NPORT-P false 0000756913 XXXXXXXX S000008240 C000022447 C000022448 C000022446 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 High Yield Trust S000008240 5493001XVD08CPQXGQ14 2020-12-31 2020-03-31 N 167903544.010000000000 3722345.640000000000 164181198.370000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 89482.480000000000 0.000000000000 1118930.720000000000 EUR CAD USD IDR BRL N AMN Healthcare Inc. N/A 00175PAB9 160000 PA USD 151593.14 0.0923328259 Long DBT CORP US N 2 2027-10-01 Fixed 4.625000000000 N N N N N N ARD Finance S.A. N/A 00191AAD8 660000 PA USD 566874 0.3452733965 Long DBT CORP LU N 2 2027-06-30 Fixed 6.500000000000 N N Y N N N BHP Billiton Finance (USA) Limited 5493003NUVITP3TMY274 055451AX6 250000 PA USD 265065 0.1614466228 Long DBT CORP AU N 2 2075-10-19 Variable 6.750000000000 N N N N N N Signature Aviation US Holdings Inc. N/A 05545MAA0 610000 PA USD 590175 0.3594656428 Long DBT CORP US N 2 2026-05-01 Fixed 5.375000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AAN3 390000 PA USD 372450 0.2268530159 Long DBT CORP FR N 2 2025-08-19 Variable 7.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAQ4 300000 PA USD 300570 0.1830721197 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAS0 690000 PA USD 693450 0.4223687041 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAU5 220000 PA USD 204600 0.1246184107 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15137TAA8 730000 PA USD 751980.3 0.4580185231 Long DBT CORP US N 2 2026-06-01 Fixed 5.375000000000 N N N N N N STATE STR INSTL INVT TR TREASURY PLUS FD INSTL CL N/A 8579929T0 3332519.49 NS USD 3332519.49 2.0297814385 Long STIV RF US N 1 N N N Vertis Holdings Inc. N/A 92599V931 69391 NS USD 0.07 0.0000000426 Long EC CORP US N 3 N N N Eyecare Partners LLC N/A 30233PAB6 405405.41 PA USD 324324.33 0.1975404816 Long LON CORP US N 2 2027-02-05 Floating 4.82 N N N N N N Eyecare Partners LLC N/A 30233PAF7 350000 PA USD 297500 0.1812022345 Long LON CORP US N 2 2028-02-04 Floating 9.14 N N N N N N Hercules Offshore Inc. N/A 427ESC306 45689 NS USD 42961.37 0.0261670462 Long EC CORP US N 3 N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAC0 1090000 PA USD 1068200 0.6506226112 Long DBT CORP US N 2 2026-04-15 Fixed 5.750000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAE6 920000 PA USD 793500 0.4833074724 Long DBT CORP US N 2 2028-01-15 Fixed 6.250000000000 N N N N N N Quicken Loans Inc. 549300FGXN1K3HLB1R50 74840LAA0 310000 PA USD 308450 0.1878716948 Long DBT CORP US N 2 2025-05-01 Fixed 5.750000000000 N N N N N N Quicken Loans Inc. 549300FGXN1K3HLB1R50 74840LAB8 1300000 PA USD 1271140 0.7742299439 Long DBT CORP US N 2 2028-01-15 Fixed 5.250000000000 N N N N N N Radiology Partners Inc. N/A 75041VAA2 660000 PA USD 571394.55 0.3480267873 Long DBT CORP US N 2 2028-02-01 Fixed 9.250000000000 N N N N N Range Resources Corporation H3Y3WLYCX0BTO1TRW162 75281ABA6 470000 PA USD 347936.3 0.2119221345 Long DBT CORP US N 2 2023-03-15 Fixed 5.000000000000 N N N N N Range Resources Corporation H3Y3WLYCX0BTO1TRW162 75281ABC2 210000 PA USD 126000 0.0767444758 Long DBT CORP US N 2 2026-02-01 Fixed 9.250000000000 N N N N N N CASCADES INC/CASCADES USA INC COMPANY GUAR 144A 01/28 5.375 FPD41G4F3GH7OJ38TS94 14739LAB8 530000 PA USD 506150 0.3082874318 Long DBT CORP CA N 2 2028-01-15 Fixed 5.375000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAA4 590000 PA USD 318600 0.1940538887 Long DBT CORP US N 2 2037-09-15 Fixed 6.750000000000 N N N N N N DAE Funding LLC N/A 23371DAE4 1170000 PA USD 1082250 0.6591802294 Long DBT CORP AE N 2 2023-11-15 Fixed 5.750000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 23918KAR9 110000 PA USD 109855.9 0.0669113766 Long DBT CORP US N 2 2025-05-01 Fixed 5.000000000000 N N N N N N Delphi Technologies PLC N/A 24718PAA5 200000 PA USD 159500 0.0971487610 Long DBT CORP GB N 2 2025-10-01 Fixed 5.000000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 06/24 7.125 N/A 25272KAW3 360000 PA USD 371700 0.2263962035 Long DBT CORP US N 2 2024-06-15 Fixed 7.125000000000 N N N N N DISH Network Corporation N/A 25470MAB5 110000 PA USD 89303.67 0.0543933598 Long DBT CORP US N 2 2026-08-15 Fixed 3.375000000000 N N N N Y DISH Network Corp. USD XXXX N N N DISH Network Corporation N/A 25470MAD1 420000 PA USD 332850 0.2027333235 Long DBT CORP US N 2 2024-03-15 Fixed 2.375000000000 N N N N N DISH Network Corp. USD XXXX N N N DISH DBS Corporation N/A 25470XAW5 840000 PA USD 818017.2 0.4982404856 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N DISH DBS Corporation N/A 25470XAY1 2110000 PA USD 2168025 1.3205074768 Long DBT CORP US N 2 2026-07-01 Fixed 7.750000000000 N N N N N Donnelley Financial Solutions Inc. 549300O1NPY4J56QCU04 25787GAC4 590000 PA USD 554600 0.3377975100 Long DBT CORP US N 2 2024-10-15 Fixed 8.250000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 26439XAH6 280000 PA USD 134316 0.0818096112 Long DBT CORP US N 2 2036-11-03 Fixed 6.450000000000 N N N N N N ESH Hospitality Inc. 54930042FMK7X7SQ2896 26907YAA2 560000 PA USD 470400 0.2865127095 Long DBT CORP US N 2 2025-05-01 Fixed 5.250000000000 N N N N N N ESH Hospitality Inc. 54930042FMK7X7SQ2896 26907YAB0 10000 PA USD 7800 0.0047508485 Long DBT CORP US N 2 2027-10-01 Fixed 4.625000000000 N N N N N N Montage Resources Corporation 54930070862I62NN3X72 27890GAB6 730000 PA USD 492750 0.3001257177 Long DBT CORP US N 2 2023-07-15 Fixed 8.875000000000 N N N N N N ENDEAVOR ENERGY RESOURCES LP / SR UNSECURED 144A 01/26 5.5 N/A 29260FAD2 140000 PA USD 96629.4 0.0588553385 Long DBT CORP US N 2 2026-01-30 Fixed 5.500000000000 N N N N N N Party City Holdings Inc. 5493005PYM1JS6EZN307 702150AD5 640000 PA USD 64000 0.0389813210 Long DBT CORP US N 2 2026-08-01 Fixed 6.625000000000 N N N N N N Talen Energy Supply LLC N/A 87422VAG3 410000 PA USD 343545.15 0.2092475590 Long DBT CORP US N 2 2028-01-15 Fixed 6.625000000000 N N N N N N Transocean Inc. DOL4HJ22ADYSIWES4H94 893830AT6 360000 PA USD 82800 0.0504320841 Long DBT CORP US N 2 2038-03-15 Fixed 6.800000000000 N N N N N N Transocean Inc. DOL4HJ22ADYSIWES4H94 893830BK4 170000 PA USD 85476 0.0520619906 Long DBT CORP US N 2 2025-11-01 Fixed 7.250000000000 N N N N N N Transocean Inc. DOL4HJ22ADYSIWES4H94 893830BL2 220000 PA USD 104500 0.0636491882 Long DBT CORP US N 2 2027-02-01 Fixed 8.000000000000 N N N N N N Viking Cruises Ltd N/A 92676XAD9 640000 PA USD 374470.4 0.2280836075 Long DBT CORP US N 2 2027-09-15 Fixed 5.875000000000 N N N N N N AMC Entertainment Holdings Inc. 549300ZO77UNR6NRBR11 00165CAD6 410000 PA USD 170150 0.1036354964 Long DBT CORP US N 2 2027-05-15 Fixed 6.125000000000 N N N N N Ahern Rentals Inc. N/A 008674AH6 130000 PA USD 74100 0.0451330607 Long DBT CORP US N 2 2023-05-15 Fixed 7.375000000000 N N N N N N Air Medical Group Holdings Inc. N/A 00913CAA7 270000 PA USD 239625 0.1459515477 Long DBT CORP US N 2 2023-05-15 Fixed 6.375000000000 N N N N N Alcoa Nederland Holding B.V. N/A 013822AC5 250000 PA USD 227500 0.1385664146 Long DBT CORP NL N 2 2028-05-15 Fixed 6.125000000000 N N N N N N ALLEN MEDIA LLC / ALLEN MEDIA COMPANY GUAR 144A 02/28 10.5 N/A 01771YAA8 810000 PA USD 663106.5 0.4038869899 Long DBT CORP US N 2 2028-02-15 Fixed 10.500000000000 N N N N N N Alliance Data Systems Corporation 549300G8S4PO686J7H97 018581AK4 510000 PA USD 387600 0.2360806255 Long DBT CORP US N 2 2024-12-15 Fixed 4.750000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AA5 1160000 PA USD 1135356.96 0.6915267834 Long DBT CORP US N 2 2026-07-15 Fixed 6.625000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 09/24 5.375 N/A 03690AAC0 290000 PA USD 201463 0.1227077168 Long DBT CORP US N 2 2024-09-15 Fixed 5.375000000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LAS3 470000 PA USD 462770.31 0.2818655940 Long DBT CORP LU N 2 2041-03-01 Fixed 6.750000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 02/25 6 N/A 03969AAL4 1070000 PA USD 1072996 0.6535437740 Long DBT CORP IE N 2 2025-02-15 Fixed 6.000000000000 N N N N N N BWX Technologies Inc. 549300NP85N265KWMS58 05605HAA8 410000 PA USD 393600 0.2397351243 Long DBT CORP US N 2 2026-07-15 Fixed 5.375000000000 N N N N N N Banco Mercantil del Norte S.A. 549300QTVYRPFHS0J362 05962GAH2 200000 PA USD 159000 0.0968442194 Long DBT CORP KY N 2 2022-07-06 Variable 6.875000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505FL3 250000 PA USD 253335 0.1543020775 Long DBT CORP US N 2 2028-03-15 Variable 5.875000000000 N N N N N N Barclays PLC N/A 06738EBG9 380000 PA USD 352871.8 0.2149282643 Long DBT CORP GB N 2 2024-06-15 Variable 8.000000000000 N N N N N N Barclays PLC N/A 06738EBK0 1020000 PA USD 1056778.03 0.6436656819 Long DBT CORP GB N 2 2030-06-20 Variable 5.088000000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06740L8C2 200000 PA USD 204600 0.1246184107 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625000000000 N N N N N N Credit Suisse Group AG N/A 225401AK4 200000 PA USD 181500 0.1105485901 Long DBT CORP CH N 2 2025-09-12 Variable 7.250000000000 N N N N N N Credit Suisse Group AG N/A 225401AL2 430000 PA USD 377411 0.2298746773 Long DBT CORP CH N 2 2026-08-21 Variable 6.375000000000 N N N N N N McAfee LLC N/A 57906PAG4 365696.52 PA USD 341315.53 0.2078895351 Long LON CORP US N 2 2024-09-30 Floating 4.69 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAV8 150000 PA USD 152272.5 0.0927466126 Long DBT CORP US N 2 2030-06-15 Fixed 4.875000000000 N N N N N N Virgin Media Secured Finance PLC N/A 92769XAM7 1480000 PA USD 1502200 0.9149646944 Long DBT CORP GB N 2 2026-08-15 Fixed 5.500000000000 N N N N N N Virgin Media Secured Finance PLC N/A 92769XAP0 330000 PA USD 330000 0.2009974365 Long DBT CORP GB N 2 2029-05-15 Fixed 5.500000000000 N N N N N N Vishay Intertechnology Inc. 5493009O8F3QQJTCQR75 928298AP3 380000 PA USD 337487.5 0.2055579466 Long DBT CORP US N 2 2025-06-15 Fixed 2.250000000000 N N N N N Vishay Intertechnology, Inc. USD XXXX N N Vonage Holdings Corp. N/A 92886TAH5 100000 PA USD 80679.25 0.0491403710 Long DBT CORP US N 2 2024-06-01 Fixed 1.750000000000 N N N N Y Vonage Holdings Corp. USD XXXX N N N Waste Pro USA Inc. N/A 94107JAA1 440000 PA USD 408232 0.2486472288 Long DBT CORP US N 2 2026-02-15 Fixed 5.500000000000 N N N N N N WW International Inc. SGT8R1MU6ESIC7UJC518 948626AA4 650000 PA USD 557375 0.3394877157 Long DBT CORP US N 2 2025-12-01 Fixed 8.625000000000 N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 125581GX0 190000 PA USD 178600 0.1087822490 Long DBT CORP US N 2 2028-03-09 Fixed 6.125000000000 N N N N N N XPO CNW Inc. N/A 12612WAB0 770000 PA USD 654500 0.3986449158 Long DBT CORP US N 2 2034-05-01 Fixed 6.700000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AT4 940000 PA USD 949400 0.5782635341 Long DBT CORP US N 2 2023-07-15 Fixed 5.375000000000 N N N N N N ASP AMC Merger Sub Inc. N/A 00215JAA7 750000 PA USD 431250 0.2626671046 Long DBT CORP US N 2 2025-05-15 Fixed 8.000000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 800000 PA USD 862792 0.5255120614 Long DBT CORP US N 2 2029-02-01 Fixed 6.500000000000 N N N N N N CTR Partnership L.P. and CareTrust Capital Corp. N/A 126458AD0 410000 PA USD 403850 0.2459782265 Long DBT CORP US N 2 2025-06-01 Fixed 5.250000000000 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 958102AM7 470000 PA USD 477755 0.2909925160 Long DBT CORP US N 2 2026-02-15 Fixed 4.750000000000 N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AB3 820000 PA USD 428979.69 0.2612842970 Long DBT CORP US N 2 2025-02-01 Fixed 3.100000000000 N N N N N N Carriage Services Inc. N/A 143905AN7 640000 PA USD 628800 0.3829914791 Long DBT CORP US N 2 2026-06-01 Fixed 6.625000000000 N N N N N N Callon Petroleum Company 549300EFOWPEB0WLZW21 144577AJ2 260000 PA USD 41600 0.0253378587 Long DBT CORP US N 2 2025-07-15 Fixed 8.250000000000 N N N N N N B. Riley Financial Inc. N/A 05580M603 8875 NS USD 179985 0.1096258291 Long EP CORP US N 1 N N N CEOC LLC N/A 12768PAB7 675008.46 PA USD 545629.59 0.3323337845 Long LON CORP US N 2 2024-10-07 Floating 2.99 N N N N N N The William Carter Company TGI2A0HXEYNQPU7TYV27 96926JAC1 330000 PA USD 316326.45 0.1926691078 Long DBT CORP US N 2 2027-03-15 Fixed 5.625000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BB5 780000 PA USD 907271.13 0.5526035496 Long DBT CORP US N 2 2031-01-15 Fixed 7.500000000000 N N N N N N Cogent Communications Group Inc. N/A 19240CAA1 770000 PA USD 773850 0.4713389887 Long DBT CORP US N 2 2022-03-01 Fixed 5.375000000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 260000 PA USD 237952 0.1449325516 Long DBT CORP US N 2 2025-06-15 Fixed 6.000000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BM1 120000 PA USD 130525.68 0.0795009912 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAG8 870000 PA USD 639450 0.3894782145 Long DBT CORP US N 2 2023-08-01 Fixed 8.250000000000 N N N N N N Chesapeake Energy Corporation X2MT1W32SPAZ9WSKLE78 16516FAH2 540000 PA USD 207900 0.1266283850 Long LON CORP US N 2 2024-06-24 Floating 9 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 36186CBY8 80000 PA USD 91960 0.0560112856 Long DBT CORP US N 2 2031-11-01 Fixed 8.000000000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 180000 PA USD 156150 0.0951083325 Long DBT CORP US N 2 2027-03-15 Fixed 5.000000000000 N N N N N N CommScope Inc. 549300Z6K4JXMFE8QY54 20338QAA1 860000 PA USD 828954 0.5049019061 Long DBT CORP US N 2 2027-03-01 Fixed 8.250000000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAJ2 360000 PA USD 198000 0.1205984619 Long DBT CORP US N 2 2027-10-15 Fixed 5.250000000000 N N N N N N Wynn Macau Limited N/A 98313RAE6 260000 PA USD 218400 0.1330237580 Long DBT CORP MO N 2 2029-12-15 Fixed 5.125000000000 N N N N N Global Aircraft Leasing Co. Ltd N/A 37960JAA6 2050000 PA USD 1320200 0.8041115628 Long DBT CORP KY N 2 2024-09-15 Fixed 6.500000000000 N N Y N N N Golden Nugget Inc. 91D14OD6M4H1RVBN7R43 38113YAC3 740000 PA USD 382025 0.2326849869 Long DBT CORP US N 2 2025-10-01 Fixed 8.750000000000 N N N N N N CoreCivic Inc. N/A 22025YAP5 270000 PA USD 245700 0.1496517277 Long DBT CORP US N 2 2023-05-01 Fixed 4.625000000000 N N N N N N CoreCivic Inc. N/A 22025YAQ3 250000 PA USD 239052.5 0.1456028476 Long DBT CORP US N 2 2022-10-15 Fixed 5.000000000000 N N N N N N Greif Inc. 54930070FVGKR0Z1FI24 397624AH0 1010000 PA USD 968691 0.5900133570 Long DBT CORP US N 2 2027-03-01 Fixed 6.500000000000 N N N N N N HLF FINANCING SARL LLC / HERBA COMPANY GUAR 144A 08/26 7.25 N/A 40390DAA3 470000 PA USD 399500 0.2433287148 Long DBT CORP US N 2 2026-08-15 Fixed 7.250000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 1520000 PA USD 1590984 0.9690415320 Long DBT CORP US N 2 2028-09-01 Fixed 5.625000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AT6 200000 PA USD 187000 0.1138985474 Long DBT CORP GB N 2 2025-03-30 Variable 6.375000000000 N N N N N N XPO Logistics Inc. 54930096DB9LCLPN7H13 983793AF7 537000 PA USD 525588.75 0.3201272467 Long DBT CORP US N 2 2023-09-01 Fixed 6.125000000000 N N N N N N XPO Logistics Inc. 54930096DB9LCLPN7H13 983793AG5 800000 PA USD 782240 0.4764491962 Long DBT CORP US N 2 2024-08-15 Fixed 6.750000000000 N N N N N N Cott Holdings Inc. N/A 221644AA5 620000 PA USD 601400 0.3663026010 Long DBT CORP US N 2 2025-04-01 Fixed 5.500000000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22282EAG7 560000 PA USD 515200 0.3137996343 Long DBT CORP US N 2 2025-07-01 Fixed 5.875000000000 N N N N N N Comstock Resources Inc. I03QQGEA4SS774AURI46 22304LAA8 680000 PA USD 476000 0.2899235751 Long DBT CORP US N 2 2025-05-15 Fixed 7.500000000000 N N N N N N Credit Agricole S.A. N/A 225313AJ4 890000 PA USD 916700 0.5583465154 Long DBT CORP FR N 2 2025-12-23 Variable 8.125000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 1350000 PA USD 1123456.5 0.6842784138 Long DBT CORP CA N 2 2025-04-01 Fixed 7.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AR6 620000 PA USD 497550 0.3030493168 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BP3 530000 PA USD 495550 0.3018311505 Long DBT CORP GB N 2 2028-03-23 Variable 6.500000000000 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 410345AJ1 510000 PA USD 504900 0.3075260779 Long DBT CORP US N 2 2024-05-15 Fixed 4.625000000000 N N N N N N US LONG BONDCBT 0620 N/A ADI1FRGV0 11 NC USD -161211.61 -0.0981912738 N/A DIR CORP US N 1 CBT N/A Short US 20yr 6% US 20yr 6% 2020-06-19 -1814663.390000000000 USD -161211.610000000000 N N N US 10YR NOTE CBT 0620 N/A ADI1FRQ80 3 NC USD -23700.5 -0.0144355750 N/A DIR CORP US N 1 CBT N/A Short US 10yr 6% US 10yr 6% 2020-06-19 -392877.630000000000 USD -23700.500000000000 N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 410345AL6 450000 PA USD 442125 0.2692908837 Long DBT CORP US N 2 2026-05-15 Fixed 4.875000000000 N N N N N N Harsco Corporation KAO98FK89NPNNPQGUZ43 415864AM9 360000 PA USD 333122.4 0.2028992377 Long DBT CORP US N 2 2027-07-31 Fixed 5.750000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 423074AS2 1320000 PA USD 1322968.07 0.8057975475 Long DBT CORP US N 2 2025-02-15 Fixed 4.875000000000 N N N N N N Lamb Weston Holdings Inc. 5493005SMYID1D2OY946 513272AB0 810000 PA USD 824077.8 0.5019318949 Long DBT CORP US N 2 2026-11-01 Fixed 4.875000000000 N N N N N N Montage Resources Corporation 54930070862I62NN3X72 61179L100 28903 NS USD 65031.75 0.0396097426 Long EC CORP US N 1 N N US 5YR NOTE CBT 0620 N/A ADI1G00H6 86 NC USD 411993.88 0.2509385265 N/A DIR CORP US N 1 CBT N/A Long US 5yr 6% US 5yr 6% 2020-06-30 10374287.370000000000 USD 411993.880000000000 N N N FirstCash Inc. 549300V2X3UU7K0DG350 33767DAA3 530000 PA USD 507475 0.3090944670 Long DBT CORP US N 2 2024-06-01 Fixed 5.375000000000 N N N N N N FIVE POINT OPERATING CO LP / F COMPANY GUAR 144A 11/25 7.875 N/A 33834YAA6 800000 PA USD 688000 0.4190492010 Long DBT CORP US N 2 2025-11-15 Fixed 7.875000000000 N N N N N N Flex Acquisition Company Inc. 549300HHED2KGPBEDW39 33936YAC9 620000 PA USD 571060.3 0.3478232012 Long DBT CORP US N 2 2026-07-15 Fixed 7.875000000000 N N N N N Fontainebleau Las Vegas Holdings LLC N/A 34460XAA7 3600425.2 PA USD 13321.57 0.0081139437 Long DBT CORP US N 2 2015-06-15 None 0 Y N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A29 240000 PA USD 216000 0.1315619585 Long DBT CORP US N 2 2023-01-09 Fixed 3.087000000000 N N N N N N Forestar Group Inc. 549300BC2UB0GHV60V70 346232AD3 640000 PA USD 646400 0.3937113424 Long DBT CORP US N 2 2024-04-15 Fixed 8.000000000000 N N N N N N Forestar Group Inc. 549300BC2UB0GHV60V70 346232AE1 630000 PA USD 523133.1 0.3186315517 Long DBT CORP US N 2 2028-03-01 Fixed 5.000000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DAU9 248000 PA USD 237911.36 0.1449077984 Long DBT CORP US N 2 2022-03-01 Fixed 3.550000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DAZ8 160000 PA USD 152400 0.0928242707 Long DBT CORP US N 2 2023-03-15 Fixed 3.875000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBC8 2030000 PA USD 1816850 1.1066127048 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBL8 730000 PA USD 689375.5 0.4198869949 Long DBT CORP US N 2 2024-11-14 Fixed 4.550000000000 N N N N N N frontdoor inc. N/A 35905AAA7 610000 PA USD 584075 0.3557502356 Long DBT CORP US N 2 2026-08-15 Fixed 6.750000000000 N N N N N N FXI Holdings Inc. N/A 36120RAA7 580000 PA USD 391703 0.2385796936 Long DBT CORP US N 2 2024-11-01 Fixed 7.875000000000 N N N N N N The GEO Group Inc. N/A 36162JAA4 750000 PA USD 525000 0.3197686490 Long DBT CORP US N 2 2024-10-15 Fixed 5.875000000000 N N N N N N Global Tel*Link Corporation N/A 37959JAB7 664949.75 PA USD 558557.79 0.3402081332 Long LON CORP US N 2 2025-11-29 Floating 5.7 N N N N N N Viper Energy Partners LP N/A 92763MAA3 210000 PA USD 176400 0.1074422661 Long DBT CORP US N 2 2027-11-01 Fixed 5.375000000000 N N N N N N Barclays PLC N/A EJ9694500 500000 PA 522507.42 0.3182504606 Long DBT CORP GB N 2 2020-12-15 Variable 8.000000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AH0 90000 PA USD 85203 0.0518957109 Long DBT CORP US N 2 2028-01-30 Fixed 5.000000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AJ6 20000 PA USD 18700 0.0113898547 Long DBT CORP US N 2 2030-01-30 Fixed 5.250000000000 N N N N N N U.S. Renal Care Inc. N/A 07335BAA4 110000 PA USD 92400 0.0562792822 Long DBT CORP US N 2 2027-07-15 Fixed 10.625000000000 N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 512.08 0.0003118993 N/A DFE CORP DE N 2 BNP PARIBAS SA N/A 40000.000000000000 EUR 44651.440000000000 USD 2020-04-17 512.080000000000 N N N BLUE RACER MIDSTREAM LLC / BLU COMPANY GUAR 144A 11/22 6.125 N/A 095796AA6 1130000 PA USD 847500 0.5161979620 Long DBT CORP US N 2 2022-11-15 Fixed 6.125000000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 914.45 0.0005569761 N/A DFE CORP DE N 2 BNP PARIBAS SA N/A 70600.000000000000 EUR 78820.420000000000 USD 2020-04-17 914.450000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 254.74 0.0001551578 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 16531.320000000000 EUR 18496.790000000000 USD 2020-04-17 254.740000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 56037.68 0.0341316062 N/A DFE CORP CA N 2 BNP PARIBAS SA N/A 2580000.000000000000 CAD 1889685.020000000000 USD 2020-04-17 56037.680000000000 N N N Altice France 5493001ZMCICV4N02J21 67054KAA7 2660000 PA USD 2686600 1.6363627667 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375000000000 N N N N N N Oasis Petroleum Inc. N/A 674215AE8 747000 PA USD 153135 0.0932719468 Long DBT CORP US N 2 2023-01-15 Fixed 6.875000000000 N N N N N Oasis Petroleum Inc. N/A 674215AG3 440000 PA USD 86900 0.0529293250 Long DBT CORP US N 2 2022-03-15 Fixed 6.875000000000 N N N N N N BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625 N/A 095796AE8 670000 PA USD 388600 0.2366897086 Long DBT CORP US N 2 2026-07-15 Fixed 6.625000000000 N N N N N N BofA Finance LLC N/A 09709THH7 90000 PA USD 88740.45 0.0540503120 Long DBT CORP US N 2 2022-09-01 Fixed 0.125000000000 N N N N N BofA Finance LLC USD XXXX N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CW3 740000 PA USD 403300 0.2456432308 Long DBT CORP US N 2 2024-08-15 Fixed 2.900000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DB8 450000 PA USD 254164 0.1548070075 Long DBT CORP US N 2 2024-07-01 Fixed 6.950000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DC6 380000 PA USD 202658.76 0.1234360341 Long DBT CORP US N 2 2026-03-15 Fixed 5.550000000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AK2 420000 PA USD 360738 0.2197194341 Long DBT CORP US N 2 2030-02-01 Fixed 5.000000000000 N N N N N N Boyne USA Inc. N/A 103557AA2 500000 PA USD 477500 0.2908371998 Long DBT CORP US N 2 2025-05-01 Fixed 7.250000000000 N N N N N N Brinker International Inc. N/A 109641AH3 310000 PA USD 223200 0.1359473571 Long DBT CORP US N 2 2024-10-01 Fixed 5.000000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAC3 740000 PA USD 738142.6 0.4495902133 Long DBT CORP CA N 2 2024-05-15 Fixed 4.250000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAH2 490000 PA USD 465500 0.2835282021 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAN7 190000 PA USD 171000 0.1041532171 Long DBT CORP US N 2 2030-03-01 Fixed 5.000000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 120111BN8 330000 PA USD 324324 0.1975402806 Long DBT CORP US N 2 2025-10-15 Fixed 6.000000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBF9 1130000 PA USD 1141300 0.6951465888 Long DBT CORP US N 2 2023-05-01 Fixed 5.125000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBT9 1060000 PA USD 1066858.2 0.6498053435 Long DBT CORP US N 2 2027-05-01 Fixed 5.125000000000 N N N N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -107090.76 -0.0652271765 N/A DFE CORP CA N 2 BNP PARIBAS SA N/A 1437557.560000000000 USD 1872009.020000000000 CAD 2020-04-17 -107090.760000000000 N N N GFL Environmental Inc. N/A 36168Q120 3600 NS USD 164844 0.1004037013 Long EP CORP CA N 1 N N N Par Pharmaceutical Inc. N/A 69888XAA7 620000 PA USD 616900 0.3757433897 Long DBT CORP US N 2 2027-04-01 Fixed 7.500000000000 N N N N N N Park Aerospace Holdings Limited N/A 70014LAA8 230000 PA USD 207779.26 0.1265548443 Long DBT CORP IE N 2 2022-08-15 Fixed 5.250000000000 N N N N N N Spectrum Brands Inc. 549300VU3EH2E73C1Q04 84762LAS4 230000 PA USD 219650 0.1337851119 Long DBT CORP US N 2 2024-12-15 Fixed 6.125000000000 N N N N N N Spectrum Brands Inc. 549300VU3EH2E73C1Q04 84762LAU9 210000 PA USD 196350 0.1195934747 Long DBT CORP US N 2 2025-07-15 Fixed 5.750000000000 N N N N N N Open Text Corporation N/A 683715AC0 250000 PA USD 235000 0.1431345381 Long DBT CORP CA N 2 2028-02-15 Fixed 3.875000000000 N N N N N N Open Text Holdings Inc. N/A 683720AA4 220000 PA USD 206855 0.1259918931 Long DBT CORP US N 2 2030-02-15 Fixed 4.125000000000 N N N N N N Park-Ohio Industries Inc. N/A 700677AR8 549000 PA USD 433937.84 0.2643042226 Long DBT CORP US N 2 2027-04-15 Fixed 6.625000000000 N N N N N N Spectrum Brands Inc. 549300VU3EH2E73C1Q04 84762LAV7 230000 PA USD 195500 0.1190757541 Long DBT CORP US N 2 2029-10-01 Fixed 5.000000000000 N N N N N N SPEEDWAY MOTORSPORTS LLC / SPE SR UNSECURED 144A 11/27 4.875 N/A 84779MAA2 670000 PA USD 603000 0.3672771340 Long DBT CORP US N 2 2027-11-01 Fixed 4.875000000000 N N N N N N Sprint Capital Corporation N/A 852060AT9 465000 PA USD 614962.5 0.3745632911 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000 N N N N N N Sprint Communications Inc. 549300JKU50UT08ZWD77 852061AM2 470000 PA USD 518175 0.3156116566 Long DBT CORP US N 2 2021-11-15 Fixed 11.500000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAE5 1500000 PA USD 1546050 0.9416729902 Long DBT CORP US N 2 2021-09-15 Fixed 7.250000000000 N N N N N N Teine Energy Ltd. 5493002EE80G6ER7SM91 879068AA2 430000 PA USD 399900 0.2435723481 Long DBT CORP CA N 2 2022-09-30 Fixed 6.875000000000 N N N N N N TIM S.p.A. 549300W384M3RI3VXU42 87927YAA0 800000 PA USD 804048 0.4897320814 Long DBT CORP IT N 2 2024-05-30 Fixed 5.303000000000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GCE8 860000 PA USD 812700 0.4950018687 Long DBT CORP US N 2 2022-04-01 Fixed 8.125000000000 N N N N N N Pactiv LLC 549300O4WTC6DL4JIE57 880394AB7 380000 PA USD 395200 0.2407096573 Long DBT CORP US N 2 2025-12-15 Fixed 7.950000000000 N N N N N N Pactiv LLC 549300O4WTC6DL4JIE57 880394AE1 120000 PA USD 124800 0.0760135760 Long DBT CORP US N 2 2027-04-15 Fixed 8.375000000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. N/A 88167AAM3 730000 PA USD 722247.4 0.4399087150 Long DBT CORP NL N 2 2025-01-31 Fixed 7.125000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 440000 PA USD 540480.54 0.3291975850 Long DBT CORP US N 2 2038-07-01 Fixed 7.300000000000 N N N N N N TopBuild Corp. 5493007YSKHOL4RWII46 89055FAA1 850000 PA USD 782000 0.4763030163 Long DBT CORP US N 2 2026-05-01 Fixed 5.625000000000 N N N N N N Transocean Guardian Limited N/A 893800AA0 334000 PA USD 267200 0.1627470153 Long DBT CORP KY N 2 2024-01-15 Fixed 5.875000000000 N N N N N N Transocean Pontus Limited N/A 89382PAA3 509350 PA USD 412573.5 0.2512915633 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125000000000 N N N N N N Vesta Energy Corp. N/A 925383AB7 490000 PA 194809.21 0.1186550055 Long DBT CORP CA N 2 2023-07-24 Fixed 8.125000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/21 10 N/A EI1383294 100000 PA 20607.76 0.0125518392 Long DBT NUSS BR N 2 2021-01-01 Fixed 10.000000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10 N/A EJ0602940 2449000 PA 535195.82 0.3259787511 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.000000000000 N N N N N N Mercer International Inc. 549300Z5IAG39VRTY874 588056AW1 380000 PA USD 288743 0.1758684934 Long DBT CORP CA N 2 2026-01-15 Fixed 5.500000000000 N N N N N N Indonesia Treasury Bond N/A EJ7740016 74000000 PA 4491.72 0.0027358309 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.375000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10 N/A JV5341526 85000 PA 18947.03 0.0115403165 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.000000000000 N N N N N N Mercer International Inc. 549300Z5IAG39VRTY874 588056AY7 690000 PA USD 574431.9 0.3498767860 Long DBT CORP CA N 2 2025-01-15 Fixed 7.375000000000 N N N N N N Michaels Stores Inc. BV4WJ23XIGNG4UDYEK73 594087AU2 310000 PA USD 229400 0.1397236726 Long DBT CORP US N 2 2027-07-15 Fixed 8.000000000000 N N N N N Bausch Health Americas Inc. KOO0397YRO83WY5MGD97 91911XAW4 20000 PA USD 20900 0.0127298376 Long DBT CORP US N 2 2027-01-31 Fixed 8.500000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 930000 PA USD 846300 0.5154670622 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 06/27 7.875 N/A P1910WMG1 680000 PA USD 176800 0.1076858993 Long DBT NUSS AR N 2 2027-06-15 Fixed 7.875000000000 N N N N N N Berry Corporation N/A 08579X101 146822 NS USD 353841.02 0.2155185999 Long EC CORP US N 1 N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCE1 620000 PA USD 607600 0.3700789165 Long DBT CORP US N 2 2030-08-15 Fixed 4.500000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCJ0 320000 PA USD 312064 0.1900729213 Long DBT CORP US N 2 2032-05-01 Fixed 4.500000000000 N N N N N N CDK Global Inc. 5493000L10CYRTHIJ385 12508EAF8 250000 PA USD 256250 0.1560775549 Long DBT CORP US N 2 2027-06-01 Fixed 4.875000000000 N N N N N N CDK Global Inc. 5493000L10CYRTHIJ385 12508EAG6 630000 PA USD 665595 0.4054026932 Long DBT CORP US N 2 2026-06-15 Fixed 5.875000000000 N N N N N N CDK Global Inc. 5493000L10CYRTHIJ385 12508EAJ0 30000 PA USD 30600 0.0186379441 Long DBT CORP US N 2 2029-05-15 Fixed 5.250000000000 N N N N N N CHS/Community Health Systems Inc. 5493007X5NC5XI1BB106 12543DBC3 760000 PA USD 722000 0.4397580278 Long DBT CORP US N 2 2026-03-15 Fixed 8.000000000000 N N N N N N CHS/Community Health Systems Inc. 5493007X5NC5XI1BB106 12543DBF6 810000 PA USD 749250 0.4563555434 Long DBT CORP US N 2 2025-02-15 Fixed 6.625000000000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 125581GW2 140000 PA USD 136500 0.0831398487 Long DBT CORP US N 2 2025-03-07 Fixed 5.250000000000 N N N N N N CoreCivic Inc. N/A 21871QAF1 434500 PA USD 378015 0.2302425636 Long LON CORP US N 2 2024-12-12 Floating 5.500000000000 N N N N N N GFL Environmental Inc. N/A 36168QAF1 140000 PA USD 136500 0.0831398487 Long DBT CORP CA N 2 2026-12-15 Fixed 5.125000000000 N N N N N N U.S. Renal Care Inc. N/A 90290PAN4 1104450 PA USD 954565.09 0.5814095033 Long LON CORP US N 2 2026-06-26 Floating 6 N N N N N N Temple Generation I LLC 5493001V1FJ6FZVZ0M57 933WYTII4 292659.5 PA USD 291196.2 0.1773626961 Long LON CORP US N 2 2023-02-07 Floating 9 N N Y N N N Deerfield Dakota Holding LLC N/A 938SUWII5 520000 PA USD 512200 0.3119723848 Long LON CORP US N 3 2028-03-06 Floating 0 N N N N N N Clarios Global LP N/A C8000CAB9 477600 PA USD 434616 0.2647172784 Long LON CORP US N 2 2026-04-30 Floating 4.44 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 350000 PA USD 407215.92 0.2480283516 Long DBT CORP US N 2 2049-02-14 Fixed 5.950000000000 N N N N N N American Axle and Manufacturing Inc. RY5TAKFOBLDUGX31MS24 02406PAU4 621000 PA USD 478946.25 0.2917180863 Long DBT CORP US N 2 2027-04-01 Fixed 6.500000000000 N N N N N American Media LLC N/A 02744LAQ3 780000 PA USD 822900 0.5012145167 Long DBT CORP US N 2 2026-12-31 Fixed 10.500000000000 N N N N N N Amkor Technology Inc. N/A 031652BK5 560000 PA USD 526400 0.3206213654 Long DBT CORP US N 2 2027-09-15 Fixed 6.625000000000 N N N N N N GMAC Capital Trust I N/A 361860208 51072 NS USD 1047486.72 0.6380065016 Long EP CORP US N 1 N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAE4 380000 PA USD 362570.02 0.2208352866 Long DBT CORP US N 2 2022-08-15 Fixed 4.375000000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAF1 260000 PA USD 231601.86 0.1410647884 Long DBT CORP US N 2 2027-08-15 Fixed 4.875000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CA8 40000 PA USD 41900 0.0255205836 Long DBT CORP US N 2 2026-05-15 Fixed 7.250000000000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAC2 90000 PA USD 87867 0.0535183084 Long DBT CORP US N 2 2021-03-25 Fixed 5.875000000000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAD0 210000 PA USD 215250 0.1311051461 Long DBT CORP US N 2 2021-07-26 Fixed 6.625000000000 N N N N N N NAVIOS MARITIME ACQUISITION CO SR SECURED 144A 11/21 8.125 N/A 63938MAD8 940000 PA USD 498200 0.3034452209 Long DBT CORP GR N 2 2021-11-15 Fixed 8.125000000000 N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072TAA3 243000 PA USD 261832.5 0.1594777615 Long DBT CORP US N 2 2025-10-15 Fixed 10.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAN6 650000 PA USD 651625 0.3968938018 Long DBT CORP US N 2 2026-11-15 Fixed 4.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAU0 540000 PA USD 564300 0.3437056165 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N MWO Holdings LLC N/A 931DWH905 445 NS USD 25841.15 0.0157394088 Long EC CORP US Y 3 N N N Bossier Casino Venture Inc. N/A 933VPQ901 43365 NS USD 11274.9 0.0068673515 Long EC CORP US N 3 N N N Century Communities Inc. N/A 156504AH5 1040000 PA USD 891040.8 0.5427179292 Long DBT CORP US N 2 2025-07-15 Fixed 5.875000000000 N N N N N N LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 02/27 4.25 N/A 505742AM8 460000 PA USD 363400 0.2213408134 Long DBT CORP US N 2 2027-02-01 Fixed 4.250000000000 N N N N N N NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125 N/A 66727WAA0 950000 PA USD 465500 0.2835282021 Long DBT CORP US N 2 2022-11-01 Fixed 7.125000000000 N N N N N N CenturyLink Inc. 8M3THTGWLTYZVE6BBY25 156700AZ9 250000 PA USD 251247.5 0.1530306165 Long DBT CORP US N 2 2025-04-01 Fixed 5.625000000000 N N N N N N CenturyLink Inc. 8M3THTGWLTYZVE6BBY25 156700BC9 420000 PA USD 401100 0.2443032479 Long DBT CORP US N 2 2027-02-15 Fixed 4.000000000000 N N N N N N Taylor Morrison Communities Inc. N/A 87724RAC6 390000 PA USD 374400 0.2280407280 Long DBT CORP US N 2 2023-09-01 Fixed 6.000000000000 N N N N N N Taylor Morrison Communities Inc. N/A 87724RAE2 50000 PA USD 46500 0.0283223661 Long DBT CORP US N 2 2025-01-31 Fixed 5.875000000000 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 878744AB7 670000 PA USD 506131.28 0.3082760298 Long DBT CORP CA N 2 2042-03-01 Fixed 5.200000000000 N N N N N N TEGNA Inc. 549300YC5EDBGX85AO10 87901JAC9 410000 PA USD 369000 0.2247516790 Long DBT CORP US N 2 2029-09-15 Fixed 5.000000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 450000 PA USD 550172.72 0.3351009284 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Cheniere Energy Inc. MIHC87W9WTYSYZWV1J40 16411RAG4 220000 PA USD 107833.53 0.0656795852 Long DBT CORP US N 2 2045-03-15 Fixed 4.250000000000 N N N N Y Cheniere Energy, Inc. USD XXXX N N N Chesapeake Energy Corporation X2MT1W32SPAZ9WSKLE78 165167CK1 280000 PA USD 42700 0.0260078501 Long DBT CORP US N 2 2021-06-15 Fixed 5.375000000000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HQ7 410000 PA USD 387552.5 0.2360516940 Long DBT CORP US N 2 2024-05-15 Variable 6.300000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967JM4 220000 PA USD 213125 0.1298108444 Long DBT CORP US N 2 2025-05-15 Variable 5.950000000000 N N N N N Cleaver-Brooks Inc. 549300TRZDD68CZBS255 185401AG1 300000 PA USD 249000 0.1516617021 Long DBT CORP US N 2 2023-03-01 Fixed 7.875000000000 N N N N N N Midwest Vanadium Pty Ltd N/A 59841RAA7 913644.47 PA USD 1142.06 0.0006956095 Long DBT CORP AU N 2 2018-02-15 None 0 Y N N N N N Mohegan Gaming and Entertainment 549300UB083Z2NRDHC48 608328BF6 900000 PA USD 666000 0.4056493719 Long DBT CORP US N 2 2024-10-15 Fixed 7.875000000000 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HAP6 390000 PA USD 248742 0.1515045587 Long DBT CORP US N 2 2024-12-15 Fixed 3.625000000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAC8 500000 PA USD 498143.52 0.3034108198 Long DBT CORP US N 2 2037-12-15 Fixed 7.768000000000 N N N N N N KCAD Holdings I Limited N/A ACI00JKY7 165553563 NS USD 165.55 0.0001008337 Long EC CORP US Y 3 N N N New Cotai LLC N/A ACI05RXR5 3 NS USD 0.03 0.0000000183 Long EC CORP US Y 3 N N N Allison Transmission Inc. MWKQ3I0U1GXP2YDSZW75 019736AD9 210000 PA USD 203700 0.1240702358 Long DBT CORP US N 2 2024-10-01 Fixed 5.000000000000 N N N N N N ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5 N/A 02156TAB0 240000 PA USD 253200 0.1542198513 Long DBT CORP LU N 2 2027-05-15 Fixed 10.500000000000 N N N N N N BLUEMOUNTAIN CLO 2016-2 LTD BLUEM 2016 2A DR 144A N/A 095765AE3 300000 PA USD 188661.3 0.1149104172 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 9.484630000000 N N N N N N BLUEMOUNTAIN CLO 2015-2 LTD BLUEM 2015 2A ER 144A N/A 09628CAG1 250000 PA USD 145811.5 0.0888113264 Long ABS-CBDO CORP KY N 2 2027-07-18 Floating 7.019130000000 N N N N N N CVP CLO 2017-2 LTD CVP 2017 2A D 144A N/A 12662CAG2 500000 PA USD 353887.5 0.2155469101 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 4.469130000000 N N N N N N Acrisure LLC N/A 00488PAL9 460000 PA USD 404800 0.2465568555 Long LON CORP US N 2 2027-02-15 Floating 5.21 N N N N N N Hudbay Minerals Inc. N/A 443628AG7 250000 PA USD 217500 0.1324755832 Long DBT CORP CA N 2 2025-01-15 Fixed 7.625000000000 N N N N N N GFL Environmental Inc. N/A 44485HAA2 264000 PA USD 255529.56 0.1556387470 Long DBT CORP CA N 2 2026-06-01 Fixed 7.000000000000 N N N N N N iHeartCommunications Inc. 54930076J6KDZL504O62 45174HBE6 660000 PA USD 575124 0.3502983324 Long DBT CORP US N 2 2027-08-15 Fixed 5.250000000000 N N N N N N CARLYLE US CLO 2017-2 LTD CGMS 2017 2A C 144A N/A 14315JAJ8 750000 PA USD 571646.25 0.3481800935 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.519130000000 N N N N N N CATSKILL PARK CLO LTD CATSK 2017 1A D 144A N/A 149421AA7 500000 PA USD 304662.5 0.1855647925 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 7.819130000000 N N N N N N iHeartCommunications Inc. 54930076J6KDZL504O62 45174HBG1 580000 PA USD 522000 0.3179413996 Long DBT CORP US N 2 2028-01-15 Fixed 4.750000000000 N N N N N N Immucor Inc. 549300CSHW546WORC082 452526AB2 320000 PA USD 288000 0.1754159446 Long DBT CORP US N 2 2022-02-15 Fixed 11.125000000000 N N N N N N Installed Building Products Inc. 549300I95Y9P9YM5FI86 45780RAA9 410000 PA USD 390525 0.2378621936 Long DBT CORP US N 2 2028-02-01 Fixed 5.750000000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAP0 280000 PA USD 172200 0.1048841169 Long DBT CORP LU N 2 2023-08-01 Fixed 5.500000000000 N N N N N N CENT CLO 24 LTD CECLO 2015 24A CR 144A N/A 15137KAL3 360000 PA USD 298717.92 0.1819440490 Long ABS-CBDO CORP KY N 2 2026-10-15 Floating 4.981250000000 N N N N N N COOK PARK CLO LTD COOK 2018 1A E 144A N/A 21623RAA1 250000 PA USD 151078.25 0.0920192151 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 7.236130000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAR6 560000 PA USD 541094.4 0.3295714767 Long DBT CORP LU N 2 2024-02-15 Fixed 8.000000000000 N N N N N N Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 46115HAT4 200000 PA USD 204106.57 0.1243178708 Long DBT CORP IT N 2 2024-06-26 Fixed 5.017000000000 N N N N N N Cumberland Park CLO Ltd. 549300FV0ALYM6MGQ903 23076TAG2 750000 PA USD 466831.5 0.2843391963 Long ABS-CBDO CORP KY N 2 2028-07-20 Floating 7.469130000000 N N N N N N GREENWOOD PARK CLO LTD GRNPK 2018 1A D 144A N/A 39729RAE8 290000 PA USD 209208.9 0.1274256139 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 4.331250000000 N N N N N N J2 CLOUD SERVICES LLC / J2 CLO COMPANY GUAR 144A 07/25 6 N/A 466253AA9 560000 PA USD 555794.4 0.3385249989 Long DBT CORP US N 2 2025-07-15 Fixed 6.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 450000 PA USD 433112.3 0.2638014001 Long DBT CORP US N 2 2045-07-15 Fixed 5.200000000000 N N N N N N GREENWOOD PARK CLO LTD GRNPK 2018 1A E 144A N/A 39729TAA2 250000 PA USD 144996.5 0.0883149237 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.781250000000 N N N N N N GREYWOLF CLO IV LTD GWOLF 2019 1A C 144A N/A 39809TAG2 250000 PA USD 207484.75 0.1263754632 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 5.786130000000 N N N N N N iHeartCommunications Inc. 54930076J6KDZL504O62 45174UAF5 352869.85 PA USD 295528.5 0.1800014270 Long LON CORP US N 2 2026-05-01 Floating 3.99 N N N N N N Immucor Inc. 549300CSHW546WORC082 45252HAH5 285051.48 PA USD 243719.02 0.1484451462 Long LON CORP US N 2 2021-06-15 Floating 6.45 N N N N N N L Brands Inc. GR3KVMWVCR54YWQNXU90 501797AN4 1340000 PA USD 1023626 0.6234733393 Long DBT CORP US N 2 2028-02-01 Fixed 5.250000000000 N N N N N N L Brands Inc. GR3KVMWVCR54YWQNXU90 501797AR5 160000 PA USD 126224 0.0768809104 Long DBT CORP US N 2 2029-06-15 Fixed 7.500000000000 N N N N N N Melco Resorts Finance Limited N/A 58547DAD1 340000 PA USD 292507.91 0.1781616366 Long DBT CORP HK N 2 2029-12-04 Fixed 5.375000000000 N N N N N N NextEra Energy Inc. N/A 65339F770 3300 NS USD 145497 0.0886197698 Long EP CORP US N 1 N N N Jane Street Group LLC N/A 47077DAF7 327516.7 PA USD 291489.86 0.1775415595 Long LON CORP US N 2 2025-01-31 Floating 4.61 N N N N N N Lennar Corporation N/A 526057BZ6 90000 PA USD 88023.6 0.0536136908 Long DBT CORP US N 2 2024-04-30 Fixed 4.500000000000 N N N N N N Rockwood Service Corporation N/A 77447JAH0 40000 PA USD 33600 0.0204651935 Long LON CORP US N 2 2027-01-23 Floating 5.7 N N N N N N Lennar Corporation N/A 526057CD4 400000 PA USD 399000 0.2430241733 Long DBT CORP US N 2 2027-11-29 Fixed 4.750000000000 N N N N N N Lennar Corporation N/A 526057CR3 810000 PA USD 819315 0.4990309537 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N Level 3 Financing Inc. N/A 527298BM4 210000 PA USD 209868.75 0.1278275175 Long DBT CORP US N 2 2026-03-15 Fixed 5.250000000000 N N N N N N Levi Strauss and Co. MB0UERO0RDFKU8258G77 52736RBG6 690000 PA USD 652050 0.3971526621 Long DBT CORP US N 2 2025-05-01 Fixed 5.000000000000 N N N N N N REGIONALCARE HOSPITAL PARTNERS COMPANY GUAR 144A 12/26 9.75 N/A 53219LAR0 400000 PA USD 378860 0.2307572388 Long DBT CORP US N 2 2026-12-01 Fixed 9.750000000000 N N N N N N LifePoint Health Inc. N/A 53219LAS8 450000 PA USD 423900 0.2581903435 Long DBT CORP US N 2 2027-02-15 Fixed 4.375000000000 N N N N N N Lions Gate Capital Holdings LLC N/A 53627NAA9 1010000 PA USD 860328.1 0.5240113415 Long DBT CORP US N 2 2024-11-01 Fixed 5.875000000000 N N N N N N Live Nation Entertainment Inc. 5493007B9BM9ZXJINO78 538034AT6 200000 PA USD 159110.09 0.0969112734 Long DBT CORP US N 2 2025-02-15 Fixed 2.000000000000 N N N N Y Live Nation Entertainment, Inc. USD XXXX N N N Fair Isaac Corporation RI6HET5SJUEY30V1PS26 303250AF1 370000 PA USD 355200 0.2163463317 Long DBT CORP US N 2 2028-06-15 Fixed 4.000000000000 N N N N N N Park Aerospace Holdings Limited N/A 70014LAC4 830000 PA USD 719866.32 0.4384584393 Long DBT CORP IE N 2 2023-03-15 Fixed 4.500000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAN9 410000 PA USD 387450 0.2359892630 Long DBT CORP NL N 2 2115-06-05 Fixed 6.850000000000 N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAZ2 100000 PA USD 94330 0.0574548127 Long DBT CORP NL N 2 2029-02-01 Fixed 5.750000000000 N N N N N N PetSmart Inc. N/A 716768AD8 260000 PA USD 235300 0.1433172631 Long DBT CORP US N 2 2025-06-01 Fixed 8.875000000000 N N N N N Pilgrim's Pride Corporation 549300ZSLGV64ZL3HD75 72147KAE8 190000 PA USD 189316 0.1153091839 Long DBT CORP US N 2 2027-09-30 Fixed 5.875000000000 N N N N N N Polaris Intermediate Corp. N/A 73107GAA1 510000 PA USD 395250 0.2407401115 Long DBT CORP US N 2 2022-12-01 Fixed 8.500000000000 N N Y N N N Precision Drilling Corporation 549300WF2OE8T5BP4B84 740212AL9 660000 PA USD 217800 0.1326583081 Long DBT CORP CA N 2 2026-01-15 Fixed 7.125000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAB2 30000 PA USD 29633.7 0.0180493871 Long DBT CORP US N 2 2024-04-15 Fixed 5.250000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AM3 180000 PA USD 189000 0.1151167137 Long DBT CORP US N 2 2025-04-01 Fixed 7.750000000000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AC2 228000 PA USD 105165 0.0640542285 Long DBT CORP CA N 2 2024-03-31 Fixed 7.000000000000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AE8 1120000 PA USD 557200 0.3393811262 Long DBT CORP CA N 2 2027-02-01 Fixed 7.125000000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CC3 610000 PA USD 588650 0.3585367910 Long DBT CORP US N 2 2023-03-15 Fixed 6.000000000000 N N N N N N Auto Ahorro Automotriz S.A. de C.V. N/A 55342UAH7 340000 PA USD 329800 0.2008756199 Long DBT CORP US N 2 2027-10-15 Fixed 5.000000000000 N N N N N N Auto Ahorro Automotriz S.A. de C.V. N/A 55342UAJ3 560000 PA USD 515200 0.3137996343 Long DBT CORP US N 2 2029-08-01 Fixed 4.625000000000 N N N N N N Match Group Inc. 549300BIJKT86CPCKK96 57665RAF3 340000 PA USD 342553.4 0.2086435008 Long DBT CORP US N 2 2024-06-01 Fixed 6.375000000000 N N N N N N Match Group Inc. 549300BIJKT86CPCKK96 57665RAG1 370000 PA USD 353350 0.2152195279 Long DBT CORP US N 2 2027-12-15 Fixed 5.000000000000 N N N N N N Michaels Stores Inc. BV4WJ23XIGNG4UDYEK73 594088AQ9 210000 PA USD 174300 0.1061631915 Long LON CORP US N 2 2023-01-30 Floating 3.53 N N N N N N Mohegan Gaming and Entertainment 549300UB083Z2NRDHC48 608330AQ9 598412.23 PA USD 421880.62 0.2569603732 Long LON CORP US N 2 2023-10-13 Floating 5.38 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAX4 700000 PA USD 763000 0.4647304366 Long DBT CORP US N 2 2029-05-15 Fixed 6.375000000000 N N N N N N OZLM XIX LTD OZLM 2017 19A C 144A N/A 67112CAG2 810000 PA USD 613612.26 0.3737408827 Long ABS-CBDO CORP KY N 2 2030-11-22 Floating 4.931250000000 N N N N N N OAKTREE CLO 2015-1 LTD OAKCL 2015 1A DR 144A N/A 67389YAH8 250000 PA USD 173994.25 0.1059769643 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 7.019130000000 N N N N N N OCTAGON INVESTMENT PARTNERS XX OCT23 2015 1A ER 144A N/A 67591ABJ9 250000 PA USD 160072 0.0974971565 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 7.581250000000 N N N N N N TREMAN PARK CLO LTD TRMPK 2015 1A ERR 144A N/A 89473MAF9 250000 PA USD 154708.25 0.0942301869 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 7.319130000000 N N N N N N Venture XVII CLO Limited N/A 92329YAS5 350000 PA USD 274572.55 0.1672375112 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 4.651250000000 N N N N N N Venture XVII CLO Limited N/A 92330CAD3 350000 PA USD 208242.3 0.1268368742 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 7.571250000000 N N N N N N Argentine Republic Government International Bond N/A 040114GW4 200000 PA USD 57500 0.0350222806 Long DBT NUSS AR N 2 2021-04-22 Fixed 6.875000000000 N N N N N N Argentine Republic Government International Bond N/A 040114GX2 200000 PA USD 55502 0.0338053325 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.500000000000 N N N N N N Argentine Republic Government International Bond N/A 040114GY0 200000 PA USD 51002 0.0310644584 Long DBT NUSS AR N 2 2046-04-22 Fixed 7.625000000000 N N N N N N The ADT Security Corporation 5493009JEEDYLVRA0J13 00101JAH9 700000 PA USD 684243 0.4167608757 Long DBT CORP US N 2 2023-06-15 Fixed 4.125000000000 N N N N N N Argentine Republic Government International Bond N/A 040114HK9 230000 PA USD 66700 0.0406258455 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.625000000000 N N N N N N Argentine Republic Government International Bond N/A 040114HL7 330000 PA USD 90753.3 0.0552763050 Long DBT NUSS AR N 2 2027-01-26 Fixed 6.875000000000 N N N N N N The GEO Group Inc. N/A 36162JAB2 945000 PA USD 613659.38 0.3737695827 Long DBT CORP US N 2 2026-04-15 Fixed 6.000000000000 N N N N N N GFL Environmental Inc. N/A 36168QAE4 570000 PA USD 572679 0.3488091241 Long DBT CORP CA N 2 2027-05-01 Fixed 8.500000000000 N N N N N N AVERY POINT VI CLO LTD AVERY 2015 6A E1 144A N/A 05363MAA9 500000 PA USD 299681 0.1825306448 Long ABS-CBDO CORP KY N 2 2027-08-05 Floating 7.241000000000 N N N N N N Fidelity and Guaranty Life Holdings Inc. 549300WCR5QBFH98VZ75 315786AC7 440000 PA USD 434632 0.2647270237 Long DBT CORP US N 2 2025-05-01 Fixed 5.500000000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAD9 630000 PA USD 378075.51 0.2302794192 Long DBT CORP US N 2 2038-07-15 Fixed 7.500000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BB6 1180000 PA USD 1150500 0.7007501537 Long DBT CORP GB N 2 2021-08-15 Variable 8.625000000000 N N N N N N HILTON WORLDWIDE FINANCE LLC / COMPANY GUAR 04/25 4.625 N/A 432891AH2 300000 PA USD 279000 0.1699341963 Long DBT CORP US N 2 2025-04-01 Fixed 4.625000000000 N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAM9 480000 PA USD 288649.19 0.1758113553 Long DBT CORP US N 2 2040-04-15 Fixed 6.875000000000 N N N N N N Sally Holdings LLC N/A 79546VAL0 510000 PA USD 411182.4 0.2504442677 Long DBT CORP US N 2 2025-12-01 Fixed 5.625000000000 N N N N N N Sands China Ltd. N/A 80007RAE5 200000 PA USD 187402 0.1141433988 Long DBT CORP MO N 2 2028-08-08 Fixed 5.400000000000 N N N N N N Silversea Cruise Finance Ltd. N/A 82845LAA8 512000 PA USD 435200 0.2650729830 Long DBT CORP US N 2 2025-02-01 Fixed 7.250000000000 N N N N N N Simmons Foods Inc. 5493002Z1TVWRIL6NM97 82873LAA3 790000 PA USD 717162 0.4368112836 Long DBT CORP US N 2 2024-11-01 Fixed 5.750000000000 N N N N N N Saranac CLO III Limited N/A 803169AW1 570000 PA USD 419754.27 0.2556652492 Long ABS-CBDO CORP JE N 2 2030-06-22 Floating 4.445130000000 N N N N N N Scientific Games International Inc. RLTHESQ0RNFQJWPBJN60 80874YBC3 630000 PA USD 387450 0.2359892630 Long DBT CORP US N 2 2028-05-15 Fixed 7.000000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBE7 230000 PA USD 233433.9 0.1421806530 Long DBT CORP US N 2 2024-07-15 Fixed 4.625000000000 N N N N N N JH COLLATERAL N/A N/A 783924.03 NS USD 7837280.44 4.7735553875 Long EC RF US N 1 N N Sensata Technologies Inc. N/A 81728UAA2 340000 PA USD 306000 0.1863794412 Long DBT CORP US N 2 2030-02-15 Fixed 4.375000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565BT0 480000 PA USD 518400 0.3157487003 Long DBT CORP US N 2 2027-04-01 Fixed 7.500000000000 N N N N N N SOUND POINT CLO III-R LTD SNDPT 2013 2RA E 144A N/A 83611RAA5 350000 PA USD 172410 0.1050120243 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 7.831250000000 N N N N N N THL CREDIT WIND RIVER 2016-1 C WINDR 2016 1A ER 144A N/A 87248FAE5 750000 PA USD 460379.25 0.2804092397 Long ABS-CBDO CORP KY N 2 2028-07-15 Floating 7.381250000000 N N N N N N Twitter Inc. 549300I8RX485XMK6836 90184LAG7 500000 PA USD 480937.5 0.2929309231 Long DBT CORP US N 2 2027-12-15 Fixed 3.875000000000 N N N N N N UPC Holding B.V. N/A 90320LAG2 430000 PA USD 404200 0.2461914056 Long DBT CORP NL N 2 2028-01-15 Fixed 5.500000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 550000 PA USD 517000 0.3148959839 Long DBT CORP CH N 2 2024-01-31 Variable 7.000000000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AQ2 490000 PA USD 545153.71 0.3320439340 Long DBT CORP IT N 2 2034-04-02 Variable 7.296000000000 N N N N N N United Airlines 2013-1 Class B Pass Through Trust N/A 90931QAA5 286959.17 PA USD 281478.39 0.1714437419 Long DBT CORP US N 2 2021-08-15 Fixed 5.375000000000 N N N N N N United Airlines 2014-1 Class B Pass Through Trust N/A 90932PAB4 82566.89 PA USD 80707.32 0.0491574680 Long DBT CORP US N 2 2022-04-11 Fixed 4.750000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BF0 650000 PA USD 633652.5 0.3859470550 Long DBT CORP US N 2 2027-05-15 Fixed 5.500000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 910000 PA USD 882700 0.5376376886 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BL7 1060000 PA USD 1059682 0.6454344410 Long DBT CORP US N 2 2030-01-15 Fixed 5.250000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BM5 150000 PA USD 141750 0.0863375352 Long DBT CORP US N 2 2027-11-15 Fixed 3.875000000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906AS1 540000 PA USD 460350 0.2803914240 Long DBT CORP US N 2 2025-02-15 Fixed 5.125000000000 N N N N N N VOC Escrow Ltd N/A 91832VAA2 1275000 PA USD 932216.25 0.5677972017 Long DBT CORP US N 2 2028-02-15 Fixed 5.000000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAN2 490000 PA USD 495047 0.3015247817 Long DBT CORP US N 2 2025-11-01 Fixed 5.500000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAP7 970000 PA USD 1022574 0.6228325838 Long DBT CORP US N 2 2025-12-15 Fixed 9.000000000000 N N N N N N Bausch Health Americas Inc. KOO0397YRO83WY5MGD97 91911XAV6 1440000 PA USD 1503216 0.9155835229 Long DBT CORP US N 2 2026-04-01 Fixed 9.250000000000 N N N N N N Allen Media LLC N/A 01771JAE3 250000 PA USD 207500 0.1263847518 Long LON CORP US N 2 2027-02-10 Floating 7.23 N N N N N N Amerilife Holdings LLC N/A 03078CAC8 132954.55 PA USD 107693.19 0.0655941064 Long LON CORP US N 2 2027-03-18 Floating 4.61 N N N N N N Option Care Health Inc. 549300DI3Q5ACSYJRI17 09071FAK7 608475 PA USD 498949.5 0.3039017287 Long LON CORP US N 2 2026-08-06 Floating 5.49 N N N N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC -12317.53 -0.0075023999 N/A DFE CORP MX N 2 JPMORGAN CHASE BANK N.A N/A 61713.990000000000 USD 1174324.710000000000 MXN 2020-04-17 -12317.530000000000 N N N Permian Production Partners LLC N/A 71424EAB4 446500 PA USD 66975 0.0407933434 Long LON CORP US N 2 2024-05-20 None 0 Y N N N N N Cornerstone Building Brands Inc. 549300IW41QEWQ6T0H29 72431HAB6 551600 PA USD 466102 0.2838948702 Long LON CORP US N 2 2025-04-12 Floating 4.56 N N N N N N Radnet Management Inc. 549300T3TJ6A0P5TXM13 75049EAK0 606524.54 PA USD 523127.42 0.3186280921 Long LON CORP US N 2 2023-06-30 Floating 5.35 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CB8 230000 PA USD 234025 0.1425406821 Long DBT CORP US N 2 2024-05-15 Fixed 5.375000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CE2 400000 PA USD 408000 0.2485059215 Long DBT CORP US N 2 2029-06-01 Fixed 5.125000000000 N N N N N N The ServiceMaster Company LLC HZPA4EQ289DXC7NQGK91 817610AA6 550000 PA USD 543125 0.3308082810 Long DBT CORP US N 2 2024-11-15 Fixed 5.125000000000 N N N N N N Shelf Drilling Holdings Ltd. N/A 822538AE4 860000 PA USD 411080 0.2503818976 Long DBT CORP AE N 2 2025-02-15 Fixed 8.250000000000 N N N N N N Spencer Spirit IH LLC N/A 84823UAB8 637028.44 PA USD 562706.33 0.3427349389 Long LON CORP US N 2 2026-06-19 Floating 6.92 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 2170000 PA USD 2392164.6 1.4570271284 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAJ4 510000 PA USD 564391.5 0.3437613476 Long DBT CORP US N 2 2025-02-15 Fixed 7.625000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AD9 420000 PA USD 386799 0.2355927499 Long DBT CORP US N 2 2028-01-15 Fixed 4.750000000000 N N N N N N SUGARHOUSE HSP GAMING PROP MEZ SR SECURED 144A 05/25 5.875 N/A 865033AC8 270000 PA USD 221319 0.1348016717 Long DBT CORP US N 2 2025-05-15 Fixed 5.875000000000 N N N N N N SUMMIT MATERIALS LLC / SUMMIT COMPANY GUAR 144A 06/25 5.125 N/A 86614RAL1 300000 PA USD 279000 0.1699341963 Long DBT CORP US N 2 2025-06-01 Fixed 5.125000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BL0 1150000 PA USD 1210936.14 0.7375607877 Long DBT CORP US N 2 2030-04-01 Fixed 5.950000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAQ8 60000 PA USD 60900 0.0370931633 Long DBT CORP US N 2 2024-04-15 Fixed 6.000000000000 N N N N N N Eastern Power LLC 5493000R3E1L1VM1V279 87264NAB3 359999.98 PA USD 309898.78 0.1887541223 Long LON CORP US N 2 2025-10-02 Floating 4.750000000000 N N N N N N Talen Energy Supply LLC N/A 87422VAE8 340000 PA USD 244800 0.1491035529 Long DBT CORP US N 2 2026-01-15 Fixed 10.500000000000 N N N N N N CDS FORD MOTOR CREDIT COMPANY LLC R 500 20230620 N/A N/A 401000 PA USD -35203.51 -0.0214418644 N/A DCR CORP US N 2 ICE N/A Ford Motor Credit Company Ford Motor Credit Company Y Selling protection on reference asset 2023-06-20 0.000000000000 USD 26065.000000000000 USD 401000 USD -9138.51 N N N 2020-04-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX