NPORT-P false 0001496749 XXXXXXXX John Hancock Hedged Equity & Income Fund 811-22441 0001496749 TXPTLN9B34V0S0MTR071 200 Berkeley Street Boston 02116 617-663-4497 John Hancock Hedged Equity & Income Fund TXPTLN9B34V0S0MTR071 2019-12-31 2019-12-31 N 182305448.120000000000 911989.140000000000 181393458.980000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1787414.340000000000 N APX Group Inc. 549300OMQVKPRU98OE64 00213MAK0 85000 PA USD 85743.75 0.0472694829 Long DBT CORP US N 2 2022-12-01 Fixed 7.875000000000 N N N N N N AVSC Holding Corp. N/A 00241YAM6 98250 PA USD 97758.75 0.0538932057 Long LON CORP US N 2 2025-03-03 Floating 5.09 N N N N N N AGNC Investment Corp. 5TRACI5HRMELWV32OF39 00123Q104 78245 NS USD 1383371.6 0.7626358788 Long EC CORP US N 1 N N N ATandT Inc. 549300Z40J86GGSTL398 00206R102 11966 NS USD 467631.28 0.2577994172 Long EC CORP US N 1 N N N ARC Resources Ltd. FIR47I6FEYKYNJBYW622 00208D408 8373 NS 52744.32 0.0290772999 Long EC CORP CA N 1 N N N Adient US LLC N/A 00688JAA5 20000 PA USD 21800 0.0120180739 Long DBT CORP US N 2 2026-05-15 Fixed 7.000000000000 N N N N N N ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/26 10.125 N/A 00489LAD5 75000 PA USD 80812.5 0.0445509449 Long DBT CORP US N 2 2026-08-01 Fixed 10.125000000000 N N N N N N Advantage Oil and Gas Ltd. 549300WK5YRPOB2DTT64 00765F101 30548 NS 64692.93 0.0356644227 Long EC CORP CA N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 4437 NS USD 385397.82 0.2124651143 Long EC CORP US N 1 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287Y109 13368 NS USD 1183602.72 0.6525057335 Long EC CORP US N 1 N N N Advanced Drainage Systems Inc. 6QQTOZ5MF5DHM7K92I60 00790RAA2 25000 PA USD 25781.25 0.0142128885 Long DBT CORP US N 2 2027-09-30 Fixed 5.000000000000 N N N N N N American Axle and Manufacturing Inc. RY5TAKFOBLDUGX31MS24 02406PAR1 15000 PA USD 15618.75 0.0086104262 Long DBT CORP US N 2 2025-04-01 Fixed 6.250000000000 N N N N N N Advanced Micro Devices Inc. R2I72C950HOYXII45366 007903107 1794 NS USD 82272.84 0.0453560125 Long EC CORP US N 1 N N N British Land Company Public Limited Company(The) RV5B68J2GV3QGMRPW209 013670005 11319 NS 95845.74 0.0528385866 Long EC CORP GB N 2 N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 520 NS USD 696482.8 0.3839624670 Long EC CORP US N 1 N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209S103 8783 NS USD 438359.53 0.2416622586 Long EC CORP US N 1 N N N American Axle and Manufacturing Inc. RY5TAKFOBLDUGX31MS24 02406PAU4 35000 PA USD 36312.5 0.0200186381 Long DBT CORP US N 2 2027-04-01 Fixed 6.500000000000 N N N N N N American Financial Group Inc. 549300AFOM7IVKIU1G39 025932104 4 NS USD 438.6 0.0002417948 Long EC CORP US N 1 N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 N/A 030981AK0 32000 PA USD 34560 0.0190525062 Long DBT CORP US N 2 2025-05-20 Fixed 5.500000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75 N/A 030981AL8 40000 PA USD 43900 0.0242015342 Long DBT CORP US N 2 2027-05-20 Fixed 5.750000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135106 376 NS USD 694787.84 0.3830280562 Long EC CORP US N 1 N N N British American Tobacco P.L.C. N/A 028758902 22878 NS 972362.38 0.5360515123 Long EC CORP GB N 2 N N N Alliant Energy Corporation N/A 018802108 1329 NS USD 72722.88 0.0400912361 Long EC CORP US N 1 N N N AltaGas Ltd. DR5LKEURSR8SXLM64266 021361100 6672 NS 101630.4 0.0560275991 Long EC CORP CA N 1 N N N Annaly Capital Management Inc. 2DTL0G3FPRYUT58TI025 035710409 113838 NS USD 1072353.96 0.5911756499 Long EC CORP US N 1 N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833100 4812 NS USD 1413043.8 0.7789938005 Long EC CORP US N 1 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 040828907 154797 NS 1458665.52 0.8041444979 Long EC CORP GB N 2 N N N Imperial Brands PLC 549300DFVPOB67JL3A42 045449907 42489 NS 1051189.84 0.5795081289 Long EC CORP GB N 2 N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 036752103 150 NS USD 45304.5 0.0249758179 Long EC CORP US N 1 N N N The Go-Ahead Group PLC N/A 037537909 1404 NS 41142.43 0.0226813195 Long EC CORP GB N 2 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 054052907 55892 NS 437546.89 0.2412142601 Long EC CORP GB N 2 N N N BCE Inc. 5493001I9203PRB5KR45 05534B760 14303 NS 662637.93 0.3653042032 Long EC CORP CA N 1 N N N Avolon Holdings Funding Limited N/A 05401AAF8 50000 PA USD 52105 0.0287248506 Long DBT CORP IE N 2 2024-07-01 Fixed 3.950000000000 N N N N N N Baidu Inc. N/A 056752108 312 NS USD 39436.8 0.0217410265 Long EC CORP CN N 1 N N N Petra Diamonds Limited N/A 068356906 88495 NS 10419.73 0.0057442700 Long EC CORP ZA N 2 N N N Beacon Roofing Supply Inc. 549300HDXQWWCBOYXP31 073685AF6 15000 PA USD 15450 0.0085173964 Long DBT CORP US N 2 2026-11-15 Fixed 4.500000000000 N N N N N N American Builders and Contractors Supply Co. Inc. 549300H5GQ4C1BEKG397 024747AF4 85000 PA USD 86275 0.0475623545 Long DBT CORP US N 2 2028-01-15 Fixed 4.000000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027X100 341 NS USD 78368.62 0.0432036637 Long EC CORP US N 1 N N N Hays plc N/A 041610007 36234 NS 87143.7 0.0480412582 Long EC CORP GB N 2 N N N Avolon Holdings Funding Limited N/A 05401AAD3 80000 PA USD 87326.4 0.0481419785 Long DBT CORP IE N 2 2024-05-15 Fixed 5.250000000000 N N N N N N Serco Group plc 549300PT2CIHYN5GWJ21 079737003 9812 NS 21065.36 0.0116130759 Long EC CORP GB N 2 N N N SIG plc N/A 080254907 30506 NS 49742.06 0.0274221906 Long EC CORP GB N 2 N N N BandG Foods Inc. 549300TRW1LZMDJZAQ78 05508WAB1 55000 PA USD 55550 0.0306240370 Long DBT CORP US N 2 2027-09-15 Fixed 5.250000000000 N N N N N N Legal and General Group PLC N/A 056039902 22181 NS 89102.33 0.0491210270 Long EC CORP GB N 2 N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505104 48981 NS USD 1725110.82 0.9510325398 Long EC CORP US N 1 N N N The Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064149107 26193 NS 1479539.91 0.8156522944 Long EC CORP CA N 1 N N N Persimmon Public Limited Company N/A 068253004 2823 NS 100835.01 0.0555891103 Long EC CORP GB N 2 N N N Beacon Roofing Supply Inc. 549300HDXQWWCBOYXP31 073685AD1 90000 PA USD 90450 0.0498639810 Long DBT CORP US N 2 2025-11-01 Fixed 4.875000000000 N N N N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 085790BA0 82000 PA USD 83537.5 0.0460532042 Long DBT CORP US N 2 2022-10-15 Fixed 6.000000000000 N N N N N N Blackhawk Network Holdings Inc. 549300LFU3K8UIR03132 09238FAK7 98500 PA USD 98397.56 0.0542453739 Long LON CORP US N 2 2025-06-15 Floating 4.8 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 097751BT7 105000 PA USD 108018.75 0.0595494185 Long DBT CORP CA N 2 2027-04-15 Fixed 7.875000000000 N N N N N N Boyd Gaming Corporation N/A 103304BM2 85000 PA USD 91454.69 0.0504178544 Long DBT CORP US N 2 2026-04-01 Fixed 6.375000000000 N N N N N N Taylor Wimpey plc N/A 087823001 177647 NS 455499.38 0.2511112488 Long EC CORP GB N 2 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023105 2960 NS USD 964249.6 0.5315790357 Long EC CORP US N 1 N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 085770AB1 35000 PA USD 37537.5 0.0206939656 Long DBT CORP US N 2 2027-07-15 Fixed 5.625000000000 N N N N N N Boyd Gaming Corporation N/A 103304BR1 25000 PA USD 25968.75 0.0143162549 Long DBT CORP US N 2 2027-12-01 Fixed 4.750000000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 098952906 14138 NS 1415099.78 0.7801272372 Long EC CORP GB N 2 N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122108 17853 NS USD 1145984.07 0.6317670309 Long EC CORP US N 1 N N N CF Industries Inc. 5FVKT86LAD2F40NPC183 12527GAD5 10000 PA USD 10425 0.0057471753 Long DBT CORP US N 2 2043-06-01 Fixed 4.950000000000 N N N N N N CF Industries Inc. 5FVKT86LAD2F40NPC183 12527GAE3 20000 PA USD 21800 0.0120180739 Long DBT CORP US N 2 2044-03-15 Fixed 5.375000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 390000 PA USD 434850 0.2397274976 Long DBT CORP US N 2 2029-02-01 Fixed 6.500000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650100 9319 NS USD 692308.51 0.3816612318 Long EC CORP US N 1 N N N Brand Industrial Services Inc. 549300B658W2BPDQMW42 10524PAB6 60000 PA USD 61500 0.0339041994 Long DBT CORP US N 2 2025-07-15 Fixed 8.500000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 120111BM0 55000 PA USD 56512.5 0.0311546515 Long DBT CORP US N 2 2024-11-15 Fixed 5.375000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBM4 105000 PA USD 110777.1 0.0610700632 Long DBT CORP US N 2 2026-02-15 Fixed 5.750000000000 N N N N N N CDK Global Inc. 5493000L10CYRTHIJ385 12508EAJ0 60000 PA USD 64350 0.0354753696 Long DBT CORP US N 2 2029-05-15 Fixed 5.250000000000 N N N N N N CHS/Community Health Systems Inc. 5493007X5NC5XI1BB106 12543DBA7 50000 PA USD 41000 0.0226027996 Long DBT CORP US N 2 2024-06-30 Fixed 8.125000000000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896100 728 NS USD 45747.52 0.0252200494 Long EC CORP US N 1 N N N CF Industries Inc. 5FVKT86LAD2F40NPC183 12527GAF0 70000 PA USD 78225 0.0431244878 Long DBT CORP US N 2 2034-03-15 Fixed 5.150000000000 N N N N N N Caesars Entertainment Corporation N/A 127686AA1 30000 PA USD 57637.5 0.0317748503 Long DBT CORP US N 2 2024-10-01 Fixed 5.000000000000 N N N N N Caesars Entertainment Corp. USD XXXX N N N Cisco Systems Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 25688 NS USD 1231996.48 0.6791846227 Long EC CORP US N 1 N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030N101 33408 NS USD 1502357.76 0.8282314966 Long EC CORP US N 1 N N N Cameco Corporation N4BHALMXL3GMZKCUON55 13321L108 6237 NS 55427.19 0.0305563333 Long EC CORP CA N 1 N N N Cardinal Health Inc. CCU46N3GJMF4OK4N7U60 14149Y108 2141 NS USD 108291.78 0.0596999366 Long EC CORP US N 1 N N N California Resources Corporation 5493003Q8F0T4F4YMR48 13057QAG2 15000 PA USD 6450 0.0035558063 Long DBT CORP US N 2 2022-12-15 Fixed 8.000000000000 N N N N N N CARDTRONICS INC / CARDTRONICS COMPANY GUAR 144A 05/25 5.5 N/A 14161TAA0 10000 PA USD 10375 0.0057196109 Long DBT CORP US N 2 2025-05-01 Fixed 5.500000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746U109 14092 NS USD 1167099.44 0.6434076766 Long EC CORP US N 1 N N N Edison International N/A 281020107 16664 NS USD 1256632.24 0.6927660165 Long EC CORP US N 1 N N N Cardtronics Inc. YMFI60WPVOWROKG67Y03 14161HAG3 70000 PA USD 74509.95 0.0410764260 Long DBT CORP US N 2 2020-12-01 Fixed 1.000000000000 N N N N Y Cardtronics, Inc. USD XXXX N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658300 2036 NS USD 103489.88 0.0570527077 Long EC CORP US N 1 N N N Catalent Pharma Solutions Inc. N/A 14879EAD0 30000 PA USD 31050 0.0171174860 Long DBT CORP US N 2 2026-01-15 Fixed 4.875000000000 N N N N N N Catalent Pharma Solutions Inc. N/A 14879EAE8 20000 PA USD 20950 0.0115494793 Long DBT CORP US N 2 2027-07-15 Fixed 5.000000000000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 13135 NS USD 1001675.1 0.5522112570 Long EC CORP US N 1 N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250N105 40173 NS 1597267.71 0.8805541936 Long EC CORP CA N 1 N N N Centennial Resource Production LLC N/A 15138AAA8 65000 PA USD 63862.5 0.0352066168 Long DBT CORP US N 2 2026-01-15 Fixed 5.375000000000 N N N N N N Centerra Gold Inc. 549300K0HXTMP5JJ0E62 152006102 11469 NS 91236.2 0.0502974035 Long EC CORP CA N 1 N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAQ4 30000 PA USD 30862.5 0.0170141196 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAS0 30000 PA USD 31615.5 0.0174292393 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N CenturyLink Inc. 8M3THTGWLTYZVE6BBY25 156700AZ9 20000 PA USD 21251 0.0117154169 Long DBT CORP US N 2 2025-04-01 Fixed 5.625000000000 N N N N N N CenturyLink Inc. 8M3THTGWLTYZVE6BBY25 156700BA3 30000 PA USD 33825 0.0186473097 Long DBT CORP US N 2 2024-04-01 Fixed 7.500000000000 N N N N N N Charles River Laboratories International Inc. 549300BSQ0R4UZ5KX287 159864AE7 25000 PA USD 25468.75 0.0140406110 Long DBT CORP US N 2 2028-05-01 Fixed 4.250000000000 N N N N N N Clean Harbors Inc. N/A 184496AP2 40000 PA USD 42904 0.0236524515 Long DBT CORP US N 2 2029-07-15 Fixed 5.125000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAE1 71000 PA USD 72959.6 0.0402217370 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Chipotle Mexican Grill Inc. N/A 169656105 81 NS USD 67805.91 0.0373805706 Long EC CORP US N 1 N N N Clean Harbors Inc. N/A 184496AN7 104000 PA USD 109460 0.0603439620 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAC9 65000 PA USD 65893.75 0.0363264201 Long DBT CORP US N 2 2028-03-15 Fixed 4.750000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231G102 15502 NS USD 1081729.56 0.5963443037 Long EC CORP US N 1 N N N Facebook Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 2088 NS USD 428562 0.2362609999 Long EC CORP US N 1 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 19796.65 0.0109136515 N/A DFE CORP DE N 2 BNP PARIBAS SA N/A 1276332.750000000000 USD 1155000.000000000000 EUR 2020-01-10 19796.650000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -1950.9 -0.0010755074 N/A DFE CORP DE N 2 BNP PARIBAS SA N/A 105000.000000000000 EUR 115879.050000000000 USD 2020-01-10 -1950.900000000000 N N N BT Group plc N/A 309135903 452313 NS 1152579.29 0.6354028952 Long EC CORP GB N 2 N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 375558103 6343 NS USD 412168.14 0.2272232650 Long EC CORP US N 1 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 15126.24 0.0083389115 N/A DFE CORP GB N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 565166.730000000000 USD 438000.000000000000 GBP 2020-01-10 15126.240000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 2582.16 0.0014235133 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 109087.350000000000 USD 145000.000000000000 CAD 2020-01-10 2582.160000000000 N N N The Clorox Company 54930044KVSC06Z79I06 189054109 654 NS USD 100415.16 0.0553576521 Long EC CORP US N 1 N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 197677AH0 65000 PA USD 75725 0.0417462683 Long DBT CORP US N 2 2095-11-15 Fixed 7.500000000000 N N N N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 1175.54 0.0006480609 N/A DFE CORP DE N 2 BNP PARIBAS SA N/A 79622.140000000000 USD 72000.000000000000 EUR 2020-01-10 1175.540000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD -111005.57 -0.0611960159 N/A DFE CORP GB N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 5784000.000000000000 GBP 7566281.760000000000 USD 2020-03-18 -111005.570000000000 N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076102 3983 NS USD 869807.54 0.4795142807 Long EC CORP US N 1 N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200101 2894 NS USD 387911.76 0.2138510188 Long EC CORP US N 1 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -113350.09 -0.0624885212 N/A DFE CORP DE N 2 CITIBANK N.A. N/A 10665000.000000000000 EUR 11905766.100000000000 USD 2020-03-18 -113350.090000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -309.4 -0.0001705684 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 81000.000000000000 EUR 90587.990000000000 USD 2020-01-10 -309.400000000000 N N N Johnson and Johnson 549300G0CFPGEF6X2043 478160104 4865 NS USD 709657.55 0.3912255458 Long EC CORP US N 1 N N N Kellogg Company LONOZNOJYIBXOHXWDB86 487836108 19844 NS USD 1372411.04 0.7565934559 Long EC CORP US N 1 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -915.41 -0.0005046544 N/A DFE CORP DE N 2 GOLDMAN SACHS INTERNATIONAL N/A 104000.000000000000 EUR 115792.350000000000 USD 2020-01-10 -915.410000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -1221.54 -0.0006734201 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 106000.000000000000 EUR 117730.600000000000 USD 2020-01-10 -1221.540000000000 N N N Consolidated Edison Inc. 54930033SBW53OO8T749 209115104 821 NS USD 74275.87 0.0409473806 Long EC CORP US N 1 N N N Core and Main Holdings LP N/A 21871MAA1 85000 PA USD 88400 0.0487338411 Long DBT CORP US N 2 2024-09-15 Fixed 8.625000000000 N N Y N N N DAE Funding LLC N/A 23371DAA2 35000 PA USD 35525 0.0195844989 Long DBT CORP AE N 2 2022-08-01 Fixed 4.500000000000 N N N N N N DISH DBS Corporation N/A 25470XAJ4 50000 PA USD 53000 0.0292182531 Long DBT CORP US N 2 2022-07-15 Fixed 5.875000000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 494290901 110962 NS 1185836.8 0.6537373545 Long EC CORP DE N 2 N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 49456B101 16930 NS USD 358408.1 0.1975860111 Long EC CORP US N 1 N N N DISH DBS Corporation N/A 25470XAW5 30000 PA USD 30656.25 0.0169004165 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N DISH DBS Corporation N/A 25470XAY1 30000 PA USD 31781.7 0.0175208633 Long DBT CORP US N 2 2026-07-01 Fixed 7.750000000000 N N N N N N Companhia Paranaense de Energia N/A 220015903 3200 NS 55187.43 0.0304241566 Long EP CORP BR N 2 N N N Costco Wholesale Corporation 29DX7H14B9S6O3FD6V18 22160K105 328 NS USD 96405.76 0.0531473188 Long EC CORP US N 1 N N N Credit Acceptance Corporation N/A 225310AL5 70000 PA USD 75687.5 0.0417255950 Long DBT CORP US N 2 2026-03-15 Fixed 6.625000000000 N N N N N N Credit Acceptance Corporation N/A 225310AN1 75000 PA USD 77884.5 0.0429367743 Long DBT CORP US N 2 2024-12-31 Fixed 5.125000000000 N N N N N N FERRELLGAS LP / FERRELLGAS FIN SR UNSECURED 05/21 6.5 N/A 315292AM4 25000 PA USD 21625 0.0119215986 Long DBT CORP US N 2 2021-05-01 Fixed 6.500000000000 N N N N N N Foresight Energy LLC and Foresight Energy Finance Corporation N/A 345525AE9 170000 PA USD 5950 0.0032801624 Long DBT CORP US N 2 2023-04-01 Fixed 11.5 N N N N N N The Kraft Heinz Company N/A 500754106 15546 NS USD 499492.98 0.2753643835 Long EC CORP US N 1 N N N Hellenic Telecommunications Organization S.A. ELPUFM0XZRZO4LFXW404 505160903 69772 NS 1116815.16 0.6156865668 Long EC CORP GR N 2 N N N Criteo S.A. N/A 226718104 4152 NS USD 71954.16 0.0396674502 Long EC CORP FR N 1 N N N Crown Finance US Inc. N/A 22834KAB7 81708.64 PA USD 81596.7 0.0449832648 Long LON CORP US N 2 2025-02-28 Floating 4.05 N N N N N N Orange SA N/A 517617908 42664 NS 626998.77 0.3456567693 Long EC CORP FR N 2 N N N O2 Czech Republic a.s. N/A 527256903 76525 NS 789789.08 0.4354010803 Long EC CORP CZ N 2 N N N DTE Energy Company 549300IX8SD6XXD71I78 233331107 649 NS USD 84285.63 0.0464656391 Long EC CORP US N 1 N N N Eldorado Gold Corporation 5493004PWQ01YDD1IH62 284902509 7668 NS USD 61574.04 0.0339450167 Long EC CORP CA N 1 N N N Frontier Communications Corporation N/A 35906AAQ1 40000 PA USD 19400 0.0106949832 Long DBT CORP US N 2 2025-01-15 Fixed 6.875000000000 N N N N N N Frontier Communications Corporation N/A 35906AAW8 40000 PA USD 19500 0.0107501120 Long DBT CORP US N 2 2022-09-15 Fixed 10.500000000000 N N N N N N Embarq Corporation N/A 29078EAA3 100000 PA USD 105750 0.0582986843 Long DBT CORP US N 2 2036-06-01 Fixed 7.995000000000 N N N N N N Energen Corporation 5493002ES6YDYGYRKG86 29265NAS7 105000 PA USD 107466.45 0.0592449422 Long DBT CORP US N 2 2021-09-01 Fixed 4.625000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAL7 110000 PA USD 114830.49 0.0633046476 Long DBT CORP US N 2 2023-03-15 Fixed 4.250000000000 N N N N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 828 NS USD 67001.76 0.0369372525 Long EC CORP US N 1 N N N Evergy Inc. N/A 30034W106 1248 NS USD 81232.32 0.0447823866 Long EC CORP US N 1 N N N PageGroup plc N/A 302323902 9785 NS 67820.2 0.0373884485 Long EC CORP GB N 2 N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830109 1731 NS USD 674016.78 0.3715772243 Long EC CORP US N 1 N N N Volkswagen AG N/A 549716900 5406 NS 1064108.07 0.5866297914 Long EP CORP DE N 2 N N N Genworth Holdings Inc. PXDECZED7L8SRUP41R09 37247DAN6 30000 PA USD 30900 0.0170347929 Long DBT CORP US N 2 2021-02-15 Fixed 7.200000000000 N N N N N N Genworth Holdings Inc. PXDECZED7L8SRUP41R09 37247DAP1 20000 PA USD 21068 0.0116145313 Long DBT CORP US N 2 2021-09-24 Fixed 7.625000000000 N N N N N N SIEMENS AG W38RGI023J3WT1HWRP32 572797900 5313 NS 693832.84 0.3825015764 Long EC CORP DE N 2 N N N Merck and Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 12661 NS USD 1151517.95 0.6348177914 Long EC CORP US N 1 N N N Nokia Oyj 549300A0JPRWG1KI7U06 590294906 151229 NS 559376.01 0.3083771670 Long EC CORP FI N 2 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918104 8304 NS USD 1309540.8 0.7219338599 Long EC CORP US N 1 N N N Koninklijke KPN N.V. 549300YO0JZHAL7FVP81 595607904 386641 NS 1144215.86 0.6307922383 Long EC CORP NL N 2 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 596651901 14717 NS 513593.31 0.2831377233 Long EC CORP FR N 2 N N N Genworth Holdings Inc. PXDECZED7L8SRUP41R09 372491AG5 5000 PA USD 4886.55 0.0026938954 Long DBT CORP US N 2 2024-02-15 Fixed 4.800000000000 N N N N N N Gray Television Inc. N/A 389375AJ5 50000 PA USD 53187.5 0.0293216196 Long DBT CORP US N 2 2026-07-15 Fixed 5.875000000000 N N N N N N Marks and Spencer Group plc N/A 312748908 34043 NS 96527.51 0.0532144381 Long EC CORP GB N 2 N N N FERRELLGAS LP / FERRELLGAS FIN COMPANY GUAR 06/23 6.75 N/A 315292AR3 68000 PA USD 57460 0.0316769967 Long DBT CORP US N 2 2023-06-15 Fixed 6.750000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 1433 NS USD 69643.8 0.0383937769 Long EC CORP US N 1 N N N Frontier Communications Corporation N/A 35906ABA5 85000 PA USD 86062.5 0.0474452058 Long DBT CORP US N 2 2026-04-01 Fixed 8.500000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BW8 5000 PA USD 5781.25 0.0031871326 Long DBT CORP US N 2 2029-02-01 Fixed 5.875000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 10000 PA USD 11396 0.0062824757 Long DBT CORP US N 2 2028-09-01 Fixed 5.625000000000 N N N N N N Helmerich and Payne Inc. N/A 423452101 1205 NS USD 54743.15 0.0301792304 Long EC CORP US N 1 N N N IAMGOLD Corporation N/A 450913108 8320 NS USD 31033.6 0.0171084449 Long EC CORP CA N 1 N N N Koninklijke Philips N.V. H1FJE8H61JGM1JSGM897 598662906 15319 NS 748849.39 0.4128315289 Long EC CORP NL N 2 N N N China Mobile Limited N/A 607355906 83601 NS 706416.37 0.3894387229 Long EC CORP HK N 2 N N N Infor (US) Inc. CIOT8TLNSHRE7MIBDR09 45672NAG6 50000 PA USD 50750 0.0279778556 Long DBT CORP US N 2 2022-05-15 Fixed 6.500000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 458882909 1778 NS 28765.01 0.0158577989 Long EC CORP DK N 2 N N N The Gap Inc. T2ZG1WRWZ4BUCMQL9224 364760108 4109 NS USD 72647.12 0.0400494706 Long EC CORP US N 1 N N N Genworth Holdings Inc. PXDECZED7L8SRUP41R09 372491AF7 100000 PA USD 99000 0.0545774917 Long DBT CORP US N 2 2023-08-15 Fixed 4.900000000000 N N N N N N goeasy Ltd. 5493009DJVZG2P8YV435 380355AD9 95000 PA USD 96741.35 0.0533323255 Long DBT CORP CA N 2 2024-12-01 Fixed 5.375000000000 N N N N N N Golden Entertainment Inc. 549300P8YYCKQVJ0Y638 381013AA9 70000 PA USD 75425 0.0415808819 Long DBT CORP US N 2 2026-04-15 Fixed 7.625000000000 N N N N N N Canon Inc. N/A 617232004 14443 NS 395282.77 0.2179145666 Long EC CORP JP N 2 N N N Woongjin Coway Co. Ltd. N/A 617340906 9803 NS 788110.05 0.4344754516 Long EC CORP KR N 2 N N N Transurban Group N/A 620088906 67365 NS 705112.56 0.3887199483 Long EC CORP AU N 2 N N N APA Group 549300T9RBSX164T8H40 624730909 90623 NS 705449.24 0.3889055559 Long EC CORP AU N 2 N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404121AH8 60000 PA USD 66825 0.0368398069 Long DBT CORP US N 2 2026-09-01 Fixed 5.375000000000 N N N N N N BPER Banca S.p.A. N747OI7JINV7RUUH6190 411609902 20124 NS 101254.76 0.0558205134 Long EC CORP IT N 2 N N N KDDI Corporation N/A 624899902 34900 NS 1041288.49 0.5740496354 Long EC CORP JP N 2 N N N Mitsubishi UFJ Financial Group Inc. N/A 633517909 319549 NS 1727588.56 0.9523984876 Long EC CORP JP N 2 N N N The GPT Group N/A 636586000 165648 NS 652494.51 0.3597122596 Long EC CORP AU N 2 N N N Nippon Building Fund Inc. N/A 639680909 91 NS 667052.79 0.3677380616 Long EC CORP JP N 2 N N N Resona Holdings Inc. N/A 642155907 167995 NS 732210.82 0.4036588883 Long EC CORP JP N 2 N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 643514003 12800 NS 362259.69 0.1997093457 Long EC CORP JP N 2 N N N Harmony Gold Mining Company Limited N/A 413216300 22634 NS USD 82161.42 0.0452945881 Long EC CORP ZA N 1 N N N Jack Henry and Associates Inc. N/A 426281101 545 NS USD 79390.15 0.0437668207 Long EC CORP US N 1 N N N JACK OHIO FINANCE LLC / JACK O SR SECURED 144A 11/21 6.75 N/A 46647DAA1 13000 PA USD 13260 0.0073100762 Long DBT CORP US N 2 2021-11-15 Fixed 6.750000000000 N N N N N N KB Home 549300LGUCWQURMWLG09 48666KAY5 30000 PA USD 30600 0.0168694065 Long DBT CORP US N 2 2029-11-15 Fixed 4.800000000000 N N N N N N DNB ASA 5967007LIEEXZX78M803 426330007 3758 NS 70323.08 0.0387682557 Long EC CORP NO N 2 N N N The Hershey Company 21X2CX66SU2BR6QTAD08 427866108 483 NS USD 70991.34 0.0391366593 Long EC CORP US N 1 N N N Isuzu Motors Limited N/A 646710004 78600 NS 929111.93 0.5122080671 Long EC CORP JP N 2 N N N Kia Motors Corporation N/A 649092905 18498 NS 706448.07 0.3894561987 Long EC CORP KR N 2 N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229106 36051 NS USD 692900.22 0.3819874343 Long EC CORP US N 1 N N N Tokio Marine Holdings Inc. N/A 651312902 19800 NS 1108577.84 0.6111454328 Long EC CORP JP N 2 N N N Hill-Rom Holdings Inc. JLZ01A0E2071OH26RE45 431475AD4 80000 PA USD 82300 0.0453709855 Long DBT CORP US N 2 2027-09-15 Fixed 4.375000000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAP1 98500 PA USD 98369.98 0.0542301694 Long LON CORP US N 2 2025-04-25 Floating 4.69 N N N N N N Japan Prime Realty Investment Corporation N/A 652817909 155 NS 681515.99 0.3757114473 Long EC CORP JP N 2 N N N Nabtesco Corporation N/A 668757909 22400 NS 660059.55 0.3638827738 Long EC CORP JP N 2 N N N Sekisui House Ltd. N/A 679390005 31769 NS 678422.18 0.3740058676 Long EC CORP JP N 2 N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 687044008 10690 NS 422812.92 0.2330916023 Long EC CORP JP N 2 N N N Taiwan Semiconductor Manufacturing Company Ltd. N/A 688910900 151000 NS 1671241.46 0.9213350191 Long EC CORP TW N 2 N N N Guangdong Investment Limited N/A 691316004 372000 NS 778060.18 0.4289350809 Long EC CORP HK N 2 N N N IAC/InterActiveCorp 15OMOPB0A8K0EFUVD031 44919P508 258 NS USD 64270.38 0.0354314761 Long EC CORP US N 1 N N N IAA Inc. N/A 449253AB9 55000 PA USD 58437.5 0.0322158805 Long DBT CORP US N 2 2027-06-15 Fixed 5.500000000000 N N N N N N L Brands Inc. GR3KVMWVCR54YWQNXU90 501797104 2418 NS USD 43814.16 0.0241542116 Long EC CORP US N 1 N N N Laredo Petroleum Inc. 549300X0PTWU2QSLSL14 516806AD8 55000 PA USD 53350 0.0294112039 Long DBT CORP US N 2 2022-01-15 Fixed 5.625000000000 N N N N N N M/I Homes Inc. N/A 55305BAQ4 40000 PA USD 41900 0.0230989586 Long DBT CORP US N 2 2025-08-01 Fixed 5.625000000000 N N N N N N Sopra Steria Group N/A 563361906 190 NS 30687.34 0.0169175560 Long EC CORP FR N 2 N N N The Yokohama Rubber Co. Ltd. N/A 698646007 33746 NS 654501.44 0.3608186556 Long EC CORP JP N 2 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 708842901 58058 NS 1640500.85 0.9043880960 Long EC CORP FR N 2 N N N Syneos Health Inc. 549300F1ZGKDS8P6GU13 44988EAE3 57181.14 PA USD 57467.05 0.0316808833 Long LON CORP US N 2 2024-08-01 Floating 3.8 N N N N N N iHeartCommunications Inc. 54930076J6KDZL504O62 45174HBE6 65000 PA USD 68009.5 0.0374928073 Long DBT CORP US N 2 2027-08-15 Fixed 5.250000000000 N N N N N N Agfa-Gevaert N.V. 549300IHBDUTUNQJJB79 568905905 10540 NS 54591.41 0.0300955780 Long EC CORP BE N 2 N N N Mattel Inc. 549300VELLG24KHTJ564 577081BD3 40000 PA USD 42150 0.0232367806 Long DBT CORP US N 2 2027-12-15 Fixed 5.875000000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 710306903 16403 NS 1553193.02 0.8562563550 Long EC CORP CH N 2 N N N ABB Ltd 5493000LKVGOO9PELI61 710889908 24858 NS 599652.94 0.3305813470 Long EC CORP CH N 2 N N N Magyar Telekom Telecommunications Public Limited Company N/A 457746907 51006 NS 77152.86 0.0425334301 Long EC CORP HU N 2 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAP0 125000 PA USD 107380 0.0591972834 Long DBT CORP LU N 2 2023-08-01 Fixed 5.500000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BL6 35000 PA USD 37956.21 0.0209247953 Long DBT CORP US N 2 2024-02-06 Fixed 4.640000000000 N N N N N N Aisan Industry Co. Ltd. N/A 601064900 2680 NS 19309.14 0.0106448932 Long EC CORP JP N 2 N N N Nestle S.A. KY37LUS27QQX7BB93L28 712387901 6096 NS 659984.64 0.3638414768 Long EC CORP CH N 2 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 714456902 104119 NS 827102.91 0.4559717394 Long EC CORP IT N 2 N N N Benesse Holdings Inc. 549300XOPEJA8L2IV934 612192906 2000 NS 52569.48 0.0289809127 Long EC CORP JP N 2 N N N Chiyoda Corporation 549300QKY84OVLK4L190 619170004 9025 NS 23344.11 0.0128693229 Long EC CORP JP N 2 N N N Eni SpA BUCRF72VH5RBN7X3VL35 714505906 22859 NS 355028.35 0.1957227962 Long EC CORP IT N 2 N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAZ2 430000 PA USD 485040 0.2673966320 Long DBT CORP NL N 2 2029-02-01 Fixed 5.750000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081103 45846 NS USD 1796246.28 0.9902486507 Long EC CORP US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 21484 NS USD 1828073.56 1.0077946417 Long EC CORP US N 1 N N N Chubu Steel Plate Co.Ltd. N/A 619573009 2010 NS 13403.15 0.0073889930 Long EC CORP JP N 2 N N N Cosel Co. Ltd. N/A 619974900 4340 NS 46670.39 0.0257288164 Long EC CORP JP N 2 N N N Disco Corporation N/A 627094006 183 NS 42972.99 0.0236904849 Long EC CORP JP N 2 N N N Cawachi Limited N/A 628978900 2270 NS 45992.94 0.0253553465 Long EC CORP JP N 2 N N N Lundin Petroleum AB 549300IULC8F8IGXKI15 718762909 22550 NS 765672.52 0.4221059151 Long EC CORP SE N 2 N N N Power Corporation of Canada 549300BE2CB8T87IJV50 739239101 26927 NS 693626.08 0.3823875921 Long EC CORP CA N 1 N N N TravelSky Technology Limited N/A 632195905 18000 NS 43941.57 0.0242244512 Long EC CORP CN N 2 N N N Resolute Mining Limited N/A 641063904 48845 NS 42981.69 0.0236952811 Long EC CORP AU N 2 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087102 13154 NS 1040832.85 0.5737984467 Long EC CORP CA N 1 N N N Severstal PJSC N/A 818150302 45494 NS USD 688487.82 0.3795549321 Long EC CORP RU N 2 N N N TC Energy Corporation N/A 87807B107 30537 NS 1626382.44 0.8966047889 Long EC CORP CA N 1 N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508104 9108 NS USD 1168465.32 0.6441606696 Long EC CORP US N 1 N N N Inter Pipeline Ltd. QQTTPMZD0WKQL0H5S472 45833V109 4768 NS 82762.1 0.0456257356 Long EC CORP CA N 1 N N N International Paper Company 824LMFJDH41EY779Q875 460146103 2450 NS USD 112822.5 0.0621976672 Long EC CORP US N 1 N N N NetApp Inc. QTX3D84DZDD5JYOCYH15 64110D104 861 NS USD 53597.25 0.0295475098 Long EC CORP US N 1 N N N Hisaka Works Ltd. N/A 642886006 4580 NS 42244.34 0.0232887890 Long EC CORP JP N 2 N N N Hitachi Metals Ltd. N/A 642920003 2010 NS 29586.62 0.0163107425 Long EC CORP JP N 2 N N N Ichiyoshi Securities Co. Ltd. N/A 645649005 5910 NS 34716.49 0.0191387772 Long EC CORP JP N 2 N N N Konami Holdings Corporation N/A 649668001 967 NS 39736.46 0.0219062254 Long EC CORP JP N 2 N N N CMIC HOLDINGS Co. Ltd. N/A 652955907 1390 NS 23522.08 0.0129674356 Long EC CORP JP N 2 N N N ISHARES CORE MSCI EAFE ETF ISHARES CORE MSCI EAFE ETF 5493009FT582MI7Y3I36 46432F842 1480 NS USD 96555.2 0.0532297033 Long EC RF US N 1 N N N Jagged Peak Energy LLC N/A 47009LAC9 85000 PA USD 87760.8 0.0483814579 Long DBT CORP US N 2 2026-05-01 Fixed 5.875000000000 N N N N N N PT Perusahaan Perkebunan London Sumatra Indonesia Tbk N/A 653567909 311600 NS 33322.41 0.0183702379 Long EC CORP ID N 2 N N N Noble Holding International Limited 549300GNEZBJHMST9U32 65504LAQ0 40000 PA USD 29000 0.0159873461 Long DBT CORP KY N 2 2026-02-01 Fixed 7.875000000000 N N N N N N RWE AG N/A 476896907 2567 NS 78657.9 0.0433631402 Long EC CORP DE N 2 N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25 N/A 48250NAB1 60000 PA USD 63300 0.0348965174 Long DBT CORP US N 2 2026-06-01 Fixed 5.250000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75 N/A 48250NAC9 60000 PA USD 63150 0.0348138242 Long DBT CORP US N 2 2027-06-01 Fixed 4.750000000000 N N N N N N Kinross Gold Corporation 549300UEBMAQDN0K0R06 496902404 19925 NS USD 94444.5 0.0520661001 Long EC CORP CA N 1 N N N Nakayama Steel Works Ltd. N/A 662090000 8690 NS 43347.06 0.0238967051 Long EC CORP JP N 2 N N N Neturen Co. Ltd. N/A 662954007 2890 NS 23614.15 0.0130181927 Long EC CORP JP N 2 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343V104 30135 NS USD 1850289 1.0200417426 Long EC CORP US N 1 N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826C839 2934 NS USD 551298.6 0.3039241895 Long EC CORP US N 1 N N N W.P. Carey Inc. 54930042CRNE713E3Q67 92936U109 4733 NS USD 378829.32 0.2088439804 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 ACI09N1W4 139953 NS 1766121.11 0.9736410122 Long EC CORP CH N 2 N N N Northern Dynasty Minerals Ltd. N/A 66510M204 4162 NS 1794.86 0.0009894844 Long EC CORP CA N 1 N N N Melco Holdings Inc. N/A 668814908 736 NS 20909.56 0.0115271852 Long EC CORP JP N 2 N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 B00L2M903 25514 NS 1225281.44 0.6754827031 Long EC CORP LU N 2 N N N Nexity SA N/A B037JC905 28575 NS 1436220.05 0.7917705843 Long EC CORP FR N 2 N N N Kakaku.com Inc. N/A 668953904 1591 NS 40623.15 0.0223950468 Long EC CORP JP N 2 N N N Daphne International Holdings Limited N/A 670435908 272250 NS 5068.36 0.0027941250 Long EC CORP CN N 2 N N N Allahabad Bank N/A 670828904 30492 NS 8098.53 0.0044646207 Long EC CORP IN N 2 N N N Japan Petroleum Exploration Co. Ltd. 549300WXUNBZ356DMN17 671169902 1865 NS 50223.64 0.0276876797 Long EC CORP JP N 2 N N N Kohl's Corporation 549300JF6LPRTRJ0FH50 500255104 1766 NS USD 89977.7 0.0496036078 Long EC CORP US N 1 N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431109 292 NS USD 57778.04 0.0318523283 Long EC CORP US N 1 N N N Royal Dutch Shell PLC N/A B03MM4906 38328 NS 1137715.49 0.6272086636 Long EC CORP NL N 2 N N N China Construction Bank Corporation 5493001KQW6DM7KEDR62 B0LMTQ900 1123000 NS 973687.54 0.5367820568 Long EC CORP CN N 2 N N N Unilever N.V. 549300TK7G7NZTVM1Z30 B1527V903 11575 NS 664297.04 0.3662188503 Long EC CORP GB N 2 N N N TOTAL S.A. N/A B15C55900 38922 NS 2159801.52 1.1906722173 Long EC CORP FR N 2 N N N CECONOMY AG N/A 504141904 13941 NS 84276.66 0.0464606940 Long EC CORP DE N 2 N N N Laredo Petroleum Inc. 549300X0PTWU2QSLSL14 516806AE6 65000 PA USD 60937.5 0.0335941000 Long DBT CORP US N 2 2023-03-15 Fixed 6.250000000000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 518439104 428 NS USD 88399.12 0.0487333559 Long EC CORP US N 1 N N N Deutsche Lufthansa Aktiengesellschaft N/A 528748908 5993 NS 110095.74 0.0606944377 Long EC CORP DE N 2 N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457108 590 NS USD 77543.7 0.0427488954 Long EC CORP US N 1 N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 65000 PA USD 66810.9 0.0368320337 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N Sanyo Shokai Ltd. N/A 677688004 3660 NS 46334.39 0.0255435837 Long EC CORP JP N 2 N N N OI European Group B.V. N/A 67777LAC7 10000 PA USD 10075 0.0055542245 Long DBT CORP NL N 2 2023-03-15 Fixed 4.000000000000 N N N N N N Salzgitter AG N/A 546535907 5037 NS 111183.74 0.0612942388 Long EC CORP DE N 2 N N N Bank Pekao SA 5493000LKS7B3UTF7H35 547311902 3343 NS 88467.48 0.0487710420 Long EC CORP PL N 2 N N N PostNL N.V. N/A 548155902 40636 NS 91950.13 0.0506909844 Long EC CORP NL N 2 N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AC2 95000 PA USD 95593.75 0.0526996676 Long DBT CORP CA N 2 2024-03-31 Fixed 7.000000000000 N N N N N N Galp Energia SGPS S.A. N/A B1FW75903 87469 NS 1468434.26 0.8095298851 Long EC CORP PT N 2 N N N VINCI SA N/A B1XH02900 13094 NS 1458325.35 0.8039569664 Long EC CORP FR N 2 N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AD0 80000 PA USD 83208 0.0458715548 Long DBT CORP CA N 2 2025-01-15 Fixed 6.500000000000 N N N N N N Orange Belgium SA 5493007JS0ZHJVBUWP18 554197905 3779 NS 87767.86 0.0483853500 Long EC CORP BE N 2 N N N Iberdrola S.A. 5QK37QC7NWOJ8D7WVQ45 B288C9908 139680 NS 1439481.56 0.7935686149 Long EC CORP ES N 2 N N N United Utilities Group PLC N/A B39J2M903 62553 NS 782781.55 0.4315379145 Long EC CORP GB N 2 N N N China Longyuan Power Group Corporation Limited N/A B4Q2TX906 755995 NS 478084.49 0.2635621442 Long EC CORP CN N 2 N N N Sydney Airport Limited N/A B70DWB907 111892 NS 679824.49 0.3747789440 Long EC CORP AU N 2 N N N The Tochigi Bank Ltd. N/A 689355006 14670 NS 31515.25 0.0173739727 Long EC CORP JP N 2 N N N Toshiba Machine Co. Ltd. N/A 689726008 1883 NS 50733.34 0.0279686711 Long EC CORP JP N 2 N N N Toyo Engineering Corporation N/A 689971000 6610 NS 42974.65 0.0236914000 Long EC CORP JP N 2 N N N Toyota Boshoku Corporation N/A 690059902 2480 NS 39821.38 0.0219530408 Long EC CORP JP N 2 N N N Fortress REIT Limited N/A BD9FS6906 721287 NS 412234.63 0.2272599201 Long EC CORP ZA N 2 N N N BTS Group Holdings Public Company Limited N/A BDGHT0906 1545026 NS 680088.07 0.3749242524 Long EC CORP TH N 2 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 BDR05C901 93699 NS 1170971.71 0.6455424118 Long EC CORP GB N 2 N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 BYQP13905 88379 NS 1610824.11 0.8880276715 Long EC CORP NL N 2 N N N Macy's Inc. N/A 55616P104 5936 NS USD 100912 0.0556315540 Long EC CORP US N 1 N N N Quadient 549300K4W3A5ITOPTK67 561709908 4047 NS 98061.09 0.0540598821 Long EC CORP FR N 2 N N N Nordea Bank Abp N/A BYZF9J904 101504 NS 821185.78 0.4527096978 Long EC CORP FI N 2 N N N ING Groep N.V. 549300NYKK9MWM7GGW15 BZ5739900 98784 NS 1187621.24 0.6547210945 Long EC CORP NL N 2 N N N Ushio Inc. N/A 691898001 2555 NS 37885.69 0.0208859185 Long EC CORP JP N 2 N N N Performance Food Group Inc. N/A 69346VAA7 45000 PA USD 48093.75 0.0265134974 Long DBT CORP US N 2 2027-10-15 Fixed 5.500000000000 N N N N N N Seagate Technology Public Limited Company 396PBGKP6TE3O062MS44 G7945M107 13267 NS USD 789386.5 0.4351791429 Long EC CORP US N 1 N N N Triton International Limited N/A G9078F107 24997 NS USD 1004879.4 0.5539777485 Long EC CORP BM N 1 N N N MarketAxess Holdings Inc. 5493002U1CA1XJOVID83 57060D108 209 NS USD 79233.99 0.0436807316 Long EC CORP US N 1 N N N Vicat S.A. N/A 576320907 1710 NS 77388.73 0.0426634623 Long EC CORP FR N 2 N N N Painted Pony Energy Ltd. 549300N1AZNECUTHNH57 695779108 20525 NS 12012.63 0.0066224163 Long EC CORP CA N 1 N N N Party City Holdings Inc. 5493005PYM1JS6EZN307 702150AD5 35000 PA USD 24675 0.0136030263 Long DBT CORP US N 2 2026-08-01 Fixed 6.625000000000 N N N N N N Matador Resources Company N/A 576485AE6 105000 PA USD 105262.5 0.0580299315 Long DBT CORP US N 2 2026-09-15 Fixed 5.875000000000 N N N N N N Maxim Integrated Products Inc. SO0H5YEO14Y4PVKQH532 57772K101 1450 NS USD 89189.5 0.0491690828 Long EC CORP US N 1 N N N Pinnacle West Capital Corporation TWSEY0NEDUDCKS27AH81 723484101 478 NS USD 42986.54 0.0236979548 Long EC CORP US N 1 N N N Prestige Brands Inc. N/A 74112BAL9 50000 PA USD 52375 0.0288736983 Long DBT CORP US N 2 2028-01-15 Fixed 5.125000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573106 712 NS USD 42043.6 0.0231781235 Long EC CORP US N 1 N N N QEP Resources Inc. Q6JQDZPXKEDQKVK58165 74733VAB6 15000 PA USD 15075 0.0083106635 Long DBT CORP US N 2 2022-10-01 Fixed 5.375000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017104 947 NS USD 99169.84 0.0546711224 Long EC CORP US N 1 N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 59501NAJ8 57489.1 PA USD 57776.55 0.0318515068 Long LON CORP US N 2 2025-05-29 Floating 3.8 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 78442FEQ7 21000 PA USD 22417.5 0.0123584941 Long DBT CORP US N 2 2023-01-25 Fixed 5.500000000000 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 78454LAK6 5000 PA USD 5050 0.0027840034 Long DBT CORP US N 2 2022-11-15 Fixed 6.125000000000 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 78454LAL4 50000 PA USD 47458.5 0.0261632918 Long DBT CORP US N 2 2025-06-01 Fixed 5.625000000000 N N N N N N SSandC Technologies Inc. N/A 78466DBD5 31255.57 PA USD 31456.86 0.0173417830 Long LON CORP US N 2 2025-04-16 Floating 4.05 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 90000 PA USD 99832.82 0.0550366152 Long DBT CORP US N 2 2026-02-06 Fixed 4.975000000000 N N N N N N Metropole Television SA N/A 599390903 5260 NS 99186.75 0.0546804447 Long EC CORP FR N 2 N N N Acer Incorporated N/A 600585905 155770 NS 92842.56 0.0511829702 Long EC CORP TW N 2 N N N ANA Holdings Inc. N/A 601490006 2437 NS 81355.64 0.0448503714 Long EC CORP JP N 2 N N N SSandC European Holdings S.a.r.l. N/A 78466DBE3 21671.04 PA USD 21810.6 0.0120239176 Long LON CORP LU N 2 2025-04-16 Floating 4.05 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CD4 35000 PA USD 36487.5 0.0201151134 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N Nishimatsuya Chain Co. Ltd. N/A 601692908 7660 NS 65771.97 0.0362592843 Long EC CORP JP N 2 N N N Fuji Media Holdings Inc. N/A 603658907 4275 NS 60697.98 0.0334620555 Long EC CORP JP N 2 N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CE2 25000 PA USD 26562.5 0.0146435821 Long DBT CORP US N 2 2029-06-01 Fixed 5.125000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587107 302 NS USD 19237.4 0.0106053438 Long EC CORP US N 1 N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAP4 5000 PA USD 5475 0.0030183007 Long DBT CORP US N 2 2024-03-15 Fixed 6.125000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAH8 50000 PA USD 53937.5 0.0297350854 Long DBT CORP US N 2 2024-06-15 Fixed 7.125000000000 N N N N N N Steel Dynamics Inc. 549300HGGKEL4FYTTQ83 858119BH2 25000 PA USD 25684.08 0.0141593198 Long DBT CORP US N 2 2025-09-15 Fixed 4.125000000000 N N N N N N Stryker Corporation 5493002F0SC4JTBU5137 863667101 178 NS USD 37369.32 0.0206012500 Long EC CORP US N 1 N N N Sun Communities Inc. 549300H5GEOJYN41ZG57 866674104 98 NS USD 14709.8 0.0081093332 Long EC CORP US N 1 N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAL1 35000 PA USD 36312.5 0.0200186381 Long DBT CORP US N 2 2026-02-15 Fixed 5.500000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAN7 20000 PA USD 21236.1 0.0117072027 Long DBT CORP US N 2 2028-03-15 Fixed 5.875000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A 86765LAQ0 50000 PA USD 53375 0.0294249860 Long DBT CORP US N 2 2027-04-15 Fixed 6.000000000000 N N N N N N Trican Well Service Ltd. 5493003PMAE3KEW1DL91 895945103 28240 NS 24791.96 0.0136675050 Long EC CORP CA N 1 N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BH6 50000 PA USD 51405 0.0283389491 Long DBT CORP US N 2 2025-10-15 Fixed 4.625000000000 N N N N N N CIMB Group Holdings Berhad N/A 607574001 66200 NS 83380.12 0.0459664425 Long EC CORP MY N 2 N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 607614005 4334 NS 74010.58 0.0408011294 Long EC CORP AU N 2 N N N Toppan Forms Co. Ltd. N/A 610502908 6140 NS 68747.3 0.0378995474 Long EC CORP JP N 2 N N N Avex Inc. N/A 612907907 5800 NS 66809.33 0.0368311682 Long EC CORP JP N 2 N N N Uranium Participation Corporation N/A 917017105 12333 NS 38749.87 0.0213623304 Long EC CORP CA N 1 N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAE2 13000 PA USD 13065 0.0072025750 Long DBT CORP US N 2 2023-03-01 Fixed 5.500000000000 N N N N N N NTT DOCOMO Inc. N/A 612927905 3126 NS 87078.26 0.0480051819 Long EC CORP JP N 2 N N N OBIC Co. Ltd. N/A 613674902 407 NS 54823.22 0.0302233721 Long EC CORP JP N 2 N N N VEREIT Inc. 5493002H54FNIBW75H44 92339V100 3974 NS USD 36719.76 0.0202431555 Long EC CORP US N 1 N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 50000 PA USD 52250 0.0288047873 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N VINE OIL and GAS LP / VINE OIL and COMPANY GUAR 144A 04/23 8.75 N/A 927375AA3 105000 PA USD 51450 0.0283637570 Long DBT CORP US N 2 2023-04-15 Fixed 8.750000000000 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 958102AM7 35000 PA USD 36487.5 0.0201151134 Long DBT CORP US N 2 2026-02-15 Fixed 4.750000000000 N N N N N N Funai Electric Co. Ltd. N/A 614155901 9123 NS 58911.74 0.0324773232 Long EC CORP JP N 2 N N N Zee Entertainment Enterprises Limited N/A 618853907 18725 NS 76575.29 0.0422150228 Long EC CORP IN N 2 N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAG8 40000 PA USD 46000 0.0253592386 Long DBT CORP US N 2 2023-08-01 Fixed 8.250000000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAH6 30000 PA USD 32025 0.0176549916 Long DBT CORP US N 2 2026-06-01 Fixed 5.750000000000 N N N N N N Chugai Pharmaceutical Co. Ltd. N/A 619640006 635 NS 58480.47 0.0322395693 Long EC CORP JP N 2 N N N ITOCHU Techno-Solutions Corporation N/A 620019901 1953 NS 55000.66 0.0303211926 Long EC CORP JP N 2 N N N Xerox Corporation 4KF48RN45X1OO8UBLY20 984121CB7 25000 PA USD 26375 0.0145402156 Long DBT CORP US N 2 2039-12-15 Fixed 6.750000000000 N N N N N N Xerox Corporation 4KF48RN45X1OO8UBLY20 984121CL5 10000 PA USD 9226.3 0.0050863466 Long DBT CORP US N 2 2035-03-01 Fixed 4.800000000000 N N N N N N Infosys Limited N/A 620512905 5420 NS 55880.21 0.0308060777 Long EC CORP IN N 2 N N N Dah Sing Financial Holdings Limited N/A 624979001 16100 NS 63463.87 0.0349868569 Long EC CORP HK N 2 N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 30000 PA USD 31425 0.0173242190 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978V103 299 NS USD 39572.65 0.0218159190 Long EC CORP US N 1 N N N Enplas Corporation N/A 625029004 1710 NS 56065.44 0.0309081928 Long EC CORP JP N 2 N N N EXEDY Corporation N/A 625041900 4455 NS 100778.65 0.0555580397 Long EC CORP JP N 2 N N N Western Areas Limited N/A 626124903 37581 NS 80032.73 0.0441210672 Long EC CORP AU N 2 N N N Gold Fields Limited N/A 628021909 15096 NS 103040.09 0.0568047440 Long EC CORP ZA N 2 N N N METRO AG N/A ACI0W3ZM7 2917 NS 46937.97 0.0258763300 Long EC CORP DE N 2 N N N The Drilling Company of 1972 A/S N/A ACI19BQJ0 308 NS 20336.97 0.0112115233 Long EC CORP DK N 2 N N N EURO STOXX 50 0320 N/A ADI14MGV3 159 NC 19297.5017498519 0.0106384772 N/A DE CORP DE N 1 EUX N/A Short Euro STOXX 50 Index SX5E 2020-03-20 -5939953.800000000000 EUR 19297.501749851900 N N N FTSE 100 IDX FUT 0320 N/A ADI1B2491 43 NC -21431.5082555683 -0.0118149289 N/A DE CORP GB N 1 ICF N/A Short FTSE 100 Index UKX 2020-03-20 -3201510.390000000000 GBP -21431.508255568300 N N N MINI MSCI EAFE 0320 N/A ADI1H6454 124 NC USD 26111.92 0.0143951828 N/A DE CORP US N 1 NYF N/A Short MSCI EAFE Index MXEA 2020-03-20 -12649931.920000000000 USD 26111.920000000000 N N N AMVIG Holdings Limited N/A B00GWP904 75690 NS 19032.15 0.0104921920 Long EC CORP HK N 2 N N N TV Asahi Corporation N/A 628741902 5240 NS 96754.93 0.0533398120 Long EC CORP JP N 2 N N N Eisai Co. Ltd. N/A 630720001 1090 NS 81560.28 0.0449631869 Long EC CORP JP N 2 N N N Fujitsu Limited N/A 635694003 1144 NS 107599.87 0.0593184951 Long EC CORP JP N 2 N N N Kasikornbank Public Company Limited 5493004COSQ54937AW41 636476905 21900 NS 110247.85 0.0607782941 Long EC CORP TH N 2 N N N Halfords Group plc 54930086FKBWWJIOBI79 B012TP908 23425 NS 52700.44 0.0290531094 Long EC CORP GB N 2 N N N Tata Consultancy Services Limited N/A B01NPJ900 178 NS 5398.2 0.0029759618 Long EC CORP IN N 2 N N N Gendai Agency Inc. N/A B02JV8905 1360 NS 5253.89 0.0028964054 Long EC CORP JP N 2 N N N NTPC Limited N/A B037HF900 8984 NS 14981.62 0.0082591843 Long EC CORP IN N 2 N N N Nomura Research Institute Ltd. N/A 639092907 4006 NS 85672.41 0.0472301540 Long EC CORP JP N 2 N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAF5 80000 PA USD 86700 0.0477966518 Long DBT CORP US N 2 2022-06-15 Fixed 6.500000000000 N N N N N N Royal Dutch Shell PLC N/A B03MLX903 1190 NS 35240.92 0.0194278891 Long EC CORP NL N 2 N N N Geox S.p.A. N/A B044JP902 18989 NS 25182.51 0.0138828104 Long EC CORP IT N 2 N N N Maxell Holdings Ltd. N/A 642938005 4680 NS 63235.04 0.0348607058 Long EC CORP JP N 2 N N N Shin Kong Financial Holding Co. Ltd. N/A 645258906 225563 NS 77953.71 0.0429749289 Long EC CORP TW N 2 N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 B0704T905 1643 NS 41123.38 0.0226708175 Long EC CORP AT N 2 N N N Miraial Co. Ltd. N/A B0C3TN909 1900 NS 24154.81 0.0133162519 Long EC CORP JP N 2 N N N The Japan Steel Works Ltd. N/A 647068006 4980 NS 97278.02 0.0536281851 Long EC CORP JP N 2 N N N NextEra Energy Operating Partners LP N/A 65342QAK8 70000 PA USD 72887.5 0.0401819891 Long DBT CORP US N 2 2024-07-15 Fixed 4.250000000000 N N N N N N SThree plc N/A B0KM9T907 10597 NS 53103.75 0.0292754492 Long EC CORP GB N 2 N N N Nampak Limited N/A B0KS38906 93285 NS 45518.55 0.0250938211 Long EC CORP ZA N 2 N N N Nikon Corporation 549300X7LIS9RFELXJ98 654111103 8835 NS 108048.97 0.0595660784 Long EC CORP JP N 2 N N N Norbord Inc. 549300VL705RQ5PHI407 65548PAF3 70000 PA USD 72625 0.0400372761 Long DBT CORP CA N 2 2027-07-15 Fixed 5.750000000000 N N N N N N MTN Group Limited N/A 656320900 11145 NS 65701.37 0.0362203634 Long EC CORP ZA N 2 N N N Canara Bank N/A 658001904 23669 NS 73424.92 0.0404782622 Long EC CORP IN N 2 N N N G-Resources Group Limited N/A B11Z22903 2076450 NS 15451 0.0085179477 Long EC CORP HK N 2 N N N Kuehne + Nagel International AG N/A B142S6906 287 NS 48407.33 0.0266863702 Long EC CORP CH N 2 N N N Mitsubishi Motors Corporation N/A 659844005 19220 NS 80114.15 0.0441659531 Long EC CORP JP N 2 N N N National Australia Bank Limited F8SB4JFBSYQFRQEH3Z21 662460005 5783 NS 100069.6 0.0551671491 Long EC CORP AU N 2 N N N Raubex Group Limited N/A B1TQ2V909 29671 NS 50861.19 0.0280391533 Long EC CORP ZA N 2 N N N GAM Holding AG 549300GGVID7ZGDMX291 B1WHVV903 11057 NS 32067.59 0.0176784710 Long EC CORP CH N 2 N N N Provident Financial plc N/A B1Z4ST908 8472 NS 51363.05 0.0283158226 Long EC CORP GB N 2 N N N Hamburger Hafen und Logistik Aktiengesellschaft N/A B28SK0904 1500 NS 41131.72 0.0226754152 Long EC CORP DE N 2 N N N Tongyang Life Insurance Co. Ltd. N/A B3D0VR906 10877 NS 37546.53 0.0206989437 Long EC CORP KR N 2 N N N PANDORA A/S N/A B44XTX902 1108 NS 48185.41 0.0265640284 Long EC CORP DK N 2 N N N 361 Degrees International Limited N/A B51BL7905 199300 NS 36341.64 0.0200347026 Long EC CORP CN N 2 N N N Qliro Group AB 549300TY1ZF7FQEF0552 B58DQJ903 22910 NS 17098.89 0.0094264094 Long EC CORP SE N 2 N N N China Machinery Engineering Corporation N/A B94VG5900 133870 NS 53949.73 0.0297418277 Long EC CORP CN N 2 N N N NHN Corporation N/A BCDYQ3901 480 NS 27634.96 0.0152348162 Long EC CORP KR N 2 N N N Wens Foodstuff Group Co. Ltd. N/A BD5CPT900 10300 NS 49715.05 0.0274073003 Long EC CORP CN N 2 N N N CTT - Correios de Portugal S.A. N/A BGQYC4901 11333 NS 40679.16 0.0224259244 Long EC CORP PT N 2 N N N Ratch Group PCL N/A BK1W1W903 17559 NS 40301.51 0.0222177306 Long EC CORP TH N 2 N N N CST Group Limited N/A BZ1GZW908 1440000 NS 4429.79 0.0024420892 Long EC CORP HK N 2 N N N SINA Corporation N/A G81477104 528 NS USD 21083.04 0.0116228226 Long EC CORP CN N 1 N N N Nintendo Co. Ltd. N/A 663955003 137 NS 54794.53 0.0302075556 Long EC CORP JP N 2 N N N Nippon Chemi-Con Corporation N/A 664035003 4760 NS 90709 0.0500067646 Long EC CORP JP N 2 N N N Nippon Television Holdings Inc. N/A 664406006 8170 NS 108998.34 0.0600894545 Long EC CORP JP N 2 N N N Pacific Metals Co. Ltd. N/A 666634001 2350 NS 54835.83 0.0302303238 Long EC CORP JP N 2 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807102 308 NS USD 105942.76 0.0584049505 Long EC CORP US N 1 N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AC0 55000 PA USD 58525.78 0.0322645482 Long DBT CORP US N 2 2026-09-30 Fixed 5.875000000000 N N N N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837103 2285 NS USD 101613.95 0.0560185304 Long EC CORP US N 1 N N N Samsung Electronics Co. Ltd. N/A 677172009 2241 NS 107986.71 0.0595317552 Long EC CORP KR N 2 N N N Samsung Electronics Co. Ltd. N/A 677381907 2719 NS 106453.86 0.0586867137 Long EP CORP KR N 2 N N N Sankyo Co. Ltd. N/A 677543001 2060 NS 68418.26 0.0377181517 Long EC CORP JP N 2 N N N FOXCONN Technology Co. Ltd. N/A 680177904 45320 NS 100195.16 0.0552363688 Long EC CORP TW N 2 N N N THK Co. Ltd. N/A 686913005 3310 NS 88867.71 0.0489916839 Long EC CORP JP N 2 N N N Tachi-S Co. Ltd. N/A 686949009 4340 NS 56544.1 0.0311720722 Long EC CORP JP N 2 N N N Spark New Zealand Limited N/A 688143007 31799 NS 92726.21 0.0511188278 Long EC CORP NZ N 2 N N N Sumitomo Riko Company Ltd. N/A 689391001 6080 NS 54849.15 0.0302376670 Long EC CORP JP N 2 N N N Tokai Rika Co. Ltd. N/A 689402006 5890 NS 114780.45 0.0632770612 Long EC CORP JP N 2 N N N Tokyo Steel Manufacturing Co. Ltd. N/A 689587004 13140 NS 94957.82 0.0523490872 Long EC CORP JP N 2 N N N Publichnoye Aktsionernoye Obshchestvo Neftyanaya Kompaniya Lukoyl N/A 69343P105 905 NS USD 90143.95 0.0496952594 Long EC CORP RU N 2 N N N Publichnoye Aktsionernoye Obshchestvo Neftyanaya Kompaniya Lukoyl N/A 69343P105 758 NS USD 74822.18 0.0412485546 Long EC CORP RU N 1 N N N Alumina Limited N/A 695498006 68097 NS 109990.68 0.0606365194 Long EC CORP AU N 2 N N N XEBIO holdings Co.Ltd. N/A 698494002 7025 NS 84830.09 0.0467657933 Long EC CORP JP N 2 N N N Yamato Kogyo Co. Ltd. N/A 698544004 4305 NS 107792.89 0.0594249046 Long EC CORP JP N 2 N N N Unipres Corporation N/A 698569902 7000 NS 98227.14 0.0541514234 Long EC CORP JP N 2 N N N SAS AB 549300ZJTLE5T4SGP021 712957901 62699 NS 101995.3 0.0562287640 Long EC CORP SE N 2 N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAS8 60000 PA USD 73200 0.0403542666 Long DBT CORP NL N 2 2027-01-17 Fixed 7.375000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AM6 100000 PA USD 107250 0.0591256160 Long DBT CORP US N 2 2027-03-01 Fixed 5.750000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AN4 70000 PA USD 75425 0.0415808819 Long DBT CORP US N 2 2028-01-15 Fixed 5.625000000000 N N N N N N QEP Resources Inc. Q6JQDZPXKEDQKVK58165 74733VAC4 105000 PA USD 103950 0.0573063663 Long DBT CORP US N 2 2023-05-01 Fixed 5.250000000000 N N N N N N QEP Resources Inc. Q6JQDZPXKEDQKVK58165 74733VAD2 87000 PA USD 84846.75 0.0467749777 Long DBT CORP US N 2 2026-03-01 Fixed 5.625000000000 N N N N N N Qorvo Inc. N/A 74736KAG6 85000 PA USD 89037.5 0.0490852870 Long DBT CORP US N 2 2029-10-15 Fixed 4.375000000000 N N N N N N Revlon Consumer Products Corporation 2MKZBE7NMX7EJWQLHS95 761519BF3 130000 PA USD 61750 0.0340420213 Long DBT CORP US N 2 2024-08-01 Fixed 6.250000000000 N N N N N N EMS-CHEMIE HOLDING AG N/A 763561909 101 NS 66400.89 0.0366060002 Long EC CORP CH N 2 N N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HBY0 190000 PA USD 202825 0.1118149470 Long DBT CORP US N 2 2027-09-01 Fixed 5.125000000000 N N N N N N APX Group Inc. 549300OMQVKPRU98OE64 00213MAS3 155000 PA USD 145700 0.0803226317 Long DBT CORP US N 2 2023-09-01 Fixed 7.625000000000 N N N N N N ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 11/25 7 N/A 00489LAA1 125000 PA USD 120625 0.0664990903 Long DBT CORP US N 2 2025-11-15 Fixed 7.000000000000 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 78454LAH3 100000 PA USD 95250 0.0525101625 Long DBT CORP US N 2 2024-01-15 Fixed 5.000000000000 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 78454LAP5 85000 PA USD 83542.68 0.0460560598 Long DBT CORP US N 2 2027-01-15 Fixed 6.625000000000 N N N N N N ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 02/24 8.125 N/A 00489LAC7 115000 PA USD 125062.5 0.0689454298 Long DBT CORP US N 2 2024-02-15 Fixed 8.125000000000 N N N N N N Aegea Finance S.a.r.l. N/A 00775CAA4 200000 PA USD 210502 0.1160471834 Long DBT CORP BR N 2 2024-10-10 Fixed 5.750000000000 N N N N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 80585Y308 6040 NS USD 99056 0.0546083638 Long EC CORP RU N 1 N N N SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875 N/A 81104PAA7 100000 PA USD 104750 0.0577473965 Long DBT CORP US N 2 2027-07-15 Fixed 5.875000000000 N N N N N N SEMAFO Inc. 549300S05TET4DCD2F17 816922108 29144 NS 60597.44 0.0334066291 Long EC CORP CA N 1 N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAH6 80000 PA USD 89000 0.0490646137 Long DBT CORP US N 2 2024-11-01 Fixed 5.625000000000 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609W102 789 NS USD 167346.9 0.0922563035 Long EC CORP CN N 1 N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAE3 210000 PA USD 225750 0.1244532197 Long DBT CORP LU N 2 2026-05-15 Fixed 7.500000000000 N N N N N N Altice Luxembourg SA 2221006ZDZREFLFIFQ42 02154VAB7 200000 PA USD 208000 0.1146678613 Long DBT CORP LU N 2 2025-02-15 Fixed 7.625000000000 N N N N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537101 2069 NS USD 195541.19 0.1077994714 Long EC CORP US N 1 N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 08/26 5.875 N/A 030981AJ3 118000 PA USD 130095 0.0717197857 Long DBT CORP US N 2 2026-08-20 Fixed 5.875000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162100 671 NS USD 161757.97 0.0891751946 Long EC CORP US N 1 N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAJ2 100000 PA USD 108625 0.0598836367 Long DBT CORP US N 2 2025-10-01 Fixed 5.000000000000 N N N N N N Sinclair Television Group Inc. N/A 829259AR1 100000 PA USD 102875 0.0567137319 Long DBT CORP US N 2 2024-08-01 Fixed 5.625000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBC1 100000 PA USD 108124 0.0596074415 Long DBT CORP US N 2 2029-07-01 Fixed 5.500000000000 N N N N N N Skyworks Solutions Inc. 549300WZ3ORQ2BVKBD96 83088M102 473 NS USD 57176.24 0.0315205633 Long EC CORP US N 1 N N N Applied Materials Inc. 41BNNE1AFPNAZELZ6K07 038222105 2082 NS USD 127085.28 0.0700605638 Long EC CORP US N 1 N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAW0 192075 PA USD 193069.95 0.1064371070 Long LON CORP US N 2 2024-11-03 Floating 4.8 N N N N N N Sprint Capital Corporation N/A 852060AT9 60000 PA USD 72825 0.0401475337 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 100000 PA USD 110333 0.0608252363 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N Avantor Inc. N/A 05352AAA8 200000 PA USD 213246 0.1175599171 Long DBT CORP US N 2 2024-10-01 Fixed 6.000000000000 N N N N N N Barrick Gold Corporation 0O4KBQCJZX82UKGCBV73 067901108 10716 NS 199045.03 0.1097310957 Long EC CORP CA N 1 N N N Steel Dynamics Inc. 549300HGGKEL4FYTTQ83 858119BC3 85000 PA USD 85051.02 0.0468875893 Long DBT CORP US N 2 2021-10-01 Fixed 5.125000000000 N N N N N N Stericycle Inc. B8PTJH2P0AXSWSMP2136 858912AF5 90000 PA USD 94500 0.0520966966 Long DBT CORP US N 2 2024-07-15 Fixed 5.375000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AH0 135000 PA USD 138562.65 0.0763878978 Long DBT CORP US N 2 2028-01-30 Fixed 5.000000000000 N N N N N N BP p.l.c. N/A 079805909 55388 NS 348434.97 0.1920879463 Long EC CORP GB N 2 N N N SUGARHOUSE HSP GAMING PROP MEZ SR SECURED 144A 05/25 5.875 N/A 865033AC8 110000 PA USD 109725 0.0604900533 Long DBT CORP US N 2 2025-05-15 Fixed 5.875000000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / COMPANY GUAR 144A 10/23 4.75 N/A 87470LAE1 110000 PA USD 109725 0.0604900533 Long DBT CORP US N 2 2023-10-01 Fixed 4.750000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 087061008 263224 NS 218060.19 0.1202139213 Long EC CORP GB N 2 N N N HandR Block Inc. N/A 093671105 6366 NS USD 149473.68 0.0824030154 Long EC CORP US N 1 N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAR9 90000 PA USD 106632 0.0587849201 Long DBT CORP LU N 2 2036-07-18 Fixed 7.200000000000 N N N N N N Tourmaline Oil Corp. 549300EWGW5PUCV5A109 89156V106 4826 NS 56564.41 0.0311832689 Long EC CORP CA N 1 N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BJ5 100000 PA USD 101123 0.0557478757 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N Transocean Inc. DOL4HJ22ADYSIWES4H94 893830AT6 110000 PA USD 78100 0.0430555768 Long DBT CORP US N 2 2038-03-15 Fixed 6.800000000000 N N N N N N Babcock International Group PLC N/A 096970900 15722 NS 131199.2 0.0723285177 Long EC CORP GB N 2 N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 097751BF7 130000 PA USD 133315 0.0734949324 Long DBT CORP CA N 2 2023-01-15 Fixed 6.125000000000 N N N N N N Broadridge Financial Solutions Inc. N/A 11133T103 1397 NS USD 172585.38 0.0951442136 Long EC CORP US N 1 N N N Broadcom Inc. N/A 11135F101 839 NS USD 265140.78 0.1461688759 Long EC CORP US N 1 N N N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 1080 NS USD 216777.6 0.1195068451 Long EC CORP US N 1 N N N CAESARS RESORT COLLECTION LLC COMPANY GUAR 144A 10/25 5.25 N/A 12652AAA1 120000 PA USD 124050 0.0683872510 Long DBT CORP US N 2 2025-10-15 Fixed 5.250000000000 N N N N N N Telecom Argentina S.A. N/A 12686NAT2 151000 PA USD 146470 0.0807471233 Long DBT CORP AR N 2 2021-06-15 Fixed 6.500000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189T107 6016 NS USD 164056.32 0.0904422469 Long EC CORP US N 1 N N N Tyson Foods Inc. WD6L6041MNRW1JE49D58 902494103 1229 NS USD 111888.16 0.0616825770 Long EC CORP US N 1 N N N United Parcel Service Inc. D01LMJZU09ULLNCY6Z23 911312106 981 NS USD 114835.86 0.0633076080 Long EC CORP US N 1 N N N CenturyLink Inc. 8M3THTGWLTYZVE6BBY25 156700106 23227 NS USD 306828.67 0.1691509009 Long EC CORP US N 1 N N N Chesapeake Energy Corporation X2MT1W32SPAZ9WSKLE78 165167DD6 197000 PA USD 186165 0.1026304923 Long DBT CORP US N 2 2025-01-01 Fixed 11.500000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BE3 75000 PA USD 80456.25 0.0443545486 Long DBT CORP US N 2 2026-09-15 Fixed 5.875000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAB7 108000 PA USD 108945 0.0600600488 Long DBT CORP US N 2 2023-05-15 Fixed 5.875000000000 N N N N N N Chevron Corporation N/A 166764100 2234 NS USD 269219.34 0.1484173363 Long EC CORP US N 1 N N N Colgate-Palmolive Company YMEGZFW4SBUSS5BQXF88 194162103 2039 NS USD 140364.76 0.0773813790 Long EC CORP US N 1 N N N Credit Agricole S.A. N/A 225313AJ4 250000 PA USD 303018.95 0.1670506487 Long DBT CORP FR N 2 2025-12-23 Variable 8.125000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822V101 925 NS USD 131488.75 0.0724881430 Long EC CORP US N 1 N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAC5 95000 PA USD 98156.85 0.0541126734 Long DBT CORP US N 2 2025-04-15 Fixed 6.125000000000 N N N N N N Ventas Inc. ORQTRC074CWLT3DKHT41 92276F100 1675 NS USD 96714.5 0.0533175234 Long EC CORP US N 1 N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAG2 120000 PA USD 130500 0.0719430572 Long DBT CORP US N 2 2025-07-15 Fixed 5.375000000000 N N N N N N DAE Funding LLC N/A 23371DAB0 140000 PA USD 146991.65 0.0810347026 Long DBT CORP AE N 2 2024-08-01 Fixed 5.000000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAA3 60000 PA USD 61800 0.0340695857 Long DBT CORP US N 2 2026-12-01 Fixed 4.250000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAP9 85000 PA USD 89462.5 0.0493195843 Long DBT CORP US N 2 2026-04-15 Fixed 5.500000000000 N N N N N N The Walt Disney Company N/A 254687106 1665 NS USD 240808.95 0.1327550350 Long EC CORP US N 1 N N N DISH DBS Corporation N/A 25470XAL9 175000 PA USD 179523.75 0.0989692523 Long DBT CORP US N 2 2023-03-15 Fixed 5.000000000000 N N N N N N Dow Inc. N/A 260557103 3536 NS USD 193525.28 0.1066881249 Long EC CORP US N 1 N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441C204 3176 NS USD 289682.96 0.1596986802 Long EC CORP US N 1 N N N Pitney Bowes Inc. 549300N2O26NW4ST6W55 938DQTII0 100000 PA USD 98781 0.0544567597 Long LON CORP US N 2 2026-12-05 Floating 0 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 958102AP0 108000 PA USD 105772.5 0.0583110883 Long DBT CORP US N 2 2024-02-01 Fixed 1.500000000000 N N N N N Western Digital Corp. USD XXXX N N N The Dun and Bradstreet Corporation RI37BMPWE56BCJ747E14 26483NAN0 250000 PA USD 251980 0.1389134985 Long LON CORP US N 2 2026-02-06 Floating 6.79 N N N N N N Eldorado Resorts Inc. N/A 28470RAF9 130000 PA USD 136825 0.0754299525 Long DBT CORP US N 2 2025-04-01 Fixed 6.000000000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 1483 NS USD 94155.67 0.0519068717 Long EC CORP US N 1 N N N YPF Sociedad Anonima 5493003N7447U18U5U53 984245100 5706 NS USD 66075.48 0.0364266057 Long EC CORP AR N 1 N N N Allstar Co-Invest GP LLC N/A ACI00RUK8 236300 NS USD 92157 0.0508050293 Long EC CORP US Y 3 N N N ASML Holding N.V. N/A ACI02GTQ9 334 NS 98882.84 0.0545129028 Long EC CORP NL N 2 N N N Vodafone Group Public Limited Company N/A ACI07KLY6 45824 NS 88961.49 0.0490433836 Long EC CORP GB N 2 N N N Intouch Holdings Public Company Limited N/A ACI085M01 30935 NS 59064.84 0.0325617254 Long EC CORP TH N 2 N N N Encana Corporation CZ72ZHBVKZXQRV3XFE26 292505104 27227 NS 127480.77 0.0702785926 Long EC CORP CA N 1 N N N ENDO FINANCE LLC / ENDO FINCO COMPANY GUAR 144A 01/23 5.375 N/A 29271LAE4 185000 PA USD 124721.45 0.0687574131 Long DBT CORP US N 2 2023-01-15 Fixed 5.375000000000 N N N N N N Orange Life InsuranceLtd. N/A ACI0TJVY4 4080 NS 99561.08 0.0548868082 Long EC CORP KR N 2 N N N La Financiere Atalian N/A AN3465258 100000 PA 89998.47 0.0496150581 Long DBT CORP FR N 2 2024-05-15 Fixed 4.000000000000 N N N N N N La Financiere Atalian N/A AN3465340 100000 PA 89998.47 0.0496150581 Long DBT CORP FR N 2 2024-05-15 Fixed 4.000000000000 N N N N N N YPF Sociedad Anonima 5493003N7447U18U5U53 AQ3401082 70000 PA USD 55300 0.0304862151 Long DBT CORP AR N 2 2047-12-15 Fixed 7.000000000000 N N N N N N Proximus SA 549300CWRXC5EP004533 B00D9P907 2820 NS 80803.5 0.0445459833 Long EC CORP BE N 2 N N N SES S.A. 5493008JPA4HYMH1HX51 B00ZQQ907 5030 NS 70699.88 0.0389759809 Long EC CORP LU N 2 N N N Entegris Inc. IYX6OWO7BT5DKO3BYG52 29362UAB0 145000 PA USD 150075 0.0827345158 Long DBT CORP US N 2 2026-02-10 Fixed 4.625000000000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29364G103 1221 NS USD 146275.8 0.0806400632 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 1691 NS USD 143853.37 0.0793046071 Long EC CORP US N 1 N N N Extra Space Storage Inc. N/A 30225T102 1862 NS USD 196664.44 0.1084187055 Long EC CORP US N 1 N N N FelCor Lodging Limited Partnership N/A 31430QBG1 240000 PA USD 250800 0.1382629789 Long DBT CORP US N 2 2025-06-01 Fixed 6.000000000000 N N N N N N FERRELLGAS LP / FERRELLGAS FIN SR UNSECURED 01/22 6.75 N/A 315292AP7 170000 PA USD 144500 0.0796610864 Long DBT CORP US N 2 2022-01-15 Fixed 6.750000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620M106 1213 NS USD 168716.17 0.0930111653 Long EC CORP US N 1 N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620R303 3899 NS USD 176819.65 0.0974785149 Long EC CORP US N 1 N N N Imerys 54930075MZSSIB2TGC64 B011GL903 1836 NS 77934.2 0.0429641733 Long EC CORP FR N 2 N N N Pacific Basin Shipping Limited N/A B01RQM903 422330 NS 88953.03 0.0490387198 Long EC CORP HK N 2 N N N Kingfisher plc N/A 331952903 50663 NS 145844.98 0.0804025574 Long EC CORP GB N 2 N N N Flex Acquisition Company Inc. 549300HHED2KGPBEDW39 33936YAA3 175000 PA USD 176312.5 0.0971989293 Long DBT CORP US N 2 2025-01-15 Fixed 6.875000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370860 26073 NS USD 242478.9 0.1336756581 Long EC CORP US N 1 N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 35640YAA5 160000 PA USD 157203.2 0.0866642055 Long DBT CORP US N 2 2024-11-15 Fixed 8.125000000000 N N N N N N PJSC Gazprom N/A 368287207 18593 NS USD 152834.46 0.0842557724 Long EC CORP RU N 1 N N N General Mills Inc. 2TGYMUGI08PO8X8L6150 370334104 4133 NS USD 221363.48 0.1220349847 Long EC CORP US N 1 N N N Admiral Group plc N/A B02J63904 3458 NS 105670.84 0.0582550444 Long EC CORP GB N 2 N N N Anadolu Efes Biracilik ve Malt Sanayii Anonim Sirketi N/A B03MNV905 14420 NS 55951.96 0.0308456326 Long EC CORP TR N 2 N N N Golden Entertainment Inc. 549300P8YYCKQVJ0Y638 38101JAC0 183350 PA USD 183808.38 0.1013313165 Long LON CORP US N 2 2024-10-21 Floating 4.8 N N N N N N Gray Television Inc. N/A 389375AK2 130000 PA USD 134875 0.0743549413 Long DBT CORP US N 2 2024-10-15 Fixed 5.125000000000 N N N N N N Coca-Cola Icecek Anonim Sirketi N/A B058ZV901 9312 NS 60513.64 0.0333604312 Long EC CORP TR N 2 N N N DeNA Co. Ltd. N/A B05L36902 5020 NS 80908.43 0.0446038300 Long EC CORP JP N 2 N N N HCA Healthcare Inc. N/A 40412CAC5 240000 PA USD 250200 0.1379322063 Long DBT CORP US N 2 2021-02-15 Fixed 6.250000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 40434L105 8328 NS USD 171140.4 0.0943476137 Long EC CORP US N 1 N N N Fugro N.V. N/A B096LW904 5786 NS 65233.98 0.0359626970 Long EC CORP NL N 2 N N N Innolux Corporation N/A B0CC0M902 355860 NS 99092.05 0.0546282377 Long EC CORP TW N 2 N N N Assicurazioni Generali S.p.A. 549300X5UKJVE386ZB61 405671009 13126 NS 270983.53 0.1493899127 Long EC CORP IT N 2 N N N Healthpeak Properties Inc. PZ9HF5U52KPF0MH0QN75 42250P103 4097 NS USD 141223.59 0.0778548415 Long EC CORP US N 1 N N N A.P. Moeller - Maersk A/S 549300D2K6PKKKXVNN73 425304003 140 NS 201995.66 0.1113577420 Long EC CORP DK N 2 N N N Herc Holdings Inc. 549300TP80QLITMSBP82 42704LAA2 140000 PA USD 147350 0.0812322566 Long DBT CORP US N 2 2027-07-15 Fixed 5.500000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AB7 152000 PA USD 154850 0.0853669150 Long DBT CORP US N 2 2024-09-01 Fixed 4.250000000000 N N N N N N Host Hotels and Resorts Inc. N6EL63S0K3PB1YFTDI24 44107P104 8050 NS USD 149327.5 0.0823224282 Long EC CORP US N 1 N N N IGM Financial Inc. N/A 449586106 6245 NS 179287.36 0.0988389333 Long EC CORP CA N 1 N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140100 3038 NS USD 181824.3 0.1002375174 Long EC CORP US N 1 N N N Daiichi Sankyo Company Limited N/A B0J7D9901 880 NS 58118.94 0.0320402623 Long EC CORP JP N 2 N N N Eutelsat Communications 549300EFWH9UR17YSK05 B0M7KJ907 3861 NS 62910.26 0.0346816585 Long EC CORP FR N 2 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TBA2 160000 PA USD 145732.8 0.0803407139 Long DBT CORP LU N 2 2024-10-15 Fixed 8.500000000000 N N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866F104 2029 NS USD 187783.95 0.1035229997 Long EC CORP US N 1 N N N Implenia AG N/A B10DQJ900 2070 NS 83965.04 0.0462889017 Long EC CORP CH N 2 N N N Zumtobel Group AG N/A B13WZ2902 6494 NS 66165.09 0.0364760066 Long EC CORP AT N 2 N N N China BlueChemical Ltd. N/A B1DN3X908 246420 NS 60711.86 0.0334697074 Long EC CORP CN N 2 N N N Impala Platinum Holdings Limited N/A B1FFT7902 6607 NS 67505.97 0.0372152173 Long EC CORP ZA N 2 N N N Kyoei Steel Ltd. N/A B1HHF4908 5610 NS 109320.4 0.0602670022 Long EC CORP JP N 2 N N N Dampskibsselskabet NORDEN A/S N/A B1WP65900 6238 NS 99895.09 0.0550709439 Long EC CORP DK N 2 N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 461202103 459 NS USD 120225.87 0.0662790548 Long EC CORP US N 1 N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284V101 10366 NS USD 330364.42 0.1821258726 Long EC CORP US N 1 N N N GREE Inc. N/A B3FJNX909 24510 NS 110742.96 0.0610512422 Long EC CORP JP N 2 N N N DGB Financial Group Inc. N/A B68N34907 11871 NS 72977.64 0.0402316822 Long EC CORP KR N 2 N N N bpost SA 5493008AAX0BESN9WN06 BBH7K6907 5808 NS 67150.02 0.0370189864 Long EC CORP BE N 2 N N N Saipem S.P.A. 549300PHV8MBDHWB8X12 BDZZRW907 23508 NS 114970.88 0.0633820429 Long EC CORP IT N 2 N N N AIB Group plc N/A BF0L35906 24563 NS 85809.13 0.0473055261 Long EC CORP IE N 2 N N N Unicaja Banco S.A. N/A BH4H4H900 89456 NS 97118.68 0.0535403429 Long EC CORP ES N 2 N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAF8 200000 PA USD 203160 0.1119996284 Long DBT CORP US N 2 2029-09-15 Fixed 4.875000000000 N N N N N N Jacobs Entertainment Inc. 5493004U9JIWY3HSUO63 469815AH7 165000 PA USD 174900 0.0964202353 Long DBT CORP US N 2 2024-02-01 Fixed 7.875000000000 N N N N N N Renault N/A 471279901 3197 NS 151817.27 0.0836950080 Long EC CORP FR N 2 N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 481334902 15609 NS 146722.14 0.0808861250 Long EC CORP SE N 2 N N N Land Securities Group PLC N/A BYW0PQ906 7652 NS 100444.03 0.0553735678 Long EC CORP GB N 2 N N N Teva Pharmaceutical Finance Netherlands II B.V. N/A EK8246317 100000 PA 104244.65 0.0574688032 Long DBT CORP NL N 2 2023-03-31 Fixed 1.250000000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480100 1171 NS USD 208637.07 0.1150190702 Long EC CORP US N 1 N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 494368103 1482 NS USD 203849.1 0.1123795208 Long EC CORP US N 1 N N N Adient Global Holdings Ltd N/A QZ0967674 100000 PA 106000.13 0.0584365779 Long DBT CORP US N 2 2024-08-15 Fixed 3.500000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 ZR6326220 80000 PA USD 85720.8 0.0472568308 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807108 466 NS USD 136258.4 0.0751175929 Long EC CORP US N 1 N N N Las Vegas Sands Corp. N/A 517834107 4717 NS USD 325661.68 0.1795333094 Long EC CORP US N 1 N N N Sampo plc N/A 522603901 7729 NS 337472.17 0.1860442884 Long EC CORP FI N 2 N N N Leidos Holdings Inc. 549300IUTGTP6EJP8124 525327102 1307 NS USD 127942.23 0.0705329898 Long EC CORP US N 1 N N N Daimler AG N/A 552902900 5655 NS 312632.69 0.1723505863 Long EC CORP DE N 2 N N N M/I Homes Inc. N/A 55305BAM3 165000 PA USD 165206.25 0.0910761893 Long DBT CORP US N 2 2021-01-15 Fixed 6.750000000000 N N N N N N Mining and Metallurgical Company Norilsk Nickel N/A 55315J102 4470 NS USD 136290.3 0.0751351789 Long EC CORP RU N 1 N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAH3 145000 PA USD 146993.75 0.0810358603 Long DBT CORP US N 2 2029-11-15 Fixed 4.000000000000 N N N N N N The Macerich Company N/A 554382101 6561 NS USD 176622.12 0.0973696191 Long EC CORP US N 1 N N N Public Joint Stock Company Magnitogorsk Iron and Steel Works N/A 559189204 21639 NS USD 187692.81 0.1034727553 Long EC CORP RU N 2 N N N MARB BondCo PLC N/A 566007AA8 200000 PA USD 208500 0.1149435052 Long DBT CORP GB N 2 2024-03-15 Fixed 7.000000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636Q104 1040 NS USD 310533.6 0.1711933836 Long EC CORP US N 1 N N N Mattel Inc. 549300VELLG24KHTJ564 577081BB7 140000 PA USD 150472 0.0829533771 Long DBT CORP US N 2 2025-12-31 Fixed 6.750000000000 N N N N N N Medtronic Public Limited Company 549300GX3ZBSQWUXY261 585055106 2218 NS USD 251632.1 0.1387217055 Long EC CORP IE N 1 N N N STMicroelectronics N.V. N/A 596233908 4953 NS 133634.95 0.0736713169 Long EC CORP CH N 2 N N N Television Francaise 1 N/A 599711900 13880 NS 115693.97 0.0637806736 Long EC CORP FR N 2 N N N Mobile TeleSystems PJSC N/A 607409109 22955 NS USD 232993.25 0.1284463350 Long EC CORP RU N 1 N N N Z Holdings Corporation N/A 608484903 44445 NS 187651.75 0.1034501195 Long EC CORP JP N 2 N N N Fortescue Metals Group Limited N/A 608625901 15613 NS 117696.3 0.0648845337 Long EC CORP AU N 2 N N N Trend Micro Incorporated N/A 612528901 2500 NS 127924.48 0.0705232045 Long EC CORP JP N 2 N N N Bridgestone Corporation 549300DHPOF90OYYD780 613210004 5711 NS 212164.25 0.1169635615 Long EC CORP JP N 2 N N N Citizen Watch Co. Ltd. N/A 619730005 23385 NS 127356.88 0.0702102935 Long EC CORP JP N 2 N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076307 997 NS USD 160656.58 0.0885680117 Long EC CORP US N 1 N N N Compal Electronics Inc. N/A 622574903 235585 NS 148385.24 0.0818029717 Long EC CORP TW N 2 N N N China Unicom (Hong Kong) Limited N/A 626383905 211210 NS 198879.57 0.1096398796 Long EC CORP HK N 2 N N N Shinhan Financial Group Co. Ltd. N/A 639750900 3843 NS 144084.8 0.0794321917 Long EC CORP KR N 2 N N N Sumitomo Mitsui Trust Holdings Inc. N/A 643189905 4360 NS 172354.91 0.0950171583 Long EC CORP JP N 2 N N N Hoya Corporation N/A 644150005 1237 NS 118086.44 0.0650996131 Long EC CORP JP N 2 N N N JSR Corporation N/A 647098003 10110 NS 184938.37 0.1019542662 Long EC CORP JP N 2 N N N JGC Holdings Corporation 5493003WMGG79YLARU68 647346006 9845 NS 156693.29 0.0863830983 Long EC CORP JP N 2 N N N Japan Tobacco Inc. N/A 647453901 11642 NS 259576.4 0.1431013011 Long EC CORP JP N 2 N N N New York Community Bancorp Inc. N/A 649445103 11099 NS USD 133409.98 0.0735472937 Long EC CORP US N 1 N N N KT Corporation N/A 650531908 6755 NS 157623.1 0.0868956912 Long EC CORP KR N 2 N N N NextEra Energy Inc. N/A 65339F101 1027 NS USD 248698.32 0.1371043484 Long EC CORP US N 1 N N N Nexstar Broadcasting Inc. N/A 65343HAA9 180000 PA USD 189684 0.1045704741 Long DBT CORP US N 2 2027-07-15 Fixed 5.625000000000 N N N N N N China Telecom Corporation Limited N/A 655933901 406016 NS 167274.03 0.0922161311 Long EC CORP CN N 2 N N N Sumitomo Mitsui Financial Group Inc. N/A 656302908 7900 NS 291789.28 0.1608598687 Long EC CORP JP N 2 N N N Mizuho Financial Group Inc. N/A 659101901 103045 NS 158732.43 0.0875072513 Long EC CORP JP N 2 N N N Mitsubishi Estate Company Limited N/A 659672000 7540 NS 144276.86 0.0795380720 Long EC CORP JP N 2 N N N Mitsubishi Heavy Industries Ltd. N/A 659706006 3565 NS 138239.45 0.0762097216 Long EC CORP JP N 2 N N N Nichicon Corporation N/A 663854008 11310 NS 117443.36 0.0647450910 Long EC CORP JP N 2 N N N Nitto Denko Corporation N/A 664180007 2170 NS 122014.31 0.0672649999 Long EC CORP JP N 2 N N N NOK Corporation N/A 664242005 8965 NS 133720.28 0.0737183583 Long EC CORP JP N 2 N N N Nissan Motor Co. Ltd. N/A 664286002 51587 NS 298933.05 0.1647981419 Long EC CORP JP N 2 N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 664310000 30900 NS 159004.78 0.0876573945 Long EC CORP JP N 2 N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AA4 135000 PA USD 141581.25 0.0780520151 Long DBT CORP US N 2 2024-08-15 Fixed 6.250000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066G104 941 NS USD 221417.3 0.1220646551 Long EC CORP US N 1 N N N TandD Holdings Inc. N/A 674429907 21365 NS 270175.51 0.1489444611 Long EC CORP JP N 2 N N N SHIMAMURA CO. Ltd. N/A 680403003 1650 NS 125439.34 0.0691531771 Long EC CORP JP N 2 N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAE9 320000 PA USD 330400 0.1821454874 Long DBT CORP CA N 2 2025-10-15 Fixed 5.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389X105 2505 NS USD 132714.9 0.0731641046 Long EC CORP US N 1 N N N Tokyo Seimitsu Co. Ltd. N/A 689430007 2975 NS 115512.5 0.0636806314 Long EC CORP JP N 2 N N N Tokyo Electron Limited 549300H5LSF8DP3RIJ34 689567006 784 NS 171170.69 0.0943643122 Long EC CORP JP N 2 N N N Toyoda Gosei Co. Ltd. N/A 690055009 5125 NS 127968.08 0.0705472406 Long EC CORP JP N 2 N N N Owens-Brockway Glass Container Inc. V2UQUCDZJ9WY98W8QU33 69073TAR4 165000 PA USD 176137.5 0.0971024540 Long DBT CORP US N 2 2023-08-15 Fixed 5.875000000000 N N N N N N PPL Corporation 9N3UAJSNOUXFKQLF3V18 69351T106 7690 NS USD 275917.2 0.1521097847 Long EC CORP US N 1 N N N PANTHER BF AGGREGATOR 2 LP / P COMPANY GUAR 144A 05/27 8.5 N/A 69867DAC2 115000 PA USD 122187.5 0.0673604774 Long DBT CORP US N 2 2027-05-15 Fixed 8.500000000000 N N N N N N Penn National Gaming Inc. N/A 707569AS8 186000 PA USD 196565.73 0.1083642878 Long DBT CORP US N 2 2027-01-15 Fixed 5.625000000000 N N N N N N OPAP S.A. N/A 710725904 19480 NS 253445.29 0.1397212950 Long EC CORP GR N 2 N N N Roche Holding AG N/A 711038901 688 NS 223601.83 0.1232689598 Long EC CORP CH N 2 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 711072900 3981 NS 251687.6 0.1387523020 Long EC CORP CH N 2 N N N LafargeHolcim Ltd N/A 711075903 4320 NS 239662.63 0.1321230828 Long EC CORP CH N 2 N N N People's United Financial Inc. ROPY7PEPIPIDJNF0BO69 712704105 12407 NS USD 209678.3 0.1155930876 Long EC CORP US N 1 N N N Equinor ASA OW6OFBNCKXC4US5C7523 713360907 6363 NS 126892.65 0.0699543692 Long EC CORP NO N 2 N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448108 1917 NS USD 261996.39 0.1444354121 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 730968906 5298 NS 314902.93 0.1736021419 Long EC CORP FR N 2 N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AK0 190000 PA USD 200687.5 0.1106365693 Long DBT CORP US N 2 2026-08-15 Fixed 5.000000000000 N N N N N N Compagnie de Saint-Gobain SA NFONVGN05Z0FMN5PEC35 738048909 7529 NS 308431.77 0.1700346703 Long EC CORP FR N 2 N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 742718109 2744 NS USD 342725.6 0.1889404403 Long EC CORP US N 1 N N N Public Storage N/A 74460D109 928 NS USD 197626.88 0.1089492869 Long EC CORP US N 1 N N N Qorvo Inc. N/A 74736KAF8 150000 PA USD 159750 0.0880682252 Long DBT CORP US N 2 2026-07-15 Fixed 5.500000000000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 747525103 1628 NS USD 143638.44 0.0791861188 Long EC CORP US N 1 N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759100 2303 NS USD 206417.89 0.1137956634 Long EC CORP US N 1 N N N ResMed Inc. N/A 761152107 1538 NS USD 238343.86 0.1313960610 Long EC CORP US N 1 N N N REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/23 5.125 N/A 761735AT6 155000 PA USD 158681.25 0.0874790364 Long DBT CORP US N 2 2023-07-15 Fixed 5.125000000000 N N N N N N SSandC Technologies Inc. N/A 78466CAC0 150000 PA USD 160125 0.0882749581 Long DBT CORP US N 2 2027-09-30 Fixed 5.500000000000 N N N N N N Sabre Corporation N/A 78573M104 6802 NS USD 152636.88 0.0841468490 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 810 NS USD 122698.8 0.0676423509 Long EC CORP US N 1 N N N Simon Property Group Inc. N/A 828806109 2087 NS USD 310879.52 0.1713840850 Long EC CORP US N 1 N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAJ8 155000 PA USD 162633.75 0.0896580014 Long DBT CORP US N 2 2020-12-15 Fixed 8.250000000000 N N N N N N Springleaf Finance Corporation 5493008I795YYBFWFU90 85172FAK5 120000 PA USD 128850 0.0710334324 Long DBT CORP US N 2 2022-05-15 Fixed 6.125000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAE5 215000 PA USD 227362.5 0.1253421713 Long DBT CORP US N 2 2021-09-15 Fixed 7.250000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244109 2537 NS USD 223053.04 0.1229664186 Long EC CORP US N 1 N N N OJSC SURGUTNEFTEGAS N/A 868861204 19435 NS USD 157327.61 0.0867327912 Long EC CORP RU N 2 N N N Tapestry Inc. 549300LJNVY5SW3VTN33 876030107 6647 NS USD 179269.59 0.0988291370 Long EC CORP US N 1 N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBK7 215000 PA USD 235425 0.1297869291 Long DBT CORP US N 2 2027-07-15 Fixed 6.500000000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612G101 6356 NS USD 259515.48 0.1430677167 Long EC CORP US N 1 N N N Taylor Morrison Communities Inc. N/A 87724RAB8 140000 PA USD 152600 0.0841265175 Long DBT CORP US N 2 2028-01-15 Fixed 5.750000000000 N N N N N N TIM S.p.A. 549300W384M3RI3VXU42 87927YAA0 200000 PA USD 215000 0.1185268759 Long DBT CORP IT N 2 2024-05-30 Fixed 5.303000000000 N N N N N N TEMPO ACQUISITION LLC / TEMPO SR UNSECURED 144A 06/25 6.75 N/A 88023JAA4 240000 PA USD 247800 0.1366091156 Long DBT CORP US N 2 2025-06-01 Fixed 6.750000000000 N N N N N N Tervita Corp N/A 88158UAA6 229000 PA USD 230431.25 0.1270339357 Long DBT CORP CA N 2 2021-12-01 Fixed 7.625000000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. N/A 88167AAD3 225000 PA USD 208687.5 0.1150468717 Long DBT CORP NL N 2 2023-07-21 Fixed 2.800000000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. N/A 88167AAK7 200000 PA USD 203042 0.1119345764 Long DBT CORP NL N 2 2028-03-01 Fixed 6.750000000000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579Y101 1331 NS USD 234815.02 0.1294506546 Long EC CORP US N 1 N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BE6 200000 PA USD 216522 0.1193659359 Long DBT CORP US N 2 2026-03-15 Fixed 6.250000000000 N N N N N N TreeHouse Foods Inc. 5493007M7EVHE470Q576 89469AAB0 190000 PA USD 190712.5 0.1051374736 Long DBT CORP US N 2 2022-03-15 Fixed 4.875000000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AF6 200000 PA USD 208496 0.1149413001 Long DBT CORP IT N 2 2032-06-19 Variable 5.861000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 135000 PA USD 140566.05 0.0774923477 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324P102 933 NS USD 274283.34 0.1512090577 Long EC CORP US N 1 N N N VEON Ltd. 5493008CA3NMHYEVT131 91822M106 45662 NS USD 115524.86 0.0636874453 Long EC CORP NL N 1 N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939U106 1895 NS USD 174775.85 0.0963517929 Long EC CORP US N 1 N N N Waste Management Inc. 549300YX8JIID70NFS41 94106L109 1592 NS USD 181424.32 0.1000170133 Long EC CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746101 5679 NS USD 305530.2 0.1684350702 Long EC CORP US N 1 N N N Welltower Inc. T6IZ0MBEG5ACZDTR7D06 95040Q104 1528 NS USD 124959.84 0.0688888346 Long EC CORP US N 1 N N N West Street Merger Sub Inc. N/A 95616AAA1 140000 PA USD 139650 0.0769873405 Long DBT CORP US N 2 2025-09-01 Fixed 6.375000000000 N N N N N N The Western Union Company 28ID94QU1140NC23S047 959802109 4873 NS USD 130498.94 0.0719424729 Long EC CORP US N 1 N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457100 10675 NS USD 253211 0.1395921338 Long EC CORP US N 1 N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAE3 125000 PA USD 132812.5 0.0732179103 Long DBT CORP US N 2 2024-09-15 Fixed 5.250000000000 N N N N N N GOLDMAN TRI PARTY REPO TRI PARTY REPO N/A 384999009 100000 PA USD 100000 0.0551287795 Long RA CORP US N 2 Repurchase Y 1.550000000000000 2020-01-02 94014.90838086 USD 102000.06 USD AMBS N N N Wynn Las Vegas LLC N/A 983130AV7 120000 PA USD 128550 0.0708680460 Long DBT CORP US N 2 2025-03-01 Fixed 5.500000000000 N N N N N N Xerox Corporation 4KF48RN45X1OO8UBLY20 984121CQ4 140000 PA USD 145075 0.0799780768 Long DBT CORP US N 2 2023-03-15 Fixed 4.125000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498101 1193 NS USD 120170.89 0.0662487450 Long EC CORP US N 1 N N N Ziggo B.V. N/A 98954NAA7 170000 PA USD 180625 0.0995763579 Long DBT CORP NL N 2 2027-01-15 Fixed 5.500000000000 N N N N N N Coal India Limited N/A ACI00AD24 96323 NS 285705.08 0.1575057235 Long EC CORP IN N 2 N N N Growthpoint Properties Limited N/A ACI065395 94610 NS 149456.31 0.0823934396 Long EC CORP ZA N 2 N N N Constantin Investissement 3 N/A AM9252025 100000 PA 115697.81 0.0637827905 Long DBT CORP FR N 2 2025-04-15 Fixed 5.375000000000 N N N N N N Turkiye Is Bankasi Anonim Sirketi N/A AN2921665 200000 PA USD 199491.3 0.1099771189 Long DBT CORP TR N 2 2024-04-25 Fixed 6.125000000000 N N N N N N Banco de Sabadell S.A. SI5RG2M0WQQLZCXKRM20 AN4046750 200000 PA 234435.29 0.1292413141 Long DBT CORP ES N 2 2022-05-18 Variable 6.500000000000 N N N N N N Diamond (BC) B.V. N/A AO4292261 200000 PA 220301.87 0.1214497321 Long DBT CORP US N 2 2025-08-15 Fixed 5.625000000000 N N N N N N Constellium Se N/A AP8048815 125000 PA 145820.99 0.0803893320 Long DBT CORP FR N 2 2026-02-15 Fixed 4.250000000000 N N N N N N Crown European Holdings N/A AQ8241921 225000 PA 273544.76 0.1508018875 Long DBT CORP FR N 2 2026-02-01 Fixed 2.875000000000 N N N N N N LKQ European Holdings B.V. N/A AR8292658 100000 PA 118081.35 0.0650968071 Long DBT CORP NL N 2 2026-04-01 Fixed 3.625000000000 N N N N N N Turkcell Iletisim Hizmetleri Anonim Sirketi N/A AR9681172 200000 PA USD 198926.04 0.1096654979 Long DBT CORP TR N 2 2028-04-11 Fixed 5.800000000000 N N N N N N Altice France 5493001ZMCICV4N02J21 AT6219832 165000 PA 208215.55 0.1147866914 Long DBT CORP FR N 2 2027-02-01 Fixed 5.875000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 AU7660726 100000 PA 118619.77 0.0653936314 Long DBT CORP US N 2 2026-10-15 Fixed 3.625000000000 N N N N N N IQVIA INC. N/A AZ8518682 100000 PA 115812.8 0.0638461831 Long DBT CORP US N 2 2028-01-15 Fixed 2.250000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 2.125 N/A AZ8571764 105000 PA 121731.23 0.0671089414 Long DBT CORP IE N 2 2026-08-15 Fixed 2.125000000000 N N N N N N J Sainsbury plc N/A B019KW907 60930 NS 185790.79 0.1024241949 Long EC CORP GB N 2 N N N Centrica PLC E26EDV109X6EEPBKVH76 B033F2900 127676 NS 150937.55 0.0832100291 Long EC CORP GB N 2 N N N Eregli Demir ve Celik Fabrikalari Turk Anonim Sirketi N/A B03MS9909 161626 NS 245462.65 0.1353205630 Long EC CORP TR N 2 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 B0C2CQ902 11172 NS 180967.63 0.0997652457 Long EC CORP FR N 2 N N N Telenet Group Holding NV N/A B0LKSK908 2803 NS 126003.39 0.0694641310 Long EC CORP BE N 2 N N N Dongfeng Motor Group Company Limited N/A B0PH5N900 177960 NS 167421.94 0.0922976721 Long EC CORP CN N 2 N N N INPEX Corporation N/A B10RB1904 18740 NS 194141.29 0.1070277237 Long EC CORP JP N 2 N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 B11HK3901 44838 NS 166735.02 0.0919189815 Long EC CORP NO N 2 N N N RTL Group SA 5493000C8J3C3SZYS040 B1BK20909 4867 NS 239806.01 0.1322021264 Long EC CORP LU N 2 N N N Aozora Bank Ltd. X0XUGKC9FD2CYUQNC010 B1G185909 4963 NS 131116.24 0.0722827828 Long EC CORP JP N 2 N N N Natixis S.A. KX1WK48MPD4Y2NCUIZ63 B1HDJL905 70272 NS 313027.76 0.1725683835 Long EC CORP FR N 2 N N N Aker BP ASA 549300NFTY73920OYK69 B1L95G905 5127 NS 168270.09 0.0927652469 Long EC CORP NO N 2 N N N Rexel N/A B1VP0K904 14498 NS 192833.34 0.1063066668 Long EC CORP FR N 2 N N N Anglo American plc 549300S9XF92D1X8ME43 B1XZS8907 6950 NS 199659.01 0.1100695753 Long EC CORP GB N 2 N N N CaixaBank S.A. 7CUNS533WID6K7DGFI87 B283W9907 68889 NS 216935.47 0.1195938769 Long EC CORP ES N 2 N N N KB Financial Group Inc. N/A B3DF0Y902 4029 NS 165986.57 0.0915063701 Long EC CORP KR N 2 N N N Julius Baer Group Ltd. N/A B4R2R5908 3922 NS 202190.49 0.1114651494 Long EC CORP CH N 2 N N N Dai-ichi Life Holdings Inc. 549300ZUFXI7JXZVTZ25 B601QS905 10145 NS 167192.36 0.0921711075 Long EC CORP JP N 2 N N N Powszechny Zaklad Ubezpieczen Spolka Akcyjna QLPCKOOKVX32FUELX240 B63DG2904 22356 NS 236111.68 0.1301654874 Long EC CORP PL N 2 N N N Telefonica Deutschland Holding AG N/A B7VG6L903 62932 NS 182559.87 0.1006430282 Long EC CORP DE N 2 N N N ageas SA/NV N/A B86S2N903 2872 NS 169828.76 0.0936245226 Long EC CORP BE N 2 N N N Bank of Ireland Group plc N/A BD1RP6901 29239 NS 160919.82 0.0887131327 Long EC CORP IE N 2 N N N MONETA Money Bank a. s. I6USJ58BDV2BO5KP3C31 BD3CQ1902 83746 NS 314227.97 0.1732300447 Long EC CORP CZ N 2 N N N SoftBank Corp. N/A BF5M0K909 16427 NS 220280.64 0.1214380283 Long EC CORP JP N 2 N N N Redefine Properties Limited N/A BMP385909 358084 NS 193331.41 0.1065812467 Long EC CORP ZA N 2 N N N Shanghai Construction Group Co. Ltd. N/A BP3R6J905 695600 NS 353783.06 0.1950362830 Long EC CORP CN N 2 N N N Fuyao Glass Industry Group Co. Ltd. 549300AS5CSLWETN0P64 BWGCFG905 56585 NS 173262.36 0.0955174244 Long EC CORP CN N 2 N N N Direct Line Insurance Group plc N/A BY9D0Y904 64748 NS 267897.94 0.1476888646 Long EC CORP GB N 2 N N N UniCredit SpA 549300TRUWO2CD2G5692 BYMXPS901 18946 NS 276932.96 0.1526697608 Long EC CORP IT N 2 N N N State Oil Company of the Azerbaijan Republic N/A EJ5777036 200000 PA USD 209918.73 0.1157256338 Long DBT CORP AZ N 2 2023-03-13 Fixed 4.750000000000 N N N N N N Credit Suisse Group AG N/A EK3302669 200000 PA USD 217550 0.1199326598 Long DBT CORP CH N 2 2024-12-18 Variable 6.250000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 EK7990790 130000 PA 147643.76 0.0813942029 Long DBT CORP US N 2 2023-05-15 Fixed 4.500000000000 N N N N N N Amcor plc N/A G0250X107 16185 NS USD 175445.4 0.0967209077 Long EC CORP GB N 1 N N N LyondellBasell Industries N.V. BN6WCCZ8OVP3ITUUVN49 N53745100 2840 NS USD 268323.2 0.1479233052 Long EC CORP US N 1 N N N ARD Finance S.A. N/A ZQ4428814 195000 PA 220412.58 0.1215107652 Long DBT CORP LU N 2 2027-06-30 Fixed 5.000000000000 N N Y N N N Ball Corporation 0BGI85ALH27ZJP15DY16 ZQ5585737 125000 PA 141142.42 0.0778100935 Long DBT CORP US N 2 2027-03-15 Fixed 1.500000000000 N N N N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 ZQ9629515 106000 PA 119791.95 0.0660398400 Long DBT CORP US N 2 2027-01-15 Fixed 1.500000000000 N N N N N N Altice France 5493001ZMCICV4N02J21 ZR5945186 100000 PA 115537.46 0.0636943915 Long DBT CORP FR N 2 2028-01-15 Fixed 3.375000000000 N N N N N N Abanca Corporacion Bancaria SA N/A ZR8273016 100000 PA 118763.57 0.0654729066 Long DBT CORP ES N 2 2030-04-07 Variable 4.625000000000 N N N N N N Altice Luxembourg SA 2221006ZDZREFLFIFQ42 ZS4098977 100000 PA 125630.4 0.0692585062 Long DBT CORP LU N 2 2027-05-15 Fixed 8.000000000000 N N N N N N CDS CDX.NA.HY.33 R 500 20241220 N/A N/A 495000 PA USD 47643.75 0.0262654179 N/A DCR CORP US N 2 ICE N/A CDX HY CDSI S33 CDX.NA.HY.33 Y Selling protection on reference asset 2024-12-20 35505.590000000000 USD 0.000000000000 USD 495000 USD 12138.16 N N N 2020-01-30 John Hancock Hedged Equity & Income Fund /s/Salvatore Schiavone Salvatore Schiavone Treasurer