11 Fixed 5.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YQ7 13685000.00000000 PA USD 14648830.31000000 0.496235832700 Long DBT UST US N 2 2026-10-31 Fixed 1.63000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 10000000.00000000 PA 265777.22000000 0.009003324995 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AH9 485000.00000000 PA USD 500280.68000000 0.016947237053 Long DBT CORP US N 2 2025-11-15 Fixed 5.00000000 N N N N N N NORWEGIAN GOVERNMENT 549300O6E2WAK3IAXE34 000000000 46500000.00000000 PA 4689247.77000000 0.158850414855 Long DBT NUSS NO N 2 2030-08-19 Fixed 1.38000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 2700000.00000000 PA USD 3468720.27000000 0.117504487058 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N WINDSTREAM SRVC / FIN N/A 97381LAF5 3052000.00000000 PA USD 122080.00000000 0.004135515885 Long DBT CORP US N 2 2025-06-30 None 0.00000000 Y N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 348291.00000000 NS USD 55496687.94000000 1.879975709270 Long EC CORP US N 1 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 1175000.00000000 PA USD 1216594.55000000 0.041212697314 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796WZ8 5825000.00000000 PA USD 5823248.19000000 0.197265198205 Long STIV UST US N 2 2020-08-06 None 0.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAN8 265000.00000000 PA USD 273845.24000000 0.009276632866 Long DBT CORP US N 2 2024-11-15 Fixed 4.75000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 165167CY1 95000.00000000 PA USD 2850.00000000 0.000096545054 Long DBT CORP US N 3 2026-09-15 Fixed 5.50000000 N N N N Y Chesapeake Energy Corp USD XXXX N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 96000.00000000 PA USD 76899.96000000 0.002605021348 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N Oasis Petroleum Inc 529900FA4V2YNIKZ0M71 674215AE8 120000.00000000 PA USD 24600.00000000 0.000833336261 Long DBT CORP US N 2 2023-01-15 Fixed 6.88000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 3960000.00000000 PA USD 4252569.43000000 0.144057736184 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N JC Penney Corp Inc 8TDNUQ07MEFMWW1VHP39 708160BL9 5000.00000000 PA USD 428.39000000 0.000014511907 Long DBT CORP US N 2 2097-03-01 Fixed 7.63000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 3180000.00000000 PA USD 2416800.00000000 0.081870206363 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 200000.00000000 PA 256058.96000000 0.008674114488 Long DBT CORP FR N 2 2020-12-15 Fixed 7.13000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFX8 1635000.00000000 PA USD 1650344.30000000 0.055906168657 Long DBT CORP US N 2 2022-04-12 Fixed 2.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 20350000.00000000 PA USD 23574998.00000000 0.798613849424 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N OSLO KOMMUNE 5967007LIEEXZXGVU850 000000000 17000000.00000000 PA 1670983.85000000 0.056605342862 Long DBT NUSS NO N 2 2021-02-12 Fixed 3.55000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAB4 1250000.00000000 PA USD 1066062.50000000 0.036113355210 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GAV2 1695000.00000000 PA USD 1423800.00000000 0.048231876787 Long DBT CORP US N 2 2031-11-15 Fixed 6.88000000 N N N N N N ENBRIDGE ENERGY PARTNERS CZ6VG2MNE1J6YDI02G48 29250RAX4 235000.00000000 PA USD 258397.49000000 0.008753333263 Long DBT CORP US N 2 2045-10-15 Fixed 7.38000000 N N N N N N PULTE GROUP INC N/A 745867AP6 785000.00000000 PA USD 793399.50000000 0.026876771265 Long DBT CORP US N 2 2033-05-15 Fixed 6.38000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PCV8 1410000.00000000 PA USD 1353600.00000000 0.045853819651 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N UK TSY 2 3/4% 2024 ECTRVYYCEF89VWYS6K36 000000000 1035000.00000000 PA 1432544.91000000 0.048528114617 Long DBT NUSS GB N 2 2024-09-07 Fixed 2.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DK8 300000.00000000 PA USD 126219.00000000 0.004275726405 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAP5 7560000.00000000 PA USD 2200451.40000000 0.074541298498 Long DBT CORP US N 2 2027-01-15 Fixed 6.63000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 155000.00000000 PA USD 153857.65000000 0.005211998326 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N AIR CANADA 2015-2A PTT N/A 009088AB1 411455.44000000 PA USD 377329.33000000 0.012782203787 Long DBT CORP CA N 2 2027-12-15 Fixed 4.13000000 N N N N N N Brookfield Finance Inc N/A 11271LAC6 1015000.00000000 PA USD 1041291.63000000 0.035274230649 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HBT1 1500000.00000000 PA USD 1443735.00000000 0.048907184038 Long DBT CORP US N 2 2023-05-15 Fixed 4.88000000 N N N N N N BRASKEM NETHERLANDS N/A 000000000 1035000.00000000 PA USD 827234.10000000 0.028022933829 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 7073300000.00000000 PA 1673469.66000000 0.056689550814 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 1100000.00000000 PA USD 970750.00000000 0.032884600640 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 168863CF3 935000.00000000 PA USD 987603.10000000 0.033455507117 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N AMERICAN AIRLINES GROUP N/A 02376RAC6 1965000.00000000 PA USD 1576912.50000000 0.053418632817 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCN0 1510000.00000000 PA USD 1570701.14000000 0.053208220153 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 6940.00000000 NS USD 8069901.40000000 0.273371604168 Long EC CORP US N 1 N N N Qwest Corp 549300R2L4N683OO1509 912920AK1 95000.00000000 PA USD 96504.38000000 0.003269130050 Long DBT CORP US N 2 2025-09-15 Fixed 7.25000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 000000000 410000.00000000 PA 443773.53000000 0.015033031479 Long DBT CORP US N 2 2023-01-11 Fixed 1.00000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609W102 452772.00000000 NS USD 88055098.56000000 2.982906773629 Long EC CORP KY N 1 N N N NATIONSTAR MTG HLD INC N/A 93369KAB1 3890000.00000000 PA USD 3520450.00000000 0.119256855343 Long DBT CORP US N 2 2026-07-15 Fixed 9.13000000 N N N N N N ICICI Bank Ltd/Dubai R7RX8ER1V4666J8D1I38 000000000 1230000.00000000 PA USD 1213420.04000000 0.041105159335 Long DBT CORP IN N 2 2022-09-09 Fixed 3.25000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAT6 9890000.00000000 PA USD 9890686.66000000 0.335051538371 Long DBT CORP US N 2 2020-05-14 Fixed 2.50000000 N N N N N N BANCO NACIONAL COM EXT 4469000001BL6VG3DH44 05970AAB8 675000.00000000 PA USD 609700.50000000 0.020653883546 Long DBT CORP MX N 2 2026-08-11 Fixed 3.80000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAA3 350000.00000000 PA USD 344978.20000000 0.011686294449 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75000000 N N N N N N Telefonica Emisiones SAU 549300Y5MFC4SW5Z3K71 000000000 1300000.00000000 PA 1453295.02000000 0.049231034092 Long DBT CORP ES N 2 2025-09-11 Fixed 1.50000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AH1 1775000.00000000 PA USD 1734131.87000000 0.058744510948 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N Radian Group Inc 54930005OUP720S5U385 750236AU5 345000.00000000 PA USD 339825.00000000 0.011511727440 Long DBT CORP US N 2 2024-10-01 Fixed 4.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7C2 2475000.00000000 PA USD 2486954.52000000 0.084246722844 Long DBT CORP CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 3693000.00000000 PA USD 3228590.03000000 0.109369965251 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BP2 3435000.00000000 PA USD 4524098.32000000 0.153255901634 Long DBT CORP US N 2 2028-06-01 Fixed 7.25000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -27687.94000000 -0.00093794164 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 22651410000.00000000 COP 5518004.87000000 USD 2020-06-17 -27687.94000000 N N N SIGMA FINANCE NL 549300K5R8C331KIC659 000000000 1205000.00000000 PA USD 1151275.08000000 0.038999970366 Long DBT CORP NL N 2 2028-03-27 Fixed 4.88000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058GN7 3515000.00000000 PA 2563754.53000000 0.086848358340 Long DBT NUSS XX N 2 2022-01-18 Fixed 2.20000000 N N N N N N SM Energy Co 84BUTVXV5ODI6BXNMH43 78454LAM2 380000.00000000 PA USD 137226.96000000 0.004648626089 Long DBT CORP US N 2 2021-07-01 Fixed 1.50000000 N N N N Y SM Energy Co USD XXXX N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 150443.00000000 NS USD 36341011.08000000 1.231068386542 Long EC CORP US N 1 N N N HOLDING D'INFRASTRUCTURE 9695004S3RCE0Q5V8G28 000000000 500000.00000000 PA 523745.98000000 0.017742134833 Long DBT CORP FR N 2 2027-11-27 Fixed 1.63000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 95000.00000000 PA USD 78220.16000000 0.002649743727 Long DBT CORP US N 2 2025-06-01 Fixed 4.88000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAJ1 405000.00000000 PA USD 140737.50000000 0.004767547239 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N GMF Canada Leasing Trust 549300KHZQ7YBTEOJU80 36252MAY6 158788.48000000 PA 112898.58000000 0.003824491080 Long ABS-O CORP CA N 2 2021-06-21 Fixed 3.03000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAL3 1170000.00000000 PA USD 1129050.00000000 0.038247085607 Long DBT CORP US N 2 2023-03-15 Fixed 5.63000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 4318000.00000000 PA USD 3183229.60000000 0.107833359920 Long DBT CORP US N 2 2033-08-01 Fixed 5.63000000 N N N N N N Chevron Corp N/A 166764AY6 780000.00000000 PA USD 777100.55000000 0.026324636872 Long DBT CORP US N 2 2020-11-17 Fixed 2.42000000 N N N N N N Peloton Interactive Inc 5493002YS021166W0339 70614W100 618270.00000000 NS USD 16415068.50000000 0.556067959936 Long EC CORP US N 1 N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 8000.00000000 PA USD 6565.04000000 0.000222393735 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAF8 475000.00000000 PA USD 435768.17000000 0.014761846244 Long DBT CORP IE N 2 2021-05-15 Fixed 4.50000000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 000000000 115000.00000000 PA 131771.31000000 0.004463813448 Long DBT CORP GB N 2 2027-01-15 Fixed 4.88000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 270000.00000000 PA USD 210524.66000000 0.007131619231 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 365000.00000000 PA USD 398579.39000000 0.013502059298 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 212341.23000000 0.007193156371 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 33700000.00000000 ZAR 2077713.39000000 USD 2020-06-17 212341.23000000 N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AJ9 340000.00000000 PA USD 146009.60000000 0.004946142040 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AC4 7760000.00000000 PA USD 6828800.00000000 0.231328726091 Long DBT CORP US N 2 2025-12-15 Fixed 4.63000000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AD2 1875000.00000000 PA USD 1654687.50000000 0.056053296546 Long DBT CORP US N 2 2027-12-15 Fixed 4.88000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 1635000.00000000 PA USD 1288462.80000000 0.043647267183 Long DBT CORP US N 2 2024-06-01 Fixed 4.38000000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 000000000 1317000.00000000 PA USD 549847.50000000 0.018626335771 Long DBT CORP GB N 2 2026-04-23 Fixed 9.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABF3 835000.00000000 PA USD 781200.95000000 0.026463539799 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 136910.00000000 NS USD 21164916.90000000 0.716971248874 Long EC CORP US N 1 N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XU2 200000.00000000 PA USD 175000.00000000 0.005928205111 Long DBT CORP US N 2 2026-01-08 Fixed 4.39000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647AX5 171000.00000000 PA USD 161097.39000000 0.005457247833 Long DBT CORP US N 2 2024-07-15 Fixed 6.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 267122.00000000 NS USD 80817761.10000000 2.737738654059 Long EC CORP US N 1 N N N ENRGY TRANS PT/REG FIN N/A 75886AAQ1 1075000.00000000 PA USD 978928.98000000 0.033161667332 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 45580KAJ7 905000.00000000 PA USD 946856.25000000 0.032075188921 Long DBT CORP CN N 2 2022-11-08 Fixed 2.96000000 N N N N N N Springleaf Finance Corp 5493008I795YYBFWFU90 85172FAF6 130000.00000000 PA USD 130000.00000000 0.004403809511 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733VAC4 285000.00000000 PA USD 105450.00000000 0.003572167022 Long DBT CORP US N 2 2023-05-01 Fixed 5.25000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154CQ0 765000.00000000 PA USD 795174.12000000 0.026936887330 Long DBT NUSS KR N 2 2022-11-01 Fixed 3.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAK9 475000.00000000 PA USD 490238.84000000 0.016607065126 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -94240.22000000 -0.00319243059 N/A DFE BR N 2 UBS AG BFM8T61CT2L1QCEMIK50 2459475.69000000 USD 12290000.00000000 BRL 2020-04-02 -94240.22000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBR9 1015000.00000000 PA USD 1013002.13000000 0.034315910886 Long DBT CORP FR N 2 2025-11-24 Fixed 4.75000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097AZ4 1130000.00000000 PA USD 1184544.08000000 0.040126972971 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -382551.33000000 -0.01295910142 N/A DFE AU N 2 HSBC Bank USA, National Association 1IE8VN30JCEQV1H4R804 5399710.93000000 USD 8155000.00000000 AUD 2020-06-17 -382551.33000000 N N N Navient Corp 54930067J0ZNOEBRW338 78442FEQ7 915000.00000000 PA USD 860100.00000000 0.029136281237 Long DBT CORP US N 2 2023-01-25 Fixed 5.50000000 N N N N N N HOLDING D'INFRASTRUCTURE 9695004S3RCE0Q5V8G28 000000000 500000.00000000 PA 531572.07000000 0.018007247214 Long DBT CORP FR N 2 2023-03-27 Fixed 0.63000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 2295000.00000000 PA USD 3038039.48000000 0.102914978140 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GQ2 450000.00000000 PA USD 415445.21000000 0.014073396671 Long DBT CORP US N 2 2021-04-15 Fixed 4.63000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAA1 400000.00000000 PA USD 402926.52000000 0.013649320316 Long DBT CORP GB N 2 2024-11-04 Fixed 4.50000000 N N N N N N Edenred 9695006LOD5B2D7Y0N70 000000000 1300000.00000000 PA 1475549.27000000 0.049984906998 Long DBT CORP FR N 2 2026-03-06 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YJ3 38000000.00000000 PA USD 38740703.22000000 1.312359056316 Long DBT UST US N 2 2021-09-30 Fixed 1.50000000 N N N N N N NATIONAL AUSTRALIA BK/NY F8SB4JFBSYQFRQEH3Z21 63254AAX6 935000.00000000 PA USD 937664.75000000 0.031763822650 Long DBT CORP AU N 2 2021-01-12 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDK5 625000.00000000 PA USD 671732.66000000 0.022755251363 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460CAJ3 770000.00000000 PA USD 792807.99000000 0.026856733593 Long DBT CORP KR N 2 2026-03-24 Fixed 3.88000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 40469.00000000 NS USD 78903218.68000000 2.672882653141 Long EC CORP US N 1 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAF2 1135000.00000000 PA USD 1193736.25000000 0.040438361937 Long DBT CORP HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAE5 400000.00000000 PA USD 381291.02000000 0.012916407850 Long DBT CORP ES N 2 2023-02-23 Fixed 3.13000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC N/A 184786.23000000 0.006259718132 N/A DFE XX N 2 UBS AG BFM8T61CT2L1QCEMIK50 18380000.00000000 NOK 1765847.47000000 EUR 2020-06-17 184786.23000000 N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAZ1 1960000.00000000 PA USD 1806025.77000000 0.061179949722 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 1456460.00000000 NS USD 54923106.60000000 1.860545378803 Long EC CORP US N 1 N N N 2020-04-20 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer