NPORT-P false 0000756913 XXXXXXXX S000008320 C000022740 C000022741 C000022739 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Strategic Income Opportunities Trust S000008320 GHVLU4RL6XOLROKM7S50 2020-12-31 2020-09-30 N 443828546.650000000000 5233063.630000000000 438595483.020000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1610606.190000000000 0.000000000000 0.000000000000 4768969.970000000000 GBP SGD PHP NZD NOK MYR AUD BRL CAD CNY EUR MXN IDR INR USD JPY KRW N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 32638.45 0.0074415837 N/A DFE CORP MX N 2 GOLDMAN SACHS BANK USA N/A 32702128.080000000000 MXN 1493201.220000000000 USD 2021-01-21 32638.450000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD -7888.62 -0.0017986095 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY N/A 144288723.000000000000 JPY 1362655.960000000000 USD 2021-01-27 -7888.620000000000 N N N SOLD NOK/BOUGHT USD N/A N/A 1 NC USD -1612.57 -0.0003676668 N/A DFE CORP NO N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 11353214.400000000000 NOK 1216000.000000000000 USD 2021-01-27 -1612.570000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 428.03 0.0000975911 N/A DFE CORP NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 592269.290000000000 USD 896020.100000000000 NZD 2021-01-27 428.030000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC 277.32 0.0000632291 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY N/A 1443750.000000000000 USD 152024868.000000000000 JPY 2021-01-27 277.320000000000 N N N JH COLLATERAL N/A N/A 360082.94 NS USD 3604394.19 0.8218037644 Long EC RF US N 1 N N Avaya Holdings Corp. N/A 05351XAB7 1055000 PA USD 990645 0.2258675792 Long DBT CORP US N 2 2023-06-15 Fixed 2.250000000000 N N N N Y Avaya Holdings Corp. USD XXXX N N N United States Treasury Note/Bond N/A 912810PW2 3920000 PA USD 6031287.5 1.3751367110 Long DBT UST US N 2 2038-02-15 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810QY7 4205000 PA USD 5384206.85 1.2276019837 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810QZ4 902600 PA USD 1222987.74 0.2788418457 Long DBT UST US N 2 2043-02-15 Fixed 3.125000000000 N N N N N N United States Treasury Note/Bond N/A 912810SF6 6200000 PA USD 8475109.34 1.9323293714 Long DBT UST US N 2 2049-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SL3 800000 PA USD 904875 0.2063119743 Long DBT UST US N 2 2050-02-15 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 9128286B1 1910000 PA USD 2230521.88 0.5085601577 Long DBT UST US N 2 2029-02-15 Fixed 2.625000000000 N N N N N N United States Treasury Note/Bond N/A 9128286G0 975000 PA USD 1047667.97 0.2388688463 Long DBT UST US N 2 2024-02-29 Fixed 2.375000000000 N N N N N N United States Treasury Note/Bond N/A 9128286S4 185000 PA USD 205819.73 0.0469270063 Long DBT UST US N 2 2026-04-30 Fixed 2.375000000000 N N N N N N United States Treasury Note/Bond N/A 9128286T2 3590000 PA USD 4130603.52 0.9417797674 Long DBT UST US N 2 2029-05-15 Fixed 2.375000000000 N N N N N N United States Treasury Note/Bond N/A 912828U24 2215000 PA USD 2430962.5 0.5542607241 Long DBT UST US N 2 2026-11-15 Fixed 2.000000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/30 0.125 N/A 912828Z37 2215158 PA USD 2446249.75 0.5577462251 Long DBT UST US N 2 2030-01-15 Fixed 0.125000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZA1 560000 PA USD 567743.75 0.1294458726 Long DBT UST US N 2 2022-02-28 Fixed 1.125000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZW3 1075000 PA USD 1074328.13 0.2449473767 Long DBT UST US N 2 2025-06-30 Fixed 0.250000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1050000 PA USD 1118372.9 0.2549896073 Long DBT CORP US N 2 2024-07-15 Fixed 3.550000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAF9 305000 PA USD 320326.25 0.0730345529 Long DBT CORP US N 2 2027-07-31 Fixed 5.000000000000 N N N N N N Vmed O2 UK Financing I PLC N/A 92858RAA8 1675000 PA USD 1706406.25 0.3890615193 Long DBT CORP GB N 2 2031-01-31 Fixed 4.250000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 2173000 PA USD 2341407.5 0.5338421372 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AN1 1625000 PA USD 1625000 0.3705008517 Long DBT CORP US N 2 2031-03-15 Fixed 3.625000000000 N N N N N N ENGIE LAXUQCHT4FH58LRZDY46 AZ1702994 300000 PA 357212.01 0.0814445255 Long DBT CORP FR N 2 2027-06-21 Fixed 0.375000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 BH3422129 187000 PA 247840.92 0.0565078597 Long DBT CORP US N 2 2025-03-27 Fixed 3.375000000000 N N N N N N Cellnex Telecom S.A. 5493008T4YG3AQUI7P67 BK0950067 500000 PA 598407.59 0.1364372442 Long DBT CORP ES N 2 2029-06-26 Fixed 1.875000000000 N N N N N N Southern Gas Networks PLC 549300SPX8573VZ2SK79 EF1253279 80000 PA 104143.69 0.0237448159 Long DBT CORP GB N 2 2020-12-21 Fixed 4.875000000000 N N N N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537127 32600 NS USD 1581426 0.3605659568 Long EP CORP US N 1 N N Broadcom Inc. N/A 11135F200 840 NS USD 1047270 0.2387781089 Long EP CORP US N 1 N N N DTE Energy Company 549300IX8SD6XXD71I78 233331842 30150 NS USD 1361574 0.3104395856 Long EP CORP US N 1 N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851409 680 NS USD 868740.8 0.1980733577 Long EP CORP US N 1 N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAS4 650000 PA USD 716274 0.1633108474 Long DBT CORP US N 2 2025-05-01 Fixed 6.250000000000 N N N N N N First Maryland Capital I N/A 320808AD0 1046000 PA USD 970120.55 0.2211879938 Long DBT CORP US N 2 2027-01-15 Floating 1.275000000000 N N N N N N First Maryland Capital II N/A 32082CAC1 1220000 PA USD 1121375.85 0.2556742815 Long DBT CORP US N 2 2027-02-01 Floating 1.101000000000 N N N N N N First Horizon Bank COOWI3L2W9TPYR3WJX37 337158208 2315 NS USD 1736250 0.3958659100 Long EP CORP US N 2 N N N Fortive Corporation 549300MU9YQJYHDQEF63 34959J207 2450 NS USD 2314914.33 0.5278016805 Long EP CORP US N 2 N N N BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8 N/A 89835RAA2 215000 PA USD 156412.5 0.0356621320 Long DBT CORP MX N 2 2032-12-18 Fixed 4.800000000000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90331HMS9 544000 PA USD 590942.17 0.1347351245 Long DBT CORP US N 2 2025-01-27 Fixed 2.800000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 575000 PA USD 603750 0.1376553164 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BN3 705000 PA USD 720862.5 0.1643570278 Long DBT CORP US N 2 2030-07-15 Fixed 4.000000000000 N N N N N N USB Capital IX N/A 91731KAA8 2081000 PA USD 1948877.31 0.4443450481 Long DBT CORP US N 2 2020-11-02 Variable 3.500000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAB7 59000 PA USD 58705 0.0133847708 Long DBT CORP US N 2 2023-05-15 Fixed 5.875000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91831AAC5 245000 PA USD 250818.75 0.0571868065 Long DBT CORP US N 2 2025-04-15 Fixed 6.125000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAN2 480000 PA USD 491400 0.1120394575 Long DBT CORP US N 2 2025-11-01 Fixed 5.500000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAP7 510000 PA USD 554778 0.1264896748 Long DBT CORP US N 2 2025-12-15 Fixed 9.000000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913YAU4 470000 PA USD 504933.14 0.1151250206 Long DBT CORP US N 2 2026-09-15 Fixed 3.400000000000 N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913YAY6 610000 PA USD 638962.01 0.1456836732 Long DBT CORP US N 2 2025-04-15 Fixed 2.850000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VER1 770000 PA USD 931532.19 0.2123898275 Long DBT CORP US N 2 2028-09-21 Fixed 4.329000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFL3 550000 PA USD 547699.43 0.1248757571 Long DBT CORP US N 2 2030-09-18 Fixed 1.500000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 385000 PA USD 393252.48 0.0896617715 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAE5 795000 PA USD 783075 0.1785415104 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000 N N N N N N Virgin Media Finance PLC N/A 92769VAJ8 720000 PA USD 716400 0.1633395755 Long DBT CORP GB N 2 2030-07-15 Fixed 5.000000000000 N N N N N N Virgin Media Secured Finance PLC N/A 92769XAR6 210000 PA USD 215762.4 0.0491939403 Long DBT CORP GB N 2 2030-08-15 Fixed 4.500000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAB8 663000 PA USD 699597.6 0.1595086195 Long DBT CORP US N 2 2027-02-15 Fixed 5.625000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAP9 1585000 PA USD 1644437.5 0.3749326119 Long DBT CORP US N 2 2026-04-15 Fixed 5.500000000000 N N N N N N Wachovia Capital Trust III N/A 92978AAA0 1942000 PA USD 1940951.32 0.4425379182 Long DBT CORP US N 2 2020-11-02 Variable 5.569750000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SD4 935000 PA 673478.58 0.1535534692 Long DBT CORP US N 2 2021-07-27 Floating 1.422100000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SS1 1120000 PA 832068.21 0.1897119880 Long DBT CORP US N 2 2022-04-27 Fixed 3.250000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BW9 985000 PA USD 1091388.99 0.2488372617 Long DBT CORP US N 2 2024-06-24 Fixed 4.550000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAD7 330000 PA USD 361955.22 0.0825259799 Long DBT CORP US N 2 2027-06-15 Fixed 3.750000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAL8 585000 PA USD 640514.08 0.1460375459 Long DBT CORP US N 2 2023-11-15 Fixed 4.500000000000 N N N N N N Wyndham Hotels and Resorts Inc. N/A 98311AAB1 660000 PA USD 640200 0.1459659355 Long DBT CORP US N 2 2028-08-15 Fixed 4.375000000000 N N N N N N Zions Bancorporation N.A. N/A 989701BD8 74000 PA USD 71225 0.0162393373 Long DBT CORP US N 2 2023-06-15 Variable 5.800000000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 BJ8145234 255000 PA 306557.34 0.0698952342 Long DBT CORP FR N 2 2030-06-09 Fixed 1.625000000000 N N N N N N Duke University N/A 26442TAF4 822000 PA USD 854745.21 0.1948823559 Long DBT CORP US N 2 2044-10-01 Fixed 2.682000000000 N N N N N N Cimpress PLC N/A 17186HAC6 975000 PA USD 923812.5 0.2106297342 Long DBT CORP IE N 2 2026-06-15 Fixed 7.000000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KP5 1487000 PA 1070839.82 0.2441520402 Long DBT CORP US N 2 2021-05-04 Floating 1.650000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KU4 670000 PA USD 770179.89 0.1756014186 Long DBT CORP US N 2 2028-07-25 Fixed 4.125000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAL9 1227000 PA USD 1406999.02 0.3207965140 Long DBT CORP CA N 2 2026-12-01 Fixed 4.250000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAZ8 345000 PA USD 366570.74 0.0835783208 Long DBT CORP CA N 2 2029-11-15 Fixed 3.125000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBE5 555000 PA USD 611441.18 0.1394089095 Long DBT CORP US N 2 2029-11-18 Fixed 3.200000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBH8 771000 PA USD 780507.02 0.1779560096 Long DBT CORP US N 2 2030-07-15 Fixed 2.150000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBK1 605000 PA USD 599333.11 0.1366482632 Long DBT CORP US N 2 2025-09-15 Fixed 1.000000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAM7 387000 PA USD 413248.99 0.0942209863 Long DBT CORP US N 2 2026-02-15 Fixed 5.000000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAP0 1335000 PA USD 1343660.73 0.3063553507 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 2807000 PA USD 2807000 0.6399974712 Long RA CORP US N 2 Repurchase N 0 2020-10-01 2821100 USD 2863180.430352 USD UST N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAD8 1750000 PA USD 1801906.58 0.4108356446 Long DBT CORP US N 2 2026-06-01 Fixed 3.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAK2 334000 PA USD 362680.58 0.0826913623 Long DBT CORP US N 2 2025-07-15 Fixed 3.950000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAU0 390000 PA USD 411695.09 0.0938666963 Long DBT CORP US N 2 2030-04-01 Fixed 3.750000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBA3 270000 PA USD 287604 0.0655738627 Long DBT CORP US N 2 2027-05-15 Fixed 3.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBD7 1759000 PA USD 1928568.18 0.4397145558 Long DBT CORP US N 2 2031-03-01 Fixed 4.250000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAA1 1395000 PA USD 1457775 0.3323734640 Long DBT CORP IE N 2 2027-10-15 Fixed 6.750000000000 N N N N N N Lennar Corporation N/A 526057BZ6 375000 PA USD 402187.5 0.0916989608 Long DBT CORP US N 2 2024-04-30 Fixed 4.500000000000 N N N N N N Lennar Corporation N/A 526057CD4 1905000 PA USD 2175033.75 0.4959088350 Long DBT CORP US N 2 2027-11-29 Fixed 4.750000000000 N N N N N N Lennar Corporation N/A 526057CR3 285000 PA USD 318487.5 0.0726153169 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N Liberty Broadband Corporation N/A 530307AA5 420000 PA USD 451806 0.1030120048 Long DBT CORP US N 2 2050-09-30 Fixed 2.750000000000 N N N N N Liberty Broadband, Corp. USD XXXX N N N Lions Gate Capital Holdings LLC N/A 53627NAA9 381000 PA USD 374332.5 0.0853480062 Long DBT CORP US N 2 2024-11-01 Fixed 5.875000000000 N N N N N N Lions Gate Capital Holdings LLC N/A 53627NAC5 1335000 PA USD 1321650 0.3013368927 Long DBT CORP US N 2 2024-02-01 Fixed 6.375000000000 N N N N N N Live Nation Entertainment Inc. 5493007B9BM9ZXJINO78 538034AR0 710000 PA USD 664957.6 0.1516106813 Long DBT CORP US N 2 2027-10-15 Fixed 4.750000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AU3 1194000 PA USD 1271610 0.2899277465 Long DBT CORP GB N 2 2025-09-27 Variable 7.500000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAD2 275000 PA USD 285312.5 0.0650513995 Long DBT CORP US N 2 2026-08-01 Fixed 4.750000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAH3 425000 PA USD 446250 0.1017452339 Long DBT CORP US N 2 2029-11-15 Fixed 4.000000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CV0 865000 PA 1060315.4 0.2417524669 Long DBT CORP US N 2 2025-05-24 Fixed 0.875000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AT3 1460000 PA USD 1652610.5 0.3767960601 Long DBT CORP US N 2 2025-07-01 Fixed 5.250000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AV8 1120000 PA USD 1248800 0.2847270545 Long DBT CORP US N 2 2026-03-15 Fixed 4.875000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AW6 520000 PA USD 514150 0.1172264695 Long DBT CORP US N 2 2030-08-15 Fixed 2.875000000000 N N N N N N CSN Islands XI Corp. N/A 12642KAB0 800000 PA USD 768160 0.1751408826 Long DBT CORP BR N 2 2028-01-28 Fixed 6.750000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAK6 350000 PA USD 359023 0.0818574322 Long DBT CORP US N 2 2030-09-01 Fixed 3.625000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAL4 685000 PA USD 713907 0.1627711702 Long DBT CORP US N 2 2031-02-15 Fixed 3.875000000000 N N N N N N Popular Inc. N/A 733174AK2 1625000 PA USD 1714375 0.3908783985 Long DBT CORP PR N 2 2023-09-14 Fixed 6.125000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AK0 1795000 PA USD 1839875 0.4194924643 Long DBT CORP US N 2 2026-08-15 Fixed 5.000000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AM6 2120000 PA USD 2228650 0.5081333681 Long DBT CORP US N 2 2027-03-01 Fixed 5.750000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AN4 1255000 PA USD 1329126.58 0.3030415568 Long DBT CORP US N 2 2028-01-15 Fixed 5.625000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AP9 285000 PA USD 304950 0.0695287598 Long DBT CORP US N 2 2029-12-15 Fixed 5.500000000000 N N N N N N Match Group Holdings II LLC N/A 57665RAL0 705000 PA USD 713149.8 0.1625985282 Long DBT CORP US N 2 2030-08-01 Fixed 4.125000000000 N N N N N N Medco Oak Tree Pte. Ltd. N/A 58405FAA3 1100000 PA USD 1051651.76 0.2397771525 Long DBT CORP SG N 2 2026-05-14 Fixed 7.375000000000 N N N N N N Indonesia Asahan Aluminium (Persero) PT N/A 74445PAE2 1090000 PA USD 1199000 0.2733726284 Long DBT CORP ID N 2 2025-05-15 Fixed 4.750000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE F SR SECURED 144A 09/26 4.5 N/A 75026JAC4 1155000 PA USD 1154757.45 0.2632853038 Long DBT CORP US N 2 2026-09-15 Fixed 4.500000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 59022CAJ2 611000 PA USD 862034.16 0.1965442403 Long DBT CORP US N 2 2037-01-29 Fixed 6.110000000000 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 60871RAJ9 465000 PA 548537.05 0.1250667349 Long DBT CORP US N 2 2024-07-15 Fixed 1.250000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 12686CBB4 770000 PA USD 814275 0.1856551268 Long DBT CORP US N 2 2022-09-15 Fixed 5.875000000000 N N N N N N Camelot Finance S.A. N/A 13323AAB6 385000 PA USD 393662.5 0.0897552563 Long DBT CORP LU N 2 2026-11-01 Fixed 4.500000000000 N N N N N N Rede D'or Finance Sarl N/A 75735GAA6 700000 PA USD 663250 0.1512213476 Long DBT CORP LU N 2 2030-01-22 Fixed 4.500000000000 N N N N N N REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4 N/A 76174LAA1 905000 PA USD 910837.25 0.2076713704 Long DBT CORP US N 2 2027-10-15 Fixed 4.000000000000 N N N N N N Natwest Group plc N/A 780097BQ3 880000 PA USD 895400 0.2041516693 Long DBT CORP GB N 2 2025-12-29 Variable 6.000000000000 N N N N N N SBA Communications Corporation N/A 78388JAV8 87000 PA USD 89166.3 0.0203299631 Long DBT CORP US N 2 2024-09-01 Fixed 4.875000000000 N N N N N N NBM US Holdings Inc. N/A 62877VAA9 205000 PA USD 217406.6 0.0495688187 Long DBT CORP US N 2 2026-05-14 Fixed 7.000000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CC4 1880000 PA USD 1988100 0.4532878420 Long DBT CORP US N 2 2027-01-15 Fixed 6.625000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CG5 1020000 PA USD 1056450.72 0.2408713179 Long DBT CORP US N 2 2048-06-01 Fixed 2.750000000000 N N N N Y NRG Energy, Inc. USD XXXX N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CH3 905000 PA USD 984187.5 0.2243952658 Long DBT CORP US N 2 2029-06-15 Fixed 5.250000000000 N N N N N N SBA Communications Corporation N/A 78410GAC8 2090000 PA USD 2121350 0.4836689118 Long DBT CORP US N 2 2027-02-15 Fixed 3.875000000000 N N N N N N SSandC Technologies Inc. N/A 78466CAC0 1305000 PA USD 1386849.6 0.3162024357 Long DBT CORP US N 2 2027-09-30 Fixed 5.500000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAV3 1045000 PA USD 1084187.5 0.2471953182 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAW1 1005000 PA USD 1023843.75 0.2334369116 Long DBT CORP US N 2 2030-10-15 Fixed 3.000000000000 N N N N N N St. Marys Cement Inc. (Canada) N/A 78478EAA6 415000 PA USD 466360.4 0.1063304156 Long DBT CORP CA N 2 2027-01-28 Fixed 5.750000000000 N N N N N N Saudi Arabian Oil Co. N/A 80414L2D6 985000 PA USD 1084030.23 0.2471594606 Long DBT CORP SA N 2 2029-04-16 Fixed 3.500000000000 N N N N N N Saudi Arabian Oil Co. N/A 80414L2E4 740000 PA USD 849185.92 0.1936148348 Long DBT CORP SA N 2 2039-04-16 Fixed 4.250000000000 N N N N N N Saudi Arabian Oil Co. N/A 80414L2F1 475000 PA USD 571054.74 0.1302007800 Long DBT CORP SA N 2 2049-04-16 Fixed 4.375000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967424 9130 NS USD 393594.3 0.0897397067 Long EC CORP US N 1 N N N EOG Resources Inc. XWTZDRYZPBUHIQBKDB46 26875PAU5 570000 PA USD 671200.51 0.1530340681 Long DBT CORP US N 2 2030-04-15 Fixed 4.375000000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307CAG6 690000 PA USD 711493.75 0.1622209479 Long DBT CORP CA N 2 2022-10-07 Fixed 2.150000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A 63861CAA7 1220000 PA USD 1243619.2 0.2835458294 Long DBT CORP US N 2 2027-01-15 Fixed 6.000000000000 N N N N N N Natura Cosmeticos S.A. N/A 63883KAA3 210000 PA USD 213885 0.0487658921 Long DBT CORP BR N 2 2023-02-01 Fixed 5.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAU0 1110000 PA USD 1308301.5 0.2982934277 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAY2 1150000 PA USD 1201318.75 0.2739013046 Long DBT CORP US N 2 2025-06-15 Fixed 3.625000000000 N N N N N N Nissan Motor Co. Ltd. N/A 654744AA9 585000 PA USD 592978.73 0.1351994612 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043000000000 N N N N N N Altice France 5493001ZMCICV4N02J21 67054KAA7 535000 PA USD 560626.5 0.1278231358 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAC3 1470000 PA USD 1497121.5 0.3413444867 Long DBT CORP CA N 2 2024-05-15 Fixed 4.250000000000 N N N N N N Select Medical Corporation N/A 816196AT6 1785000 PA USD 1856400 0.4232601730 Long DBT CORP US N 2 2026-08-15 Fixed 6.250000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NAW8 565000 PA USD 587995.5 0.1340632822 Long DBT CORP US N 2 2026-07-15 Fixed 5.375000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAE9 1685000 PA USD 1727731.6 0.3939237103 Long DBT CORP CA N 2 2025-10-15 Fixed 5.000000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAH2 1425000 PA USD 1451790 0.3310088809 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5 N/A 830867AA5 320000 PA USD 328400 0.0748753721 Long DBT CORP US N 2 2025-10-20 Fixed 4.500000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 N/A 830867AB3 1225000 PA USD 1270937.5 0.2897744161 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAK5 620000 PA USD 661850 0.1509021469 Long DBT CORP CA N 2 2025-04-15 Fixed 5.750000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAM1 1374000 PA USD 1384593.54 0.3156880528 Long DBT CORP CA N 2 2030-10-15 Fixed 4.000000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 530000 PA USD 600347.91 0.1368796381 Long DBT CORP US N 2 2029-08-15 Fixed 3.950000000000 N N N N N N PT Pertamina (Persero) N/A 69369EAE9 805000 PA USD 861824.13 0.1964963533 Long DBT CORP ID N 2 2023-05-20 Fixed 4.300000000000 N N N N N N PT Jasa Marga (Persero) Tbk N/A 69369TAA4 9120000000 PA 596012.43 0.1358911464 Long DBT CORP ID N 2 2020-12-11 Fixed 7.500000000000 N N N N N N PT Pertamina (Persero) N/A 69370PAD3 295000 PA USD 316500.63 0.0721623095 Long DBT CORP ID N 2 2029-07-30 Fixed 3.650000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JFA3 660000 PA USD 736725 0.1679736861 Long DBT CORP FR N 2 2025-09-29 Variable 8.000000000000 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AG7 795000 PA USD 878757.07 0.2003570725 Long DBT CORP US N 2 2030-05-15 Fixed 4.000000000000 N N N N N N ESH Hospitality Inc. 54930042FMK7X7SQ2896 26907YAA2 820000 PA USD 828200 0.1888300341 Long DBT CORP US N 2 2025-05-01 Fixed 5.250000000000 N N N N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865AX8 330000 PA 399379.7 0.0910587809 Long DBT CORP US N 2 2024-01-15 Fixed 1.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBH8 765000 PA USD 794267.06 0.1810933060 Long DBT CORP US N 2 2026-03-13 Variable 2.005000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 1965000 PA USD 2052318.14 0.4679296116 Long DBT CORP US N 2 2026-04-22 Variable 2.083000000000 N N N N N N Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara N/A 71568PAC3 1440000 PA USD 1551600 0.3537656132 Long DBT CORP ID N 2 2027-05-15 Fixed 4.125000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAY5 255000 PA USD 283305 0.0645936885 Long DBT CORP NL N 2 2028-01-27 Fixed 5.999000000000 N N N N N Suncor Energy Inc. N/A 867224AD9 448000 PA USD 481170.87 0.1097072105 Long DBT CORP CA N 2 2025-05-15 Fixed 3.100000000000 N N N N N N Swiss Insured Brazil Power Finance S.a r.l. N/A 870880AA9 8690000 PA 1729210.81 0.3942609710 Long DBT CORP LU N 2 2032-07-16 Fixed 9.850000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NAZ2 720000 PA USD 794520 0.1811509764 Long DBT CORP NL N 2 2029-02-01 Fixed 5.750000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBD0 1110000 PA USD 1234431 0.2814509150 Long DBT CORP NL N 2 2049-03-19 Fixed 6.900000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/24 5 N/A 48250NAA3 795000 PA USD 815113.5 0.1858463052 Long DBT CORP US N 2 2024-06-01 Fixed 5.000000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25 N/A 48250NAB1 1661000 PA USD 1725779 0.3934785165 Long DBT CORP US N 2 2026-06-01 Fixed 5.250000000000 N N N N N N Province of Ontario C7PVKCRGLG18EBQGZV36 68323ACC6 1060000 PA 1013302.84 0.2310335786 Long DBT NUSS CA N 2 2045-06-02 Fixed 3.450000000000 N N N N N N Province of Ontario C7PVKCRGLG18EBQGZV36 68333ZAC1 1185000 PA 1008533.74 0.2299462213 Long DBT NUSS CA N 2 2028-06-02 Fixed 2.900000000000 N N N N N N Petrobras Global Finance B.V. 549300FNENFFSMO3GT38 71647NBE8 2885000 PA USD 3031702.25 0.6912297019 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093000000000 N N N N N N Petroleos del Peru SA - Petroperu S.A. N/A 716564AB5 697000 PA USD 801550 0.1827538201 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625000000000 N N N N N N Diageo Finance plc N/A BH2918242 147000 PA 191602.95 0.0436855730 Long DBT CORP GB N 2 2027-03-27 Fixed 1.875000000000 N N N N N N BNG Bank N.V. N/A LW2835434 825000 PA 992569.63 0.2263063959 Long DBT CORP NL N 2 2024-06-07 Fixed 0.250000000000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161CAK1 1500000 PA USD 1496475 0.3411970843 Long DBT CORP US N 2 2025-12-15 Variable 5.750000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAP0 795000 PA USD 830775 0.1894171354 Long DBT CORP US N 2 2026-01-15 Fixed 6.500000000000 N N N N N N Perusahaan Penerbit SBSN Indonesia III N/A 71567PAH3 940000 PA USD 1056672.8 0.2409219522 Long DBT NUSS ID N 2 2027-03-29 Fixed 4.150000000000 N N N N N N Philippines Government International Bond N/A 718286BM8 43000000 PA 1147792.99 0.2616974033 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.250000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAU9 710000 PA USD 731584 0.1668015354 Long DBT CORP US N 2 2026-02-01 Fixed 4.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABC8 625000 PA USD 699712.5 0.1595348167 Long DBT CORP US N 2 2027-04-15 Fixed 3.750000000000 N N N N N N PORTUGAL GOVERNMENT INTERNATIO SR UNSECURED 144A 10/24 5.125 N/A 737271AE6 1905000 PA USD 2231009.09 0.5086712418 Long DBT NUSS PT N 2 2024-10-15 Fixed 5.125000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/29 4 N/A 74727PBA8 875000 PA USD 1022630 0.2331601760 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.000000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556BP6 282000 PA 339394.95 0.0773822265 Long DBT CORP US N 2 2024-09-12 Fixed 0.750000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556BU5 468000 PA 583032.14 0.1329316335 Long DBT CORP US N 2 2026-01-23 Fixed 1.400000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAW9 445000 PA USD 514171.07 0.1172312734 Long DBT CORP CA N 2 2028-05-15 Fixed 4.250000000000 N N N N N N Tripadvisor Inc. N/A 896945AA0 795000 PA USD 828787.5 0.1889639844 Long DBT CORP US N 2 2025-07-15 Fixed 7.000000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817 N/A 74727PBB6 395000 PA USD 531847.75 0.1212615657 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817000000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 74814ZEP4 650000 PA 524656.98 0.1196220664 Long DBT NUSS CA N 2 2023-09-01 Fixed 3.000000000000 N N N N N N Twitter Inc. 549300I8RX485XMK6836 90184LAG7 201000 PA USD 209844 0.0478445420 Long DBT CORP US N 2 2027-12-15 Fixed 3.875000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973BB1 3025000 PA 3644551.41 0.8309596316 Long DBT CORP US N 2 2024-06-07 Fixed 0.850000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 10/25 2.9 N/A 80413TAS8 520000 PA USD 555362.08 0.1266228453 Long DBT NUSS SA N 2 2025-10-22 Fixed 2.900000000000 N N N N N N Uber Technologies Inc N/A 90353TAC4 1320000 PA USD 1405800 0.3205231368 Long DBT CORP US N 2 2026-11-01 Fixed 8.000000000000 N N N N N N Sony Corporation N/A AF1421037 84000000 PA 1278788.67 0.2915644870 Long DBT CORP JP N 2 2022-09-30 None 0.000000000000 N N N N N Sony Corp. JPY XXXX N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 AN5498158 983000 PA 1184984.15 0.2701770073 Long DBT CORP US N 2 2024-05-15 Fixed 1.375000000000 N N N N N N DB Insurance Co. Ltd. N/A AN6293640 1000000000 PA 895736.76 0.2042284507 Long DBT CORP KR N 2 2024-05-25 Fixed 3.512000000000 N N N N N N DB Insurance Co. Ltd. N/A AN6293699 1000000000 PA 929454.2 0.2119160447 Long DBT CORP KR N 2 2027-05-25 Fixed 3.865000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 AR7577182 920000 PA 1080179.51 0.2462814944 Long DBT CORP US N 2 2023-03-21 Floating 0.000000000000 N N N N N N Nordea Eiendomskreditt AS N/A AR7595333 7000000 PA 752600.38 0.1715932811 Long DBT CORP NO N 2 2023-06-21 Floating 0.560000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 AT7436534 208000 PA 270380.03 0.0616467885 Long DBT CORP US N 2 2028-11-01 Fixed 2.000000000000 N N N N N N BMW Finance N. V. N/A AV5771762 410000 PA 499435.83 0.1138716310 Long DBT CORP NL N 2 2024-11-14 Fixed 1.000000000000 N N N N N N Nordea Eiendomskreditt AS N/A AX3200455 12000000 PA 1291278.48 0.2944121702 Long DBT CORP NO N 2 2024-06-19 Floating 0.610000000000 N N N N N N Berkshire Hathaway Finance Corporation N/A AZ1286980 610000 PA 884307.99 0.2016226852 Long DBT CORP US N 2 2039-06-19 Fixed 2.375000000000 N N N N N N American Tire Distributors Inc. N/A 03021BAE4 32051.89 PA USD 27152.44 0.0061907706 Long LON CORP US N 2 2024-09-02 Floating 8.500000000000 N N Y N N N BOUGHT CAD/SOLD NZD N/A N/A 1 NC -5798.6 -0.0013220838 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 4320000.000000000000 NZD 3795222.820000000000 CAD 2021-01-27 -5798.600000000000 N N N BOUGHT AUD/SOLD NZD N/A N/A 1 NC -24797.18 -0.0056537700 N/A DFE CORP AU N 2 HSBC BANK USA N/A 5962298.910000000000 NZD 5470000.000000000000 AUD 2021-01-27 -24797.180000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 18349 0.0041835816 N/A DFE CORP GB N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2450376.000000000000 CAD 1440000.000000000000 GBP 2021-01-27 18349.000000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 16348.53 0.0037274734 N/A DFE CORP GB N 2 HSBC BANK USA N/A 2453038.270000000000 CAD 1440000.000000000000 GBP 2021-01-27 16348.530000000000 N N N BOUGHT AUD/SOLD NZD N/A N/A 1 NC 8134.96999999999 0.0018547774 N/A DFE CORP AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 3109871.600000000000 NZD 2882500.000000000000 AUD 2021-01-27 8134.969999999990 N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC 1187.37 0.0002707210 N/A DFE CORP NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 2878947.370000000000 AUD 3120116.790000000000 NZD 2021-01-27 1187.370000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 4289.32 0.0009779672 N/A DFE CORP GB N 2 HSBC BANK USA N/A 1861764.440000000000 USD 1445000.000000000000 GBP 2021-01-27 4289.320000000000 N N N American Tower Corporation 5493006ORUSIL88JOE18 ZO2933323 270000 PA 313385.8 0.0714521266 Long DBT CORP US N 2 2028-01-15 Fixed 0.500000000000 N N N N N N JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375 N/A ZO4141503 240000 PA 280937.69 0.0640539406 Long DBT CORP US N 2 2027-09-15 Fixed 0.375000000000 N N N N N N Vmed O2 UK Financing I PLC N/A ZO4153599 735000 PA 856717.29 0.1953319911 Long DBT CORP GB N 2 2031-01-31 Fixed 3.250000000000 N N N N N N BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5 N/A ZP0440690 12100000 PA 404947.65 0.0923282764 Long DBT CORP MX N 2 2032-12-18 Fixed 9.500000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 ZR7668885 650000 PA 768570.13 0.1752343925 Long DBT CORP US N 2 2028-03-01 Fixed 0.500000000000 N N N N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 27743.36 0.0063255006 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 2880000.000000000000 GBP 3746937.020000000000 USD 2021-01-27 27743.360000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 66967.64 0.0152686570 N/A DFE CORP AU N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 5884299.800000000000 AUD 4282934.680000000000 USD 2021-01-27 66967.640000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 11085.99 0.0025276115 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 3306080.450000000000 GBP 4280514.270000000000 USD 2021-01-27 11085.990000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD 101621.3 0.0231697097 N/A DFE CORP BR N 2 STATE STREET BANK AND TRUST COMPANY N/A 9789253.490000000000 BRL 1838875.460000000000 USD 2021-01-27 101621.300000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 2572.47 0.0005865245 N/A DFE CORP DE N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 205800.000000000000 EUR 244525.650000000000 USD 2021-01-27 2572.470000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD -3412.2 -0.0007779834 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1445000.000000000000 GBP 1862641.560000000000 USD 2021-01-27 -3412.200000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 36064.99 0.0082228366 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 3783112.190000000000 CAD 2878750.000000000000 USD 2021-01-27 36064.990000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 19327.05 0.0044065775 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1891176.880000000000 CAD 1440384.610000000000 USD 2021-01-27 19327.050000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 3961.32 0.0009031830 N/A DFE CORP GB N 2 HSBC BANK USA N/A 1009688.470000000000 GBP 1307859.570000000000 USD 2021-01-27 3961.320000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -7947.42 -0.0018120159 N/A DFE CORP AU N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2598157.900000000000 AUD 1853573.650000000000 USD 2021-01-27 -7947.420000000000 N N N AMSR 2019-SFR1 TRUST AMSR 2019 SFR1 A 144A N/A 00178XAA1 1665000 PA USD 1760501.57 0.4013952807 Long ABS-O CORP US N 2 2039-01-19 Fixed 2.774000000000 N N N N N N BRAVO MORTGAGE ASSET TRUST BMAT 2006 1A A2 144A N/A 105667AB5 221212.74 PA USD 220175.85 0.0502002092 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.388130000000 N N N N N N DB Master Finance LLC N/A 233046AE1 506999.99 PA USD 522123.8 0.1190445000 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.629000000000 N N N N N N DB Master Finance LLC N/A 233046AJ0 891000 PA USD 918344.79 0.2093830934 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.787000000000 N N N N N N DB Master Finance LLC N/A 233046AK7 480150 PA USD 509367.13 0.1161359726 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.021000000000 N N N N N N Discover Card Execution Note Trust 549300CKCX1QE4RUW216 254683CK9 295000 PA USD 305656.23 0.0696897806 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.040000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAE0 868800 PA USD 922005.31 0.2102176939 Long ABS-O CORP US N 2 2045-10-25 Fixed 4.474000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAF7 1171862.5 PA USD 1172260.93 0.2672761064 Long ABS-O CORP US N 2 2047-07-25 Floating 1.494500000000 N N N N N N DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A N/A 26208LAA6 554355 PA USD 575403.86 0.1311923817 Long ABS-O CORP US N 2 2045-07-20 Fixed 5.216000000000 N N N N N N GSAA Home Equity Trust 2005-MTR1 N/A 362341UC1 104708.61 PA USD 103035.16 0.0234920705 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.518130000000 N N N N N N HOME PARTNERS OF AMERICA 2018- HPA 2018 1 D 144A N/A 43730WAG1 590000 PA USD 582472.49 0.1328040330 Long ABS-O CORP US N 2 2037-07-17 Floating 1.600500000000 N N N N N N HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A N/A 43731QAC2 406549.62 PA USD 417915.28 0.0952849029 Long ABS-O CORP US N 2 2039-09-17 Fixed 3.157000000000 N N N N N N GBP/NZD VANILLA 20210312 GBP CALL DEC21 2.02 CALL N/A N/A 6055000 PA 104765.39 0.0238865638 N/A DFE CORP GB N 2 CITIBANK N.A. N/A Call Purchased GBP CALL NZD PUT GBP CALL NZD PUT 1 GBP 2.020000000000 GBP 2021-12-03 XXXX 13316.110000000000 N N N 5818645 MFC GLOBAL PUT USD CAD 1.345000 20201106 N/A N/A 6585000 PA USD 104352.5 0.0237924247 N/A DFE CORP US N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A Put Purchased USD PUT CAD CALL USD PUT CAD CALL 1 USD 1.345000000000 USD 2020-11-06 XXXX 62054.630000000000 N N N ARROYO MORTGAGE TRUST 01/49 1 N/A 042859AA6 816259.09 PA USD 842126.34 0.1920052469 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.805000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-3 10/48 1 N/A 04285AAA3 683983.19 PA USD 702066.75 0.1600715870 Long ABS-MBS CORP US N 2 2048-10-25 Variable 2.962000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MR9 970000 PA USD 993618.88 0.2265456254 Long DBT CORP US N 2 2024-05-15 Variable 1.678000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973304 23237 NS USD 833046.45 0.1899350272 Long EC CORP US N 1 N N N Vertis Holdings Inc. N/A 92599V931 8371 NS USD 0.01 0.0000000023 Long EC CORP US N 3 N N N WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust N/A 92922FD70 166362.34 PA USD 159299.24 0.0363203102 Long ABS-MBS CORP US N 2 2045-01-25 Floating 0.528130000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2005-AR8 N/A 92922FR91 210298.04 PA USD 203886.22 0.0464861650 Long ABS-MBS CORP US N 2 2045-07-25 Floating 0.988130000000 N N N N N N ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A N/A 042858AA8 1194826.18 PA USD 1228935.36 0.2801979062 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.347000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A N/A 056054AA7 1623299.26 PA USD 1622811.78 0.3700019364 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.072380000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2018 BIOA E 144A N/A 056057AN2 1040000 PA USD 1021875.3 0.2329881040 Long ABS-MBS CORP US N 2 2037-03-15 Floating 2.103430000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 BXLP A 144A N/A 05607QAA6 689369.05 PA USD 688537.88 0.1569869975 Long ABS-MBS CORP US N 2 2036-12-15 Floating 0.952380000000 N N N N N N CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A N/A 12655VAA2 549399.11 PA USD 561841.08 0.1281000607 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.656000000000 N N N N N N DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018 BIOD B 144A N/A 23306GAC1 863169.21 PA USD 852335.83 0.1943330160 Long ABS-MBS CORP US N 2 2035-05-15 Floating 1.040288000000 N N N N N N HarborView Mortgage Loan Trust 2005-9 N/A 41161PSK0 219622.76 PA USD 214998.27 0.0490197182 Long ABS-MBS CORP US N 2 2035-06-20 Floating 0.496250000000 N N N N N N HarborView Mortgage Loan Trust 2007-3 N/A 41164UAR0 5159308.04 PA USD 79587.49 0.0181459894 Long ABS-MBS CORP US N 2 2047-05-19 Variable 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-4 N/A 41164YAQ4 5519280.57 PA USD 73197.8 0.0166891368 Long ABS-MBS CORP US N 2 2047-07-19 Variable 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-6 N/A 41165BAS9 5017419.24 PA USD 70872.05 0.0161588645 Long ABS-MBS CORP US N 2 2037-08-19 Variable 0.000000000000 N N N N N N NextEra Energy Inc. N/A 65339F739 17400 NS USD 830850 0.1894342355 Long EP CORP US N 1 N N N NextEra Energy Inc. N/A 65339F770 37350 NS USD 1743498 0.3975184578 Long EP CORP US N 1 N N N NextEra Energy Inc. N/A 65339F796 41250 NS USD 2234100 0.5093759709 Long EP CORP US N 1 N N N South Jersey Industries Inc. 549300DJYWYT5VXLFA46 838518116 17400 NS USD 580638 0.1323857683 Long EP CORP US N 1 N N N The Southern Company 549300FC3G3YU2FBZD92 842587602 33300 NS USD 1549782 0.3533511083 Long EP CORP US N 1 N N N 2020 Cash Mandatory Exchangeable Trust N/A 901375105 475 NS USD 510995.5 0.1165072418 Long EP CORP US N 2 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973866 1304 NS USD 1263380.4 0.2880513933 Long EP CORP US N 1 N N N Valley National Bancorp 549300ET52S1UBIB9762 919794305 22825 NS USD 572679.25 0.1305711691 Long EP CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746556 27605 NS USD 719386.3 0.1640204534 Long EP CORP US N 1 N N N EURO-BUND FUTURE 1220 N/A ADI1LNJ56 9 NC 1110.70857002163 0.0002532421 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2020-12-08 -1571357.340000000000 EUR 1110.708570021630 N N N EURO-BTP FUTURE 1220 N/A ADI1M02B0 12 NC 9865.30896982701 0.0022492956 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Long BTP 10yr 6% (EUX) BTP 10yr 6% (EUX) 2020-12-08 1762545.730000000000 EUR 9865.308969827010 N N N US LONG BONDCBT 1220 N/A ADI1M5FK5 227 NC USD 156996.26 0.0357952296 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 20yr 6% US 20yr 6% 2020-12-21 -40137371.260000000000 USD 156996.260000000000 N N N US 10YR NOTE CBT 1220 N/A ADI1M5FZ2 276 NC USD -86804.75 -0.0197915285 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 10yr 6% US 10yr 6% 2020-12-21 -38415195.250000000000 USD -86804.750000000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 D18190898 138650 NS USD 1164660 0.2655430904 Long EC CORP DE N 1 N N N 8790423 MFC GLOBAL FXVANILLAOPTION---20210323 N/A N/A 6075000 PA USD 76806.23 0.0175118607 N/A DFE CORP US N 2 US BANK N/A Put Purchased USD vs NOK USD vs NOK 1 USD 8.840000000000 USD 2021-03-23 XXXX -42.520000000000 N N N Canada Housing Trust No. 1 549300M44WH89JG50067 13509PFA6 2660000 PA 2134352.6 0.4866335114 Long DBT NUSS CA N 2 2025-12-15 Fixed 1.950000000000 N N N N N N Canada Housing Trust No. 1 549300M44WH89JG50067 13509PHN6 1125000 PA 860848.26 0.1962738545 Long DBT NUSS CA N 2 2025-06-15 Fixed 0.950000000000 N N N N N N Colombia Government International Bond N/A 195325BQ7 1480000 PA USD 1578050 0.3597962271 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.000000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/25 2.5 N/A 29135LAG5 740000 PA USD 785110.4 0.1790055827 Long DBT NUSS AE N 2 2025-04-16 Fixed 2.500000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125 N/A 29135LAH3 730000 PA USD 816052.4 0.1860603749 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875 N/A 29135LAJ9 475000 PA USD 579500 0.1321263037 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 09/23 0.75 N/A 29135LAL4 560000 PA USD 559300 0.1275206931 Long DBT NUSS AE N 2 2023-09-02 Fixed 0.750000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7 N/A 29135LAM2 925000 PA USD 915022.95 0.2086257122 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.700000000000 N N N N N N Indonesia Government International Bond N/A 455780CS3 660000 PA USD 747343.53 0.1703947165 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.850000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 459058HS5 1390000 PA 1100767.68 0.2509756080 Long DBT NUSS US N 2 2025-01-16 Fixed 1.900000000000 N N N N N N Morgan Stanley Mortgage Loan Trust 2004-9 N/A 61748HFT3 113649.26 PA USD 123741.06 0.0282130265 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.471232000000 N N N N N N ONE BRYANT PARK TRUST 2019-OBP OBP 2019 OBP A 144A N/A 68236JAA9 1175000 PA USD 1249443.18 0.2848736999 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.516410000000 N N N N N N CHINA GOVERNMENT BOND BONDS 04/25 1.99 N/A BH5574455 4850000 PA 681751.15 0.1554396195 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.990000000000 N N N N N N Indonesia Treasury Bond N/A UV4168299 17423000000 PA 1302318.81 0.2969293712 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.750000000000 N N N N N N INDIA GOVERNMENT BOND BONDS 10/29 6.45 N/A ZR8860481 33000000 PA 454575.12 0.1036433656 Long DBT NUSS IN N 2 2029-10-07 Fixed 6.450000000000 N N N N N N ANGI Group LLC N/A 001846AA2 660000 PA USD 653400 0.1489755425 Long DBT CORP US N 2 2028-08-15 Fixed 3.875000000000 N N N N N N Adani Ports and Special Economic Zone Limited N/A 00652MAC6 496000 PA USD 505919.42 0.1153498929 Long DBT CORP IN N 2 2022-01-19 Fixed 3.950000000000 N N N N N N Adani Ports and Special Economic Zone Limited N/A 00652MAG7 370000 PA USD 371242.71 0.0846435325 Long DBT CORP IN N 2 2027-08-04 Fixed 4.200000000000 N N N N N N ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 12/24 6.25 N/A 00654AAA4 460000 PA USD 492867 0.1123739343 Long DBT CORP IN N 2 2024-12-10 Fixed 6.250000000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAD2 1140000 PA USD 1233930.3 0.2813367551 Long DBT CORP US N 2 2024-10-15 Fixed 5.875000000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 1005000 PA USD 1085520.6 0.2474992657 Long DBT CORP US N 2 2027-03-15 Fixed 5.125000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAC7 155000 PA USD 161168.32 0.0367464614 Long DBT CORP NO N 2 2025-03-31 Fixed 5.875000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAD5 700000 PA USD 718745.07 0.1638742527 Long DBT CORP NO N 2 2024-06-15 Fixed 4.750000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 985000 PA USD 954657.46 0.2176624012 Long DBT CORP NO N 2 2030-01-15 Fixed 3.750000000000 N N N N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 5852.07 0.0013342750 N/A DFE CORP NZ N 2 CITIBANK N.A. N/A 823465.830000000000 USD 1253735.220000000000 NZD 2021-01-27 5852.070000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 10067.19 0.0022953246 N/A DFE CORP NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 681031.060000000000 USD 1044779.350000000000 NZD 2021-01-27 10067.190000000000 N N N Aker BP ASA 549300NFTY73920OYK69 00973RAG8 170000 PA USD 168319.08 0.0383768385 Long DBT CORP NO N 2 2026-01-15 Fixed 2.875000000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 018489AB0 520000 PA 610049.35 0.1390915715 Long DBT CORP LU N 2 2024-06-01 Fixed 1.250000000000 N N N N N N CoStar Group Inc. N/A 22160NAA7 555000 PA USD 574685.85 0.1310286750 Long DBT CORP US N 2 2030-07-15 Fixed 2.800000000000 N N N N N N Credit Agricole S.A. N/A 225313AD7 200000 PA USD 221000 0.0503881158 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 018489AG9 300000 PA 375499.2 0.0856140144 Long DBT CORP LU N 2 2028-11-15 Fixed 2.625000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAD9 765000 PA USD 757428.71 0.1726941429 Long DBT CORP US N 2 2030-08-15 Fixed 1.100000000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAE3 1785000 PA USD 1889476.05 0.4308015297 Long DBT CORP LU N 2 2026-05-15 Fixed 7.500000000000 N N N N N N American Airlines Group Inc. N/A 02376RAC6 810000 PA USD 550800 0.1255826887 Long DBT CORP US N 2 2022-06-01 Fixed 5.000000000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 ZP3887491 315000 PA 374953.73 0.0854896470 Long DBT CORP DE N 2 2027-09-29 Fixed 0.375000000000 N N N N N N EDP Finance B.V. N/A ZR5456655 130000 PA 153318.04 0.0349565935 Long DBT CORP NL N 2 2026-09-16 Fixed 0.375000000000 N N N N N N American Airlines Group Inc. N/A 02376RAF9 905000 PA USD 834296.88 0.1902201259 Long DBT CORP US N 2 2025-07-01 Fixed 6.500000000000 N N N N Y American Airlines Group, Inc. USD XXXX N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874BS5 1700000 PA USD 2427399.83 0.5534484335 Long DBT CORP US N 2 2058-05-15 Variable 8.175000000000 N N N N N N SCOTTSDALE MUNICIPAL PROPERTY SCOGEN 07/39 FIXED 2.9 N/A 810489VW1 245000 PA USD 256076.45 0.0583855648 Long DBT MUN US N 2 2039-07-01 Fixed 2.900000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAS9 305000 PA 387424.41 0.0883329685 Long DBT CORP US N 2 2026-05-22 Fixed 1.950000000000 N N N N N N Ascension Health N/A 04352EAA3 400000 PA USD 433433.32 0.0988230241 Long DBT CORP US N 2 2029-11-15 Fixed 2.532000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 05531GAB7 670000 PA USD 768273.4 0.1751667379 Long DBT CORP US N 2 2029-03-19 Fixed 3.875000000000 N N N N N N Bank of America National Association B4TYDEB6GKMZO031MB27 06050TJZ6 254000 PA USD 364477.96 0.0831011659 Long DBT CORP US N 2 2036-10-15 Fixed 6.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHX0 475000 PA USD 512706.34 0.1168973142 Long DBT CORP US N 2 2030-10-22 Variable 2.884000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJD2 1280000 PA USD 1287712.47 0.2935991181 Long DBT CORP US N 2 2026-06-19 Variable 1.319000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJG5 610000 PA USD 609851.92 0.1390465574 Long DBT CORP US N 2 2025-09-25 Variable 0.981000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AH0 1595000 PA USD 1549143.75 0.3532055869 Long DBT CORP US N 2 2028-01-30 Fixed 5.000000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AJ6 2615000 PA USD 2576454.9 0.5874330675 Long DBT CORP US N 2 2030-01-30 Fixed 5.250000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AK3 980000 PA USD 1007988.8 0.2298219747 Long DBT CORP US N 2 2029-02-15 Fixed 6.250000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887406 10850 NS USD 571252.5 0.1302458694 Long EP CORP US N 1 N N N Becton Dickinson Euro Finance Sarl N/A 07589LAC1 745000 PA 895823.18 0.2042481545 Long DBT CORP LU N 2 2026-06-04 Fixed 1.208000000000 N N N N N N Berkshire Hathaway Inc. 5493000C01ZX7D35SD85 084670CH9 975000 PA 1140304.26 0.2599899689 Long DBT CORP US N 2 2025-03-12 Fixed 0.000000000000 N N N N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 085770AB1 675000 PA USD 707906.25 0.1614029960 Long DBT CORP US N 2 2027-07-15 Fixed 5.625000000000 N N N N N N BOC Aviation Limited N/A 09681LAD2 990000 PA USD 1008651.28 0.2299730205 Long DBT CORP SG N 2 2022-09-18 Fixed 2.750000000000 N N N N N N BOC Aviation Limited N/A 09681LAG5 285000 PA USD 284236.2 0.0648060026 Long DBT CORP SG N 2 2021-05-02 Floating 1.301000000000 N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CU7 1035000 PA USD 1136239.05 0.2590630989 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 1010000 PA USD 1131447.97 0.2579707302 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAB1 135000 PA USD 129937.5 0.0296258181 Long DBT CORP NL N 2 2028-01-10 Fixed 4.500000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 365000 PA USD 404735.1 0.0922798149 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N Broadcom Inc. N/A 11135FAQ4 990000 PA USD 1111458.99 0.2534132322 Long DBT CORP US N 2 2030-11-15 Fixed 4.150000000000 N N N N N N Broadcom Inc. N/A 11135FBA8 1122000 PA USD 1303035.4 0.2970927541 Long DBT CORP US N 2 2029-04-15 Fixed 4.750000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBM4 405000 PA USD 421200 0.0960338208 Long DBT CORP US N 2 2026-02-15 Fixed 5.750000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBT9 1845000 PA USD 1941345.9 0.4426278827 Long DBT CORP US N 2 2027-05-01 Fixed 5.125000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCD3 1115000 PA USD 1180506.25 0.2691560437 Long DBT CORP US N 2 2030-03-01 Fixed 4.750000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCE1 820000 PA USD 861036.9 0.1963168645 Long DBT CORP US N 2 2030-08-15 Fixed 4.500000000000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 125581GU6 185000 PA USD 148751.1 0.0339153288 Long DBT CORP US N 2 2022-06-15 Variable 5.800000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 1470000 PA USD 1547322 0.3527902270 Long DBT CORP US N 2 2027-04-15 Fixed 5.500000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 1135000 PA USD 1198843.75 0.2733370033 Long DBT CORP US N 2 2028-02-01 Fixed 5.375000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AU1 455000 PA USD 473200 0.1078898480 Long DBT CORP US N 2 2026-05-15 Fixed 5.500000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AY3 1130000 PA USD 1248344.9 0.2846232915 Long DBT CORP US N 2 2028-04-01 Fixed 7.500000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 2120000 PA USD 2252945.2 0.5136726864 Long DBT CORP US N 2 2030-01-15 Fixed 5.750000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BD8 710000 PA USD 713358.3 0.1626460663 Long DBT CORP US N 2 2030-12-01 Fixed 4.625000000000 N N N N N N CANADIAN GOVERNMENT BOND BONDS 09/24 1.5 N/A 135087J96 3110000 PA 2445982.13 0.5576852076 Long DBT NUSS CA N 2 2024-09-01 Fixed 1.500000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189T503 14400 NS USD 524736 0.1196400830 Long EP CORP US N 1 N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 790000 PA USD 976972.51 0.2227502443 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BS2 1790000 PA USD 2071233.88 0.4722424102 Long DBT CORP US N 2 2049-07-01 Fixed 5.125000000000 N N N N N N Chubb INA Holdings Inc. CZCBJZWDMLTHWJDXU843 171239AE6 875000 PA 1029278.08 0.2346759417 Long DBT CORP US N 2 2024-12-15 Fixed 0.300000000000 N N N N N N CROWN AMERICAS LLC / CROWN AME COMPANY GUAR 01/23 4.5 N/A 228189AB2 797000 PA USD 826887.5 0.1885307834 Long DBT CORP US N 2 2023-01-15 Fixed 4.500000000000 N N N N N N CROWN AMERICAS LLC / CROWN AME COMPANY GUAR 09/26 4.25 N/A 22819KAB6 100000 PA USD 103750 0.0236550544 Long DBT CORP US N 2 2026-09-30 Fixed 4.250000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAK7 655000 PA USD 741642.08 0.1690947829 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAT8 215000 PA USD 216584.15 0.0493812997 Long DBT CORP US N 2 2031-01-15 Fixed 2.250000000000 N N N N N N Crown Cork and Seal Company Inc. 7HLDMDH0ZXNUH6PT7Z42 228255AH8 1021000 PA USD 1213846.48 0.2767576336 Long DBT CORP US N 2 2026-12-15 Fixed 7.375000000000 N N N N N N DH EUROPE FINANCE II SARL COMPANY GUAR 03/28 0.45 N/A 23291KAB1 1630000 PA 1895334.11 0.4321371704 Long DBT CORP LU N 2 2028-03-18 Fixed 0.450000000000 N N N N N N DPL Inc. N/A 233293AS8 1330000 PA USD 1391778.5 0.3173262274 Long DBT CORP US N 2 2025-07-01 Fixed 4.125000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZM3 620000 PA USD 617615.22 0.1408165939 Long DBT CORP US N 2 2021-04-19 Fixed 3.400000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 540000 PA USD 480600 0.1095770519 Long DBT CORP US N 2 2024-10-28 Fixed 2.900000000000 N N N N N N DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2 N/A 247361ZV3 550000 PA USD 531400.94 0.1211596928 Long DBT CORP US N 2 2028-06-10 Fixed 2.000000000000 N N N N N N DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5 N/A 247361ZW1 540000 PA USD 485009.36 0.1105823883 Long DBT CORP US N 2 2028-06-10 Fixed 2.500000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 1160000 PA USD 1273471.2 0.2903521010 Long DBT CORP US N 2 2025-05-01 Fixed 7.000000000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251525AX9 1800000 PA USD 1552500 0.3539708137 Long DBT CORP DE N 2 2025-10-30 Variable 6.000000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35 N/A 25272KAR4 728000 PA USD 965057.98 0.2200337252 Long DBT CORP US N 2 2046-07-15 Fixed 8.350000000000 N N N N N N DISH Network Corporation N/A 25470MAB5 430000 PA USD 394738.51 0.0900005872 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 DBS Corporation N/A 25470XAJ4 1260000 PA USD 1310400 0.2987718868 Long DBT CORP US N 2 2022-07-15 Fixed 5.875000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746U133 18000 NS USD 1831680 0.4176240000 Long EP CORP US N 1 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBV4 1510000 PA USD 1644614.93 0.3749730660 Long DBT CORP US N 2 2029-07-31 Fixed 3.125000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBD7 820000 PA 1022122.93 0.2330445637 Long DBT CORP US N 2 2027-05-21 Fixed 1.500000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBM7 425000 PA 510199.22 0.1163256896 Long DBT CORP US N 2 2028-12-03 Fixed 1.000000000000 N N N N N N First Horizon Bank COOWI3L2W9TPYR3WJX37 337158AJ8 1000000 PA USD 1129014.99 0.2574160094 Long DBT CORP US N 2 2030-05-01 Fixed 5.750000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AX6 290000 PA 352733.03 0.0804233157 Long DBT CORP US N 2 2027-07-01 Fixed 1.125000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CV0 910000 PA USD 991900 0.2261537199 Long DBT CORP US N 2 2023-04-21 Fixed 8.500000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A29 280000 PA USD 274369.2 0.0625563214 Long DBT CORP US N 2 2023-01-09 Fixed 3.087000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A78 780000 PA USD 768300 0.1751728027 Long DBT CORP US N 2 2023-11-17 Fixed 3.370000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397WF6 200000 PA USD 201732 0.0459950017 Long DBT CORP US N 2 2022-09-20 Fixed 4.250000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397YQ0 415000 PA USD 409497.1 0.0933655534 Long DBT CORP US N 2 2022-08-03 Fixed 2.979000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZH9 310000 PA USD 310775 0.0708568629 Long DBT CORP US N 2 2021-10-12 Fixed 3.813000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZU0 685000 PA USD 674725 0.1538376536 Long DBT CORP US N 2 2022-11-01 Fixed 3.350000000000 N N N N N N GCI Liberty Inc. N/A 36164VAA5 925000 PA USD 1584987.5 0.3613779807 Long DBT CORP US N 2 2046-09-30 Fixed 1.750000000000 N N N N Y GCI Liberty, Inc. USD XXXX N N N GE Capital Funding LLC N/A 36166NAB9 780000 PA USD 838422 0.1911606554 Long DBT CORP US N 2 2030-05-15 Fixed 4.400000000000 N N N N N N GCI LLC N/A 36166TAA8 1665000 PA USD 1785879 0.4071813480 Long DBT CORP US N 2 2024-06-15 Fixed 6.625000000000 N N N N N N HC2 Holdings Inc. 549300S6O246JWQQ1K58 404139107 88710 NS USD 214678.2 0.0489467421 Long EC CORP US N 1 N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625H100 8977 NS USD 864215.79 0.1970416531 Long EC CORP US N 1 N N N JACK IN THE BOX FUNDING LLC JACK 2019 1A A2II 144A N/A 466365AB9 590537.5 PA USD 617560.5 0.1408041177 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.476000000000 N N N N N N Indonesia Treasury Bond N/A AL1453656 1030000000 PA 70090.68 0.0159807118 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.500000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 AM2027846 1327000 PA 913785.92 0.2083436687 Long DBT NUSS US N 2 2022-01-25 Fixed 3.375000000000 N N N N N N SINGAPORE GOVERNMENT BOND BONDS 04/22 1.75 N/A AM9627416 2585000 PA 1937455.27 0.4417408170 Long DBT NUSS SG N 2 2022-04-01 Fixed 1.750000000000 N N N N N N Malaysia Government Bond N/A AN0398643 3895000 PA 1004708.39 0.2290740395 Long DBT NUSS MY N 2 2024-09-30 Fixed 4.059000000000 N N N N N N Malaysia Government Bond N/A AN5746564 3370000 PA 884072.07 0.2015688953 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.899000000000 N N N N N N Indonesia Government International Bond N/A AO3129357 740000 PA 908309.36 0.2070950101 Long DBT NUSS ID N 2 2024-07-18 Fixed 2.150000000000 N N N N N N Indonesia Treasury Bond N/A AO6754680 5584000000 PA 371740.83 0.0847571041 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.500000000000 N N N N N N European Financial Stability Facility N/A AP5031350 1315000 PA 1574865.37 0.3590701298 Long DBT NUSS LU N 2 2023-10-17 Fixed 0.125000000000 N N N N N N Sweden Government International Bond N/A AQ7883210 1880000 PA 2242536.89 0.5112995863 Long DBT NUSS SE N 2 2023-04-24 Fixed 0.125000000000 N N N N N N Malaysia Government Bond N/A AR6908263 2835000 PA 729808.61 0.1663967456 Long DBT NUSS MY N 2 2025-03-14 Fixed 3.882000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 AT1557434 550000 PA 712800.52 0.1625188921 Long DBT NUSS LU N 2 2023-06-29 Floating 0.4034 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 AT4771354 497000 PA 664033.57 0.1514000020 Long DBT NUSS CA N 2 2023-12-15 Fixed 1.500000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 AT9080637 6855000000 PA 467595.77 0.1066120806 Long DBT NUSS US N 2 2021-08-20 Fixed 7.450000000000 N N N N N N Indonesia Treasury Bond N/A AU6526555 3514000000 PA 255048.39 0.0581511666 Long DBT NUSS ID N 2 2024-05-15 Fixed 8.125000000000 N N N N N N Indonesia Treasury Bond N/A AU6526563 4891000000 PA 357884.46 0.0815978445 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.250000000000 N N N N N N Nordic Investment Bank N/A AW7712192 5000000 PA 544212.01 0.1240806235 Long DBT NUSS FI N 2 2022-01-24 Fixed 1.500000000000 N N N N N N REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0 N/A AW9459495 1105000 PA 1398143.1 0.3187773596 Long DBT NUSS AT N 2 2029-02-20 Fixed 0.500000000000 N N N N N N Indonesia Treasury Bond N/A AZ4598522 5250000000 PA 355115.93 0.0809666182 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.500000000000 N N N N N N Malaysia Government Bond N/A AZ4602308 1965000 PA 511911.06 0.1167159900 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.828000000000 N N N N N N Indonesia Treasury Bond N/A AZ8693832 33948000000 PA 2347685.58 0.5352735427 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.500000000000 N N N N N N Indonesia Treasury Bond N/A AZ8693857 23300000000 PA 1570870.97 0.3581594045 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.000000000000 N N N N N N SINGAPORE GOVERNMENT BOND BONDS 03/50 1.875 N/A BG1645533 2311000 PA 1964091.82 0.4478139644 Long DBT NUSS SG N 2 2050-03-01 Fixed 1.875000000000 N N N N N N SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0 N/A BH2918028 865000 PA 1072414.25 0.2445110111 Long DBT NUSS ES N 2 2027-07-30 Fixed 0.800000000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 BH4726221 875000 PA 1049448.07 0.2392747100 Long DBT NUSS CA N 2 2025-04-07 Fixed 0.200000000000 N N N N N N PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7 N/A BH4959673 435000 PA 535476.81 0.1220889933 Long DBT NUSS PT N 2 2027-10-15 Fixed 0.700000000000 N N N N N N Australia Government Bond N/A BH7282321 1615000 PA 1156465.16 0.2636746626 Long DBT NUSS AU N 2 2024-11-21 Fixed 0.250000000000 N N N N N N HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2 N/A BH8301500 779000 PA 989260.91 0.2255520060 Long DBT NUSS GR N 2 2027-04-22 Fixed 2.000000000000 N N N N N N ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1 N/A BI0195932 1710000 PA 2154252.96 0.4911708039 Long DBT NUSS IT N 2 2025-07-01 Fixed 1.850000000000 N N N N N N HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5 N/A BJ9482271 1020000 PA 1247960.2 0.2845355797 Long DBT NUSS GR N 2 2030-06-18 Fixed 1.500000000000 N N N N N N JAPAN GOVERNMENT FIVE YEAR BON BONDS 06/25 0.1 N/A BK4459446 487900000 PA 4671959.32 1.0652091736 Long DBT NUSS JP N 2 2025-06-20 Fixed 0.100000000000 N N N N N N PORTUGAL OBRIGACOES DO TESOURO SR UNSECURED 144A REGS 04/21 3 N/A ED8226158 1915000 PA 2299003.07 0.5241739049 Long DBT NUSS PT N 2 2021-04-15 Fixed 3.850000000000 N N N N N N Indonesia Treasury Bond N/A EI4133860 12897000000 PA 961867.43 0.2193062782 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.375000000000 N N N N N N Malaysia Government Bond N/A EI5326737 7083000 PA 1736350.87 0.3958889084 Long DBT NUSS MY N 2 2021-07-15 Fixed 4.160000000000 N N N N N N The United Kingdom N/A EI6045773 530000 PA 707878.36 0.1613966371 Long DBT NUSS GB N 2 2021-09-07 Fixed 3.750000000000 N N N N N N MEXICAN BONOS BONDS 05/31 7.75 N/A EI8047355 20710000 PA 1055932.29 0.2407531155 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.750000000000 N N N N N N Indonesia Treasury Bond N/A EJ3146325 4075000000 PA 262638.25 0.0598816587 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.125000000000 N N N N N N Indonesia Treasury Bond N/A EJ3390386 6431000000 PA 410840.4 0.0936718265 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.625000000000 N N N N N N Malaysia Government Bond N/A EJ6316693 4313000 PA 1117428.9 0.2547743749 Long DBT NUSS MY N 2 2033-04-15 Fixed 3.844000000000 N N N N N N Malaysia Government Bond N/A EJ7152766 1930000 PA 501836.6 0.1144190078 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.733000000000 N N N N N N Indonesia Treasury Bond N/A EJ8078150 10555000000 PA 769974.91 0.1755546830 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.375000000000 N N N N N N Indonesia Treasury Bond N/A EJ8243903 6709000000 PA 506271.88 0.1154302540 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.000000000000 N N N N N N The United Kingdom N/A QZ0321229 920000 PA 1198478.48 0.2732537216 Long DBT NUSS GB N 2 2022-07-22 Fixed 0.500000000000 N N N N N N American Tire Distributors Inc. N/A 03021BAJ3 48806.72 PA USD 47830.59 0.0109053996 Long LON CORP US N 2 2023-09-01 Floating 7.000000000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 126208.46 0.0287755950 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 13994301.070000000000 EUR 16578908.530000000000 USD 2021-01-27 126208.460000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 16937.83 0.0038618341 N/A DFE CORP GB N 2 GOLDMAN SACHS BANK USA N/A 1849115.930000000000 USD 1445000.000000000000 GBP 2021-01-27 16937.830000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 8346.11 0.0019029175 N/A DFE CORP GB N 2 HSBC BANK USA N/A 1297769.170000000000 USD 1011405.250000000000 GBP 2021-01-27 8346.110000000000 N N N BOUGHT NOK/SOLD USD N/A N/A 1 NC 1952.95 0.0004452736 N/A DFE CORP NO N 2 STATE STREET BANK AND TRUST COMPANY N/A 1520000.000000000000 USD 14190932.800000000000 NOK 2021-01-27 1952.950000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 31353.31 0.0071485711 N/A DFE CORP NZ N 2 GOLDMAN SACHS BANK USA N/A 2826230.400000000000 USD 4320000.000000000000 NZD 2021-01-27 31353.310000000000 N N N General Motors Company 54930070NSV60J38I987 37045VAV2 645000 PA USD 749117.28 0.1707991325 Long DBT CORP US N 2 2025-10-01 Fixed 6.125000000000 N N N N N N Graham Holdings Company N/A 384637AA2 865000 PA USD 910412.5 0.2075745272 Long DBT CORP US N 2 2026-06-01 Fixed 5.750000000000 N N N N N N Greenko Dutch B.V. N/A 39530LAB6 975000 PA USD 989352 0.2255727745 Long DBT CORP NL N 2 2024-07-24 Fixed 5.250000000000 N N N N N N Greenko Solar (Mauritius) Limited N/A 39530VAA6 430000 PA USD 434976.92 0.0991749657 Long DBT CORP MU N 2 2025-01-29 Fixed 5.550000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 1725000 PA USD 1888875 0.4306644900 Long DBT CORP US N 2 2025-02-01 Fixed 5.375000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 1515000 PA USD 1711803.29 0.3902920473 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 3893000 PA USD 3963896.98 0.9037705890 Long DBT CORP US N 2 2030-09-01 Fixed 3.500000000000 N N N N N N HC2 Holdings Inc. 549300S6O246JWQQ1K58 404139AD9 506000 PA USD 481965 0.1098882726 Long DBT CORP US N 2 2021-12-01 Fixed 11.500000000000 N N N N N N Hawaii State of N/A 419792YU4 840000 PA USD 836388 0.1906969024 Long DBT MUN US N 2 2029-08-01 Fixed 1.295000000000 N N N N N N HILTON WORLDWIDE FINANCE LLC / COMPANY GUAR 04/25 4.625 N/A 432891AH2 710000 PA USD 713550 0.1626897740 Long DBT CORP US N 2 2025-04-01 Fixed 4.625000000000 N N N N N N Match Group Financeco 2 Inc. N/A 44932FAA5 905000 PA USD 1292128.38 0.2946059479 Long DBT CORP US N 2 2026-06-15 Fixed 0.875000000000 N N N N N Match Group Financeco 2, Inc. USD XXXX N N N Indian Railway Finance Corporation Limited N/A 45434L2A1 645000 PA USD 647496.87 0.1476296257 Long DBT CORP IN N 2 2030-02-13 Fixed 3.249000000000 N N N N N N Indika Energy Capital III Pte. Ltd. N/A 45569FAA2 1025000 PA USD 915041.97 0.2086300487 Long DBT CORP SG N 2 2024-11-09 Fixed 5.875000000000 N N N N N Israel Electric Corporation Ltd N/A 465077AK1 625000 PA USD 703125 0.1603128685 Long DBT CORP IL N 2 2024-11-12 Fixed 5.000000000000 N N N N N N Israel Electric Corporation Ltd N/A 46507MAE2 390000 PA USD 446239.35 0.1017428057 Long DBT CORP IL N 2 2023-06-21 Fixed 6.875000000000 N N N N N N JSL Europe SA N/A 46590PAB9 360000 PA USD 371700 0.0847477948 Long DBT CORP LU N 2 2024-07-26 Fixed 7.750000000000 N N N N N N JBS Investments II GmbH N/A 46650CAA7 960000 PA USD 1024800 0.2336549371 Long DBT CORP AT N 2 2026-01-15 Fixed 7.000000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 49456BAF8 450000 PA USD 506310.21 0.1154389932 Long DBT CORP US N 2 2025-06-01 Fixed 4.300000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AS5 1345000 PA USD 1427717.5 0.3255203383 Long DBT CORP US N 2 2023-11-15 Fixed 4.000000000000 N N N N N N FREDDIE MAC STRUCTURED AGENCY STACR 2017 DNA3 M1 N/A 3137G0QP7 210853.93 PA USD 210603.5 0.0480177084 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 0.898130000000 N N N N N N West Contra Costa Unified School District N/A 9523472K7 215000 PA USD 220439.5 0.0502603215 Long DBT MUN US N 2 2029-08-01 Fixed 2.392000000000 N N N N N N Americold Realty Trust N/A 03064D108 13451 NS USD 480873.25 0.1096393530 Long EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023105 9863 NS USD 1629959.38 0.3716315929 Long EC CORP US N 1 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 20009.5 0.0045621765 N/A DFE CORP NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 3238680.310000000000 NZD 2162324.340000000000 USD 2021-01-27 20009.500000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -65143.01 -0.0148526404 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 8736250.000000000000 USD 11539713.500000000000 CAD 2021-01-27 -65143.010000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -13272.32 -0.0030260959 N/A DFE CORP SG N 2 UBS AG N/A 15813243.980000000000 SGD 11573483.480000000000 USD 2021-01-27 -13272.320000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 602.96 0.0001374752 N/A DFE CORP DE N 2 BANK OF MONTREAL N/A 68089.000000000000 EUR 80653.250000000000 USD 2021-01-27 602.960000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 798.97 0.0001821656 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 78656.000000000000 EUR 93272.580000000000 USD 2021-01-27 798.970000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 22238.77 0.0050704512 N/A DFE CORP GB N 2 CITIBANK N.A. N/A 2585557.730000000000 USD 2019376.940000000000 GBP 2021-01-27 22238.770000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -12471.8 -0.0028435769 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 1235062.790000000000 USD 1039908.730000000000 EUR 2021-01-27 -12471.800000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -12134.24 -0.0027666131 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 1234725.230000000000 USD 1039908.730000000000 EUR 2021-01-27 -12134.240000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -14722.3 -0.0033566921 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1440384.620000000000 USD 1897305.010000000000 CAD 2021-01-27 -14722.300000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -21018.62 -0.0047922564 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 2304615.380000000000 USD 3039064.380000000000 CAD 2021-01-27 -21018.620000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -28690.87 -0.0065415334 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 2878750.000000000000 USD 3792925.850000000000 CAD 2021-01-27 -28690.870000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -7009.99 -0.0015982814 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 2878750.000000000000 USD 3821779.270000000000 CAD 2021-01-27 -7009.990000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 11392.15 0.0025974162 N/A DFE CORP GB N 2 CITIBANK N.A. N/A 1295489.470000000000 USD 1011998.680000000000 GBP 2021-01-27 11392.150000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -3508.16 -0.0007998623 N/A DFE CORP DE N 2 UBS AG N/A 2448981.550000000000 USD 2080065.320000000000 EUR 2021-01-27 -3508.160000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -4903.88 -0.0011180872 N/A DFE CORP DE N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2450377.270000000000 USD 2080065.320000000000 EUR 2021-01-27 -4903.880000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -7318.38 -0.0016685945 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1439375.000000000000 USD 1905814.690000000000 CAD 2021-01-27 -7318.380000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -5299.75 -0.0012083458 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1439375.000000000000 USD 1908501.140000000000 CAD 2021-01-27 -5299.750000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 479.48 0.0001093217 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 420715.780000000000 USD 358259.330000000000 EUR 2021-01-27 479.480000000000 N N N BOUGHT NOK/SOLD USD N/A N/A 1 NC 1939.24 0.0004421477 N/A DFE CORP NO N 2 JPMORGAN CHASE BANK N.A N/A 912000.000000000000 USD 8521715.720000000000 NOK 2021-01-27 1939.240000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -6547.13 -0.0014927491 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 2452020.520000000000 USD 2080065.320000000000 EUR 2021-01-27 -6547.130000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 849.42 0.0001936682 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 2462280.750000000000 USD 2095083.790000000000 EUR 2021-01-27 849.420000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 1932.06 0.0004405107 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 1954446.650000000000 USD 1664052.260000000000 EUR 2021-01-27 1932.060000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 5916.46 0.0013489560 N/A DFE CORP AU N 2 JPMORGAN CHASE BANK N.A N/A 632001.250000000000 USD 890353.040000000000 AUD 2021-01-27 5916.460000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 5894.32 0.0013439080 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 642596.360000000000 USD 905109.920000000000 AUD 2021-01-27 5894.320000000000 N N N SOLD NOK/BOUGHT USD N/A N/A 1 NC USD -20521.28 -0.0046788626 N/A DFE CORP NO N 2 HSBC BANK USA N/A 11529522.240000000000 NOK 1216000.000000000000 USD 2021-01-27 -20521.280000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 2372.27 0.0005408788 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 654566.430000000000 USD 916900.970000000000 AUD 2021-01-27 2372.270000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 3940.17 0.0008983608 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 652998.530000000000 USD 916900.970000000000 AUD 2021-01-27 3940.170000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 8622.76 0.0019659938 N/A DFE CORP SG N 2 UBS AG N/A 2092064.520000000000 USD 2866952.670000000000 SGD 2021-01-27 8622.760000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 11464.76 0.0026139713 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 2092064.520000000000 USD 2870831.350000000000 SGD 2021-01-27 11464.760000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 15943.93 0.0036352244 N/A DFE CORP SG N 2 HSBC BANK USA N/A 2092064.520000000000 USD 2876944.370000000000 SGD 2021-01-27 15943.930000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 50240.56 0.0114548740 N/A DFE CORP NZ N 2 GOLDMAN SACHS BANK USA N/A 3746641.500000000000 USD 5740000.000000000000 NZD 2021-01-27 50240.560000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 29635.19 0.0067568389 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 1533993.880000000000 USD 2182384.760000000000 AUD 2021-01-27 29635.190000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 15346.09 0.0034989166 N/A DFE CORP SG N 2 HSBC BANK USA N/A 2092064.530000000000 USD 2876128.470000000000 SGD 2021-01-27 15346.090000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 28028.72 0.0063905629 N/A DFE CORP SG N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2735815.710000000000 USD 3772008.920000000000 SGD 2021-01-27 28028.720000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 2424.34 0.0005527508 N/A DFE CORP SG N 2 GOLDMAN SACHS BANK USA N/A 400851.390000000000 USD 550378.180000000000 SGD 2021-01-27 2424.340000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 3896.71 0.0008884519 N/A DFE CORP GB N 2 HSBC BANK USA N/A 1862157.050000000000 USD 1445000.000000000000 GBP 2021-01-27 3896.710000000000 N N N MILL CITY MORTGAGE TRUST 08/58 1 N/A 59980XAC1 1360850.9 PA USD 1450089.38 0.3306211386 Long ABS-MBS CORP US N 2 2058-08-25 Variable 3.500000000000 N N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A 62848BAA9 342816.28 PA USD 355156.33 0.0809758294 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.450000000000 N N N N N N Taco Bell Funding LLC N/A 87342RAC8 1509300 PA USD 1625546.29 0.3706254061 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.970000000000 N N N N N N ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 08/23 4 N/A EH3056924 875000 PA 1165446.64 0.2657224447 Long DBT NUSS IT N 2 2023-08-01 Fixed 4.750000000000 N N N N N N NORWAY GOVERNMENT BOND BONDS 144A REGS 05/21 3.75 N/A EI2488605 24530000 PA 2693622.53 0.6141473486 Long DBT NUSS NO N 2 2021-05-25 Fixed 3.750000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 EJ0489538 940000 PA 718645.21 0.1638514845 Long DBT NUSS PH N 2 2022-03-09 Fixed 5.000000000000 N N N N N N NORWAY GOVERNMENT BOND BONDS 144A REGS 05/23 2 N/A EJ2026312 17125000 PA 1923770.47 0.4386206754 Long DBT NUSS NO N 2 2023-05-24 Fixed 2.000000000000 N N N N N N European Financial Stability Facility N/A EJ6800415 380000 PA 475348.59 0.1083797277 Long DBT NUSS LU N 2 2023-05-23 Fixed 1.875000000000 N N N N N N Kreditanstalt Fuer Wiederaufbau 549300GDPG70E3MBBU98 EJ8071593 1745000 PA 2208441.73 0.5035258719 Long DBT NUSS DE N 2 2023-08-15 Fixed 2.125000000000 N N N N N N Ireland Government Bonds N/A EK0113978 1377000 PA 1838327.98 0.4191397429 Long DBT NUSS IE N 2 2024-03-18 Fixed 3.400000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 EK5159315 1310000 PA 904579.97 0.2062447073 Long DBT NUSS US N 2 2021-10-06 Fixed 4.625000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 EK8861875 9790000 PA 1069311.38 0.2438035551 Long DBT NUSS LU N 2 2022-05-12 Fixed 1.500000000000 N N N N N N SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375 N/A EK9375735 650000 PA 513991.38 0.1171903040 Long DBT NUSS SG N 2 2025-06-01 Fixed 2.375000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 JV5008638 1185000 PA 854926.04 0.1949235852 Long DBT NUSS US N 2 2021-01-13 Fixed 2.800000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 JV6344453 1130000 PA 754598.54 0.1720488626 Long DBT NUSS US N 2 2021-01-22 Fixed 3.500000000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 LW2394226 430000 PA 312533.67 0.0712578406 Long DBT NUSS CA N 2 2021-06-07 Fixed 2.400000000000 N N N N N N Indonesia Government International Bond N/A LW3759161 850000 PA 1050041.31 0.2394099690 Long DBT NUSS ID N 2 2023-06-14 Fixed 2.625000000000 N N N N N N International Finance Corporation QKL54NQY28TCDAI75F60 ZO1774181 1240000 PA 816646.54 0.1861958391 Long DBT NUSS US N 2 2025-09-10 Fixed 0.375000000000 N N N N N N PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/30 0.47 N/A ZP3538151 2270000 PA 2714717.41 0.6189569923 Long DBT NUSS PT N 2 2030-10-18 Fixed 0.475000000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 ZR4566439 660000 PA 483472.7 0.1102320290 Long DBT NUSS AU N 2 2024-02-08 Fixed 1.000000000000 N N N N N N SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0 N/A ZS0772682 875000 PA 1049730.44 0.2393390905 Long DBT NUSS ES N 2 2024-07-30 Fixed 0.250000000000 N N N N N N Philippines Government International Bond N/A ZS5626230 1465000 PA 1709112.81 0.3896786164 Long DBT NUSS PH N 2 2027-05-17 Fixed 0.875000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361702 19739 NS USD 603618.62 0.1376253617 Long EC CORP US N 1 N N N 2020-10-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX