0001479360-21-000914.txt : 20210827 0001479360-21-000914.hdr.sgml : 20210827 20210827164029 ACCESSION NUMBER: 0001479360-21-000914 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210827 PERIOD START: 20210630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PIMCO Equity Series CENTRAL INDEX KEY: 0001479360 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22375 FILM NUMBER: 211219587 BUSINESS ADDRESS: STREET 1: 650 NEWPORT CENTER DRIVE CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 949-720-6000 MAIL ADDRESS: STREET 1: 650 NEWPORT CENTER DRIVE CITY: NEWPORT BEACH STATE: CA ZIP: 92660 FORMER COMPANY: FORMER CONFORMED NAME: PIMCO Funds Equity Trust DATE OF NAME CHANGE: 20091223 0001479360 S000034646 PIMCO Dividend and Income Fund C000106724 Institutional Class PQIIX C000106725 I-2 PQIPX C000106728 Class A PQIZX C000106729 Class C PQICX NPORT-P 1 primary_doc.xml NPORT-P false 0001479360 XXXXXXXX S000034646 C000106725 C000106728 C000106724 C000106729 PIMCO Equity Series 811-22375 0001479360 549300ZSNZVZHKC5OG19 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Dividend and Income Fund S000034646 YCQRZRQ961D14WOYVN37 2021-06-30 2021-06-30 N 253761154.260000 45976799.150000 207784355.110000 0.000000 0.000000 2024710.980000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1033825.420000 USD AUD BRL ZAR EUR GBP JPY ARS PEN MXN CNY N N/A N/A 000000000 1.000000 NC USD 41590.090000 0.0200160 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 126853.600000 N N N N/A N/A 000000000 1.000000 NC USD 282.400000 0.0001359 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 1031.250000 N N N N/A N/A 000000000 1.000000 NC -521.100000 -0.0002508 N/A DFE ZA N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 187610.970000 ZAR 12229.000000 USD 2022-02-18 -521.100000 N N N N/A N/A 000000000 1.000000 NC -443.570000 -0.0002135 N/A DFE ZA N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 174757.420000 ZAR 11433.000000 USD 2022-02-18 -443.570000 N N N N/A N/A 000000000 1.000000 NC -1745.000000 -0.0008398 N/A DFE ZA N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 538093.480000 ZAR 34824.000000 USD 2022-02-18 -1745.000000 N N N N/A N/A 000000000 1.000000 NC -2610.370000 -0.0012563 N/A DFE ZA N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 756079.050000 ZAR 48773.000000 USD 2022-02-18 -2610.370000 N N N N/A N/A 000000000 1.000000 NC USD 4213.760000 0.0020279 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-21 1205.620000 USD 0.000000 USD 300000.000000 USD 3008.140000 N N N N/A N/A 000000000 1.000000 NC 5905.370000 0.0028421 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 476322.690000 USD 2406668.040000 BRL 2021-08-03 5905.370000 N N N N/A N/A 000000000 1.000000 NC 619.040000 0.0002979 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 30856.000000 USD 2429478.020000 INR 2022-04-26 619.040000 N N N N/A N/A 000000000 1.000000 NC 690.690000 0.0003324 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 227669.110000 USD 4621000.000000 MXN 2021-10-27 690.690000 N N N N/A N/A 000000000 1.000000 NC 1422.280000 0.0006845 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 40079.670000 USD 159264.600000 PEN 2021-08-31 1422.280000 N N N N/A N/A 000000000 1.000000 NC 1280.690000 0.0006164 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 76086.270000 USD 5700916.000000 RUB 2021-08-20 1280.690000 N N N N/A N/A 000000000 1.000000 NC -512.170000 -0.0002465 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 43956.720000 USD 3215903.000000 RUB 2021-09-20 -512.170000 N N N N/A N/A 000000000 1.000000 NC -584.000000 -0.0002811 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 66541.440000 USD 4882378.000000 RUB 2021-09-20 -584.000000 N N N N/A N/A 000000000 1.000000 NC 4134.690000 0.0019899 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 79883.770000 USD 6164989.850000 RUB 2021-07-22 4134.690000 N N N N/A N/A 000000000 1.000000 NC -223.990000 -0.0001078 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6210.000000 USD 52144.890000 TRY 2021-07-02 -223.990000 N N N N/A N/A 000000000 1.000000 NC -215.200000 -0.0001036 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5038.000000 USD 42160.100000 TRY 2021-07-09 -215.200000 N N N N/A N/A 000000000 1.000000 NC -154.000000 -0.0000741 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 36574.010000 USD 525000.000000 ZAR 2021-09-15 -154.000000 N N N N/A N/A 000000000 1.000000 NC -6023.740000 -0.0028990 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2406668.040000 BRL 477845.340000 USD 2021-07-02 -6023.740000 N N N N/A N/A 000000000 1.000000 NC 570.220000 0.0002744 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 28256.500000 CAD 23366.000000 USD 2022-02-14 570.220000 N N N N/A N/A 000000000 1.000000 NC 749.930000 0.0003609 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 32954.750000 CAD 27336.000000 USD 2022-02-14 749.930000 N N N N/A N/A 000000000 1.000000 NC 102781.820000 0.0494656 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3378000.000000 GBP 4775569.130000 USD 2021-07-02 102781.820000 N N N N/A N/A 000000000 1.000000 NC 635.670000 0.0003059 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 99791.480000 PEN 26623.130000 USD 2021-11-12 635.670000 N N N N/A N/A 000000000 1.000000 NC -1380.920000 -0.0006646 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 159264.600000 PEN 40041.380000 USD 2021-07-19 -1380.920000 N N N N/A N/A 000000000 1.000000 NC 13.210000 0.0000064 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 88643.350000 TRY 10189.090000 USD 2021-07-02 13.210000 N N N N/A N/A 000000000 1.000000 NC 0.210000 0.0000001 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1453.800000 TRY 166.680000 USD 2021-07-07 0.210000 N N N N/A N/A 000000000 1.000000 NC 429.150000 0.0002065 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 151083.020000 ZAR 10910.000000 USD 2021-09-15 429.150000 N N N N/A N/A 000000000 1.000000 NC 1073.110000 0.0005165 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 307444.760000 ZAR 22401.000000 USD 2021-09-15 1073.110000 N N N N/A N/A 000000000 1.000000 NC -5303.740000 -0.0025525 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 245698.180000 USD 298000.000000 CAD 2021-08-17 -5303.740000 N N N N/A N/A 000000000 1.000000 NC -1336.510000 -0.0006432 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 117871.280000 USD 757513.570000 CNY 2021-09-15 -1336.510000 N N N N/A N/A 000000000 1.000000 NC -2559.140000 -0.0012316 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4570215.650000 USD 3302000.000000 GBP 2021-07-02 -2559.140000 N N N N/A N/A 000000000 1.000000 NC 590.690000 0.0002843 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 40969.330000 USD 3153000.000000 INR 2021-12-15 590.690000 N N N N/A N/A 000000000 1.000000 NC 9371.110000 0.0045100 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 200148.360000 USD 4209000.000000 MXN 2021-09-03 9371.110000 N N N N/A N/A 000000000 1.000000 NC 18742.270000 0.0090201 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 429911.820000 USD 9050718.660000 MXN 2021-10-05 18742.270000 N N N N/A N/A 000000000 1.000000 NC 55.460000 0.0000267 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9000.000000 USD 34830.000000 PEN 2021-07-15 55.460000 N N N N/A N/A 000000000 1.000000 NC 75.930000 0.0000365 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9000.000000 USD 34908.750000 PEN 2021-07-15 75.930000 N N N N/A N/A 000000000 1.000000 NC 52.610000 0.0000253 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5000.000000 USD 19425.000000 PEN 2021-07-20 52.610000 N N N N/A N/A 000000000 1.000000 NC 10.230000 0.0000049 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2000.000000 USD 7714.000000 PEN 2021-09-03 10.230000 N N N N/A N/A 000000000 1.000000 NC 167.600000 0.0000807 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5000.000000 USD 19830.000000 PEN 2021-09-03 167.600000 N N N N/A N/A 000000000 1.000000 NC 886.030000 0.0004264 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 45358.820000 USD 3407630.000000 RUB 2021-08-20 886.030000 N N N N/A N/A 000000000 1.000000 NC 1463.830000 0.0007045 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 60800.940000 USD 4588085.000000 RUB 2021-08-20 1463.830000 N N N N/A N/A 000000000 1.000000 NC -480.890000 -0.0002314 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 45596.310000 USD 3339586.000000 RUB 2021-09-20 -480.890000 N N N N/A N/A 000000000 1.000000 NC -168.940000 -0.0000813 N/A DFE TR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4859.040000 USD 41000.000000 TRY 2021-07-09 -168.940000 N N N N/A N/A 000000000 1.000000 NC 2486.710000 0.0011968 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3302000.000000 GBP 4570578.870000 USD 2021-08-03 2486.710000 N N N N/A N/A 000000000 1.000000 NC 183.590000 0.0000884 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 18281.000000 PEN 4942.670000 USD 2021-12-09 183.590000 N N N N/A N/A 000000000 7.000000 NC 15430.500000 0.0074262 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2021-09-08 1256740.990000 EUR 15430.500000 N N N N/A N/A 000000000 1.000000 NC 26206.110000 0.0126122 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 34 Y Single Leg Swap 2025-12-21 22397.800000 EUR 0.000000 EUR 800000.000000 EUR 3808.310000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 8000.000000 PA USD 8326.470000 0.0040073 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 8000.000000 PA USD 8449.940000 0.0040667 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N N/A N/A 000000000 1.000000 NC -116.420000 -0.0000560 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 47151.310000 ZAR 3088.000000 USD 2022-02-18 -116.420000 N N N N/A N/A 000000000 1.000000 NC -157.320000 -0.0000757 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 27363.120000 USD 2064000.000000 INR 2021-12-15 -157.320000 N N N N/A N/A 000000000 1.000000 NC -665.190000 -0.0003201 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 16887.000000 USD 141665.040000 TRY 2021-07-07 -665.190000 N N N N/A N/A 000000000 1.000000 NC -194.450000 -0.0000936 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5347.320000 USD 45000.000000 TRY 2021-07-07 -194.450000 N N N N/A N/A 000000000 1.000000 NC -18.530000 -0.0000089 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 15977.040000 USD 141000.000000 TRY 2021-07-30 -18.530000 N N N AGL ENERGY LIMITED 549300QAZ8A74DEDXO80 BSS7GP901 25290.000000 NS 155377.270000 0.0747781 Long EC CORP AU N 2 N N N N/A N/A 000000000 1.000000 NC 62.560000 0.0000301 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 29839.740000 TRY 3476.000000 USD 2021-07-09 62.560000 N N N N/A N/A 000000000 1.000000 NC 253.160000 0.0001218 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 113427.360000 TRY 13202.000000 USD 2021-07-13 253.160000 N N N N/A N/A 000000000 1.000000 NC 110.460000 0.0000532 N/A DFE TR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 51000.000000 TRY 5950.380000 USD 2021-07-07 110.460000 N N N N/A N/A 000000000 1.000000 NC USD 624.660000 0.0003006 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -646.850000 USD 40000.000000 USD 1271.510000 N N N N/A N/A 000000000 1.000000 NC USD 1388.070000 0.0006680 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 2220.410000 N N N N/A N/A 000000000 1.000000 NC USD 1311.210000 0.0006310 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 2239.080000 N N N N/A N/A 000000000 1.000000 NC USD 4311.230000 0.0020749 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -4736.290000 USD 300000.000000 USD 9047.520000 N N N N/A N/A 000000000 1.000000 NC USD 337.610000 0.0001625 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-21 0.000000 USD -781.080000 USD 100000.000000 USD 1118.690000 N N N N/A N/A 000000000 1.000000 NC USD 1388.070000 0.0006680 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 -881.000000 USD 100000.000000 USD 2269.070000 N N N N/A N/A 000000000 1.000000 NC USD 771.980000 0.0003715 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2025-12-21 0.000000 USD -1377.030000 USD 100000.000000 USD 2149.010000 N N N N/A N/A 000000000 1.000000 NC USD 1012.820000 0.0004874 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-21 0.000000 USD -1741.420000 USD 300000.000000 USD 2754.240000 N N N N/A N/A 000000000 1.000000 NC 103.690000 0.0000499 N/A DFE PE N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3000.000000 USD 11910.000000 PEN 2021-09-03 103.690000 N N N N/A N/A 000000000 1.000000 NC 1426.160000 0.0006864 N/A DFE RU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 32364.500000 USD 2479444.000000 RUB 2021-07-22 1426.160000 N N N N/A N/A 000000000 1.000000 NC -543.180000 -0.0002614 N/A DFE IN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2048800.000000 INR 26000.000000 USD 2022-04-26 -543.180000 N N N N/A N/A 000000000 1.000000 NC -346.190000 -0.0001666 N/A DFE ZA N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 138760.300000 ZAR 9084.000000 USD 2022-02-18 -346.190000 N N N N/A N/A 000000000 1.000000 NC -174.400000 -0.0000839 N/A DFE ZA N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63719.510000 ZAR 4156.000000 USD 2022-02-18 -174.400000 N N N N/A N/A 000000000 1.000000 NC -552.990000 -0.0002661 N/A DFE ZA N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 151500.070000 ZAR 9743.000000 USD 2022-02-18 -552.990000 N N N N/A N/A 000000000 1.000000 NC USD 621.970000 0.0002993 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 37284.760000 N N N N/A N/A 000000000 1.000000 NC -12135.410000 -0.0058404 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-12-21 0.000000 EUR -21476.040000 EUR 200000.000000 EUR 9340.630000 N N N N/A N/A 000000000 1.000000 NC USD 394.320000 0.0001898 N/A DCR US N 2 JPMorgan Chase Bank, National Association 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 5441.540000 N N N N/A N/A 000000000 1.000000 NC USD 2002.680000 0.0009638 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 10385.460000 N N N N/A N/A 000000000 1.000000 NC 55388.730000 0.0266568 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1473000.000000 EUR 1801998.670000 USD 2021-07-02 55388.730000 N N N N/A N/A 000000000 1.000000 NC -185.870000 -0.0000895 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 20550.680000 USD 1545000.000000 INR 2021-12-15 -185.870000 N N N N/A N/A 000000000 1.000000 NC -1985.570000 -0.0009556 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 195335.040000 USD 14668684.870000 INR 2021-12-15 -1985.570000 N N N N/A N/A 000000000 1.000000 NC 42.760000 0.0000206 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4000.000000 USD 15544.000000 PEN 2021-07-19 42.760000 N N N N/A N/A 000000000 1.000000 NC 230.190000 0.0001108 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6342.760000 USD 25225.780000 PEN 2021-09-22 230.190000 N N N N/A N/A 000000000 1.000000 NC 101.760000 0.0000490 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 11133.000000 PEN 3000.000000 USD 2021-12-09 101.760000 N N N N/A N/A 000000000 1.000000 NC 673.500000 0.0003241 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 114671.880000 PEN 30481.630000 USD 2021-07-13 673.500000 N N N N/A N/A 000000000 1.000000 NC -219.920000 -0.0001058 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 25225.780000 PEN 6337.340000 USD 2021-07-13 -219.920000 N N N N/A N/A 000000000 1.000000 NC 48.740000 0.0000235 N/A DFE TR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 23289.830000 TRY 2715.620000 USD 2021-07-07 48.740000 N N N N/A N/A 000000000 1.000000 NC 166.490000 0.0000801 N/A DFE TR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 78620.390000 TRY 9160.080000 USD 2021-07-09 166.490000 N N N N/A N/A 000000000 1.000000 NC 35.670000 0.0000172 N/A DFE TR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 17089.780000 TRY 1986.640000 USD 2021-07-13 35.670000 N N N N/A N/A 000000000 1.000000 NC -316.760000 -0.0001524 N/A DFE GB N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 52882.160000 USD 38000.000000 GBP 2021-07-02 -316.760000 N N N N/A N/A 000000000 -700000.000000 NC USD -9.450000 -0.0000045 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.77600 07/09/21-10Y CME N/A N/A 2031-07-09 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-07-07 XXXX 5188.050000 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAB6 9000.000000 PA USD 9899.060000 0.0047641 Long DBT CORP KY N 2 2024-02-15 Fixed 5.5 N N N N N N N/A N/A 000000000 -100000.000000 NC USD -82.220000 -0.0000396 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.29500 08/12/21-30Y CME N/A N/A 2051-08-12 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-08-10 XXXX 1280.280000 N N N N/A N/A 000000000 -100000.000000 NC USD -2239.880000 -0.0010780 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.78500 08/12/21-30Y CME N/A N/A 2051-08-12 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-08-10 XXXX -877.380000 N N N N/A N/A 000000000 -100000.000000 NC USD -10.120000 -0.0000049 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.85000 07/16/21-10Y CME N/A N/A 2031-07-16 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-07-14 XXXX 424.880000 N N N N/A N/A 000000000 -100000.000000 NC USD -454.210000 -0.0002186 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.45000 07/16/21-10Y CME N/A N/A 2031-07-16 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-07-14 XXXX -19.210000 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAC4 21000.000000 PA USD 22079.020000 0.0106259 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N N/A N/A 000000000 -100000.000000 NC USD -173.250000 -0.0000834 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.90500 09/07/21-10Y CME N/A N/A 2031-09-07 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-09-02 XXXX 316.750000 N N N N/A N/A 000000000 -100000.000000 NC USD -751.780000 -0.0003618 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Call Written FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.40500 09/07/21-10Y CME N/A N/A 2031-09-07 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-09-02 XXXX -261.780000 N N N N/A N/A 000000000 -100000.000000 NC USD -255.250000 -0.0001228 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.69750 08/13/21-10Y CME N/A N/A 2031-08-13 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-08-11 XXXX 129.750000 N N N N/A N/A 000000000 -100000.000000 NC USD -274.790000 -0.0001322 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.29750 08/13/21-10Y CME N/A N/A 2031-08-13 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-08-11 XXXX 110.210000 N N N N/A N/A 000000000 -100000.000000 NC USD -71.550000 -0.0000344 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.67000 07/19/21-10Y CME N/A N/A 2031-07-19 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-07-15 XXXX 156.450000 N N N N/A N/A 000000000 -100000.000000 NC USD -194.040000 -0.0000934 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.37000 07/19/21-10Y CME N/A N/A 2031-07-19 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-07-15 XXXX 33.960000 N N N N/A N/A 000000000 -100000.000000 NC USD -89.650000 -0.0000431 N/A DIR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.66000 07/20/21-10Y CME N/A N/A 2031-07-20 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-07-16 XXXX 137.850000 N N N N/A N/A 000000000 -100000.000000 NC USD -186.460000 -0.0000897 N/A DIR US N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.36000 07/20/21-10Y CME N/A N/A 2031-07-20 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-07-16 XXXX 41.040000 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 307000.000000 PA USD 321318.840000 0.1546405 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAA9 18000.000000 PA USD 19122.890000 0.0092032 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 4129.690000 0.0019875 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25 N N N N N N CHEVRON CORPORATION N/A 166764100 24256.000000 NS USD 2540573.440000 1.2226972 Long EC CORP US N 1 N N N AGNC INVESTMENT CORP (AMERICAN CAPITAL AGENCY CORP) 5TRACI5HRMELWV32OF39 00123Q104 27736.000000 NS USD 468461.040000 0.2254554 Long EC CORP US N 1 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAB7 16000.000000 PA USD 17303.890000 0.0083278 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 05400KAF7 6930.000000 PA USD 6858.730000 0.0033009 Long LON CORP US N 2 2027-02-12 Floating 2.25 N N N N N N N/A N/A 000000000 1.000000 NC 348576.320000 0.1677587 N/A DIR AU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2026-06-17 483316.810000 AUD 0.000000 AUD 5080000.000000 AUD -134740.490000 N N N N/A N/A 000000000 1.000000 NC -7094.950000 -0.0034146 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 -9236.960000 AUD 80000.000000 AUD 2142.010000 N N N N/A N/A 000000000 1.000000 NC -1795.650000 -0.0008642 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 -1795.650000 N N N N/A N/A 000000000 1.000000 NC 484.240000 0.0002330 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 484.240000 N N N N/A N/A 000000000 1.000000 NC 12335.280000 0.0059366 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-03-18 0.000000 EUR -1554.080000 EUR 800000.000000 EUR 13889.360000 N N N N/A N/A 000000000 1.000000 NC 4396.900000 0.0021161 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2031-09-15 4169.940000 EUR 0.000000 EUR 300000.000000 EUR 226.960000 N N N N/A N/A 000000000 1.000000 NC 6410.620000 0.0030852 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-09-20 4161.450000 JPY 0.000000 JPY 210000000.000000 JPY 2249.170000 N N N N/A N/A 000000000 1.000000 NC 8475.250000 0.0040789 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2029-03-15 3573.820000 JPY 0.000000 JPY 341000000.000000 JPY 4901.430000 N N N N/A N/A 000000000 1.000000 NC -4786.210000 -0.0023035 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-01-30 8966.890000 MXN 0.000000 MXN 4300000.000000 MXN -13753.100000 N N N N/A N/A 000000000 1.000000 NC -14577.100000 -0.0070155 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-03-10 35333.090000 MXN 0.000000 MXN 15500000.000000 MXN -49910.190000 N N N N/A N/A 000000000 1.000000 NC -7946.230000 -0.0038243 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-09-08 96943.910000 MXN 0.000000 MXN 30000000.000000 MXN -104890.140000 N N N N/A N/A 000000000 1.000000 NC -23683.950000 -0.0113983 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 -66455.070000 MXN 32100000.000000 MXN 42771.120000 N N N N/A N/A 000000000 1.000000 NC 135.010000 0.0000650 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2032-09-06 2167.100000 MXN 0.000000 MXN 400000.000000 MXN -2032.090000 N N N N/A N/A 000000000 1.000000 NC -1.890000 -0.0000009 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2037-08-21 611.200000 MXN 0.000000 MXN 100000.000000 MXN -613.090000 N N N N/A N/A 000000000 1.000000 NC 11.400000 0.0000055 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2037-08-14 613.970000 MXN 0.000000 MXN 100000.000000 MXN -602.570000 N N N N/A N/A 000000000 1.000000 NC 8326.990000 0.0040075 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-23 19535.880000 MXN 0.000000 MXN 6000000.000000 MXN -11208.890000 N N N N/A N/A 000000000 1.000000 NC 270.460000 0.0001302 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-03 645.330000 MXN 0.000000 MXN 200000.000000 MXN -374.870000 N N N N/A N/A 000000000 1.000000 NC 2712.200000 0.0013053 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-03 6463.640000 MXN 0.000000 MXN 2000000.000000 MXN -3751.440000 N N N N/A N/A 000000000 1.000000 NC 1995.270000 0.0009603 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-05 4678.330000 MXN 0.000000 MXN 1400000.000000 MXN -2683.060000 N N N N/A N/A 000000000 1.000000 NC -3469.240000 -0.0016696 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 -8328.860000 MXN 1200000.000000 MXN 4859.620000 N N N N/A N/A 000000000 1.000000 NC 5067.700000 0.0024389 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-02-07 11937.740000 MXN 0.000000 MXN 3400000.000000 MXN -6870.040000 N N N N/A N/A 000000000 1.000000 NC 5107.810000 0.0024582 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-02-07 11992.520000 MXN 0.000000 MXN 3400000.000000 MXN -6884.710000 N N N N/A N/A 000000000 1.000000 NC -2227.340000 -0.0010719 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 -5078.720000 MXN 700000.000000 MXN 2851.380000 N N N N/A N/A 000000000 1.000000 NC -10063.230000 -0.0048431 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 -21581.110000 MXN 2900000.000000 MXN 11517.880000 N N N N/A N/A 000000000 1.000000 NC -39658.430000 -0.0190863 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 -85660.100000 MXN 11400000.000000 MXN 46001.670000 N N N N/A N/A 000000000 1.000000 NC -6990.480000 -0.0033643 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2028-01-31 0.000000 MXN -15270.360000 MXN 2000000.000000 MXN 8279.880000 N N N N/A N/A 000000000 1.000000 NC -6745.280000 -0.0032463 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2028-01-31 0.000000 MXN -14615.900000 MXN 1900000.000000 MXN 7870.620000 N N N N/A N/A 000000000 1.000000 NC -3318.440000 -0.0015971 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2038-01-04 0.000000 MXN -8856.780000 MXN 900000.000000 MXN 5538.340000 N N N N/A N/A 000000000 1.000000 NC USD 21673.220000 0.0104306 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-06-16 15314.480000 USD 0.000000 USD 1000000.000000 USD 6358.740000 N N N N/A N/A 000000000 1.000000 NC USD -74723.150000 -0.0359619 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-06-16 0.000000 USD -86936.250000 USD 1539000.000000 USD 12213.100000 N N N BANC OF AMERICA ALT LOAN TRUST 2006-6 N/A 059487AC2 57266.080000 PA USD 55723.420000 0.0268179 Long ABS-MBS CORP US N 2 2046-07-25 Fixed 6 Y N N N N N N/A N/A 000000000 1.000000 NC USD -43975.600000 -0.0211641 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-06-16 0.000000 USD -59624.330000 USD 663000.000000 USD 15648.730000 N N N N/A N/A 000000000 1.000000 NC USD 165923.320000 0.0798536 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-06-16 212824.970000 USD 0.000000 USD 2600000.000000 USD -46901.650000 N N N N/A N/A 000000000 1.000000 NC USD -49.760000 -0.0000239 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-05-06 0.000000 USD -137.500000 USD 100000.000000 USD 87.740000 N N N N/A N/A 000000000 1.000000 NC USD 20.230000 0.0000097 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-06-08 0.000000 USD 0.000000 USD 100000.000000 USD 20.230000 N N N N/A N/A 000000000 1.000000 NC USD -4156.880000 -0.0020006 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2022-06-17 0.000000 USD -6937.440000 USD 500000.000000 USD 2780.560000 N N N N/A N/A 000000000 1.000000 NC USD 4786.810000 0.0023037 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-12-16 666.230000 USD 0.000000 USD 127000.000000 USD 4120.580000 N N N N/A N/A 000000000 1.000000 NC USD -323.480000 -0.0001557 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-05-12 0.000000 USD -204.000000 USD 100000.000000 USD -119.480000 N N N N/A N/A 000000000 1.000000 NC USD 27235.440000 0.0131076 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-06-17 0.000000 USD -129936.510000 USD 2400000.000000 USD 157171.950000 N N N N/A N/A 000000000 1.000000 NC USD 51874.460000 0.0249655 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-12-16 41133.320000 USD 0.000000 USD 400000.000000 USD 10741.140000 N N N N/A N/A 000000000 1.000000 NC USD 3638.000000 0.0017509 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-03-24 0.000000 USD -655.000000 USD 400000.000000 USD 4293.000000 N N N N/A N/A 000000000 1.000000 NC USD -6602.560000 -0.0031776 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-01-23 0.000000 USD -1125.000000 USD 100000.000000 USD -5477.560000 N N N N/A N/A 000000000 1.000000 NC USD -2529.960000 -0.0012176 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-12-18 0.000000 USD -15413.830000 USD 200000.000000 USD 12883.870000 N N N N/A N/A 000000000 1.000000 NC USD -693.990000 -0.0003340 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2021-12-20 0.000000 USD -1691.850000 USD 100000.000000 USD 997.860000 N N N N/A N/A 000000000 1.000000 NC USD -38212.410000 -0.0183904 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2051-02-09 0.000000 USD -7425.000000 USD 900000.000000 USD -30787.410000 N N N N/A N/A 000000000 1.000000 NC USD 3195.210000 0.0015378 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 -15982.590000 USD 100000.000000 USD 19177.800000 N N N N/A N/A 000000000 1.000000 NC USD 9771.750000 0.0047028 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 -48010.770000 USD 300000.000000 USD 57782.520000 N N N N/A N/A 000000000 1.000000 NC USD -3937.890000 -0.0018952 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 -8079.280000 USD 100000.000000 USD 4141.390000 N N N N/A N/A 000000000 1.000000 NC USD -11994.270000 -0.0057725 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 -30169.710000 USD 300000.000000 USD 18175.440000 N N N N/A N/A 000000000 1.000000 NC USD 1058.420000 0.0005094 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 -96578.920000 USD 500000.000000 USD 97637.340000 N N N N/A N/A 000000000 1.000000 NC USD -2792.770000 -0.0013441 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 -22991.960000 USD 100000.000000 USD 20199.190000 N N N N/A N/A 000000000 1.000000 NC USD -3145.990000 -0.0015141 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 -23387.410000 USD 100000.000000 USD 20241.420000 N N N N/A N/A 000000000 1.000000 NC USD -5811.430000 -0.0027969 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 -25944.150000 USD 100000.000000 USD 20132.720000 N N N N/A N/A 000000000 1.000000 NC USD -12068.410000 -0.0058081 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 -24878.570000 USD 200000.000000 USD 12810.160000 N N N N/A N/A 000000000 1.000000 NC USD -5907.430000 -0.0028431 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 -12494.750000 USD 100000.000000 USD 6587.320000 N N N N/A N/A 000000000 1.000000 NC USD -5408.100000 -0.0026027 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 -12302.360000 USD 100000.000000 USD 6894.260000 N N N N/A N/A 000000000 1.000000 NC USD -69224.160000 -0.0333154 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 -196374.450000 USD 600000.000000 USD 127150.290000 N N N N/A N/A 000000000 1.000000 NC USD -352556.170000 -0.1696741 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-06-20 0.000000 USD -642447.170000 USD 4900000.000000 USD 289891.000000 N N N N/A N/A 000000000 1.000000 NC USD -98136.720000 -0.0472301 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 -292393.170000 USD 900000.000000 USD 194256.450000 N N N N/A N/A 000000000 1.000000 NC USD -197292.120000 -0.0949504 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 -292613.140000 USD 3100000.000000 USD 95321.020000 N N N N/A N/A 000000000 1.000000 NC USD -231954.250000 -0.1116322 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 -345031.760000 USD 2300000.000000 USD 113077.510000 N N N N/A N/A 000000000 1.000000 NC -2318.790000 -0.0011160 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-01-12 0.000000 ZAR -228.810000 ZAR 900000.000000 ZAR -2089.980000 N N N N/A N/A 000000000 1.000000 NC -504.070000 -0.0002426 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-02-02 0.000000 ZAR 0.000000 ZAR 200000.000000 ZAR -504.070000 N N N N/A N/A 000000000 1.000000 NC -906.470000 -0.0004363 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-02-11 0.000000 ZAR 0.000000 ZAR 400000.000000 ZAR -906.470000 N N N N/A N/A 000000000 1.000000 NC 3277.570000 0.0015774 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 4760.690000 ZAR 0.000000 ZAR 900000.000000 ZAR -1483.120000 N N N N/A N/A 000000000 1.000000 NC -4278.970000 -0.0020593 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 -4914.570000 ZAR 600000.000000 ZAR 635.600000 N N N N/A N/A 000000000 1.000000 NC -4170.600000 -0.0020072 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2031-09-15 5995.620000 GBP 0.000000 GBP 1300000.000000 GBP -10166.220000 N N N N/A N/A 000000000 1.000000 NC 248.750000 0.0001197 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 100000.000000 BRL 248.750000 N N N N/A N/A 000000000 1.000000 NC 247.280000 0.0001190 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 100000.000000 BRL 247.280000 N N N N/A N/A 000000000 1.000000 NC 979.760000 0.0004715 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 400000.000000 BRL 979.760000 N N N N/A N/A 000000000 1.000000 NC 1249.920000 0.0006015 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -0.530000 BRL 500000.000000 BRL 1250.450000 N N N N/A N/A 000000000 1.000000 NC 487.670000 0.0002347 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 200000.000000 BRL 487.670000 N N N N/A N/A 000000000 1.000000 NC 242.110000 0.0001165 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 100000.000000 BRL 242.110000 N N N N/A N/A 000000000 1.000000 NC 738.490000 0.0003554 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 300000.000000 BRL 738.490000 N N N N/A N/A 000000000 1.000000 NC 240.140000 0.0001156 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 100000.000000 BRL 240.140000 N N N N/A N/A 000000000 1.000000 NC 718.940000 0.0003460 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 300000.000000 BRL 718.940000 N N N N/A N/A 000000000 1.000000 NC 239.400000 0.0001152 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 100000.000000 BRL 239.400000 N N N N/A N/A 000000000 1.000000 NC 238.890000 0.0001150 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 100000.000000 BRL 238.890000 N N N N/A N/A 000000000 1.000000 NC -5927.990000 -0.0028530 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 25.800000 BRL 0.000000 BRL 3000000.000000 BRL -5953.790000 N N N N/A N/A 000000000 1.000000 NC 616.840000 0.0002969 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -1036.690000 BRL 700000.000000 BRL 1653.530000 N N N N/A N/A 000000000 1.000000 NC -28123.150000 -0.0135348 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -5935.760000 BRL 20100000.000000 BRL -22187.390000 N N N N/A N/A 000000000 1.000000 NC -754.810000 -0.0003633 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL 0.000000 BRL 700000.000000 BRL -754.810000 N N N N/A N/A 000000000 1.000000 NC -698.510000 -0.0003362 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2022-01-03 0.000000 BRL -2.850000 BRL 700000.000000 BRL -695.660000 N N N N/A N/A 000000000 1.000000 NC 3929.290000 0.0018910 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 7703.820000 BRL 0.000000 BRL 800000.000000 BRL -3774.530000 N N N N/A N/A 000000000 1.000000 NC 2965.180000 0.0014270 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 5796.080000 BRL 0.000000 BRL 600000.000000 BRL -2830.900000 N N N N/A N/A 000000000 1.000000 NC 1007.610000 0.0004849 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 1948.590000 BRL 0.000000 BRL 200000.000000 BRL -940.980000 N N N N/A N/A 000000000 1.000000 NC -4012.030000 -0.0019309 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 -944.440000 BRL 5200000.000000 BRL -3067.590000 N N N N/A N/A 000000000 1.000000 NC 1561.770000 0.0007516 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 34859.330000 USD 2672457.000000 RUB 2021-07-22 1561.770000 N N N N/A N/A 000000000 1.000000 NC 3935.050000 0.0018938 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 87214.740000 USD 6688263.000000 RUB 2021-07-22 3935.050000 N N N N/A N/A 000000000 1.000000 NC -405.240000 -0.0001950 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 44977.410000 USD 3299373.000000 RUB 2021-09-20 -405.240000 N N N N/A N/A 000000000 1.000000 NC 825.890000 0.0003975 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 656000.000000 ZAR 46327.670000 USD 2021-09-16 825.890000 N N N BANC OF AMERICA FUNDING CORP 2007-C N/A 059522AV4 8526.960000 PA USD 8591.190000 0.0041347 Long ABS-MBS CORP US N 2 2036-05-20 Floating 3.05257 Y N N N N N N/A N/A 000000000 -1000000.000000 NC USD -899.100000 -0.0004327 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 101.420000 USD 2021-07-07 XXXX 3475.900000 N N N N/A N/A 000000000 1000000.000000 NC USD 128.500000 0.0000618 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 99.640000 USD 2021-07-07 XXXX -5379.310000 N N N N/A N/A 000000000 -104000.000000 NC USD -897.940000 -0.0004321 N/A DFE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2022-04-22 N/A 81.500000 USD 2022-04-22 XXXX 930.380000 N N N N/A N/A 000000000 -12000.000000 NC USD -79.670000 -0.0000383 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2022-01-27 N/A 80.000000 USD 2022-01-27 XXXX 82.810000 N N N N/A N/A 000000000 -27000.000000 NC USD -265.820000 -0.0001279 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2022-04-27 N/A 81.000000 USD 2022-04-27 XXXX 178.740000 N N N N/A N/A 000000000 -28000.000000 NC USD -284.280000 -0.0001368 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2022-05-02 N/A 81.000000 USD 2022-05-02 XXXX 139.640000 N N N N/A N/A 000000000 -261000.000000 NC USD -3283.380000 -0.0015802 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written None N/A N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2022-02-11 N/A 1.260000 USD 2022-02-11 XXXX -673.810000 N N N N/A N/A 000000000 118.000000 NC USD 101295.100000 0.0487501 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-09-21 15624859.320000 USD 101295.100000 N N N N/A N/A 000000000 -9.000000 NC USD -39879.980000 -0.0191930 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-09-21 -1444921.880000 USD -39879.980000 N N N N/A N/A 000000000 -4.000000 NC USD -36880.880000 -0.0177496 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-09-21 -770062.500000 USD -36880.880000 N N N N/A N/A 000000000 40.000000 NC USD 892.600000 0.0004296 N/A DE US N 3 None N/A Call Purchased WINDSTREAM HOLDINGS INC WINDSTREAM *BACKSTOP COMMITMENT* N/A 0.000000 USD 2055-09-21 XXXX 588.910000 N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2B2 100000.000000 PA 26885.020000 0.0129389 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 16520.000000 NS USD 875560.000000 0.4213792 Long EC CORP US N 1 N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581801 1675.000000 NS USD 86413.250000 0.0415879 Long EC CORP US N 1 N N N ABB LTD 5493000LKVGOO9PELI61 710889908 11369.000000 NS 386257.790000 0.1858936 Long EC CORP CH N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 2088.000000 NS USD 147726.000000 0.0710958 Long EC CORP US N 1 N N N BANK OF AMERICA MTGE SEC 2006-3 N/A 05950LAK8 13935.990000 PA USD 13901.670000 0.0066904 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 4750.420000 PA USD 4479.290000 0.0021557 Long ABS-MBS CORP US N 2 2046-11-20 Floating 3.16793 Y N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610105 3846.000000 NS USD 176416.020000 0.0849034 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0G5LH6 200000.000000 PA 297220.540000 0.1430428 Long DBT CORP GB N 2 2022-09-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N CK HUTCHISON HOLDINGS LIMITED 254900Z8HM1VEPOQ2G79 BW9P81905 13000.000000 NS 101202.450000 0.0487055 Long EC CORP KY N 2 N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453H106 29821.000000 NS USD 78727.440000 0.0378890 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 400000.000000 PA USD 468783.550000 0.2256106 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 INTERNATIONAL) KOO0397YRO83WY5MGD97 C9413PAZ6 3506.530000 PA USD 3496.670000 0.0016828 Long LON CORP CA N 2 2025-06-02 Floating 3.1043 N N N N N N COCA COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216100 3953.000000 NS USD 213896.830000 0.1029417 Long EC CORP US N 1 N N N COLES GROUP LIMITED 549300OHQRG2HN8LZ793 BYWR0T908 14376.000000 NS 184152.810000 0.0886269 Long EC CORP AU N 2 N N N COMERICA INCORPORATED I9Q57JVPWHHZ3ZGBW498 200340107 3551.000000 NS USD 253328.340000 0.1219189 Long EC CORP US N 1 N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 621503002 14397.000000 NS 1078084.990000 0.5188480 Long EC CORP AU N 2 N N N COMPAGNIE DE SAINT-GOBAIN SA NFONVGN05Z0FMN5PEC35 738048909 2523.000000 NS 166507.530000 0.0801348 Long EC CORP FR N 2 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 2165.000000 NS USD 131848.500000 0.0634545 Long EC CORP US N 1 N N N CONTACT ENERGY LIMITED 549300FT5JOXS1PZ1I32 615252905 4006.000000 NS 23205.200000 0.0111679 Long EC CORP NZ N 2 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350105 3115.000000 NS USD 127403.500000 0.0613153 Long EC CORP US N 1 N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11 N/A 073879PA0 1000834.020000 PA USD 1003814.700000 0.4831041 Long ABS-MBS CORP US N 2 2034-12-25 Floating 1.9665 N N N N N N COVESTRO AG 3912005AWHKLQ1CPLV11 BYTBWY901 1198.000000 NS 77460.860000 0.0372794 Long EC CORP DE N 2 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 726261902 8116.000000 NS 113782.980000 0.0547601 Long EC CORP FR N 2 N N N BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1 N/A 07400XAA6 41387.210000 PA USD 41434.330000 0.0199410 Long ABS-MBS CORP US N 2 2036-08-25 Variable 7.5 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 4000.000000 PA USD 4332.440000 0.0020851 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 6339.030000 0.0030508 Long DBT CORP US N 2 2024-10-01 Fixed 3.75 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021106 461.000000 NS USD 112396.410000 0.0540928 Long EC CORP US N 1 N N N DAIMLER AG 529900R27DL06UVNT076 552902900 459.000000 NS 41015.590000 0.0197395 Long EC CORP DE N 2 N N N DAITO TRUST CONSTRUCTION 353800QQ4DRI3KXS3038 625050000 3800.000000 NS 414589.520000 0.1995287 Long EC CORP JP N 2 N N N ALD 969500E7V019H9NP7427 BF03BV900 1370.000000 NS 20563.010000 0.0098963 Long EC CORP FR N 2 N N N DAIWA SECURITIES GROUP INC 353800WRC7Y23PWFJG38 625144001 6500.000000 NS 35708.340000 0.0171853 Long EC CORP JP N 2 N N N DANONE SA 969500KMUQ2B6CBAF162 B1Y9TB906 1419.000000 NS 99833.600000 0.0480467 Long EC CORP FR N 2 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023AU9 400000.000000 PA USD 507129.560000 0.2440653 Long DBT CORP US N 2 2033-02-15 Fixed 6.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BF7 202000.000000 PA USD 213158.480000 0.1025864 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 2061.250000 0.0009920 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 40511.640000 0.0194970 Long DBT CORP CA N 2 2027-04-15 Fixed 7.875 N N N N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A B01RQ2907 41996.000000 NS 40.030000 0.0000193 Long EC CORP MX N 1 N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 461785909 3782.000000 NS 257571.890000 0.1239612 Long EC CORP DE N 2 N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 584235907 6181.000000 NS 130728.160000 0.0629153 Long EC CORP DE N 2 N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 18000.000000 PA USD 18071.260000 0.0086971 Long DBT CORP US N 2 2022-02-01 Floating 1.22563 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAH2 8000.000000 PA USD 8844.460000 0.0042566 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 8000.000000 PA USD 9007.590000 0.0043351 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 225000.000000 PA USD 230467.120000 0.1109165 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 263000.000000 PA USD 278459.140000 0.1340135 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N DIRECT LINE INSURANCE GROUP PLC 213800FF2R23ALJQOP04 BY9D0Y904 5335.000000 NS 21042.360000 0.0101270 Long EC CORP GB N 2 N N N DNB ASA 5967007LIEEXZX78M803 426330007 5445.000000 NS 118669.460000 0.0571118 Long EC CORP NO N 2 N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 523394.060000 PA USD 519495.820000 0.2500168 Long LON CORP US N 2 2024-12-23 Floating 2.8542 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746U109 2187.000000 NS USD 160897.590000 0.0774349 Long EC CORP US N 1 N N N DOW INC 5493003S21INSLK2IP73 260557103 16043.000000 NS USD 1015201.040000 0.4885840 Long EC CORP US N 1 N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441C204 2369.000000 NS USD 233867.680000 0.1125531 Long EC CORP US N 1 N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685Q78 167794.490000 PA USD 171505.530000 0.0825402 Long DBT MUN US N 2 2021-12-01 Fixed 5.786 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 494290901 11622.000000 NS 134462.690000 0.0647126 Long EC CORP DE N 2 N N N EASTMAN CHEMICAL COMPANY FDPVHDGJ1IQZFK9KH630 277432100 734.000000 NS USD 85694.500000 0.0412420 Long EC CORP US N 1 N N N EASYJET PLC 2138001S47XKWIB7TH90 B7KR2P906 2208.000000 NS 27385.040000 0.0131795 Long EC CORP GB N 2 N N N EATON CORP PLC 549300VDIGTMXUNT7H71 G29183103 1643.000000 NS USD 243459.740000 0.1171694 Long EC CORP IE N 1 N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BC5 54000.000000 PA USD 60840.450000 0.0292806 Long DBT CORP PA N 2 2023-04-01 Fixed 11.5 N N N N N N EDP - ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 410359905 5699.000000 NS 30206.430000 0.0145374 Long EC CORP PT N 1 N N N CBL & ASSOCIATES LIMITED PARTNERSHIP 549300VS75TWHD9JTH89 12505JAD5 3000.000000 PA USD 1696.460000 0.0008165 Long DBT CORP US N 2 2026-12-15 Fixed 5.95 N N N N N N CELLNEX FINANCE COMPANY SA 549300OUROMFTRFA7T23 15118JAA3 260000.000000 PA USD 259534.600000 0.1249057 Long DBT CORP ES N 2 2041-07-07 Fixed 3.875 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 408.000000 NS USD 93644.160000 0.0450680 Long EC CORP US N 1 N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 937ECMII9 131000.000000 PA USD 131286.630000 0.0631841 Long LON CORP US N 2 2026-06-29 Floating 6 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 6000.000000 PA USD 6330.000000 0.0030464 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011104 1234.000000 NS USD 118760.160000 0.0571555 Long EC CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250N956 19615.000000 NS 785327.890000 0.3779533 Long EC CORP CA N 1 N N N ENDEAVOUR GROUP LIMITED 254900JAN9FOLMWAD533 BNVS14905 4999.000000 NS 23581.210000 0.0113489 Long EC CORP AU N 1 N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCD3 18000.000000 PA USD 19057.500000 0.0091718 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N ENDESA SA 549300LHK07F2CHV4X31 527178909 11610.000000 NS 281841.800000 0.1356415 Long EC CORP ES N 2 N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCL5 253000.000000 PA USD 259201.030000 0.1247452 Long DBT CORP US N 2 2033-06-01 Fixed 4.5 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCE1 14000.000000 PA USD 14594.490000 0.0070239 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 714456902 28776.000000 NS 267411.580000 0.1286967 Long EC CORP IT N 2 N N N ENEOS HOLDINGS INC 3538001KQ5SAOZSQTT44 B627LW906 144200.000000 NS 604313.320000 0.2908368 Long EC CORP JP N 2 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 16000.000000 PA USD 18411.040000 0.0088606 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 100000.000000 PA USD 102113.780000 0.0491441 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 714505906 80536.000000 NS 981857.490000 0.4725368 Long EC CORP IT N 2 N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAB8 27159.150000 PA USD 24614.640000 0.0118462 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.34174 Y N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 713360907 18240.000000 NS 386113.490000 0.1858241 Long EC CORP NO N 2 N N N CHINA DEVELOPMENT BANK 300300C1020111000029 ACI1JVM00 100000.000000 PA 15539.920000 0.0074789 Long DBT CORP CN N 2 2027-01-14 Fixed 3.43 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 ACI198204 100000.000000 PA 15601.130000 0.0075083 Long DBT CORP CN N 2 2024-02-01 Fixed 3.3 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 ACI19HN43 1200000.000000 PA 188908.230000 0.0909155 Long DBT CORP CN N 2 2026-02-26 Fixed 3.68 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 ACI1NLP95 300000.000000 PA 45900.970000 0.0220907 Long DBT CORP CN N 2 2025-06-22 Fixed 2.89 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 BYQC6DII8 300000.000000 PA 47305.300000 0.0227665 Long DBT CORP CN N 2 2025-09-10 Fixed 3.74 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 ACI16C869 1100000.000000 PA 176392.400000 0.0848921 Long DBT CORP CN N 2 2025-10-26 Fixed 4.15 N N N N N N EURONAV NV 549300D80RYON74MEJ03 B04M8J908 10720.000000 NS 99867.910000 0.0480632 Long EC CORP BE N 2 N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBF6 260000.000000 PA USD 275272.400000 0.1324798 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 49623.190000 0.0238821 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N EVONIK INDUSTRIES AG 41GUOJQTALQHLF39XJ34 ACI0559Y5 1786.000000 NS 59962.070000 0.0288578 Long EC CORP DE N 2 N N N EVRAZ PLC 5493005B7DAN39RXLK23 B71N6K903 76148.000000 NS 624734.900000 0.3006650 Long EC CORP GB N 2 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 32657.000000 NS USD 3678484.480000 1.7703376 Long EC CORP US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161N101 3106.000000 NS USD 137626.860000 0.0662354 Long EC CORP US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231G102 117802.000000 NS USD 7430950.160000 3.5762799 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209S103 116141.000000 NS USD 5537602.880000 2.6650721 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 5029.000000 NS USD 192258.670000 0.0925280 Long EC CORP US N 1 N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 3000.000000 PA USD 3159.770000 0.0015207 Long DBT CORP US N 2 2030-03-01 Fixed 3.3 N N N N N N AMADA CO LTD 529900QF5O6TQGCPDX85 602210007 7900.000000 NS 80129.670000 0.0385639 Long EC CORP JP N 2 N N N CITY OF BUENOS AIRES 5299007MC8RF52X0ON96 BD8QV0II3 3875000.000000 PA 20540.500000 0.0098855 Long DBT MUN AR N 2 2024-03-29 Floating 37.3521 N N N N N N FOOT LOCKER INC 549300X383CBNP6MTV94 344849104 478.000000 NS USD 29459.140000 0.0141777 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370860 24394.000000 NS USD 362494.840000 0.1744572 Long EC CORP US N 1 N N N FORTESCUE METALS GROUP LIMITED 529900VEJFORCO6I4826 608625901 68722.000000 NS 1200498.800000 0.5777619 Long EC CORP AU N 2 N N N FORTUM OYJ 635400IUIZZIUJSAMF76 557955903 822.000000 NS 22676.060000 0.0109133 Long EC CORP FI N 2 N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613101 9428.000000 NS USD 301601.720000 0.1451513 Long EC CORP US N 1 N N N CITYCENTER HOLDINGS LLC 54930012KUDSU3GT0X08 17875LAL3 498701.300000 PA USD 495450.760000 0.2384447 Long LON CORP US N 2 2024-04-18 Floating 3 N N N N N N FRONTLINE LTD 5493004BCIKYU1YL3H63 G3682E192 3720.000000 NS USD 33480.000000 0.0161129 Long EC CORP BM N 1 N N N GAP INC T2ZG1WRWZ4BUCMQL9224 364760108 2622.000000 NS USD 88230.300000 0.0424624 Long EC CORP US N 1 N N N CONSECO FINANCIAL CORP 1998-8 N/A 393505N99 156511.680000 PA USD 163540.370000 0.0787068 Long ABS-O CORP US N 2 2030-09-01 Fixed 6.28 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 169000.000000 NS USD 165831.250000 0.0798093 Long EP CORP US N 2 N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 40416VAB1 9650.000000 PA USD 9658.040000 0.0046481 Long LON CORP US N 2 2024-08-01 Floating 3.75 N N N N N N AMCOR PLC 549300GSODGFCDQ3DI89 G0250X107 8470.000000 NS USD 97066.200000 0.0467149 Long EC CORP JE N 1 N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 6000.000000 PA USD 8419.030000 0.0040518 Long DBT CORP US N 2 2079-11-15 Fixed 5.45 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334104 560.000000 NS USD 34120.800000 0.0164213 Long EC CORP US N 1 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 GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 1459.000000 NS USD 86329.030000 0.0415474 Long EC CORP US N 1 N N N COTY INC 549300BO9IWPF3S48F93 ACI1YJLH4 245000.000000 PA 292250.390000 0.1406508 Long DBT CORP US N 2 2026-04-15 Fixed 3.875 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 24505.120000 PA USD 16833.970000 0.0081017 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 Y N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 19047.000000 NS USD 1311576.420000 0.6312200 Long EC CORP US N 1 N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-16CB N/A 021460AB6 96053.290000 PA USD 77252.890000 0.0371794 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 56050.450000 PA USD 32219.100000 0.0155060 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N H&R REAL ESTATE INVESTMENT TRUST 549300TGNP6B6GUVGW10 403925977 4826.000000 NS 62291.060000 0.0299787 Long EC CORP CA N 1 N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3 N/A 17025QAA5 14981.070000 PA USD 5358.130000 0.0025787 Long ABS-MBS CORP US N 2 2037-07-25 Floating 0.5915 Y N N N N N HASEKO CORPORATION 529900EH7TSG348O4045 641440003 2400.000000 NS 32902.000000 0.0158347 Long EC CORP JP N 2 N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452101 8665.000000 NS USD 282738.950000 0.1360733 Long EC CORP US N 1 N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 19788.000000 NS USD 288509.040000 0.1388502 Long EC CORP US N 1 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 365000.000000 PA USD 405713.930000 0.1952572 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N HITACHI LTD 549300T6IPOCDWLKC615 642910004 3700.000000 NS 212036.540000 0.1020464 Long EC CORP JP N 2 N N N HOCHTIEF AG 529900Y25S8NZIYTT924 510866908 1009.000000 NS 77603.310000 0.0373480 Long EC CORP DE N 2 N N N HOLLYFRONTIER CORPORATION 549300J3U2WK73C9ZK26 436106108 2320.000000 NS USD 76328.000000 0.0367342 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076102 255.000000 NS USD 81316.950000 0.0391353 Long EC CORP US N 1 N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 643514003 4400.000000 NS 141518.230000 0.0681082 Long EC CORP JP N 2 N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R N/A 12646QAG2 147466.580000 PA USD 114271.780000 0.0549954 Long ABS-MBS CORP US N 2 2037-12-29 Floating 2.49452 N N N N N N HOPSON DEVELOPMENT HOLDINGS LIMITED 549300HYMKPTC1DTZS42 BMXJW5908 3300.000000 NS 15123.890000 0.0072786 Long EC CORP BM N 2 N N N HOST HOTELS & RESORTS INC N6EL63S0K3PB1YFTDI24 44107P104 1940.000000 NS USD 33154.600000 0.0159563 Long EC CORP US N 1 N N N HP INC (AKA: HEWLETT-PACKARD CO) WHKXQACZ14C5XRO8LW03 40434L105 9417.000000 NS USD 284299.230000 0.1368242 Long EC CORP US N 1 N N N CS FIRST BOSTON MTGE SEC CORP 2001-HE17 N/A 22540A7A0 848723.740000 PA USD 828081.510000 0.3985293 Long ABS-MBS CORP US N 2 2032-01-25 Floating 0.7115 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2005-10 N/A 225470FM0 322109.400000 PA USD 133342.210000 0.0641734 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 31296.410000 PA USD 25705.680000 0.0123713 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6 Y N N N N N HUNTINGTON BANCSHARES INCORPORATED 549300XTVCVV9I7B5T19 446150104 5517.000000 NS USD 78727.590000 0.0378891 Long EC CORP US N 1 N N N CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP N/A 126458AD0 12000.000000 PA USD 12315.000000 0.0059268 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874784 1866.000000 NS USD 88821.600000 0.0427470 Long EC CORP US N 1 N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 427372.960000 PA USD 560439.210000 0.2697216 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N IDEMITSU KOSAN CO LTD 549300P0R46FF6DUA630 B1FF8P905 8200.000000 NS 198117.690000 0.0953477 Long EC CORP JP N 2 N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAA2 10000.000000 PA USD 10044.850000 0.0048343 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 16471.760000 0.0079273 Long DBT CORP US N 2 2024-08-01 Fixed 5 N N N N N N IHEARTMEDIA INC N/A 45174J509 6979.000000 NS USD 187944.470000 0.0904517 Long EC CORP US N 1 N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 BYQP13905 4336.000000 NS 52540.870000 0.0252862 Long EC CORP NL N 2 N N N IHEARTMEDIA INC N/A 45174J608 5486.000000 NS USD 132964.180000 0.0639914 Long EC CORP US N 3 N N N ILLINOIS TOOL WORKS INC 76NA4I14SZCFAYMNSV04 452308109 378.000000 NS USD 84505.680000 0.0406699 Long EC CORP US N 1 N N N IMPERIAL BRANDS PLC 549300DFVPOB67JL3A42 045449907 74746.000000 NS 1611727.550000 0.7756732 Long EC CORP GB N 2 N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 150000.000000 PA USD 162265.040000 0.0780930 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N INTER PIPELINE LTD QQTTPMZD0WKQL0H5S472 45833V950 4153.000000 NS 67508.030000 0.0324895 Long EC CORP CA N 1 N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 23422RAB8 107000.000000 PA USD 110386.550000 0.0531255 Long DBT CORP US N 2 2023-09-01 Fixed 7.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 25272YAE3 95545.000000 PA USD 95652.490000 0.0460345 Long LON CORP US N 2 2023-09-02 Floating 4.75 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) VGRQXHF3J8VDLUA7XE92 459200101 20861.000000 NS USD 3058013.990000 1.4717249 Long EC CORP US N 1 N N N DNB BANK ASA (AKA: DNB NOR BANK ASA) 549300GKFG0RYRRQ1414 ACI0QB7T2 200000.000000 PA USD 207562.000000 0.0998930 Long DBT CORP NO N 2 2022-03-26 Floating 6.5 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146103 11302.000000 NS USD 692925.620000 0.3334831 Long EC CORP US N 1 N N N INVESCO LTD ECPGFXU8A2SHKVVGJI15 G491BT108 28930.000000 NS USD 773298.900000 0.3721642 Long EC CORP BM N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 46284V101 18672.000000 NS USD 790199.040000 0.3802977 Long EC CORP US N 1 N N N DUFRY ONE BV 7245003K5MN9U7XW0808 ACI1GQQH3 230000.000000 PA 257724.970000 0.1240348 Long DBT CORP NL N 2 2027-02-15 Fixed 2 N N N N N N ISUZU MOTORS LIMITED 529900C0QSXVCC7AR494 646710004 10900.000000 NS 144639.280000 0.0696103 Long EC CORP JP N 2 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 2057.000000 NS USD 501393.750000 0.2413049 Long EC CORP US N 1 N N N ITOCHU CORPORATION J48DJYXDTLHM30UMYI18 646780007 5800.000000 NS 167357.250000 0.0805437 Long EC CORP JP N 2 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 7000.000000 PA USD 7973.900000 0.0038376 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N JAPAN METROPOLITAN FUND INVESTMENT CORPORATION 353800QDHNIP60E1LQ93 651334906 92.000000 NS 99725.200000 0.0479946 Long EC CORP JP N 2 N N N JAPAN POST HOLDINGS CO LTD 5299003D9N4JBS256X18 BYT814908 32500.000000 NS 266946.080000 0.1284727 Long EC CORP JP N 2 N N N EMC MORTGAGE LOAN TRUST 2002-B N/A 268668BD1 23689.500000 PA USD 23459.410000 0.0112903 Long ABS-MBS CORP US N 2 2041-02-25 Floating 1.3915 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 647453901 98100.000000 NS 1853923.800000 0.8922345 Long EC CORP JP N 2 N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AL4 4000.000000 PA USD 4582.600000 0.0022055 Long DBT CORP US N 2 2028-05-15 Fixed 4.95 N N N N N N JOHNSON & JOHNSON COMPANY 549300G0CFPGEF6X2043 478160104 6145.000000 NS USD 1012327.300000 0.4872009 Long EC CORP US N 1 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625H100 507.000000 NS USD 78858.780000 0.0379522 Long EC CORP US N 1 N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 29373UAC5 215102.790000 PA USD 184719.520000 0.0888996 Long LON CORP US N 2 2025-10-10 Floating 3.8543 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 2000.000000 PA USD 2162.070000 0.0010405 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 2170.650000 0.0010447 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N EUROSAIL PLC 2007-3A N/A 29880YAJ8 186982.600000 PA 259196.190000 0.1247429 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01JMT5 308561.330000 PA 427750.570000 0.2058627 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL PLC 2007-3X N/A B23DWGII5 112189.560000 PA 155517.720000 0.0748457 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 1.03425 N N N N N N EUROSAIL PLC 2007-6NCX N/A B29Q4HII9 426456.600000 PA 580181.880000 0.2792231 Long ABS-MBS CORP GB N 2 2045-09-13 Floating 0.78425 N N N N N N EXELA INTERMEDIATE LLC / EXELA FINANCE INC N/A 30162RAA9 16000.000000 PA USD 10560.000000 0.0050822 Long DBT CORP US N 2 2023-07-15 Fixed 10 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203R104 4178.000000 NS USD 114268.300000 0.0549937 Long EC CORP US N 1 N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 6000.000000 PA USD 6910.200000 0.0033257 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N KAJIMA CORPORATION N/A 648132009 8700.000000 NS 110401.360000 0.0531327 Long EC CORP JP N 2 N N N KDDI CORPORATION 5299003FU7V4I45FU310 624899902 7300.000000 NS 227436.480000 0.1094579 Long EC CORP JP N 2 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 6002.000000 NS USD 123941.300000 0.0596490 Long EC CORP US N 1 N N N KEYERA CORP N/A 493271951 2715.000000 NS 72956.320000 0.0351116 Long EC CORP CA N 1 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456B101 36181.000000 NS USD 659579.630000 0.3174347 Long EC CORP US N 1 N N N KINGFISHER PLC 213800KBMEV7I92FY281 331952903 13738.000000 NS 69336.980000 0.0333697 Long EC CORP GB N 2 N N N KIRIN HOLDINGS COMPANY LIMITED 353800GBVL72LLMTYM96 649374006 4800.000000 NS 93675.920000 0.0450832 Long EC CORP JP N 2 N N N KLEPIERRE SA 969500PB4U31KEFHZ621 758255905 6412.000000 NS 165197.150000 0.0795041 Long EC CORP FR N 2 N N N KOHLS CORPORATION 549300JF6LPRTRJ0FH50 500255104 10353.000000 NS USD 570553.830000 0.2745894 Long EC CORP US N 1 N N N KOMATSU LTD 5493004LQ0B4T7QPQV17 649658002 8000.000000 NS 198188.470000 0.0953818 Long EC CORP JP N 2 N N N KONICA MINOLTA INC 549300SVK6KRUOL1A740 649670007 59100.000000 NS 327425.400000 0.1575794 Long EC CORP JP N 2 N N N KONINKLIJKE AHOLD DELHAIZE NV 724500C9GNBV20UYRX36 BD0Q39902 6583.000000 NS 196038.780000 0.0943472 Long EC CORP NL N 2 N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 595607904 18763.000000 NS 58684.160000 0.0282428 Long EC CORP NL N 2 N N N KRAFT HEINZ CO (AKA: HJ HEINZ HOLDING CORP) N/A 500754106 14564.000000 NS USD 593919.920000 0.2858348 Long EC CORP US N 1 N N N ANNALY CAPITAL MANAGEMENT INC 2DTL0G3FPRYUT58TI025 035710409 99586.000000 NS USD 884323.680000 0.4255969 Long EC CORP US N 1 N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797104 4383.000000 NS USD 315838.980000 0.1520033 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834107 1419.000000 NS USD 74767.110000 0.0359830 Long EC CORP US N 1 N N N LEGAL & GENERAL GROUP PLC 213800JH9QQWHLO99821 056039902 82648.000000 NS 294853.740000 0.1419037 Long EC CORP GB N 2 N N N LINK REIT/THE 529900XUE70U36QX5M62 B0PB4M906 6100.000000 NS 59019.560000 0.0284042 Long EC CORP HK N 2 N N N AOZORA BANK LTD X0XUGKC9FD2CYUQNC010 B1G185909 8100.000000 NS 181576.120000 0.0873868 Long EC CORP JP N 2 N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 550241103 236800.000000 NS USD 3218112.000000 1.5487749 Long EC CORP US N 1 N N N LUNDIN ENERGY AB 549300IULC8F8IGXKI15 718762909 946.000000 NS 33538.050000 0.0161408 Long EC CORP SE N 2 N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 N53745100 12690.000000 NS USD 1305420.300000 0.6282573 Long EC CORP NL N 1 N N N M&G PLC 254900TWUJUQ44TQJY84 BKFB1C908 152636.000000 NS 483535.920000 0.2327105 Long EC CORP GB N 2 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261F104 491.000000 NS USD 71347.210000 0.0343371 Long EC CORP US N 1 N N N MACYS INC 529900NZQ81TIOW3CW52 55616P104 94327.000000 NS USD 1788439.920000 0.8607192 Long EC CORP US N 1 N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222955 688.000000 NS 63699.390000 0.0306565 Long EC CORP CA N 1 N N N MANPOWERGROUP INC ERO1WSFOSR0JJ6CRQ987 56418H100 291.000000 NS USD 34602.810000 0.0166532 Long EC CORP US N 1 N N N MAPFRE SA 95980020140005693107 B1G40S901 125792.000000 NS 266112.280000 0.1280714 Long EC CORP ES N 2 N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585A102 10618.000000 NS USD 641539.560000 0.3087526 Long EC CORP US N 1 N N N MARKS AND SPENCER GROUP PLC 213800EJP14A79ZG1X44 312748908 26488.000000 NS 53721.240000 0.0258543 Long EC CORP GB N 2 N N N MARUBENI CORPORATION 4P4N3ORD02UGQT1T1W12 656946001 83300.000000 NS 725413.770000 0.3491186 Long EC CORP JP N 2 N N N FHLMC PASS THRU POOLS N/A 3133KKHG7 299788.940000 PA USD 320460.120000 0.1542273 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 580135101 525.000000 NS USD 121269.750000 0.0583633 Long EC CORP US N 1 N N N FHLMC PASS THRU POOLS N/A 3132DMH40 240133.930000 PA USD 255725.480000 0.1230725 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933Y105 7078.000000 NS USD 550456.060000 0.2649170 Long EC CORP US N 1 N N N METCASH LIMITED 25490065W4SN3LZMX216 B0744W900 51246.000000 NS 153674.360000 0.0739586 Long EC CORP AU N 2 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 5079.000000 NS USD 303978.150000 0.1462950 Long EC CORP US N 1 N N N METRO AG (AKA: METRO WHOLESALE & FOOD SPECIALIST AG) 5299006EQ03K3SSUYS12 ACI0W3ZM7 25860.000000 NS 320279.930000 0.1541405 Long EC CORP DE N 2 N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3 N/A 320516AA5 207508.670000 PA USD 190739.170000 0.0917967 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.53479 Y N N N N N MITSUBISHI CHEMICAL HOLDINGS CORPORATION 353800YNKX4RQUGAR072 B0JQTJ900 10600.000000 NS 89188.350000 0.0429235 Long EC CORP JP N 2 N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 659678007 76300.000000 NS 2084229.290000 1.0030733 Long EC CORP JP N 2 N N N MITSUBISHI ELECTRIC CORPORATION 549300TRXM9Y6561AX39 659704001 3300.000000 NS 47906.860000 0.0230560 Long EC CORP JP N 2 N N N MITSUBISHI GAS CHEMICAL COMPANY INC 529900G5O4J27ZPLJJ89 659692008 3200.000000 NS 67807.540000 0.0326336 Long EC CORP JP N 2 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 410000.000000 PA USD 416889.880000 0.2006358 Long DBT CORP US N 2 2022-07-15 Variable 3.35 N N N N N N MITSUBISHI HEAVY INDUSTRIES LTD (MHI) 353800TJ98PCAZROVE69 659706006 5800.000000 NS 171228.720000 0.0824069 Long EC CORP JP N 2 N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 633517909 211600.000000 NS 1139731.780000 0.5485166 Long EC CORP JP N 2 N N N MITSUI & CO LTD 2NRSB4GOU9DD6CNW5R48 659730006 14200.000000 NS 319864.970000 0.1539408 Long EC CORP JP N 2 N N N MITSUI CHEMICALS INC 353800H2UB5ZEZRZQC02 659736003 2400.000000 NS 82962.670000 0.0399273 Long EC CORP JP N 2 N N N MITSUI OSK LINES LTD 353800P8O843TMAZ6S09 659758007 2100.000000 NS 100930.240000 0.0485745 Long EC CORP JP N 2 N N N MIXI INC 529900IL3THMH0SFYQ49 B1BSCX909 4100.000000 NS 108213.450000 0.0520797 Long EC CORP JP N 2 N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 659101901 36730.000000 NS 526432.650000 0.2533553 Long EC CORP JP N 2 N N N ARC RESOURCES LTD FIR47I6FEYKYNJBYW622 00208D960 14145.000000 NS 120385.410000 0.0579377 Long EC CORP CA N 1 N N N MS&AD INSURANCE GROUP HOLDINGS INC 529900CXROT5S2HMMP26 B2Q4CS905 7700.000000 NS 222623.910000 0.1071418 Long EC CORP JP N 2 N N N MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE) 529900MUF4C20K50JS49 529412900 670.000000 NS 183620.650000 0.0883708 Long EC CORP DE N 2 N N N NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 662460005 11003.000000 NS 216305.950000 0.1041012 Long EC CORP AU N 2 N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 1130.000000 NS 293868.250000 0.1414294 Long EP CORP GB N 2 N N N NATIXIS SA KX1WK48MPD4Y2NCUIZ63 B1HDJL905 40812.000000 NS 193889.760000 0.0933130 Long EC CORP FR N 2 N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483102 1393.000000 NS USD 84415.800000 0.0406266 Long EC CORP US N 1 N N N NATURGY ENERGY GROUP SA TL2N6M87CW970S5SV098 565042900 24171.000000 NS 622076.220000 0.2993855 Long EC CORP ES N 2 N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938C108 20698.000000 NS USD 400092.340000 0.1925517 Long EC CORP US N 1 N N N NESTLE SA KY37LUS27QQX7BB93L28 712387901 1999.000000 NS 249169.470000 0.1199173 Long EC CORP CH N 2 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110D104 3150.000000 NS USD 257733.000000 0.1240387 Long EC CORP US N 1 N N N NEW RESIDENTIAL INVESTMENT CORP 549300WNTHGEO5LP2G31 64828T201 30713.000000 NS USD 325250.670000 0.1565328 Long EC CORP US N 1 N N N NEWELL BRANDS INC (AKA: NEWELL RUBBERMAID INC) 549300LWGYFM1TVO1Z12 651229106 12855.000000 NS USD 353126.850000 0.1699487 Long EC CORP US N 1 N N N NINTENDO CO LTD 353800FEEXU6I9M0ZF27 663955003 200.000000 NS 115734.570000 0.0556994 Long EC CORP JP N 2 N N N NIPPON ELECTRIC GLASS 529900NCIGSAX4V03234 664266004 6200.000000 NS 145590.370000 0.0700680 Long EC CORP JP N 2 N N N NIPPON TELEGRAPH & TELEPHONE CORP (NTT) 353800VHQU5VIXVUA841 664137007 27600.000000 NS 721607.000000 0.3472865 Long EC CORP JP N 2 N N N NIPPON YUSEN KABUSHIKI KAISHA 353800YPW4XM0ZN5I149 664396009 4600.000000 NS 233441.230000 0.1123478 Long EC CORP JP N 2 N N N NITTO DENKO CORPORATION 3538009GX5P09USH2J25 664180007 1100.000000 NS 81917.420000 0.0394242 Long EC CORP JP N 2 N N N NMG PARENT N/A 967DUC905 1124.000000 NS USD 124202.000000 0.0597745 Long EC CORP US Y 3 N N N NN GROUP NV 724500OHYNDT9OY6Q215 BNG8PQ901 14608.000000 NS 690072.090000 0.3321097 Long EC CORP NL N 2 N N N NOBLE CORP N/A 000000000 1977.000000 NS USD 48891.210000 0.0235298 Long EC CORP KY Y 1 N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 000000000 159.000000 NS USD 3932.070000 0.0018924 Long EC CORP KY N 2 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 664310000 32100.000000 NS 163372.480000 0.0786260 Long EC CORP JP N 2 N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664100 2276.000000 NS USD 83233.320000 0.0400575 Long EC CORP US N 1 N N N NORSK HYDRO A.S. 549300N1SDN71ZZ8BO45 B11HK3901 11463.000000 NS 73184.320000 0.0352213 Long EC CORP NO N 2 N N N NOVARTIS AG 5493007HIVTX6SY6XD66 710306903 4975.000000 NS 453852.030000 0.2184245 Long EC CORP CH N 2 N N N NOVO NORDISK A/S 549300DAQ1CVT6CXN342 ACI07GG13 741.000000 NS 62028.080000 0.0298521 Long EC CORP DK N 2 N N N NSK LTD 353800FVQK6SULSPBC69 664154002 13700.000000 NS 115880.480000 0.0557696 Long EC CORP JP N 2 N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346105 730.000000 NS USD 70028.900000 0.0337027 Long EC CORP US N 1 N N N NWS HOLDINGS LIMITED 2549002WHK9XGQC01O62 656835907 14000.000000 NS 14892.920000 0.0071675 Long EC CORP BM N 2 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599105 143147.000000 NS USD 4476206.690000 2.1542559 Long EC CORP US N 1 N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919106 929.000000 NS USD 74310.710000 0.0357634 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680103 15886.000000 NS USD 883897.040000 0.4253915 Long EC CORP US N 1 N N N ASR NEDERLAND NV 7245000G0HS48PZWUD53 BD9PNF909 1642.000000 NS 63580.700000 0.0305994 Long EC CORP NL N 2 N N N ORANGE SA (AKA: FRANCE TELECOM SA) 969500MCOONR8990S771 517617908 13513.000000 NS 154220.990000 0.0742217 Long EC CORP FR N 2 N N N ORGANON & CO 549300AMCKY57OK2CO56 68622V106 707.000000 NS USD 21393.820000 0.0102962 Long EC CORP US N 1 N N N ORIX CORPORATION 35380016EMHNBOVYE123 666114004 17000.000000 NS 287327.150000 0.1382814 Long EC CORP JP N 2 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 4840.000000 NS USD 961369.200000 0.4626764 Long EC CORP US N 1 N N N ASSICURAZIONI GENERALI SPA 549300X5UKJVE386ZB61 405671009 1747.000000 NS 35073.990000 0.0168800 Long EC CORP IT N 2 N N N PANASONIC CORPORATION 254900GE1G59KGWPHX32 657270005 24100.000000 NS 277499.780000 0.1335518 Long EC CORP JP N 2 N N N PARK HOTELS & RESORTS INC 5493005UZ5TQN0H6HS73 700517105 15540.000000 NS USD 320279.400000 0.1541403 Long EC CORP US N 1 N N N PEMBINA PIPELINE CORPORATION 5493002W3L9YICM6FU21 706327954 2298.000000 NS 73022.120000 0.0351432 Long EC CORP CA N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 898.000000 NS USD 133056.660000 0.0640359 Long EC CORP US N 1 N N N PERSIMMON PUBLIC LIMITED COMPANY 213800XI72Y57UWN6F31 068253004 5788.000000 NS 237097.300000 0.1141074 Long EC CORP GB N 2 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 70697.000000 NS USD 2768494.520000 1.3323883 Long EC CORP US N 1 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 34360.000000 NS USD 3405419.600000 1.6389201 Long EC CORP US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 5838.000000 NS USD 501017.160000 0.2411236 Long EC CORP US N 1 N N N FNMA PASS THRU POOLS N/A 3138YAGT6 12098.470000 PA USD 12792.190000 0.0061565 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3 N N N N N N ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA 95980020140005558665 B01FLQ905 18195.000000 NS 487779.470000 0.2347527 Long EC CORP ES N 2 N N N ASTELLAS PHARMA INC 529900IB708DY2HBBB35 698538006 5700.000000 NS 99331.960000 0.0478053 Long EC CORP JP N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206R102 141571.000000 NS USD 4074413.380000 1.9608855 Long EC CORP US N 1 N N N FNMA PASS THRU POOLS N/A 3140X6S77 66083.470000 PA USD 69613.410000 0.0335027 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 124847.720000 PA USD 1231123.410000 0.5925005 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140X6S93 53960.520000 PA USD 57551.130000 0.0276975 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 240000.000000 PA USD 263148.000000 0.1266448 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZU0 391000.000000 PA USD 401224.650000 0.1930967 Long DBT CORP US N 2 2022-11-01 Fixed 3.35 N N N N N N PLUS500 LTD 549300X8NGW9C5OJZU13 BBT3PS900 2938.000000 NS 54307.690000 0.0261366 Long EC CORP IL N 2 N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475105 944.000000 NS USD 180077.440000 0.0866655 Long EC CORP US N 1 N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 45000.000000 PA USD 46800.230000 0.0225235 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N POSTE ITALIANE SPA 815600354DEDBD0BA991 ACI0HG9S1 3413.000000 NS 45172.930000 0.0217403 Long EC CORP IT N 2 N N N POWER CORPORATION OF CANADA 549300BE2CB8T87IJV50 739239952 12064.000000 NS 381306.490000 0.1835107 Long EC CORP CA N 1 N N N PPL CORPORATION 9N3UAJSNOUXFKQLF3V18 69351T106 14877.000000 NS USD 416109.690000 0.2002604 Long EC CORP US N 1 N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251V102 5844.000000 NS USD 369282.360000 0.1777239 Long EC CORP US N 1 N N N PROXIMUS SA 549300CWRXC5EP004533 B00D9P907 8862.000000 NS 171293.630000 0.0824382 Long EC CORP BE N 2 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320102 8293.000000 NS USD 849783.710000 0.4089739 Long EC CORP US N 1 N N N AURIZON HOLDINGS LTD (AKA: QR NATIONAL LTD) 5299005PC1O6NOWL3H48 B87CVM907 63555.000000 NS 177022.780000 0.0851954 Long EC CORP AU N 2 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 1851.000000 NS USD 264563.430000 0.1273260 Long EC CORP US N 1 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 606558005 21336.000000 NS 450358.330000 0.2167431 Long EC CORP AU N 2 N N N RED ELECTRICA CORP SA 5493009HMD0C90GUV498 BD6FXN906 5134.000000 NS 95318.790000 0.0458739 Long EC CORP ES N 2 N N N REGIONS FINANCIAL CORPORATION CW05CS5KW59QTC0DG824 7591EP100 738.000000 NS USD 14892.840000 0.0071675 Long EC CORP US N 1 N N N GAP INC T2ZG1WRWZ4BUCMQL9224 364760AM0 400000.000000 PA USD 439322.000000 0.2114317 Long DBT CORP US N 2 2025-05-15 Fixed 8.625 N N N N N N RENAULT 969500F7JLTX36OUI695 471279901 19034.000000 NS 771590.020000 0.3713417 Long EC CORP FR N 2 N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAA9 300000.000000 PA USD 311743.200000 0.1500321 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 331065.600000 0.1593313 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N REPSOL SA BSYCX13Y0NOTV14V9N85 566935904 223261.000000 NS 2804735.570000 1.3498300 Long EC CORP ES N 2 N N N RESONA HOLDINGS INC 52990067JE75XZCYYT81 642155907 72200.000000 NS 278378.050000 0.1339745 Long EC CORP JP N 2 N N N REXEL SA 969500N6AVPA51648T62 B1VP0K904 2817.000000 NS 58982.780000 0.0283865 Long EC CORP FR N 2 N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4B7 2000.000000 PA USD 2999.410000 0.0014435 Long DBT CORP US N 2 2039-01-10 Fixed 6.875 N N N N N N RIO TINTO LIMITED 529900X2VMAQT2PE0V24 622010007 25313.000000 NS 2399811.250000 1.1549528 Long EC CORP AU N 2 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 071887004 32355.000000 NS 2672116.990000 1.2860049 Long EC CORP GB N 2 N N N RIOCAN REAL ESTATE INVESTMENT TRUST 549300S8HVUSEU3JBY60 766910954 4760.000000 NS 84786.060000 0.0408048 Long EC CORP CA N 1 N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 711038901 1882.000000 NS 709208.800000 0.3413196 Long EC CORP CH N 2 N N N ROYAL DUTCH SHELL PLC 21380068P1DRHMJ8KU70 B03MLX903 17810.000000 NS 357052.510000 0.1718380 Long EC CORP GB N 2 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 19000.000000 PA USD 22182.600000 0.0106758 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N ROYAL MAIL PLC 213800TCZZU84G8Z2M70 BDVZYZ906 37551.000000 NS 300251.750000 0.1445016 Long EC CORP GB N 2 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 3000.000000 PA USD 3380.850000 0.0016271 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N SAMPO PLC (AKA: SAMPO OYJ) 743700UF3RL386WIDA22 522603901 3626.000000 NS 166739.930000 0.0802466 Long EC CORP FI N 2 N N N SANOFI 549300E9PC51EN656011 567173901 2460.000000 NS 258453.940000 0.1243857 Long EC CORP FR N 2 N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 ACI0HBCQ2 15832.000000 NS 146120.700000 0.0703232 Long EP CORP DE N 2 N N N SCHLUMBERGER NV 213800ZUA17OK3QLGM62 806857108 40489.000000 NS USD 1296052.890000 0.6237490 Long EC CORP CW N 1 N N N SEAGATE TECHNOLOGY HOLDINGS PUBLIC LIMITED COMPANY 635400RUXIFEZSRU8X70 G7997R103 6727.000000 NS USD 591505.110000 0.2846726 Long EC CORP IE N 1 N N N SEIKO EPSON CORPORATION 549300NIOFQDR749W206 661650903 16100.000000 NS 283006.040000 0.1362018 Long EC CORP JP N 2 N N N AVIVA PLC YF0Y5B0IB8SM0ZFG9G81 021623004 48708.000000 NS 273444.490000 0.1316001 Long EC CORP GB N 2 N N N SEKISUI HOUSE 529900GMNDOYQSAJAE76 679390005 10200.000000 NS 209454.570000 0.1008038 Long EC CORP JP N 2 N N N SEVEN & I HOLDINGS CO LTD 52990037G8JRM3TWGY86 B0FS5D909 6400.000000 NS 306565.210000 0.1475401 Long EC CORP JP N 2 N N N SFL CORPORATION LTD 549300RLYYPSB0C7RH77 G7738W106 7918.000000 NS USD 60572.700000 0.0291517 Long EC CORP BM N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 708842901 59074.000000 NS 1500026.800000 0.7219152 Long EC CORP FR N 2 N N N SHIMAO GROUP HOLDINGS LIMITED 254900WTJ6B5CU69ZD26 B16YNS901 10500.000000 NS 25721.890000 0.0123791 Long EC CORP KY N 2 N N N SIEMENS AG W38RGI023J3WT1HWRP32 572797900 3458.000000 NS 549056.660000 0.2642435 Long EC CORP DE N 2 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 828806109 3222.000000 NS USD 420406.560000 0.2023283 Long EC CORP US N 1 N N N SMARTCENTRES REAL ESTATE INVESTMENT TRUST 549300HKEP2IYWZ14H97 83179X959 1280.000000 NS 30327.200000 0.0145955 Long EC CORP CA N 1 N N N SNAM SPA 8156002278562044AF79 725147904 2687.000000 NS 15543.630000 0.0074807 Long EC CORP IT N 2 N N N SOFTBANK CORP 353800M1YCTS9JRBJ535 BF5M0K909 137200.000000 NS 1793887.870000 0.8633412 Long EC CORP JP N 2 N N N SOJITZ CORPORATION 5493004SE33MRLPB1W98 659414908 74700.000000 NS 225957.530000 0.1087462 Long EC CORP JP N 2 N N N SOLVAY SA 549300MMVL80RTBP3O28 482110004 657.000000 NS 83625.180000 0.0402461 Long EC CORP BE N 2 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587107 4204.000000 NS USD 254384.040000 0.1224269 Long EC CORP US N 1 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 026349902 24368.000000 NS 176083.590000 0.0847434 Long EC CORP GB N 2 N N N SPARK NEW ZEALAND LIMITED 529900HUN51H3Y7QBB66 688143007 6294.000000 NS 21127.030000 0.0101678 Long EC CORP NZ N 2 N N N SSE PLC 549300KI75VYLLMSK856 079087003 4919.000000 NS 102161.560000 0.0491671 Long EC CORP GB N 2 N N N STANDARD LIFE ABERDEEN PLC 0TMBS544NMO7GLCE7H90 BF8Q6K901 73052.000000 NS 274054.960000 0.1318939 Long EC CORP GB N 2 N N N ADECCO GROUP AG (AKA: ADECCO SA) NI14Y5UMU60O7JE9P611 711072900 5795.000000 NS 394301.820000 0.1897649 Long EC CORP CH N 2 N N N STICHTING AK RABOBANK CERTIFICATEN DG3RU1DBUFHT4ZF9WN62 BJBQCWII7 26275.000000 NS 42020.780000 0.0202233 Long EP CORP NL N 2 N N N STOCKLAND N/A 685085003 16671.000000 NS 58052.570000 0.0279389 Long EC CORP AU N 2 N N N SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD) 549300N244BVAEE6HH86 635640006 5800.000000 NS 114953.030000 0.0553232 Long EC CORP JP N 2 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 550190904 295261.000000 NS 1831498.500000 0.8814420 Long EC CORP ES N 2 N N N SUMITOMO CHEMICAL COMPANY LIMITED 353800RSAU9BD8U4DM91 685856007 12500.000000 NS 66435.800000 0.0319734 Long EC CORP JP N 2 N N N SUMITOMO CORPORATION V82KK8NH1P0JS71FJC05 685894008 59800.000000 NS 801824.380000 0.3858926 Long EC CORP JP N 2 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 656302908 57800.000000 NS 1992479.580000 0.9589170 Long EC CORP JP N 2 N N N SUMITOMO MITSUI TRUST HOLDINGS 353800P843RLCDBLNT17 643189905 1500.000000 NS 47850.310000 0.0230288 Long EC CORP JP N 2 N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224958 5996.000000 NS 143611.840000 0.0691158 Long EC CORP CA N 1 N N N SUNCORP GROUP LIMITED 549300BVOKRTHDIWVT46 658508007 10371.000000 NS 86341.300000 0.0415533 Long EC CORP AU N 2 N N N SWISS RE AG (AKA: SWISS RE LTD) 529900PS9YW3YY29F326 ACI00MQT5 10702.000000 NS 966632.550000 0.4652095 Long EC CORP CH N 2 N N N GRIFONAS FINANCE NO.1 PLC GRIF-1 N/A B1DFQWII3 249636.200000 PA 291010.280000 0.1400540 Long ABS-MBS CORP GB N 2 2039-08-28 Floating 0 N N N N N N TAISEI CORPORATION 529900TF7XJKIOWMLQ79 687010009 2200.000000 NS 72204.850000 0.0347499 Long EC CORP JP N 2 N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 687044008 19300.000000 NS 647718.570000 0.3117263 Long EC CORP JP N 2 N N N TAPESTRY INC (AKA COACH INC) 549300LJNVY5SW3VTN33 876030107 1394.000000 NS USD 60611.120000 0.0291702 Long EC CORP US N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612G101 10037.000000 NS USD 446144.650000 0.2147152 Long EC CORP US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 155.000000 NS USD 37469.700000 0.0180330 Long EC CORP US N 1 N N N TELEFONICA DEUTSCHLAND HOLDING AG 391200ECRPJ3SWQJUM30 B7VG6L903 28562.000000 NS 75395.770000 0.0362856 Long EC CORP DE N 2 N N N TELEFONICA SA 549300EEJH4FEPDBBR25 573252905 696286.100000 NS 3249898.200000 1.5640726 Long EC CORP ES N 2 N N N TELENOR ASA 549300IM1QSBY4SLPM26 473249902 7449.000000 NS 125627.720000 0.0604606 Long EC CORP NO N 2 N N N TELIA COMPANY AB 213800FSR9RNDUOTXO25 597838903 10715.000000 NS 47590.240000 0.0229037 Long EC CORP SE N 2 N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AF3 200000.000000 PA USD 204386.000000 0.0983645 Long DBT CORP TR N 2 2022-02-21 Fixed 5.8 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508104 964.000000 NS USD 185377.200000 0.0892161 Long EC CORP US N 1 N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064149958 2187.000000 NS 142236.160000 0.0684537 Long EC CORP CA N 1 N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AJ0 200000.000000 PA USD 202264.000000 0.0973432 Long DBT CORP US N 2 2029-05-01 Fixed 3.75 N N N N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 43289DAH6 230046.350000 PA USD 228421.760000 0.1099321 Long LON CORP US N 2 2026-06-22 Floating 1.8415 N N N N N N TOKYO ELECTRON LIMITED 549300H5LSF8DP3RIJ34 689567006 200.000000 NS 86476.830000 0.0416185 Long EC CORP JP N 2 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 ACI0H2TW1 320000.000000 PA 416636.550000 0.2005139 Long DBT CORP GB N 2 2023-09-29 Floating 6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160954 246.000000 NS 17239.450000 0.0082968 Long EC CORP CA N 1 N N N HSI ASSET LOAN OBLIGATION 2007-1 N/A 40431TAA9 3960.550000 PA USD 3573.930000 0.0017200 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 B15C55900 105304.000000 NS 4770459.570000 2.2958704 Long EC CORP FR N 2 N N N ILLINOIS ST 54930048FV8RWPR02D67 452152BM2 15000.000000 PA USD 18745.650000 0.0090217 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 70598.930000 0.0339770 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 6463.090000 0.0031105 Long DBT MUN US N 2 2035-07-01 Fixed 7.35 N N N N N N UBE INDUSTRIES LTD 529900XMRZ2VNF3ZPS69 691070007 3700.000000 NS 75186.890000 0.0361851 Long EC CORP JP N 2 N N N UNIBAIL-RODAMCO-WESTFIELD SE 969500SHQITWXSIS7N89 BF2PQ0901 642.000000 NS 55563.750000 0.0267411 Long EC CORP FR N 1 N N N UNIBAIL-RODAMCO-WESTFIELD SE 969500SHQITWXSIS7N89 BFYM46904 8019.000000 NS 695215.100000 0.3345849 Long EC CORP FR N 2 N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818108 629.000000 NS USD 138335.970000 0.0665767 Long EC CORP US N 1 N N N UNIPOLSAI SPA (AKA: UNIPOLSAI ASSICURAZIONI SPA) 815600E31C4E7006AB54 B89YH9902 28121.000000 NS 81694.600000 0.0393170 Long EC CORP IT N 2 N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 691678007 3800.000000 NS 73178.110000 0.0352183 Long EC CORP SG N 2 N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312106 1027.000000 NS USD 213585.190000 0.1027918 Long EC CORP US N 1 N N N INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC) N/A 20752TAA2 6000.000000 PA USD 6352.560000 0.0030573 Long DBT CORP LU N 2 2026-10-01 Fixed 6.75 N N N N N N INTELSAT CONNECT FINANCE SA 549300T8SOCBO2H77X11 45827AAD5 20000.000000 PA USD 6662.500000 0.0032064 Long DBT CORP LU N 2 2023-02-15 Fixed 9.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAP0 28000.000000 PA USD 16065.000000 0.0077316 Long DBT CORP LU N 2 2023-08-01 Fixed 5.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAY1 39000.000000 PA USD 22779.900000 0.0109632 Long DBT CORP LU N 2 2025-07-15 Fixed 9.75 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TBA2 229000.000000 PA USD 135928.680000 0.0654181 Long DBT CORP LU N 2 2024-10-15 Fixed 8.5 Y Y N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 45824TAR6 34000.000000 PA USD 35170.620000 0.0169265 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 14221.660000 0.0068444 Long LON CORP LU N 2 2023-11-27 Floating 8 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAH8 13000.000000 PA USD 13268.130000 0.0063855 Long LON CORP LU N 2 2024-01-02 Fixed 8.625 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAK1 13341.910000 PA USD 13508.680000 0.0065013 Long LON CORP LU N 2 2022-07-13 Floating 5.618 N N N N N N UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC) 549300V3NU625PJUVA84 91325V108 32.000000 NS USD 338.880000 0.0001631 Long EC CORP US N 1 N N N INTERNET BRANDS INC (MH SUB I LLC) N/A 45567YAJ4 19250.000000 PA USD 19193.290000 0.0092371 Long LON CORP US N 2 2024-09-13 Floating 3.6042 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529Y106 5282.000000 NS USD 150008.800000 0.0721945 Long EC CORP US N 1 N N N UPM-KYMMENE CORPORATION 213800EC6PW5VU4J9U64 505125906 6451.000000 NS 244221.200000 0.1175359 Long EC CORP FI N 2 N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973304 1278.000000 NS USD 72807.660000 0.0350400 Long EC CORP US N 1 N N N VALARIS LIMITED N/A G9460G101 112.000000 NS USD 3234.560000 0.0015567 Long EC CORP BM N 1 N N N VALEO SA 5493006IH2N2WMIBB742 BDC5ST904 2444.000000 NS 73719.580000 0.0354789 Long EC CORP FR N 2 N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913Y100 23620.000000 NS USD 1844249.600000 0.8875787 Long EC CORP US N 1 N N N JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3 N/A 466308AE3 54856.640000 PA USD 46581.850000 0.0224184 Long ABS-MBS CORP US N 2 2037-05-26 Variable 5.69235 N N N N N N VENTAS INC ORQTRC074CWLT3DKHT41 92276F100 5292.000000 NS USD 302173.200000 0.1454263 Long EC CORP US N 1 N N N VEON LTD (AKA: VIMPELCOM LTD) 5493008CA3NMHYEVT131 91822M106 68642.000000 NS USD 125614.860000 0.0604544 Long EC CORP BM N 1 N N N VEREIT INC (AKA: AMERICAN REALTY CAPITAL PROPERTIES INC) 5493002H54FNIBW75H44 92339V308 2686.000000 NS USD 123367.980000 0.0593731 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 28871.000000 NS USD 1617642.130000 0.7785197 Long EC CORP US N 1 N N N VERMILION ENERGY INC WT03B8BB1IX8WI9ZGV02 923725956 3363.000000 NS 29462.880000 0.0141795 Long EC CORP CA N 1 N N N JP MORGAN MORTGAGE TRUST 2006-S2 N/A 46628YBM1 83732.900000 PA USD 50699.140000 0.0243999 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 Y N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 26432.000000 NS USD 819920.640000 0.3946017 Long EC CORP US N 1 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 ACI07KLY6 214456.000000 NS 359434.340000 0.1729843 Long EC CORP GB N 2 N N N VOESTALPINE AG 529900ZAXBMQDIWPNB72 494340904 2051.000000 NS 83658.790000 0.0402623 Long EC CORP AT N 2 N N N VOLKSWAGEN AG 529900NNUPAGGOMPXZ31 549716900 197.000000 NS 49394.090000 0.0237718 Long EP CORP DE N 2 N N N VTECH HOLDINGS LIMITED N/A 692856909 7300.000000 NS 76821.820000 0.0369719 Long EC CORP BM N 2 N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427108 5665.000000 NS USD 298035.650000 0.1434351 Long EC CORP US N 1 N N N WARTSILA OYJ ABP 743700G7A9J1PHM3X223 452518905 20977.000000 NS 311658.620000 0.1499914 Long EC CORP FI N 2 N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAV8 18000.000000 PA USD 19778.850000 0.0095189 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 063671952 242.000000 NS 24805.200000 0.0119380 Long EC CORP CA N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 23133.000000 NS USD 1047693.570000 0.5042216 Long EC CORP US N 1 N N N LEALAND FINANCE COMPANY BV N/A N5200EAC5 914.510000 PA USD 594.430000 0.0002861 Long LON CORP US N 3 2024-06-30 Floating 3.0961 N N N N N N LEALAND FINANCE COMPANY BV N/A N5200EAB7 2657.620000 PA USD 1221.180000 0.0005877 Long LON CORP US N 2 2025-06-30 Floating 1.0925 N N N N N N LEGACY MORTGAGE ASSET TRUST 2017-RPL1 N/A 52472WAA7 600186.780000 PA USD 606829.410000 0.2920477 Long ABS-MBS CORP US N 2 2070-01-28 Floating 1.8425 N N N N N N WESFARMERS LIMITED 5493003L32ZX9557ST85 694883000 10592.000000 NS 469575.600000 0.2259918 Long EC CORP AU N 2 N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102105 876.000000 NS USD 62344.920000 0.0300046 Long EC CORP US N 1 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BQ5 10000.000000 PA USD 10722.800000 0.0051605 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 53.000000 NS USD 0.130000 0.0000001 Long EC CORP US Y 3 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 607614005 4069.000000 NS 78742.470000 0.0378962 Long EC CORP AU N 2 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 200000.000000 PA USD 234500.000000 0.1128574 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 WESTROCK COMPANY N/A 96145D105 792.000000 NS USD 42150.240000 0.0202856 Long EC CORP US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808F5 200000.000000 PA 303466.960000 0.1460490 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 353640.640000 0.1701960 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 WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166104 2782.000000 NS USD 95756.440000 0.0460845 Long EC CORP US N 1 N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457100 32810.000000 NS USD 871105.500000 0.4192354 Long EC CORP US N 1 N N N WOODSIDE PETROLEUM 2549005ZC5RXAOO7FH41 697972008 6475.000000 NS 107819.720000 0.0518902 Long EC CORP AU N 2 N N N WOOLWORTHS GROUP LTD (AKA WOOLWORTHS LIMITED) QNWEWQBS7HP85QHXQL92 698123908 4999.000000 NS 143053.460000 0.0688471 Long EC CORP AU N 2 N N N LP CREDIT CARD ABS MASTER TRUST 2018-1 N/A 50214FAA1 242351.870000 PA USD 242704.760000 0.1168061 Long ABS-MBS CORP US N 2 2024-08-20 Floating 1.66113 N N N N N N WPP PLC 549300LSGBXPYHXGDT93 B8KF9B904 7749.000000 NS 104749.860000 0.0504128 Long EC CORP JE N 2 N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 156700BC9 6000.000000 PA USD 6127.500000 0.0029490 Long DBT CORP US N 2 2027-02-15 Fixed 4 N N N N N N XEROX HOLDINGS CORPORATION 5493000Y33XDVO2CXC18 98421M106 4589.000000 NS USD 107795.610000 0.0518786 Long EC CORP US N 1 N N N YAMAHA MOTOR CO LTD 3538004LR5NXILJDHY88 698526001 6500.000000 NS 176554.090000 0.0849699 Long EC CORP JP N 2 N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 B0GDY1II6 200000.000000 PA 217800.890000 0.1048206 Long DBT CORP GB N 2 2035-07-16 Floating 2.63325 N N N N N N YUE YUEN INDUSTRIAL (HOLDINGS) LIMITED 254900YUFIBANZ1XU687 658653902 25000.000000 NS 61625.160000 0.0296582 Long EC CORP BM N 2 N N N ZURICH INSURANCE GROUP LTD 529900QVNRBND50TXP03 598381903 2218.000000 NS 890893.140000 0.4287585 Long EC CORP CH N 2 N N N MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 549300DNGHXL0OMHW304 05604XAP1 9600.000000 PA USD 9386.570000 0.0045175 Long LON CORP US N 2 2024-04-03 Floating 3.3543 N N N N N N MERRILL LYNCH MTGE INVESTORS 2006-A1 N/A 59020U5W1 10679.280000 PA USD 6902.840000 0.0033221 Long ABS-MBS CORP US N 2 2036-03-25 Floating 2.75611 Y N N N N N BASF SE 529900PM64WH8AF1E917 ACI0054Q2 44018.000000 NS 3474769.740000 1.6722961 Long EC CORP DE N 2 N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAG6 253000.000000 PA USD 258371.190000 0.1243458 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAK1 237000.000000 PA USD 253677.690000 0.1220870 Long DBT CORP US N 2 2025-06-15 Fixed 4.625 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 8000.000000 PA USD 9675.670000 0.0046566 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N AA BOND CO LIMITED 2138002EPF6QVRZBMC58 ACI0R61Q4 300000.000000 PA 416984.850000 0.2006815 Long DBT CORP JE N 2 2043-07-31 Fixed 2.875 N N N N N N BAYER AKTIENGESELLSCHAFT 549300J4U55H3WP1XT59 506921907 3917.000000 NS 238134.770000 0.1146067 Long EC CORP DE N 2 N N N MITCHELLS & BUTLERS FINANCE PLC 213800E7QA1U8BF34219 B1FL5TII8 101782.000000 PA 132347.340000 0.0636946 Long DBT CORP GB N 2 2030-12-15 Floating 0.53125 N N N N N N BAYERISCHE MOTOREN WERKE AG (BMW) YEH5ZCD6E441RHVHD759 575602909 2308.000000 NS 244683.810000 0.1177585 Long EC CORP DE N 2 N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 1555627.290000 PA USD 946164.100000 0.4553587 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.1915 N N N N N N BED BATH & BEYOND INC 529900ZBUWWUV7BKGX39 075896100 14690.000000 NS USD 489030.100000 0.2353546 Long EC CORP US N 1 N N N NASCAR HOLDINGS LLC 254900HRWKQR5V0WN013 63108EAB4 2362.550000 PA USD 2354.870000 0.0011333 Long LON CORP US N 2 2026-10-19 Floating 2.8542 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 200000.000000 PA USD 201909.000000 0.0971724 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 63938CAF5 66000.000000 PA USD 68900.700000 0.0331597 Long DBT CORP US N 2 2022-06-15 Fixed 6.5 N N N N N N NAVIENT STUDENT LOAN TRUST 2017-2 N/A 63939RAA2 458165.190000 PA USD 466326.530000 0.2244281 Long ABS-O CORP US N 2 2066-12-27 Floating 1.1415 N N N N N N BENDIGO AND ADELAIDE BANK LIMITED 549300Y9URD6W70K0360 609128905 31151.000000 NS 244923.020000 0.1178737 Long EC CORP AU N 2 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 8000.000000 PA USD 9727.570000 0.0046816 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NEWMARK GROUP INC N/A 65158NAB8 10000.000000 PA USD 11019.380000 0.0053033 Long DBT CORP US N 2 2023-11-15 Fixed 6.125 N N N N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAC5 2960.000000 PA USD 3275.030000 0.0015762 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N NOBLE FINANCE COMPANY 5493003DTPH8AMMK4P51 65505JAA9 2115.000000 PA USD 2340.100000 0.0011262 Long DBT CORP KY N 2 2028-02-15 Fixed 11 N N Y N N N BHP GROUP LIMITED WZE1WSENV6JSZFK0JC28 614469005 131698.000000 NS 4791214.190000 2.3058590 Long EC CORP AU N 2 N N N BHP GROUP PLC (AKA: BHP BILLITON PLC) 549300C116EOWV835768 BH0P3Z907 27112.000000 NS 802269.980000 0.3861070 Long EC CORP GB N 2 N N N OBX TRUST 2018-EPX1 N/A 67097VAS3 160688.190000 PA USD 161929.280000 0.0779314 Long ABS-MBS CORP US N 2 2048-04-25 Floating 0.9415 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CQ6 18000.000000 PA USD 17915.640000 0.0086222 Long DBT CORP US N 2 2022-08-15 Floating 1.60588 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AB4 2001.310000 PA USD 1991.320000 0.0009584 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 97352.000000 PA USD 50004.850000 0.0240657 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 G6711KAC9 653.340000 PA USD 648.440000 0.0003121 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 632.960000 0.0003046 Long DBT CORP KY N 2 2021-08-06 None 0 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 8000.000000 PA USD 8580.730000 0.0041296 Long DBT CORP US N 2 2029-10-01 Fixed 3.625 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAL3 196000.000000 PA USD 209579.860000 0.1008641 Long DBT CORP US N 2 2023-03-15 Fixed 5.625 N N N N N N ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION) 5493008I795YYBFWFU90 85172FAP4 12000.000000 PA USD 12930.000000 0.0062228 Long DBT CORP US N 2 2024-03-15 Fixed 6.125 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 510000.000000 PA USD 557329.130000 0.2682248 Long DBT CORP US Y 2 2051-03-25 Fixed 3.95 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 68752DAC2 244000.000000 PA USD 262986.860000 0.1265672 Long DBT CORP US N 2 2025-06-01 Fixed 7.375 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 120000.000000 PA USD 121719.580000 0.0585798 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HP5 53000.000000 PA USD 54284.180000 0.0261252 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 20000.000000 PA USD 20726.460000 0.0099750 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HN0 4000.000000 PA USD 3821.900000 0.0018394 Long DBT CORP US N 2 2046-03-15 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HC4 23000.000000 PA USD 23777.330000 0.0114433 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HD2 210000.000000 PA USD 209059.590000 0.1006137 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JK4 110000.000000 PA USD 115382.990000 0.0555302 Long DBT CORP US N 2 2028-07-01 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 126500.000000 PA USD 135418.850000 0.0651728 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 131000.000000 PA USD 131279.340000 0.0631806 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 104500.000000 PA USD 107660.640000 0.0518136 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 35000.000000 PA USD 36758.750000 0.0176908 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 2000.000000 PA USD 1828.310000 0.0008799 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GY7 2000.000000 PA USD 1952.820000 0.0009398 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 2000.000000 PA USD 1874.880000 0.0009023 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JT5 79000.000000 PA USD 77795.220000 0.0374404 Long DBT CORP US N 2 2031-06-01 Fixed 3.25 N N N N N N BLACKSTONE GROUP INC 5299004LW4QWGZUB8Y96 09260D107 1102.000000 NS USD 107048.280000 0.0515189 Long EC CORP US N 1 N N N PERU GOVT 254900STKLK2DBJJZ530 ACI0WBN59 260000.000000 PA 69069.060000 0.0332407 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 107567.170000 0.0517687 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 64297.040000 0.0309441 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 100951.850000 0.0485849 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 180000.000000 PA 52534.790000 0.0252833 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 72000.000000 PA 19633.800000 0.0094491 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 11000.000000 PA 3210.460000 0.0015451 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 1931.460000 0.0009296 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N PETCO HEALTH AND WELLNESS COMPANY INC N/A 942JDZII1 234412.500000 PA USD 234307.950000 0.1127650 Long LON CORP US N 2 2028-03-03 Floating 4 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 B71QWNII2 100000.000000 PA 159002.030000 0.0765226 Long DBT CORP NL N 2 2026-12-14 Fixed 6.25 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAT2 20000.000000 PA USD 900.000000 0.0004331 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 900.000000 0.0004331 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 13500.000000 0.0064971 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDB5 30000.000000 PA USD 31725.000000 0.0152682 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCP5 74000.000000 PA USD 76257.000000 0.0367001 Long DBT CORP MX N 2 2029-01-23 Fixed 6.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDC3 82000.000000 PA USD 84603.500000 0.0407170 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDE9 67000.000000 PA USD 65174.250000 0.0313663 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 10000.000000 PA USD 9637.500000 0.0046382 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 30000.000000 PA USD 26586.000000 0.0127950 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCG5 40000.000000 PA USD 42270.000000 0.0203432 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 8862.600000 0.0042653 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 4000.000000 PA USD 4396.980000 0.0021161 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PRESS GANEY (AKA: AZALEA TOPCO INC) 549300HC42NZULO53062 29102TAB8 2955.000000 PA USD 2943.000000 0.0014164 Long LON CORP US N 2 2026-07-24 Floating 3.6853 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 ACI11ZNP4 89000.000000 PA 493.900000 0.0002377 Long DBT NUSS AR N 2 2025-04-12 Floating 37.875 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 300000.000000 PA 1664.820000 0.0008012 Long DBT NUSS AR N 2 2025-04-12 Floating 37.875 N N N N N N PUERTO RICO ELECTRIC POWER AUTHORITY 5493003BRB67HF8ST418 74526QV74 100000.000000 PA USD 95375.000000 0.0459010 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 8775.000000 0.0042231 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 8950.000000 0.0043074 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 8937.500000 0.0043013 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 27525.000000 0.0132469 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 18250.000000 0.0087831 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 4612.500000 0.0022198 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 4612.500000 0.0022198 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 8612.500000 0.0041449 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 4556.250000 0.0021928 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 100950.000000 0.0485840 Long DBT MUN PR N 2 2041-07-01 Fixed 5 Y N N N N N RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 N/A 74923HAD3 22307.570000 PA USD 20905.860000 0.0100613 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 58725.810000 PA USD 51059.390000 0.0245733 Long ABS-MBS CORP US N 2 2045-10-25 Floating 0.8915 N N N N N N BOUYGUES SA 969500MOCLNQFNZN0D63 400212908 11042.000000 NS 408994.270000 0.1968359 Long EC CORP FR N 2 N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QS5 N/A 74923JAA5 303579.390000 PA USD 294661.780000 0.1418113 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.5 Y N N N N N RESIDENTIAL ASSET SEC CORP 2003-KS11 N/A 76110WVV5 770542.420000 PA USD 769695.830000 0.3704301 Long ABS-MBS CORP US N 2 2034-01-25 Floating 0.9765 N N N N N N BP PLC 213800LH1BZH3DI6G760 079805909 182184.000000 NS 798947.920000 0.3845082 Long EC CORP GB N 2 N N N RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC) N/A 68245XAC3 15000.000000 PA USD 15174.380000 0.0073029 Long DBT CORP CA N 2 2024-05-15 Fixed 4.25 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1X0BQ7 214000.000000 PA 252299.450000 0.1214237 Long DBT NUSS RO N 2 2033-04-14 Fixed 2 N N N N N N RZD CAPITAL PUBLIC LIMITED COMPANY 635400VKMH1VQDFMW392 B3SXQ5II3 300000.000000 PA 551202.780000 0.2652764 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 3281.680000 0.0015794 Long DBT CORP US N 2 2024-06-01 Fixed 4.8 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAP1 7000.000000 PA USD 7871.310000 0.0037882 Long DBT CORP US N 2 2027-07-13 Fixed 4.4 N N N N N N BRIDGESTONE CORPORATION 549300DHPOF90OYYD780 613210004 3600.000000 NS 163628.510000 0.0787492 Long EC CORP JP N 2 N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 L8084MAB6 400000.000000 PA USD 413356.000000 0.1989351 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67054KAA7 308000.000000 PA USD 320683.440000 0.1543347 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAF3 2000.000000 PA USD 2059.520000 0.0009912 Long DBT CORP US N 2 2022-10-15 Fixed 3.25 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 3387.000000 NS USD 226319.340000 0.1089203 Long EC CORP US N 1 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83367TBV0 200000.000000 PA USD 218639.000000 0.1052240 Long DBT CORP FR N 2 2023-10-04 Floating 7.375 N N N N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 028758902 46006.000000 NS 1786208.280000 0.8596452 Long EC CORP GB N 2 N N N AMBAC LSNI LLC N/A 02315QAA6 70925.410000 PA USD 70969.740000 0.0341555 Long DBT CORP KY N 2 2023-02-12 Floating 6 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI0725J7 200000.000000 PA 13285.380000 0.0063938 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 BYY9RYII7 200000.000000 PA 12718.530000 0.0061210 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI0289D8 200000.000000 PA 11852.660000 0.0057043 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI08MN29 300000.000000 PA 19176.080000 0.0092288 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 614878II9 9200000.000000 PA 732205.040000 0.3523870 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 S69124FF7 1000000.000000 PA 79587.500000 0.0383029 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 1000.000000 PA USD 1187.070000 0.0005713 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 2000.000000 PA USD 2498.730000 0.0012026 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 532.000000 NS USD 253678.880000 0.1220876 Long EC CORP US N 1 N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAJ4 400000.000000 PA USD 475752.000000 0.2289643 Long DBT CORP US N 2 2025-02-15 Fixed 7.625 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAK1 7000.000000 PA USD 8558.410000 0.0041189 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAH8 435000.000000 PA USD 502425.000000 0.2418012 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 8376.330000 PA USD 8540.120000 0.0041101 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9 N/A 86361PAA4 1410395.040000 PA USD 1045967.440000 0.5033909 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.98198 Y N N N N N STRUCTURED ASSET INVEST LN TR 2006-BNC3 N/A 86361KAC1 1057560.540000 PA USD 1039513.800000 0.5002849 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.2415 N N N N N N BT GROUP PLC 213800LRO7NS5CYQMN21 309135903 139286.000000 NS 374309.950000 0.1801435 Long EC CORP GB N 2 N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 239000.000000 PA USD 253340.000000 0.1219245 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N STUBHUB (PUG LLC) N/A 74530DAC9 3940.000000 PA USD 3861.200000 0.0018583 Long LON CORP US N 2 2027-02-12 Floating 3.6042 N N N N N N BUNGE LIMITED 5493007M0RIN8HY3MM77 G16962105 965.000000 NS USD 75414.750000 0.0362947 Long EC CORP BM N 1 N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 87164GAM5 12707.050000 PA USD 12609.100000 0.0060684 Long LON CORP US N 2 2023-03-09 Floating 6 N N N N N N TENET HEALTHCARE CORPORATION 0W9AIBT6U6ADJ2I8HK17 88033GCS7 4000.000000 PA USD 4068.340000 0.0019580 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 213531.830000 PA 394451.640000 0.1898370 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 2017.660000 0.0009710 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 45993.100000 0.0221350 Long DBT CORP NL N 2 2021-07-21 Fixed 2.2 N N N N N N TOBACCO SETTLEMENT FING CORP VA N/A 88880NAT6 360000.000000 PA USD 378302.690000 0.1820650 Long DBT MUN US N 2 2046-06-01 Fixed 6.706 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAD7 10014.000000 PA USD 10910.710000 0.0052510 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 73963.000000 PA USD 85956.840000 0.0413683 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 4000.000000 PA USD 4175.000000 0.0020093 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BF5 10000.000000 PA USD 8612.550000 0.0041449 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 8432.800000 0.0040584 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 13978.080000 0.0067272 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 2750.000000 PA USD 2856.300000 0.0013746 Long DBT CORP KY N 2 2024-10-15 Fixed 7.75 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAN8 6000.000000 PA USD 6609.930000 0.0031811 Long DBT CORP US N 2 2027-04-01 Variable 6 N N N N N N TRUPS FINANCIALS NOTE SECURITIZATION 2017-2A N/A 898203AA2 415000.000000 PA USD 400475.000000 0.1927359 Long ABS-CBDO CORP KY N 2 2039-09-20 Floating 1.7045 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CX6 200000.000000 PA USD 196624.400000 0.0946291 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 123535.990000 0.0594539 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 190388.000000 0.0916277 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90351JAF1 497389.040000 PA USD 498055.040000 0.2396980 Long LON CORP US N 2 2027-02-16 Floating 3.6042 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 200000.000000 PA USD 220920.000000 0.1063218 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UMBS PASS THRU POOLS N/A 01F020489 200000.000000 PA USD 206008.110000 0.0991451 Long ABS-MBS USGSE US N 2 2036-08-17 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F020687 100000.000000 PA USD 100781.250000 0.0485028 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022675 -400000.000000 PA USD -413750.000000 -0.1991247 Short ABS-MBS USGSE US N 2 2051-07-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022683 -400000.000000 PA USD -412968.750000 -0.1987487 Short ABS-MBS USGSE US N 2 2051-08-12 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022691 1800000.000000 PA USD 1854351.580000 0.8924404 Long ABS-MBS USGSE US N 2 2051-09-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030686 1300000.000000 PA USD 1354310.560000 0.6517866 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 2600000.000000 PA USD 2738582.000000 1.3179924 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 5600000.000000 PA USD 5968375.060000 2.8723890 Long ABS-MBS USGSE US N 2 2051-08-12 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 370000.000000 PA USD 428926.200000 0.2064285 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 394934.750000 PA USD 439037.670000 0.2112949 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 136069952 767.000000 NS 87311.530000 0.0420203 Long EC CORP CA N 1 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V49 35367.680000 PA USD 39165.120000 0.0188489 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285W6 366896.980000 PA USD 424814.960000 0.2044499 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385952 6010.000000 NS 218175.220000 0.1050008 Long EC CORP CA N 1 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 108267.000000 PA USD 144660.820000 0.0696207 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 106098.000000 PA USD 143124.680000 0.0688814 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SV1 307722.000000 PA USD 337799.130000 0.1625720 Long DBT UST US N 2 2051-02-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282L3 10914.200000 PA USD 12178.380000 0.0058611 Long DBT UST US N 2 2027-07-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Y38 531800.000000 PA USD 610580.360000 0.2938529 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128287D6 749405.320000 PA USD 834323.360000 0.4015333 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828ZZ6 312390.000000 PA USD 344900.660000 0.1659897 Long DBT UST US N 2 2030-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YL8 208120.000000 PA USD 224353.590000 0.1079742 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 71712.770000 0.0345131 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBL4 64000.000000 PA USD 62140.000000 0.0299060 Long DBT UST US N 2 2031-02-15 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SF6 1533000.000000 PA USD 1835827.380000 0.8835253 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBX8 4000000.000000 PA USD 3992968.760000 1.9216888 Long DBT UST US N 2 2023-04-30 Fixed 0.125 N N N N N N CANON INC 529900JH1GSC035SSP77 617232004 85000.000000 NS 1921166.390000 0.9245963 Long EC CORP JP N 2 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RU4 600000.000000 PA USD 696562.500000 0.3352334 Long DBT UST US N 2 2046-11-15 Fixed 2.875 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AS1 62000.000000 PA USD 63441.810000 0.0305325 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N US CAPITAL FUNDING VI LTD/US CAPITAL FUNDING VI CORP N/A 903428AA8 926834.660000 PA USD 815614.500000 0.3925293 Long DBT CORP KY N 2 2043-07-10 Floating 0.46775 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAN4 12772.500000 PA USD 12844.350000 0.0061816 Long LON CORP US N 2 2026-06-26 Floating 5.125 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 07335BAA4 6000.000000 PA USD 6314.850000 0.0030391 Long DBT CORP US N 2 2027-07-15 Fixed 10.625 N N N N N N VALARIS LIMITED N/A 91889FAA9 1000.000000 PA USD 1041.750000 0.0005014 Long DBT CORP BM N 2 2028-04-30 Fixed 8.25 N N Y N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 23000.000000 PA USD 27697.750000 0.0133300 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 13719.600000 0.0066028 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 4686.000000 0.0022552 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 214.000000 0.0001030 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 307.500000 0.0001480 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65 Y Y N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AT7 25000.000000 PA USD 30476.110000 0.0146672 Long DBT CORP US N 2 2050-06-01 Fixed 4.5 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AU4 9000.000000 PA USD 11104.700000 0.0053443 Long DBT CORP US N 2 2060-06-01 Fixed 4.6 N N N N N N WELLS FARGO ALTERNATIVE LOAN 2007-PA4 N/A 94984UAE6 762052.350000 PA USD 703570.010000 0.3386059 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.92962 Y N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NBF3 935225.830000 PA USD 982823.770000 0.4730018 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 3.412 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958667AD9 4000.000000 PA USD 3980.930000 0.0019159 Long DBT CORP US N 2 2023-01-13 Floating 2.2875 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149Y108 4274.000000 NS USD 244002.660000 0.1174307 Long EC CORP US N 1 N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 4295.140000 PA USD 923.460000 0.0004444 Long LON CORP US N 3 2029-03-15 Fixed 15 N N Y N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAB5 486.540000 PA USD 469.510000 0.0002260 Long LON CORP US N 3 2022-03-15 Floating 9.25 N N N N N N WHATABURGER (WHATABRANDS LLC) 254900HMMX4HTWIP0085 96244UAD9 1829.650000 PA USD 1824.060000 0.0008779 Long LON CORP US N 2 2026-07-31 Floating 2.8317 N N N N N N WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP) 549300L3SXBFJVGRCF66 97382WAA1 229000.000000 PA USD 236156.250000 0.1136545 Long DBT CORP US N 2 2028-08-15 Fixed 7.75 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AB5 500000.000000 PA USD 539965.000000 0.2598680 Long DBT CORP US N 2 2025-04-15 Fixed 7.75 N N N N N N AGC INC JE4WFFEELMVPFZ0G1E77 605520006 1900.000000 NS 79591.800000 0.0383050 Long EC CORP JP N 2 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1JWNB3 16759378.510000 PA 99908.900000 0.0480830 Long DBT NUSS AR N 2 2021-08-05 Fixed 1 N N N N N N CATERPILLAR INCORPORATED WRJR7GS4GTRECRRTVX92 149123101 806.000000 NS USD 175409.780000 0.0844191 Long EC CORP US N 1 N N N N/A N/A 000000000 20014.000000 NC 28003.290000 0.0134771 N/A DE ES N 1 Bolsa de Madrid N/A Call Purchased ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA ACS ACTIVIDADES CONS Y SERV N/A 0.000000 EUR 2021-07-09 XXXX -2290.880000 N N N N/A N/A 000000000 -18.000000 NC -7965.960000 -0.0038338 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Short N/A AUSTRALIA GOVT 2021-09-15 -1905924.620000 AUD -7965.960000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1WK7Q9 884000.000000 PA 5083.800000 0.0024467 Long DBT NUSS AR N 2 2021-07-30 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -39.960000 -0.0000192 N/A DFE PE N 2 Banco Santander, S.A. N/A 4055.580000 USD 15456.630000 PEN 2021-07-06 -39.960000 N N N N/A N/A 000000000 1.000000 NC 30537.750000 0.0146968 N/A DFE BR N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 453331.330000 USD 2406668.040000 BRL 2021-07-02 30537.750000 N N N N/A N/A 000000000 1.000000 NC -875.030000 -0.0004211 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 127750.290000 USD 107000.000000 EUR 2021-07-02 -875.030000 N N N N/A N/A 000000000 1.000000 NC -8746.720000 -0.0042095 N/A DFE ID N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 456187.570000 USD 6575031437.000000 IDR 2021-09-15 -8746.720000 N N N N/A N/A 000000000 1.000000 NC -5247.190000 -0.0025253 N/A DFE NO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 232356.230000 USD 1955000.000000 NOK 2021-08-17 -5247.190000 N N N N/A N/A 000000000 1.000000 NC 30.590000 0.0000147 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1000.000000 USD 3960.000000 PEN 2021-07-26 30.590000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1TTRK5 2771553.320000 PA 16375.750000 0.0078811 Long DBT NUSS AR N 2 2021-09-13 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 896.920000 0.0004317 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 43899.890000 USD 3300929.000000 RUB 2021-08-20 896.920000 N N N N/A N/A 000000000 1.000000 NC -613.140000 -0.0002951 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 43492.090000 USD 3174035.000000 RUB 2021-09-20 -613.140000 N N N N/A N/A 000000000 1.000000 NC -636.110000 -0.0003061 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 43443.320000 USD 3168725.000000 RUB 2021-09-20 -636.110000 N N N N/A N/A 000000000 1.000000 NC 20.370000 0.0000098 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 30000.000000 AUD 22518.870000 USD 2021-07-02 20.370000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0TFSY6 2640000.000000 PA 16596.740000 0.0079875 Long DBT NUSS AR N 2 2022-04-03 Floating 36.1042 N N N N N N N/A N/A 000000000 1.000000 NC -137.130000 -0.0000660 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4327.000000 USD 36498.460000 TRY 2021-07-02 -137.130000 N N N N/A N/A 000000000 1.000000 NC 1589.660000 0.0007651 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 450000.000000 EUR 535529.660000 USD 2021-08-03 1589.660000 N N N N/A N/A 000000000 1.000000 NC 113.510000 0.0000546 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 49791.110000 TRY 5815.000000 USD 2021-07-07 113.510000 N N N N/A N/A 000000000 1.000000 NC 6.670000 0.0000032 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 8917.550000 TRY 1027.800000 USD 2021-07-07 6.670000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 116909.000000 PA USD 39749.060000 0.0191300 Long DBT NUSS AR N 2 2030-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 1.000000 NC -3298.190000 -0.0015873 N/A DFE N/A N 2 BNP Paribas S.A. N/A 477598.240000 USD 400000.000000 EUR 2021-07-02 -3298.190000 N N N N/A N/A 000000000 1.000000 NC -1063.490000 -0.0005118 N/A DFE GB N 2 BNP Paribas S.A. N/A 53628.890000 USD 38000.000000 GBP 2021-07-02 -1063.490000 N N N N/A N/A 000000000 1.000000 NC -237.560000 -0.0001143 N/A DFE MX N 2 BNP Paribas S.A. N/A 58057.740000 USD 1172000.000000 MXN 2021-11-08 -237.560000 N N N N/A N/A 000000000 1.000000 NC -477.650000 -0.0002299 N/A DFE TR N 2 BNP Paribas S.A. N/A 11758.000000 USD 98610.820000 TRY 2021-07-09 -477.650000 N N N N/A N/A 000000000 1.000000 NC -523.190000 -0.0002518 N/A DFE TR N 2 BNP Paribas S.A. N/A 15423.000000 USD 130517.140000 TRY 2021-07-13 -523.190000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 206000.000000 PA USD 62317.060000 0.0299912 Long DBT NUSS AR N 2 2035-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 1.000000 NC 780.360000 0.0003756 N/A DFE JP N 2 BNP Paribas S.A. N/A 5500000.000000 JPY 50287.540000 USD 2021-07-02 780.360000 N N N N/A N/A 000000000 1.000000 NC 46.240000 0.0000223 N/A DFE JP N 2 BNP Paribas S.A. N/A 5500000.000000 JPY 49566.440000 USD 2021-08-03 46.240000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0QD081 1226000.000000 PA 3207.110000 0.0015435 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N N/A N/A 000000000 1.000000 NC 1185.390000 0.0005705 N/A DFE PE N 2 BNP Paribas S.A. N/A 114483.000000 PEN 31000.000000 USD 2021-08-04 1185.390000 N N N N/A N/A 000000000 1.000000 NC 110.210000 0.0000530 N/A DFE TR N 2 BNP Paribas S.A. N/A 52212.750000 TRY 6089.000000 USD 2021-07-07 110.210000 N N N N/A N/A 000000000 1.000000 NC USD 1215.130000 0.0005848 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 9276.230000 N N N N/A N/A 000000000 1.000000 NC USD -1970.160000 -0.0009482 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 3210.720000 N N N N/A N/A 000000000 1.000000 NC USD -1313.440000 -0.0006321 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 1799.040000 N N N N/A N/A 000000000 1.000000 NC USD -49.140000 -0.0000236 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2024-06-21 0.000000 USD -11702.580000 USD 400000.000000 USD 11653.440000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HU7 269175.000000 PA USD 101748.150000 0.0489681 Long DBT NUSS AR N 2 2038-01-09 Variable 0.125 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 31091.000000 PA USD 11845.670000 0.0057009 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC USD -7776.780000 -0.0037427 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.35 Y Single Leg Swap 2026-06-21 0.000000 USD -10950.000000 USD 300000.000000 USD 3173.220000 N N N N/A N/A 000000000 1.000000 NC USD 93402.750000 0.0449518 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.36 Y Single Leg Swap 2026-06-21 79980.000000 USD 0.000000 USD 900000.000000 USD 13422.750000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HS2 182206.000000 PA USD 65776.370000 0.0316561 Long DBT NUSS AR N 2 2030-07-09 Variable 0.125 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 167024.000000 PA USD 53280.660000 0.0256423 Long DBT NUSS AR N 2 2035-07-09 Variable 0.125 N N N N N N N/A N/A 000000000 600000.000000 NC USD 550.170000 0.0002648 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.700000 USD 2021-10-20 XXXX -391.830000 N N N N/A N/A 000000000 -600000.000000 NC USD -297.280000 -0.0001431 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2021-10-20 XXXX 272.720000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 196042.000000 PA USD 70183.040000 0.0337769 Long DBT NUSS AR N 2 2041-07-09 Variable 0.125 N N N N N N AGEAS SA/NV 5493005DJBML6LY3RV36 B86S2N903 2960.000000 NS 164490.710000 0.0791641 Long EC CORP BE N 2 N N N N/A N/A 000000000 1.000000 NC -127.660000 -0.0000614 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5000.000000 USD 3578950.000000 CLP 2021-07-09 -127.660000 N N N N/A N/A 000000000 1.000000 NC -2664.770000 -0.0012825 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 130749.620000 USD 94218177.000000 CLP 2021-09-03 -2664.770000 N N N N/A N/A 000000000 1.000000 NC 86.460000 0.0000416 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4778.940000 USD 3578950.000000 CLP 2021-09-03 86.460000 N N N N/A N/A 000000000 1.000000 NC 62.400000 0.0000300 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27235.670000 USD 2071000.000000 INR 2021-12-15 62.400000 N N N N/A N/A 000000000 1.000000 NC -36.450000 -0.0000175 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27334.520000 USD 2071000.000000 INR 2021-12-15 -36.450000 N N N N/A N/A 000000000 1.000000 NC 978.440000 0.0004709 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 39869.800000 USD 3099000.000000 INR 2021-12-15 978.440000 N N N N/A N/A 000000000 1.000000 NC 6.270000 0.0000030 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 344.000000 USD 27036.160000 INR 2022-04-26 6.270000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 P0761DAQ6 28000.000000 PA 145.170000 0.0000699 Long DBT NUSS AR N 2 2022-10-04 Floating 34.0688 N N N N N N N/A N/A 000000000 1.000000 NC -20.550000 -0.0000099 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1174.700000 USD 4440.010000 PEN 2021-07-13 -20.550000 N N N N/A N/A 000000000 1.000000 NC -30.510000 -0.0000147 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4031.600000 USD 15400.710000 PEN 2021-07-06 -30.510000 N N N N/A N/A 000000000 1.000000 NC 167.690000 0.0000807 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7000.000000 USD 27505.100000 PEN 2021-09-03 167.690000 N N N N/A N/A 000000000 1.000000 NC 166.790000 0.0000803 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10000.000000 USD 39115.200000 PEN 2021-07-12 166.790000 N N N N/A N/A 000000000 1.000000 NC 97.500000 0.0000469 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10000.000000 USD 38848.600000 PEN 2021-07-12 97.500000 N N N N/A N/A 000000000 1.000000 NC 116.420000 0.0000560 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6000.000000 USD 23532.000000 PEN 2021-07-12 116.420000 N N N N/A N/A 000000000 1.000000 NC -3.820000 -0.0000018 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000.000000 USD 7680.000000 PEN 2021-07-12 -3.820000 N N N N/A N/A 000000000 1.000000 NC 16.010000 0.0000077 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 22000.000000 USD 84703.300000 PEN 2021-07-12 16.010000 N N N N/A N/A 000000000 1.000000 NC 37.380000 0.0000180 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 20000.000000 USD 77076.800000 PEN 2021-07-14 37.380000 N N N N/A N/A 000000000 1.000000 NC 543.000000 0.0002613 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 49854.480000 USD 193879.100000 PEN 2021-07-13 543.000000 N N N N/A N/A 000000000 1.000000 NC 149.450000 0.0000719 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 19889.760000 USD 77076.800000 PEN 2021-07-15 149.450000 N N N N/A N/A 000000000 1.000000 NC 18.080000 0.0000087 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4000.000000 USD 15420.000000 PEN 2021-09-15 18.080000 N N N N/A N/A 000000000 1.000000 NC 56.070000 0.0000270 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8000.000000 USD 30916.400000 PEN 2021-09-15 56.070000 N N N N/A N/A 000000000 1.000000 NC 11.650000 0.0000056 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000.000000 USD 7720.000000 PEN 2021-09-15 11.650000 N N N N/A N/A 000000000 1.000000 NC 16.580000 0.0000080 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000.000000 USD 7757.800000 PEN 2021-07-13 16.580000 N N N N/A N/A 000000000 1.000000 NC 16.130000 0.0000078 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000.000000 USD 7750.400000 PEN 2021-07-21 16.130000 N N N N/A N/A 000000000 1.000000 NC 23.920000 0.0000115 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3000.000000 USD 11625.600000 PEN 2021-07-20 23.920000 N N N N/A N/A 000000000 1.000000 NC 13.270000 0.0000064 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000.000000 USD 7739.400000 PEN 2021-07-21 13.270000 N N N N/A N/A 000000000 1.000000 NC 31.480000 0.0000152 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3003.480000 USD 11667.000000 PEN 2021-07-21 31.480000 N N N N/A N/A 000000000 1.000000 NC 87.080000 0.0000419 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9000.000000 USD 34938.900000 PEN 2021-07-19 87.080000 N N N N/A N/A 000000000 1.000000 NC 152.900000 0.0000736 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8000.000000 USD 31288.000000 PEN 2021-09-15 152.900000 N N N N/A N/A 000000000 1.000000 NC 119.610000 0.0000576 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9000.000000 USD 35064.000000 PEN 2021-07-19 119.610000 N N N N/A N/A 000000000 1.000000 NC 46.950000 0.0000226 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5000.000000 USD 19405.000000 PEN 2021-07-19 46.950000 N N N N/A N/A 000000000 1.000000 NC 78.650000 0.0000379 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9000.000000 USD 34906.500000 PEN 2021-07-19 78.650000 N N N N/A N/A 000000000 1.000000 NC 47.260000 0.0000227 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5000.000000 USD 19406.200000 PEN 2021-07-19 47.260000 N N N N/A N/A 000000000 1.000000 NC 159.670000 0.0000768 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 11000.000000 USD 42900.000000 PEN 2021-07-21 159.670000 N N N N/A N/A 000000000 1.000000 NC 105.720000 0.0000509 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8000.000000 USD 31160.000000 PEN 2021-07-21 105.720000 N N N N/A N/A 000000000 1.000000 NC 45.050000 0.0000217 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3000.000000 USD 11685.000000 PEN 2021-09-03 45.050000 N N N N/A N/A 000000000 1.000000 NC 45.290000 0.0000218 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2000.000000 USD 7861.800000 PEN 2021-07-22 45.290000 N N N N/A N/A 000000000 1.000000 NC 434.060000 0.0002089 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 21000.000000 USD 82389.300000 PEN 2021-07-22 434.060000 N N N N/A N/A 000000000 1.000000 NC 113.400000 0.0000546 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6000.000000 USD 23499.000000 PEN 2021-07-22 113.400000 N N N N/A N/A 000000000 1.000000 NC 240.980000 0.0001160 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9000.000000 USD 35517.690000 PEN 2021-07-23 240.980000 N N N N/A N/A 000000000 1.000000 NC 204.380000 0.0000984 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8000.000000 USD 31533.520000 PEN 2021-07-23 204.380000 N N N N/A N/A 000000000 1.000000 NC 554.180000 0.0002667 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 20000.000000 USD 79000.000000 PEN 2021-07-23 554.180000 N N N N/A N/A 000000000 1.000000 NC 248.740000 0.0001197 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8000.000000 USD 31695.360000 PEN 2021-07-26 248.740000 N N N N/A N/A 000000000 1.000000 NC 488.620000 0.0002352 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15000.000000 USD 59492.550000 PEN 2021-07-30 488.620000 N N N N/A N/A 000000000 1.000000 NC 271.120000 0.0001305 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7765.000000 USD 30857.340000 PEN 2021-08-04 271.120000 N N N N/A N/A 000000000 1.000000 NC 1338.970000 0.0006444 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 36918.940000 USD 146815.550000 PEN 2021-08-31 1338.970000 N N N N/A N/A 000000000 1.000000 NC 28.220000 0.0000136 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15472.300000 USD 59492.550000 PEN 2021-10-04 28.220000 N N N N/A N/A 000000000 1.000000 NC 2096.980000 0.0010092 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 39808.010000 USD 3074846.000000 RUB 2021-07-22 2096.980000 N N N N/A N/A 000000000 1.000000 NC 1082.150000 0.0005208 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 54301.800000 USD 4081060.000000 RUB 2021-08-20 1082.150000 N N N N/A N/A 000000000 1.000000 NC 610.980000 0.0002940 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 26000.000000 AUD 20109.680000 USD 2021-07-02 610.980000 N N N N/A N/A 000000000 1.000000 NC -89.570000 -0.0000431 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3578950.000000 CLP 4782.770000 USD 2021-07-09 -89.570000 N N N N/A N/A 000000000 1.000000 NC 265.910000 0.0001280 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 22004.400000 PEN 6000.000000 USD 2021-09-07 265.910000 N N N N/A N/A 000000000 1.000000 NC 589.040000 0.0002835 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 47641.100000 PEN 13000.000000 USD 2021-08-18 589.040000 N N N N/A N/A 000000000 1.000000 NC 1000.170000 0.0004814 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 111294.720000 PEN 30000.000000 USD 2021-09-20 1000.170000 N N N N/A N/A 000000000 1.000000 NC 1427.880000 0.0006872 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 102971.860000 PEN 28254.040000 USD 2021-10-12 1427.880000 N N N N/A N/A 000000000 1.000000 NC 602.040000 0.0002897 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 59509.780000 PEN 16105.490000 USD 2021-10-12 602.040000 N N N N/A N/A 000000000 1.000000 NC 293.230000 0.0001411 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 219390.600000 PEN 57435.100000 USD 2021-08-09 293.230000 N N N N/A N/A 000000000 1.000000 NC 371.400000 0.0001787 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 66179.250000 PEN 17574.220000 USD 2021-07-13 371.400000 N N N N/A N/A 000000000 1.000000 NC 1174.420000 0.0005652 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 185321.990000 PEN 49460.080000 USD 2021-08-25 1174.420000 N N N N/A N/A 000000000 1.000000 NC 2725.310000 0.0013116 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 718532.200000 PEN 189972.290000 USD 2021-09-02 2725.310000 N N N N/A N/A 000000000 1.000000 NC -557.630000 -0.0002684 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 193879.100000 PEN 49835.260000 USD 2021-07-12 -557.630000 N N N N/A N/A 000000000 1.000000 NC -155.320000 -0.0000748 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 77076.800000 PEN 19882.060000 USD 2021-07-14 -155.320000 N N N N/A N/A 000000000 1.000000 NC -259.320000 -0.0001248 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 30857.340000 PEN 7757.390000 USD 2021-07-06 -259.320000 N N N N/A N/A 000000000 1.000000 NC -1287.820000 -0.0006198 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 146815.550000 PEN 36882.770000 USD 2021-07-15 -1287.820000 N N N N/A N/A 000000000 1.000000 NC -29.590000 -0.0000142 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 59492.550000 PEN 15459.030000 USD 2021-07-30 -29.590000 N N N N/A N/A 000000000 1.000000 NC 190.790000 0.0000918 N/A DFE TR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 73310.790000 TRY 8577.000000 USD 2021-07-09 190.790000 N N N N/A N/A 000000000 1.000000 NC -268.000000 -0.0001290 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 103663.490000 ZAR 6777.000000 USD 2022-02-18 -268.000000 N N N N/A N/A 000000000 1.000000 NC 1146.130000 0.0005516 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 336808.540000 ZAR 24508.000000 USD 2021-09-16 1146.130000 N N N N/A N/A 000000000 1.000000 NC 1282.010000 0.0006170 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 334864.020000 ZAR 24509.000000 USD 2021-09-16 1282.010000 N N N N/A N/A 000000000 1.000000 NC 302.730000 0.0001457 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 83597.400000 ZAR 6102.000000 USD 2021-09-15 302.730000 N N N N/A N/A 000000000 1.000000 NC 406.240000 0.0001955 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 178000.000000 ZAR 12754.360000 USD 2021-09-15 406.240000 N N N 2021-08-12 PIMCO Equity Series /s/ Jason Nagler Jason Nagler Assistant Treasurer