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 2021-12-31 2021-06-30 N 469730182.300000000000 12907119.280000000000 456823063.020000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 5189468.700000000000 SGD AUD CNY PHP USD MXN BRL IDR COP KRW GBP EUR INR MYR NZD JPY NOK CAD N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -11659.51 -0.0025523033 N/A DFE CORP BR N 2 CITIBANK N.A. N/A 4122724.610000000000 BRL 809726.920000000000 USD 2021-09-15 -11659.510000000000 N N N BOUGHT JPY/SOLD CAD N/A N/A 1 NC 23243.93 0.0050881691 N/A DFE CORP JP N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 2950000.000000000000 CAD 266790419.000000000000 JPY 2021-09-15 23243.930000000000 N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 16272.05 0.0035620027 N/A DFE CORP GB N 2 UBS AG N/A 2882019.850000000000 EUR 2485546.140000000000 GBP 2021-09-15 16272.050000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 17360.88 0.0038003510 N/A DFE CORP GB N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 2065000.000000000000 GBP 2874351.560000000000 USD 2021-09-15 17360.880000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 2842.19 0.0006221643 N/A DFE CORP SG N 2 JPMORGAN CHASE BANK N.A N/A 2745903.330000000000 SGD 2044840.120000000000 USD 2021-09-15 2842.190000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 4583.34 0.0010033075 N/A DFE CORP SG N 2 HSBC BANK USA N/A 2743561.990000000000 SGD 2044840.120000000000 USD 2021-09-15 4583.340000000000 N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 540000 PA USD 549404.76 0.1202664236 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 2.5 N/A 247361ZW1 491206.19 PA USD 498413.33 0.1091042398 Long DBT CORP US N 2 2028-06-10 Fixed 2.500000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 1075000 PA USD 1254512.43 0.2746167021 Long DBT CORP US N 2 2025-05-01 Fixed 7.000000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZZ4 165000 PA USD 193600.11 0.0423796707 Long DBT CORP US N 2 2026-01-15 Fixed 7.375000000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251525AX9 1400000 PA USD 1478750 0.3237030088 Long DBT CORP DE N 2 2025-10-30 Variable 6.000000000000 N N N N N N DISH Network Corporation N/A 25470MAB5 430000 PA USD 438815 0.0960579786 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 1314432 0.2877332837 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 1748340 0.3827171046 Long EP CORP US N 1 N N N Domino's Pizza Master Issuer LLC N/A 25755TAE0 864275 PA USD 906244.19 0.1983796930 Long ABS-O CORP US N 2 2045-10-25 Fixed 4.474000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CA6 165000 PA USD 216975 0.0474965074 Long DBT CORP US N 2 2031-07-16 Fixed 7.450000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CV0 910000 PA USD 1015514.5 0.2222993063 Long DBT CORP US N 2 2023-04-21 Fixed 8.500000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B36 255000 PA USD 267112.5 0.0584717633 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N ICAHN ENTERPRISES LP / ICAHN E COMPANY GUAR 05/27 5.25 N/A 451102BZ9 100000 PA USD 103249.5 0.0226016391 Long DBT CORP US N 2 2027-05-15 Fixed 5.250000000000 N N N N N N Indian Railway Finance Corporation Limited N/A 45434L2A1 645000 PA USD 653324.78 0.1430148416 Long DBT CORP IN N 2 2030-02-13 Fixed 3.249000000000 N N N N N N Indonesia Government International Bond N/A 455780CS3 405000 PA USD 450780.3 0.0986772202 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 1157324.14 0.2533418808 Long DBT NUSS US N 2 2025-01-16 Fixed 1.900000000000 N N N N N N Uber Technologies Inc N/A 90353TAH3 1965000 PA USD 1992510 0.4361666827 Long DBT CORP US N 2 2025-12-15 None 0.000000000000 N N N N Y Uber Technologies, Inc. USD XXXX N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAA1 1395000 PA USD 1503391.5 0.3290971104 Long DBT CORP IE N 2 2027-10-15 Fixed 6.750000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAD5 785000 PA USD 811493.75 0.1776385248 Long DBT CORP IE N 2 2029-07-15 Fixed 5.125000000000 N N N N N N Lamb Weston Holdings Inc. 5493005SMYID1D2OY946 513272AC8 35000 PA USD 38718.75 0.0084756557 Long DBT CORP US N 2 2028-05-15 Fixed 4.875000000000 N N N N N N Level 3 Financing Inc. N/A 527298BN2 165000 PA USD 171256.8 0.0374886502 Long DBT CORP US N 2 2027-09-15 Fixed 4.625000000000 N N N N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 16214.88 0.0035494880 N/A DFE CORP JP N 2 UBS AG N/A 117207264.000000000000 JPY 1071894.460000000000 USD 2021-09-15 16214.880000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -3157.94 -0.0006912830 N/A DFE CORP NZ N 2 GOLDMAN SACHS BANK USA N/A 1058463.860000000000 NZD 736542.660000000000 USD 2021-09-15 -3157.940000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 6324.83 0.0013845251 N/A DFE CORP GB N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 919013.630000000000 GBP 1277808.310000000000 USD 2021-09-15 6324.830000000000 N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAM9 174000 PA USD 186397.5 0.0408029968 Long DBT CORP US N 2 2027-06-01 Fixed 6.750000000000 N N N N N N Burlington Stores Inc. N/A 122017AB2 705000 PA USD 1120068.75 0.2451865592 Long DBT CORP US N 2 2025-04-15 Fixed 2.250000000000 N N N N Y Burlington Stores, Inc. USD XXXX N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBT9 1245000 PA USD 1305880.5 0.2858613336 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 1030000 PA USD 1089225 0.2384347657 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 735000 PA USD 765292.22 0.1675248651 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 1248EPCK7 165000 PA USD 168093.75 0.0367962486 Long DBT CORP US N 2 2031-02-01 Fixed 4.250000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCL5 510000 PA USD 521862.6 0.1142373585 Long DBT CORP US N 2 2033-06-01 Fixed 4.500000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25 N/A 12513GBD0 165000 PA USD 173250 0.0379249679 Long DBT CORP US N 2 2028-04-01 Fixed 4.250000000000 N N N N N N CF Industries Inc. 5FVKT86LAD2F40NPC183 12527GAE3 125000 PA USD 154900 0.0339080954 Long DBT CORP US N 2 2044-03-15 Fixed 5.375000000000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 125581801 17920 NS USD 924492.8 0.2023743709 Long EC CORP US N 1 N N N CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A N/A 12655VAA2 317335.75 PA USD 322134.37 0.0705162230 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.656000000000 N N N N N N Cable One Inc. N/A 12685JAC9 460000 PA USD 461725 0.1010730494 Long DBT CORP US N 2 2030-11-15 Fixed 4.000000000000 N N N N N N Camelot Finance S.A. N/A 13323AAB6 385000 PA USD 402806.25 0.0881755504 Long DBT CORP LU N 2 2026-11-01 Fixed 4.500000000000 N N N N N N CANADIAN GOVERNMENT BOND BONDS 09/24 1.5 N/A 135087J96 885000 PA 731881.29 0.1602111078 Long DBT NUSS CA N 2 2024-09-01 Fixed 1.500000000000 N N N N N N Canada Housing Trust No. 1 549300M44WH89JG50067 13509PFA6 1675000 PA 1399306.03 0.3063124748 Long DBT NUSS CA N 2 2025-12-15 Fixed 1.950000000000 N N N N N N Canada Housing Trust No. 1 549300M44WH89JG50067 13509PHT3 1425000 PA 1150725.44 0.2518974047 Long DBT NUSS CA N 2 2026-06-15 Fixed 1.250000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCB9 155000 PA 187797.68 0.0411095006 Long DBT CORP US N 2 2024-06-12 Fixed 0.800000000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BN1 1165000 PA USD 1220337.5 0.2671357028 Long DBT CORP US N 2 2027-03-01 Fixed 5.750000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 260000 PA USD 285940.2 0.0625932058 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAV3 1765000 PA USD 1844989.8 0.4038740487 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAW1 1795000 PA USD 1843967.6 0.4036502859 Long DBT CORP US N 2 2030-10-15 Fixed 3.000000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAX9 905000 PA USD 892556.25 0.1953833600 Long DBT CORP US N 2 2031-03-01 Fixed 2.500000000000 N N N N N N Cenovus Energy Inc. N/A 15135UAF6 2136000 PA USD 2899284.2 0.6346623966 Long DBT CORP CA N 2 2039-11-15 Fixed 6.750000000000 N N N N N N Cenovus Energy Inc. N/A 15135UAP4 194000 PA USD 232265.66 0.0508436808 Long DBT CORP CA N 2 2037-06-15 Fixed 5.250000000000 N N N N N N Cenovus Energy Inc. N/A 15135UAR0 777000 PA USD 961478.67 0.2104706938 Long DBT CORP CA N 2 2047-06-15 Fixed 5.400000000000 N N N N N N Cenovus Energy Inc. N/A 15135UAT6 510000 PA 430842.21 0.0943127099 Long DBT CORP CA N 2 2028-02-07 Fixed 3.500000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 790000 PA USD 1005465.22 0.2200994874 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 1395000 PA USD 1661306.32 0.3636651593 Long DBT CORP US N 2 2049-07-01 Fixed 5.125000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BU7 230000 PA USD 235131.65 0.0514710550 Long DBT CORP US N 2 2031-04-01 Fixed 2.800000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAG6 390000 PA USD 419250 0.0917751388 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAH4 1252000 PA USD 1308340 0.2863997258 Long DBT CORP US N 2 2031-03-01 Fixed 4.000000000000 N N N N N N CHILE ELEC PEC SPA 01/28 0 N/A 168831AA3 285000 PA USD 231918.75 0.0507677411 Long DBT CORP CL N 2 2028-01-25 None 0.000000000000 N N N N N N BOUGHT CAD/SOLD JPY N/A N/A 1 NC -1733.37 -0.0003794401 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 132297323.000000000000 JPY 1475000.000000000000 CAD 2021-09-15 -1733.370000000000 N N N Freeport-McMoRan Inc. N/A 35671DBC8 1905000 PA USD 2328519.6 0.5097202371 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DCE3 140000 PA USD 146125 0.0319872204 Long DBT CORP US N 2 2028-03-01 Fixed 4.125000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 46115HBQ9 740000 PA USD 758322.48 0.1659991672 Long DBT CORP IT N 2 2032-06-01 Fixed 4.198000000000 N N N N N N INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125 N/A 46137NAC2 575000 PA USD 569825 0.1247364781 Long DBT CORP CL N 2 2033-06-15 Fixed 5.125000000000 N N N N N N Israel Electric Corporation Ltd N/A 46507MAE2 390000 PA USD 434686.88 0.0951543202 Long DBT CORP IL N 2 2023-06-21 Fixed 6.875000000000 N N N N N N REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25 N/A 465410CA4 742000 PA USD 731755.95 0.1601836705 Long DBT NUSS IT N 2 2026-02-17 Fixed 1.250000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 AT1557434 550000 PA 764466.9 0.1673442000 Long DBT NUSS LU N 2 2023-06-29 Floating 0.399500000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 AT4771354 497000 PA 706853.84 0.1547325206 Long DBT NUSS CA N 2 2023-12-15 Fixed 1.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 AT7436534 208000 PA 272169.67 0.0595787936 Long DBT CORP US N 2 2028-11-01 Fixed 2.000000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 AT9080637 6855000000 PA 472995 0.1035400877 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 264318.23 0.0578600888 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 375601.82 0.0822204154 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.250000000000 N N N N N N BMW Finance NV N/A AV5771762 410000 PA 504976.23 0.1105408791 Long DBT CORP NL N 2 2024-11-14 Fixed 1.000000000000 N N N N N N Nordic Investment Bank N/A AW7712192 1000000 PA 116879.31 0.0255852472 Long DBT NUSS FI N 2 2022-01-24 Fixed 1.500000000000 N N N N N N QNB Finance Ltd. N/A AW8542937 1860000 PA 290026.08 0.0634876177 Long DBT CORP KY N 2 2022-01-29 Fixed 4.350000000000 N N N N N N REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0 N/A AW9459495 1105000 PA 1379372.62 0.3019489889 Long DBT NUSS AT N 2 2029-02-20 Fixed 0.500000000000 N N N N N N JBS Finance Luxembourg S.a r.l. N/A 46592QAA7 1070000 PA USD 1069668.3 0.2341537428 Long DBT CORP LU N 2 2032-01-15 Fixed 3.625000000000 N N N N N N Nordea Eiendomskreditt AS N/A AX3200455 12000000 PA 1402944.2 0.3071088817 Long DBT CORP NO N 2 2024-06-19 Floating 0.540000000000 N N N N N N QNB Finance Ltd. N/A AX8006402 330000 PA USD 351802.65 0.0770107025 Long DBT CORP KY N 2 2024-03-28 Fixed 3.500000000000 N N N N N N Jack in the Box Funding LLC N/A 466365AB9 590537.5 PA USD 622745.42 0.1363209239 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.476000000000 N N N N N N JBS USA Food Company N/A 46650CAA7 960000 PA USD 1017600 0.2227558288 Long DBT CORP US N 2 2026-01-15 Fixed 7.000000000000 N N N N N N INDIA GOVERNMENT BOND BONDS 04/26 7.27 N/A AX9926871 15300000 PA 216933.93 0.0474875171 Long DBT NUSS IN N 2 2026-04-08 Fixed 7.270000000000 N N N N N N Berkshire Hathaway Finance Corporation N/A AZ1286980 610000 PA 904585.47 0.1980165940 Long DBT CORP US N 2 2039-06-19 Fixed 2.375000000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 AZ1702994 300000 PA 360952.36 0.0790136027 Long DBT CORP FR N 2 2027-06-21 Fixed 0.375000000000 N N N N N N Indonesia Treasury Bond N/A AZ4598522 5250000000 PA 373836.21 0.0818339178 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.500000000000 N N N N N N Jazz Securities Designated Activity Company N/A 47216FAA5 210000 PA USD 217728 0.0476613415 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375000000000 N N N N N N J2 Global Inc. 5493008OJYGLHD7MXA18 48123VAF9 340000 PA USD 352002 0.0770543408 Long DBT CORP US N 2 2030-10-15 Fixed 4.625000000000 N N N N N N Malaysia Government Bond N/A AZ4602308 1965000 PA 471304.61 0.1031700560 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.828000000000 N N N N N N Indonesia Treasury Bond N/A AZ8693832 27798000000 PA 2009742.56 0.4399389441 Long DBT NUSS ID N 2 2025-06-15 Fixed 6.500000000000 N N N N N N Kenbourne Invest S.A. N/A 48855KAC4 450000 PA USD 452250 0.0989989422 Long DBT CORP LU N 2 2028-01-22 Fixed 4.700000000000 N N N N N N Kinder Morgan Inc. 549300WR7IX8XE0TBO16 49456BAR2 290000 PA USD 278777.8 0.0610253340 Long DBT CORP US N 2 2031-02-15 Fixed 2.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 1220000 PA USD 1752419.69 0.3836101615 Long DBT CORP US N 2 2039-01-26 Fixed 6.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 280000 PA USD 317295.64 0.0694570099 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N Indonesia Treasury Bond N/A AZ8693857 23300000000 PA 1659361.72 0.3632394803 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.000000000000 N N N N N N CHINA GOVERNMENT BOND BONDS 04/25 1.99 N/A BH5574455 12420000 PA 1859338.11 0.4070149387 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.990000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 2205000 PA USD 2640487.5 0.5780109880 Long DBT CORP US N 2 2031-01-15 Fixed 5.750000000000 N N N N N N Cellnex Telecom S.A. 5493008T4YG3AQUI7P67 BK0950067 500000 PA 604348.45 0.1322937695 Long DBT CORP ES N 2 2029-06-26 Fixed 1.875000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 BK6156289 466000 PA USD 506775 0.1109346355 Long DBT CORP CH N 2 2026-07-29 Variable 5.125000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAD8 662000 PA USD 704986.63 0.1543237825 Long DBT CORP US N 2 2026-06-01 Fixed 3.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAX4 1090000 PA USD 1269485.98 0.2778944591 Long DBT CORP US N 2 2039-10-01 Fixed 4.625000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBC9 370000 PA USD 406546.17 0.0889942306 Long DBT CORP US N 2 2027-05-15 Fixed 3.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBF2 1525000 PA USD 1732382.87 0.3792240389 Long DBT CORP US N 2 2031-03-01 Fixed 4.250000000000 N N N N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 55419.62 0.0121315285 N/A DFE CORP SG N 2 STATE STREET BANK AND TRUST COMPANY N/A 4832564.510000000000 SGD 3649168.390000000000 USD 2021-09-15 55419.620000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 3746.98 0.0008202257 N/A DFE CORP SG N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2744686.650000000000 SGD 2044840.120000000000 USD 2021-09-15 3746.980000000000 N N N MARB BondCo PLC N/A 566007AC4 805000 PA USD 776181 0.1699084531 Long DBT CORP GB N 2 2031-01-29 Fixed 3.950000000000 N N N N N N Marriott Ownership Resorts Inc. N/A 57163KAH1 780000 PA USD 767325 0.1679698470 Long LON CORP US N 2 2025-08-29 Floating 0.00000000 N N N N N N CoStar Group Inc. N/A 22160NAA7 555000 PA USD 563802.63 0.1234181624 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 825000 PA USD 932250 0.2040724463 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N Credit Agricole S.A. N/A 225313AL9 205000 PA USD 229600 0.0502601595 Long DBT CORP FR N 2 2024-09-23 Variable 6.875000000000 N N N N N N Credit Suisse Group AG N/A 225401108 63906 NS USD 670373.94 0.1467469562 Long EC CORP CH N 1 N N N Credit Suisse Group AG N/A 225401AL2 855000 PA USD 953008.65 0.2086165798 Long DBT CORP CH N 2 2026-08-21 Variable 6.375000000000 N N N N N N Credit Suisse Group AG N/A 225401AN8 420000 PA USD 433125 0.0948124197 Long DBT CORP CH N 2 2030-01-24 Variable 5.100000000000 N N N N N N Credit Suisse Group AG N/A 225401AS7 760000 PA USD 754224 0.1651019970 Long DBT CORP CH N 2 2030-09-03 Variable 4.500000000000 N N N N N N CROWN AMERICAS LLC / CROWN AME COMPANY GUAR 01/23 4.5 N/A 228189AB2 712000 PA USD 745820 0.1632623351 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 107250 0.0234773611 Long DBT CORP US N 2 2026-09-30 Fixed 4.250000000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAT8 215000 PA USD 212211.09 0.0464536726 Long DBT CORP US N 2 2031-01-15 Fixed 2.250000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045V100 20696 NS USD 1224582.32 0.2680649072 Long EC CORP US N 1 N N N Greenko Dutch B.V. N/A 39530LAD2 615000 PA USD 629145 0.1377218120 Long DBT CORP NL N 2 2026-03-29 Fixed 3.850000000000 N N N N N N Greenko Solar (Mauritius) Limited N/A 39530VAA6 430000 PA USD 441965.2 0.0967475672 Long DBT CORP MU N 2 2025-01-29 Fixed 5.550000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BR9 1490000 PA USD 1680720 0.3679148747 Long DBT CORP US N 2 2025-02-01 Fixed 5.375000000000 N N N N N N JH COLLATERAL N/A N/A 415727.22 NS USD 4159184.58 0.9104585378 Long EC RF US N 1 N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HCC7 160000 PA USD 174960 0.0382992923 Long DBT CORP US N 2 2030-07-15 Fixed 3.950000000000 N N N N N N NextEra Energy Inc. N/A 65339F796 26200 NS USD 1471130 0.3220349669 Long EP CORP US N 1 N N N NOVA Chemicals Corporation 5493007M1XGU5E55ZJ25 66977WAR0 100000 PA USD 107780 0.0235933797 Long DBT CORP CA N 2 2027-06-01 Fixed 5.250000000000 N N N N N N Altice France 5493001ZMCICV4N02J21 67054KAA7 235000 PA USD 244383.55 0.0534963249 Long DBT CORP FR N 2 2026-05-01 Fixed 7.375000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABS3 435000 PA USD 429562.5 0.0940325773 Long DBT CORP US N 2 2029-02-15 Fixed 2.625000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 40760.38 0.0089225749 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1911948.690000000000 CAD 1583102.260000000000 USD 2021-09-15 40760.380000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 40746.07 0.0089194424 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1911966.410000000000 CAD 1583102.250000000000 USD 2021-09-15 40746.070000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 91620.36 0.0200559839 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 7032948.340000000000 CAD 5765000.000000000000 USD 2021-09-15 91620.360000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -16058.34 -0.0035152209 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1440000.000000000000 USD 1765175.040000000000 CAD 2021-09-15 -16058.340000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -19600.61 -0.0042906349 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 1440000.000000000000 USD 1760783.900000000000 CAD 2021-09-15 -19600.610000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC -58735.84 -0.0128574594 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 2915726.520000000000 USD 2065000.000000000000 GBP 2021-09-15 -58735.840000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 47826.19 0.0104693029 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 3513975.040000000000 CAD 2882500.000000000000 USD 2021-09-15 47826.190000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -20099.64 -0.0043998742 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 1440000.000000000000 USD 1760165.280000000000 CAD 2021-09-15 -20099.640000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -14383.74 -0.0031486458 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 1440000.000000000000 USD 1767250.940000000000 CAD 2021-09-15 -14383.740000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -7397.29 -0.0016192900 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 3070033.970000000000 USD 3796566.930000000000 CAD 2021-09-15 -7397.290000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -4076.43 -0.0008923433 N/A DFE CORP CA N 2 HSBC BANK USA N/A 2882500.000000000000 USD 3568208.990000000000 CAD 2021-09-15 -4076.430000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 2624.59 0.0005745310 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 2932500.000000000000 EUR 3485129.630000000000 USD 2021-09-15 2624.590000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 1674.46 0.0003665445 N/A DFE CORP DE N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2932500.000000000000 EUR 3484179.500000000000 USD 2021-09-15 1674.460000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 32648.65 0.0071468918 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 4132741.670000000000 EUR 4940506.690000000000 USD 2021-09-15 32648.650000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -14138.2 -0.0030948963 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2877500.000000000000 USD 3549537.820000000000 CAD 2021-09-15 -14138.200000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 26482.54 0.0057971110 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 3534235.280000000000 CAD 2877500.000000000000 USD 2021-09-15 26482.540000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -12002.16 -0.0026273104 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 2880500.000000000000 USD 3555904.660000000000 CAD 2021-09-15 -12002.160000000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83367TBU2 410000 PA USD 464070.8 0.1015865523 Long DBT CORP FR N 2 2028-04-06 Variable 6.750000000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BG2 915000 PA USD 1385653.13 0.3033238123 Long DBT CORP US N 2 2025-05-01 Fixed 1.250000000000 N N N N Y Southwest Airlines Company USD XXXX N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AC1 90000 PA USD 93206.25 0.0204031402 Long DBT CORP US N 2 2027-02-15 Fixed 5.000000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AH0 255000 PA USD 244088.55 0.0534317485 Long DBT CORP US N 2 2031-01-15 Fixed 3.375000000000 N N N N N N Stanley Black and Decker Inc. 549300DJ09SMTO561131 854502846 10400 NS USD 1255592 0.2748530233 Long EP CORP US N 1 N N Swiss Insured Brazil Power Finance S.a r.l. N/A 870880AA9 8696049.44 PA 1813935.28 0.3970761170 Long DBT CORP LU N 2 2032-07-16 Fixed 9.850000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBQ4 100000 PA USD 109966 0.0240719020 Long DBT CORP US N 2 2030-03-01 Fixed 5.500000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556BP6 282000 PA 342815.52 0.0750433916 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 587226.93 0.1285458151 Long DBT CORP US N 2 2026-01-23 Fixed 1.400000000000 N N N N N N Total Play Telecomunicaciones S.A. de C.V. N/A 89157FAA8 895000 PA USD 946910 0.2072815662 Long DBT CORP MX N 2 2025-11-12 Fixed 7.500000000000 N N N N N N Townsquare Media Inc. 549300XBA8C68H0DR538 892231AB7 385000 PA USD 411950 0.0901771459 Long DBT CORP US N 2 2026-02-01 Fixed 6.875000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HBA6 1310000 PA USD 1505386.47 0.3295338156 Long DBT CORP CA N 2 2030-04-15 Fixed 4.100000000000 N N N N N N Transcontinental Gas Pipe Line Company LLC N/A 893574AP8 80000 PA USD 86555.21 0.0189472067 Long DBT CORP US N 2 2030-05-15 Fixed 3.250000000000 N N N N N N BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8 N/A 89835RAA2 215000 PA USD 173746.88 0.0380337365 Long DBT CORP MX N 2 2032-12-18 Fixed 4.800000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 N/A 90931GAA7 1189562.5 PA USD 1322793.5 0.2895636423 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911363AM1 1120000 PA USD 1139600 0.2494620111 Long DBT CORP US N 2 2031-02-15 Fixed 3.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 530000 PA USD 562065 0.1230377898 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 660000 PA USD 679800 0.1488103502 Long DBT CORP US N 2 2030-07-15 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/30 0.125 N/A 912828Z37 2282918 PA USD 2505829.49 0.5485339277 Long DBT UST US N 2 2030-01-15 Fixed 0.125000000000 N N N N N N VTR Comunicaciones S.p.A. N/A 918367AA1 467000 PA USD 487370.54 0.1066869384 Long DBT CORP CL N 2 2028-01-15 Fixed 5.125000000000 N N N N N N VTR Comunicaciones S.p.A. N/A 918367AC7 315000 PA USD 314968.5 0.0689475916 Long DBT CORP CL N 2 2029-04-15 Fixed 4.375000000000 N N N N N N VTR Finance NV N/A 918374AA7 510000 PA USD 540600 0.1183390340 Long DBT CORP CL N 2 2028-07-15 Fixed 6.375000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAN2 395000 PA USD 405270 0.0887148730 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 546873 0.1197122134 Long DBT CORP US N 2 2025-12-15 Fixed 9.000000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913YAU4 303000 PA USD 328123.07 0.0718271682 Long DBT CORP US N 2 2026-09-15 Fixed 3.400000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 385000 PA USD 409062.5 0.0895450631 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 895000 PA USD 919003.9 0.2011728335 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000 N N N N N N Virgin Media Secured Finance plc N/A 92769XAP0 1161000 PA USD 1248075 0.2732075285 Long DBT CORP GB N 2 2029-05-15 Fixed 5.500000000000 N N N N N N Virgin Media Secured Finance plc N/A 92769XAR6 670000 PA USD 675025 0.1477650878 Long DBT CORP GB N 2 2030-08-15 Fixed 4.500000000000 N N N N N N Vmed O2 UK Financing I PLC N/A 92858RAA8 1675000 PA USD 1645625.19 0.3602325108 Long DBT CORP GB N 2 2031-01-31 Fixed 4.250000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAR5 1910000 PA USD 1809648.6 0.3961377493 Long DBT CORP US N 2 2031-02-15 Fixed 3.000000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746556 27605 NS USD 760517.75 0.1664797186 Long EP CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SD4 935000 PA 701782.61 0.1536224124 Long DBT CORP US N 2 2021-07-27 Floating 1.361700000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SS1 1120000 PA 860053.34 0.1882683712 Long DBT CORP US N 2 2022-04-27 Fixed 3.250000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 975000 PA USD 1092004.88 0.2390432901 Long DBT CORP US N 2 2030-02-01 Fixed 5.300000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BX7 80000 PA USD 87314.83 0.0191134899 Long DBT CORP US N 2 2030-11-15 Fixed 3.500000000000 N N N N N N Travel + Leisure Co T4VNTWMFQ7JQB65L7T35 98310WAS7 1230000 PA USD 1393590 0.3050612180 Long DBT CORP US N 2 2026-07-31 Fixed 6.625000000000 N N N N N N Wyndham Hotels and Resorts Inc. N/A 98311AAB1 660000 PA USD 685218.6 0.1499964987 Long DBT CORP US N 2 2028-08-15 Fixed 4.375000000000 N N N N N N Xerox Holdings Corporation N/A 98421MAA4 120000 PA USD 126674.4 0.0277294231 Long DBT CORP US N 2 2025-08-15 Fixed 5.000000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 2173000 PA USD 2352294.23 0.5149245781 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AN1 1795000 PA USD 1786025 0.3909664692 Long DBT CORP US N 2 2031-03-15 Fixed 3.625000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AP6 875000 PA USD 918750 0.2011172540 Long DBT CORP US N 2 2032-01-31 Fixed 4.625000000000 N N N N N N US 10YR ULTRA FUT 0921 N/A ADI1TVLQ1 7 NC USD -16963.77 -0.0037134224 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 10yr 6% US 10yr 6% 2021-09-21 -1012364.360000000000 USD -16963.770000000000 N N N US LONG BONDCBT 0921 N/A ADI1TVLW8 442 NC USD -1933636.74 -0.4232791416 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 20yr 6% US 20yr 6% 2021-09-21 -69007363.260000000000 USD -1933636.740000000000 N N N US 10YR NOTE CBT 0921 N/A ADI1TVMG2 96 NC USD -56885.22 -0.0124523529 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 10yr 6% US 10yr 6% 2021-09-21 -12654114.780000000000 USD -56885.220000000000 N N N EURO BUXL 30Y BND 0921 N/A ADI1TWJV1 4 NC 7.802235850444 0.0000017079 N/A DIR CORP DE N 1 EUREX ZURICH N/A Short Euro 30yr 4% Bond Euro 30yr 4% Bond 2021-09-08 -811846.580000000000 EUR 7.802235850444 N N N EURO-BUND FUTURE 0921 N/A ADI1TWJZ2 33 NC -31374.5571223267 -0.0068679889 N/A DIR CORP DE N 1 EUREX ZURICH N/A Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2021-09-08 -5667360.330000000000 EUR -31374.557122326700 N N N EURO-BTP FUTURE 0921 N/A ADI1WFGZ8 27 NC 30887.0952441934 0.0067612819 N/A DIR CORP DE N 1 EUREX ZURICH N/A Long BTP 10yr 6% (EUX) BTP 10yr 6% (EUX) 2021-09-08 4063101.430000000000 EUR 30887.095244193400 N N N Sony Group Corporation N/A AF1421037 29000000 PA 568018.36 0.1243409990 Long DBT CORP JP N 2 2022-09-30 None 0.000000000000 N N N N N Sony Corp. JPY XXXX N N N Indonesia Treasury Bond N/A AL1453656 1030000000 PA 74820.91 0.0163785317 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 943005.97 0.2064269618 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 1485000 PA 1115931.06 0.2442808059 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 987394.89 0.2161438355 Long DBT NUSS MY N 2 2024-09-30 Fixed 4.059000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 AN5498158 983000 PA 1196007.07 0.2618096954 Long DBT CORP US N 2 2024-05-15 Fixed 1.375000000000 N N N N N N Malaysia Government Bond N/A AN5746564 3370000 PA 856184.5 0.1874214700 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.899000000000 N N N N N N DB Insurance Co. Ltd. N/A AN6293640 1000000000 PA 916187.65 0.2005563476 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 936207.5 0.2049387555 Long DBT CORP KR N 2 2027-05-25 Fixed 3.865000000000 N N N N N N MercadoLibre Inc. N/A 58733RAE2 565000 PA USD 568678.15 0.1244854291 Long DBT CORP AR N 2 2026-01-14 Fixed 2.375000000000 N N N N N N MercadoLibre Inc. N/A 58733RAF9 450000 PA USD 441018 0.0965402222 Long DBT CORP AR N 2 2031-01-14 Fixed 3.125000000000 N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 596651901 30080 NS 889808.24 0.1947818120 Long EC CORP FR N 2 N N N Natura Cosmeticos S.A. N/A 63883KAB1 830000 PA USD 850750 0.1862318409 Long DBT CORP BR N 2 2028-05-03 Fixed 4.125000000000 N N N N N N Natwest Group plc N/A 639057AD0 410000 PA USD 411927 0.0901721111 Long DBT CORP GB N 2 2031-06-28 Variable 4.600000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CH6 238000 PA USD 243355 0.0532711721 Long DBT CORP US N 2 2026-04-15 Fixed 3.400000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CR4 154000 PA USD 155155 0.0339639157 Long DBT CORP US N 2 2026-08-15 Fixed 3.200000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DD4 335000 PA USD 422100 0.0923990127 Long DBT CORP US N 2 2031-05-01 Fixed 7.500000000000 N N N N N N Indonesia Government International Bond N/A AO3129357 740000 PA 928462.58 0.2032433682 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 394166.7 0.0862843258 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.500000000000 N N N N N N ANGI Group LLC N/A 001846AA2 660000 PA USD 655875 0.1435730928 Long DBT CORP US N 2 2028-08-15 Fixed 3.875000000000 N N N N N N AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5 N/A 00253XAA9 970000 PA USD 1026987.5 0.2248107819 Long DBT CORP US N 2 2026-04-20 Fixed 5.500000000000 N N N N N N Australia Government Bond N/A AP3642968 415000 PA 320928.52 0.0702522587 Long DBT NUSS AU N 2 2022-11-21 Fixed 2.250000000000 N N N N N N HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2 N/A AQ1829367 685000 PA 1255393.1 0.2748094835 Long DBT NUSS GR N 2 2042-01-30 Fixed 4.200000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599ED3 698000 PA USD 837600 0.1833532647 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810SF6 6200000 PA USD 7422804.67 1.6248752024 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 1800000 PA USD 1768359.38 0.3870994096 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 935000 PA USD 1025285.94 0.2244383051 Long DBT UST US N 2 2029-02-15 Fixed 2.625000000000 N N N N N N AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75 N/A 00253XAB7 790000 PA USD 854187.5 0.1869843204 Long DBT CORP US N 2 2029-04-20 Fixed 5.750000000000 N N N N N N Adani Ports and Special Economic Zone Limited N/A 00652MAG7 370000 PA USD 385458.43 0.0843780582 Long DBT CORP IN N 2 2027-08-04 Fixed 4.200000000000 N N N N N N COLOMBIAN TES BONDS 11/25 6.25 N/A AQ7338124 3780000000 PA 1021238.28 0.2235522597 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.250000000000 N N N N N N Sweden Government International Bond N/A AQ7883210 955000 PA 1146148.23 0.2508954391 Long DBT NUSS SE N 2 2023-04-24 Fixed 0.125000000000 N N N N N N HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5 N/A BJ9482271 1020000 PA 1293256.84 0.2830979748 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 447900000 PA 4068271.89 0.8905574651 Long DBT NUSS JP N 2 2025-06-20 Fixed 0.100000000000 N N N N N N CHINA GOVERNMENT BOND BONDS 11/23 2.88 N/A BM1605906 14670000 PA 2278082.53 0.4986794044 Long DBT NUSS CN N 2 2023-11-05 Fixed 2.880000000000 N N N N N N Cellnex Telecom S.A. 5493008T4YG3AQUI7P67 BM3171360 600000 PA 695086.73 0.1521566633 Long DBT CORP ES N 2 2031-11-20 Fixed 0.750000000000 N N N N N Cellnex Telecom SA EUR XXXX N N N Adani Ports and Special Economic Zone Limited N/A 00652MAH5 560000 PA USD 532901.6 0.1166538301 Long DBT CORP IN N 2 2031-02-02 Fixed 3.100000000000 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 508990 0.1114195060 Long DBT CORP IN N 2 2024-12-10 Fixed 6.250000000000 N N N N N N Malaysia Government Bond N/A AR6908263 2835000 PA 715801.14 0.1566911126 Long DBT NUSS MY N 2 2025-03-14 Fixed 3.882000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 AR7577182 920000 PA 1097828.18 0.2403180288 Long DBT CORP US N 2 2023-03-21 Floating 0.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 BM9458266 316000 PA 443106.74 0.0969974539 Long DBT CORP US N 2 2024-06-14 Fixed 2.748000000000 N N N N N N Indonesia Government International Bond N/A BN3328919 261000 PA 302009.83 0.0661108982 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.100000000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766WAV5 558000 PA USD 557302.5 0.1219952636 Long LON CORP US N 2 2028-04-13 Floating 1.854 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 835000 PA USD 931340.88 0.2038734371 Long DBT CORP US N 2 2027-03-15 Fixed 5.125000000000 N N N N N N Nordea Eiendomskreditt AS N/A AR7595333 7000000 PA 816961.38 0.1788354061 Long DBT CORP NO N 2 2023-06-21 Floating 0.500000000000 N N N N N N Nordic Investment Bank N/A AS0407740 3920000 PA 465016.07 0.1017934749 Long DBT NUSS FI N 2 2024-04-10 Fixed 1.875000000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 BJ8145234 255000 PA 328626.42 0.0719373531 Long DBT CORP FR N 2 2030-06-09 Fixed 1.625000000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 C6901LAH0 1204941.77 PA USD 1187433.97 0.2599330170 Long LON CORP CA N 2 2026-11-19 Floating 1.854 N N N N N N MEXICAN BONOS BONDS 06/27 7.5 N/A EG1116375 44140000 PA 2307706.69 0.5051642259 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.500000000000 N N N N N N COLOMBIAN TES BONDS 07/24 10 N/A EH7652033 3354500000 PA 1018678.13 0.2229918348 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.000000000000 N N N N N N Indonesia Treasury Bond N/A EI4133860 12897000000 PA 998602.57 0.2185972318 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.375000000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BF5 500000 PA USD 774200 0.1694748060 Long DBT CORP CA N 2 2025-07-01 Fixed 4.000000000000 N N N N Y Air Canada CAD XXXX N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 985000 PA USD 1062898.82 0.2326718824 Long DBT CORP NO N 2 2030-01-15 Fixed 3.750000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAG8 170000 PA USD 179057.77 0.0391963070 Long DBT CORP NO N 2 2026-01-15 Fixed 2.875000000000 N N N N N N ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/30 4.875 N/A 013092AE1 80000 PA USD 85320.8 0.0186769905 Long DBT CORP US N 2 2030-02-15 Fixed 4.875000000000 N N N N N N ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT N/A 015857873 25100 NS USD 1246413.29 0.2728437750 Long EC CORP CA N 1 N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 018489AB0 520000 PA 619106.5 0.1355243529 Long DBT CORP LU N 2 2024-06-01 Fixed 1.250000000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 018489AG9 300000 PA 374123.08 0.0818967146 Long DBT CORP LU N 2 2028-11-15 Fixed 2.625000000000 N N N N N N American Airlines Group Inc. N/A 02376RAC6 810000 PA USD 811028.7 0.1775367239 Long DBT CORP US N 2 2022-06-01 Fixed 5.000000000000 N N N N N N Malaysia Government Bond N/A EI5326737 5233000 PA 1261573.99 0.2761624997 Long DBT NUSS MY N 2 2021-07-15 Fixed 4.160000000000 N N N N N N The United Kingdom N/A EI6045773 215000 PA 299404.28 0.0655405351 Long DBT NUSS GB N 2 2021-09-07 Fixed 3.750000000000 N N N N N N American Airlines Group Inc. N/A 02376RAF9 1395000 PA USD 2186662.5 0.4786672734 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 Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 02557T307 23350 NS USD 1196454 0.2619075298 Long EP CORP US N 1 N N N NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/23 5.5 N/A EI7035203 460000 PA 350040.48 0.0766249580 Long DBT NUSS NZ N 2 2023-04-15 Fixed 5.500000000000 N N N N N N MEXICAN BONOS BONDS 05/31 7.75 N/A EI8047355 32570000 PA 1724638.2 0.3775287063 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.750000000000 N N N N N N DH Europe Finance II Sarl N/A 23291KAB1 1630000 PA 1946863.2 0.4261744552 Long DBT CORP LU N 2 2028-03-18 Fixed 0.450000000000 N N N N N N DPL Inc. N/A 233293AR0 1330000 PA USD 1426425 0.3122489024 Long DBT CORP US N 2 2025-07-01 Fixed 4.125000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331842 20150 NS USD 996014.5 0.2180306952 Long EP CORP US N 1 N N N DAE Funding LLC N/A 23371DAG9 640000 PA USD 654131.2 0.1431913695 Long DBT CORP AE N 2 2028-03-20 Fixed 3.375000000000 N N N N N N COLOMBIAN TES BONDS 08/26 7.5 N/A EI8220614 3905000000 PA 1101625.05 0.2411491755 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.500000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 EJ0489538 940000 PA 728748 0.1595252208 Long DBT NUSS PH N 2 2022-03-09 Fixed 5.000000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10 N/A EJ0602940 7695000 PA 1604530.17 0.3512366822 Long DBT NUSS BR N 2 2023-01-01 Fixed 10.000000000000 N N N N N N NORWAY GOVERNMENT BOND BONDS 144A REGS 05/23 2 N/A EJ2026312 30260000 PA 3603678.18 0.7888564461 Long DBT NUSS NO N 2 2023-05-24 Fixed 2.000000000000 N N N N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851300 570 NS USD 1025207.7 0.2244211781 Long EP CORP US N 1 N N N Dell International L.L.C. N/A 24702NBF6 2376000 PA USD 2374930.8 0.5198797942 Long LON CORP US N 2 2025-09-19 Floating 2 N N N N N N Indonesia Treasury Bond N/A EJ3146325 4075000000 PA 280717.68 0.0614499798 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 441096.88 0.0965574893 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.625000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 07/46 8.35 N/A 24703TAK2 541000 PA USD 884861.45 0.1936989442 Long DBT CORP US N 2 2046-07-15 Fixed 8.350000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361702 24829 NS USD 1074102.54 0.2351244118 Long EC CORP US N 1 N N N ICON Luxembourg S.A R.L. N/A L5000DAC1 2401140 PA USD 2404525.61 0.5263581909 Long LON CORP LU N 2 2028-06-16 Floating 0 N N N N N N BNG Bank N.V. N/A LW2835434 395000 PA 478074.86 0.1046520850 Long DBT CORP NL N 2 2024-06-07 Fixed 0.250000000000 N N N N N N Chubb INA Holdings Inc. CZCBJZWDMLTHWJDXU843 171239AE6 875000 PA 1046587.81 0.2291013512 Long DBT CORP US N 2 2024-12-15 Fixed 0.300000000000 N N N N N N Cimpress PLC N/A 17186HAC6 975000 PA USD 1027815.75 0.2249920884 Long DBT CORP IE N 2 2026-06-15 Fixed 7.000000000000 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 185899AG6 375000 PA USD 404531.25 0.0885531583 Long DBT CORP US N 2 2026-03-15 Fixed 6.750000000000 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 185899AK7 1475000 PA USD 1552098.25 0.3397591706 Long DBT CORP US N 2 2029-03-01 Fixed 4.625000000000 N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 185899AL5 790000 PA USD 829500 0.1815801493 Long DBT CORP US N 2 2031-03-01 Fixed 4.875000000000 N N N N N Colombia Government International Bond N/A 195325DZ5 955000 PA USD 935384.3 0.2047585544 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.250000000000 N N N N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -3470.8 -0.0007597690 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 1239401.100000000000 GBP 1441009.920000000000 EUR 2021-09-15 -3470.800000000000 N N N BOUGHT CAD/SOLD JPY N/A N/A 1 NC -5385.48 -0.0011788984 N/A DFE CORP CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 132702800.000000000000 JPY 1475000.000000000000 CAD 2021-09-15 -5385.480000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD 9746.15 0.0021334628 N/A DFE CORP BR N 2 CITIBANK N.A. N/A 3744443.090000000000 BRL 755766.090000000000 USD 2021-09-15 9746.150000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD 10273.16 0.0022488269 N/A DFE CORP BR N 2 STATE STREET BANK AND TRUST COMPANY N/A 3741797.910000000000 BRL 755766.090000000000 USD 2021-09-15 10273.160000000000 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397YQ0 415000 PA USD 420706.25 0.0920939165 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 312325 0.0683689212 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 485000 PA USD 497076.5 0.1088116035 Long DBT CORP US N 2 2022-11-01 Fixed 3.350000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZW6 445000 PA USD 483937.5 0.1059354352 Long DBT CORP US N 2 2026-08-01 Fixed 4.542000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DCH6 985000 PA USD 1078575 0.2361034473 Long DBT CORP US N 2 2030-08-01 Fixed 4.625000000000 N N N N N N GCI LLC N/A 36166TAB6 400000 PA USD 409400 0.0896189429 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N GFL Environmental Inc. N/A 36168QAN4 765000 PA USD 794299.5 0.1738746496 Long DBT CORP CA N 2 2029-06-15 Fixed 4.750000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AE7 475000 PA USD 485977.25 0.1063819429 Long DBT CORP US N 2 2030-10-01 Fixed 3.750000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 875000 PA USD 893987.5 0.1956966652 Long DBT CORP CH N 2 2031-02-10 Variable 4.375000000000 N N N N N N United Airlines Inc. N/A 90932RAJ3 785000 PA USD 794592.7 0.1739388320 Long LON CORP US N 2 2028-04-21 Floating 4.5 N N N N N N United States Treasury Note/Bond N/A 912810PW2 3920000 PA USD 5395971.88 1.1811951534 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 995000 PA USD 1120424.42 0.2452644165 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A86 205000 PA USD 217459.37 0.0476025375 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B51 360000 PA USD 358293.6 0.0784315918 Long DBT CORP US N 2 2028-02-16 Fixed 2.900000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B69 1220000 PA USD 1243643.6 0.2722374811 Long DBT CORP US N 2 2031-06-17 Fixed 3.625000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397WF6 200000 PA USD 206514 0.0452065617 Long DBT CORP US N 2 2022-09-20 Fixed 4.250000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABT1 400000 PA USD 397000 0.0869045440 Long DBT CORP US N 2 2031-02-15 Fixed 2.875000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABU8 235000 PA USD 240287.5 0.0525996867 Long DBT CORP US N 2 2026-04-15 Fixed 2.625000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABV6 470000 PA USD 485036.99 0.1061761170 Long DBT CORP US N 2 2029-04-15 Fixed 3.375000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABW4 785000 PA USD 812121.75 0.1777759959 Long DBT CORP US N 2 2031-04-15 Fixed 3.500000000000 N N N N N N Taco Bell Funding LLC N/A 87342RAC8 1497600 PA USD 1617138.43 0.3539966698 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.970000000000 N N N N N N Tripadvisor Inc. N/A 896945AA0 795000 PA USD 855420 0.1872541186 Long DBT CORP US N 2 2025-07-15 Fixed 7.000000000000 N N N N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -12627.46 -0.0027641906 N/A DFE CORP BR N 2 CITIBANK N.A. N/A 4127582.970000000000 BRL 809726.920000000000 USD 2021-09-15 -12627.460000000000 N N N 2020 Cash Mandatory Exchangeable Trust N/A 901375105 475 NS USD 598538 0.1310218438 Long EP CORP US N 2 N N N Twilio Inc. 5493004W8TRGD63APX93 90138FAC6 465000 PA USD 474300 0.1038257563 Long DBT CORP US N 2 2029-03-15 Fixed 3.625000000000 N N N N N N Twilio Inc. 5493004W8TRGD63APX93 90138FAD4 620000 PA USD 636275 0.1392825913 Long DBT CORP US N 2 2031-03-15 Fixed 3.875000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973866 804 NS USD 792744 0.1735341457 Long EP CORP US N 1 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -60739.02 -0.0132959618 N/A DFE CORP BR N 2 CITIBANK N.A. N/A 18702274.750000000000 BRL 3665387.810000000000 USD 2021-09-15 -60739.020000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -155.09 -0.0000339497 N/A DFE CORP AU N 2 CITIBANK N.A. N/A 2051974.480000000000 AUD 1539206.580000000000 USD 2021-09-15 -155.090000000000 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973BB1 2560000 PA 3118846.06 0.6827251758 Long DBT CORP US N 2 2024-06-07 Fixed 0.850000000000 N N N N N N Uber Technologies Inc N/A 90353TAC4 1110000 PA USD 1196025 0.2618136204 Long DBT CORP US N 2 2026-11-01 Fixed 8.000000000000 N N N N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 1486.49 0.0003253973 N/A DFE CORP AU N 2 CITIBANK N.A. N/A 2051974.480000000000 AUD 1540848.160000000000 USD 2021-09-15 1486.490000000000 N N N Uber Technologies Inc N/A 90353TAF7 160000 PA USD 172672 0.0377984419 Long DBT CORP US N 2 2025-05-15 Fixed 7.500000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 EK8861875 9790000 PA 1146794.57 0.2510369250 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 513841.7 0.1124815583 Long DBT NUSS SG N 2 2025-06-01 Fixed 2.375000000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 LW1708160 800000 PA 1138245.62 0.2491655330 Long DBT CORP GB N 2 2023-04-28 Fixed 1.000000000000 N N N N N BP Capital Markets PLC GBP XXXX N N N Indonesia Government International Bond N/A LW3759161 850000 PA 1057241.14 0.2314333985 Long DBT NUSS ID N 2 2023-06-14 Fixed 2.625000000000 N N N N N N 11688233 MFC GLOBAL FXVANILLAOPTION---20210722 N/A N/A 6190000 PA USD 2816.45 0.0006165297 N/A DFE CORP US N 2 HSBC BANK USA N.A. N/A Put Purchased USD PUT MXN CALL USD PUT MXN CALL 1 USD 19.250000000000 USD 2021-07-22 XXXX -89426.280000000000 N N N 13618856 MFC GLOBAL FXVANILLAOPTION---20211007 N/A N/A 7675000 PA USD 49572.83 0.0108516478 N/A DFE CORP US N 2 CANADIAN IMPERIAL BANK OF COMM N/A Put Purchased USD PUT CAD CALL USD PUT CAD CALL 1 USD 1.220000000000 USD 2021-10-07 XXXX -568.020000000000 N N N 14288610 MFC GLOBAL FXVAN CALL EUR USD 1.217500 N/A N/A 8885000 PA -8523.14 -0.0018657421 N/A DFE CORP US N 2 CITIBANK N.A. N/A Call Written EUR CALL USD PUT EUR CALL USD PUT 1 EUR 1.217500000000 EUR 2021-08-10 XXXX 116051.050000000000 N N N 14289341 MFC GLOBAL FXVAN PUT USD CAD 1.220000 N/A N/A 7675000 PA USD -49572.83 -0.0108516478 N/A DFE CORP US N 2 GOLDMAN SACHS BANK USA N/A Put Written USD PUT CAD CALL USD PUT CAD CALL 1 USD 1.220000000000 USD 2021-10-07 XXXX 124496.170000000000 N N N 15156313 MFC GLOBAL FXVANILLAOPTION---20210819 N/A N/A 8895000 PA -58632.15 -0.0128347614 N/A DFE CORP DE N 2 UBS SECURITIES LIMITED N/A Call Written EUR CALL USD CALL EUR CALL USD CALL 1 EUR 1.194000000000 EUR 2021-08-19 XXXX 28988.050000000000 N N N MEXICAN BONOS BONDS 03/26 5.75 N/A QJ1649335 24110000 PA 1175915.84 0.2574116622 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.750000000000 N N N N N N The United Kingdom N/A QZ0321229 585000 PA 813241.51 0.1780211149 Long DBT NUSS GB N 2 2022-07-22 Fixed 0.500000000000 N N N N N N Indonesia Treasury Bond N/A UV4168299 17423000000 PA 1383727.96 0.3029023865 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.750000000000 N N N N N N International Finance Corporation QKL54NQY28TCDAI75F60 ZO1774181 1240000 PA 831739.3 0.1820703391 Long DBT NUSS US N 2 2025-09-10 Fixed 0.375000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 ZO2933323 270000 PA 317215.33 0.0694394298 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 285065.63 0.0624017597 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 873467.89 0.1912048582 Long DBT CORP GB N 2 2031-01-31 Fixed 3.250000000000 N N N N N N Australia Government Bond N/A ZO5418629 775000 PA 572063.6 0.1252265147 Long DBT NUSS AU N 2 2026-09-21 Fixed 0.500000000000 N N N N N N BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5 N/A ZP0440690 12100000 PA 412762.11 0.0903549193 Long DBT CORP MX N 2 2032-12-18 Fixed 9.500000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 ZP2481569 1470000 PA 173884.18 0.0380637919 Long DBT NUSS LU N 2 2025-03-13 Fixed 1.750000000000 N N N N N N PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/30 0.47 N/A ZP3538151 2270000 PA 2741770.43 0.6001821388 Long DBT NUSS PT N 2 2030-10-18 Fixed 0.475000000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 ZP3887491 315000 PA 377864 0.0827156137 Long DBT CORP DE N 2 2027-09-29 Fixed 0.375000000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 ZR4566439 2100000 PA 1602844.4 0.3508676618 Long DBT NUSS AU N 2 2024-02-08 Fixed 1.000000000000 N N N N N N EDP Finance BV N/A ZR5456655 130000 PA 155650.46 0.0340723734 Long DBT CORP NL N 2 2026-09-16 Fixed 0.375000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 ZR7668885 650000 PA 778711.6 0.1704624094 Long DBT CORP US N 2 2028-03-01 Fixed 0.500000000000 N N N N N N INDIA GOVERNMENT BOND BONDS 10/29 6.45 N/A ZR8860481 33000000 PA 446094.1 0.0976513964 Long DBT NUSS IN N 2 2029-10-07 Fixed 6.450000000000 N N N N N N SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0 N/A ZS0772682 875000 PA 1058980.76 0.2318142068 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 1766963.23 0.3867937880 Long DBT NUSS PH N 2 2027-05-17 Fixed 0.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 285000 PA USD 331312.5 0.0725253445 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAU0 1110000 PA USD 1348202 0.2951256425 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAY2 1920000 PA USD 2061772.8 0.4513285267 Long DBT CORP US N 2 2025-06-15 Fixed 3.625000000000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229AW6 160000 PA USD 178419.2 0.0390565220 Long DBT CORP US N 2 2026-04-01 Fixed 4.700000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAA7 1685000 PA USD 1701850 0.3725402979 Long DBT CORP US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EF8 775000 PA USD 911810.75 0.1995982304 Long DBT CORP US N 2 2031-01-01 Fixed 6.125000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAC3 759000 PA USD 767349 0.1679751007 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 1091000 PA USD 1104637.5 0.2418086103 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAM1 2124000 PA USD 2054970 0.4498393725 Long DBT CORP CA N 2 2030-10-15 Fixed 4.000000000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 68245XAP4 577000 PA USD 569787.5 0.1247282692 Long DBT CORP CA N 2 2029-02-15 Fixed 3.500000000000 N N N N N N Province of Ontario C7PVKCRGLG18EBQGZV36 68323ACC6 1060000 PA 988196.03 0.2163192076 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 1035393.27 0.2266508313 Long DBT NUSS CA N 2 2028-06-02 Fixed 2.900000000000 N N N N N N Province of Ontario C7PVKCRGLG18EBQGZV36 68333ZAN7 8165000 PA 6232234.63 1.3642556899 Long DBT NUSS CA N 2 2030-12-02 Fixed 1.350000000000 N N N N N N Oriflame Investment Holding PLC N/A 68621CAA7 470000 PA USD 481891 0.1054874500 Long DBT CORP CH N 2 2026-05-04 Fixed 5.125000000000 N N N N N N Organon and Co. N/A 68621XAE3 525000 PA USD 525330.75 0.1149965474 Long LON CORP US N 2 2028-06-02 Floating 3.5 N N N N N N PGandE Corporation 8YQ2GSDWYZXO2EDN3511 69331CAJ7 730000 PA USD 736935 0.1613173808 Long DBT CORP US N 2 2030-07-01 Fixed 5.250000000000 N N N N N N PT Pertamina (Persero) N/A 69370PAD3 295000 PA USD 314515.38 0.0688484023 Long DBT CORP ID N 2 2029-07-30 Fixed 3.650000000000 N N N N N N PT Pertamina (Persero) N/A 69370PAF8 255000 PA USD 261451.64 0.0572325833 Long DBT CORP ID N 2 2030-01-21 Fixed 3.100000000000 N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBD7 820000 PA 1030936.93 0.2256753245 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 518080.73 0.1134094953 Long DBT CORP US N 2 2028-12-03 Fixed 1.000000000000 N N N N N N FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A N/A 33767JAA0 284370.98 PA USD 283912.8 0.0621494016 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.266000000000 N N N N N N Perusahaan Penerbit SBSN Indonesia III N/A 71567PAH3 940000 PA USD 1053505 0.2306155458 Long DBT NUSS ID N 2 2027-03-29 Fixed 4.150000000000 N N N N N N Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara N/A 71568PAC3 1440000 PA USD 1561680 0.3418566457 Long DBT CORP ID N 2 2027-05-15 Fixed 4.125000000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBD0 1110000 PA USD 1323397.5 0.2896958598 Long DBT CORP NL N 2 2049-03-19 Fixed 6.900000000000 N N N N N Petrorio Luxembourg S.a r.l. N/A 71677WAA0 505000 PA USD 516615 0.1130886424 Long DBT CORP LU N 2 2026-06-09 Fixed 6.125000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AX6 290000 PA 359056.51 0.0785985952 Long DBT CORP US N 2 2027-07-01 Fixed 1.125000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AC1 1355000 PA USD 1855686.05 0.4062154913 Long DBT CORP US N 2 2031-11-15 Fixed 7.375000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 890000 PA USD 967875 0.2118708704 Long DBT CORP US N 2 2027-07-15 Fixed 4.400000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A29 280000 PA USD 285600 0.0625187350 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 580000 PA USD 601275.56 0.1316211042 Long DBT CORP US N 2 2023-11-17 Fixed 3.370000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 12414000 PA USD 12414000 2.7174635006 Long RA CORP US N 2 Repurchase N 0.000000000000000 2021-07-01 12654200 USD 12662308.17865 USD UST N N N Philippines Government International Bond N/A 718286BM8 43000000 PA 1051617.68 0.2302024055 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.250000000000 N N N N N N KFC Holding Co. N/A 72584DAF1 655000 PA USD 654764.2 0.1433299352 Long LON CORP US N 2 2028-03-15 Floating 1.833 N N N N N N Credit Agricole S.A. N/A 726261902 66195 NS 928026.66 0.2031479439 Long EC CORP FR N 2 N N N Popular Inc. N/A 733174AK2 1625000 PA USD 1753375 0.3838192819 Long DBT CORP PR N 2 2023-09-14 Fixed 6.125000000000 N N N N N N PORTUGAL GOVERNMENT INTERNATIO SR UNSECURED 144A 10/24 5.125 N/A 737271AE6 1905000 PA USD 2161984.5 0.4732651819 Long DBT NUSS PT N 2 2024-10-15 Fixed 5.125000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AM6 1955000 PA USD 2045418.75 0.4477485739 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 1330300 0.2912068386 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 305306.25 0.0668324948 Long DBT CORP US N 2 2029-12-15 Fixed 5.500000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AR5 1450000 PA USD 1447607.5 0.3168858180 Long DBT CORP US N 2 2031-09-15 Fixed 4.500000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAF3 105000 PA USD 101850 0.0222952842 Long DBT CORP US N 2 2027-08-31 Fixed 3.375000000000 N N N N N N Indonesia Asahan Aluminium (Persero) PT N/A 74445PAE2 1090000 PA USD 1201648.7 0.2630446659 Long DBT CORP ID N 2 2025-05-15 Fixed 4.750000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/29 4 N/A 74727PBA8 475000 PA USD 546611 0.1196548608 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.000000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817 N/A 74727PBB6 710000 PA USD 913237.5 0.1999105505 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 551498.47 0.1207247433 Long DBT NUSS CA N 2 2023-09-01 Fixed 3.000000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE F SR SECURED 144A 09/26 4.5 N/A 75026JAC4 1155000 PA USD 1195425 0.2616822785 Long DBT CORP US N 2 2026-09-15 Fixed 4.500000000000 N N N N N N RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5 N/A 75026JAE0 471000 PA USD 494856.15 0.1083255619 Long DBT CORP US N 2 2028-09-15 Fixed 6.500000000000 N N N N N N Rede D'or Finance Sarl N/A 75735GAA6 700000 PA USD 717500 0.1570629984 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 1285000 PA USD 1276097.13 0.2793416605 Long DBT CORP US N 2 2027-10-15 Fixed 4.000000000000 N N N N N N Natwest Group plc N/A 780097BQ3 840000 PA USD 936247.2 0.2049474459 Long DBT CORP GB N 2 2025-12-29 Variable 6.000000000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BG6 1235000 PA USD 1293415.5 0.2831327060 Long DBT CORP US N 2 2028-04-01 Fixed 5.500000000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BH4 690000 PA USD 689137.5 0.1508543582 Long DBT CORP US N 2 2026-07-01 Fixed 4.250000000000 N N N N N N SBA Communications Corporation N/A 78388JAV8 87000 PA USD 88522.5 0.0193778526 Long DBT CORP US N 2 2024-09-01 Fixed 4.875000000000 N N N N N N SK hynix Inc. N/A 78392BAB3 485000 PA USD 478413.7 0.1047262581 Long DBT CORP KR N 2 2026-01-19 Fixed 1.500000000000 N N N N N N SCIH Salt Holdings Inc. N/A 78397GAF8 570000 PA USD 570951.9 0.1249831601 Long LON CORP US N 2 2027-03-16 Floating 4.750000000000 N N N N N N SBA Communications Corporation N/A 78410GAD6 1900000 PA USD 1951119.5 0.4271061726 Long DBT CORP US N 2 2027-02-15 Fixed 3.875000000000 N N N N N N SBA Communications Corporation N/A 78410GAE4 955000 PA USD 920683.13 0.2015404222 Long DBT CORP US N 2 2029-02-01 Fixed 3.125000000000 N N N N N N SCIH Salt Holdings Inc. N/A 78433BAA6 945000 PA USD 944886.6 0.2068386376 Long DBT CORP US N 2 2028-05-01 Fixed 4.875000000000 N N N N N N St. Marys Cement Inc. (Canada) N/A 78478EAA6 830000 PA USD 958650 0.2098514890 Long DBT CORP CA N 2 2027-01-28 Fixed 5.750000000000 N N N N N N Sabre Corporation N/A 78573M203 2400 NS USD 386856 0.0846839907 Long EP CORP US N 1 N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78573NAE2 415000 PA USD 755300 0.1653375368 Long DBT CORP US N 2 2025-04-15 Fixed 4.000000000000 N N N N N Sabre GLBL, Inc. USD XXXX N N N Safehold Inc. N/A 78645L100 4554 NS USD 357489 0.0782554623 Long EC CORP US N 1 N N N Saudi Arabian Oil Co. N/A 80414L2D6 985000 PA USD 1066262.5 0.2334082025 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 827747.72 0.1811965697 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 546867.5 0.1197110094 Long DBT CORP SA N 2 2049-04-16 Fixed 4.375000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAF6 325000 PA USD 348156.25 0.0762124941 Long DBT CORP US N 2 2027-10-01 Fixed 3.900000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAM1 190000 PA USD 194694.9 0.0426193237 Long DBT CORP US N 2 2026-05-15 Fixed 3.125000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAN9 2235000 PA USD 2329987.5 0.5100415650 Long DBT CORP US N 2 2031-05-15 Fixed 3.625000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAL4 620000 PA USD 638872.8 0.1398512579 Long DBT CORP US N 2 2031-01-15 Fixed 4.750000000000 N N N N N N Saudi Arabian Oil Co. N/A 80414L2K0 400000 PA USD 392548 0.0859299873 Long DBT CORP SA N 2 2030-11-24 Fixed 2.250000000000 N N N N N N Shinhan Financial Group Co. Ltd. N/A 824596AA8 880000 PA USD 874614.4 0.1914558329 Long DBT CORP KR N 2 2026-05-12 Variable 2.875000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAB4 360000 PA USD 373050 0.0816618140 Long DBT CORP FR N 2 2026-05-26 Variable 4.750000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973304 22421 NS USD 1277324.37 0.2796103072 Long EC CORP US N 1 N N N ICON LUXEMBOURG SARL 1ST LIEN TERM LOAN B N/A 942WUKII6 266880 PA USD 267256.3 0.0585032415 Long LON CORP US N 2 2028-06-16 Floating 0 N N N N N N BOUGHT CAD/SOLD GBP N/A N/A 1 NC 258.260000000002 0.0000565339 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1441250.000000000000 GBP 2472179.010000000000 CAD 2021-09-15 258.260000000002 N N N BOUGHT CAD/SOLD GBP N/A N/A 1 NC -6150.19 -0.0013462959 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1441250.000000000000 GBP 2464234.840000000000 CAD 2021-09-15 -6150.190000000000 N N N FMG Resources (August 2006) Pty Limited 549300EFD6S2NFE9D745 30251GBC0 3053000 PA USD 3266190.99 0.7149794427 Long DBT CORP AU N 2 2031-04-01 Fixed 4.375000000000 N N N N N N FS Luxembourg S.a r.l. N/A 30315XAB0 630000 PA USD 704818.8 0.1542870439 Long DBT CORP LU N 2 2025-12-15 Fixed 10.000000000000 N N N N N N FREDDIE MAC STRUCTURED AGENCY STACR 2017 DNA3 M1 S6XOOCT0IEG5ABCC6L87 3137G0QP7 144119.82 PA USD 144119.81 0.0315482780 Long ABS-MBS USGSE US N 2 2030-03-25 Floating 0.841500000000 N N N N N N First Horizon Bank COOWI3L2W9TPYR3WJX37 337158AJ8 484000 PA USD 596754.52 0.1306314344 Long DBT CORP US N 2 2030-05-01 Fixed 5.750000000000 N N N N N N Liberty Broadband Corporation N/A 530307AA5 815000 PA USD 855683.95 0.1873118980 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 Liberty Broadband Corporation N/A 530307AC1 1205000 PA USD 1212832.5 0.2654928348 Long DBT CORP US N 2 2050-09-30 Fixed 1.250000000000 N N N N N Liberty Broadband Corp. USD XXXX N N N Liberty Media Corporation N/A 531229AK8 500000 PA USD 575250 0.1259240276 Long DBT CORP US N 2 2050-12-01 Fixed 0.500000000000 N N N N Y Liberty Media Corp. USD XXXX N N N Lions Gate Capital Holdings LLC N/A 53627NAE1 985000 PA USD 1035481.25 0.2266700904 Long DBT CORP US N 2 2029-04-15 Fixed 5.500000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AU3 1040000 PA USD 1216800 0.2663613330 Long DBT CORP GB N 2 2025-09-27 Variable 7.500000000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 105000 PA USD 111562.5 0.0244213808 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N MGM GROWTH PROPERTIES OPERATIN COMPANY GUAR 144A 06/25 4.625 N/A 55303XAK1 105000 PA USD 112178.85 0.0245563018 Long DBT CORP US N 2 2025-06-15 Fixed 4.625000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAK6 1530000 PA USD 1564669.8 0.3425111223 Long DBT CORP US N 2 2030-09-01 Fixed 3.625000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAL4 765000 PA USD 793886.4 0.1737842207 Long DBT CORP US N 2 2031-02-15 Fixed 3.875000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAM2 844000 PA USD 865690.8 0.1895024289 Long DBT CORP US N 2 2031-11-01 Fixed 3.625000000000 N N N N N N Match Group Holdings II LLC N/A 57665RAL0 705000 PA USD 717337.5 0.1570274266 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 625000 PA USD 682812.5 0.1494697959 Long DBT CORP SG N 2 2026-05-14 Fixed 7.375000000000 N N N N N N Mexico Remittances Funding Fiduciary Estate Management Sarl N/A 593035AA6 630000 PA USD 620102.7 0.1357424242 Long DBT CORP LU N 2 2028-01-15 Fixed 4.875000000000 N N N N N N MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5 N/A 599191AA1 840000 PA USD 924840 0.2024503741 Long DBT CORP US N 2 2027-06-20 Fixed 6.500000000000 N N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 600814AR8 530000 PA USD 548550 0.1200793139 Long DBT CORP LU N 2 2031-04-27 Fixed 4.500000000000 N N N N N Morgan Stanley Mortgage Loan Trust 2004-9 N/A 61748HFT3 95013.87 PA USD 103116.02 0.0225724199 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.407301000000 N N N N N N Movida Europe S.A. N/A 62459LAA7 235000 PA USD 237173.75 0.0519180771 Long DBT CORP LU N 2 2031-02-08 Fixed 5.250000000000 N N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A 62848BAA9 243870.34 PA USD 252594.46 0.0552937188 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.450000000000 N N N N N N NBM US Holdings Inc. N/A 62877VAA9 205000 PA USD 220992.05 0.0483758522 Long DBT CORP US N 2 2026-05-14 Fixed 7.000000000000 N N N N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -3869.55 -0.0008470566 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 1239689.310000000000 GBP 1441009.920000000000 EUR 2021-09-15 -3869.550000000000 N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAN6 655000 PA USD 744879.1 0.1630563691 Long DBT CORP US N 2 2026-11-15 Fixed 4.375000000000 N N N N N N NextEra Energy Inc. N/A 65339F739 17400 NS USD 859560 0.1881603775 Long EP CORP US N 1 N N N NextEra Energy Inc. N/A 65339F770 28350 NS USD 1388016 0.3038410519 Long EP CORP US N 1 N N N The Southern Company 549300FC3G3YU2FBZD92 842587602 33300 NS USD 1685979 0.3690660863 Long EP CORP US N 1 N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AL3 120000 PA USD 132840 0.0290790923 Long DBT CORP US N 2 2025-01-23 Fixed 6.450000000000 N N N N N N Spirit AeroSystems Inc. N/A 85205TAL4 165000 PA USD 176137.5 0.0385570507 Long DBT CORP US N 2 2025-04-15 Fixed 7.500000000000 N N N N N N Sprint Capital Corporation N/A 852060AT9 925000 PA USD 1406000 0.3077778059 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAH8 165000 PA USD 190368.75 0.0416723159 Long DBT CORP US N 2 2024-06-15 Fixed 7.125000000000 N N N N N N Square Inc. 549300OHIIUWSTIZME52 852234AM5 315000 PA USD 317756.25 0.0695578388 Long DBT CORP US N 2 2031-06-01 Fixed 3.500000000000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C501 19905 NS USD 873431.4 0.1911968705 Long EC CORP US N 1 N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAU9 605000 PA USD 616567.6 0.1349685797 Long DBT CORP US N 2 2026-02-01 Fixed 4.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAV7 165000 PA USD 176756.25 0.0386924970 Long DBT CORP US N 2 2028-02-01 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 9128286G0 150000 PA USD 157904.3 0.0345657461 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 198354.69 0.0434204632 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 912828U24 1390000 PA USD 1466884.38 0.3211055874 Long DBT UST US N 2 2026-11-15 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZW3 100000 PA USD 98226.56 0.0215021018 Long DBT UST US N 2 2025-06-30 Fixed 0.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CAZ4 900000 PA USD 883792.97 0.1934650506 Long DBT UST US N 2 2025-11-30 Fixed 0.375000000000 N N N N N N USB CAPITAL IX N/A 91731KAA8 1328000 PA USD 1314720 0.2877963278 Long DBT CORP US N 2 2021-08-02 Variable 3.500000000000 N N N N N N Valley National Bancorp 549300ET52S1UBIB9762 919794305 22825 NS USD 585917.75 0.1282592315 Long EP CORP US N 1 N N N Vertis Holdings Inc. N/A 92599V931 8371 NS USD 0.01 0.0000000022 Long EC CORP US N 3 N N N Virgin Media Finance plc N/A 92769VAJ8 720000 PA USD 727408.8 0.1592320657 Long DBT CORP GB N 2 2030-07-15 Fixed 5.000000000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 937LWSII8 300000 PA USD 299700 0.0656052691 Long LON CORP US N 2 2025-06-30 Floating 0 N N N N N N Hilton Grand Vacations Borrower LLC N/A 937RMJII6 420000 PA USD 420130.2 0.0919678173 Long LON CORP US N 2 2028-05-19 Floating 0.00000000000 N N N N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -4388.3 -0.0009606126 N/A DFE CORP NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 1134068.430000000000 NZD 788148.070000000000 USD 2021-09-15 -4388.300000000000 N N N Crown Cork and Seal Company Inc. 7HLDMDH0ZXNUH6PT7Z42 228255AH8 936000 PA USD 1146600 0.2509943330 Long DBT CORP US N 2 2026-12-15 Fixed 7.375000000000 N N N N N N DB Master Finance LLC N/A 233046AE1 503099.99 PA USD 509278.06 0.1114825632 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 884250 PA USD 895718.72 0.1960756346 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 476512.5 PA USD 502877.94 0.1100815569 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.021000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874BS5 1700000 PA USD 2458120.66 0.5380903153 Long DBT CORP US N 2 2058-05-15 Variable 8.175000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAS9 305000 PA 390074.62 0.0853885567 Long DBT CORP US N 2 2026-05-22 Fixed 1.950000000000 N N N N N N Americold Realty Trust N/A 03064D108 36756 NS USD 1391214.6 0.3045412355 Long EC CORP US N 1 N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CV0 865000 PA 1065533.28 0.2332485740 Long DBT CORP US N 2 2025-05-24 Fixed 0.875000000000 N N N N N N Aramark Services Inc. 42YMHYH0XMHJEXDUB065 038522AR9 160000 PA USD 170000 0.0372135327 Long DBT CORP US N 2 2025-05-01 Fixed 6.375000000000 N N N N N N Aramark Services Inc. 42YMHYH0XMHJEXDUB065 03852JAL5 262165.62 PA USD 259106.15 0.0567191482 Long LON CORP US N 2 2025-03-11 Floating 1.854 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LAP9 125000 PA USD 176578.13 0.0386535060 Long DBT CORP LU N 2 2039-10-15 Fixed 7.250000000000 N N N N N N ARCELORMITTAL SA SR UNSECURED 03/41 7 N/A 03938LAS3 485000 PA USD 673636.83 0.1474612130 Long DBT CORP LU N 2 2041-03-01 Fixed 7.000000000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LBA1 100000 PA USD 113099.22 0.0247577737 Long DBT CORP LU N 2 2026-03-11 Fixed 4.550000000000 N N N N N N ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125 N/A 03969AAN0 205000 PA USD 211662.5 0.0463335845 Long DBT CORP IE N 2 2026-08-15 Fixed 4.125000000000 N N N N N N ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25 N/A 03969YAA6 960000 PA USD 957219.17 0.2095382759 Long DBT CORP US N 2 2028-09-01 Fixed 3.250000000000 N N N N N N ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4 N/A 03969YAB4 1040000 PA USD 1031238 0.2257412297 Long DBT CORP US N 2 2029-09-01 Fixed 4.000000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A N/A 042859AA6 592446 PA USD 603108.37 0.1320223121 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.805000000000 N N N N N N Atento Luxco 1 S.A. N/A 04684LAC2 486000 PA USD 528801.95 0.1157564039 Long DBT CORP LU N 2 2026-02-10 Fixed 8.000000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05565ALQ4 820000 PA USD 833325 0.1824174538 Long DBT CORP FR N 2 2030-02-25 Variable 4.500000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05565ASK0 1421000 PA USD 1479289.42 0.3238210896 Long DBT CORP FR N 2 2031-02-25 Variable 4.625000000000 N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A N/A 056054AA7 1548004.24 PA USD 1550026.4 0.3393056361 Long ABS-MBS CORP US N 2 2036-10-15 Floating 0.993000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AS5 490000 PA USD 518728.7 0.1135513379 Long DBT CORP US N 2 2023-11-15 Fixed 4.000000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AT3 1375000 PA USD 1552031.25 0.3397445041 Long DBT CORP US N 2 2025-07-01 Fixed 5.250000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AV8 1035000 PA USD 1152741.19 0.2523386587 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 510442.4 0.1117374409 Long DBT CORP US N 2 2030-08-15 Fixed 2.875000000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05971KAH2 800000 PA USD 809600 0.1772239770 Long DBT CORP ES N 2 2026-11-12 Variable 4.750000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AH0 1666000 PA USD 1580617.5 0.3460021238 Long DBT CORP US N 2 2028-01-30 Fixed 5.000000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AJ6 1210000 PA USD 1125300 0.2463316963 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 969269 0.2121760214 Long DBT CORP US N 2 2029-02-15 Fixed 6.250000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AL1 240000 PA USD 224028 0.0490404312 Long DBT CORP US N 2 2031-02-15 Fixed 5.250000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887406 10850 NS USD 580583.5 0.1270915475 Long EP CORP US N 1 N N Becton Dickinson Euro Finance Sarl N/A 07589LAC1 745000 PA 923592.73 0.2021773428 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 1158678.54 0.2536383633 Long DBT CORP US N 2 2025-03-12 Fixed 0.000000000000 N N N N N N Berry Global Inc. 549300AP2Q7ERHX6RI89 085770AB1 590000 PA USD 623978.1 0.1365907614 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 1007693.79 0.2205873283 Long DBT CORP SG N 2 2022-09-18 Fixed 2.750000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023105 8021 NS USD 1921510.76 0.4206247266 Long EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CU7 1035000 PA USD 1194211.95 0.2614167380 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 2625000 PA USD 3108406.77 0.6804399825 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N Boyd Gaming Corporation N/A 103304BV2 810000 PA USD 840375 0.1839607209 Long DBT CORP US N 2 2031-06-15 Fixed 4.750000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAB1 570000 PA USD 600609 0.1314751922 Long DBT CORP NL N 2 2028-01-10 Fixed 4.500000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAE5 585000 PA USD 640580.85 0.1402251554 Long DBT CORP NL N 2 2050-01-31 Fixed 5.875000000000 N N N N N N BRAVO MORTGAGE ASSET TRUST BMAT 2006 1A A2 144A N/A 105667AB5 85184.83 PA USD 85157.83 0.0186413158 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.331500000000 N N N N N N Broadcom Inc. N/A 11135F200 840 NS USD 1276690.8 0.2794716168 Long EP CORP US N 1 N N N Brown Group Holding LLC N/A 11565HAB2 567000 PA USD 563881.5 0.1234354273 Long LON CORP US N 2 2028-06-07 Floating 3.25 N N N N N N Carvana Co. N/A 146869AD4 1190000 PA USD 1252118 0.2740925538 Long DBT CORP US N 2 2028-10-01 Fixed 5.875000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BZ5 770000 PA USD 782705 0.1713365772 Long DBT CORP MX N 2 2031-07-11 Fixed 3.875000000000 N N N N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC -39.93 -0.0000087408 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 161239.630000000000 USD 216767.500000000000 SGD 2021-09-15 -39.930000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC -3470.78 -0.0007597646 N/A DFE CORP SG N 2 BARCLAYS BANK PLC WHOLESALE N/A 1629575.810000000000 USD 2186646.300000000000 SGD 2021-09-15 -3470.780000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC -4734.85 -0.0010364735 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE N/A 2861725.530000000000 USD 2065000.000000000000 GBP 2021-09-15 -4734.850000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC -4195.74 -0.0009184606 N/A DFE CORP SG N 2 BARCLAYS BANK PLC WHOLESALE N/A 1810639.780000000000 USD 2429150.710000000000 SGD 2021-09-15 -4195.740000000000 N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 1375000 PA USD 1548354.83 0.3389397242 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 2943000 PA USD 3135383.91 0.6863453630 Long DBT CORP US N 2 2030-09-01 Fixed 3.500000000000 N N N N N N HarborView Mortgage Loan Trust 2007-3 N/A 41164UAR0 4439795.24 PA USD 46361.67 0.0101487148 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 4761866.85 PA USD 63561.4 0.0139137896 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 4474520.92 PA USD 63415.15 0.0138817751 Long ABS-MBS CORP US N 2 2037-08-19 Variable 0.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAH1 165000 PA USD 240880.65 0.0527295291 Long DBT CORP US N 2 2039-08-01 Fixed 7.125000000000 N N N N N N BOUGHT EUR/SOLD CAD N/A N/A 1 NC -14628.96 -0.0032023252 N/A DFE CORP DE N 2 ROYAL BANK OF CANADA N/A 9882730.080000000000 CAD 6700851.060000000000 EUR 2021-09-15 -14628.960000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 10905.26 0.0023871956 N/A DFE CORP GB N 2 JPMORGAN CHASE BANK N.A N/A 4930199.120000000000 CAD 2882500.000000000000 GBP 2021-09-15 10905.260000000000 N N N The Hertz Corporation 549300PD0C69OJ0NLB27 42804VBB6 697700 PA USD 696827.88 0.1525378065 Long LON CORP US N 2 2028-06-14 Floating 0.000000000000 N N N N N N The Hertz Corporation 549300PD0C69OJ0NLB27 42804VBC4 131710 PA USD 131545.36 0.0287956915 Long LON CORP US N 2 2028-06-14 Floating 0 N N N N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 6946.91 0.0015207004 N/A DFE CORP GB N 2 HSBC BANK USA N/A 919013.630000000000 GBP 1278430.390000000000 USD 2021-09-15 6946.910000000000 N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865AX8 330000 PA 401454.28 0.0878795999 Long DBT CORP US N 2 2024-01-15 Fixed 1.000000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125 N/A 29135LAH3 730000 PA USD 793239.9 0.1736426998 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 546843.75 0.1197058105 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875000000000 N N N N N N Hidrovias International Finance S.a r.l. N/A 42953LAB8 350000 PA USD 355643.75 0.0778515313 Long DBT CORP LU N 2 2031-02-08 Fixed 4.950000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AF8 290000 PA USD 309575 0.0677669376 Long DBT CORP US N 2 2030-01-15 Fixed 4.875000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AN1 485000 PA USD 478937.5 0.1048409196 Long DBT CORP US N 2 2032-02-15 Fixed 3.625000000000 N N N N N N HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 N/A 43284MAA6 585000 PA USD 598162.5 0.1309396457 Long DBT CORP US N 2 2029-06-01 Fixed 5.000000000000 N N N N N N HOME PARTNERS OF AMERICA 2018- HPA 2018 1 D 144A N/A 43730WAG1 590000 PA USD 590368.04 0.1292334139 Long ABS-O CORP US N 2 2037-07-17 Floating 1.532000000000 N N N N N N HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A N/A 43731QAC2 387288.43 PA USD 394517.17 0.0863610448 Long ABS-O CORP US N 2 2039-09-17 Fixed 3.157000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 44107TAY2 240000 PA USD 251550.2 0.0550651270 Long DBT CORP US N 2 2029-12-15 Fixed 3.375000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 44107TAZ9 240000 PA USD 251848.83 0.0551304981 Long DBT CORP US N 2 2030-09-15 Fixed 3.500000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7 N/A 29135LAM2 925000 PA USD 892440 0.1953579126 Long DBT NUSS AE N 2 2031-03-02 Fixed 1.700000000000 N N N N N N Ovintiv Inc. N/A 292505AD6 730000 PA USD 963683.72 0.2109533861 Long DBT CORP US N 2 2034-08-15 Fixed 6.500000000000 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 448579AJ1 744000 PA USD 903127.02 0.1976973347 Long DBT CORP US N 2 2030-04-23 Fixed 5.750000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AR4 1037000 PA USD 1148581.2 0.2514280239 Long DBT CORP NL N 2 2026-11-16 Variable 5.750000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 46115HAU1 800000 PA USD 916496 0.2006238463 Long DBT CORP IT N 2 2025-09-17 Variable 7.700000000000 N N N N N N SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75 N/A 82883AAA5 3000000 PA 552778.56 0.1210049590 Long DBT CORP BR N 2 2028-02-12 Fixed 10.750000000000 N N N N N N Ovintiv Inc. N/A 292505AG9 155000 PA USD 206359.55 0.0451727521 Long DBT CORP US N 2 2038-02-01 Fixed 6.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAZ8 990000 PA USD 1060196.37 0.2320803076 Long DBT CORP CA N 2 2029-11-15 Fixed 3.125000000000 N N N N N N Simpar Europe N/A 82883PAA2 315000 PA USD 323350.65 0.0707824705 Long DBT CORP LU N 2 2031-01-26 Fixed 5.200000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NBG2 100000 PA USD 100888 0.0220846993 Long DBT CORP US N 2 2030-07-01 Fixed 4.125000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5 N/A 830867AA5 320000 PA USD 343878.63 0.0752761097 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 2762000 PA USD 3070674.68 0.6721803097 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JFA3 660000 PA USD 777150 0.1701205703 Long DBT CORP FR N 2 2025-09-29 Variable 8.000000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AG3 550000 PA USD 551028.5 0.1206218654 Long DBT CORP CH N 2 2026-06-02 Variable 3.875000000000 N N N N N N Etsy Inc. 54930089Q7XT501AEA40 29786AAM8 575000 PA USD 633650 0.1387079706 Long DBT CORP US N 2 2028-06-15 Fixed 0.250000000000 N N N N Y Etsy, Inc. USD XXXX N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AS8 210000 PA USD 228971.74 0.0501226314 Long DBT CORP IT N 2 2035-06-30 Variable 5.459000000000 N N N N N N Malaysia Government Bond N/A EJ6316693 4313000 PA 1055071.45 0.2309584466 Long DBT NUSS MY N 2 2033-04-15 Fixed 3.844000000000 N N N N N N European Financial Stability Facility N/A EJ6800415 380000 PA 471674.56 0.1032510392 Long DBT NUSS LU N 2 2023-05-23 Fixed 1.875000000000 N N N N N N SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0 N/A BH2918028 865000 PA 1078623.08 0.2361139722 Long DBT NUSS ES N 2 2027-07-30 Fixed 0.800000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 BH3422129 187000 PA 248515.59 0.0544008414 Long DBT CORP US N 2 2025-03-27 Fixed 3.375000000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 BH4726221 875000 PA 1058198.99 0.2316430749 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 542227.79 0.1186953624 Long DBT NUSS PT N 2 2027-10-15 Fixed 0.700000000000 N N N N N N Malaysia Government Bond N/A EJ7152766 1930000 PA 485449.14 0.1062663380 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.733000000000 N N N N N N Indonesia Treasury Bond N/A EJ8078150 5055000000 PA 380603.58 0.0833153163 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 535482.84 0.1172188717 Long DBT NUSS ID N 2 2029-03-15 Fixed 9.000000000000 N N N N N N Ireland Government Bonds N/A EK0113978 1047000 PA 1374961.27 0.3009833306 Long DBT NUSS IE N 2 2024-03-18 Fixed 3.400000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10 N/A EK0169285 13185000 PA 2795905.44 0.6120324621 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.000000000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 EK1429340 400000 PA USD 445000 0.0974118945 Long DBT CORP IT N 2 2024-06-03 Variable 8.000000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 EK5159315 1310000 PA 925823.92 0.2026657573 Long DBT NUSS US N 2 2021-10-06 Fixed 4.625000000000 N N N N N N Jazz Financing Lux S.a r.l. N/A G5080AAF9 440000 PA USD 441236.4 0.0965880306 Long LON CORP LU N 2 2028-04-21 Floating 4 N N N N N N Australia Government Bond N/A BH7282321 2210000 PA 1648999.98 0.3609712629 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 1019168.6 0.2230992002 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 2179458.95 0.4770903937 Long DBT NUSS IT N 2 2025-07-01 Fixed 1.850000000000 N N N N N N 2021-07-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer