Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 11135FBH3 | 11135FBH3 | BROADCOM INC | 5000000.0 | 3837084.4 | CORP | Long | |
| 35564KNE5 | 35564KNE5 | Freddie Mac - STACR | 3480000.0 | 3529996.46 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 279300.0 | 6763696.38 | CORP | Long | |
| 000000000 | 000000000 | Hensoldt AG | 809556.0 | 23898894.58 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -253.0 | 5533726.48 | CORP | N/A | |
| 46590XAY2 | 46590XAY2 | JBS USA/FOOD/FINANCE | 4450000.0 | 3930323.66 | CORP | Long | |
| 20754KAJ0 | 20754KAJ0 | Fannie Mae - CAS | 970000.0 | 963345.51 | CORP | Long | |
| 000000000 | 000000000 | Hana Financial Group Inc | 652798.0 | 18947600.31 | CORP | Long | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | 28803.0 | 306040.49 | CORP | N/A | |
| 845467109 | 845467109 | Southwestern Energy Co | 117051.0 | 834573.63 | CORP | Long | |
| 3133CEQK1 | 3133CEQK1 | Freddie Mac | 1557204.03 | 1550526.44 | USGSE | Long | |
| 36779CAC0 | 36779CAC0 | GATEWAY RE LTD | 600000.0 | 633420.0 | CORP | Long | |
| 539439AU3 | 539439AU3 | LLOYDS BANKING GROUP PLC | 5857000.0 | 5434124.6 | CORP | Long | |
| 000000000 | 000000000 | OLD HEAD RE 2023 | 250000.0 | 245000.0 | CORP | Long | |
| 91282CFQ9 | 91282CFQ9 | US TREASURY N/B | 34637200.0 | 34274591.81 | UST | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 86500.0 | 3378690.0 | CORP | Long | |
| 80290CAU8 | 80290CAU8 | Santander Bank Auto Credit-Lin | 3570000.0 | 3565983.75 | CORP | Long | |
| 000000000 | 000000000 | WHITE HERON RE 2023 | 2500000.0 | 2512500.0 | CORP | Long | |
| 505743104 | 505743104 | Ladder Capital Corp | 528740.0 | 5345561.4 | CORP | Long | |
| 000000000 | 000000000 | MERRILL LYNCH INTL CO CV | 37000.0 | 3212451.0 | CORP | Long | |
| 680223104 | 680223104 | Old Republic International Cor | 13025.0 | 356624.5 | CORP | Long | |
| 62548QAD3 | 62548QAD3 | MULTIFAMILY CONNECTICUT AVENUE | 2494003.59 | 2381940.03 | CORP | Long | |
| 07877KAJ9 | 07877KAJ9 | BELLEMEADE RE LT | 290000.0 | 303896.19 | CORP | Long | |
| 31969UAA5 | 31969UAA5 | FIRST COAST RE IV LTD | 1000000.0 | 1011100.0 | CORP | Long | |
| 608800AG3 | 608800AG3 | MONA LISA RE LTD | 1000000.0 | 1070000.0 | CORP | Long | |
| 09785EAK7 | 09785EAK7 | BONANZA RE LTD | 250000.0 | 252250.0 | CORP | Long | |
| 35564KDY2 | 35564KDY2 | Freddie Mac - STACR | 795000.0 | 813847.62 | CORP | Long | |
| 89142DAB9 | 89142DAB9 | TORRID LLC | 450000.0 | 365062.5 | CORP | Long | |
| 3132DP6J2 | 3132DP6J2 | Freddie Mac | 1887658.39 | 1554185.55 | USGSE | Long | |
| 3140A32Z5 | 3140A32Z5 | Fannie Mae | 7926327.0 | 7895467.19 | USGSE | Long | |
| 43731WAE5 | 43731WAE5 | Home Re Ltd | 430000.0 | 437120.16 | CORP | Long | |
| 000000000 | 000000000 | Seven & i Holdings Co Ltd | 182800.0 | 6624577.93 | CORP | Long | |
| 000000000 | 000000000 | ROYAL BANK OF CANADA | 65300.0 | 6017721.5 | CORP | Long | |
| 666842AD1 | 666842AD1 | NORTHSHORE RE II LTD | 1000000.0 | 998000.0 | CORP | Long | |
| 3132DVLP8 | 3132DVLP8 | Freddie Mac | 3587932.24 | 2821750.12 | USGSE | Long | |
| 97382WAA1 | 97382WAA1 | WINDSTREAM ESCROW LLC | 3364000.0 | 2667607.6 | CORP | Long | |
| 000000000 | 000000000 | RosaPenna Re 2021, 7/31/25 | 500000.0 | 20000.0 | CORP | Long | |
| 70932AAF0 | 70932AAF0 | PENNYMAC CORP | 4895000.0 | 4448383.92 | CORP | Long | |
| 91282CGN5 | 91282CGN5 | US TREASURY N/B | 25118300.0 | 24901458.49 | UST | Long | |
| 60337JAA4 | 60337JAA4 | ATHENAHEALTH GROUP INC | 3580000.0 | 2925740.32 | CORP | Long | |
| 78249LAD2 | 78249LAD2 | RUSSELL INVESTMENTS US | 1464149.8033 | 1392772.5 | CORP | Long | |
| 000000000 | 000000000 | Torricelli Re 2021, 7/31/25 | 1500000.0 | 64800.0 | CORP | Long | |
| 000000000 | 000000000 | PORTHCAWL RE 2023 | 250000.0 | 250000.0 | CORP | Long | |
| 000000000 | 000000000 | Gleneagles Re 2021, 12/31/24 | 500000.0 | 50.0 | CORP | Long | |
| 27955HAA8 | 27955HAA8 | EDEN RE II LTD | 54774.0 | 8331.13 | CORP | Long | |
| 097023CY9 | 097023CY9 | BOEING CO | 5000000.0 | 4684749.65 | CORP | Long | |
| 025286AF2 | 025286AF2 | American Credit Acceptance Rec | 1150000.0 | 1074170.61 | CORP | Long | |
| 18452RAD7 | 18452RAD7 | CLEAR CHANNEL OUTDOOR HO | 1954314.7253 | 1882861.07 | CORP | Long | |
| 000000000 | 000000000 | GAMBOGE RE 2023 | 3750000.0 | 3618750.0 | CORP | Long | |
| 27955HAB6 | 27955HAB6 | EDEN RE II LTD | 74892.0 | 11271.25 | CORP | Long | |
| 35563FAC5 | 35563FAC5 | Multifamily Structured Credit | 899000.0 | 892017.83 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 26100.0 | 4226503.5 | CORP | Long | |
| 05971KAL3 | 05971KAL3 | BANCO SANTANDER SA | 5000000.0 | 3669367.7 | CORP | Long | |
| 000000000 | 000000000 | BNP PARIBAS ISSUANCE BV | 60300.0 | 5272029.0 | CORP | Long | |
| 03843AAB8 | 03843AAB8 | AQUILA RE LTD 2023-1 | 500000.0 | 511450.0 | CORP | Long | |
| 3140QDV27 | 3140QDV27 | Fannie Mae | 10138752.74 | 7911005.46 | USGSE | Long | |
| 69354WAC0 | 69354WAC0 | Pnmac Gmsr Issuer Trust | 4930000.0 | 4929967.46 | CORP | Long | |
| 46131H107 | 46131H107 | Invesco Senior Income Trust | 1354239.0 | 5281532.1 | PF | Long | |
| 50203YAD7 | 50203YAD7 | Reach Financial LLC | 2000000.0 | 1847485.8 | CORP | Long | |
| 91282CGG0 | 91282CGG0 | US TREASURY N/B | 13639000.0 | 13441873.9 | UST | Long | |
| 38149C535 | 38149C535 | GOLDMAN SACHS INTERNATIO | 314600.0 | 3465319.0 | CORP | Long | |
| 000000000 | 000000000 | BALLYBUNION RE 2023 | 4000000.0 | 4380000.0 | CORP | Long | |
| 378961AG1 | 378961AG1 | Global Mortgage Securitization | 176417.94 | 1.76 | CORP | Long | |
| 14040HCT0 | 14040HCT0 | CAPITAL ONE FINANCIAL CO | 8630000.0 | 7381316.93 | CORP | Long | |
| 38149C519 | 38149C519 | GOLDMAN SACHS INTERNATIO | 59500.0 | 6593790.0 | CORP | Long | |
| 857477103 | 857477103 | State Street Corp | 557071.0 | 36003498.73 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 59700.0 | 3348519.27 | CORP | Long | |
| 35087TAD0 | 35087TAD0 | FOUR LAKES RE LTD | 250000.0 | 251500.0 | CORP | Long | |
| 049207AA1 | 049207AA1 | ATLAS CAPITAL DAC | 1250000.0 | 1263500.0 | CORP | Long | |
| 000000000 | 000000000 | BANK OF AMERICA, NATIONAL ASSOCIATION | 23900000.0 | 23900000.0 | CORP | Long | |
| 90323WAL4 | 90323WAL4 | URSA RE LTD | 1000000.0 | 1008400.0 | CORP | Long | |
| 61747YES0 | 61747YES0 | MORGAN STANLEY | 8700000.0 | 7545183.84 | CORP | Long | |
| 000000000 | 000000000 | Canadian Imperial Bank of Commerce | 326500.0 | 4551184.72 | CORP | Long | |
| 35564KSQ3 | 35564KSQ3 | Freddie Mac - STACR | 2650000.0 | 2709342.51 | CORP | Long | |
| 12658HAG7 | 12658HAG7 | CP ATLAS BUYER INC | 975523.9843 | 905408.2 | CORP | Long | |
| 000000000 | 000000000 | BNP PARIBAS ISSUANCE BV | 39000.0 | 6289140.0 | CORP | Long | |
| 6068FW575 | 6068FW575 | MIZUHO MARKETS CAYMAN | 85100.0 | 6200300.9 | CORP | Long | |
| 000000000 | 000000000 | MERION RE 2023-1 | 500000.0 | 522000.0 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 110200.0 | 12605778.0 | CORP | Long | |
| 80001QAA1 | 80001QAA1 | SANDERS RE III LTD | 1600000.0 | 1576480.0 | CORP | Long | |
| 127097103 | 127097103 | Coterra Energy Inc | 195838.0 | 5385545.0 | CORP | Long | |
| 38149C543 | 38149C543 | GOLDMAN SACHS INTERNATIO | 79100.0 | 4277728.0 | CORP | Long | |
| 09785EAD3 | 09785EAD3 | BONANZA RE LTD | 500000.0 | 469400.0 | CORP | Long | |
| 35566CBD6 | 35566CBD6 | Freddie Mac - STACR | 850000.0 | 853178.07 | CORP | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 150600.0 | 8069901.0 | CORP | Long | |
| 98387E205 | 98387E205 | X5 Retail Group NV | 48325.0 | 29164.14 | CORP | Long | |
| 13947LAE2 | 13947LAE2 | CAPE LOOKOUT RE LTD | 1750000.0 | 1785525.0 | CORP | Long | |
| 91282CFG1 | 91282CFG1 | US TREASURY N/B | 18943800.0 | 18598223.6 | UST | Long | |
| 78466YAN8 | 78466YAN8 | SRS DISTRIBUTION INC | 977500.0 | 957094.69 | CORP | Long | |
| 3140NDR41 | 3140NDR41 | Fannie Mae | 298359.48 | 297317.53 | USGSE | Long | |
| 539694AA7 | 539694AA7 | LOCKE TAVERN RE LTD | 1300000.0 | 1315340.0 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF SOUTH AFRICA | 153782964.0 | 6775114.24 | NUSS | Long | |
| 21870FBA6 | 21870FBA6 | CORELOGIC INC | 551790.0175 | 503094.55 | CORP | Long | |
| 000000000 | 000000000 | MERRILL LYNCH INTL CO CV | 50000.0 | 3326000.0 | CORP | Long | |
| 45833UAH4 | 45833UAH4 | INTEGRITY RE LTD | 2000000.0 | 2107800.0 | CORP | Long | |
| 000000000 | 000000000 | CLARENDON RE 2023 | 1000000.0 | 1025000.0 | CORP | Long | |
| 000000000 | 000000000 | CRH PLC | 341423.0 | 18290030.11 | CORP | Long | |
| 02406PAY6 | 02406PAY6 | AMERICAN AXLE & MFG INC | 1126000.0 | 1089859.23 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 476900.0 | 12771286.62 | CORP | Long | |
| 6068FW799 | 6068FW799 | MIZUHO MARKETS CAYMAN | 52400.0 | 4733134.8 | CORP | Long | |
| 43730VAE8 | 43730VAE8 | Home Re Ltd | 3170000.0 | 3138627.46 | CORP | Long | |
| 43010E404 | 43010E404 | Highland Opportunities and Income Fund | 285533.0 | 2084390.9 | RF | Long | |
| 38149C576 | 38149C576 | GOLDMAN SACHS INTERNATIO | 18100.0 | 1976520.0 | CORP | Long | |
| 000000000 | 000000000 | Royal Bank of Canada | 67200.0 | 4215120.0 | CORP | Long | |
| 14677YAC2 | 14677YAC2 | Cartiga Asset Finance Trust LL | 1400000.0 | 1305346.0 | CORP | Long | |
| 203235AB2 | 203235AB2 | COMMONWEALTH RE LTD | 250000.0 | 253325.0 | CORP | Long | |
| 55336V100 | 55336V100 | MPLX LP | 1737155.0 | 62607066.2 | CORP | Long | |
| 532242AA2 | 532242AA2 | LIGHTNING RE SERIES 2023 | 1500000.0 | 1573200.0 | CORP | Long | |
| 35565EAE2 | 35565EAE2 | Freddie Mac - STACR | 6635000.0 | 6536758.87 | CORP | Long | |
| 000000000 | 000000000 | UBS GROUP AG | 7425000.0 | 6590578.5 | CORP | Long | |
| 83427GAA3 | 83427GAA3 | SOLOMON RE LTD | 250000.0 | 254450.0 | CORP | Long | |
| 000000000 | 000000000 | ROYAL BANK OF CANADA | 166900.0 | 12881575.66 | CORP | Long | |
| 000000000 | 000000000 | Viribus Re 2019, 12/31/22 | 1500000.0 | 4650.0 | CORP | Long | |
| 31935HAD9 | 31935HAD9 | FIRST BRANDS GROUP LLC | 975000.0 | 963624.68 | CORP | Long | |
| 000000000 | 000000000 | Walton Health Re 2019, 6/30/22 | 300000.0 | 156474.71 | CORP | Long | |
| 35566CBE4 | 35566CBE4 | Freddie Mac - STACR | 2675000.0 | 2761775.66 | CORP | Long | |
| 000000000 | 000000000 | Cia de Distribucion Integral L | 337254.0 | 8271747.24 | CORP | Long | |
| 16411Q101 | 16411Q101 | Cheniere Energy Partners LP | 18609.0 | 1037637.84 | CORP | Long | |
| 019576AB3 | 019576AB3 | ALLIED UNIVERSAL | 2255000.0 | 1958751.86 | CORP | Long | |
| 378961AF3 | 378961AF3 | Global Mortgage Securitization | 14374.98 | 6292.27 | CORP | Long | |
| 29279EAB8 | 29279EAB8 | ENERGY ACQUISITION LP | 976287.485 | 968965.33 | CORP | Long | |
| 726503105 | 726503105 | Plains All American Pipeline L | 194305.0 | 2943720.75 | CORP | Long | |
| 3133CE7G1 | 3133CE7G1 | Freddie Mac | 8292234.0 | 8243831.32 | USGSE | Long | |
| 87484T108 | 87484T108 | Talos Energy Inc | 244341.0 | 3787285.5 | CORP | Long | |
| 42703VAC7 | 42703VAC7 | HERBIE RE LTD | 500000.0 | 497900.0 | CORP | Long | |
| 05368QAC1 | 05368QAC1 | Avid Automobile Receivables Tr | 2500000.0 | 2502216.5 | CORP | Long | |
| 69047Q102 | 69047Q102 | Ovintiv Inc | 183303.0 | 8798544.0 | CORP | Long | |
| 24229JAA1 | 24229JAA1 | DEALER TIRE LLC/DT ISSR | 1773000.0 | 1663011.95 | CORP | Long | |
| 33975CAG0 | 33975CAG0 | FLOODSMART RE LTD | 1350000.0 | 1348650.0 | CORP | Long | |
| 35564KKL2 | 35564KKL2 | Freddie Mac - STACR | 1970000.0 | 1902765.08 | CORP | Long | |
| 608800AE8 | 608800AE8 | MONA LISA RE LTD | 500000.0 | 496100.0 | CORP | Long | |
| 000000000 | 000000000 | OSAKA EXCHANGE,INC | -165.0 | 2433901.76 | CORP | N/A | |
| 12530QAD8 | 12530QAD8 | Cascade Funding Mortgage Trust | 1600000.0 | 1258609.12 | CORP | Long | |
| 3140QEY22 | 3140QEY22 | Fannie Mae | 7503267.25 | 5876387.09 | USGSE | Long | |
| 50221DAA7 | 50221DAA7 | LSF11 A5 HOLDCO LLC | 3487000.0 | 2828861.53 | CORP | Long | |
| 000000000 | 000000000 | Rio Tinto PLC | 30112.0 | 1923310.58 | CORP | Long | |
| 177510AL8 | 177510AL8 | CITRUS RE LTD | 1000000.0 | 1023400.0 | CORP | Long | |
| 76970HAF5 | 76970HAF5 | RMF Buyout Issuance Trust | 1800000.0 | 200340.0 | CORP | Long | |
| 17275R102 | 17275R102 | Cisco Systems Inc | 460393.0 | 24000287.09 | CORP | Long | |
| 000000000 | 000000000 | Mitsubishi Electric Corp | 651900.0 | 7214661.06 | CORP | Long | |
| 000000000 | 000000000 | Rosneft Oil Co PJSC | 1271403.0 | 396347.13 | CORP | Long | |
| 71424F105 | 71424F105 | Permian Resources Corp | 577075.0 | 8407982.75 | CORP | Long | |
| 75281A109 | 75281A109 | Range Resources Corp | 217394.0 | 7791400.96 | CORP | Long | |
| 54951EAC9 | 54951EAC9 | LUCKY BUCKS LLC | 224232.5736 | 65027.45 | CORP | Long | |
| 76114NAF9 | 76114NAF9 | RESIDENTIAL RE 21 LTD | 500000.0 | 470150.0 | CORP | Long | |
| 09656E479 | 09656E479 | BNP PARIBAS ISSUANCE BV | 438500.0 | 3323830.0 | CORP | Long | |
| 62865LAC1 | 62865LAC1 | MYSTIC RE IV LTD | 500000.0 | 490200.0 | CORP | Long | |
| 3133KMHE8 | 3133KMHE8 | Freddie Mac | 4383875.45 | 3418420.0 | USGSE | Long | |
| 62865LAB3 | 62865LAB3 | MYSTIC RE IV LTD | 1750000.0 | 1694875.0 | CORP | Long | |
| 19249X108 | 19249X108 | Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund | 165651.0 | 2784593.31 | RF | Long | |
| 91282CFX4 | 91282CFX4 | US TREASURY N/B | 33515200.0 | 33183975.65 | UST | Long | |
| 902613AJ7 | 902613AJ7 | UBS GROUP AG | 29708000.0 | 24431057.08 | CORP | Long | |
| 78397WAG1 | 78397WAG1 | SCF Equipment Trust Llc | 1338000.0 | 1124988.79 | CORP | Long | |
| 717081103 | 717081103 | Pfizer Inc | 2859879.0 | 87397902.24 | CORP | Long | |
| 00178UAH2 | 00178UAH2 | AMSR Trust | 575000.0 | 531498.38 | CORP | Long | |
| 000000000 | 000000000 | BERWICK RE 2023 | 2500000.0 | 2775000.0 | CORP | Long | |
| 3140A0A66 | 3140A0A66 | Fannie Mae | 5615181.95 | 5590201.75 | USGSE | Long | |
| 92851AAB0 | 92851AAB0 | VITALITY RE XI LTD | 250000.0 | 249500.0 | CORP | Long | |
| 00164DAQ6 | 00164DAQ6 | AMC ENTERTAINMENT HOLDINGS | 487244.8998 | 399371.74 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 123600.0 | 7791744.0 | CORP | Long | |
| 67571EAF4 | 67571EAF4 | Octane Receivables Trust | 1664000.0 | 1566372.79 | CORP | Long | |
| 000000000 | 000000000 | Sanofi SA | 496244.0 | 44998994.04 | CORP | Long | |
| 747977AA4 | 747977AA4 | QUEEN STREET 2023 RE DAC | 1500000.0 | 1536150.0 | CORP | Long | |
| 3132DQN36 | 3132DQN36 | Freddie Mac | 2317679.8 | 1884828.81 | USGSE | Long | |
| 000000000 | 000000000 | GULLANE RE 2023 | 3000000.0 | 3630000.0 | CORP | Long | |
| 90290PAS3 | 90290PAS3 | US RENAL CARE INC | 977152.44 | 604205.6 | CORP | Long | |
| 79381MAC8 | 79381MAC8 | SAKURA RE LTD | 500000.0 | 535000.0 | CORP | Long | |
| 000000000 | 000000000 | Bantry Re 2021, 12/31/24 | 750000.0 | 1500.0 | CORP | Long | |
| 27954QAH4 | 27954QAH4 | EDEN RE II LTD | 100000.0 | 38000.0 | CORP | Long | |
| 58940BAK2 | 58940BAK2 | Mercury Financial Credit Card | 3000000.0 | 2939931.9 | CORP | Long | |
| 92851QAB5 | 92851QAB5 | VITALITY RE XIV LTD | 600000.0 | 599580.0 | CORP | Long | |
| 011395AJ9 | 011395AJ9 | ALAMO RE LTD | 1500000.0 | 1504050.0 | CORP | Long | |
| 000000000 | 000000000 | Inpex Corp | 200600.0 | 2888401.78 | CORP | Long | |
| 35087TAA6 | 35087TAA6 | FOUR LAKES RE LTD | 500000.0 | 493500.0 | CORP | Long | |
| 000000000 | 000000000 | UBS Group AG | 777913.0 | 18146884.91 | CORP | Long | |
| 3140QDVW1 | 3140QDVW1 | Fannie Mae | 2614311.53 | 2061125.64 | USGSE | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 128700.0 | 5214924.0 | CORP | Long | |
| 09785EAC5 | 09785EAC5 | BONANZA RE LTD | 1200000.0 | 1181880.0 | CORP | Long | |
| 6068FW849 | 6068FW849 | MIZUHO MARKETS CAYMAN | 156900.0 | 10226349.75 | CORP | Long | |
| 784033AN2 | 784033AN2 | SCF Equipment Trust Llc | 4500000.0 | 3899155.05 | CORP | Long | |
| 86944RAE8 | 86944RAE8 | SUTTER RE LTD | 500000.0 | 503550.0 | CORP | Long | |
| 674599105 | 674599105 | Occidental Petroleum Corp | 270614.0 | 16726651.34 | CORP | Long | |
| 31735JAF2 | 31735JAF2 | Finance of America HECM Buyout | 4517000.0 | 3609444.81 | CORP | Long | |
| 000000000 | 000000000 | BOFA FINANCE LLC | 192300.0 | 13773487.5 | CORP | Long | |
| 000000000 | 000000000 | Grupo Financiero Banorte SAB d | 1429040.0 | 11597822.0 | CORP | Long | |
| 05578QAF0 | 05578QAF0 | BPCE SA | 5000000.0 | 3618836.35 | CORP | Long | |
| 70473AAC2 | 70473AAC2 | Pear LLC | 1863975.13 | 1749665.55 | CORP | Long | |
| 000000000 | 000000000 | MERRILL LYNCH INTL CO CV | 180600.0 | 4654965.0 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 769400.0 | 13090302.31 | CORP | Long | |
| 000000000 | 000000000 | Lenovo Group Ltd | 7264000.0 | 8447321.17 | CORP | Long | |
| 000000000 | 000000000 | ROYAL BANK OF CANADA | 88800.0 | 6458424.0 | CORP | Long | |
| 000000000 | 000000000 | Deutsche Telekom AG | 1221729.0 | 26468267.04 | CORP | Long | |
| 000000000 | 000000000 | Alturas Re 2021-3, 7/31/25 | 1000000.0 | 87300.0 | CORP | Long | |
| 000000000 | 000000000 | Magnit PJSC | 195032.0 | 613915.38 | CORP | Long | |
| 09228YAC6 | 09228YAC6 | Blackbird Capital Aircraft | 1214202.54 | 874421.07 | CORP | Long | |
| 000000000 | 000000000 | Merion Re 2021-2, 12/31/24 | 2000000.0 | 393000.0 | CORP | Long | |
| 064058100 | 064058100 | Bank of New York Mellon Corp/T | 511334.0 | 21731695.0 | CORP | Long | |
| 77862UAC2 | 77862UAC2 | Rosy Blue Carat S.A. | 500000.0 | 501700.0 | CORP | Long | |
| 76120AAC6 | 76120AAC6 | RESIDENTIAL RE 2020 LTD | 1000000.0 | 989700.0 | CORP | Long | |
| 54951EAH8 | 54951EAH8 | LUCKY BUCKS LLC | 14208.81 | 13782.55 | CORP | Long | |
| 3133KNN33 | 3133KNN33 | Freddie Mac | 525398.11 | 409933.74 | USGSE | Long | |
| 35564KQZ5 | 35564KQZ5 | Freddie Mac - STACR | 3450000.0 | 3436071.32 | CORP | Long | |
| 000000000 | 000000000 | MERRILL LYNCH INTL CO CV | 379200.0 | 12299352.0 | CORP | Long | |
| 00737BAD7 | 00737BAD7 | ADS Tactical Inc | 875000.0 | 857500.0 | CORP | Long | |
| 000000000 | 000000000 | ABN AMRO BANK NV | 5300000.0 | 4680939.17 | CORP | Long | |
| 3140XAPD8 | 3140XAPD8 | Fannie Mae | 372843.68 | 305188.08 | USGSE | Long | |
| 000000000 | 000000000 | Reckitt Benckiser Group PLC | 181660.0 | 12148341.56 | CORP | Long | |
| 387422AH1 | 387422AH1 | Granite Park Equipment Leasing | 4198000.0 | 2845806.15 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 56400.0 | 6459305.88 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 67900.0 | 7651311.5 | CORP | Long | |
| 293792107 | 293792107 | Enterprise Products Partners L | 18493.0 | 481557.72 | CORP | Long | |
| 000000000 | 000000000 | MERRILL LYNCH INTL CO CV | 28500.0 | 7526850.0 | CORP | Long | |
| 64828T201 | 64828T201 | Rithm Capital Corp | 906673.0 | 8459259.09 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 118200.0 | 6359112.72 | CORP | Long | |
| 3133KM5V3 | 3133KM5V3 | Freddie Mac | 1768588.12 | 1379092.75 | USGSE | Long | |
| 003009107 | 003009107 | Aberdeen Asia-Pacific Income Fund Inc | 1886372.0 | 4508429.08 | RF | Long | |
| 03464Y108 | 03464Y108 | Angel Oak Mortgage REIT Inc | 297120.0 | 2486894.4 | CORP | Long | |
| 10948W103 | 10948W103 | Brightsphere Investment Group | 122587.0 | 1919712.42 | CORP | Long | |
| 949746101 | 949746101 | Wells Fargo & Co | 132522.0 | 5270399.94 | CORP | Long | |
| 3132DVLD5 | 3132DVLD5 | Freddie Mac | 627077.57 | 513099.46 | USGSE | Long | |
| 026874784 | 026874784 | American International Group I | 41358.0 | 2535658.98 | CORP | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 226800.0 | 6455544.48 | CORP | Long | |
| 000000000 | 000000000 | Ballybunion Re 2020, 2/28/22 | 1800000.0 | 203353.32 | CORP | Long | |
| 6068FW435 | 6068FW435 | MIZUHO MARKETS CAYMAN | 76700.0 | 4830144.15 | CORP | Long | |
| 000000000 | 000000000 | CZECH REPUBLIC | 243110000.0 | 10487282.81 | NUSS | Long | |
| 62890QAD7 | 62890QAD7 | NMEF Funding LLC | 5470000.0 | 5302277.22 | CORP | Long | |
| 35565ABE9 | 35565ABE9 | Freddie Mac - STACR | 3150000.0 | 3343071.69 | CORP | Long | |
| 000000000 | 000000000 | Intesa Sanpaolo SpA | 2590761.0 | 6733964.67 | CORP | Long | |
| 11042WAA4 | 11042WAA4 | BRITISH AIR 20-1 B PTT | 348529.28 | 352906.35 | CORP | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 307200.0 | 4876800.0 | CORP | Long | |
| 74387UAJ0 | 74387UAJ0 | PROVIDENT FDG/PFG FIN | 2920000.0 | 2598800.0 | CORP | Long | |
| 172967424 | 172967424 | Citigroup Inc | 126810.0 | 5007726.9 | CORP | Long | |
| 89616KAE4 | 89616KAE4 | Tricolor Auto Securitization T | 5000000.0 | 5128857.0 | CORP | Long | |
| 87264NAB3 | 87264NAB3 | EASTERN POWER LLC | 358422.5179 | 348285.97 | CORP | Long | |
| 89616BAF1 | 89616BAF1 | Tricolor Auto Securitization T | 2500000.0 | 2412296.75 | CORP | Long | |
| 59013MAH5 | 59013MAH5 | MERNA REINSURANCE II LTD | 1300000.0 | 1322750.0 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 164800.0 | 10098120.0 | CORP | Long | |
| 05329RAA1 | 05329RAA1 | AUTONATION INC | 4880000.0 | 3825438.44 | CORP | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 298500.0 | 10226610.0 | CORP | Long | |
| 29273VAH3 | 29273VAH3 | ENERGY TRANSFER LP | 2741000.0 | 2582940.24 | CORP | Long | |
| 05578QAE3 | 05578QAE3 | BPCE SA | 4000000.0 | 3804932.2 | CORP | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 65000.0 | 3723850.0 | CORP | Long | |
| 3140NM6N2 | 3140NM6N2 | Fannie Mae | 3554309.51 | 3543563.69 | USGSE | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 101200.0 | 9192259.12 | CORP | Long | |
| 81369ACT7 | 81369ACT7 | SECTOR RE V LTD | 200000.0 | 103180.0 | CORP | Long | |
| 000000000 | 000000000 | ROYAL BANK OF CANADA | 161500.0 | 6535905.0 | CORP | Long | |
| 000000000 | 000000000 | AMARANTH RE 2023 | 500000.0 | 505000.0 | CORP | Long | |
| 000000000 | 000000000 | Bridgestone Corp | 255600.0 | 9556227.61 | CORP | Long | |
| 03843AAC6 | 03843AAC6 | AQUILA RE LTD 2023-1 | 250000.0 | 260625.0 | CORP | Long | |
| 12530QAC0 | 12530QAC0 | Cascade Funding Mortgage Trust | 4350000.0 | 3664640.54 | CORP | Long | |
| 000000000 | 000000000 | Persimmon PLC | 1766314.0 | 21812162.13 | CORP | Long | |
| 80290CAL8 | 80290CAL8 | Santander Bank Auto Credit-Lin | 5100000.0 | 4589218.17 | CORP | Long | |
| 54951EAK1 | 54951EAK1 | LUCKY BUCKS LLC | 25142.43 | 21999.63 | CORP | Long | |
| 000000000 | 000000000 | ABN AMRO BANK NV | 4700000.0 | 4545982.75 | CORP | Long | |
| 000000000 | 000000000 | RUSSIA GOVT BOND - OFZ | 59074000.0 | 31751.25 | NUSS | Long | |
| 3140QM4F8 | 3140QM4F8 | Fannie Mae | 335748.34 | 261805.03 | USGSE | Long | |
| 13947LAC6 | 13947LAC6 | CAPE LOOKOUT RE LTD | 1000000.0 | 995000.0 | CORP | Long | |
| 20754RAJ5 | 20754RAJ5 | Fannie Mae - CAS | 2860000.0 | 2842125.0 | CORP | Long | |
| 89055TAA1 | 89055TAA1 | TOPANGA RE LIMITED | 250000.0 | 227500.0 | CORP | Long | |
| 14149Y108 | 14149Y108 | Cardinal Health Inc | 424588.0 | 38637508.0 | CORP | Long | |
| 35564KBE8 | 35564KBE8 | Freddie Mac - STACR | 2765000.0 | 2698631.98 | CORP | Long | |
| 278642103 | 278642103 | eBay Inc | 111662.0 | 4380500.26 | CORP | Long | |
| 62865LAA5 | 62865LAA5 | MYSTIC RE IV LTD | 500000.0 | 499500.0 | CORP | Long | |
| 80000XAA7 | 80000XAA7 | SANDERS RE III LTD | 800000.0 | 759280.0 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 460200.0 | 24986559.0 | CORP | Long | |
| 000000000 | 000000000 | GROUPE SOLMAX INC | 977499.9995 | 915673.12 | CORP | Long | |
| 90187B804 | 90187B804 | Two Harbors Investment Corp | 491717.0 | 5708834.37 | CORP | Long | |
| 35564TBE9 | 35564TBE9 | Freddie Mac - STACR | 6608000.0 | 7312394.3 | CORP | Long | |
| 000000000 | 000000000 | Medtronic PLC | 153689.0 | 10844295.84 | CORP | Long | |
| 24665FAB8 | 24665FAB8 | DELEK LOG PART/FINANCE | 2200000.0 | 2163400.29 | CORP | Long | |
| 91282CHW4 | 91282CHW4 | US TREASURY N/B | 35459900.0 | 33825420.23 | UST | Long | |
| 000000000 | 000000000 | Honma Golf Ltd | 5134000.0 | 2132264.14 | CORP | Long | |
| 22767CAF7 | 22767CAF7 | Crossroads Asset Trust | 852000.0 | 829573.83 | CORP | Long | |
| 000000000 | 000000000 | Alturas Re 2022-2, 12/31/2027 | 24956.0 | 5684.98 | CORP | Long | |
| 91282CFN6 | 91282CFN6 | US TREASURY N/B | 32933400.0 | 32578336.78 | UST | Long | |
| 000000000 | 000000000 | RESILIENCE RE LTD | 700000.0 | 0.0 | CORP | Long | |
| 02376LAA3 | 02376LAA3 | AMER AIRLINE 21-1B PTT | 4550000.0 | 3904665.77 | CORP | Long | |
| 80290CAV6 | 80290CAV6 | Santander Bank Auto Credit-Lin | 1200000.0 | 1189933.92 | CORP | Long | |
| 000000000 | 000000000 | UniCredit SpA | 867226.0 | 21678579.5 | CORP | Long | |
| 000000000 | 000000000 | Euronext NV | 173644.0 | 12089612.74 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 79000.0 | 4946585.0 | CORP | Long | |
| 3140XBBZ2 | 3140XBBZ2 | Fannie Mae | 8306170.75 | 6460871.77 | USGSE | Long | |
| 000000000 | 000000000 | MERRILL LYNCH INTL CO CV | 81600.0 | 10231824.0 | CORP | Long | |
| 31971CAA1 | 31971CAA1 | FIRST COAST RE III PTE | 1250000.0 | 1218250.0 | CORP | Long | |
| 91282CEX5 | 91282CEX5 | US TREASURY N/B | 48584400.0 | 47787312.19 | UST | Long | |
| 000000000 | 000000000 | ROYAL BANK OF CANADA | 155800.0 | 6424413.0 | CORP | Long | |
| 26884L109 | 26884L109 | EQT Corp | 63050.0 | 2672059.0 | CORP | Long | |
| 80854EAH1 | 80854EAH1 | MATIV HOLDINGS INC | 977500.0 | 965281.25 | CORP | Long | |
| 869255AA7 | 869255AA7 | SUSSEX CAP UK PCC LTD | 300000.0 | 293220.0 | CORP | Long | |
| 000000000 | 000000000 | Lion Rock Re 2021, 12/31/24 | 250000.0 | 47350.0 | CORP | Long | |
| 000000000 | 000000000 | CLARIVATE PLC | 15562.0 | 434646.66 | CORP | Long | |
| 000000000 | 000000000 | Woburn Re 2019, 12/31/22 | 600000.0 | 100452.0 | CORP | Long | |
| 000000000 | 000000000 | LIMESTONE RE LTD | 500000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Pangaea Re 2023-3 | 1250000.0 | 1387500.0 | CORP | Long | |
| 588926AE5 | 588926AE5 | Merchants Fleet Funding LLC | 2000000.0 | 1947653.2 | CORP | Long | |
| 55037AAB4 | 55037AAB4 | AKER BP ASA | 5000000.0 | 3926955.55 | CORP | Long | |
| 76120AAB8 | 76120AAB8 | RESIDENTIAL RE 2020 LTD | 250000.0 | 249775.0 | CORP | Long | |
| 000000000 | 000000000 | Catcher Technology Co Ltd | 460000.0 | 2574071.22 | CORP | Long | |
| 07877KAG5 | 07877KAG5 | BELLEMEADE RE LT | 2100000.0 | 2182875.45 | CORP | Long | |
| 896292AJ8 | 896292AJ8 | TRINIDAD & TOBAGO | 2113000.0 | 2012797.21 | NUSS | Long | |
| 92849MAA1 | 92849MAA1 | VITALITY RE XIII LTD | 1750000.0 | 1716925.0 | CORP | Long | |
| 38411HAE5 | 38411HAE5 | Gracie Point International Fun | 700000.0 | 700068.6 | CORP | Long | |
| 000000000 | 000000000 | Cyprus Re 2017, 1/31/22 | 700000.0 | 70.0 | CORP | Long | |
| 81369ADB5 | 81369ADB5 | SECTOR RE V LTD | 100000.0 | 174620.0 | CORP | Long | |
| 3140A0A74 | 3140A0A74 | Fannie Mae | 5569433.79 | 5539630.97 | USGSE | Long | |
| 337932107 | 337932107 | FirstEnergy Corp | 297785.0 | 10601146.0 | CORP | Long | |
| 000000000 | 000000000 | PINE VALLEY RE 2023 | 500000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | THOPAS RE 2023 | 2500000.0 | 3058250.0 | CORP | Long | |
| 456837AF0 | 456837AF0 | ING GROEP NV | 8650000.0 | 8093369.47 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | -1798.0 | 28188625.49 | CORP | N/A | |
| 000000000 | 000000000 | RUSSIA GOVT BOND - OFZ | 61885000.0 | 33262.12 | NUSS | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 40800.0 | 3901296.0 | CORP | Long | |
| 780099CK1 | 780099CK1 | NATWEST GROUP PLC | 8125000.0 | 7887709.38 | CORP | Long | |
| 000000000 | 000000000 | Subaru Corp | 843600.0 | 14245054.92 | CORP | Long | |
| 35564KFH7 | 35564KFH7 | Freddie Mac - STACR | 2170000.0 | 2270274.62 | CORP | Long | |
| 000000000 | 000000000 | Alibaba Group Holding Ltd | 609700.0 | 6237051.21 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 195700.0 | 7188990.58 | CORP | Long | |
| 20754LAJ8 | 20754LAJ8 | Fannie Mae - CAS | 2660000.0 | 2645755.17 | CORP | Long | |
| 18453HAD8 | 18453HAD8 | CLEAR CHANNEL OUTDOOR HO | 1860000.0 | 1353867.23 | CORP | Long | |
| 3133CEQD7 | 3133CEQD7 | Freddie Mac | 2238313.82 | 2226906.05 | USGSE | Long | |
| 96033EAD0 | 96033EAD0 | Westgate Resorts | 2051439.94 | 2036372.52 | CORP | Long | |
| 09785EAJ0 | 09785EAJ0 | BONANZA RE LTD | 250000.0 | 238000.0 | CORP | Long | |
| 20825C104 | 20825C104 | ConocoPhillips | 14236.0 | 1691236.8 | CORP | Long | |
| 29273V100 | 29273V100 | Energy Transfer LP | 4587156.0 | 60321101.4 | CORP | Long | |
| 000000000 | 000000000 | ROYAL BANK OF CANADA | 15800.0 | 8014945.0 | CORP | Long | |
| 70450Y103 | 70450Y103 | PayPal Holdings Inc | 428956.0 | 22219920.8 | CORP | Long | |
| 83368RBL5 | 83368RBL5 | SOCIETE GENERALE | 6220000.0 | 5478814.29 | CORP | Long | |
| 000000000 | 000000000 | AerCap Holdings NV | 80114.0 | 4976681.68 | CORP | Long | |
| 878742204 | 878742204 | Teck Resources Ltd | 259546.0 | 9172355.64 | CORP | Long | |
| 000000000 | 000000000 | Berwick Re 2019-1, 12/31/22 | 1391977.0 | 222020.33 | CORP | Long | |
| 35564ACC3 | 35564ACC3 | Freddie Mac - STACR | 5880000.0 | 6772575.18 | CORP | Long | |
| 000000000 | 000000000 | Thopas Re 2020, 12/31/23 | 1000000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | Inaba Denki Sangyo Co Ltd | 52100.0 | 1075856.84 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 1483668.53 | 1783073.58 | NUSS | Long | |
| 6068FW872 | 6068FW872 | MIZUHO MARKETS CAYMAN | 244300.0 | 3789093.0 | CORP | Long | |
| 000000000 | 000000000 | Willis Towers Watson PLC | 50292.0 | 11863379.88 | CORP | Long | |
| 459200101 | 459200101 | IBM | 362577.0 | 52443137.28 | CORP | Long | |
| 18453HAC0 | 18453HAC0 | CLEAR CHANNEL OUTDOOR HO | 570000.0 | 435753.71 | CORP | Long | |
| 000000000 | 000000000 | FinecoBank Banca Fineco SpA | 936191.0 | 11010337.79 | CORP | Long | |
| 3140XMBP0 | 3140XMBP0 | Fannie Mae | 17240612.58 | 13533498.48 | USGSE | Long | |
| 750493AF5 | 750493AF5 | Radnor Re LTD | 4757000.0 | 4763319.2 | CORP | Long | |
| 3140A0BA6 | 3140A0BA6 | Fannie Mae | 4697153.79 | 4683068.81 | USGSE | Long | |
| 23585WAA2 | 23585WAA2 | DANAOS CORP | 2065000.0 | 2052384.09 | CORP | Long | |
| 79381MAA2 | 79381MAA2 | SAKURA RE LTD | 500000.0 | 498200.0 | CORP | Long | |
| 67401JAC6 | 67401JAC6 | Oaktown Re Ltd | 964946.4 | 981702.21 | CORP | Long | |
| 49407PAE0 | 49407PAE0 | KILIMANJARO III RE LTD | 250000.0 | 244125.0 | CORP | Long | |
| 000000000 | 000000000 | Ariston Holding NV | 328938.0 | 1841180.79 | CORP | Long | |
| 00123Q104 | 00123Q104 | AGNC Investment Corp | 730230.0 | 5389097.4 | CORP | Long | |
| 46115HCB1 | 46115HCB1 | INTESA SANPAOLO SPA | 4917000.0 | 4263584.15 | CORP | Long | |
| 500688106 | 500688106 | Kosmos Energy Ltd | 567649.0 | 4109778.76 | CORP | Long | |
| 6068FW138 | 6068FW138 | MIZUHO MARKETS CAYMAN | 79200.0 | 4971978.0 | CORP | Long | |
| 000000000 | 000000000 | KB Financial Group Inc | 1280063.0 | 48812146.53 | CORP | Long | |
| 29336UAC1 | 29336UAC1 | ENLINK MIDSTREAM PARTNER | 3328000.0 | 2616640.0 | CORP | Long | |
| 12526PAE4 | 12526PAE4 | Cascade Funding Mortgage Trust | 1250000.0 | 1236413.25 | CORP | Long | |
| 35563GAA7 | 35563GAA7 | Multifamily Structured Credit | 3188549.46 | 3088834.91 | CORP | Long | |
| 49407PAF7 | 49407PAF7 | KILIMANJARO III RE LTD | 250000.0 | 243850.0 | CORP | Long | |
| 49407PAK6 | 49407PAK6 | KILIMANJARO III RE LTD | 250000.0 | 239900.0 | CORP | Long | |
| 61765M819 | 61765M819 | MORGAN STANLEY BV | 249600.0 | 7705152.0 | CORP | Long | |
| 3133CFU98 | 3133CFU98 | Freddie Mac | 7829744.0 | 7794622.2 | USGSE | Long | |
| 799925AA0 | 799925AA0 | SANDERS RE III LTD | 650000.0 | 668590.0 | CORP | Long | |
| 626717102 | 626717102 | Murphy Oil Corp | 43240.0 | 1940178.8 | CORP | Long | |
| 80001PAA3 | 80001PAA3 | SANDERS RE II LTD | 1250000.0 | 1195625.0 | CORP | Long | |
| 780259305 | 780259305 | Shell PLC | 1361490.0 | 88687458.6 | CORP | Long | |
| 03674X106 | 03674X106 | Antero Resources Corp | 112859.0 | 3322568.96 | CORP | Long | |
| 000000000 | 000000000 | Walton Heath Re 2021, 1/15/24 | 250000.0 | 30944.0 | CORP | Long | |
| 6068FT408 | 6068FT408 | MIZUHO MARKETS CAYMAN | 49500.0 | 3092562.0 | CORP | Long | |
| 853254CH1 | 853254CH1 | STANDARD CHARTERED PLC | 9300000.0 | 6940992.6 | CORP | Long | |
| 80290CBB9 | 80290CBB9 | Santander Bank Auto Credit-Lin | 3500000.0 | 3535488.95 | CORP | Long | |
| 262006208 | 262006208 | Dreyfus Government Cash Management | 20462560.52 | 20462560.52 | RF | Long | |
| 53161DAB1 | 53161DAB1 | Oasis Securitisation | 2431417.45 | 2430201.74 | CORP | Long | |
| 000000000 | 000000000 | PANGAEA RE 2023-1 | 3500000.0 | 4165000.0 | CORP | Long | |
| 76114NAE2 | 76114NAE2 | RESIDENTIAL RE 21 LTD | 750000.0 | 721125.0 | CORP | Long | |
| 000000000 | 000000000 | LUKOIL PJSC | 47954.0 | 184789.89 | CORP | Long | |
| 565849106 | 565849106 | Marathon Oil Corp | 195165.0 | 5329956.15 | CORP | Long | |
| 000000000 | 000000000 | Sumitomo Mitsui Trust Holdings | 150800.0 | 5581316.18 | CORP | Long | |
| 000000000 | 000000000 | Associated British Foods PLC | 182872.0 | 4503226.11 | CORP | Long | |
| 000000000 | 000000000 | TORONTO-DOMINION BANK | 24300.0 | 3798090.0 | CORP | Long | |
| 76119YAG8 | 76119YAG8 | RESIDENTIAL RE 2022 LTD | 500000.0 | 504500.0 | CORP | Long | |
| 000000000 | 000000000 | BW LPG Ltd | 1187451.0 | 16795103.19 | CORP | Long | |
| 3140XDKE5 | 3140XDKE5 | Fannie Mae | 11098036.17 | 9016686.05 | USGSE | Long | |
| 3140NM6Q5 | 3140NM6Q5 | Fannie Mae | 4586721.26 | 4580750.45 | USGSE | Long | |
| 078774AE6 | 078774AE6 | BELLEMEADE RE LT | 2400000.0 | 2367186.24 | CORP | Long | |
| 527298BU6 | 527298BU6 | LEVEL 3 FINANCING INC | 41014000.0 | 41046134.88 | CORP | Long | |
| 000000000 | 000000000 | Harambee Re 2019, 12/31/22 | 1500000.0 | 1950.0 | CORP | Long | |
| 000000000 | 000000000 | TORRICELLI RE 2023 | 2500000.0 | 2770450.0 | CORP | Long | |
| 92851QAA7 | 92851QAA7 | VITALITY RE XIV LTD | 3250000.0 | 3269500.0 | CORP | Long | |
| 097751BT7 | 097751BT7 | BOMBARDIER INC | 3369000.0 | 3240887.37 | CORP | Long | |
| 40435YAB2 | 40435YAB2 | PATRIOT CONTAINER CORP | 1948453.6064 | 1846767.71 | CORP | Long | |
| 000000000 | 000000000 | ISOSCELES RE 2023-A CLASS D | 750000.0 | 748725.0 | CORP | Long | |
| 000000000 | 000000000 | ECCLESTON RE 2023 | 3000000.0 | 3570000.0 | CORP | Long | |
| 59013MAJ1 | 59013MAJ1 | MERNA REINSURANCE II LTD | 1600000.0 | 1666400.0 | CORP | Long | |
| 000000000 | 000000000 | CARNOUSTIE RE 2023 | 2500000.0 | 2925000.0 | CORP | Long | |
| 000000000 | 000000000 | CITIGROUP GLOBAL MARKETS | 164300.0 | 6247507.5 | CORP | Long | |
| 43731BAB7 | 43731BAB7 | Home Re Ltd | 1270000.0 | 1296221.14 | CORP | Long | |
| 000000000 | 000000000 | Chevron Lubricants Lanka PLC | 1752813.0 | 492242.97 | CORP | Long | |
| 125523100 | 125523100 | Cigna Group/The | 82871.0 | 25623713.2 | CORP | Long | |
| 35087TAB4 | 35087TAB4 | FOUR LAKES RE LTD | 500000.0 | 500750.0 | CORP | Long | |
| 35564KJB6 | 35564KJB6 | Freddie Mac - STACR | 3530000.0 | 3413086.4 | CORP | Long | |
| 14367RAG3 | 14367RAG3 | CarNow Auto Receivables Trust | 4000000.0 | 3912554.8 | CORP | Long | |
| 55306N104 | 55306N104 | MKS Instruments Inc | 11841.0 | 777480.06 | CORP | Long | |
| 12804BAB4 | 12804BAB4 | CAL Receivables LLC | 3200000.0 | 3168134.4 | CORP | Long | |
| 00085YAD5 | 00085YAD5 | ACC Auto Trust | 2000000.0 | 1928063.0 | CORP | Long | |
| 000000000 | 000000000 | Ballybunion Re 2021-3, 7/31/25 | 750000.0 | 16769.41 | CORP | Long | |
| 000000000 | 000000000 | BANTRY RE 2023 | 4000000.0 | 4760000.0 | CORP | Long | |
| 68622V106 | 68622V106 | Organon & Co | 360817.0 | 5336483.43 | CORP | Long | |
| 000000000 | 000000000 | Alturas Re 2021-2, 12/31/24 | 439922.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | CANADIAN IMPERIAL BANK | 160900.0 | 5461299.98 | CORP | Long | |
| 91282CHT1 | 91282CHT1 | US TREASURY N/B | 8494200.0 | 7818645.66 | UST | Long | |
| 03957NAB2 | 03957NAB2 | ARCHKEY HOLDINGS INC | 490000.0 | 483875.0 | CORP | Long | |
| 43731WAD7 | 43731WAD7 | Home Re Ltd | 738773.94 | 745100.73 | CORP | Long | |
| 000000000 | 000000000 | BNP Paribas- MICRON TECHNOLOGY INC 13.72 October 22, 2024 | 113600.0 | 7769104.0 | CORP | Long | |
| 38149C550 | 38149C550 | GOLDMAN SACHS INTERNATIO | 430700.0 | 12690575.5 | CORP | Long | |
| 58940BAR7 | 58940BAR7 | Mercury Financial Credit Card | 3500000.0 | 3509602.25 | CORP | Long | |
| 33975CAM7 | 33975CAM7 | FLOODSMART RE LTD | 1000000.0 | 1021400.0 | CORP | Long | |
| 000000000 | 000000000 | Asustek Computer Inc | 339000.0 | 3532665.33 | CORP | Long | |
| 35564KCP2 | 35564KCP2 | Freddie Mac - STACR | 2910000.0 | 2755020.38 | CORP | Long | |
| 27777RAA2 | 27777RAA2 | EASTON RE PTE LTD | 1250000.0 | 1248750.0 | CORP | Long | |
| 758075AF2 | 758075AF2 | REDWOOD TRUST INC | 24685100.0 | 21152045.06 | CORP | Long | |
| 38149C527 | 38149C527 | GOLDMAN SACHS INTERNATIO | 343900.0 | 2426214.5 | CORP | Long | |
| 000000000 | 000000000 | Viribus Re 2020, 12/31/23 | 1000000.0 | 33200.0 | CORP | Long | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | 31910.0 | 4995968.3 | CORP | N/A | |
| 000000000 | 000000000 | VIRIBUS RE 2023 | 2000000.0 | 2634200.0 | CORP | Long | |
| 38149C568 | 38149C568 | GOLDMAN SACHS INTERNATIO | 18600.0 | 1999221.0 | CORP | Long | |
| 89142MAA1 | 89142MAA1 | TORREY PINES RE PTE LTD | 500000.0 | 487550.0 | CORP | Long | |
| 902613AG3 | 902613AG3 | UBS GROUP AG | 31703000.0 | 25794413.61 | CORP | Long | |
| 48128U2S7 | 48128U2S7 | JPMorgan Chase Bank, NA - CACL | 2400000.0 | 2257305.6 | CORP | Long | |
| 35566ABD0 | 35566ABD0 | Freddie Mac - STACR | 1065000.0 | 1151972.05 | CORP | Long | |
| 91282CFA4 | 91282CFA4 | US TREASURY N/B | 26326200.0 | 25845952.46 | UST | Long | |
| 000000000 | 000000000 | Thopas Re 2019, 12/31/22 | 1500000.0 | 11700.0 | CORP | Long | |
| 416515104 | 416515104 | Hartford Financial Services Gr | 93591.0 | 6874258.95 | CORP | Long | |
| 3140QD7L2 | 3140QD7L2 | Fannie Mae | 4487676.38 | 3538094.51 | USGSE | Long | |
| 00213NAM4 | 00213NAM4 | APX GROUP INC | 490000.0 | 490076.44 | CORP | Long | |
| 59013MAD4 | 59013MAD4 | MERNA REINSURANCE II LTD | 750000.0 | 738750.0 | CORP | Long | |
| 49407PAH3 | 49407PAH3 | KILIMANJARO III RE LTD | 250000.0 | 239625.0 | CORP | Long | |
| 165167735 | 165167735 | Chesapeake Energy Corp | 64310.0 | 5535804.8 | CORP | Long | |
| 35565TBE8 | 35565TBE8 | Freddie Mac - STACR | 1900000.0 | 2078120.82 | CORP | Long | |
| 00091QAD4 | 00091QAD4 | ACM Auto Trust | 3000000.0 | 2989542.0 | CORP | Long | |
| 01242HAM0 | 01242HAM0 | ALBANY MOLECULAR RESEARCH | 488750.0 | 393565.94 | CORP | Long | |
| 000000000 | 000000000 | ABN AMRO Bank NV | 4872167.0 | 65394218.17 | CORP | Long | |
| 03524QAE3 | 03524QAE3 | ANI PHARMACEUTICALS INC | 1228125.0 | 1228125.0 | CORP | Long | |
| 000000000 | 000000000 | Thopas Re 2021, 12/31/24 | 1500000.0 | 24150.0 | CORP | Long |