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 2021-12-31 N 454127107.310000000000 4850002.980000000000 449277104.330000000000 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 2505102.250000000000 GBP CAD CNY COP EUR IDR INR JPY KRW MXN MYR NOK NZD PHP SGD USD BRL AUD N ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25 N/A 03969YAA6 960000 PA USD 949224 0.2112780711 Long DBT CORP US N 2 2028-09-01 Fixed 3.250000000000 N N N N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 67013.97 0.0149159548 N/A DFE CORP JP N 2 CITIBANK N.A. N/A 156193537.000000000000 JPY 1425000.000000000000 USD 2022-01-19 67013.970000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 68327.24 0.0152082622 N/A DFE CORP JP N 2 CITIBANK N.A. N/A 156042487.000000000000 JPY 1425000.000000000000 USD 2022-01-19 68327.240000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 63430.2 0.0141182801 N/A DFE CORP JP N 2 CITIBANK N.A. N/A 136207112.000000000000 JPY 1247649.210000000000 USD 2022-01-19 63430.200000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 63849.24 0.0142115499 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY N/A 136158916.000000000000 JPY 1247649.220000000000 USD 2022-01-19 63849.240000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 47643.61 0.0106045043 N/A DFE CORP JP N 2 CITIBANK N.A. N/A 114114312.000000000000 JPY 1039782.240000000000 USD 2022-01-19 47643.610000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 90782.05 0.0202062489 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY N/A 316977757.000000000000 JPY 2846666.670000000000 USD 2022-01-19 90782.050000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 49763.91 0.0110764402 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY N/A 157985915.000000000000 JPY 1423333.330000000000 USD 2022-01-19 49763.910000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 51926.66 0.0115578247 N/A DFE CORP JP N 2 HSBC BANK USA N/A 157737159.000000000000 JPY 1423333.330000000000 USD 2022-01-19 51926.660000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 26618.94 0.0059248379 N/A DFE CORP JP N 2 GOLDMAN SACHS BANK USA N/A 325124493.000000000000 JPY 2853333.330000000000 USD 2022-01-19 26618.940000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD -40398.97 -0.0089919939 N/A DFE CORP GB N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 5166978.070000000000 GBP 6953150.720000000000 USD 2022-01-19 -40398.970000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD -10007.02 -0.0022273603 N/A DFE CORP GB N 2 UBS AG N/A 1609444.350000000000 GBP 2168389.890000000000 USD 2022-01-19 -10007.020000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD -10816.37 -0.0024075053 N/A DFE CORP GB N 2 HSBC BANK USA N/A 2880000.000000000000 GBP 3887288.640000000000 USD 2022-01-19 -10816.370000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 11171.52 0.0024865545 N/A DFE CORP SG N 2 JPMORGAN CHASE BANK N.A N/A 1907129.050000000000 USD 2585342.280000000000 SGD 2022-01-19 11171.520000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 10952.19 0.0024377361 N/A DFE CORP SG N 2 JPMORGAN CHASE BANK N.A N/A 1907129.060000000000 USD 2585046.690000000000 SGD 2022-01-19 10952.190000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 8935.71 0.0019889084 N/A DFE CORP SG N 2 HSBC BANK USA N/A 1907129.060000000000 USD 2582329.030000000000 SGD 2022-01-19 8935.710000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 8809.77 0.0019608767 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 1907129.060000000000 USD 2582159.300000000000 SGD 2022-01-19 8809.770000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD -4761.44 -0.0010598003 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 153247.360000000000 GBP 202660.190000000000 USD 2022-01-19 -4761.440000000000 N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109BR1 515000 PA 412606.62 0.0918378916 Long DBT CORP CA N 2 2081-12-17 Variable 5.000000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780086UF9 615000 PA 484323.14 0.1078005390 Long DBT CORP CA N 2 2027-02-24 Variable 4.200000000000 N N N N N N Natwest Group plc N/A 780097BQ3 840000 PA USD 919228.8 0.2046017460 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 1249276.6 0.2780637135 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 668330.55 0.1487568682 Long DBT CORP US N 2 2026-07-01 Fixed 4.250000000000 N N N N N N SK hynix Inc. N/A 78392BAB3 485000 PA USD 474374.47 0.1055861662 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 896573.47 PA USD 886863.58 0.1973979024 Long LON CORP US N 2 2027-03-16 Floating 4.75 N N N N N N SBA Senior Finance II LLC N/A 78404XAH8 1186850.52 PA USD 1172762.6 0.2610332440 Long LON CORP US N 2 2025-04-11 Floating 1.852 N N N N N N SBA Communications Corporation N/A 78410GAD6 1900000 PA USD 1957000 0.4355886336 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 916800 0.2040611443 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 907200 0.2019243784 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 931716.5 0.2073812556 Long DBT CORP CA N 2 2027-01-28 Fixed 5.750000000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBF6 240869.6 PA USD 237557.64 0.0528755278 Long LON CORP US N 2 2027-12-17 Floating 4 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBG4 151100.7 PA USD 149023.07 0.0331695225 Long LON CORP US N 2 2027-12-17 Floating 4 N N N N N N Sabre Corporation N/A 78573M203 2400 NS USD 275448 0.0613091558 Long EP CORP US N 1 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -93241.07 -0.0207535770 N/A DFE CORP DE N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2425163.670000000000 USD 2047632.290000000000 EUR 2022-01-19 -93241.070000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -58818.88 -0.0130918935 N/A DFE CORP DE N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 2383738.530000000000 USD 2041483.080000000000 EUR 2022-01-19 -58818.880000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -53327.09 -0.0118695321 N/A DFE CORP DE N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2378246.740000000000 USD 2041483.080000000000 EUR 2022-01-19 -53327.090000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -50442.19 -0.0112274117 N/A DFE CORP DE N 2 HSBC BANK USA N/A 2370044.530000000000 USD 2036814.020000000000 EUR 2022-01-19 -50442.190000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -4812.42 -0.0010711474 N/A DFE CORP DE N 2 BANK OF MONTREAL N/A 194627.200000000000 USD 166674.000000000000 EUR 2022-01-19 -4812.420000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -38909.32 -0.0086604280 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1630757.920000000000 USD 2013635.420000000000 CAD 2022-01-19 -38909.320000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -38838.42 -0.0086446471 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1630757.930000000000 USD 2013725.120000000000 CAD 2022-01-19 -38838.420000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -73783.51 -0.0164227176 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 2859166.670000000000 USD 3523416.850000000000 CAD 2022-01-19 -73783.510000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -80783.73 -0.0179808250 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 3261515.850000000000 USD 4023520.110000000000 CAD 2022-01-19 -80783.730000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -67517.36 -0.0150279993 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 2859166.670000000000 USD 3531343.320000000000 CAD 2022-01-19 -67517.360000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -33191.92 -0.0073878503 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1590002.660000000000 USD 1969313.690000000000 CAD 2022-01-19 -33191.920000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -37459.68 -0.0083377674 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 2860000.000000000000 USD 3570419.420000000000 CAD 2022-01-19 -37459.680000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -37535.19 -0.0083545744 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 2860000.000000000000 USD 3570323.900000000000 CAD 2022-01-19 -37535.190000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 18828.9 0.0041909325 N/A DFE CORP CA N 2 UBS AG N/A 1433750.000000000000 USD 1837463.890000000000 CAD 2022-01-19 18828.900000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 16592.42 0.0036931372 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 1433750.000000000000 USD 1834634.820000000000 CAD 2022-01-19 16592.420000000000 N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875 N/A 29135LAJ9 475000 PA USD 553274.3 0.1231476732 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 03/31 1.7 N/A 29135LAM2 925000 PA USD 899100 0.2001214821 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 939267.84 0.2090620312 Long DBT CORP US N 2 2034-08-15 Fixed 6.500000000000 N N N N N N Ovintiv Inc. N/A 292505AG9 540000 PA USD 700597.56 0.1559388523 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 1036728 0.2307546924 Long DBT CORP CA N 2 2029-11-15 Fixed 3.125000000000 N N N N N N FMG Resources (August 2006) Pty Limited 549300EFD6S2NFE9D745 30251GBC0 4700000 PA USD 4935000 1.0984312248 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 870000 PA USD 953746.2 0.2122846214 Long DBT CORP LU N 2 2025-12-15 Fixed 10.000000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBD7 820000 PA 974650.04 0.2169373936 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 491637.28 0.1094285187 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 284189.29 PA USD 277039.8 0.0616634583 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.266000000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BF5 500000 PA USD 659400 0.1467691083 Long DBT CORP CA N 2 2025-07-01 Fixed 4.000000000000 N N N N Y Air Canada CAD XXXX N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -44979.66 -0.0100115629 N/A DFE CORP JP N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 1039581.510000000000 USD 114397628.000000000000 JPY 2022-01-19 -44979.660000000000 N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AX6 290000 PA 340839.5 0.0758639817 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 1828437 0.4069731091 Long DBT CORP US N 2 2031-11-15 Fixed 7.375000000000 N N N N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -54131.99 -0.0120486865 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY N/A 1247497.810000000000 USD 137259165.000000000000 JPY 2022-01-19 -54131.990000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -110128.84 -0.0245124532 N/A DFE CORP JP N 2 UBS AG N/A 2846666.670000000000 USD 314752518.000000000000 JPY 2022-01-19 -110128.840000000000 N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 750000 PA USD 794167.29 0.1767655824 Long DBT CORP NO N 2 2030-01-15 Fixed 3.750000000000 N N N N N N ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT N/A 015857873 25100 NS USD 1185724 0.2639181896 Long EC CORP CA N 1 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 890000 PA USD 958562.46 0.2133566235 Long DBT CORP US N 2 2027-07-15 Fixed 4.400000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DA5 580000 PA USD 593920 0.1321945842 Long DBT CORP US N 2 2032-02-12 Fixed 3.250000000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 018489AB0 520000 PA 595158.13 0.1324701669 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 367863.82 0.0818790489 Long DBT CORP LU N 2 2028-11-15 Fixed 2.625000000000 N N N N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -46811.66 -0.0104193291 N/A DFE CORP JP N 2 UBS AG N/A 1423333.330000000000 USD 158325479.000000000000 JPY 2022-01-19 -46811.660000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -41532.19 -0.0092442258 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY N/A 1423333.330000000000 USD 158932716.000000000000 JPY 2022-01-19 -41532.190000000000 N N N American Airlines Group Inc. N/A 02376RAC6 810000 PA USD 811668.6 0.1806610202 Long DBT CORP US N 2 2022-06-01 Fixed 5.000000000000 N N N N N N American Airlines Group Inc. N/A 02376RAF9 1395000 PA USD 1926495 0.4287988374 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 BOUGHT JPY/SOLD USD N/A N/A 1 NC -33350.33 -0.0074231092 N/A DFE CORP JP N 2 HSBC BANK USA N/A 1423333.330000000000 USD 159873781.000000000000 JPY 2022-01-19 -33350.330000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -34215.57 -0.0076156941 N/A DFE CORP JP N 2 HSBC BANK USA N/A 1423333.330000000000 USD 159774262.000000000000 JPY 2022-01-19 -34215.570000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 6086.43 0.0013547163 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK N/A 1942966.080000000000 USD 1440000.000000000000 GBP 2022-01-19 6086.430000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -30028.58 -0.0066837548 N/A DFE CORP SG N 2 UBS AG N/A 2653341.800000000000 SGD 1938727.020000000000 USD 2022-01-19 -30028.580000000000 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A29 280000 PA USD 284733.4 0.0633758981 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 598194.6 0.1331460237 Long DBT CORP US N 2 2023-11-17 Fixed 3.370000000000 N N N N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -30076.05 -0.0066943207 N/A DFE CORP SG N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2653405.760000000000 SGD 1938727.010000000000 USD 2022-01-19 -30076.050000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -57514.94 -0.0128016628 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 4774044.190000000000 SGD 3484782.640000000000 USD 2022-01-19 -57514.940000000000 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A86 205000 PA USD 221272.9 0.0492508739 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 N/A 90931GAA7 1129125 PA USD 1233414.6 0.2745331530 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 02557T307 23350 NS USD 1228210 0.2733747142 Long EP CORP US N 1 N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874BS5 1700000 PA USD 2494750 0.5552809115 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 367777.06 0.0818597379 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 1205229.24 0.2682596617 Long EC CORP US N 1 N N N United Airlines Inc. N/A 90932RAJ3 1569095.05 PA USD 1571229.02 0.3497238130 Long LON CORP US N 2 2028-04-21 Floating 4.5 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911363AM1 1120000 PA USD 1136800 0.2530286963 Long DBT CORP US N 2 2031-02-15 Fixed 3.875000000000 N N N N N N Indian Railway Finance Corporation Limited N/A 45434L2A1 645000 PA USD 654045.23 0.1455772448 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 455262.1 0.1013321390 Long DBT NUSS ID N 2 2030-10-15 Fixed 3.850000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 530000 PA USD 556963.76 0.1239688724 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 678150 0.1509424793 Long DBT CORP US N 2 2030-07-15 Fixed 4.000000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CV0 865000 PA 1014079.63 0.2257136231 Long DBT CORP US N 2 2025-05-24 Fixed 0.875000000000 N N N N N N Aramark Services Inc. 42YMHYH0XMHJEXDUB065 03852JAL5 1020000 PA USD 1006291.2 0.2239800761 Long LON CORP US N 2 2025-03-11 Floating 1.851 N N N N N N Indonesia Government International Bond N/A 455780CW4 545000 PA USD 537239.1 0.1195785618 Long DBT NUSS ID N 2 2051-03-12 Fixed 3.050000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AR4 1037000 PA USD 1116071.25 0.2484148957 Long DBT CORP NL N 2 2026-11-16 Variable 5.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810PW2 3135000 PA USD 4319932.03 0.9615295301 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 1133989.06 0.2524030379 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AZ6 790000 PA USD 744575 0.1657273413 Long DBT CORP NL N 2 2031-05-16 Variable 4.250000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 459058HS5 1390000 PA 1115835.01 0.2483623134 Long DBT NUSS US N 2 2025-01-16 Fixed 1.900000000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LAP9 125000 PA USD 172210 0.0383304643 Long DBT CORP LU N 2 2039-10-15 Fixed 7.000000000000 N N N N N N ARCELORMITTAL SA SR UNSECURED 03/41 6.75 N/A 03938LAS3 485000 PA USD 654798.5 0.1457449075 Long DBT CORP LU N 2 2041-03-01 Fixed 6.750000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 46115HAU1 800000 PA USD 896000 0.1994314848 Long DBT CORP IT N 2 2025-09-17 Variable 7.700000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 46115HBQ9 740000 PA USD 746418.97 0.1661377717 Long DBT CORP IT N 2 2032-06-01 Variable 4.198000000000 N N N N N N United States Treasury Note/Bond N/A 912810SF6 5975000 PA USD 7345982.39 1.6350671599 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 1828335.94 0.4069506152 Long DBT UST US N 2 2050-02-15 Fixed 2.000000000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LBA1 100000 PA USD 109459.75 0.0243635273 Long DBT CORP LU N 2 2026-03-11 Fixed 4.550000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCK7 165000 PA USD 166448.7 0.0370481154 Long DBT CORP US N 2 2031-02-01 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 9128286B1 935000 PA USD 1010786.14 0.2249805588 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 1215000 PA USD 1256196.09 0.2796038520 Long DBT UST US N 2 2024-02-29 Fixed 2.375000000000 N N N N N N INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125 N/A 46137NAC2 575000 PA USD 551494 0.1227514144 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 422134.78 0.0939586674 Long DBT CORP IL N 2 2023-06-21 Fixed 6.875000000000 N N N N N N United States Treasury Note/Bond N/A 9128286S4 185000 PA USD 194011.52 0.0431830419 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 1437835.54 0.3200331212 Long DBT UST US N 2 2026-11-15 Fixed 2.000000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCL5 510000 PA USD 520317.31 0.1158121135 Long DBT CORP US N 2 2033-06-01 Fixed 4.500000000000 N N N N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 73749 0.0164150364 N/A DFE CORP NZ N 2 UBS AG N/A 3036535.530000000000 NZD 2153158.760000000000 USD 2022-01-19 73749.000000000000 N N N REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25 N/A 465410CA4 742000 PA USD 722534.45 0.1608215605 Long DBT NUSS IT N 2 2026-02-17 Fixed 1.250000000000 N N N N N N JBS Finance Luxembourg S.a r.l. N/A 46592QAA7 1070000 PA USD 1074023.2 0.2390558499 Long DBT CORP LU N 2 2032-01-15 Fixed 3.625000000000 N N N N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 18106.73 0.0040301920 N/A DFE CORP NZ N 2 BARCLAYS BANK PLC WHOLESALE N/A 887445.080000000000 NZD 625826.270000000000 USD 2022-01-19 18106.730000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 73566.42 0.0163743977 N/A DFE CORP NZ N 2 CITIBANK N.A. N/A 3549780.330000000000 NZD 2504444.570000000000 USD 2022-01-19 73566.420000000000 N N N Jack in the Box Funding LLC N/A 466365AB9 590537.5 PA USD 612967.3 0.1364341281 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.476000000000 N N N N N N Jazz Securities Designated Activity Company N/A 47216FAA5 210000 PA USD 217442.4 0.0483982820 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/30 0.125 N/A 912828Z37 505132.5 PA USD 560610.72 0.1247806119 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 912828ZW3 100000 PA USD 97152.34 0.0216241467 Long DBT UST US N 2 2025-06-30 Fixed 0.250000000000 N N N N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 28009.2 0.0062342816 N/A DFE CORP NZ N 2 ROYAL BANK OF CANADA N/A 1774890.170000000000 NZD 1243448.280000000000 USD 2022-01-19 28009.200000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 7242.51 0.0016120363 N/A DFE CORP NZ N 2 CITIBANK N.A. N/A 1161436.840000000000 NZD 802590.720000000000 USD 2022-01-19 7242.510000000000 N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC -15647.22 -0.0034827548 N/A DFE CORP NZ N 2 BARCLAYS BANK PLC WHOLESALE N/A 2853000.000000000000 AUD 3008391.210000000000 NZD 2022-01-19 -15647.220000000000 N N N BOUGHT AUD/SOLD NZD N/A N/A 1 NC 26096.9 0.0058086423 N/A DFE CORP AU N 2 JPMORGAN CHASE BANK N.A N/A 3000569.000000000000 NZD 2860000.000000000000 AUD 2022-01-19 26096.900000000000 N N N United States Treasury Note/Bond N/A 91282CAZ4 900000 PA USD 872824.22 0.1942730247 Long DBT UST US N 2 2025-11-30 Fixed 0.375000000000 N N N N N N United States Treasury Note/Bond N/A 91282CBQ3 1150000 PA USD 1117341.79 0.2486976922 Long DBT UST US N 2 2026-02-28 Fixed 0.500000000000 N N N N N N JELD-WEN Inc. 549300XWE6NM0N1HFW16 47579SAU4 339150 PA USD 338726.06 0.0753935726 Long LON CORP US N 2 2028-07-28 Floating 2.351 N N N N N N Ziff Davis Inc. 5493008OJYGLHD7MXA18 48123VAF9 296000 PA USD 303589.44 0.0675728714 Long DBT CORP US N 2 2030-10-15 Fixed 4.625000000000 N N N N N N BOUGHT AUD/SOLD NZD N/A N/A 1 NC 29940.47 0.0066641433 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 2987518.950000000000 NZD 2853000.000000000000 AUD 2022-01-19 29940.470000000000 N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -13156.55 -0.0029283820 N/A DFE CORP DE N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1224487.690000000000 GBP 1443750.000000000000 EUR 2022-01-19 -13156.550000000000 N N N Kenbourne Invest S.A. N/A 48855KAC4 450000 PA USD 440505 0.0980475069 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 275964 0.0614240070 Long DBT CORP US N 2 2031-02-15 Fixed 2.000000000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914908BC1 793012.5 PA USD 793757.93 0.1766744671 Long LON CORP US N 2 2026-03-15 Floating 4 N N N N N N USB CAPITAL IX N/A 91731KAA8 624000 PA USD 600933 0.1337555362 Long DBT CORP US N 2 2022-01-31 Variable 3.500000000000 N N N N N N BOUGHT CAD/SOLD GBP N/A N/A 1 NC -38823.88 -0.0086414108 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 2871250.000000000000 GBP 4866880.730000000000 CAD 2022-01-19 -38823.880000000000 N N N SOLD NOK/BOUGHT USD N/A N/A 1 NC USD 39147.69 0.0087134843 N/A DFE CORP NO N 2 UBS AG N/A 7678048.910000000000 NOK 910766.010000000000 USD 2022-01-19 39147.690000000000 N N N VTR Comunicaciones S.p.A. N/A 918367AA1 415000 PA USD 423300 0.0942180218 Long DBT CORP CL N 2 2028-01-15 Fixed 5.125000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 975000 PA USD 1071564 0.2385084817 Long DBT CORP US N 2 2030-02-01 Fixed 5.300000000000 N N N N N N Travel + Leisure Co T4VNTWMFQ7JQB65L7T35 98310WAS7 714000 PA USD 791711.76 0.1762190311 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 679800 0.1513097359 Long DBT CORP US N 2 2028-08-15 Fixed 4.375000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAD8 662000 PA USD 692420.89 0.1541188908 Long DBT CORP US N 2 2026-06-01 Fixed 3.000000000000 N N N N N N SOLD NOK/BOUGHT USD N/A N/A 1 NC USD 33245.21 0.0073997116 N/A DFE CORP NO N 2 UBS AG N/A 10939203.230000000000 NOK 1275072.410000000000 USD 2022-01-19 33245.210000000000 N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 27798.79 0.0061874486 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE N/A 1433750.000000000000 EUR 1226891.700000000000 GBP 2022-01-19 27798.790000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 52300.54 0.0116410428 N/A DFE CORP GB N 2 CITIBANK N.A. N/A 2391837.390000000000 CAD 1435625.000000000000 GBP 2022-01-19 52300.540000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 59195.06 0.0131756236 N/A DFE CORP GB N 2 JPMORGAN CHASE BANK N.A N/A 2871318.380000000000 CAD 1720766.030000000000 GBP 2022-01-19 59195.060000000000 N N N BOUGHT CAD/SOLD GBP N/A N/A 1 NC -41590.5 -0.0092572044 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1435625.000000000000 GBP 2405385.240000000000 CAD 2022-01-19 -41590.500000000000 N N N BOUGHT SEK/SOLD EUR N/A N/A 1 NC 737.41 0.0001641326 N/A DFE CORP SE N 2 ROYAL BANK OF CANADA N/A 1433125.000000000000 EUR 14752875.380000000000 SEK 2022-01-19 737.410000000000 N N N DAE Funding LLC N/A 23371DAG9 640000 PA USD 646400 0.1438755712 Long DBT CORP AE N 2 2028-03-20 Fixed 3.375000000000 N N N N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851300 570 NS USD 1250580 0.2783538239 Long EP CORP US N 1 N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35 N/A 24703TAK2 541000 PA USD 899416.7 0.2001919731 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 970317.32 0.2159730177 Long EC CORP US N 1 N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 540000 PA USD 550602.93 0.1225530802 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 466809.28 PA USD 464790.44 0.1034529549 Long DBT CORP US N 2 2028-06-10 Fixed 2.500000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZZ4 165000 PA USD 194253.98 0.0432370085 Long DBT CORP US N 2 2026-01-15 Fixed 7.375000000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251525AX9 800000 PA USD 831000 0.1849637990 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 407017.79 0.0905939310 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 Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746U133 18000 NS USD 1811520 0.4032077269 Long EP CORP US N 1 N N N Domino's Pizza Master Issuer LLC N/A 25755TAE0 859750 PA USD 882818.81 0.1964976184 Long ABS-O CORP US N 2 2045-10-25 Fixed 4.474000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LAF6 325000 PA USD 348569 0.0775844121 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 195040.7 0.0434121165 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 2318812.5 0.5161207811 Long DBT CORP US N 2 2031-05-15 Fixed 3.625000000000 N N N N N Perusahaan Penerbit SBSN Indonesia III N/A 71567PAH3 940000 PA USD 1040392 0.2315702247 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 1536537.6 0.3420022043 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 1182150 0.2631226895 Long DBT CORP NL N 2 2049-03-19 Fixed 6.900000000000 N N N N N N Petrorio Luxembourg S.a r.l. N/A 71677WAA0 505000 PA USD 506616 0.1127624789 Long DBT CORP LU N 2 2026-06-09 Fixed 6.125000000000 N N N N N N Philippines Government International Bond N/A 718286BM8 43000000 PA 937040.56 0.2085662837 Long DBT NUSS PH N 2 2036-01-14 Fixed 6.250000000000 N N N N N N Pilot Travel Centers LLC N/A 72165NBH1 1570000 PA USD 1559339.7 0.3470774907 Long LON CORP US N 2 2028-08-04 Floating 2.104 N N N N N N KFC Holding Co. N/A 72584DAF1 1356953.07 PA USD 1352149.46 0.3009611322 Long LON CORP US N 2 2028-03-15 Floating 1.854 N N N N N N Credit Agricole S.A. N/A 726261902 66195 NS 943762.49 0.2100624494 Long EC CORP FR N 2 N N N Popular Inc. N/A 733174AK2 1625000 PA USD 1729487.5 0.3849489510 Long DBT CORP PR N 2 2023-09-14 Fixed 6.125000000000 N N N N N N Post Holdings Inc. JM1I5YUAURL6DC8N1468 737446AM6 1330000 PA USD 1373225 0.3056521213 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 1329973.7 0.2960252564 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 299429.55 0.0666469640 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 1439125 0.3203201290 Long DBT CORP US N 2 2031-09-15 Fixed 4.500000000000 N N N N N N Pretium PKG Holdings Inc. N/A 74142KAF6 415000 PA USD 413808.95 0.0921055059 Long LON CORP US N 2 2028-10-02 Floating 4.5 N N N N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -3014.01 -0.0006708577 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 1033550.330000000000 USD 1303594.090000000000 CAD 2022-01-19 -3014.010000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -8357.27 -0.0018601593 N/A DFE CORP CA N 2 STANDARD CHARTERED BANK N/A 2874166.670000000000 USD 3625153.370000000000 CAD 2022-01-19 -8357.270000000000 N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -30246.12 -0.0067321748 N/A DFE CORP DE N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1220285.870000000000 GBP 1423750.000000000000 EUR 2022-01-19 -30246.120000000000 N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC -12115.22 -0.0026966030 N/A DFE CORP NZ N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1430000.000000000000 AUD 1501647.290000000000 NZD 2022-01-19 -12115.220000000000 N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAF3 105000 PA USD 101365.95 0.0225620111 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 1159040.6 0.2579790042 Long DBT CORP ID N 2 2025-05-15 Fixed 4.750000000000 N N N N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC -8246.22 -0.0018354419 N/A DFE CORP NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 1793326.190000000000 AUD 1893322.060000000000 NZD 2022-01-19 -8246.220000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 6662.17 0.0014828643 N/A DFE CORP NZ N 2 UBS AG N/A 774291.230000000000 NZD 536894.310000000000 USD 2022-01-19 6662.170000000000 N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/29 4 N/A 74727PBA8 475000 PA USD 535125.5 0.1191081172 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 930554.4 0.2071225956 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817000000000 N N N N N N Qatar Energy N/A 74730DAC7 380000 PA USD 376415.84 0.0837825557 Long DBT CORP QA N 2 2031-07-12 Fixed 2.250000000000 N N N N N N Qatar Energy N/A 74730DAD5 295000 PA USD 303663.56 0.0675893690 Long DBT CORP QA N 2 2051-07-12 Fixed 3.300000000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 74814ZEP4 650000 PA 530462.07 0.1180701320 Long DBT NUSS CA N 2 2023-09-01 Fixed 3.000000000000 N N N N N N Rede D'or Finance Sarl N/A 75735GAA6 367000 PA USD 357186.42 0.0795024755 Long DBT CORP LU N 2 2030-01-22 Fixed 4.500000000000 N N N N N N Rede D'or Finance Sarl N/A 75735KAA7 310000 PA USD 315195.6 0.0701561680 Long DBT CORP LU N 2 2028-01-17 Fixed 4.950000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 11988000 PA USD 11988000 2.6682864282 Long RA CORP US N 2 Repurchase N 0.000000000000000 2022-01-03 12352300 USD 12227813.520599999 USD UST N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 14930.83 0.0033233009 N/A DFE CORP NZ N 2 UBS AG N/A 774291.230000000000 NZD 545162.970000000000 USD 2022-01-19 14930.830000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 22032.63 0.0049040180 N/A DFE CORP NZ N 2 GOLDMAN SACHS BANK USA N/A 774291.230000000000 NZD 552264.770000000000 USD 2022-01-19 22032.630000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC -6887.43 -0.0015330027 N/A DFE CORP NZ N 2 STATE STREET BANK AND TRUST COMPANY N/A 651806.220000000000 USD 941766.670000000000 NZD 2022-01-19 -6887.430000000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AG3 550000 PA USD 541997.5 0.1206376855 Long DBT CORP CH N 2 2026-06-02 Variable 3.875000000000 N N N N N N JH COLLATERAL N/A N/A 691169.76 NS USD 6913771.14 1.5388656741 Long STIV RF US N 1 N N UniCredit SpA 549300TRUWO2CD2G5692 EK1429340 400000 PA USD 438000 0.0974899446 Long DBT CORP IT N 2 2024-06-03 Variable 8.000000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973304 26223 NS USD 1472945.91 0.3278479797 Long EC CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973866 804 NS USD 771840 0.1717959790 Long EP CORP US N 1 N N N European Investment Bank 5493006YXS1U5GIHE750 EK8861875 9790000 PA 1113899.99 0.2479316171 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 502050.47 0.1117462842 Long DBT NUSS SG N 2 2025-06-01 Fixed 2.375000000000 N N N N N N Jazz Financing Lux S.a r.l. N/A G5080AAF9 1228825 PA USD 1232744.95 0.2743841024 Long LON CORP LU N 2 2028-05-05 Floating 4 N N N N N N Setanta Aircraft Leasing Designated Activity Company N/A G8057JAB2 460000 PA USD 459425 0.1022587164 Long LON CORP IE N 2 2028-11-05 Floating 2.14 N N N N N N NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5 N/A JK1115662 7640000 PA 863433.99 0.1921829494 Long DBT NUSS NO N 2 2026-02-19 Fixed 1.500000000000 N N N N N N ICON Luxembourg S.A R.L. N/A L5000DAC1 971350.64 PA USD 970942.67 0.2161122080 Long LON CORP LU N 2 2028-07-03 Floating 2.75 N N N N N N PRA Health Sciences Inc. 549300R1HR1VWWHIAK47 L5000DAD9 242016.97 PA USD 241915.32 0.0538454592 Long LON CORP US N 2 2028-07-03 Floating 2.75 N N N N N N Malaysia Government Bond N/A LW1697165 1805000 PA 447590.96 0.0996246984 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.900000000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 LW1708160 800000 PA 1102705.44 0.2454399366 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 BNG Bank N.V. N/A LW2835434 395000 PA 455926.14 0.1014799409 Long DBT CORP NL N 2 2024-06-07 Fixed 0.250000000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973BB1 2560000 PA 2975781.31 0.6623487557 Long DBT CORP US N 2 2024-06-07 Fixed 0.850000000000 N N N N N N VTR Comunicaciones S.p.A. N/A 918367AC7 315000 PA USD 311850 0.0694115051 Long DBT CORP CL N 2 2029-04-15 Fixed 4.375000000000 N N N N N N Indonesia Government International Bond N/A LW3759161 850000 PA 1001783.32 0.2229767131 Long DBT NUSS ID N 2 2023-06-14 Fixed 2.625000000000 N N N N N N 15690020 MFC GLOBAL FXVANILLAOPTION---20220411 N/A N/A 12240000 PA USD 23733.36 0.0052825661 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 1.215000000000 USD 2022-04-11 XXXX -117026.640000000000 N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 P2121YAN8 1211178.06 PA USD 1199066.28 0.2668879114 Long LON CORP US N 2 2025-06-30 Floating 3.75 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 P2121YAS7 470000 PA USD 465300 0.1035663726 Long LON CORP US N 2 2028-10-18 Floating 4 N N N N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 2760.64 0.0006144626 N/A DFE CORP SG N 2 UBS AG N/A 2560716.720000000000 SGD 1902789.270000000000 USD 2022-01-19 2760.640000000000 N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125 N/A 29135LAH3 730000 PA USD 790407.5 0.1759287291 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 BS5174880 715000 PA 492772.87 0.1096812780 Long DBT NUSS US N 2 2026-11-30 Fixed 2.875000000000 N N N N N N MEXICAN BONOS BONDS 03/26 5.75 N/A QJ1649335 24110000 PA 1109927.82 0.2470474924 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.750000000000 N N N N N N The United Kingdom N/A QZ0321229 800000 PA 1085192.2 0.2415418435 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 1408093.28 0.3134130955 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.750000000000 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HCC7 160000 PA USD 170464 0.0379418400 Long DBT CORP US N 2 2030-07-15 Fixed 3.950000000000 N N N N N N ANGI Group LLC N/A 001846AA2 660000 PA USD 645150 0.1435973464 Long DBT CORP US N 2 2028-08-15 Fixed 3.875000000000 N N N N N N APX Group Inc. 549300OMQVKPRU98OE64 00213NAM4 365000 PA USD 363985.3 0.0810157688 Long LON CORP US N 2 2028-07-10 Floating 4.005 N N N N N N AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5 N/A 00253XAA9 970000 PA USD 1008678.75 0.2245114964 Long DBT CORP US N 2 2026-04-20 Fixed 5.500000000000 N N N N N N AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75 N/A 00253XAB7 790000 PA USD 844288.8 0.1879216172 Long DBT CORP US N 2 2029-04-20 Fixed 5.750000000000 N N N N N N Worldwide Express Inc. N/A 00435UAB4 320000 PA USD 320665.6 0.0713736794 Long LON CORP US N 2 2028-07-26 Floating 5 N N N N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -28290.27 -0.0062968421 N/A DFE CORP JP N 2 UBS AG N/A 1423333.340000000000 USD 160455783.000000000000 JPY 2022-01-19 -28290.270000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -13363.76 -0.0029745028 N/A DFE CORP JP N 2 UBS AG N/A 1423333.340000000000 USD 162172608.000000000000 JPY 2022-01-19 -13363.760000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -79857.1 -0.0177745759 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 3341680.540000000000 USD 2864166.670000000000 EUR 2022-01-19 -79857.100000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -43000.08 -0.0095709484 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 2362602.410000000000 USD 2036814.010000000000 EUR 2022-01-19 -43000.080000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -15113.29 -0.0033639128 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 2326498.870000000000 USD 2029598.980000000000 EUR 2022-01-19 -15113.290000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -14271 -0.0031764361 N/A DFE CORP DE N 2 UBS AG N/A 2325656.580000000000 USD 2029598.980000000000 EUR 2022-01-19 -14271.000000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 63599.46 0.0141559540 N/A DFE CORP MX N 2 HSBC BANK USA N/A 1437500.000000000000 USD 30812318.000000000000 MXN 2022-01-19 63599.460000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 85289.87 0.0189838007 N/A DFE CORP MX N 2 GOLDMAN SACHS BANK USA N/A 1437500.000000000000 USD 31257546.250000000000 MXN 2022-01-19 85289.870000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -30675.92 -0.0068278396 N/A DFE CORP SG N 2 GOLDMAN SACHS BANK USA N/A 2654214.230000000000 SGD 1938727.020000000000 USD 2022-01-19 -30675.920000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 5514.63 0.0012274451 N/A DFE CORP DE N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1151593.870000000000 USD 1016042.610000000000 EUR 2022-01-19 5514.630000000000 N N N IHS Holding Limited N/A 44963HAB1 370000 PA USD 374625 0.0833839509 Long DBT CORP GB N 2 2028-11-29 Fixed 6.250000000000 N N N N N N Liberty Media Corporation N/A 531229AK8 500000 PA USD 717500 0.1597009937 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 1002237.5 0.2230778044 Long DBT CORP US N 2 2029-04-15 Fixed 5.500000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AU3 640000 PA USD 723336.93 0.1610001763 Long DBT CORP GB N 2 2025-09-27 Variable 7.500000000000 N N N N N N MC Brazil Downstream Trading S.a r.l. N/A 55292WAA8 955000 PA USD 950702.5 0.2116071553 Long DBT CORP LU N 2 2031-06-30 Fixed 7.250000000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CH2 105000 PA USD 108150 0.0240720034 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAK6 1530000 PA USD 1564425 0.3482093757 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 796556.25 0.1772973166 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 875650 0.1949019862 Long DBT CORP US N 2 2031-11-01 Fixed 3.625000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAQ3 390000 PA USD 394387.5 0.0877826838 Long DBT CORP US N 2 2033-08-15 Fixed 3.250000000000 N N N N N N MARB BondCo PLC N/A 566007AC4 805000 PA USD 768783.05 0.1711155638 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 765866.4 0.1704663765 Long LON CORP US N 2 2025-08-29 Floating 1.854 N N N N N N Match Group Holdings II LLC N/A 57665RAL0 705000 PA USD 712049.99 0.1584879316 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 646875 0.1439812966 Long DBT CORP SG N 2 2026-05-14 Fixed 7.375000000000 N N N N N N MEDLINE BORROWER LP USD TERM LOAN B N/A 58503UAC7 1225000 PA USD 1224461 0.2725402626 Long LON CORP US N 2 2028-10-23 Floating 3.75 N N N N N N MercadoLibre Inc. N/A 58733RAE2 565000 PA USD 549468.15 0.1223005011 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 425254.5 0.0946530540 Long DBT CORP AR N 2 2031-01-14 Fixed 3.125000000000 N N N N N N Mexico Remittances Funding Fiduciary Estate Management Sarl N/A 593035AA6 630000 PA USD 587481.3 0.1307614598 Long DBT CORP LU N 2 2028-01-15 Fixed 4.875000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 596651901 30080 NS 1033810.8 0.2301053826 Long EC CORP FR N 2 N N N MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5 N/A 599191AA1 840000 PA USD 896700 0.1995872906 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 533980.3 0.1188532188 Long DBT CORP LU N 2 2031-04-27 Fixed 4.500000000000 N N N N N N Morgan Stanley Mortgage Loan Trust 2004-9 N/A 61748HFT3 91196.53 PA USD 97554.61 0.0217136838 Long ABS-MBS CORP US N 2 2034-11-25 Variable 5.379852000000 N N N N N N Movida Europe S.A. N/A 62459LAA7 235000 PA USD 216789.85 0.0482530376 Long DBT CORP LU N 2 2031-02-08 Fixed 5.250000000000 N N N N N N Mozart Debt Merger Sub Inc. N/A 62482BAA0 1185000 PA USD 1180816.95 0.2628259795 Long DBT CORP US N 2 2029-04-01 Fixed 3.875000000000 N N N N N N Mozart Debt Merger Sub Inc. N/A 62482BAB8 1310000 PA USD 1327868.4 0.2955566592 Long DBT CORP US N 2 2029-10-01 Fixed 5.250000000000 N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A 62848BAA9 196369.24 PA USD 201894.09 0.0449375426 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 214995.8 0.0478537183 Long DBT CORP US N 2 2026-05-14 Fixed 7.000000000000 N N N N N N Natura Cosmeticos S.A. N/A 63883KAB1 830000 PA USD 814437.5 0.1812773213 Long DBT CORP BR N 2 2028-05-03 Fixed 4.125000000000 N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 C0102MAP0 1080000 PA USD 1075561.2 0.2393981776 Long LON CORP CA N 2 2028-08-11 Floating 4.25 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 C6901LAH0 1591820.23 PA USD 1567942.93 0.3489923958 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 2161416.73 0.4810876649 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 4909200000 PA 1293189.57 0.2878378527 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 1020663.92 0.2271791529 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.375000000000 N N N N N N NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/23 5.5 N/A EI7035203 460000 PA 330711.39 0.0736096691 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 1607924.53 0.3578914916 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.750000000000 N N N N N N COLOMBIAN TES BONDS 08/26 7.5 N/A EI8220614 3905000000 PA 953492.06 0.2122280550 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.500000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10 N/A EJ0602940 3275000 PA 579248.78 0.1289290673 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 22735000 PA 2620918.59 0.5833634888 Long DBT NUSS NO N 2 2023-05-24 Fixed 2.000000000000 N N N N N N Indonesia Treasury Bond N/A EJ3390386 6431000000 PA 454559.44 0.1011757411 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.625000000000 N N N N N N Queensland Treasury Corporation 98INKCEEHOU5YJS0HQ88 EJ3696998 860000 PA 660966.58 0.1471177974 Long DBT NUSS AU N 2 2023-07-21 Fixed 4.250000000000 N N N N N N Malaysia Government Bond N/A EJ6316693 4313000 PA 1039409.17 0.2313514666 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 447277.1 0.0995548395 Long DBT NUSS LU N 2 2023-05-23 Fixed 1.875000000000 N N N N N N Malaysia Government Bond N/A EJ7152766 1930000 PA 471661.28 0.1049822649 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.733000000000 N N N N N N Indonesia Treasury Bond N/A EJ8243903 6709000000 PA 544579.75 0.1212124421 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 1296768.66 0.2886344858 Long DBT NUSS IE N 2 2024-03-18 Fixed 3.400000000000 N N N N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD 102573.8 0.0228308541 N/A DFE CORP BR N 2 STATE STREET BANK AND TRUST COMPANY N/A 16411527.510000000000 BRL 3039059.200000000000 USD 2022-01-19 102573.800000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -29908.79 -0.0066570920 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 3673558.650000000000 CAD 2874166.670000000000 USD 2022-01-19 -29908.790000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -12764.74 -0.0028411730 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1834009.490000000000 CAD 1437083.340000000000 USD 2022-01-19 -12764.740000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -12965.14 -0.0028857780 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1834262.980000000000 CAD 1437083.330000000000 USD 2022-01-19 -12965.140000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 2669.78 0.0005942391 N/A DFE CORP SG N 2 GOLDMAN SACHS BANK USA N/A 949960.940000000000 USD 1283884.560000000000 SGD 2022-01-19 2669.780000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 5812.33 0.0012937071 N/A DFE CORP GB N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1862020.600000000000 GBP 2526073.380000000000 USD 2022-01-19 5812.330000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 19675.05 0.0043792683 N/A DFE CORP CA N 2 UBS AG N/A 3595216.320000000000 CAD 2861818.180000000000 USD 2022-01-19 19675.050000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 11010.66 0.0024507503 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1173554.960000000000 GBP 1599427.490000000000 USD 2022-01-19 11010.660000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -37573 -0.0083629902 N/A DFE CORP BR N 2 STATE STREET BANK AND TRUST COMPANY N/A 6797050.560000000000 BRL 1178611.160000000000 USD 2022-01-19 -37573.000000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -29043.9 -0.0064645849 N/A DFE CORP AU N 2 BARCLAYS BANK PLC WHOLESALE N/A 1742877.340000000000 AUD 1239037.640000000000 USD 2022-01-19 -29043.900000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -28959.54 -0.0064458081 N/A DFE CORP AU N 2 STATE STREET BANK AND TRUST COMPANY N/A 1742877.340000000000 AUD 1239122.000000000000 USD 2022-01-19 -28959.540000000000 N N N Nordea Eiendomskreditt AS N/A AR7595333 7000000 PA 797615.33 0.1775330464 Long DBT CORP NO N 2 2023-06-21 Floating 1.060000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BU7 230000 PA USD 227583.22 0.0506554235 Long DBT CORP US N 2 2031-04-01 Fixed 2.800000000000 N N N N N N Nordic Investment Bank N/A AS0407740 3920000 PA 448105.6 0.0997392468 Long DBT NUSS FI N 2 2024-04-10 Fixed 1.875000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 AT1557434 550000 PA 747604.49 0.1664016445 Long DBT NUSS LU N 2 2023-06-29 Floating 0.5423 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAG6 390000 PA USD 413400 0.0920144819 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAK7 1252000 PA USD 1313285.4 0.2923107782 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 232132.5 0.0516680013 Long DBT CORP CL N 2 2028-01-25 None 0.000000000000 N N N N N N Chubb INA Holdings Inc. CZCBJZWDMLTHWJDXU843 171239AE6 875000 PA 1001762.27 0.2229720278 Long DBT CORP US N 2 2024-12-15 Fixed 0.300000000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 AT4771354 497000 PA 679824.24 0.1513151312 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 256933.55 0.0571882136 Long DBT CORP US N 2 2028-11-01 Fixed 2.000000000000 N N N N N N Clean Harbors Inc. N/A 18449EAF7 470000 PA USD 469121.1 0.1044168722 Long LON CORP US N 2 2028-10-08 Floating 2.104 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 185899AK7 1475000 PA USD 1504500 0.3348712822 Long DBT CORP US N 2 2029-03-01 Fixed 4.625000000000 N N N N N N Cleveland-Cliffs Inc. 549300TM2WLI2BJMDD86 185899AL5 790000 PA USD 820711.25 0.1826737312 Long DBT CORP US N 2 2031-03-01 Fixed 4.875000000000 N N N N N Colombia Government International Bond N/A 195325BR5 235000 PA USD 227508.2 0.0506387256 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.625000000000 N N N N N N Colombia Government International Bond N/A 195325DP7 235000 PA USD 240289.85 0.0534836625 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.500000000000 N N N N N N Colombia Government International Bond N/A 195325DZ5 955000 PA USD 858306.25 0.1910416181 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.250000000000 N N N N N N Indonesia Treasury Bond N/A AU6526555 3514000000 PA 268350.73 0.0597294470 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 382619.14 0.0851632848 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.250000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 1490000 PA USD 1754653.8 0.3905504605 Long DBT CORP US N 2 2031-01-15 Fixed 5.750000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AV3 1206000 PA USD 1179775.53 0.2625941804 Long DBT CORP US N 2 2032-04-01 Fixed 2.875000000000 N N N N N N BMW Finance NV N/A AV5771762 410000 PA 481079.35 0.1070785369 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 113469.53 0.0252560233 Long DBT NUSS FI N 2 2022-01-24 Fixed 1.500000000000 N N N N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 7710.71 0.0017162482 N/A DFE CORP SG N 2 HSBC BANK USA N/A 10247503.820000000000 SGD 7611265.800000000000 USD 2022-01-19 7710.710000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 6473.81 0.0014409392 N/A DFE CORP SG N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2555712.380000000000 SGD 1902789.270000000000 USD 2022-01-19 6473.810000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 7161.39 0.0015939806 N/A DFE CORP SG N 2 UBS AG N/A 2554785.720000000000 SGD 1902789.270000000000 USD 2022-01-19 7161.390000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 7059.73 0.0015713532 N/A DFE CORP SG N 2 JPMORGAN CHASE BANK N.A N/A 2554922.720000000000 SGD 1902789.270000000000 USD 2022-01-19 7059.730000000000 N N N QNB Finance Ltd. N/A AW8542937 1860000 PA 292099.57 0.0650154587 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 755000 PA 895819.58 0.1993913269 Long DBT NUSS AT N 2 2029-02-20 Fixed 0.500000000000 N N N N N N Nordea Eiendomskreditt AS N/A AX3200455 12000000 PA 1369386.55 0.3047977600 Long DBT CORP NO N 2 2024-06-19 Floating 1.170000000000 N N N N N N QNB Finance Ltd. N/A AX8006402 330000 PA USD 345641.51 0.0769328120 Long DBT CORP KY N 2 2024-03-28 Fixed 3.500000000000 N N N N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 833.47 0.0001855136 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 2563314.020000000000 SGD 1902789.270000000000 USD 2022-01-19 833.470000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD 798.17 0.0001776565 N/A DFE CORP SG N 2 GOLDMAN SACHS BANK USA N/A 2563361.580000000000 SGD 1902789.260000000000 USD 2022-01-19 798.170000000000 N N N INDIA GOVERNMENT BOND BONDS 04/26 7.27 N/A AX9926871 15300000 PA 216622.31 0.0482157466 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 859108.23 0.1912201227 Long DBT CORP US N 2 2039-06-19 Fixed 2.375000000000 N N N N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 11879.06 0.0026440386 N/A DFE CORP SG N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1907129.060000000000 USD 2586295.860000000000 SGD 2022-01-19 11879.060000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 9827.2 0.0021873360 N/A DFE CORP SG N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1907129.060000000000 USD 2583530.520000000000 SGD 2022-01-19 9827.200000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 9970.34 0.0022191961 N/A DFE CORP NZ N 2 UBS AG N/A 551572.000000000000 NZD 387685.070000000000 USD 2022-01-19 9970.340000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -10756.49 -0.0023941772 N/A DFE CORP NZ N 2 GOLDMAN SACHS BANK USA N/A 941010.720000000000 NZD 633644.620000000000 USD 2022-01-19 -10756.490000000000 N N N Engie SA LAXUQCHT4FH58LRZDY46 AZ1702994 300000 PA 341825.24 0.0760833874 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 385853.36 0.0858831568 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.500000000000 N N N N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -12573.59 -0.0027986269 N/A DFE CORP NZ N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP N/A 1091572.440000000000 NZD 734931.710000000000 USD 2022-01-19 -12573.590000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -19809.8 -0.0044092610 N/A DFE CORP NZ N 2 UBS AG N/A 1685110.570000000000 NZD 1134148.500000000000 USD 2022-01-19 -19809.800000000000 N N N Malaysia Government Bond N/A AZ4602308 1965000 PA 469263.37 0.1044485387 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 2053776.21 0.4571290614 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 1693653.74 0.3769730805 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.000000000000 N N N N N N SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0 N/A BH2918028 865000 PA 1026025.34 0.2283724966 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 234516.29 0.0521985847 Long DBT CORP US N 2 2025-03-27 Fixed 3.375000000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 BH4726221 475000 PA 546492.62 0.1216382083 Long DBT NUSS CA N 2 2025-04-07 Fixed 0.200000000000 N N N N N N International Finance Corporation QKL54NQY28TCDAI75F60 ZO1774181 1240000 PA 782587.93 0.1741882510 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 301553.45 0.0671197012 Long DBT CORP US N 2 2028-01-15 Fixed 0.500000000000 N N N N N N CoStar Group Inc. N/A 22160NAA7 555000 PA USD 555131.2 0.1235609816 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 902343.75 0.2008434753 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375 N/A ZO4141503 240000 PA 270380.98 0.0601813396 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 828801.92 0.1844745508 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 542647.46 0.1207823534 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 400073.26 0.0890482190 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 167463.75 0.0372740450 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 1905000 PA 2200164.62 0.4897121618 Long DBT NUSS PT N 2 2030-10-18 Fixed 0.475000000000 N N N N N N Credit Agricole S.A. N/A 225313AL9 205000 PA USD 223706.25 0.0497924884 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 616053.84 0.1371211295 Long EC CORP CH N 1 N N E.ON SE Q9MAIUP40P25UFBFG033 ZP3887491 315000 PA 360524.28 0.0802454157 Long DBT CORP DE N 2 2027-09-29 Fixed 0.375000000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 ZQ2795008 1370000 PA 997383.08 0.2219973087 Long DBT NUSS AU N 2 2025-03-20 Fixed 1.250000000000 N N N N N N New South Wales Treasury Corporation TC7LRO17HPNPLTAV0H77 ZR4566439 2100000 PA 1532417.21 0.3410850887 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 148272.25 0.0330024051 Long DBT CORP NL N 2 2026-09-16 Fixed 0.375000000000 N N N N N N Credit Suisse Group AG N/A 225401AL2 855000 PA USD 921519 0.2051114983 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 420525 0.0936003629 Long DBT CORP CH N 2 2030-01-24 Variable 5.100000000000 N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 ZR7668885 650000 PA 741266.67 0.1649909739 Long DBT CORP US N 2 2028-03-01 Fixed 0.500000000000 N N N N N N MEXICAN BONOS SR UNSECURED 03/23 6.75 N/A ZR8833868 21840000 PA 1067376.6 0.2375764511 Long DBT NUSS MX N 2 2023-03-09 Fixed 6.750000000000 N N N N N N HarborView Mortgage Loan Trust 2007-3 N/A 41164UAR0 3822037.8 PA USD 39887.93 0.0088782468 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 4085914.89 PA USD 54442.77 0.0121178599 Long ABS-MBS CORP US N 2 2047-07-19 Variable 0.000000000000 N N N N N N INDIA GOVERNMENT BOND BONDS 10/29 6.45 N/A ZR8860481 33000000 PA 443496.65 0.0987133877 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 1014141.62 0.2257274208 Long DBT NUSS ES N 2 2024-07-30 Fixed 0.250000000000 N N N N N N HarborView Mortgage Loan Trust 2007-6 N/A 41165BAS9 4052877.17 PA USD 57431.3 0.0127830462 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 251092.36 0.0558880828 Long DBT CORP US N 2 2039-08-01 Fixed 7.125000000000 N N N N N N The Hertz Corporation 549300PD0C69OJ0NLB27 42804VBC4 131710 PA USD 131710 0.0293159831 Long LON CORP US N 2 2028-06-30 Floating 3.75 N N N N N N Hidrovias International Finance S.a r.l. N/A 42953LAB8 350000 PA USD 319641 0.0711456241 Long DBT CORP LU N 2 2031-02-08 Fixed 4.950000000000 N N N N N N Philippines Government International Bond N/A ZS5626230 1465000 PA 1689711.96 0.3760957199 Long DBT NUSS PH N 2 2027-05-17 Fixed 0.875000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AF8 290000 PA USD 309937.5 0.0689858212 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 482448.9 0.1073833711 Long DBT CORP US N 2 2032-02-15 Fixed 3.625000000000 N N N N N N Hilton Grand Vacations Borrower LLC N/A 43283LAH4 418950 PA USD 419264.21 0.0933197365 Long LON CORP US N 2 2028-08-02 Floating 3.5 N N N N N N Hilton Worldwide Finance LLC N/A 43289DAH6 800000 PA USD 792744 0.1764487868 Long LON CORP US N 2 2026-06-22 Floating 1.852 N N N N N N HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A N/A 43731QAC2 375830.31 PA USD 385570.74 0.0858202513 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 244613.78 0.0544460819 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 246369.5 0.0548368696 Long DBT CORP US N 2 2030-09-15 Fixed 3.500000000000 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 448579AJ1 744000 PA USD 887484.92 0.1975362001 Long DBT CORP US N 2 2030-04-23 Fixed 5.750000000000 N N N N N N RH 5493008MTS3OGGMHGK69 76133MAB7 748125 PA USD 745880.63 0.1660179481 Long LON CORP US N 2 2028-10-20 Floating 3 N N N N N N VTR Finance NV N/A 918374AA7 510000 PA USD 530400 0.1180563164 Long DBT CORP CL N 2 2028-07-15 Fixed 6.375000000000 N N N N N N Valley National Bancorp 549300ET52S1UBIB9762 919794305 22825 NS USD 580896.25 0.1292957608 Long EP CORP US N 1 N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAB1 385000 PA USD 409726.63 0.0911968640 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 946462.5 0.2106634170 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000 N N N 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 716400 0.1594561559 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 92769XAP0 1161000 PA USD 1225888.29 0.2728579485 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 674227.7 0.1500694546 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 1225000 PA USD 1200500 0.2672070285 Long DBT CORP GB N 2 2031-01-31 Fixed 4.250000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92929LAV0 915000 PA USD 910882.5 0.2027440284 Long LON CORP US N 2 2028-01-20 Floating 2.229 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAR5 1910000 PA USD 1828825 0.4070594701 Long DBT CORP US N 2 2031-02-15 Fixed 3.000000000000 N N N N N N AP Core Holdings II LLC N/A 938QUEII9 701125 PA USD 700465.94 0.1559095563 Long LON CORP US N 2 2027-09-01 Floating 6.25 N N N N N N AP Core Holdings II LLC N/A 938QVBII4 490000 PA USD 490406.7 0.1091546164 Long LON CORP US N 2 2027-09-01 Floating 6.25 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 938RLHII0 86433.75 PA USD 86470.05 0.0192464849 Long LON CORP US N 2 2028-09-22 Floating 3 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746556 27605 NS USD 739537.95 0.1646061958 Long EP CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SS1 1120000 PA 822294.87 0.1830262130 Long DBT CORP US N 2 2022-04-27 Fixed 3.250000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2C6 625000 PA USD 656223.84 0.1460621593 Long DBT CORP US N 2 2024-01-24 Fixed 3.750000000000 N N N N N N Whatabrands LLC N/A 96244UAF4 791000 PA USD 787400.95 0.1752595319 Long LON CORP US N 2 2028-08-03 Floating 3.75 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BX7 80000 PA USD 85032.63 0.0189265443 Long DBT CORP US N 2 2030-11-15 Fixed 3.500000000000 N N N N N N PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7 N/A BH4959673 435000 PA 515656.82 0.1147747827 Long DBT NUSS PT N 2 2027-10-15 Fixed 0.700000000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 612550.49 0.1363413546 N/A DFE CORP DE N 2 UBS AG N/A 13578605.580000000000 EUR 16076390.080000000000 USD 2022-01-19 612550.490000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -133208.37 -0.0296494900 N/A DFE CORP JP N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 2925000.000000000000 USD 321107729.000000000000 JPY 2022-01-19 -133208.370000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -12192.11 -0.0027137172 N/A DFE CORP AU N 2 UBS AG N/A 1269441.220000000000 USD 1727989.030000000000 AUD 2022-01-19 -12192.110000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 71800.07 0.0159812439 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 2030462.290000000000 EUR 2384168.820000000000 USD 2022-01-19 71800.070000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 72206.16 0.0160716314 N/A DFE CORP DE N 2 CITIBANK N.A. N/A 2030462.290000000000 EUR 2384574.910000000000 USD 2022-01-19 72206.160000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 71625.45 0.0159423771 N/A DFE CORP DE N 2 BARCLAYS BANK PLC WHOLESALE N/A 2030462.290000000000 EUR 2383994.200000000000 USD 2022-01-19 71625.450000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 46242.64 0.0102926767 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 2030462.290000000000 EUR 2358611.390000000000 USD 2022-01-19 46242.640000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 46711.68 0.0103970756 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 2030462.300000000000 EUR 2359080.440000000000 USD 2022-01-19 46711.680000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 9231.21 0.0020546807 N/A DFE CORP CA N 2 UBS AG N/A 1798375.130000000000 CAD 1430909.090000000000 USD 2022-01-19 9231.210000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 16674.08 0.0037113131 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1786228.970000000000 CAD 1428750.000000000000 USD 2022-01-19 16674.080000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 21457.04 0.0047759033 N/A DFE CORP CA N 2 UBS AG N/A 3587499.810000000000 CAD 2857500.000000000000 USD 2022-01-19 21457.040000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 34926.04 0.0077738304 N/A DFE CORP CA N 2 UBS AG N/A 1765872.030000000000 CAD 1430909.090000000000 USD 2022-01-19 34926.040000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 66819.41 0.0148726497 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 2864166.670000000000 EUR 3328642.850000000000 USD 2022-01-19 66819.410000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 33024.25 0.0073505304 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 1019796.700000000000 EUR 1194408.050000000000 USD 2022-01-19 33024.250000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 32066.22 0.0071372923 N/A DFE CORP DE N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1015231.150000000000 EUR 1188250.600000000000 USD 2022-01-19 32066.220000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 31585.3 0.0070302492 N/A DFE CORP DE N 2 GOLDMAN SACHS BANK USA N/A 1015231.150000000000 EUR 1187769.680000000000 USD 2022-01-19 31585.300000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 64760.03 0.0144142734 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 2039593.400000000000 EUR 2387527.640000000000 USD 2022-01-19 64760.030000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 39274.1 0.0087416206 N/A DFE CORP DE N 2 BARCLAYS BANK PLC WHOLESALE N/A 2030462.290000000000 EUR 2351642.850000000000 USD 2022-01-19 39274.100000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 38622.32 0.0085965476 N/A DFE CORP DE N 2 HSBC BANK USA N/A 2030462.300000000000 EUR 2350991.080000000000 USD 2022-01-19 38622.320000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 38906.58 0.0086598181 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 2030462.290000000000 EUR 2351275.330000000000 USD 2022-01-19 38906.580000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 3828.97 0.0008522513 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 215250.000000000000 CAD 173991.560000000000 USD 2022-01-19 3828.970000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 26056.97 0.0057997547 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1769616.300000000000 CAD 1425000.000000000000 USD 2022-01-19 26056.970000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 50803.58 0.0113078498 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 3540890.160000000000 CAD 2850000.000000000000 USD 2022-01-19 50803.580000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 5663.07 0.0012604849 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK N/A 1943389.440000000000 USD 1440000.000000000000 GBP 2022-01-19 5663.070000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 24776.48 0.0055147435 N/A DFE CORP GB N 2 HSBC BANK USA N/A 1924276.030000000000 USD 1440000.000000000000 GBP 2022-01-19 24776.480000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 24505.33 0.0054543910 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE N/A 1924547.180000000000 USD 1440000.000000000000 GBP 2022-01-19 24505.330000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 13567.33 0.0030198134 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1785415.280000000000 CAD 1425000.000000000000 USD 2022-01-19 13567.330000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 13523.4 0.0030100354 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1785470.850000000000 CAD 1425000.000000000000 USD 2022-01-19 13523.400000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -17292.81 -0.0038490299 N/A DFE CORP DE N 2 HSBC BANK USA N/A 2039593.400000000000 EUR 2305474.800000000000 USD 2022-01-19 -17292.810000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -17502.89 -0.0038957894 N/A DFE CORP DE N 2 BARCLAYS BANK PLC WHOLESALE N/A 2039593.400000000000 EUR 2305264.720000000000 USD 2022-01-19 -17502.890000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -9912.55 -0.0022063332 N/A DFE CORP DE N 2 HSBC BANK USA N/A 2039593.400000000000 EUR 2312855.060000000000 USD 2022-01-19 -9912.550000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -15060.71 -0.0033522096 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1821628.800000000000 CAD 1425000.000000000000 USD 2022-01-19 -15060.710000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -15569.56 -0.0034654693 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 1822272.470000000000 CAD 1425000.000000000000 USD 2022-01-19 -15569.560000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -15288.27 -0.0034028598 N/A DFE CORP CA N 2 STANDARD CHARTERED BANK N/A 1821916.650000000000 CAD 1425000.000000000000 USD 2022-01-19 -15288.270000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -1030.36 -0.0002293373 N/A DFE CORP CA N 2 TORONTO DOMINION BANK N/A 257500.000000000000 CAD 202532.320000000000 USD 2022-01-19 -1030.360000000000 N N N Adani Ports and Special Economic Zone Limited N/A 00652MAG7 370000 PA USD 383917.94 0.0854523714 Long DBT CORP IN N 2 2027-08-04 Fixed 4.200000000000 N N N N N N Adani Green Energy Limited N/A 00653XAA5 305000 PA USD 309025.97 0.0687829331 Long DBT CORP IN N 2 2024-09-08 Fixed 4.375000000000 N N N N N N Ecopetrol S.A. N/A 279158AN9 470000 PA USD 524642.2 0.1167747466 Long DBT CORP CO N 2 2030-04-29 Fixed 6.875000000000 N N N N N N Ecopetrol S.A. N/A 279158AP4 435000 PA USD 422907 0.0941305479 Long DBT CORP CO N 2 2031-11-02 Fixed 4.625000000000 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 499100 0.1110895693 Long DBT CORP IN N 2 2024-12-10 Fixed 6.250000000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766WAV5 1317697.5 PA USD 1317697.5 0.2932928225 Long LON CORP US N 2 2028-04-13 Floating 1.852 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 835000 PA USD 909603.08 0.2024592554 Long DBT CORP US N 2 2027-03-15 Fixed 5.125000000000 N N N N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 45790.51 0.0101920417 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 2874166.670000000000 USD 3693648.500000000000 CAD 2022-01-19 45790.510000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 46554.39 0.0103620660 N/A DFE CORP CA N 2 UBS AG N/A 2874166.670000000000 USD 3694614.790000000000 CAD 2022-01-19 46554.390000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -2314.92 -0.0005152544 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1437083.330000000000 USD 1814934.210000000000 CAD 2022-01-19 -2314.920000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -2439.89 -0.0005430702 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1437083.330000000000 USD 1814776.130000000000 CAD 2022-01-19 -2439.890000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -3556.07 -0.0007915093 N/A DFE CORP CA N 2 HSBC BANK USA N/A 1437083.340000000000 USD 1813364.210000000000 CAD 2022-01-19 -3556.070000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -3845.27 -0.0008558794 N/A DFE CORP CA N 2 HSBC BANK USA N/A 1840616.340000000000 USD 2323454.180000000000 CAD 2022-01-19 -3845.270000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 2684.48 0.0005975110 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 2860000.000000000000 USD 3621200.440000000000 CAD 2022-01-19 2684.480000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 10630.13 0.0023660520 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 1430000.000000000000 USD 1822349.100000000000 CAD 2022-01-19 10630.130000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 6893.17 0.0015342803 N/A DFE CORP BR N 2 CITIBANK N.A. N/A 343460.450000000000 USD 1958068.000000000000 BRL 2022-01-19 6893.170000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -1559.73 -0.0003471644 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 1264350.280000000000 USD 1735605.300000000000 AUD 2022-01-19 -1559.730000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 1977.44 0.0004401382 N/A DFE CORP AU N 2 BARCLAYS BANK PLC WHOLESALE N/A 1260813.110000000000 USD 1735605.300000000000 AUD 2022-01-19 1977.440000000000 N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAT8 215000 PA USD 209463.66 0.0466223758 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 936000 PA USD 1129050 0.2513037030 Long DBT CORP US N 2 2026-12-15 Fixed 7.375000000000 N N N N N N DH Europe Finance II Sarl N/A 23291KAB1 1630000 PA 1853297.69 0.4125065961 Long DBT CORP LU N 2 2028-03-18 Fixed 0.450000000000 N N N N N N DB Master Finance LLC N/A 233046AK7 474087.5 PA USD 490716.59 0.1092235917 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.021000000000 N N N N N N DPL Inc. N/A 233293AR0 1330000 PA USD 1390368.7 0.3094679623 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 1034501 0.2302590072 Long EP CORP US N 1 N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAN6 255000 PA USD 282412.5 0.0628593127 Long DBT CORP US N 2 2026-11-15 Fixed 4.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 285000 PA USD 324900 0.0723161712 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 1318125 0.2933879753 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N Newell Brands Inc. 549300LWGYFM1TVO1Z12 651229AW6 160000 PA USD 174440.8 0.0388269953 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 0.3787974022 Long DBT CORP US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N NextEra Energy Inc. N/A 65339F739 17400 NS USD 1007634 0.2242789562 Long EP CORP US N 1 N N N NextEra Energy Inc. N/A 65339F770 28350 NS USD 1631259 0.3630852728 Long EP CORP US N 1 N N N NextEra Energy Inc. N/A 65339F796 26200 NS USD 1783958 0.3970729830 Long EP CORP US N 1 N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CH6 238000 PA USD 244111.84 0.0543343602 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 158700.08 0.0353234292 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 440734.38 0.0980985623 Long DBT CORP US N 2 2031-05-01 Fixed 7.500000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599ED3 1160000 PA USD 1435500 0.3195132773 Long DBT CORP US N 2 2030-09-01 Fixed 6.625000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EF8 775000 PA USD 941625 0.2095866874 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 68245XAH2 970000 PA USD 982377.2 0.2186573032 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 2086830 0.4644861668 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 743000 PA USD 735347.1 0.1636733973 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 983509.39 0.2189093058 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 1001163.17 0.2228386803 Long DBT NUSS CA N 2 2028-06-02 Fixed 2.900000000000 N N N N N N Province of Ontario C7PVKCRGLG18EBQGZV36 68333ZAN7 6465000 PA 4847715.05 1.0790033597 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 432870 0.0963481103 Long DBT CORP CH N 2 2026-05-04 Fixed 5.125000000000 N N N N N N Organon and Co. N/A 68621XAE3 1264005.58 PA USD 1264271.02 0.2814011682 Long LON CORP US N 2 2028-06-02 Floating 3.5 N N N N N N PT Pertamina (Persero) N/A 69370PAD3 295000 PA USD 313080.14 0.0696853094 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 259909.64 0.0578506310 Long DBT CORP ID N 2 2030-01-21 Fixed 3.100000000000 N N N N N N Padagis LLC N/A 69526PAC8 686117.65 PA USD 681829.41 0.1517614415 Long LON CORP US N 2 2028-07-06 Floating 5.25 N N N N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 7852.36 0.0017477766 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 2984400.530000000000 USD 4112613.900000000000 AUD 2022-01-19 7852.360000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -60917.6 -0.0135590261 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 2132699.760000000000 USD 2847500.000000000000 AUD 2022-01-19 -60917.600000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -31468.67 -0.0070042897 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 1067359.750000000000 USD 1423750.000000000000 AUD 2022-01-19 -31468.670000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -38.64 -0.0000086005 N/A DFE CORP AU N 2 JPMORGAN CHASE BANK N.A N/A 1604.420000000000 USD 2152.040000000000 AUD 2022-01-19 -38.640000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -19380.03 -0.0043136029 N/A DFE CORP AU N 2 JPMORGAN CHASE BANK N.A N/A 1055271.110000000000 USD 1423750.000000000000 AUD 2022-01-19 -19380.030000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -19300.3 -0.0042958566 N/A DFE CORP AU N 2 JPMORGAN CHASE BANK N.A N/A 1055191.380000000000 USD 1423750.000000000000 AUD 2022-01-19 -19300.300000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC -3871.55 -0.0008617288 N/A DFE CORP AU N 2 CITIBANK N.A. N/A 1266662.100000000000 USD 1735605.300000000000 AUD 2022-01-19 -3871.550000000000 N N N Indonesia Government International Bond N/A AO3129357 740000 PA 880459.34 0.1959724481 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 408206.84 0.0908585895 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.500000000000 N N N N N N HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2 N/A AQ1829367 685000 PA 1181339.71 0.2629423353 Long DBT NUSS GR N 2 2042-01-30 Fixed 4.200000000000 N N N N N N COLOMBIAN TES BONDS 11/25 6.25 N/A AQ7338124 3780000000 PA 894011.35 0.1989888515 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 1096082.86 0.2439658842 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 699644.84 0.1557267961 Long DBT NUSS MY N 2 2025-03-14 Fixed 3.882000000000 N N N N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -33959.96 -0.0075588005 N/A DFE CORP DE N 2 UBS AG N/A 1223029.730000000000 GBP 1423750.000000000000 EUR 2022-01-19 -33959.960000000000 N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -26350.01 -0.0058649795 N/A DFE CORP DE N 2 UBS AG N/A 1217407.340000000000 GBP 1423750.000000000000 EUR 2022-01-19 -26350.010000000000 N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -32498.09 -0.0072334178 N/A DFE CORP DE N 2 STANDARD CHARTERED BANK N/A 1221949.670000000000 GBP 1423750.000000000000 EUR 2022-01-19 -32498.090000000000 N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 30147.07 0.0067101283 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1423750.000000000000 EUR 1220212.690000000000 GBP 2022-01-19 30147.070000000000 N N N BOUGHT AUD/SOLD NZD N/A N/A 1 NC 55572.61 0.0123693394 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 2957526.000000000000 NZD 2860000.000000000000 AUD 2022-01-19 55572.610000000000 N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 35737.66 0.0079544806 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1423750.000000000000 EUR 1224343.130000000000 GBP 2022-01-19 35737.660000000000 N N N BOUGHT CAD/SOLD GBP N/A N/A 1 NC -17106.94 -0.0038076590 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1435625.000000000000 GBP 2436356.120000000000 CAD 2022-01-19 -17106.940000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 66341.92 0.0147663701 N/A DFE CORP GB N 2 CITIBANK N.A. N/A 4675838.240000000000 CAD 2780000.000000000000 GBP 2022-01-19 66341.920000000000 N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 30866.81 0.0068703278 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1443750.000000000000 EUR 1237572.390000000000 GBP 2022-01-19 30866.810000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 33253.6 0.0074015790 N/A DFE CORP GB N 2 ROYAL BANK OF CANADA N/A 2337814.590000000000 CAD 1390000.000000000000 GBP 2022-01-19 33253.600000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 6374.43 0.0014188192 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK N/A 1942678.080000000000 USD 1440000.000000000000 GBP 2022-01-19 6374.430000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 4228.83 0.0009412521 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK N/A 1944823.680000000000 USD 1440000.000000000000 GBP 2022-01-19 4228.830000000000 N N N BOUGHT CAD/SOLD GBP N/A N/A 1 NC -72980.4 -0.0162439615 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 2871250.000000000000 GBP 4823673.870000000000 CAD 2022-01-19 -72980.400000000000 N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 35107.69 0.0078142620 N/A DFE CORP GB N 2 UBS AG N/A 1440000.000000000000 EUR 1237550.400000000000 GBP 2022-01-19 35107.690000000000 N N N BOUGHT CAD/SOLD GBP N/A N/A 1 NC -25929.29 -0.0057713357 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 1435625.000000000000 GBP 2425196.140000000000 CAD 2022-01-19 -25929.290000000000 N N N BOUGHT GBP/SOLD CAD N/A N/A 1 NC 40975.26 0.0091202644 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 2406163.490000000000 CAD 1435625.000000000000 GBP 2022-01-19 40975.260000000000 N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 44958.13 0.0100067708 N/A DFE CORP GB N 2 UBS AG N/A 2169038.140000000000 EUR 1858238.830000000000 GBP 2022-01-19 44958.130000000000 N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865AX8 330000 PA 383011.54 0.0852506251 Long DBT CORP US N 2 2024-01-15 Fixed 1.000000000000 N N N N N N Ecopetrol S.A. N/A 279158AJ8 235000 PA USD 224721.1 0.0500183735 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875000000000 N N N N N Ecopetrol S.A. N/A 279158AL3 230000 PA USD 242364.8 0.0539455044 Long DBT CORP CO N 2 2026-06-26 Fixed 5.375000000000 N N N N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 58905.35 0.0131111400 N/A DFE CORP AU N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 5872527.670000000000 AUD 4331635.130000000000 USD 2022-01-19 58905.350000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 3047.59 0.0006783319 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 949960.940000000000 USD 1284393.740000000000 SGD 2022-01-19 3047.590000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 17031.33 0.0037908297 N/A DFE CORP AU N 2 BARCLAYS BANK PLC WHOLESALE N/A 2852500.000000000000 AUD 2092451.380000000000 USD 2022-01-19 17031.330000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 19036.63 0.0042371690 N/A DFE CORP AU N 2 ROYAL BANK OF CANADA N/A 2852500.000000000000 AUD 2094456.680000000000 USD 2022-01-19 19036.630000000000 N N N Natwest Group plc N/A 639057AD0 410000 PA USD 401800 0.0894325565 Long DBT CORP GB N 2 2031-06-28 Variable 4.600000000000 N N N N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 10457.3 0.0023275836 N/A DFE CORP AU N 2 CITIBANK N.A. N/A 1383577.100000000000 AUD 1017119.410000000000 USD 2022-01-19 10457.300000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 11072.76 0.0024645725 N/A DFE CORP AU N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1037682.820000000000 AUD 766069.340000000000 USD 2022-01-19 11072.760000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 13843.18 0.0030812120 N/A DFE CORP AU N 2 HSBC BANK USA N/A 1034203.200000000000 AUD 766308.060000000000 USD 2022-01-19 13843.180000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 20303.13 0.0045190663 N/A DFE CORP AU N 2 ROYAL BANK OF CANADA N/A 1034203.210000000000 AUD 772768.010000000000 USD 2022-01-19 20303.130000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 7283.88 0.0016212444 N/A DFE CORP AU N 2 ROYAL BANK OF CANADA N/A 371121.360000000000 AUD 277304.110000000000 USD 2022-01-19 7283.880000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 38218.63 0.0085066943 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 1434166.670000000000 AUD 1081688.660000000000 USD 2022-01-19 38218.630000000000 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 AR7577182 920000 PA 1052690.26 0.2343075687 Long DBT CORP US N 2 2023-03-21 Floating 0.000000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10 N/A EK0169285 13185000 PA 2332381.69 0.5191410084 Long DBT NUSS BR N 2 2025-01-01 Fixed 10.000000000000 N N N N N N CIT Group Inc. N8O96ZZJQRFYQUJY7K79 125581801 17920 NS USD 920012.8 0.2047762486 Long EC CORP US N 1 N N N CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A N/A 12655VAA2 177882.87 PA USD 179214.23 0.0398894643 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.656000000000 N N N N N N CANADIAN GOVERNMENT BOND BONDS 09/24 1.5 N/A 135087J96 885000 PA 707594.21 0.1574961651 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 1349838.53 0.3004467659 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 1114382.78 0.2480390764 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 179510.56 0.0399554213 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 1165000 0.2593054462 Long DBT CORP US N 2 2027-03-01 Fixed 5.750000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 151290BZ5 770000 PA USD 767174.1 0.1707574440 Long DBT CORP MX N 2 2031-07-11 Fixed 3.875000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 260000 PA USD 280399.6 0.0624112819 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 1797458.35 0.4000778879 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 1824635.45 0.4061269609 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 881031.08 0.1960997058 Long DBT CORP US N 2 2031-03-01 Fixed 2.500000000000 N N N N N N Cenovus Energy Inc. N/A 15135UAF6 1806000 PA USD 2450395.9 0.5454085856 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 229219.84 0.0510197020 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 967312.5 0.2153042055 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 421030.71 0.0937129237 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 985176.2 0.2192803040 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 20083.93 0.0044702768 N/A DFE CORP GB N 2 HSBC BANK USA N/A 927368.190000000000 GBP 1275284.830000000000 USD 2022-01-19 20083.930000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 5043.22 0.0011225188 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 949991.930000000000 USD 1287125.070000000000 SGD 2022-01-19 5043.220000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 6837.86 0.0015219694 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1655129.430000000000 GBP 2247069.920000000000 USD 2022-01-19 6837.860000000000 N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC -7828.68 -0.0017425059 N/A DFE CORP NZ N 2 CITIBANK N.A. N/A 1793326.190000000000 AUD 1893931.790000000000 NZD 2022-01-19 -7828.680000000000 N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC -3881.69 -0.0008639857 N/A DFE CORP NZ N 2 CITIBANK N.A. N/A 2853000.000000000000 AUD 3025572.260000000000 NZD 2022-01-19 -3881.690000000000 N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC -8986.77 -0.0020002733 N/A DFE CORP NZ N 2 CITIBANK N.A. N/A 2853000.000000000000 AUD 3018117.380000000000 NZD 2022-01-19 -8986.770000000000 N N N BOUGHT AUD/SOLD NZD N/A N/A 1 NC 11312.86 0.0025180139 N/A DFE CORP AU N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1499100.290000000000 NZD 1426500.000000000000 AUD 2022-01-19 11312.860000000000 N N N BOUGHT AUD/SOLD NZD N/A N/A 1 NC 11279.65 0.0025106220 N/A DFE CORP AU N 2 GOLDMAN SACHS BANK USA N/A 1499148.790000000000 NZD 1426500.000000000000 AUD 2022-01-19 11279.650000000000 N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAR7 1220000 PA USD 1793072.47 0.3991016797 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 327880.1 0.0729794812 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAX4 1090000 PA USD 1280186.44 0.2849436189 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 399652.49 0.0889545642 Long DBT CORP US N 2 2027-05-15 Fixed 3.875000000000 N N N N N N ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4 N/A 03969YAB4 834000 PA USD 826285.5 0.1839144466 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 468873.86 PA USD 470388.65 0.1046990032 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.805000000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAY6 482568.92 PA USD 479190.94 0.1066582150 Long LON CORP US N 2 2027-07-31 Floating 3.354 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBF2 1525000 PA USD 1734107.85 0.3859773475 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 1256000 PA USD 1318800 0.2935382167 Long DBT CORP IE N 2 2027-10-15 Fixed 6.750000000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBA7 650000 PA USD 646886.5 0.1439838562 Long LON CORP US N 2 2029-01-20 Floating 5.354 N N N N N N Atento Luxco 1 S.A. N/A 04684LAC2 486000 PA USD 517900.7 0.1152742250 Long DBT CORP LU N 2 2026-02-10 Fixed 8.000000000000 N N N N N N Avantor Funding Inc. N/A 05350NAL8 1950112.5 PA USD 1947674.86 0.4335130460 Long LON CORP US N 2 2027-11-08 Floating 2.75 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05565ALQ4 820000 PA USD 820861 0.1827070625 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 1425263 0.3172347280 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 1426546.1 PA USD 1426939.83 0.3176079565 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.030000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A 50201DAD5 785000 PA USD 788925 0.1755987546 Long DBT CORP IE N 2 2029-07-15 Fixed 5.125000000000 N N N N N N Liberty Broadband Corporation N/A 530307AA5 815000 PA USD 825582.84 0.1837580487 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 BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A N/A 05609VAA3 535000 PA USD 533174.74 0.1186739175 Long ABS-MBS CORP US N 2 2036-09-15 Floating 0.809760000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AT3 1375000 PA USD 1515937.5 0.3374170385 Long DBT CORP US N 2 2025-07-01 Fixed 5.250000000000 N N N N N N Liberty Broadband Corporation N/A 530307AC1 1205000 PA USD 1188130 0.2644537165 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 YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 1773000 PA USD 1919272.5 0.4271912549 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AV8 1035000 PA USD 1140052.5 0.2537526371 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 504400 0.1122692421 Long DBT CORP US N 2 2030-08-15 Fixed 2.875000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AN1 1795000 PA USD 1788268.75 0.3980324688 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 929792.5 0.2069530121 Long DBT CORP US N 2 2032-01-31 Fixed 4.625000000000 N N N N N N EURO-BUND FUTURE 0322 N/A ADI1Z7BR6 24 NC 73187.5598423861 0.0162900711 N/A DIR CORP DE N 1 EUREX ZURICH N/A Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2022-03-08 -4179324.220000000000 EUR 73187.559842386100 N N N EURO BUXL 30Y BND 0322 N/A ADI1Z7C12 4 NC 45626.7838865872 0.0101555996 N/A DIR CORP DE N 1 EUREX ZURICH N/A Short Euro 30yr 4% Bond Euro 30yr 4% Bond 2022-03-08 -867356.240000000000 EUR 45626.783886587200 N N N US 10YR NOTE CBT 0322 N/A ADI1Z7CH7 23 NC USD -26619.56 -0.0059249759 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 10yr 6% US 10yr 6% 2022-03-22 -2971286.690000000000 USD -26619.560000000000 N N N US LONG BONDCBT 0322 N/A ADI1Z7P67 275 NC USD -327675.78 -0.0729340037 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 20yr 6% US 20yr 6% 2022-03-22 -43655136.720000000000 USD -327675.780000000000 N N N US 10YR ULTRA FUT 0322 N/A ADI1Z7PC4 7 NC USD -12534.07 -0.0027898306 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 10yr 6% US 10yr 6% 2022-03-22 -1010340.930000000000 USD -12534.070000000000 N N N EURO-BTP FUTURE 0322 N/A ADI20CY88 15 NC -48516.13652432 -0.0107987111 N/A DIR CORP DE N 1 EUREX ZURICH N/A Long BTP 10yr 6% (EUX) BTP 10yr 6% (EUX) 2022-03-08 2247014.100000000000 EUR -48516.136524320000 N N N Bally's Corporation N/A 05875CAB0 505000 PA USD 504787.9 0.1123555808 Long LON CORP US N 2 2028-10-02 Floating 3.75 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05971KAH2 800000 PA USD 799432 0.1779374004 Long DBT CORP ES N 2 2026-11-12 Variable 4.750000000000 N N N N N N Indonesia Treasury Bond N/A AL1453656 1030000000 PA 76813.28 0.0170970831 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 910109.25 0.2025719186 Long DBT NUSS US N 2 2022-01-25 Fixed 3.375000000000 N N N N N N Barclays PLC N/A 06738EBT1 505000 PA USD 494647.5 0.1100985328 Long DBT CORP GB N 2 2028-03-15 Variable 4.375000000000 N N N N N N Becle S.A.B. de C.V. N/A 07586PAA9 795000 PA USD 782232.3 0.1741090949 Long DBT CORP MX N 2 2031-10-14 Fixed 2.500000000000 N N N N N N SINGAPORE GOVERNMENT BOND BONDS 04/22 1.75 N/A AM9627416 1485000 PA 1105264.14 0.2460094515 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 963721.07 0.2145048258 Long DBT NUSS MY N 2 2024-09-30 Fixed 4.059000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887406 10850 NS USD 572337.5 0.1273907561 Long EP CORP US N 1 N N N Becton Dickinson Euro Finance Sarl N/A 07589LAC1 745000 PA 876611.6 0.1951160189 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 1107423.67 0.2464901192 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 617287.51 0.1373957195 Long DBT CORP US N 2 2027-07-15 Fixed 5.625000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023105 10242 NS USD 2061919.44 0.4589415797 Long EC CORP US N 1 N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CU7 1035000 PA USD 1165404.44 0.2593954664 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 AN5498158 983000 PA 1141879.99 0.2541593994 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 834767.43 0.1858023527 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 856612.75 0.1906646793 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 875817.28 0.1949392194 Long DBT CORP KR N 2 2027-05-25 Fixed 3.865000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 2625000 PA USD 3058390.05 0.6807357910 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N BRF S.A N/A 10552TAG2 400000 PA USD 405104 0.0901679601 Long DBT CORP BR N 2 2030-01-24 Fixed 4.875000000000 N N N N N N Braskem Idesa S.A.P.I. N/A 10554NAB4 480000 PA USD 481804.8 0.1072400074 Long DBT CORP MX N 2 2032-02-20 Fixed 6.990000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAB1 570000 PA USD 604200 0.1344827044 Long DBT CORP NL N 2 2028-01-10 Fixed 4.500000000000 N N N N N N CHINA GOVERNMENT BOND BONDS 04/25 1.99 N/A BH5574455 12420000 PA 1915120.37 0.4262670747 Long DBT NUSS CN N 2 2025-04-09 Fixed 1.990000000000 N N N N N N Australia Government Bond N/A BH7282321 2210000 PA 1577346.88 0.3510855249 Long DBT NUSS AU N 2 2024-11-21 Fixed 0.250000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAE5 585000 PA USD 674212.5 0.1500660714 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 19481.73 PA USD 19479.04 0.0043356405 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.341880000000 N N N N N N Broadcom Inc. N/A 11135F200 840 NS USD 1743327.6 0.3880294774 Long EP CORP US N 1 N N N Brown Group Holding LLC N/A 11565HAB2 528376.97 PA USD 527056.03 0.1173120163 Long LON CORP US N 2 2028-06-07 Floating 3 N N N N N N HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2 N/A BH8301500 779000 PA 944970.97 0.2103314326 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 2057463.87 0.4579498599 Long DBT NUSS IT N 2 2025-07-01 Fixed 1.850000000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 BJ8145234 255000 PA 310967.25 0.0692150228 Long DBT CORP FR N 2 2030-06-09 Fixed 1.625000000000 N N N N N N HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5 N/A BJ9482271 1020000 PA 1182384.72 0.2631749334 Long DBT NUSS GR N 2 2030-06-18 Fixed 1.500000000000 N N N N N N Burlington Coat Factory Warehouse Corporation N/A 121575AK0 910425 PA USD 904352.47 0.2012905757 Long LON CORP US N 2 2028-06-24 Floating 2.11 N N N N N N Burlington Stores Inc. N/A 122017AB2 705000 PA USD 1047365.63 0.2331224137 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 1282350 0.2854251836 Long DBT CORP US N 2 2027-05-01 Fixed 5.125000000000 N N N N N N Saudi Arabian Oil Co. N/A 80414L2D6 625000 PA USD 667968.75 0.1486763388 Long DBT CORP SA N 2 2029-04-16 Fixed 3.500000000000 N N N N N N NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5 N/A BK0089494 3080000 PA 2038638.55 0.4537597243 Long DBT NUSS NZ N 2 2024-05-15 Fixed 0.500000000000 N N N N N N Cellnex Telecom S.A. 5493008T4YG3AQUI7P67 BK0950067 500000 PA 563568.04 0.1254388516 Long DBT CORP ES N 2 2029-06-26 Fixed 1.875000000000 N N N N N N JAPAN GOVERNMENT FIVE YEAR BON BONDS 06/25 0.1 N/A BK4459446 447900000 PA 3920847.21 0.8727013178 Long DBT NUSS JP N 2 2025-06-20 Fixed 0.100000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 BK6156289 466000 PA USD 495125 0.1102048146 Long DBT CORP CH N 2 2026-07-29 Variable 5.125000000000 N N N N N N Saudi Arabian Oil Co. N/A 80414L2E4 340000 PA USD 383233.04 0.0852999266 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 549883.75 0.1223930053 Long DBT CORP SA N 2 2049-04-16 Fixed 4.375000000000 N N N N N N CHINA GOVERNMENT BOND BONDS 11/23 2.88 N/A BM1605906 14670000 PA 2322386.9 0.5169163702 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 671655.52 0.1494969393 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 Saudi Arabian Oil Co. N/A 80414L2K0 400000 PA USD 388980 0.0865790837 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 867644.8 0.1931201906 Long DBT CORP KR N 2 2026-05-12 Variable 2.875000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 BM9458266 316000 PA 430250.95 0.0957651627 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 286225.92 0.0637081029 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.100000000000 N N N N N N CHINA GOVERNMENT BOND BONDS 05/31 3.02 N/A BP5955698 2810000 PA 447954.39 0.0997055905 Long DBT NUSS CN N 2 2031-05-27 Fixed 3.020000000000 N N N N N N INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1 N/A BQ4051935 33840000 PA 443653.85 0.0987483773 Long DBT NUSS IN N 2 2031-07-12 Fixed 6.100000000000 N N N N N N CHINA GOVERNMENT BOND BONDS 08/26 2.69 N/A BQ8787179 4220000 PA 664927.25 0.1479993624 Long DBT NUSS CN N 2 2026-08-12 Fixed 2.690000000000 N N N N N N SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75 N/A 82883AAA5 3000000 PA 451875.84 0.1005784260 Long DBT CORP BR N 2 2028-02-12 Fixed 10.750000000000 N N N N N N Simpar Europe N/A 82883PAA2 315000 PA USD 293740.65 0.0653807299 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 100000 0.0222579782 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 336323.68 0.0748588514 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 3417000 PA USD 3731300.31 0.8305120101 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83367TBU2 410000 PA USD 449975 0.1001553375 Long DBT CORP FR N 2 2028-04-06 Variable 6.750000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368JFA3 660000 PA USD 762900.61 0.1698062516 Long DBT CORP FR N 2 2025-09-29 Variable 8.000000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587602 33300 NS USD 1789875 0.3983899875 Long EP CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BG2 915000 PA USD 1219695 0.2714794474 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 Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AL3 65000 PA USD 71435 0.0158999867 Long DBT CORP US N 2 2025-01-23 Fixed 6.450000000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 84546SAU7 495000 PA USD 495311.85 0.1102464037 Long LON CORP US N 2 2027-06-22 Floating 3 N N N N N N Sprint Capital Corporation N/A 852060AT9 975000 PA USD 1462500 0.3255229314 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000 N N N N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 4052.49 0.0009020023 N/A DFE CORP SG N 2 GOLDMAN SACHS BANK USA N/A 1899921.880000000000 USD 2566034.490000000000 SGD 2022-01-19 4052.490000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 3821.36 0.0008505575 N/A DFE CORP SG N 2 UBS AG N/A 873992.580000000000 USD 1183052.090000000000 SGD 2022-01-19 3821.360000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -3395.55 -0.0007557808 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 1437083.340000000000 USD 1813567.270000000000 CAD 2022-01-19 -3395.550000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 6007.6 0.0013371703 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1448238.250000000000 GBP 1966210.650000000000 USD 2022-01-19 6007.600000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 8857.67 0.0019715383 N/A DFE CORP GB N 2 HSBC BANK USA N/A 2068911.780000000000 GBP 2809147.730000000000 USD 2022-01-19 8857.670000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 5678.35 0.0012638859 N/A DFE CORP NZ N 2 STATE STREET BANK AND TRUST COMPANY N/A 185420.810000000000 NZD 132653.920000000000 USD 2022-01-19 5678.350000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 9502.58 0.0021150822 N/A DFE CORP GB N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2852500.000000000000 GBP 3870386.100000000000 USD 2022-01-19 9502.580000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 13369.81 0.0029758494 N/A DFE CORP AU N 2 CITIBANK N.A. N/A 1649156.590000000000 AUD 1213262.070000000000 USD 2022-01-19 13369.810000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 18712.77 0.0041650843 N/A DFE CORP NZ N 2 GOLDMAN SACHS BANK USA N/A 890185.220000000000 NZD 628308.750000000000 USD 2022-01-19 18712.770000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -28024.44 -0.0062376737 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE N/A 4176719.500000000000 CAD 3273817.110000000000 USD 2022-01-19 -28024.440000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -10700.79 -0.0023817795 N/A DFE CORP CA N 2 GOLDMAN SACHS BANK USA N/A 2084170.890000000000 CAD 1636908.550000000000 USD 2022-01-19 -10700.790000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -7622.29 -0.0016965676 N/A DFE CORP CA N 2 GOLDMAN SACHS BANK USA N/A 2080276.690000000000 CAD 1636908.550000000000 USD 2022-01-19 -7622.290000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 746.2 0.0001660890 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 1809108.380000000000 CAD 1430909.090000000000 USD 2022-01-19 746.200000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -8721.14 -0.0019411494 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1874603.230000000000 CAD 1473217.700000000000 USD 2022-01-19 -8721.140000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -9819.55 -0.0021856333 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 2083056.170000000000 CAD 1636908.560000000000 USD 2022-01-19 -9819.550000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -10482.1 -0.0023331035 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 2083894.260000000000 CAD 1636908.550000000000 USD 2022-01-19 -10482.100000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 2901.78 0.0006458776 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 949991.940000000000 USD 1284239.000000000000 SGD 2022-01-19 2901.780000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 3591.16 0.0007993196 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 949991.940000000000 USD 1285168.100000000000 SGD 2022-01-19 3591.160000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 7364.3 0.0016391443 N/A DFE CORP GB N 2 HSBC BANK USA N/A 772075.630000000000 GBP 1052375.370000000000 USD 2022-01-19 7364.300000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 7263.93 0.0016168040 N/A DFE CORP GB N 2 HSBC BANK USA N/A 772075.630000000000 GBP 1052275.000000000000 USD 2022-01-19 7263.930000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 13158.15 0.0029287382 N/A DFE CORP JP N 2 ROYAL BANK OF CANADA N/A 162579652.000000000000 JPY 1426666.670000000000 USD 2022-01-19 13158.150000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -9793.67 -0.0021798729 N/A DFE CORP CA N 2 ROYAL BANK OF CANADA N/A 2083023.430000000000 CAD 1636908.560000000000 USD 2022-01-19 -9793.670000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 12093.86 0.0026918487 N/A DFE CORP CA N 2 HSBC BANK USA N/A 3604806.280000000000 CAD 2861818.180000000000 USD 2022-01-19 12093.860000000000 N N N SOLD NOK/BOUGHT USD N/A N/A 1 NC USD 73218.88 0.0162970424 N/A DFE CORP NO N 2 UBS AG N/A 15400816.350000000000 NOK 1821532.010000000000 USD 2022-01-19 73218.880000000000 N N N SOLD NOK/BOUGHT USD N/A N/A 1 NC USD 75177.1 0.0167329025 N/A DFE CORP NO N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 15383566.520000000000 NOK 1821532.020000000000 USD 2022-01-19 75177.100000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 11375.93 0.0025320520 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE N/A 1795662.130000000000 CAD 1430909.090000000000 USD 2022-01-19 11375.930000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 14266.48 0.0031754300 N/A DFE CORP JP N 2 STANDARD CHARTERED BANK N/A 162260475.000000000000 JPY 1425000.000000000000 USD 2022-01-19 14266.480000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 22431.05 0.0049926982 N/A DFE CORP JP N 2 HSBC BANK USA N/A 274878580.000000000000 JPY 2412294.800000000000 USD 2022-01-19 22431.050000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 18048.65 0.0040172646 N/A DFE CORP JP N 2 STANDARD CHARTERED BANK N/A 162251509.000000000000 JPY 1428704.220000000000 USD 2022-01-19 18048.650000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -42124.64 -0.0093760932 N/A DFE CORP MX N 2 STATE STREET BANK AND TRUST COMPANY N/A 16460088.620000000000 MXN 759769.920000000000 USD 2022-01-19 -42124.640000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -83158.1 -0.0185093118 N/A DFE CORP MX N 2 CITIBANK N.A. N/A 32897779.430000000000 MXN 1519539.850000000000 USD 2022-01-19 -83158.100000000000 N N N CROWN AMERICAS LLC / CROWN AME COMPANY GUAR 09/26 4.25 N/A 22819KAB6 100000 PA USD 106750 0.0237603917 Long DBT CORP US N 2 2026-09-30 Fixed 4.250000000000 N N N N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -66592.25 -0.0148220885 N/A DFE CORP MX N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 28658886.290000000000 MXN 1329597.370000000000 USD 2022-01-19 -66592.250000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -100043.59 -0.0222676805 N/A DFE CORP MX N 2 JPMORGAN CHASE BANK N.A N/A 31560388.400000000000 MXN 1437500.000000000000 USD 2022-01-19 -100043.590000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -99753.04 -0.0222030099 N/A DFE CORP MX N 2 STATE STREET BANK AND TRUST COMPANY N/A 31554424.500000000000 MXN 1437500.000000000000 USD 2022-01-19 -99753.040000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -47544.61 -0.0105824689 N/A DFE CORP MX N 2 STATE STREET BANK AND TRUST COMPANY N/A 16571341.730000000000 MXN 759769.920000000000 USD 2022-01-19 -47544.610000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -43850.6 -0.0097602570 N/A DFE CORP MX N 2 STATE STREET BANK AND TRUST COMPANY N/A 16495516.690000000000 MXN 759769.920000000000 USD 2022-01-19 -43850.600000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -46604.82 -0.0103732907 N/A DFE CORP MX N 2 STATE STREET BANK AND TRUST COMPANY N/A 16552051.170000000000 MXN 759769.920000000000 USD 2022-01-19 -46604.820000000000 N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCD3 1030000 PA USD 1071200 0.2384274626 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 752044.65 0.1673899344 Long DBT CORP US N 2 2030-08-15 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 170362.5 0.0379192481 Long DBT CORP US N 2 2028-04-01 Fixed 4.250000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BS2 1395000 PA USD 1618157.77 0.3601692039 Long DBT CORP US N 2 2049-07-01 Fixed 5.125000000000 N N N N N N BOUGHT GBP/SOLD EUR N/A N/A 1 NC 35737.66 0.0079544806 N/A DFE CORP GB N 2 STATE STREET BANK AND TRUST COMPANY N/A 1423750.000000000000 EUR 1224343.130000000000 GBP 2022-01-19 35737.660000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -51575.22 -0.0114796012 N/A DFE CORP JP N 2 UBS AG N/A 1127516.060000000000 USD 123753118.000000000000 JPY 2022-01-19 -51575.220000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC -8186.76 -0.0018222073 N/A DFE CORP NZ N 2 UBS AG N/A 312921.330000000000 USD 445000.000000000000 NZD 2022-01-19 -8186.760000000000 N N N BOUGHT CAD/SOLD NZD N/A N/A 1 NC 49372.7 0.0109893648 N/A DFE CORP CA N 2 UBS AG N/A 2858750.000000000000 NZD 2538833.010000000000 CAD 2022-01-19 49372.700000000000 N N N BOUGHT NZD/SOLD CAD N/A N/A 1 NC -15678.23 -0.0034896570 N/A DFE CORP NZ N 2 UBS AG N/A 1258021.530000000000 CAD 1429375.000000000000 NZD 2022-01-19 -15678.230000000000 N N N BOUGHT NZD/SOLD CAD N/A N/A 1 NC -15158.44 -0.0033739623 N/A DFE CORP NZ N 2 UBS AG N/A 1257364.010000000000 CAD 1429375.000000000000 NZD 2022-01-19 -15158.440000000000 N N N BOUGHT NZD/SOLD AUD N/A N/A 1 NC -12573.51 -0.0027986091 N/A DFE CORP NZ N 2 BARCLAYS BANK PLC WHOLESALE N/A 1430000.000000000000 AUD 1500978.050000000000 NZD 2022-01-19 -12573.510000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC -39219.68 -0.0087295078 N/A DFE CORP NZ N 2 HSBC BANK USA N/A 2986573.300000000000 USD 4303982.860000000000 NZD 2022-01-19 -39219.680000000000 N N N BOUGHT EUR/SOLD GBP N/A N/A 1 NC -30994.23 -0.0068986890 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY N/A 1237666.530000000000 GBP 1443750.000000000000 EUR 2022-01-19 -30994.230000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -4210.79 -0.0009372367 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 905073.340000000000 USD 1139561.100000000000 CAD 2022-01-19 -4210.790000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 5979.74 0.0013309692 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE N/A 2852500.000000000000 GBP 3866863.260000000000 USD 2022-01-19 5979.740000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -204.69 -0.0000455599 N/A DFE CORP SG N 2 STATE STREET BANK AND TRUST COMPANY N/A 78283.750000000000 SGD 57881.140000000000 USD 2022-01-19 -204.690000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC -15464.96 -0.0034421874 N/A DFE CORP NZ N 2 ROYAL BANK OF CANADA N/A 660383.750000000000 USD 941766.680000000000 NZD 2022-01-19 -15464.960000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC -13500.05 -0.0030048382 N/A DFE CORP NZ N 2 STATE STREET BANK AND TRUST COMPANY N/A 658418.840000000000 USD 941766.670000000000 NZD 2022-01-19 -13500.050000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -4389.02 -0.0009769071 N/A DFE CORP DE N 2 BARCLAYS BANK PLC WHOLESALE N/A 2028612.720000000000 EUR 2305873.360000000000 USD 2022-01-19 -4389.020000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -25464.28 -0.0056678339 N/A DFE CORP SG N 2 STATE STREET BANK AND TRUST COMPANY N/A 2651194.080000000000 SGD 1941697.730000000000 USD 2022-01-19 -25464.280000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -26263.88 -0.0058458087 N/A DFE CORP SG N 2 CITIBANK N.A. N/A 2652271.720000000000 SGD 1941697.730000000000 USD 2022-01-19 -26263.880000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -30071.74 -0.0066933613 N/A DFE CORP SG N 2 BARCLAYS BANK PLC WHOLESALE N/A 2653399.960000000000 SGD 1938727.020000000000 USD 2022-01-19 -30071.740000000000 N N N EQM Midstream Partners LP N/A 26885BAL4 620000 PA USD 655650 0.1459344342 Long DBT CORP US N 2 2031-01-15 Fixed 4.750000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B36 255000 PA USD 274329 0.0610600891 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B51 360000 PA USD 360900 0.0803290434 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 1284275.7 0.2858538055 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 203600 0.0453172436 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 417104.05 0.0928389286 Long DBT CORP US N 2 2022-08-03 Fixed 2.979000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZU0 485000 PA USD 491062.5 0.1093005843 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 483381.25 0.1075908933 Long DBT CORP US N 2 2026-08-01 Fixed 4.542000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBC8 1905000 PA USD 2394756.45 0.5330243689 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 145250 0.0323297134 Long DBT CORP US N 2 2028-03-01 Fixed 4.125000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DCH6 985000 PA USD 1056412.5 0.2351360641 Long DBT CORP US N 2 2030-08-01 Fixed 4.625000000000 N N N N N N GCI LLC N/A 36166TAB6 164000 PA USD 168305 0.0374612902 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AE7 475000 PA USD 485640 0.1080936454 Long DBT CORP US N 2 2030-10-01 Fixed 3.750000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045V100 24981 NS USD 1464636.03 0.3259983685 Long EC CORP US N 1 N N N Greenko Dutch B.V. N/A 39530LAD2 605775 PA USD 611105.82 0.1360198003 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 438388.58 0.0975764346 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 1637510 0.3644766190 Long DBT CORP US N 2 2025-02-01 Fixed 5.375000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 1175000 PA USD 1292942.16 0.2877827843 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CA5 2543000 PA USD 2687633.13 0.5982127965 Long DBT CORP US N 2 2030-09-01 Fixed 3.500000000000 N N N N N N MillerKnoll Inc U98HXD3PNK7HYU2MU887 427430AP8 825000 PA USD 823795.5 0.1833602229 Long LON CORP US N 2 2028-07-19 Floating 2.125 N N N N N N The Hertz Corporation 549300PD0C69OJ0NLB27 42804VBB6 695955.75 PA USD 695955.75 0.1549056792 Long LON CORP US N 2 2028-06-30 Floating 3.75 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAH8 165000 PA USD 185238.08 0.0412302515 Long DBT CORP US N 2 2024-06-15 Fixed 7.125000000000 N N N N N N Block Inc 549300OHIIUWSTIZME52 852234AM5 315000 PA USD 322875 0.0718654472 Long DBT CORP US N 2 2031-06-01 Fixed 3.500000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AH0 255000 PA USD 245638.95 0.0546742640 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 1135576 0.2527562587 Long EP CORP US N 1 N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630862 32750 NS USD 845277.5 0.1881416818 Long EP CORP US N 1 N N N Cornerstone OnDemand Inc. 549300Z402F16H5EGH48 86803YAB9 345000 PA USD 343644.15 0.0764882400 Long LON CORP US N 2 2028-10-16 Floating 4.25 N N N N N N Swiss Insured Brazil Power Finance S.a r.l. N/A 870880AA9 8507971.54 PA 1458727.62 0.3246832759 Long DBT CORP LU N 2 2032-07-16 Fixed 9.850000000000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161C501 19905 NS USD 952852.35 0.2120856685 Long EC CORP US N 1 N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAV7 165000 PA USD 173662.5 0.0386537614 Long DBT CORP US N 2 2028-02-01 Fixed 4.750000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABS3 435000 PA USD 428475 0.0953698722 Long DBT CORP US N 2 2029-02-15 Fixed 2.625000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABT1 400000 PA USD 395040 0.0879279171 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 236175 0.0525677800 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 478901.8 0.1065938583 Long DBT CORP US N 2 2029-04-15 Fixed 3.375000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABW4 335000 PA USD 348527.3 0.0775751305 Long DBT CORP US N 2 2031-04-15 Fixed 3.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ACE3 450000 PA USD 468171 0.1042053992 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 1489800 PA USD 1554387.3 0.3459751866 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.970000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556BP6 282000 PA 327199.48 0.0728279890 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 557064.23 0.1239912349 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 915137.5 0.2036911054 Long DBT CORP MX N 2 2025-11-12 Fixed 7.500000000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 535000 PA USD 533261.25 0.1186931728 Long LON CORP US N 2 2028-12-01 Floating 2.75 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HBA6 1060000 PA USD 1182411.05 0.2631807939 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 84320.73 0.0187680897 Long DBT CORP US N 2 2030-05-15 Fixed 3.250000000000 N N N N N N Travel + Leisure Co T4VNTWMFQ7JQB65L7T35 894164AA0 427000 PA USD 430623.1 0.0958479958 Long DBT CORP US N 2 2029-12-01 Fixed 4.500000000000 N N N N N N BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8 N/A 89835RAA2 215000 PA USD 152650 0.0339768037 Long DBT CORP MX N 2 2032-12-18 Fixed 4.800000000000 N N N N N N 2020 Cash Mandatory Exchangeable Trust N/A 901375105 1080 NS USD 1126126.8 0.2506530578 Long EP CORP US N 2 N N N Twilio Inc. 5493004W8TRGD63APX93 90138FAC6 465000 PA USD 469105.95 0.1044135001 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 626014 0.1393380597 Long DBT CORP US N 2 2031-03-15 Fixed 3.875000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 625000 PA USD 617375 0.1374151930 Long DBT CORP CH N 2 2031-02-10 Variable 4.375000000000 N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973BC9 1277000 PA USD 1276744.6 0.2841775349 Long DBT CORP US N 2 2027-01-15 Variable 3.700000000000 N N N N N N Uber Technologies Inc N/A 90353TAJ9 945000 PA USD 927517.5 0.2064466431 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 UniCredit SpA 549300TRUWO2CD2G5692 904678AS8 210000 PA USD 228801.71 0.0509266348 Long DBT CORP IT N 2 2035-06-30 Variable 5.459000000000 N N N N N N 2022-01-28 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer