NPORT-P false 0001479360 XXXXXXXX S000034646 C000106724 C000106725 C000106728 C000106729 PIMCO Equity Series 811-22375 0001479360 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Dividend and Income Fund S000034646 YCQRZRQ961D14WOYVN37 2020-06-30 2020-03-31 N 237318184.580000 67685224.800000 169632959.780000 0.000000 0.000000 12934558.460000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 880660.460000 ZAR AUD BRL CNY EUR GBP JPY MXN PEN USD ARS N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI17Y2N9 19000.000000 PA 208.580000 0.0001230 Long DBT NUSS AR N 2 2020-10-29 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 49421.970000 0.0291347 N/A DFE NZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 946000.000000 NZD 613708.040000 USD 2020-05-15 49421.970000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1JWNB3 286892.310000 PA 1979.470000 0.0011669 Long DBT NUSS AR N 2 2021-08-05 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC -439.330000 -0.0002590 N/A DFE DK N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 24814.800000 DKK 165000.000000 DKK 2020-04-01 -439.330000 N N N N/A N/A 000000000 1.000000 NC -24640.960000 -0.0145260 N/A DFE MX N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 139219.530000 MXN 2731000.000000 MXN 2020-05-05 -24640.960000 N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 127686103 18339.000000 NS USD 123971.640000 0.0730823 Long EC CORP US N 1 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD -8094.370000 -0.0047717 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2021-12-21 0.000000 USD -36662.790000 USD 200000.000000 USD 28568.420000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1HS2L5 570000.000000 PA 7142.560000 0.0042106 Long DBT NUSS AR N 2 2020-04-03 Floating 37.1693 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1HZHS8 218000.000000 PA 2309.720000 0.0013616 Long DBT NUSS AR N 2 2020-05-28 Floating 35.3042 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1HPG77 3120000.000000 PA 39386.550000 0.0232187 Long DBT NUSS AR N 2 2020-06-22 Floating 38.6416 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1KSVQ8 119250.000000 PA 1290.150000 0.0007606 Long DBT NUSS AR N 3 2020-07-31 Floating 31.563 N N N N N N N/A N/A 000000000 1.000000 NC USD -7873.130000 -0.0046413 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2023-06-21 0.000000 USD -5047.220000 USD 100000.000000 USD -2825.910000 N N N N/A N/A 000000000 1.000000 NC USD -25595.940000 -0.0150890 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2022-12-21 0.000000 USD -8382.780000 USD 400000.000000 USD -17213.160000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1JDTT0 1235000.000000 PA 12204.370000 0.0071946 Long DBT NUSS AR N 2 2020-08-28 Floating 32.5714 N N N N N N N/A N/A 000000000 1.000000 NC -79819.740000 -0.0470544 N/A DFE BR N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 509091.030000 BRL 2230536.550000 BRL 2020-04-02 -79819.740000 N N N N/A N/A 000000000 1.000000 NC -97493.710000 -0.0574733 N/A DFE MX N 2 State Street Bank and Trust Co. 571474TGEMMWANRLN572 504196.740000 MXN 9663182.600000 MXN 2020-04-13 -97493.710000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0TFSY6 2640000.000000 PA 22797.790000 0.0134395 Long DBT NUSS AR N 2 2022-04-03 Floating 36.8596 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0VSDQ8 23489000.000000 PA 172418.510000 0.1016421 Long DBT NUSS AR N 2 2020-06-21 Floating 50.5761 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0QD081 790000.000000 PA 3948.110000 0.0023274 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 136069952 4620.000000 NS 269196.330000 0.1586934 Long EC CORP CA N 1 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HK9 15000.000000 PA USD 4425.000000 0.0026086 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.625 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HP8 127000.000000 PA USD 36831.270000 0.0217123 Long DBT NUSS AR N 2 2023-01-11 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC 416579.830000 0.2455772 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2026-06-17 175446.660000 AUD 0.000000 AUD 5080000.000000 AUD 241133.170000 N N N N/A N/A 000000000 1.000000 NC -7762.660000 -0.0045762 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2027-03-22 0.000000 AUD -1079.050000 AUD 80000.000000 AUD -6683.610000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HR4 70000.000000 PA USD 18463.200000 0.0108842 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.875 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HG8 150000.000000 PA USD 39226.500000 0.0231243 Long DBT NUSS AR N 2 2036-07-06 Fixed 7.125 N N N N N N N/A N/A 000000000 1.000000 NC 1268.400000 0.0007477 N/A DIR CN N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-06-17 0.000000 CNY 0.000000 CNY 1100000.000000 CNY 1268.400000 N N N N/A N/A 000000000 1.000000 NC 2093.840000 0.0012343 N/A DIR CN N 2 Citibank International Limited N/A CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2025-01-23 0.000000 CNY 0.000000 CNY 500000.000000 CNY 2093.840000 N N N N/A N/A 000000000 1.000000 NC 11018.280000 0.0064954 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-03-18 14640.960000 EUR 0.000000 EUR 800000.000000 EUR -3622.680000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 989HBRII9 34402.590000 PA 12631.850000 0.0074466 Long DBT NUSS AR N 2 2033-12-31 Fixed 7.82 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 B06GDDII7 192654.520000 PA 71585.650000 0.0422003 Long DBT NUSS AR N 2 2033-12-31 Variable 7.82 N N N N N N N/A N/A 000000000 1.000000 NC -20744.730000 -0.0122292 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-18 10328.070000 GBP 0.000000 GBP 993000.000000 GBP -31072.800000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114GK0 22000.000000 PA USD 6672.930000 0.0039337 Long DBT NUSS AR N 2 2038-12-31 Variable 3.75 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 B0R174II4 135000.000000 PA 40405.370000 0.0238193 Long DBT NUSS AR N 2 2038-12-31 Variable 3.38 N N N N N N CANON INC 529900JH1GSC035SSP77 617232004 47600.000000 NS 1034392.070000 0.6097825 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC -28136.970000 -0.0165870 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-18 0.000000 JPY 0.000000 JPY 150000000.000000 JPY -28136.970000 N N N N/A N/A 000000000 1.000000 NC 306.910000 0.0001809 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-29 0.000000 JPY 0.000000 JPY 20000000.000000 JPY 306.910000 N N N N/A N/A 000000000 1.000000 NC 1013.720000 0.0005976 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-25 0.000000 JPY 0.000000 JPY 50000000.000000 JPY 1013.720000 N N N N/A N/A 000000000 1.000000 NC -19811.390000 -0.0116790 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-03-21 5805.670000 JPY 0.000000 JPY 85000000.000000 JPY -25617.060000 N N N N/A N/A 000000000 1.000000 NC -5455.990000 -0.0032164 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-01-18 81.990000 JPY 0.000000 JPY 20000000.000000 JPY -5537.980000 N N N N/A N/A 000000000 1.000000 NC -313593.270000 -0.1848658 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-03-21 0.000000 JPY -39057.050000 JPY 840000000.000000 JPY -274536.220000 N N N N/A N/A 000000000 1.000000 NC -792.900000 -0.0004674 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-01-30 0.000000 MXN -3689.260000 MXN 600000.000000 MXN 2896.360000 N N N N/A N/A 000000000 1.000000 NC -5310.240000 -0.0031304 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-01-30 0.000000 MXN -3717.550000 MXN 4300000.000000 MXN -1592.690000 N N N N/A N/A 000000000 1.000000 NC -16852.100000 -0.0099344 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-03-10 0.000000 MXN -15390.680000 MXN 15500000.000000 MXN -1461.420000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 P0761DAQ6 28000.000000 PA 370.820000 0.0002186 Long DBT NUSS AR N 2 2022-10-04 Floating 42.7813 N N N N N N N/A N/A 000000000 1.000000 NC -11520.350000 -0.0067913 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-09-08 12973.800000 MXN 0.000000 MXN 30000000.000000 MXN -24494.150000 N N N N/A N/A 000000000 1.000000 NC -33529.920000 -0.0197662 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2022-06-17 0.000000 MXN -4882.920000 MXN 32100000.000000 MXN -28647.000000 N N N N/A N/A 000000000 1.000000 NC 1174.010000 0.0006921 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-06-11 0.000000 MXN -1083.770000 MXN 1200000.000000 MXN 2257.780000 N N N N/A N/A 000000000 1.000000 NC 2.550000 0.0000015 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2032-09-06 0.000000 MXN 0.000000 MXN 400000.000000 MXN 2.550000 N N N N/A N/A 000000000 1.000000 NC 17.080000 0.0000101 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2037-08-21 0.000000 MXN -193.610000 MXN 100000.000000 MXN 210.690000 N N N N/A N/A 000000000 1.000000 NC 3702.680000 0.0021828 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-10-11 0.000000 MXN -121.810000 MXN 2500000.000000 MXN 3824.490000 N N N N/A N/A 000000000 1.000000 NC 25.490000 0.0000150 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2037-08-14 20.380000 MXN 0.000000 MXN 100000.000000 MXN 5.110000 N N N N/A N/A 000000000 1.000000 NC 165.340000 0.0000975 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-11-04 0.000000 MXN 0.000000 MXN 100000.000000 MXN 165.340000 N N N N/A N/A 000000000 1.000000 NC 11730.120000 0.0069150 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-23 0.000000 MXN -2498.670000 MXN 6000000.000000 MXN 14228.790000 N N N N/A N/A 000000000 1.000000 NC 393.880000 0.0002322 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-03 0.000000 MXN 0.000000 MXN 200000.000000 MXN 393.880000 N N N N/A N/A 000000000 1.000000 NC 3949.770000 0.0023284 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-03 0.000000 MXN 0.000000 MXN 2000000.000000 MXN 3949.770000 N N N N/A N/A 000000000 1.000000 NC 2943.370000 0.0017351 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-05 0.000000 MXN 0.000000 MXN 1400000.000000 MXN 2943.370000 N N N N/A N/A 000000000 1.000000 NC -3117.530000 -0.0018378 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-12-28 0.000000 MXN 0.000000 MXN 1200000.000000 MXN -3117.530000 N N N N/A N/A 000000000 1.000000 NC 7524.840000 0.0044360 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-02-07 0.000000 MXN 0.000000 MXN 3400000.000000 MXN 7524.840000 N N N N/A N/A 000000000 1.000000 NC 2946.260000 0.0017368 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-02-17 0.000000 MXN 0.000000 MXN 1100000.000000 MXN 2946.260000 N N N N/A N/A 000000000 1.000000 NC 7584.160000 0.0044709 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-02-07 0.000000 MXN -703.570000 MXN 3400000.000000 MXN 8287.730000 N N N N/A N/A 000000000 1.000000 NC 6721.080000 0.0039621 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-02-02 0.000000 MXN -148.270000 MXN 2400000.000000 MXN 6869.350000 N N N N/A N/A 000000000 1.000000 NC -2038.120000 -0.0012015 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-12-30 0.000000 MXN 0.000000 MXN 700000.000000 MXN -2038.120000 N N N N/A N/A 000000000 1.000000 NC -8987.900000 -0.0052984 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-12-10 0.000000 MXN -32.770000 MXN 2900000.000000 MXN -8955.130000 N N N N/A N/A 000000000 1.000000 NC -35960.440000 -0.0211990 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-12-21 0.000000 MXN -6527.540000 MXN 11400000.000000 MXN -29432.900000 N N N N/A N/A 000000000 1.000000 NC 3782.220000 0.0022296 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-02-04 0.000000 MXN 0.000000 MXN 1200000.000000 MXN 3782.220000 N N N N/A N/A 000000000 1.000000 NC -6464.280000 -0.0038107 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2028-01-31 18.710000 MXN 0.000000 MXN 2000000.000000 MXN -6482.990000 N N N N/A N/A 000000000 1.000000 NC -6244.650000 -0.0036813 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2028-01-31 556.260000 MXN 0.000000 MXN 1900000.000000 MXN -6800.910000 N N N N/A N/A 000000000 1.000000 NC 11003.950000 0.0064869 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-01-15 39.060000 MXN 0.000000 MXN 3300000.000000 MXN 10964.890000 N N N N/A N/A 000000000 1.000000 NC -3193.820000 -0.0018828 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2038-01-04 1172.910000 MXN 0.000000 MXN 900000.000000 MXN -4366.730000 N N N N/A N/A 000000000 1.000000 NC 2385.150000 0.0014061 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-01-15 2.750000 MXN 0.000000 MXN 700000.000000 MXN 2382.400000 N N N N/A N/A 000000000 1.000000 NC USD -6519.000000 -0.0038430 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2022-06-17 6092.830000 USD 0.000000 USD 500000.000000 USD -12611.830000 N N N N/A N/A 000000000 1.000000 NC USD -126138.480000 -0.0743597 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-06-17 113611.070000 USD 0.000000 USD 2400000.000000 USD -239749.550000 N N N N/A N/A 000000000 1.000000 NC USD -16023.940000 -0.0094462 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-12-18 6156.020000 USD 0.000000 USD 200000.000000 USD -22179.960000 N N N N/A N/A 000000000 1.000000 NC USD -2247.860000 -0.0013251 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2021-12-20 373.200000 USD 0.000000 USD 100000.000000 USD -2621.060000 N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040H105 15552.000000 NS USD 784131.840000 0.4622521 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -19570.000000 -0.0115367 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-18 0.000000 USD -1423.420000 USD 100000.000000 USD -18146.580000 N N N N/A N/A 000000000 1.000000 NC USD -58847.880000 -0.0346913 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-02-03 0.000000 USD -819.080000 USD 300000.000000 USD -58028.800000 N N N N/A N/A 000000000 1.000000 NC USD -8272.720000 -0.0048768 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-12-16 0.000000 USD -550.000000 USD 100000.000000 USD -7722.720000 N N N N/A N/A 000000000 1.000000 NC USD -29711.550000 -0.0175152 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-01-15 0.000000 USD -3562.820000 USD 300000.000000 USD -26148.730000 N N N N/A N/A 000000000 1.000000 NC USD -115125.550000 -0.0678674 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-24 0.000000 USD -2940.930000 USD 500000.000000 USD -112184.620000 N N N N/A N/A 000000000 1.000000 NC USD -27286.880000 -0.0160858 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2049-10-18 0.000000 USD -2470.000000 USD 100000.000000 USD -24816.880000 N N N N/A N/A 000000000 1.000000 NC USD -27682.080000 -0.0163188 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2049-10-18 0.000000 USD -2265.000000 USD 100000.000000 USD -25417.080000 N N N N/A N/A 000000000 1.000000 NC USD -29881.340000 -0.0176153 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-01-18 0.000000 USD -719.940000 USD 100000.000000 USD -29161.400000 N N N N/A N/A 000000000 1.000000 NC USD -24871.020000 -0.0146617 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-02-12 0.000000 USD -3531.150000 USD 200000.000000 USD -21339.870000 N N N N/A N/A 000000000 1.000000 NC USD -12665.000000 -0.0074661 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-03-11 0.000000 USD -94.830000 USD 100000.000000 USD -12570.170000 N N N N/A N/A 000000000 1.000000 NC USD -12932.060000 -0.0076236 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-12-10 0.000000 USD -169.900000 USD 100000.000000 USD -12762.160000 N N N N/A N/A 000000000 1.000000 NC USD -222406.180000 -0.1311102 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-03-14 0.000000 USD -1676.710000 USD 600000.000000 USD -220729.470000 N N N N/A N/A 000000000 1.000000 NC USD -666633.160000 -0.3929856 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-06-20 107648.190000 USD 0.000000 USD 4900000.000000 USD -774281.350000 N N N N/A N/A 000000000 1.000000 NC USD -336226.070000 -0.1982080 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2049-12-13 0.000000 USD -1734.840000 USD 900000.000000 USD -334491.230000 N N N N/A N/A 000000000 1.000000 NC USD -315682.320000 -0.1860973 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-12-18 0.000000 USD -156694.180000 USD 3100000.000000 USD -158988.140000 N N N N/A N/A 000000000 1.000000 NC USD -365548.870000 -0.2154940 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-06-19 0.000000 USD -84429.110000 USD 2300000.000000 USD -281119.760000 N N N N/A N/A 000000000 1.000000 NC 2103.810000 0.0012402 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2023-09-19 278.040000 ZAR 0.000000 ZAR 900000.000000 ZAR 1825.770000 N N N N/A N/A 000000000 1.000000 NC -1075.320000 -0.0006339 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2027-03-15 0.000000 ZAR -1883.550000 ZAR 600000.000000 ZAR 808.230000 N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149Y108 4915.000000 NS USD 235625.100000 0.1389029 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 2466.880000 0.0014542 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 18.330000 BRL 0.000000 BRL 800000.000000 BRL 2448.550000 N N N N/A N/A 000000000 1.000000 NC 1867.300000 0.0011008 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL 0.000000 BRL 600000.000000 BRL 1867.300000 N N N N/A N/A 000000000 1.000000 NC 640.510000 0.0003776 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL 0.000000 BRL 200000.000000 BRL 640.510000 N N N N/A N/A 000000000 1.000000 NC 486.660000 0.0002869 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 30315.490000 RUB 2414965.000000 RUB 2020-04-30 486.660000 N N N ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA 95980020140005558665 B01FLQ905 11622.000000 NS 230805.370000 0.1360616 Long EC CORP ES N 2 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAH1 6000.000000 PA USD 6385.870000 0.0037645 Long DBT CORP US N 2 2023-09-27 Fixed 4.2 N N N N N N N/A N/A 000000000 1.000000 NC -384.700000 -0.0002268 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 2414965.000000 RUB 30388.540000 USD 2020-04-15 -384.700000 N N N N/A N/A 000000000 6000000.000000 NC USD 0.060000 0.0000000 N/A DIR US N 2 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 4.0% APR 30YR N/A 65.000000 USD 2020-04-08 XXXX -234.320000 N N N N/A N/A 000000000 2800000.000000 NC USD 0.030000 0.0000000 N/A DIR US N 2 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 3.5% APR 30YR N/A 65.000000 USD 2020-04-08 XXXX -109.350000 N N N N/A N/A 000000000 3800000.000000 NC USD 0.040000 0.0000000 N/A DIR US N 2 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.5% APR 30YR N/A 65.000000 USD 2020-04-08 XXXX -148.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 1.000000 NC USD 46.880000 0.0000276 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/19/20 2020-06-20 N/A USD N/A 160.000000 USD 2020-05-22 XXXX 38.620000 N N N N/A 254900HROIFWPRGM1V77 000000000 6.000000 NC USD 93.750000 0.0000553 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/19/20 2020-06-20 N/A USD N/A 103.000000 USD 2020-05-22 XXXX 44.190000 N N N N/A 254900HROIFWPRGM1V77 000000000 80.000000 NC USD 3750.000000 0.0022107 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/19/20 2020-06-20 N/A USD N/A 119.000000 USD 2020-05-22 XXXX 3061.200000 N N N N/A 254900HROIFWPRGM1V77 000000000 30.000000 NC USD 1406.250000 0.0008290 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/19/20 2020-06-20 N/A USD N/A 121.500000 USD 2020-05-22 XXXX 1147.950000 N N N N/A 254900HROIFWPRGM1V77 000000000 20.000000 NC USD 937.500000 0.0005527 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 06/19/20 2020-06-20 N/A USD N/A 122.000000 USD 2020-05-22 XXXX 765.300000 N N N N/A 254900HROIFWPRGM1V77 000000000 132.000000 NC USD 750571.800000 0.4424681 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-06-19 18306750.000000 USD 750571.800000 N N N CARREFOUR SA 549300B8P6MUJ1YWTS08 564156909 45261.000000 NS 717580.190000 0.4230193 Long EC CORP FR N 2 N N N CASINO GUICHARD PERRACHON SA 969500VHL8F83GBL6L29 417841004 11319.000000 NS 433178.700000 0.2553623 Long EC CORP FR N 2 N N N AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA) 95980020140005848404 B5BMDRII6 50000.000000 PA 58533.020000 0.0345057 Long DBT NUSS ES N 2 2021-09-15 Fixed 4.9 N N N N N N CECONOMY AG 5299001X9L42HXEBCZ51 504141904 16653.000000 NS 36152.860000 0.0213124 Long EC CORP DE N 2 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189T107 9403.000000 NS USD 145276.350000 0.0856416 Long EC CORP US N 1 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAB6 9000.000000 PA USD 7764.970000 0.0045775 Long DBT CORP KY N 2 2024-02-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAD2 13000.000000 PA USD 12327.650000 0.0072672 Long DBT CORP KY N 2 2021-03-15 Fixed 3.625 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAC4 21000.000000 PA USD 18249.800000 0.0107584 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 607000.000000 PA USD 549240.540000 0.3237817 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 16000.000000 PA USD 12443.800000 0.0073357 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAA9 18000.000000 PA USD 16179.360000 0.0095379 Long DBT CORP KY N 2 2023-01-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAJ0 4000.000000 PA USD 3153.260000 0.0018589 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25 N N N N N N CENTRICA PLC E26EDV109X6EEPBKVH76 B033F2900 567604.000000 NS 267449.740000 0.1576638 Long EC CORP GB N 2 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAB7 16000.000000 PA USD 13849.620000 0.0081645 Long DBT CORP KY N 2 2023-10-01 Fixed 5.125 N N N N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAE0 13576.480000 PA USD 12241.460000 0.0072164 Long LON CORP US N 2 2025-01-15 Floating 2.5229 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700106 44120.000000 NS USD 417375.200000 0.2460461 Long EC CORP US N 1 N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAF7 7000.000000 PA USD 6300.000000 0.0037139 Long LON CORP US N 3 2027-02-12 Floating 2.2729 N N N N N N AVON INTERNATIONAL CAPITAL PLC N/A 05409AAA1 2000.000000 PA USD 1786.870000 0.0010534 Long DBT CORP GB N 2 2022-08-15 Fixed 6.5 N N N N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 1416.000000 NS USD 38515.200000 0.0227050 Long EC CORP US N 1 N N N BANC OF AMERICA ALT LOAN TRUST 2006-3 N/A 05948K4E6 30464.060000 PA USD 28120.820000 0.0165775 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 Y N N N N N BANC OF AMERICA ALT LOAN TRUST 2006-6 N/A 059487AC2 73162.370000 PA USD 65152.950000 0.0384082 Long ABS-MBS CORP US N 2 2046-07-25 Fixed 6 Y N N N N N ADECCO GROUP AG (AKA: ADECCO SA) NI14Y5UMU60O7JE9P611 711072900 1703.000000 NS 67109.440000 0.0395616 Long EC CORP CH N 2 N N N CHEVRON CORPORATION N/A 166764100 9579.000000 NS USD 694094.340000 0.4091742 Long EC CORP US N 1 N N N CHIBA BANK LTD FGJPAKKCTZVSKZXNBS63 619056005 10000.000000 NS 43531.570000 0.0256622 Long EC CORP JP N 2 N N N BANC OF AMERICA FUNDING CORP 2007-C N/A 059522AV4 11434.200000 PA USD 10143.280000 0.0059795 Long ABS-MBS CORP US N 2 2036-05-20 Floating 4.06748 Y N N N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2B2 100000.000000 PA 29501.320000 0.0173913 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N BANK OF AMERICA MTGE SEC 2006-3 N/A 05950LAK8 16976.770000 PA USD 15617.270000 0.0092065 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6 Y N N N N N BANK OF AMERICA MTGE SECS-2006-B N/A 05950TAG0 6171.020000 PA USD 5500.300000 0.0032425 Long ABS-MBS CORP US N 2 2046-11-20 Floating 3.7984 Y N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 430000.000000 PA USD 440100.700000 0.2594429 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N CHUBU ELECTRIC POWER 529900A76GOP0PGNHT63 619560006 26000.000000 NS 366942.590000 0.2163156 Long EC CORP JP N 2 N N N CHUGOKU ELECTRIC POWER CO INC 353800MV866ELME96Q46 619590003 24700.000000 NS 344619.890000 0.2031562 Long EC CORP JP N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 400000.000000 PA USD 432406.180000 0.2549069 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 91911KAJ1 17000.000000 PA USD 17233.750000 0.0101594 Long DBT CORP CA N 2 2022-03-15 Fixed 6.5 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERNATIONAL) KOO0397YRO83WY5MGD97 C9413PAZ6 4004.400000 PA USD 3837.550000 0.0022623 Long LON CORP CA N 2 2025-06-02 Floating 3.6116 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581801 3331.000000 NS USD 57493.060000 0.0338926 Long EC CORP US N 1 N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 07368RAD3 9800.000000 PA USD 8918.000000 0.0052572 Long LON CORP US N 2 2025-01-02 Floating 3.2394 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453H106 29821.000000 NS USD 19085.440000 0.0112510 Long EC CORP US N 1 N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621E103 11152.000000 NS USD 138173.280000 0.0814543 Long EC CORP US N 1 N N N COCA-COLA AMATIL LIMITED JOR7RJTXUXBRJ4UA5G70 612345900 14388.000000 NS 77655.970000 0.0457788 Long EC CORP AU N 2 N N N AEGON NV O4QK7KMMK83ITNTHUG69 592737902 60665.000000 NS 151504.900000 0.0893134 Long EC CORP NL N 2 N N N COMINAR REAL ESTATE INVESTMENT TRUST 549300UPHCRPB5SL8E15 199910951 14772.000000 NS 85128.200000 0.0501838 Long EC CORP CA N 1 N N N BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1 N/A 07400XAA6 73940.820000 PA USD 69484.960000 0.0409619 Long ABS-MBS CORP US N 2 2036-08-25 Variable 7.5 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 621503002 7897.000000 NS 297953.980000 0.1756463 Long EC CORP AU N 2 N N N COMPAGNIE DE SAINT-GOBAIN SA NFONVGN05Z0FMN5PEC35 738048909 11512.000000 NS 276235.330000 0.1628430 Long EC CORP FR N 2 N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 4000.000000 PA USD 4003.270000 0.0023600 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAM3 6000.000000 PA USD 5378.110000 0.0031704 Long DBT CORP US N 2 2024-10-01 Fixed 3.75 N N N N N N CONCORDIA FINANCIAL GROUP LTD N/A ACI0L13V8 45300.000000 NS 131851.510000 0.0777275 Long EC CORP JP N 2 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 3479.000000 NS USD 107153.200000 0.0631677 Long EC CORP US N 1 N N N CONSOLIDATED EDISON INC 54930033SBW53OO8T749 209115104 6829.000000 NS USD 532662.000000 0.3140086 Long EC CORP US N 1 N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BF7 2000.000000 PA USD 1422.510000 0.0008386 Long DBT CORP CA N 2 2023-01-15 Fixed 6.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 2000.000000 PA USD 1400.000000 0.0008253 Long DBT CORP CA N 2 2025-03-15 Fixed 7.5 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 39000.000000 PA USD 27205.430000 0.0160378 Long DBT CORP CA N 2 2027-04-15 Fixed 7.875 N N N N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871N101 11727.000000 NS USD 130990.590000 0.0772200 Long EC CORP US N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 19027.000000 NS USD 390814.580000 0.2303884 Long EC CORP US N 1 N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAC7 8000.000000 PA USD 6958.830000 0.0041023 Long DBT CORP US N 2 2027-06-22 Fixed 3.7 N N N N N N CORUS ENTERTAINMENT INC 549300DVZFTUMM4M2O84 220874952 24206.000000 NS 43172.780000 0.0254507 Long EC CORP CA N 1 N N N COSMO ENERGY HOLDINGS CO LTD 353800Y4GZ7KR5X7L150 ACI0GQS26 4300.000000 NS 60011.880000 0.0353775 Long EC CORP JP N 2 N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 18000.000000 PA USD 17702.700000 0.0104359 Long DBT CORP US N 2 2022-02-01 Floating 2.81325 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAD1 68000.000000 PA USD 67428.210000 0.0397495 Long DBT CORP US N 2 2022-01-15 Fixed 3 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAF6 8000.000000 PA USD 7931.520000 0.0046757 Long DBT CORP US N 2 2024-01-15 Fixed 3.625 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAH2 16000.000000 PA USD 15288.140000 0.0090125 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAC6 2000.000000 PA USD 2058.350000 0.0012134 Long DBT CORP CA N 2 2028-01-25 Fixed 3.9 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAB8 20000.000000 PA USD 18871.900000 0.0111251 Long DBT CORP CA N 2 2047-09-20 Fixed 4.7 N N N N N N CRESCENT POINT ENERGY CORP 549300FTKUHZK8OC7N74 22576C952 76894.000000 NS 59556.920000 0.0351093 Long EC CORP CA N 1 N N N CROWN RESORTS LIMITED 549300D88XW2GD6R0Y98 B29LCJ906 14908.000000 NS 69184.030000 0.0407845 Long EC CORP AU N 2 N N N CAESARS ENTERTAINMENT CORPORATION 529900CJT4VQO26ONP04 127686AA1 8611.000000 PA USD 9214.090000 0.0054318 Long DBT CORP US N 2 2024-10-01 Fixed 5 N N N Y N CAESARS ENTERTAINMENT CORPORATION USD XXXX N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 97750.000000 PA USD 80294.680000 0.0473344 Long LON CORP US N 2 2024-12-23 Floating 3.7394 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021106 1258.000000 NS USD 170232.560000 0.1003535 Long EC CORP US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650100 20743.000000 NS USD 1230682.190000 0.7254971 Long EC CORP US N 1 N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685Q78 326208.710000 PA USD 342776.850000 0.2020697 Long DBT MUN US N 2 2021-12-01 Fixed 5.786 N N N N N N DAI NIPPON PRINTING CO LTD 529900S7NFNQ4FT6OP83 625090006 11200.000000 NS 238012.280000 0.1403102 Long EC CORP JP N 2 N N N DAICEL CORPORATION 353800ZG4XF6D7NZGS72 625054002 11100.000000 NS 80753.250000 0.0476047 Long EC CORP JP N 2 N N N DAIICHI SANKYO COMPANY LIMITED 353800XGIU2IHQGC9504 B0J7D9901 1800.000000 NS 123617.900000 0.0728738 Long EC CORP JP N 2 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BC2 8000.000000 PA USD 7746.410000 0.0045666 Long DBT CORP US N 2 2021-03-15 Floating 1.3705 N N N N N N DAIMLER AG 529900R27DL06UVNT076 552902900 31055.000000 NS 927431.470000 0.5467283 Long EC CORP DE N 2 N N N DAITO TRUST CONSTRUCTION 353800QQ4DRI3KXS3038 625050000 100.000000 NS 9286.350000 0.0054744 Long EC CORP JP N 2 N N N DAIWA SECURITIES GROUP INC 353800WRC7Y23PWFJG38 625144001 41100.000000 NS 158822.600000 0.0936272 Long EC CORP JP N 2 N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AE7 2000.000000 PA USD 1998.440000 0.0011781 Long DBT CORP US N 2 2024-05-01 Fixed 4.875 N N N N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 001055102 7532.000000 NS USD 257895.680000 0.1520316 Long EC CORP US N 1 N N N CBL & ASSOCIATES LIMITED PARTNERSHIP 549300VS75TWHD9JTH89 12505JAD5 17000.000000 PA USD 3263.450000 0.0019238 Long DBT CORP US N 2 2026-12-15 Fixed 5.95 N N N N N N DCM HOLDINGS CO LTD N/A B1B0V3905 7000.000000 NS 64746.430000 0.0381685 Long EC CORP JP N 2 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAN1 17000.000000 PA USD 17318.840000 0.0102096 Long DBT CORP US N 2 2025-01-15 Fixed 4.75 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 546.000000 NS USD 75435.360000 0.0444698 Long EC CORP US N 1 N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAU5 4000.000000 PA USD 3735.000000 0.0022018 Long DBT CORP US N 2 2030-02-15 Fixed 3.375 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAQ4 6000.000000 PA USD 6044.700000 0.0035634 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAS0 6000.000000 PA USD 6063.300000 0.0035744 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361702 3651.000000 NS USD 104163.030000 0.0614049 Long EC CORP US N 1 N N N AGC INC JE4WFFEELMVPFZ0G1E77 605520006 7000.000000 NS 170572.460000 0.1005538 Long EC CORP JP N 2 N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700BC9 6000.000000 PA USD 5775.000000 0.0034044 Long DBT CORP US N 2 2027-02-15 Fixed 4 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCD3 18000.000000 PA USD 18054.900000 0.0106435 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCE1 14000.000000 PA USD 13798.750000 0.0081345 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A B01RQ2907 41996.000000 NS 69.040000 0.0000407 Long EC CORP MX N 1 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BP8 74000.000000 PA USD 71922.870000 0.0423991 Long DBT CORP US N 2 2024-02-01 Floating 3.41325 N N N N N N AGCO CORPORATION LYOM0B2GCF1JWXK5ZG04 001084102 1766.000000 NS USD 83443.500000 0.0491906 Long EC CORP US N 1 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 16000.000000 PA USD 16750.960000 0.0098748 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N DEUTSCHE LUFTHANSA AG 529900PH63HYJ86ASW55 528748908 39422.000000 NS 368719.340000 0.2173630 Long EC CORP DE N 2 N N N DEUTSCHE PFANDBRIEFBANK AG DZZ47B9A52ZJ6LT6VV95 BYM691907 8770.000000 NS 66205.790000 0.0390288 Long EC CORP DE N 2 N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 461785909 6678.000000 NS 179027.730000 0.1055383 Long EC CORP DE N 2 N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 25271C102 21066.000000 NS USD 38550.780000 0.0227260 Long EC CORP US N 1 N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAB8 36292.340000 PA USD 28997.860000 0.0170945 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.96308 Y N N N N N DIC CORPORATION 549300F1YB9ARLPUKB67 625082003 4200.000000 NS 92563.850000 0.0545671 Long EC CORP JP N 2 N N N DICKS SPORTING GOODS INC 529900SSBV5I4LWSK313 253393102 3370.000000 NS USD 71646.200000 0.0422360 Long EC CORP US N 1 N N N AGEAS SA/NV 5493005DJBML6LY3RV36 B86S2N903 5973.000000 NS 248906.730000 0.1467325 Long EC CORP BE N 2 N N N DILLARDS INC 529900FGYKMWL6019P91 254067101 3007.000000 NS USD 111108.650000 0.0654994 Long EC CORP US N 1 N N N DIRECT LINE INSURANCE GROUP PLC 213800FF2R23ALJQOP04 BY9D0Y904 60812.000000 NS 222006.460000 0.1308746 Long EC CORP GB N 2 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 11177.000000 NS USD 398683.590000 0.2350272 Long EC CORP US N 1 N N N AGGREKO PLC 2138003R7TGCSVF27H47 BK1PTB904 16959.000000 NS 101355.850000 0.0597501 Long EC CORP GB N 2 N N N DNB ASA 5967007LIEEXZX78M803 426330007 6890.000000 NS 76761.030000 0.0452512 Long EC CORP NO N 2 N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DAY6 207000.000000 PA USD 198073.130000 0.1167657 Long DBT CORP US N 2 2023-03-31 Fixed 6.25 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBB5 87000.000000 PA USD 86535.420000 0.0510133 Long DBT CORP US N 2 2024-01-15 Fixed 8.625 N N N N N N DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA) 254900VV84SMDXCU2986 BYXHG7900 4269.480000 NS 509.440000 0.0003003 Long EC CORP BR N 1 N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBF6 60000.000000 PA USD 55950.000000 0.0329830 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 46000.000000 PA USD 43958.610000 0.0259140 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA) 254900VV84SMDXCU2986 257553206 63.000000 NS USD 75.310000 0.0000444 Long EC CORP BR N 2 N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GV4 6000.000000 PA USD 5942.760000 0.0035033 Long DBT CORP US N 2 2021-03-09 Fixed 4.125 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GQ5 30000.000000 PA USD 29475.630000 0.0173761 Long DBT CORP US N 2 2022-08-15 Fixed 5 N N N N N N DOMMO ENERGIA SA (AKA: OGX PETROLEO E GAS SA) 254900VV84SMDXCU2986 965RMZII5 20007.520000 NS 1878.810000 0.0011076 Long EC CORP BR N 3 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LL3 20000.000000 PA USD 19115.320000 0.0112686 Long DBT CORP US N 2 2024-05-17 Floating 2.79175 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LN9 13000.000000 PA USD 12285.400000 0.0072423 Long DBT CORP US N 2 2023-07-24 Floating 2.75088 N N N N N N DREAM OFFICE REAL ESTATE INVESTMENT TRUST N/A 26153P955 3814.000000 NS 63255.000000 0.0372893 Long EC CORP CA N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 17435.000000 NS USD 1410142.800000 0.8312906 Long EC CORP US N 1 N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 3000.000000 PA USD 2808.210000 0.0016555 Long DBT CORP US N 2 2030-03-01 Fixed 3.3 N N N N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 917.000000 NS USD 42713.860000 0.0251802 Long EC CORP US N 1 N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 ACI0SB547 1140000.000000 PA 11542.320000 0.0068043 Long DBT MUN AR N 2 2022-01-23 Floating 50.8475 N N N N N N EATON CORP PLC 549300VDIGTMXUNT7H71 G29183103 4076.000000 NS USD 316664.440000 0.1866762 Long EC CORP IE N 1 N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 BD8QV0II3 3512000.000000 PA 29091.830000 0.0171499 Long DBT MUN AR N 2 2024-03-29 Floating 54.1271 N N N N N N EDION CORPORATION 353800697NBCW7EAHZ97 651271900 3600.000000 NS 29696.710000 0.0175065 Long EC CORP JP N 2 N N N EDP - ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 410359905 130056.000000 NS 523264.620000 0.3084687 Long EC CORP PT N 2 N N N ELECTRIC POWER DEVELOPMENT COMPANY 549300KMHPUAQI8VEH90 B02Q32903 7000.000000 NS 140292.130000 0.0827033 Long EC CORP JP N 2 N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 B0NJJ1901 60135.000000 NS 470225.800000 0.2772019 Long EC CORP FR N 2 N N N CLEAR CHANNEL WORLDWIDE HOLDINGS INC N/A 18451QAN8 29000.000000 PA USD 25121.400000 0.0148093 Long DBT CORP US N 2 2024-02-15 Fixed 9.25 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011104 7114.000000 NS USD 338982.100000 0.1998327 Long EC CORP US N 1 N N N ENDESA SA 549300LHK07F2CHV4X31 527178909 17111.000000 NS 362075.060000 0.2134462 Long EC CORP ES N 2 N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 714456902 195306.000000 NS 1347189.660000 0.7941792 Long EC CORP IT N 2 N N N CONSECO FINANCIAL CORP 1998-8 N/A 393505N99 270449.660000 PA USD 275814.430000 0.1625948 Long ABS-O CORP US N 2 2030-09-01 Fixed 6.28 N N N N N N ENEVA SA 549300T1AP7HKCABII19 ACI072474 899.000000 NS 6012.250000 0.0035443 Long EC CORP BR N 1 N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 BD2YKYII0 400000.000000 PA 423403.080000 0.2495995 Long DBT CORP NL N 2 2021-06-29 Floating 6.625 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 40416VAB1 9775.000000 PA USD 8650.880000 0.0050998 Long LON CORP US N 2 2024-08-01 Floating 3.9876 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 714505906 68874.000000 NS 684432.930000 0.4034787 Long EC CORP IT N 2 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 6000.000000 PA USD 6212.760000 0.0036625 Long DBT CORP US N 2 2079-11-15 Fixed 5.45 N N N N N N CORPORACION GEO SAB DE CV 54930004KSSRAZ2P6765 21986VAC9 300000.000000 PA USD 0.000000 0.0000000 Long DBT CORP MX N 3 2022-03-27 Fixed 8.875 Y Y N N N N CORPORACION GEO SAB DE CV 54930004KSSRAZ2P6765 21986VAB1 100000.000000 PA USD 0.000000 0.0000000 Long DBT CORP MX N 3 2020-06-30 Fixed 9.25 Y Y N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364G103 5757.000000 NS USD 540985.290000 0.3189152 Long EC CORP US N 1 N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 26679.680000 PA USD 17095.880000 0.0100782 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 Y N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 713360907 24820.000000 NS 309409.300000 0.1823993 Long EC CORP NO N 2 N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-16CB N/A 021460AB6 116321.700000 PA USD 89285.070000 0.0526343 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAL0 64904.940000 PA USD 34983.370000 0.0206230 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N AISIN SEIKI COMPANY 3538004IOK08PDY6I723 601070006 8400.000000 NS 205725.950000 0.1212771 Long EC CORP JP N 2 N N N EUTELSAT COMMUNICATIONS 549300EFWH9UR17YSK05 B0M7KJ907 4557.000000 NS 47370.790000 0.0279255 Long EC CORP FR N 1 N N N EVONIK INDUSTRIES AG 41GUOJQTALQHLF39XJ34 ACI0559Y5 5379.000000 NS 112330.810000 0.0662199 Long EC CORP DE N 2 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 28072.000000 NS USD 1033330.320000 0.6091566 Long EC CORP US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 33844.000000 NS USD 1285056.680000 0.7575513 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 12152.000000 NS USD 180457.200000 0.1063810 Long EC CORP US N 1 N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3 N/A 17025QAA5 17681.330000 PA USD 6675.120000 0.0039350 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.44663 Y N N N N N ALASKA AIR GROUP INC 529900G48RT4KWLC6C27 011659109 2879.000000 NS USD 81965.130000 0.0483191 Long EC CORP US N 1 N N N FIVE STAR SENIOR LIVING INC (AKA: FIVE STAR QUALITY CARE) N/A 33832D205 1167.000000 NS USD 3244.260000 0.0019125 Long EC CORP US N 1 N N N FLETCHER BUILDING LIMITED 549300UPHQTT2LG75045 634160907 31546.000000 NS 65656.320000 0.0387049 Long EC CORP NZ N 2 N N N FLUOR CORPORATION CQ7WZ4NOFWT7FAE6Q943 343412102 10717.000000 NS USD 74054.470000 0.0436557 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 84589.000000 NS USD 408564.870000 0.2408523 Long EC CORP US N 1 N N N FORTESCUE METALS GROUP LIMITED 529900VEJFORCO6I4826 608625901 65412.000000 NS 400859.290000 0.2363098 Long EC CORP AU N 2 N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613101 5284.000000 NS USD 88189.960000 0.0519887 Long EC CORP US N 1 N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R N/A 12646QAG2 166652.710000 PA USD 114729.030000 0.0676337 Long ABS-MBS CORP US N 2 2037-12-29 Floating 3.45526 N N N N N N FUJIKURA 353800PSDZ8VRCKVPL51 635670003 14600.000000 NS 41871.350000 0.0246835 Long EC CORP JP N 2 N N N FUJIREBIO INC. N/A 635661002 5100.000000 NS 107472.080000 0.0633557 Long EC CORP JP N 2 N N N FUJITSU LIMITED 3538000246DHJLRTUZ24 635694003 9000.000000 NS 810618.320000 0.4778660 Long EC CORP JP N 2 N N N CS FIRST BOSTON MTGE SEC CORP 2001-HE17 N/A 22540A7A0 1037311.300000 PA USD 925385.200000 0.5455221 Long ABS-MBS CORP US N 2 2032-01-25 Floating 1.56663 N N N N N N GAMESTOP CORP 549300505KLOET039L77 36467W109 53173.000000 NS USD 186105.500000 0.1097107 Long EC CORP US N 1 N N N CS FIRST BOSTON MTGE SEC CORP 2005-10 N/A 225470FM0 336022.710000 PA USD 149591.900000 0.0881856 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6 Y N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-12 N/A 225470RY1 39127.050000 PA USD 31877.540000 0.0187921 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6 Y N N N N N GAP INC T2ZG1WRWZ4BUCMQL9224 364760108 12232.000000 NS USD 86113.280000 0.0507645 Long EC CORP US N 1 N N N GARMIN LTD 2549001E0HIPIJQ0W046 H2906T109 1931.000000 NS USD 144747.760000 0.0853300 Long EC CORP CH N 1 N N N CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP N/A 126458AD0 12000.000000 PA USD 11924.940000 0.0070298 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 459999.940000 PA USD 552754.980000 0.3258535 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604103 81921.000000 NS USD 650452.740000 0.3834471 Long EC CORP US N 1 N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAC8 102000.000000 PA USD 100843.580000 0.0594481 Long DBT CORP US N 2 2020-08-01 Fixed 4 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAA2 10000.000000 PA USD 9349.790000 0.0055118 Long DBT CORP US N 2 2022-08-01 Fixed 4.5 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAB0 16000.000000 PA USD 14599.520000 0.0086065 Long DBT CORP US N 2 2024-08-01 Fixed 5 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 169000.000000 NS USD 139741.880000 0.0823790 Long EP CORP US N 2 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334104 3298.000000 NS USD 174035.460000 0.1025953 Long EC CORP US N 1 N N N DEALER TIRE LLC / DT ISSUER LLC N/A 24229JAA1 2000.000000 PA USD 1615.000000 0.0009521 Long DBT CORP US N 2 2028-02-01 Fixed 8 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 42231.000000 NS USD 877560.180000 0.5173288 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 23104.000000 NS USD 1727255.040000 1.0182308 Long EC CORP US N 1 N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251525AT8 26000.000000 PA USD 25491.080000 0.0150272 Long DBT CORP DE N 2 2020-07-13 Fixed 2.7 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251525AV3 28000.000000 PA USD 27593.690000 0.0162667 Long DBT CORP DE N 2 2020-07-13 Floating 2.81788 N N N N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 092528900 11569.000000 NS 217082.590000 0.1279719 Long EC CORP GB N 2 N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 590000.000000 PA USD 561682.270000 0.3311162 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 150000.000000 PA USD 138974.990000 0.0819269 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 23422RAB8 107000.000000 PA USD 77839.290000 0.0458869 Long DBT CORP US N 2 2023-09-01 Fixed 7.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 25272YAE3 96530.000000 PA USD 73121.480000 0.0431057 Long LON CORP US N 2 2023-09-02 Floating 4.75 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 16000.000000 PA USD 15648.400000 0.0092249 Long DBT CORP US N 2 2029-07-01 Fixed 3.6 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141G104 1151.000000 NS USD 177933.090000 0.1048930 Long EC CORP US N 1 N N N GOODYEAR TIRE & RUBBER CO/THE 5493002BI0S2ZQUY3437 382550101 28747.000000 NS USD 167307.540000 0.0986291 Long EC CORP US N 1 N N N DUBAI WORLD CORP N/A 922KUQII3 99397.610000 PA USD 92688.270000 0.0546405 Long LON CORP AE N 2 2022-09-30 Fixed 3 N N Y N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AJ6 1000.000000 PA USD 968.800000 0.0005711 Long DBT CORP US N 2 2023-03-15 Fixed 2.95 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 7000.000000 PA USD 7290.940000 0.0042981 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AL1 14000.000000 PA USD 13527.450000 0.0079745 Long DBT CORP US N 2 2022-09-15 Fixed 2.4 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AP2 6000.000000 PA USD 5903.990000 0.0034804 Long DBT CORP US N 2 2022-11-15 Fixed 3.125 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AQ0 8000.000000 PA USD 7961.620000 0.0046934 Long DBT CORP US N 2 2024-11-15 Fixed 3.55 N N N N N N EGCLO 2018-1A N/A 29915RAA1 800000.000000 PA USD 777291.280000 0.4582195 Long ABS-CBDO CORP KY N 2 2028-05-28 Floating 2.53325 N N N N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 965XVFII6 12000.000000 PA USD 11512.500000 0.0067867 Long LON CORP US N 2 2027-02-04 Floating 3.40438 N N N N N N GUNGHO ONLINE ENTERTAINMENT INC 529900TH7FB4RV6F5S47 B064D8904 4700.000000 NS 65511.520000 0.0386196 Long EC CORP JP N 2 N N N GUNMA BANK LTD 54930054A69VC4I5BP89 639808005 29200.000000 NS 88134.670000 0.0519561 Long EC CORP JP N 2 N N N EMC CORPORATION KDMDXRWU7UTJ30FC8R59 268648AQ5 111000.000000 PA USD 110783.550000 0.0653078 Long DBT CORP US N 2 2020-06-01 Fixed 2.65 N N N N N N EMC MORTGAGE LOAN TRUST 2002-B N/A 268668BD1 33388.040000 PA USD 30643.540000 0.0180646 Long ABS-MBS CORP US N 2 2041-02-25 Floating 2.24663 N N N N N N H&R BLOCK INC 549300CE3KUCWLZBG404 093671105 1613.000000 NS USD 22711.040000 0.0133883 Long EC CORP US N 1 N N N EMERALD BAY SA 2221008SU8XG8LZVS860 ACI0YB9V6 4000.000000 PA 4279.250000 0.0025227 Long DBT CORP LU N 2 2020-10-08 None 0 N N N N N N HACHIJUNI BANK LTD/THE FE70I3MHDCWOZWK19W48 640062006 8500.000000 NS 30624.260000 0.0180532 Long EC CORP JP N 2 N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AL4 4000.000000 PA USD 1999.440000 0.0011787 Long DBT CORP US N 2 2028-05-15 Fixed 4.95 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005N100 35293.000000 NS USD 509277.990000 0.3002235 Long EC CORP US N 1 N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAP8 3000.000000 PA USD 2541.940000 0.0014985 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAQ6 7000.000000 PA USD 5515.670000 0.0032515 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAR4 6000.000000 PA USD 4678.830000 0.0027582 Long DBT CORP US N 2 2050-05-15 Fixed 5 N N N N N N ENSCO JERSEY FINANCE LIMITED N/A 29359WAB1 2000.000000 PA USD 550.000000 0.0003242 Long DBT CORP JE N 2 2024-01-31 Fixed 3 N N N Y N VALARIS PLC USD XXXX N N N HARLEY-DAVIDSON INC ZDNAWZWXIKMWI51R2A08 412822108 1884.000000 NS USD 35664.120000 0.0210243 Long EC CORP US N 1 N N N HARVEY NORMAN HOLDINGS 529900ONRWOF42PYKU59 617350905 11857.000000 NS 21771.320000 0.0128344 Long EC CORP AU N 2 N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 29373UAC5 101734.880000 PA USD 54529.900000 0.0321458 Long LON CORP US N 2 2025-10-10 Floating 4.7394 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 2000.000000 PA USD 1974.380000 0.0011639 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 2000.000000 PA USD 1822.040000 0.0010741 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AM7 4000.000000 PA USD 3992.530000 0.0023536 Long DBT CORP US N 2 2021-08-15 Fixed 3.6 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AP0 12000.000000 PA USD 11713.560000 0.0069052 Long DBT CORP US N 2 2021-08-15 Floating 2.56175 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 2000.000000 PA USD 1995.400000 0.0011763 Long DBT CORP US N 2 2023-04-20 Fixed 3.9 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 26907YAB0 4000.000000 PA USD 3142.200000 0.0018524 Long DBT CORP US N 2 2027-10-01 Fixed 4.625 N N N N N N HEINEKEN HOLDING NV 724500M1WJLFM9TYBS04 B0CCH4904 891.000000 NS 69434.260000 0.0409321 Long EC CORP NL N 2 N N N EUROSAIL PLC 2007-3A N/A 29880YAJ8 235137.600000 PA 266508.830000 0.1571091 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.4555 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01JMT5 388025.330000 PA 475965.870000 0.2805857 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.4555 N N N N N N EUROSAIL PLC 2007-3X N/A B23DWGII5 141082.560000 PA 159905.300000 0.0942655 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.4555 N N N N N N EUROSAIL PLC 2007-6NCX N/A B29Q4HII9 504794.200000 PA 585842.120000 0.3453587 Long ABS-MBS CORP GB N 2 2045-09-13 Floating 1.2055 N N N N N N ALSTOM SA 96950032TUYMW11FB530 B0DJ8Q909 1382.000000 NS 57065.690000 0.0336407 Long EC CORP FR N 2 N N N EXELA INTERMEDIATE LLC / EXELA FINANCE INC N/A 30162RAA9 16000.000000 PA USD 4320.000000 0.0025467 Long DBT CORP US N 2 2023-07-15 Fixed 10 N N N N N N HENNES & MAURITZ AB 529900O5RR7R39FRDM42 568743900 19671.000000 NS 251725.680000 0.1483943 Long EC CORP SE N 2 N N N EYECARE PARTNERS LLC N/A 30233PAC4 976.730000 PA USD 807.430000 0.0004760 Long LON CORP US N 2 2027-02-18 Floating 0.5 N N N N N N EYECARE PARTNERS LLC N/A 30233PAB6 4186.000000 PA USD 3460.430000 0.0020400 Long LON CORP US N 2 2027-02-05 Floating 4.822 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 6000.000000 PA USD 6487.960000 0.0038247 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N HITACHI LTD 549300T6IPOCDWLKC615 642910004 37100.000000 NS 1065749.130000 0.6282677 Long EC CORP JP N 2 N N N HOKURIKU ELECTRIC POWER COMPANY 353800Z4ZNGBULYR8W57 643312002 14900.000000 NS 104246.850000 0.0614544 Long EC CORP JP N 2 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106108 3672.000000 NS USD 90000.720000 0.0530562 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209S103 16539.000000 NS USD 639563.130000 0.3770276 Long EC CORP US N 1 N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 643514003 48900.000000 NS 1094207.420000 0.6450441 Long EC CORP JP N 2 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 054052907 346734.000000 NS 1946484.560000 1.1474684 Long EC CORP GB N 2 N N N HUNTSMAN CORPORATION 5299000V56320A7RIQ67 447011107 1853.000000 NS USD 26738.790000 0.0157627 Long EC CORP US N 1 N N N FCE BANK PLC TU5V87TL5Q0UV1EW4H93 ACI08P472 100000.000000 PA 101985.110000 0.0601210 Long DBT CORP GB N 2 2021-06-24 Fixed 1.875 N N N N N N IHEARTMEDIA INC N/A 45174J509 1656.000000 NS USD 12105.360000 0.0071362 Long EC CORP US N 1 N N N IHEARTMEDIA INC N/A 45174J608 23.000000 NS USD 151.320000 0.0000892 Long EC CORP US N 3 N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 3805.000000 NS USD 30896.600000 0.0182138 Long EC CORP JE N 1 N N N IMPERIAL BRANDS PLC (AKA: IMPERIAL TOBACCO GROUP PLC) 549300DFVPOB67JL3A42 045449907 9635.000000 NS 177817.270000 0.1048247 Long EC CORP GB N 2 N N N INPEX CORPORATION 353800VHYYADPR6MXQ47 B10RB1904 11500.000000 NS 64515.680000 0.0380325 Long EC CORP JP N 2 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 10888.000000 NS USD 589258.560000 0.3473727 Long EC CORP US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) VGRQXHF3J8VDLUA7XE92 459200101 25848.000000 NS USD 2867318.640000 1.6903075 Long EC CORP US N 1 N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 8549.000000 NS USD 266130.370000 0.1568860 Long EC CORP US N 1 N N N INVESCO LTD ECPGFXU8A2SHKVVGJI15 G491BT108 6980.000000 NS USD 63378.400000 0.0373621 Long EC CORP BM N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 2771.000000 NS USD 65949.800000 0.0388779 Long EC CORP US N 1 N N N AMERICAN AIRLINES GROUP INC N/A 02376R102 42086.000000 NS USD 513028.340000 0.3024344 Long EC CORP US N 1 N N N ISRAEL CHEMICALS LTD 529900FQVQD88SHIGM04 645553900 27903.000000 NS 88867.460000 0.0523881 Long EC CORP IL N 2 N N N ITOCHU CORPORATION J48DJYXDTLHM30UMYI18 646780007 23100.000000 NS 478045.480000 0.2818117 Long EC CORP JP N 2 N N N J SAINSBURY PLC 213800VGZAAJIKJ9Y484 B019KW907 105299.000000 NS 272451.580000 0.1606124 Long EC CORP GB N 2 N N N JABIL INC 5493000CGCQY2OQU7669 466313103 7703.000000 NS USD 189339.740000 0.1116173 Long EC CORP US N 1 N N N JAPAN AIRLINES CO LTD 3538002MH5L1QZZ93477 000000000 10700.000000 NS 196638.600000 0.1159200 Long EC CORP JP N 2 N N N JAPAN POST HOLDINGS CO LTD 5299003D9N4JBS256X18 BYT814908 42500.000000 NS 332461.050000 0.1959885 Long EC CORP JP N 2 N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 647453901 36900.000000 NS 682527.770000 0.4023556 Long EC CORP JP N 2 N N N FHLMC PASS THRU POOLS N/A 3132DMH40 500000.840000 PA USD 534096.170000 0.3148540 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537101 4596.000000 NS USD 367588.080000 0.2166961 Long EC CORP US N 1 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625H100 22544.000000 NS USD 2029636.320000 1.1964870 Long EC CORP US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816109 6420.000000 NS USD 549616.200000 0.3240032 Long EC CORP US N 1 N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3 N/A 320516AA5 274843.290000 PA USD 226898.470000 0.1337585 Long ABS-MBS CORP US N 2 2036-06-25 Floating 3.76525 Y N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 410000.000000 PA USD 400335.690000 0.2360011 Long DBT CORP US N 2 2022-07-15 Fixed 2.85 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 2000.000000 PA USD 1908.990000 0.0011254 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N K+S AG 529900YURAYD4IJX2J91 ACI00RQT4 8136.000000 NS 46811.030000 0.0275955 Long EC CORP DE N 2 N N N KAWASAKI HEAVY INDUSTRIES LTD (KHI) 5493008FFSI8SQ74AT93 648462000 7500.000000 NS 107908.930000 0.0636132 Long EC CORP JP N 2 N N N KDDI CORPORATION 5299003FU7V4I45FU310 624899902 1300.000000 NS 38400.160000 0.0226372 Long EC CORP JP N 2 N N N KEPPEL CORPORATION LIMITED 254900SQ7IPDOY6IDW33 B1VQ5C905 35300.000000 NS 131291.980000 0.0773977 Long EC CORP SG N 2 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874784 55842.000000 NS USD 1354168.500000 0.7982933 Long EC CORP US N 1 N N N KERRY PROPERTIES LIMITED 5299006T5ULIIRZ7LK49 648631901 44000.000000 NS 115059.730000 0.0678286 Long EC CORP BM N 2 N N N KINGBOARD HOLDINGS LTD (AKA: KINGBOARD CHEMICAL HOLDINGS LT) 529900G89MY26MMSDR76 649131901 34500.000000 NS 79978.950000 0.0471482 Long EC CORP KY N 2 N N N KINGFISHER PLC 213800KBMEV7I92FY281 331952903 31088.000000 NS 54606.340000 0.0321909 Long EC CORP GB N 2 N N N KIRIN HOLDINGS COMPANY LIMITED 353800GBVL72LLMTYM96 649374006 12600.000000 NS 248853.040000 0.1467009 Long EC CORP JP N 2 N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480100 1479.000000 NS USD 212591.460000 0.1253244 Long EC CORP US N 1 N N N KOBE STEEL LTD 549300ZDCYYUPHEE5K87 649602000 49900.000000 NS 153477.960000 0.0904765 Long EC CORP JP N 2 N N N KOHLS CORPORATION 549300JF6LPRTRJ0FH50 500255104 6522.000000 NS USD 95155.980000 0.0560952 Long EC CORP US N 1 N N N KOMATSU LTD 5493004LQ0B4T7QPQV17 649658002 5200.000000 NS 84153.760000 0.0496093 Long EC CORP JP N 2 N N N KONICA MINOLTA INC 549300SVK6KRUOL1A740 649670007 42500.000000 NS 171226.660000 0.1009395 Long EC CORP JP N 2 N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 595607904 54443.000000 NS 130195.420000 0.0767513 Long EC CORP NL N 2 N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044101 41599.000000 NS USD 1252961.880000 0.7386311 Long EC CORP US N 1 N N N KURARAY CO LTD 549300W9JPTOE739QZ31 649766003 11900.000000 NS 119730.900000 0.0705823 Long EC CORP JP N 2 N N N KYB CORP (AKA: KAYABA INDUSTRY CO LTD; KYB CO LTD) N/A 648500007 1200.000000 NS 22887.460000 0.0134923 Long EC CORP JP N 2 N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797104 6733.000000 NS USD 77833.480000 0.0458835 Long EC CORP US N 1 N N N LAGARDERE SCA 969500VX2NV2AQQ65G45 454721002 13885.000000 NS 172871.170000 0.1019090 Long EC CORP FR N 2 N N N LEGAL & GENERAL GROUP PLC 213800JH9QQWHLO99821 056039902 20302.000000 NS 47967.500000 0.0282772 Long EC CORP GB N 2 N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 N53745100 12951.000000 NS USD 642758.130000 0.3789111 Long EC CORP NL N 1 N N N MACQUARIE INFRASTRUCTURE CORPORATION 529900IZSJ64GH477714 55608B105 3071.000000 NS USD 77542.750000 0.0457121 Long EC CORP US N 1 N N N MACYS INC 529900NZQ81TIOW3CW52 55616P104 26738.000000 NS USD 131283.580000 0.0773927 Long EC CORP US N 1 N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222955 1814.000000 NS 57888.680000 0.0341258 Long EC CORP CA N 1 N N N MANPOWERGROUP INC ERO1WSFOSR0JJ6CRQ987 56418H100 778.000000 NS USD 41226.220000 0.0243032 Long EC CORP US N 1 N N N MAPFRE SA 95980020140005693107 B1G40S901 24878.000000 NS 42202.960000 0.0248790 Long EC CORP ES N 2 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 4664.000000 NS USD 110163.680000 0.0649424 Long EC CORP US N 1 N N N AMP LIMITED 5299000D93LTLU0UJR35 670995901 282903.000000 NS 231030.580000 0.1361944 Long EC CORP AU N 2 N N N MARKS AND SPENCER GROUP PLC 213800EJP14A79ZG1X44 312748908 100739.000000 NS 122119.360000 0.0719903 Long EC CORP GB N 2 N N N MARUBENI CORPORATION 4P4N3ORD02UGQT1T1W12 656946001 52800.000000 NS 262049.610000 0.1544804 Long EC CORP JP N 2 N N N MATTEL INC 549300VELLG24KHTJ564 577081102 21343.000000 NS USD 188031.830000 0.1108463 Long EC CORP US N 1 N N N MAZDA MOTOR CORPORATION 52990044YZJLICDQKK92 690030002 38000.000000 NS 200672.450000 0.1182980 Long EC CORP JP N 2 N N N MCKESSON CORPORATION 549300WZWOM80UCFSF54 58155Q103 498.000000 NS USD 67359.480000 0.0397090 Long EC CORP US N 1 N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933Y105 23185.000000 NS USD 1783853.900000 1.0515963 Long EC CORP US N 1 N N N METCASH LIMITED 25490065W4SN3LZMX216 B0744W900 20144.000000 NS 39054.810000 0.0230231 Long EC CORP AU N 2 N N N METRO AG (AKA: METRO WHOLESALE & FOOD SPECIALIST AG) 5299006EQ03K3SSUYS12 ACI0W3ZM7 23350.000000 NS 198876.170000 0.1172391 Long EC CORP DE N 2 N N N MICHELIN (COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA) 549300SOSI58J6VIW052 458836004 3144.000000 NS 275366.470000 0.1623308 Long EC CORP FR N 2 N N N MILLICOM INTERNATIONAL CELLULAR SA 549300CTHC1CP86P2G96 B00L2M903 4130.000000 NS 114745.940000 0.0676437 Long EC CORP LU N 2 N N N MITSUBISHI CHEMICAL HOLDINGS CORPORATION 353800YNKX4RQUGAR072 B0JQTJ900 7700.000000 NS 45722.840000 0.0269540 Long EC CORP JP N 2 N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 659678007 16800.000000 NS 355357.530000 0.2094861 Long EC CORP JP N 2 N N N MITSUBISHI HEAVY INDUSTRIES LTD (MHI) 353800TJ98PCAZROVE69 659706006 15900.000000 NS 400710.560000 0.2362221 Long EC CORP JP N 2 N N N MITSUBISHI MATERIALS CORPORATION 35380076QOBOSOUBRT89 659708002 5700.000000 NS 116525.640000 0.0686928 Long EC CORP JP N 2 N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 633517909 310400.000000 NS 1161378.000000 0.6846417 Long EC CORP JP N 2 N N N MITSUI & CO LTD 2NRSB4GOU9DD6CNW5R48 659730006 37100.000000 NS 515085.220000 0.3036469 Long EC CORP JP N 2 N N N MITSUI E&S HOLDINGS CO LTD (AKA MITSUI ENGINEERING & SHIPBUILDING CO) 5493007T2YKKWF2NYN82 659738009 9300.000000 NS 44666.210000 0.0263311 Long EC CORP JP N 2 N N N MIXI INC 529900IL3THMH0SFYQ49 B1BSCX909 7000.000000 NS 101797.110000 0.0600102 Long EC CORP JP N 2 N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 659101901 680900.000000 NS 781182.460000 0.4605134 Long EC CORP JP N 2 N N N MOSAIC CO/THE 2YD5STGSJNMUB7H76907 61945C103 13402.000000 NS USD 145009.640000 0.0854844 Long EC CORP US N 1 N N N FNMA PASS THRU POOLS N/A 3138YAGT6 19235.540000 PA USD 20187.850000 0.0119009 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3 N N N N N N MS&AD INSURANCE GROUP HOLDINGS INC 529900CXROT5S2HMMP26 B2Q4CS905 2500.000000 NS 69752.800000 0.0411198 Long EC CORP JP N 2 N N N MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE) 529900MUF4C20K50JS49 529412900 3103.000000 NS 623920.820000 0.3678064 Long EC CORP DE N 2 N N N NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 662460005 73899.000000 NS 758046.850000 0.4468747 Long EC CORP AU N 2 N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 633067954 5443.000000 NS 210363.650000 0.1240111 Long EC CORP CA N 1 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 BDR05C901 103356.000000 NS 1207639.340000 0.7119131 Long EC CORP GB N 2 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752103 1460.000000 NS USD 331478.400000 0.1954092 Long EC CORP US N 1 N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 1130.000000 NS 183868.100000 0.1083917 Long EP CORP GB N 2 N N N NATIXIS SA KX1WK48MPD4Y2NCUIZ63 B1HDJL905 9491.000000 NS 30221.570000 0.0178159 Long EC CORP FR N 2 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938C108 33923.000000 NS USD 257136.340000 0.1515839 Long EC CORP US N 1 N N N NEC CORPORATION 5493000QYMPFRTEY4K28 664040003 6800.000000 NS 247609.780000 0.1459680 Long EC CORP JP N 2 N N N AOYAMA TRADING 549300FYZLM486BSOQ14 604587006 7000.000000 NS 59886.810000 0.0353038 Long EC CORP JP N 2 N N N NEW YORK COMMUNITY BANCORP INC 529900HVXOTLY61GL030 649445103 14283.000000 NS USD 134117.370000 0.0790633 Long EC CORP US N 1 N N N NEXT PLC 213800WQD8ECPZP9PH98 320898901 1812.000000 NS 90905.850000 0.0535897 Long EC CORP GB N 2 N N N NH FOODS LTD 353800NLDBIOUQILWU82 664076007 2600.000000 NS 90481.500000 0.0533396 Long EC CORP JP N 2 N N N NIELSEN HOLDINGS PLC 549300ZVCBHQE0XHG367 G6518L108 4632.000000 NS USD 58085.280000 0.0342417 Long EC CORP GB N 1 N N N NIKON CORPORATION 549300X7LIS9RFELXJ98 664232006 2300.000000 NS 21109.990000 0.0124445 Long EC CORP JP N 2 N N N FNMA PASS THRU POOLS N/A 3140X4LU8 2500522.310000 PA USD 2668853.750000 1.5733108 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N NIPPON ELECTRIC GLASS 529900NCIGSAX4V03234 664266004 4000.000000 NS 53268.090000 0.0314020 Long EC CORP JP N 2 N N N NIPPON LIGHT METAL HOLDINGS COMPANY LTD 353800J9KCFJSF2CGT47 B51WP2906 28000.000000 NS 43595.400000 0.0256998 Long EC CORP JP N 2 N N N NIPPON PAPER INDUSTRIES CO LTD N/A B8B8PJ905 12300.000000 NS 174881.730000 0.1030942 Long EC CORP JP N 2 N N N NIPPON STEEL CORPORATION 35380065QWQ4U2V3PA33 664256005 22400.000000 NS 190944.520000 0.1125633 Long EC CORP JP N 2 N N N NIPPON TELEGRAPH & TELEPHONE CORP (NTT) 353800VHQU5VIXVUA841 664137007 48300.000000 NS 1155172.570000 0.6809836 Long EC CORP JP N 2 N N N NIPRO CORPORATION 353800AKDDNW0E810O26 664159001 8000.000000 NS 94103.150000 0.0554746 Long EC CORP JP N 2 N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 664286002 161900.000000 NS 541670.270000 0.3193190 Long EC CORP JP N 2 N N N NOK N/A 664242005 8600.000000 NS 94190.070000 0.0555258 Long EC CORP JP N 2 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 664310000 139300.000000 NS 587860.020000 0.3465482 Long EC CORP JP N 2 N N N NOMURA REAL ESTATE HOLDINGS INC N/A B1CWJM906 3600.000000 NS 58250.700000 0.0343393 Long EC CORP JP N 2 N N N NORDEA BANK ABP 529900ODI3047E2LIV03 BYZF9J904 52831.000000 NS 297195.990000 0.1751994 Long EC CORP FI N 2 N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664100 9049.000000 NS USD 138811.660000 0.0818306 Long EC CORP US N 1 N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844108 1562.000000 NS USD 228052.000000 0.1344385 Long EC CORP US N 1 N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 668771108 17867.000000 NS USD 334291.570000 0.1970676 Long EC CORP US N 1 N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAA9 82000.000000 PA USD 76334.620000 0.0449999 Long DBT CORP US N 2 2022-03-15 Fixed 6.75 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 45000.000000 PA USD 33356.030000 0.0196636 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N NSK LTD 353800FVQK6SULSPBC69 664154002 15800.000000 NS 100570.030000 0.0592868 Long EC CORP JP N 2 N N N NTT DOCOMO INC 353800TVPXCGWDZIIU09 612927905 17800.000000 NS 556660.770000 0.3281560 Long EC CORP JP N 2 N N N OKI ELECTRIC INDUSTRY 529900VJ2Q0182B3J852 665768008 8400.000000 NS 78523.280000 0.0462901 Long EC CORP JP N 2 N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919106 1408.000000 NS USD 77299.200000 0.0455685 Long EC CORP US N 1 N N N OMV AG 549300V62YJ9HTLRI486 465145001 674.000000 NS 18445.280000 0.0108736 Long EC CORP AT N 2 N N N ORANGE SA (AKA: FRANCE TELECOM SA) 969500MCOONR8990S771 517617908 60301.000000 NS 730091.540000 0.4303949 Long EC CORP FR N 2 N N N ARC RESOURCES LTD FIR47I6FEYKYNJBYW622 00208D960 29766.000000 NS 85662.120000 0.0504985 Long EC CORP CA N 1 N N N ORIX CORPORATION 35380016EMHNBOVYE123 666114004 16500.000000 NS 196855.920000 0.1160482 Long EC CORP JP N 2 N N N OSAKA GAS CO LTD 353800024KMNOPQRWZ02 666176003 3500.000000 NS 65721.700000 0.0387435 Long EC CORP JP N 2 N N N FRONERI US INC N/A G3679YAG7 1000.000000 PA USD 950.000000 0.0005600 Long LON CORP GB N 3 2028-01-31 Floating 6.7394 N N N N N N FRONERI US INC N/A G3679YAC6 10000.000000 PA USD 9600.000000 0.0056593 Long LON CORP GB N 3 2027-01-29 Floating 3.2394 N N N N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906EAJ9 25801.010000 PA USD 24467.950000 0.0144241 Long LON CORP US N 2 2024-06-15 Floating 5.3495 N N N N N N FRONTIER COMMUNICATIONS CORPORATION 549300ZCZ76HYCS0H445 35906ABC1 10000.000000 PA USD 9918.300000 0.0058469 Long DBT CORP US N 2 2027-04-01 Fixed 8 N N N N N N PANASONIC CORPORATION 254900GE1G59KGWPHX32 657270005 2400.000000 NS 18168.970000 0.0107108 Long EC CORP JP N 2 N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAA9 300000.000000 PA USD 300339.000000 0.1770523 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAB7 300000.000000 PA USD 315892.500000 0.1862212 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 368266AQ5 30000.000000 PA USD 30568.140000 0.0180202 Long DBT CORP LU N 2 2021-01-23 Fixed 5.999 N N N N N N PCCW LIMITED 254900SI7GPUPA1TJX39 657407904 101000.000000 NS 55384.960000 0.0326499 Long EC CORP HK N 2 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GT95 41000.000000 PA USD 44382.480000 0.0261638 Long DBT CORP US N 2 2026-01-05 Fixed 5.55 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4B7 8000.000000 PA USD 10009.170000 0.0059005 Long DBT CORP US N 2 2039-01-10 Fixed 6.875 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G2T0 8000.000000 PA USD 8020.640000 0.0047282 Long DBT CORP US N 2 2020-05-04 Fixed 5.55 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3A0 1000.000000 PA USD 1156.620000 0.0006818 Long DBT CORP US N 2 2037-08-07 Fixed 6.15 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 3000.000000 PA USD 2979.730000 0.0017566 Long DBT CORP US N 2 2025-02-15 Fixed 2.65 N N N N N N PEYTO EXPLORATION & DEVELOPMENT CORP 549300WZKJ63UJDWP310 717046957 38643.000000 NS 40913.860000 0.0241191 Long EC CORP CA N 1 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 19000.000000 PA USD 16381.180000 0.0096568 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 65635.000000 NS USD 2142326.400000 1.2629187 Long EC CORP US N 1 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 3000.000000 PA USD 2797.410000 0.0016491 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 13210.000000 NS USD 963801.600000 0.5681688 Long EC CORP US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 810.000000 NS USD 43456.500000 0.0256180 Long EC CORP US N 1 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 12478.000000 NS USD 438976.040000 0.2587799 Long EC CORP US N 1 N N N ARTIS REAL ESTATE INVESTMENT TRUST 549300OG2O5VI2N1XS44 04315L956 15966.000000 NS 90534.130000 0.0533706 Long EC CORP CA N 1 N N N ASAHI KASEI CORPORATION 353800GPI4Z3MGDGN142 605460005 4200.000000 NS 29428.640000 0.0173484 Long EC CORP JP N 2 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 166584.830000 PA USD 1636029.630000 0.9644527 Long STIV RF US N 1 N N N PINNACLE WEST CAPITAL CORPORATION TWSEY0NEDUDCKS27AH81 723484101 1737.000000 NS USD 131647.230000 0.0776071 Long EC CORP US N 1 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479100 58430.000000 NS USD 119197.200000 0.0702677 Long EC CORP US N 1 N N N ASR NEDERLAND NV 7245000G0HS48PZWUD53 BD9PNF909 2600.000000 NS 65372.680000 0.0385377 Long EC CORP NL N 2 N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475105 956.000000 NS USD 91508.320000 0.0539449 Long EC CORP US N 1 N N N POSTE ITALIANE SPA 815600354DEDBD0BA991 ACI0HG9S1 38559.000000 NS 324544.670000 0.1913217 Long EC CORP IT N 2 N N N POWER CORPORATION OF CANADA 549300BE2CB8T87IJV50 739239952 15321.000000 NS 246477.250000 0.1453003 Long EC CORP CA N 1 N N N ASSICURAZIONI GENERALI SPA 549300X5UKJVE386ZB61 405671009 38670.000000 NS 523776.910000 0.3087707 Long EC CORP IT N 2 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 15736.000000 NS USD 388364.480000 0.2289440 Long EC CORP US N 1 N N N PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 17508.000000 NS USD 1925880.000000 1.1353218 Long EC CORP US N 1 N N N PROXIMUS SA 549300CWRXC5EP004533 B00D9P907 5281.000000 NS 121275.530000 0.0714929 Long EC CORP BE N 2 N N N PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC) PUSS41EMO3E6XXNV3U28 744573106 7566.000000 NS USD 339789.060000 0.2003084 Long EC CORP US N 1 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X108 282.000000 NS USD 29353.380000 0.0173041 Long EC CORP US N 1 N N N PULTEGROUP INC N/A 745867101 6761.000000 NS USD 150905.520000 0.0889600 Long EC CORP US N 1 N N N ASSURED GUARANTY LTD 549300BBOQUJEPH87M14 G0585R106 1765.000000 NS USD 45519.350000 0.0268340 Long EC CORP BM N 1 N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AN2 2000.000000 PA USD 1891.250000 0.0011149 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 4995.000000 NS USD 337911.750000 0.1992017 Long EC CORP US N 1 N N N GRIFONAS FINANCE NO.1 PLC GRIF-1 N/A B1DFQWII3 288666.950000 PA 264120.260000 0.1557010 Long ABS-MBS CORP GB N 2 2039-08-28 Floating 0 N N N N N N QUEST DIAGNOSTICS INC. 8MCWUBXQ0WE04KMXBX50 74834L100 1914.000000 NS USD 153694.200000 0.0906040 Long EC CORP US N 1 N N N ASTELLAS PHARMA INC 529900IB708DY2HBBB35 698538006 24700.000000 NS 380561.750000 0.2243442 Long EC CORP JP N 2 N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 000000000 1639.000000 NS USD 154606.870000 0.0911420 Long EC CORP US N 1 N N N RENAULT 969500F7JLTX36OUI695 471279901 3159.000000 NS 60035.800000 0.0353916 Long EC CORP FR N 2 N N N RESONA HOLDINGS INC 52990067JE75XZCYYT81 642155907 54500.000000 NS 163407.690000 0.0963302 Long EC CORP JP N 2 N N N REXEL SA 969500N6AVPA51648T62 B1VP0K904 12280.000000 NS 90422.080000 0.0533045 Long EC CORP FR N 2 N N N RICOH COMPANY LTD 549300HFIB2GRUMDID72 673822003 52400.000000 NS 382586.950000 0.2255381 Long EC CORP JP N 2 N N N RIO TINTO LIMITED 529900X2VMAQT2PE0V24 622010007 3645.000000 NS 187788.450000 0.1107028 Long EC CORP AU N 2 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 071887004 4611.000000 NS 211378.590000 0.1246094 Long EC CORP GB N 2 N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AF3 200000.000000 PA USD 194540.200000 0.1146830 Long DBT CORP TR N 2 2022-02-21 Fixed 5.8 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 12000.000000 PA USD 10936.460000 0.0064471 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 711038901 6036.000000 NS 1942033.860000 1.1448446 Long EC CORP CH N 2 N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 43289DAH6 230046.350000 PA USD 215668.450000 0.1271383 Long LON CORP US N 2 2026-06-22 Floating 2.6966 N N N N N N HOWARD HUGHES CORP/THE 549300BVHY25JZC1KI49 44267DAB3 25000.000000 PA USD 24374.250000 0.0143688 Long DBT CORP US N 2 2025-03-15 Fixed 5.375 N N N N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 B03MLX903 79190.000000 NS 1375821.400000 0.8110578 Long EC CORP GB N 2 N N N ROYAL MAIL PLC 213800TCZZU84G8Z2M70 BDVZYZ906 169744.000000 NS 261664.140000 0.1542531 Long EC CORP GB N 2 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 ACI0H2TW1 320000.000000 PA 330795.710000 0.1950067 Long DBT CORP GB N 2 2023-09-29 Floating 6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N AT&T INC 549300Z40J86GGSTL398 00206R102 61988.000000 NS USD 1806950.200000 1.0652117 Long EC CORP US N 1 N N N RTL GROUP SA 5493000C8J3C3SZYS040 000000000 275.000000 NS 9209.190000 0.0054289 Long EC CORP LU N 2 N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 783549108 2562.000000 NS USD 67739.280000 0.0399329 Long EC CORP US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 200000.000000 PA USD 203430.960000 0.1199242 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HSI ASSET LOAN OBLIGATION 2007-1 N/A 40431TAA9 7679.700000 PA USD 6420.830000 0.0037851 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N ATCO LTD 5299005SPZ1QYL51JD25 046789954 6102.000000 NS 168972.460000 0.0996106 Long EC CORP CA N 1 N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAA4 5000.000000 PA USD 4774.470000 0.0028146 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N HUNT COMPANIES INC 549300ODPWDNCH5TKM49 445587AC2 2000.000000 PA USD 1508.940000 0.0008895 Long DBT CORP US N 2 2026-02-15 Fixed 6.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AAX5 20000.000000 PA USD 19897.000000 0.0117294 Long DBT CORP US N 2 2020-09-18 Floating 1.68938 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 67000.000000 PA USD 57415.650000 0.0338470 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 63400.000000 PA USD 60349.070000 0.0355763 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N SANOFI 549300E9PC51EN656011 567173901 22732.000000 NS 1968018.160000 1.1601626 Long EC CORP FR N 2 N N N SANTANDER CONSUMER USA HOLDINGS INC 5493004SHNXEHHZ58X76 80283M101 9777.000000 NS USD 135998.070000 0.0801720 Long EC CORP US N 1 N N N ILLINOIS ST 54930048FV8RWPR02D67 452152BM2 15000.000000 PA USD 16167.300000 0.0095308 Long DBT MUN US N 2 2035-02-01 Fixed 6.63 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 60000.000000 PA USD 59646.600000 0.0351622 Long DBT MUN US N 2 2033-06-01 Fixed 5.1 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152GS4 5000.000000 PA USD 5617.450000 0.0033115 Long DBT MUN US N 2 2035-07-01 Fixed 7.35 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AE5 400000.000000 PA USD 400355.290000 0.2360127 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 ACI0HBCQ2 13060.000000 NS 78495.620000 0.0462738 Long EP CORP DE N 2 N N N SCOR SE 96950056ULJ4JI7V3752 B1LB9P906 2587.000000 NS 56917.180000 0.0335531 Long EC CORP FR N 2 N N N SEAGATE TECHNOLOGY PLC 396PBGKP6TE3O062MS44 G7945M107 14179.000000 NS USD 691935.200000 0.4079014 Long EC CORP IE N 1 N N N SEIKO EPSON CORPORATION 549300NIOFQDR749W206 661650903 12600.000000 NS 135613.100000 0.0799450 Long EC CORP JP N 2 N N N SEKISUI HOUSE 529900GMNDOYQSAJAE76 679390005 15200.000000 NS 250678.900000 0.1477772 Long EC CORP JP N 2 N N N SEMBCORP INDUSTRIES LIMITED 254900J0FF14U6TPQM96 B08X16905 35800.000000 NS 39300.110000 0.0231677 Long EC CORP SG N 2 N N N INGERSOLL-RAND SERVICES COMPANY N/A 365556AU3 9000.000000 PA USD 8460.000000 0.0049872 Long LON CORP BM N 2 2027-03-01 Floating 2.7394 N N N N N N INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC) N/A 20752TAA2 6000.000000 PA USD 4980.000000 0.0029358 Long DBT CORP LU N 2 2026-10-01 Fixed 6.75 N N N N N N INTELSAT (LUXEMBOURG) SA 54930027UF5LR7S2XC75 458204AP9 54000.000000 PA USD 27405.000000 0.0161555 Long DBT CORP LU N 2 2021-06-01 Fixed 7.75 N N N N N N INTELSAT CONNECT FINANCE SA 549300T8SOCBO2H77X11 45827AAD5 20000.000000 PA USD 7500.000000 0.0044213 Long DBT CORP LU N 2 2023-02-15 Fixed 9.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAP0 28000.000000 PA USD 17395.140000 0.0102546 Long DBT CORP LU N 2 2023-08-01 Fixed 5.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAY1 39000.000000 PA USD 24618.950000 0.0145131 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TBA2 90000.000000 PA USD 57235.950000 0.0337411 Long DBT CORP LU N 2 2024-10-15 Fixed 8.5 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAR6 34000.000000 PA USD 33064.830000 0.0194920 Long DBT CORP LU N 2 2024-02-15 Fixed 8 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAF2 14000.000000 PA USD 13055.000000 0.0076960 Long LON CORP LU N 2 2023-11-27 Floating 5.682 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAH8 13000.000000 PA USD 12220.000000 0.0072038 Long LON CORP LU N 2 2024-01-02 Fixed 6.625 N N N N N N SEVEN & I HOLDINGS CO LTD 52990037G8JRM3TWGY86 B0FS5D909 10600.000000 NS 350063.720000 0.2063654 Long EC CORP JP N 2 N N N INTERNET BRANDS INC (MH SUB I LLC) N/A 45567YAJ4 19500.000000 PA USD 16965.000000 0.0100010 Long LON CORP US N 2 2024-09-13 Floating 4.822 N N N N N N INTRADO CORPORATION 5493005Z5DB0O5S30R71 68162RAC5 8843.500000 PA USD 6809.500000 0.0040143 Long LON CORP US N 3 2024-10-10 Floating 5.4456 N N N N N N SHAW COMMUNICATIONS INC 549300SCT0RG6178CI40 82028K952 4469.000000 NS 72498.590000 0.0427385 Long EC CORP CA N 1 N N N ISTAR INC (AKA: ISTAR FINANCIAL INC) QFFLKWYYS3UPWD86E794 45031UCD1 3000.000000 PA USD 2792.810000 0.0016464 Long DBT CORP US N 2 2022-09-15 Fixed 5.25 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AM7 4000.000000 PA USD 3977.290000 0.0023446 Long DBT CORP US N 2 2022-11-15 Fixed 2.7 N N N N N N SHIMAO PROPERTY HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 B16YNS901 62000.000000 NS 214868.440000 0.1266667 Long EC CORP KY N 2 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 606558005 68530.000000 NS 718701.200000 0.4236802 Long EC CORP AU N 2 N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 47232UAB0 3979.940000 PA USD 3348.120000 0.0019737 Long LON CORP US N 2 2026-06-03 Floating 4.25 N N N N N N SIGNET JEWELERS LIMITED 549300N3XPGE91WV7M22 G81276100 18852.000000 NS USD 121595.400000 0.0716815 Long EC CORP BM N 1 N N N SIGNIFY NV (AKA: PHILIPS LIGHTING NV/PHILIPS LIGHTING NEWCO BV) 549300072P3J1X8NZO35 BYY7VY905 14069.000000 NS 272660.240000 0.1607354 Long EC CORP NL N 2 N N N JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3 N/A 466308AE3 71149.860000 PA USD 58482.500000 0.0344759 Long ABS-MBS CORP US N 2 2037-05-26 Variable 5.69224 N N N N N N JP MORGAN MORTGAGE TRUST 2006-S2 N/A 46628YBM1 96981.070000 PA USD 61214.050000 0.0360862 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 Y N N N N N SJM HOLDINGS LIMITED 529900XEAB40COT5ZL30 B2NR3Y904 244000.000000 NS 203601.730000 0.1200249 Long EC CORP HK N 2 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 481334902 34314.000000 NS 229802.800000 0.1354706 Long EC CORP SE N 2 N N N SKANSKA AB 549300UINV5RINHGMG07 714209905 4779.000000 NS 71919.950000 0.0423974 Long EC CORP SE N 2 N N N SKYLARK HOLDINGS CO LTD N/A BQQD16902 6500.000000 NS 96362.260000 0.0568063 Long EC CORP JP N 2 N N N SKYWORTH GROUP LIMITED 529900LRFQSJWSSXY627 622882900 486000.000000 NS 102687.220000 0.0605349 Long EC CORP BM N 2 N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AG0 10000.000000 PA USD 9021.700000 0.0053184 Long DBT CORP US N 2 2024-04-01 Fixed 5.875 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 596651901 57405.000000 NS 940416.700000 0.5543832 Long EC CORP FR N 2 N N N SOFTBANK CORP 353800M1YCTS9JRBJ535 BF5M0K909 16500.000000 NS 210188.190000 0.1239076 Long EC CORP JP N 2 N N N SOJITZ CORPORATION 5493004SE33MRLPB1W98 659414908 34400.000000 NS 80655.790000 0.0475472 Long EC CORP JP N 2 N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAD8 20000.000000 PA USD 19483.810000 0.0114859 Long DBT CORP US N 2 2026-06-01 Fixed 3 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAK2 4000.000000 PA USD 3940.080000 0.0023227 Long DBT CORP US N 2 2025-07-15 Fixed 3.95 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAU0 18000.000000 PA USD 17209.860000 0.0101454 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAA6 385000.000000 PA USD 401288.200000 0.2365626 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.5 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AM8 3000.000000 PA USD 2392.500000 0.0014104 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N LAMAR MEDIA CORP N/A 513075BQ3 2000.000000 PA USD 1889.760000 0.0011140 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 516806AF3 3000.000000 PA USD 1211.250000 0.0007140 Long DBT CORP US N 2 2025-01-15 Fixed 9.5 N N N N N N LAREDO PETROLEUM INC 549300X0PTWU2QSLSL14 516806AG1 2000.000000 PA USD 775.000000 0.0004569 Long DBT CORP US N 2 2028-01-15 Fixed 10.125 N N N N N N SSE PLC 549300KI75VYLLMSK856 079087003 18226.000000 NS 292874.520000 0.1726519 Long EC CORP GB N 2 N N N LEGACY MORTGAGE ASSET TRUST 2017-RPL1 N/A 52472WAA7 966993.200000 PA USD 956876.710000 0.5640865 Long ABS-MBS CORP US N 2 2070-01-28 Floating 3.35338 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 040828907 86980.000000 NS 480894.420000 0.2834911 Long EC CORP GB N 2 N N N STANDARD LIFE ABERDEEN PLC 0TMBS544NMO7GLCE7H90 BF8Q6K901 35492.000000 NS 97950.960000 0.0577429 Long EC CORP GB N 2 N N N LEVEL 3 FINANCING INC N/A 527298BP7 2000.000000 PA USD 1914.800000 0.0011288 Long DBT CORP US N 2 2027-03-01 Fixed 3.4 N N N N N N LEVEL 3 FINANCING INC N/A 527298BQ5 10000.000000 PA USD 9440.900000 0.0055655 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAA2 2000.000000 PA USD 1802.630000 0.0010627 Long DBT CORP US N 2 2027-12-15 Fixed 3.875 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 200000.000000 PA USD 179899.000000 0.1060519 Long DBT CORP GB N 2 2025-09-27 Floating 7.5 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808F5 200000.000000 PA 211095.680000 0.1244426 Long DBT CORP GB N 2 2023-06-27 Floating 7.625 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808H1 200000.000000 PA 227682.690000 0.1342208 Long DBT CORP GB N 2 2029-06-27 Floating 7.875 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N STICHTING AK RABOBANK CERTIFICATEN DG3RU1DBUFHT4ZF9WN62 BJBQCWII7 25000.000000 NS 25105.580000 0.0147999 Long EP CORP NL N 2 N N N LOANCORE CAPITAL MARKETS LLC / JLC FINANCE CORP N/A 47233GAA2 370000.000000 PA USD 351268.750000 0.2070758 Long DBT CORP US N 2 2020-06-01 Fixed 6.875 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807103 6941.000000 NS USD 174219.100000 0.1027036 Long EC CORP US N 1 N N N SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD) 549300N244BVAEE6HH86 635640006 24600.000000 NS 470230.880000 0.2772049 Long EC CORP JP N 2 N N N SUEDZUCKER AG 529900S8QNB101D40S72 578446908 7879.000000 NS 112604.450000 0.0663812 Long EC CORP DE N 2 N N N LP CREDIT CARD ABS MASTER TRUST 2018-1 N/A 50214FAA1 321014.330000 PA USD 310206.740000 0.1828694 Long ABS-MBS CORP US N 2 2024-08-20 Floating 3.18938 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 708842901 47865.000000 NS 810447.100000 0.4777651 Long EC CORP FR N 2 N N N SUMITOMO CHEMICAL COMPANY LIMITED 353800RSAU9BD8U4DM91 685856007 96400.000000 NS 284809.350000 0.1678974 Long EC CORP JP N 2 N N N SUMITOMO CORPORATION V82KK8NH1P0JS71FJC05 685894008 29000.000000 NS 330722.930000 0.1949638 Long EC CORP JP N 2 N N N SUMITOMO ELECTRIC INDUSTRIES LTD 5493005SP87FL5TOS202 685870008 9400.000000 NS 98210.990000 0.0578962 Long EC CORP JP N 2 N N N SUMITOMO HEAVY INDUSTRIES LTD 353800VSTEIRMBC3S374 685873002 3800.000000 NS 67987.630000 0.0400793 Long EC CORP JP N 2 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 656302908 32600.000000 NS 791964.290000 0.4668693 Long EC CORP JP N 2 N N N SUMITOMO MITSUI TRUST HOLDINGS 353800P843RLCDBLNT17 643189905 3300.000000 NS 94809.550000 0.0558910 Long EC CORP JP N 2 N N N SUMITOMO RUBBER INDUSTRIES LTD 353800JD4V72SJ3EOX37 685899007 6800.000000 NS 63871.020000 0.0376525 Long EC CORP JP N 2 N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 B0GDY1II6 200000.000000 PA 204325.490000 0.1204515 Long DBT CORP GB N 2 2035-07-15 Floating 3.275 N N N N N N SUNCORP GROUP LIMITED 549300BVOKRTHDIWVT46 658508007 42221.000000 NS 234464.280000 0.1382186 Long EC CORP AU N 2 N N N SURUGA BANK LTD 3538003A9JIMKE5G3M02 686432006 22700.000000 NS 74246.910000 0.0437692 Long EC CORP JP N 2 N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 BXDZ9Q900 28716.000000 NS 236823.770000 0.1396095 Long EC CORP SE N 2 N N N SWEDBANK AB M312WZV08Y7LYUC71685 484652904 20951.000000 NS 231073.410000 0.1362196 Long EC CORP SE N 2 N N N SWIRE PACIFIC LIMITED 549300KZOZHII0DGF611 686774001 39000.000000 NS 248262.640000 0.1463528 Long EC CORP HK N 2 N N N MATTEL INC 549300VELLG24KHTJ564 577081BD3 4000.000000 PA USD 4102.200000 0.0024183 Long DBT CORP US N 2 2027-12-15 Fixed 5.875 N N N N N N SWISS LIFE HOLDING LTD 5493000KUC3Z24U77V93 743780900 1140.000000 NS 382636.560000 0.2255673 Long EC CORP CH N 2 N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 05604XAP1 9725.000000 PA USD 8071.750000 0.0047584 Long LON CORP US N 2 2024-04-03 Floating 5.084 N N N N N N MCDERMOTT TECHNOLOGY (AMERICAS) INC 549300MSF84ZAB7RHN59 58004GAL2 13000.000000 PA USD 12870.000000 0.0075870 Long LON CORP US N 2 2020-10-22 Floating 10.6466 N N N N N N MCDERMOTT TECHNOLOGY (AMERICAS) INC 549300MSF84ZAB7RHN59 58004GAK4 13183.800000 PA USD 12162.060000 0.0071696 Long LON CORP US N 2 2020-10-21 Floating 10.7198 N N N N N N MCDERMOTT TECHNOLOGY (AMERICAS) INC 549300MSF84ZAB7RHN59 58004GAB4 15918.990000 PA USD 4807.530000 0.0028341 Long LON CORP US N 2 2025-05-09 Floating 6.9446 Y Y N N N N SWISS RE AG (AKA: SWISS RE LTD) 529900PS9YW3YY29F326 ACI00MQT5 6292.000000 NS 484477.110000 0.2856032 Long EC CORP CH N 2 N N N MCDERMOTT TECHNOLOGY (AMERICAS) INC 549300MSF84ZAB7RHN59 58004GAE8 4502.290000 PA USD 4164.620000 0.0024551 Long LON CORP US N 3 2021-10-21 Floating 11 Y Y N N N N SWISSCOM AG 5493005SL9HHOXS3B739 553397902 415.000000 NS 222224.470000 0.1310031 Long EC CORP CH N 2 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 12363.000000 NS USD 198920.670000 0.1172653 Long EC CORP US N 1 N N N T&D HOLDINGS INC 3538008ARJ1MACEWA242 674429907 7000.000000 NS 56746.420000 0.0334525 Long EC CORP JP N 2 N N N MERRILL LYNCH MTGE INVESTORS 2006-A1 N/A 59020U5W1 13268.960000 PA USD 8376.480000 0.0049380 Long ABS-MBS CORP US N 2 2036-03-25 Floating 3.65619 Y N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 687044008 9300.000000 NS 283167.240000 0.1669294 Long EC CORP JP N 2 N N N TALANX AG 5299006ZIILJ6VJVSJ32 B8F0TD907 2871.000000 NS 96597.490000 0.0569450 Long EC CORP DE N 2 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 10221.000000 NS USD 950246.370000 0.5601779 Long EC CORP US N 1 N N N TATE & LYLE PUBLIC LIMITED COMPANY 2138008K14474WPKZ244 087541009 13750.000000 NS 111867.820000 0.0659470 Long EC CORP GB N 2 N N N MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 594751AB5 195000.000000 PA USD 193110.450000 0.1138402 Long DBT MUN US N 2 2034-06-01 Fixed 7.309 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 6000.000000 PA USD 6089.790000 0.0035900 Long DBT CORP US N 2 2027-02-15 Fixed 4.185 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 8000.000000 PA USD 8799.720000 0.0051875 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 12000.000000 PA USD 12592.970000 0.0074237 Long DBT CORP US N 2 2030-02-15 Fixed 4.663 N N N N N N TE CONNECTIVITY LTD 894500ZRIX9K13RHXR17 H84989104 900.000000 NS USD 56682.000000 0.0334145 Long EC CORP CH N 1 N N N MITCHELLS & BUTLERS FINANCE PLC 213800E7QA1U8BF34219 B1FL5TII8 115856.000000 PA 134789.410000 0.0794594 Long DBT CORP GB N 2 2030-12-15 Floating 0.93675 N N N N N N TELEFONICA SA 549300EEJH4FEPDBBR25 573252905 200136.000000 NS 910836.760000 0.5369456 Long EC CORP ES N 2 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 026349902 20988.000000 NS 134848.330000 0.0794942 Long EC CORP GB N 2 N N N TELENOR ASA 549300IM1QSBY4SLPM26 473249902 8200.000000 NS 119848.820000 0.0706518 Long EC CORP NO N 2 N N N TELEPHONE AND DATA SYSTEMS INC N/A 879433829 4616.000000 NS USD 77364.160000 0.0456068 Long EC CORP US N 1 N N N TELIA COMPANY AB 213800FSR9RNDUOTXO25 597838903 40965.000000 NS 146629.270000 0.0864391 Long EC CORP SE N 2 N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 608728903 265295.000000 NS 497997.790000 0.2935737 Long EC CORP AU N 2 N N N TERNIUM SA 529900QG4KU23TEI2E46 880890108 6920.000000 NS USD 82348.000000 0.0485448 Long EC CORP LU N 1 N N N BAKER HUGHES COMPANY N/A 05722G100 8727.000000 NS USD 91633.500000 0.0540187 Long EC CORP US N 1 N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 1722878.870000 PA USD 873791.270000 0.5151070 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.04663 N N N N N N THE YOKOHAMA RUBBER CO LTD 52990036XNWY2FMYWB76 698646007 4000.000000 NS 49588.370000 0.0292327 Long EC CORP JP N 2 N N N TOHOKU ELECTRIC POWER COMPANY INCORPORATED 353800KTF7EYIIYHY088 689526002 28300.000000 NS 272044.670000 0.1603725 Long EC CORP JP N 2 N N N BALOISE HOLDINGS 529900G5XKBZN48T6283 712459908 328.000000 NS 42761.960000 0.0252085 Long EC CORP CH N 2 N N N MSCI INC 549300HTIN2PD78UB763 55354GAK6 2000.000000 PA USD 1908.750000 0.0011252 Long DBT CORP US N 2 2030-09-01 Fixed 3.625 N N N N N N NASCAR HOLDINGS LLC 254900HRWKQR5V0WN013 63108EAB4 2830.850000 PA USD 2502.940000 0.0014755 Long LON CORP US N 2 2026-10-19 Floating 3.6736 N N N N N N TOPPAN PRINTING CO LTD 3538003H9W4KIDODQY20 689702009 11500.000000 NS 175582.230000 0.1035071 Long EC CORP JP N 2 N N N TOSOH 529900YSLFVJF2MDBX02 690028006 5500.000000 NS 62156.020000 0.0366415 Long EC CORP JP N 2 N N N TOTAL SA 529900S21EQ1BO4ESM68 B15C55900 11740.000000 NS 442348.800000 0.2607682 Long EC CORP FR N 1 N N N TOYOBO COMPANY 5299005EWBCNUAZ4PM62 690050000 7700.000000 NS 81177.200000 0.0478546 Long EC CORP JP N 2 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAF5 66000.000000 PA USD 64529.520000 0.0380407 Long DBT CORP US N 2 2022-06-15 Fixed 6.5 N N N N N N TOYOTA MOTOR CORPORATION 5493006W3QUS5LMH6R84 690064001 28400.000000 NS 1711522.870000 1.0089566 Long EC CORP JP N 2 N N N TOYOTA TSUSHO CORPORATION 549300CEE2ENIUJNXB84 690058003 3500.000000 NS 81757.770000 0.0481969 Long EC CORP JP N 2 N N N NAVIENT STUDENT LOAN TRUST 2017-2 N/A 63939RAA2 490027.100000 PA USD 480917.250000 0.2835046 Long ABS-O CORP US N 2 2066-12-27 Floating 1.99663 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAP6 2000.000000 PA USD 1290.600000 0.0007608 Long DBT CORP BM N 2 2024-12-15 Fixed 3.625 N N N N N N TRANSALTA CORPORATION GJZNVO2UY6DNFNIYH321 89346D958 30282.000000 NS 158371.010000 0.0933610 Long EC CORP CA N 1 N N N NEIMAN MARCUS GROUP LTD LLC 549300VXED5TMJSBCI17 64021SAE9 279752.810000 PA USD 111201.740000 0.0655543 Long LON CORP US N 2 2023-10-25 Floating 6.5162 N N N N N N NEIMAN MARCUS GROUP LTD LLC 549300VXED5TMJSBCI17 64021SAD1 13947.300000 PA USD 5648.660000 0.0033299 Long LON CORP US N 2 2023-10-25 Floating 7.5 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417E109 5654.000000 NS USD 561724.900000 0.3311414 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAJ5 4000.000000 PA USD 4100.000000 0.0024170 Long DBT CORP US N 2 2022-02-15 Fixed 5.5 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 8000.000000 PA USD 8404.400000 0.0049545 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N UBE INDUSTRIES LTD 529900XMRZ2VNF3ZPS69 691070007 7000.000000 NS 106782.860000 0.0629494 Long EC CORP JP N 2 N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAA2 4000.000000 PA USD 4104.150000 0.0024194 Long DBT CORP AU N 2 2021-11-15 Fixed 4.45 N N N N N N NEWMARK GROUP INC N/A 65158NAB8 10000.000000 PA USD 10189.070000 0.0060065 Long DBT CORP US N 2 2023-11-15 Fixed 6.125 N N N N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 B1X8QN906 86251.000000 NS 43618.490000 0.0257135 Long EC CORP ES N 2 N N N NOBLE HOLDING INTERNATIONAL LIMITED 549300GNEZBJHMST9U32 65504LAQ0 26000.000000 PA USD 6462.110000 0.0038095 Long DBT CORP KY N 2 2026-02-01 Fixed 7.875 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529Y106 1665.000000 NS USD 24991.650000 0.0147328 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973304 6218.000000 NS USD 214210.100000 0.1262786 Long EC CORP US N 1 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 7231.000000 NS USD 327998.160000 0.1933576 Long EC CORP US N 1 N N N OBX TRUST 2018-EPX1 N/A 67097VAS3 440139.310000 PA USD 426327.390000 0.2513234 Long ABS-MBS CORP US N 2 2048-04-25 Floating 1.79663 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AB4 21001.150000 PA USD 17823.680000 0.0105072 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 90757.000000 PA USD 29818.440000 0.0175782 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 570594903 614516.000000 NS 1461822.630000 0.8617562 Long EC CORP ES N 2 N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 G6711KAC9 1330.630000 PA USD 1071.160000 0.0006315 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 46000.000000 PA USD 506.000000 0.0002983 Long DBT CORP KY N 2 2020-05-04 None 0 N N N N N N VEON LTD (AKA: VIMPELCOM LTD) 5493008CA3NMHYEVT131 91822M106 93799.000000 NS USD 141636.490000 0.0834959 Long EC CORP BM N 1 N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 8000.000000 PA USD 7022.200000 0.0041396 Long DBT CORP US N 2 2029-10-01 Fixed 3.625 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAJ2 3000.000000 PA USD 2793.080000 0.0016465 Long DBT CORP US N 2 2022-10-01 Fixed 3.375 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 43252.000000 NS USD 2323929.960000 1.3699755 Long EC CORP US N 1 N N N OPPENHEIMER HOLDINGS INC N/A 683797AD6 4000.000000 PA USD 3780.000000 0.0022283 Long DBT CORP US N 2 2022-07-01 Fixed 6.75 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 26432.000000 NS USD 439828.480000 0.2592824 Long EC CORP US N 1 N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 68752DAA6 8000.000000 PA USD 6939.200000 0.0040907 Long DBT CORP US N 2 2028-02-01 Fixed 7.25 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 22663AAA7 6000.000000 PA USD 5714.880000 0.0033690 Long DBT CORP US N 2 2022-05-15 Fixed 6.625 N N N N N N PACIFIC DRILLING SA 549300VEJMMZCY6OBU06 694183AA2 30000.000000 PA USD 8324.100000 0.0049071 Long DBT CORP LU N 2 2023-10-01 Fixed 8.375 N N N N N N VISTEON CORPORATION 549300MOVLYHRW4GGW78 92839U206 4875.000000 NS USD 233902.500000 0.1378874 Long EC CORP US N 1 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GS0 51000.000000 PA USD 52162.800000 0.0307504 Long DBT CORP US N 2 2040-01-15 Fixed 5.4 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 41000.000000 PA USD 40538.550000 0.0238978 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GM3 19000.000000 PA USD 19480.800000 0.0114841 Long DBT CORP US N 2 2038-02-15 Fixed 6.35 Y Y N N N N VISTRA ENERGY CORP 549300KP43CPCUJOOG15 92840M102 7633.000000 NS USD 121822.680000 0.0718155 Long EC CORP US N 1 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HP5 53000.000000 PA USD 50462.230000 0.0297479 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 20000.000000 PA USD 19251.500000 0.0113489 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GE1 44000.000000 PA USD 44684.200000 0.0263417 Long DBT CORP US N 2 2034-03-01 Fixed 6.05 Y Y N N N N VIVENDI SA 969500FU4DRAEVJW7U54 483477907 9482.000000 NS 200481.470000 0.1181854 Long EC CORP FR N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GJ0 2000.000000 PA USD 2045.600000 0.0012059 Long DBT CORP US N 2 2037-03-01 Fixed 5.8 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GQ4 10000.000000 PA USD 10253.050000 0.0060443 Long DBT CORP US N 2 2039-03-01 Fixed 6.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HN0 4000.000000 PA USD 3881.220000 0.0022880 Long DBT CORP US N 2 2046-03-15 Fixed 4.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GV3 16000.000000 PA USD 15819.200000 0.0093255 Long DBT CORP US N 2 2021-05-15 Fixed 4.25 Y Y N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 ACI07KLY6 401092.000000 NS 554888.240000 0.3271111 Long EC CORP GB N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HC4 23000.000000 PA USD 22281.140000 0.0131349 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HM2 19000.000000 PA USD 18476.930000 0.0108923 Long DBT CORP US N 2 2025-06-15 Fixed 3.5 Y Y N N N N VOESTALPINE AG 529900ZAXBMQDIWPNB72 494340904 3854.000000 NS 77760.510000 0.0458404 Long EC CORP AT N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HB6 48000.000000 PA USD 47444.930000 0.0279692 Long DBT CORP US N 2 2022-08-15 Fixed 2.45 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 35000.000000 PA USD 34256.080000 0.0201942 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 Y Y N N N N VOLKSWAGEN AG 529900NNUPAGGOMPXZ31 549716900 6089.000000 NS 701431.700000 0.4134997 Long EP CORP DE N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 2000.000000 PA USD 1790.610000 0.0010556 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GW1 95000.000000 PA USD 93926.500000 0.0553704 Long DBT CORP US N 2 2021-09-15 Fixed 3.25 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GT8 61000.000000 PA USD 59990.450000 0.0353649 Long DBT CORP US N 2 2020-10-01 Fixed 3.5 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HE0 29000.000000 PA USD 28673.610000 0.0169033 Long DBT CORP US N 2 2023-11-15 Fixed 3.85 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HF7 25000.000000 PA USD 25257.630000 0.0148896 Long DBT CORP US N 2 2043-11-15 Fixed 5.125 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GY7 2000.000000 PA USD 1940.610000 0.0011440 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 2000.000000 PA USD 1835.600000 0.0010821 Long DBT CORP US N 2 2046-12-01 Fixed 4 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 964PHYII9 262000.000000 PA USD 262655.000000 0.1548372 Long LON CORP US N 3 2049-02-22 Floating 7.5 Y Y N N N N PAN AMERICAN ENERGY LLC/ARGENTINA BRANCH N/A ACI1G4F84 1120000.000000 PA 13069.490000 0.0077046 Long DBT CORP AR N 3 2020-11-20 Floating 40.04 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142103 17454.000000 NS USD 1983123.480000 1.1690673 Long EC CORP US N 1 N N N PAR PHARMACEUTICAL INC 549300KK5WR4MGN4YT97 69888XAA7 14000.000000 PA USD 14036.050000 0.0082744 Long DBT CORP US N 2 2027-04-01 Fixed 7.5 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AS3 88000.000000 PA USD 89013.620000 0.0524742 Long DBT CORP US N 2 2022-02-01 Fixed 3.375 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 67549.000000 NS USD 1938656.300000 1.1428535 Long EC CORP US N 1 N N N PERNOD RICARD 52990097YFPX9J0H5D87 714264AD0 530000.000000 PA USD 544851.340000 0.3211943 Long DBT CORP FR N 2 2022-01-15 Fixed 4.45 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 ACI0WBN59 260000.000000 PA 81630.590000 0.0481219 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 378000.000000 PA 117922.980000 0.0695165 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 199000.000000 PA 72405.730000 0.0426838 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 347000.000000 PA 112157.760000 0.0661179 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 224000.000000 PA 75881.040000 0.0447325 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 76000.000000 PA 23922.930000 0.0141028 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CZ3 1000.000000 PA 292.640000 0.0001725 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 11000.000000 PA 3726.300000 0.0021967 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P87324BE1 7000.000000 PA 2342.680000 0.0013810 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAR0 23000.000000 PA USD 23136.530000 0.0136392 Long DBT CORP NL N 2 2022-01-17 Fixed 6.125 N N N N N N WESFARMERS LIMITED 5493003L32ZX9557ST85 694883000 3551.000000 NS 75246.350000 0.0443583 Long EC CORP AU N 2 N N N WEST JAPAN RAILWAY COMPANY 353800QGUXHZ7EBCR121 695799908 1100.000000 NS 75234.460000 0.0443513 Long EC CORP JP N 2 N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 B71QWNII2 100000.000000 PA 116841.890000 0.0688792 Long DBT CORP NL N 2 2026-12-14 Fixed 6.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBF5 253000.000000 PA USD 231811.250000 0.1366546 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAT2 20000.000000 PA USD 1400.000000 0.0008253 Long DBT CORP VE N 2 2024-05-16 Fixed 6 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAQ8 20000.000000 PA USD 1400.000000 0.0008253 Long DBT CORP VE N 2 2035-05-17 Fixed 9.75 Y Y N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAR6 300000.000000 PA USD 21000.000000 0.0123797 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N WESTERN UNION CO 28ID94QU1140NC23S047 959802109 10608.000000 NS USD 192323.040000 0.1133760 Long EC CORP US N 1 N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCP5 74000.000000 PA USD 54097.150000 0.0318907 Long DBT CORP MX N 2 2029-01-23 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCG5 40000.000000 PA USD 29945.700000 0.0176532 Long DBT CORP MX N 2 2027-03-13 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 10000.000000 PA USD 6496.950000 0.0038300 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCQ3 30000.000000 PA USD 22237.500000 0.0131092 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCT7 82000.000000 PA USD 59759.140000 0.0352285 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 53.000000 NS USD 450.500000 0.0002656 Long EC CORP US Y 3 N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCZ3 67000.000000 PA USD 46404.200000 0.0273557 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCW0 10000.000000 PA USD 7053.050000 0.0041578 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDA7 30000.000000 PA USD 20353.500000 0.0119986 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 607614005 109218.000000 NS 1121755.920000 0.6612842 Long EC CORP AU N 2 N N N PETSMART INC N/A 71677HAG0 15303.760000 PA USD 14749.000000 0.0086947 Long LON CORP US N 2 2022-03-11 Floating 5 N N N N N N PETSMART INC N/A 716768AC0 14000.000000 PA USD 13895.000000 0.0081912 Long DBT CORP US N 2 2025-06-01 Fixed 5.875 N N N N N N PG&E CORPORATION 8YQ2GSDWYZXO2EDN3511 933YQTII9 26866.000000 PA USD 23910.740000 0.0140956 Long LON CORP US N 3 2020-04-16 Floating 3.80088 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 4000.000000 PA USD 3804.070000 0.0022425 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N WHARF HOLDINGS LTD 254900JCV4TBBPX9IW91 643557002 71000.000000 NS 124784.930000 0.0735617 Long EC CORP HK N 2 N N N WHEELOCK AND COMPANY LIMITED 254900QXFKSHVV2YBM95 698148004 28000.000000 NS 189726.190000 0.1118451 Long EC CORP HK N 2 N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 963320106 882.000000 NS USD 75675.600000 0.0446114 Long EC CORP US N 1 N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457100 4417.000000 NS USD 62500.550000 0.0368446 Long EC CORP US N 1 N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 8000.000000 PA USD 7720.000000 0.0045510 Long DBT CORP US N 2 2030-04-15 Fixed 4.625 N N N N N N PRESS GANEY (EMERALD TOPCO INC) 549300KISPZJ80F65D65 29102TAB8 2985.000000 PA USD 2735.010000 0.0016123 Long LON CORP US N 2 2026-07-24 Floating 4.4894 N N N N N N WOODSIDE PETROLEUM 2549005ZC5RXAOO7FH41 697972008 6069.000000 NS 67344.450000 0.0397001 Long EC CORP AU N 2 N N N WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED) QNWEWQBS7HP85QHXQL92 698123908 22269.000000 NS 484269.770000 0.2854809 Long EC CORP AU N 2 N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 ACI0VF965 40000.000000 PA 251.040000 0.0001480 Long DBT NUSS AR N 2 2022-05-31 Floating 43.079 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 300000.000000 PA 2041.140000 0.0012033 Long DBT NUSS AR N 2 2025-04-12 Floating 52.2701 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAB6 2000.000000 PA USD 1885.000000 0.0011112 Long DBT CORP US N 2 2025-02-15 Fixed 3.625 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 2000.000000 PA USD 1935.600000 0.0011411 Long DBT CORP US N 2 2028-02-15 Fixed 4 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310W108 2156.000000 NS USD 46785.200000 0.0275803 Long EC CORP US N 1 N N N PUERTO RICO ELECTRIC POWER AUTHORITY 5493003BRB67HF8ST418 74526QV74 100000.000000 PA USD 71500.000000 0.0421498 Long DBT MUN PR N 2 2040-07-01 Fixed 6.125 Y Y N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LC54 10000.000000 PA USD 6287.500000 0.0037065 Long DBT MUN PR N 2 2021-07-01 Fixed 5 Y Y N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LST5 10000.000000 PA USD 6387.500000 0.0037655 Long DBT MUN PR N 2 2023-07-01 Fixed 5.7 Y N N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LZL4 10000.000000 PA USD 6700.000000 0.0039497 Long DBT MUN PR N 2 2030-07-01 Fixed 5.375 Y Y N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LBM8 30000.000000 PA USD 20475.000000 0.0120702 Long DBT MUN PR N 2 2031-07-01 Fixed 5.125 Y Y N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LTW7 20000.000000 PA USD 13550.000000 0.0079878 Long DBT MUN PR N 2 2032-07-01 Fixed 5.5 Y Y N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LMM6 5000.000000 PA USD 3312.500000 0.0019527 Long DBT MUN PR N 2 2034-07-01 Fixed 5.25 Y Y N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LMN4 5000.000000 PA USD 3418.750000 0.0020154 Long DBT MUN PR N 2 2037-07-01 Fixed 5.25 N N N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LB63 10000.000000 PA USD 6225.000000 0.0036697 Long DBT MUN PR N 2 2037-07-01 Fixed 5.125 Y Y N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LWA1 5000.000000 PA USD 3400.000000 0.0020043 Long DBT MUN PR N 2 2039-07-01 Fixed 6 Y N N N N N PUERTO RICO GOVT 549300X44HXPLJU48U63 74514LB89 120000.000000 PA USD 73200.000000 0.0431520 Long DBT MUN PR N 2 2041-07-01 Fixed 5 Y N N N N N XEROX HOLDINGS CORPORATION N/A 98421M106 6966.000000 NS USD 131936.040000 0.0777774 Long EC CORP US N 1 N N N YAMAGUCHI FINANCIAL 353800898JPV95YSY548 B1DGKS905 17600.000000 NS 99236.290000 0.0585006 Long EC CORP JP N 2 N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 775125909 3041.000000 NS 96153.580000 0.0566833 Long EC CORP NO N 2 N N N QVC INC 549300WBLU5NKPX5X472 747262AU7 19000.000000 PA USD 15663.240000 0.0092336 Long DBT CORP US N 2 2025-02-15 Fixed 4.45 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AK9 5000.000000 PA USD 4734.650000 0.0027911 Long DBT CORP US N 2 2023-03-15 Fixed 4.375 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AS2 8000.000000 PA USD 6933.430000 0.0040873 Long DBT CORP US N 2 2024-04-01 Fixed 4.85 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AH6 7000.000000 PA USD 5878.990000 0.0034657 Long DBT CORP US N 2 2022-07-02 Fixed 5.125 N N N N N N RADIOLOGY PARTNERS INC 549300SFTAG2177WUZ08 75041VAA2 6000.000000 PA USD 5239.500000 0.0030887 Long DBT CORP US N 2 2028-02-01 Fixed 9.25 N N N N N N YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED 254900YUFIBANZ1XU687 658653902 7000.000000 NS 10696.700000 0.0063058 Long EC CORP BM N 2 N N N RANGE RESOURCES CORPORATION H3Y3WLYCX0BTO1TRW162 75281ABC2 2000.000000 PA USD 1211.250000 0.0007140 Long DBT CORP US N 2 2026-02-01 Fixed 9.25 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 31740MAC5 114550.000000 PA USD 110731.700000 0.0652772 Long LON CORP US N 2 2025-10-01 Floating 4.2394 N N N N N N ZURICH INSURANCE GROUP LTD 529900QVNRBND50TXP03 598381903 3084.000000 NS 1083429.510000 0.6386904 Long EC CORP CH N 2 N N N RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 N/A 74923HAD3 31949.350000 PA USD 25624.490000 0.0151058 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.25 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QO3 N/A 761118KU1 75815.270000 PA USD 59652.920000 0.0351659 Long ABS-MBS CORP US N 2 2045-10-25 Floating 1.74663 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QS5 N/A 74923JAA5 401268.240000 PA USD 336073.190000 0.1981179 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.5 Y N N N N N AA BOND CO LIMITED 2138002EPF6QVRZBMC58 ACI0R61Q4 300000.000000 PA 352891.860000 0.2080326 Long DBT CORP JE N 2 2043-07-31 Fixed 2.875 N N N N N N RESIDENTIAL ASSET SEC CORP 2003-KS11 N/A 76110WVV5 1023349.570000 PA USD 990753.840000 0.5840574 Long ABS-MBS CORP US N 2 2034-01-25 Floating 1.83163 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAJ8 2000.000000 PA USD 1858.900000 0.0010958 Long DBT CORP CA N 2 2028-01-15 Fixed 4.375 N N N N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAC3 30000.000000 PA USD 30112.350000 0.0177515 Long DBT CORP CA N 2 2024-05-15 Fixed 4.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBE8 11000.000000 PA USD 11221.450000 0.0066151 Long DBT CORP US N 2 2021-11-14 Fixed 3.375 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 200000.000000 PA USD 196065.000000 0.1155819 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780099CJ4 360000.000000 PA USD 331993.800000 0.1957130 Long DBT CORP GB N 2 2020-08-10 Floating 7.5 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC GBP XXXX N N N RZD CAPITAL PUBLIC LIMITED COMPANY 635400VKMH1VQDFMW392 B3SXQ5II3 300000.000000 PA 467002.360000 0.2753017 Long DBT CORP IE N 2 2031-03-25 Fixed 7.487 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAF8 3000.000000 PA USD 3050.050000 0.0017980 Long DBT CORP US N 2 2024-06-01 Fixed 4.8 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAS5 8000.000000 PA USD 7913.750000 0.0046652 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAW6 11000.000000 PA USD 10758.740000 0.0063424 Long DBT CORP US N 2 2024-06-07 Fixed 3.5 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAP1 7000.000000 PA USD 6900.030000 0.0040676 Long DBT CORP US N 2 2027-07-13 Fixed 4.4 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 14000.000000 PA USD 12529.060000 0.0073860 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI0Y0CZ7 200000.000000 PA USD 200242.000000 0.1180443 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAC3 200000.000000 PA USD 203815.200000 0.1201507 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAF6 200000.000000 PA USD 205925.600000 0.1213948 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAC8 7000.000000 PA USD 7070.000000 0.0041678 Long DBT CORP US N 2 2027-02-15 Fixed 3.875 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 063671952 4800.000000 NS 242370.500000 0.1428794 Long EC CORP CA N 1 N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A L8084MAB6 400000.000000 PA USD 414587.200000 0.2444025 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 44963BAE8 16000.000000 PA USD 11336.680000 0.0066831 Long DBT CORP DE N 2 2027-05-15 Fixed 6 N N Y N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 81211KAY6 2000.000000 PA USD 1875.200000 0.0011054 Long DBT CORP US N 2 2027-12-01 Fixed 4 N N N N N N SENSATA TECHNOLOGIES INC N/A 81728UAA2 2000.000000 PA USD 1815.150000 0.0010700 Long DBT CORP US N 2 2030-02-15 Fixed 4.375 N N N N N N BANK OF QUEENSLAND LIMITED 549300WFIN7T02UKDG08 607624004 10418.000000 NS 31996.090000 0.0188620 Long EC CORP AU N 2 N N N AB SKF 549300B6HWYEE57O8J84 B1Q3J3907 4775.000000 NS 65069.700000 0.0383591 Long EC CORP SE N 2 N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAF3 2000.000000 PA USD 1992.610000 0.0011747 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBV0 200000.000000 PA USD 173139.000000 0.1020668 Long DBT CORP FR N 2 2023-10-04 Floating 7.375 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 3000.000000 PA USD 2927.780000 0.0017259 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 1000.000000 PA USD 1160.230000 0.0006840 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GS6 1000.000000 PA USD 970.590000 0.0005722 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EV1 2000.000000 PA USD 2505.230000 0.0014769 Long DBT CORP US N 2 2035-04-01 Fixed 5.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 2000.000000 PA USD 2366.720000 0.0013952 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CU4 7000.000000 PA USD 6858.060000 0.0040429 Long DBT CORP US N 2 2030-02-01 Fixed 2.55 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAL3 196000.000000 PA USD 193550.000000 0.1140993 Long DBT CORP US N 2 2023-03-15 Fixed 5.625 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAP4 12000.000000 PA USD 11940.960000 0.0070393 Long DBT CORP US N 2 2024-03-15 Fixed 6.125 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAM1 16000.000000 PA USD 16233.440000 0.0095697 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N SPRINGLEAF FINANCE CORP (AKA: AMERICAN GENERAL FINANCE CORP) 5493008I795YYBFWFU90 85172FAJ8 480000.000000 PA USD 483240.000000 0.2848739 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N BASF SE 529900PM64WH8AF1E917 ACI0054Q2 18837.000000 NS 880477.530000 0.5190486 Long EC CORP DE N 2 N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 85208EAB6 97000.000000 PA USD 96636.250000 0.0569678 Long LON CORP US N 3 2024-02-02 Floating 3.5 N N N N N N SPRINT CORP (SPRINT COMMUNICATIONS INC) 549300JKU50UT08ZWD77 852061AR1 610000.000000 PA USD 615947.500000 0.3631060 Long DBT CORP US N 2 2020-08-15 Fixed 7 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAK1 7000.000000 PA USD 7961.450000 0.0046933 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAE6 6000.000000 PA USD 5220.000000 0.0030772 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAL9 29000.000000 PA USD 29253.750000 0.0172453 Long DBT CORP US N 2 2028-02-01 Fixed 7.25 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAE0 200000.000000 PA USD 214708.500000 0.1265724 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 2000.000000 PA USD 1761.260000 0.0010383 Long DBT CORP US N 2 2026-04-15 Fixed 7.5 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAL9 8000.000000 PA USD 7109.960000 0.0041914 Long DBT CORP US N 2 2025-03-15 Fixed 4.75 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 2000.000000 PA USD 1635.000000 0.0009638 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AA8 4000.000000 PA USD 4002.040000 0.0023592 Long DBT CORP US N 2 2028-03-15 Fixed 4.5 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AB6 2000.000000 PA USD 2024.070000 0.0011932 Long DBT CORP US N 2 2029-03-15 Fixed 4.625 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9 N/A 86361PAA4 1696695.540000 PA USD 1194272.600000 0.7040333 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.72959 Y N N N N N BAYER AG 549300J4U55H3WP1XT59 506921907 19909.000000 NS 1140754.670000 0.6724841 Long EC CORP DE N 2 N N N ABB LTD 5493000LKVGOO9PELI61 710889908 29794.000000 NS 517850.560000 0.3052771 Long EC CORP CH N 2 N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAC1 1652887.640000 PA USD 1538072.440000 0.9067061 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.09663 N N N N N N BAYERISCHE MOTOREN WERKE AG (BMW) YEH5ZCD6E441RHVHD759 575602909 13046.000000 NS 665987.570000 0.3926051 Long EC CORP DE N 2 N N N STUBHUB (PUG LLC) N/A 74530DAC9 3990.000000 PA USD 3471.300000 0.0020464 Long LON CORP US N 3 2027-01-29 Floating 4.4894 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 87164GAM5 12870.800000 PA USD 8601.980000 0.0050709 Long LON CORP US N 2 2023-03-09 Floating 6.8725 N N N N N N TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC) K5K33XN0PQAU1XF7NN66 87422VAG3 4000.000000 PA USD 3385.830000 0.0019960 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N TECH DATA CORPORATION 549300EK847TAWPJWF34 878237AG1 2000.000000 PA USD 1981.310000 0.0011680 Long DBT CORP US N 2 2022-02-15 Fixed 3.7 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAE5 10000.000000 PA USD 8843.750000 0.0052135 Long DBT CORP US N 2 2028-03-15 Fixed 4.625 N N N N N N TEKNI-PLEX (TRIDENT TPI HOLDINGS INC) 549300TPLK304J3RNC85 89616RAB5 3000.000000 PA USD 2516.240000 0.0014833 Long DBT CORP US N 2 2024-08-01 Fixed 9.25 N N N N N N BED BATH & BEYOND INC 529900ZBUWWUV7BKGX39 075896100 52647.000000 NS USD 221643.870000 0.1306609 Long EC CORP US N 1 N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GCS7 10000.000000 PA USD 9575.000000 0.0056445 Long DBT CORP US N 2 2024-07-15 Fixed 4.625 N N N N N N TESCO PROPERTY FIN 2 PLC 2138008F9VZUZWUBZD27 B41QB0II2 221110.520000 PA 346416.070000 0.2042151 Long DBT CORP GB N 2 2039-10-13 Fixed 6.0517 N N N N N N TEVA PHARMACEUTICAL FINANCE IV BV 549300P1YOE2RRPSGG38 88166JAA1 2000.000000 PA USD 1934.580000 0.0011405 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAC5 46000.000000 PA USD 44189.440000 0.0260500 Long DBT CORP NL N 2 2021-07-21 Fixed 2.2 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BZ3 40000.000000 PA USD 40002.050000 0.0235815 Long DBT CORP US N 2 2020-11-10 Floating 2.28413 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAA1 350000.000000 PA USD 339503.500000 0.2001401 Long DBT MUN US N 2 2047-06-01 Fixed 7.467 N N N N N N TOBACCO SETTLEMENT FING CORP VA N/A 88880NAT6 375000.000000 PA USD 324705.000000 0.1914162 Long DBT MUN US N 2 2046-06-01 Fixed 6.706 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAB1 10678.420000 PA USD 11032.720000 0.0065039 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAA3 78427.800000 PA USD 86602.890000 0.0510531 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAB0 200000.000000 PA USD 201415.860000 0.1187363 Long DBT CORP IE N 2 2025-04-10 Floating 4.263 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BJ5 6000.000000 PA USD 5418.300000 0.0031941 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N TRANSOCEAN GUARDIAN LIMITED N/A 893800AA0 3340.000000 PA USD 2696.950000 0.0015899 Long DBT CORP KY N 2 2024-01-15 Fixed 5.875 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BF5 10000.000000 PA USD 4769.680000 0.0028118 Long DBT CORP KY N 2 2026-01-15 Fixed 7.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 10000.000000 PA USD 4787.500000 0.0028223 Long DBT CORP KY N 2 2027-02-01 Fixed 8 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BK4 16000.000000 PA USD 8164.320000 0.0048129 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN PHOENIX 2 LIMITED N/A 893828AA1 3500.000000 PA USD 3049.390000 0.0017976 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75 N N N N N N BENDIGO AND ADELAIDE BANK LIMITED 549300Y9URD6W70K0360 609128905 2721.000000 NS 10453.700000 0.0061625 Long EC CORP AU N 2 N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 896818AL5 4000.000000 PA USD 3333.740000 0.0019653 Long DBT CORP US N 2 2022-06-01 Fixed 5.25 N N N N N N TRUPS FINANCIALS NOTE SECURITIZATION 2017-2A N/A 898203AA2 431250.000000 PA USD 396750.000000 0.2338873 Long ABS-CBDO CORP KY N 2 2039-09-20 Floating 2.68575 N N N N N N BORAL LIMITED 549300KLCHOLFEMSPR08 621867902 8121.000000 NS 10200.250000 0.0060131 Long EC CORP AU N 2 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CX6 200000.000000 PA USD 171470.000000 0.1010830 Long DBT NUSS TR N 2 2025-03-13 Fixed 4.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CU2 100000.000000 PA 101738.390000 0.0599756 Long DBT NUSS TR N 2 2025-03-31 Fixed 4.625 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CY4 200000.000000 PA USD 162583.800000 0.0958445 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CW8 200000.000000 PA USD 184174.800000 0.1085725 Long DBT NUSS TR N 2 2024-11-14 Fixed 5.6 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CR9 200000.000000 PA USD 196186.200000 0.1156533 Long DBT NUSS TR N 2 2023-12-23 Fixed 7.25 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 200000.000000 PA USD 202000.000000 0.1190806 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N BERKELEY GROUP HOLDINGS PLC 2138009OQSSLVVHQAL78 B02L3W908 2606.000000 NS 116315.010000 0.0685686 Long EC CORP GB N 2 N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAG6 443000.000000 PA USD 442895.450000 0.2610904 Long DBT CORP BM N 2 2020-04-15 Fixed 7.625 N N N N N N UMBS PASS THRU POOLS N/A 01F022659 -3200000.000000 PA USD -3311148.480000 -1.9519488 Short ABS-MBS USGSE US N 2 2050-05-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022667 3800000.000000 PA USD 3922039.430000 2.3120739 Long ABS-MBS USGSE US N 2 2050-06-11 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030652 500000.000000 PA USD 523611.950000 0.3086735 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030660 4300000.000000 PA USD 4493656.520000 2.6490468 Long ABS-MBS USGSE US N 2 2050-06-11 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032658 2800000.000000 PA USD 2961602.170000 1.7458884 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040651 6000000.000000 PA USD 6404871.180000 3.7757233 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 370000.000000 PA USD 395617.370000 0.2332196 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N BEZEQ - THE ISRAEL TELECOMMUNICATION CORPORATION LIMITED 213800XCGZCFSWY9U863 609803903 139534.000000 NS 101353.340000 0.0597486 Long EC CORP IL N 2 N N N UNIQUE PUB FINANCE CO PLC 213800FOMWLKHQTI5562 743541II7 35125.280000 PA 48200.010000 0.0284143 Long DBT CORP GB N 2 2027-06-30 Fixed 5.659 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BN3 3000.000000 PA USD 2696.250000 0.0015895 Long DBT CORP US N 2 2030-07-15 Fixed 4 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AD3 3000.000000 PA USD 2976.000000 0.0017544 Long DBT CORP US N 2 2023-02-15 Fixed 3.5 N N N N N N BHP GROUP LIMITED WZE1WSENV6JSZFK0JC28 614469005 33434.000000 NS 606536.420000 0.3575581 Long EC CORP AU N 2 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V49 34169.920000 PA USD 35004.210000 0.0206353 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285W6 354474.910000 PA USD 385578.000000 0.2273013 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 104600.000000 PA USD 128961.210000 0.0760237 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 102505.000000 PA USD 127619.100000 0.0752325 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282L3 10544.500000 PA USD 10857.020000 0.0064003 Long DBT UST US N 2 2027-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Y38 513790.000000 PA USD 550211.690000 0.3243542 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128287D6 724024.020000 PA USD 752683.410000 0.4437129 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YL8 201070.000000 PA USD 203559.480000 0.1200000 Long DBT UST US N 2 2024-10-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Z94 71000.000000 PA USD 76551.030000 0.0451275 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SF6 1550000.000000 PA USD 2161947.270000 1.2744854 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RU4 600000.000000 PA USD 810187.500000 0.4776121 Long DBT UST US N 2 2046-11-15 Fixed 2.875 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AS1 118000.000000 PA USD 101480.000000 0.0598233 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AR3 106000.000000 PA USD 94605.000000 0.0557704 Long DBT CORP US N 2 2023-05-15 Fixed 5.125 N N N N N N US CAPITAL FUNDING VI LTD/US CAPITAL FUNDING VI CORP N/A 903428AA8 947585.420000 PA USD 805447.610000 0.4748179 Long DBT CORP KY N 2 2043-07-10 Floating 2.114 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAN4 12935.000000 PA USD 11630.730000 0.0068564 Long LON CORP US N 2 2026-06-26 Floating 6 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 07335BAA4 8000.000000 PA USD 6788.340000 0.0040018 Long DBT CORP US N 2 2027-07-15 Fixed 10.625 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAE6 2000.000000 PA USD 200.150000 0.0001180 Long DBT CORP GB N 2 2026-02-01 Fixed 7.75 N N N N N N VALARIS PLC 7N0UJMJLXD0MDT5D5086 91889DAF3 12000.000000 PA USD 926.340000 0.0005461 Long DBT CORP GB N 2 2044-10-01 Fixed 5.75 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 23000.000000 PA USD 24968.110000 0.0147189 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 10000.000000 PA USD 11208.150000 0.0066073 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 44000.000000 PA USD 4400.000000 0.0025938 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AJ9 2000.000000 PA USD 200.000000 0.0001179 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 B07CTCII0 3000.000000 PA USD 300.000000 0.0001769 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65 Y Y N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AG5 125000.000000 PA USD 12500.000000 0.0073689 Long DBT NUSS VE N 2 2020-12-09 Fixed 6 Y Y N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAL4 3000.000000 PA USD 2979.150000 0.0017562 Long DBT CORP US N 2 2027-04-15 Fixed 5.625 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAK6 8000.000000 PA USD 7529.240000 0.0044385 Long DBT CORP US N 2 2025-09-15 Fixed 5.625 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AA3 6000.000000 PA USD 5936.500000 0.0034996 Long DBT CORP US N 2 2020-08-21 Fixed 2.3 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBG4 200000.000000 PA USD 196408.000000 0.1157841 Long DBT CORP US N 2 2021-04-15 Fixed 4.25 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AB1 12000.000000 PA USD 12044.710000 0.0071005 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 10000.000000 PA USD 9883.960000 0.0058267 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI134XC9 700000.000000 PA 761425.760000 0.4488666 Long DBT CORP DE N 2 2021-09-08 Fixed 0.625 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBH2 16000.000000 PA USD 14500.080000 0.0085479 Long DBT CORP US N 2 2024-05-21 Fixed 3.875 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AP5 12000.000000 PA USD 11651.190000 0.0068685 Long DBT CORP US N 2 2021-09-15 Floating 2.0405 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1HZW02 200000.000000 PA 195841.850000 0.1154504 Long DBT CORP LU N 2 2028-01-15 Fixed 3 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 67054KAA7 700000.000000 PA USD 710885.000000 0.4190724 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 730968906 31599.000000 NS 922539.650000 0.5438446 Long EC CORP FR N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SJ1 77000.000000 PA USD 73511.900000 0.0433359 Long DBT CORP US N 2 2023-10-31 Floating 3.00713 N N N N N N WELLS FARGO ALTERNATIVE LOAN 2007-PA4 N/A 94984UAE6 882331.170000 PA USD 748444.120000 0.4412139 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.74998 Y N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NBF3 1156000.000000 PA USD 1198547.500000 0.7065534 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 3.412 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAD6 2000.000000 PA USD 2020.920000 0.0011913 Long DBT CORP US N 2 2028-04-15 Fixed 4.25 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AM7 40000.000000 PA USD 40810.000000 0.0240578 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AD9 4000.000000 PA USD 2110.790000 0.0012443 Long DBT CORP US N 2 2023-01-13 Floating 2.69788 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AB3 2000.000000 PA USD 1049.440000 0.0006187 Long DBT CORP US N 2 2025-02-01 Variable 3.1 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AC1 2000.000000 PA USD 884.660000 0.0005215 Long DBT CORP US N 2 2030-02-01 Variable 4.05 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AA5 3000.000000 PA USD 1237.900000 0.0007298 Long DBT CORP US N 2 2050-02-01 Fixed 5.25 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 3564.440000 PA USD 2579.760000 0.0015208 Long LON CORP US N 3 2029-03-15 Fixed 15 N N Y N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAB5 973.060000 PA USD 958.460000 0.0005650 Long LON CORP US N 2 2022-03-15 Floating 9.0931 N N N N N N WHATABURGER (WHATABRANDS LLC) 254900HMMX4HTWIP0085 96244UAD9 1990.010000 PA USD 1690.260000 0.0009964 Long LON CORP US N 2 2026-08-02 Floating 3.7663 N N N N N N WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP) 549300L3SXBFJVGRCF66 97381HAR8 2000.000000 PA USD 1260.000000 0.0007428 Long LON CORP US N 3 2021-03-29 Floating 8.25 Y N N N N N AMBAC LSNI LLC N/A 02315QAA6 76905.240000 PA USD 73635.150000 0.0434085 Long DBT CORP KY N 2 2023-02-12 Floating 6.45013 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAL2 2000.000000 PA USD 1691.250000 0.0009970 Long DBT CORP US N 2 2023-03-01 Fixed 3.9 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAP3 5000.000000 PA USD 4268.730000 0.0025165 Long DBT CORP US N 2 2024-04-01 Variable 5.4 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAN8 6000.000000 PA USD 5061.260000 0.0029837 Long DBT CORP US N 2 2027-04-01 Variable 5.75 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAQ1 4000.000000 PA USD 3102.500000 0.0018289 Long DBT CORP US N 2 2030-03-01 Fixed 4.625 N N N N N N YPF SA 5493003N7447U18U5U53 ACI1J9CS9 700000.000000 PA 8193.270000 0.0048300 Long DBT CORP AR N 2 2021-03-04 Floating 52.9918 N N N N N N YPF SA 5493003N7447U18U5U53 ACI1FXTB9 860000.000000 PA 9590.350000 0.0056536 Long DBT CORP AR N 3 2020-09-24 Floating 47.8249 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 19000.000000 PA USD 18287.500000 0.0107806 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 9000.000000 PA USD 8600.630000 0.0050701 Long DBT CORP US N 2 2028-03-01 Fixed 6.125 N N N N N N N/A N/A 000000000 -4776000.000000 PA USD -4778388.000000 -2.8168983 Short RA US N 2 Reverse repurchase N 1.5000000 2022-03-19 5117000.000000 USD 5194449.840000 USD CDS N N N N/A N/A 000000000 -49000.000000 PA USD -49024.470000 -0.0289003 Short RA US N 2 Reverse repurchase N 1.5000000 2022-03-20 12500.000000 USD 13419.280000 USD CDS N N N BOOZ ALLEN HAMILTON HOLDING CORPORATION 529900JPV47PIUWMA015 099502106 2042.000000 NS USD 140162.880000 0.0826271 Long EC CORP US N 1 N N N N/A N/A 000000000 -1697682.000000 PA USD -1698612.900000 -1.0013460 Short RA US N 2 Reverse repurchase N 0.9400000 2020-04-09 1588117.920000 USD 1682173.460000 USD UST N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 9188.170000 PA USD 9241.870000 0.0054482 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N BOUYGUES SA 969500MOCLNQFNZN0D63 400212908 11568.000000 NS 335716.690000 0.1979077 Long EC CORP FR N 2 N N N N/A N/A 000000000 -2546000.000000 PA USD -2546582.750000 -1.5012311 Short RA US N 2 Reverse repurchase N 1.0300000 2020-04-13 2500528.630000 USD 2665774.760000 USD AMBS N N N N/A N/A 000000000 -550500.000000 PA USD -550801.860000 -0.3247021 Short RA US N 2 Reverse repurchase N 0.9400000 2020-04-09 400000.000000 USD 541281.250000 USD UST N N N N/A 549300KPBYGYF7HCHO27 000000000 1.000000 NC USD -2935.880000 -0.0017307 N/A DCR US N 2 Citibank International Limited N/A ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2023-06-21 132.510000 USD 0.000000 USD 4000.000000 USD -3068.390000 N N N N/A 549300KPBYGYF7HCHO27 000000000 1.000000 NC USD -183180.640000 -0.1079865 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 ARGENTINA GOVT REPUBLIC OF ARGENTINA Y Single Leg Swap 2022-12-21 29382.080000 USD 0.000000 USD 250000.000000 USD -212562.720000 N N N BP PLC 213800LH1BZH3DI6G760 079805909 248171.000000 NS 1017735.440000 0.5999633 Long EC CORP GB N 2 N N N N/A 213800J6B7JSBDETCB42 000000000 -18.000000 NC 9488.640000 0.0055936 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Short N/A AUSTRALIA GOVT 2020-06-15 -1667532.230000 AUD 9488.640000 N N N N/A N/A 000000000 1.000000 NC 4.260000 0.0000025 N/A DFE JP N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 55796.720000 JPY 6000000.000000 JPY 2020-04-02 4.260000 N N N BPOST SA 5493008AAX0BESN9WN06 BBH7K6907 12733.000000 NS 89769.650000 0.0529199 Long EC CORP BE N 2 N N N N/A N/A 000000000 1.000000 NC 178978.870000 0.1055095 N/A DFE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 3784000.000000 GBP 4879086.190000 USD 2020-04-02 178978.870000 N N N N/A N/A 000000000 1.000000 NC 13164.040000 0.0077603 N/A DFE RU N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 4300000.000000 RUB 67957.760000 USD 2020-04-15 13164.040000 N N N N/A N/A 000000000 1.000000 NC 62111.290000 0.0366151 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3905156.880000 GBP 3194000.000000 GBP 2020-04-02 62111.290000 N N N N/A N/A 000000000 1.000000 NC -58.370000 -0.0000344 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 60509.430000 JPY 6500000.000000 JPY 2020-04-02 -58.370000 N N N N/A N/A 000000000 1.000000 NC -62318.900000 -0.0367375 N/A DFE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3194000.000000 GBP 3907728.050000 USD 2020-05-04 -62318.900000 N N N N/A N/A 000000000 1.000000 NC -2933.680000 -0.0017294 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 14500000.000000 JPY 131918.680000 USD 2020-04-02 -2933.680000 N N N N/A N/A 000000000 1.000000 NC -839.110000 -0.0004947 N/A DFE N/A N 2 BNP Paribas S.A. N/A 94585.560000 EUR 85000.000000 EUR 2020-04-02 -839.110000 N N N N/A N/A 000000000 1.000000 NC -1292.470000 -0.0007619 N/A DFE N/A N 2 BNP Paribas S.A. N/A 93936.020000 EUR 84000.000000 EUR 2020-04-02 -1292.470000 N N N N/A N/A 000000000 1.000000 NC 101.060000 0.0000596 N/A DFE N/A N 2 BNP Paribas S.A. N/A 21956.930000 EUR 20000.000000 EUR 2020-04-02 101.060000 N N N N/A N/A 000000000 1.000000 NC -1638.040000 -0.0009656 N/A DFE GB N 2 BNP Paribas S.A. N/A 56290.450000 GBP 44000.000000 GBP 2020-04-02 -1638.040000 N N N N/A N/A 000000000 1.000000 NC -9225.140000 -0.0054383 N/A DFE GB N 2 BNP Paribas S.A. N/A 240255.790000 GBP 186000.000000 GBP 2020-04-02 -9225.140000 N N N N/A N/A 000000000 1.000000 NC 2592.850000 0.0015285 N/A DFE GB N 2 BNP Paribas S.A. N/A 57027.960000 GBP 48000.000000 GBP 2020-04-02 2592.850000 N N N N/A N/A 000000000 1.000000 NC 10698.580000 0.0063069 N/A DFE GB N 2 BNP Paribas S.A. N/A 163195.450000 GBP 140000.000000 GBP 2020-04-02 10698.580000 N N N N/A N/A 000000000 1.000000 NC -23347.910000 -0.0137638 N/A DFE IN N 2 BNP Paribas S.A. N/A 396209.280000 INR 28671684.870000 INR 2020-06-17 -23347.910000 N N N N/A N/A 000000000 1.000000 NC -3609.040000 -0.0021276 N/A DFE TR N 2 BNP Paribas S.A. N/A 51448.000000 TRY 317650.240000 TRY 2020-04-15 -3609.040000 N N N N/A N/A 000000000 1.000000 NC -2323.910000 -0.0013700 N/A DFE TR N 2 BNP Paribas S.A. N/A 33128.000000 TRY 204538.900000 TRY 2020-04-15 -2323.910000 N N N N/A N/A 000000000 1.000000 NC -709.920000 -0.0004185 N/A DFE TR N 2 BNP Paribas S.A. N/A 12264.910000 TRY 76725.000000 TRY 2020-04-15 -709.920000 N N N N/A N/A 000000000 1.000000 NC -43.860000 -0.0000259 N/A DFE TR N 2 BNP Paribas S.A. N/A 2907.180000 TRY 19000.000000 TRY 2020-04-13 -43.860000 N N N BRIDGESTONE CORPORATION 549300DHPOF90OYYD780 613210004 15100.000000 NS 462220.080000 0.2724825 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC 2732.390000 0.0016108 N/A DFE GB N 2 BNP Paribas S.A. N/A 41000.000000 GBP 53658.500000 USD 2020-04-02 2732.390000 N N N N/A N/A 000000000 1.000000 NC 389.940000 0.0002299 N/A DFE TR N 2 BNP Paribas S.A. N/A 53799.940000 TRY 8495.000000 USD 2020-04-14 389.940000 N N N N/A N/A 000000000 1.000000 NC 2916.450000 0.0017193 N/A DFE TR N 2 BNP Paribas S.A. N/A 400036.540000 TRY 63163.000000 USD 2020-04-15 2916.450000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 2000.000000 PA USD 2005.200000 0.0011821 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -5806.370000 -0.0034229 N/A DCR US N 2 Citibank International Limited N/A BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2022-12-21 0.000000 USD -8061.100000 USD 245000.000000 USD 2254.730000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -19542.370000 -0.0115204 N/A DCR US N 2 Citibank International Limited N/A BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-12-21 0.000000 USD -5180.880000 USD 300000.000000 USD -14361.490000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -13028.250000 -0.0076803 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-12-21 0.000000 USD -3112.480000 USD 200000.000000 USD -9915.770000 N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD -20747.800000 -0.0122310 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-06-21 0.000000 USD -11702.580000 USD 400000.000000 USD -9045.220000 N N N N/A N/A 000000000 1.000000 NC USD -34174.060000 -0.0201459 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.32 Y Single Leg Swap 2024-12-21 0.000000 USD -15550.000000 USD 300000.000000 USD -18624.060000 N N N N/A N/A 000000000 1.000000 NC USD 17434.760000 0.0102779 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.33 Y Single Leg Swap 2024-12-21 0.000000 USD -19546.100000 USD 294000.000000 USD 36980.860000 N N N N/A N/A 000000000 1.000000 NC USD -191.960000 -0.0001132 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.31 N/A N/A Y Single Leg Swap 2023-12-21 0.000000 USD -1644.720000 USD 100000.000000 USD 1452.760000 N N N N/A N/A 000000000 1.000000 NC USD 2931.600000 0.0017282 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2024-12-21 827.470000 USD 0.000000 USD 900000.000000 USD 2104.130000 N N N N/A N/A 000000000 1.000000 NC 3558.770000 0.0020979 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 177316.730000 EUR 164000.000000 EUR 2020-04-02 3558.770000 N N N N/A N/A 000000000 1.000000 NC 1207.070000 0.0007116 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 115550.350000 GBP 94000.000000 GBP 2020-04-02 1207.070000 N N N N/A N/A 000000000 1.000000 NC 1407.110000 0.0008295 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 58113.930000 JPY 6400000.000000 JPY 2020-04-02 1407.110000 N N N N/A N/A 000000000 1.000000 NC -88111.890000 -0.0519427 N/A DFE RU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 419500.100000 RUB 26006069.700000 RUB 2020-04-15 -88111.890000 N N N N/A N/A 000000000 1.000000 NC -1397.350000 -0.0008237 N/A DFE TR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 20272.660000 TRY 125250.000000 TRY 2020-04-13 -1397.350000 N N N N/A N/A 000000000 1.000000 NC 329.450000 0.0001942 N/A DFE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 22000.000000 AUD 13861.650000 USD 2020-04-02 329.450000 N N N N/A N/A 000000000 1.000000 NC 1034.930000 0.0006101 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 173627.050000 BRL 34449.810000 USD 2020-04-02 1034.930000 N N N N/A N/A 000000000 1.000000 NC -19352.380000 -0.0114084 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2936000.000000 EUR 3218760.290000 USD 2020-04-02 -19352.380000 N N N N/A N/A 000000000 1.000000 NC -3661.480000 -0.0021585 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 47000.000000 GBP 54717.230000 USD 2020-04-02 -3661.480000 N N N N/A N/A 000000000 1.000000 NC 1594.950000 0.0009402 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 842000.000000 MXN 37032.960000 USD 2020-04-13 1594.950000 N N N N/A N/A 000000000 1.000000 NC 372.390000 0.0002195 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 103295.500000 PEN 30415.920000 USD 2020-05-15 372.390000 N N N N/A N/A 000000000 1.000000 NC -1121.120000 -0.0006609 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 424703.500000 PEN 122125.460000 USD 2020-07-13 -1121.120000 N N N N/A N/A 000000000 1.000000 NC 13228.200000 0.0077981 N/A DFE RU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4386946.000000 RUB 69129.850000 USD 2020-04-15 13228.200000 N N N N/A N/A 000000000 1.000000 NC USD -43868.610000 -0.0258609 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -85263.510000 USD 4000000.000000 USD 41394.900000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD -1431.930000 -0.0008441 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-21 0.000000 USD -748.850000 USD 50000.000000 USD -683.080000 N N N N/A N/A 000000000 1.000000 NC -5938.070000 -0.0035005 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 437297.390000 BRL 2246182.430000 BRL 2020-05-05 -5938.070000 N N N N/A N/A 000000000 1.000000 NC 5569.960000 0.0032835 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 2246182.430000 BRL 437852.330000 USD 2020-04-02 5569.960000 N N N N/A N/A 000000000 1.000000 NC -672.040000 -0.0003962 N/A DFE PE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 102971.860000 PEN 29317.000000 USD 2020-04-13 -672.040000 N N N N/A N/A 000000000 1.000000 NC -8432.480000 -0.0049710 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 80000.000000 BRL 371872.000000 BRL 2020-04-02 -8432.480000 N N N BT GROUP PLC 213800LRO7NS5CYQMN21 309135903 121767.000000 NS 177118.040000 0.1044125 Long EC CORP GB N 2 N N N N/A N/A 000000000 1.000000 NC -2969.770000 -0.0017507 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 46983.300000 CLP 37607785.000000 CLP 2020-06-04 -2969.770000 N N N N/A N/A 000000000 1.000000 NC 235.480000 0.0001388 N/A DFE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 24219.830000 DKK 165000.000000 DKK 2020-07-01 235.480000 N N N N/A N/A 000000000 1.000000 NC -2325.270000 -0.0013708 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 208513.910000 GBP 166000.000000 GBP 2020-04-02 -2325.270000 N N N N/A N/A 000000000 1.000000 NC -683.400000 -0.0004029 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 52804.980000 MXN 1240000.000000 MXN 2020-04-22 -683.400000 N N N N/A N/A 000000000 1.000000 NC -45661.310000 -0.0269177 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 247167.770000 RUB 15813450.790000 RUB 2020-04-15 -45661.310000 N N N N/A N/A 000000000 1.000000 NC 167.010000 0.0000985 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 29104.290000 RUB 2300955.000000 RUB 2020-05-20 167.010000 N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 3000.000000 PA USD 3090.000000 0.0018216 Long DBT CORP US N 2 2028-02-15 Fixed 6.125 N N N N N N N/A N/A 000000000 1.000000 NC 1016.670000 0.0005993 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 182599.070000 BRL 36158.230000 USD 2020-04-02 1016.670000 N N N ARCONIC CORP 549300B4YFWH3U74B152 938LHEII5 3000.000000 PA USD 2745.000000 0.0016182 Long LON CORP US N 3 2027-02-04 Floating 5.16088 N N N N N N N/A N/A 000000000 1.000000 NC 3126.390000 0.0018430 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 891000.000000 MXN 40626.710000 USD 2020-04-13 3126.390000 N N N N/A N/A 000000000 1.000000 NC -340.100000 -0.0002005 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 41191.680000 PEN 11632.780000 USD 2020-05-29 -340.100000 N N N BUNGE LIMITED 5493007M0RIN8HY3MM77 G16962105 3216.000000 NS USD 131952.480000 0.0777871 Long EC CORP BM N 1 N N N N/A N/A 000000000 1.000000 NC 22386.850000 0.0131972 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6926140.080000 RUB 110644.750000 USD 2020-04-15 22386.850000 N N N N/A N/A 000000000 1.000000 NC 4449.210000 0.0026228 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1367165.710000 RUB 21870.630000 USD 2020-04-15 4449.210000 N N N N/A N/A 000000000 1.000000 NC 13455.190000 0.0079319 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4341280.000000 RUB 68774.930000 USD 2020-04-15 13455.190000 N N N N/A N/A 000000000 1.000000 NC -59.410000 -0.0000350 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2300955.000000 RUB 29261.030000 USD 2020-04-15 -59.410000 N N N N/A N/A 000000000 1.000000 NC 395.230000 0.0002330 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 53764.860000 TRY 8495.000000 USD 2020-04-14 395.230000 N N N N/A N/A 000000000 1.000000 NC 45.900000 0.0000271 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6264.720000 TRY 990.000000 USD 2020-04-13 45.900000 N N N N/A N/A 000000000 1.000000 NC 93.640000 0.0000552 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12523.880000 TRY 1981.000000 USD 2020-04-13 93.640000 N N N N/A N/A 000000000 1.000000 NC -1630.360000 -0.0009611 N/A DFE CN N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 134034.090000 CNY 939927.470000 CNY 2020-06-17 -1630.360000 N N N N/A N/A 000000000 1.000000 NC 1762.540000 0.0010390 N/A DFE CN N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 921000.000000 CNY 131500.040000 USD 2020-06-17 1762.540000 N N N N/A 54930076J6KDZL504O62 000000000 10786.000000 NC USD 78845.660000 0.0464802 N/A DE US N 2 None N/A Call Purchased IHEARTMEDIA INC IHEARTMEDIA INC - CLASS A N/A 0.000000 USD 2039-05-01 XXXX -132905.980000 N N N N/A N/A 000000000 1.000000 NC 2119.300000 0.0012493 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 32 Y Single Leg Swap 2024-12-21 7439.000000 EUR 0.000000 EUR 800000.000000 EUR -5319.700000 N N N N/A N/A 000000000 1.000000 NC 846.410000 0.0004990 N/A DFE CH N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 89737.720000 CHF 87000.000000 CHF 2020-05-15 846.410000 N N N N/A N/A 000000000 1.000000 NC -5467.790000 -0.0032233 N/A DFE N/A N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 426775.370000 EUR 382000.000000 EUR 2020-04-02 -5467.790000 N N N N/A N/A 000000000 1.000000 NC 9927.370000 0.0058523 N/A DFE RU N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 414647.500000 RUB 33319000.000000 RUB 2020-04-15 9927.370000 N N N N/A N/A 000000000 1.000000 NC -1096.340000 -0.0006463 N/A DFE TR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 17221.360000 TRY 107035.000000 TRY 2020-04-14 -1096.340000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI18MQP3 848000.000000 PA 8538.660000 0.0050336 Long DBT NUSS AR N 2 2020-05-28 None 0 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1DM1J8 2450000.000000 PA 18096.430000 0.0106680 Long DBT NUSS AR N 2 2020-05-13 None 0 N N N N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -4014.600000 -0.0023666 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -1617.120000 USD 100000.000000 USD -2397.480000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -1605.840000 -0.0009467 N/A DCR US N 2 Citibank International Limited N/A MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -734.700000 USD 40000.000000 USD -871.140000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -5228.900000 -0.0030825 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -832.340000 USD 100000.000000 USD -4396.560000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -2331.020000 -0.0013742 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-06-21 0.000000 USD -927.870000 USD 100000.000000 USD -1403.150000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -9546.170000 -0.0056275 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -4736.290000 USD 300000.000000 USD -4809.880000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -4014.600000 -0.0023666 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -1336.660000 USD 100000.000000 USD -2677.940000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -26144.490000 -0.0154124 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -2962.350000 USD 500000.000000 USD -23182.140000 N N N N/A N/A 000000000 1.000000 NC -23362.430000 -0.0137723 N/A DFE ID N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 146774.000000 IDR 2037956966.000000 IDR 2020-06-17 -23362.430000 N N N N/A N/A 000000000 1.000000 NC 1417.330000 0.0008355 N/A DFE TR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 202424.540000 TRY 31903.000000 USD 2020-04-15 1417.330000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1DBMZ3 45000.000000 PA 469.030000 0.0002765 Long DBT NUSS AR N 2 2020-08-27 None 0 N N N N N N 2020-05-04 PIMCO Equity Series /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX