0001752724-22-127324.txt : 20220527
0001752724-22-127324.hdr.sgml : 20220527
20220527125152
ACCESSION NUMBER: 0001752724-22-127324
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220527
PERIOD START: 20220930
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: 22975210
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
C000182249
C000027671
C000027670
C000018226
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
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BOSTON
02199-8197
617-449-2810
Loomis Sayles Global Allocation Fund
S000006698
549300FX8N6EEUB2RZ68
2022-09-30
2022-03-31
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0.00000000
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EUR
USD
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HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
470000.00000000
PA
USD
448518.65000000
0.010200264816
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
SIGMA FINANCE NL
549300K5R8C331KIC659
Sigma Finance Netherlands BV
000000000
2090000.00000000
PA
USD
2155333.40000000
0.049016850133
Long
DBT
CORP
NL
N
2
2028-03-27
Fixed
4.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
690000.00000000
PA
USD
598981.36000000
0.013622105775
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254063AU4
8000.00000000
PA
USD
8570.00000000
0.000194899965
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
140000.00000000
PA
USD
137551.54000000
0.003128213584
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
400000.00000000
PA
USD
402876.46000000
0.009162264669
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
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N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
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LVMH Moet Hennessy Louis Vuitton SE
000000000
94127.00000000
NS
67187728.89000000
1.527991371441
Long
EC
CORP
FR
N
2
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
115000.00000000
PA
USD
108962.50000000
0.002478038215
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
10235000.00000000
PA
USD
9792816.07000000
0.222709395067
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
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N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
2475000.00000000
PA
USD
2440280.82000000
0.055497158461
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.25000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
556196.00000000
NS
USD
118091534.72000000
2.685651815793
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
165000.00000000
PA
USD
145022.89000000
0.003298127920
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
2548142.97000000
0.057950172385
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
161043352.76000000
USD
147481000.00000000
EUR
2022-06-15
2548142.97000000
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AE7
480000.00000000
PA
USD
472200.00000000
0.010738828912
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAC7
1600000.00000000
PA
USD
1472224.00000000
0.033481494403
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
TURKCELL ILETISIM HIZMET
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
2875000.00000000
PA
USD
2598252.50000000
0.059089769313
Long
DBT
CORP
TR
N
2
2028-04-11
Fixed
5.80000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBC4
6630000.00000000
PA
USD
6072615.90000000
0.138104157568
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
NCL Corp Ltd
NCL Corp Ltd
USD
XXXX
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
90011QAC4
525000.00000000
PA
USD
516261.90000000
0.011740889916
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
313590.00000000
NS
USD
105751955.70000000
2.405023632920
Long
EC
CORP
IE
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
2000000.00000000
PA
USD
1806403.54000000
0.041081445497
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
1395000.00000000
PA
USD
1180518.75000000
0.026847498696
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACR4
410000.00000000
PA
USD
375443.38000000
0.008538378281
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.40000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
7265000.00000000
PA
USD
6691137.65000000
0.152170653231
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
7860000.00000000
PA
USD
7721221.88000000
0.175596952070
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
CHINA GOVERNMENT BOND
000000000
500000.00000000
PA
81210.22000000
0.001846892542
Long
DBT
NUSS
CN
N
2
2027-06-29
Fixed
3.48000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
000000000
2480000.00000000
PA
USD
2415931.48000000
0.054943402856
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
770000.00000000
PA
863802.42000000
0.019644698015
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
325293.90000000
0.007397872804
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
667285.79000000
0.015175493296
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
3937170.30000000
0.089539598163
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
FRAPORT AG
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
000000000
3220000.00000000
PA
3431216.16000000
0.078033128558
Long
DBT
CORP
DE
N
2
2028-03-31
Fixed
1.87500000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
10700000.00000000
PA
7305994.08000000
0.166153791748
Long
DBT
NUSS
AU
N
2
2026-09-21
Fixed
0.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCP6
3810000.00000000
PA
USD
3308965.95000000
0.075252899651
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
1060000.00000000
PA
USD
939149.40000000
0.021358248052
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
WILLOW NO.2 FOR ZURICH I
549300B0B1XTFDS6V025
Willow No 2 Ireland PLC for Zurich Insurance Co Ltd
000000000
340000.00000000
PA
USD
339150.00000000
0.007712989889
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
2504956.69000000
0.056968024837
Long
DBT
CORP
CA
N
2
2026-01-20
Fixed
0.87500000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
460000.00000000
PA
USD
417358.00000000
0.009491605585
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
1155000.00000000
PA
USD
1045286.55000000
0.023772031819
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BR4
89000.00000000
PA
USD
113459.07000000
0.002580299748
Long
DBT
US
N
2
2032-03-15
Fixed
7.37500000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
000000000
700000.00000000
PA
774455.37000000
0.017612756711
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
1.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
1490000.00000000
PA
USD
1302580.65000000
0.029623445035
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
2375000.00000000
PA
USD
2243152.11000000
0.051014033745
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34100000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FZ2
2865000.00000000
PA
2107218.21000000
0.047922608723
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.97800000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
2000000.00000000
PA
USD
1887742.72000000
0.042931270863
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
1941448.70000000
0.044152658687
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
232426.00000000
NS
USD
118530287.22000000
2.695629977658
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
2005000.00000000
PA
USD
1945230.95000000
0.044238675070
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
7528000.00000000
PA
USD
6747873.36000000
0.153460943538
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
Uber Technologies Inc
Uber Technologies Inc
USD
XXXX
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
210316.00000000
NS
140537664.61000000
3.196124388104
Long
EC
CORP
NL
N
2
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
435000.00000000
PA
USD
413663.25000000
0.009407579138
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
Korea Gas Corp
988400TFZILHBD5M3R71
Korea Gas Corp
50066AAM5
910000.00000000
PA
USD
910627.90000000
0.020709608685
Long
DBT
NUSS
KR
N
2
2022-07-20
Fixed
2.75000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
490000.00000000
PA
USD
440418.13000000
0.010016041821
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
Penn National Gaming Inc
707569AU3
230000.00000000
PA
USD
462530.00000000
0.010518912615
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
1085000.00000000
PA
USD
877398.51000000
0.019953901921
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAD9
250000.00000000
PA
USD
249991.44000000
0.005685335247
Long
DBT
CORP
FR
N
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087N26
62805000.00000000
PA
46370652.40000000
1.054566926519
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
1.50000000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAA4
575000.00000000
PA
USD
595125.00000000
0.013534403974
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
418681.62000000
0.009521707509
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2355000.00000000
PA
USD
2702362.50000000
0.061457451393
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
380000.00000000
PA
USD
390826.20000000
0.008888216214
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
43840000000.00000000
PA
3104009.36000000
0.070591752352
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
710000.00000000
PA
USD
669175.00000000
0.015218457936
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
4435000.00000000
PA
USD
3884616.50000000
0.088344413353
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
DILLARDS INC
529900FGYKMWL6019P91
Dillard's Inc
254067AN1
50000.00000000
PA
USD
55045.00000000
0.001251839977
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
370000.00000000
PA
USD
331253.60000000
0.007533409015
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
2750000.00000000
PA
USD
701222.50000000
0.015947286017
Long
DBT
CORP
KY
N
2
2024-04-26
Fixed
5.95000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
90000.00000000
PA
USD
83242.80000000
0.001893117720
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
1280856.37000000
0.029129388859
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
515000.00000000
PA
USD
513509.08000000
0.011678284954
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160RY1
2500000.00000000
PA
USD
2505110.03000000
0.056971512113
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
182519.03000000
PA
142469.23000000
0.003240052279
Long
ABS-MBS
CORP
CA
N
2
2047-07-12
Fixed
2.61600000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
530000.00000000
PA
612854.73000000
0.013937615616
Long
DBT
CORP
IT
N
2
2026-09-15
Fixed
3.92800000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBU2
2020000.00000000
PA
USD
1765488.30000000
0.040150946212
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EDC3
4500000.00000000
PA
USD
4129200.00000000
0.093906760582
Long
DBT
CORP
CA
N
2
2027-01-22
Fixed
0.94900000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
59.00000000
NC
USD
-256859.45000000
-0.00584152835
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
8249515.70000000
USD
-256859.45000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
6640000.00000000
PA
USD
7370732.00000000
0.167626069272
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
17320000.00000000
PA
USD
14609420.00000000
0.332249178094
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
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
1420000.00000000
PA
USD
1483914.20000000
0.033747354331
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
660225.34000000
0.015014923698
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
15255367.78000000
0.346939399814
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
1832256.07000000
0.041669386828
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55607PAF2
4000000.00000000
PA
USD
3609972.56000000
0.082098428000
Long
DBT
CORP
AU
N
2
2027-09-23
Fixed
1.62900000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
3560000.00000000
PA
USD
3328600.00000000
0.075699419566
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
11250000.00000000
PA
USD
10321875.00000000
0.234741316571
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AN1
305000.00000000
PA
USD
283783.71000000
0.006453843096
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
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
870000.00000000
PA
USD
884676.90000000
0.020119427937
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
1404795.00000000
0.031948016015
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-38375.87000000
-0.00087274862
N/A
DFE
GB
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
16284825.64000000
USD
12371000.00000000
GBP
2022-06-15
-38375.87000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
2600000.00000000
PA
USD
1844778.00000000
0.041954162058
Long
DBT
CORP
KY
N
2
2026-07-12
Fixed
2.70000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
130000.00000000
PA
USD
136975.80000000
0.003115120036
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
2221789.60000000
0.050528204986
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
973968.00000000
0.022150096820
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
163032.00000000
NS
USD
93881977.20000000
2.135075161274
Long
EC
CORP
US
N
1
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAH1
260000.00000000
PA
USD
236317.90000000
0.005374369964
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
1000000.00000000
PA
USD
1186928.18000000
0.026993262721
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
1300000.00000000
PA
1468095.20000000
0.033387596739
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
2303185.75000000
0.052379325971
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.62500000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
200000.00000000
PA
USD
193750.00000000
0.004406285687
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
6310000.00000000
PA
3778967.11000000
0.085941722282
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
3293300.55000000
0.074896635250
Long
DBT
CORP
FI
N
2
2025-08-28
Fixed
0.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
305000.00000000
PA
USD
269559.08000000
0.006130344858
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WBA3
625000.00000000
PA
USD
570868.69000000
0.012982764069
Long
DBT
CORP
KY
N
2
2031-04-22
Fixed
2.88000000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31430WDW1
2965000.00000000
PA
2304334.96000000
0.052405461443
Long
DBT
CORP
CA
N
2
2030-05-26
Fixed
2.85600000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BZ6
3000000.00000000
PA
USD
2757859.62000000
0.062719573538
Long
DBT
CORP
JP
N
2
2027-10-13
Fixed
1.64000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
1205000.00000000
PA
USD
1232112.50000000
0.028020849934
Long
DBT
CORP
MX
N
2
2027-02-23
Fixed
4.75000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBN8
3495000.00000000
PA
USD
3228251.92000000
0.073417291521
Long
DBT
CORP
NZ
N
2
2026-06-22
Fixed
1.25000000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAC9
940000.00000000
PA
952878.85000000
0.021670484847
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
499714.80000000
0.011364573787
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
802981.80000000
0.018261508196
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
16500000.00000000
PA
1804168.18000000
0.041030608672
Long
DBT
NUSS
NO
N
2
2026-02-19
Fixed
1.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
3855000.00000000
PA
USD
3476814.05000000
0.079070121230
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
INVERSIONES CMPC CI
549300G475ACIABB4385
Inversiones CMPC SA/Cayman Islands Branch
46128MAF8
800000.00000000
PA
USD
813008.02000000
0.018489525691
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
717403.00000000
0.016315264884
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
821566.60000000
0.018684165942
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
2949198.00000000
0.067071013875
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAG2
575000.00000000
PA
USD
484437.50000000
0.011017135602
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
12970000.00000000
PA
2869744.65000000
0.065264076281
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
1541911.35000000
0.035066332457
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
414707.00000000
NS
USD
132469857.01000000
3.012645342109
Long
EC
CORP
IE
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
50000.00000000
PA
USD
51500.00000000
0.001171219163
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAG5
3660000.00000000
PA
USD
3365385.63000000
0.076536002766
Long
DBT
CORP
NO
N
2
2027-05-25
Fixed
1.53500000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
835000.00000000
PA
USD
841262.50000000
0.019132092457
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
4600000.00000000
PA
USD
4370736.00000000
0.099399801201
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVQ9
1135000.00000000
PA
USD
1080985.40000000
0.024583899339
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.45000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891CBF9
1000000.00000000
PA
USD
968871.46000000
0.022034190697
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
463750.30000000
0.010546664824
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
2.25000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
2560000.00000000
PA
271835.95000000
0.006182125708
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
846306.27000000
0.019246798478
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
ENTEL CHILE SA
529900N4SUIP0URJT330
Empresa Nacional de Telecomunicaciones SA
29245VAE5
595000.00000000
PA
USD
539962.50000000
0.012279891797
Long
DBT
CORP
CL
N
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
640000.00000000
PA
USD
554435.35000000
0.012609035084
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
1450559.25000000
0.032988792066
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BR2
2125000.00000000
PA
USD
2002472.50000000
0.045540469250
Long
DBT
CORP
PA
N
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
2435000.00000000
PA
USD
2414546.00000000
0.054911894104
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
1905000.00000000
PA
USD
1738331.55000000
0.039533344153
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-31918.89000000
-0.00072590321
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30959000.00000000
NOK
3139921.70000000
EUR
2022-06-15
-31918.89000000
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
575000.00000000
PA
USD
480401.00000000
0.010925337036
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
CK HUTCHISON INTL 19 LTD
254900FPY8WXG61CMU70
CK Hutchison International 19 Ltd
12564CAB2
1350000.00000000
PA
USD
1364876.20000000
0.031040177888
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
3.62500000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAB5
980000.00000000
PA
USD
921200.00000000
0.020950040649
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.87500000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
773946.00000000
NS
USD
17994244.50000000
0.409227261969
Long
EC
CORP
US
N
1
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
4510000.00000000
PA
3372780.82000000
0.076704185062
Long
DBT
NUSS
SG
N
2
2023-07-01
Fixed
2.75000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
430000.00000000
PA
492850.20000000
0.011208458232
Long
DBT
NUSS
ES
N
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
495000.00000000
PA
USD
440550.00000000
0.010019040825
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
620000.00000000
PA
USD
613025.00000000
0.013941487916
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
2525000.00000000
PA
2962324.40000000
0.067369536035
Long
DBT
NUSS
ES
N
2
2030-07-30
Fixed
1.95000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
1240000.00000000
PA
USD
1226595.60000000
0.027895383934
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
505000.00000000
PA
USD
465882.97000000
0.010595166260
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1100000.00000000
PA
976395.95000000
0.022205313549
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
545000.00000000
PA
USD
509575.00000000
0.011588815635
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
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
2800000.00000000
PA
USD
1933764.00000000
0.043977892320
Long
DBT
CORP
KY
N
2
2031-01-12
Fixed
3.30000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAF2
1135000.00000000
PA
USD
1155566.14000000
0.026280023454
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
1035000.00000000
PA
USD
1060875.00000000
0.024126546215
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.62500000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
267513.00000000
NS
USD
49083285.24000000
1.116257947214
Long
EC
CORP
US
N
1
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAL7
1450000.00000000
PA
USD
1396221.23000000
0.031753030312
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
125000.00000000
PA
USD
126771.80000000
0.002883059447
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
1598922.55000000
0.036362887991
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
68560EAA6
1850000.00000000
PA
USD
1735836.50000000
0.039476601427
Long
DBT
CORP
MX
N
2
2026-05-11
Fixed
1.87500000
N
N
N
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
355000.00000000
PA
USD
349231.25000000
0.007942258883
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
2620000.00000000
PA
USD
2794754.00000000
0.063558629944
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
1015000.00000000
PA
USD
1019296.63000000
0.023180965948
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
000000000
800000.00000000
PA
USD
829008.00000000
0.018853399151
Long
DBT
CORP
MX
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
46899.00000000
NS
USD
130442533.65000000
2.966539711626
Long
EC
CORP
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1515000.00000000
PA
USD
1457127.00000000
0.033138156622
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
60450.00000000
0.001374761134
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
4495867.20000000
PA
USD
4513077.92000000
0.102636958181
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.12500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JY0
10030000.00000000
PA
7519591.65000000
0.171011453248
Long
DBT
NUSS
XX
N
2
2026-07-22
Fixed
1.20000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
226363.00000000
NS
USD
61643172.16000000
1.401896398715
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAD3
2525000.00000000
PA
USD
2411981.00000000
0.054853560567
Long
DBT
CORP
CL
N
2
2031-10-26
Fixed
3.17700000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
615000.00000000
PA
USD
607330.95000000
0.013811993150
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
13090000.00000000
PA
USD
12271875.00000000
0.279088449947
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
ICICI Bank Ltd/Dubai
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd/Dubai
000000000
1230000.00000000
PA
USD
1230762.60000000
0.027990150346
Long
DBT
CORP
IN
N
2
2022-09-09
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
79389.79000000
0.001805492105
N/A
DFE
CA
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
4956671.43000000
USD
6297000.00000000
CAD
2022-06-15
79389.79000000
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
000000000
16750000.00000000
PA
1842843.42000000
0.041910165609
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
979018.50000000
0.022264955895
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
1939809.60000000
0.044115382079
Long
EP
CORP
US
N
1
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BU1
315000.00000000
PA
USD
440065.26000000
0.010008016809
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
8.87500000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBC1
570000.00000000
PA
USD
570470.77000000
0.012973714525
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
2052375.50000000
0.046675369249
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
1555000.00000000
PA
USD
1485025.00000000
0.033772616277
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
635000.00000000
PA
USD
624052.60000000
0.014192278915
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
1205000.00000000
PA
USD
1053483.30000000
0.023958443289
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
4500000000.00000000
PA
3523220.99000000
0.080125513413
Long
DBT
NUSS
KR
N
2
2025-09-10
Fixed
1.12500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
1035000.00000000
PA
USD
1021234.50000000
0.023225037220
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
5864558.00000000
0.133372479906
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
JOHN DEERE FINANCIALS IN
CWQ698NK2DINVLMZRZ97
John Deere Financial Inc
47788ZAH4
3185000.00000000
PA
2266734.55000000
0.051550348418
Long
DBT
CORP
CA
N
2
2027-09-08
Fixed
1.34000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
2745000.00000000
PA
3027393.79000000
0.068849351890
Long
DBT
CORP
BE
N
2
2035-01-23
Fixed
2.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
3245000.00000000
PA
USD
2925236.37000000
0.066526075618
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
228000.00000000
PA
USD
186960.00000000
0.004251866695
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
1775000.00000000
PA
USD
1698728.25000000
0.038632681165
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1185000.00000000
PA
USD
1049175.30000000
0.023860470237
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164AA0
11330000.00000000
PA
USD
10506535.60000000
0.238940890037
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
25000.00000000
PA
USD
21215.14000000
0.000482477252
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
1576903.79000000
0.035862134715
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
1311106.00000000
0.029817329565
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
255310.41000000
PA
USD
254130.88000000
0.005779474887
Long
LON
CORP
LU
N
2
2028-05-05
Floating
4.00000000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAA1
1650000.00000000
PA
USD
1537255.50000000
0.034960448559
Long
DBT
CORP
KR
N
2
2026-10-16
Fixed
1.75000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AY0
1100000.00000000
PA
1314211.85000000
0.029887963177
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
435051.79000000
0.009893999875
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
1880000.00000000
PA
USD
1747441.20000000
0.039740516904
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
70000.00000000
PA
USD
67988.90000000
0.001546211700
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-52117.09000000
-0.00118525309
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6003000.00000000
NZD
4103230.59000000
USD
2022-06-15
-52117.09000000
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
2165000.00000000
PA
2230276.56000000
0.050721216446
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
153899.52000000
0.003500001302
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
5190000.00000000
PA
USD
4765172.55000000
0.108370124427
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
840000.00000000
PA
USD
760653.60000000
0.017298875206
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAG4
280000.00000000
PA
USD
253848.41000000
0.005773050920
Long
DBT
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
129404300.00000000
PA
6575286.87000000
0.149535960927
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
360000.00000000
PA
USD
358200.00000000
0.008146227269
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.55000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
1550000.00000000
PA
USD
1399852.12000000
0.031835604447
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
492713.00000000
NS
USD
101060363.43000000
2.298326880026
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
530000.00000000
PA
USD
599313.40000000
0.013629657068
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
10000000.00000000
PA
495475.11000000
0.011268154250
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
5000000.00000000
PA
USD
4437834.65000000
0.100925766730
Long
DBT
CORP
AU
N
2
2033-01-14
Fixed
2.87100000
N
N
N
N
N
N
ENBRIDGE GAS INC
5493008F8CJ4MIYYVW73
Enbridge Gas Inc
29260ZAC0
4695000.00000000
PA
3567095.87000000
0.081123321185
Long
DBT
CORP
CA
N
2
2030-04-01
Fixed
2.90000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
19925000.00000000
PA
USD
16663078.25000000
0.378953719798
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
1360698A2
1800000.00000000
PA
USD
1800286.09000000
0.040942321716
Long
DBT
CORP
CA
N
2
2023-07-22
Fixed
2.60600000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
2710000.00000000
PA
USD
2742998.10000000
0.062381591072
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
9674497.81000000
0.220018587038
Long
DBT
NUSS
KR
N
2
2030-12-10
Fixed
1.50000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AD2
1875000.00000000
PA
USD
1795312.50000000
0.040829211737
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
498220.00000000
NS
USD
115193446.20000000
2.619743139828
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
2507735.00000000
NS
48298498.41000000
1.098410231203
Long
EC
CORP
IN
N
2
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550AD3
975000.00000000
PA
USD
1004367.00000000
0.022841434516
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
24010008.86000000
PA
USD
24010008.86000000
0.546038495011
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2022-04-01
24578600.00000000
USD
24490264.50000000
USD
UST
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-2541618.43000000
-0.05780179051
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
144460000.00000000
CAD
112991080.23000000
USD
2022-06-15
-2541618.43000000
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
200000.00000000
PA
USD
204309.58000000
0.004646432920
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
2020 CASH EXCH TRUST
N/A
2020 Cash Mandatory Exchangeable Trust
901375105
5415.00000000
NS
USD
6037725.00000000
0.137310664544
Long
EP
CORP
US
N
2
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
75000.00000000
PA
USD
77250.00000000
0.001756828745
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
525000.00000000
PA
USD
549937.50000000
0.012506744441
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
930000.00000000
PA
USD
919782.40000000
0.020917801420
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
1140000.00000000
PA
USD
1146099.00000000
0.026064720623
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AS8
200000.00000000
PA
USD
191109.40000000
0.004346232846
Long
DBT
CORP
IT
N
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
965000.00000000
PA
USD
878150.00000000
0.019970992396
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
1980000.00000000
PA
USD
1815541.20000000
0.041289255254
Long
DBT
CORP
CL
N
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
160000.00000000
PA
USD
142400.00000000
0.003238477842
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
705000.00000000
PA
USD
600370.95000000
0.013653707997
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1145000.00000000
PA
USD
1077799.95000000
0.024511455453
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
419574.00000000
NS
USD
114484961.64000000
2.603630699173
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBP4
1445000.00000000
PA
USD
1389611.79000000
0.031602717636
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
25100.53000000
0.000570839257
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
898831.80000000
0.020441340367
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
117905.00000000
NS
USD
53719876.10000000
1.221703851459
Long
EC
CORP
US
N
1
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
85000.00000000
PA
USD
88236.98000000
0.002006695959
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAL4
1450000.00000000
PA
USD
1427423.46000000
0.032462635161
Long
DBT
CORP
SG
N
2
2025-04-29
Fixed
3.25000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
421000.00000000
PA
USD
354482.00000000
0.008061672068
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
308174.76000000
0.007008547274
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
41750000.00000000
PA
4564409.32000000
0.103804343023
Long
DBT
NUSS
NO
N
2
2027-02-17
Fixed
1.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
6085000.00000000
PA
USD
5803051.53000000
0.131973692404
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
1960000.00000000
PA
USD
1947260.00000000
0.044284819968
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
1866947.61000000
0.042458345982
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
5315000.00000000
PA
USD
5156453.55000000
0.117268683758
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
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
25979.48000000
0.000590828443
N/A
DFE
CA
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
5258005.98000000
USD
6607000.00000000
CAD
2022-06-15
25979.48000000
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
250000.00000000
PA
288944.14000000
0.006571202212
Long
DBT
CORP
GB
N
2
2024-11-19
Fixed
3.12500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCH1
3050000.00000000
PA
USD
2782429.87000000
0.063278353104
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40200000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
10745000.00000000
PA
USD
11109685.30000000
0.252657792699
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
7181604.59000000
0.163324911079
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
5639.00000000
NS
USD
15749670.61000000
0.358180893932
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
3780000.00000000
PA
USD
3499696.33000000
0.079590512780
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
Brookfield Finance I UK Plc
213800JCKNPJE9FDCJ76
Brookfield Finance I UK Plc
11272BAA1
1735000.00000000
PA
USD
1542273.39000000
0.035074566014
Long
DBT
CORP
GB
N
2
2032-01-30
Fixed
2.34000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
4475000.00000000
PA
USD
4295776.25000000
0.097695057595
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
1210000.00000000
PA
USD
1127894.76000000
0.025650717618
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CC8
1495000.00000000
PA
USD
1495551.80000000
0.034012018023
Long
DBT
NUSS
XX
N
2
2023-05-12
Fixed
2.37500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
405000.00000000
PA
USD
459189.98000000
0.010442953481
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
1239850.20000000
0.028196821633
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
110996.68000000
0.002524299780
Long
DBT
CORP
US
N
2
2023-09-07
Fixed
0.95500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
2235000.00000000
PA
USD
2011500.00000000
0.045745773736
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
Cosan Luxembourg SA
222100ZY943WERK7RZ38
Cosan Luxembourg SA
22112EAA6
400000.00000000
PA
USD
400100.00000000
0.009099122083
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
2455087.50000000
0.055833893749
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
72455800.00000000
PA
3496128.96000000
0.079509383224
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
428000.00000000
0.009733627223
Long
DBT
CORP
MX
N
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AM5
500000.00000000
PA
USD
457500.00000000
0.010404519753
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAH4
3485000.00000000
PA
USD
3483257.50000000
0.079216658941
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.59900000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
1050000.00000000
PA
USD
1049422.50000000
0.023866092089
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
1215000.00000000
PA
USD
954431.10000000
0.021705786302
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular SA
600814AQ0
1026000.00000000
PA
USD
1088714.25000000
0.024759669770
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
2446881.86000000
0.055647280102
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAC0
795000.00000000
PA
USD
737946.83000000
0.016782475125
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
115000.00000000
PA
USD
140981.82000000
0.003206225423
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
000000000
3790000.00000000
PA
426123.11000000
0.009690942766
Long
DBT
CORP
DE
N
2
2023-08-28
Fixed
1.25000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
315000.00000000
PA
USD
314606.25000000
0.007154812989
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
7585000.00000000
PA
USD
6617912.50000000
0.150505358106
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
2980000.00000000
PA
USD
2841430.00000000
0.064620141122
Long
DBT
CORP
BR
N
2
2030-01-24
Fixed
4.87500000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
493738AE8
1575000.00000000
PA
USD
1579630.50000000
0.035924145881
Long
DBT
CORP
KR
N
2
2023-04-25
Fixed
3.00000000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
2750000.00000000
PA
USD
2777500.00000000
0.063166237411
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
400000.00000000
PA
USD
362500.00000000
0.008244018383
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AP6
1595000.00000000
PA
USD
1542827.55000000
0.035087168787
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
2128460.77000000
0.048405709565
Long
DBT
NUSS
KR
N
2
2022-08-09
Fixed
6.75000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
2175000.00000000
PA
USD
2023163.25000000
0.046011020763
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAF5
70000.00000000
PA
USD
64750.00000000
0.001472552249
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
843730.00000000
NS
USD
144919064.80000000
3.295766715590
Long
EC
CORP
US
N
1
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AJ3
420000.00000000
PA
USD
433643.61000000
0.009861974877
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.87500000
N
N
N
N
N
N
BANCO DE CHILE
8B4EZFY8IHJC44TT2K84
Banco de Chile
059520AC0
715000.00000000
PA
USD
659837.75000000
0.015006109079
Long
DBT
CORP
CL
N
2
2031-12-09
Fixed
2.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
4700000.00000000
PA
USD
4809605.46000000
0.109380622984
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
161677.83000000
0.003676896559
Long
DBT
CORP
KR
N
2
2027-07-20
Fixed
6.62500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
2040000.00000000
PA
USD
1887957.96000000
0.042936165877
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
1120000.00000000
PA
USD
1142400.00000000
0.025980597522
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
2260000.00000000
PA
USD
2152650.00000000
0.048955823929
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
5320000.00000000
PA
USD
5389160.00000000
0.122560921694
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
300000.00000000
PA
USD
286869.00000000
0.006524009130
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
4.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EW9
1370000.00000000
PA
USD
1261855.27000000
0.028697263569
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95300000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
200000.00000000
PA
USD
178350.00000000
0.004056057044
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AR6
90000.00000000
PA
USD
80583.30000000
0.001832635052
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
698900AG2
30000.00000000
PA
USD
36307.40000000
0.000825707236
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
660000.00000000
PA
USD
613173.00000000
0.013944853750
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
4.87500000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
10700000.00000000
PA
7053160.41000000
0.160403818166
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
28570000.00000000
PA
6879422.60000000
0.156452652098
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
51851.37000000
0.001179210062
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
3027412.50000000
0.068849777395
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
4626243.83000000
0.105210590850
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
2060000.00000000
PA
USD
1725991.60000000
0.039252707533
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
3005000.00000000
PA
USD
3365119.20000000
0.076529943583
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
620000.00000000
PA
USD
685986.60000000
0.015600789356
Long
DBT
CORP
MX
N
2
2044-03-25
Fixed
6.87500000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
2990000.00000000
PA
USD
2804380.26000000
0.063777551501
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
TERMINIX CO LLC/THE
HZPA4EQ289DXC7NQGK91
Terminix Co LLC/The
817609AB6
420000.00000000
PA
USD
475440.00000000
0.010812513380
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
2580000.00000000
PA
USD
2390395.80000000
0.054362667366
Long
DBT
CORP
CL
N
2
2030-03-06
Fixed
3.15000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
1975000.00000000
PA
USD
1812102.00000000
0.041211040556
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
1400000.00000000
PA
1269510.10000000
0.028871350629
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
1957287.04000000
0.044512856111
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
58507LAH2
615000.00000000
PA
677520.18000000
0.015408245019
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.12500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-33573.10000000
-0.00076352345
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
105333420000.00000000
IDR
7278428.69000000
USD
2022-06-15
-33573.10000000
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
1570861.00000000
NS
51252926.24000000
1.165600182498
Long
EC
CORP
JP
N
2
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
100000.00000000
PA
112611.80000000
0.002561031032
Long
DBT
CORP
MX
N
2
2024-02-07
Fixed
2.62500000
N
N
N
N
N
N
FONTERRA COOPERATIVE GRP
549300NCQQ9E4O5JX172
Fonterra Co-operative Group Ltd
000000000
5000000.00000000
PA
3940636.07000000
0.089618417119
Long
DBT
CORP
NZ
N
2
2024-02-26
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFG4
3095000.00000000
PA
2230558.81000000
0.050727635410
Long
DBT
CORP
US
N
2
2030-05-16
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
2910000.00000000
PA
USD
2835885.94000000
0.064494057446
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
Jeld-Wen Inc
475795AC4
2430000.00000000
PA
USD
2338875.00000000
0.053190975166
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
8410201.32000000
0.191265804952
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
7656796.49000000
0.174131782140
Long
DBT
NUSS
AU
N
2
2033-03-08
Fixed
2.00000000
N
N
N
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
311216.25000000
PA
USD
298334.39000000
0.006784756402
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
4275000.00000000
PA
USD
3569667.75000000
0.081181811188
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC48
1690000.00000000
PA
USD
1717717.76000000
0.039064542874
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
205000.00000000
PA
USD
159696.03000000
0.003631826226
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
50092000000.00000000
PA
3566306.26000000
0.081105363780
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
20421000.00000000
PA
USD
16030485.00000000
0.364567208397
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
606514.10000000
0.013793416249
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
ZYNGA INC
549300XNQ0U2EL088Z74
Zynga Inc
98986TAD0
1610000.00000000
PA
USD
1638980.00000000
0.037273879313
Long
DBT
CORP
US
N
2
2026-12-15
None
0.00000000
N
N
N
N
Y
Zynga Inc
Zynga Inc
USD
XXXX
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
525000.00000000
PA
USD
543852.75000000
0.012368364328
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
390858.00000000
NS
USD
139684832.04000000
3.176729167730
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
4538629.00000000
PA
USD
4833905.80000000
0.109933264225
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
4140000.00000000
PA
USD
3748314.60000000
0.085244619231
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
24745000.00000000
PA
USD
22258127.50000000
0.506196999457
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
63765.93000000
PA
USD
65884.58000000
0.001498355003
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
251110.58000000
PA
USD
241944.82000000
0.005502338052
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CED9
8930000.00000000
PA
USD
8740935.11000000
0.198787392386
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
TRINIDAD GEN UNLTD
N/A
Trinidad Generation UnLtd
89636DAA4
415000.00000000
PA
USD
414572.55000000
0.009428258548
Long
DBT
CORP
TT
N
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
67500000.00000000
PA
11678948.24000000
0.265604038610
Long
DBT
NUSS
CN
N
2
2035-11-30
Fixed
4.00000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAF0
1675000.00000000
PA
USD
1639310.27000000
0.037281390352
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
0.62500000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
550000.00000000
PA
USD
517825.00000000
0.011776438123
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
262853.00000000
NS
USD
78679788.49000000
1.789345166234
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
14775000.00000000
PA
USD
14361184.61000000
0.326603779146
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
2510000.00000000
PA
USD
2215150.30000000
0.050377213231
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAF8
1135000.00000000
PA
USD
1080372.45000000
0.024569959556
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
646303.75000000
0.014698317232
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
94438.97000000
0.002147742358
Long
DBT
CORP
AU
N
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CJ7
2200000.00000000
PA
USD
2193479.66000000
0.049884376943
Long
DBT
CORP
GB
N
2
2026-03-30
Fixed
3.97100000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
645000.00000000
PA
USD
594810.71000000
0.013527256353
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
255000.00000000
PA
USD
254043.75000000
0.005777493366
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
735000.00000000
PA
USD
780514.08000000
0.017750544619
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
2453871.87000000
0.055806247746
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
1390795.58000000
0.031629639530
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
330517.85000000
0.007516676501
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
249906108
35914.00000000
NS
2629451.20000000
0.059799293883
Long
EC
CORP
CA
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
2300000.00000000
PA
2555569.69000000
0.058119071740
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
1119271.05000000
0.025454596173
Long
DBT
NUSS
XX
N
2
2022-06-15
Fixed
4.37500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
820000.00000000
PA
USD
811800.00000000
0.018462052756
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3335000.00000000
PA
3892994.67000000
0.088534950698
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
2641556.93000000
0.060074603843
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
976134.50000000
0.022199367622
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735KAA0
1770000.00000000
PA
USD
1659190.92000000
0.037733518474
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
2455000.00000000
PA
USD
2288452.80000000
0.052044267459
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC Networks Inc
00164VAF0
435000.00000000
PA
USD
405939.83000000
0.009231932196
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
575000.00000000
PA
USD
513549.75000000
0.011679209876
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
875000.00000000
PA
USD
857224.90000000
0.019495111268
Long
ABS-MBS
CORP
US
N
2
2023-12-15
Floating
7.17400000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
5315000.00000000
PA
USD
4616476.13000000
0.104988452648
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB Capital Inc
000000000
800000.00000000
PA
881043.86000000
0.020036804907
Long
DBT
NUSS
CA
N
2
2024-06-20
Fixed
0.37500000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
2515000.00000000
PA
USD
2269410.25000000
0.051611199508
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
86955000.00000000
PA
2015749.05000000
0.045842406139
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
1250000.00000000
PA
USD
1198387.50000000
0.027253871947
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
652073.33000000
0.014829529710
Long
DBT
CORP
KR
N
2
2026-07-18
Fixed
2.50000000
N
N
N
N
N
N
PENN NATIONAL GA
N/A
Penn National Gaming Inc
707569AV1
310000.00000000
PA
USD
277512.00000000
0.006311211116
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
2665000.00000000
PA
USD
2565249.05000000
0.058339200904
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
490000.00000000
PA
USD
486937.50000000
0.011073990901
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
4581570.68000000
0.104194628726
Long
DBT
CORP
US
N
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
1660000.00000000
PA
USD
1735938.69000000
0.039478925445
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
1635000.00000000
PA
USD
1508358.34000000
0.034303265888
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
1100000.00000000
PA
USD
1111011.00000000
0.025266745127
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
NUTANIX INC
549300X7J6E8TKVIXW09
Nutanix Inc
67059NAG3
550000.00000000
PA
USD
458218.75000000
0.010420865652
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.25000000
N
N
N
N
Y
Nutanix Inc
Nutanix Inc
USD
XXXX
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
290593.53000000
0.006608712837
N/A
DFE
AU
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
13251234.38000000
USD
18075000.00000000
AUD
2022-06-15
290593.53000000
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
230000.00000000
PA
USD
272104.79000000
0.006188239699
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
000000000
1610000.00000000
PA
USD
1650250.00000000
0.037530183001
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
N15516AD4
1785000.00000000
PA
USD
1727505.15000000
0.039287128869
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
1448617.50000000
0.032944632555
Long
DBT
CORP
PA
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
150000.00000000
PA
USD
152064.00000000
0.003458257687
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
12860293.05000000
PA
USD
13408362.60000000
0.304934586961
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
2722547.30000000
0.061916496530
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
1250000.00000000
PA
USD
1006318.33000000
0.022885811897
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
226305.00000000
NS
USD
74703280.50000000
1.698910945617
Long
EC
CORP
US
N
1
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
1300000.00000000
PA
USD
1157260.00000000
0.026318545420
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
6562797.00000000
0.149251914809
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
1364551.04000000
PA
USD
1329318.33000000
0.030231516553
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
1080000.00000000
PA
USD
1151560.80000000
0.026188933532
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3305000.00000000
PA
3769861.88000000
0.085734650051
Long
DBT
NUSS
IT
N
2
2028-02-01
Fixed
2.00000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAK4
1370000.00000000
PA
USD
1304925.00000000
0.029676760523
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
2045000.00000000
PA
USD
1625897.70000000
0.036976360080
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
2120000.00000000
PA
USD
2092470.59000000
0.047587216584
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
2205178.50000000
PA
USD
2257463.28000000
0.051339500086
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
165000.00000000
PA
USD
163458.34000000
0.003717389130
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
99178.61000000
0.002255531818
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
1.50000000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No 1
13509PJA2
1220000.00000000
PA
925556.61000000
0.021049119195
Long
DBT
NUSS
CA
N
2
2026-12-15
Fixed
1.55000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
273850.00000000
NS
USD
68358437.00000000
1.554615755389
Long
EC
CORP
US
N
1
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
230000.00000000
PA
USD
211600.00000000
0.004812232524
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607RAD2
970000.00000000
PA
USD
984432.08000000
0.022388072180
Long
DBT
CORP
CA
N
2
2023-09-13
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598K5
2525000.00000000
PA
USD
2321921.04000000
0.052805406179
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.30000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
175000.00000000
PA
USD
164281.25000000
0.003736103848
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2755.70000000
-0.00006267045
N/A
DFE
CA
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
13104352.47000000
USD
16382000.00000000
CAD
2022-06-15
-2755.70000000
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
11981000.00000000
PA
USD
10842805.00000000
0.246588368976
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
950000.00000000
PA
USD
909625.00000000
0.020686800613
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
1725000.00000000
PA
USD
1595852.48000000
0.036293068091
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
13333383.56000000
0.303229404660
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
53329000.00000000
PA
10557602.52000000
0.240102260043
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
577483.20000000
0.013133192047
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
1605000.00000000
PA
USD
1459940.10000000
0.033202132479
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
298750.00000000
NS
USD
66430050.00000000
1.510760147446
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
66428.00000000
NS
USD
14777572.88000000
0.336073331016
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
835000.00000000
PA
USD
875710.43000000
0.019915511404
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
455000.00000000
PA
USD
400400.00000000
0.009105944719
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
32370000.00000000
PA
USD
31986870.62000000
0.727449239827
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
761780.55000000
0.017324504437
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
804144.81000000
0.018287957509
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3F6
2410000.00000000
PA
USD
2296676.96000000
0.052231302290
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
1.71600000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
1795000.00000000
PA
USD
2302087.50000000
0.052354349438
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
1423550.00000000
0.032374544470
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
1028787.45000000
0.023396807313
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
2234852.28000000
0.050825278018
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
10950000.00000000
PA
3176464.23000000
0.072239529677
Long
DBT
NUSS
IL
N
2
2030-03-31
Fixed
1.00000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
870000.00000000
PA
USD
819975.00000000
0.018647969584
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
SUMMIT MATERIALS LLC/FIN
N/A
Summit Materials LLC / Summit Materials Finance Corp
86614RAN7
2785000.00000000
PA
USD
2750187.50000000
0.062545093267
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
1505425.80000000
0.034236573712
Long
DBT
CORP
US
N
2
2026-09-27
Fixed
2.75000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AF9
1720000.00000000
PA
USD
1535100.00000000
0.034911427920
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AC4
800000.00000000
PA
USD
834000.00000000
0.018966927813
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
6835000.00000000
PA
USD
5949692.25000000
0.135308613208
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
975000.00000000
PA
USD
895508.25000000
0.020365755795
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
8607981.26000000
0.195763740017
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
1707051.22000000
0.038821963145
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PAR
549300459XW8D7IBW569
Brookfield Renewable Partners ULC
11282ZAM0
2715000.00000000
PA
2216173.18000000
0.050400475691
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
3700000.00000000
PA
3574615.33000000
0.081294329644
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
1036175.00000000
0.023564815859
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
1415205.06000000
0.032184762846
Long
DBT
CORP
HK
N
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
GRIFOLS ESCROW ISSUER
959800HLB3PGTGSLVV62
Grifols Escrow Issuer SA
39843UAA0
270000.00000000
PA
USD
254137.50000000
0.005779625440
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2016-2 B PTT
N/A
United Airlines 2016-2 Class B Pass Through Trust
90933JAA9
335277.78000000
PA
USD
313280.20000000
0.007124655801
Long
DBT
CORP
US
N
2
2025-10-07
Fixed
3.65000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
000000000
2940000.00000000
PA
USD
2717189.95000000
0.061794659036
Long
DBT
CORP
IN
N
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PAJ7
425000.00000000
PA
USD
469625.00000000
0.010680267954
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
823198.20000000
0.018721271984
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
3235150.05000000
0.073574169619
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
1464412.09000000
0.033303835011
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
4.15000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZN5
7170000.00000000
PA
USD
6790780.78000000
0.154436749219
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.95000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
2565000.00000000
PA
3034466.61000000
0.069010202809
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
1800511.14000000
0.040947439830
Long
DBT
NUSS
CA
N
2
2029-09-01
Fixed
2.30000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
2195000.00000000
PA
USD
1290879.50000000
0.029357336081
Long
DBT
CORP
MX
N
2
2029-01-28
Fixed
9.87500000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
012873AH8
130000.00000000
PA
USD
162772.32000000
0.003701787582
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
ORSTED A/S
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
2055000.00000000
PA
2664784.52000000
0.060602848475
Long
DBT
CORP
DK
N
2
2027-05-17
Fixed
2.12500000
N
N
N
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
825547AE2
2400000.00000000
PA
USD
2286000.00000000
0.051988485588
Long
DBT
CORP
IN
N
2
2025-07-18
Fixed
4.15000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
90000.00000000
PA
USD
93825.00000000
0.002133779378
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
7331512.60000000
0.166734136984
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
000000000
2690000.00000000
PA
USD
2474826.90000000
0.056282809547
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
5840000.00000000
PA
USD
5495323.20000000
0.124975297894
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
615000.00000000
PA
USD
571950.00000000
0.013007355350
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
732602.55000000
0.016660934869
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
000000000
6500000.00000000
PA
1043786.44000000
0.023737916138
Long
DBT
NUSS
CN
N
2
2025-05-21
Fixed
3.39000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
920000.00000000
PA
USD
1006296.00000000
0.022885304065
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
215000.00000000
PA
USD
188748.50000000
0.004292540976
Long
DBT
CORP
FR
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
207663.00000000
NS
USD
98064698.49000000
2.230199109439
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
221650.00000000
0.005040790827
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
1304378.47000000
0.029664331272
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
SHAW COMMUNICATIONS INC
549300SCT0RG6178CI40
Shaw Communications Inc
82028KAZ4
2960000.00000000
PA
2222409.15000000
0.050542294867
Long
DBT
CORP
CA
N
2
2029-12-10
Fixed
3.30000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BH5
760000.00000000
PA
USD
767220.00000000
0.017448209060
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
360000.00000000
PA
USD
371642.40000000
0.008451935938
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
245000.00000000
PA
USD
231182.00000000
0.005257568711
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
12500000.00000000
PA
USD
11393500.00000000
0.259112340573
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
ONTARIO POWER GENERATION
YDHER8SKF7V7YW8KZB55
Ontario Power Generation Inc
68321ZAD3
4670000.00000000
PA
3574287.97000000
0.081286884784
Long
DBT
CORP
CA
N
2
2029-09-13
Fixed
2.97700000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71645WAQ4
150000.00000000
PA
USD
154599.00000000
0.003515908960
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
1451279.10000000
0.033005162981
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
1981821.60000000
0.045070824011
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CF4
2255000.00000000
PA
USD
2011342.33000000
0.045742187986
Long
DBT
CORP
DE
N
2
2032-01-14
Fixed
3.72900000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
38000000.00000000
PA
3668071.93000000
0.083419730826
Long
DBT
NUSS
SE
N
2
2031-05-12
Fixed
0.12500000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAN2
645000.00000000
PA
USD
541477.50000000
0.012314346109
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
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29251ZBS5
4770000.00000000
PA
3532657.84000000
0.080340127385
Long
DBT
CORP
CA
N
2
2029-10-03
Fixed
2.99000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CQ0
765000.00000000
PA
USD
767302.65000000
0.017450088697
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
906764.75000000
0.020621752466
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
2410097.32000000
0.054810721691
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
860000.00000000
PA
USD
904307.20000000
0.020565862569
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
196443.41000000
0.004467539540
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
1023609.87000000
0.023279058169
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
675299.70000000
0.015357746597
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
9305000.00000000
PA
USD
12626885.00000000
0.287162129855
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
18255000.00000000
PA
USD
18278466.99000000
0.415691083852
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
345000.00000000
PA
USD
327770.70000000
0.007454200486
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CA6
2685000.00000000
PA
USD
2632374.00000000
0.059865764550
Long
DBT
NUSS
BR
N
2
2029-05-30
Fixed
4.50000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAE6
260000.00000000
PA
278403.68000000
0.006331489809
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
2074815.00000000
0.047185691043
Long
DBT
CORP
TR
N
2
2026-03-02
Fixed
5.37500000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BV7
525000.00000000
PA
USD
557492.25000000
0.012678555470
Long
DBT
NUSS
ID
N
2
2026-01-08
Fixed
4.75000000
N
N
N
N
N
N
SHRIRAM TRANSPORT FIN
335800TM2YO24B76XL26
Shriram Transport Finance Co Ltd
000000000
2420000.00000000
PA
USD
2366760.00000000
0.053825139173
Long
DBT
CORP
IN
N
2
2024-03-13
Fixed
4.40000000
N
N
N
N
N
N
HOLDING D'INFRASTRUCTURE
9695004S3RCE0Q5V8G28
Holding d'Infrastructures de Transport SASU
000000000
500000.00000000
PA
542717.28000000
0.012342541334
Long
DBT
CORP
FR
N
2
2027-11-27
Fixed
1.62500000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAB4
1190000.00000000
PA
USD
1120225.40000000
0.025476300115
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
Ashland LLC
04433LAA0
1300000.00000000
PA
USD
1147250.00000000
0.026090896802
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBH7
1165000.00000000
PA
USD
1170980.88000000
0.026630587315
Long
DBT
CORP
US
N
2
2024-04-18
Fixed
3.15000000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAP3
2720000.00000000
PA
USD
2544315.20000000
0.057863120781
Long
DBT
CORP
KR
N
2
2026-05-06
Fixed
1.37500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACP8
735000.00000000
PA
USD
668624.01000000
0.015205927256
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
45000.00000000
PA
USD
53303.22000000
0.001212228208
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF NEW ZEALAND
N7LGVZM7X4UQ66T7LT74
Bank of New Zealand
06407EAC9
2200000.00000000
PA
USD
2018750.01000000
0.045910654331
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
35055000.00000000
PA
26329315.16000000
0.598784436460
Long
DBT
NUSS
CA
N
2
2025-09-01
Fixed
0.50000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABA6
165000.00000000
PA
USD
166155.00000000
0.003778716895
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
7806182.53000000
0.177529137340
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
615630.44000000
0.014000741145
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
712031.25000000
0.016193099903
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Azenta Inc
35ZN6X1ANPH25YN32Y17
Azenta Inc
114340102
88173.00000000
NS
USD
7307778.24000000
0.166194367328
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
890000.00000000
PA
USD
900827.74000000
0.020486732274
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.87500000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAM0
1100000.00000000
PA
USD
1112374.31000000
0.025297749686
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
431086.47000000
0.009803820093
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
435000.00000000
PA
USD
414220.05000000
0.009420241950
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAH3
1295000.00000000
PA
USD
1322324.50000000
0.030072462034
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
3.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
1970000.00000000
PA
USD
2236994.10000000
0.050873987545
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
1400000.00000000
PA
USD
1269394.20000000
0.028868714817
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
80513.10000000
0.001831038556
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
IRELAND GOVERNMENT BOND
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
375000.00000000
PA
442165.26000000
0.010055775261
Long
DBT
NUSS
IE
N
2
2024-03-18
Fixed
3.40000000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AC4
805000.00000000
PA
USD
748729.92000000
0.017027705448
Long
DBT
CORP
US
N
2
2026-04-01
None
0.00000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBB4
2385000.00000000
PA
USD
2198883.83000000
0.050007279224
Long
DBT
CORP
JP
N
2
2029-01-22
Fixed
2.71000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
770000.00000000
PA
USD
718025.00000000
0.016329410483
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AD4
5000000.00000000
PA
USD
4909745.90000000
0.111658028856
Long
DBT
NUSS
CA
N
2
2024-09-27
Fixed
1.75000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
46500000.00000000
PA
4809493.91000000
0.109378086101
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
000000000
25000000.00000000
PA
4270462.07000000
0.097119359484
Long
DBT
NUSS
HK
N
2
2036-07-04
Fixed
3.90000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAA9
1010000.00000000
PA
USD
1031043.75000000
0.023448120357
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
3155803.10000000
0.071769651786
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
22322.48000000
0.000507660511
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
1012034.40000000
0.023015807445
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
902676.83000000
0.020528784500
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
955000.00000000
PA
USD
888204.56000000
0.020199654403
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1435000.00000000
PA
USD
1298304.77000000
0.029526202460
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
115000.00000000
PA
USD
113562.50000000
0.002582651966
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
195384.00000000
NS
USD
24514830.48000000
0.557519208710
Long
EC
CORP
US
N
1
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
1250000.00000000
PA
USD
1273970.31000000
0.028972785258
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
SHIMAO GROUP HOLDINGS LT
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
2750000.00000000
PA
USD
682880.00000000
0.015530138687
Long
DBT
CORP
KY
N
2
2031-01-11
Fixed
3.45000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
790000.00000000
PA
USD
712607.65000000
0.016206208461
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
63783600.00000000
PA
3254887.69000000
0.074023045390
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
561855.40000000
0.012777782749
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
3172195.80000000
0.072142456531
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
2586894.25000000
0.058831458632
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
1212567.00000000
NS
62939412.63000000
1.431375654618
Long
EC
CORP
SE
N
2
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50066PAS9
2400000.00000000
PA
USD
2246943.46000000
0.051100257081
Long
DBT
NUSS
KR
N
2
2027-04-18
Fixed
2.12500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
1020000.00000000
PA
USD
1057224.90000000
0.024043535204
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
10300000.00000000
PA
USD
10139464.82000000
0.230592922427
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
315000.00000000
PA
USD
288225.00000000
0.006554847444
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-828640.48000000
-0.01884504096
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
256059000.00000000
MXN
11881812.49000000
USD
2022-06-15
-828640.48000000
N
N
N
Avon Products Inc
5493007RY69UEB1F1B45
Avon Products Inc
054303AZ5
95000.00000000
PA
USD
109962.50000000
0.002500780335
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
427719.00000000
NS
USD
125462814.27000000
2.853290337514
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
756720.00000000
0.017209416804
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
607804.00000000
NS
29860559.19000000
0.679092410809
Long
EC
CORP
FR
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
4172000.00000000
NS
85582376.28000000
1.946324643855
Long
EC
CORP
TW
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
635000.00000000
PA
USD
556751.18000000
0.012661701967
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
135086106
646549.00000000
NS
16989269.01000000
0.386371989100
Long
EC
CORP
CA
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
160000.00000000
PA
USD
163694.00000000
0.003722748538
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
951700.50000000
0.021643686670
Long
DBT
CORP
TH
N
2
2023-01-23
Fixed
3.62500000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAD5
1060000.00000000
PA
USD
1025094.20000000
0.023312814979
Long
DBT
CORP
KR
N
2
2027-02-14
Fixed
2.75000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAD2
785000.00000000
PA
USD
785092.74000000
0.017854673052
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
4093986.42000000
0.093105929131
Long
DBT
CORP
FR
N
2
2027-01-26
Fixed
1.24700000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
1645000.00000000
PA
USD
1361077.56000000
0.030953788763
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
635000.00000000
PA
USD
630237.50000000
0.014332936651
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAG6
120000.00000000
PA
USD
158775.00000000
0.003610880052
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.37500000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
TRI POINTE GROUP / HOMES
N/A
TRI Pointe Group Inc / TRI Pointe Homes Inc
962178AN9
5000.00000000
PA
USD
5193.60000000
0.000118113472
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
1008325.00000000
0.022931447826
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.45700000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
1085000.00000000
PA
USD
1087430.40000000
0.024730472300
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
53925.11000000
0.001226371305
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
38844665000.00000000
COP
10247764.84000000
USD
2022-06-15
53925.11000000
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
000000000
6794000.00000000
PA
USD
6208696.90000000
0.141198927956
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
1400000.00000000
PA
USD
1543068.94000000
0.035092658507
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
776347.52000000
0.017655788213
Long
DBT
CORP
KR
N
2
2026-03-24
Fixed
3.87500000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
07813ZBY9
2835000.00000000
PA
2252398.03000000
0.051224305565
Long
DBT
CORP
CA
N
2
2027-09-29
Fixed
3.60000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
1175000.00000000
PA
USD
1168238.38000000
0.026568217052
Long
DBT
CORP
KY
N
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
1035000.00000000
PA
1403188.16000000
0.031911473068
Long
DBT
NUSS
GB
N
2
2024-09-07
Fixed
2.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
830000.00000000
PA
USD
801832.95000000
0.018235380912
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
155623.88000000
0.003539216904
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
1240012.40000000
0.028200510405
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
47995.00000000
NS
USD
65906254.05000000
1.498847917263
Long
EC
CORP
US
N
1
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAA4
930000.00000000
PA
USD
932325.00000000
0.021203046730
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABV8
3065000.00000000
PA
USD
2893385.16000000
0.065801711588
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
4495000.00000000
PA
USD
4327139.84000000
0.098408332113
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
3724171.76000000
0.084695559874
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
3638946.41000000
0.082757354765
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
3332200.00000000
NS
34794423.35000000
0.791298940021
Long
EC
CORP
HK
N
2
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAA1
675000.00000000
PA
USD
623249.06000000
0.014174004712
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
1575000.00000000
PA
USD
1466703.00000000
0.033355935160
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
1675000.00000000
PA
USD
1580799.37000000
0.035950728462
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
1588743.47000000
0.036131394135
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
407060.83000000
PA
USD
382433.28000000
0.008697343423
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
2356559.74000000
0.053593163640
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
2469135.90000000
0.056153384143
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
944318.10000000
0.021475795246
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
855000.00000000
PA
USD
864627.30000000
0.019663457535
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
607750.00000000
0.013821523235
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
69573.19000000
0.001582241813
Long
DBT
US
N
2
2027-10-01
Fixed
6.95000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
205000.00000000
PA
USD
207727.96000000
0.004724174127
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
363716.40000000
PA
USD
349033.17000000
0.007937754124
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.12500000
N
N
N
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
860000.00000000
PA
USD
826073.00000000
0.018786651030
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
7660000.00000000
PA
USD
6308546.20000000
0.143469712687
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
1865000.00000000
PA
USD
1640435.35000000
0.037306977056
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
575000.00000000
PA
USD
551241.00000000
0.012536388794
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
1340000.00000000
PA
USD
1279700.00000000
0.029103090554
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
1.12500000
N
N
N
N
Y
Splunk Inc
Splunk Inc
USD
XXXX
N
N
N
Turk Telekomunikasyon AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS
000000000
2830000.00000000
PA
USD
2782897.48000000
0.063288987547
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
19120000.00000000
PA
USD
17857781.35000000
0.406123800680
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
AIR CANADA 2017-1AA PTT
N/A
Air Canada 2017-1 Class AA Pass Through Trust
00908PAA5
734616.00000000
PA
USD
697716.24000000
0.015867546232
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
1565000.00000000
PA
USD
1413781.88000000
0.032152396716
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
261434.00000000
NS
USD
107234998.12000000
2.438751161126
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
280000.00000000
PA
USD
308644.00000000
0.007019218786
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAL3
1170000.00000000
PA
USD
1191440.25000000
0.027095876757
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.62500000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
235000.00000000
PA
USD
325863.03000000
0.007410816027
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AE6
475000.00000000
PA
USD
461160.88000000
0.010487775924
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
2790000.00000000
PA
USD
2391202.51000000
0.054381013661
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
475000.00000000
PA
USD
463125.00000000
0.010532444176
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-14533.80000000
-0.00033052941
N/A
DFE
KR
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
4837429.30000000
USD
5850000000.00000000
KRW
2022-06-15
-14533.80000000
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
10055000.00000000
PA
7389072.93000000
0.168043180898
Long
DBT
NUSS
SG
N
2
2026-06-01
Fixed
2.12500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2805000.00000000
PA
USD
2815768.79000000
0.064036550813
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
46054.00000000
NS
USD
150133737.30000000
3.414359421677
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CE0
245000.00000000
PA
242979.46000000
0.005525867959
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.87500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
21289.48000000
0.000484167902
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
761805.42000000
USD
7350000.00000000
SEK
2022-06-15
21289.48000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
1440000000.00000000
PA
1191752.82000000
0.027102985261
Long
DBT
NUSS
KR
N
2
2022-09-10
Fixed
2.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
510000.00000000
PA
USD
490222.20000000
0.011148691942
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
220000.00000000
PA
USD
240935.35000000
0.005479380564
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
15067987.37000000
0.342677972104
Long
DBT
NUSS
JP
N
2
2049-03-20
Fixed
0.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
310000.00000000
PA
USD
335575.00000000
0.007631686811
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
352100.10000000
0.008007502613
Long
DBT
CORP
SG
N
2
2028-12-11
Fixed
4.52000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFX8
1635000.00000000
PA
USD
1635546.69000000
0.037195798566
Long
DBT
CORP
US
N
2
2022-04-12
Fixed
2.65000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
920000.00000000
PA
USD
1088037.53000000
0.024744279723
Long
DBT
CORP
LU
N
2
2041-03-01
Fixed
6.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BZ9
1180000.00000000
PA
USD
1158081.50000000
0.026337228072
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAQ1
1375000.00000000
PA
USD
1323298.58000000
0.030094614678
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
2.00000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
130000.00000000
PA
USD
118766.70000000
0.002701006505
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
4007000.00000000
PA
USD
3118888.52000000
0.070930135990
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAG7
2790000.00000000
PA
USD
2805922.78000000
0.063812631675
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
8440138.48000000
0.191946639427
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
1136846.86000000
0.025854307347
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
2465000.00000000
PA
USD
2321959.48000000
0.052806280386
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
2630000.00000000
PA
USD
2228809.41000000
0.050687850346
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
89388AAA0
1050000.00000000
PA
USD
1065760.50000000
0.024237652841
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
555116.13000000
0.012624517464
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
1182731.59000000
0.026897823369
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
5845868.26000000
0.132947435602
Long
DBT
NUSS
RO
N
2
2030-10-24
Fixed
4.15000000
N
N
N
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-4468889.28000000
-0.10163201484
N/A
DFE
JP
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
96639697.11000000
USD
11200164000.00000000
JPY
2022-06-15
-4468889.28000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
6965000.00000000
PA
7464709.69000000
0.169763321146
Long
DBT
NUSS
IT
N
2
2030-04-01
Fixed
1.35000000
N
N
N
N
N
N
ATHENE GLOBAL FU
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Z3
945000.00000000
PA
USD
861019.82000000
0.019581415793
Long
DBT
CORP
US
N
2
2026-06-29
Fixed
1.60800000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AC5
1925000.00000000
PA
USD
1782672.93000000
0.040541761124
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
2435000.00000000
PA
USD
2089303.05000000
0.047515180010
Long
DBT
CORP
KY
N
2
2024-01-27
Fixed
8.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABF3
835000.00000000
PA
USD
809007.67000000
0.018398549253
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.65000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
255000.00000000
PA
USD
231737.86000000
0.005270210146
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
798070.00000000
NS
26110536.24000000
0.593808940078
Long
EC
CORP
GB
N
2
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
1131315.43000000
PA
USD
1040255.85000000
0.023657623038
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
2607380.88000000
0.059297368024
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
786146.85000000
0.017878645748
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAB1
355000.00000000
PA
USD
357031.68000000
0.008119657196
Long
DBT
CORP
HK
N
2
2025-03-11
Fixed
3.20000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
1530000.00000000
PA
1570156.04000000
0.035708676577
Long
DBT
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
2022-04-28
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer