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
      2022-12-31
      2022-03-31
      N
    
    
      433421954.700000000000
      6108301.970000000000
      427313652.730000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      45436.500000000000
      0.000000000000
      1703658.010000000000
      
        
          NZD
          
          
        
        
          AUD
          
          
        
        
          MYR
          
          
        
        
          INR
          
          
        
        
          MXN
          
          
        
        
          SGD
          
          
        
        
          KRW
          
          
        
        
          EUR
          
          
        
        
          IDR
          
          
        
        
          CAD
          
          
        
        
          COP
          
          
        
        
          JPY
          
          
        
        
          BRL
          
          
        
        
          GBP
          
          
        
        
          NOK
          
          
        
        
          PHP
          
          
        
        
          USD
          
          
        
        
          CNY
          
          
        
      
      
      
      
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A
        N/A
        FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A
        35564KTB5
        
          
          
        
        75000
        PA
        USD
        76361.49
        0.0178701264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          Floating
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        N/A
        FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45
        35671DBC8
        
          
          
        
        1905000
        PA
        USD
        2133295.2
        0.4992340372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLD COP/BOUGHT USD
        N/A
        SOLD COP/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -1162.63
        -0.0002720788
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              CITIBANK N.A.
              N/A
            
            2014656560.380000000000
            COP
            527535.100000000000
            USD
            2022-06-15
            -1162.630000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD COP/BOUGHT USD
        N/A
        SOLD COP/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -1852.4
        -0.0004334989
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            2014656560.380000000000
            COP
            526845.330000000000
            USD
            2022-06-15
            -1852.400000000000
          
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        N/A
        FREEPORT-MCMORAN INC COMPANY GUAR 03/28 4.125
        35671DCE3
        
          
          
        
        140000
        PA
        USD
        139855.8
        0.0327290736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        N/A
        FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625
        35671DCH6
        
          
          
        
        985000
        PA
        USD
        1007162.5
        0.2356963073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner Inc.
        PP55B5R38BFB8O8HH686
        GARTNER INC COMPANY GUAR 144A 10/30 3.75
        366651AE7
        
          
          
        
        475000
        PA
        USD
        445906.25
        0.1043510422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Company
        54930070NSV60J38I987
        GENERAL MOTORS CO COMMON STOCK USD.01
        37045V100
        
          
          
        
        18896
        NS
        USD
        826511.04
        0.1934202277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOLD COP/BOUGHT USD
        N/A
        SOLD COP/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -1427.61
        -0.0003340895
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              CITIBANK N.A.
              N/A
            
            1824161741.450000000000
            COP
            477279.370000000000
            USD
            2022-06-15
            -1427.610000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD CAD/BOUGHT USD
        N/A
        SOLD CAD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -124742.75
        -0.0291923156
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              UBS AG
              N/A
            
            5623271.120000000000
            CAD
            4372500.000000000000
            USD
            2022-06-15
            -124742.750000000000
          
        
        
          N
          N
          N
        
      
      
        Globo Comunicacao e Participacoes S/A
        N/A
        GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/32 5.5
        37959DAC8
        
          
          
        
        550000
        PA
        USD
        495005.5
        0.1158412554
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2032-01-14
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenko Dutch B.V.
        N/A
        GREENKO DUTCH BV COMPANY GUAR 144A 03/26 3.85
        39530LAD2
        
          
          
        
        596550
        PA
        USD
        570182.49
        0.1334341850
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-03-29
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Greenko Solar (Mauritius) Limited
        N/A
        GREENKO SOLAR MAURITIUS LTD SR SECURED 144A 01/25 5.55
        39530VAA6
        
          
          
        
        430000
        PA
        USD
        432365
        0.1011821170
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2025-01-29
          Fixed
          5.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenko Wind Projects (Mauritius) Ltd
        N/A
        GREENKO WIND PROJECTS MAURITIU COMPANY GUAR 144A 04/25 5.5
        39531JAA2
        
          
          
        
        775000
        PA
        USD
        772093.75
        0.1806854860
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2025-04-06
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLD CAD/BOUGHT USD
        N/A
        SOLD CAD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -43442.45
        -0.0101664081
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            1876751.330000000000
            CAD
            1457500.000000000000
            USD
            2022-06-15
            -43442.450000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD CAD/BOUGHT USD
        N/A
        SOLD CAD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -86617.26
        -0.0202701831
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            3753168.020000000000
            CAD
            2915000.000000000000
            USD
            2022-06-15
            -86617.260000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD BRL/BOUGHT USD
        N/A
        SOLD BRL/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -347183.39
        -0.0812479049
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            24088965.210000000000
            BRL
            4610151.800000000000
            USD
            2022-06-15
            -347183.390000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -1274.85
        -0.0002983406
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            1467083.330000000000
            EUR
            1626069.390000000000
            USD
            2022-06-15
            -1274.850000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD CAD/BOUGHT USD
        N/A
        SOLD CAD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -3045.44
        -0.0007126943
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              N/A
            
            651967.000000000000
            CAD
            518368.840000000000
            USD
            2022-06-15
            -3045.440000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD CAD/BOUGHT USD
        N/A
        SOLD CAD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -3020.56
        -0.0007068719
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              BANK OF MONTREAL
              N/A
            
            1835586.400000000000
            CAD
            1465000.000000000000
            USD
            2022-06-15
            -3020.560000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD AUD/BOUGHT USD
        N/A
        SOLD AUD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        1209.55
        0.0002830591
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            377818.000000000000
            AUD
            284271.590000000000
            USD
            2022-06-15
            1209.550000000000
          
        
        
          N
          N
          N
        
      
      
        FMG Resources (August 2006) Pty Limited
        549300EFD6S2NFE9D745
        FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/31 4.375
        30251GBC0
        
          
          
        
        3345000
        PA
        USD
        3164035.5
        0.7404480245
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fertitta Entertainment LLC
        N/A
        FERTITTA ENTERTAINMENT LLC 2022 TERM LOAN B
        31556PAB3
        
          
        
        300000
        PA
        USD
        298125
        0.0697672537
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-27
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc.
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFORMATION SR UNSECURED 05/27 1.5
        31620MBD7
        
          
          
        
        820000
        PA
        
        900291.1
        0.2106862475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-21
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc.
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFORMATION SR UNSECURED 12/28 1
        31620MBM7
        
          
          
        
        425000
        PA
        
        446881.21
        0.1045792025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-03
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Citizens BancShares Inc.
        549300N3Z00ZHE2XC526
        FIRST CITIZENS BANCSHARES INC/ COMMON STOCK USD1.0
        31946M103
        
          
          
        
        532
        NS
        USD
        354099.2
        0.0828663437
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
        N/A
        FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
        33767JAA0
        
          
          
        
        284009.7
        PA
        USD
        263856.43
        0.0617477182
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.266000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc.
        GI7UBEJLXYLGR2C7GV83
        FISERV INC SR UNSECURED 07/27 1.125
        337738AX6
        
          
          
        
        290000
        PA
        
        312809.92
        0.0732038207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FIRSTENERGY CORP SR UNSECURED 11/31 7.375
        337932AC1
        
          
          
        
        1355000
        PA
        USD
        1671202.8
        0.3910951100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FIRSTENERGY CORP SR UNSECURED 07/27 3.9
        337932AH0
        
          
          
        
        890000
        PA
        USD
        895651.5
        0.2096004877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Company
        20S05OYHG0MQM4VUIC57
        FORD MOTOR CO SR UNSECURED 02/32 3.25
        345370DA5
        
          
          
        
        580000
        PA
        USD
        518015.4
        0.1212260354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 11/23 3.37
        345397A78
        
          
          
        
        580000
        PA
        USD
        579135.8
        0.1355294399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          3.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125
        345397A86
        
          
          
        
        205000
        PA
        USD
        200377.25
        0.0468923117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-17
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4
        345397B36
        
          
          
        
        255000
        PA
        USD
        240133.5
        0.0561960748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9
        345397B51
        
          
          
        
        360000
        PA
        USD
        325350
        0.0761384519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-16
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 06/31 3.625
        345397B69
        
          
          
        
        1220000
        PA
        USD
        1101995.5
        0.2578891390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95
        345397C27
        
          
          
        
        1115000
        PA
        USD
        1133732
        0.2653161191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542
        345397ZW6
        
          
          
        
        445000
        PA
        USD
        444343.63
        0.1039853576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          4.542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Inc.
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC COMPANY GUAR 12/34 5.3
        49456BAG6
        
          
          
        
        230000
        PA
        USD
        252074.86
        0.0589905935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3
        50077LAD8
        
          
          
        
        662000
        PA
        USD
        652626.08
        0.1527276453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Media Corporation
        N/A
        LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5
        531229AK8
        
          
          
        
        500000
        PA
        USD
        709500
        0.1660372879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-12-01
          Fixed
          0.500000000000
          N
          N
          N
          N
          Y
          
            
              Liberty Media Corp.
              Liberty Media Corp.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JH COLLATERAL
        N/A
        JH COLLATERAL
        N/A
        
          
        
        506886.24
        NS
        USD
        5068254.13
        1.1860735311
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Hidrovias International Finance S.a r.l.
        N/A
        HIDROVIAS INTERNATIONAL FINANC SR UNSECURED 144A 02/31 4.95
        42953LAB8
        
          
          
        
        350000
        PA
        USD
        294819
        0.0689935831
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-02-08
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Company Inc.
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875
        432833AF8
        
          
          
        
        710000
        PA
        USD
        708398.95
        0.1657796201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Company Inc.
        5493003EG7H0N1E4XV50
        HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625
        432833AN1
        
          
          
        
        485000
        PA
        USD
        440137.5
        0.1030010385
        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
        HILTON GRAND VACATINS BRWR LLC 2021 TERM LOAN B
        43283LAH4
        
          
          
        
        577499
        PA
        USD
        573456.51
        0.1342003716
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-02
          Floating
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Worldwide Finance LLC
        N/A
        HILTON WORLDWIDE FINANCE LLC 2019 TERM LOAN B
        43289DAH6
        
          
          
        
        800000
        PA
        USD
        790904
        0.1850874633
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-06-22
          Floating
          2.207
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A
        N/A
        HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A
        43731QAC2
        
          
          
        
        367734.52
        PA
        USD
        352039.72
        0.0823843839
        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
        HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375
        44107TAY2
        
          
          
        
        240000
        PA
        USD
        228659.82
        0.0535110026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lions Gate Capital Holdings LLC
        N/A
        LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5
        53627NAE1
        
          
          
        
        808000
        PA
        USD
        778710
        0.1822338217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
        539439AU3
        
          
          
        
        640000
        PA
        USD
        680265.52
        0.1591958309
        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
        MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25
        55292WAA8
        
          
          
        
        955000
        PA
        USD
        878600
        0.2056100933
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-06-30
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75
        552953CH2
        
          
          
        
        105000
        PA
        USD
        101622.15
        0.0237816296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI INC COMPANY GUAR 144A 09/30 3.625
        55354GAK6
        
          
          
        
        1530000
        PA
        USD
        1434199.05
        0.3356314597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI INC COMPANY GUAR 144A 02/31 3.875
        55354GAL4
        
          
          
        
        765000
        PA
        USD
        725338.58
        0.1697438346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI INC COMPANY GUAR 144A 11/31 3.625
        55354GAM2
        
          
          
        
        844000
        PA
        USD
        794415
        0.1859091080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI INC COMPANY GUAR 144A 08/33 3.25
        55354GAQ3
        
          
          
        
        390000
        PA
        USD
        350536.88
        0.0820326890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARB BondCo PLC
        N/A
        MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95
        566007AC4
        
          
          
        
        1205000
        PA
        USD
        1069437.5
        0.2502699114
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-01-29
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott Ownership Resorts Inc.
        N/A
        MARRIOTT OWNERSHIP RESORTS INC 2019 TERM LOAN B
        57163KAH1
        
          
          
        
        780000
        PA
        USD
        756015
        0.1769227347
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-29
          Floating
          2.207
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        RESTORATION HARDWARE INC TERM LOAN B
        76133MAB7
        
          
          
        
        900861.53
        PA
        USD
        883006.45
        0.2066412913
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-20
          Floating
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 11/25 0.375
        91282CAZ4
        
          
          
        
        900000
        PA
        USD
        832078.13
        0.1947230388
        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
        UNITED STATES TREASURY NOTE/BO 02/26 0.5
        91282CBQ3
        
          
          
        
        1150000
        PA
        USD
        1063210.94
        0.2488127709
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 11/31 1.375
        91282CDJ7
        
          
          
        
        1140000
        PA
        USD
        1045950
        0.2447733634
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND SR UNSECURED 05/33 6.625
        EJ3390386
        
          
          
        
        6431000000
        PA
        
        436913.95
        0.1022466629
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-05-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc.
        N/A
        NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219
        65339F739
        
          
          
        
        17400
        NS
        USD
        914196
        0.2139402741
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextEra Energy Inc.
        N/A
        NEXTERA ENERGY INC PREFERRED STOCK
        65339F770
        
          
          
        
        58050
        NS
        USD
        3027307.5
        0.7084509191
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP SR UNSECURED 04/26 3.4
        674599CH6
        
          
          
        
        238000
        PA
        USD
        236512.5
        0.0553486879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP SR UNSECURED 08/26 3.2
        674599CR4
        
          
          
        
        154000
        PA
        USD
        151305
        0.0354084170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5
        674599DD4
        
          
          
        
        335000
        PA
        USD
        408700
        0.0956440304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625
        674599ED3
        
          
          
        
        1160000
        PA
        USD
        1331100
        0.3115042058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125
        674599EF8
        
          
          
        
        775000
        PA
        USD
        871875
        0.2040363079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Popular Inc.
        N/A
        POPULAR INC SR UNSECURED 09/23 6.125
        733174AK2
        
          
          
        
        1625000
        PA
        USD
        1660750
        0.3886489443
        Long
        DBT
        CORP
        PR
        N
        
        2
        
          2023-09-14
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc.
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75
        737446AM6
        
          
          
        
        470000
        PA
        USD
        472326.5
        0.1105339127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc.
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5
        737446AR5
        
          
          
        
        1450000
        PA
        USD
        1284685.5
        0.3006422781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 06/25 0.25
        912828ZW3
        
          
          
        
        100000
        PA
        USD
        92902.34
        0.0217410184
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Inter-American Development Bank
        VKU1UKDS9E7LYLMACP54
        INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7
        BV4039590
        
          
          
        
        582000
        PA
        
        430097.24
        0.1006514155
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2026-01-29
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B.C. Unlimited Liability Company
        549300RHSHNRWI5LLA86
        1011778 BC UNLIMITED LBLTY CO TERM LOAN B4
        C6901LAH0
        
          
          
        
        1587759.46
        PA
        USD
        1551701.44
        0.3631293852
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-11-19
          Floating
          2.207
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/23 5.5
        N/A
        NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/23 5.5
        EI7035203
        
          
          
        
        460000
        PA
        
        328659.34
        0.0769129041
        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
        MEXICAN BONOS BONDS 05/31 7.75
        EI8047355
        
          
          
        
        32570000
        PA
        
        1577655.43
        0.3692031415
        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
        COLOMBIAN TES BONDS 08/26 7.5
        EI8220614
        
          
          
        
        3905000000
        PA
        
        968526.85
        0.2266547871
        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
        BRAZIL NOTAS DO TESOURO NACION NOTES 01/23 10
        EJ0602940
        
          
          
        
        825000
        PA
        
        174128.62
        0.0407496037
        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
        NORWAY GOVERNMENT BOND BONDS 144A REGS 05/23 2
        EJ2026312
        
          
          
        
        19400000
        PA
        
        2211940.28
        0.5176385697
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2023-05-24
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Queensland Treasury Corporation
        98INKCEEHOU5YJS0HQ88
        QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/23 4
        EJ3696998
        
          
          
        
        860000
        PA
        
        666329.8
        0.1559345918
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2023-07-21
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corporation
        0BGI85ALH27ZJP15DY16
        BALL CORP COMPANY GUAR 08/30 2.875
        058498AW6
        
          
          
        
        520000
        PA
        USD
        466203.4
        0.1091009840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bally's Corporation
        N/A
        TWIN RIVER WORLDWIDE HLDGS INC 2021 TERM LOAN B
        05875CAB0
        
          
          
        
        503737.5
        PA
        USD
        500589.14
        0.1171479396
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-02
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander S.A.
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA JR SUBORDINA 12/99 VAR
        05971KAH2
        
          
          
        
        800000
        PA
        USD
        737600.01
        0.1726132562
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-11-12
          Variable
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        N/A
        BARCLAYS PLC JR SUBORDINA 12/99 VAR
        06738EBT1
        
          
          
        
        505000
        PA
        USD
        444778.75
        0.1040871845
        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
        BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5
        07586PAA9
        
          
          
        
        795000
        PA
        USD
        705244.5
        0.1650414152
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-10-14
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Company
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6
        075887406
        
          
          
        
        10850
        NS
        USD
        573097
        0.1341162391
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Becton Dickinson Euro Finance Sarl
        N/A
        BECTON DICKINSON EURO FINANCE COMPANY GUAR 06/26 1.208
        07589LAC1
        
          
          
        
        745000
        PA
        
        816722
        0.1911293952
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-04
          Fixed
          1.208000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc.
        5493000C01ZX7D35SD85
        BERKSHIRE HATHAWAY INC SR UNSECURED 03/25 0.00000
        084670CH9
        
          
          
        
        975000
        PA
        
        1050244.05
        0.2457782576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-12
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc.
        549300AP2Q7ERHX6RI89
        BERRY GLOBAL INC SECURED 144A 07/27 5.625
        085770AB1
        
          
          
        
        590000
        PA
        USD
        596690.6
        0.1396376166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO/THE COMMON STOCK USD5.0
        097023105
        
          
          
        
        6725
        NS
        USD
        1287837.5
        0.3013799095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO/THE SR UNSECURED 05/27 5.04
        097023CU7
        
          
          
        
        1035000
        PA
        USD
        1089868.2
        0.2550511066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO/THE SR UNSECURED 05/30 5.15
        097023CY9
        
          
          
        
        2625000
        PA
        USD
        2799451.78
        0.6551280920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braskem Idesa S.A.P.I.
        N/A
        BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99
        10554NAB4
        
          
          
        
        480000
        PA
        USD
        470428.8
        0.1100898127
        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
        BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5
        10554TAD7
        
          
          
        
        570000
        PA
        USD
        551640.3
        0.1290949392
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-31
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braskem Netherlands Finance B.V.
        N/A
        BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875
        10554TAE5
        
          
          
        
        585000
        PA
        USD
        580320
        0.1358065665
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-01-31
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc.
        N/A
        BROADCOM INC PREFERRED STOCK 09/22 8
        11135F200
        
          
          
        
        840
        NS
        USD
        1649046
        0.3859099726
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown Group Holding LLC
        N/A
        BROWN GROUP HOLDING LLC TERM LOAN B
        11565HAB2
        
          
          
        
        526959.47
        PA
        USD
        519055.08
        0.1214693415
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-07
          Floating
          3.506
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Coat Factory Warehouse Corporation
        N/A
        BURLINGTON COAT FAC WARE CORP 2021 TERM LOAN B6
        121575AK0
        
          
          
        
        908137.5
        PA
        USD
        895269.19
        0.2095110194
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-24
          Floating
          2.46
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burlington Stores Inc.
        N/A
        BURLINGTON STORES INC SR UNSECURED 144A 04/25 2.25
        122017AB2
        
          
          
        
        705000
        PA
        USD
        805021.88
        0.1883913315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.250000000000
          N
          N
          N
          N
          Y
          
            
              Burlington Stores, Inc.
              Burlington Stores, Inc.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC/CCO Holdings Capital Corp.
        N/A
        CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125
        1248EPBT9
        
          
          
        
        1245000
        PA
        USD
        1246836.38
        0.2917848218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC/CCO Holdings Capital Corp.
        N/A
        CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/30 4.75
        1248EPCD3
        
          
          
        
        1030000
        PA
        USD
        989047.2
        0.2314569623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Host Hotels and Resorts L.P.
        FXB7X4WXVA8QPMNOGS12
        HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5
        44107TAZ9
        
          
          
        
        240000
        PA
        USD
        228830.46
        0.0535509358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corporation
        T27JQIMTYSH41TCD5186
        HYATT HOTELS CORP SR UNSECURED 04/30 5.75
        448579AJ1
        
          
          
        
        744000
        PA
        USD
        822073.63
        0.1923817844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-23
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        IHS Holding Limited
        N/A
        IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25
        44963HAB1
        
          
          
        
        370000
        PA
        USD
        347060
        0.0812190291
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-11-29
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indian Railway Finance Corporation Limited
        N/A
        INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249
        45434L2A1
        
          
          
        
        645000
        PA
        USD
        602828.06
        0.1410739058
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2030-02-13
          Fixed
          3.249000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/30 3.85
        455780CS3
        
          
          
        
        405000
        PA
        USD
        426768.75
        0.0998724818
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2030-10-15
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05
        455780CW4
        
          
          
        
        545000
        PA
        USD
        492458.57
        0.1152452225
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2051-03-12
          Fixed
          3.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep N.V.
        549300NYKK9MWM7GGW15
        ING GROEP NV JR SUBORDINA VAR
        456837AR4
        
          
          
        
        1037000
        PA
        USD
        1042703.5
        0.2440136170
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-11-16
          Variable
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep N.V.
        549300NYKK9MWM7GGW15
        ING GROEP NV JR SUBORDINA 12/99 VAR
        456837AZ6
        
          
          
        
        790000
        PA
        USD
        672487.5
        0.1573756176
        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
        INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/25 1.9
        459058HS5
        
          
          
        
        1390000
        PA
        
        1090307.48
        0.2551539070
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2025-01-16
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JELD-WEN Inc.
        549300XWE6NM0N1HFW16
        JELD WEN INC 2021 TERM LOAN B
        47579SAU4
        
          
          
        
        337450
        PA
        USD
        333991.14
        0.0781606527
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-28
          Floating
          2.707
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc.
        549300Y7VHGU0I7CE873
        NETFLIX INC SR UNSECURED 04/28 4.875
        64110LAS5
        
          
          
        
        285000
        PA
        USD
        298895.18
        0.0699474913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc.
        549300Y7VHGU0I7CE873
        NETFLIX INC SR UNSECURED 144A 11/29 5.375
        64110LAU0
        
          
          
        
        1110000
        PA
        USD
        1201575
        0.2811927474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc.
        549300LWGYFM1TVO1Z12
        NEWELL BRANDS INC SR UNSECURED 04/26 4.2
        651229AW6
        
          
          
        
        160000
        PA
        USD
        161000
        0.0376772422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        News Corporation
        549300ITS31QK8VRBQ14
        NEWS CORP SR UNSECURED 144A 05/29 3.875
        65249BAA7
        
          
          
        
        1685000
        PA
        USD
        1592325
        0.3726361163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc.
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC COMPANY GUAR 144A 04/31 3.5
        87264ACE3
        
          
          
        
        450000
        PA
        USD
        423441
        0.0990937213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding LLC
        N/A
        TACO BELL FUNDING LLC BELL 2016 1A A23 144A
        87342RAC8
        
          
          
        
        1485900
        PA
        USD
        1510904.73
        0.3535821335
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-25
          Fixed
          4.970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 02/38 4.375
        912810PW2
        
          
          
        
        3135000
        PA
        USD
        3965897.45
        0.9280998687
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-02-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Eiendomskreditt AS
        N/A
        NORDEA EIENDOMSKREDITT AS COVERED 06/23 VAR
        AR7595333
        
          
          
        
        7000000
        PA
        
        797603.32
        0.1866552391
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2023-06-21
          Floating
          1.670000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordic Investment Bank
        N/A
        NORDIC INVESTMENT BANK SR UNSECURED 04/24 1.875
        AS0407740
        
          
          
        
        3920000
        PA
        
        440418.85
        0.1030668801
        Long
        DBT
        NUSS
        FI
        
        N
        
        2
        
          2024-04-10
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/23 VAR
        AT1557434
        
          
          
        
        550000
        PA
        
        724934.91
        0.1696493677
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2023-06-29
          Floating
          1.0413
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Quebec Canada
        549300WN65YFEQH74Y36
        PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 12/23 1.5
        AT4771354
        
          
          
        
        497000
        PA
        
        650477.7
        0.1522248811
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2023-12-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Goldman Sachs Group Inc.
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 11/28 2
        AT7436534
        
          
          
        
        208000
        PA
        
        230582.67
        0.0539609883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND BONDS 05/24 8.125
        AU6526555
        
          
          
        
        3514000000
        PA
        
        262647.8
        0.0614648744
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2024-05-15
          Fixed
          8.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW Finance NV
        N/A
        BMW FINANCE NV COMPANY GUAR REGS 11/24 1
        AV5771762
        
          
          
        
        410000
        PA
        
        455669.02
        0.1066357270
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-14
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ireland Government Bonds
        N/A
        IRELAND GOVERNMENT BOND UNSECURED REGS 05/29 1.1
        AW5784847
        
          
          
        
        315000
        PA
        
        355773.73
        0.0832582174
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2029-05-15
          Fixed
          1.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0
        N/A
        REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/29 0
        AW9459495
        
          
          
        
        755000
        PA
        
        822937.21
        0.1925838795
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2029-02-20
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Eiendomskreditt AS
        N/A
        NORDEA EIENDOMSKREDITT AS COVERED 06/24 VAR
        AX3200455
        
          
          
        
        12000000
        PA
        
        1368614.87
        0.3202834408
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2024-06-19
          Floating
          1.760000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medco Oak Tree Pte. Ltd.
        N/A
        MEDCO OAK TREE PTE LTD SR SECURED 144A 05/26 7.375
        58405FAA3
        
          
          
        
        625000
        PA
        USD
        630000
        0.1474326870
        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
        MEDLINE INDUSTRIES INC USD TERM LOAN B
        58503UAC7
        
          
          
        
        1225000
        PA
        USD
        1212137.5
        0.2836645851
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-23
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MercadoLibre Inc.
        N/A
        MERCADOLIBRE INC COMPANY GUAR 01/26 2.375
        58733RAE2
        
          
          
        
        565000
        PA
        USD
        526868.15
        0.1232977572
        Long
        DBT
        CORP
        AR
        
        N
        
        2
        
          2026-01-14
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MercadoLibre Inc.
        N/A
        MERCADOLIBRE INC COMPANY GUAR 01/31 3.125
        58733RAF9
        
          
          
        
        450000
        PA
        USD
        392107.5
        0.0917610513
        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
        MEXICO REMITTANCES FUNDING FID SR SECURED 144A 01/28 4.875
        593035AA6
        
          
          
        
        630000
        PA
        USD
        491715
        0.1150712122
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE SA COMMON STOCK EUR1.25
        596651901
        
          
          
        
        14218
        NS
        
        381146.61
        0.0891959823
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mileage Plus Holdings LLC
        N/A
        MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
        59921PAB2
        
          
          
        
        835000
        PA
        USD
        865268.75
        0.2024903123
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-21
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Millicom International Cellular S.A.
        549300CTHC1CP86P2G96
        MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/31 4.5
        600814AR8
        
          
          
        
        530000
        PA
        USD
        493586.35
        0.1155091458
        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
        MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A
        61748HFT3
        
          
          
        
        86777.25
        PA
        USD
        90202.52
        0.0211092062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Variable
          5.369899000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Movida Europe S.A.
        N/A
        MOVIDA EUROPE SA COMPANY GUAR 144A 02/31 5.25
        62459LAA7
        
          
          
        
        235000
        PA
        USD
        210628.15
        0.0492912287
        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
        MOZART DEBT MERGER SUB INC SR SECURED 144A 04/29 3.875
        62482BAA0
        
          
          
        
        1185000
        PA
        USD
        1096125
        0.2565153238
        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
        MOZART DEBT MERGER SUB INC SR UNSECURED 144A 10/29 5.25
        62482BAB8
        
          
          
        
        1310000
        PA
        USD
        1217867.7
        0.2850055673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A
        N/A
        MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A
        62848BAA9
        
          
          
        
        176866.57
        PA
        USD
        176745.93
        0.0413621069
        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
        NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7
        62877VAA9
        
          
          
        
        205000
        PA
        USD
        212765.4
        0.0497913883
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-14
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natura Cosmeticos S.A.
        N/A
        NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125
        63883KAB1
        
          
          
        
        830000
        PA
        USD
        799082.5
        0.1870013970
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-05-03
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group plc
        N/A
        NATWEST GROUP PLC JR SUBORDINA 12/99 VAR
        639057AD0
        
          
          
        
        410000
        PA
        USD
        360800
        0.0844344658
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-06-28
          Variable
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY NOTE/BO 02/32 1.875
        N/A
        UNITED STATES TREASURY NOTE/BO 02/32 1.875
        9999T10Y7
        
          
          
        
        1284000
        PA
        USD
        1233041.25
        0.2885564835
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE GOVERNMENT BOND BONDS 04/22 1.75
        N/A
        SINGAPORE GOVERNMENT BOND BONDS 04/22 1.75
        ACI0TD2N3
        
          
          
        
        1485000
        PA
        
        1095657.95
        0.2564060247
        Long
        DBT
        NUSS
        SG
        N
        
        2
        
          2022-04-01
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Holdings II LLC
        N/A
        MATCH GROUP INC SR UNSECURED 144A 08/30 4.125
        57665RAL0
        
          
          
        
        705000
        PA
        USD
        660634.35
        0.1546017418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EURO-BUND FUTURE 0622
        N/A
        EURO-BUND FUTURE 0622
        ADI2177S4
        
          
          
        
        18
        NC
        
        144546.000630562
        0.0338266750
        N/A
        DIR
        CORP
        DE
        N
        
        1
        
          
            
              EUREX DEUTSCHLAND
              N/A
            
            Short
            
              
                Euro-Bund 10yr 6%
                Euro-Bund 10yr 6%
                
                  
                
              
            
            2022-06-08
            -2986543.080000000000
            EUR
            144546.000630562000
          
        
        
          N
          N
          N
        
      
      
        US LONG BONDCBT 0622
        N/A
        US LONG BONDCBT 0622
        ADI223MT3
        
          
          
        
        222
        NC
        USD
        1036993.96
        0.2426774697
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Short
            
              
                US 20yr 6%
                US 20yr 6%
                
                  
                
              
            
            2022-06-21
            -34336993.960000000000
            USD
            1036993.960000000000
          
        
        
          N
          N
          N
        
      
      
        EURO-BTP FUTURE 0622
        N/A
        EURO-BTP FUTURE 0622
        ADI223N05
        
          
          
        
        7
        NC
        
        -40507.0827640756
        -0.0094794731
        N/A
        DIR
        CORP
        DE
        N
        
        1
        
          
            
              EUREX ZURICH
              N/A
            
            Long
            
              
                BTP 10yr 6% (EUX)
                BTP 10yr 6% (EUX)
                
                  
                
              
            
            2022-06-08
            1006256.580000000000
            EUR
            -40507.082764075600
          
        
        
          N
          N
          N
        
      
      
        NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 02/27 1
        N/A
        NORWAY GOVERNMENT BOND BONDS 144A REGS 02/27 1.75
        AM5012761
        
          
          
        
        4870000
        PA
        
        532387.33
        0.1245893565
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2027-02-17
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Malaysia Government Bond
        N/A
        MALAYSIA GOVERNMENT BOND SR UNSECURED 09/24 4.059
        AN0398643
        
          
          
        
        3895000
        PA
        
        951259.68
        0.2226139216
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2024-09-30
          Fixed
          4.059000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Goldman Sachs Group Inc.
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 05/24 1.375
        AN5498158
        
          
          
        
        983000
        PA
        
        1098069.75
        0.2569704345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Malaysia Government Bond
        N/A
        MALAYSIA GOVERNMENT BOND SR UNSECURED 11/27 3.899
        AN5746564
        
          
          
        
        3370000
        PA
        
        814648.74
        0.1906442106
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2027-11-16
          Fixed
          3.899000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Insurance Co. Ltd.
        N/A
        DB INSURANCE CO LTD SUBORDINATED 05/24 3.512
        AN6293640
        
          
          
        
        1000000000
        PA
        
        824793.4
        0.1930182653
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-05-25
          Fixed
          3.512000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Black and Decker Inc.
        549300DJ09SMTO561131
        STANLEY BLACK and DECKER INC PREFERRED STOCK 11/22 5.25
        854502846
        
          
          
        
        10400
        NS
        USD
        914264
        0.2139561875
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Starwood Property Trust Inc.
        BUGSFQZERKRBFWIG5267
        STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375
        85571BAY1
        
          
          
        
        335000
        PA
        USD
        324950
        0.0760448439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stifel Financial Corp.
        549300E5F07FE5GHJX84
        STIFEL FINANCIAL CORP PREFERRED STOCK 4.5
        860630862
        
          
          
        
        32750
        NS
        USD
        680545
        0.1592612348
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cornerstone OnDemand Inc.
        549300Z402F16H5EGH48
        CORNERSTONE ONDEMAND INC 2021 TERM LOAN
        86803YAB9
        
          
          
        
        345000
        PA
        USD
        341118.75
        0.0798286570
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-16
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Insurance Co. Ltd.
        N/A
        DB INSURANCE CO LTD SUBORDINATED 05/27 3.865
        AN6293699
        
          
          
        
        1000000000
        PA
        
        822508.72
        0.1924836042
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2027-05-25
          Fixed
          3.865000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 07/24 2.15
        AO3129357
        
          
          
        
        740000
        PA
        
        832684.88
        0.1948650306
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2024-07-18
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swiss Insured Brazil Power Finance S.a r.l.
        N/A
        SWISS INSURED BRAZIL POWER FIN SR SECURED 144A 07/32 9.85
        870880AA9
        
          
          
        
        8507971.54
        PA
        
        1626165.26
        0.3805554186
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-07-16
          Fixed
          9.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc.
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC COMPANY GUAR 02/28 4.75
        87264AAV7
        
          
          
        
        165000
        PA
        USD
        167706
        0.0392465813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc.
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC COMPANY GUAR 02/29 2.625
        87264ABS3
        
          
          
        
        435000
        PA
        USD
        397037.55
        0.0929147823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc.
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC COMPANY GUAR 02/31 2.875
        87264ABT1
        
          
          
        
        400000
        PA
        USD
        360372
        0.0843343052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc.
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC COMPANY GUAR 04/26 2.625
        87264ABU8
        
          
          
        
        235000
        PA
        USD
        224476.7
        0.0525320683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc.
        549300V2JRLO5DIFGE82
        T MOBILE USA INC 04/29 3.375
        87264ABV6
        
          
          
        
        470000
        PA
        USD
        447031.1
        0.1046142797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc.
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC COMPANY GUAR 04/31 3.5
        87264ABW4
        
          
          
        
        335000
        PA
        USD
        315228.3
        0.0737697703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals (North America) Inc.
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875
        911363AM1
        
          
          
        
        1120000
        PA
        USD
        1055600
        0.2470316577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals (North America) Inc.
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875
        911365BG8
        
          
          
        
        530000
        PA
        USD
        538371.35
        0.1259897376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals (North America) Inc.
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4
        911365BN3
        
          
          
        
        660000
        PA
        USD
        631177.8
        0.1477083159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 11/42 2.75
        912810QY7
        
          
          
        
        995000
        PA
        USD
        1010469.15
        0.2364701300
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 02/49 3
        912810SF6
        
          
          
        
        5975000
        PA
        USD
        6567598.65
        1.5369503427
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND SR UNSECURED 05/38 7.5
        AO6754680
        
          
          
        
        5584000000
        PA
        
        398465.28
        0.0932488998
        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
        HELLENIC REPUBLIC GOVERNMENT B BONDS REGS 01/42 4.2
        AQ1829367
        
          
          
        
        685000
        PA
        
        986062.64
        0.2307585151
        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
        COLOMBIAN TES BONDS 11/25 6.25
        AQ7338124
        
          
          
        
        3780000000
        PA
        
        912255.04
        0.2134860504
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2025-11-26
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sweden Government International Bond
        N/A
        SWEDEN GOVERNMENT INTERNATIONA SR UNSECURED 144A 04/23 0.125
        AQ7883210
        
          
          
        
        955000
        PA
        
        1059402.68
        0.2479215614
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2023-04-24
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Malaysia Government Bond
        N/A
        MALAYSIA GOVERNMENT BOND SR UNSECURED 03/25 3.882
        AR6908263
        
          
          
        
        2835000
        PA
        
        687523.56
        0.1608943584
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2025-03-14
          Fixed
          3.882000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC SR UNSECURED REGS 03/23 VAR
        AR7577182
        
          
          
        
        920000
        PA
        
        1020192.38
        0.2387455616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-21
          Floating
          0.007000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND BONDS 04/32 6.375
        BQ3772713
        
          
          
        
        30847000000
        PA
        
        2085285.66
        0.4879988380
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2032-04-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND BONDS 08/26 2.69
        N/A
        CHINA GOVERNMENT BOND BONDS 08/26 2.69
        BQ8787179
        
          
          
        
        4220000
        PA
        
        668085.71
        0.1563455101
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2026-08-12
          Fixed
          2.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLD SGD/BOUGHT USD
        N/A
        SOLD SGD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        1112.39
        0.0002603217
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            2689562.170000000000
            SGD
            1985463.280000000000
            USD
            2022-06-15
            1112.390000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD SGD/BOUGHT USD
        N/A
        SOLD SGD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        1321.77
        0.0003093208
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            2619374.210000000000
            SGD
            1933888.200000000000
            USD
            2022-06-15
            1321.770000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD SGD/BOUGHT USD
        N/A
        SOLD SGD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -411.81
        -0.0000963718
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            2621723.890000000000
            SGD
            1933888.200000000000
            USD
            2022-06-15
            -411.810000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD SGD/BOUGHT USD
        N/A
        SOLD SGD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -4310.51
        -0.0010087461
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              AUSTRALIA AND NEW ZEALAND BANKING GROUP
              N/A
            
            2615301.020000000000
            SGD
            1925250.730000000000
            USD
            2022-06-15
            -4310.510000000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE SA JR SUBORDINA 144A 12/49 VAR
        83368JFA3
        
          
          
        
        660000
        PA
        USD
        712899
        0.1668327224
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-09-29
          Variable
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co.
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25
        844741BG2
        
          
          
        
        915000
        PA
        USD
        1241655
        0.2905722745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          1.250000000000
          N
          N
          N
          N
          Y
          
            
              Southwest Airlines Company
              Southwest Airlines Company
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Company
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 6.45
        845467AL3
        
          
          
        
        17000
        PA
        USD
        17771.97
        0.0041589989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Industries Inc.
        54930064UHXCIUWVI755
        STANDARD INDUSTRIES INC 2021 TERM LOAN B
        85350EAB2
        
          
          
        
        86096.25
        PA
        USD
        85837.96
        0.0200878112
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-22
          Floating
          3.788
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Finance plc
        N/A
        VIRGIN MEDIA FINANCE PLC SR UNSECURED 144A 07/30 5
        92769VAJ8
        
          
          
        
        720000
        PA
        USD
        680036.4
        0.1591422122
        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
        VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5
        92769XAP0
        
          
          
        
        1161000
        PA
        USD
        1152292.5
        0.2696596499
        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
        VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5
        92769XAR6
        
          
          
        
        670000
        PA
        USD
        624775
        0.1462099317
        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
        VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25
        92858RAA8
        
          
          
        
        1225000
        PA
        USD
        1120409.5
        0.2621983859
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG Acquisition Corp.
        549300NAS11NXI33CP80
        WMG ACQUISITION CORP 2021 TERM LOAN G
        92929LAV0
        
          
          
        
        915000
        PA
        USD
        905465.7
        0.2118972081
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-20
          Floating
          2.582
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG Acquisition Corp.
        549300NAS11NXI33CP80
        WMG ACQUISITION CORP SR SECURED 144A 02/31 3
        92933BAR5
        
          
          
        
        1910000
        PA
        USD
        1709450
        0.4000457250
        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
        AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B
        938QUEII9
        
          
        
        692250
        PA
        USD
        687923.44
        0.1609879384
        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
        AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B
        938QVBII4
        
          
        
        490000
        PA
        USD
        486937.5
        0.1139531810
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-09-01
          Floating
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embecta Corp.
        N/A
        EMBECTA CORP TERM LOAN B
        944ZGVII9
        
          
        
        355000
        PA
        USD
        349738.9
        0.0818459457
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-30
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entegris Inc.
        IYX6OWO7BT5DKO3BYG52
        ENTEGRIS INC 2022 TERM LOAN B
        944ZXVII0
        
          
        
        311000
        PA
        USD
        309964.37
        0.0725379047
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-02
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo and Company
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO PREFERRED STOCK 12/49 VAR
        949746556
        
          
          
        
        27605
        NS
        USD
        698406.5
        0.1634411855
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo and Company
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO SR UNSECURED 04/22 3.25
        949746SS1
        
          
          
        
        1120000
        PA
        
        839550.79
        0.1964717918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-27
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo and Company
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO SR UNSECURED 01/24 3.75
        95000U2C6
        
          
          
        
        625000
        PA
        USD
        636415.04
        0.1489339355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-24
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05
        958667AC1
        
          
          
        
        975000
        PA
        USD
        970125
        0.2270287864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whatabrands LLC
        N/A
        WHATABRANDS LLC 2021 TERM LOAN B
        96244UAF4
        
          
          
        
        789022.5
        PA
        USD
        778670.52
        0.1822245826
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-03
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Williams Companies Inc.
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5
        969457BX7
        
          
          
        
        80000
        PA
        USD
        79093.18
        0.0185093969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travel + Leisure Co.
        T4VNTWMFQ7JQB65L7T35
        WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625
        98310WAS7
        
          
          
        
        372000
        PA
        USD
        387810
        0.0907553497
        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
        WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375
        98311AAB1
        
          
          
        
        660000
        PA
        USD
        635250
        0.1486612927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! Brands Inc.
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75
        988498AL5
        
          
          
        
        1773000
        PA
        USD
        1738648.13
        0.4068786754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! Brands Inc.
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC SR UNSECURED 03/31 3.625
        988498AN1
        
          
          
        
        1795000
        PA
        USD
        1636757.29
        0.3830341670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! Brands Inc.
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC SR UNSECURED 01/32 4.625
        988498AP6
        
          
          
        
        875000
        PA
        USD
        846378.75
        0.1980696719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        APPLE INC SR UNSECURED 05/25 0.875
        037833CV0
        
          
          
        
        865000
        PA
        
        962060.1
        0.2251414374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-24
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services Inc.
        42YMHYH0XMHJEXDUB065
        ARAMARK SVCS INC TERM LOAN B 1
        03852JAL5
        
          
          
        
        1020000
        PA
        USD
        998580
        0.2336878294
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-11
          Floating
          2.207
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal S.A.
        2EULGUTUI56JI9SAL165
        ARCELORMITTAL SA SR UNSECURED 10/39 7.25
        03938LAP9
        
          
          
        
        125000
        PA
        USD
        146718.75
        0.0343351421
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2039-10-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB Finance Ltd.
        N/A
        QNB FINANCE LTD COMPANY GUAR REGS 03/24 3.5
        AX8006402
        
          
          
        
        330000
        PA
        USD
        331025.99
        0.0774667479
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-03-28
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA GOVERNMENT BOND BONDS 04/26 7.27
        N/A
        INDIA GOVERNMENT BOND BONDS 04/26 7.27
        AX9926871
        
          
          
        
        15300000
        PA
        
        209910.12
        0.0491231953
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2026-04-08
          Fixed
          7.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Finance Corporation
        N/A
        BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375
        AZ1286980
        
          
          
        
        610000
        PA
        
        742222.31
        0.1736949674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-19
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        ENGIE SA SR UNSECURED REGS 06/27 0.375
        AZ1702994
        
          
          
        
        300000
        PA
        
        312495.89
        0.0731303313
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-21
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND SR UNSECURED 06/35 7.5
        AZ4598522
        
          
          
        
        5250000000
        PA
        
        375404.7
        0.0878522597
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2035-06-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Malaysia Government Bond
        N/A
        MALAYSIA GOVERNMENT BOND SR UNSECURED 07/34 3.828
        AZ4602308
        
          
          
        
        1965000
        PA
        
        448186.48
        0.1048846619
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2034-07-05
          Fixed
          3.828000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND SR UNSECURED 06/25 6.5
        AZ8693832
        
          
          
        
        27798000000
        PA
        
        2015123.29
        0.4715794305
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-06-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0
        N/A
        SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/27 0
        BH2918028
        
          
          
        
        865000
        PA
        
        951100.29
        0.2225766212
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2027-07-30
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Goldman Sachs Group Inc.
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 03/25 3.375
        BH3422129
        
          
          
        
        187000
        PA
        
        219196.61
        0.0512964209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Quebec Canada
        549300WN65YFEQH74Y36
        PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 04/25 0.2
        BH4726221
        
          
          
        
        475000
        PA
        
        516251.92
        0.1208133456
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-04-07
          Fixed
          0.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIXED INC CLEARING CORP.REPO
        N/A
        FIXED INC CLEARING CORP.REPO
        85748R009
        
          
          
        
        15037000
        PA
        USD
        15037000
        3.5189608158
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          N
          0.00
          2022-04-01
          
            
              15358200
              USD
              15337804.3104
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 02/50 2
        912810SL3
        
          
          
        
        1800000
        PA
        USD
        1621335.94
        0.3794252605
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 02/29 2.625
        9128286B1
        
          
          
        
        935000
        PA
        USD
        946249.22
        0.2214413731
        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
        UNITED STATES TREASURY NOTE/BO 02/24 2.375
        9128286G0
        
          
          
        
        1215000
        PA
        USD
        1216328.91
        0.2846454594
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 04/26 2.375
        9128286S4
        
          
          
        
        185000
        PA
        USD
        183923.24
        0.0430417420
        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
        UNITED STATES TREASURY NOTE/BO 11/26 2
        912828U24
        
          
          
        
        1390000
        PA
        USD
        1359593.75
        0.3181723171
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond
        N/A
        UNITED STATES TREASURY NOTE/BO 01/27 1.5
        912828Z78
        
          
          
        
        4680000
        PA
        USD
        4472325
        1.0466141139
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USB CAPITAL IX
        N/A
        USB CAPITAL IX LIMITD GUARA 10/49 VAR
        91731KAA8
        
          
          
        
        617000
        PA
        USD
        512493.18
        0.1199337247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-02
          Variable
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR Comunicaciones S.p.A.
        N/A
        VTR COMUNICACIONES SPA SR SECURED 144A 01/28 5.125
        918367AA1
        
          
          
        
        415000
        PA
        USD
        395573.85
        0.0925722470
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VTR Comunicaciones S.p.A.
        N/A
        VTR COMUNICACIONES SPA SR SECURED 144A 04/29 4.375
        918367AC7
        
          
          
        
        315000
        PA
        USD
        287834.4
        0.0673590460
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2029-04-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR Finance NV
        N/A
        VTR FINANCE NV SR UNSECURED 144A 07/28 6.375
        918374AA7
        
          
          
        
        510000
        PA
        USD
        494067.6
        0.1156217680
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-07-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valley National Bancorp
        549300ET52S1UBIB9762
        VALLEY NATIONAL BANCORP PREFERRED STOCK VAR
        919794305
        
          
          
        
        22825
        NS
        USD
        569483.75
        0.1332706658
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI Properties LP / VICI Note Co Inc
        N/A
        VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625
        92564RAB1
        
          
          
        
        385000
        PA
        USD
        384037.5
        0.0898725088
        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
        VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125
        92564RAE5
        
          
          
        
        895000
        PA
        USD
        863997.2
        0.2021927440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertis Holdings Inc.
        N/A
        VERTIS HLDGS INC COM
        92599V931
        
          
        
        8371
        NS
        USD
        0.01
        0.0000000023
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Israel Electric Corporation Ltd
        N/A
        THE ISRAEL ELECTRIC CORPORATIO 02/32 3.75
        BU3987486
        
          
          
        
        490000
        PA
        USD
        470274.58
        0.1100537221
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2032-02-22
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA 2021 TERM LOAN B
        C0102MAP0
        
          
          
        
        1080000
        PA
        USD
        1068746.4
        0.2501081801
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2028-08-11
          Floating
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORPORATION 2021 INCREMENTAL TLB
        P2121YAS7
        
          
          
        
        468825
        PA
        USD
        457690.41
        0.1071087729
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-18
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICAN BONOS BONDS 03/26 5.75
        N/A
        MEXICAN BONOS BONDS 03/26 5.75
        QJ1649335
        
          
          
        
        24110000
        PA
        
        1102441.57
        0.2579935284
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-03-05
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The United Kingdom
        N/A
        UNITED KINGDOM GILT BONDS REGS 07/22 0.5
        QZ0321229
        
          
          
        
        800000
        PA
        
        1050594.74
        0.2458603261
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2022-07-22
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND SR UNSECURED 05/31 8.75
        UV4168299
        
          
          
        
        17423000000
        PA
        
        1371605.3
        0.3209832616
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-05-15
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Finance Corporation
        QKL54NQY28TCDAI75F60
        INTERNATIONAL FINANCE CORP SR UNSECURED 09/25 0.375
        ZO1774181
        
          
          
        
        1240000
        PA
        
        770610.39
        0.1803383498
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2025-09-10
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corporation
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP SR UNSECURED 01/28 0.5
        ZO2933323
        
          
          
        
        270000
        PA
        
        273556.65
        0.0640177650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375
        N/A
        JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375
        ZO4141503
        
          
          
        
        240000
        PA
        
        248010.68
        0.0580394936
        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
        VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25
        ZO4153599
        
          
          
        
        735000
        PA
        
        746660.67
        0.1747336331
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia Government Bond
        N/A
        AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 09/26 0.5
        ZO5418629
        
          
          
        
        775000
        PA
        
        528352.34
        0.1236450875
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2026-09-21
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The United Kingdom
        N/A
        UNITED KINGDOM GILT BONDS REGS 01/24 0.125
        ZO7166713
        
          
          
        
        435000
        PA
        
        558110.8
        0.1306091665
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2024-01-31
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5
        N/A
        BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 9.5
        ZP0440690
        
          
          
        
        12100000
        PA
        
        401812.47
        0.0940322097
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-12-18
          Fixed
          9.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK SR UNSECURED 03/25 1.75
        ZP2481569
        
          
          
        
        1470000
        PA
        
        163086.65
        0.0381655603
        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
        PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/30 0.47
        ZP3538151
        
          
          
        
        1905000
        PA
        
        1982507.37
        0.4639466484
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2030-10-18
          Fixed
          0.475000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE SR UNSECURED REGS 09/27 0.375
        ZP3887491
        
          
          
        
        315000
        PA
        
        329496.61
        0.0771088422
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-09-29
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New South Wales Treasury Corporation
        TC7LRO17HPNPLTAV0H77
        NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 03/25 1.25
        ZQ2795008
        
          
          
        
        1370000
        PA
        
        988290.52
        0.2312798839
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2025-03-20
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New South Wales Treasury Corporation
        TC7LRO17HPNPLTAV0H77
        NEW SOUTH WALES TREASURY CORP LOCAL GOVT G 02/24 1
        ZR4566439
        
          
          
        
        2100000
        PA
        
        1543660.8
        0.3612477135
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2024-02-08
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP Finance BV
        N/A
        EDP FINANCE BV SR UNSECURED REGS 09/26 0.375
        ZR5456655
        
          
          
        
        130000
        PA
        
        137772.63
        0.0322415699
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-09-16
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc.
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC SR UNSECURED 03/28 0.5
        ZR7668885
        
          
          
        
        650000
        PA
        
        678533.58
        0.1587905221
        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
        MEXICAN BONOS SR UNSECURED 03/23 6.75
        ZR8833868
        
          
          
        
        21840000
        PA
        
        1082655.69
        0.2533632340
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2023-03-09
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA GOVERNMENT BOND BONDS 10/29 6.45
        N/A
        INDIA GOVERNMENT BOND SR UNSECURED 10/29 6.45
        ZR8860481
        
          
          
        
        33000000
        PA
        
        426379.77
        0.0997814526
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2029-10-07
          Fixed
          6.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc.
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC SR UNSECURED 01/26 7.375
        247361ZZ4
        
          
          
        
        165000
        PA
        USD
        179187.53
        0.0419334905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG JR SUBORDINA 12/99 VAR
        251525AX9
        
          
          
        
        800000
        PA
        USD
        780000
        0.1825357077
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-10-30
          Variable
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH Network Corporation
        N/A
        DISH NETWORK CORP SR UNSECURED 08/26 3.375
        25470MAB5
        
          
          
        
        430000
        PA
        USD
        386785
        0.0905154791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.375000000000
          N
          N
          N
          N
          Y
          
            
              DISH Network Corp.
              DISH Network Corp.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Master Issuer LLC
        N/A
        DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A
        25755TAE0
        
          
          
        
        857487.5
        PA
        USD
        864420.29
        0.2022917556
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-10-25
          Fixed
          4.474000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT CORP SR UNSECURED 10/27 3.9
        26884LAF6
        
          
          
        
        325000
        PA
        USD
        324059.13
        0.0758363623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT CORP SR UNSECURED 144A 05/26 3.125
        26884LAM1
        
          
          
        
        190000
        PA
        USD
        184541.3
        0.0431863805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT CORP SR UNSECURED 144A 05/31 3.625
        26884LAN9
        
          
          
        
        2235000
        PA
        USD
        2134425
        0.4994984331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecolab Inc.
        82DYEISM090VG8LTLS26
        ECOLAB INC SR UNSECURED 01/24 1
        278865AX8
        
          
          
        
        330000
        PA
        
        368107.3
        0.0861445212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol S.A.
        N/A
        ECOPETROL SA SR UNSECURED 05/45 5.875
        279158AJ8
        
          
          
        
        235000
        PA
        USD
        205883.5
        0.0481808851
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2045-05-28
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B.C. Unlimited Liability Company / New Red Finance Inc.
        N/A
        1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5
        68245XAP4
        
          
          
        
        743000
        PA
        USD
        686123.35
        0.1605666811
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-02-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Ontario
        C7PVKCRGLG18EBQGZV36
        PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45
        68323ACC6
        
          
          
        
        1060000
        PA
        
        864177.9
        0.2022350315
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-06-02
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Ontario
        C7PVKCRGLG18EBQGZV36
        PROVINCE OF ONTARIO CANADA UNSECURED 06/28 2.9
        68333ZAC1
        
          
          
        
        1185000
        PA
        
        947052.11
        0.2216292655
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2028-06-02
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Ontario
        C7PVKCRGLG18EBQGZV36
        PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35
        68333ZAN7
        
          
          
        
        5785000
        PA
        
        4035085.51
        0.9442912681
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-12-02
          Fixed
          1.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oriflame Investment Holding PLC
        N/A
        ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125
        68621CAA7
        
          
          
        
        470000
        PA
        USD
        376000
        0.0879915719
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-05-04
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Organon and Co.
        N/A
        ORGANON + CO TERM LOAN
        68621XAE3
        
          
          
        
        1264005.58
        PA
        USD
        1256105.55
        0.2939539942
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-02
          Floating
          3.563
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT Pertamina (Persero)
        N/A
        PERTAMINA PERSERO PT SR UNSECURED 144A 07/29 3.65
        69370PAD3
        
          
          
        
        295000
        PA
        USD
        291312.48
        0.0681729868
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2029-07-30
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT Pertamina (Persero)
        N/A
        PERTAMINA PERSERO PT SR UNSECURED 144A 01/30 3.1
        69370PAF8
        
          
          
        
        255000
        PA
        USD
        241517.98
        0.0565200710
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2030-01-21
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Padagis LLC
        N/A
        PADAGIS LLC TERM LOAN B
        69526PAC8
        
          
          
        
        686117.65
        PA
        USD
        679688.73
        0.1590608504
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-06
          Floating
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        N/A
        PERUSAHAAN PENERBIT SBSN INDON SR UNSECURED 144A 03/27 4.15
        71567PAH3
        
          
          
        
        940000
        PA
        USD
        988410
        0.2313078446
        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
        PERUSAHAAN LISTRIK NEGARA PT SR UNSECURED 144A 05/27 4.125
        71568PAC3
        
          
          
        
        1440000
        PA
        USD
        1455307.2
        0.3405711918
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petrobras Global Finance BV
        549300FNENFFSMO3GT38
        PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 03/49 6.9
        71647NBD0
        
          
          
        
        955000
        PA
        USD
        948773.4
        0.2220320820
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petrorio Luxembourg Trading S.a. r.l.
        N/A
        PETRORIO LUXEMBOURG SARL SR SECURED 144A 06/26 6.125
        71677WAA0
        
          
          
        
        505000
        PA
        USD
        505111.1
        0.1182061693
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-09
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philippines Government International Bond
        N/A
        PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25
        718286BM8
        
          
          
        
        43000000
        PA
        
        906325.92
        0.2120985169
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2036-01-14
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilot Travel Centers LLC
        N/A
        PILOT TRAVEL CENTERS LLC 2021 TERM LOAN B
        72165NBH1
        
          
          
        
        1566075
        PA
        USD
        1542255
        0.3609187280
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-04
          Floating
          2.209
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFC Holding Co.
        N/A
        YUM  BRANDS TERM LOAN B 03/15/ 2021 TERM LOAN B
        72584DAF1
        
          
          
        
        1350134.21
        PA
        USD
        1336349.34
        0.3127326570
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-15
          Floating
          2.218
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole S.A.
        N/A
        CREDIT AGRICOLE SA COMMON STOCK EUR3.0
        726261902
        
          
          
        
        48313
        NS
        
        577270.05
        0.1350928168
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Post Holdings Inc.
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625
        737446AN4
        
          
          
        
        1255000
        PA
        USD
        1231864.08
        0.2882810021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Software Inc.
        N/A
        QUEST SOFTWARE US HLDGS INC 2022 TERM LOAN
        74834YAN2
        
          
          
        
        765000
        PA
        USD
        752446.35
        0.1760875987
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-01
          Floating
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICAN BONOS BONDS 06/27 7.5
        N/A
        MEXICAN BONOS BONDS 06/27 7.5
        EG1116375
        
          
          
        
        44140000
        PA
        
        2129838.22
        0.4984250343
        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
        COLOMBIAN TES BONDS 07/24 10
        EH7652033
        
          
          
        
        4909200000
        PA
        
        1335452.29
        0.3125227293
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2024-07-24
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND SR UNSECURED 09/26 8.375
        EI4133860
        
          
          
        
        12897000000
        PA
        
        993027.6
        0.2323884560
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-09-15
          Fixed
          8.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA INC COMPANY GUAR 02/25 5.375
        404119BR9
        
          
          
        
        1490000
        PA
        USD
        1550345
        0.3628119509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA INC SR SECURED 06/29 4.125
        404119BX6
        
          
          
        
        1175000
        PA
        USD
        1197680.68
        0.2802813981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA INC COMPANY GUAR 09/30 3.5
        404119CA5
        
          
          
        
        2543000
        PA
        USD
        2456700.24
        0.5749173293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust 2007-3
        N/A
        HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A
        41164UAR0
        
          
          
        
        3682858.27
        PA
        USD
        38354.76
        0.0089757862
        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
        HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES
        41164YAQ4
        
          
          
        
        3913556.34
        PA
        USD
        51550.15
        0.0120637732
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-19
          Variable
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc.
        N/A
        CENOVUS ENERGY INC SR UNSECURED 06/37 5.25
        15135UAP4
        
          
          
        
        194000
        PA
        USD
        210157.36
        0.0491810544
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc.
        N/A
        CENOVUS ENERGY INC SR UNSECURED 06/47 5.4
        15135UAR0
        
          
          
        
        777000
        PA
        USD
        874859.51
        0.2047347433
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-06-15
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust 2007-6
        N/A
        HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A
        41165BAS9
        
          
          
        
        3930882.55
        PA
        USD
        55082.67
        0.0128904540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-19
          Variable
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125
        42307TAH1
        
          
          
        
        165000
        PA
        USD
        208482.45
        0.0487890917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-01
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc.
        N/A
        CENOVUS ENERGY INC SR UNSECURED 02/28 3.5
        15135UAT6
        
          
          
        
        510000
        PA
        
        395610.53
        0.0925808308
        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
        CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75
        161175BN3
        
          
          
        
        790000
        PA
        USD
        839876.8
        0.1965480847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC/Charter Communications Operating Capital C
        N/A
        CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125
        161175BS2
        
          
          
        
        1395000
        PA
        USD
        1383949.17
        0.3238719758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC/Charter Communications Operating Capital C
        N/A
        CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8
        161175BU7
        
          
          
        
        230000
        PA
        USD
        207297.62
        0.0485118176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MillerKnoll Inc
        U98HXD3PNK7HYU2MU887
        HERMAN MILLER INC TERM LOAN B
        427430AP8
        
          
          
        
        820875
        PA
        USD
        808052.93
        0.1891006582
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-19
          Floating
          2.445
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Hertz Corporation
        549300PD0C69OJ0NLB27
        HERTZ CORPORATION 2021 TERM LOAN B
        42804VBB6
        
          
          
        
        694211.5
        PA
        USD
        687942.77
        0.1609924620
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-30
          Floating
          3.707
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners L.P.
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5
        16411QAG6
        
          
          
        
        390000
        PA
        USD
        391950
        0.0917241931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners L.P.
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4
        16411QAK7
        
          
          
        
        1252000
        PA
        USD
        1213676.28
        0.2840246906
        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
        CHILE ELEC PEC SPA 01/28 0
        168831AA3
        
          
          
        
        285000
        PA
        USD
        214462.5
        0.0501885439
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2028-01-25
          None
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb INA Holdings Inc.
        CZCBJZWDMLTHWJDXU843
        CHUBB INA HOLDINGS INC COMPANY GUAR 12/24 0.3
        171239AE6
        
          
          
        
        875000
        PA
        
        950697.82
        0.2224824351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          0.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors Inc.
        N/A
        CLEAN HARBORS INC 2021 INCREMENTAL TERM LOAN B
        18449EAF7
        
          
          
        
        470000
        PA
        USD
        464712.5
        0.1087520834
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-08
          Floating
          2.457
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc.
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/29 4.625
        185899AK7
        
          
          
        
        1475000
        PA
        USD
        1454785.13
        0.3404490169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc.
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/31 4.875
        185899AL5
        
          
          
        
        790000
        PA
        USD
        781112.5
        0.1827960551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/44 5.625
        195325BR5
        
          
          
        
        235000
        PA
        USD
        213020.45
        0.0498510751
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2044-02-26
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Hertz Corporation
        549300PD0C69OJ0NLB27
        HERTZ CORPORATION 2021 TERM LOAN C
        42804VBC4
        
          
          
        
        131710
        PA
        USD
        130520.66
        0.0305444629
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-06-30
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875
        50076QAR7
        
          
          
        
        1220000
        PA
        USD
        1502125
        0.3515274999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-26
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375
        50077LAB2
        
          
          
        
        280000
        PA
        USD
        276539.2
        0.0647157418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 10/39 4.625
        50077LAX4
        
          
          
        
        1090000
        PA
        USD
        1104638.7
        0.2585077011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-10-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 03/29 4.5
        195325DP7
        
          
          
        
        235000
        PA
        USD
        226995.9
        0.0531216119
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2029-03-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        N/A
        COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/32 3.25
        195325DZ5
        
          
          
        
        955000
        PA
        USD
        797300.85
        0.1865844550
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-04-22
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 05/27 3.875
        50077LBC9
        
          
          
        
        370000
        PA
        USD
        376103.15
        0.0880157111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO COMPANY GUAR 03/31 4.25
        50077LBF2
        
          
          
        
        1525000
        PA
        USD
        1564314.5
        0.3660810952
        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
        LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125
        50201DAD5
        
          
          
        
        785000
        PA
        USD
        749435.58
        0.1753830179
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-07-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Broadband Corporation
        N/A
        LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75
        530307AA5
        
          
          
        
        815000
        PA
        USD
        803813.58
        0.1881085650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-09-30
          Fixed
          2.750000000000
          N
          N
          N
          N
          N
          
            
              Liberty Broadband Corp.
              Liberty Broadband Corp.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A
        N/A
        CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A
        20753XAA2
        
          
          
        
        75000
        PA
        USD
        75116.24
        0.0175787129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          Floating
          2.199000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A
        N/A
        CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A
        20754LAA7
        
          
          
        
        186285.48
        PA
        USD
        184399.88
        0.0431532854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Floating
          1.099000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Broadband Corporation
        N/A
        LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 1.25
        530307AC1
        
          
          
        
        1205000
        PA
        USD
        1153787.5
        0.2700095100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-09-30
          Fixed
          1.250000000000
          N
          N
          N
          N
          N
          
            
              Liberty Broadband, Corp.
              Liberty Broadband, Corp.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Rede D'or Finance Sarl
        N/A
        REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5
        75735GAA6
        
          
          
        
        367000
        PA
        USD
        336722.5
        0.0787998459
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-01-22
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources Inc.
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75
        212015AT8
        
          
          
        
        1490000
        PA
        USD
        1629762
        0.3813971282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources Inc.
        XXRTID9RYWOZ0UPIVR53
        CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875
        212015AV3
        
          
          
        
        1206000
        PA
        USD
        1075450.5
        0.2516770745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CoStar Group Inc.
        N/A
        COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8
        22160NAA7
        
          
          
        
        320000
        PA
        USD
        292470.53
        0.0684439938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole S.A.
        N/A
        CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR
        225313AD7
        
          
          
        
        825000
        PA
        USD
        869343.75
        0.2034439444
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-01-23
          Variable
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rede D'or Finance Sarl
        N/A
        REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95
        75735KAA7
        
          
          
        
        310000
        PA
        USD
        303025
        0.0709139523
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-17
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL Inc.
        F2TJC7HPPHLHU1AQMP98
        SABRE GLBL INC. 2021 TERM LOAN B2
        78571YBF6
        
          
          
        
        240264.4
        PA
        USD
        237261.1
        0.0555238754
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-17
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole S.A.
        N/A
        CREDIT AGRICOLE SA JR SUBORDINA 144A 12/99 VAR
        225313AL9
        
          
          
        
        205000
        PA
        USD
        212687.5
        0.0497731581
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-09-23
          Variable
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        N/A
        CREDIT SUISSE GROUP AG ADR
        225401108
        
          
          
        
        63906
        NS
        USD
        501662.1
        0.1173990339
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          
        
      
      
        Sabre GLBL Inc.
        F2TJC7HPPHLHU1AQMP98
        SABRE GLBL INC. 2021 TERM LOAN B1
        78571YBG4
        
          
          
        
        150721.05
        PA
        USD
        148837.04
        0.0348308646
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-17
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre Corporation
        N/A
        SABRE CORP PREFERRED STOCK 09/23 6.5
        78573M203
        
          
          
        
        2400
        NS
        USD
        348552
        0.0815681872
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        N/A
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A VAR
        225401AL2
        
          
          
        
        855000
        PA
        USD
        843944.85
        0.1975000903
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-08-21
          Variable
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        N/A
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
        225401AN8
        
          
          
        
        420000
        PA
        USD
        386400
        0.0904253813
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2030-01-24
          Variable
          5.100000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Saudi Arabian Oil Co.
        N/A
        SAUDI ARABIAN OIL CO SR UNSECURED 144A 04/39 4.25
        80414L2E4
        
          
          
        
        340000
        PA
        USD
        348062.76
        0.0814536951
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2039-04-16
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co.
        N/A
        SAUDI ARABIAN OIL CO SR UNSECURED 144A 04/49 4.375
        80414L2F1
        
          
          
        
        475000
        PA
        USD
        484114.3
        0.1132924953
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2049-04-16
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shinhan Financial Group Co. Ltd.
        N/A
        SHINHAN FINANCIAL GROUP CO LTD JR SUBORDINA 144A 12/99 VAR
        824596AA8
        
          
          
        
        880000
        PA
        USD
        800096
        0.1872385764
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-05-12
          Variable
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75
        N/A
        SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75
        82883AAA5
        
          
          
        
        3000000
        PA
        
        519960.15
        0.1216811461
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-02-12
          Fixed
          10.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMERICAS LLC / CROWN AME COMPANY GUAR 09/26 4.25
        N/A
        CROWN AMERICAS LLC / CROWN AME COMPANY GUAR 09/26 4.25
        22819KAB6
        
          
          
        
        68000
        PA
        USD
        68170
        0.0159531528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        CROWN CASTLE INTERNATIONAL COR SR UNSECURED 01/31 2.25
        22822VAT8
        
          
          
        
        215000
        PA
        USD
        189497.67
        0.0443462709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simpar Europe
        N/A
        SIMPAR EUROPE SA COMPANY GUAR 144A 01/31 5.2
        82883PAA2
        
          
          
        
        315000
        PA
        USD
        282240
        0.0660498438
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-01-26
          Fixed
          5.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio Inc.
        WP5O65E6BMU84LNO4227
        SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125
        82967NBG2
        
          
          
        
        100000
        PA
        USD
        93617
        0.0219082633
        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
        DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5
        830867AA5
        
          
          
        
        320000
        PA
        USD
        321859.05
        0.0753214993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Malaysia Government Bond
        N/A
        MALAYSIA GOVERNMENT BOND SR UNSECURED 04/33 3.844
        EJ6316693
        
          
          
        
        4313000
        PA
        
        996407.71
        0.2331794698
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2033-04-15
          Fixed
          3.844000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Cork and Seal Company Inc.
        7HLDMDH0ZXNUH6PT7Z42
        CROWN CORK and SEAL CO INC COMPANY GUAR 12/26 7.375
        228255AH8
        
          
          
        
        900000
        PA
        USD
        1015600.5
        0.2376709692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOUGHT AUD/SOLD NZD
        N/A
        BOUGHT AUD/SOLD NZD
        N/A
        
          
        
        1
        NC
        
        -9722.86
        -0.0022753450
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              N/A
            
            3181667.140000000000
            NZD
            2926666.670000000000
            AUD
            2022-06-15
            -9722.860000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT AUD/SOLD NZD
        N/A
        BOUGHT AUD/SOLD NZD
        N/A
        
          
        
        1
        NC
        
        -1191.15
        -0.0002787531
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              BARCLAYS BANK PLC WHOLESALE
              N/A
            
            1585531.320000000000
            NZD
            1463333.330000000000
            AUD
            2022-06-15
            -1191.150000000000
          
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II Sarl
        N/A
        DH EUROPE FINANCE II SARL COMPANY GUAR 03/28 0.45
        23291KAB1
        
          
          
        
        1630000
        PA
        
        1700236.14
        0.3978894962
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-18
          Fixed
          0.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOUGHT GBP/SOLD CAD
        N/A
        BOUGHT GBP/SOLD CAD
        N/A
        
          
        
        1
        NC
        
        -38383.33
        -0.0089824722
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            2215549.640000000000
            CAD
            1320000.000000000000
            GBP
            2022-06-15
            -38383.330000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT NZD/SOLD AUD
        N/A
        BOUGHT NZD/SOLD AUD
        N/A
        
          
        
        1
        NC
        
        3623.97
        0.0008480820
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              N/A
            
            2925857.250000000000
            AUD
            3171980.360000000000
            NZD
            2022-06-15
            3623.970000000000
          
        
        
          N
          N
          N
        
      
      
        Univision Communications Inc.
        549300YQDE2JSGTL8V47
        UNIVISION COMMUNICATIONS INC TERM LOAN
        914908BC1
        
          
          
        
        789037.5
        PA
        USD
        783451.11
        0.1833433369
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-15
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Malaysia Government Bond
        N/A
        MALAYSIA GOVERNMENT BOND SR UNSECURED 06/28 3.733
        EJ7152766
        
          
          
        
        1930000
        PA
        
        457690.94
        0.1071088970
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2028-06-15
          Fixed
          3.733000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Treasury Bond
        N/A
        INDONESIA TREASURY BOND SR UNSECURED 03/29 9
        EJ8243903
        
          
          
        
        6709000000
        PA
        
        526327.22
        0.1231711687
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2029-03-15
          Fixed
          9.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol S.A.
        N/A
        ECOPETROL SA SR UNSECURED 06/26 5.375
        279158AL3
        
          
          
        
        230000
        PA
        USD
        232746.2
        0.0544672979
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-06-26
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol S.A.
        N/A
        ECOPETROL SA SR UNSECURED 04/30 6.875
        279158AN9
        
          
          
        
        470000
        PA
        USD
        493180.4
        0.1154141453
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol S.A.
        N/A
        ECOPETROL SA SR UNSECURED 11/31 4.625
        279158AP4
        
          
          
        
        435000
        PA
        USD
        393675
        0.0921278778
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2031-11-02
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125
        N/A
        ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125
        29135LAH3
        
          
          
        
        730000
        PA
        USD
        745403
        0.1744393130
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2030-04-16
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875
        N/A
        ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875
        29135LAJ9
        
          
          
        
        475000
        PA
        USD
        496632.45
        0.1162219945
        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
        ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 03/31 1.7
        29135LAM2
        
          
          
        
        925000
        PA
        USD
        842987.65
        0.1972760862
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2031-03-02
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc.
        N/A
        ENCANA CORP COMPANY GUAR 08/34 6.5
        292505AD6
        
          
          
        
        730000
        PA
        USD
        866457.57
        0.2027685201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc.
        N/A
        OVINTIV INC COMPANY GUAR 02/38 6.5
        292505AG9
        
          
          
        
        540000
        PA
        USD
        639638.58
        0.1496883088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-02-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc.
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC COMPANY GUAR 11/29 3.125
        29250NAZ8
        
          
          
        
        990000
        PA
        USD
        959402.24
        0.2245194446
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-11-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS Luxembourg S.a r.l.
        N/A
        FS LUXEMBOURG SARL SR SECURED 144A 12/25 10
        30315XAB0
        
          
          
        
        870000
        PA
        USD
        913500
        0.2137773961
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-12-15
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc.
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC SR UNSECURED 09/24 0.75
        883556BP6
        
          
          
        
        282000
        PA
        
        311800.55
        0.0729676078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-12
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc.
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC SR UNSECURED 01/26 1.4
        883556BU5
        
          
          
        
        468000
        PA
        
        521824.23
        0.1221173783
        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
        TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5
        89157FAA8
        
          
          
        
        895000
        PA
        USD
        868937.6
        0.2033488971
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-11-12
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trans Union LLC
        X8NPN6PWJOM1QCTYFV34
        TRANS UNION  LLC 2021 TERM LOAN B6
        89334GAZ7
        
          
          
        
        464630.24
        PA
        USD
        460564.73
        0.1077814217
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-01
          Floating
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada Pipelines Limited
        5BV01I6231JPDAPMGH09
        TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1
        89352HBA6
        
          
          
        
        1060000
        PA
        USD
        1094524.15
        0.2561406927
        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
        TRANSCONTINENTAL GAS PIPE LINE SR UNSECURED 05/30 3.25
        893574AP8
        
          
          
        
        80000
        PA
        USD
        78017.37
        0.0182576357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travel + Leisure Co.
        T4VNTWMFQ7JQB65L7T35
        TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5
        894164AA0
        
          
          
        
        895000
        PA
        USD
        829951.4
        0.1942253412
        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
        BANCO ACTINVER SA / GRUPO GICS SR SECURED 144A 12/34 4.8
        89835RAA2
        
          
          
        
        215000
        PA
        USD
        148350
        0.0347168875
        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
        2020 CASH MANDATORY EXCHANGEAB PREFERRED STOCK 06/23 5.25
        901375105
        
          
          
        
        1080
        NS
        USD
        1204200
        0.2818070502
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Twilio Inc.
        5493004W8TRGD63APX93
        TWILIO INC COMPANY GUAR 03/29 3.625
        90138FAC6
        
          
          
        
        465000
        PA
        USD
        438262.5
        0.1025622507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twilio Inc.
        5493004W8TRGD63APX93
        TWILIO INC COMPANY GUAR 03/31 3.875
        90138FAD4
        
          
          
        
        620000
        PA
        USD
        576300.79
        0.1348659904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG JR SUBORDINA 144A 12/99 VAR
        902613AD0
        
          
          
        
        625000
        PA
        USD
        564062.5
        0.1320019841
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2031-02-10
          Variable
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG JR SUBORDINA 144A 12/99 VAR
        902613AG3
        
          
          
        
        550000
        PA
        USD
        506522.5
        0.1185364654
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-02
          Variable
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP COMMON STOCK USD.01
        902973304
        
          
          
        
        18658
        NS
        USD
        991672.7
        0.2320713821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        U.S. Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP PREFERRED STOCK VAR
        902973866
        
          
          
        
        804
        NS
        USD
        635160
        0.1486402309
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        U.S. Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP SR UNSECURED 06/24 0.85
        902973BB1
        
          
          
        
        2560000
        PA
        
        2833069.93
        0.6629954161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-07
          Fixed
          0.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. Bancorp
        N1GZ7BBF3NP8GI976H15
        US BANCORP JR SUBORDINA 12/99 VAR
        902973BC9
        
          
          
        
        1277000
        PA
        USD
        1155685
        0.2704535632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Variable
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        N/A
        UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000
        90353TAJ9
        
          
          
        
        945000
        PA
        USD
        845775
        0.1979283823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          None
          0.000000000000
          N
          N
          N
          N
          Y
          
            
              Uber Technologies, Inc.
              Uber Technologies, Inc.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UNICREDIT SPA 06/35 1
        904678AS8
        
          
          
        
        210000
        PA
        USD
        200664.87
        0.0469596206
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2035-06-30
          Variable
          5.459000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875
        N/A
        UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875
        90931GAA7
        
          
          
        
        1093838.54
        PA
        USD
        1124826.22
        0.2632319873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines Inc.
        N/A
        UNITED AIRLINES INC 2021 TERM LOAN B
        90932RAJ3
        
          
          
        
        1565152.6
        PA
        USD
        1544289.12
        0.3613947530
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Americold Realty Trust
        N/A
        AMERICOLD REALTY TRUST REIT USD.01
        03064D108
        
          
          
        
        20578
        NS
        USD
        573714.64
        0.1342607793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOLD MXN/BOUGHT USD
        N/A
        SOLD MXN/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -292024.95
        -0.0683397191
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            77869149.010000000000
            MXN
            3573303.570000000000
            USD
            2022-06-15
            -292024.950000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD NZD/BOUGHT USD
        N/A
        SOLD NZD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -97524.68
        -0.0228227391
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              UBS AG
              N/A
            
            10465323.180000000000
            NZD
            7146695.940000000000
            USD
            2022-06-15
            -97524.680000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -21549.14
        -0.0050429327
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            1997626.990000000000
            EUR
            2194294.170000000000
            USD
            2022-06-15
            -21549.140000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -317440.58
        -0.0742874884
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            22166754.340000000000
            EUR
            24270760.600000000000
            USD
            2022-06-15
            -317440.580000000000
          
        
        
          N
          N
          N
        
      
      
        ArcelorMittal S.A.
        2EULGUTUI56JI9SAL165
        ARCELORMITTAL SA SR UNSECURED 03/26 4.55
        03938LBA1
        
          
          
        
        100000
        PA
        USD
        102453.49
        0.0239761799
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-03-11
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Master Finance LLC
        N/A
        DB MASTER FINANCE LLC DNKN 2019 1A A2II 144A
        233046AK7
        
          
          
        
        472875
        PA
        USD
        473790.01
        0.1108764035
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-05-20
          Fixed
          4.021000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DPL Inc.
        N/A
        DPL INC
        233293AR0
        
          
          
        
        1330000
        PA
        USD
        1320902.8
        0.3091178556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Company
        549300IX8SD6XXD71I78
        DTE ENERGY CO PREFERRED STOCK
        233331842
        
          
          
        
        20150
        NS
        USD
        1073793.5
        0.2512893031
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        4948.58
        0.0011580674
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC WHOLESALE
              N/A
            
            1997626.990000000000
            EUR
            2220791.890000000000
            USD
            2022-06-15
            4948.580000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT CAD/SOLD USD
        N/A
        BOUGHT CAD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        117320.37
        0.0274553292
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            4430976.700000000000
            USD
            5687108.520000000000
            CAD
            2022-06-15
            117320.370000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT EUR/SOLD USD
        N/A
        BOUGHT EUR/SOLD USD
        N/A
        
          
        
        1
        NC
        
        38489.28
        0.0090072666
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              UBS AG
              N/A
            
            3197903.720000000000
            USD
            2917672.910000000000
            EUR
            2022-06-15
            38489.280000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT EUR/SOLD USD
        N/A
        BOUGHT EUR/SOLD USD
        N/A
        
          
        
        1
        NC
        
        1774.47
        0.0004152617
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              BANK OF MONTREAL
              N/A
            
            515376.580000000000
            USD
            466222.000000000000
            EUR
            2022-06-15
            1774.470000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT JPY/SOLD USD
        N/A
        BOUGHT JPY/SOLD USD
        N/A
        
          
        
        1
        NC
        
        -16559.42
        -0.0038752378
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              N/A
            
            1072267.080000000000
            USD
            128284640.000000000000
            JPY
            2022-06-15
            -16559.420000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT CAD/SOLD USD
        N/A
        BOUGHT CAD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        12945.09
        0.0030294117
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            1463333.330000000000
            USD
            1845911.880000000000
            CAD
            2022-06-15
            12945.090000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT EUR/SOLD USD
        N/A
        BOUGHT EUR/SOLD USD
        N/A
        
          
        
        1
        NC
        
        27993.42
        0.0065510240
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            3233165.630000000000
            USD
            2940000.000000000000
            EUR
            2022-06-15
            27993.420000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD JPY/BOUGHT USD
        N/A
        SOLD JPY/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        12911.67
        0.0030215908
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            176147171.000000000000
            JPY
            1462500.000000000000
            USD
            2022-06-15
            12911.670000000000
          
        
        
          N
          N
          N
        
      
      
        DAE Funding LLC
        N/A
        DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375
        23371DAG9
        
          
          
        
        640000
        PA
        USD
        598400
        0.1400376506
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2028-03-20
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danaher Corporation
        S4BKK9OTCEWQ3YHPFM11
        DANAHER CORP PREFERRED STOCK 04/23 5
        235851409
        
          
          
        
        805
        NS
        USD
        1271288.2
        0.2975070401
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOUGHT EUR/SOLD USD
        N/A
        BOUGHT EUR/SOLD USD
        N/A
        
          
        
        1
        NC
        
        7944.21
        0.0018591051
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC WHOLESALE
              N/A
            
            1619400.030000000000
            USD
            1467083.330000000000
            EUR
            2022-06-15
            7944.210000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT EUR/SOLD USD
        N/A
        BOUGHT EUR/SOLD USD
        N/A
        
          
        
        1
        NC
        
        7370.29
        0.0017247963
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              CANADIAN IMPERIAL BANK OF COMMERCE
              N/A
            
            1619973.950000000000
            USD
            1467083.330000000000
            EUR
            2022-06-15
            7370.290000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD JPY/BOUGHT USD
        N/A
        SOLD JPY/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        2221.72
        0.0005199272
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            177446163.000000000000
            JPY
            1462500.000000000000
            USD
            2022-06-15
            2221.720000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD JPY/BOUGHT USD
        N/A
        SOLD JPY/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        6377.48
        0.0014924587
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              ROYAL BANK OF CANADA
              N/A
            
            177001933.000000000000
            JPY
            1463000.000000000000
            USD
            2022-06-15
            6377.480000000000
          
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35
        N/A
        DELL INTERNATIONAL LLC / EMC C SR SECURED 07/46 8.35
        24703TAK2
        
          
          
        
        541000
        PA
        USD
        790612.01
        0.1850191317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          8.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc.
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC COMMON STOCK USD.0001
        247361702
        
          
          
        
        13416
        NS
        USD
        530871.12
        0.1242345328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BOUGHT CAD/SOLD USD
        N/A
        BOUGHT CAD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        4306.26
        0.0010077516
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            665730.680000000000
            USD
            837802.090000000000
            CAD
            2022-06-15
            4306.260000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT CAD/SOLD USD
        N/A
        BOUGHT CAD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        4713.56
        0.0011030680
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              BARCLAYS BANK PLC WHOLESALE
              N/A
            
            665730.680000000000
            USD
            838311.370000000000
            CAD
            2022-06-15
            4713.560000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT AUD/SOLD USD
        N/A
        BOUGHT AUD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        1367.49
        0.0003200202
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            1700230.750000000000
            USD
            2271213.930000000000
            AUD
            2022-06-15
            1367.490000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT CAD/SOLD USD
        N/A
        BOUGHT CAD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        3881.97
        0.0009084592
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              BARCLAYS BANK PLC WHOLESALE
              N/A
            
            665730.680000000000
            USD
            837271.570000000000
            CAD
            2022-06-15
            3881.970000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD SGD/BOUGHT USD
        N/A
        SOLD SGD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -7664.68
        -0.0017936895
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            2597008.770000000000
            SGD
            1908400.590000000000
            USD
            2022-06-15
            -7664.680000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD JPY/BOUGHT USD
        N/A
        SOLD JPY/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        1919.17
        0.0004491244
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              UBS AG
              N/A
            
            104566050.000000000000
            JPY
            862436.690000000000
            USD
            2022-06-15
            1919.170000000000
          
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc.
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC SR UNSECURED 10/24 2.9
        247361ZU5
        
          
          
        
        540000
        PA
        USD
        527850
        0.1235275299
        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
        DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5
        247361ZW1
        
          
          
        
        466809.28
        PA
        USD
        433324.35
        0.1014066242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-10
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium PKG Holdings Inc.
        N/A
        PRETIUM PKG HOLDINGS INC 2021 1ST LIEN TERM LOAN
        74142KAF6
        
          
          
        
        413962.5
        PA
        USD
        401469.11
        0.0939518565
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-02
          Floating
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Energy
        N/A
        QATAR PETROLEUM SR UNSECURED 144A 07/31 2.25
        74730DAC7
        
          
          
        
        380000
        PA
        USD
        349653.2
        0.0818258901
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2031-07-12
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOUGHT EUR/SOLD USD
        N/A
        BOUGHT EUR/SOLD USD
        N/A
        
          
        
        1
        NC
        
        -9611.33
        -0.0022492448
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              CITIBANK N.A.
              N/A
            
            1806512.770000000000
            USD
            1619942.530000000000
            EUR
            2022-06-15
            -9611.330000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT AUD/SOLD NZD
        N/A
        BOUGHT AUD/SOLD NZD
        N/A
        
          
        
        1
        NC
        
        200.06
        0.0000468181
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            1583083.490000000000
            NZD
            1462928.630000000000
            AUD
            2022-06-15
            200.060000000000
          
        
        
          N
          N
          N
        
      
      
        Qatar Energy
        N/A
        QATAR PETROLEUM SR UNSECURED 144A 07/51 3.3
        74730DAD5
        
          
          
        
        295000
        PA
        USD
        270757.49
        0.0633627052
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2051-07-12
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOUGHT EUR/SOLD USD
        N/A
        BOUGHT EUR/SOLD USD
        N/A
        
          
        
        1
        NC
        
        -10922.28
        -0.0025560335
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC WHOLESALE
              N/A
            
            2032436.390000000000
            USD
            1822435.340000000000
            EUR
            2022-06-15
            -10922.280000000000
          
        
        
          N
          N
          N
        
      
      
        European Financial Stability Facility
        N/A
        EUROPEAN FINANCIAL STABILITY F GOVT GUARANT REGS 05/23 1.875
        EJ6800415
        
          
          
        
        380000
        PA
        
        430232.31
        0.1006830246
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2023-05-23
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ireland Government Bonds
        N/A
        IRELAND GOVERNMENT BOND UNSECURED REGS 03/24 3.4
        EK0113978
        
          
          
        
        747000
        PA
        
        881122.29
        0.2062003599
        Long
        DBT
        NUSS
        IE
        N
        
        2
        
          2024-03-18
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10
        N/A
        BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10
        EK0169285
        
          
          
        
        13185000
        PA
        
        2744021.42
        0.6421562715
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2025-01-01
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UNICREDIT SPA JR SUBORDINA REGS 04/49 VAR
        EK1429340
        
          
          
        
        400000
        PA
        USD
        417000
        0.0975863976
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-03
          Variable
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5
        N/A
        NEW ZEALAND GOVERNMENT BOND SR UNSECURED REGS 04/27 4.5
        EK3508679
        
          
          
        
        305000
        PA
        
        224726.85
        0.0525906085
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2027-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Zealand Local Government Funding Agency Limited
        N/A
        NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/27 4.5
        EK7947402
        
          
          
        
        1190000
        PA
        
        852891.38
        0.1995937585
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2027-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 03/25 1
        N/A
        NORWAY GOVERNMENT BOND BONDS 144A REGS 03/25 1.75
        EK7957005
        
          
          
        
        3875000
        PA
        
        431593.84
        0.1010016500
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2025-03-13
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Inter-American Development Bank
        VKU1UKDS9E7LYLMACP54
        INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/25 2.75
        EK8694128
        
          
          
        
        500000
        PA
        
        370783.4
        0.0867707825
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2025-10-30
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        EUROPEAN INVESTMENT BANK SR UNSECURED REGS 05/22 1.5
        EK8861875
        
          
          
        
        5320000
        PA
        
        604473.24
        0.1414589111
        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
        SINGAPORE GOVERNMENT BOND BONDS 06/25 2.375
        EK9375735
        
          
          
        
        650000
        PA
        
        483836.73
        0.1132275383
        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
        JAZZ FINANCING LUX SARL USD TERM LOAN
        G5080AAF9
        
          
          
        
        1225737.5
        PA
        USD
        1220074.59
        0.2855220240
        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
        SETANTA AIRCRAFT LEASING DAC TERM LOAN B
        G8057JAB2
        
          
          
        
        460000
        PA
        USD
        452718.2
        0.1059451757
        Long
        LON
        CORP
        IE
        N
        
        2
        
          2028-11-05
          Floating
          3.006
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON Luxembourg S.A R.L.
        N/A
        ICON LUXEMBOURG SARL TERM LOAN B
        L5000DAC1
        
          
          
        
        971350.64
        PA
        USD
        965891.65
        0.2260380973
        Long
        LON
        CORP
        LU
        N
        
        2
        
          2028-07-03
          Floating
          3.256
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AthenaHealth Group Inc.
        N/A
        ATHENAHEALTH INC 2022 TERM LOAN B
        04686RAB9
        
          
          
        
        270000
        PA
        USD
        266692.5
        0.0624114157
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding Inc.
        N/A
        AVANTOR INC 2021 TERM LOAN B5
        05350NAL8
        
          
          
        
        1945225
        PA
        USD
        1927504
        0.4510747522
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-08
          Floating
          2.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
        N/A
        DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
        830867AB3
        
          
          
        
        3417000
        PA
        USD
        3443162.7
        0.8057694104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-20
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR
        83367TBU2
        
          
          
        
        410000
        PA
        USD
        414100
        0.0969077392
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-04-06
          Variable
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Southern Company
        549300FC3G3YU2FBZD92
        SOUTHERN CO/THE PREFERRED STOCK 08/22 6.75
        842587602
        
          
          
        
        33300
        NS
        USD
        1818513
        0.4255686633
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwestern Energy Company
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY CO 2021 TERM LOAN
        84546SAU7
        
          
          
        
        493762.5
        PA
        USD
        492528.09
        0.1152614916
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-22
          Floating
          3.301
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corporation
        549300ZTTY7CXOLJ6539
        SPRINT CORP COMPANY GUAR 06/24 7.125
        85207UAH8
        
          
          
        
        165000
        PA
        USD
        176970.75
        0.0414147193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Inc.
        549300OHIIUWSTIZME52
        SQUARE INC SR UNSECURED 144A 06/31 3.5
        852234AM5
        
          
          
        
        315000
        PA
        USD
        288225
        0.0674504543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The AES Corporation
        2NUNNB7D43COUIRE5295
        AES CORP/THE SR UNSECURED 144A 07/30 3.95
        00130HCC7
        
          
          
        
        160000
        PA
        USD
        158505.06
        0.0370933760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGI Group LLC
        N/A
        ANGI GROUP LLC COMPANY GUAR 144A 08/28 3.875
        001846AA2
        
          
          
        
        660000
        PA
        USD
        559112.4
        0.1308435610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        APX Group Inc.
        549300OMQVKPRU98OE64
        APX GROUP INC. 2021 TERM LOAN B
        00213NAM4
        
          
          
        
        364087.5
        PA
        USD
        358757.26
        0.0839564235
        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
        AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/26 5.5
        00253XAA9
        
          
          
        
        970000
        PA
        USD
        977275
        0.2287020304
        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
        AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75
        00253XAB7
        
          
          
        
        790000
        PA
        USD
        787037.5
        0.1841826244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-20
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Worldwide Express Inc.
        N/A
        WORLDWIDE EXPS OPTN LLC 2021 1ST LIEN TERM LOAN
        00435UAB4
        
          
          
        
        319200
        PA
        USD
        315411.1
        0.0738125492
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-26
          Floating
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Green Energy Limited
        N/A
        ADANI GREEN ENERGY LTD SR SECURED 144A 09/24 4.375
        00653XAA5
        
          
          
        
        305000
        PA
        USD
        296612.5
        0.0694132982
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-09-08
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 12/24 6.25
        N/A
        ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 12/24 6.25
        00654AAA4
        
          
          
        
        460000
        PA
        USD
        470350
        0.1100713719
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-12-10
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM TECHNOLOGY CORPORATION 2021 TERM LOAN B
        00766WAV5
        
          
          
        
        1314395
        PA
        USD
        1310399.24
        0.3066598110
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-13
          Floating
          2.197
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allergan Funding SCS
        222100FLFVOSKCBCAR54
        ALLERGAN FUNDING SCS COMPANY GUAR 06/24 1.25
        018489AB0
        
          
          
        
        520000
        PA
        
        568306.57
        0.1329951820
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-06-01
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allergan Funding SCS
        222100FLFVOSKCBCAR54
        ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625
        018489AG9
        
          
          
        
        300000
        PA
        
        337805.45
        0.0790532780
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-11-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines Group Inc.
        N/A
        AMERICAN AIRLINES GROUP INC COMPANY GUAR 07/25 6.5
        02376RAF9
        
          
          
        
        1395000
        PA
        USD
        1908360
        0.4465946706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.500000000000
          N
          N
          N
          N
          Y
          
            
              American Airlines Group, Inc.
              American Airlines Group, Inc.
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        American Electric Power Company Inc.
        1B4S6S7G0TW5EE83BO58
        AMERICAN ELECTRIC POWER 08/25 6.125
        02557T307
        
          
          
        
        23350
        NS
        USD
        1304564.5
        0.3052943644
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American International Group Inc.
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR
        026874BS5
        
          
          
        
        1700000
        PA
        USD
        2307750
        0.5400599736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2058-05-15
          Variable
          8.175000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corporation
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP SR UNSECURED 05/26 1.95
        03027XAS9
        
          
          
        
        305000
        PA
        
        341615.12
        0.0799448175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25
        N/A
        ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25
        03969YAA6
        
          
          
        
        960000
        PA
        USD
        871200
        0.2038783443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A
        N/A
        ARROYO MORTGAGE TRUST 01/49 1
        042859AA6
        
          
          
        
        432513.87
        PA
        USD
        425798.01
        0.0996453091
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-25
          Variable
          3.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A
        056054AA7
        
          
          
        
        1426546.1
        PA
        USD
        1420333.92
        0.3323867400
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.317000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A
        05609VAA3
        
          
          
        
        535000
        PA
        USD
        521241.46
        0.1219809984
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          1.096570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corporation
        0BGI85ALH27ZJP15DY16
        BALL CORP COMPANY GUAR 07/25 5.25
        058498AT3
        
          
          
        
        1375000
        PA
        USD
        1456812.5
        0.3409234624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ball Corporation
        0BGI85ALH27ZJP15DY16
        BALL CORP COMPANY GUAR 03/26 4.875
        058498AV8
        
          
          
        
        1035000
        PA
        USD
        1071783.9
        0.2508190162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        ASURION LLC 2021 TERM LOAN B9
        04649VAY6
        
          
          
        
        481353.38
        PA
        USD
        470975.4
        0.1102177281
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-07-31
          Floating
          3.707
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLD JPY/BOUGHT USD
        N/A
        SOLD JPY/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        199440.13
        0.0466730068
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK N.A
              N/A
            
            447707118.000000000000
            JPY
            3883808.210000000000
            USD
            2022-06-15
            199440.130000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD NOK/BOUGHT USD
        N/A
        SOLD NOK/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -110096.18
        -0.0257647232
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              CITIBANK N.A.
              N/A
            
            49387147.010000000000
            NOK
            5496927.710000000000
            USD
            2022-06-15
            -110096.180000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD MXN/BOUGHT USD
        N/A
        SOLD MXN/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -26297.17
        -0.0061540674
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              N/A
            
            23167179.200000000000
            MXN
            1123693.030000000000
            USD
            2022-06-15
            -26297.170000000000
          
        
        
          N
          N
          N
        
      
      
        1011778 B.C. Unlimited Liability Company / New Red Finance Inc.
        N/A
        1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875
        68245XAH2
        
          
          
        
        970000
        PA
        USD
        919108.95
        0.2150900034
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asurion LLC
        549300KNQVXGIOXWK278
        ASURION LLC 2021 SECOND LIEN TERM LOAN B4
        04649VBA7
        
          
          
        
        650000
        PA
        USD
        634562.5
        0.1485004038
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-01-20
          Floating
          5.707
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atento Luxco 1 S.A.
        N/A
        ATENTO LUXCO 1 SA SR SECURED 144A 02/26 8
        04684LAC2
        
          
          
        
        486000
        PA
        USD
        490980.06
        0.1148992214
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-02-10
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B.C. Unlimited Liability Company / New Red Finance Inc.
        N/A
        1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4
        68245XAM1
        
          
          
        
        2124000
        PA
        USD
        1915922.34
        0.4483644105
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-10-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5
        N/A
        NORWAY GOVERNMENT BOND BONDS 144A REGS 02/26 1.5
        JK1115662
        
          
          
        
        7640000
        PA
        
        835443.44
        0.1955105892
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2026-02-19
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRA Health Sciences Inc.
        549300R1HR1VWWHIAK47
        ICON LUXEMBOURG SARL US TERM LOAN
        L5000DAD9
        
          
          
        
        242016.97
        PA
        USD
        240656.83
        0.0563185446
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-03
          Floating
          3.256
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Malaysia Government Bond
        N/A
        MALAYSIA GOVERNMENT BOND BONDS 11/26 3.9
        LW1697165
        
          
          
        
        1805000
        PA
        
        437952.31
        0.1024896600
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2026-11-30
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Car Rental LLC
        N/A
        AVIS BUDGET CAR RENTAL LLC 2022 TERM LOAN C
        05377JAS1
        
          
          
        
        475000
        PA
        USD
        470843.75
        0.1101869194
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-16
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR
        05565ALQ4
        
          
          
        
        820000
        PA
        USD
        735540
        0.1721311723
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-02-25
          Variable
          4.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR
        05565ASK0
        
          
          
        
        1421000
        PA
        USD
        1268256.71
        0.2967976103
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-02-25
          Variable
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK hynix Inc.
        N/A
        SK HYNIX INC SR UNSECURED 144A 01/26 1.5
        78392BAB3
        
          
          
        
        485000
        PA
        USD
        448658.7
        0.1049951709
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets plc
        549300CRVT18MXX0AG93
        BP CAPITAL MARKETS PLC COMPANY GUAR REGS 04/23 1
        LW1708160
        
          
          
        
        400000
        PA
        
        542673.91
        0.1269966233
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-28
          Fixed
          1.000000000000
          N
          N
          N
          N
          N
          
            
              BP Capital Markets PLC
              BP Capital Markets PLC
              GBP
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BNG Bank N.V.
        N/A
        BNG BANK NV SR UNSECURED REGS 06/24 0.25
        LW2835434
        
          
          
        
        395000
        PA
        
        435502.83
        0.1019164324
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-06-07
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 06/23 2.625
        LW3759161
        
          
          
        
        850000
        PA
        
        956703.43
        0.2238878688
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2023-06-14
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hunter Douglas Inc.
        N/A
        SOLIS IV BV USD TERM LOAN B1
        N/A
        
          
          
        
        730000
        PA
        USD
        714487.5
        0.1672044634
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-02-26
          Floating
          4.0000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH Salt Holdings Inc.
        N/A
        SCIH SALT HOLDINGS INC 2021 TERM LOAN B
        78397GAF8
        
          
          
        
        893846.36
        PA
        USD
        877408.53
        0.2053312653
        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
        SBA SR FIN II LLC TERM LOAN B
        78404XAH8
        
          
          
        
        1186850.52
        PA
        USD
        1170863.64
        0.2740056707
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-11
          Floating
          2.207
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corporation
        N/A
        SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875
        78410GAD6
        
          
          
        
        1900000
        PA
        USD
        1853307.5
        0.4337112770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corporation
        N/A
        SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125
        78410GAG9
        
          
          
        
        955000
        PA
        USD
        868687.1
        0.2032902751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSandC Technologies Inc.
        N/A
        SS+C TECHNOLOGIES INC 2022 TERM LOAN B6
        78466DBG8
        
          
          
        
        440000
        PA
        USD
        435507.6
        0.1019175487
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-22
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SSandC Technologies Inc.
        N/A
        SS+C TECHNOLOGIES INC 2022 TERM LOAN B7
        78466DBH6
        
          
          
        
        596000
        PA
        USD
        589914.84
        0.1380519523
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-22
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        St. Marys Cement Inc. (Canada)
        N/A
        ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 01/27 5.75
        78478EAA6
        
          
          
        
        830000
        PA
        USD
        880845.8
        0.2061356557
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-01-28
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7
        N/A
        PORTUGAL OBRIGACOES DO TESOURO UNSECURED 144A REGS 10/27 0.7
        BH4959673
        
          
          
        
        435000
        PA
        
        477529.58
        0.1117515382
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2027-10-15
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND BONDS 04/25 1.99
        N/A
        CHINA GOVERNMENT BOND BONDS 04/25 1.99
        BH5574455
        
          
          
        
        12420000
        PA
        
        1927976.21
        0.4511852588
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2025-04-09
          Fixed
          1.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Zealand Local Government Funding Agency Limited
        N/A
        NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 04/26 1.5
        BH6763701
        
          
          
        
        680000
        PA
        
        432413.61
        0.1011934927
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2026-04-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia Government Bond
        N/A
        AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 11/24 0.25
        BH7282321
        
          
          
        
        2210000
        PA
        
        1572006.78
        0.3678812437
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2024-11-21
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2
        N/A
        HELLENIC REPUBLIC GOVERNMENT B SR UNSECURED 144A REGS 04/27 2
        BH8301500
        
          
          
        
        779000
        PA
        
        876477.16
        0.2051133060
        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
        ITALY BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 07/25 1
        BI0195932
        
          
          
        
        1710000
        PA
        
        1949091.29
        0.4561266127
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2025-07-01
          Fixed
          1.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        AIRBUS SE SR UNSECURED REGS 06/30 1.625
        BJ8145234
        
          
          
        
        255000
        PA
        
        284768.7
        0.0666416105
        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
        HELLENIC REPUBLIC GOVERNMENT B BONDS 144A REGS 06/30 1.5
        BJ9482271
        
          
          
        
        1020000
        PA
        
        1047824.91
        0.2452121301
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2030-06-18
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG JR SUBORDINA REGS 12/99 VAR
        BK6156289
        
          
          
        
        466000
        PA
        USD
        467422.23
        0.1093862148
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-07-29
          Variable
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND BONDS 11/23 2.88
        N/A
        CHINA GOVERNMENT BOND BONDS 11/23 2.88
        BM1605906
        
          
          
        
        14670000
        PA
        
        2333391.59
        0.5460606220
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2023-11-05
          Fixed
          2.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        15690020 MFC GLOBAL FXVANILLAOPTION---20220411
        N/A
        15690020 MFC GLOBAL FXVANILLAOPTION---20220411
        N/A
        
          
        
        12240000
        PA
        USD
        1089.36
        0.0002549322
        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
            -139670.640000000000
          
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORPORATION USD TERM LOAN B
        P2121YAN8
        
          
          
        
        1208111.79
        PA
        USD
        1173076.55
        0.2745235362
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-30
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLD GBP/BOUGHT USD
        N/A
        SOLD GBP/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -13143.93
        -0.0030759443
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              CANADIAN IMPERIAL BANK OF COMMERCE
              N/A
            
            4227272.320000000000
            GBP
            5538401.410000000000
            USD
            2022-06-15
            -13143.930000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        950.56
        0.0002224502
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              GOLDMAN SACHS BANK USA
              N/A
            
            2004438.600000000000
            EUR
            2224349.570000000000
            USD
            2022-06-15
            950.560000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -4191.16
        -0.0009808158
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            2917672.910000000000
            EUR
            3232201.840000000000
            USD
            2022-06-15
            -4191.160000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -11124.7
        -0.0026034038
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            1467083.330000000000
            EUR
            1616219.540000000000
            USD
            2022-06-15
            -11124.700000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -8935.52
        -0.0020910916
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC WHOLESALE
              N/A
            
            1467083.330000000000
            EUR
            1618408.720000000000
            USD
            2022-06-15
            -8935.520000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD EUR/BOUGHT USD
        N/A
        SOLD EUR/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -3762.29
        -0.0008804516
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            1467083.330000000000
            EUR
            1623581.950000000000
            USD
            2022-06-15
            -3762.290000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD SGD/BOUGHT USD
        N/A
        SOLD SGD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        622.63
        0.0001457080
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              CANADIAN IMPERIAL BANK OF COMMERCE
              N/A
            
            2620321.820000000000
            SGD
            1933888.200000000000
            USD
            2022-06-15
            622.630000000000
          
        
        
          N
          N
          N
        
      
      
        International Bank for Reconstruction and Development
        ZTMSNXROF84AHWJNKQ93
        INTL BK RECON + DEVELOP 01/27 1.8
        459058KF9
        
          
          
        
        625000
        PA
        
        477947.65
        0.1118493750
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2027-01-19
          Fixed
          1.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo S.p.A
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA COMPANY GUAR 144A 12/49 VAR
        46115HAU1
        
          
          
        
        800000
        PA
        USD
        836000
        0.1956408354
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-09-17
          Variable
          7.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo S.p.A
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198
        46115HBQ9
        
          
          
        
        740000
        PA
        USD
        654167.4
        0.1530883453
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-01
          Variable
          4.198000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125
        N/A
        INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125
        46137NAC2
        
          
          
        
        569951.84
        PA
        USD
        464510.75
        0.1087048698
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2033-06-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Israel Electric Corporation Ltd
        N/A
        ISRAEL ELECTRIC CORP LTD SR SECURED 144A 06/23 6.875
        46507MAE2
        
          
          
        
        390000
        PA
        USD
        406913.09
        0.0952258575
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-21
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25
        N/A
        REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25
        465410CA4
        
          
          
        
        742000
        PA
        USD
        684124
        0.1600987929
        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
        JBS FINANCE LUXEMBOURG SARL COMPANY GUAR 144A 01/32 3.625
        46592QAA7
        
          
          
        
        1070000
        PA
        USD
        979060.7
        0.2291199202
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jack in the Box Funding LLC
        N/A
        JACK IN THE BOX FUNDING LLC JACK 2019 1A A2II 144A
        466365AB9
        
          
          
        
        589050
        PA
        USD
        580951.15
        0.1359542683
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-08-25
          Fixed
          4.476000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ziff Davis Inc.
        5493008OJYGLHD7MXA18
        J2 GLOBAL INC COMPANY GUAR 144A 10/30 4.625
        48123VAF9
        
          
          
        
        296000
        PA
        USD
        281858.6
        0.0659605885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kenbourne Invest S.A.
        N/A
        KENBOURNE INVEST SA COMPANY GUAR 144A 01/28 4.7
        48855KAC4
        
          
          
        
        450000
        PA
        USD
        395352
        0.0925203296
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5
        N/A
        NEW ZEALAND GOVERNMENT BOND BONDS 05/24 0.5
        BK0089494
        
          
          
        
        4135000
        PA
        
        2724998.55
        0.6377045368
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2024-05-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cellnex Telecom S.A.
        5493008T4YG3AQUI7P67
        CELLNEX TELECOM SA SR UNSECURED 06/29 1.875
        BK0950067
        
          
          
        
        500000
        PA
        
        500558.29
        0.1171407201
        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
        JAPAN GOVERNMENT FIVE YEAR BON BONDS 06/25 0.1
        BK4459446
        
          
          
        
        447900000
        PA
        
        3693753.41
        0.8644126829
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2025-06-20
          Fixed
          0.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cellnex Telecom S.A.
        5493008T4YG3AQUI7P67
        CELLNEX TELECOM SA SR UNSECURED REGS 11/31 0.75
        BM3171360
        
          
          
        
        600000
        PA
        
        571880.24
        0.1338314927
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2031-11-20
          Fixed
          0.750000000000
          N
          N
          N
          N
          N
          
            
              Cellnex Telecom SA
              Cellnex Telecom SA
              EUR
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        FORD MOTOR CREDIT CO LLC SR UNSECURED 06/24 2.748
        BM9458266
        
          
          
        
        316000
        PA
        
        401818.39
        0.0940335951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          2.748000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government International Bond
        N/A
        INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1
        BN3328919
        
          
          
        
        261000
        PA
        
        251232.11
        0.0587933731
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5
        N/A
        NEW ZEALAND GOVERNMENT BOND BONDS 05/26 0.5
        BN7879297
        
          
          
        
        2810000
        PA
        
        1752613.42
        0.4101468345
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2026-05-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The United Kingdom
        N/A
        UNITED KINGDOM GILT BONDS REGS 01/25 0.25
        BQ2520402
        
          
          
        
        335000
        PA
        
        425029.31
        0.0994654178
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2025-01-31
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1
        N/A
        INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1
        BQ4051935
        
          
          
        
        33840000
        PA
        
        423004.55
        0.0989915832
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2031-07-12
          Fixed
          6.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Bank for Reconstruction and Development
        ZTMSNXROF84AHWJNKQ93
        INTERNATIONAL BANK FOR RECONST SR UNSECURED 11/26 2.875
        BS5174880
        
          
          
        
        715000
        PA
        
        479541.14
        0.1122222838
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2026-11-30
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM COMPANY GUAR 03/27 5.125
        00774CAB3
        
          
          
        
        835000
        PA
        USD
        853979.55
        0.1998484122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA SR UNSECURED 07/25 4
        008911BF5
        
          
          
        
        500000
        PA
        USD
        734500
        0.1718877914
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-01
          Fixed
          4.000000000000
          N
          N
          N
          N
          Y
          
            
              Air Canada
              Air Canada
              CAD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Aker BP ASA
        549300NFTY73920OYK69
        AKER BP ASA SR UNSECURED 144A 01/30 3.75
        00973RAF0
        
          
          
        
        750000
        PA
        USD
        733885.9
        0.1717440796
        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
        ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT
        015857873
        
          
          
        
        25100
        NS
        USD
        1243956
        0.2911107548
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Canada Housing Trust No. 1
        549300M44WH89JG50067
        CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 12/25 1.95
        13509PFA6
        
          
          
        
        1675000
        PA
        
        1306785.39
        0.3058140974
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-12-15
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canada Housing Trust No. 1
        549300M44WH89JG50067
        CANADA HOUSING TRUST NO 1 GOVT GUARANT 144A 06/26 1.25
        13509PHT3
        
          
          
        
        1425000
        PA
        
        1075346.96
        0.2516528440
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corporation
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/24 0.8
        14040HCB9
        
          
          
        
        155000
        PA
        
        170396.1
        0.0398761188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-12
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORP SR UNSECURED 144A 03/27 5.75
        143658BN1
        
          
          
        
        1165000
        PA
        USD
        1111019.73
        0.2600009906
        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
        CEMEX SAB DE CV SR SECURED 144A 07/31 3.875
        151290BZ5
        
          
          
        
        1355000
        PA
        USD
        1236451.05
        0.2893544454
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-07-11
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSECURED 12/29 4.625
        15135BAT8
        
          
          
        
        260000
        PA
        USD
        262103.4
        0.0613374738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSECURED 02/30 3.375
        15135BAV3
        
          
          
        
        1765000
        PA
        USD
        1660750.28
        0.3886490098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSECURED 10/30 3
        15135BAW1
        
          
          
        
        1795000
        PA
        USD
        1648653.65
        0.3858181548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CENTENE CORP SR UNSECURED 03/31 2.5
        15135BAX9
        
          
          
        
        905000
        PA
        USD
        798689.65
        0.1869094621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc.
        N/A
        CENOVUS ENERGY INC SR UNSECURED 11/39 6.75
        15135UAF6
        
          
          
        
        1806000
        PA
        USD
        2229871.61
        0.5218348620
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOUGHT NZD/SOLD AUD
        N/A
        BOUGHT NZD/SOLD AUD
        N/A
        
          
        
        1
        NC
        
        4069.5
        0.0009523450
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            1462928.630000000000
            AUD
            1589251.490000000000
            NZD
            2022-06-15
            4069.500000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT NZD/SOLD AUD
        N/A
        BOUGHT NZD/SOLD AUD
        N/A
        
          
        
        1
        NC
        
        7916.17
        0.0018525432
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            1462928.630000000000
            AUD
            1594808.570000000000
            NZD
            2022-06-15
            7916.170000000000
          
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc.
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5
        737446AP9
        
          
          
        
        285000
        PA
        USD
        274221.3
        0.0641733065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Asahan Aluminium (Persero) PT
        N/A
        INDONESIA ASAHAN ALUMINIUM PER SR UNSECURED 144A 05/25 4.75
        74445PAE2
        
          
          
        
        1090000
        PA
        USD
        1110710
        0.2599285075
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-05-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/29 4
        N/A
        QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/29 4
        74727PBA8
        
          
          
        
        475000
        PA
        USD
        507100.5
        0.1186717290
        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
        QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817
        74727PBB6
        
          
          
        
        710000
        PA
        USD
        841250.6
        0.1968695815
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2049-03-14
          Fixed
          4.817000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Quebec Canada
        549300WN65YFEQH74Y36
        PROVINCE OF QUEBEC CANADA UNSECURED 09/23 3
        74814ZEP4
        
          
          
        
        650000
        PA
        
        525396.95
        0.1229534668
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2023-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rogers Communications Inc.
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS INC SUB NOTES 12/81 VAR
        775109BR1
        
          
          
        
        515000
        PA
        
        400247.05
        0.0936658699
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2081-12-17
          Variable
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR
        780086UF9
        
          
          
        
        615000
        PA
        
        454897.81
        0.1064552483
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-24
          Variable
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group plc
        N/A
        ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR
        780097BQ3
        
          
          
        
        840000
        PA
        USD
        857766
        0.2007345177
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-29
          Variable
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd.
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5
        780153BG6
        
          
          
        
        1235000
        PA
        USD
        1177337.85
        0.2755207662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd.
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEN CRUISES 07/26 4.25
        780153BH4
        
          
          
        
        690000
        PA
        USD
        641831.1
        0.1502014026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC/CCO Holdings Capital Corp.
        N/A
        CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5
        1248EPCE1
        
          
          
        
        735000
        PA
        USD
        689644.99
        0.1613908158
        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
        CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25
        1248EPCK7
        
          
          
        
        165000
        PA
        USD
        149737.5
        0.0350415904
        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
        CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5
        1248EPCL5
        
          
          
        
        510000
        PA
        USD
        457725
        0.1071168677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25
        N/A
        CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25
        12513GBD0
        
          
          
        
        165000
        PA
        USD
        161700
        0.0378410563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPPIB Capital Inc.
        N/A
        CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25
        12593CAR2
        
          
          
        
        635000
        PA
        
        473820.78
        0.1108836043
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2031-12-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A
        N/A
        CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A
        12655VAA2
        
          
          
        
        147264.08
        PA
        USD
        144576.92
        0.0338339108
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.656000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CT TRUST SR SECURED 144A 02/32 5.125
        N/A
        CT TRUST SR SECURED 144A 02/32 5.125
        12659BAA2
        
          
          
        
        360000
        PA
        USD
        359640
        0.0841630024
        Long
        DBT
        CORP
        GT
        N
        
        2
        
          2032-02-03
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cadence Bank
        N/A
        CADENCE BANK COMMON STOCK USD2.5
        12740C103
        
          
          
        
        17513
        NS
        USD
        512430.38
        0.1199190283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT BOND BONDS 09/24 1.5
        N/A
        CANADIAN GOVERNMENT BOND BONDS 09/24 1.5
        135087J96
        
          
          
        
        885000
        PA
        
        694967.28
        0.1626363388
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2024-09-01
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT BOND UNSECURED 12/29 2.25
        N/A
        CANADIAN GOVERNMENT BOND UNSECURED 12/29 2.25
        135087N67
        
          
          
        
        1350000
        PA
        
        1072797.26
        0.2510561629
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-12-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLD AUD/BOUGHT USD
        N/A
        SOLD AUD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -161648.78
        -0.0378290698
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK N.A
              N/A
            
            8327218.820000000000
            AUD
            6077121.020000000000
            USD
            2022-06-15
            -161648.780000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT NZD/SOLD USD
        N/A
        BOUGHT NZD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        43.36
        0.0000101471
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES INC
              N/A
            
            1638.020000000000
            USD
            2429.000000000000
            NZD
            2022-06-15
            43.360000000000
          
        
        
          N
          N
          N
        
      
      
        SOLD AUD/BOUGHT USD
        N/A
        SOLD AUD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        -908.76
        -0.0002126681
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              CANADIAN IMPERIAL BANK OF COMMERCE
              N/A
            
            583920.600000000000
            AUD
            436565.780000000000
            USD
            2022-06-15
            -908.760000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT JPY/SOLD USD
        N/A
        BOUGHT JPY/SOLD USD
        N/A
        
          
        
        1
        NC
        
        -16551.16
        -0.0038733047
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            1467500.000000000000
            USD
            176312494.000000000000
            JPY
            2022-06-15
            -16551.160000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT JPY/SOLD USD
        N/A
        BOUGHT JPY/SOLD USD
        N/A
        
          
        
        1
        NC
        
        -12850.38
        -0.0030072477
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              HSBC BANK USA
              N/A
            
            1467500.000000000000
            USD
            176762195.000000000000
            JPY
            2022-06-15
            -12850.380000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT JPY/SOLD USD
        N/A
        BOUGHT JPY/SOLD USD
        N/A
        
          
        
        1
        NC
        
        -1063.07
        -0.0002487798
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            1463333.330000000000
            USD
            177688220.000000000000
            JPY
            2022-06-15
            -1063.070000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT JPY/SOLD USD
        N/A
        BOUGHT JPY/SOLD USD
        N/A
        
          
        
        1
        NC
        
        -1804.2
        -0.0004222191
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              N/A
            
            857813.670000000000
            USD
            104018254.000000000000
            JPY
            2022-06-15
            -1804.200000000000
          
        
        
          N
          N
          N
        
      
      
        BOUGHT NZD/SOLD USD
        N/A
        BOUGHT NZD/SOLD USD
        N/A
        
          
        
        1
        NC
        
        7582.15
        0.0017743758
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              CITIBANK N.A.
              N/A
            
            1483311.210000000000
            USD
            2153810.830000000000
            NZD
            2022-06-15
            7582.150000000000
          
        
        
          N
          N
          N
        
      
      
        SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0
        N/A
        SPAIN GOVERNMENT BOND SR UNSECURED 144A REGS 07/24 0
        ZS0772682
        
          
          
        
        875000
        PA
        
        968180.64
        0.2265737670
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2024-07-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philippines Government International Bond
        N/A
        PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875
        ZS5626230
        
          
          
        
        1465000
        PA
        
        1547493.33
        0.3621446027
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2027-05-17
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-29
      John Hancock Variable Insurance Trust
      /s/Salvatore Schiavone
      Salvatore Schiavone
      Treasurer
    
  
  XXXX




John Hancock Variable Insurance Trust
Portfolio of InvestmentsMarch 31, 2022 (unaudited) (showing percentage of total net assets)

500 Index Trust
    Shares or
Principal
Amount
  Value
COMMON STOCKS – 97.6%      
Communication services – 9.1%          
Diversified telecommunication services – 1.0%      
AT&T, Inc.   1,460,971   $ 34,522,745
Lumen Technologies, Inc.   181,806     2,048,954
Verizon Communications, Inc.   857,652     43,688,793
          80,260,492
Entertainment – 1.4%      
Activision Blizzard, Inc.   158,073     12,663,228
Electronic Arts, Inc.   57,843     7,317,718
Live Nation Entertainment, Inc. (A)   28,794     3,387,326
Netflix, Inc. (A)   90,994     34,085,442
Take-Two Interactive Software, Inc. (A)   23,683     3,641,024
The Walt Disney Company (A)   372,594     51,104,993
          112,199,731
Interactive media and services – 5.6%      
Alphabet, Inc., Class A (A)   61,421     170,833,298
Alphabet, Inc., Class C (A)   56,729     158,443,530
Match Group, Inc. (A)   58,231     6,332,039
Meta Platforms, Inc., Class A (A)   471,561     104,856,304
Twitter, Inc. (A)   162,191     6,275,170
          446,740,341
Media – 0.9%      
Charter Communications, Inc., Class A (A)   24,363     13,290,504
Comcast Corp., Class A   923,996     43,261,493
Discovery, Inc., Series A (A)(B)   34,370     856,500
Discovery, Inc., Series C (A)   61,733     1,541,473
DISH Network Corp., Class A (A)   50,596     1,601,363
Fox Corp., Class A   65,733     2,593,167
Fox Corp., Class B   30,146     1,093,697
News Corp., Class A   79,517     1,761,302
News Corp., Class B   24,750     557,370
Omnicom Group, Inc.   43,579     3,698,986
Paramount Global, Class B   123,135     4,655,734
The Interpublic Group of Companies, Inc.   80,005     2,836,177
          77,747,766
Wireless telecommunication services – 0.2%      
T-Mobile US, Inc. (A)   119,218     15,301,630
          732,249,960
Consumer discretionary – 11.7%          
Auto components – 0.1%      
Aptiv PLC (A)   54,982     6,581,895
BorgWarner, Inc.   48,739     1,895,947
          8,477,842
Automobiles – 2.6%      
Ford Motor Company   797,556     13,486,672
General Motors Company (A)   295,071     12,906,406
Tesla, Inc. (A)   170,971     184,238,350
          210,631,428
Distributors – 0.1%      
Genuine Parts Company   29,109     3,668,316
LKQ Corp.   54,953     2,495,416
Pool Corp.   8,151     3,446,650
          9,610,382
Hotels, restaurants and leisure – 1.8%      
Booking Holdings, Inc. (A)   8,346     19,600,164
Caesars Entertainment, Inc. (A)   43,381     3,355,954
Carnival Corp. (A)   162,307     3,281,848
Chipotle Mexican Grill, Inc. (A)   5,710     9,033,391
Darden Restaurants, Inc.   26,488     3,521,580
Domino's Pizza, Inc.   7,491     3,048,912
500 Index Trust (continued)
    Shares or
Principal
Amount
  Value
COMMON STOCKS (continued)      
Hotels, restaurants and leisure (continued)      
Expedia Group, Inc. (A)   30,716   $ 6,010,200
Hilton Worldwide Holdings, Inc. (A)   56,644     8,595,161
Las Vegas Sands Corp. (A)   69,878     2,716,158
Marriott International, Inc., Class A (A)   55,601     9,771,876
McDonald's Corp.   152,712     37,762,623
MGM Resorts International   75,944     3,185,091
Norwegian Cruise Line Holdings, Ltd. (A)   86,884     1,901,022
Penn National Gaming, Inc. (A)   31,868     1,351,841
Royal Caribbean Cruises, Ltd. (A)   45,556     3,816,682
Starbucks Corp.   234,993     21,377,313
Wynn Resorts, Ltd. (A)   21,395     1,706,037
Yum! Brands, Inc.   60,092     7,122,705
          147,158,558
Household durables – 0.3%      
D.R. Horton, Inc.   66,251     4,936,362
Garmin, Ltd.   30,881     3,662,795
Lennar Corp., A Shares   53,242     4,321,653
Mohawk Industries, Inc. (A)   11,365     1,411,533
Newell Brands, Inc.   76,953     1,647,564
NVR, Inc. (A)   689     3,077,949
PulteGroup, Inc.   52,750     2,210,225
Whirlpool Corp.   11,579     2,000,620
          23,268,701
Internet and direct marketing retail – 3.8%      
Amazon.com, Inc. (A)   89,369     291,338,472
eBay, Inc.   127,529     7,302,311
Etsy, Inc. (A)   25,727     3,197,352
          301,838,135
Leisure products – 0.0%      
Hasbro, Inc.   26,306     2,154,988
Multiline retail – 0.5%      
Dollar General Corp.   46,932     10,448,471
Dollar Tree, Inc. (A)   45,406     7,271,771
Target Corp.   97,862     20,768,274
          38,488,516
Specialty retail – 1.9%      
Advance Auto Parts, Inc.   13,301     2,752,775
AutoZone, Inc. (A)   4,260     8,709,911
Bath & Body Works, Inc.   53,812     2,572,214
Best Buy Company, Inc.   43,536     3,957,422
CarMax, Inc. (A)   33,117     3,195,128
Lowe's Companies, Inc.   137,603     27,821,951
O'Reilly Automotive, Inc. (A)   13,660     9,356,554
Ross Stores, Inc.   72,587     6,566,220
The Home Depot, Inc.   213,242     63,829,728
The TJX Companies, Inc.   241,617     14,637,158
Tractor Supply Company   23,240     5,423,519
Ulta Beauty, Inc. (A)   11,130     4,432,189
          153,254,769
Textiles, apparel and luxury goods – 0.6%      
NIKE, Inc., Class B   259,778     34,955,728
PVH Corp.   14,504     1,111,151
Ralph Lauren Corp.   9,884     1,121,241
Tapestry, Inc.   56,679     2,105,625
Under Armour, Inc., Class A (A)   38,345     652,632
Under Armour, Inc., Class C (A)   42,357     659,075
VF Corp.   66,239     3,766,350
          44,371,802
          939,255,121
 
  1  

John Hancock Variable Insurance Trust
Portfolio of InvestmentsMarch 31, 2022 (unaudited) (showing percentage of total net assets)

500 Index Trust (continued)
    Shares or
Principal
Amount
  Value
COMMON STOCKS (continued)      
Consumer staples – 5.9%          
Beverages – 1.4%      
Brown-Forman Corp., Class B   37,138   $ 2,488,989
Constellation Brands, Inc., Class A   33,187     7,643,630
Molson Coors Beverage Company, Class B   38,292     2,044,027
Monster Beverage Corp. (A)   76,324     6,098,288
PepsiCo, Inc.   282,342     47,258,404
The Coca-Cola Company   793,835     49,217,770
          114,751,108
Food and staples retailing – 1.5%      
Costco Wholesale Corp.   90,492     52,109,818
Sysco Corp.   103,982     8,490,130
The Kroger Company   138,211     7,929,165
Walgreens Boots Alliance, Inc.   145,925     6,533,062
Walmart, Inc.   288,821     43,011,223
          118,073,398
Food products – 0.9%      
Archer-Daniels-Midland Company   113,694     10,262,020
Campbell Soup Company   41,270     1,839,404
Conagra Brands, Inc.   97,630     3,277,439
General Mills, Inc.   123,229     8,345,068
Hormel Foods Corp.   57,293     2,952,881
Kellogg Company   51,964     3,351,158
Lamb Weston Holdings, Inc.   29,496     1,767,105
McCormick & Company, Inc.   50,650     5,054,870
Mondelez International, Inc., Class A   284,114     17,836,677
The Hershey Company   29,559     6,403,366
The J.M. Smucker Company   22,021     2,981,864
The Kraft Heinz Company   144,293     5,683,701
Tyson Foods, Inc., Class A   59,923     5,370,898
          75,126,451
Household products – 1.3%      
Church & Dwight Company, Inc.   49,908     4,959,857
Colgate-Palmolive Company   171,449     13,000,978
Kimberly-Clark Corp.   68,449     8,430,179
The Clorox Company   24,962     3,470,467
The Procter & Gamble Company   489,486     74,793,461
          104,654,942
Personal products – 0.2%      
The Estee Lauder Companies, Inc., Class A   47,134     12,835,531
Tobacco – 0.6%      
Altria Group, Inc.   374,818     19,584,241
Philip Morris International, Inc.   316,782     29,758,501
          49,342,742
          474,784,172
Energy – 3.8%          
Energy equipment and services – 0.3%      
Baker Hughes Company   186,796     6,801,242
Halliburton Company   180,998     6,854,394
Schlumberger NV   284,239     11,741,913
          25,397,549
Oil, gas and consumable fuels – 3.5%      
APA Corp.   76,835     3,175,591
Chevron Corp.   394,509     64,237,900
ConocoPhillips   266,350     26,635,000
Coterra Energy, Inc.   166,639     4,494,254
Devon Energy Corp.   127,972     7,566,984
Diamondback Energy, Inc.   34,592     4,741,871
EOG Resources, Inc.   118,672     14,149,263
Exxon Mobil Corp.   864,950     71,436,221
Hess Corp.   56,019     5,996,274
500 Index Trust (continued)
    Shares or
Principal
Amount
  Value
COMMON STOCKS (continued)      
Oil, gas and consumable fuels (continued)      
Kinder Morgan, Inc.   396,186   $ 7,491,877
Marathon Oil Corp.   160,247     4,023,802
Marathon Petroleum Corp.   118,633     10,143,122
Occidental Petroleum Corp.   180,297     10,230,052
ONEOK, Inc.   90,583     6,397,877
Phillips 66   95,909     8,285,579
Pioneer Natural Resources Company   46,115     11,530,133
The Williams Companies, Inc.   246,946     8,250,466
Valero Energy Corp.   83,095     8,437,466
          277,223,732
          302,621,281
Financials – 10.8%          
Banks – 3.7%      
Bank of America Corp.   1,451,712     59,839,569
Citigroup, Inc.   403,692     21,557,153
Citizens Financial Group, Inc.   86,604     3,925,759
Comerica, Inc.   27,221     2,461,595
Fifth Third Bancorp   140,392     6,042,472
First Republic Bank   37,019     6,000,780
Huntington Bancshares, Inc.   300,118     4,387,725
JPMorgan Chase & Co.   603,439