0001752724-21-119291.txt : 20210528
0001752724-21-119291.hdr.sgml : 20210528
20210528163135
ACCESSION NUMBER: 0001752724-21-119291
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210528
PERIOD START: 20210930
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: 21980790
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
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S000006698
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C000027671
C000027670
C000018226
LOOMIS SAYLES FUNDS II
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Suite 800
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02199-8197
617-449-2822
Loomis Sayles Global Allocation Fund
S000006698
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2021-09-30
2021-03-31
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0.00000000
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0.00000000
0.00000000
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USD
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CHS/COMMUNITY HEALTH SYS
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CHS/Community Health Systems Inc
12543DBH2
1750000.00000000
PA
USD
1850625.00000000
0.040868466404
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
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Icahn Enterprises LP / Icahn Enterprises Finance Corp
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USD
10075035.10000000
0.222493067749
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
SIGMA FINANCE NL
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Sigma Finance Netherlands BV
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USD
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DBT
CORP
NL
N
2
2028-03-27
Fixed
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N
N
N
N
N
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ENLINK MIDSTREAM PARTNER
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EnLink Midstream Partners LP
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USD
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DBT
CORP
US
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2
2025-06-01
Fixed
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N
N
N
N
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ORBIA ADVANCE CORP SAB
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Orbia Advance Corp SAB de CV
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USD
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DBT
CORP
MX
N
2
2044-09-17
Fixed
5.87500000
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N
N
N
N
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United States Treasury
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United States Treasury Note/Bond
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USD
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UST
US
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2050-05-15
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DILLARDS INC
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Dillard's Inc
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PA
USD
9177.20000000
0.000202665634
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
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N
N
N
N
N
BOEING CO
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Boeing Co/The
097023CH6
140000.00000000
PA
USD
148296.60000000
0.003274923128
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
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N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
400000.00000000
PA
USD
418487.64000000
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Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
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N
N
N
N
N
Bank of America, National Association
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PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
22356.42000000
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N/A
DFE
KR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
5146386.09000000
USD
5850000000.00000000
KRW
2021-06-16
22356.42000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
10235000.00000000
PA
USD
10356140.85000000
0.228700895321
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
2475000.00000000
PA
USD
2594316.76000000
0.057291859424
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
165000.00000000
PA
USD
159566.64000000
0.003523806209
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
480000.00000000
PA
USD
510144.00000000
0.011265817183
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
TURKCELL ILETISIM HIZMET
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
2875000.00000000
PA
USD
2900415.00000000
0.064051611204
Long
DBT
CORP
TR
N
2
2028-04-11
Fixed
5.80000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-4503394.40000000
-0.09945117068
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
172252086.38000000
USD
142831000.00000000
EUR
2021-06-16
-4503394.40000000
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
200000.00000000
PA
USD
210214.00000000
0.004642282362
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
185000.00000000
PA
USD
182918.75000000
0.004039504918
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
525000.00000000
PA
USD
557314.80000000
0.012307518368
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
335030.00000000
NS
USD
92552037.50000000
2.043882383084
Long
EC
CORP
IE
N
1
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAJ0
6598000.00000000
PA
USD
6469998.80000000
0.142880880022
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
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
1395000.00000000
PA
USD
1366207.20000000
0.030170776388
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
000000000
410000.00000000
PA
489235.55000000
0.010804083290
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
1.00000000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAA8
210000.00000000
PA
USD
198581.25000000
0.004385389338
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
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND SR UNSECURED REGS 06/27 3.48
000000000
500000.00000000
PA
79233.05000000
0.001749751160
Long
DBT
NUSS
CN
N
2
2027-06-29
Fixed
3.48000000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
Global Atlantic Fin Co
34628TAB3
905000.00000000
PA
USD
907006.12000000
0.020029962387
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
8.62500000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
770000.00000000
PA
1006460.40000000
0.022226271148
Long
DBT
CORP
MX
N
2
2028-03-10
Fixed
2.12500000
N
N
N
N
N
N
NETWORK RAIL INFRA FIN
213800H88F5EE4B1D697
Network Rail Infrastructure Finance PLC
000000000
235000.00000000
PA
363637.14000000
0.008030417961
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
4.75000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
630000.00000000
PA
USD
742177.80000000
0.016389959330
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
4130000.00000000
PA
USD
4150650.00000000
0.091661303656
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Whiting Petroleum Corp
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387508
11165.00000000
NS
USD
395799.25000000
0.008740673205
Long
EC
CORP
US
N
1
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
365215.08000000
0.008065264560
Long
DBT
CORP
IE
N
2
2045-10-01
Fixed
4.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZM2
2725000.00000000
PA
USD
2675112.85000000
0.059076128139
Long
DBT
CORP
CA
N
2
2026-01-20
Fixed
0.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
1155000.00000000
PA
USD
1178100.00000000
0.026016691804
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BR4
315000.00000000
PA
USD
442388.81000000
0.009769538517
Long
DBT
US
N
2
2032-03-15
Fixed
7.37500000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BF7
150000.00000000
PA
USD
154072.50000000
0.003402475806
Long
DBT
CORP
US
N
2
2026-05-31
Fixed
5.00000000
N
N
N
N
N
N
Naturgy Finance BV
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Naturgy Finance BV
000000000
700000.00000000
PA
886500.46000000
0.019577123548
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
1.50000000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AX9
3365000.00000000
PA
USD
3770331.08000000
0.083262491901
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.62500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
2000000.00000000
PA
USD
1995774.12000000
0.044073881836
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
2060834.55000000
0.045510650494
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
269360.00000000
NS
USD
100220775.20000000
2.213235736169
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
2005000.00000000
PA
USD
2063586.10000000
0.045571414630
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
248062.00000000
NS
152203207.65000000
3.361195098106
Long
EC
CORP
NL
N
2
N
N
N
Korea Gas Corp
988400TFZILHBD5M3R71
Korea Gas Corp
50066AAM5
910000.00000000
PA
USD
936544.70000000
0.020682280639
Long
DBT
NUSS
KR
N
2
2022-07-20
Fixed
2.75000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAD9
250000.00000000
PA
USD
268337.71000000
0.005925863254
Long
DBT
CORP
FR
N
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAA4
575000.00000000
PA
USD
638652.50000000
0.014103747782
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
5.30000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
420000.00000000
PA
USD
450959.04000000
0.009958800068
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-128303.02000000
-0.00283339286
N/A
DFE
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
17186622.06000000
USD
12371000.00000000
GBP
2021-06-16
-128303.02000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
4255000.00000000
PA
5235338.61000000
0.115615135479
Long
DBT
NUSS
IT
N
2
2022-03-01
Fixed
5.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2355000.00000000
PA
USD
2646549.00000000
0.058445335437
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
3052622.21000000
0.067412894688
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
50000.00000000
PA
USD
54619.00000000
0.001206184271
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
90000.00000000
PA
USD
96192.90000000
0.002124285742
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
1371182.05000000
0.030280638997
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
365000.00000000
PA
USD
426166.88000000
0.009411299867
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160RY1
2500000.00000000
PA
USD
2557720.63000000
0.056483685045
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.10000000
N
N
N
N
N
N
Institutional Mortgage Securities Canada Inc
N/A
Institutional Mortgage Securities Canada Inc
45779BCM9
453794.82000000
PA
354217.06000000
0.007822388661
Long
ABS-MBS
CORP
CA
N
2
2047-07-12
Fixed
2.61600000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AA0
2275000.00000000
PA
USD
2183749.75000000
0.048225060880
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
530000.00000000
PA
700769.99000000
0.015475525724
Long
DBT
CORP
IT
N
2
2026-09-15
Fixed
3.92800000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EDC3
4500000.00000000
PA
USD
4377375.00000000
0.096668208375
Long
DBT
CORP
CA
N
2
2027-01-22
Fixed
0.94900000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
1845000.00000000
PA
USD
2196500.18000000
0.048506636305
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-409169.03000000
-0.00903592610
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
142945000.00000000
ZAR
9183450.58000000
USD
2021-06-17
-409169.03000000
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
1420000.00000000
PA
USD
1604614.20000000
0.035435661748
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
600000.00000000
PA
733242.41000000
0.016192633731
Long
DBT
CORP
ES
N
2
2030-04-17
Fixed
2.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
98500000.00000000
PA
14666222.39000000
0.323883021692
Long
DBT
NUSS
CN
N
2
2025-07-27
Fixed
2.20000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
1690000.00000000
PA
USD
1974846.44000000
0.043611723275
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AB9
360000.00000000
PA
USD
610416.00000000
0.013480184147
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Livongo Health Inc
Livongo Health Inc
USD
XXXX
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
3560000.00000000
PA
USD
3557472.40000000
0.078561805478
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
305000.00000000
PA
USD
335134.00000000
0.007400965954
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
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AR7
880000.00000000
PA
USD
886380.00000000
0.019574463357
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
6.45000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
870000.00000000
PA
USD
963951.30000000
0.021287517092
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
1500000.00000000
PA
USD
1505835.00000000
0.033254261186
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN21 XCBT 20210621
000000000
185.00000000
NC
USD
-253102.60000000
-0.00558941714
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYM1 Comdty
2021-06-21
26835290.10000000
USD
-253102.60000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
2805000.00000000
PA
USD
3044434.80000000
0.067232087183
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
545000.00000000
PA
642636.68000000
0.014191732828
Long
DBT
NUSS
ID
N
2
2021-07-08
Fixed
2.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
130000.00000000
PA
USD
146250.00000000
0.003229726828
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
2705912.00000000
0.059756284317
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
1046562.50000000
0.023111869974
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
232795.00000000
NS
USD
82055581.60000000
1.812082826010
Long
EC
CORP
US
N
1
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
260000.00000000
PA
USD
249600.00000000
0.005512067120
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
1300000.00000000
PA
1654779.40000000
0.036543490072
Long
DBT
CORP
FR
N
2
2026-03-06
Fixed
1.87500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BY5
2105000.00000000
PA
USD
2413150.95000000
0.053291065736
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.62500000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
6310000.00000000
PA
4276239.94000000
0.094434781937
Long
DBT
NUSS
NZ
N
2
2031-05-15
Fixed
1.50000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAB7
3575000.00000000
PA
USD
3493127.03000000
0.077140827920
Long
DBT
CORP
FI
N
2
2025-08-28
Fixed
0.75000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
1205000.00000000
PA
USD
1321885.00000000
0.029191982553
Long
DBT
CORP
MX
N
2
2027-02-23
Fixed
4.75000000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
940000.00000000
PA
1105160.00000000
0.024405913856
Long
DBT
CORP
LU
N
2
2031-09-18
Fixed
0.75000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAE6
500000.00000000
PA
USD
518697.13000000
0.011454701104
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AK4
795000.00000000
PA
USD
849640.35000000
0.018763119540
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMG4
497000.00000000
PA
USD
472839.16000000
0.010441991935
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
16500000.00000000
PA
1968390.59000000
0.043469154851
Long
DBT
NUSS
NO
N
2
2026-02-19
Fixed
1.50000000
N
N
N
N
N
N
INVERSIONES CMPC CI
549300G475ACIABB4385
Inversiones CMPC SA/Cayman Islands Branch
46128MAF8
800000.00000000
PA
USD
844000.00000000
0.018638560294
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
1016039.80000000
0.022437818807
Long
DBT
CORP
MX
N
2
2023-09-27
Fixed
7.25000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
860000.00000000
PA
USD
877414.05000000
0.019376462884
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
3171925.40000000
0.070047538883
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
12970000.00000000
PA
3638643.23000000
0.080354349801
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
1641173.60000000
0.036243024996
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
416228.00000000
NS
USD
116602111.92000000
2.574994660530
Long
EC
CORP
IE
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
50000.00000000
PA
USD
53250.00000000
0.001175951819
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
835000.00000000
PA
USD
903470.00000000
0.019951872119
Long
DBT
CORP
MX
N
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
3325000.00000000
PA
USD
3358250.00000000
0.074162257238
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAA0
3215000.00000000
PA
USD
3218954.45000000
0.071086109717
Long
DBT
CORP
SG
N
2
2021-04-23
Fixed
3.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891CBF9
1000000.00000000
PA
USD
1033002.13000000
0.022812408156
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.65000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBF7
365000.00000000
PA
529923.12000000
0.011702611402
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
2.25000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
3960000.00000000
PA
USD
4247100.00000000
0.093791267093
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
2560000.00000000
PA
294141.00000000
0.006495692847
Long
DBT
NUSS
XX
N
2
2022-12-23
Fixed
0.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
890000.00000000
PA
USD
912621.55000000
0.020153971310
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
37347779.55000000
PA
USD
37347779.55000000
0.824773508304
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-04-01
38090300.00000000
USD
38094756.56510000
USD
UST
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
640000.00000000
PA
USD
615238.75000000
0.013586687840
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
1475000.00000000
PA
USD
1501977.75000000
0.033169079211
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
1885000.00000000
PA
USD
1974989.90000000
0.043614891388
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
6670000.00000000
PA
USD
7535099.00000000
0.166402129190
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
19022900.00000000
PA
933634.01000000
0.020618002118
Long
DBT
NUSS
MX
N
2
2021-06-10
Fixed
6.50000000
N
N
N
N
N
N
CK HUTCHISON INTL 19 LTD
254900FPY8WXG61CMU70
CK Hutchison International 19 Ltd
12564CAB2
1350000.00000000
PA
USD
1457645.75000000
0.032190068956
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
3.62500000
N
N
N
N
N
N
HALOZYME THERAPEUTICS IN
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637HAC3
405000.00000000
PA
USD
368803.13000000
0.008144501629
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.25000000
N
N
N
N
N
Halozyme Therapeutics Inc
Halozyme Therapeutics Inc
USD
XXXX
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
2783791.00000000
NS
USD
74215868.06000000
1.638953710480
Long
EC
CORP
US
N
1
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
255000.00000000
PA
USD
267778.05000000
0.005913503946
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
4510000.00000000
PA
3511912.73000000
0.077555683847
Long
DBT
NUSS
SG
N
2
2023-07-01
Fixed
2.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBC1
3600000.00000000
PA
USD
3874572.00000000
0.085564506916
Long
DBT
NUSS
MX
N
2
2023-10-02
Fixed
4.00000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
430000.00000000
PA
544983.62000000
0.012035201493
Long
DBT
NUSS
ES
N
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
2525000.00000000
PA
3430651.39000000
0.075761140736
Long
DBT
NUSS
ES
N
2
2030-07-30
Fixed
1.95000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AF2
20000.00000000
PA
USD
21556.85000000
0.000476052901
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.75000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAD1
545000.00000000
PA
USD
523881.25000000
0.011569185148
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
102119.00000000
NS
USD
29784027.54000000
0.657738617437
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
40878.03000000
0.000902734155
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1850000.00000000
EUR
2213621.20000000
USD
2021-06-16
40878.03000000
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAF2
1135000.00000000
PA
USD
1237640.39000000
0.027331558094
Long
DBT
CORP
HK
N
2
2028-04-06
Fixed
3.90000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
000000000
1028862.27000000
PA
USD
1095944.09000000
0.024202393365
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.62500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367XF30
815000.00000000
PA
USD
817371.65000000
0.018050510404
Long
DBT
CORP
CA
N
2
2021-06-15
Fixed
1.75000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
366127.00000000
NS
USD
69194341.73000000
1.528060320347
Long
EC
CORP
US
N
1
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAL7
1450000.00000000
PA
USD
1499839.81000000
0.033121865794
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
130000.00000000
PA
USD
136431.07000000
0.003012889483
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
1669862.50000000
0.036876579253
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236AU5
345000.00000000
PA
USD
358903.50000000
0.007925882138
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
665000.00000000
PA
USD
765774.10000000
0.016911050633
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAC6
1015000.00000000
PA
USD
1115251.31000000
0.024628766332
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
14987RAA6
40000.00000000
PA
USD
42546.60000000
0.000939582191
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
000000000
800000.00000000
PA
USD
887008.00000000
0.019588331859
Long
DBT
CORP
MX
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
51489.00000000
NS
USD
106197092.28000000
2.345214345452
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCN8
100000.00000000
PA
USD
108390.00000000
0.002393641647
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-29586.46000000
-0.00065337561
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
871726.87000000
USD
7350000.00000000
SEK
2021-06-16
-29586.46000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1515000.00000000
PA
USD
1565237.40000000
0.034566080160
Long
DBT
NUSS
EG
N
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700AZ9
60000.00000000
PA
USD
64725.00000000
0.001429361155
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828X39
4183539.40000000
PA
USD
4302345.39000000
0.095011284311
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
324283.00000000
NS
USD
94317710.55000000
2.082874804414
Long
EC
CORP
US
N
1
N
N
N
ICICI Bank Ltd/Dubai
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd/Dubai
000000000
1230000.00000000
PA
USD
1261727.09000000
0.027863479196
Long
DBT
CORP
IN
N
2
2022-09-09
Fixed
3.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BZ2
25000.00000000
PA
USD
27750.00000000
0.000612819962
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.37500000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
000000000
16750000.00000000
PA
1978357.10000000
0.043689251294
Long
DBT
NUSS
XX
N
2
2025-03-13
Fixed
1.50000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
1025000.00000000
PA
USD
1056344.50000000
0.023327891771
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
38952.00000000
NS
USD
1952663.76000000
0.043121849793
Long
EP
CORP
US
N
1
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BU1
315000.00000000
PA
USD
481790.71000000
0.010639674404
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
8.87500000
N
N
N
N
N
N
Farfetch Ltd
549300QFQ74Z0F96NS78
Farfetch Ltd
000000000
806556.00000000
NS
USD
42763599.12000000
0.944374313516
Long
EC
CORP
KY
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
570000.00000000
PA
USD
615027.37000000
0.013582019808
Long
DBT
CORP
CL
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
2135000.00000000
PA
USD
2143646.75000000
0.047339442180
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
5335000.00000000
PA
USD
6599341.65000000
0.145737236075
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
360932.00000000
NS
USD
81834112.36000000
1.807191987404
Long
EC
CORP
KY
N
1
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BJ7
1765000.00000000
PA
USD
1788163.21000000
0.039489085078
Long
DBT
CORP
US
N
2
2021-09-21
Fixed
3.65000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
635000.00000000
PA
USD
703230.75000000
0.015529868169
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
4500000000.00000000
PA
3902664.02000000
0.086184879912
Long
DBT
NUSS
KR
N
2
2025-09-10
Fixed
1.12500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
000000000
1035000.00000000
PA
USD
1063379.70000000
0.023483254329
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
6178905.00000000
0.136452480327
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
3593953.44000000
0.079367438254
Long
DBT
CORP
BE
N
2
2035-01-23
Fixed
2.00000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
1775000.00000000
PA
USD
1782384.00000000
0.039361459303
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
25000.00000000
PA
USD
23078.14000000
0.000509648464
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
KASIKORNBANK PCL HK
5493004COSQ54937AW41
Kasikornbank PCL/Hong Kong
000000000
1570000.00000000
PA
USD
1653983.49000000
0.036525913512
Long
DBT
CORP
TH
N
2
2023-07-12
Fixed
3.25600000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
1345000.00000000
PA
USD
1381584.00000000
0.030510351523
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAC6
1965000.00000000
PA
USD
1930612.50000000
0.042634878538
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AY0
1100000.00000000
PA
1483142.49000000
0.032753128821
Long
DBT
US
N
2
2030-12-15
Fixed
1.62500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
490000.00000000
PA
USD
476785.98000000
0.010529151938
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 B
N/A
Delta Air Lines 2007-1 Class B Pass Through Trust
247367BJ3
67252.18000000
PA
USD
70184.00000000
0.001549915539
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
8.02100000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
2165000.00000000
PA
2532167.45000000
0.055919378782
Long
DBT
US
N
2
2027-09-10
Fixed
0.25000000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
140000.00000000
PA
165327.25000000
0.003651021229
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
840000.00000000
PA
USD
819436.80000000
0.018096116355
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
112362000.00000000
PA
6168791.72000000
0.136229142674
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
14910000.00000000
PA
USD
15562312.50000000
0.343671919257
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Woori Bank
549300VUVMRL6RE7R376
Woori Bank
98105FAB0
200000.00000000
PA
USD
200220.00000000
0.004421578841
Long
DBT
CORP
KR
N
2
2021-04-13
Fixed
5.87500000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
211336.00000000
NS
USD
54759270.96000000
1.209281959089
Long
EC
CORP
US
N
1
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
10000000.00000000
PA
493456.30000000
0.010897292654
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AJ6
225000.00000000
PA
USD
270562.50000000
0.005974994632
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.05000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
1360698A2
1800000.00000000
PA
USD
1848123.29000000
0.040813219635
Long
DBT
CORP
CA
N
2
2023-07-22
Fixed
2.60600000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
138311.00000000
NS
USD
33630319.65000000
0.742678602511
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
1055000.00000000
PA
USD
1211360.91000000
0.026751212511
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
11088600.10000000
0.244876234058
Long
DBT
NUSS
KR
N
2
2030-12-10
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U65
21715000.00000000
PA
USD
21957597.37000000
0.484902846567
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.75000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
1875000.00000000
PA
USD
1938843.75000000
0.042816654189
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
555403.00000000
NS
USD
107270535.42000000
2.368919836788
Long
EC
CORP
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
50000.00000000
PA
USD
48750.00000000
0.001076575609
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
2570638.00000000
NS
52620288.79000000
1.162045527638
Long
EC
CORP
IN
N
2
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550AD3
165000.00000000
PA
USD
184446.90000000
0.004073251974
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
224157.96000000
0.004950215228
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBU9
650000.00000000
PA
USD
665141.14000000
0.014688712372
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
3.40000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
75000.00000000
PA
USD
83062.50000000
0.001834319211
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BY7
1035000.00000000
PA
USD
1029618.00000000
0.022737674375
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
930000.00000000
PA
USD
985839.35000000
0.021770884082
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-48044.91000000
-0.00106100468
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
3144168.13000000
USD
4075000.00000000
AUD
2021-06-16
-48044.91000000
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
3180000.00000000
PA
USD
3466200.00000000
0.076546182100
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABE8
310000.00000000
PA
USD
323724.21000000
0.007148996690
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.37500000
N
N
N
N
N
N
PALO ALTO NETWORKS
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435AE5
360000.00000000
PA
USD
444600.00000000
0.009818369557
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.37500000
N
N
N
N
Y
Palo Alto Networks Inc
Palo Alto Networks Inc
USD
XXXX
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBP4
1445000.00000000
PA
USD
1502509.47000000
0.033180821504
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
20000.00000000
PA
USD
26527.64000000
0.000585825850
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
870000.00000000
PA
USD
987885.00000000
0.021816059403
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
85000.00000000
PA
USD
100602.59000000
0.002221667582
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
000000000
1300000.00000000
PA
1618493.01000000
0.035742155868
Long
DBT
CORP
ES
N
2
2025-09-11
Fixed
1.49500000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAL4
1450000.00000000
PA
USD
1521035.50000000
0.033589942982
Long
DBT
CORP
SG
N
2
2025-04-29
Fixed
3.25000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
4318000.00000000
PA
USD
4034523.30000000
0.089096807804
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BT2
300000.00000000
PA
USD
328576.18000000
0.007256145666
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAM4
680000.00000000
PA
USD
642600.00000000
0.014190922802
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
690872AB2
2965000.00000000
PA
USD
3124368.75000000
0.068997316740
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.37500000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
3555000.00000000
PA
USD
3648318.75000000
0.080568020136
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAE5
7160000.00000000
PA
USD
7956908.00000000
0.175717191369
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
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
1385000.00000000
PA
USD
1528672.98000000
0.033758606052
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
2013488.81000000
0.044465086004
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
250000.00000000
PA
323225.44000000
0.007137982052
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
815000.00000000
PA
USD
887698.00000000
0.019603569545
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
6716854.92000000
0.148332352388
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-18420.60000000
-0.00040679320
N/A
DFE
CA
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
2230781.58000000
USD
2780000.00000000
CAD
2021-06-16
-18420.60000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
6493.00000000
NS
USD
13431614.59000000
0.296618434109
Long
EC
CORP
US
N
1
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
95000.00000000
PA
USD
97375.00000000
0.002150390768
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CC8
1495000.00000000
PA
USD
1543049.30000000
0.034076086985
Long
DBT
NUSS
XX
N
2
2023-05-12
Fixed
2.37500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
106535.47000000
0.002352686944
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6003000.00000000
NZD
4298328.09000000
USD
2021-06-16
106535.47000000
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
405000.00000000
PA
USD
518677.80000000
0.011454274228
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
1338151.60000000
0.029551207677
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
000000000
100000.00000000
PA
119478.66000000
0.002638519204
Long
DBT
CORP
US
N
2
2023-09-07
Fixed
0.95500000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
455244.00000000
NS
USD
69019542.84000000
1.524200131188
Long
EC
CORP
US
N
1
N
N
N
Cosan Luxembourg SA
222100ZY943WERK7RZ38
Cosan Luxembourg SA
22112EAA6
400000.00000000
PA
USD
400000.00000000
0.008833440897
Long
DBT
CORP
LU
N
2
2023-03-14
Fixed
5.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
2355000.00000000
PA
USD
2581668.75000000
0.057012545802
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBF1
2970000.00000000
PA
USD
2929311.00000000
0.064689738974
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
72455800.00000000
PA
3775450.73000000
0.083375552215
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
452868.00000000
0.010000956781
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
1026000.00000000
PA
USD
1140891.48000000
0.025194993648
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
6.25000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
3575000.00000000
PA
2775396.10000000
0.061290743543
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
200000000.00000000
PA
54786.80000000
0.001209889899
Long
DBT
NUSS
CO
N
2
2021-04-14
Fixed
7.75000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
000000000
3790000.00000000
PA
447362.81000000
0.009879382355
Long
DBT
CORP
DE
N
2
2023-08-28
Fixed
1.25000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCG4
1280000.00000000
PA
USD
1288832.00000000
0.028462053248
Long
DBT
US
N
2
2025-08-01
Fixed
4.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BT6
50000.00000000
PA
USD
56508.00000000
0.001247900195
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
7585000.00000000
PA
USD
6979337.75000000
0.154128918802
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAQ8
195000.00000000
PA
USD
232050.00000000
0.005124499900
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.58000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
395000.00000000
PA
USD
392684.19000000
0.008671881459
Long
DBT
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
2980000.00000000
PA
USD
3039600.00000000
0.067125317382
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.87500000
N
N
N
N
N
N
Kia Motors Corp
988400V8MJK9N7OI5X76
Kia Motors Corp
493738AE8
1575000.00000000
PA
USD
1643622.75000000
0.036297111051
Long
DBT
CORP
KR
N
2
2023-04-25
Fixed
3.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAW0
585000.00000000
PA
USD
623708.81000000
0.013773737276
Long
DBT
CORP
US
N
2
2023-11-28
Fixed
3.21600000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
2300000.00000000
PA
USD
2478710.00000000
0.054738845719
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
3545000.00000000
PA
USD
3369557.95000000
0.074411977508
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
000000000
1415000.00000000
PA
USD
1435022.25000000
0.031690460581
Long
DBT
NUSS
FR
N
2
2022-02-12
Fixed
1.87500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
1595000.00000000
PA
USD
1626907.98000000
0.035927988719
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
160900000.00000000
PA
2230029.73000000
0.049247089551
Long
DBT
NUSS
KR
N
2
2022-08-09
Fixed
6.75000000
N
N
N
N
N
N
BANCO NACIONAL COM EXT
4469000001BL6VG3DH44
Banco Nacional de Comercio Exterior SNC/Cayman Islands
05970AAB8
675000.00000000
PA
USD
673650.00000000
0.014876618652
Long
DBT
CORP
MX
N
2
2026-08-11
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W89
4515000.00000000
PA
USD
4595776.15000000
0.101491292502
Long
DBT
UST
US
N
2
2022-03-31
Fixed
1.87500000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
403476.00000000
NS
USD
75829279.44000000
1.674583645653
Long
EC
CORP
US
N
1
N
N
N
OLD REPUBLIC INTL CORP
N/A
Old Republic International Corp
680223AJ3
420000.00000000
PA
USD
473391.44000000
0.010454188266
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
4700000.00000000
PA
USD
5166511.71000000
0.114095189596
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
78440PAC2
140000.00000000
PA
USD
178980.20000000
0.003952527546
Long
DBT
CORP
KR
N
2
2027-07-20
Fixed
6.62500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
760000.00000000
PA
USD
798965.20000000
0.017644029684
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BGV8
905000.00000000
PA
735939.92000000
0.016252204469
Long
DBT
NUSS
CA
N
2
2022-09-01
Fixed
1.80000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
1120000.00000000
PA
USD
1220800.00000000
0.026959661620
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
300000.00000000
PA
USD
255390.00000000
0.005639931177
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
28570000.00000000
PA
7066536.11000000
0.156054572700
Long
DBT
NUSS
MY
N
2
2023-03-15
Fixed
3.48000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
44000.00000000
PA
USD
56978.69000000
0.001258294726
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
3035000.00000000
PA
USD
3174063.70000000
0.070094760250
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
26400000.00000000
PA
6492725.44000000
0.143382766100
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-246395.88000000
-0.00544130860
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
162993000.00000000
MXN
7666362.51000000
USD
2021-06-16
-246395.88000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
2495000.00000000
PA
USD
3001485.00000000
0.066283600883
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CT1
1385000.00000000
PA
USD
1516782.75000000
0.033496026942
Long
DBT
NUSS
ID
N
2
2050-10-15
Fixed
4.20000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
620000.00000000
PA
USD
766630.00000000
0.016929951988
Long
DBT
CORP
MX
N
2
2044-03-25
Fixed
6.87500000
N
N
N
N
N
N
SERVICEMASTER COMPANY LL
HZPA4EQ289DXC7NQGK91
ServiceMaster Co LLC/The
817609AB6
420000.00000000
PA
USD
492450.00000000
0.010875069925
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
304164.00000000
NS
29077922.24000000
0.642145268849
Long
EC
CORP
GB
N
2
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
1400000.00000000
PA
1694579.66000000
0.037422423183
Long
DBT
CORP
FR
N
2
2041-10-24
Fixed
1.25000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBF5
2000000.00000000
PA
USD
2021039.20000000
0.044631825813
Long
DBT
CORP
JP
N
2
2024-07-10
Fixed
1.24100000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
000000000
615000.00000000
PA
759831.33000000
0.016779812864
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
2033661.00000000
NS
63181476.90000000
1.395274605090
Long
EC
CORP
JP
N
2
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
100000.00000000
PA
123588.51000000
0.002729279496
Long
DBT
CORP
MX
N
2
2024-02-07
Fixed
2.62500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
825000.00000000
PA
USD
842632.21000000
0.018608354564
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.50000000
N
N
N
N
Y
Western Digital Corp
Western Digital Corp
USD
XXXX
N
N
N
FONTERRA COOPERATIVE GRP
549300NCQQ9E4O5JX172
Fonterra Co-operative Group Ltd
000000000
5000000.00000000
PA
4310487.37000000
0.095191088559
Long
DBT
CORP
NZ
N
2
2024-02-26
Fixed
5.50000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
1695000.00000000
PA
USD
1884212.85000000
0.041610207123
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AC4
7760000.00000000
PA
USD
7857000.00000000
0.173510862836
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
8630000.00000000
PA
USD
9056575.12000000
0.200001802649
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
8599500.73000000
0.189907953624
Long
DBT
NUSS
AU
N
2
2033-03-08
Fixed
2.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-1745397.74000000
-0.03854466944
N/A
DFE
JP
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
102970035.24000000
USD
11200164000.00000000
JPY
2021-06-16
-1745397.74000000
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
361443.75000000
PA
USD
336492.75000000
0.007430972049
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAE9
2880000.00000000
PA
USD
3047040.00000000
0.067289619383
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
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC48
1690000.00000000
PA
USD
1809361.02000000
0.039957209082
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN AIRLINES GROUP
N/A
American Airlines Group Inc
02376RAE2
70000.00000000
PA
USD
59717.70000000
0.001318781933
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
50092000000.00000000
PA
3463124.65000000
0.076478267294
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
SUNRUN INC
54930007SJ77CI66U531
Sunrun Inc
86771WAA3
205000.00000000
PA
USD
184126.14000000
0.004066168438
Long
DBT
CORP
US
N
2
2026-02-01
None
0.00000000
N
N
N
N
Y
Sunrun Inc
Sunrun Inc
USD
XXXX
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
5755000.00000000
PA
USD
5053177.75000000
0.111592367502
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
663195.40000000
0.014645743424
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
607950.00000000
0.013425725984
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
326155.00000000
NS
USD
116127487.75000000
2.564513249144
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
4223340.00000000
PA
USD
4683700.57000000
0.103432980421
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647AZ0
185000.00000000
PA
USD
188468.75000000
0.004162068910
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
2240000.00000000
PA
USD
2233053.74000000
0.049313870585
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAS4
75000.00000000
PA
USD
98625.00000000
0.002177995271
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
7.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
1265000.00000000
PA
USD
1209656.25000000
0.026713567477
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAB5
14725000.00000000
PA
USD
14155142.50000000
0.312596536686
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
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
72590.45000000
PA
USD
75277.34000000
0.001662394834
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
278907.47000000
PA
USD
262964.14000000
0.005807195472
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
425379.15000000
0.009393903951
Long
DBT
CORP
TT
N
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BP4
5000.00000000
PA
USD
5853.85000000
0.000129274095
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
2180000.00000000
PA
USD
2371456.04000000
0.052370291928
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
67500000.00000000
PA
11306172.89000000
0.249681025012
Long
DBT
NUSS
CN
N
2
2035-11-30
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
26645000.00000000
PA
USD
26527387.37000000
0.585820271269
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAF0
1675000.00000000
PA
USD
1680844.21000000
0.037119094968
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
0.62500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087G32
11680000.00000000
PA
9323831.62000000
0.205903788892
Long
DBT
NUSS
CA
N
2
2022-03-01
Fixed
0.50000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
550000.00000000
PA
USD
565823.50000000
0.012495421114
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
280919.00000000
NS
USD
85750524.75000000
1.893680480851
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
1430000.00000000
PA
USD
1365678.60000000
0.030159102996
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
5760000.00000000
PA
USD
5831712.00000000
0.128785208213
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AS8
635000.00000000
PA
USD
684969.55000000
0.015126595091
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05000000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAE9
95000.00000000
PA
USD
101109.80000000
0.002232868606
Long
DBT
CORP
AU
N
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AW1
195000.00000000
PA
USD
205237.50000000
0.004532383315
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
875000.00000000
PA
USD
939268.75000000
0.020742437475
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
255000.00000000
PA
USD
271230.75000000
0.005989751999
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-196209.95000000
-0.00433302249
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
198988000.00000000
CAD
158161087.64000000
USD
2021-06-16
-196209.95000000
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
735000.00000000
PA
USD
831873.00000000
0.018370752450
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593U8
2675000.00000000
PA
USD
2632464.69000000
0.058134303137
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAE7
1395000.00000000
PA
USD
1522278.28000000
0.033617388041
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
354558.58000000
0.007829930653
Long
DBT
CORP
MX
N
2
2043-05-14
Fixed
7.25000000
N
N
N
N
N
N
Descartes Systems Group Inc/The
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
000000000
358664.00000000
NS
21881729.04000000
0.483227400545
Long
EC
CORP
CA
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
2300000.00000000
PA
2735354.65000000
0.060406484088
Long
DBT
CORP
ES
N
2
2022-09-11
Fixed
0.75000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
1115000.00000000
PA
USD
1162989.60000000
0.025682999741
Long
DBT
NUSS
XX
N
2
2022-06-15
Fixed
4.37500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3335000.00000000
PA
4369318.42000000
0.096490290067
Long
DBT
NUSS
IT
N
2
2025-11-15
Fixed
2.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
29878TDF8
3360000.00000000
PA
2755857.72000000
0.060859265731
Long
DBT
NUSS
XX
N
2
2024-07-30
Fixed
1.75000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
950000.00000000
PA
USD
1029572.00000000
0.022736658530
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
435000.00000000
PA
USD
423037.50000000
0.009342191884
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB Capital Inc
000000000
800000.00000000
PA
963743.63000000
0.021282930990
Long
DBT
NUSS
CA
N
2
2024-06-20
Fixed
0.37500000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
1250000.00000000
PA
USD
1276125.00000000
0.028181436914
Long
DBT
CORP
IN
N
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
48268KAE1
670000.00000000
PA
USD
701873.10000000
0.015499886366
Long
DBT
CORP
KR
N
2
2026-07-18
Fixed
2.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
2665000.00000000
PA
USD
2687359.35000000
0.059346574973
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
140000.00000000
PA
USD
167471.40000000
0.003698371784
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
490000.00000000
PA
USD
514500.00000000
0.011362013354
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AN7
4605000.00000000
PA
USD
4833764.10000000
0.106746923728
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
1660000.00000000
PA
USD
1906398.12000000
0.042100137802
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
BANCO BRADESCO (CAYMAN)
549300CTUU1RFXHQJE44
Banco Bradesco SA/Cayman Islands
05947KAY6
1150000.00000000
PA
USD
1172620.50000000
0.025895684705
Long
DBT
CORP
BR
N
2
2023-01-27
Fixed
2.85000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
2615000.00000000
PA
USD
2847735.00000000
0.062888247038
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
1100000.00000000
PA
USD
1141404.00000000
0.025206311936
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
111754.00000000
NS
USD
35250564.22000000
0.778459439134
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BG5
2895000.00000000
PA
USD
2978231.25000000
0.065770074317
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
760000.00000000
PA
USD
804650.00000000
0.017769570546
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
1610000.00000000
PA
USD
1775025.00000000
0.039198946074
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
N15516AD4
1785000.00000000
PA
USD
1793335.95000000
0.039603317810
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda SA
12686LAA7
1485000.00000000
PA
USD
1577025.45000000
0.034826402767
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
13319944.00000000
PA
USD
14171171.67000000
0.312950518501
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
2874632.50000000
0.063482240729
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
205601.00000000
NS
43944905.44000000
0.970461812416
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
96871.00000000
NS
USD
31676817.00000000
0.699538227005
Long
EC
CORP
US
N
1
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
1300000.00000000
PA
USD
1316250.00000000
0.029067541454
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
6900000.00000000
PA
USD
6951750.00000000
0.153519681904
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
1541559.72000000
PA
USD
1457837.61000000
0.032194305916
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3305000.00000000
PA
4324619.12000000
0.095503168505
Long
DBT
NUSS
IT
N
2
2028-02-01
Fixed
2.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
2535000.00000000
PA
USD
2541337.50000000
0.056121886519
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
5150000.00000000
PA
USD
5507974.34000000
0.121635914498
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
2459079.00000000
PA
USD
2720134.83000000
0.060070375637
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119AJ8
820000.00000000
PA
USD
1092961.60000000
0.024136529243
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
165000.00000000
PA
USD
176398.20000000
0.003895507685
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
119742.05000000
0.002644335804
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
1.50000000
N
N
N
N
N
N
Quicken Loans Inc
549300FGXN1K3HLB1R50
Quicken Loans LLC
74840LAB8
295000.00000000
PA
USD
309750.00000000
0.006840395795
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.25000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
109424.00000000
NS
USD
80756006.24000000
1.783383520672
Long
EC
CORP
US
N
1
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607RAD2
970000.00000000
PA
USD
1041120.77000000
0.022991696973
Long
DBT
CORP
CA
N
2
2023-09-13
Fixed
3.50000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
175000.00000000
PA
USD
177896.25000000
0.003928590025
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-79386.21000000
-0.00175313348
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30959000.00000000
NOK
3014226.99000000
EUR
2021-06-16
-79386.21000000
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
745000.00000000
PA
USD
717062.50000000
0.015835323034
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
1725000.00000000
PA
USD
1716099.05000000
0.037897648832
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
14060000.00000000
PA
USD
14109978.94000000
0.311599162591
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBG4
3250000.00000000
PA
USD
3404375.00000000
0.075180863391
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
22385000.00000000
PA
4252975.13000000
0.093921011127
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
625493.75000000
0.013813155181
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EL3
1370000.00000000
PA
USD
1425167.11000000
0.031472823589
Long
DBT
CORP
AU
N
2
2030-01-16
Fixed
2.65000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C405
1600.00000000
NS
USD
39312.00000000
0.000868150571
Long
EP
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
344932.00000000
NS
USD
101592821.96000000
2.243535471078
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
312266.00000000
NS
USD
62065990.16000000
1.370640639615
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBD6
2435000.00000000
PA
USD
2657802.50000000
0.058693853254
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Expedia Group Inc
Expedia Group Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
43590000.00000000
PA
USD
43569567.19000000
0.962172991796
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
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
819644.00000000
0.018100692078
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
810000.00000000
PA
USD
868037.58000000
0.019169396650
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
1795000.00000000
PA
USD
2263495.00000000
0.049986123262
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
1483900.00000000
0.032769857370
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
1195000.00000000
PA
USD
1131198.95000000
0.024980947671
Long
DBT
CORP
IN
N
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
39185000.00000000
PA
2168183.57000000
0.047881303553
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government Bond - Fixed
000000000
23525000.00000000
PA
6978475.82000000
0.154109884282
Long
DBT
NUSS
IL
N
2
2030-03-31
Fixed
1.00000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
2785000.00000000
PA
USD
2906843.75000000
0.064193581162
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAK3
1585000.00000000
PA
USD
1642443.17000000
0.036271061675
Long
DBT
CORP
US
N
2
2026-09-27
Fixed
2.75000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBG5
2510000.00000000
PA
USD
2525785.87000000
0.055778450508
Long
DBT
CORP
US
N
2
2021-09-09
Fixed
1.70000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AC4
800000.00000000
PA
USD
902808.00000000
0.019937252775
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
485000.00000000
PA
USD
484194.90000000
0.010692767580
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
8995159.12000000
0.198645516133
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
2005822.28000000
0.044295781405
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
3700000.00000000
PA
4292302.51000000
0.094789501344
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
1085000.00000000
PA
USD
1093137.50000000
0.024140413748
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131MAH6
1405000.00000000
PA
USD
1509363.05000000
0.033332173239
Long
DBT
CORP
HK
N
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
UNITED AIR 2016-2 B PTT
N/A
United Airlines 2016-2 Class B Pass Through Trust
90933JAA9
378958.33000000
PA
USD
372307.61000000
0.008221893171
Long
DBT
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PAJ7
425000.00000000
PA
USD
516375.00000000
0.011403420109
Long
DBT
NUSS
DO
N
2
2027-04-20
Fixed
8.62500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
000000000
635000.00000000
PA
900048.03000000
0.019876302695
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
3505000.00000000
PA
USD
3364800.00000000
0.074306904832
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBL8
1395000.00000000
PA
USD
1589903.05000000
0.035110786563
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
4.15000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
2565000.00000000
PA
3389626.03000000
0.074855153004
Long
DBT
NUSS
ES
N
2
2023-10-31
Fixed
4.40000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
74814ZFF5
2355000.00000000
PA
1920841.97000000
0.042419110040
Long
DBT
NUSS
CA
N
2
2029-09-01
Fixed
2.30000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
90000.00000000
PA
USD
102181.50000000
0.002256535602
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
29559900000.00000000
PA
8723496.62000000
0.192646229538
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
3410000.00000000
PA
USD
3435575.00000000
0.075869871781
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
295000.00000000
PA
USD
305785.20000000
0.006752838729
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
804812.50000000
0.017773159131
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND CNH BWVFT77
000000000
6500000.00000000
PA
1014926.73000000
0.022413238212
Long
DBT
NUSS
CN
N
2
2025-05-21
Fixed
3.39000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
234547.00000000
NS
USD
94602186.98000000
2.089157068742
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
220000.00000000
PA
USD
228951.80000000
0.005056080484
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
1455000.00000000
PA
USD
1413773.78000000
0.031221217821
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
Level 3 Financing Inc
527298BH5
760000.00000000
PA
USD
775960.00000000
0.017135991997
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAT0
585000.00000000
PA
USD
635968.13000000
0.014044467223
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
725000.00000000
PA
853700.16000000
0.018852774769
Long
DBT
NUSS
ES
N
2
2021-07-30
Fixed
0.75000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
6275000.00000000
PA
USD
6287487.25000000
0.138850367547
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71645WAQ4
150000.00000000
PA
USD
168000.00000000
0.003710045177
Long
DBT
CORP
NL
N
2
2040-01-20
Fixed
6.87500000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAK7
1515000.00000000
PA
USD
1535452.50000000
0.033908322275
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
2181600.00000000
0.048177586656
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
000000000
867500.00000000
NS
41362775.52000000
0.913439082319
Long
EC
CORP
CA
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EE9
1150000.00000000
PA
USD
1293391.71000000
0.028562748070
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
3.70000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCU2
3960000.00000000
PA
USD
4015638.00000000
0.088679752350
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.12500000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CQ0
765000.00000000
PA
USD
794911.50000000
0.017554509385
Long
DBT
NUSS
KR
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
IND & COMM BK CHINA/NY
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd/New York NY
45580KAJ7
905000.00000000
PA
USD
934774.50000000
0.020643188246
Long
DBT
CORP
CN
N
2
2022-11-08
Fixed
2.95700000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
2765000.00000000
PA
USD
2614572.80000000
0.057739185754
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAA1
400000.00000000
PA
USD
444620.00000000
0.009818811230
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
860000.00000000
PA
USD
978185.50000000
0.021601859503
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
246789.09000000
0.005449992101
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
1127099.42000000
0.024890415281
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
720310.30000000
0.015907046157
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
1360000.00000000
PA
USD
2334950.00000000
0.051564107061
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
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CA6
2685000.00000000
PA
USD
2760609.60000000
0.060964204359
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.50000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
260000.00000000
PA
330553.41000000
0.007299810027
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
2080732.50000000
0.045950068907
Long
DBT
CORP
TR
N
2
2026-03-02
Fixed
5.37500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087F58
63755000.00000000
PA
50867530.72000000
1.123338315589
Long
DBT
NUSS
CA
N
2
2021-09-01
Fixed
0.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BV7
525000.00000000
PA
USD
594069.00000000
0.013119183501
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
HOLDING D'INFRASTRUCTURE
9695004S3RCE0Q5V8G28
Holding d'Infrastructures de Transport SASU
000000000
500000.00000000
PA
621964.91000000
0.013735225682
Long
DBT
CORP
FR
N
2
2027-11-27
Fixed
1.62500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAH3
3275000.00000000
PA
USD
3440796.88000000
0.075985189702
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
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
272633.19000000
0.006020722926
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
38844665000.00000000
COP
10861235.30000000
USD
2021-06-16
272633.19000000
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GN7
3515000.00000000
PA
2840557.45000000
0.062729740878
Long
DBT
NUSS
XX
N
2
2022-01-18
Fixed
2.20000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBH7
1165000.00000000
PA
USD
1244261.74000000
0.027477781354
Long
DBT
CORP
US
N
2
2024-04-18
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YT1
35975000.00000000
PA
USD
36317886.72000000
0.802029764691
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.50000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar Inc
45031UCF6
290000.00000000
PA
USD
301717.45000000
0.006663008156
Long
DBT
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
BANK OF NEW ZEALAND
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAC9
2200000.00000000
PA
USD
2155609.76000000
0.047603628534
Long
DBT
CORP
NZ
N
2
2026-03-03
Fixed
1.00000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087K94
23060000.00000000
PA
18079722.61000000
0.399265402813
Long
DBT
NUSS
CA
N
2
2025-09-01
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YP9
2255000.00000000
PA
USD
2273938.48000000
0.050216752921
Long
DBT
UST
US
N
2
2021-10-31
Fixed
1.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
95000.00000000
PA
USD
107002.91000000
0.002363009703
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
165000.00000000
PA
USD
167681.25000000
0.003703006028
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
170718400.00000000
PA
8281464.85000000
0.182884575750
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
GM FINANCIAL CAD
5493001CSMJPUBB7NS44
General Motors Financial of Canada Ltd
37045YAE4
770000.00000000
PA
644454.52000000
0.014231877284
Long
DBT
CORP
CA
N
2
2023-11-07
Fixed
3.25000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
775000.00000000
PA
USD
758105.00000000
0.016741689279
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
890000.00000000
PA
USD
881100.00000000
0.019457861937
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
New Fortress Energy Inc
644393AA8
1200000.00000000
PA
USD
1232880.00000000
0.027226431535
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAM0
1100000.00000000
PA
USD
1160228.15000000
0.025622016977
Long
DBT
CORP
KR
N
2
2023-03-05
Fixed
3.75000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAQ8
430000.00000000
PA
USD
442185.60000000
0.009765050908
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI Inc
000000000
504000.00000000
NS
41981952.73000000
0.927112745544
Long
EC
CORP
CA
N
1
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
435000.00000000
PA
USD
442843.05000000
0.009779569773
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAE0
25000.00000000
PA
USD
26930.62000000
0.000594725100
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.50000000
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
10770000.00000000
PA
7848601.47000000
0.173325393040
Long
DBT
NUSS
SG
N
2
2025-11-01
Fixed
0.50000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556JAA7
1250000.00000000
PA
USD
1275000.00000000
0.028156592861
Long
DBT
CORP
BR
N
2
2023-01-24
Fixed
2.90000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAH3
1295000.00000000
PA
USD
1387688.33000000
0.030645157119
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
1370110.60000000
0.030256977521
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
90000.00000000
PA
USD
85958.10000000
0.001898264490
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
IRISH TSY 3.4% 2024
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
375000.00000000
PA
491663.45000000
0.010857700068
Long
DBT
NUSS
IE
N
2
2024-03-18
Fixed
3.40000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AD4
5000000.00000000
PA
USD
5199300.00000000
0.114819273150
Long
DBT
NUSS
CA
N
2
2024-09-27
Fixed
1.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEL8
415000.00000000
PA
USD
430043.75000000
0.009496915122
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
46500000.00000000
PA
5392937.69000000
0.119095490876
Long
DBT
NUSS
NO
N
2
2030-08-19
Fixed
1.37500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
N/A
CHINA GOVERNMENT BOND SR UNSECURED REGS 07/36 3.9
000000000
25000000.00000000
PA
4128217.82000000
0.091165920316
Long
DBT
NUSS
HK
N
2
2036-07-04
Fixed
3.90000000
N
N
N
N
N
N
ANTARES HOLDINGS
N/A
Antares Holdings LP
03666HAA9
1010000.00000000
PA
USD
1059259.31000000
0.023392261276
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CY4
3975000.00000000
PA
3324361.42000000
0.073413875316
Long
DBT
CORP
US
N
2
2024-08-19
Fixed
2.51300000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
25000.00000000
PA
USD
24227.94000000
0.000535040190
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
995000.00000000
PA
USD
1117385.00000000
0.024675885894
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
986990.78000000
0.021796311804
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
580000.00000000
PA
USD
636820.51000000
0.014063290844
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1435000.00000000
PA
USD
1467574.50000000
0.032409331522
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
703875.00000000
NS
USD
79143705.00000000
1.747778101390
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
345423.00000000
NS
USD
37516392.03000000
0.828497079245
Long
EC
CORP
US
N
1
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
1250000.00000000
PA
USD
1360288.25000000
0.030040064651
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
219419.00000000
NS
USD
71012765.16000000
1.568217660088
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
63783600.00000000
PA
3428483.57000000
0.075713267462
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
500000.00000000
PA
611666.25000000
0.013507794171
Long
DBT
CORP
ES
N
2
2028-07-14
Fixed
2.75000000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
3590000.00000000
PA
USD
3464314.10000000
0.076504534635
Long
DBT
CORP
NL
N
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
2465000.00000000
PA
USD
2708394.10000000
0.059811098026
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AZ4
1130000.00000000
PA
USD
1275536.03000000
0.028168430335
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
994020.00000000
NS
60602648.94000000
1.338324794164
Long
EC
CORP
SE
N
2
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1020000.00000000
PA
USD
1089982.20000000
0.024070733358
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FEQ7
915000.00000000
PA
USD
949312.50000000
0.020964239655
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
5.50000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BC0
75000.00000000
PA
USD
77718.75000000
0.001716309961
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
603000.00000000
PA
USD
615180.60000000
0.013585403679
Long
DBT
CORP
MX
N
2
2025-01-11
Fixed
5.70000000
N
N
N
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
95000.00000000
PA
USD
116137.50000000
0.002564734355
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
520746.00000000
NS
USD
117209509.68000000
2.588408191066
Long
EC
CORP
US
N
1
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBC0
800000.00000000
PA
USD
814504.00000000
0.017987182362
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
9680000.00000000
PA
USD
7553425.00000000
0.166806833284
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
5838000.00000000
NS
122943570.60000000
2.715036911670
Long
EC
CORP
TW
N
2
N
N
N
MICHAELS STORES INC
BV4WJ23XIGNG4UDYEK73
Michaels Stores Inc
594087AU2
4315000.00000000
PA
USD
4768075.00000000
0.105296271772
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
635000.00000000
PA
USD
612752.78000000
0.013531788667
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
Canada Goose Holdings Inc
529900891XBE6RV8JR07
Canada Goose Holdings Inc
000000000
880049.00000000
NS
34545092.04000000
0.762880072117
Long
EC
CORP
CA
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
160000.00000000
PA
USD
178594.35000000
0.003944006588
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAA9
950000.00000000
PA
USD
989149.50000000
0.021843984118
Long
DBT
CORP
TH
N
2
2023-01-23
Fixed
3.62500000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAD2
785000.00000000
PA
USD
800473.21000000
0.017677331977
Long
DBT
CORP
SG
N
2
2022-09-18
Fixed
2.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
4500000.00000000
PA
USD
4401219.11000000
0.097194772216
Long
DBT
CORP
FR
N
2
2027-01-26
Fixed
1.24700000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345AN2
855000.00000000
PA
USD
904696.88000000
0.019978966049
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.37500000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
275000.00000000
PA
394247.09000000
0.008706395921
Long
DBT
CORP
IT
N
2
2047-10-27
Fixed
5.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
635000.00000000
PA
USD
657307.55000000
0.014515718486
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AC1
395000.00000000
PA
USD
461162.50000000
0.010184129220
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.36000000
N
N
N
N
N
N
MARRIOTT VACATION WORLDW
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164YAC1
2335000.00000000
PA
USD
2765515.63000000
0.061072547174
Long
DBT
CORP
US
N
2
2026-01-15
None
0.00000000
N
N
N
N
Y
Marriott Vacations Worldwide Corp
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
5000.00000000
PA
USD
5525.00000000
0.000122011902
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
1072932.00000000
0.023694203523
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.45700000
N
N
N
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
MGIC Investment Corp
552848AG8
2905000.00000000
PA
USD
3017568.75000000
0.066638788020
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.25000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1085000.00000000
PA
USD
1146421.85000000
0.025317124140
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCC7
3305000.00000000
PA
USD
3511893.00000000
0.077555248137
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
1400000.00000000
PA
USD
1671632.23000000
0.036915661266
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
843749.45000000
0.018633027247
Long
DBT
CORP
KR
N
2
2026-03-24
Fixed
3.87500000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
1175000.00000000
PA
USD
1251997.75000000
0.027648620322
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
33805.79000000
0.000746553619
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
40354000000.00000000
IDR
2797174.68000000
USD
2021-06-16
33805.79000000
N
N
N
UK TSY 2 3/4% 2024
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
1035000.00000000
PA
1551808.27000000
0.034269516594
Long
DBT
NUSS
GB
N
2
2024-09-07
Fixed
2.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
1135000.00000000
PA
USD
1144613.20000000
0.025277182632
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
165000.00000000
PA
USD
165260.70000000
0.003649551565
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
1351600.00000000
0.029848196793
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
50191.00000000
NS
USD
58005236.79000000
1.280964577378
Long
EC
CORP
US
N
1
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAA4
930000.00000000
PA
USD
971850.00000000
0.021461948841
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
13685000.00000000
PA
USD
14082185.78000000
0.310985389501
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.62500000
N
N
N
N
N
N
IRISH TSY 0% 2031
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
3710000.00000000
PA
4325448.08000000
0.095521474928
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
3959721.67000000
0.087444918359
Long
DBT
NUSS
KR
N
2
2023-12-10
Fixed
0.87500000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
3470200.00000000
NS
42464024.23000000
0.937758620803
Long
EC
CORP
HK
N
2
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
1675000.00000000
PA
USD
1675794.40000000
0.037007576973
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
1751243.79000000
0.038673771291
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
470757.73000000
PA
USD
432394.88000000
0.009548836542
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
3010000.00000000
PA
2538883.19000000
0.056067686513
Long
DBT
NUSS
AU
N
2
2023-04-21
Fixed
5.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
2310000.00000000
PA
USD
2664238.50000000
0.058835983318
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
1012738.50000000
0.022364914211
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAJ7
1130000.00000000
PA
USD
1224920.00000000
0.027050646061
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
855000.00000000
PA
USD
936652.50000000
0.020684661251
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
649356.50000000
0.014340130660
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166AW4
60000.00000000
PA
USD
76386.17000000
0.001686881795
Long
DBT
US
N
2
2027-10-01
Fixed
6.95000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
60000.00000000
PA
USD
60000.00000000
0.001325016134
Long
DBT
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
205000.00000000
PA
USD
226690.00000000
0.005006131792
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
387585.89000000
PA
USD
380256.64000000
0.008397436388
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.12500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
1400000.00000000
PA
2220193.52000000
0.049029870601
Long
DBT
NUSS
ES
N
2
2048-10-31
Fixed
2.70000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
575000.00000000
PA
USD
615439.75000000
0.013591126644
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
115000.00000000
PA
USD
116823.90000000
0.002579892540
Long
DBT
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
000000000
2830000.00000000
PA
USD
3004192.16000000
0.066343384728
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
780440.00000000
PA
USD
776490.97000000
0.017147717728
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAX0
35000.00000000
PA
USD
32287.50000000
0.000713024307
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
284391.00000000
NS
USD
100353052.17000000
2.216156888161
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAL3
1170000.00000000
PA
USD
1238737.50000000
0.027355786235
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.62500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087L77
63600000.00000000
PA
50639608.50000000
1.118304971940
Long
DBT
NUSS
CA
N
2
2023-02-01
Fixed
0.25000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
235000.00000000
PA
USD
332474.33000000
0.007342230860
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-6141.38000000
-0.00013562379
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
27000000.00000000
BRL
4772847.80000000
USD
2021-06-02
-6141.38000000
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
2790000.00000000
PA
USD
2540449.01000000
0.056102265459
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
45818.00000000
NS
USD
141764557.44000000
3.130672098897
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CE0
245000.00000000
PA
303597.47000000
0.006704525769
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.87500000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
1440000000.00000000
PA
1294963.02000000
0.028597448255
Long
DBT
NUSS
KR
N
2
2022-09-10
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
1275000.00000000
PA
USD
1560177.87000000
0.034454347512
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
2020350000.00000000
PA
17580192.53000000
0.388233979217
Long
DBT
NUSS
JP
N
2
2049-03-20
Fixed
0.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
245000.00000000
PA
USD
289724.75000000
0.006398166139
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023MAA2
345000.00000000
PA
USD
374304.30000000
0.008265987279
Long
DBT
CORP
SG
N
2
2028-12-11
Fixed
4.52000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
690000.00000000
PA
USD
786404.27000000
0.017366639102
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFX8
1635000.00000000
PA
USD
1674449.75000000
0.036977882257
Long
DBT
CORP
US
N
2
2022-04-12
Fixed
2.65000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAQ1
1375000.00000000
PA
USD
1418578.43000000
0.031327321800
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
2.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAG7
2790000.00000000
PA
USD
2968734.79000000
0.065560358272
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
000000000
636300000.00000000
PA
8882591.78000000
0.196159623771
Long
DBT
NUSS
KR
N
2
2023-02-07
Fixed
6.90000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
1125000.00000000
PA
USD
1224293.57000000
0.027036812230
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
89388AAA0
1050000.00000000
PA
USD
1156323.00000000
0.025535777198
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
HOLDING D'INFRASTRUCTURE
9695004S3RCE0Q5V8G28
Holding d'Infrastructures de Transport SASU
000000000
500000.00000000
PA
592072.78000000
0.013075099773
Long
DBT
CORP
FR
N
2
2023-03-27
Fixed
0.62500000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
501955AA6
1180000.00000000
PA
USD
1277440.28000000
0.028210483034
Long
DBT
CORP
KR
N
2
2024-10-15
Fixed
3.25000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
29970000.00000000
PA
7694447.55000000
0.169921119186
Long
DBT
NUSS
RO
N
2
2030-10-24
Fixed
4.15000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
6965000.00000000
PA
8743346.36000000
0.193084583301
Long
DBT
NUSS
IT
N
2
2030-04-01
Fixed
1.35000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABF3
835000.00000000
PA
USD
862556.78000000
0.019048360842
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.65000000
N
N
N
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
1015764.00000000
NS
33232397.69000000
0.733891052222
Long
EC
CORP
GB
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
804000.00000000
PA
USD
734911.16000000
0.016229485742
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1285986.57000000
PA
USD
1207528.53000000
0.026666579755
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AN9
2790000.00000000
PA
USD
2802813.30000000
0.061896214083
Long
DBT
CORP
JP
N
2
2031-03-25
Fixed
2.36200000
N
N
N
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAC9
855000.00000000
PA
USD
840037.50000000
0.018551054020
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAE1
1265000.00000000
PA
USD
1323007.25000000
0.029216765875
Long
DBT
CORP
GB
N
2
2029-11-08
Fixed
3.25000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAB1
355000.00000000
PA
USD
377759.36000000
0.008342287450
Long
DBT
CORP
HK
N
2
2025-03-11
Fixed
3.20000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087J88
32470000.00000000
PA
25870066.21000000
0.571304252225
Long
DBT
NUSS
CA
N
2
2021-05-01
Fixed
1.75000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
1530000.00000000
PA
1802699.79000000
0.039810105128
Long
DBT
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
2021-04-28
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer