NPORT-P false 0000872649 XXXXXXXX S000006698 C000182249 C000027671 C000027670 C000018226 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2810 Loomis Sayles Global Allocation Fund S000006698 549300FX8N6EEUB2RZ68 2022-09-30 2022-09-30 N 2979612625.12 12337155.42 2967275469.70 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 10637065.99000000 CAD EUR USD N Fund's Securities Portfolio N/A SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAE3 765000.00000000 PA USD 731041.65000000 0.024636797542 Long DBT CORP US N 2 2027-08-23 Fixed 5.62500000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 470000.00000000 PA USD 379337.00000000 0.012784016983 Long DBT CORP US N 2 2029-06-01 Fixed 5.00000000 N N N N N N SIGMA FINANCE NL 549300K5R8C331KIC659 000000000 2090000.00000000 PA USD 1871030.70000000 0.063055510656 Long DBT CORP NL N 2 2028-03-27 Fixed 4.87500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 690000.00000000 PA USD 471922.83000000 0.015904247341 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254063AU4 8000.00000000 PA USD 8297.92000000 0.000279647780 Long DBT CORP US N 2 2026-07-15 Fixed 7.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 140000.00000000 PA USD 127806.29000000 0.004307193292 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 115279.00000000 NS 67965578.94000000 2.290504526257 Long EC CORP FR N 2 N N N EVERI HOLDINGS INC 5299006DK5S7BG10K532 30034TAA1 115000.00000000 PA USD 94291.26000000 0.003177704967 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 560607.00000000 NS USD 80637710.88000000 2.717567401591 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BY0 165000.00000000 PA USD 113021.51000000 0.003808932172 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N Allison Transmission Inc MWKQ3I0U1GXP2YDSZW75 019736AE7 480000.00000000 PA USD 422723.04000000 0.014246167715 Long DBT CORP US N 2 2027-10-01 Fixed 4.75000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAC7 1600000.00000000 PA USD 1288892.80000000 0.043436910834 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 69344.00000000 NS USD 38158616.32000000 1.285981591855 Long EC CORP US N 1 N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 000000000 2875000.00000000 PA USD 2271480.00000000 0.076551032190 Long DBT CORP TR N 2 2028-04-11 Fixed 5.80000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBC4 6630000.00000000 PA USD 4107682.80000000 0.138432809556 Long DBT CORP BM N 2 2027-02-15 Fixed 1.12500000 N N N N Y NCL Corp Ltd USD XXXX N N N Turk Telekomunikasyon AS 789000A2TXOI10JZLF90 90011QAC4 525000.00000000 PA USD 459973.50000000 0.015501543577 Long DBT CORP TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N Accenture PLC N/A 000000000 313198.00000000 NS USD 80585845.40000000 2.715819485682 Long EC CORP IE N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 810000.00000000 PA USD 711977.70000000 0.023994324331 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 2000000.00000000 PA USD 1654548.90000000 0.055759868502 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72200000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 1395000.00000000 PA USD 967312.15000000 0.032599337671 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 7265000.00000000 PA USD 5925769.90000000 0.199704070636 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBX8 7860000.00000000 PA USD 7684071.11000000 0.258960490472 Long DBT UST US N 2 2023-04-30 Fixed 0.12500000 N N N N N N RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAH0 565000.00000000 PA USD 434485.00000000 0.014642556932 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y RINGCENTRAL INC USD XXXX N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 000000000 2480000.00000000 PA USD 2170707.99000000 0.073154919796 Long DBT CORP IN N 2 2027-08-04 Fixed 4.20000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 770000.00000000 PA 691807.37000000 0.023314565063 Long DBT CORP MX N 2 2028-03-10 Fixed 2.12500000 N N N N N N NETWORK RAIL INFRA FIN 213800H88F5EE4B1D697 000000000 235000.00000000 PA 261717.52000000 0.008820128858 Long DBT CORP GB N 2 2024-01-22 Fixed 4.75000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AQ2 830000.00000000 PA USD 704409.43000000 0.023739266448 Long DBT CORP IT N 2 2034-04-02 Fixed 7.29600000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 410000.00000000 PA USD 334631.29000000 0.011277392120 Long DBT CORP US N 2 2029-03-15 Fixed 2.40000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 4130000.00000000 PA USD 2893643.20000000 0.097518522616 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -23985.21000000 -0.00080832434 N/A DFE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 689559.67000000 USD 7350000.00000000 SEK 2022-12-21 -23985.21000000 N N N FRAPORT AG 5299001ERX0K10IZUL40 000000000 3220000.00000000 PA 2651312.88000000 0.089351760801 Long DBT CORP DE N 2 2028-03-31 Fixed 1.87500000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 10700000.00000000 PA 6052829.96000000 0.203986115269 Long DBT NUSS AU N 2 2026-09-21 Fixed 0.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 3810000.00000000 PA USD 2727121.80000000 0.091906593366 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 1060000.00000000 PA USD 853300.00000000 0.028757019990 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N WILLOW NO.2 FOR ZURICH I 549300B0B1XTFDS6V025 000000000 340000.00000000 PA USD 297585.00000000 0.010028896981 Long DBT CORP IE N 2 2045-10-01 Fixed 4.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 460000.00000000 PA USD 345791.70000000 0.011653508531 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 1155000.00000000 PA USD 868342.05000000 0.029263951354 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BR4 89000.00000000 PA USD 96019.11000000 0.003235935152 Long DBT US N 2 2032-03-15 Fixed 7.37500000 N N N N N N Naturgy Finance BV 2138005FTXOJUBQ5J563 000000000 700000.00000000 PA 602377.21000000 0.020300683780 Long DBT CORP NL N 2 2028-01-29 Fixed 1.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 1490000.00000000 PA USD 988176.06000000 0.033302471243 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CC6 2375000.00000000 PA USD 2051802.52000000 0.069147692587 Long DBT CORP JP N 2 2028-01-19 Fixed 2.34100000 N N N N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AD2 805000.00000000 PA USD 795440.63000000 0.026807104298 Long DBT CORP US N 2 2026-04-01 None 0.00000000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 595000.00000000 PA USD 536987.50000000 0.018096988482 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FZ2 2865000.00000000 PA 1825171.03000000 0.061509996245 Long DBT CORP US N 2 2027-09-15 Fixed 1.97800000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAR0 2000000.00000000 PA USD 1804478.04000000 0.060812622839 Long DBT CORP JP N 2 2025-07-16 Fixed 1.85100000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BX5 1975000.00000000 PA USD 1850306.40000000 0.062357082073 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 156939.00000000 NS USD 79260472.56000000 2.671153162871 Long EC CORP US N 1 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 2005000.00000000 PA USD 1818186.61000000 0.061274614661 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAJ9 8113000.00000000 PA USD 6723811.01000000 0.226598813580 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y Uber Technologies Inc USD XXXX N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 188246.00000000 NS 77986328.97000000 2.628213314414 Long EC CORP NL N 2 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAL4 435000.00000000 PA USD 356320.05000000 0.012008323919 Long DBT CORP US N 2 2032-05-15 Fixed 3.87500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAQ3 490000.00000000 PA USD 378392.70000000 0.012752193177 Long DBT CORP US N 2 2033-08-15 Fixed 3.25000000 N N N N N N PENN ENTERTAINMENT INC N/A 707569AU3 230000.00000000 PA USD 321885.00000000 0.010847830047 Long DBT CORP US N 2 2026-05-15 Fixed 2.75000000 N N N N Y Penn National Gaming Inc USD XXXX N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 1075000.00000000 PA USD 637467.10000000 0.021483246382 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAD9 250000.00000000 PA USD 238607.90000000 0.008041312727 Long DBT CORP FR N 2 2024-10-04 Fixed 3.25000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAA4 575000.00000000 PA USD 546250.00000000 0.018409143525 Long DBT CORP LU N 2 2027-01-20 Fixed 5.30000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 2355000.00000000 PA USD 2390325.00000000 0.080556221503 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 380000.00000000 PA USD 356070.86000000 0.011999925980 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 43840000000.00000000 PA 2821364.19000000 0.095082651368 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A 77313LAB9 4510000.00000000 PA USD 3100687.28000000 0.104496104647 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N DILLARDS INC 529900FGYKMWL6019P91 254067AN1 50000.00000000 PA USD 50952.50000000 0.001717147616 Long DBT CORP US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 071734AD9 370000.00000000 PA USD 140955.20000000 0.004750324041 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 2750000.00000000 PA USD 387887.50000000 0.013072176950 Long DBT CORP KY N 2 2024-04-26 None 0.00000000 Y N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 90000.00000000 PA USD 62136.55000000 0.002094060717 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBE8 1420000.00000000 PA USD 1098941.35000000 0.037035366659 Long DBT CORP GB N 2 2032-04-29 Fixed 2.12500000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 515000.00000000 PA USD 468648.59000000 0.015793902345 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Institutional Mortgage Securities Canada Inc N/A 45779BCM9 169807.25000000 PA 120485.89000000 0.004060488863 Long ABS-MBS CORP CA N 2 2047-07-12 Fixed 2.61600000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 530000.00000000 PA 494294.62000000 0.016658197900 Long DBT CORP IT N 2 2026-09-15 Fixed 3.92800000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBU2 2020000.00000000 PA USD 1483416.57000000 0.049992546534 Long DBT CORP JP N 2 2031-09-13 Fixed 2.56400000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBJ3 6640000.00000000 PA USD 5901698.40000000 0.198892838237 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N TELADOC HEALTH INC 549300I2PVFBC9MFAC61 87918AAF2 17320000.00000000 PA USD 12666116.00000000 0.426860132446 Long DBT CORP US N 2 2027-06-01 Fixed 1.25000000 N N N N Y Teladoc Health Inc USD XXXX N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 1420000.00000000 PA USD 1263364.64000000 0.042576587610 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 600000.00000000 PA 525037.93000000 0.017694276630 Long DBT CORP ES N 2 2030-04-17 Fixed 2.25000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AQ3 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55607PAF2 4000000.00000000 PA USD 3347806.72000000 0.112824264352 Long DBT CORP AU N 2 2027-09-23 Fixed 1.62900000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AX6 3560000.00000000 PA USD 3194103.20000000 0.107644309826 Long DBT CORP US N 2 2025-09-01 Fixed 1.62500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102CC9 11250000.00000000 PA USD 9054900.00000000 0.305158725317 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 870000.00000000 PA USD 831798.30000000 0.028032392290 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DP0 1500000.00000000 PA USD 1199882.60000000 0.040437182602 Long DBT NUSS CL N 2 2031-01-31 Fixed 2.45000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 2600000.00000000 PA USD 824512.00000000 0.027786837063 Long DBT CORP KY N 2 2026-07-12 Fixed 2.70000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAF6 130000.00000000 PA USD 131451.97000000 0.004430056169 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -3764789.32000000 -0.12687697379 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 111454781.22000000 USD 109215000.00000000 EUR 2022-12-21 -3764789.32000000 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 2536000.00000000 PA USD 1535319.76000000 0.051741733306 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 985000.00000000 PA USD 854487.50000000 0.028797039867 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 142812.00000000 NS USD 67445823.24000000 2.272988265791 Long EC CORP US N 1 N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14879EAH1 490000.00000000 PA USD 377912.50000000 0.012736009981 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N OVINTIV INC N/A 292505AD6 1000000.00000000 PA USD 974173.31000000 0.032830565276 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Edenred 9695006LOD5B2D7Y0N70 000000000 1300000.00000000 PA 1217896.52000000 0.041044268806 Long DBT CORP FR N 2 2026-03-06 Fixed 1.87500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BY5 2105000.00000000 PA USD 2047112.50000000 0.068989634461 Long DBT CORP US N 2 2028-10-01 Fixed 6.62500000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 6310000.00000000 PA 2832176.07000000 0.095447021987 Long DBT NUSS NZ N 2 2031-05-15 Fixed 1.50000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAB7 3575000.00000000 PA USD 3154231.04000000 0.106300580185 Long DBT CORP FI N 2 2025-08-28 Fixed 0.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 305000.00000000 PA USD 197708.26000000 0.006662956035 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBA3 625000.00000000 PA USD 505150.00000000 0.017024034511 Long DBT CORP KY N 2 2031-04-22 Fixed 2.88000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31430WDW1 2965000.00000000 PA 1999461.98000000 0.067383766705 Long DBT CORP CA N 2 2030-05-26 Fixed 2.85600000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BZ6 3000000.00000000 PA USD 2542472.13000000 0.085683724209 Long DBT CORP JP N 2 2027-10-13 Fixed 1.64000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBN8 3495000.00000000 PA USD 3032564.28000000 0.102200294882 Long DBT CORP NZ N 2 2026-06-22 Fixed 1.25000000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 000000000 940000.00000000 PA 707530.67000000 0.023844455198 Long DBT CORP LU N 2 2031-09-18 Fixed 0.75000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAE6 500000.00000000 PA USD 498328.82000000 0.016794154270 Long DBT CORP KY N 2 2023-01-19 Fixed 2.98500000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -97922.66000000 -0.00330008659 N/A DFE KR N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 4198966.41000000 USD 5850000000.00000000 KRW 2022-12-21 -97922.66000000 N N N Baidu Inc 254900AL64IANZYI1E02 056752AK4 795000.00000000 PA USD 785762.10000000 0.026480928650 Long DBT CORP KY N 2 2023-09-29 Fixed 3.87500000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 6525.41000000 0.000219912511 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 5850000000.00000000 KRW 4107569.16000000 USD 2022-12-21 6525.41000000 N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 16500000.00000000 PA 1433312.58000000 0.048303994510 Long DBT NUSS NO N 2 2026-02-19 Fixed 1.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 3855000.00000000 PA USD 2706355.56000000 0.091206751366 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N INVERSIONES CMPC CI 549300G475ACIABB4385 46128MAF8 800000.00000000 PA USD 794169.63000000 0.026764270392 Long DBT CORP CL N 2 2023-05-15 Fixed 4.37500000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 000000000 1010000.00000000 PA USD 149318.40000000 0.005032171819 Long DBT CORP MX N 2 2023-09-27 Fixed 7.25000000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 29910.14000000 0.001008000110 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 256059000.00000000 MXN 12566634.44000000 USD 2022-12-21 29910.14000000 N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBJ3 860000.00000000 PA USD 722244.99000000 0.024340341750 Long DBT CORP MX N 2 2030-05-07 Fixed 2.87500000 N N N N N N CORP FINANCIERA DE DESAR 254900BOM7T4MG6T0J30 21987DAE4 3220000.00000000 PA USD 2651959.80000000 0.089373562619 Long DBT NUSS PE N 2 2027-09-28 Fixed 2.40000000 N N N N N N ENLINK MIDSTREAM PARTNER 88CPW63VL7KHJWS0NY83 29336UAG2 575000.00000000 PA USD 420019.86000000 0.014155067983 Long DBT CORP US N 2 2047-06-01 Fixed 5.45000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 12970000.00000000 PA 2343909.70000000 0.078991981834 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.25000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 1415000.00000000 PA USD 1353521.35000000 0.045614954318 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 307396.00000000 NS USD 82870887.64000000 2.792827578235 Long EC CORP IE N 1 N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAG5 3660000.00000000 PA USD 3147915.13000000 0.106087728023 Long DBT CORP NO N 2 2027-05-25 Fixed 1.53500000 N N N N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 000000000 835000.00000000 PA USD 751082.50000000 0.025312193211 Long DBT CORP MX N 2 2026-05-02 Fixed 4.12500000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 000000000 1525000.00000000 PA 1284570.48000000 0.043291244547 Long DBT CORP CZ N 2 2026-12-02 Fixed 0.87500000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 4600000.00000000 PA USD 3499404.00000000 0.117933236591 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EVQ9 1135000.00000000 PA USD 1058627.80000000 0.035676761757 Long DBT CORP US N 2 2024-06-07 Fixed 0.45000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891CBF9 1000000.00000000 PA USD 931834.15000000 0.031403695393 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBF7 365000.00000000 PA 320909.80000000 0.010814964881 Long DBT CORP US N 2 2029-06-30 Fixed 2.25000000 N N N N N N iHeartCommunications Inc 54930076J6KDZL504O62 45174HBD8 1980000.00000000 PA USD 1665011.70000000 0.056112474793 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 2560000.00000000 PA 229934.19000000 0.007749000466 Long DBT NUSS XX N 2 2022-12-23 Fixed 0.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2L7 890000.00000000 PA USD 800237.55000000 0.026968765056 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 360000.00000000 PA USD 272141.24000000 0.009171418116 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N ENTEL CHILE SA 529900N4SUIP0URJT330 29245VAE5 595000.00000000 PA USD 437325.00000000 0.014738267628 Long DBT CORP CL N 2 2032-09-14 Fixed 3.05000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 640000.00000000 PA USD 397600.51000000 0.013399514607 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CQ7 1475000.00000000 PA USD 1257452.25000000 0.042377334455 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 1905000.00000000 PA USD 1501098.97000000 0.050588460199 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N PELOTON INTERACTIVE INC 5493002YS021166W0339 70614WAB6 135000.00000000 PA USD 90428.40000000 0.003047522918 Long DBT CORP US N 2 2026-02-15 None 0.00000000 N N N N Y Peloton Interactive Inc USD XXXX N N N CK HUTCHISON INTL 19 LTD 254900FPY8WXG61CMU70 12564CAB2 1350000.00000000 PA USD 1240906.38000000 0.041819722930 Long DBT CORP KY N 2 2029-04-11 Fixed 3.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CJ1 180000.00000000 PA USD 149052.06000000 0.005023195908 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 4510000.00000000 PA 3124913.26000000 0.105312543169 Long DBT NUSS SG N 2 2023-07-01 Fixed 2.75000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 430000.00000000 PA 414483.26000000 0.013968479308 Long DBT NUSS ES N 2 2025-04-30 Fixed 1.60000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 495000.00000000 PA USD 351828.68000000 0.011856960487 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 665000.00000000 PA USD 568075.56000000 0.019144685614 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2525000.00000000 PA 2297522.43000000 0.077428686802 Long DBT NUSS ES N 2 2030-07-30 Fixed 1.95000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 505000.00000000 PA USD 407679.08000000 0.013739171983 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1100000.00000000 PA 636674.20000000 0.021456524899 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 370000.00000000 PA USD 344849.30000000 0.011621748756 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAD1 140000.00000000 PA USD 124880.00000000 0.004208574541 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp USD XXXX N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 2800000.00000000 PA USD 785848.00000000 0.026483823562 Long DBT CORP KY N 2 2031-01-12 Fixed 3.30000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAF2 1135000.00000000 PA USD 1063472.30000000 0.035840026005 Long DBT CORP HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 1035000.00000000 PA USD 947025.00000000 0.031915641458 Long DBT CORP LU N 2 2026-10-15 Fixed 6.62500000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 205423.00000000 NS USD 31795371.94000000 1.071534215972 Long EC CORP US N 1 N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAL7 1450000.00000000 PA USD 1301604.06000000 0.043865292363 Long DBT CORP NL N 2 2026-10-15 Fixed 2.35000000 N N N N N N Tobacco Settlement Financing Corp/VA N/A 88880NAT6 120000.00000000 PA USD 104587.69000000 0.003524704432 Long DBT MUN US N 2 2046-06-01 Fixed 6.70600000 N N N N N N VIDEOTRON LTD / LTEE 549300LW4GNJRBECSD81 92660FAK0 1580000.00000000 PA USD 1450195.10000000 0.048872951460 Long DBT CORP CA N 2 2027-04-15 Fixed 5.12500000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 68560EAA6 1850000.00000000 PA USD 1555184.00000000 0.052411177050 Long DBT CORP MX N 2 2026-05-11 Fixed 1.87500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 355000.00000000 PA USD 306049.05000000 0.010314143500 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 2620000.00000000 PA USD 2394254.25000000 0.080688640958 Long DBT CORP US N 2 2030-06-15 Fixed 4.87500000 N N N N N N Brookfield Finance Inc 549300XH8D8K6OYWGD17 11271LAC6 1015000.00000000 PA USD 913891.79000000 0.030799020830 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 800000.00000000 PA USD 786808.00000000 0.026516176473 Long DBT CORP MX N 2 2024-12-01 Fixed 4.87500000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 904758.00000000 NS USD 86540102.70000000 2.916483608741 Long EC CORP US N 1 N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058JY0 10030000.00000000 PA 6589296.49000000 0.222065546569 Long DBT NUSS XX N 2 2026-07-22 Fixed 1.20000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC 140513.88000000 0.004735451138 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 100000000000.00000000 IDR 6690932.45000000 USD 2022-12-21 140513.88000000 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 198258.00000000 NS USD 42803902.20000000 1.442532135525 Long EC CORP US N 1 N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAD3 2525000.00000000 PA USD 2026337.75000000 0.068289505665 Long DBT CORP CL N 2 2031-10-26 Fixed 3.17700000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 615000.00000000 PA USD 512061.30000000 0.017256951881 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 380000.00000000 PA USD 370496.20000000 0.012486073631 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 13115000.00000000 PA USD 11024796.88000000 0.371546120088 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N NORDIC INVESTMENT BANK 213800HYL1S7VAXG6Z48 000000000 16750000.00000000 PA 1466480.69000000 0.049421791302 Long DBT NUSS XX N 2 2025-03-13 Fixed 1.50000000 N N N N N N MINERALS TECHNOLOGIES IN 549300D3I1QU67GP6403 603158AA4 1025000.00000000 PA USD 894097.25000000 0.030131926042 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N EL PASO ENERGY CAP TRST N/A 283678209 38952.00000000 NS USD 1786728.24000000 0.060214437730 Long EP CORP US N 1 N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BU1 315000.00000000 PA USD 383475.12000000 0.012923475555 Long DBT CORP US N 2 2031-05-15 Fixed 8.87500000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBC1 570000.00000000 PA USD 485166.90000000 0.016350585072 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 2135000.00000000 PA USD 1676497.35000000 0.056499552101 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 1555000.00000000 PA USD 1296350.61000000 0.043688246111 Long DBT CORP US N 2 2031-05-15 Fixed 3.62500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 1460000.00000000 PA USD 1210427.60000000 0.040792559112 Long DBT CORP IT N 2 2032-06-19 Fixed 5.86100000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAF2 525000.00000000 PA USD 515943.75000000 0.017387794131 Long DBT US N 2 2024-05-01 Fixed 5.62500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAG3 1265000.00000000 PA USD 954088.30000000 0.032153681373 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 4500000000.00000000 PA 2878748.17000000 0.097016545966 Long DBT NUSS KR N 2 2025-09-10 Fixed 1.12500000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 1035000.00000000 PA USD 876634.65000000 0.029543419845 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CY4 6970000.00000000 PA USD 4979368.00000000 0.167809428239 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25000000 N N N N N N JOHN DEERE FINANCIALS IN CWQ698NK2DINVLMZRZ97 47788ZAH4 3185000.00000000 PA 1961149.31000000 0.066092593357 Long DBT CORP CA N 2 2027-09-08 Fixed 1.34000000 N N N N N N ANHEUSER-BUSCH INBEV SA/ 5493008H3828EMEXB082 000000000 2745000.00000000 PA 2092832.62000000 0.070530445904 Long DBT CORP BE N 2 2035-01-23 Fixed 2.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 3245000.00000000 PA USD 2440461.08000000 0.082245854991 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 228000.00000000 PA USD 85072.50000000 0.002867024004 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N COCA-COLA FEMSA SAB CV 5493008KEVFYPMGTXO33 191241AH1 1775000.00000000 PA USD 1530547.00000000 0.051580886763 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAK8 1185000.00000000 PA USD 852844.50000000 0.028741669208 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AA0 11330000.00000000 PA USD 8785225.35000000 0.296070433625 Long DBT CORP US N 2 2029-12-01 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 25000.00000000 PA USD 15547.55000000 0.000523967193 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N BENTLEY SYSTEMS 549300WVEHPGE0Z56F71 08265TAD1 40000.00000000 PA USD 30140.00000000 0.001015746610 Long DBT CORP US N 2 2027-07-01 Fixed 0.37500000 N N N N Y Bentley Systems Inc USD XXXX N N N Republic of Turkey 5493000PCHOG3B6S3Q85 900123CT5 1345000.00000000 PA USD 1143250.00000000 0.038528610224 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAA1 1650000.00000000 PA USD 1424478.00000000 0.048006260778 Long DBT CORP KR N 2 2026-10-16 Fixed 1.75000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AY0 1100000.00000000 PA 867665.38000000 0.029241146932 Long DBT US N 2 2030-12-15 Fixed 1.62500000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BN1 490000.00000000 PA USD 398312.03000000 0.013423493506 Long DBT CORP US N 2 2027-11-24 Fixed 1.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 1880000.00000000 PA USD 1428542.70000000 0.048143245026 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAM1 70000.00000000 PA USD 63749.78000000 0.002148428100 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 000000000 2165000.00000000 PA 1768641.93000000 0.059604911915 Long DBT US N 2 2027-09-10 Fixed 0.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 730000.00000000 PA USD 527271.09000000 0.017769536242 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 000000000 140000.00000000 PA 128852.05000000 0.004342436397 Long DBT CORP US N 2 2025-03-15 Fixed 3.25000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 5850000.00000000 PA USD 4797000.00000000 0.161663453527 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 725000.00000000 PA USD 499887.50000000 0.016846683265 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N N Snap Inc USD XXXX N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 494386AD7 840000.00000000 PA USD 671025.60000000 0.022614199687 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAG4 280000.00000000 PA USD 200048.58000000 0.006741827041 Long DBT US N 2 2031-11-15 Fixed 3.60000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 129404300.00000000 PA 6064097.73000000 0.204365849814 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 360000.00000000 PA USD 307893.60000000 0.010376306586 Long DBT CORP US N 2 2030-02-01 Fixed 4.30000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AG3 1550000.00000000 PA USD 1243599.78000000 0.041910493066 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 400793.00000000 NS USD 81565383.43000000 2.748830847115 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAX4 530000.00000000 PA USD 526167.58000000 0.017732346907 Long DBT CORP US N 2 2029-05-15 Fixed 6.37500000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 000000000 10000000.00000000 PA 492067.83000000 0.016583152963 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JAZ1 5000000.00000000 PA USD 3757204.30000000 0.126621351417 Long DBT CORP AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N ENBRIDGE GAS INC 5493008F8CJ4MIYYVW73 29260ZAC0 4695000.00000000 PA 3019095.56000000 0.101746386233 Long DBT CORP CA N 2 2030-04-01 Fixed 2.90000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 22445000.00000000 PA USD 15262600.00000000 0.514364107945 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AC1 350000.00000000 PA USD 332239.25000000 0.011196778101 Long DBT CORP US N 2 2026-02-15 Fixed 5.62500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 2710000.00000000 PA USD 2063450.75000000 0.069540248995 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 13130550000.00000000 PA 7581706.41000000 0.255510702913 Long DBT NUSS KR N 2 2030-12-10 Fixed 1.50000000 N N N N N N Jeld-Wen Inc 549300XWE6NM0N1HFW16 475795AD2 730000.00000000 PA USD 521950.00000000 0.017590210458 Long DBT CORP US N 2 2027-12-15 Fixed 4.87500000 N N N N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 354419.00000000 NS USD 64199457.66000000 2.163582664149 Long EC CORP US N 1 N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550AD3 975000.00000000 PA USD 982722.00000000 0.033118664243 Long DBT CORP US N 2 2028-03-15 Fixed 7.00000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -602219.10000000 -0.02029535532 N/A DFE AU N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 12179477.25000000 USD 18075000.00000000 AUD 2022-12-21 -602219.10000000 N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAW7 200000.00000000 PA USD 181903.33000000 0.006130314891 Long DBT CORP IT N 2 2026-01-15 Fixed 5.71000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -489249.17000000 -0.01648816144 N/A DFE GB N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 14318319.11000000 USD 12371000.00000000 GBP 2022-12-21 -489249.17000000 N N N 2020 CASH EXCH TRUST N/A 901375105 4292.00000000 NS USD 4828070.80000000 0.162710568981 Long EP CORP US N 2 N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAN8 75000.00000000 PA USD 67585.48000000 0.002277694831 Long DBT CORP US N 2 2027-04-01 Fixed 6.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBS0 165000.00000000 PA USD 141900.00000000 0.004782164697 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBE9 525000.00000000 PA USD 488622.75000000 0.016467050497 Long DBT CORP US N 2 2029-11-15 Fixed 7.25000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2C4 930000.00000000 PA USD 855330.60000000 0.028825453138 Long DBT CORP CH N 2 2025-04-09 Fixed 2.95000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 1140000.00000000 PA USD 900600.00000000 0.030351074889 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 200000.00000000 PA USD 148707.93000000 0.005011598401 Long DBT CORP IT N 2 2035-06-30 Fixed 5.45900000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 965000.00000000 PA USD 687562.50000000 0.023171508915 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAM4 1980000.00000000 PA USD 1552735.80000000 0.052328670386 Long DBT CORP CL N 2 2031-09-16 Fixed 3.45000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 160000.00000000 PA USD 120587.73000000 0.004063920968 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N DISH DBS CORP N/A 25470XBD6 2475000.00000000 PA USD 1454062.50000000 0.049003286511 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 1145000.00000000 PA USD 892538.50000000 0.030079394687 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 388128.00000000 NS USD 47114857.92000000 1.587815435442 Long EC CORP US N 1 N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBP4 1445000.00000000 PA USD 1213209.00000000 0.040886294932 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 20000.00000000 PA USD 20213.70000000 0.000681220877 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 89387YAC5 870000.00000000 PA USD 777353.70000000 0.026197557589 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 103290.00000000 NS USD 28425408.00000000 0.957963232273 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 85000.00000000 PA USD 66717.78000000 0.002248452517 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 36610000.00000000 PA 3156021.73000000 0.106360928138 Long DBT NUSS NO N 2 2028-04-26 Fixed 2.00000000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681LAL4 1450000.00000000 PA USD 1366455.41000000 0.046050844417 Long DBT CORP SG N 2 2025-04-29 Fixed 3.25000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FAZ1 421000.00000000 PA USD 282987.78000000 0.009536956810 Long DBT CORP US N 2 2033-08-01 Fixed 5.62500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780BT2 300000.00000000 PA USD 293976.43000000 0.009907284746 Long DBT NUSS ID N 2 2025-01-15 Fixed 4.12500000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 41750000.00000000 PA 3608256.74000000 0.121601677257 Long DBT NUSS NO N 2 2027-02-17 Fixed 1.75000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 545000.00000000 PA USD 381799.75000000 0.012867013996 Long DBT CORP PA N 2 2027-03-01 Fixed 5.75000000 N N N N N N DISH DBS Corp N/A 25470XAY1 1960000.00000000 PA USD 1503457.20000000 0.050667934789 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAZ1 1960000.00000000 PA USD 1641028.95000000 0.055304233353 Long DBT CORP CL N 2 2029-09-30 Fixed 3.00000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 8470000.00000000 PA USD 5574445.80000000 0.187864114974 Long DBT CORP US N 2 2025-12-15 None 0.00000000 N N N N Y DISH Network Corp USD XXXX N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 250000.00000000 PA 237424.49000000 0.008001430686 Long DBT CORP GB N 2 2024-11-19 Fixed 3.12500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCH1 3050000.00000000 PA USD 2601828.58000000 0.087684092918 Long DBT CORP JP N 2 2026-09-17 Fixed 1.40200000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAG5 10745000.00000000 PA USD 9992850.00000000 0.336768530661 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 116835000.00000000 PA 5274357.93000000 0.177750868898 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N EXPEDIA GROUP INC N/A 30212PBH7 3780000.00000000 PA USD 2932441.60000000 0.098826065525 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N Brookfield Finance I UK Plc 213800JCKNPJE9FDCJ76 11272BAA1 1735000.00000000 PA USD 1297546.97000000 0.043728564578 Long DBT CORP GB N 2 2032-01-30 Fixed 2.34000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 4675000.00000000 PA USD 3970524.25000000 0.133810436224 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 29459.07000000 0.000992798622 N/A DFE US N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 3040000.00000000 AUD 1976673.06000000 USD 2022-12-22 29459.07000000 N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAC5 1210000.00000000 PA USD 1034554.30000000 0.034865461955 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CC8 1495000.00000000 PA USD 1475565.00000000 0.049727941172 Long DBT NUSS XX N 2 2023-05-12 Fixed 2.37500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 405000.00000000 PA USD 351794.72000000 0.011855816003 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N WEIBO CORP 549300Q9ID4640FE0422 948596AD3 1270000.00000000 PA USD 1214246.49000000 0.040921259330 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 2235000.00000000 PA USD 1766807.53000000 0.059543090894 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 2237250.00000000 PA USD 2189775.56000000 0.073797515005 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 72455800.00000000 PA 3293906.61000000 0.111007779481 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BW2 400000.00000000 PA USD 396000.00000000 0.013345575900 Long DBT CORP MX N 2 2027-06-05 Fixed 7.37500000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 1050000.00000000 PA USD 790387.50000000 0.026636809021 Long DBT CORP GT N 2 2032-02-03 Fixed 5.12500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 1215000.00000000 PA USD 453779.50000000 0.015292799897 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 1026000.00000000 PA USD 870314.76000000 0.029330433553 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 3575000.00000000 PA 1858595.61000000 0.062636436319 Long DBT NUSS NZ N 2 2029-04-20 Fixed 3.00000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAC0 795000.00000000 PA USD 636429.30000000 0.021448271537 Long DBT CORP XX N 2 2031-12-01 Fixed 3.75000000 N N N N N N Ovintiv Inc N/A 012873AK1 115000.00000000 PA USD 119799.23000000 0.004037347769 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N KFW 549300GDPG70E3MBBU98 000000000 3790000.00000000 PA 341632.20000000 0.011513329432 Long DBT CORP DE N 2 2023-08-28 Fixed 1.25000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AT6 315000.00000000 PA USD 264001.50000000 0.008897101152 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 7585000.00000000 PA USD 4865777.50000000 0.163981320564 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 000000000 2980000.00000000 PA USD 2343658.76000000 0.078983524918 Long DBT CORP BR N 2 2030-01-24 Fixed 4.87500000 N N N N N N TEVA PHARM FIN CO LLC 5493006PITD7MU7WW480 88163VAD1 2750000.00000000 PA USD 2264857.43000000 0.076327845295 Long DBT CORP US N 2 2036-02-01 Fixed 6.15000000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 400000.00000000 PA USD 304596.70000000 0.010265197926 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AP6 1595000.00000000 PA USD 1336897.10000000 0.045054701312 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 2125000.00000000 PA USD 1717552.50000000 0.057883149627 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BH4 2175000.00000000 PA USD 1598809.64000000 0.053881402529 Long DBT CORP LR N 2 2026-07-01 Fixed 4.25000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAF5 315000.00000000 PA USD 251455.05000000 0.008474273877 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 762945.00000000 NS USD 80139742.80000000 2.700785404602 Long EC CORP US N 1 N N N BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 059520AC0 715000.00000000 PA USD 557521.25000000 0.018788995349 Long DBT CORP CL N 2 2031-12-09 Fixed 2.99000000 N N N N N N SK Telecom Co Ltd 9884003WEA1PHW006037 78440PAC2 140000.00000000 PA USD 148282.40000000 0.004997257636 Long DBT CORP KR N 2 2027-07-20 Fixed 6.62500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 240000.00000000 PA USD 227400.00000000 0.007663595858 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 89366LAD6 1120000.00000000 PA USD 1086400.00000000 0.036612711259 Long DBT CORP CL N 2 2025-01-14 Fixed 4.25000000 N N N N N N DISH DBS CORP N/A 25470XBE4 4115000.00000000 PA USD 3371200.83000000 0.113612668066 Long DBT CORP US N 2 2026-12-01 Fixed 5.25000000 N N N N N N LIVONGO HEALTH 54930061HKCVF1H2O156 539183AA1 5340000.00000000 PA USD 4483143.60000000 0.151086194921 Long DBT CORP US N 2 2025-06-01 Fixed 0.87500000 N N N N Y Teladoc Health Inc USD XXXX N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EW9 1370000.00000000 PA USD 1138840.63000000 0.038380010269 Long DBT CORP AU N 2 2028-11-20 Fixed 1.95300000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AV3 905000.00000000 PA USD 662726.98000000 0.022334528316 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AR6 90000.00000000 PA USD 61190.10000000 0.002062164454 Long DBT CORP US N 2 2032-02-01 Fixed 3.10000000 N N N N N N Ovintiv Inc N/A 698900AG2 30000.00000000 PA USD 30588.81000000 0.001030871933 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAB4 660000.00000000 PA USD 503949.60000000 0.016983579891 Long DBT CORP US N 2 2031-07-01 Fixed 4.87500000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 10700000.00000000 PA 5641415.44000000 0.190121055412 Long DBT NUSS NZ N 2 2024-05-15 Fixed 0.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 28570000.00000000 PA 6179745.34000000 0.208263284049 Long DBT NUSS MY N 2 2023-03-15 Fixed 3.48000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599AY2 44000.00000000 PA USD 44151.03000000 0.001487931621 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 26400000.00000000 PA 3387278.34000000 0.114154495414 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BK2 2060000.00000000 PA USD 1360713.51000000 0.045857336937 Long DBT CORP US N 2 2031-11-15 Fixed 5.00000000 N N N N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 000000000 620000.00000000 PA USD 539383.27000000 0.018177728205 Long DBT CORP MX N 2 2044-03-25 Fixed 6.87500000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 2990000.00000000 PA USD 2424528.03000000 0.081708896081 Long DBT CORP IM N 2 2028-11-01 Fixed 3.37500000 N N N N N N TERMINIX CO LLC/THE HZPA4EQ289DXC7NQGK91 817609AB6 420000.00000000 PA USD 473550.00000000 0.015959084514 Long DBT CORP US N 2 2027-08-15 Fixed 7.45000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 000000000 2580000.00000000 PA USD 2034699.17000000 0.068571293456 Long DBT CORP CL N 2 2030-03-06 Fixed 3.15000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAR4 1975000.00000000 PA USD 1306146.50000000 0.044018376902 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 1400000.00000000 PA 774305.83000000 0.026094841476 Long DBT CORP FR N 2 2041-10-24 Fixed 1.25000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBF5 2000000.00000000 PA USD 1934769.48000000 0.065203568046 Long DBT CORP JP N 2 2024-07-10 Fixed 1.24100000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LAH2 615000.00000000 PA 547599.02000000 0.018454606779 Long DBT CORP LU N 2 2027-03-07 Fixed 1.12500000 N N N N N N Nomura Research Institute Ltd 5299005F1HCVF4M4QN79 000000000 2267361.00000000 NS 55376278.76000000 1.866233159862 Long EC CORP JP N 2 N N N SIGMA ALIMENTOS SA 549300FW3RGHPHT21D10 000000000 100000.00000000 PA 94723.80000000 0.003192281976 Long DBT CORP MX N 2 2024-02-07 Fixed 2.62500000 N N N N N N FONTERRA COOPERATIVE GRP 549300NCQQ9E4O5JX172 000000000 5000000.00000000 PA 3233034.69000000 0.108956337994 Long DBT CORP NZ N 2 2024-02-26 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFG4 3095000.00000000 PA 1864617.91000000 0.062839393546 Long DBT CORP US N 2 2030-05-16 Fixed 2.50000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC -619126.83000000 -0.02086516187 N/A DFE JP N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 66819864.06000000 USD 9496840000.00000000 JPY 2022-12-21 -619126.83000000 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 6248825.00000000 NS 58078810.97000000 1.957311060704 Long EC CORP SE N 2 N N N United States Treasury 254900HROIFWPRGM1V77 91282CDV0 2910000.00000000 PA USD 2780073.04000000 0.093691100418 Long DBT UST US N 2 2024-01-31 Fixed 0.87500000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 8630000.00000000 PA USD 7892497.98000000 0.265984673839 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 000000000 11610000.00000000 PA 5836719.96000000 0.196703003128 Long DBT NUSS AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N AMER AIRLINE 17-1B PTT N/A 02378WAA7 286102.50000000 PA USD 260139.38000000 0.008766944041 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 4275000.00000000 PA USD 2012740.41000000 0.067831262400 Long DBT NUSS EC N 2 2030-07-31 Variable 5.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 205000.00000000 PA USD 79488.75000000 0.002678846329 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 50092000000.00000000 PA 3299838.26000000 0.111207681716 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 000000000 575000.00000000 PA USD 429755.00000000 0.014483151442 Long DBT CORP GB N 2 2030-10-14 Fixed 2.37500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAF8 20421000.00000000 PA USD 12203201.19000000 0.411259463929 Long DBT CORP NL N 2 2046-10-01 Fixed 4.10000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDT2 590000.00000000 PA USD 551832.90000000 0.018597292554 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Enel Chile SA 549300YM5CWCAUVOPB53 29278DAA3 525000.00000000 PA USD 485868.13000000 0.016374217188 Long DBT CORP CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 270460.00000000 NS USD 76902596.40000000 2.591690498077 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 4784161.00000000 PA USD 4463519.45000000 0.150424842438 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 89.00000000 NC USD -621812.38000000 -0.02095566745 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra 10-Year U.S. Treasury Notes Futures UXYZ2 Comdty 2022-12-20 11166921.76000000 USD -621812.38000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 4570000.00000000 PA USD 3749685.00000000 0.126367943869 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEG2 17750000.00000000 PA USD 17217500.00000000 0.580246093624 Long DBT UST US N 2 2024-03-31 Fixed 2.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 26970000.00000000 PA USD 18555360.00000000 0.625333245580 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N US AIRWAYS 2012-1A PTT N/A 90345WAA2 59536.65000000 PA USD 57655.20000000 0.001943034968 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 130.00000000 NC USD -1611329.59000000 -0.05430333672 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long Term U.S. Treasury Bond Futures WNZ2 COMDTY 2022-12-20 19421329.59000000 USD -1611329.59000000 N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 238968.54000000 PA USD 215924.35000000 0.007276855560 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 735000.00000000 PA USD 573643.38000000 0.019332326434 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N TRINIDAD GEN UNLTD N/A 89636DAA4 415000.00000000 PA USD 399437.50000000 0.013461422914 Long DBT CORP TT N 2 2027-11-04 Fixed 5.25000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 249862.42000000 0.008420600734 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 6003000.00000000 NZD 3610936.57000000 USD 2022-12-21 249862.42000000 N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 550000.00000000 PA USD 430897.50000000 0.014521654777 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 263348.00000000 NS USD 72668247.12000000 2.448988907907 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 91282CDM0 14775000.00000000 PA USD 14140713.83000000 0.476555479071 Long DBT UST US N 2 2023-11-30 Fixed 0.50000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 2510000.00000000 PA USD 1891991.92000000 0.063761923667 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAF8 1135000.00000000 PA USD 932391.15000000 0.031422466822 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N SYDNEY AIRPORT FINANCE 549300MJAANHLHOVTO40 87124VAE9 95000.00000000 PA USD 89101.76000000 0.003002813891 Long DBT CORP AU N 2 2025-04-30 Fixed 3.37500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CJ7 2200000.00000000 PA USD 2068520.54000000 0.069711105730 Long DBT CORP GB N 2 2026-03-30 Fixed 3.97100000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 645000.00000000 PA USD 517267.85000000 0.017432417558 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAE7 1395000.00000000 PA USD 1202287.57000000 0.040518232374 Long DBT CORP GB N 2 2030-07-18 Fixed 3.96000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 000000000 10000000.00000000 PA 304446.49000000 0.010260135707 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N CEZ AS 529900S5R9YHJHYKKG94 000000000 1120000.00000000 PA 980865.50000000 0.033056098431 Long DBT CORP CZ N 2 2028-06-05 Fixed 3.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 820000.00000000 PA USD 674450.00000000 0.022729605218 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3335000.00000000 PA 3188899.52000000 0.107468940870 Long DBT NUSS IT N 2 2025-11-15 Fixed 2.50000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 29878TDF8 3360000.00000000 PA 2338269.08000000 0.078801887586 Long DBT NUSS XX N 2 2024-07-30 Fixed 1.75000000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191AZ6 950000.00000000 PA USD 925547.00000000 0.031191812470 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74735KAA0 1770000.00000000 PA USD 1462020.00000000 0.049271461815 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DU3 2455000.00000000 PA USD 1843353.57000000 0.062122765102 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.00000000 N N N N N N ALBEMARLE CORP HDBLS2Q6GV1LSKQPBS54 012653AE1 1915000.00000000 PA USD 1774528.74000000 0.059803303000 Long DBT CORP US N 2 2032-06-01 Fixed 5.05000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AP8 500000.00000000 PA USD 387657.50000000 0.013064425731 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N N HEIMSTADEN BOSTAD TRESRY 549300ORG6UYMJBCV938 000000000 1900000.00000000 PA 1432696.04000000 0.048283216527 Long DBT CORP NL N 2 2028-07-24 Fixed 1.37500000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 170000.00000000 PA USD 122456.10000000 0.004126886810 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N BPR Trust N/A 05592CAQ9 875000.00000000 PA USD 813570.98000000 0.027418114304 Long ABS-MBS CORP US N 2 2023-12-15 Floating 9.79200000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 5315000.00000000 PA USD 4012825.00000000 0.135236011653 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N CPPIB Capital Inc 549300KW9NB55HTDK075 000000000 800000.00000000 PA 753642.85000000 0.025398479436 Long DBT NUSS CA N 2 2024-06-20 Fixed 0.37500000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAL6 2515000.00000000 PA USD 1967082.10000000 0.066292534012 Long DBT CORP AT N 2 2028-09-15 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BM3 86955000.00000000 PA 1721099.23000000 0.058002677795 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65558RAA7 1925000.00000000 PA USD 1845016.25000000 0.062178798997 Long DBT CORP FI N 2 2025-06-06 Fixed 3.60000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAB4 1250000.00000000 PA USD 1050212.50000000 0.035393158158 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N KT Corp 9884005ACF8449EANY26 48268KAE1 670000.00000000 PA USD 609493.33000000 0.020540503779 Long DBT CORP KR N 2 2026-07-18 Fixed 2.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 2665000.00000000 PA USD 2221966.78000000 0.074882389676 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AF3 490000.00000000 PA USD 415275.00000000 0.013995161697 Long DBT CORP US N 2 2027-11-15 Fixed 5.37500000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBK5 1660000.00000000 PA USD 1561502.72000000 0.052624123912 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAH0 1635000.00000000 PA USD 1327358.96000000 0.044733256940 Long DBT CORP DE N 2 2028-01-07 Fixed 2.55200000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 29082HAA0 1100000.00000000 PA USD 1046375.00000000 0.035263830766 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAG3 550000.00000000 PA USD 413600.00000000 0.013938712607 Long DBT CORP US N 2 2027-10-01 Fixed 0.25000000 N N N N Y Nutanix Inc USD XXXX N N N Ovintiv Inc N/A 292505AE4 230000.00000000 PA USD 225101.86000000 0.007586146358 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 000000000 1610000.00000000 PA USD 1491262.50000000 0.050256961823 Long DBT CORP AE N 2 2029-11-02 Fixed 3.65000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 N15516AD4 1785000.00000000 PA USD 1442637.00000000 0.048618236315 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 1485000.00000000 PA USD 1169053.73000000 0.039398220419 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 150000.00000000 PA USD 123051.32000000 0.004146946289 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284H0 7273220.20000000 PA USD 7164121.90000000 0.241437708536 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 2710000.00000000 PA USD 2440244.87000000 0.082238568509 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 325000.00000000 PA USD 197782.37000000 0.006665453612 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 20415193.94000000 PA USD 20415193.94000000 0.688011414796 Long RA CORP US N 2 Repurchase N 1.10000000 2022-10-03 21570900.00000000 USD 20823511.50000000 USD UST N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 238987.00000000 NS USD 70035140.35000000 2.360250710294 Long EC CORP US N 1 N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 332022.44000000 0.011189471398 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 34000000000.00000000 COP 7601587.39000000 USD 2022-12-21 332022.44000000 N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 1300000.00000000 PA USD 942916.00000000 0.031777164258 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 6900000.00000000 PA USD 5961462.00000000 0.200906928287 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N AMER AIRLINE 16-1 B PTT N/A 02376YAA5 1313306.06000000 PA USD 1244226.16000000 0.041931602667 Long DBT CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAE0 1555000.00000000 PA USD 1523900.00000000 0.051356876554 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3305000.00000000 PA 2963482.65000000 0.099872178375 Long DBT NUSS IT N 2 2028-02-01 Fixed 2.00000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAK4 1365000.00000000 PA USD 1116449.66000000 0.037625413326 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N AYDEM YENILENEBILIR ENER 9845009C50EDA74OA532 054644AA7 2045000.00000000 PA USD 1492850.00000000 0.050310462080 Long DBT CORP TR N 2 2027-02-02 Fixed 7.75000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 1115000.00000000 PA USD 983987.50000000 0.033161312795 Long DBT CORP US N 2 2029-02-01 Fixed 6.50000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AC2 2120000.00000000 PA USD 1908276.60000000 0.064310732841 Long DBT CORP US N 2 2025-12-15 Fixed 4.75000000 N N N N N N Credit Suisse International E58DKGMJYYYJLN8C3868 000000000 1.00000000 NC 1025102.08000000 0.034546913168 N/A DFE US N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 28930000.00000000 CAD 21975851.63000000 USD 2022-12-21 1025102.08000000 N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 2062903.50000000 PA USD 1978097.54000000 0.066663764797 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCC7 165000.00000000 PA USD 141289.50000000 0.004761590268 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 000000000 100000.00000000 PA 65817.81000000 0.002218122674 Long DBT CORP US N 2 2039-10-01 Fixed 1.50000000 N N N N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJA2 1220000.00000000 PA 811372.64000000 0.027344028159 Long DBT NUSS CA N 2 2026-12-15 Fixed 1.55000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 219904.00000000 NS USD 45025344.00000000 1.517396832878 Long EC CORP US N 1 N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BS0 730000.00000000 PA USD 685656.91000000 0.023107288723 Long DBT CORP US N 2 2027-06-08 Fixed 4.35000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 895000.00000000 PA USD 807821.59000000 0.027224354403 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 175000.00000000 PA USD 141124.12000000 0.004756016805 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAB7 12416000.00000000 PA USD 8999786.64000000 0.303301352769 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 950000.00000000 PA USD 612465.00000000 0.020640651879 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AU7 1725000.00000000 PA USD 1523148.59000000 0.051331553324 Long DBT CORP NL N 2 2026-07-01 Fixed 1.40000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 53329000.00000000 PA 9171518.03000000 0.309088863627 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 595000.00000000 PA USD 519137.50000000 0.017495426538 Long DBT CORP US N 2 2028-02-01 Fixed 5.37500000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 78410GAG9 1605000.00000000 PA USD 1290853.35000000 0.043502983230 Long DBT CORP US N 2 2029-02-01 Fixed 3.12500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 835000.00000000 PA USD 781489.03000000 0.026336922135 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 455000.00000000 PA USD 354920.48000000 0.011961157082 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBG5 28520000.00000000 PA USD 28189779.47000000 0.950022327143 Long DBT UST US N 2 2023-01-31 Fixed 0.12500000 N N N N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 21083.38000000 0.000710529919 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 19047379000.00000000 KRW 13375029.14000000 USD 2022-12-22 21083.38000000 N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAD5 730000.00000000 PA USD 709749.80000000 0.023919241986 Long DBT CORP MX N 2 2025-04-17 Fixed 5.37500000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBB1 810000.00000000 PA USD 758220.60000000 0.025552753957 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3F6 2410000.00000000 PA USD 2202956.90000000 0.074241738675 Long DBT CORP US N 2 2025-01-07 Fixed 1.71600000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 1845000.00000000 PA USD 2054038.50000000 0.069223047235 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 000000000 1420000.00000000 PA USD 1359161.52000000 0.045805033401 Long DBT CORP MU N 2 2024-11-11 Fixed 4.75500000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAH5 1195000.00000000 PA USD 862885.60000000 0.029080063809 Long DBT CORP IN N 2 2031-02-02 Fixed 3.10000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 39185000.00000000 PA 1673264.45000000 0.056390600302 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.00000000 N N N N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 000000000 10950000.00000000 PA 2608963.20000000 0.087924536385 Long DBT NUSS IL N 2 2030-03-31 Fixed 1.00000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAH9 870000.00000000 PA USD 687565.87000000 0.023171622487 Long DBT CORP US N 2 2029-06-15 Fixed 4.50000000 N N N N N N SUMMIT MATERIALS LLC/FIN N/A 86614RAN7 2785000.00000000 PA USD 2450800.00000000 0.082594286409 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAK3 1585000.00000000 PA USD 1398147.03000000 0.047118882094 Long DBT CORP US N 2 2026-09-27 Fixed 2.75000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AC4 800000.00000000 PA USD 769664.14000000 0.025938412117 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 6405000.00000000 PA USD 4080450.39000000 0.137515051489 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 975000.00000000 PA USD 772141.50000000 0.026021901501 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 000000000 980000000.00000000 PA 7358795.96000000 0.247998409151 Long DBT NUSS JP N 2 2028-03-10 Fixed 0.10000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 7073300000.00000000 PA 1305642.25000000 0.044001383199 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N BROOKFIELD RENEWABLE PAR 549300459XW8D7IBW569 11282ZAM0 2715000.00000000 PA 1878142.80000000 0.063295195177 Long DBT CORP CA N 2 2029-01-15 Fixed 4.25000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 000000000 3700000.00000000 PA 2551006.90000000 0.085971354060 Long DBT CORP ES N 2 2030-10-23 Fixed 1.75000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBG1 1210000.00000000 PA USD 1008535.00000000 0.033988586846 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131MAH6 1405000.00000000 PA USD 1283539.58000000 0.043256502239 Long DBT CORP HK N 2 2029-04-09 Fixed 3.60000000 N N N N N N UNITED AIR 2016-2 B PTT N/A 90933JAA9 313437.50000000 PA USD 272816.00000000 0.009194158169 Long DBT CORP US N 2 2025-10-07 Fixed 3.65000000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 000000000 2940000.00000000 PA USD 2365112.40000000 0.079706532950 Long DBT CORP IN N 2 2031-06-03 Fixed 3.25000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PAJ7 425000.00000000 PA USD 429193.48000000 0.014464227685 Long DBT NUSS DO N 2 2027-04-20 Fixed 8.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 3505000.00000000 PA USD 2367277.00000000 0.079779482025 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N TORONTO DOMINION BANK PT3QB789TSUIDF371261 89114TZN5 7170000.00000000 PA USD 6238048.63000000 0.210228160266 Long DBT CORP CA N 2 2027-01-12 Fixed 1.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 5320000.00000000 PA USD 3865312.50000000 0.130264700378 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2565000.00000000 PA 2576513.33000000 0.086830944963 Long DBT NUSS ES N 2 2023-10-31 Fixed 4.40000000 N N N N N N Province of Quebec 549300WN65YFEQH74Y36 74814ZFF5 2355000.00000000 PA 1546251.38000000 0.052110139277 Long DBT NUSS CA N 2 2029-09-01 Fixed 2.30000000 N N N N N N UNIFIN FINANCIERA SA DE 5493007GRMPGDJG93Z17 000000000 2195000.00000000 PA USD 274375.00000000 0.009246697949 Long DBT CORP MX N 2 2029-01-28 Fixed 9.87500000 N N N N N N OVINTIV INC N/A 012873AH8 130000.00000000 PA USD 140325.58000000 0.004729105249 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 740000.00000000 PA USD 675786.73000000 0.022774654288 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 000000000 2055000.00000000 PA 1924869.06000000 0.064869914494 Long DBT CORP DK N 2 2027-05-17 Fixed 2.12500000 N N N N N N SHRIRAM TRANSPORT FIN 335800TM2YO24B76XL26 825547AE2 2400000.00000000 PA USD 2130268.56000000 0.071792072618 Long DBT CORP IN N 2 2025-07-18 Fixed 4.15000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAS7 90000.00000000 PA USD 84306.73000000 0.002841216828 Long DBT CORP US N 2 2026-07-31 Fixed 6.62500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 29559900000.00000000 PA 5479577.61000000 0.184666966918 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 000000000 2690000.00000000 PA USD 2025789.99000000 0.068271045633 Long DBT CORP CL N 2 2030-01-28 Fixed 3.40000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 5840000.00000000 PA USD 4907410.40000000 0.165384388814 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 98310WAQ1 615000.00000000 PA USD 486119.27000000 0.016382680845 Long DBT CORP US N 2 2030-03-01 Fixed 4.62500000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 790000.00000000 PA USD 582605.34000000 0.019634352993 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 3950000.00000000 PA USD 3570241.47000000 0.120320526572 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 142041.00000000 NS USD 51083625.24000000 1.721566661458 Long EC CORP US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 1455000.00000000 PA USD 1068185.05000000 0.035998850154 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N SHAW COMMUNICATIONS INC 549300SCT0RG6178CI40 82028KAZ4 2960000.00000000 PA 1870048.87000000 0.063022422053 Long DBT CORP CA N 2 2029-12-10 Fixed 3.30000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 360000.00000000 PA USD 335893.14000000 0.011319917662 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AE7 610000.00000000 PA USD 492575.00000000 0.016600245074 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 000000000 1515000.00000000 PA USD 1210242.60000000 0.040786324436 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 12500000.00000000 PA USD 9670250.00000000 0.325896604435 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N ONTARIO POWER GENERATION YDHER8SKF7V7YW8KZB55 68321ZAD3 4670000.00000000 PA 3025771.89000000 0.101971384891 Long DBT CORP CA N 2 2029-09-13 Fixed 2.97700000 N N N N N N Vinci SA 213800WFQ334R8UXUG83 000000000 495519.00000000 NS 40068022.23000000 1.350330383516 Long EC CORP FR N 2 N N N KOREA EAST-WEST POWER CO 549300VDRGYGX9NBTB52 5006EPAK7 1515000.00000000 PA USD 1391982.00000000 0.046911114731 Long DBT CORP KR N 2 2025-05-06 Fixed 1.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 2160000.00000000 PA USD 1697471.64000000 0.057206405584 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 2255000.00000000 PA USD 1518623.95000000 0.051179068661 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 38000000.00000000 PA 2868042.32000000 0.096655748658 Long DBT NUSS SE N 2 2031-05-12 Fixed 0.12500000 N N N N N N TWITTER INC 549300I8RX485XMK6836 90184LAN2 200000.00000000 PA USD 183084.84000000 0.006170132900 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Twitter Inc USD XXXX N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29251ZBS5 4770000.00000000 PA 2987763.49000000 0.100690465732 Long DBT CORP CA N 2 2029-10-03 Fixed 2.99000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154CQ0 765000.00000000 PA USD 764204.40000000 0.025754413697 Long DBT NUSS KR N 2 2022-11-01 Fixed 3.00000000 N N N N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 45580KAJ7 905000.00000000 PA USD 903696.80000000 0.030455439989 Long DBT CORP CN N 2 2022-11-08 Fixed 2.95700000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAC1 2765000.00000000 PA USD 2044472.38000000 0.068900659910 Long DBT CORP KR N 2 2031-01-19 Fixed 2.37500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 860000.00000000 PA USD 808271.00000000 0.027239499947 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 000000000 196000.00000000 PA 127413.18000000 0.004293945112 Long DBT NUSS MX N 2 2115-03-15 Fixed 4.00000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 2075000.00000000 PA USD 1766177.75000000 0.059521866710 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBR9 1015000.00000000 PA USD 959583.82000000 0.032338885614 Long DBT CORP FR N 2 2025-11-24 Fixed 4.75000000 N N N N N N GAIF BOND ISSUER P/L 2138007UNQRHCRSBNZ86 361435AA8 670000.00000000 PA USD 621649.58000000 0.020950180943 Long DBT CORP AU N 2 2026-09-30 Fixed 3.40000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 8160000.00000000 PA USD 9314640.00000000 0.313912209874 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N BIOMARIN PHARMACEUTICAL NSLL8ITTRR0J5HEMR848 09061GAK7 14785000.00000000 PA USD 14682983.50000000 0.494830481697 Long DBT CORP US N 2 2027-05-15 Fixed 1.25000000 N N N N N BioMarin Pharmaceutical Inc USD XXXX N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AG8 345000.00000000 PA USD 276862.50000000 0.009330529060 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CA6 2685000.00000000 PA USD 2386053.63000000 0.080412272280 Long DBT NUSS BR N 2 2029-05-30 Fixed 4.50000000 N N N N N N Aptiv PLC N/A 03835VAE6 260000.00000000 PA 210523.97000000 0.007094857627 Long DBT CORP JE N 2 2028-09-15 Fixed 1.60000000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 90014TAG6 2250000.00000000 PA USD 1878750.00000000 0.063315658393 Long DBT CORP TR N 2 2026-03-02 Fixed 5.37500000 N N N N N N SHRIRAM TRANSPORT FIN 335800TM2YO24B76XL26 000000000 2420000.00000000 PA USD 2250600.00000000 0.075847356370 Long DBT CORP IN N 2 2024-03-13 Fixed 4.40000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAB4 1190000.00000000 PA USD 1092942.18000000 0.036833188935 Long DBT CORP GB N 2 2024-08-12 Fixed 0.80000000 N N N N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 04433LAA0 1300000.00000000 PA USD 1004789.50000000 0.033862359941 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 30000.00000000 PA USD 29550.00000000 0.000995863050 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N OVINTIV INC N/A 292505AG9 45000.00000000 PA USD 43695.01000000 0.001472563314 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 270000.00000000 PA USD 250902.90000000 0.008455665898 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 150000.00000000 PA USD 107113.34000000 0.003609821234 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 170718400.00000000 PA 7438471.82000000 0.250683561265 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288AA5 775000.00000000 PA USD 631237.50000000 0.021273302948 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 30000.00000000 PA USD 27751.43000000 0.000935249533 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 435000.00000000 PA USD 359957.98000000 0.012130925614 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAH3 1295000.00000000 PA USD 1170356.25000000 0.039442116579 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.12500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 1400000.00000000 PA USD 1077631.17000000 0.036317193364 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 80000.00000000 PA USD 51672.00000000 0.001741395449 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 000000000 375000.00000000 PA 375464.43000000 0.012653507698 Long DBT NUSS IE N 2 2024-03-18 Fixed 3.40000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBB4 2385000.00000000 PA USD 1941197.46000000 0.065420197073 Long DBT CORP JP N 2 2029-01-22 Fixed 2.71000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709AD4 5000000.00000000 PA USD 4748697.65000000 0.160035618482 Long DBT NUSS CA N 2 2024-09-27 Fixed 1.75000000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 46500000.00000000 PA 3712381.32000000 0.125110774443 Long DBT NUSS NO N 2 2030-08-19 Fixed 1.37500000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAA9 1010000.00000000 PA USD 999591.39000000 0.033687178700 Long DBT CORP US N 2 2023-08-15 Fixed 6.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CY4 3975000.00000000 PA 2780269.84000000 0.093697732764 Long DBT CORP US N 2 2024-08-19 Fixed 2.51300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 25000.00000000 PA USD 17656.33000000 0.000595035081 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PDZ8 995000.00000000 PA USD 904962.45000000 0.030498093595 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAT9 920000.00000000 PA USD 827847.84000000 0.027899258038 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAR6 955000.00000000 PA USD 794823.75000000 0.026786314857 Long DBT CORP GB N 2 2028-01-11 Fixed 2.46900000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 115000.00000000 PA USD 93006.25000000 0.003134398910 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAA7 1250000.00000000 PA USD 1227450.15000000 0.041366235205 Long DBT CORP IE N 2 2023-11-25 Fixed 4.50000000 N N N N N N SHIMAO GROUP HOLDINGS LT 254900WTJ6B5CU69ZD26 000000000 2750000.00000000 PA USD 311850.00000000 0.010509641022 Long DBT CORP KY N 2 2031-01-11 Fixed 3.45000000 Y N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 790000.00000000 PA USD 622188.20000000 0.020968332948 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 63783600.00000000 PA 2856208.04000000 0.096256922188 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 500000.00000000 PA 477353.00000000 0.016087249224 Long DBT CORP ES N 2 2028-07-14 Fixed 2.75000000 N N N N N N EDP FINANCE BV 5299007L43AQDFOW5739 26835PAH3 3590000.00000000 PA USD 2919890.60000000 0.098403084911 Long DBT CORP NL N 2 2028-01-24 Fixed 1.71000000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50066PAS9 2400000.00000000 PA USD 2096208.00000000 0.070644199414 Long DBT NUSS KR N 2 2027-04-18 Fixed 2.12500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBC3 1020000.00000000 PA USD 961707.00000000 0.032410438795 Long DBT CORP US N 2 2028-05-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAQ2 190000.00000000 PA USD 186266.50000000 0.006277357862 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBU4 1170000.00000000 PA USD 1148519.53000000 0.038706198387 Long DBT UST US N 2 2023-03-31 Fixed 0.12500000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAW1 315000.00000000 PA USD 236279.65000000 0.007962848492 Long DBT CORP BM N 2 2026-06-15 Fixed 5.25000000 N N N N N N Avon Products Inc 5493007RY69UEB1F1B45 054303AZ5 95000.00000000 PA USD 91699.70000000 0.003090366935 Long DBT CORP US N 2 2043-03-15 Fixed 8.45000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 349792.00000000 NS USD 90347775.68000000 3.044805802581 Long EC CORP US N 1 N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 80000.00000000 PA USD 76135.20000000 0.002565828510 Long DBT CORP US N 2 2030-06-15 Fixed 6.00000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBC0 800000.00000000 PA USD 614126.42000000 0.020696643310 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N Dassault Systemes SE 96950065LBWY0APQIM86 000000000 533571.00000000 NS 18421568.64000000 0.620824349748 Long EC CORP FR N 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 3638000.00000000 NS 48223112.36000000 1.625164662075 Long EC CORP TW N 2 N N N HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 174683.90000000 0.005887013247 N/A DFE US N 2 HSBC Bank USA N.A. 1IE8VN30JCEQV1H4R804 18075000.00000000 AUD 11751942.05000000 USD 2022-12-21 174683.90000000 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAP4 275000.00000000 PA USD 273307.38000000 0.009210718141 Long DBT CORP US N 2 2025-10-01 Fixed 5.67800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 635000.00000000 PA USD 411008.50000000 0.013851376597 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 160000.00000000 PA USD 156754.52000000 0.005282776122 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAA9 950000.00000000 PA USD 945316.50000000 0.031858063386 Long DBT CORP TH N 2 2023-01-23 Fixed 3.62500000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAD5 1060000.00000000 PA USD 940463.80000000 0.031694522790 Long DBT CORP KR N 2 2027-02-14 Fixed 2.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAC4 140000.00000000 PA USD 139778.80000000 0.004710678244 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAH0 4500000.00000000 PA USD 3831067.53000000 0.129110612382 Long DBT CORP FR N 2 2027-01-26 Fixed 1.24700000 N N N N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 120000.00000000 PA USD 115980.00000000 0.003908636093 Long DBT CORP US N 2 2026-09-01 Fixed 1.37500000 N N N N Y Zillow Group Inc USD XXXX N N N ROCKETMTGE CO-ISSUER INC N/A 74841CAA9 130000.00000000 PA USD 100054.50000000 0.003371931626 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N TRI POINTE GROUP / HOMES N/A 962178AN9 5000.00000000 PA USD 4901.00000000 0.000165168352 Long DBT CORP US N 2 2024-06-15 Fixed 5.87500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CJ4 1060000.00000000 PA USD 887559.20000000 0.029911587551 Long DBT NUSS PH N 2 2030-05-05 Fixed 2.45700000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BZ2 1085000.00000000 PA USD 1006858.52000000 0.033932087879 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 000000000 6794000.00000000 PA USD 5229002.10000000 0.176222334373 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 1400000.00000000 PA USD 1324534.08000000 0.044638055803 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460CAJ3 770000.00000000 PA USD 727334.30000000 0.024511856328 Long DBT CORP KR N 2 2026-03-24 Fixed 3.87500000 N N N N N N BELL CANADA 549300JYAVAQRV5MNZ86 07813ZBY9 2835000.00000000 PA 1921400.80000000 0.064753030839 Long DBT CORP CA N 2 2027-09-29 Fixed 3.60000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 1175000.00000000 PA USD 1145179.52000000 0.038593636879 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 200000.00000000 PA USD 185622.97000000 0.006255670290 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 1035000.00000000 PA 1123719.36000000 0.037870409116 Long DBT NUSS GB N 2 2024-09-07 Fixed 2.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 830000.00000000 PA USD 685347.60000000 0.023096864682 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DE2 50000.00000000 PA USD 53375.00000000 0.001798788165 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AG2 165000.00000000 PA USD 137248.65000000 0.004625409787 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 000000000 1240000.00000000 PA USD 1077882.40000000 0.036325660054 Long DBT CORP MX N 2 2027-10-04 Fixed 4.00000000 N N N N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 42095.00000000 NS USD 45636031.40000000 1.537977577950 Long EC CORP US N 1 N N N MTN MAURITIUS INVSTMENTS 2549009PQD415OQIR074 55377XAA4 930000.00000000 PA USD 890155.08000000 0.029999071171 Long DBT CORP MU N 2 2024-11-11 Fixed 4.75500000 N N N N N N IRISH TSY 0% 2031 549300KXBEJAOJ9OVF93 000000000 3710000.00000000 PA 2878173.70000000 0.096997185781 Long DBT NUSS IE N 2 2031-10-18 None 0.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 4500000000.00000000 PA 3048658.00000000 0.102742668523 Long DBT NUSS KR N 2 2023-12-10 Fixed 0.87500000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 2061000.00000000 NS 17159685.96000000 0.578297705596 Long EC CORP HK N 2 N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAA1 665000.00000000 PA USD 551575.88000000 0.018588630736 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 1575000.00000000 PA USD 1226578.50000000 0.041336859773 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCH9 1675000.00000000 PA USD 1505357.68000000 0.050731982769 Long DBT CORP CA N 2 2025-06-12 Fixed 1.15000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABL0 1395000.00000000 PA USD 1397982.79000000 0.047113347051 Long DBT CORP US N 2 2030-04-08 Fixed 6.37500000 N N N N N N AMER AIRLINE 17-2B PTT N/A 02377DAA0 375212.37000000 PA USD 327665.08000000 0.011042624230 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 3010000.00000000 PA 1949294.25000000 0.065693066582 Long DBT NUSS AU N 2 2023-04-21 Fixed 5.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 2310000.00000000 PA USD 2082238.34000000 0.070173408612 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 1005000.00000000 PA USD 788301.38000000 0.026566504797 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 855000.00000000 PA USD 764156.25000000 0.025752790996 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAB6 650000.00000000 PA USD 542594.00000000 0.018285932854 Long DBT CORP BR N 2 2030-02-04 Fixed 4.62500000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AW4 60000.00000000 PA USD 63651.06000000 0.002145101142 Long DBT US N 2 2027-10-01 Fixed 6.95000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAR4 205000.00000000 PA USD 193276.46000000 0.006513600168 Long DBT CORP FR N 2 2026-05-12 Fixed 4.37500000 N N N N N N AIR CANADA 2015-2A PTT N/A 009088AB1 351781.65000000 PA USD 286272.87000000 0.009647667462 Long DBT CORP CA N 2 2027-12-15 Fixed 4.12500000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 860000.00000000 PA USD 811952.77000000 0.027363579091 Long DBT CORP US N 2 2024-04-29 Fixed 1.62500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 7660000.00000000 PA USD 2820488.60000000 0.095053143154 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC N/A 199889.89000000 0.006736479037 N/A DFE XX N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 30959000.00000000 NOK 3091684.18000000 EUR 2022-12-21 199889.89000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 1865000.00000000 PA USD 1454700.00000000 0.049024770866 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DL6 575000.00000000 PA USD 487536.27000000 0.016430435090 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAG0 640000.00000000 PA USD 602257.80000000 0.020296659550 Long DBT US N 2 2025-06-15 Fixed 4.62500000 N N N N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 1340000.00000000 PA USD 1054280.38000000 0.035530249576 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N Turk Telekomunikasyon AS 789000A2TXOI10JZLF90 000000000 2830000.00000000 PA USD 2479476.20000000 0.083560701570 Long DBT CORP TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N AIR CANADA 2017-1AA PTT N/A 00908PAA5 711704.00000000 PA USD 609261.33000000 0.020532685159 Long DBT CORP CA N 2 2030-01-15 Fixed 3.30000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AV9 1565000.00000000 PA USD 1208039.51000000 0.040712078212 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 280316.00000000 NS USD 85594490.60000000 2.884615583353 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 280000.00000000 PA USD 273218.40000000 0.009207719431 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAL3 1170000.00000000 PA USD 1164168.33000000 0.039233577801 Long DBT CORP US N 2 2023-03-15 Fixed 5.62500000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 475000.00000000 PA USD 389500.00000000 0.013126519730 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAF2 2790000.00000000 PA USD 2092048.52000000 0.070504020990 Long DBT NUSS IN N 2 2031-01-13 Fixed 2.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 475000.00000000 PA USD 383562.50000000 0.012926420344 Long DBT CORP US N 2 2050-02-01 Fixed 5.50000000 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 10055000.00000000 PA 6657827.68000000 0.224375112724 Long DBT NUSS SG N 2 2026-06-01 Fixed 2.12500000 N N N N N N SPOTIFY USA INC N/A 84921RAB6 655000.00000000 PA USD 514175.00000000 0.017328185577 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 411482.00000000 NS USD 42999869.00000000 1.449136402706 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 2805000.00000000 PA USD 2488078.93000000 0.083850621737 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 820370.00000000 NS USD 92701810.00000000 3.124138993720 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CE0 245000.00000000 PA 149989.97000000 0.005054804366 Long DBT CORP US N 2 2049-10-01 Fixed 1.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 510000.00000000 PA USD 420729.60000000 0.014178986895 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAU0 310000.00000000 PA USD 291400.00000000 0.009820456609 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N ArcelorMittal 2EULGUTUI56JI9SAL165 03938LAS3 920000.00000000 PA USD 842199.66000000 0.028382927995 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BZ9 1180000.00000000 PA USD 1033101.80000000 0.034816511326 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAQ1 1375000.00000000 PA USD 1233403.04000000 0.041566853249 Long DBT CORP US N 2 2027-02-14 Fixed 2.00000000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 000000000 975000.00000000 PA USD 900656.25000000 0.030352970568 Long DBT CORP GB N 2 2032-05-13 Fixed 5.62500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AQ8 130000.00000000 PA USD 101028.23000000 0.003404747251 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 4007000.00000000 PA USD 1506833.47000000 0.050781718292 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 2790000.00000000 PA USD 2231931.76000000 0.075218218961 Long DBT CORP NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AG6 3180000.00000000 PA USD 2996008.67000000 0.100968336124 Long DBT CORP US N 2 2029-04-22 Fixed 4.12500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 1125000.00000000 PA USD 1084738.04000000 0.036556701630 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBE3 2465000.00000000 PA USD 2158419.42000000 0.072740783322 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBC6 2330000.00000000 PA USD 1660799.91000000 0.055970533472 Long DBT CORP US N 2 2031-11-15 Fixed 3.20000000 N N N N N N JETBLUE AIRWAYS CORP 54930070J9H97ZO93T57 477143AP6 305000.00000000 PA USD 216550.00000000 0.007297940558 Long DBT CORP US N 2 2026-04-01 Fixed 0.50000000 N N N N N JetBlue Airways Corp USD XXXX N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 89388AAA0 1050000.00000000 PA USD 985845.00000000 0.033223912308 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N LG Chem Ltd 988400IES4EIG7O06940 501955AA6 1180000.00000000 PA USD 1135408.30000000 0.038264337490 Long DBT CORP KR N 2 2024-10-15 Fixed 3.25000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 6965000.00000000 PA 5628759.96000000 0.189694553723 Long DBT NUSS IT N 2 2030-04-01 Fixed 1.35000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Z3 945000.00000000 PA USD 803637.45000000 0.027083344913 Long DBT CORP US N 2 2026-06-29 Fixed 1.60800000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AC5 1925000.00000000 PA USD 1530685.21000000 0.051585544572 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 320000.00000000 PA USD 301442.55000000 0.010158900077 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 165000.00000000 PA USD 148089.15000000 0.004990744927 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 2435000.00000000 PA USD 1075101.20000000 0.036231930974 Long DBT CORP KY N 2 2024-01-27 Fixed 8.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABF3 835000.00000000 PA USD 778081.52000000 0.026222085813 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AA5 255000.00000000 PA USD 190249.33000000 0.006411583014 Long DBT CORP US N 2 2032-03-15 Fixed 3.05000000 N N N N N N Halma PLC 2138007FRGLUR9KGBT40 000000000 704176.00000000 NS 15838579.70000000 0.533775170581 Long EC CORP GB N 2 N N N AMER AIRLINE 16-3 B PTT N/A 023771S41 1053979.85000000 PA USD 912483.06000000 0.030751545291 Long DBT CORP US N 2 2025-10-15 Fixed 3.75000000 N N N N N N GO DADDY OPCO/FINCO N/A 38016LAC9 855000.00000000 PA USD 699287.40000000 0.023566649174 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 00131LAB1 355000.00000000 PA USD 341186.23000000 0.011498299820 Long DBT CORP HK N 2 2025-03-11 Fixed 3.20000000 N N N N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 000000000 1530000.00000000 PA 1243650.94000000 0.041912217207 Long DBT US N 2 2028-02-06 Fixed 0.37500000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087H98 1920000.00000000 PA 1365620.59000000 0.046022710191 Long DBT NUSS CA N 2 2023-09-01 Fixed 2.00000000 N N N N N N 2022-10-27 LOOMIS SAYLES FUNDS II John Sgroi John Sgroi Assistant Treasurer