0001752724-23-272805.txt : 20231129
0001752724-23-272805.hdr.sgml : 20231129
20231129100929
ACCESSION NUMBER: 0001752724-23-272805
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231129
DATE AS OF CHANGE: 20231129
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II
CENTRAL INDEX KEY: 0000872649
IRS NUMBER: 043113285
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06241
FILM NUMBER: 231449063
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 617-449-2810
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I
DATE OF NAME CHANGE: 20031119
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS
DATE OF NAME CHANGE: 20031015
FORMER COMPANY:
FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II
DATE OF NAME CHANGE: 20030718
0000872649
S000006698
Loomis Sayles Global Allocation Fund
C000018226
Class Y
LSWWX
C000027670
Class A
LGMAX
C000027671
Class C
LGMCX
C000182249
Class N
LGMNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872649
XXXXXXXX
S000006698
C000182249
C000027671
C000027670
C000018226
LOOMIS SAYLES FUNDS II
811-06241
0000872649
5493007QOEDY6IHOTU14
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2139
Loomis Sayles Global Allocation Fund
S000006698
549300FX8N6EEUB2RZ68
2023-09-30
2023-09-30
N
2720812887.58
22061108.95
2698751778.63
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9595266.33000000
CAD
EUR
USD
N
Fund's Securities Portfolio
N/A
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
765000.00000000
PA
USD
710463.15000000
0.026325620445
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
470000.00000000
PA
USD
407699.57000000
0.015106968089
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
1983686.51000000
0.073503851880
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
495411.75000000
0.018357069884
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
8075.52000000
0.000299231669
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
7.75000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
69259.00000000
NS
52278800.52000000
1.937147422522
Long
EC
CORP
FR
N
2
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
Everi Holdings Inc
30034TAA1
115000.00000000
PA
USD
98978.78000000
0.003667576276
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
269233.00000000
NS
USD
54595067.74000000
2.022974775683
Long
EC
CORP
US
N
1
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
74730DAC7
1600000.00000000
PA
USD
1281043.20000000
0.047467989095
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
70129.00000000
NS
USD
45337697.21000000
1.679950618986
Long
EC
CORP
US
N
1
N
N
N
TURKCELL ILETISIM HIZMET
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
1415000.00000000
PA
USD
1298783.22000000
0.048125330765
Long
DBT
CORP
TR
N
2
2028-04-11
Fixed
5.80000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
665000.00000000
PA
USD
583461.75000000
0.021619689317
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
233107.00000000
NS
USD
71589490.77000000
2.652688970392
Long
EC
CORP
IE
N
1
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
810000.00000000
PA
USD
725807.77000000
0.026894202562
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAD2
80000.00000000
PA
USD
77613.60000000
0.002875907321
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
2000000.00000000
PA
USD
1748805.84000000
0.064800544231
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAD4
835000.00000000
PA
USD
828283.01000000
0.030691337252
Long
DBT
CORP
NL
N
2
2030-07-28
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
1395000.00000000
PA
USD
1030704.19000000
0.038191885528
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AX5
8375000.00000000
PA
USD
6160184.94000000
0.228260523579
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AF3
155000.00000000
PA
USD
152185.62000000
0.005639111429
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.87500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CQ2
2960000.00000000
PA
1881302.56000000
0.069710099865
Long
DBT
CORP
CA
N
2
2029-12-10
Fixed
3.30000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
770000.00000000
PA
753229.90000000
0.027910306756
Long
DBT
CORP
MX
N
2
2028-03-10
Fixed
2.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
750000.00000000
PA
USD
742950.00000000
0.027529393621
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
NETWORK RAIL INFRA FIN
213800H88F5EE4B1D697
Network Rail Infrastructure Finance PLC
000000000
235000.00000000
PA
285900.01000000
0.010593786811
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
4.75000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
830000.00000000
PA
USD
781885.66000000
0.028972122082
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-879094.97000000
-0.03257413212
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
48478403.44000000
USD
7022630000.00000000
JPY
2023-12-20
-879094.97000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
3280000.00000000
PA
USD
3007732.78000000
0.111449033727
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
3052744.52000000
0.113116906273
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
6195583.92000000
0.229572203307
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
6265000.00000000
PA
USD
4612781.80000000
0.170922788695
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
745000.00000000
PA
USD
620058.66000000
0.022975757344
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
313337.20000000
0.011610449040
Long
DBT
CORP
IE
N
2
2045-10-01
Fixed
4.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AR0
460000.00000000
PA
USD
357000.85000000
0.013228369234
Long
DBT
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
936802.47000000
0.034712435482
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
000000000
700000.00000000
PA
670505.05000000
0.024845006321
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
1.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
2375000.00000000
PA
USD
2112708.56000000
0.078284656511
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34100000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1171662.60000000
-0.04341498204
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
88347425.75000000
USD
82154000.00000000
EUR
2023-12-20
-1171662.60000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FZ2
2865000.00000000
PA
1881545.11000000
0.069719087353
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
1850384.98000000
0.068564474682
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
142978.00000000
NS
USD
72088077.82000000
2.671163698374
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAJ9
6678000.00000000
PA
USD
6235983.18000000
0.231069164247
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
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
4915000.00000000
PA
USD
4457290.63000000
0.165161192863
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
112949.00000000
NS
66498724.16000000
2.464054852564
Long
EC
CORP
NL
N
2
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855RAL4
435000.00000000
PA
USD
348863.65000000
0.012926852064
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
345000.00000000
PA
USD
265528.94000000
0.009838953774
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AU3
230000.00000000
PA
USD
279151.00000000
0.010343707865
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
Y
Penn National Gaming Inc
Penn National Gaming Inc
USD
XXXX
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
1075000.00000000
PA
USD
609787.56000000
0.022595170286
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
RAIZEN FUELS FINANCE
52990010NH26VC32Q522
Raizen Fuels Finance SA
75102XAA4
575000.00000000
PA
USD
557681.75000000
0.020664432883
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
5.30000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
2355000.00000000
PA
USD
2386203.75000000
0.088418793047
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
43840000000.00000000
PA
2868846.48000000
0.106302717527
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC23
000000000
-387.00000000
NC
USD
1213990.34000000
0.044983401200
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYZ3 Comdty
2023-12-19
-44388677.84000000
USD
1213990.34000000
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
4510000.00000000
PA
USD
3405875.38000000
0.126201876251
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
49462.50000000
0.001832791751
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
90000.00000000
PA
USD
62353.69000000
0.002310464063
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
1097528.86000000
0.040668018033
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
Institutional Mortgage Securities Canada Inc
N/A
Institutional Mortgage Securities Canada Inc
45779BCM9
143485.22000000
PA
104660.39000000
0.003878103604
Long
ABS-MBS
CORP
CA
N
2
2047-07-12
Fixed
2.61600000
N
N
N
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
1490000.00000000
PA
1188162.56000000
0.044026374318
Long
DBT
CORP
LU
N
2
2030-01-17
Fixed
1.62500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBU2
2020000.00000000
PA
USD
1528783.89000000
0.056647814078
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
4795000.00000000
PA
USD
4388569.57000000
0.162614791206
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918AAF2
14290000.00000000
PA
USD
11387701.00000000
0.421961778410
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.25000000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AV6
1410000.00000000
PA
USD
1146248.08000000
0.042473268163
Long
DBT
CORP
FR
N
2
2038-09-21
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AJ9
1420000.00000000
PA
USD
1312213.34000000
0.048622972679
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55607PAF2
4000000.00000000
PA
USD
3494391.56000000
0.129481769596
Long
DBT
CORP
AU
N
2
2027-09-23
Fixed
1.62900000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102CC9
7770000.00000000
PA
USD
6213353.46000000
0.230230638816
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
870000.00000000
PA
USD
839167.20000000
0.031094641850
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
19043.64000000
0.000705646223
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
100000000000.00000000
IDR
6488269.53000000
USD
2023-12-20
19043.64000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
130000.00000000
PA
USD
130000.00000000
0.004817041753
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
1671122.05000000
0.061922036077
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
946939.60000000
0.035088058394
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
99875.00000000
NS
USD
56425380.00000000
2.090795472440
Long
EC
CORP
US
N
1
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AD6
1000000.00000000
PA
USD
984870.49000000
0.036493555939
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
6310000.00000000
PA
2890202.78000000
0.107094057441
Long
DBT
NUSS
NZ
N
2
2031-05-15
Fixed
1.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
870000.00000000
PA
USD
624307.05000000
0.023133177898
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
506359.61000000
0.018762733720
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
2065185.53000000
0.076523730205
Long
DBT
CORP
CA
N
2
2030-05-26
Fixed
2.85600000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
221090.46000000
0.008192322900
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
19047379000.00000000
KRW
14400377.26000000
USD
2023-12-20
221090.46000000
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAC9
940000.00000000
PA
776885.13000000
0.028786831606
Long
DBT
CORP
LU
N
2
2031-09-18
Fixed
0.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
2845000.00000000
PA
USD
2121471.21000000
0.078609349210
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
385948.00000000
NS
USD
36904347.76000000
1.367459877274
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
1905000.00000000
PA
1491960.31000000
0.055283346983
Long
DBT
CORP
LU
N
2
2030-04-20
Fixed
1.62500000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
16500000.00000000
PA
1450727.10000000
0.053755484720
Long
DBT
NUSS
NO
N
2
2026-02-19
Fixed
1.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AU2
2185000.00000000
PA
USD
1725820.74000000
0.063948850489
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
1010000.00000000
PA
USD
12120.00000000
0.000449096508
Long
DBT
CORP
MX
N
2
2023-09-27
None
0.00000000
Y
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
860000.00000000
PA
USD
719938.74000000
0.026676730542
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
2767815.40000000
0.102559094982
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
449263.90000000
0.016647099728
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
2881696.40000000
0.106778860613
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
1352704.31000000
0.050123331857
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
74341EAA0
1450000.00000000
PA
1336704.23000000
0.049530462215
Long
DBT
US
N
2
2029-01-05
Fixed
1.87500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies Inc 2023 Term Loan B
90351JAH7
486325.00000000
PA
USD
485882.44000000
0.018003969236
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.15900000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAG5
3660000.00000000
PA
USD
3231367.70000000
0.119735639475
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
793066.88000000
0.029386432879
Long
DBT
CORP
MX
N
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
1525000.00000000
PA
1436355.39000000
0.053222952973
Long
DBT
CORP
CZ
N
2
2026-12-02
Fixed
0.87500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBA8
4600000.00000000
PA
USD
4246918.26000000
0.157366019862
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
1097437.15000000
0.040664619795
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.45000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBF7
365000.00000000
PA
368297.72000000
0.013646965345
Long
DBT
US
N
2
2029-06-30
Fixed
2.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
2290000.00000000
PA
USD
2129835.98000000
0.078919298798
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
795000.00000000
PA
USD
611156.25000000
0.022645885955
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
890000.00000000
PA
USD
830559.04000000
0.030775673649
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
453687.50000000
0.016811012542
Long
DBT
CORP
CL
N
2
2032-09-14
Fixed
3.05000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BZ5
6240000.00000000
PA
USD
5960834.63000000
0.220873763834
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290BZ5
1950000.00000000
PA
USD
1633349.76000000
0.060522415323
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
CK HUTCHISON INTL 19 LTD
254900FPY8WXG61CMU70
CK Hutchison International 19 Ltd
12564CAB2
1350000.00000000
PA
USD
1220362.74000000
0.045219525176
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
3.62500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
895000.00000000
PA
USD
761232.16000000
0.028206823837
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
495000.00000000
PA
USD
277346.37000000
0.010276838803
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
2730000.00000000
PA
USD
2163570.59000000
0.080169306682
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
2403828.83000000
0.089071875710
Long
DBT
NUSS
ES
N
2
2030-07-30
Fixed
1.95000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
505000.00000000
PA
USD
435057.90000000
0.016120708226
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
798487.08000000
0.029587273876
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
370000.00000000
PA
USD
362678.14000000
0.013438736488
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
1945000.00000000
PA
USD
1467757.61000000
0.054386536087
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
4670000.00000000
PA
USD
3667870.44000000
0.135909885045
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XED4
760000.00000000
PA
USD
742219.56000000
0.027502327775
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
171970.00000000
NS
USD
27344949.70000000
1.013244341940
Long
EC
CORP
US
N
1
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAL7
1450000.00000000
PA
USD
1329475.91000000
0.049262622836
Long
DBT
CORP
NL
N
2
2026-10-15
Fixed
2.35000000
N
N
N
N
N
N
Tobacco Settlement Financing Corp/VA
N/A
TOBACCO SETTLEMENT FING CORP VA
88880NAT6
120000.00000000
PA
USD
99311.47000000
0.003679903827
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
1495075.00000000
0.055398759227
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
1651402.50000000
0.061191344571
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
313883.85000000
0.011630704701
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
2020000.00000000
PA
USD
1912350.16000000
0.070860542831
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
934868.63000000
0.034640778651
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
677067.00000000
NS
USD
88600987.62000000
3.283035821285
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
43910.23000000
0.001627057010
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
26705000.00000000
CAD
19729541.64000000
USD
2023-12-20
43910.23000000
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JY0
10030000.00000000
PA
6679282.16000000
0.247495238831
Long
DBT
NUSS
XX
N
2
2026-07-22
Fixed
1.20000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAD3
2525000.00000000
PA
USD
2098477.00000000
0.077757317905
Long
DBT
CORP
CL
N
2
2031-10-26
Fixed
3.17700000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC23
000000000
-189.00000000
NC
USD
1381034.23000000
0.051173073453
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNZ3 Comdty
2023-12-19
-23812971.73000000
USD
1381034.23000000
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBE0
615000.00000000
PA
USD
584108.55000000
0.021643655953
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
13115000.00000000
PA
USD
11722930.62000000
0.434383432845
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
000000000
16750000.00000000
PA
1495441.70000000
0.055412346990
Long
DBT
NUSS
XX
N
2
2025-03-13
Fixed
1.50000000
N
N
N
N
N
N
EL PASO ENERGY CAP TRST
N/A
El Paso Energy Capital Trust I
283678209
24376.00000000
NS
USD
1106914.16000000
0.041015782509
Long
EP
CORP
US
N
1
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
1095000.00000000
PA
USD
965861.86000000
0.035789206982
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
42210103.94000000
PA
USD
42210103.94000000
1.564060254605
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2023-10-02
48351700.00000000
USD
43054349.50000000
USD
UST
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAH1
1265000.00000000
PA
USD
978227.41000000
0.036247402141
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
1555000.00000000
PA
USD
1315436.70000000
0.048742411599
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
1460000.00000000
PA
USD
1328819.00000000
0.049238281583
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86100000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
4500000000.00000000
PA
3168308.14000000
0.117399019987
Long
DBT
NUSS
KR
N
2
2025-09-10
Fixed
1.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD NOK
000000000
1.00000000
NC
N/A
-29491.84000000
-0.00109279557
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
30959000.00000000
NOK
2705674.86000000
EUR
2023-12-20
-29491.84000000
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
1035000.00000000
PA
USD
915438.15000000
0.033920798394
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
3480000.00000000
PA
USD
2891427.60000000
0.107139442126
Long
DBT
NUSS
TR
N
2
2030-03-13
Fixed
5.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
2745000.00000000
PA
2353714.52000000
0.087214931682
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
2579488.82000000
0.095580810374
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
1775000.00000000
PA
USD
1508696.75000000
0.055903501831
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
1185000.00000000
PA
USD
910087.58000000
0.033722537478
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
4075000.00000000
PA
USD
3417906.25000000
0.126647670121
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.50000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAJ7
315000.00000000
PA
USD
262774.54000000
0.009736891776
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123CT5
680000.00000000
PA
USD
651508.00000000
0.024141086451
Long
DBT
NUSS
TR
N
2
2029-04-26
Fixed
7.62500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AY0
1100000.00000000
PA
1000744.26000000
0.037081745269
Long
DBT
US
N
2
2030-12-15
Fixed
1.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
1880000.00000000
PA
USD
1469984.67000000
0.054469057941
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
2165000.00000000
PA
1970668.45000000
0.073021478507
Long
DBT
US
N
2
2027-09-10
Fixed
0.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
910000.00000000
PA
USD
662186.81000000
0.024536780864
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
140000.00000000
PA
143939.40000000
0.005333554613
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
7695000.00000000
PA
USD
6776909.55000000
0.251112740477
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SNAP INC
549300JNC0L6VP8A2Q35
Snap Inc
83304AAF3
565000.00000000
PA
USD
418665.00000000
0.015513282967
Long
DBT
CORP
US
N
2
2027-05-01
None
0.00000000
N
N
N
N
Y
Snap Inc
Snap Inc
USD
XXXX
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
840000.00000000
PA
USD
685139.99000000
0.025387291837
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
207555.49000000
0.007690795857
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
6973092.99000000
0.258382154491
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
314673.19000000
0.011659953037
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
BLUE OWL TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Blue Owl Technology Finance Corp
691205AG3
1550000.00000000
PA
USD
1301349.11000000
0.048220407682
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
220526.00000000
NS
USD
50381369.96000000
1.866839713045
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
895000.00000000
PA
USD
694900.46000000
0.025748957925
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAZ1
5000000.00000000
PA
USD
3778988.70000000
0.140027279645
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
3010814.58000000
0.111563227260
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
20310000.00000000
PA
USD
10797876.49000000
0.400106322319
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
2100000.00000000
PA
USD
1632783.75000000
0.060501442293
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
8266388.64000000
0.306304147919
Long
DBT
NUSS
KR
N
2
2030-12-10
Fixed
1.50000000
N
N
N
N
N
N
Jeld-Wen Inc
549300XWE6NM0N1HFW16
JELD-WEN Inc
475795AD2
730000.00000000
PA
USD
644137.40000000
0.023867975006
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
228450.00000000
NS
USD
44947537.50000000
1.665493575804
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550AD3
105000.00000000
PA
USD
103620.30000000
0.003839563935
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAW7
200000.00000000
PA
USD
190960.65000000
0.007075887879
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
100000.00000000
PA
70109.21000000
0.002597838399
Long
DBT
CORP
LU
N
2
2034-01-17
Fixed
2.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
165000.00000000
PA
USD
147782.20000000
0.005475946367
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBE9
525000.00000000
PA
USD
514500.00000000
0.019064369093
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
883680.80000000
0.032744056233
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
930000.00000000
PA
USD
872638.90000000
0.032334907823
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
167660.83000000
0.006212532450
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
1285000.00000000
PA
USD
804662.37000000
0.029816094105
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
82338.00000000
NS
USD
16707203.58000000
0.619071517147
Long
EC
CORP
IE
N
1
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
1980000.00000000
PA
USD
1583861.40000000
0.058688665350
Long
DBT
CORP
CL
N
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
3550000.00000000
PA
USD
1968049.00000000
0.072924416968
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
785745.05000000
0.029115128565
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
612951.00000000
NS
USD
21385860.39000000
0.792435249486
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
111225.00000000
NS
USD
48381762.75000000
1.792745932883
Long
EC
CORP
US
N
1
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
20000.00000000
PA
USD
20570.94000000
0.000762239052
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.76800000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
76920.00000000
NS
USD
39221508.00000000
1.453320320548
Long
EC
CORP
US
N
1
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
85000.00000000
PA
USD
66489.81000000
0.002463724545
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
36610000.00000000
PA
3128998.26000000
0.115942425115
Long
DBT
NUSS
NO
N
2
2028-04-26
Fixed
2.00000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
41750000.00000000
PA
3611569.28000000
0.133823692441
Long
DBT
NUSS
NO
N
2
2027-02-17
Fixed
1.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
695000.00000000
PA
USD
629130.82000000
0.023311918679
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
1470000.00000000
0.054469625981
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
1660562.33000000
0.061530754445
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAF6
6285000.00000000
PA
USD
4234141.65000000
0.156892593217
Long
DBT
CORP
US
N
2
2025-12-15
None
0.00000000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
250000.00000000
PA
260068.19000000
0.009636610230
Long
DBT
CORP
GB
N
2
2024-11-19
Fixed
3.12500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAG5
8655000.00000000
PA
USD
8463421.58000000
0.313605039448
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
4862532.78000000
0.180177103300
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBH7
2570000.00000000
PA
USD
2070507.14000000
0.076720918033
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
BROOKFIELD FIN I UK PLC
213800JCKNPJE9FDCJ76
Brookfield Finance I UK Plc / Brookfield Finance Inc
11272BAA1
1735000.00000000
PA
USD
1302272.96000000
0.048254640175
Long
DBT
CORP
GB
N
2
2032-01-30
Fixed
2.34000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
2700000.00000000
PA
USD
2477339.24000000
0.091795742743
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
1088915.30000000
0.040348849739
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
405000.00000000
PA
USD
362856.39000000
0.013445341393
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
570000.00000000
PA
USD
440998.74000000
0.016340841106
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
797693.77000000
PA
USD
790356.18000000
0.029285990147
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
3794600.98000000
0.140605779681
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
CT TRUST
213800MJB7WO427HQD34
CT Trust
12659BAA2
1050000.00000000
PA
USD
825027.00000000
0.030570688513
Long
DBT
CORP
GT
N
2
2032-02-03
Fixed
5.12500000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
32278.00000000
NS
USD
29336183.08000000
1.087027836805
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
2395000.00000000
PA
USD
1695130.92000000
0.062811664763
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
000000000
3575000.00000000
PA
1910603.19000000
0.070795810312
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BQ0
9440000.00000000
PA
USD
9423343.88000000
0.349174160981
Long
DBT
CORP
US
N
2
2033-10-06
Fixed
6.50000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
012873AK1
115000.00000000
PA
USD
120498.82000000
0.004464983439
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAY0
195000.00000000
PA
USD
189815.81000000
0.007033466786
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
202212.00000000
NS
USD
75293638.20000000
2.789943069096
Long
EC
CORP
IE
N
1
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
315000.00000000
PA
USD
270360.81000000
0.010017994694
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
390000.00000000
PA
USD
370993.70000000
0.013746862639
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
7585000.00000000
PA
USD
5006479.25000000
0.185510919886
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBD2
1615000.00000000
PA
USD
1339513.30000000
0.049634549965
Long
DBT
CORP
BM
N
2
2027-02-15
Fixed
1.12500000
N
N
N
N
Y
Norwegian Cruise Line Holdings Ltd
Norwegian Cruise Line Holdings Ltd
USD
XXXX
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2021 Incremental Term Loan B
000000000
2038455.43000000
PA
USD
2025715.08000000
0.075061185546
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.68100000
N
N
N
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
2750000.00000000
PA
USD
2438623.00000000
0.090361144708
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
THERMO FISHER SC FNCE I
549300SM0PJC1F3RPL91
Thermo Fisher Scientific Finance I BV
000000000
245000.00000000
PA
152634.86000000
0.005655757643
Long
DBT
CORP
NL
N
2
2051-10-18
Fixed
2.00000000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
400000.00000000
PA
USD
324738.66000000
0.012032920647
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
1250000.00000000
PA
USD
1084278.70000000
0.040177044387
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BH4
2945000.00000000
PA
USD
2700245.47000000
0.100055347489
Long
DBT
CORP
LR
N
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2023 Term Loan B
44332EAW6
270000.00000000
PA
USD
270450.90000000
0.010021332904
Long
LON
CORP
US
N
2
2030-06-20
Variable
9.58400000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
527813.00000000
NS
USD
72421221.73000000
2.683508068562
Long
EC
CORP
US
N
1
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
78440PAC2
140000.00000000
PA
USD
144971.73000000
0.005371806742
Long
DBT
CORP
KR
N
2
2027-07-20
Fixed
6.62500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BB2
2400000.00000000
PA
USD
1698513.84000000
0.062937016047
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAC6
400000.00000000
PA
USD
386765.83000000
0.014331285784
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
LOGICOR FINANCING SARL
254900IS16Q1A2TQFN22
Logicor Financing Sarl
000000000
280000.00000000
PA
202548.48000000
0.007505265271
Long
DBT
CORP
LU
N
2
2031-01-14
Fixed
0.87500000
N
N
N
N
N
N
Transelec SA
549300DPF7MAL5F6CR86
Transelec SA
89366LAD6
1120000.00000000
PA
USD
1087266.10000000
0.040287740006
Long
DBT
CORP
CL
N
2
2025-01-14
Fixed
4.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
4115000.00000000
PA
USD
3497136.21000000
0.129583470317
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
LIVONGO HEALTH
54930061HKCVF1H2O156
Livongo Health Inc
539183AA1
4390000.00000000
PA
USD
4009387.00000000
0.148564496807
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.87500000
N
N
N
N
Y
Teladoc Health Inc
Teladoc Health Inc
USD
XXXX
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
2663000.00000000
PA
USD
1994185.26000000
0.073892874320
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
66276.81000000
0.002455832008
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
698900AG2
30000.00000000
PA
USD
30880.99000000
0.001144269370
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) DEC23
000000000
798.00000000
NC
USD
-4974411.12000000
-0.18432266203
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USZ3 Comdty
2023-12-19
95771848.62000000
USD
-4974411.12000000
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAB4
475000.00000000
PA
USD
387230.21000000
0.014348492998
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
6209880.41000000
0.230101947840
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
26400000.00000000
PA
4559897.27000000
0.168963196471
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
1850000.00000000
PA
USD
991556.34000000
0.036741294544
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
5210000.00000000
PA
USD
4313717.19000000
0.159841198592
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
000000000
620000.00000000
PA
USD
560157.91000000
0.020756184930
Long
DBT
CORP
MX
N
2
2044-03-25
Fixed
6.87500000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
2560000.00000000
PA
230613.34000000
0.008545185289
Long
DBT
NUSS
SE
N
2
2025-05-12
Fixed
2.50000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAF8
2990000.00000000
PA
USD
2514722.19000000
0.093180936828
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
2580000.00000000
PA
USD
2155147.01000000
0.079857177939
Long
DBT
CORP
CL
N
2
2030-03-06
Fixed
3.15000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
210147.00000000
NS
21062158.42000000
0.780440742523
Long
EC
CORP
GB
N
2
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
1400000.00000000
PA
861722.68000000
0.031930416380
Long
DBT
CORP
FR
N
2
2041-10-24
Fixed
1.25000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAH2
615000.00000000
PA
591820.06000000
0.021929399535
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.12500000
N
N
N
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
1804561.00000000
NS
46903634.37000000
1.737975116548
Long
EC
CORP
JP
N
2
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
000000000
100000.00000000
PA
104927.84000000
0.003888013741
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
3223600.99000000
0.119447850503
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
1870193.48000000
0.069298462156
Long
DBT
CORP
US
N
2
2030-05-16
Fixed
2.50000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
4791849.00000000
NS
64357727.43000000
2.384722001468
Long
EC
CORP
SE
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
541.00000000
NC
USD
-502348.37000000
-0.01861410056
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
57501770.25000000
USD
-502348.37000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
2485000.00000000
PA
USD
2156518.16000000
0.079907984760
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
2910000.00000000
PA
USD
2866691.02000000
0.106222848751
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
BLUE OWL CAPITAL CORP
2549000BD79OOCPF2L94
Blue Owl Capital Corp
69121KAD6
4840000.00000000
PA
USD
4527999.08000000
0.167781235601
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
5772880.74000000
0.213909288942
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
235875.00000000
PA
USD
228521.50000000
0.008467673900
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
2172304.49000000
0.080492934074
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
50092000000.00000000
PA
3395884.31000000
0.125831665471
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
575000.00000000
PA
USD
447111.23000000
0.016567334333
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAF8
17791000.00000000
PA
USD
11136553.99000000
0.412655735076
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
572099.40000000
0.021198666899
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
525000.00000000
PA
USD
499371.39000000
0.018503791047
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
197164.00000000
NS
USD
78059199.24000000
2.892418630646
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
4570000.00000000
PA
USD
4073105.73000000
0.150925541291
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEG2
17750000.00000000
PA
USD
17471962.94000000
0.647409038443
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
23580000.00000000
PA
USD
14171580.00000000
0.525116096716
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
705000.00000000
PA
USD
706604.58000000
0.026182644346
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
000000000
693300000.00000000
PA
4484737.98000000
0.166178231562
Long
DBT
NUSS
JP
N
2
2033-06-20
Fixed
0.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
74.00000000
NC
USD
-157044.80000000
-0.00581916429
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
8153669.80000000
USD
-157044.80000000
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
216155.72000000
PA
USD
208025.80000000
0.007708222803
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
390000.00000000
PA
USD
320042.15000000
0.011858895380
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
236673.89000000
0.008769753923
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
256059000.00000000
MXN
14738243.49000000
USD
2023-12-20
236673.89000000
N
N
N
TRINIDAD GEN UNLTD
N/A
Trinidad Generation UnLtd
89636DAA4
415000.00000000
PA
USD
397629.10000000
0.014733815208
Long
DBT
CORP
TT
N
2
2027-11-04
Fixed
5.25000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
550000.00000000
PA
USD
452086.69000000
0.016751695861
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
206815.00000000
NS
USD
62491220.40000000
2.315560137647
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
325000.00000000
PA
USD
375314.74000000
0.013906975179
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
2510000.00000000
PA
USD
1928228.69000000
0.071448908538
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
1310000.00000000
PA
USD
1148142.16000000
0.042543451720
Long
DBT
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE
549300MJAANHLHOVTO40
Sydney Airport Finance Co Pty Ltd
87124VAE9
95000.00000000
PA
USD
91179.34000000
0.003378574521
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
2117810.90000000
0.078473719471
Long
DBT
CORP
GB
N
2
2026-03-30
Fixed
3.97100000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
2065000.00000000
PA
2296727.57000000
0.085103327700
Long
DBT
NUSS
GB
N
2
2033-01-31
Fixed
3.25000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BW1
150000.00000000
PA
USD
147903.96000000
0.005480458083
Long
DBT
CORP
PA
N
2
2029-08-15
Fixed
7.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
223636.75000000
0.008286673556
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
30469789000.00000000
COP
7547631.66000000
USD
2023-12-20
223636.75000000
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAE7
1395000.00000000
PA
USD
1227353.71000000
0.045478569749
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
350687.13000000
0.012994419597
Long
DBT
CORP
MX
N
2
2043-05-14
Fixed
7.25000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
1120000.00000000
PA
1109781.04000000
0.041122012360
Long
DBT
CORP
CZ
N
2
2028-06-05
Fixed
3.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
470000.00000000
PA
USD
366854.83000000
0.013593500258
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
2370000.00000000
PA
2435633.85000000
0.090250384243
Long
DBT
NUSS
IT
N
2
2025-11-15
Fixed
2.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
950000.00000000
PA
USD
930192.50000000
0.034467508548
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
1473259.50000000
0.054590404040
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
Unity Software Inc
91332UAB7
410000.00000000
PA
USD
324515.00000000
0.012024633112
Long
DBT
CORP
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
Y
Unity Software Inc
Unity Software Inc
USD
XXXX
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AE1
1915000.00000000
PA
USD
1737336.95000000
0.064375574061
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
500000.00000000
PA
USD
392780.60000000
0.014554158078
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
HEIMSTADEN BOSTAD TRESRY
549300ORG6UYMJBCV938
Heimstaden Bostad Treasury BV
000000000
1900000.00000000
PA
1461608.92000000
0.054158701499
Long
DBT
CORP
NL
N
2
2028-07-24
Fixed
1.37500000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2021-NRD
05592CAQ9
875000.00000000
PA
USD
783974.54000000
0.029049523791
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
12.20300000
N
N
N
N
N
N
COMMSCOPE TECH LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
3790000.00000000
PA
USD
2151015.60000000
0.079704091981
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
824409.79000000
0.030547818310
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
2089665.46000000
0.077430813628
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
2110566.15000000
0.078205271292
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
125.00000000
NC
USD
-64774.28000000
-0.00240015701
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
25403641.53000000
USD
-64774.28000000
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
1250000.00000000
PA
USD
1082262.50000000
0.040102335775
Long
DBT
CORP
IN
N
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
RAND PARENT LLC
N/A
Rand Parent LLC
753272AA1
1360000.00000000
PA
USD
1257796.00000000
0.046606583456
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
2665000.00000000
PA
USD
2267006.39000000
0.084002034123
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
5095000.00000000
PA
USD
4075269.28000000
0.151005709834
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
1635000.00000000
PA
USD
1426797.94000000
0.052868809621
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
112628.00000000
NS
USD
43870858.56000000
1.625598134196
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
575000.00000000
PA
553953.85000000
0.020526298653
Long
DBT
CORP
IT
N
2
2026-02-24
Fixed
0.62500000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
292505AE4
230000.00000000
PA
USD
220649.04000000
0.008175966450
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
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
AE
N
2
2029-11-02
Fixed
3.65000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
000000000
1785000.00000000
PA
USD
1454824.98000000
0.053907328251
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company 2023 Term Loan B5
000000000
585000.00000000
PA
USD
582443.55000000
0.021581960764
Long
LON
CORP
CA
N
2
2030-09-23
Variable
7.56600000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
150000.00000000
PA
USD
120915.87000000
0.004480436880
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
2710000.00000000
PA
USD
2484299.82000000
0.092053661239
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
102199.00000000
NS
USD
33068530.43000000
1.225326860063
Long
EC
CORP
US
N
1
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
1300000.00000000
PA
USD
1043166.28000000
0.038653657896
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
1155609.49000000
PA
USD
1144157.40000000
0.042395799756
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
1555000.00000000
PA
USD
1567912.72000000
0.058097700292
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
3211362.12000000
0.118994349366
Long
DBT
NUSS
IT
N
2
2028-02-01
Fixed
2.00000000
N
N
N
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
1010000.00000000
PA
USD
889557.50000000
0.032961812458
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAS0
4415000.00000000
PA
USD
4472677.56000000
0.165731342742
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBC6
1270000.00000000
PA
USD
1077999.47000000
0.039944372748
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
1115000.00000000
PA
USD
923706.18000000
0.034227163361
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
BLUE OWL TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Blue Owl Technology Finance Corp
691205AC2
2585000.00000000
PA
USD
2391020.46000000
0.088597272225
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
1720740.00000000
PA
USD
1704496.21000000
0.063158687786
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
142216.80000000
0.005269725104
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
70211.98000000
0.002601646455
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
1.50000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
895000.00000000
PA
USD
833917.23000000
0.030900108583
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AJ6
175000.00000000
PA
USD
148093.75000000
0.005487490593
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
1200000.00000000
PA
USD
1195101.61000000
0.044283495038
Long
DBT
CORP
SE
N
2
2026-09-12
Fixed
6.13600000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
7011000.00000000
PA
USD
5590361.07000000
0.207146174548
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CA9
810000.00000000
PA
USD
758316.01000000
0.028098768327
Long
DBT
CORP
MX
N
2
2026-06-08
Fixed
5.12500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AN7
9560000.00000000
PA
USD
5436640.07000000
0.201450170891
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
1585563.58000000
0.058751738213
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
53329000.00000000
PA
10118895.94000000
0.374947263402
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
484396.52000000
0.017948909708
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410GAG9
1425000.00000000
PA
USD
1188553.03000000
0.044040842859
Long
DBT
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
000000000
430000.00000000
PA
450480.52000000
0.016692180569
Long
DBT
US
N
2
2034-07-06
Fixed
5.12500000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAE7
200000.00000000
PA
USD
199650.24000000
0.007397873401
Long
DBT
CORP
KR
N
2
2028-01-17
Fixed
6.37500000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
730000.00000000
PA
USD
717484.22000000
0.026585780347
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
195000.00000000
PA
USD
187817.57000000
0.006959423667
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
1845000.00000000
PA
USD
2074351.95000000
0.076863384266
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
1380950.00000000
0.051169952380
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
39185000.00000000
PA
1623796.18000000
0.060168415371
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAH9
995000.00000000
PA
USD
833710.50000000
0.030892448375
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Paraguay
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AC4
615000.00000000
PA
USD
599132.80000000
0.022200367026
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
4945000.00000000
PA
USD
3046604.07000000
0.112889377012
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
1480000.00000000
PA
USD
1193782.80000000
0.044234627632
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
7391488.94000000
0.273885468034
Long
DBT
NUSS
JP
N
2
2028-03-10
Fixed
0.10000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-38690.12000000
-0.00143363018
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
6003000.00000000
NZD
3559328.78000000
USD
2023-12-20
-38690.12000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7073300000.00000000
PA
1595928.53000000
0.059135802804
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
1863930.20000000
0.069066381530
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAE5
265000.00000000
PA
USD
259859.00000000
0.009628858869
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
7.12500000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
3700000.00000000
PA
3173390.07000000
0.117587326671
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBG1
1210000.00000000
PA
USD
925017.41000000
0.034275749897
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2016-2 B PTT
N/A
United Airlines 2016-2 Class B Pass Through Trust
90933JAA9
269756.95000000
PA
USD
253315.26000000
0.009386386032
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
2423677.20000000
0.089807340533
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
437242.90000000
0.016201671582
Long
DBT
NUSS
DO
N
2
2027-04-20
Fixed
8.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
3505000.00000000
PA
USD
2508703.75000000
0.092957928545
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZN5
2735000.00000000
PA
USD
2436046.39000000
0.090265670569
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
12440000.00000000
PA
USD
7634078.19000000
0.282874410697
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
UNIFIN FINANCIERA SA DE
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
2195000.00000000
PA
USD
43351.25000000
0.001606344471
Long
DBT
CORP
MX
N
2
2029-01-28
None
0.00000000
Y
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
012873AH8
130000.00000000
PA
USD
141293.43000000
0.005235510398
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.12500000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAN6
360000.00000000
PA
USD
271980.00000000
0.010077992431
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.25000000
N
N
N
N
Y
Etsy Inc
Etsy Inc
USD
XXXX
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAH8
1185000.00000000
PA
USD
1113253.96000000
0.041250698519
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
ORSTED A/S
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
2055000.00000000
PA
2232389.35000000
0.082719328530
Long
DBT
CORP
DK
N
2
2027-05-17
Fixed
2.12500000
N
N
N
N
N
N
SHRIRAM FINANCE LTD
335800TM2YO24B76XL26
Shriram Finance Ltd
825547AE2
2400000.00000000
PA
USD
2265243.22000000
0.083936701327
Long
DBT
CORP
IN
N
2
2025-07-18
Fixed
4.15000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
29559900000.00000000
PA
6663830.32000000
0.246922683766
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
2237375.22000000
0.082904075792
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAQ1
530000.00000000
PA
USD
446005.66000000
0.016526368357
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
1960000.00000000
PA
USD
1729700.00000000
0.064092593238
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
4662000.00000000
PA
USD
4379740.56000000
0.162287639592
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
118165.00000000
NS
USD
57224946.20000000
2.120422732210
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BR7
405000.00000000
PA
USD
398717.87000000
0.014774158674
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
1455000.00000000
PA
USD
1104682.21000000
0.040933079460
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
13550000.00000000
PA
USD
9233476.77000000
0.342138793316
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAM8
795000.00000000
PA
USD
636826.72000000
0.023597083846
Long
DBT
CORP
XX
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAL3
805000.00000000
PA
USD
756708.05000000
0.028039186708
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
960000.00000000
PA
USD
809508.67000000
0.029995669717
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
1515000.00000000
PA
USD
1235698.92000000
0.045787794556
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43100000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
10570000.00000000
PA
USD
8416996.70000000
0.311884804176
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
3038654.59000000
0.112594815650
Long
DBT
CORP
CA
N
2
2029-09-13
Fixed
2.97700000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
240467.00000000
NS
26603109.92000000
0.985756086597
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CHP9
4992091.20000000
PA
USD
4615441.81000000
0.171021353151
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
988400N0YW2A27V3D553
Korea East-West Power Co Ltd
5006EPAK7
1515000.00000000
PA
USD
1421220.53000000
0.052662143338
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
1827779.15000000
0.067726834474
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
1678608.15000000
0.062199427279
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
2814320.93000000
0.104282318673
Long
DBT
NUSS
SE
N
2
2031-05-12
Fixed
0.12500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29251ZBS5
4770000.00000000
PA
3025863.94000000
0.112120868764
Long
DBT
CORP
CA
N
2
2029-10-03
Fixed
2.99000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
2765000.00000000
PA
USD
2076534.27000000
0.076944248316
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
853182.75000000
0.031613976385
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
139977.80000000
0.005186760824
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
970850.72000000
0.035974065035
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
618507.28000000
0.022918272250
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
7550000.00000000
PA
USD
7493375.00000000
0.277660771151
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
Y
Southwest Airlines Co
Southwest Airlines Co
USD
XXXX
N
N
N
BIOMARIN PHARMACEUTICAL
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061GAK7
12590000.00000000
PA
USD
12471654.00000000
0.462126754255
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.25000000
N
N
N
N
Y
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical Inc
USD
XXXX
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
1140000.00000000
PA
USD
960233.40000000
0.035580649083
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
2503619.17000000
0.092769523667
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
242396.36000000
0.008981795284
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
1120000.00000000
PA
USD
1037886.08000000
0.038458004482
Long
DBT
CORP
TR
N
2
2026-03-02
Fixed
5.37500000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
3170000.00000000
PA
USD
3279529.84000000
0.121520247470
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
SHRIRAM FINANCE LTD
335800TM2YO24B76XL26
Shriram Finance Ltd
000000000
2420000.00000000
PA
USD
2384910.00000000
0.088370854218
Long
DBT
CORP
IN
N
2
2024-03-13
Fixed
4.40000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAB4
1190000.00000000
PA
USD
1137530.91000000
0.042150260687
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
ASHLAND INC
529900E4L9R04SB8HB11
Ashland Inc
04433LAA0
425000.00000000
PA
USD
330495.39000000
0.012246231484
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
30000.00000000
PA
USD
29569.35000000
0.001095667642
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
292505AG9
45000.00000000
PA
USD
42977.48000000
0.001592494735
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
270000.00000000
PA
USD
260151.01000000
0.009639679056
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
170718400.00000000
PA
8782826.17000000
0.325440310574
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AA5
240000.00000000
PA
USD
202123.85000000
0.007489530960
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAK9
435000.00000000
PA
USD
374577.59000000
0.013879660699
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
1160612.67000000
0.043005536084
Long
DBT
NUSS
AE
N
2
2030-04-16
Fixed
3.12500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AX8
1400000.00000000
PA
USD
1118375.34000000
0.041440466991
Long
DBT
CORP
GB
N
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBB4
2385000.00000000
PA
USD
1994893.21000000
0.073919106818
Long
DBT
CORP
JP
N
2
2029-01-22
Fixed
2.71000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
46500000.00000000
PA
3666390.88000000
0.135855061181
Long
DBT
NUSS
NO
N
2
2030-08-19
Fixed
1.37500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CY4
3975000.00000000
PA
2855649.36000000
0.105813709234
Long
DBT
CORP
US
N
2
2024-08-19
Fixed
2.51300000
N
N
N
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PDZ8
995000.00000000
PA
USD
945439.05000000
0.035032456763
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
955000.00000000
PA
USD
831143.38000000
0.030797325881
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
115000.00000000
PA
USD
91438.62000000
0.003388181926
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAC5
515000.00000000
PA
USD
504854.67000000
0.018706969421
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.12500000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAA7
1250000.00000000
PA
USD
1245325.00000000
0.046144480936
Long
DBT
CORP
IE
N
2
2023-11-25
Fixed
4.50000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
1235000.00000000
PA
USD
1026252.52000000
0.038026932603
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
3224663.12000000
0.119487206846
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
197363.00000000
NS
USD
30567581.44000000
1.132656277692
Long
EC
CORP
US
N
1
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
3590000.00000000
PA
USD
3035811.70000000
0.112489474728
Long
DBT
CORP
NL
N
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SE4
2350000.00000000
PA
USD
2254796.94000000
0.083549623120
Long
DBT
NUSS
CA
N
2
2033-09-08
Fixed
4.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCS7
1200000.00000000
PA
USD
1172778.32000000
0.043456324115
Long
DBT
CORP
JP
N
2
2033-01-13
Fixed
5.76600000
N
N
N
N
N
N
KOREA NATIONAL OIL CORP
988400ZTQ08W926ONT36
Korea National Oil Corp
50066PAS9
2400000.00000000
PA
USD
2138417.18000000
0.079237268018
Long
DBT
NUSS
KR
N
2
2027-04-18
Fixed
2.12500000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
531968AA3
210000.00000000
PA
USD
207553.79000000
0.007690732865
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
7.50000000
N
N
N
N
N
N
LIGHT & WONDER INTL INC
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc
80874YBC3
1400000.00000000
PA
USD
1376074.00000000
0.050989276260
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
315000.00000000
PA
USD
247699.53000000
0.009178299833
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
239872.00000000
NS
USD
59512243.20000000
2.205176617992
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
2670000.00000000
NS
43537641.75000000
1.613251062759
Long
EC
CORP
TW
N
2
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAD5
1060000.00000000
PA
USD
960741.60000000
0.035599480011
Long
DBT
CORP
KR
N
2
2027-02-14
Fixed
2.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
140000.00000000
PA
USD
141645.70000000
0.005248563470
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAX8
350000.00000000
PA
USD
318523.44000000
0.011802620845
Long
DBT
NUSS
MX
N
2
2053-05-04
Fixed
6.33800000
N
N
N
N
N
N
NORTHERN OIL AND GAS INC
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas Inc
665531AH2
345000.00000000
PA
USD
426174.97000000
0.015791558652
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.62500000
N
N
N
N
Y
Northern Oil & Gas, Inc.
Northern Oil & Gas, Inc.
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FV4
4150000.00000000
PA
USD
4100997.71000000
0.151959055385
Long
STIV
UST
US
N
2
2023-12-21
None
0.00000000
N
N
N
N
N
N
ZILLOW GROUP INC
2549002XEELQDIR6FU05
Zillow Group Inc
98954MAG6
120000.00000000
PA
USD
142980.00000000
0.005298004845
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.37500000
N
N
N
N
Y
Zillow Group Inc
Zillow Group Inc
USD
XXXX
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAA9
2540000.00000000
PA
USD
2099907.66000000
0.077810329820
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.62500000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
Carnival Corporation 2023 Term Loan B
000000000
1616208.79000000
PA
USD
1610148.01000000
0.059662693796
Long
LON
CORP
PA
N
2
2027-08-08
Variable
8.32700000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
1280000.00000000
PA
USD
1208601.92000000
0.044783737784
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
000000000
6794000.00000000
PA
USD
5616839.63000000
0.208127315541
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
1352084.38000000
0.050100360867
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
726219.26000000
0.026909449981
Long
DBT
CORP
KR
N
2
2026-03-24
Fixed
3.87500000
N
N
N
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Co of Canada or Bell Canada
07813ZBY9
2835000.00000000
PA
1935251.46000000
0.071709131433
Long
DBT
CORP
CA
N
2
2027-09-29
Fixed
3.60000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAF8
305000.00000000
PA
USD
303191.74000000
0.011234517468
Long
DBT
CORP
US
N
2
2028-08-11
Fixed
7.95000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
200000.00000000
PA
USD
184790.06000000
0.006847241805
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAD7
250000.00000000
PA
USD
244762.50000000
0.009069470632
Long
DBT
CORP
US
N
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
795000.00000000
PA
USD
860270.25000000
0.031876597796
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
165000.00000000
PA
USD
141482.72000000
0.005242524381
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
70000.00000000
PA
USD
59937.50000000
0.002220934154
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
000000000
1240000.00000000
PA
USD
1139114.10000000
0.042208924474
Long
DBT
CORP
MX
N
2
2027-10-04
Fixed
4.00000000
N
N
N
N
N
N
GTCR W MERGER SUB LLC
N/A
GTCR W MERGER SUB LLC
92943EAB2
341000.00000000
PA
USD
340751.07000000
0.012626247167
Long
LON
CORP
US
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
36067.00000000
NS
USD
39964760.69000000
1.480860930095
Long
EC
CORP
US
N
1
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investments Ltd
55377XAA4
930000.00000000
PA
USD
904425.00000000
0.033512715291
Long
DBT
CORP
MU
N
2
2024-11-11
Fixed
4.75500000
N
N
N
N
N
N
IRELAND GOVERNMENT BOND
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
3710000.00000000
PA
3042434.05000000
0.112734860393
Long
DBT
NUSS
IE
N
2
2031-10-18
None
0.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-228298.22000000
-0.00845940044
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
13892303.88000000
USD
11193000.00000000
GBP
2023-12-20
-228298.22000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
000000000
4500000000.00000000
PA
3330413.52000000
0.123405699863
Long
DBT
NUSS
KR
N
2
2023-12-10
Fixed
0.87500000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
455000.00000000
PA
USD
477431.50000000
0.017690826691
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
1575000.00000000
PA
USD
1260000.00000000
0.046688250841
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
1550676.16000000
0.057459013914
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
170000.00000000
PA
USD
142375.00000000
0.005275587074
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABL0
1395000.00000000
PA
USD
1393492.94000000
0.051634720578
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
311515.47000000
PA
USD
295809.58000000
0.010960977676
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAN9
1705000.00000000
PA
USD
1669845.46000000
0.061874733097
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
811520.15000000
0.030070203433
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
809954.07000000
0.030012173643
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
562381.50000000
0.020838578206
Long
DBT
CORP
BR
N
2
2030-02-04
Fixed
4.62500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
205000.00000000
PA
USD
196225.44000000
0.007270970289
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
327912.15000000
PA
USD
292897.69000000
0.010853080017
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.12500000
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
1000000.00000000
PA
1059146.80000000
0.039245802759
Long
DBT
CORP
ES
N
2
2033-02-23
Fixed
6.25000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
1735000.00000000
PA
USD
706509.35000000
0.026179115678
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
GTCR W-2 MERGER SUB LLC
254900HJTH4LRJB6QF88
GTCR W-2 Merger Sub LLC
36268NAA8
1400000.00000000
PA
USD
1401960.00000000
0.051948460436
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
575000.00000000
PA
USD
522900.13000000
0.019375628916
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.87500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAG0
640000.00000000
PA
USD
618041.60000000
0.022901016866
Long
DBT
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
SPLUNK INC
549300XGDSGBP6UEI867
Splunk Inc
848637AF1
1025000.00000000
PA
USD
967087.50000000
0.035834622052
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
1685000.00000000
PA
USD
1640664.28000000
0.060793448771
Long
DBT
CORP
TR
N
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
3120000.00000000
PA
USD
2438607.85000000
0.090360583337
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
AIR CANADA 2017-1AA PTT
N/A
Air Canada 2017-1 Class AA Pass Through Trust
00908PAA5
665880.00000000
PA
USD
579149.13000000
0.021459888774
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
1085000.00000000
PA
USD
649166.35000000
0.024054318560
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
213354.00000000
NS
USD
77961685.14000000
2.888805326867
Long
EC
CORP
US
N
1
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAD1
520000.00000000
PA
USD
422201.80000000
0.015644336146
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
5.12500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBZ9
485000.00000000
PA
USD
455769.00000000
0.016888140791
Long
DBT
CORP
IT
N
2
2033-06-20
Fixed
6.62500000
N
N
N
N
N
N
STAR PARENT, INC. 2023 TERM LOAN B
254900GRGCJYRMDRWT73
STAR PARENT, INC. 2023 TERM LOAN B
000000000
1081190.57000000
PA
USD
1055815.03000000
0.039122346796
Long
LON
CORP
US
N
2
2030-09-19
None
0.00000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
2790000.00000000
PA
USD
2164201.24000000
0.080192674892
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
370041.20000000
0.013711568545
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TT5
4980000.00000000
PA
USD
4520906.25000000
0.167518416691
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
10055000.00000000
PA
7074251.67000000
0.262130505147
Long
DBT
NUSS
SG
N
2
2026-06-01
Fixed
2.12500000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
655000.00000000
PA
USD
557077.50000000
0.020642042903
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
306226.00000000
NS
USD
44408894.52000000
1.645534608690
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2805000.00000000
PA
USD
2485148.51000000
0.092085108740
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
689400.00000000
NS
USD
87636528.00000000
3.247298573138
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
82720.00000000
NS
13631600.17000000
0.505107593738
Long
EC
CORP
FR
N
2
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AR0
1780000.00000000
PA
USD
1736605.81000000
0.064348482278
Long
DBT
CORP
JP
N
2
2033-07-13
Fixed
5.12300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHJ3
2370000.00000000
PA
USD
2249463.27000000
0.083351988419
Long
DBT
UST
US
N
2
2030-06-30
Fixed
3.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
510000.00000000
PA
USD
461040.00000000
0.017083453307
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAS3
920000.00000000
PA
USD
876826.17000000
0.032490063626
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
3555000.00000000
PA
USD
3124773.90000000
0.115785894973
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
1243333.44000000
0.046070685338
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
2.00000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
975000.00000000
PA
USD
928970.06000000
0.034422212052
Long
DBT
CORP
GB
N
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
130000.00000000
PA
USD
104369.21000000
0.003867314171
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
ETSY INC
54930089Q7XT501AEA40
Etsy Inc
29786AAL0
60000.00000000
PA
USD
48000.00000000
0.001778600032
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.12500000
N
N
N
N
Y
ETSY INC
ETSY INC
USD
XXXX
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAG7
2790000.00000000
PA
USD
2153110.21000000
0.079781706011
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
2330000.00000000
PA
USD
1782786.89000000
0.066059683744
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
54930070J9H97ZO93T57
JetBlue Airways Corp
477143AP6
185000.00000000
PA
USD
143023.50000000
0.005299616701
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.50000000
N
N
N
N
Y
JetBlue Airways Corp
JetBlue Airways Corp
USD
XXXX
N
N
N
TRANSPORT DE GAS PERU
529900SKHHNI5HVI0Y66
Transportadora de Gas del Peru SA
89388AAA0
1050000.00000000
PA
USD
992004.09000000
0.036757885547
Long
DBT
CORP
PE
N
2
2028-04-30
Fixed
4.25000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
6965000.00000000
PA
6132263.32000000
0.227225911199
Long
DBT
NUSS
IT
N
2
2030-04-01
Fixed
1.35000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
80000.00000000
PA
USD
60028.40000000
0.002224302378
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AC5
1925000.00000000
PA
USD
1550148.47000000
0.057439460800
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AY4
250000.00000000
PA
USD
249057.67000000
0.009228624580
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
29665000.00000000
PA
2708135.61000000
0.100347710057
Long
DBT
NUSS
SE
N
2
2023-11-13
Fixed
1.50000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
255000.00000000
PA
USD
186805.67000000
0.006921928555
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
882292.00000000
NS
20787434.86000000
0.770261089760
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
899308.71000000
PA
USD
840233.12000000
0.031134138628
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
16865.69000000
0.000624944099
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
13800000.00000000
AUD
8913420.00000000
USD
2023-12-20
16865.69000000
N
N
N
2023-11-06
LOOMIS SAYLES FUNDS II
John Sgroi
John Sgroi
Assistant Treasurer