0001752724-23-120103.txt : 20230526
0001752724-23-120103.hdr.sgml : 20230526
20230526110043
ACCESSION NUMBER: 0001752724-23-120103
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230526
DATE AS OF CHANGE: 20230526
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II
CENTRAL INDEX KEY: 0000872649
IRS NUMBER: 043113285
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06241
FILM NUMBER: 23964484
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006698
Loomis Sayles Global Allocation Fund
C000018226
Class Y
LSWWX
C000027670
Class A
LGMAX
C000027671
Class C
LGMCX
C000182249
Class N
LGMNX
NPORT-P
1
primary_doc.xml
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
617-449-2139
Loomis Sayles Global Allocation Fund
S000006698
549300FX8N6EEUB2RZ68
2023-09-30
2023-03-31
N
2803386702.98
5411337.70
2797975365.28
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
11068741.21000000
CAD
EUR
USD
N
Fund's Securities Portfolio
N/A
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
765000.00000000
PA
USD
703019.70000000
0.025126014643
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
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
470000.00000000
PA
USD
417447.09000000
0.014919612773
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN23
000000000
402.00000000
NC
USD
2039268.26000000
0.072883710318
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM3 Comdty
2023-06-21
50685544.24000000
USD
2039268.26000000
N
N
N
SIGMA FINANCE NL
549300K5R8C331KIC659
Sigma Finance Netherlands BV
000000000
2090000.00000000
PA
USD
2035660.00000000
0.072754750640
Long
DBT
CORP
NL
N
2
2028-03-27
Fixed
4.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
690000.00000000
PA
USD
522894.11000000
0.018688302852
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254063AU4
8000.00000000
PA
USD
8261.12000000
0.000295253493
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
88376.00000000
NS
81121064.41000000
2.899277292310
Long
EC
CORP
FR
N
2
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
115000.00000000
PA
USD
102358.73000000
0.003658314196
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
386976.00000000
NS
USD
77310065.28000000
2.763071692457
Long
EC
CORP
US
N
1
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
74730DAC7
1600000.00000000
PA
USD
1358000.00000000
0.048535094942
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
60583.00000000
NS
USD
40537296.96000000
1.448808215505
Long
EC
CORP
US
N
1
N
N
N
TURKCELL ILETISIM HIZMET
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
2875000.00000000
PA
USD
2539280.50000000
0.090754212188
Long
DBT
CORP
TR
N
2
2028-04-11
Fixed
5.80000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
665000.00000000
PA
USD
588550.37000000
0.021034866042
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
525000.00000000
PA
USD
502544.70000000
0.017961012317
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
256452.00000000
NS
USD
73296546.12000000
2.619628000644
Long
EC
CORP
IE
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
810000.00000000
PA
USD
774873.43000000
0.027694076210
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
80000.00000000
PA
USD
80896.80000000
0.002891262053
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
2000000.00000000
PA
USD
1745603.08000000
0.062388078953
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
1395000.00000000
PA
USD
1062716.64000000
0.037981629616
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
7265000.00000000
PA
USD
6055522.80000000
0.216425164965
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
2480000.00000000
PA
USD
1965400.00000000
0.070243649189
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
770000.00000000
PA
769403.76000000
0.027498589499
Long
DBT
CORP
MX
N
2
2028-03-10
Fixed
2.12500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AZ1
750000.00000000
PA
USD
772410.00000000
0.027606032904
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
NETWORK RAIL INFRA FIN
213800H88F5EE4B1D697
Network Rail Infrastructure Finance PLC
000000000
235000.00000000
PA
290248.93000000
0.010373534149
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
4.75000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
830000.00000000
PA
USD
765757.04000000
0.027368255257
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-298388.87000000
-0.01066445665
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
20465000.00000000
CAD
14863238.60000000
USD
2023-06-21
-298388.87000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
3280000.00000000
PA
USD
2895862.80000000
0.103498509527
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
FRAPORT AG
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
000000000
3220000.00000000
PA
3089451.72000000
0.110417402466
Long
DBT
CORP
DE
N
2
2028-03-31
Fixed
1.87500000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
10700000.00000000
PA
6577273.18000000
0.235072590760
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
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
3810000.00000000
PA
USD
2979877.20000000
0.106501195006
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
745000.00000000
PA
USD
655674.50000000
0.023433891096
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
Willow No 2 Ireland PLC for Zurich Insurance Co Ltd
000000000
340000.00000000
PA
USD
311015.00000000
0.011115716166
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
GLP Capital LP / GLP Financing II Inc
361841AR0
460000.00000000
PA
USD
373225.60000000
0.013339131024
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
1155000.00000000
PA
USD
979305.15000000
0.035000492218
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
000000000
700000.00000000
PA
689238.29000000
0.024633465274
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
1.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
2375000.00000000
PA
USD
2132666.35000000
0.076221770086
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34100000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AD2
700000.00000000
PA
USD
635250.00000000
0.022703916835
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FZ2
2865000.00000000
PA
1922549.61000000
0.068712170730
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.97800000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
2000000.00000000
PA
USD
1830313.30000000
0.065415633129
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BX5
1975000.00000000
PA
USD
1886508.15000000
0.067424044307
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
2.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
127722.00000000
NS
USD
60360139.98000000
2.157279178687
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
6678000.00000000
PA
USD
5865688.08000000
0.209640447617
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
132384.00000000
NS
90212806.34000000
3.224217320118
Long
EC
CORP
NL
N
2
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
435000.00000000
PA
USD
365574.50000000
0.013065679724
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
345000.00000000
PA
USD
282537.53000000
0.010097927719
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AU3
230000.00000000
PA
USD
330510.00000000
0.011812469977
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
1075000.00000000
PA
USD
681154.94000000
0.024344565304
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAA4
575000.00000000
PA
USD
555944.95000000
0.019869544131
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
5.30000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2355000.00000000
PA
USD
2480215.35000000
0.088643216118
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
43840000000.00000000
PA
2986891.46000000
0.106751885562
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
4510000.00000000
PA
USD
3580263.50000000
0.127959078711
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
50000.00000000
PA
USD
50599.00000000
0.001808414778
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
370000.00000000
PA
USD
146971.36000000
0.005252775339
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
90000.00000000
PA
USD
69115.70000000
0.002470204021
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
1420000.00000000
PA
USD
1178258.62000000
0.042111114866
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
Institutional Mortgage Securities Canada Inc
N/A
Institutional Mortgage Securities Canada Inc
45779BCM9
156798.30000000
PA
113543.43000000
0.004058056815
Long
ABS-MBS
CORP
CA
N
2
2047-07-12
Fixed
2.61600000
N
N
N
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
1490000.00000000
PA
1124679.47000000
0.040196189142
Long
DBT
CORP
LU
N
2
2030-01-17
Fixed
1.62500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBU2
2020000.00000000
PA
USD
1590513.86000000
0.056845170251
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
4795000.00000000
PA
USD
4698960.80000000
0.167941464328
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
14290000.00000000
PA
USD
11021778.40000000
0.393919779879
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AV6
1410000.00000000
PA
USD
1258118.82000000
0.044965328702
Long
DBT
CORP
FR
N
2
2038-09-21
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
1420000.00000000
PA
USD
1375425.90000000
0.049157898853
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55607PAF2
4000000.00000000
PA
USD
3514991.08000000
0.125626234012
Long
DBT
CORP
AU
N
2
2027-09-23
Fixed
1.62900000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
3560000.00000000
PA
USD
3289867.20000000
0.117580277540
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
7770000.00000000
PA
USD
6682200.00000000
0.238822688824
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
870000.00000000
PA
USD
841968.60000000
0.030092066229
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
13355.93000000
0.000477342658
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30959000.00000000
NOK
2736465.28000000
EUR
2023-06-21
13355.93000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
130000.00000000
PA
USD
130403.00000000
0.004660620018
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
2536000.00000000
PA
USD
1760618.00000000
0.062924714128
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
985000.00000000
PA
USD
932795.00000000
0.033338213465
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
109862.00000000
NS
USD
54587131.94000000
1.950951127639
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
1000000.00000000
PA
USD
1010955.09000000
0.036131665151
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
6310000.00000000
PA
3211723.72000000
0.114787419498
Long
DBT
NUSS
NZ
N
2
2031-05-15
Fixed
1.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
305000.00000000
PA
USD
220670.15000000
0.007886779588
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-71872.08000000
-0.00256871739
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6003000.00000000
NZD
3681741.95000000
USD
2023-06-21
-71872.08000000
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WBA3
625000.00000000
PA
USD
542193.74000000
0.019378074114
Long
DBT
CORP
KY
N
2
2031-04-22
Fixed
2.88000000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31430WDW1
2965000.00000000
PA
2079668.33000000
0.074327614024
Long
DBT
CORP
CA
N
2
2030-05-26
Fixed
2.85600000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
940000.00000000
PA
811433.58000000
0.029000740680
Long
DBT
CORP
LU
N
2
2031-09-18
Fixed
0.75000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AK4
795000.00000000
PA
USD
789951.75000000
0.028232977309
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
274485.00000000
NS
USD
33662840.40000000
1.203114252459
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
1905000.00000000
PA
1431209.00000000
0.051151594033
Long
DBT
CORP
LU
N
2
2030-04-20
Fixed
1.62500000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
16500000.00000000
PA
1510779.58000000
0.053995456813
Long
DBT
NUSS
NO
N
2
2026-02-19
Fixed
1.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
2185000.00000000
PA
USD
1756674.45000000
0.062783771143
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
INVERSIONES CMPC CI
549300G475ACIABB4385
Inversiones CMPC SA/Cayman Islands Branch
46128MAF8
800000.00000000
PA
USD
797760.00000000
0.028512045170
Long
DBT
CORP
CL
N
2
2023-05-15
Fixed
4.37500000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
1010000.00000000
PA
USD
27775.00000000
0.000992682078
Long
DBT
CORP
MX
N
2
2023-09-27
None
0.00000000
Y
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
860000.00000000
PA
USD
758806.53000000
0.027119843134
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.87500000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAE4
3220000.00000000
PA
USD
2745887.20000000
0.098138362262
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
575000.00000000
PA
USD
458263.50000000
0.016378396525
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
12970000.00000000
PA
2827559.16000000
0.101057328634
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
1415000.00000000
PA
USD
1405163.16000000
0.050220712356
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2023 Term Loan B
90351JAH7
490000.00000000
PA
USD
488623.10000000
0.017463452540
Long
LON
CORP
US
N
2
2030-02-28
None
0.00000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAG5
3660000.00000000
PA
USD
3251902.31000000
0.116223407480
Long
DBT
CORP
NO
N
2
2027-05-25
Fixed
1.53500000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
835000.00000000
PA
USD
794871.00000000
0.028408791938
Long
DBT
CORP
MX
N
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
1525000.00000000
PA
1466592.20000000
0.052416194159
Long
DBT
CORP
CZ
N
2
2026-12-02
Fixed
0.87500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
4600000.00000000
PA
USD
3914968.00000000
0.139921460659
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVQ9
1135000.00000000
PA
USD
1080749.78000000
0.038626136363
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.45000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBF7
365000.00000000
PA
384277.59000000
0.013734130570
Long
DBT
US
N
2
2029-06-30
Fixed
2.25000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
1905000.00000000
PA
USD
1385887.50000000
0.049531797784
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
2290000.00000000
PA
USD
2038564.69000000
0.072858564635
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
195000.00000000
PA
USD
145518.75000000
0.005200858871
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN23
000000000
136.00000000
NC
USD
662458.86000000
0.023676364996
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM3 Comdty
2023-06-21
18530541.14000000
USD
662458.86000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
890000.00000000
PA
USD
817360.80000000
0.029212580287
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
595000.00000000
PA
USD
472281.25000000
0.016879392715
Long
DBT
CORP
CL
N
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BZ5
3355000.00000000
PA
USD
3392080.90000000
0.121233408345
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
1475000.00000000
PA
USD
1336232.00000000
0.047757103818
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
1460000.00000000
PA
USD
1216346.40000000
0.043472377029
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
135000.00000000
PA
USD
102033.00000000
0.003646672564
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
CK HUTCHISON INTL 19 LTD
254900FPY8WXG61CMU70
CK Hutchison International 19 Ltd
12564CAB2
1350000.00000000
PA
USD
1282079.23000000
0.045821676842
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
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
180000.00000000
PA
USD
159734.06000000
0.005708915881
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
1479829.26000000
0.052889288389
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
64808520.15000000
USD
8701840000.00000000
JPY
2023-06-21
1479829.26000000
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
4510000.00000000
PA
3378090.58000000
0.120733392506
Long
DBT
NUSS
SG
N
2
2023-07-01
Fixed
2.75000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
495000.00000000
PA
USD
260629.88000000
0.009314945486
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
665000.00000000
PA
USD
543637.50000000
0.019429674283
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
2525000.00000000
PA
2537180.24000000
0.090679148625
Long
DBT
NUSS
ES
N
2
2030-07-30
Fixed
1.95000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
505000.00000000
PA
USD
426972.47000000
0.015260051081
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1100000.00000000
PA
811611.52000000
0.029007100279
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
370000.00000000
PA
USD
374073.66000000
0.013369440797
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XED4
155000.00000000
PA
USD
159802.44000000
0.005711359791
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
1035000.00000000
PA
USD
988129.01000000
0.035315858111
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.62500000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
189187.00000000
NS
USD
35190673.87000000
1.257719217498
Long
EC
CORP
US
N
1
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAL7
1450000.00000000
PA
USD
1347465.53000000
0.048158591627
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
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
120000.00000000
PA
USD
111223.33000000
0.003975136142
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
6.70600000
N
N
N
N
N
N
VIDEOTRON LTD / LTEE
549300LW4GNJRBECSD81
Videotron Ltd
92660FAK0
1580000.00000000
PA
USD
1525047.60000000
0.054505397685
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAA6
1850000.00000000
PA
USD
1657174.50000000
0.059227630112
Long
DBT
CORP
MX
N
2
2026-05-11
Fixed
1.87500000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
355000.00000000
PA
USD
321523.50000000
0.011491291309
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
2020000.00000000
PA
USD
2011000.90000000
0.071873431230
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
1015000.00000000
PA
USD
943578.83000000
0.033723628939
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
000000000
800000.00000000
PA
USD
796584.00000000
0.028470014778
Long
DBT
CORP
MX
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
779732.00000000
NS
USD
80881600.36000000
2.890718816314
Long
EC
CORP
US
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JY0
10030000.00000000
PA
6874056.60000000
0.245679668423
Long
DBT
NUSS
XX
N
2
2026-07-22
Fixed
1.20000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
162344.00000000
NS
USD
40011302.24000000
1.430009096452
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAD3
2525000.00000000
PA
USD
2113601.75000000
0.075540398826
Long
DBT
CORP
CL
N
2
2031-10-26
Fixed
3.17700000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
2100000.00000000
PA
1458752.13000000
0.052135989047
Long
DBT
CORP
DE
N
2
2032-09-01
Fixed
0.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
615000.00000000
PA
USD
573444.45000000
0.020494978516
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
13115000.00000000
PA
USD
11951043.75000000
0.427131843199
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
000000000
16750000.00000000
PA
1540117.53000000
0.055043998925
Long
DBT
NUSS
XX
N
2
2025-03-13
Fixed
1.50000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
24376.00000000
NS
USD
1120564.72000000
0.040049127447
Long
EP
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAL7
1270000.00000000
PA
USD
1133195.60000000
0.040500556726
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
1095000.00000000
PA
USD
938962.50000000
0.033558640710
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
1265000.00000000
PA
USD
1029457.00000000
0.036792925798
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
1555000.00000000
PA
USD
1347894.68000000
0.048173929503
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
1460000.00000000
PA
USD
1293136.60000000
0.046216868670
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
38481.06000000
0.001375318041
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
316457000.00000000
JPY
2449168.02000000
USD
2023-06-21
38481.06000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
4500000000.00000000
PA
3282440.37000000
0.117314841679
Long
DBT
NUSS
KR
N
2
2025-09-10
Fixed
1.12500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
1035000.00000000
PA
USD
944748.00000000
0.033765415225
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CY4
6970000.00000000
PA
USD
5741537.50000000
0.205203289894
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
2745000.00000000
PA
2465871.58000000
0.088130567931
Long
DBT
CORP
BE
N
2
2035-01-23
Fixed
2.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
3245000.00000000
PA
USD
2688247.56000000
0.096078314103
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-218650.17000000
-0.00781458524
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
19047379000.00000000
KRW
14481615.32000000
USD
2023-06-21
-218650.17000000
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
1775000.00000000
PA
USD
1573987.57000000
0.056254518518
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1185000.00000000
PA
USD
969646.63000000
0.034655295469
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
9190000.00000000
PA
USD
7969511.30000000
0.284831360522
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
315000.00000000
PA
USD
277839.45000000
0.009930017735
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
BENTLEY SYSTEMS
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265TAD1
40000.00000000
PA
USD
33760.00000000
0.001206586749
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.37500000
N
N
N
N
Y
Bentley Systems Inc
Bentley Systems Inc
USD
XXXX
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
1345000.00000000
PA
USD
1277750.00000000
0.045666949604
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AY0
1100000.00000000
PA
1045197.84000000
0.037355505447
Long
DBT
US
N
2
2030-12-15
Fixed
1.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
1880000.00000000
PA
USD
1593882.44000000
0.056965563735
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
2165000.00000000
PA
1977756.30000000
0.070685264943
Long
DBT
US
N
2
2027-09-10
Fixed
0.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
910000.00000000
PA
USD
691078.47000000
0.024699233544
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
140000.00000000
PA
147722.45000000
0.005279619393
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
7695000.00000000
PA
USD
6887025.00000000
0.246143160710
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAF3
620000.00000000
PA
USD
451670.00000000
0.016142743985
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
N
Snap Inc
Snap Inc
USD
XXXX
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
840000.00000000
PA
USD
698304.12000000
0.024957479206
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
280000.00000000
PA
USD
209475.11000000
0.007486667416
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
129404300.00000000
PA
7074365.04000000
0.252838717873
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
360000.00000000
PA
USD
327706.20000000
0.011712261804
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
1550000.00000000
PA
USD
1284918.54000000
0.045923154147
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
287089.00000000
NS
USD
68579820.32000000
2.451051612927
Long
EC
CORP
US
N
1
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
5000000.00000000
PA
USD
4049693.15000000
0.144736554876
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87100000
N
N
N
N
N
N
ENBRIDGE GAS INC
5493008F8CJ4MIYYVW73
Enbridge Gas Inc
29260ZAC0
4695000.00000000
PA
3202709.10000000
0.114465235818
Long
DBT
CORP
CA
N
2
2030-04-01
Fixed
2.90000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
20100000.00000000
PA
USD
9911310.00000000
0.354231496209
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
2100000.00000000
PA
USD
1768898.46000000
0.063220658836
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
13130550000.00000000
PA
8870496.69000000
0.317032694428
Long
DBT
NUSS
KR
N
2
2030-12-10
Fixed
1.50000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
730000.00000000
PA
USD
620923.40000000
0.022191882305
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
285719.00000000
NS
USD
56826651.91000000
2.030991859869
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550AD3
785000.00000000
PA
USD
788603.15000000
0.028184778171
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
200000.00000000
PA
USD
189497.33000000
0.006772658985
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
1970.00000000
NS
USD
2290617.50000000
0.081866964535
Long
EP
CORP
US
N
2
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
100000.00000000
PA
64548.13000000
0.002306958481
Long
DBT
CORP
LU
N
2
2034-01-17
Fixed
2.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
165000.00000000
PA
USD
154387.97000000
0.005517845936
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
525000.00000000
PA
USD
526013.25000000
0.018799781317
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
930000.00000000
PA
USD
863077.20000000
0.030846490312
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
930000.00000000
PA
USD
864900.00000000
0.030911637419
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
200000.00000000
PA
USD
164752.82000000
0.005888287010
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
965000.00000000
PA
USD
643655.00000000
0.023004312617
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
1980000.00000000
PA
USD
1642132.80000000
0.058690037817
Long
DBT
CORP
CL
N
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
2475000.00000000
PA
USD
1317937.50000000
0.047103256031
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1145000.00000000
PA
USD
821537.50000000
0.029361856083
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
614625.00000000
NS
USD
18395726.25000000
0.657465625976
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
190803.00000000
NS
USD
52999349.31000000
1.894203571899
Long
EC
CORP
US
N
1
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
20000.00000000
PA
USD
22039.31000000
0.000787687778
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
84608.00000000
NS
USD
32605384.96000000
1.165320658809
Long
EC
CORP
US
N
1
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
85000.00000000
PA
USD
73443.77000000
0.002624889801
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
36610000.00000000
PA
3338476.17000000
0.119317568389
Long
DBT
NUSS
NO
N
2
2028-04-26
Fixed
2.00000000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAL4
1450000.00000000
PA
USD
1389139.31000000
0.049648017893
Long
DBT
CORP
SG
N
2
2025-04-29
Fixed
3.25000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BT2
300000.00000000
PA
USD
298051.72000000
0.010652406868
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
41750000.00000000
PA
3810926.67000000
0.136203010122
Long
DBT
NUSS
NO
N
2
2027-02-17
Fixed
1.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
545000.00000000
PA
USD
447079.85000000
0.015978691433
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
1960000.00000000
PA
USD
1293600.00000000
0.046233430646
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
1960000.00000000
PA
USD
1751718.42000000
0.062606641993
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
6285000.00000000
PA
USD
3321936.75000000
0.118726447388
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
250000.00000000
PA
266542.96000000
0.009526279727
Long
DBT
CORP
GB
N
2
2024-11-19
Fixed
3.12500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
8655000.00000000
PA
USD
8633362.50000000
0.308557487929
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
116835000.00000000
PA
5623566.13000000
0.200986977933
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
2570000.00000000
PA
USD
2144519.95000000
0.076645419277
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
BROOKFIELD FIN I UK PLC
213800JCKNPJE9FDCJ76
Brookfield Finance I UK Plc / Brookfield Finance Inc
11272BAA1
1735000.00000000
PA
USD
1379667.09000000
0.049309479530
Long
DBT
CORP
GB
N
2
2032-01-30
Fixed
2.34000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
2700000.00000000
PA
USD
2520254.25000000
0.090074211562
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
1210000.00000000
PA
USD
1043540.30000000
0.037296264754
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CC8
1495000.00000000
PA
USD
1490125.24000000
0.053257268040
Long
DBT
NUSS
XX
N
2
2023-05-12
Fixed
2.37500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
405000.00000000
PA
USD
389282.05000000
0.013912990615
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
1270000.00000000
PA
USD
1235846.16000000
0.044169300964
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
570000.00000000
PA
USD
464440.00000000
0.016599145430
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
905250.00000000
PA
USD
902335.10000000
0.032249572715
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
72455800.00000000
PA
3810925.79000000
0.136202978671
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BW2
400000.00000000
PA
USD
413860.00000000
0.014791409714
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
1050000.00000000
PA
USD
877579.50000000
0.031364804382
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
430000.00000000
PA
USD
310034.30000000
0.011080665821
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
3575000.00000000
PA
2087850.21000000
0.074620035469
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
795000.00000000
PA
USD
656520.56000000
0.023464129389
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
012873AK1
115000.00000000
PA
USD
123889.41000000
0.004427823473
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
000000000
3790000.00000000
PA
358391.71000000
0.012808965884
Long
DBT
CORP
DE
N
2
2023-08-28
Fixed
1.25000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
235726.00000000
NS
USD
83786449.44000000
2.994538496646
Long
EC
CORP
IE
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
315000.00000000
PA
USD
278141.82000000
0.009940824477
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
7585000.00000000
PA
USD
5556315.90000000
0.198583446049
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBD2
1615000.00000000
PA
USD
1157195.95000000
0.041358332326
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
1182007.58000000
PA
USD
1152823.81000000
0.041202071480
Long
LON
CORP
PA
N
2
2028-10-18
Floating
8.09000000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
2750000.00000000
PA
USD
2497082.50000000
0.089246050232
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
THERMO FISHER SC FNCE I
549300SM0PJC1F3RPL91
Thermo Fisher Scientific Finance I BV
000000000
245000.00000000
PA
171535.39000000
0.006130696936
Long
DBT
CORP
NL
N
2
2051-10-18
Fixed
2.00000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
400000.00000000
PA
USD
334260.12000000
0.011946499749
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
1110000.00000000
PA
USD
1032300.00000000
0.036894534984
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2196.17000000
0.000078491398
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7350000.00000000
SEK
713225.93000000
USD
2023-06-21
2196.17000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
2175000.00000000
PA
USD
1952062.50000000
0.069766965221
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
624643.00000000
NS
USD
77705589.20000000
2.777207768311
Long
EC
CORP
US
N
1
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation USD Term Loan B
000000000
1541038.46000000
PA
USD
1517537.62000000
0.054236990033
Long
LON
CORP
PA
N
2
2025-06-30
Floating
7.84000000
N
N
N
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
78440PAC2
140000.00000000
PA
USD
149324.00000000
0.005336858996
Long
DBT
CORP
KR
N
2
2027-07-20
Fixed
6.62500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
1020000.00000000
PA
USD
732553.80000000
0.026181567182
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
280000.00000000
PA
188529.11000000
0.006738054678
Long
DBT
CORP
LU
N
2
2031-01-14
Fixed
0.87500000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
1120000.00000000
PA
USD
1080515.40000000
0.038617759591
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
4115000.00000000
PA
USD
3283337.93000000
0.117346920589
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
4390000.00000000
PA
USD
3900734.50000000
0.139412753536
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
2663000.00000000
PA
USD
2067806.32000000
0.073903664258
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AR6
90000.00000000
PA
USD
67831.70000000
0.002424313696
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
698900AG2
30000.00000000
PA
USD
31912.97000000
0.001140573658
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
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
475000.00000000
PA
USD
405654.75000000
0.014498153022
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
10700000.00000000
PA
6372004.92000000
0.227736276704
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
26400000.00000000
PA
4388889.15000000
0.156859463612
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
2060000.00000000
PA
USD
1043153.10000000
0.037282426176
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
620000.00000000
PA
USD
602992.35000000
0.021551024268
Long
DBT
CORP
MX
N
2
2044-03-25
Fixed
6.87500000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
2560000.00000000
PA
244747.74000000
0.008747315756
Long
DBT
NUSS
SE
N
2
2025-05-12
Fixed
2.50000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
2990000.00000000
PA
USD
2658455.49000000
0.095013541684
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
2580000.00000000
PA
USD
2192406.19000000
0.078356879663
Long
DBT
CORP
CL
N
2
2030-03-06
Fixed
3.15000000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
1400000.00000000
PA
945405.84000000
0.033788926512
Long
DBT
CORP
FR
N
2
2041-10-24
Fixed
1.25000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAH2
615000.00000000
PA
613223.20000000
0.021916676165
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.12500000
N
N
N
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
1986161.00000000
NS
46451734.89000000
1.660190989042
Long
EC
CORP
JP
N
2
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
100000.00000000
PA
106694.18000000
0.003813263737
Long
DBT
CORP
MX
N
2
2024-02-07
Fixed
2.62500000
N
N
N
N
N
N
FONTERRA COOPERATIVE GRP
549300NCQQ9E4O5JX172
Fonterra Co-operative Group Ltd
000000000
5000000.00000000
PA
3382218.43000000
0.120880922397
Long
DBT
CORP
NZ
N
2
2024-02-26
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFG4
3095000.00000000
PA
1995616.61000000
0.071323594723
Long
DBT
CORP
US
N
2
2030-05-16
Fixed
2.50000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
5271979.00000000
NS
66787248.93000000
2.386984880523
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
2910000.00000000
PA
USD
2818039.46000000
0.100717093330
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
4160000.00000000
PA
USD
3821112.21000000
0.136567042634
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
000000000
11610000.00000000
PA
6443456.72000000
0.230289973241
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
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
260988.75000000
PA
USD
251336.19000000
0.008982787808
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
4275000.00000000
PA
USD
1987193.44000000
0.071022549542
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
50092000000.00000000
PA
3476657.73000000
0.124256195145
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
575000.00000000
PA
USD
458235.33000000
0.016377389725
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
17791000.00000000
PA
USD
11854058.08000000
0.423665562860
Long
DBT
CORP
NL
N
2
2046-10-01
Fixed
4.10000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDT2
590000.00000000
PA
USD
582678.10000000
0.020824990356
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
525000.00000000
PA
USD
511901.25000000
0.018295416619
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
211526.00000000
NS
USD
76870663.66000000
2.747367421953
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
351718.21000000
0.012570454134
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10315471.50000000
USD
8634000.00000000
GBP
2023-06-21
351718.21000000
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
4570000.00000000
PA
USD
4135850.00000000
0.147815811794
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEG2
17750000.00000000
PA
USD
17340224.57000000
0.619741859959
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
23580000.00000000
PA
USD
12143701.89000000
0.434017469942
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
705000.00000000
PA
USD
727278.00000000
0.025993009410
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
227562.13000000
PA
USD
214982.59000000
0.007683505461
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
TRINIDAD GEN UNLTD
N/A
Trinidad Generation UnLtd
89636DAA4
415000.00000000
PA
USD
407322.50000000
0.014557758622
Long
DBT
CORP
TT
N
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
550000.00000000
PA
USD
478641.63000000
0.017106713516
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
227525.00000000
NS
USD
67147178.00000000
2.399848791852
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
1940000.00000000
PA
USD
1886725.78000000
0.067431822431
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401BB3
325000.00000000
PA
USD
385092.50000000
0.013763255558
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-5189.59000000
-0.00018547661
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
5515459.00000000
USD
4460000.00000000
GBP
2023-06-21
-5189.59000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
2510000.00000000
PA
USD
2032598.00000000
0.072645314366
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
1135000.00000000
PA
USD
1020041.51000000
0.036456414972
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAE9
95000.00000000
PA
USD
91736.20000000
0.003278663605
Long
DBT
CORP
AU
N
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CJ7
2200000.00000000
PA
USD
2116443.58000000
0.075641966196
Long
DBT
CORP
GB
N
2
2026-03-30
Fixed
3.97100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YV5
11815000.00000000
PA
USD
11778767.29000000
0.420974660326
Long
STIV
UST
US
N
2
2023-04-27
None
0.00000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAE7
1395000.00000000
PA
USD
1258161.97000000
0.044966870888
Long
DBT
CORP
GB
N
2
2030-07-18
Fixed
3.96000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
000000000
10000000.00000000
PA
356576.03000000
0.012744073247
Long
DBT
CORP
MX
N
2
2043-05-14
Fixed
7.25000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
1120000.00000000
PA
1127669.24000000
0.040303043907
Long
DBT
CORP
CZ
N
2
2028-06-05
Fixed
3.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
470000.00000000
PA
USD
398235.70000000
0.014232995220
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
2370000.00000000
PA
2518216.89000000
0.090001396054
Long
DBT
NUSS
IT
N
2
2025-11-15
Fixed
2.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
950000.00000000
PA
USD
930615.24000000
0.033260308562
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735KAA0
1770000.00000000
PA
USD
1532926.20000000
0.054786979864
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software Inc
91332UAB7
410000.00000000
PA
USD
317545.00000000
0.011349099207
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Unity Software Inc
Unity Software Inc
USD
XXXX
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AE1
1915000.00000000
PA
USD
1870485.52000000
0.066851393447
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
500000.00000000
PA
USD
410625.00000000
0.014675790398
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
HEIMSTADEN BOSTAD TRESRY
549300ORG6UYMJBCV938
Heimstaden Bostad Treasury BV
000000000
1900000.00000000
PA
1514216.04000000
0.054118276336
Long
DBT
CORP
NL
N
2
2028-07-24
Fixed
1.37500000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
875000.00000000
PA
USD
769060.69000000
0.027486328133
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
11.53000000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
4025000.00000000
PA
USD
2942959.25000000
0.105181742717
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB Capital Inc
000000000
800000.00000000
PA
836322.94000000
0.029890289613
Long
DBT
NUSS
CA
N
2
2024-06-20
Fixed
0.37500000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
2515000.00000000
PA
USD
2140893.75000000
0.076515818422
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
21015.90000000
0.000751110973
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
690013.86000000
USD
7350000.00000000
SEK
2023-06-21
21015.90000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
86955000.00000000
PA
1987072.15000000
0.071018214622
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
1250000.00000000
PA
USD
1109500.00000000
0.039653672929
Long
DBT
CORP
IN
N
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
RAND PARENT LLC
N/A
Rand Parent LLC
753272AA1
700000.00000000
PA
USD
657930.00000000
0.023514502956
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
2665000.00000000
PA
USD
2385889.51000000
0.085271998445
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
1635000.00000000
PA
USD
1387503.89000000
0.049589567771
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
1100000.00000000
PA
USD
1063562.50000000
0.038011860761
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
575000.00000000
PA
562568.16000000
0.020106258510
Long
DBT
CORP
IT
N
2
2026-02-24
Fixed
0.62500000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
292505AE4
230000.00000000
PA
USD
231996.42000000
0.008291581937
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
1610000.00000000
PA
USD
1507008.30000000
0.053860670780
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
1785000.00000000
PA
USD
1515984.08000000
0.054181466313
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Telecomunicaciones Digitales SA
12686LAA7
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
150000.00000000
PA
USD
130803.00000000
0.004674916070
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
5123530.60000000
PA
USD
5127230.81000000
0.183247889657
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
2710000.00000000
PA
USD
2540486.71000000
0.090797322289
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
128367.00000000
NS
USD
41990129.37000000
1.500732632997
Long
EC
CORP
US
N
1
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
1300000.00000000
PA
USD
995265.02000000
0.035570900028
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
1247708.55000000
PA
USD
1227595.49000000
0.043874420955
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
1555000.00000000
PA
USD
1603376.05000000
0.057304866579
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3305000.00000000
PA
3344426.99000000
0.119530251463
Long
DBT
NUSS
IT
N
2
2028-02-01
Fixed
2.00000000
N
N
N
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
2045000.00000000
PA
USD
1725162.00000000
0.061657512121
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
4415000.00000000
PA
USD
4619193.75000000
0.165090579685
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1115000.00000000
PA
USD
926021.44000000
0.033096125558
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
2120000.00000000
PA
USD
1904770.60000000
0.068076746623
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
1901424.00000000
PA
USD
1888950.66000000
0.067511339929
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
165000.00000000
PA
USD
147724.50000000
0.005279692660
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
000000000
100000.00000000
PA
77399.67000000
0.002766274176
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZF9
23360000.00000000
PA
USD
23204279.67000000
0.829323944661
Long
STIV
UST
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
895000.00000000
PA
USD
835049.51000000
0.029844777061
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
175000.00000000
PA
USD
153124.01000000
0.005472671843
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
7011000.00000000
PA
USD
5813100.54000000
0.207760962163
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
810000.00000000
PA
USD
725314.50000000
0.025922833667
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
7800000.00000000
PA
USD
4602000.00000000
0.164476072845
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
1725000.00000000
PA
USD
1572817.26000000
0.056212691488
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
53329000.00000000
PA
9466881.34000000
0.338347558648
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AS6
595000.00000000
PA
USD
487460.47000000
0.017421899994
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
1425000.00000000
PA
USD
1239664.50000000
0.044305768927
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
200000.00000000
PA
USD
201147.11000000
0.007189023623
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
6.37500000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
730000.00000000
PA
USD
725985.00000000
0.025946797423
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
1845000.00000000
PA
USD
2145993.30000000
0.076698076996
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
000000000
1420000.00000000
PA
USD
1386630.00000000
0.049558334830
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
39185000.00000000
PA
1820270.35000000
0.065056696802
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
870000.00000000
PA
USD
740587.50000000
0.026468692655
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AC4
800000.00000000
PA
USD
793104.44000000
0.028345654856
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
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
4945000.00000000
PA
USD
3378808.23000000
0.120759041409
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
975000.00000000
PA
USD
821029.00000000
0.029343682227
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japanese Government CPI Linked Bond
000000000
980000000.00000000
PA
8078589.46000000
0.288729828012
Long
DBT
NUSS
JP
N
2
2028-03-10
Fixed
0.10000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7073300000.00000000
PA
1359510.78000000
0.048589090414
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PAR
549300459XW8D7IBW569
Brookfield Renewable Partners ULC
11282ZAM0
2715000.00000000
PA
1956186.13000000
0.069914344288
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN23
000000000
78.00000000
NC
USD
249688.53000000
0.008923900227
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM3 Comdty
2023-06-21
8714217.72000000
USD
249688.53000000
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
3700000.00000000
PA
3200288.69000000
0.114378730052
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
1210000.00000000
PA
USD
955900.00000000
0.034163989142
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2016-2 B PTT
N/A
United Airlines 2016-2 Class B Pass Through Trust
90933JAA9
291597.22000000
PA
USD
272025.21000000
0.009722216048
Long
DBT
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
000000000
2940000.00000000
PA
USD
2539327.89000000
0.090755905913
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PAJ7
425000.00000000
PA
USD
443521.92000000
0.015851530556
Long
DBT
NUSS
DO
N
2
2027-04-20
Fixed
8.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
3505000.00000000
PA
USD
2682383.51000000
0.095868732201
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZN5
2735000.00000000
PA
USD
2448338.69000000
0.087503940184
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.95000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
2195000.00000000
PA
USD
54875.00000000
0.001961239569
Long
DBT
CORP
MX
N
2
2029-01-28
None
0.00000000
Y
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
012873AH8
130000.00000000
PA
USD
144301.01000000
0.005157336686
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
740000.00000000
PA
USD
696085.83000000
0.024878197236
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
ORSTED A/S
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
2055000.00000000
PA
2290951.99000000
0.081878919250
Long
DBT
CORP
DK
N
2
2027-05-17
Fixed
2.12500000
N
N
N
N
N
N
SHRIRAM FINANCE LTD
335800TM2YO24B76XL26
Shriram Finance Ltd
825547AE2
2400000.00000000
PA
USD
2214000.00000000
0.079128645215
Long
DBT
CORP
IN
N
2
2025-07-18
Fixed
4.15000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
29559900000.00000000
PA
5706728.42000000
0.203959208891
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
000000000
2690000.00000000
PA
USD
2195812.49000000
0.078478621264
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
615000.00000000
PA
USD
526319.13000000
0.018810713508
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
790000.00000000
PA
USD
640089.60000000
0.022876884762
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
4527000.00000000
PA
USD
4350373.62000000
0.155482913609
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
123190.00000000
NS
USD
54288601.10000000
1.940281596959
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
405000.00000000
PA
USD
409050.00000000
0.014619499695
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
1455000.00000000
PA
USD
1138118.13000000
0.040676488582
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
SHAW COMMUNICATIONS INC
549300SCT0RG6178CI40
Shaw Communications Inc
82028KAZ4
2960000.00000000
PA
1993000.96000000
0.071230111055
Long
DBT
CORP
CA
N
2
2029-12-10
Fixed
3.30000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
6260000.00000000
PA
USD
4329729.00000000
0.154745072230
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
360000.00000000
PA
USD
341342.52000000
0.012199625637
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
610000.00000000
PA
USD
544791.00000000
0.019470900521
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
1515000.00000000
PA
USD
1259441.36000000
0.045012596452
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
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
10570000.00000000
PA
USD
8662115.00000000
0.309585105983
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
ONTARIO POWER GENERATION
YDHER8SKF7V7YW8KZB55
Ontario Power Generation Inc
68321ZAD3
4670000.00000000
PA
3196954.50000000
0.114259565672
Long
DBT
CORP
CA
N
2
2029-09-13
Fixed
2.97700000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
404697.00000000
NS
46395403.42000000
1.658177695047
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2098449.83000000
0.074998867253
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
87388852.88000000
USD
82154000.00000000
EUR
2023-06-21
2098449.83000000
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAK7
1515000.00000000
PA
USD
1421209.99000000
0.050794228127
Long
DBT
CORP
KR
N
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
2160000.00000000
PA
USD
1878083.73000000
0.067122954451
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
2255000.00000000
PA
USD
1681756.88000000
0.060106207540
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
38000000.00000000
PA
3085296.85000000
0.110268906877
Long
DBT
NUSS
SE
N
2
2031-05-12
Fixed
0.12500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29251ZBS5
4770000.00000000
PA
3193552.94000000
0.114137993480
Long
DBT
CORP
CA
N
2
2029-10-03
Fixed
2.99000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
2765000.00000000
PA
USD
2070446.57000000
0.073998027133
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
860000.00000000
PA
USD
833344.30000000
0.029783832636
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
196000.00000000
PA
150727.70000000
0.005387027415
Long
DBT
NUSS
MX
N
2
2115-03-15
Fixed
4.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBR9
1015000.00000000
PA
USD
949368.54000000
0.033930553920
Long
DBT
CORP
FR
N
2
2025-11-24
Fixed
4.75000000
N
N
N
N
N
N
GAIF BOND ISSUER P/L
2138007UNQRHCRSBNZ86
GAIF Bond Issuer Pty Ltd
361435AA8
670000.00000000
PA
USD
626731.40000000
0.022399460973
Long
DBT
CORP
AU
N
2
2026-09-30
Fixed
3.40000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BG2
6700000.00000000
PA
USD
7611200.00000000
0.272025268501
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
12590000.00000000
PA
USD
13131441.51000000
0.469319411205
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
395000.00000000
PA
USD
341564.40000000
0.012207555657
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CA6
2685000.00000000
PA
USD
2540284.89000000
0.090790109216
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.50000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAE6
260000.00000000
PA
247242.55000000
0.008836480587
Long
DBT
CORP
JE
N
2
2028-09-15
Fixed
1.60000000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
90014TAG6
2250000.00000000
PA
USD
2034247.50000000
0.072704267708
Long
DBT
CORP
TR
N
2
2026-03-02
Fixed
5.37500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
3170000.00000000
PA
USD
3327551.69000000
0.118927126067
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN23
000000000
-149.00000000
NC
USD
-548325.37000000
-0.01959721936
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYM3 Comdty
2023-06-21
-17501627.76000000
USD
-548325.37000000
N
N
N
SHRIRAM FINANCE LTD
335800TM2YO24B76XL26
Shriram Finance Ltd
000000000
2420000.00000000
PA
USD
2338325.00000000
0.083572036731
Long
DBT
CORP
IN
N
2
2024-03-13
Fixed
4.40000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAB4
1190000.00000000
PA
USD
1113462.50000000
0.039795293190
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
755000.00000000
PA
USD
617159.92000000
0.022057375045
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
30000.00000000
PA
USD
31125.00000000
0.001112411509
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AG9
45000.00000000
PA
USD
44886.66000000
0.001604255010
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
270000.00000000
PA
USD
273695.98000000
0.009781929583
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
170718400.00000000
PA
8543593.80000000
0.305349143027
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
625000.00000000
PA
USD
534380.73000000
0.019098836130
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
435000.00000000
PA
USD
393011.63000000
0.014046286285
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAH3
1295000.00000000
PA
USD
1219048.25000000
0.043568941497
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
3.12500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
1400000.00000000
PA
USD
1164842.91000000
0.041631635662
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBB4
2385000.00000000
PA
USD
2024280.15000000
0.072348033335
Long
DBT
CORP
JP
N
2
2029-01-22
Fixed
2.71000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
46500000.00000000
PA
3974062.73000000
0.142033513922
Long
DBT
NUSS
NO
N
2
2030-08-19
Fixed
1.37500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CY4
3975000.00000000
PA
2857823.53000000
0.102138981116
Long
DBT
CORP
US
N
2
2024-08-19
Fixed
2.51300000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
995000.00000000
PA
USD
972652.30000000
0.034762718502
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
920000.00000000
PA
USD
867611.57000000
0.031008549280
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
955000.00000000
PA
USD
839875.10000000
0.030017244269
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
115000.00000000
PA
USD
99034.55000000
0.003539507574
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
515000.00000000
PA
USD
533290.07000000
0.019059855802
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.12500000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
1250000.00000000
PA
USD
1234203.70000000
0.044110599232
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
790000.00000000
PA
USD
677425.00000000
0.024211256768
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
63783600.00000000
PA
3378300.85000000
0.120740907583
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
166654.00000000
NS
USD
22526621.18000000
0.805104342930
Long
EC
CORP
US
N
1
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
3590000.00000000
PA
USD
3056741.40000000
0.109248331416
Long
DBT
CORP
NL
N
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCS7
1200000.00000000
PA
USD
1253239.73000000
0.044790949396
Long
DBT
CORP
JP
N
2
2033-01-13
Fixed
5.76600000
N
N
N
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50066PAS9
2400000.00000000
PA
USD
2175576.00000000
0.077755366505
Long
DBT
NUSS
KR
N
2
2027-04-18
Fixed
2.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1020000.00000000
PA
USD
1009800.00000000
0.036090382085
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
315000.00000000
PA
USD
229824.00000000
0.008213939366
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
95000.00000000
PA
USD
95076.00000000
0.003398028488
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
263893.00000000
NS
USD
66511591.72000000
2.377132856326
Long
EC
CORP
US
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
364397.00000000
NS
15031751.68000000
0.537236741485
Long
EC
CORP
FR
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
2948000.00000000
NS
51662538.08000000
1.846425766326
Long
EC
CORP
TW
N
2
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAD5
1060000.00000000
PA
USD
973164.80000000
0.034781035318
Long
DBT
CORP
KR
N
2
2027-02-14
Fixed
2.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
140000.00000000
PA
USD
143532.20000000
0.005129859318
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AH2
345000.00000000
PA
USD
368285.49000000
0.013162570856
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.62500000
N
N
N
N
Y
Northern Oil & Gas, Inc.
Northern Oil & Gas, Inc.
USD
XXXX
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAG6
120000.00000000
PA
USD
141180.00000000
0.005045791387
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.37500000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
130000.00000000
PA
USD
111611.50000000
0.003989009388
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-351685.67000000
-0.01256929115
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
256059000.00000000
MXN
13644836.41000000
USD
2023-06-21
-351685.67000000
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
5000.00000000
PA
USD
4975.00000000
0.000177807140
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CJ4
1060000.00000000
PA
USD
918829.20000000
0.032839073974
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.45700000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
1280000.00000000
PA
USD
1256125.52000000
0.044894087903
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1085000.00000000
PA
USD
1060194.72000000
0.037891495870
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
000000000
6794000.00000000
PA
USD
5832988.70000000
0.208471767563
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
1400000.00000000
PA
USD
1408493.72000000
0.050339746999
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
SHINHAN BANK
5493003P813VL21KG928
Shinhan Bank Co Ltd
82460CAJ3
770000.00000000
PA
USD
732854.58000000
0.026192317098
Long
DBT
CORP
KR
N
2
2026-03-24
Fixed
3.87500000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
07813ZBY9
2835000.00000000
PA
2020286.24000000
0.072205290477
Long
DBT
CORP
CA
N
2
2027-09-29
Fixed
3.60000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
1175000.00000000
PA
USD
1154271.06000000
0.041253796381
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
200000.00000000
PA
USD
196471.75000000
0.007021925655
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
50000.00000000
PA
USD
56160.50000000
0.002007183504
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
165000.00000000
PA
USD
146479.90000000
0.005235210496
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
000000000
1240000.00000000
PA
USD
1156300.00000000
0.041326310958
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
34530.00000000
NS
USD
52838151.30000000
1.888442334255
Long
EC
CORP
US
N
1
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAA4
930000.00000000
PA
USD
908145.00000000
0.032457219290
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
IRISH TSY 0% 2031
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
3710000.00000000
PA
3185561.62000000
0.113852382673
Long
DBT
NUSS
IE
N
2
2031-10-18
None
0.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
4500000000.00000000
PA
3411337.71000000
0.121921649215
Long
DBT
NUSS
KR
N
2
2023-12-10
Fixed
0.87500000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
455000.00000000
PA
USD
484251.95000000
0.017307227076
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
1575000.00000000
PA
USD
1322767.69000000
0.047275887644
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
1675000.00000000
PA
USD
1541825.39000000
0.055105038061
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABL0
1395000.00000000
PA
USD
1455582.58000000
0.052022708922
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
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
343363.92000000
PA
USD
320343.36000000
0.011449112954
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
1705000.00000000
PA
USD
1638999.45000000
0.058578051484
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
1005000.00000000
PA
USD
857910.92000000
0.030661846799
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
855000.00000000
PA
USD
804941.87000000
0.028768726129
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
CENTRAIS ELETRICAS BRASI
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
15236FAB6
650000.00000000
PA
USD
544375.00000000
0.019456032628
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-197814.95000000
-0.00706993179
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
100000000000.00000000
IDR
6457862.45000000
USD
2023-06-21
-197814.95000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
205000.00000000
PA
USD
194454.39000000
0.006949824948
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
Air Canada 2015-2 Class A Pass Through Trust
009088AB1
339846.90000000
PA
USD
300050.83000000
0.010723855317
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.12500000
N
N
N
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
860000.00000000
PA
USD
825127.21000000
0.029490152781
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
1000000.00000000
PA
1102734.67000000
0.039411879163
Long
DBT
CORP
ES
N
2
2033-02-23
Fixed
6.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
4695000.00000000
PA
USD
1784100.00000000
0.063763963833
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
575000.00000000
PA
USD
521271.14000000
0.018630297695
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
640000.00000000
PA
USD
618761.09000000
0.022114601067
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
1025000.00000000
PA
USD
875862.50000000
0.031303438581
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
000000000
2830000.00000000
PA
USD
2708955.24000000
0.096818409254
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
Air Canada 2017-1 Class AA Pass Through Trust
00908PAA5
688792.00000000
PA
USD
604490.75000000
0.021604577277
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
1565000.00000000
PA
USD
1154250.10000000
0.041253047268
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
229254.00000000
NS
USD
79039901.58000000
2.824896264663
Long
EC
CORP
US
N
1
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
255000.00000000
PA
USD
195948.38000000
0.007003220343
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
395000.00000000
PA
USD
362924.03000000
0.012970951585
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
2790000.00000000
PA
USD
2232043.61000000
0.079773526161
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
475000.00000000
PA
USD
403037.50000000
0.014404612170
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
10055000.00000000
PA
7351604.30000000
0.262747284741
Long
DBT
NUSS
SG
N
2
2026-06-01
Fixed
2.12500000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
655000.00000000
PA
USD
548235.00000000
0.019593989525
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
336898.00000000
NS
USD
43901178.38000000
1.569033770803
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2805000.00000000
PA
USD
2631969.82000000
0.094066940426
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
841129.00000000
NS
USD
86880214.41000000
3.105110055224
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
91003.00000000
NS
15208764.80000000
0.543563213197
Long
EC
CORP
FR
N
2
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
510000.00000000
PA
USD
461912.93000000
0.016508827623
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-153955.24000000
-0.00550238011
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
30469789000.00000000
COP
6286993.65000000
USD
2023-06-21
-153955.24000000
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
920000.00000000
PA
USD
932524.25000000
0.033328536826
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
1180000.00000000
PA
USD
1107205.80000000
0.039571677926
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAQ1
1375000.00000000
PA
USD
1268399.48000000
0.045332760814
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
2.00000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
975000.00000000
PA
USD
969540.00000000
0.034651484499
Long
DBT
CORP
GB
N
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
130000.00000000
PA
USD
105617.20000000
0.003774772333
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAG7
2790000.00000000
PA
USD
2398121.37000000
0.085709166698
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AG6
3180000.00000000
PA
USD
3129079.77000000
0.111833714078
Long
DBT
CORP
US
N
2
2029-04-22
Fixed
4.12500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
2465000.00000000
PA
USD
2234364.05000000
0.079856458985
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
Nutanix Inc
67059NAH1
430000.00000000
PA
USD
358345.58000000
0.012807317192
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.25000000
N
N
N
N
Y
Nutanix, Inc.
Nutanix, Inc.
USD
XXXX
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
2330000.00000000
PA
USD
1776585.88000000
0.063495408217
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AP6
305000.00000000
PA
USD
233935.00000000
0.008360867036
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
N
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
89388AAA0
1050000.00000000
PA
USD
1005784.50000000
0.035946867598
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
6965000.00000000
PA
6430027.96000000
0.229810027628
Long
DBT
NUSS
IT
N
2
2030-04-01
Fixed
1.35000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AC5
1925000.00000000
PA
USD
1650409.55000000
0.058985849928
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
29665000.00000000
PA
2823499.78000000
0.100912245870
Long
DBT
NUSS
SE
N
2
2023-11-13
Fixed
1.50000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
255000.00000000
PA
USD
207156.07000000
0.007403784628
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
754435.00000000
NS
20827291.46000000
0.744370079824
Long
EC
CORP
GB
N
2
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
23670136.70000000
PA
USD
23670136.70000000
0.845973734927
Long
RA
CORP
US
N
2
Repurchase
N
2.10000000
2023-04-03
24765600.00000000
USD
24143562.39000000
USD
UST
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
976644.28000000
PA
USD
902399.78000000
0.032251884387
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
1530000.00000000
PA
1389916.54000000
0.049675796193
Long
DBT
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
2023-04-28
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer