NPORT-P false 0000756913 XXXXXXXX S000008240 C000022447 C000022448 C000022446 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-312-0176 High Yield Trust S000008240 5493001XVD08CPQXGQ14 2022-12-31 2022-09-30 N 163152266.530000000000 776789.200000000000 162375477.330000000000 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 1137106.150000000000 USD CAD N Fund's Designated Reference Portfolio is the Fund's Securities Portfolio N/A Credit Suisse Group AG N/A 225401AX6 560000 PA USD 549292.36 0.3382852935 Long DBT CORP CH N 2 2027-06-23 Variable 9.750000000000 N N N N N N Credit Suisse Group AG N/A 225401AZ1 480000 PA USD 431399.38 0.2656801305 Long DBT CORP CH N 2 2033-08-12 Variable 6.537000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311RAA4 590000 PA USD 572086.14 0.3523229920 Long DBT CORP US N 2 2037-09-15 Fixed 6.750000000000 N N N N N N Darling Ingredients Inc. L1N0SPPKS7EXZYUMZ898 237266AJ0 290000 PA USD 275990.1 0.1699703087 Long DBT CORP US N 2 2030-06-15 Fixed 6.000000000000 N N N N N N Dcert Buyer Inc. N/A 24022KAJ8 820000 PA USD 761780 0.4691471967 Long LON CORP US N 2 2029-02-19 Floating 9.903 N N N N N N Deerfield Dakota Holding LLC N/A 24440EAG2 190000 PA USD 183350 0.1129172970 Long LON CORP US N 2 2028-04-07 Floating 9.865 N N N N N N DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 08/27 5.875 N/A 25461LAA0 710000 PA USD 612098.1 0.3769646193 Long DBT CORP US N 2 2027-08-15 Fixed 5.875000000000 N N N N N N DISH Network Corporation N/A 25470MAB5 530000 PA USD 364640 0.2245659295 Long DBT CORP US N 2 2026-08-15 Fixed 3.375000000000 N N N N Y DISH Network Corp. USD XXXX N N N DISH DBS Corporation N/A 25470XAW5 500000 PA USD 446250 0.2748259819 Long DBT CORP US N 2 2024-11-15 Fixed 5.875000000000 N N N N N N Gannett Holdings LLC N/A 36474GAA3 620000 PA USD 475850 0.2930553356 Long DBT CORP US N 2 2026-11-01 Fixed 6.000000000000 N N N N N N Global Tel*Link Corporation N/A 37959JAB7 649734.7 PA USD 580375.52 0.3574280609 Long LON CORP US N 2 2025-11-29 Floating 7.056 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBA8 1020000 PA USD 775954.8 0.4778768400 Long DBT CORP US N 2 2026-03-15 Fixed 5.875000000000 N N N N N N GREENWOOD PARK CLO LTD GRNPK 2018 1A E 144A N/A 39729TAA2 250000 PA USD 198640 0.1223337435 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 7.462000000000 N N N N N N GREYWOLF CLO IV LTD GWOLF 2019 1RA CR 144A N/A 39809TAQ0 250000 PA USD 224908 0.1385110632 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 6.390290000000 N N N N N N GRIPPEN PARK CLO LTD GRIPP 2017 1A E 144A N/A 39862DAA4 420000 PA USD 354111.66 0.2180819825 Long ABS-CBDO CORP KY N 2 2030-01-20 Floating 8.409860000000 N N N N N N HandE Equipment Services Inc. N/A 404030AJ7 920000 PA USD 722200 0.4447715947 Long DBT CORP US N 2 2028-12-15 Fixed 3.875000000000 N N N N N N HAWAIIAN BRAND INTELLECTUAL PR SR SECURED 144A 01/26 5.75 N/A 41984LAA5 510000 PA USD 449814.9 0.2770214489 Long DBT CORP US N 2 2026-01-20 Fixed 5.750000000000 N N N N N N HELIOS SOFTWARE HOLDINGS INC / SR SECURED 144A 05/28 4.625 N/A 42329HAA6 530000 PA USD 395910 0.2438237636 Long DBT CORP US N 2 2028-05-01 Fixed 4.625000000000 N N N N N N HIGHLANDS HOLDINGS BOND ISSUER SR SECURED 144A 10/25 7.625 N/A 43103QAA6 945962 PA USD 891569.19 0.5490787184 Long DBT CORP BM N 2 2025-10-15 Fixed 7.625000000000 N N Y N N N Hilcorp Energy I L.P. 549300ITPIHLG0LHEC09 431318AZ7 530000 PA USD 469479.3 0.2891318983 Long DBT CORP US N 2 2032-04-15 Fixed 6.250000000000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AA2 610000 PA USD 543489.71 0.3347116935 Long DBT CORP US N 2 2027-01-15 Fixed 6.750000000000 N N N N N N Hudbay Minerals Inc. N/A 443628AH5 710000 PA USD 572068.3 0.3523120051 Long DBT CORP CA N 2 2029-04-01 Fixed 6.125000000000 N N N N N N JANE STREET GROUP / JSG FINANC SR SECURED 144A 11/29 4.5 N/A 47077WAA6 320000 PA USD 275200 0.1694837204 Long DBT CORP US N 2 2029-11-15 Fixed 4.500000000000 N N N N N N Bath and Body Works Inc. GR3KVMWVCR54YWQNXU90 501797AN4 920000 PA USD 797163.69 0.4909384737 Long DBT CORP US N 2 2028-02-01 Fixed 5.250000000000 N N N N N N Bath and Body Works Inc. GR3KVMWVCR54YWQNXU90 501797AU8 340000 PA USD 351900 0.2167199172 Long DBT CORP US N 2 2025-07-01 Fixed 9.375000000000 N N N N N N LSF11 A5 HoldCo LLC N/A 50221DAA7 530000 PA USD 397500 0.2448029755 Long DBT CORP US N 2 2029-10-15 Fixed 6.625000000000 N N N N N N LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 02/27 4.25 N/A 505742AM8 460000 PA USD 370395.57 0.2281105350 Long DBT CORP US N 2 2027-02-01 Fixed 4.250000000000 N N N N N N LADDER CAPITAL FINANCE HOLDING COMPANY GUAR 144A 06/29 4.75 N/A 505742AP1 300000 PA USD 224595 0.1383183001 Long DBT CORP US N 2 2029-06-15 Fixed 4.750000000000 N N N N N N LD Holdings Group LLC N/A 521088AA2 700000 PA USD 420161 0.2587589006 Long DBT CORP US N 2 2025-11-01 Fixed 6.500000000000 N N N N N N LD Holdings Group LLC N/A 521088AC8 380000 PA USD 197663.03 0.1217320702 Long DBT CORP US N 2 2028-04-01 Fixed 6.125000000000 N N N N N N LEGENDS HOSPITALITY HOLDING CO SR SECURED 144A 02/26 5 N/A 52473NAA6 850000 PA USD 727880.5 0.4482699678 Long DBT CORP US N 2 2026-02-01 Fixed 5.000000000000 N N N N N N Liberty Latin America Ltd. N/A 53069QAB5 70000 PA USD 61208.95 0.0376959323 Long DBT CORP US N 2 2024-07-15 Fixed 2.000000000000 N N N N Y Liberty Latin America, Ltd. USD XXXX N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 180000 PA USD 156798.71 0.0965655114 Long DBT CORP US N 2 2026-11-15 Variable 6.500000000000 N N N N N N Equinox Holdings Inc. 549300W05QKLNGQIIA73 29446CAR5 371450 PA USD 297160 0.1830079301 Long LON CORP US N 2 2024-03-08 Floating 12.674 N N N N N N Eyecare Partners LLC N/A 30233PAB6 488262.67 PA USD 441877.72 0.2721332847 Long LON CORP US N 2 2027-02-18 Floating 7.424 N N N N N N Eyecare Partners LLC N/A 30233PAL4 380000 PA USD 353400 0.2176437020 Long LON CORP US N 2 2028-11-15 Floating 7.621 N N N N N N FERTITTA ENTERTAINMENT LLC / F SR SECURED 144A 01/29 4.625 N/A 31556TAA7 700000 PA USD 579250 0.3567349020 Long DBT CORP US N 2 2029-01-15 Fixed 4.625000000000 N N N N N N FERTITTA ENTERTAINMENT LLC / F COMPANY GUAR 144A 01/30 6.75 N/A 31556TAC3 260000 PA USD 197460.9 0.1216075871 Long DBT CORP US N 2 2030-01-15 Fixed 6.750000000000 N N N N N N First Brands Group LLC N/A 31935HAD9 345625 PA USD 331454.38 0.2041283484 Long LON CORP US N 2 2027-03-30 Floating 8.368 N N N N N N FirstCash Inc. 549300V2X3UU7K0DG350 31944TAA8 440000 PA USD 376200 0.2316852312 Long DBT CORP US N 2 2030-01-01 Fixed 5.625000000000 N N N N N N Hudbay Minerals Inc. N/A 443628AJ1 240000 PA USD 199531.2 0.1228825949 Long DBT CORP CA N 2 2026-04-01 Fixed 4.500000000000 N N N N N N IIP Operating Partnership LP N/A 44988FAD2 950000 PA USD 848466.51 0.5225336510 Long DBT CORP US N 2 2026-05-25 Fixed 5.500000000000 N N N N N N iHeartCommunications Inc. 54930076J6KDZL504O62 45174HBE6 410000 PA USD 350242.07 0.2156988701 Long DBT CORP US N 2 2027-08-15 Fixed 5.250000000000 N N N N N N iHeartCommunications Inc. 54930076J6KDZL504O62 45174HBG1 190000 PA USD 158365 0.0975301213 Long DBT CORP US N 2 2028-01-15 Fixed 4.750000000000 N N N N N N Installed Building Products Inc. 549300I95Y9P9YM5FI86 45780RAA9 410000 PA USD 366929.28 0.2259757976 Long DBT CORP US N 2 2028-02-01 Fixed 5.750000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 46115HBQ9 460000 PA USD 310131.37 0.1909964331 Long DBT CORP IT N 2 2032-06-01 Variable 4.198000000000 N N N N N N StoneX Group Inc. 549300JUF07L8VF02M60 46116VAE5 270000 PA USD 272721.6 0.1679573815 Long DBT CORP US N 2 2025-06-15 Fixed 8.625000000000 N N N N N N JAY PARK CLO LTD JPARK 2016 1A DR 144A N/A 47206WAE2 350000 PA USD 302099 0.1860496455 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 7.909860000000 N N N N N N Bath and Body Works Inc. GR3KVMWVCR54YWQNXU90 501797AR5 160000 PA USD 146400 0.0901613978 Long DBT CORP US N 2 2029-06-15 Fixed 7.500000000000 N N N N N N JH COLLATERAL N/A N/A 399931.2 NS USD 3996112.59 2.4610320818 Long STIV RF US N 1 N N BENEFIT STREET PARTNERS CLO XI BSP 2017 12A C 144A N/A 08179HAD2 250000 PA USD 227286.5 0.1399758780 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.562000000000 N N N N N N Berry Corporation N/A 08579X101 62206 NS USD 466545 0.2873247905 Long EC CORP US N 1 N N N Berry Petroleum Company LLC N/A 08580BAA4 1290000 PA USD 1136902.8 0.7001690272 Long DBT CORP US N 2 2026-02-15 Fixed 7.000000000000 N N N N N N Blackstone Mortgage Trust Inc. 549300OLDJ20R2Y2UW20 09257WAE0 360000 PA USD 306225 0.1885906696 Long DBT CORP US N 2 2027-03-15 Fixed 5.500000000000 N N N N Y Blackstone Mortgage Trust, Inc. USD XXXX N N N BLUEMOUNTAIN CLO 2016-2 LTD BLUEM 2016 2A DR 144A N/A 095765AE3 300000 PA USD 255030.3 0.1570620787 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 10.774000000000 N N N N N N BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625 N/A 095796AE8 670000 PA USD 624775 0.3847717711 Long DBT CORP US N 2 2026-07-15 Fixed 6.625000000000 N N N N N N BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 12/25 7.625 N/A 095796AH1 350000 PA USD 336000 0.2069277982 Long DBT CORP US N 2 2025-12-15 Fixed 7.625000000000 N N N N N N Boyne USA Inc. N/A 103557AC8 500000 PA USD 418867.18 0.2579620931 Long DBT CORP US N 2 2029-05-15 Fixed 4.750000000000 N N N N N N XPO CNW Inc. N/A 12612WAB0 370000 PA USD 343637.5 0.2116314025 Long DBT CORP US N 2 2034-05-01 Fixed 6.700000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 800000 PA USD 706000 0.4347947188 Long DBT CORP US N 2 2029-02-01 Fixed 6.500000000000 N N N N N N SPIRIT LOYALTY CAYMAN LTD / SP SR SECURED 144A 09/25 8 N/A 84859BAA9 546000 PA USD 549183.17 0.3382180481 Long DBT CORP KY N 2 2025-09-20 Fixed 8.000000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAJ4 510000 PA USD 522789.36 0.3219632475 Long DBT CORP US N 2 2025-02-15 Fixed 7.625000000000 N N N N N N SUBURBAN PROPANE PARTNERS LP/S SR UNSECURED 144A 06/31 5 N/A 864486AL9 340000 PA USD 279072 0.1718683169 Long DBT CORP US N 2 2031-06-01 Fixed 5.000000000000 N N N N N N SUGARHOUSE HSP GAMING PROP MEZ SR SECURED 144A 05/25 5.875 N/A 865033AC8 270000 PA USD 249758.77 0.1538155725 Long DBT CORP US N 2 2025-05-15 Fixed 5.875000000000 N N N N N N SUMMIT MATERIALS LLC / SUMMIT COMPANY GUAR 144A 01/29 5.25 N/A 86614RAN7 720000 PA USD 633600 0.3902067051 Long DBT CORP US N 2 2029-01-15 Fixed 5.250000000000 N N N N N N SUMMIT MIDSTREAM HOLDINGS LLC SECURED 144A 10/26 8.5 N/A 86614WAE6 320000 PA USD 300400 0.1850033053 Long DBT CORP US N 2 2026-10-15 Fixed 8.500000000000 N N N N N N Sunnova Energy Corporation N/A 86745GAF0 1200000 PA USD 1072251 0.6603527932 Long DBT CORP US N 2 2026-09-01 Fixed 5.875000000000 N N N N N N SUPERIOR PLUS LP / SUPERIOR GE COMPANY GUAR 144A 03/29 4.5 N/A 86828LAC6 290000 PA USD 239499.4 0.1474972723 Long DBT CORP CA N 2 2029-03-15 Fixed 4.500000000000 N N N N N N Switch Ltd. N/A 87105NAA8 280000 PA USD 278250 0.1713620829 Long DBT CORP US N 2 2028-09-15 Fixed 3.750000000000 N N N N N N Switch Ltd. N/A 87105NAC4 260000 PA USD 257513.4 0.1585913121 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N DISH DBS Corporation N/A 25470XAY1 870000 PA USD 667350.9 0.4109924177 Long DBT CORP US N 2 2026-07-01 Fixed 7.750000000000 N N N N N N DISH DBS Corporation N/A 25470XBD6 1000000 PA USD 587500 0.3618157185 Long DBT CORP US N 2 2029-06-01 Fixed 5.125000000000 N N N N N N Rent-A-Center Inc. N/A 76009NAL4 790000 PA USD 616200 0.3794908013 Long DBT CORP US N 2 2029-02-15 Fixed 6.375000000000 N N N N N Rent-A-Center Inc. N/A 76009WAW0 592500 PA USD 536212.5 0.3302299761 Long LON CORP US N 2 2028-02-17 Floating 6.063 N N N N N N Resideo Funding Inc. N/A 76119LAB7 630000 PA USD 507767.4 0.3127118752 Long DBT CORP US N 2 2029-09-01 Fixed 4.000000000000 N N N N N N ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 10/33 4 N/A 77313LAB9 650000 PA USD 446883.98 0.2752164227 Long DBT CORP US N 2 2033-10-15 Fixed 4.000000000000 N N N N N N Roller Bearing Company of America Inc. N/A 775631AD6 730000 PA USD 615747.7 0.3792122494 Long DBT CORP US N 2 2029-10-15 Fixed 4.375000000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BJ0 640000 PA USD 489600 0.3015233630 Long DBT CORP US N 2 2026-08-31 Fixed 5.500000000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BL5 570000 PA USD 518711.4 0.3194518092 Long DBT CORP US N 2 2027-08-15 Fixed 11.625000000000 N N N N N N Ryan Specialty Group LLC N/A 78351MAA0 520000 PA USD 441031.5 0.2716121346 Long DBT CORP US N 2 2030-02-01 Fixed 4.375000000000 N N N N N N Sands China Ltd. N/A 80007RAE5 200000 PA USD 168102 0.1035267165 Long DBT CORP MO N 2 2028-08-08 Fixed 5.900000000000 N N N N N N Saranac CLO III Limited N/A 803169AW1 570000 PA USD 467201.07 0.2877288355 Long ABS-CBDO CORP JE N 2 2030-06-22 Floating 6.851710000000 N N N N N N SCULPTOR CLO XXVI LTD SCUL 26A E 144A N/A 81125HAA0 280000 PA USD 242574.36 0.1493910066 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 9.959860000000 N N N N N N Diversified Healthcare Trust N/A 81721MAM1 930000 PA USD 585900 0.3608303481 Long DBT CORP US N 2 2028-02-15 Fixed 4.750000000000 N N N N N N Service Properties Trust N/A 81761LAB8 400000 PA USD 324907.55 0.2000964403 Long DBT CORP US N 2 2027-12-15 Fixed 5.500000000000 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 11/26 4.625 N/A 82453AAA5 680000 PA USD 620075 0.3818772454 Long DBT CORP US N 2 2026-11-01 Fixed 4.625000000000 N N N N N N SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625 N/A 82873MAA1 590000 PA USD 482325 0.2970430067 Long DBT CORP US N 2 2029-03-01 Fixed 4.625000000000 N N N N N N SIZZLING PLATTER LLC / SIZZLIN SR SECURED 144A 11/25 8.5 N/A 830146AB2 430000 PA USD 380756.4 0.2344913199 Long DBT CORP US N 2 2025-11-28 Fixed 8.500000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 N/A 830867AB3 470000 PA USD 437737.16 0.2695832937 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 845467AT6 470000 PA USD 393907 0.2425902030 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000 N N N N N N SPEEDWAY MOTORSPORTS LLC / SPE SR UNSECURED 144A 11/27 4.875 N/A 84779MAA2 320000 PA USD 278213.74 0.1713397519 Long DBT CORP US N 2 2027-11-01 Fixed 4.875000000000 N N N N N N Spencer Spirit IH LLC N/A 84823UAB8 584409.95 PA USD 569069.19 0.3504649836 Long LON CORP US N 2 2026-06-19 Floating 8.806 N N N N N N Spirit Airlines Inc. 549300DCAFIXFNFR3304 848577AB8 370000 PA USD 315055 0.1940286829 Long DBT CORP US N 2 2026-05-15 Fixed 1.000000000000 N N N N Y Spirit Airlines, Inc. USD XXXX N N N Sprint Capital Corporation N/A 852060AT9 115000 PA USD 133256.25 0.0820667333 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 670000 PA USD 676844.05 0.4168388362 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N SRM Escrow Issuer LLC N/A 85236FAA1 770000 PA USD 625809.8 0.3854090595 Long DBT CORP US N 2 2028-11-01 Fixed 6.000000000000 N N N N N N STATE STR INSTL INVT TR TREASURY PLUS FD INSTL CL N/A 8579929T0 687987.9 NS USD 687987.9 0.4237018491 Long STIV RF US N 1 N N N StoneMor Inc. N/A 86184WAA4 790000 PA USD 665575 0.4098987180 Long DBT CORP US N 2 2029-05-15 Fixed 8.500000000000 N N N N N N Peraton Corp. N/A 71360HAB3 415858.36 PA USD 393402.01 0.2422792016 Long LON CORP US N 2 2028-02-01 Floating 6.865 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAN9 410000 PA USD 319706.61 0.1968934073 Long DBT CORP NL N 2 2115-06-05 Fixed 6.850000000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NAZ2 100000 PA USD 93525 0.0575979831 Long DBT CORP NL N 2 2029-02-01 Fixed 5.750000000000 N N N N N N PETSMART INC / PETSMART FINANC COMPANY GUAR 144A 02/29 7.75 N/A 71677KAB4 250000 PA USD 223485 0.1376346993 Long DBT CORP US N 2 2029-02-15 Fixed 7.750000000000 N N N N N N Photo Holdings Merger Sub Inc. N/A 719245AD4 320000 PA USD 204819.2 0.1261392443 Long DBT CORP US N 2 2026-10-01 Fixed 8.500000000000 N N N N N N Playtika Holding Corp. N/A 72815LAA5 490000 PA USD 391872.6 0.2413373044 Long DBT CORP IL N 2 2029-03-15 Fixed 4.250000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAC0 470000 PA USD 442241.8 0.2723575057 Long DBT CORP US N 2 2026-04-15 Fixed 5.750000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A 74166MAE6 920000 PA USD 785101.72 0.4835100305 Long DBT CORP US N 2 2028-01-15 Fixed 6.250000000000 N N N N N N ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 03/31 3.875 N/A 74841CAB7 630000 PA USD 456657.99 0.2812358107 Long DBT CORP US N 2 2031-03-01 Fixed 3.875000000000 N N N N N N Rackspace Technology Global Inc. 549300QTYCKLMFSE8I97 750098AB1 630000 PA USD 416587.5 0.2565581373 Long DBT CORP US N 2 2028-02-15 Fixed 3.500000000000 N N N N N N Radiology Partners Inc. N/A 75041VAA2 460000 PA USD 299867.25 0.1846752077 Long DBT CORP US N 2 2028-02-01 Fixed 9.250000000000 N N N N N N Range Resources Corporation H3Y3WLYCX0BTO1TRW162 75281ABJ7 490000 PA USD 498575 0.3070506755 Long DBT CORP US N 2 2029-01-15 Fixed 8.250000000000 N N N N N N Range Resources Corporation H3Y3WLYCX0BTO1TRW162 75281ABK4 440000 PA USD 381581.2 0.2349992784 Long DBT CORP US N 2 2030-02-15 Fixed 4.750000000000 N N N N N N Redstone Holdco 2 LP N/A 75774EAG0 466475 PA USD 343792.08 0.2117266016 Long LON CORP US N 2 2028-04-27 Floating 7.533 N N N N N N Redstone Holdco 2 LP N/A 75774EAK1 520000 PA USD 411127.6 0.2531956221 Long LON CORP US N 2 2029-04-27 Floating 10.519 N N N N N N Cano Health LLC N/A 13782CAA8 420000 PA USD 396736.2 0.2443325843 Long DBT CORP US N 2 2028-10-01 Fixed 6.250000000000 N N N N N N CANPACK SA / CANPACK US LLC COMPANY GUAR 144A 11/29 3.875 N/A 13806CAA0 300000 PA USD 234359.91 0.1443320838 Long DBT CORP PL N 2 2029-11-15 Fixed 3.875000000000 N N N N N N Doman Building Materials Group Ltd. N/A 13874XAD5 280000 PA 173055.34 0.1065772633 Long DBT CORP CA N 2 2026-05-15 Fixed 5.250000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 230000 PA USD 202535.02 0.1247325171 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 16411QAK7 470000 PA USD 394085.6 0.2427001949 Long DBT CORP US N 2 2031-03-01 Fixed 4.000000000000 N N N N N N Chesapeake Energy Corporation X2MT1W32SPAZ9WSKLE78 165167DF1 80000 PA USD 76600 0.0471746111 Long DBT CORP US N 2 2026-02-01 Fixed 5.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HQ7 410000 PA USD 381828.13 0.2351513518 Long DBT CORP US N 2 2024-05-15 Variable 6.300000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967JM4 180000 PA USD 162908.48 0.1003282532 Long DBT CORP US N 2 2025-05-15 Variable 5.950000000000 N N N N N N Clarivate Science Holdings Corporation N/A 18064PAD1 260000 PA USD 203580 0.1253760749 Long DBT CORP US N 2 2029-07-01 Fixed 4.875000000000 N N N N N N Clear Channel Outdoor Holdings Inc. N/A 18453HAD8 760000 PA USD 551000 0.3393369547 Long DBT CORP US N 2 2029-06-01 Fixed 7.500000000000 N N N N N N Clydesdale Acquisition Holdings Inc. N/A 18972EAA3 210000 PA USD 191087.4 0.1176824254 Long DBT CORP US N 2 2029-04-15 Fixed 6.625000000000 N N N N N N Coinbase Global Inc. N/A 19260QAD9 540000 PA USD 299406.26 0.1843913040 Long DBT CORP US N 2 2031-10-01 Fixed 3.625000000000 N N N N N N Colgate Energy Partners III LLC N/A 19416MAB5 1320000 PA USD 1178271.6 0.7256462733 Long DBT CORP US N 2 2029-07-01 Fixed 5.875000000000 N N N N N N Compass Group Diversified Holdings LLC N/A 20451RAB8 420000 PA USD 329586.6 0.2029780638 Long DBT CORP US N 2 2029-04-15 Fixed 5.250000000000 N N N N N N Comstock Resources Inc. I03QQGEA4SS774AURI46 205768AT1 380000 PA USD 330962.9 0.2038256672 Long DBT CORP US N 2 2030-01-15 Fixed 5.875000000000 N N N N N N Corecivic Inc. N/A 21871NAB7 1070000 PA USD 1065254.55 0.6560439837 Long DBT CORP US N 2 2026-04-15 Fixed 8.250000000000 N N N N N N Corecivic Inc. N/A 22025YAP5 110000 PA USD 109407.1 0.0673790783 Long DBT CORP US N 2 2023-05-01 Fixed 4.625000000000 N N N N N N Covanta Holding Corporation 40XIFLS8XDQGGHGPGC04 22303XAA3 510000 PA USD 412212.6 0.2538638265 Long DBT CORP US N 2 2029-12-01 Fixed 4.875000000000 N N N N N N Credit Agricole S.A. N/A 225313AJ4 340000 PA USD 327263.6 0.2015474291 Long DBT CORP FR N 2 2025-12-23 Variable 8.125000000000 N N N N N N Credit Suisse Group AG N/A 225401AK4 200000 PA USD 152983.33 0.0942157846 Long DBT CORP CH N 2 2025-09-12 Variable 7.250000000000 N N N N N N Credit Suisse Group AG N/A 225401AL2 430000 PA USD 312825 0.1926553228 Long DBT CORP CH N 2 2026-08-21 Variable 6.375000000000 N N N N N N OHA CREDIT FUNDING 7 LTD OAKC 2020 7A DR 144A N/A 67098WAU5 250000 PA USD 218601 0.1346268560 Long ABS-CBDO CORP KY N 2 2037-02-24 Floating 5.653200000000 N N N N N N Chord Energy Corporation N/A 674215207 2636 NS USD 360525.72 0.2220321233 Long EC CORP US N 1 N N N Chord Energy Corporation N/A 674215AL2 990000 PA USD 940500 0.5792130779 Long DBT CORP US N 2 2026-06-01 Fixed 6.375000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CJ2 180000 PA USD 147941.07 0.0911104758 Long DBT CORP US N 2 2046-04-15 Fixed 4.400000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CL7 120000 PA USD 95523.46 0.0588287478 Long DBT CORP US N 2 2047-02-15 Fixed 4.100000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DL6 390000 PA USD 401700 0.2473895730 Long DBT CORP US N 2 2046-03-15 Fixed 6.600000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EA9 490000 PA USD 545517 0.3359602133 Long DBT CORP US N 2 2030-07-15 Fixed 8.875000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599EF8 330000 PA USD 325050 0.2001841690 Long DBT CORP US N 2 2031-01-01 Fixed 6.125000000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AK2 420000 PA USD 348600 0.2146875906 Long DBT CORP US N 2 2030-02-01 Fixed 5.000000000000 N N N N N N PGT Innovations Inc. 549300LRW9WM59C1S579 69336VAB7 360000 PA USD 295308.38 0.1818675978 Long DBT CORP US N 2 2029-10-01 Fixed 4.375000000000 N N N N N N PM General Purchaser LLC N/A 69356MAA4 680000 PA USD 568856.94 0.3503342681 Long DBT CORP US N 2 2028-10-01 Fixed 9.500000000000 N N N N N N PALMER SQUARE LOAN FUNDING LTD PSTAT 2022 3A C N/A 69690CAJ2 390000 PA USD 371670 0.2288954010 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 9.405 N N N N N N Par Pharmaceutical Inc. N/A 69888XAA7 1170000 PA USD 924322.1 0.5692498123 Long DBT CORP US N 2 2027-04-01 None 0 Y N N N N N PARK INTERMEDIATE HOLDINGS LLC SR SECURED 144A 10/28 5.875 N/A 70052LAB9 390000 PA USD 333840 0.2055975480 Long DBT CORP US N 2 2028-10-01 Fixed 5.875000000000 N N N N N N Park-Ohio Industries Inc. N/A 700677AR8 270000 PA USD 202500 0.1247109498 Long DBT CORP US N 2 2027-04-15 Fixed 6.625000000000 N N N N N N PAYSAFE FINANCE PLC / PAYSAFE SR SECURED 144A 06/29 4 N/A 70452AAA1 810000 PA USD 565825.5 0.3484673359 Long DBT CORP GB N 2 2029-06-15 Fixed 4.000000000000 N N N N N Penn Virginia Holdings LLC N/A 70789PAA2 1000000 PA USD 940000 0.5789051496 Long DBT CORP US N 2 2026-08-15 Fixed 9.250000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BP1 450000 PA USD 362263.5 0.2231023465 Long DBT CORP US N 2 2029-01-15 Fixed 4.625000000000 N N N N N N Viavi Solutions Inc. N/A 925550AF2 270000 PA USD 216021.6 0.1330383156 Long DBT CORP US N 2 2029-10-01 Fixed 3.750000000000 N N N N N N Vertis Holdings Inc. N/A 92599V931 69391 NS USD 0.07 0.0000000431 Long EC CORP US N 3 N N N Viking Cruises Ltd N/A 92676XAD9 170000 PA USD 129625 0.0798304043 Long DBT CORP US N 2 2027-09-15 Fixed 5.875000000000 N N N N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 2092.6 0.0012887414 N/A DFE CORP MX N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 56067.070000000000 USD 1174324.710000000000 MXN 2022-10-18 2092.600000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 40849.67 0.0251575365 N/A DFE CORP CA N 2 BNP PARIBAS SA N/A 836248.800000000000 CAD 646213.550000000000 USD 2022-10-18 40849.670000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -14491.12 -0.0089244511 N/A DFE CORP DE N 2 BNP PARIBAS SA N/A 448694.050000000000 USD 442617.310000000000 EUR 2022-10-18 -14491.120000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -36599.31 -0.0225399245 N/A DFE CORP CA N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 640273.810000000000 USD 833915.090000000000 CAD 2022-10-18 -36599.310000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 427.35 0.0002631863 N/A DFE CORP MX N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 1174324.710000000000 MXN 58587.020000000000 USD 2022-10-18 427.350000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC -11.42 -0.0000070331 N/A DFE CORP MX N 2 MORGAN STANLEY CAPITAL SERVICES INC N/A 9704.700000000000 USD 195720.770000000000 MXN 2022-10-18 -11.420000000000 N N N AFC Gamma Inc. N/A 00109KAA3 530000 PA USD 425037.6 0.2617621866 Long DBT CORP US N 2 2027-05-01 Fixed 5.750000000000 N N N N N N The ADT Security Corporation 5493009JEEDYLVRA0J13 00109LAA1 500000 PA USD 415000 0.2555804650 Long DBT CORP US N 2 2029-08-01 Fixed 4.125000000000 N N N N N N AIMCO 01/32 1 N/A 00140LAK0 350000 PA USD 310446.15 0.1911902925 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 5.380820000000 N N N N N N AIG CLO 2018-1 LLC AIGIM 2018 1A DR 144A N/A 00141UAL7 260000 PA USD 227073.86 0.1398449222 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.809860000000 N N N N N N AMC Entertainment Holdings Inc. 549300ZO77UNR6NRBR11 00165CAP9 330000 PA USD 225225 0.1387062897 Long DBT CORP US N 2 2026-06-15 Fixed 10.000000000000 N N N N N N AMC Entertainment Holdings Inc. 549300ZO77UNR6NRBR11 00165CBA1 730000 PA USD 563925 0.3472969005 Long DBT CORP US N 2 2029-02-15 Fixed 7.500000000000 N N N N N N ARD Finance S.A. N/A 00191AAD8 660000 PA USD 451902 0.2783068031 Long DBT CORP LU N 2 2027-06-30 Fixed 6.500000000000 N N Y N N N ATS Automation Tooling Systems Inc. 5493005KP4RP3IU7HQ41 001940AC9 300000 PA USD 248746.5 0.1531921594 Long DBT CORP CA N 2 2028-12-15 Fixed 4.125000000000 N N N N N N AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5 N/A 00253XAA9 370000 PA USD 347492.9 0.2140057758 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 610000 PA USD 532225 0.3277742482 Long DBT CORP US N 2 2029-04-20 Fixed 5.750000000000 N N N N N N Academy Ltd. 549300BN53IR80C35Z14 00401YAA8 250000 PA USD 226875 0.1397224530 Long DBT CORP US N 2 2027-11-15 Fixed 6.000000000000 N N N N N N Accelerate360 Holdings LLC N/A 00456LAA0 719050 PA USD 763990.63 0.4705086276 Long DBT CORP US N 2 2028-03-01 Fixed 8.000000000000 N N N N N N Acrisure LLC N/A 00488PAL9 448500 PA USD 409067.88 0.2519271301 Long LON CORP US N 2 2027-02-15 Floating 6.615 N N N N N N ACURIS FINANCE US INC / ACURIS SR SECURED 144A 05/28 5 N/A 00511BAA5 200000 PA USD 167000 0.1028480425 Long DBT CORP US N 2 2028-05-01 Fixed 5.000000000000 N N N N N N AdaptHealth LLC N/A 00653VAC5 460000 PA USD 368667 0.2270459838 Long DBT CORP US N 2 2029-08-01 Fixed 4.625000000000 N N N N N N AdaptHealth LLC N/A 00653VAE1 760000 PA USD 626639 0.3859197277 Long DBT CORP US N 2 2030-03-01 Fixed 5.125000000000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 03746AAA8 310000 PA USD 315969.83 0.1945920869 Long DBT CORP US N 2 2029-12-15 Fixed 7.750000000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBB5 400000 PA USD 339832 0.2092877604 Long LON CORP US N 2 2028-08-19 Floating 7.134 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05565AAN3 390000 PA USD 368894.42 0.2271860419 Long DBT CORP FR N 2 2025-08-19 Variable 7.375000000000 N N N N N N Iron Mountain information Management Services Inc. N/A 46285MAA8 450000 PA USD 348341.81 0.2145285826 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000 N N N N N N Vertiv Group Corporation 549300ZT8RQ5VK10E643 92535UAB0 760000 PA USD 611800 0.3767810325 Long DBT CORP US N 2 2028-11-15 Fixed 4.125000000000 N N N N N N Viking Cruises Ltd N/A 92676XAF4 490000 PA USD 365672 0.2252014935 Long DBT CORP US N 2 2029-02-15 Fixed 7.000000000000 N N N N N N Virgin Media Secured Finance plc N/A 92769XAP0 330000 PA USD 282532.34 0.1739993900 Long DBT CORP GB N 2 2029-05-15 Fixed 5.500000000000 N N N N N N Virgin Media Vendor Financing Notes IV Designated Activity Company N/A 92770QAA5 470000 PA USD 380112.5 0.2340947699 Long DBT CORP IE N 2 2028-07-15 Fixed 5.000000000000 N N N N N N VISTAJET MALTA FINANCE PLC / X SR UNSECURED 144A 02/30 6.375 N/A 92840JAB5 690000 PA USD 564075 0.3473892790 Long DBT CORP MT N 2 2030-02-01 Fixed 6.375000000000 N N N N N N VMED O2 UK Financing I plc N/A 92858RAB6 910000 PA USD 702061.39 0.4323691000 Long DBT CORP GB N 2 2031-07-15 Fixed 4.750000000000 N N N N N N VOYA CLO 2020-3 LTD VOYA 2020 3A DR 144A N/A 92918NAW7 500000 PA USD 434116 0.2673531787 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.959860000000 N N N N N N MWO Holdings LLC N/A 931DWH905 445 NS USD 2767.9 0.0017046293 Long EC CORP US Y 3 N N N PERMIAN PRODUCTION PERMIAN PRODUCTION N/A N/A 19583 NS USD 11749.8 0.0072361912 Long EC CORP US N 2 N N N ARCTIC CANADIAN DIAMONDS ARCTIC CANADIAN DIAMONDS N/A N/A 494 NS USD 0 0.0000000000 Long EC CORP US N 3 N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AD6 620000 PA USD 508612.1 0.3132320892 Long DBT CORP US N 2 2044-04-01 Fixed 5.450000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AE4 110000 PA USD 103400 0.0636795665 Long DBT CORP US N 2 2025-06-01 Fixed 3.950000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 530000 PA USD 427975 0.2635712036 Long DBT CORP US N 2 2050-02-01 Fixed 5.500000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AB3 530000 PA USD 494066 0.3042737784 Long DBT CORP US N 2 2025-02-01 Fixed 3.350000000000 N N N N N N WW International Inc. SGT8R1MU6ESIC7UJC518 98262PAA9 800000 PA USD 418068.96 0.2574705041 Long DBT CORP US N 2 2029-04-15 Fixed 4.500000000000 N N N N N N WYNN RESORTS FINANCE LLC / WYN SR UNSECURED 144A 04/25 7.75 N/A 983133AB5 360000 PA USD 351652.42 0.2165674434 Long DBT CORP US N 2 2025-04-15 Fixed 7.750000000000 N N N N N N Wynn Macau Limited N/A 98313RAC0 310000 PA USD 248945.5 0.1533147148 Long DBT CORP MO N 2 2024-10-01 Fixed 4.875000000000 N N N N N N Wynn Macau Limited N/A 98313RAE6 260000 PA USD 169000 0.1040797556 Long DBT CORP MO N 2 2029-12-15 Fixed 5.125000000000 N N N N N N Wynn Macau Limited N/A 98313RAH9 920000 PA USD 612830.4 0.3774156111 Long DBT CORP MO N 2 2028-08-26 Fixed 5.625000000000 N N N N N N ZipRecruiter Inc. N/A 98980BAA1 330000 PA USD 266475 0.1641103721 Long DBT CORP US N 2 2030-01-15 Fixed 5.000000000000 N N N N N N KCAD Holdings I Limited N/A ACI00JKY7 165553563 NS USD 165.55 0.0001019551 Long EC CORP US Y 3 N N N Viking Cruises Ltd N/A 92676XAE7 910000 PA USD 942922.99 0.5807052921 Long DBT CORP US N 2 2025-05-15 Fixed 13.000000000000 N N N N N N B. Riley Financial Inc. N/A 05580M793 13375 NS USD 300402.5 0.1850048449 Long EP CORP US N 1 N N N B. Riley Financial Inc. N/A 05580M819 9825 NS USD 207111 0.1275506643 Long EP CORP US N 1 N N N B. Riley Financial Inc. N/A 05580M835 13075 NS USD 296933.25 0.1828682846 Long EP CORP US N 1 N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZR7 1100000 PA USD 954470 0.5878165938 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N Forestar Group Inc. 549300BC2UB0GHV60V70 346232AE1 250000 PA USD 200557.5 0.1235146485 Long DBT CORP US N 2 2028-03-01 Fixed 5.000000000000 N N N N N N Forestar Group Inc. 549300BC2UB0GHV60V70 346232AF8 550000 PA USD 452381.04 0.2786018230 Long DBT CORP US N 2 2026-05-15 Fixed 3.850000000000 N N N N N N Foundation Building Materials Inc. N/A 350392AA4 300000 PA USD 218946.69 0.1348397514 Long DBT CORP US N 2 2029-03-01 Fixed 6.000000000000 N N N N N N Freeport-McMoRan Inc. N/A 35671DBC8 1870000 PA USD 1560141 0.9608230415 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N Full House Resorts Inc. N/A 359678AC3 1160000 PA USD 1044150.8 0.6430471012 Long DBT CORP US N 2 2028-02-15 Fixed 8.250000000000 N N N N N N The GEO Group Inc. N/A 36162JAC0 607000 PA USD 600268.04 0.3696789995 Long DBT CORP US N 2 2028-06-30 Fixed 10.500000000000 N N N N N N The GEO Group Inc. N/A 36162JAD8 945000 PA USD 874114.36 0.5383290472 Long DBT CORP US N 2 2028-12-31 Fixed 9.500000000000 N N N N N N Global Aircraft Leasing Co. Ltd. N/A 37960JAA6 2025678 PA USD 1524322.7 0.9387641072 Long DBT CORP KY N 2 2024-09-15 Fixed 6.500000000000 N N Y N N N GREAT LAKES CLO 2014-1 LTD GRTLK 2014 1A CR 144A N/A 390556AQ1 400000 PA USD 379250.8 0.2335640863 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 5.212000000000 N N N N N N GREENWOOD PARK CLO LTD GRNPK 2018 1A D 144A N/A 39729RAE8 290000 PA USD 251409.41 0.1548321299 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.012000000000 N N N N N N UPC Holding B.V. N/A 90320LAG2 430000 PA USD 361200 0.2224473830 Long DBT CORP NL N 2 2028-01-15 Fixed 5.500000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAF0 550000 PA USD 520410 0.3204979031 Long DBT CORP CH N 2 2024-01-31 Variable 7.000000000000 N N N N N N UniCredit S.p.A. 549300TRUWO2CD2G5692 904678AS8 720000 PA USD 535348.56 0.3296979130 Long DBT CORP IT N 2 2035-06-30 Variable 5.459000000000 N N N N N N United Airlines Inc. N/A 90932LAG2 120000 PA USD 107100 0.0659582357 Long DBT CORP US N 2 2026-04-15 Fixed 4.375000000000 N N N N N N United Airlines Inc. N/A 90932LAH0 230000 PA USD 190311.2 0.1172043976 Long DBT CORP US N 2 2029-04-15 Fixed 4.625000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875 N/A 90932VAA3 238800 PA USD 222084 0.1367718843 Long DBT CORP US N 2 2026-01-15 Fixed 4.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911363AM1 500000 PA USD 406640 0.2504319043 Long DBT CORP US N 2 2031-02-15 Fixed 3.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BG8 640000 PA USD 586777.6 0.3613708238 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BL7 400000 PA USD 362012 0.2229474585 Long DBT CORP US N 2 2030-01-15 Fixed 5.250000000000 N N N N N N Urban One Inc. 549300PLGIGPBRQUP240 91705JAC9 340000 PA USD 288969.4 0.1779636955 Long DBT CORP US N 2 2028-02-01 Fixed 7.375000000000 N N N N N N VOC Escrow Ltd N/A 91832VAA2 1345000 PA USD 1093969.2 0.6737280887 Long DBT CORP US N 2 2028-02-15 Fixed 5.000000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A 92328MAC7 530000 PA USD 412075 0.2537790846 Long DBT CORP US N 2 2033-11-01 Fixed 3.875000000000 N N N N N N Venture XVII CLO Limited N/A 92329YAS5 350000 PA USD 308983.5 0.1902895099 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 5.332000000000 N N N N N N Venture XVII CLO Limited N/A 92330CAD3 350000 PA USD 261400.3 0.1609850849 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 8.252000000000 N N N N N N Vericast Corp. 549300J73P7FL8TVF308 92348BAA1 650000 PA USD 638625 0.3933013842 Long DBT CORP US N 2 2026-09-15 Fixed 11.000000000000 N N N N N N ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25 N/A 03969YAA6 200000 PA USD 163192 0.1005028608 Long DBT CORP US N 2 2028-09-01 Fixed 3.250000000000 N N N N N N ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4 N/A 03969YAB4 800000 PA USD 585882.4 0.3608195090 Long DBT CORP US N 2 2029-09-01 Fixed 4.000000000000 N N N N N N ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6 N/A 03969YAC2 320000 PA USD 301345.13 0.1855853698 Long DBT CORP US N 2 2027-06-15 Fixed 6.000000000000 N N N N N N Argentine Republic Government International Bond N/A 040114HS2 598627 PA USD 119415.01 0.0735425151 Long DBT NUSS AR N 2 2030-07-09 Variable 0.500000000000 N N N N N N Argentine Republic Government International Bond N/A 040114HT0 526571 PA USD 95253.65 0.0586625835 Long DBT NUSS AR N 2 2035-07-09 Variable 1.500000000000 N N N N N N Argentine Republic Government International Bond N/A 040114HX1 59073 PA USD 11286.77 0.0069510311 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.000000000000 N N N N N N ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625 N/A 049362AA4 720000 PA USD 543600 0.3347796163 Long DBT CORP LU N 2 2028-06-01 Fixed 4.625000000000 N N N N N N Balboa Bay Loan Funding 2020-1 Ltd N/A 05766CAE6 500000 PA USD 415618 0.2559610643 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 9.109860000000 N N N N N N Ballyrock CLO 2016-1 Ltd. N/A 05875GAG0 250000 PA USD 239086 0.1472426772 Long ABS-CBDO CORP KY N 2 2028-10-15 Floating 9.462000000000 N N N N N N BALLYROCK LTD 04/35 1 N/A 05876AAA5 710000 PA USD 586003.47 0.3608940707 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 8.282330000000 N N N N N N Barclays PLC N/A 06738EBG9 380000 PA USD 352507 0.2170937421 Long DBT CORP GB N 2 2024-06-15 Variable 8.000000000000 N N N N N N BARINGS CLO LTD 2018-III BABSN 2018 3A D 144A N/A 06760PAJ0 250000 PA USD 225940.5 0.1391469351 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 5.609860000000 N N N N N N BARINGS CLO LTD 2020-IV BABSN 2020 4A E 144A N/A 06762DAA4 330000 PA USD 275108.79 0.1694275481 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 8.389860000000 N N N N N N Great Outdoors Group LLC N/A 07014QAN1 324249.76 PA USD 298796.15 0.1840155637 Long LON CORP US N 2 2028-03-06 Floating 6.865 N N N N N N BATTALION CLO XX LTD BATLN 2021 20A D 144A N/A 07134UAN7 250000 PA USD 212523.5 0.1308839878 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.612000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AJ6 600000 PA USD 224088.64 0.1380064550 Long DBT CORP US N 2 2030-01-30 Fixed 5.250000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AK3 1220000 PA USD 455212.5 0.2803455962 Long DBT CORP US N 2 2029-02-15 Fixed 6.250000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AP2 360000 PA USD 249175.8 0.1534565466 Long DBT CORP US N 2 2027-02-01 Fixed 6.125000000000 N N N N N N U.S. Renal Care Inc. N/A 07335BAA4 960000 PA USD 440214.67 0.2711090845 Long DBT CORP US N 2 2027-07-15 Fixed 10.625000000000 N N N N N N Bed Bath and Beyond Inc. N/A 075896AC4 680000 PA USD 101858.85 0.0627304391 Long DBT CORP US N 2 2044-08-01 Fixed 5.165000000000 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBE0 1310000 PA USD 1090575 0.6716377485 Long DBT CORP US N 2 2027-02-15 Fixed 5.875000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCE1 620000 PA USD 490320.8 0.3019672724 Long DBT CORP US N 2 2030-08-15 Fixed 4.500000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCK7 130000 PA USD 99715.19 0.0614102521 Long DBT CORP US N 2 2031-02-01 Fixed 4.250000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCN1 1530000 PA USD 1166885.1 0.7186338228 Long DBT CORP US N 2 2032-05-01 Fixed 4.500000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCP6 90000 PA USD 64420.2 0.0396736016 Long DBT CORP US N 2 2034-01-15 Fixed 4.250000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCQ4 540000 PA USD 420541.2 0.2589930493 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000 N N N N N N CHS/Community Health Systems Inc. 5493007X5NC5XI1BB106 12543DBJ8 390000 PA USD 188384.53 0.1160178452 Long DBT CORP US N 2 2029-04-15 Fixed 6.875000000000 N N N N N N CHS/Community Health Systems Inc. 5493007X5NC5XI1BB106 12543DBL3 1230000 PA USD 580068 0.3572386727 Long DBT CORP US N 2 2030-04-01 Fixed 6.125000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 600000 PA USD 426459 0.2626375651 Long DBT CORP US N 2 2030-01-15 Fixed 5.750000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BB2 240000 PA USD 179328 0.1104403220 Long DBT CORP US N 2 2030-12-01 Fixed 4.125000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BK2 330000 PA USD 217978.38 0.1342434114 Long DBT CORP US N 2 2031-11-15 Fixed 5.000000000000 N N N N N N CNX Midstream Partners LP N/A 12654AAA9 740000 PA USD 580833.4 0.3577100493 Long DBT CORP US N 2 2030-04-15 Fixed 4.750000000000 N N N N N N MKS CLO 2017-2 LTD MKS 2017 2A D 144A N/A 12662CAG2 500000 PA USD 414168 0.2550680724 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 5.359860000000 N N N N N N CA Magnum Holdings N/A 12674CAA1 410000 PA USD 344435.51 0.2121228622 Long DBT CORP MU N 2 2026-10-31 Fixed 5.375000000000 N N N N N N Caesars Entertainment Inc. N/A 12769GAA8 600000 PA USD 458449.53 0.2823391423 Long DBT CORP US N 2 2029-10-15 Fixed 4.625000000000 N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 131347CQ7 300000 PA USD 238367.14 0.1467999626 Long DBT CORP US N 2 2031-02-01 Fixed 5.000000000000 N N N N N N CommScope Inc. 549300Z6K4JXMFE8QY54 203372AX5 540000 PA USD 440456.4 0.2712579555 Long DBT CORP US N 2 2029-09-01 Fixed 4.750000000000 N N N N N N CommScope Inc. 549300Z6K4JXMFE8QY54 20338QAA1 1310000 PA USD 1082387.5 0.6665954230 Long DBT CORP US N 2 2027-03-01 Fixed 8.250000000000 N N N N N N COOK PARK CLO LTD COOK 2018 1A E 144A N/A 21623RAA1 250000 PA USD 200521 0.1234921697 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 8.140290000000 N N N N N N Liberty TripAdvisor Holdings Inc. N/A 531465AA0 90000 PA USD 64035 0.0394363737 Long DBT CORP US N 2 2051-06-30 Fixed 0.500000000000 N N N N N Liberty TripAdvisor Holdings, Inc. USD XXXX N N N REGIONALCARE HOSPITAL PARTNERS COMPANY GUAR 144A 12/26 9.75 N/A 53219LAR0 400000 PA USD 357920 0.2204273736 Long DBT CORP US N 2 2026-12-01 Fixed 9.750000000000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AE8 830000 PA USD 842450 0.5188283439 Long DBT CORP CA N 2 2027-02-01 Fixed 7.125000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336V308 16445 NS USD 526240 0.3240883467 Long EP CORP US N 3 N N N NCR Corporation 549300YKTY8JX1DV2R67 62886EBA5 190000 PA USD 142503.8 0.0877618975 Long DBT CORP US N 2 2029-04-15 Fixed 5.125000000000 N N N N N N ZOOMINFO TECHNOLOGIES LLC/ZOOM COMPANY GUAR 144A 02/29 3.875 N/A 98981BAA0 700000 PA USD 571158 0.3517513909 Long DBT CORP US N 2 2029-02-01 Fixed 3.875000000000 N N N N N N New Cotai LLC N/A ACI05RXR5 3 NS USD 0.03 0.0000000185 Long EC CORP US Y 3 N N N US 5YR NOTE CBT 1222 N/A ADI23W4L5 81 NC USD -322882 -0.1988489920 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long US 5yr 6% US 5yr 6% 2022-12-30 9024686.730000000000 USD -322882.000000000000 N N N PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR N/A BR3458824 756976 PA USD 234662.56 0.1445184728 Long DBT NUSS AR N 2 2037-09-01 Variable 5.250000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AL9 210000 PA USD 202125 0.1244800036 Long DBT CORP CA N 2 2025-04-01 Fixed 7.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AP0 420000 PA USD 411600 0.2534865528 Long DBT CORP CA N 2 2024-03-01 Fixed 6.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AR6 990000 PA USD 913502.7 0.5625866141 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AT2 660000 PA USD 594000 0.3658187860 Long DBT CORP CA N 2 2027-10-15 Fixed 6.875000000000 N N N N N N FirstCash Inc. 549300V2X3UU7K0DG350 33767DAB1 530000 PA USD 443663 0.2732327611 Long DBT CORP US N 2 2028-09-01 Fixed 4.625000000000 N N N N N N FIVE POINT OPERATING CO LP / F COMPANY GUAR 144A 11/25 7.875 N/A 33834YAA6 800000 PA USD 636326.73 0.3918859796 Long DBT CORP US N 2 2025-11-15 Fixed 7.875000000000 N N N N N N Fontainebleau Las Vegas Holdings LLC N/A 34460XAA7 3600425.2 PA USD 360.04 0.0002217330 Long DBT CORP US N 2 2015-06-15 None 0 Y N N N N N Foot Locker Inc. 549300X383CBNP6MTV94 344849AA2 640000 PA USD 495709.83 0.3052861418 Long DBT CORP US N 2 2029-10-01 Fixed 4.000000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DA5 400000 PA USD 288132 0.1774479772 Long DBT CORP US N 2 2032-02-12 Fixed 3.250000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DB3 1170000 PA USD 1031472 0.6352387793 Long DBT CORP US N 2 2032-08-19 Fixed 6.100000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A60 460000 PA USD 434060.6 0.2673190602 Long DBT CORP US N 2 2025-06-16 Fixed 5.125000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B36 810000 PA USD 631800 0.3890981633 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397C27 330000 PA USD 294617.4 0.1814420532 Long DBT CORP US N 2 2027-05-28 Fixed 4.950000000000 N N N N N N Midcap Financial Issuer Trust N/A 59590AAA7 380000 PA USD 290977.4 0.1792003354 Long DBT CORP US N 2 2030-01-15 Fixed 5.625000000000 N N N N N N A.C.N. 113 874 712 Pty Ltd N/A 59841RAA7 912942.94 PA USD 2355.39 0.0014505823 Long DBT CORP AU N 2 2018-02-15 None 0 Y N N N N N MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5 N/A 599191AA1 475000 PA USD 464920.5 0.2863243315 Long DBT CORP US N 2 2027-06-20 Fixed 6.500000000000 N N N N N N BRISTOL PARK CLO LTD BRIST 2016 1A ER 144A N/A 11015DAE1 600000 PA USD 520978.8 0.3208482023 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 9.512000000000 N N N N N N Mileage Plus Holdings LLC N/A 59921PAB2 427500 PA USD 428491.8 0.2638894783 Long LON CORP US N 2 2027-06-21 Floating 8.777 N N N N N N AthenaHealth Group Inc. N/A 60337JAA4 890000 PA USD 703607.3 0.4333211588 Long DBT CORP US N 2 2030-02-15 Fixed 6.500000000000 N N N N N Burford Capital Global Finance LLC N/A 12116LAA7 630000 PA USD 551791.19 0.3398242143 Long DBT CORP US N 2 2028-04-15 Fixed 6.250000000000 N N N N N N Burford Capital Global Finance LLC N/A 12116LAC3 500000 PA USD 436250 0.2686674165 Long DBT CORP US N 2 2030-04-15 Fixed 6.875000000000 N N N N N N Mountain View CLO IX Ltd. N/A 62432BAU7 250000 PA USD 207416 0.1277385005 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.632000000000 N N N N N N Medline Borrower LP N/A 62482BAA0 480000 PA USD 384811.2 0.2369884950 Long DBT CORP US N 2 2029-04-01 Fixed 3.875000000000 N N N N N N Medline Borrower LP N/A 62482BAB8 520000 PA USD 392600 0.2417852785 Long DBT CORP US N 2 2029-10-01 Fixed 5.250000000000 N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBG5 610000 PA USD 460367 0.2835200287 Long DBT CORP US N 2 2029-02-15 Fixed 7.750000000000 N N N N N N NMI Holdings Inc. N/A 629209AA5 650000 PA USD 630435 0.3882575192 Long DBT CORP US N 2 2025-06-01 Fixed 7.375000000000 N N N N N N NMG HOLDING CO INC / NEIMAN MA SR SECURED 144A 04/26 7.125 N/A 62929RAC2 300000 PA USD 275655.55 0.1697642739 Long DBT CORP US N 2 2026-04-01 Fixed 7.125000000000 N N N N N N Nabors Industries Ltd. N/A 629571AA8 620000 PA USD 539473.81 0.3322384752 Long DBT CORP US N 2 2026-01-15 Fixed 7.250000000000 N N N N N N Neptune Energy Bondco PLC N/A 64073KAA1 250000 PA USD 232091.25 0.1429349147 Long DBT CORP GB N 2 2025-05-15 Fixed 6.625000000000 N N N N N N NEUBERGER BERMAN CLO XVIII LTD NEUB 2014 18A DR2 144A N/A 64128YAF5 250000 PA USD 208833.75 0.1286116312 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 8.651710000000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS NEUB 2017 25A DR 144A N/A 64131JAS5 250000 PA USD 223081.5 0.1373862012 Long ABS-CBDO CORP KY N 2 2029-10-18 Floating 5.590290000000 N N N N N N NEUBERGER BERMAN LOAN ADVISERS NEUB 2019 34A ER 144A N/A 64132PAL5 500000 PA USD 420651 0.2590606703 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 8.977300000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAA7 420000 PA USD 356521.2 0.2195659134 Long DBT CORP US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N Northern Oil and Gas Inc. OKFF0PIZDDMNH4UCYE51 665531AG4 850000 PA USD 796875 0.4907606820 Long DBT CORP US N 2 2028-03-01 Fixed 8.125000000000 N N N N N N NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125 N/A 66727WAA0 950000 PA USD 9.5 0.0000058506 Long DBT CORP US N 2 2022-11-01 None 0 Y N N N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 668771AL2 340000 PA USD 328851.4 0.2025252861 Long DBT CORP US N 2 2030-09-30 Fixed 7.125000000000 N N N N N N Brundage-Bone Concrete Pumping Holdings Inc. N/A 66981QAA4 650000 PA USD 586625 0.3612768440 Long DBT CORP US N 2 2026-02-01 Fixed 6.000000000000 N N N N N N DISH DBS Corporation N/A 25470XBF1 900000 PA USD 680166 0.4188846809 Long DBT CORP US N 2 2028-12-01 Fixed 5.750000000000 N N N N N N Diversified Healthcare Trust N/A 25525PAA5 170000 PA USD 153783.7 0.0947086977 Long DBT CORP US N 2 2025-06-15 Fixed 9.750000000000 N N N N N N Diversified Healthcare Trust N/A 25525PAB3 250000 PA USD 161875 0.0996917778 Long DBT CORP US N 2 2031-03-01 Fixed 4.375000000000 N N N N N N Dornoch Debt Merger Sub Inc. N/A 25830JAA9 410000 PA USD 295631.77 0.1820667596 Long DBT CORP US N 2 2029-10-15 Fixed 6.625000000000 N N N N N N Draftkings Holdings Inc. N/A 26142RAB0 640000 PA USD 413079.96 0.2543979958 Long DBT CORP US N 2 2028-03-15 None 0.000000000000 N N N N Y DraftKings, Inc. USD XXXX N N N Dryden 40 Senior Loan Fund N/A 26244GAL9 250000 PA USD 223894.5 0.1378868926 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 6.005140000000 N N N N N N DRYDEN 75 CLO LTD DRSLF 2019 75A ER2 144A N/A 26252KAJ4 470000 PA USD 393668.24 0.2424431610 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 9.112000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 26439XAH6 280000 PA USD 255810.1 0.1575423236 Long DBT CORP US N 2 2036-11-03 Fixed 6.450000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAA8 120000 PA USD 111677.18 0.0687771219 Long DBT CORP US N 2 2024-08-01 Fixed 4.000000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAC4 560000 PA USD 478648.8 0.2947789949 Long DBT CORP US N 2 2028-07-15 Fixed 5.500000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAE0 1460000 PA USD 1113542 0.6857821257 Long DBT CORP US N 2 2048-07-15 Fixed 6.500000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAH3 220000 PA USD 203299.45 0.1252032963 Long DBT CORP US N 2 2027-07-01 Fixed 6.500000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAL4 230000 PA USD 182562.5 0.1124323100 Long DBT CORP US N 2 2031-01-15 Fixed 4.750000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAN0 360000 PA USD 340189.42 0.2095078799 Long DBT CORP US N 2 2030-06-01 Fixed 7.500000000000 N N N N N N Earthstone Energy Holdings LLC N/A 27034RAA1 260000 PA USD 245050 0.1509156457 Long DBT CORP US N 2 2027-04-15 Fixed 8.000000000000 N N N N N N Eaton Vance CLO 2020-2 LTD N/A 27830RAE9 440000 PA USD 384707.4 0.2369245691 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 9.012000000000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 28035QAB8 340000 PA USD 282200 0.1737947162 Long DBT CORP US N 2 2029-04-01 Fixed 4.125000000000 N N N N N N Elastic N.V. N/A 28415LAA1 570000 PA USD 450208.8 0.2772640348 Long DBT CORP US N 2 2029-07-15 Fixed 4.125000000000 N N N N N N Caesars Entertainment Inc. N/A 28470RAH5 360000 PA USD 346950 0.2136714273 Long DBT CORP US N 2 2025-07-01 Fixed 6.250000000000 N N N N N N EMPIRE COMMUNITIES CORP SR UNSECURED 144A 12/25 7 N/A 29163VAC7 650000 PA USD 539363.5 0.3321705401 Long DBT CORP CA N 2 2025-12-15 Fixed 7.000000000000 N N N N N N ENDEAVOR ENERGY RESOURCES LP / SR UNSECURED 144A 01/28 5.75 N/A 29260FAE0 410000 PA USD 389959.2 0.2401589245 Long DBT CORP US N 2 2028-01-30 Fixed 5.750000000000 N N N N N N TALLGRASS ENERGY PARTNERS LP / COMPANY GUAR 144A 12/30 6 N/A 87470LAJ0 730000 PA USD 620580.3 0.3821884377 Long DBT CORP US N 2 2030-12-31 Fixed 6.000000000000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDG2 440000 PA USD 384545.25 0.2368247080 Long DBT CORP US N 2 2028-06-15 Fixed 4.625000000000 N N N N N N Pactiv LLC 549300O4WTC6DL4JIE57 880394AE1 20000 PA USD 17850 0.0109930393 Long DBT CORP US N 2 2027-04-15 Fixed 8.375000000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. N/A 88167AAN1 250000 PA USD 243351.25 0.1498694594 Long DBT CORP NL N 2 2025-01-31 Fixed 7.125000000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. N/A 88167AAQ4 1390000 PA USD 1146694.4 0.7061992481 Long DBT CORP NL N 2 2029-05-09 Fixed 5.125000000000 N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 220000 PA USD 209214.87 0.1288463464 Long DBT CORP US N 2 2038-07-01 Fixed 7.300000000000 N N N N N N Titan International Inc. N/A 88830MAM4 670000 PA USD 607897.7 0.3743777755 Long DBT CORP US N 2 2028-04-30 Fixed 7.000000000000 N N N N N N TopBuild Corp. 5493007YSKHOL4RWII46 89055FAB9 320000 PA USD 252636.8 0.1555880261 Long DBT CORP US N 2 2029-03-15 Fixed 3.625000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BK2 200000 PA USD 202842 0.1249215727 Long DBT CORP US N 2 2025-12-15 Fixed 8.000000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 893647BL0 250000 PA USD 217425 0.1339026087 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N Triton Water Holdings Inc. N/A 89680EAA7 610000 PA USD 466570.7 0.2873406180 Long DBT CORP US N 2 2029-04-01 Fixed 6.250000000000 N N N N N N Truck Hero Inc. N/A 89778PAG2 344750 PA USD 299646.36 0.1845391711 Long LON CORP US N 2 2028-01-31 Floating 6.615 N N N N N N U.S. Renal Care Inc. N/A 90290PAN4 641135.54 PA USD 459110.75 0.2827463590 Long LON CORP US N 2 2026-06-26 Floating 8.115 N N N N N N Adtalem Global Education Inc. 549300Z467EZLMODV621 00737RAE0 334443.16 PA USD 330891.37 0.2037816150 Long LON CORP US N 2 2028-08-12 Floating 7.052 N N N N N N Adtalem Global Education Inc. 549300Z467EZLMODV621 00737WAA7 511000 PA USD 459900 0.2832324237 Long DBT CORP US N 2 2028-03-01 Fixed 5.500000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAX3 160000 PA USD 120330.9 0.0741065720 Long DBT CORP IE N 2 2032-01-30 Fixed 3.300000000000 N N N N N N Advanced Drainage Systems Inc. 6QQTOZ5MF5DHM7K92I60 00790RAB0 350000 PA USD 339097.5 0.2088354138 Long DBT CORP US N 2 2030-06-15 Fixed 6.375000000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BK4 460000 PA USD 395025 0.2432787306 Long DBT CORP CA N 2 2026-08-15 Fixed 3.875000000000 N N N N N N Akumin Inc. N/A 01021FAA7 720000 PA USD 591114.64 0.3640418182 Long DBT CORP US N 2 2025-11-01 Fixed 7.000000000000 N N N N N N ALLEN MEDIA LLC / ALLEN MEDIA COMPANY GUAR 144A 02/28 10.5 N/A 01771YAA8 1470000 PA USD 727650 0.4481280129 Long DBT CORP US N 2 2028-02-15 Fixed 10.500000000000 N N N N N N Bread Financial Holdings Inc. 549300G8S4PO686J7H97 018581AK4 510000 PA USD 445230 0.2741978083 Long DBT CORP US N 2 2024-12-15 Fixed 4.750000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AA5 360000 PA USD 320850 0.1975975716 Long DBT CORP US N 2 2026-07-15 Fixed 6.625000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AC1 430000 PA USD 277510.78 0.1709068294 Long DBT CORP US N 2 2029-06-01 Fixed 6.000000000000 N N N N N N Alta Equipment Group Inc. N/A 02128LAA4 650000 PA USD 544680.5 0.3354450493 Long DBT CORP US N 2 2026-04-15 Fixed 5.625000000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAH6 780000 PA USD 596871.6 0.3675872797 Long DBT CORP LU N 2 2029-08-15 Fixed 5.750000000000 N N N N N N Altice France 5493001ZMCICV4N02J21 02156LAF8 590000 PA USD 440794.9 0.2714664229 Long DBT CORP FR N 2 2029-07-15 Fixed 5.125000000000 N N N N N N Altice France Holding S.A. N/A 02156TAB0 640000 PA USD 501283.51 0.3087187291 Long DBT CORP LU N 2 2027-05-15 Fixed 10.500000000000 N N N N N N American Axle and Manufacturing Inc. RY5TAKFOBLDUGX31MS24 02406PBB5 1080000 PA USD 818100 0.5038322371 Long DBT CORP US N 2 2029-10-01 Fixed 5.000000000000 N N N N N American News Company LLC N/A 02862PAA5 580247 PA USD 641172.94 0.3948705498 Long DBT CORP US N 2 2026-09-01 Fixed 8.500000000000 N N Y N N N ANAGRAM INTL INC 08/26 10 N/A 03254TAC7 87392 PA USD 85644.16 0.0527445162 Long DBT CORP US N 2 2026-08-15 Fixed 10.000000000000 N N Y N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 03674XAS5 430000 PA USD 386600.1 0.2380902008 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000 N N N N N N Apollo Commercial Real Estate Finance Inc. N/A 03762UAD7 710000 PA USD 534633.55 0.3292575694 Long DBT CORP US N 2 2029-06-15 Fixed 4.625000000000 N N N N N N ARCTIC CANADIAN DIAMOND CO LTD 2ND LIEN PIK TERM LOAN N/A N/A 516376.07 PA USD 406749.43 0.2504992975 Long LON CORP US N 3 2027-12-31 Floating 7.674 N N N N N N ARDAGH PACKAGING FINANCE PLC / SR UNSECURED 144A 08/27 5.25 N/A 03969AAR1 690000 PA USD 431753.7 0.2658983407 Long DBT CORP IE N 2 2027-08-15 Fixed 5.250000000000 N N N N N N CARLYLE US CLO 2017-2 LTD CGMS 2017 2A C 144A N/A 14315JAJ8 500000 PA USD 441368 0.2718193703 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.409860000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BN1 690000 PA USD 483379.5 0.2976924274 Long DBT CORP US N 2 2027-03-01 Fixed 5.750000000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BR2 460000 PA USD 302022.2 0.1860023477 Long DBT CORP US N 2 2029-05-01 Fixed 6.000000000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BS0 470000 PA USD 376000 0.2315620599 Long DBT CORP US N 2 2030-06-01 Fixed 10.500000000000 N N N N N N Carriage Services Inc. N/A 143905AP2 640000 PA USD 506127.56 0.3117019690 Long DBT CORP US N 2 2029-05-15 Fixed 4.250000000000 N N N N N N Carriage Purchaser Inc. N/A 14445LAA5 720000 PA USD 536270.4 0.3302656342 Long DBT CORP US N 2 2029-10-15 Fixed 7.875000000000 N N N N N N Carrols Restaurant Group Inc. N/A 14574XAF1 350000 PA USD 233625 0.1438794847 Long DBT CORP US N 2 2029-07-01 Fixed 5.875000000000 N N N N N N CASCADES INC/CASCADES USA INC COMPANY GUAR 144A 01/28 5.375 FPD41G4F3GH7OJ38TS94 14739LAB8 530000 PA USD 448321.7 0.2761018519 Long DBT CORP CA N 2 2028-01-15 Fixed 5.375000000000 N N N N N N CATSKILL PARK CLO LTD CATSK 2017 1A D 144A N/A 149421AA7 500000 PA USD 414788 0.2554499034 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 8.709860000000 N N N N N N CENTRAL PARENT INC / CDK GLOBA SR SECURED 144A 06/29 7.25 N/A 15477CAA3 650000 PA USD 617951.75 0.3805696280 Long DBT CORP US N 2 2029-06-15 Fixed 7.250000000000 N N N N N N MIWD HOLDCO II LLC / MIWD FINA COMPANY GUAR 144A 02/30 5.5 N/A 55337PAA0 870000 PA USD 644340.63 0.3968213924 Long DBT CORP US N 2 2030-02-01 Fixed 5.500000000000 N N N N N N Auto Ahorro Automotriz S.A. de C.V. N/A 55342UAJ3 260000 PA USD 209188.2 0.1288299215 Long DBT CORP US N 2 2029-08-01 Fixed 4.625000000000 N N N N N N Auto Ahorro Automotriz S.A. de C.V. N/A 55342UAM6 200000 PA USD 139250 0.0857580235 Long DBT CORP US N 2 2031-03-15 Fixed 3.500000000000 N N N N N N Madison IAQ LLC N/A 55760LAB3 900000 PA USD 626904 0.3860829297 Long DBT CORP US N 2 2029-06-30 Fixed 5.875000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 55916AAA2 270000 PA USD 189534.6 0.1167261234 Long DBT CORP US N 2 2028-05-01 Fixed 5.250000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 55916AAB0 1160000 PA USD 669760.8 0.4124765704 Long DBT CORP US N 2 2029-05-01 Fixed 7.875000000000 N N N N N N Magnetite XII Ltd. 549300Z6VW568TT64K70 55953GCG8 300000 PA USD 249060.6 0.1533855999 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 8.192000000000 N N N N N N MAGNETITE CLO LTD 04/35 1 N/A 55954XAE7 250000 PA USD 202192.5 0.1245215739 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 8.727870000000 N N N N N N Match Group Holdings II LLC N/A 57665RAN6 350000 PA USD 305812.5 0.1883366288 Long DBT CORP US N 2 2028-06-01 Fixed 4.625000000000 N N N N N N Match Group Holdings II LLC N/A 57667JAA0 480000 PA USD 362400 0.2231864109 Long DBT CORP US N 2 2031-10-01 Fixed 3.625000000000 N N N N N N Melco Resorts Finance Limited N/A 58547DAD1 340000 PA USD 205700 0.1266816907 Long DBT CORP HK N 2 2029-12-04 Fixed 5.375000000000 N N N N N N Midcap Financial Issuer Trust N/A 59567LAA2 430000 PA USD 367456.5 0.2263004895 Long DBT CORP US N 2 2028-05-01 Fixed 6.500000000000 N N N N N N CDS Ford Motor Company R 500 20261220 N/A N/A 800000 PA USD -7282.48 -0.0044849630 N/A DCR CORP US N 2 Intercontinental Exchange N/A Ford Motor Company Ford Motor Company Y Selling protection on reference asset 2026-12-20 104407.440000000000 USD 0.000000000000 USD 800000 USD -111689.92 N N N CDS NOVA Chemicals Corporation P 500 20270620 N/A N/A 355000 PA USD 7846.74 0.0048324662 N/A DCR CORP US N 2 Intercontinental Exchange N/A NOVA Chemicals Corp. NOVA Chemicals Corp. Y Buying protection on reference asset 2027-06-20 0.000000000000 USD 8386.560000000000 USD 355000 USD 16233.3 N N N CDS The Goodyear Tire and Rubber Company P 500 20270620 N/A N/A 470000 PA USD 2856.66 0.0017592927 N/A DCR CORP US N 2 Intercontinental Exchange N/A The Goodyear Tire & Rubber Company The Goodyear Tire & Rubber Company Y Buying protection on reference asset 2027-06-20 0.000000000000 USD 8034.090000000000 USD 470000 USD 10890.75 N N N CDS Xerox Corp. P 100 20270620 N/A N/A 190000 PA USD 29439.040000000008 0.0181302254 N/A DCR CORP US N 2 Intercontinental Exchange N/A Xerox Corp. Xerox Corp. Y Buying protection on reference asset 2027-06-20 25415.149999999994 USD 0.000000000000 USD 190000 USD 4023.8899999999994 N N N CDS BEAZER HOMES USA, INC. P 500 20271220 N/A N/A 470000 PA USD 62629.52000000002 0.0385707996 N/A DCR CORP US N 2 Intercontinental Exchange N/A BEAZER HOMES USA, INC. BEAZER HOMES USA, INC. Y Buying protection on reference asset 2027-12-20 58726.500000000000 USD 0.000000000000 USD 470000 USD 3903.019999999997 N N N CDS KB HOME P 500 20271220 N/A N/A 662000 PA USD -8569.329999999958 -0.0052774779 N/A DCR CORP US N 2 Intercontinental Exchange N/A KB HOME KB HOME Y Buying protection on reference asset 2027-12-20 0.000000000000 USD 6317.050000000000 USD 662000 USD -2252.2799999999997 N N N CDS OCCIDENTAL PETROLEUM CORPORATION R 100 20260620 N/A N/A 750000 PA USD -7515.520000000019 -0.0046284822 N/A DCR CORP US N 2 Intercontinental Exchange N/A Occidental Petroleum Corp. Occidental Petroleum Corp. Y Selling protection on reference asset 2026-06-20 0.000000000000 USD 25658.800000000000 USD 750000 USD 18143.28 N N N 2022-10-28 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX