NPORT-P false 0001255821 XXXXXXXX Nuveen Diversified Dividend and Income Fund 811-21407 0001255821 D5FGOSNM9N49JUUE1836 333 W. Wacker Dr Chicago 60606 312-917-7700 Nuveen Diversified Dividend and Income Fund D5FGOSNM9N49JUUE1836 2020-12-31 2020-03-31 N 231972690.00 71775245.00 160197445.00 0.00000000 0.00000000 59400000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 30592.00000000 0.00000000 0.00000000 1815931.00000000 USD EUR N MEREDITH CORP 549300YC8BC386CCTS24 58943PAQ5 385825.19000000 PA USD 345313.55000000 0.215554967184 Long LON CORP US N 2 2025-01-31 Variable 3.48940000 N N N N N N FORMULA ONE MANAGEMENT N/A L2465BAQ9 1037031.72000000 PA USD 936294.46000000 0.584462792150 Long LON CORP GB N 2 2024-02-01 None 3.50000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 29245JAK8 200000.00000000 PA USD 158662.88000000 0.099042078979 Long DBT CORP CL Y 2 2047-09-14 Fixed 4.50000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 EUR200617 1.00000000 NC USD 1132.52000000 0.000706952598 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 70764.25000000 USD 65000.00000000 EUR 2020-06-17 1132.52000000 N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627MAC7 475000.00000000 PA USD 431459.13000000 0.269329595113 Long LON CORP US N 2 2023-03-22 Variable 2.73940000 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92537EAB4 250000.00000000 PA USD 217500.00000000 0.135769955631 Long LON CORP US N 2 2027-03-02 Variable 4.58110000 N N N N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 J7165H108 35200.00000000 NS 1162475.76000000 0.725651872912 Long EC CORP JP N 1 N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 03852JAL5 466331.25000000 PA USD 439906.59000000 0.274602750374 Long LON CORP US N 2 2025-03-11 Variable 2.73940000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 RUB200617 1.00000000 NC USD 10311.13000000 0.006436513391 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 25664000.00000000 RUB 335126.66000000 USD 2020-06-17 10311.13000000 N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 C6901LAH0 1593267.96000000 PA USD 1477756.03000000 0.922459175300 Long LON CORP CA N 2 2026-11-19 Variable 2.73940000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586TAE6 196000.00000000 PA USD 225243.20000000 0.140603490898 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 12225.00000000 NS USD 2428007.25000000 1.515634191294 Long EC CORP US N 1 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114GK0 160000.00000000 PA USD 46881.60000000 0.029264886215 Long DBT NUSS AR N 2 2038-12-31 Variable 3.75000000 N Y N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAF7 397000.00000000 PA USD 406928.97000000 0.254017141159 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N ADVANCED DRAINAGE SYSTEMS 6QQTOZ5MF5DHM7K92I60 00769QAG8 231517.86000000 PA USD 216469.20000000 0.135126499676 Long LON CORP US N 2 2026-09-24 Variable 3.81250000 N N N N N N 24 HR FIT WORLDWIDE INC N/A 90187DAP2 1008028.17000000 PA USD 238010.57000000 0.148573262201 Long LON CORP US N 2 2025-05-31 Variable 4.95010000 N N N N N N BNQ CEN TUNISIA INT BOND 254900B5LFB16S9T2T11 AV1420414 105000.00000000 PA 104538.86000000 0.065256259236 Long DBT NUSS TN Y 2 2023-10-31 Fixed 6.75000000 N N N N N N MKS INSTRUMENTS INC 549300KEQATBHAGVF505 55314NAL8 442531.57000000 PA USD 403701.64000000 0.252002545983 Long LON CORP US N 2 2026-02-02 Variable 2.73940000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077M108 19950.00000000 NS 682011.30000000 0.425731696282 Long EC CORP CA N 1 N N N AMC ENTERTAINMENT HOLDINGS 549300ZO77UNR6NRBR11 00164DAQ6 346959.48000000 PA USD 258321.74000000 0.161252097372 Long LON CORP US N 2 2026-04-22 Variable 4.08000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAD7 200000.00000000 PA USD 163696.00000000 0.102183901871 Long DBT NUSS SN Y 2 2048-03-13 Fixed 6.75000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 AM8549157 7940000.00000000 PA 109688.06000000 0.068470542710 Long DBT NUSS RU N 2 2033-03-23 Fixed 7.70000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAV2 348164.50000000 PA USD 335978.74000000 0.209727901715 Long LON CORP US N 2 2023-11-03 Variable 3.98940000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114GX2 300000.00000000 PA USD 83253.00000000 0.051968993637 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 46556JAA7 395000.00000000 PA USD 375250.00000000 0.234242187820 Long DBT CORP BR Y 2 2023-01-24 Fixed 2.90000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 JK5297847 125000.00000000 PA USD 84312.50000000 0.052630364984 Long DBT CORP AR N 2 2021-03-23 Fixed 8.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HP8 75000.00000000 PA USD 21375.75000000 0.013343377605 Long DBT NUSS AR N 2 2023-01-11 Fixed 4.62500000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 21490.00000000 NS USD 983812.20000000 0.614124775835 Long EC CORP US N 1 N N N Clear Channel Outdoor Holdings Inc N/A 18453H106 24320.00000000 NS USD 15564.80000000 0.009716010139 Long EC CORP US N 1 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 AS6138877 755000.00000000 PA USD 540178.92000000 0.337195714950 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 N/A 395000.00000000 PA USD 260700.00000000 0.162736677854 Long DBT NUSS LK N 2 2021-07-27 Fixed 6.25000000 N N N N N N CubeSmart N/A 229663109 65555.00000000 NS USD 1756218.45000000 1.096283682926 Long EC CORP US N 1 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AC4 320000.00000000 PA USD 124800.00000000 0.077903864197 Long DBT NUSS AO Y 2 2048-05-08 Fixed 9.37500000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 AP2700627 425000.00000000 PA USD 355952.80000000 0.222196302818 Long DBT NUSS JO N 2 2047-10-10 Fixed 7.37500000 N N N N N N HUNGARIAN DEVELOPMENT BA 549300KCFVCFTUJZYT59 EJ8796009 390000.00000000 PA USD 398967.14000000 0.249047130558 Long DBT NUSS HU N 2 2020-10-21 Fixed 6.25000000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 12769LAB5 1005403.00000000 PA USD 824430.46000000 0.514633963107 Long LON CORP US N 2 2024-12-22 Variable 3.73940000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 AL6725702 346000.00000000 PA USD 89960.00000000 0.056155702108 Long DBT NUSS EC Y 2 2026-12-13 Fixed 9.65000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 25960.00000000 NS USD 1093435.20000000 0.682554706162 Long EC CORP US N 1 N N N Metro-Goldwyn-Mayer Inc 8JA4NT75BITP5LG6P072 591610100 2099.00000000 NS USD 141682.50000000 0.088442421787 Long EC CORP US N 2 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 N/A 200000.00000000 PA USD 208758.52000000 0.130313264359 Long DBT NUSS ID N 2 2047-07-18 Fixed 4.75000000 N N N N N N Hibu plc N/A 930SNL904 655185.00000000 NS USD 42587.03000000 0.026584088154 Long EC CORP US N 2 N N N CLEAR CHANNEL OUTDOOR HO N/A 18452RAD7 741631.50000000 PA USD 630386.78000000 0.393506138627 Long LON CORP US N 2 2026-08-21 Variable 4.48940000 N N N N N N STANDARD AERO LTD 549300WM2IKMXZ5LGL49 26812CAF3 77039.25000000 PA USD 62498.09000000 0.039013162787 Long LON CORP CA N 2 2026-04-08 Variable 4.95010000 N N N N N N ROMANIA 315700IASY927EDWBK92 AZ5782380 275000.00000000 PA 277582.90000000 0.173275485136 Long DBT NUSS RO Y 2 2031-07-16 Fixed 2.12400000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD 31521.27000000 0.019676512318 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 1021000.00000000 BRL 227206.98000000 USD 2020-06-02 31521.27000000 N N N Apartment Investment & Management Co 549300O8FT5GJ4RU1D57 03748R754 66098.00000000 NS USD 2323344.70000000 1.450300721088 Long EC CORP US N 1 N N N FRONERI US INC N/A N/A 500000.00000000 PA USD 480000.00000000 0.299630246911 Long LON CORP US N 2 2027-01-31 Variable 3.23938000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 AN4614144 230000.00000000 PA USD 133407.55000000 0.083276952388 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N ZELIS PAYMENTS BUYER INC 549300U8NGLZN5R1Y309 98932TAC7 249375.00000000 PA USD 231918.75000000 0.144770567345 Long LON CORP US N 2 2026-09-30 Variable 5.73940000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 505000.00000000 PA USD 505005.05000000 0.315239141298 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BM3 323000.00000000 PA USD 292315.00000000 0.182471699220 Long DBT NUSS UA Y 2 2032-09-25 Fixed 7.37500000 N N N N N N KFC HOLDING CO 549300G2LG4YUB3MM115 72584DAE4 482674.51000000 PA USD 460954.16000000 0.287741268283 Long LON CORP US N 2 2025-04-03 Variable 2.36160000 N N N N N N BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 MXN200617 1.00000000 NC USD -665.65000000 -0.00041551848 N/A DFE CORP US N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 4047000.00000000 MXN 168025.07000000 USD 2020-06-17 -665.65000000 N N N PETSMART INC N/A 71677HAG0 436335.26000000 PA USD 419593.08000000 0.261922454506 Long LON CORP US N 2 2022-03-11 Variable 4.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 2313.00000000 NS USD 548412.30000000 0.342335235121 Long EC CORP US N 1 N N N BRAND INDUSTRIAL SERVICE 549300B658W2BPDQMW42 10524MAN7 74961.37000000 PA USD 60800.42000000 0.037953426785 Long LON CORP US N 2 2024-06-21 Variable 6.08470000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 LW8500974 200000.00000000 PA USD 118000.00000000 0.073659102365 Long DBT NUSS LK N 2 2026-07-18 Fixed 6.82500000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CP3 245000.00000000 PA USD 205172.80000000 0.128074951507 Long DBT NUSS TR N 2 2028-02-17 Fixed 5.12500000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAB6 200000.00000000 PA USD 177000.00000000 0.110488653548 Long DBT CORP BR Y 2 2030-02-04 Fixed 4.62500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBD0 100000.00000000 PA USD 97490.00000000 0.060856151607 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N BELRON FINANCE US LLC N/A N/A 480000.00000000 PA USD 456000.00000000 0.284648734566 Long LON CORP US N 2 2024-11-07 Variable 3.99160000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAF7 1085000.00000000 PA USD 1009050.00000000 0.629878959680 Long DBT NUSS AE Y 2 2049-09-30 Fixed 3.12500000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 LW3897953 240000.00000000 PA USD 171360.00000000 0.106967998147 Long DBT NUSS OM N 2 2026-06-15 Fixed 4.75000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 EK4231057 725000.00000000 PA USD 761257.25000000 0.475199370376 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.10000000 N N N N N N JACOBS DOUWE EGBERTS INT 724500LEDYB2X5NCX785 67180FAJ6 417594.94000000 PA USD 394627.22000000 0.246338023680 Long LON CORP NL N 2 2025-11-01 Variable 3.62500000 N N N N N N BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 MXN200617 1.00000000 NC USD -1291.80000000 -0.00080637990 N/A DFE CORP US N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 3345000.00000000 MXN 138137.52000000 USD 2020-06-17 -1291.80000000 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAF1 517239.61000000 PA USD 504093.97000000 0.314670418120 Long LON CORP CA N 2 2025-05-31 Variable 3.99100000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741103 67545.00000000 NS USD 974674.35000000 0.608420658644 Long EC CORP US N 1 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 EJ4730457 310000.00000000 PA USD 328290.00000000 0.204928361997 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 LW3896245 455000.00000000 PA USD 418600.00000000 0.261302544494 Long DBT NUSS OM N 2 2021-06-15 Fixed 3.62500000 N N N N N N JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 EUR200617 1.00000000 NC USD 19490.41000000 0.012166492418 N/A DFE CORP US N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 3192051.05000000 EUR 3550231.10000000 USD 2020-06-17 19490.41000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AF4 200000.00000000 PA USD 130532.40000000 0.081482198420 Long DBT NUSS OM Y 2 2047-03-08 Fixed 6.50000000 N N N N N N Sanofi 549300E9PC51EN656011 567173901 10525.00000000 NS 911199.68000000 0.568797885634 Long EC CORP FR N 1 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 588950907 39804.00000000 NS 574600.37000000 0.358682605705 Long EC CORP DE N 1 N N N Avantor Inc 5493003VM0XB4U8YD238 05352A209 8800.00000000 NS USD 381568.00000000 0.238186070945 Long EP CORP US N 1 N N N RPI 2019 INTERMEDIATE FI 549300RTICDAOJP6BY55 74969AAC5 314932.25000000 PA USD 294461.65000000 0.183811701865 Long LON CORP US N 2 2027-02-11 Variable 2.73940000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCZ3 230000.00000000 PA USD 158148.00000000 0.098720675601 Long DBT CORP MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 35540.00000000 NS USD 2193173.40000000 1.369043932005 Long EC CORP US N 1 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 AX0852241 23810000.00000000 PA 325063.80000000 0.202914472200 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N SERTA SIMMONS BEDDING LL 549300M4F4V4WFPNI116 81753HAB7 78045.14000000 PA USD 32876.52000000 0.020522499594 Long LON CORP US N 2 2023-11-08 Variable 4.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 AT9080637 200000000.00000000 PA 12366.65000000 0.007719629985 Long DBT NUSS N/A N 2 2021-08-20 Fixed 7.45000000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 N/A 600000.00000000 PA USD 628038.26000000 0.392040122737 Long DBT NUSS RU Y 2 2027-06-23 Fixed 4.25000000 N N N N N N MAXLINEAR INC 549300EMOI0SM2IY4F64 57776UAB1 211332.40000000 PA USD 184915.85000000 0.115429962069 Long LON CORP US N 2 2024-05-12 Variable 3.25000000 N N N N N N JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 MXN200617 1.00000000 NC USD 3290.79000000 0.002054208792 N/A DFE CORP US N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 2698000.00000000 MXN 115751.27000000 USD 2020-06-17 3290.79000000 N N N Amdocs Ltd N/A G02602103 12030.00000000 NS USD 661289.10000000 0.412796283985 Long EC CORP US N 1 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 AP2859340 200000.00000000 PA USD 204575.20000000 0.127701911850 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.62500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 ZQ0630702 100000.00000000 PA 94042.59000000 0.058704175962 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.87500000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 771195104 17130.00000000 NS USD 694964.10000000 0.433817218495 Long EC CORP CH N 2 N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 15911AAC7 996608.41000000 PA USD 951761.03000000 0.594117484208 Long LON CORP US N 2 2024-03-01 Variable 3.50000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117100 18590.00000000 NS USD 577033.60000000 0.360201500092 Long EC CORP US N 1 N N N REPUBLIC OF GEORGIA 254900MHQHBC58M2GR84 N/A 535000.00000000 PA USD 535453.68000000 0.334246079892 Long DBT NUSS GE N 2 2021-04-12 Fixed 6.87500000 N N N N N N BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 EUR200617 1.00000000 NC USD 4497.38000000 0.002807398083 N/A DFE CORP US N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 190176.94000000 USD 176000.00000000 EUR 2020-06-17 4497.38000000 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 4310.00000000 NS USD 978542.40000000 0.610835210261 Long EC CORP US N 1 N N N Telefonica Brasil SA 529900MTGG2HSDBIWG79 N/A 72064.00000000 NS 685815.28000000 0.428106253504 Long EC CORP BR N 1 N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829229AQ6 489873.44000000 PA USD 472727.87000000 0.295090767521 Long LON CORP US N 2 2024-01-03 Variable 3.24000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 EJ7753969 270000.00000000 PA USD 200461.06000000 0.125133743550 Long DBT CORP ZA N 2 2023-08-06 Fixed 6.75000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AB3 260000.00000000 PA USD 239200.00000000 0.149315739711 Long DBT NUSS OM Y 2 2021-06-15 Fixed 3.62500000 N N N N N N MA FINANCECO LLC N/A 55280FAG6 123320.55000000 PA USD 111605.10000000 0.069667215978 Long LON CORP US N 2 2024-06-21 Variable 3.48940000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 936040.03000000 PA USD 903278.63000000 0.563853331118 Long LON CORP US N 2 2027-02-01 Variable 2.74000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 JK5150160 610000.00000000 PA USD 621712.00000000 0.388091083475 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N Y N N N N REFINITIV US HOLDINGS 549300NF240HXJO7N016 31740MAC5 493750.00000000 PA USD 476673.66000000 0.297553846754 Long LON CORP US N 2 2025-10-01 Variable 4.23940000 N N N N N N REDE D'OR FINANCE SARL 549300FDE772OLJUCP79 75735GAA6 200000.00000000 PA USD 173500.00000000 0.108303849665 Long DBT CORP LU Y 2 2030-01-22 Fixed 4.50000000 N N N N N N PANTHER BF AGGREGATOR 2 549300474L1ZLXZY2P98 C8000CAB9 298500.00000000 PA USD 274620.00000000 0.171425955014 Long LON CORP CA N 2 2026-04-30 Variable 4.44088000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 RUB200617 1.00000000 NC USD -172.66000000 -0.00010777949 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 3502000.00000000 RUB 44150.28000000 USD 2020-06-17 -172.66000000 N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 40409VAR5 386662.78000000 PA USD 340506.84000000 0.212554476134 Long LON CORP US N 2 2024-10-21 Variable 2.77290000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 506921907 12120.00000000 NS 694457.10000000 0.433500734047 Long EC CORP DE N 1 N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275R102 20250.00000000 NS USD 796027.50000000 0.496903992445 Long EC CORP US N 1 N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAE4 247501.61000000 PA USD 228443.99000000 0.142601519019 Long LON CORP US N 2 2022-06-01 Variable 4.25000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 19330.00000000 NS USD 1077454.20000000 0.672578891629 Long EC CORP US N 1 N N N OFFICE CHERIFIEN DES PHO N/A EK1867952 410000.00000000 PA USD 406441.86000000 0.253713072639 Long DBT CORP MA N 2 2024-04-25 Fixed 5.62500000 N N N N N N CARROLS HOLDCO INC 529900HZEMNWQSAKFJ98 14576JAE3 496250.00000000 PA USD 365364.06000000 0.228071090646 Long LON CORP US N 2 2026-04-30 Variable 4.21000000 N N N N N N MEXICO CITY ARPT TRUST N/A QZ6601384 225000.00000000 PA USD 200812.50000000 0.125353122829 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404DAF0 757239.17000000 PA USD 702150.02000000 0.438302883045 Long LON CORP US N 2 2022-02-11 Variable 3.50000000 N N N N N N SK Telecom Co Ltd 9884003WEA1PHW006037 78440P108 61047.00000000 NS USD 993234.69000000 0.620006573762 Long EC CORP KR N 1 N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 11942GAC6 117300.00000000 PA USD 106011.05000000 0.066175243931 Long DBT NUSS AR Y 2 2021-02-19 Fixed 8.95000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AU6 100000.00000000 PA USD 91281.00000000 0.056980309517 Long DBT NUSS UA Y 2 2027-09-01 Fixed 7.75000000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD 3035.06000000 0.001894574535 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 463000.00000000 BRL 91774.03000000 USD 2020-06-02 3035.06000000 N N N SOPHIA LP 549300RP8NIJ7FY7OS79 83578BAJ2 659727.82000000 PA USD 633338.71000000 0.395348820950 Long LON CORP US N 2 2022-09-30 Variable 4.70010000 N N N N N N GATES GLOBAL LLC 549300XI79MQJV13DW27 36740UAP7 281955.49000000 PA USD 248402.79000000 0.155060394377 Long LON CORP US N 2 2024-04-01 Variable 3.75000000 N N N N N N SINOPEC GRP OVERSEA 2012 N/A EJ1943954 380000.00000000 PA USD 470164.20000000 0.293490448614 Long DBT CORP VG N 2 2042-05-17 Fixed 4.87500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 EJ6246908 200000.00000000 PA USD 212404.62000000 0.132589268199 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.62500000 N N N N N N CROATIA 74780000O00QGQ7CER13 EJ6116887 475000.00000000 PA USD 496936.95000000 0.310202793808 Long DBT NUSS HR N 2 2023-04-04 Fixed 5.50000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 59501NAJ8 287445.82000000 PA USD 278822.45000000 0.174049249037 Long LON CORP US N 2 2025-05-29 Variable 2.99000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 677381907 29120.00000000 NS 948951.25000000 0.592363536135 Long EC CORP KR N 1 N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 QJ4365756 415000.00000000 PA USD 244842.43000000 0.152837911990 Long DBT NUSS LK N 2 2025-11-03 Fixed 6.85000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BB8 540875.14000000 PA USD 517076.63000000 0.322774579831 Long LON CORP US N 2 2026-03-18 Variable 2.73940000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 ZS6680806 445000.00000000 PA USD 408494.78000000 0.254994566236 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 AX3105886 335000.00000000 PA USD 299926.47000000 0.187223004711 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N HGIM CORP 549300W0Q0ZDXP0FKI37 40419BAM8 111787.78000000 PA USD 64916.84000000 0.040523018329 Long LON CORP US N 2 2023-07-02 Variable 7.71290000 N N N N N N WIDEOPENWEST FINANCE LLC 54930045JY28O5B5WE54 96758DBA0 257018.73000000 PA USD 239669.97000000 0.149609108934 Long LON CORP US N 2 2023-08-19 Variable 4.25000000 N N N N N N CoreSite Realty Corp 549300H0YYORITFM2B74 21870Q105 24395.00000000 NS USD 2827380.50000000 1.764934827768 Long EC CORP US N 1 N N N Millennium Health LLC N/A 933EBP906 6140.00000000 NS USD 6496.12000000 0.004055070915 Long EC CORP US N 3 N N N OZTEL HOLDINGS SPC LTD 549300RABIG0RH4JYT64 692733AB4 200000.00000000 PA USD 142032.00000000 0.088660590061 Long DBT CORP AE Y 2 2028-04-24 Fixed 6.62500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBD3 349359.35000000 PA USD 336985.04000000 0.210356064043 Long LON CORP US N 2 2022-10-01 Variable 2.86260000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 AR7902430 800000.00000000 PA USD 855171.79000000 0.533823613728 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.37500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 QJ1143487 380000.00000000 PA USD 348652.94000000 0.217639513539 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N Y N N N N METRO-GOLDWYN-MAYER STUDIOS 8JA4NT75BITP5LG6P072 591611AK4 24811.09000000 PA USD 22454.04000000 0.014016478227 Long LON CORP US N 2 2025-07-03 Variable 3.49000000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 68162RAD3 42016.06000000 PA USD 31407.00000000 0.019605181593 Long LON CORP US N 2 2024-10-10 Variable 4.95010000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAF6 338802.93000000 PA USD 313392.71000000 0.195629031411 Long LON CORP US N 2 2027-02-01 None 3.48938000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 AV6717814 390000.00000000 PA USD 280338.20000000 0.174995425176 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N TEMPO ACQUISITION LLC 549300VV0B2RPMHQGA61 88023HAC4 486250.22000000 PA USD 441515.20000000 0.275606892481 Long LON CORP US N 2 2024-05-01 Variable 3.73940000 N N N N N N ROMANIA 315700IASY927EDWBK92 AT0010294 800000.00000000 PA USD 827184.00000000 0.516352804503 Long DBT NUSS RO N 2 2048-06-15 Fixed 5.12500000 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 N/A 200000.00000000 PA USD 159480.00000000 0.099552149536 Long DBT CORP NL N 2 2024-07-24 Fixed 5.25000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AL3 80000.00000000 PA USD 77760.00000000 0.048540099999 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 G29183103 9735.00000000 NS USD 756312.15000000 0.472112492181 Long EC CORP US N 1 N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 89387YAC5 200000.00000000 PA USD 192300.00000000 0.120039367669 Long DBT CORP CO Y 2 2028-11-01 Fixed 5.55000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 EK8803836 50000.00000000 PA USD 25800.00000000 0.016105125771 Long DBT CORP AR N 2 2025-07-28 Fixed 8.50000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBE3 254309.65000000 PA USD 240322.62000000 0.150016512435 Long LON CORP US N 2 2025-04-16 Variable 2.73940000 N N N N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 659730006 49400.00000000 NS 685854.71000000 0.428130866881 Long EC CORP JP N 1 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123AX8 870000.00000000 PA USD 870000.00000000 0.543079822527 Long DBT NUSS TR N 2 2020-06-05 Fixed 7.00000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 EK8187271 655000.00000000 PA USD 664825.00000000 0.415003497714 Long DBT NUSS AM N 2 2025-03-26 Fixed 7.15000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 JK9193489 425000.00000000 PA USD 433604.81000000 0.270668992255 Long DBT NUSS AE N 2 2026-05-03 Fixed 3.12500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 EK3412989 200000.00000000 PA USD 56000.00000000 0.034956862139 Long DBT NUSS EC N 2 2024-06-20 Fixed 7.95000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 EH3345228 1040000.00000000 PA USD 93600.00000000 0.058427898147 Long DBT NUSS VE N 2 2028-05-07 Fixed 9.25000000 Y N N N N N BRASKEM NETHERLANDS N/A AP4289843 200000.00000000 PA USD 158252.00000000 0.098785595488 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AD5 200000.00000000 PA USD 174000.00000000 0.108615964505 Long DBT CORP CL Y 2 2030-03-06 Fixed 3.15000000 N N N N N N OUTFRONT MEDIA CAPITAL L 5493005WC7J0FDMW0610 12505MAF3 462686.57000000 PA USD 400994.26000000 0.250312519029 Long LON CORP US N 2 2026-11-18 Variable 2.54660000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 G6S9A7120 100623.00000000 NS 1175706.23000000 0.733910724980 Long EC CORP GB N 1 N N N IQVIA INC 549300PLWY28YB00C717 44969CBJ8 491250.00000000 PA USD 474056.25000000 0.295919981745 Long LON CORP US N 2 2025-06-11 Variable 3.20010000 N N N N N N Invitation Homes Inc N/A 46187W107 106465.00000000 NS USD 2275157.05000000 1.420220559697 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 35350.00000000 NS USD 750480.50000000 0.468472203161 Long EC CORP US N 1 N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 EJ5221902 795000.00000000 PA USD 795007.95000000 0.496267559073 Long DBT NUSS PY N 2 2023-01-25 Fixed 4.62500000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 95810DAR2 735215.30000000 PA USD 713158.84000000 0.445174915242 Long LON CORP US N 2 2023-04-29 Variable 3.35340000 N N N N N N MERRILL LYNCH INTL CO CV AHYI0DDQ2LCHPGHJC422 59027A706 11000.00000000 PA USD 643768.19000000 0.401859211924 Long DBT CORP CW Y 2 2020-05-20 Fixed 10.00000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AK6 76000.00000000 PA USD 42750.00000000 0.026685818865 Long DBT CORP AR Y 2 2024-04-04 Fixed 8.75000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 17000.00000000 NS USD 579700.00000000 0.361865946114 Long EC CORP US N 1 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 220000.00000000 PA USD 159500.00000000 0.099564634130 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 AM4670155 300000.00000000 PA USD 209939.56000000 0.131050504582 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AH9 426000.00000000 PA USD 458056.50000000 0.285932462905 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.37500000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 85208EAB6 266812.34000000 PA USD 265811.79000000 0.165927608895 Long LON CORP US N 2 2024-02-02 Variable 3.50000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 ZR7934550 310000.00000000 PA USD 255596.24000000 0.159550759376 Long DBT NUSS BH N 2 2031-09-30 Fixed 5.62500000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 17825.00000000 NS USD 2443094.50000000 1.525052100550 Long EC CORP US N 1 N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 LW1929956 800000.00000000 PA USD 849094.61000000 0.530030057595 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAE9 200000.00000000 PA USD 208748.00000000 0.130306697463 Long DBT CORP ID Y 2 2028-05-21 Fixed 5.45000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AH6 250000.00000000 PA USD 174000.00000000 0.108615964505 Long DBT NUSS GH Y 2 2049-06-16 Fixed 8.62700000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 EK8020878 230000.00000000 PA USD 233884.47000000 0.145997628114 Long DBT CORP MY N 2 2025-03-18 Fixed 3.50000000 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 44988EAE3 193803.25000000 PA USD 187989.15000000 0.117348407148 Long LON CORP US N 2 2024-08-01 Variable 2.73940000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 EK3803724 515000.00000000 PA 577045.32000000 0.360208816064 Long DBT NUSS MK N 2 2021-07-24 Fixed 3.97500000 N N N N N N JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 EUR200617 1.00000000 NC USD -585.97000000 -0.00036577986 N/A DFE CORP US N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 85755.98000000 USD 77000.00000000 EUR 2020-06-17 -585.97000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 AP2859159 200000.00000000 PA USD 203032.00000000 0.126738600606 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 12475.00000000 NS USD 334330.00000000 0.208698709270 Long EC CORP US N 1 N N N REPUBLIC OF LITHUANIA 529900F7Y171QF1RSU09 EJ0010177 200000.00000000 PA USD 215944.00000000 0.134798654248 Long DBT NUSS LT N 2 2022-02-01 Fixed 6.62500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 493750.00000000 PA USD 472765.63000000 0.295114338434 Long LON CORP FR N 2 2026-08-14 Variable 4.70460000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 ZS0947920 225000.00000000 PA USD 223005.14000000 0.139206427418 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 EH3344783 360000.00000000 PA USD 32400.00000000 0.020225041666 Long DBT NUSS VE N 2 2023-05-07 Fixed 9.00000000 Y N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 702000.00000000 PA USD 448851.78000000 0.280186603475 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PAY7 625000.00000000 PA USD 757837.50000000 0.473064660925 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10300000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 220000.00000000 PA USD 229910.56000000 0.143516995542 Long DBT NUSS RS N 2 2021-09-28 Fixed 7.25000000 N N N N N N CUMULUS MEDIA NEW HLDGS 5493001D9VBAVY1OKJ46 23108LAB2 196414.13000000 PA USD 160241.52000000 0.100027512923 Long LON CORP US N 2 2026-03-31 Variable 4.82200000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 N/A 200000.00000000 PA USD 196006.00000000 0.122352762867 Long DBT NUSS SN N 2 2021-05-13 Fixed 8.75000000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAE0 308429.69000000 PA USD 278101.80000000 0.173599397917 Long LON CORP US N 2 2025-01-15 Variable 2.52290000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAU2 332066.00000000 PA USD 313802.37000000 0.195884753342 Long LON CORP US N 2 2024-01-17 Variable 3.19090000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 68162RAC5 157269.99000000 PA USD 119446.56000000 0.074562088053 Long LON CORP US N 2 2024-10-10 Variable 5.45010000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 AX5423154 210000.00000000 PA USD 247108.68000000 0.154252572505 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N WALTER INVESTMENT MGMT Z4TM9IUZR644E7BFXU45 93317CAL0 322889.30000000 PA USD 127744.69000000 0.079742027096 Long LON CORP US N 2 2022-06-30 Variable 0.00000000 Y N N N N N Transocean Ltd 529900QO4W5DQGBGEF32 H8817H100 3685.00000000 NS USD 4274.60000000 0.002668332194 Long EC CORP US N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 JV8062624 100000.00000000 PA USD 99500.00000000 0.062110853266 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.87500000 N N N N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T306 111450.00000000 NS USD 2585640.00000000 1.614033232552 Long EC CORP US N 1 N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389376AX2 276573.98000000 PA USD 262053.85000000 0.163581791207 Long LON CORP US N 2 2024-02-07 Variable 3.76530000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 N/A 1600000.00000000 PA USD 1674976.00000000 1.045569734273 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N Millennium Health LLC N/A 927XYC906 6594.00000000 NS USD 362.67000000 0.000226389378 Long EC CORP US N 2 N N N Nippon Telegraph & Telephone Corp 353800VHQU5VIXVUA841 654624105 40605.00000000 NS USD 959090.10000000 0.598692507236 Long EC CORP JP N 2 N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAP0 395000.00000000 PA USD 391767.32000000 0.244552789215 Long DBT CORP KZ Y 2 2047-04-19 Fixed 5.75000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 QJ4946449 25000.00000000 PA USD 4501.00000000 0.002809657794 Long DBT NUSS LB N 2 2028-11-03 Fixed 6.65000000 Y N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAC1 375000.00000000 PA USD 361355.63000000 0.225568909666 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AJ5 306000.00000000 PA USD 336600.00000000 0.210115710646 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 200000.00000000 PA USD 179000.00000000 0.111737112910 Long DBT CORP LU Y 2 2029-03-25 Fixed 6.25000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2A2 340000.00000000 PA USD 333060.62000000 0.207906324598 Long DBT CORP SA Y 2 2022-04-16 Fixed 2.75000000 N N N N N N FIELDWOOD ENERGY LLC 549300KTQCELOBO6BF21 31659HAN1 267129.95000000 PA USD 27247.25000000 0.017008542177 Long LON CORP US N 2 2023-04-11 Variable 9.02710000 N N N N N N BELK INC N/A 07384DAC6 10419.76000000 PA USD 5949.68000000 0.003713966848 Long LON CORP US N 2 2025-07-31 Variable 7.75000000 N N N N N N GENESEE & WYOMING INC G617XSG94Z7G0RMW3L02 55316HAB1 500000.00000000 PA USD 482502.50000000 0.301192381688 Long LON CORP US N 2 2026-12-30 Variable 3.45010000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 85748R009 6848511.00000000 PA USD 6848511.00000000 4.275043837309 Long RA CORP US N 2 Repurchase N 0.00000000 2020-04-01 6848511.00000000 USD 6992683.44000000 USD UST N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAH5 200000.00000000 PA USD 176000.00000000 0.109864423867 Long DBT CORP AT N 2 2030-01-15 Fixed 5.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 AQ8550982 255000.00000000 PA USD 69671.10000000 0.043490768532 Long DBT NUSS EC Y 2 2028-01-23 Fixed 7.87500000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 EJ4558353 30000.00000000 PA USD 5401.20000000 0.003371589353 Long DBT NUSS LB N 2 2027-11-29 Fixed 6.75000000 Y N N N N N GRIFOLS WORLDWIDE OPERAT N/A 39843PAG8 623437.50000000 PA USD 594862.24000000 0.371330666353 Long LON CORP US N 2 2027-11-15 Variable 2.68390000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 LW4546815 360000.00000000 PA USD 361989.67000000 0.225964696253 Long DBT CORP AE N 2 2026-06-22 Fixed 4.37500000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 6680.00000000 NS USD 4172127.60000000 2.604365881116 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 270000.00000000 PA USD 246105.00000000 0.153626045658 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 JK5851023 640000.00000000 PA USD 646406.40000000 0.403506060911 Long DBT NUSS PY N 2 2026-04-15 Fixed 5.00000000 N N N N N N GOLDMAN SACHS W22LROWP2IHZNBB6K528 EUR200617 1.00000000 NC USD 1423.91000000 0.000888846885 N/A DFE CORP US N 2 GOLDMAN SACHS W22LROWP2IHZNBB6K528 63836.23000000 USD 59000.00000000 EUR 2020-06-17 1423.91000000 N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAC2 205000.00000000 PA USD 133506.25000000 0.083338563857 Long DBT CORP LU Y 2 2026-04-17 Fixed 7.62500000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD 1859.58000000 0.001160805030 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 433000.00000000 BRL 84848.72000000 USD 2020-06-02 1859.58000000 N N N COVIA HOLDINGS CORP 213800IE4YGTGVTQ1806 90480TAD8 61324.62000000 PA USD 29025.86000000 0.018118803330 Long LON CORP US N 2 2025-06-01 Variable 5.87390000 N N N N N N RPI INTERMEDIATE FINANCE 5493009EMOUZYHVGX031 74968YAC4 111348.23000000 PA USD 104528.15000000 0.065249573736 Long LON CORP US N 2 2027-02-11 Variable 2.73940000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BH6 625000.00000000 PA USD 686725.00000000 0.428674127730 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AB6 335000.00000000 PA USD 134940.68000000 0.084233977639 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N FIELDWOOD ENERGY LLC 549300KTQCELOBO6BF21 31659HAQ4 208129.66000000 PA USD 74146.19000000 0.046284252535 Long LON CORP US N 2 2022-04-11 Variable 7.02710000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90351JAD6 290430.10000000 PA USD 273245.35000000 0.170567857683 Long LON CORP US N 2 2025-04-04 Variable 5.00000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 N/A 78318.78000000 PA USD 72993.10000000 0.045564459533 Long LON CORP LU N 2 2024-01-02 Variable 6.43200000 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 72749DAC0 508390.88000000 PA USD 401247.50000000 0.250470598953 Long LON CORP US N 2 2025-07-02 Variable 3.45910000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 AS1975760 555000.00000000 PA USD 607921.76000000 0.379482806358 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 AZ5782398 110000.00000000 PA 111033.16000000 0.069310194054 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 106009.00000000 PA USD 90256.06000000 0.056340511548 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N ADS WASTE HOLDINGS 549300ML1GEF4BKIM713 00100UAG7 685600.68000000 PA USD 681027.72000000 0.425117716452 Long LON CORP US N 2 2023-11-10 Variable 2.89375000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD 4489.35000000 0.002802385518 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 599000.00000000 BRL 119294.19000000 USD 2020-06-02 4489.35000000 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 208955.46000000 PA USD 195113.21000000 0.121795456850 Long LON CORP US N 2 2025-11-16 Variable 5.35338000 N N N N N N JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 EUR200617 1.00000000 NC USD 2452.36000000 0.001530835900 N/A DFE CORP US N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 121431.30000000 USD 112000.00000000 EUR 2020-06-17 2452.36000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BA0 1214332.94000000 PA USD 1163737.76000000 0.726439650769 Long LON CORP US N 2 2025-03-13 Variable 2.73940000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBB0 428270.83000000 PA USD 347702.38000000 0.217046145773 Long LON CORP US N 2 2025-06-27 Variable 2.70910000 N N N N N N CNOOC FINANCE 2013 LTD 5493006KAH3PSSMCES09 12625GAF1 450000.00000000 PA USD 454928.51000000 0.283979878705 Long DBT CORP VG N 2 2029-09-30 Fixed 2.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEB0 250000.00000000 PA USD 220000.00000000 0.137330529834 Long DBT NUSS DO Y 2 2049-06-05 Fixed 6.40000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 320000.00000000 PA USD 286723.20000000 0.178981131690 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 EUR200617 1.00000000 NC USD -645.42000000 -0.00040289032 N/A DFE CORP US N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 45995.69000000 USD 41000.00000000 EUR 2020-06-17 -645.42000000 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AR1 100000.00000000 PA USD 51000.00000000 0.031835713734 Long DBT CORP AR Y 2 2047-12-15 Fixed 7.00000000 N N N N N N NCR CORP 549300YKTY8JX1DV2R67 62886VAP5 248750.00000000 PA USD 227606.25000000 0.142078576846 Long LON CORP US N 2 2026-08-28 Variable 3.49000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HF0 360000.00000000 PA USD 94500.00000000 0.058989704860 Long DBT NUSS AR N 2 2028-07-06 Fixed 6.62500000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 18485.00000000 NS USD 825540.10000000 0.515326633330 Long EC CORP GB N 1 N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 AR4939435 615000.00000000 PA USD 503058.93000000 0.314024315431 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 RUB200617 1.00000000 NC USD -176.85000000 -0.00011039501 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 3587000.00000000 RUB 45221.89000000 USD 2020-06-17 -176.85000000 N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 J35759125 37800.00000000 NS 611733.10000000 0.381861957910 Long EC CORP JP N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 D69671218 8500.00000000 NS 711747.56000000 0.444293952378 Long EC CORP DE N 1 N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 C9413PAZ6 965723.92000000 PA USD 924279.88000000 0.576962934708 Long LON CORP US N 2 2025-06-02 Variable 3.61163000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 415000.00000000 PA USD 371262.32000000 0.231752959605 Long DBT NUSS EG Y 2 2029-03-01 Fixed 7.60030000 N N N N N N REPUBLIC OF AZERBAIJAN 549300P74FF45UQVU281 N/A 675000.00000000 PA USD 566156.25000000 0.353411535371 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N VERSCEND HOLDING CORP N/A 92531HAB3 365986.02000000 PA USD 347686.72000000 0.217036370336 Long LON CORP US N 2 2025-08-27 Variable 5.48940000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 6880.00000000 NS USD 910292.80000000 0.568231784221 Long EC CORP US N 1 N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 059578AE4 255000.00000000 PA USD 247862.55000000 0.154723160534 Long DBT CORP BR Y 2 2024-03-20 Fixed 4.75000000 N N N N N N Cousins Properties Inc 5493007XPYD5EJABN062 222795502 20995.00000000 NS USD 614523.65000000 0.383603902047 Long EC CORP US N 1 N N N STATE OF QATAR 52990074F6OJOAXK4P65 AS1975802 200000.00000000 PA USD 242508.00000000 0.151380691496 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 85000.00000000 PA USD 61412.50000000 0.038335505288 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N PETCO ANIMAL SUPPLIES INC EQFF4O0CK09VES3JAH16 71579UAF2 97677.62000000 PA USD 68472.01000000 0.042742260964 Long LON CORP US N 2 2023-01-26 Variable 5.02710000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1.00000000 NC USD 12616.98000000 0.007875893401 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 2077000000.00000000 IDR 138392.86000000 USD 2020-06-17 12616.98000000 N N N REYNOLDS CONSUMER PRODUC 549300DWNZYMOSR1X343 76171JAB7 637249.73000000 PA USD 605068.62000000 0.377701791685 Long LON CORP US N 2 2027-02-04 Variable 3.50113000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 N/A 250000.00000000 PA USD 220000.00000000 0.137330529834 Long DBT CORP NL N 2 2037-08-10 Fixed 5.62500000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 AU7381505 3100000000.00000000 PA 196081.33000000 0.122399786088 Long DBT NUSS N/A N 2 2023-10-09 Fixed 8.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 10495.00000000 NS USD 944864.85000000 0.589812683966 Long EC CORP US N 1 N N N UNIVAR USA INC 5493008FTB9VZW6CVA82 91335PAE9 377345.18000000 PA USD 362251.37000000 0.226128057160 Long LON CORP US N 2 2024-07-01 Variable 3.70013000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAT3 335000.00000000 PA USD 194311.00000000 0.121294693557 Long DBT NUSS LK Y 2 2027-05-11 Fixed 6.20000000 N N N N N N GOLDMAN SACHS W22LROWP2IHZNBB6K528 EUR200617 1.00000000 NC USD -470.43000000 -0.00029365636 N/A DFE CORP US N 2 GOLDMAN SACHS W22LROWP2IHZNBB6K528 159749.42000000 USD 144000.00000000 EUR 2020-06-17 -470.43000000 N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 RUB200617 1.00000000 NC USD -1549.20000000 -0.00096705662 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 5952000.00000000 RUB 73782.08000000 USD 2020-06-17 -1549.20000000 N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 EK7906770 210000.00000000 PA USD 207417.00000000 0.129475847757 Long DBT CORP AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 24700.00000000 NS USD 1193751.00000000 0.745174806002 Long EC CORP US N 1 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 AP0744262 455000.00000000 PA USD 412001.89000000 0.257183808393 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N CROWN FINANCE US INC N/A 22834KAB7 203646.61000000 PA USD 142552.63000000 0.088985582760 Long LON CORP US N 2 2025-02-28 Variable 3.32200000 N N N N N N KONDOR FINANCE PLC (NAK) N/A 50050MAB1 200000.00000000 PA USD 162053.86000000 0.101158829343 Long DBT CORP GB Y 2 2026-11-08 Fixed 7.62500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 ZQ5986224 215000.00000000 PA USD 174012.90000000 0.108624017068 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.05290000 N N N N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 17760.00000000 NS USD 2467041.60000000 1.540000591145 Long EC CORP US N 1 N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 00169QAE9 60095.86000000 PA USD 56189.63000000 0.035075234814 Long LON CORP US N 2 2022-04-28 Variable 4.93160000 N N N N N N Fieldwood Energy Inc N/A 31660T102 1923.00000000 NS USD 1923.00000000 0.001200393676 Long EC CORP US N 2 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAF5 476500.27000000 PA USD 405770.95000000 0.253294270704 Long LON CORP US N 2 2026-05-01 Variable 3.98940000 N N N N N N Allianz SE 529900K9B0N5BT694847 D03080112 4167.00000000 NS 709629.28000000 0.442971659129 Long EC CORP DE N 1 N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 AX8009117 400000.00000000 PA USD 461849.60000000 0.288300228508 Long DBT NUSS RU N 2 2035-03-28 Fixed 5.10000000 N N N N N N FLY FUNDING II SARL 54930033GL3A930IIN33 N/A 232830.50000000 PA USD 203726.69000000 0.127172246723 Long LON CORP LU N 2 2025-08-09 Variable 3.48000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627MAB9 168417.44000000 PA USD 153680.91000000 0.095932185435 Long LON CORP US N 2 2025-03-24 Variable 3.23940000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 356391.15000000 PA USD 336789.64000000 0.210234089563 Long LON CORP US N 2 2025-04-16 Variable 2.73940000 N N N N N N MCAFEE LLC 549300713UKUTLV9T378 57906PAG4 240132.27000000 PA USD 226925.00000000 0.141653320375 Long LON CORP US N 2 2024-09-29 Variable 4.69090000 N N N N N N CROATIA 74780000O00QGQ7CER13 AZ1285602 200000.00000000 PA 201300.38000000 0.125657672005 Long DBT NUSS HR N 2 2029-06-19 Fixed 1.12500000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 AQ6084745 1628000.00000000 PA 364413.52000000 0.227477735365 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAK5 75000.00000000 PA USD 75810.00000000 0.047322852121 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AK1 200000.00000000 PA USD 208252.00000000 0.129997079541 Long DBT CORP IL Y 2 2024-11-12 Fixed 5.00000000 N N N N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 88632NAP5 108913.38000000 PA USD 103467.71000000 0.064587615613 Long LON CORP US N 2 2026-07-03 Variable 4.74000000 N N N N N N REPUBLIC OF PANAMA | 3024836 549300SHS4T08CL0LP14 698299BE3 200000.00000000 PA USD 207752.00000000 0.129684964700 Long DBT NUSS PA N 2 2025-03-16 Fixed 0.03750000 N N N N N N ROMANIA 315700IASY927EDWBK92 ZP6061276 116000.00000000 PA 114249.66000000 0.071318028823 Long DBT NUSS RO Y 2 2050-01-28 Fixed 3.37500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HR4 200000.00000000 PA USD 52002.00000000 0.032461191874 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.87500000 N N N N N N IND & COMM BK OF CHINA 5493002ERZU2K9PZDL40 UV8899758 200000.00000000 PA USD 215301.18000000 0.134397386924 Long DBT CORP CN N 2 2025-09-21 Fixed 4.87500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 QJ1143438 100000.00000000 PA USD 91976.00000000 0.057414149145 Long DBT NUSS UA N 2 2024-09-01 Fixed 7.75000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837103 102845.00000000 NS USD 529651.75000000 0.330624342978 Long EC CORP NL N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 EK7108062 190000.00000000 PA USD 174325.00000000 0.108818839151 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 EH6834517 9255400.00000000 PA 421080.22000000 0.262850771433 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N COSTA RICA GOVERNMENT N/A 221597CP0 765000.00000000 PA USD 646425.00000000 0.403517671583 Long DBT NUSS CR Y 2 2031-02-19 Fixed 6.12500000 N N N N N N REPUBLIC OF AZERBAIJAN 549300P74FF45UQVU281 EK1203901 390000.00000000 PA USD 379459.18000000 0.236869682909 Long DBT NUSS AZ N 2 2024-03-18 Fixed 4.75000000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 QJ6143706 200000.00000000 PA USD 182204.00000000 0.113737144809 Long DBT NUSS JO N 2 2026-01-29 Fixed 6.12500000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2A1 475000.00000000 PA USD 391894.00000000 0.244631866631 Long DBT NUSS BH Y 2 2031-09-30 Fixed 5.62500000 N N N N N N REPUBLIC OF GABON N/A 362420AD3 455000.00000000 PA USD 279295.27000000 0.174344397315 Long DBT NUSS GA Y 2 2031-02-06 Fixed 6.62500000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 N/A 70000.00000000 PA USD 12600.00000000 0.007865293981 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N INFOR US INC CIOT8TLNSHRE7MIBDR09 45672LAE5 601955.00000000 PA USD 583595.37000000 0.364297551686 Long LON CORP US N 2 2022-02-01 Variable 3.73938000 N N N N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 663955003 4239.00000000 NS 1647502.02000000 1.028419660500 Long EC CORP JP N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 8925.00000000 NS USD 489625.50000000 0.305638769706 Long EC CORP US N 1 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HQ6 493000.00000000 PA USD 132375.43000000 0.082632672449 Long DBT NUSS AR N 2 2028-01-11 Fixed 5.87500000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 ZS6680780 805000.00000000 PA USD 740790.20000000 0.462423230283 Long DBT NUSS KE N 2 2027-05-22 Fixed 7.00000000 N N N N N N Old Republic International Corp N/A 680223104 40240.00000000 NS USD 613660.00000000 0.383064786083 Long EC CORP US N 1 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 68000.00000000 PA USD 42500.00000000 0.026529761445 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N REYNOLDS GROUP HOLDINGS 5493002QNV81KCX40V06 76173FAU1 1232024.43000000 PA USD 1173503.27000000 0.732535571962 Long LON CORP US N 2 2023-02-06 Variable 3.73940000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 AZ2272021 150000.00000000 PA 150980.78000000 0.094246684146 Long DBT NUSS RS Y 2 2029-06-26 Fixed 1.50000000 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 241909.32000000 PA USD 226034.02000000 0.141097144214 Long LON CORP US N 2 2023-10-04 Variable 3.00510000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AC3 225000.00000000 PA USD 219939.75000000 0.137292919996 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N DYNASTY ACQUISITION CO I 549300L1RCRPOAUCB870 26812CAE6 143293.03000000 PA USD 116246.47000000 0.072564496893 Long LON CORP US N 2 2026-04-08 Variable 4.95010000 N N N N N N Tribune Co N/A 921HNP900 3184.93000000 NS USD 700.68000000 0.000437385252 Long EC CORP US N 3 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 AR4278297 3430000.00000000 PA 44418.81000000 0.027727539599 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 EUR200617 1.00000000 NC USD 4226.89000000 0.002638550196 N/A DFE CORP US N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 118550.66000000 USD 111000.00000000 EUR 2020-06-17 4226.89000000 N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15670BAB8 1200000.04000000 PA USD 1127256.04000000 0.703666678329 Long LON CORP US N 2 2025-01-31 Variable 4.54940000 N N N N N N Cumulus Media Inc N/A 231082801 8232.00000000 NS USD 44617.44000000 0.027851530341 Long EC CORP US N 1 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 EK7020846 215000.00000000 PA USD 38949.40000000 0.024313371539 Long DBT NUSS LB N 2 2025-02-26 Fixed 6.20000000 Y N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 ZR7746020 400000.00000000 PA USD 118000.00000000 0.073659102365 Long DBT NUSS EC Y 2 2030-03-27 Fixed 9.50000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 L5137LAF2 510972.12000000 PA USD 473607.28000000 0.295639721345 Long LON CORP LU N 2 2023-11-27 Variable 5.68200000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 395343.13000000 PA USD 375575.97000000 0.234445667969 Long LON CORP US N 2 2026-04-04 Variable 4.23940000 N N N N N N BRASKEM NETHERLANDS N/A 10554TAD7 200000.00000000 PA USD 155800.00000000 0.097254984310 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAE2 99488.50000000 PA USD 95675.11000000 0.059723243401 Long LON CORP US N 2 2025-07-17 Variable 2.86160000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 LW2393194 655000.00000000 PA USD 756525.00000000 0.472245359468 Long DBT NUSS QA N 2 2046-06-02 Fixed 4.62500000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD -33501.68000000 -0.02091274302 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 320992.94000000 USD 1500000.00000000 BRL 2020-06-02 -33501.68000000 N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXM8 295000.00000000 PA USD 297091.55000000 0.185453363504 Long DBT NUSS IL N 2 2030-01-15 Fixed 2.50000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 AQ1828567 120000.00000000 PA 140577.69000000 0.087752766593 Long DBT NUSS GR N 2 2023-01-30 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 33123.00000000 NS USD 1138768.74000000 0.710853247378 Long EC CORP US N 1 N N N SELECT MEDICAL CORP N/A 816194AV6 1366397.06000000 PA USD 1304909.19000000 0.814563047494 Long LON CORP US N 2 2025-03-06 Variable 3.43000000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 215584.22000000 PA USD 207823.19000000 0.129729403611 Long LON CORP US N 2 2026-11-13 Variable 2.73940000 N N N N N N Eurex N/A N/A -1.00000000 NC -231498.59000000 -0.14450829100 N/A DIR DE N 1 N/A N/A Short Eurex EURO-BUXL 30Y BND Jun20 2020-06-08 -243186.51000000 EUR 9329.55000000 N N N GOVERNMENT OF JAMAICA N/A 470160AV4 310000.00000000 PA USD 337903.10000000 0.210929144344 Long DBT NUSS JM N 2 2039-03-15 Fixed 8.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 7330.00000000 NS USD 630746.50000000 0.393730686528 Long EC CORP US N 1 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 D3207M110 6885.00000000 NS 550673.23000000 0.343746574734 Long EC CORP DE N 1 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AJ6 305000.00000000 PA USD 201300.00000000 0.125657434798 Long DBT NUSS OM Y 2 2048-01-17 Fixed 6.75000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 AR2881704 955000.00000000 PA USD 767346.32000000 0.479000348601 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAL9 250000.00000000 PA USD 223750.00000000 0.139671391138 Long LON CORP US N 2 2027-02-15 Variable 5.20730000 N N N N N N Fresenius Medical Care AG & Co KGaA 549300CP8NY40UP89Q40 512907908 10480.00000000 NS 684091.73000000 0.427030362438 Long EC CORP DE N 1 N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BL6 205000.00000000 PA USD 161335.00000000 0.100710095594 Long DBT CORP CL Y 2 2050-01-29 Fixed 5.15000000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 82939GAF5 925000.00000000 PA USD 921767.48000000 0.575394620057 Long DBT CORP VG Y 2 2024-08-08 Fixed 2.50000000 N N N N N N STATE STREET BANK AND TRUST COMPANY 549300FSAZRK583VK349 EUR200617 1.00000000 NC USD 807.27000000 0.000503921894 N/A DFE CORP US N 2 STATE STREET BANK AND TRUST COMPANY 549300FSAZRK583VK349 39012.48000000 USD 36000.00000000 EUR 2020-06-17 807.27000000 N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 ZR7470324 455000.00000000 PA USD 422786.00000000 0.263915569939 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.12500000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 AQ3244920 200000.00000000 PA USD 175680.00000000 0.109664670369 Long DBT CORP LU N 2 2028-01-19 Fixed 5.87500000 N N N N N N Duke Realty Corp N/A 264411505 60925.00000000 NS USD 1972751.50000000 1.231450039668 Long EC CORP US N 1 N N N Russian Foreign Bond - Eurobond 5493004EHVGF71PDBU58 AX8009109 200000.00000000 PA USD 230924.80000000 0.144150114254 Long DBT NUSS RU Y 2 2035-03-28 Fixed 5.10000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAD2 430000.00000000 PA USD 423980.00000000 0.264660900178 Long DBT NUSS AE Y 2 2024-09-30 Fixed 2.12500000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 78488CAG5 765213.08000000 PA USD 638478.49000000 0.398557224180 Long LON CORP US N 2 2024-03-31 Variable 3.98940000 N N N N N N OFFICE CHERIFIEN DES PHO N/A EK8643794 295000.00000000 PA USD 278205.96000000 0.173664417681 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N ZIGGO FINANCING PARTNERS 213800TQASLF9JXH5J59 N/A 480991.92000000 PA USD 459347.28000000 0.286738206093 Long LON CORP US N 2 2028-04-30 Variable 3.20460000 N N N N N N MINERALS TECHNOLOGIES INC 549300D3I1QU67GP6403 60315GAD0 118293.49000000 PA USD 109421.48000000 0.068304135562 Long LON CORP US N 2 2021-05-07 Fixed 4.75000000 N N N N N N Extra Space Storage Inc N/A 30225T102 16190.00000000 NS USD 1550354.40000000 0.967777232651 Long EC CORP US N 1 N N N MARRIOTT OWNERSHIP RESORTS BW4532OH033VURR0IT68 57163KAH1 496250.00000000 PA USD 441662.50000000 0.275698841513 Long LON CORP US N 2 2025-08-31 Variable 2.73940000 N N N N N N Prologis Inc 529900DFH19P073LZ636 74340W103 54438.00000000 NS USD 4375182.06000000 2.731118501921 Long EC CORP US N 1 N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 EK9570855 200000.00000000 PA USD 184244.00000000 0.115010573358 Long DBT CORP IN N 2 2025-06-10 Fixed 4.37500000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906EAJ9 754183.62000000 PA USD 720833.62000000 0.449965740714 Long LON CORP US N 2 2024-06-15 Variable 5.34950000 N N N N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 89750.00000000 NS USD 1283425.00000000 0.801151978422 Long EC CORP US N 1 N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 857006AG5 430000.00000000 PA USD 458444.94000000 0.286174938682 Long DBT CORP VG Y 2 2027-05-04 Fixed 3.50000000 N N N N N N Ageas 5493005DJBML6LY3RV36 N/A 28682.00000000 NS 1195235.71000000 0.746101606052 Long EC CORP BE N 1 N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAB3 304411.58000000 PA USD 255972.09000000 0.159785376102 Long LON CORP US N 2 2025-10-02 Variable 5.23940000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 ZS2796762 9540000.00000000 PA 130285.26000000 0.081327926297 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65000000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 05349UBC5 456503.77000000 PA USD 393734.50000000 0.245780761359 Long LON CORP US N 2 2024-12-15 Variable 4.95460000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAH5 874808.15000000 PA USD 844189.86000000 0.526968367067 Long LON CORP US N 2 2026-01-15 Variable 2.86160000 N N N N N N CD&R WATERWORKS MERGER 549300ZSLF8Q660SCD17 40416VAB1 562062.50000000 PA USD 503045.94000000 0.314016206687 Long LON CORP US N 2 2024-08-01 Variable 4.33080000 N N N N N N JPMorgan Chase & Co 5R6J7JCQRIPQR1EEP713 N/A 1.00000000 NC USD -6047037.76000000 -3.77474045232 N/A DIR CORP US N 2 JP MORGAN ICE 5R6J7JCQRIPQR1EEP713 N/A N/A Y 2027-07-01 0.00000000 USD 0.00000000 USD 56200000.00000000 USD -6028884.22000000 N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508TAU6 248750.00000000 PA USD 234757.81000000 0.146542792864 Long LON CORP US N 2 2026-10-10 Variable 3.48940000 N N N N N N RACKSPACE HOSTING INC 549300QTYCKLMFSE8I97 75008QAL0 498052.49000000 PA USD 439670.78000000 0.274455550773 Long LON CORP US N 2 2023-11-03 Variable 4.76200000 N N N N N N FEDERAL REP OF ETHIOPIA N/A EK6441233 385000.00000000 PA USD 344197.70000000 0.214858420494 Long DBT NUSS ET N 2 2024-12-11 Fixed 6.62500000 N N N N N N REPUBLIC OF GABON N/A EJ9753546 238250.00000000 PA USD 164988.13000000 0.102990487769 Long DBT NUSS GA N 2 2024-12-12 Fixed 6.37500000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 RUB200617 1.00000000 NC USD -741.05000000 -0.00046258540 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 4346000.00000000 RUB 54263.95000000 USD 2020-06-17 -741.05000000 N N N BRF SA 254900MTXR9LUVQFU480 10552TAG2 200000.00000000 PA USD 168000.00000000 0.104870586419 Long DBT CORP BR Y 2 2030-01-24 Fixed 4.87500000 N N N N N N Brandywine Realty Trust 5UZ46ZCYUFYYAC0DS831 105368203 86030.00000000 NS USD 905035.60000000 0.564950083941 Long EC CORP US N 1 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 EK2424217 545000.00000000 PA USD 528650.00000000 0.329999020895 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N REPUBLIC OF AZERBAIJAN 549300P74FF45UQVU281 N/A 150000.00000000 PA USD 130609.60000000 0.081530388952 Long DBT NUSS AZ N 2 2029-09-01 Fixed 5.12500000 N N N N N N CEOC LLC N/A 12768PAB7 540471.90000000 PA USD 445889.32000000 0.278337348014 Long LON CORP US N 2 2024-10-06 Variable 2.98940000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 16580.00000000 NS USD 1313799.20000000 0.820112455601 Long EC CORP US N 1 N N N GlaxoSmithKline PLC 5493000HZTVUYLO1D793 37733W105 38760.00000000 NS USD 1468616.40000000 0.916753946980 Long EC CORP GB N 1 N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250P103 88740.00000000 NS USD 2116449.00000000 1.321150284263 Long EC CORP US N 1 N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 139000.00000000 PA USD 71626.70000000 0.044711512096 Long DBT CORP AR Y 2 2027-07-21 Fixed 6.95000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AF1 200000.00000000 PA USD 202000.00000000 0.126094395575 Long DBT NUSS BM Y 2 2029-02-15 Fixed 4.75000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 400000.00000000 PA USD 380000.00000000 0.237207278805 Long LON CORP US N 2 2027-03-09 Variable 3.98938000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 875000.00000000 PA USD 882000.00000000 0.550570578700 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N EW SCRIPPS CO 549300U1OW41QPKYW028 26928BAL3 495012.50000000 PA USD 472736.94000000 0.295096429284 Long LON CORP US N 2 2026-05-01 Variable 3.48940000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911UAH3 132467.55000000 PA USD 126506.51000000 0.078969118390 Long LON CORP US N 2 2025-11-27 Variable 3.36160000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914908AX6 368414.85000000 PA USD 317067.03000000 0.197922651013 Long LON CORP US N 2 2024-03-15 Variable 3.75000000 N N N N N N Chevron Corp N/A 166764100 9298.00000000 NS USD 673733.08000000 0.420564185652 Long EC CORP US N 1 N N N Douglas Emmett Inc N/A 25960P109 68635.00000000 NS USD 2094053.85000000 1.307170566921 Long EC CORP US N 1 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AV6 125000.00000000 PA USD 150938.75000000 0.094220447773 Long DBT NUSS PA N 2 2026-01-29 Fixed 7.12500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 8615.00000000 NS USD 628550.40000000 0.392359815726 Long EC CORP US N 1 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 AH0289654 235000.00000000 PA USD 248705.88000000 0.155249592151 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75000000 N N N N N N SABERT CORP 54930029JPYBTHDWT603 78516EAB8 100000.00000000 PA USD 93000.00000000 0.058053360339 Long LON CORP US N 2 2026-12-10 Variable 5.50000000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 82939GAJ7 555000.00000000 PA USD 588751.21000000 0.367515980045 Long DBT CORP VG Y 2 2049-08-08 Fixed 3.68000000 N N N N N N Change Healthcare Inc 549300GS1BPJEDOZHM07 15912K209 12200.00000000 NS USD 496662.00000000 0.310031161857 Long EP CORP US N 1 N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AJ0 200000.00000000 PA USD 167507.20000000 0.104562966032 Long DBT NUSS JO Y 2 2047-10-10 Fixed 7.37500000 N N N N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 39660.00000000 NS USD 1524133.80000000 0.951409555876 Long EC CORP US N 1 N N N BROOKFIELD RETAIL HOLD N/A 11283HAF4 896432.97000000 PA USD 627503.08000000 0.391706047496 Long LON CORP US N 2 2023-08-24 Variable 3.23940000 N N N N N N MONGOLIA INTL BOND N/A 60937GAB2 275000.00000000 PA USD 244734.25000000 0.152770382823 Long DBT NUSS MN N 2 2022-12-05 Fixed 5.12500000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD 1849.86000000 0.001154737517 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 311000.00000000 BRL 61456.38000000 USD 2020-06-02 1849.86000000 N N N GOVERNMENT OF JAMAICA N/A 470160CB6 600000.00000000 PA USD 642006.00000000 0.400759200622 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.87500000 N N N N N N Millennium Health LLC N/A 933UAY902 5767.00000000 NS USD 5813.14000000 0.003628734528 Long EC CORP US N 3 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 EC5482970 75000.00000000 PA USD 68250.00000000 0.042603675732 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.25000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 QZ9368221 345000.00000000 PA USD 349537.44000000 0.218191644691 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N U.S. FOODSERVICE 5493000JOOFAOUY1JZ87 90351HAB4 1646381.75000000 PA USD 1542116.39000000 0.962634822296 Long LON CORP US N 2 2023-06-27 Variable 2.73940000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 ED9573228 330000.00000000 PA USD 331629.98000000 0.207013276647 Long DBT CORP KZ N 2 2020-06-03 Fixed 6.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 QJ1137778 315000.00000000 PA USD 297637.20000000 0.185793974429 Long DBT NUSS UA N 2 2022-09-01 Fixed 7.75000000 N N N N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 11942GAD4 310000.00000000 PA USD 193753.10000000 0.120946435818 Long DBT NUSS AR Y 2 2027-06-01 Fixed 7.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 AQ7342613 200000.00000000 PA USD 132000.00000000 0.082398317900 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Eurex N/A N/A -5.00000000 NC -951305.89000000 -0.59383337231 N/A DIR DE N 1 N/A N/A Short Eurex EURO-BUND FUTURE Jun20 2020-06-08 -974649.46000000 EUR 13891.62000000 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CL2 250000.00000000 PA USD 222876.00000000 0.139125814397 Long DBT NUSS TR N 2 2027-03-25 Fixed 6.00000000 N N N N N N KRONOS INC/MA 5493000E2HBSA8M27B95 50105JAM9 486346.73000000 PA USD 448122.31000000 0.279731246650 Long LON CORP US N 2 2023-11-01 Variable 4.76330000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD 13773.04000000 0.008597540366 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 470000.00000000 BRL 103853.63000000 USD 2020-06-02 13773.04000000 N N N PHOENIX GUARANTOR INC N/A N/A 229591.15000000 PA USD 209501.92000000 0.130777316704 Long LON CORP US N 2 2026-03-05 None 4.11260000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 AQ8551014 555000.00000000 PA USD 151637.10000000 0.094656378570 Long DBT NUSS EC N 2 2028-01-23 Fixed 7.87500000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAC8 171000.00000000 PA USD 110937.96000000 0.069250767388 Long DBT NUSS AR Y 2 2021-06-10 Fixed 7.12500000 N N N N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 AP5608447 200000.00000000 PA USD 194000.00000000 0.121100558126 Long DBT CORP BR N 2 2025-01-15 Fixed 4.62500000 N N N N N N TRAVELPORT FINANCE LUXEM 2221005SGFWYZHL40F77 N/A 268067.99000000 PA USD 175852.60000000 0.109772412412 Long LON CORP LU N 2 2026-05-30 Variable 6.07200000 N N N N N N ASGN INCORPORATED LZBNYYCBUKY537072438 68216FAX1 298540.14000000 PA USD 278575.27000000 0.173894951945 Long LON CORP US N 2 2025-04-02 Variable 2.73940000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 N/A 200000.00000000 PA USD 169000.00000000 0.105494816100 Long DBT CORP ZA N 2 2021-01-26 Fixed 5.75000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 QJ4075223 1265000.00000000 PA 18433.82000000 0.011506937579 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N Eurex N/A N/A -4.00000000 NC -596492.12000000 -0.37234808582 N/A DIR DE N 1 N/A N/A Short Eurex EURO-BOBL FUTURE Jun20 2020-06-08 -605574.70000000 EUR 3977.54000000 N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAL2 384140.38000000 PA USD 330360.73000000 0.206220973124 Long LON CORP US N 2 2025-05-24 Variable 4.07180000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747206 18405.00000000 NS USD 1373197.05000000 0.857190356562 Long EC CORP US N 1 N N N IVORY COAST 254900ICW11T82O6H590 AN4195839 395000.00000000 PA USD 343686.20000000 0.214539127012 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBF5 190000.00000000 PA USD 173375.00000000 0.108225820954 Long DBT CORP NL Y 2 2030-01-15 Fixed 5.09300000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CB4 200000.00000000 PA USD 183210.00000000 0.114365119868 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F200 1050.00000000 NS USD 981078.00000000 0.612418007041 Long EP CORP US N 1 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCW0 480000.00000000 PA USD 333600.00000000 0.208243021603 Long DBT CORP MX Y 2 2050-01-23 Fixed 7.69000000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAF7 390611.46000000 PA USD 339099.57000000 0.211676016430 Long LON CORP US N 2 2027-02-10 Variable 2.27290000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CM0 295000.00000000 PA USD 216825.00000000 0.135348600597 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 AP7608387 150000.00000000 PA 38380.72000000 0.023958384604 Long DBT NUSS AR N 2 2028-01-15 Fixed 5.25000000 N N N N N N PCI GAMING AUTHORITY 549300KPXAJ1LRW5LP59 70455DAG9 219567.30000000 PA USD 182021.29000000 0.113623091803 Long LON CORP US N 2 2026-05-31 Variable 3.48940000 N N N N N N ANCESTRY.COM OPERATIONS INC N/A 03280FAH4 482594.95000000 PA USD 422270.58000000 0.263593829477 Long LON CORP US N 2 2023-10-19 Variable 4.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 AP6420206 400000.00000000 PA USD 100504.00000000 0.062737579865 Long DBT NUSS EC N 2 2027-10-23 Fixed 8.87500000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11132VAP4 200000.00000000 PA USD 178542.00000000 0.111451215716 Long LON CORP US N 2 2027-01-27 Variable 4.29380000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 BRL200602 1.00000000 NC USD 198.37000000 0.000123828441 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 9000.00000000 BRL 1923.32000000 USD 2020-06-02 198.37000000 N N N Hudson Pacific Properties Inc N/A 444097109 96925.00000000 NS USD 2458018.00000000 1.534367792195 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 19346.00000000 NS USD 775194.22000000 0.483899240715 Long EC CORP US N 1 N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBR4 481477.13000000 PA USD 443760.62000000 0.277008550292 Long LON CORP US N 2 2025-12-09 Variable 3.23940000 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 D19225107 53790.00000000 NS 1442033.80000000 0.900160299060 Long EC CORP DE N 1 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 251542106 78781.00000000 NS USD 1065119.12000000 0.664878968575 Long EC CORP DE N 2 N N N NEW MILLENNIUM HOLDCO N/A 64753UAB4 193365.60000000 PA USD 72835.02000000 0.045465781305 Long LON CORP US N 2 2020-12-21 Variable 7.50000000 Y N N N N N iHeartMedia Inc N/A 45174J509 10343.00000000 NS USD 75607.33000000 0.047196339492 Long EC CORP US N 1 N N N DELL INTERNATIONAL LLC N/A 24702NBE9 704587.38000000 PA USD 677066.20000000 0.422644818086 Long LON CORP US N 2 2025-09-19 Variable 2.99000000 N N N N N N MISSION BROADCASTING INC N/A 605024AQ1 85643.68000000 PA USD 80933.28000000 0.050520955562 Long LON CORP US N 2 2024-01-17 Variable 3.83110000 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 N/A 200000.00000000 PA USD 178583.00000000 0.111476809133 Long DBT CORP NL N 2 2030-08-10 Fixed 4.62500000 N N N N N N WEX INC T9M5IGROL1TL1G5OV478 96208UAP6 481387.48000000 PA USD 423139.59000000 0.264136291312 Long LON CORP US N 2 2026-05-17 Variable 3.23940000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 403187909 43698.00000000 NS 922939.68000000 0.576126342089 Long EC CORP FR N 1 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 AX7531830 200000.00000000 PA USD 141104.19000000 0.088081423520 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 20370.00000000 NS USD 1878725.10000000 1.172755969984 Long EC CORP US N 1 N N N AEROPUERTO INTL TOCUMEN 254900FO1PHX49ZIGB14 00787CAC6 200000.00000000 PA USD 216000.00000000 0.134833611110 Long DBT CORP PA Y 2 2048-11-18 Fixed 6.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 N/A 423333.33000000 PA USD 423337.56000000 0.264259870062 Long DBT NUSS DO N 2 2021-05-06 Fixed 7.50000000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 L5137LAH8 125310.05000000 PA USD 117634.81000000 0.073431139928 Long LON CORP LU N 2 2024-01-02 Variable 6.62500000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 EJ4730556 285000.00000000 PA USD 282340.95000000 0.176245601170 Long DBT NUSS MA N 2 2022-12-11 Fixed 4.25000000 N N N N N N REPUBLIC OF ZAMBIA N/A UV3543443 325000.00000000 PA USD 127872.43000000 0.079821766196 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15669GAH7 1191910.72000000 PA USD 1119657.09000000 0.698923188194 Long LON CORP US N 2 2027-03-15 Variable 3.23940000 N N N N N N SL Green Realty Corp 549300VQZPJU97H3GT17 78440X101 30395.00000000 NS USD 1310024.50000000 0.817756175824 Long EC CORP US N 1 N N N SPRINGER NATURE DEUTSCHL 549300WM0X4AUT710770 N/A 350873.72000000 PA USD 312863.57000000 0.195298726518 Long LON CORP DE N 2 2024-08-14 Variable 4.50000000 N N N N N N ENDO INTERNATIONAL PLC 5493007TBMWZWGZIB256 L2968EAB8 249358.97000000 PA USD 225669.87000000 0.140869830976 Long LON CORP IE N 2 2024-04-29 Variable 5.25000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 EJ9776299 1876750.00000000 PA USD 112605.00000000 0.070291383236 Long DBT CORP VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 9557.00000000 NS USD 1507234.47000000 0.940860492500 Long EC CORP US N 1 N N N CROATIA 74780000O00QGQ7CER13 AM8378144 660000.00000000 PA 778984.63000000 0.486265327140 Long DBT NUSS HR N 2 2027-03-20 Fixed 3.00000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 15025.00000000 NS USD 2211229.25000000 1.380314929492 Long EC CORP US N 1 N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 84302LAA0 200000.00000000 PA USD 203500.00000000 0.127030740097 Long DBT CORP AZ Y 2 2026-03-24 Fixed 6.87500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 EJ5847425 625000.00000000 PA USD 623979.50000000 0.389506524276 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.37500000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CAT2 1940000.00000000 PA USD 1610200.00000000 1.005134632453 Long LON CORP US N 2 2023-04-28 Variable 2.94090000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 43289DAH6 702583.99000000 PA USD 669211.25000000 0.417741525153 Long LON CORP US N 2 2026-06-21 Variable 2.69660000 N N N N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 RUB200617 1.00000000 NC USD 29.73000000 0.000018558348 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 2289000.00000000 RUB 29000.38000000 USD 2020-06-17 29.73000000 N N N Fieldwood Energy Inc N/A 31660T201 388.00000000 NS USD 388.00000000 0.000242201116 Long EC CORP US N 2 N N N JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 RUB200617 1.00000000 NC USD -222.89000000 -0.00013913455 N/A DFE CORP US N 2 JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 4247000.00000000 RUB 53529.12000000 USD 2020-06-17 -222.89000000 N N N SEATTLE SPINCO INC 213800AAQDP1DDU8BK05 81271EAB7 832814.27000000 PA USD 753696.91000000 0.470479981750 Long LON CORP US N 2 2024-06-21 Variable 3.48940000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 QJ6558358 565000.00000000 PA USD 235956.12000000 0.147290813533 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 68205LAA1 200000.00000000 PA USD 155488.00000000 0.097060224649 Long DBT NUSS OM Y 2 2025-02-01 Fixed 4.87500000 N N N N N N TERRIER MEDIA BUYER INC N/A 88145LAB0 149625.00000000 PA USD 135784.69000000 0.084760833732 Long LON CORP US N 2 2026-12-17 Variable 5.70010000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 EJ8977518 285000.00000000 PA USD 279302.85000000 0.174349128976 Long DBT NUSS DO N 2 2024-01-28 Fixed 6.60000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HK9 45000.00000000 PA USD 13050.00000000 0.008146197337 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.62500000 N N N N N N AXALTA COATING SYSTEMS US H 549300NZ43V4QV4UGN28 90347BAH1 561009.22000000 PA USD 535763.81000000 0.334439672243 Long LON CORP US N 2 2024-06-01 Variable 3.20010000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875BZ4 190000.00000000 PA USD 146300.00000000 0.091324802340 Long DBT NUSS SV Y 2 2050-01-20 Fixed 7.12460000 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 N2820EAC2 245002.22000000 PA USD 182281.65000000 0.113785616243 Long LON CORP GB N 2 2025-02-07 None 5.07200000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCT7 475000.00000000 PA USD 343672.00000000 0.214530262951 Long DBT CORP MX Y 2 2030-01-23 Fixed 6.84000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 860000.00000000 PA USD 857850.00000000 0.535495431902 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N PANAMA NOTAS DEL TESORO 549300SHS4T08CL0LP14 ZS1514182 330000.00000000 PA USD 330000.00000000 0.205995794751 Long DBT NUSS PA Y 2 2026-04-17 Fixed 3.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 320000.00000000 PA USD 346400.00000000 0.216233161521 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 250000.00000000 PA USD 210754.39000000 0.131559145653 Long DBT CORP NL Y 2 2029-05-07 Fixed 5.12500000 N N N N N N CENT ELET BRASILEIRAS SA 254900I8KYDELP4B4Z08 N/A 225000.00000000 PA USD 223159.50000000 0.139302783511 Long DBT CORP BR N 2 2021-10-27 Fixed 5.75000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CA6 415000.00000000 PA USD 370756.85000000 0.231437430228 Long DBT NUSS TR N 2 2023-03-23 Fixed 3.25000000 N N N N N N Thales SA 529900FNDVTQJOVVPZ19 416279008 8950.00000000 NS 741200.74000000 0.462679501536 Long EC CORP FR N 1 N N N REVLON CONSUMER PRODUCTS CO 2MKZBE7NMX7EJWQLHS95 761520AY1 747941.25000000 PA USD 299412.10000000 0.186901919690 Long LON CORP US N 2 2023-09-07 Variable 5.11280000 N N N N N N HUNT OIL CO OF PERU 549300SVO0550J3IKN50 AS7998121 200000.00000000 PA USD 134000.00000000 0.083646777262 Long DBT CORP PE N 2 2028-06-01 Fixed 6.37500000 N N N N N N GREENEDEN US HOLDINGS II 549300CVRD4OUCPHWQ42 39479UAJ2 482727.46000000 PA USD 456177.45000000 0.284759504123 Long LON CORP US N 2 2023-12-01 Variable 4.23940000 N N N N N N 2020-03-31 Nuveen Diversified Dividend and Income Fund E. Scott Wickerham E. Scott Wickerham Funds Treasurer XXXX