Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 06051GJB6 | 06051GJB6 | BANK OF AMERICA CORP | 2820000.0 | 2344276.38 | CORP | Long | |
| 629377CR1 | 629377CR1 | NRG ENERGY INC | 3525000.0 | 2894737.93 | CORP | Long | |
| 87583FAP3 | 87583FAP3 | Tank Holding Corp | 96000.0 | 92160.0 | CORP | Long | |
| 000000000 | 000000000 | PERUSAHAAN LISTRIK NEGAR | 1106000.0 | 961599.95 | CORP | Long | |
| 38382BLB7 | 38382BLB7 | Government National Mortgage A | 751880.1 | 146030.6 | USGA | Long | |
| 88033GDK3 | 88033GDK3 | TENET HEALTHCARE CORP | 1450000.0 | 1405144.35 | CORP | Long | |
| 165167DG9 | 165167DG9 | CHESAPEAKE ENERGY CORP | 425000.0 | 409585.95 | CORP | Long | |
| 000000000 | 000000000 | BARCLAYS BANK PLC | 1.0 | -33487.02 | CORP | N/A | |
| 35564KPV5 | 35564KPV5 | Freddie Mac - STACR | 390000.0 | 388658.4 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1583000.0 | 3656.84 | CORP | N/A | |
| 912834LR7 | 912834LR7 | STRIPS | 305000.0 | 122154.88 | UST | Long | |
| 69527AAA4 | 69527AAA4 | PACTIV EVERGREEN GROUP | 1000000.0 | 910349.58 | CORP | Long | |
| 000000000 | 000000000 | BARCLAYS CAPITAL INC. | -741000.0 | -5566.34 | CORP | N/A | |
| 364760AP3 | 364760AP3 | GAP INC/THE | 825000.0 | 678501.38 | CORP | Long | |
| 75079LAB7 | 75079LAB7 | RAIN CARBON INC | 225000.0 | 229484.97 | CORP | Long | |
| 06051GHX0 | 06051GHX0 | BANK OF AMERICA CORP | 2450000.0 | 2104575.82 | CORP | Long | |
| 071734AK3 | 071734AK3 | BAUSCH HEALTH COS INC | 1250000.0 | 442187.5 | CORP | Long | |
| 147918AB2 | 147918AB2 | CASSA DEPOSITI E PRESTIT | 400000.0 | 395496.44 | NUSS | Long | |
| 35564KDX4 | 35564KDX4 | Freddie Mac - STACR | 6250000.0 | 6492483.75 | CORP | Long | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | 1483000.0 | 0.0 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -569999.77 | CORP | N/A | |
| 25381XAD5 | 25381XAD5 | DIG INTL FIN/DIG INTL HL | 2295045.0 | 1560630.6 | CORP | Long | |
| 46649XAN7 | 46649XAN7 | JP Morgan Chase Commercial Mor | 9825000.0 | 3336874.58 | CORP | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AKTIENGESELLSCHAFT | 1.0 | 188963.94 | CORP | N/A | |
| 552704AE8 | 552704AE8 | MEG ENERGY CORP | 550000.0 | 556875.0 | CORP | Long | |
| 17888HAC7 | 17888HAC7 | CIVITAS RESOURCES INC | 200000.0 | 207500.0 | CORP | Long | |
| 25470XBB0 | 25470XBB0 | DISH DBS CORP | 500000.0 | 249796.69 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -747000.0 | -38945.67 | CORP | N/A | |
| 071734AH0 | 071734AH0 | BAUSCH HEALTH COS INC | 1250000.0 | 463281.25 | CORP | Long | |
| 81728UAB0 | 81728UAB0 | SENSATA TECHNOLOGIES INC | 665000.0 | 562203.14 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | 7081.72 | CORP | N/A | |
| 404119BS7 | 404119BS7 | HCA INC | 200000.0 | 200455.28 | CORP | Long | |
| 000000000 | 000000000 | PETROLEOS MEXICANOS | 500000.0 | 424515.0 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | -713000.0 | -17480.99 | CORP | N/A | |
| 25381XAF0 | 25381XAF0 | DIG INTL FIN/DIG INTL | 2000000.0 | 1835000.0 | CORP | Long | |
| 70018AAL4 | 70018AAL4 | Park Avenue Institutional Advi | 15000000.0 | 14540829.0 | CORP | Long | |
| 131347CQ7 | 131347CQ7 | CALPINE CORP | 1175000.0 | 1039854.21 | CORP | Long | |
| 55342UAH7 | 55342UAH7 | MPT OPER PARTNERSP/FINL | 950000.0 | 758721.99 | CORP | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AKTIENGESELLSCHAFT | 1.0 | -31354.92 | CORP | N/A | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -48194.63 | CORP | N/A | |
| 02209SBJ1 | 02209SBJ1 | ALTRIA GROUP INC | 100000.0 | 88869.75 | CORP | Long | |
| 31556TAC3 | 31556TAC3 | FERTITTA ENTERTAINMENT | 650000.0 | 548482.86 | CORP | Long | |
| 23918KAS7 | 23918KAS7 | DAVITA INC | 1375000.0 | 1162337.26 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 88673.96 | CORP | N/A | |
| 817477AF9 | 817477AF9 | REPUBLIC OF SERBIA | 508000.0 | 389255.0 | NUSS | Long | |
| 90932LAH0 | 90932LAH0 | UNITED AIRLINES INC | 400000.0 | 356987.71 | CORP | Long | |
| 000000000 | 000000000 | Rathlin Residential | 3651829.09 | 3886933.59 | CORP | Long | |
| 000000000 | 000000000 | Cordatus CLO PLC | 495908.0 | 512576.22 | CORP | Long | |
| 35640YAK3 | 35640YAK3 | FREEDOM MORTGAGE CORP | 150000.0 | 158317.4 | CORP | Long | |
| 161175BM5 | 161175BM5 | CHARTER COMM OPT LLC/CAP | 100000.0 | 86397.12 | CORP | Long | |
| 71654QCP5 | 71654QCP5 | PETROLEOS MEXICANOS | 100000.0 | 83550.0 | CORP | Long | |
| 26884TAS1 | 26884TAS1 | ERAC USA FINANCE LLC | 100000.0 | 79998.46 | CORP | Long | |
| 79546VAL0 | 79546VAL0 | SALLY HOLDINGS/SALLY CAP | 1675000.0 | 1649266.56 | CORP | Long | |
| 00653VAC5 | 00653VAC5 | ADAPTHEALTH LLC | 1350000.0 | 1066654.06 | CORP | Long | |
| 600814AR8 | 600814AR8 | MILLICOM INTL CELLULAR | 720000.0 | 573480.0 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 116.0 | 97074.77 | CORP | N/A | |
| 071734AN7 | 071734AN7 | BAUSCH HEALTH COS INC | 1075000.0 | 547519.0 | CORP | Long | |
| 20753WAF3 | 20753WAF3 | Fannie Mae - CAS | 20283.0 | 20282.98 | CORP | Long | |
| 46654EAQ4 | 46654EAQ4 | JP Morgan Chase Commercial Mor | 3590000.0 | 2351331.17 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | 53742.98 | CORP | N/A | |
| 62482BAA0 | 62482BAA0 | MEDLINE BORROWER LP | 575000.0 | 510488.24 | CORP | Long | |
| 00737RAE0 | 00737RAE0 | Adtalem Global Education Inc | 501588.65 | 501484.32 | CORP | Long | |
| 207932AB0 | 207932AB0 | Fannie Mae - CAS | 300000.0 | 314992.77 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -808828.57 | CORP | N/A | |
| 38141GWV2 | 38141GWV2 | GOLDMAN SACHS GROUP INC | 265000.0 | 246308.52 | CORP | Long | |
| 25525PAB3 | 25525PAB3 | DIVERSIFIED HEALTHCARE T | 2000000.0 | 1425443.88 | CORP | Long | |
| 812127AA6 | 812127AA6 | SEALED AIR/SEALED AIR US | 100000.0 | 98872.88 | CORP | Long | |
| 878742AS4 | 878742AS4 | TECK RESOURCES LIMITED | 722000.0 | 696564.66 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 27946.57 | CORP | N/A | |
| 880349AU9 | 880349AU9 | TENNECO INC | 550000.0 | 453221.69 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -170.0 | -277837.8 | CORP | N/A | |
| 62954HAX6 | 62954HAX6 | NXP BV/NXP FDG/NXP USA | 675000.0 | 624921.75 | CORP | Long | |
| 000000000 | 000000000 | Madison Park Euro Funding | 8050000.0 | 8517495.94 | CORP | Long | |
| 25746UDD8 | 25746UDD8 | DOMINION ENERGY INC | 2625000.0 | 2443557.32 | CORP | Long | |
| 000000000 | 000000000 | BANK OF AMERICA, NATIONAL ASSOCIATION | 1.0 | 10971.67 | CORP | N/A | |
| 81721MAM1 | 81721MAM1 | DIVERSIFIED HEALTHCARE T | 1750000.0 | 1278416.56 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -52387.14 | CORP | N/A | |
| 165167735 | 165167735 | Chesapeake Energy Corp | 11102.0 | 891601.62 | CORP | Long | |
| 61978XAA5 | 61978XAA5 | MOTION BONDCO DAC | 525000.0 | 474080.25 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -22400.47 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -23340.34 | CORP | N/A | |
| 59284MAD6 | 59284MAD6 | MEXICO CITY ARPT TRUST | 6142000.0 | 4781117.06 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | -36997.04 | CORP | N/A | |
| 69354WAC0 | 69354WAC0 | Pnmac Gmsr Issuer Trust | 1720000.0 | 1720016.68 | CORP | Long | |
| 29082HAD4 | 29082HAD4 | EMBRAER NETHERLANDS FINA | 3025000.0 | 3079208.0 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -30788.04 | CORP | N/A | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | -128575.86 | CORP | N/A | |
| 37045VAH3 | 37045VAH3 | GENERAL MOTORS CO | 970000.0 | 877859.73 | CORP | Long | |
| 70052LAA1 | 70052LAA1 | PARK INTERMED HOLDINGS | 1500000.0 | 1509073.55 | CORP | Long | |
| 361841AN9 | 361841AN9 | GLP CAPITAL LP / FIN II | 745000.0 | 729810.97 | CORP | Long | |
| 51889RAD1 | 51889RAD1 | Laurel Road Prime Student Loan | 573781.203 | 112561.24 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | 40062.46 | CORP | N/A | |
| 381013AA9 | 381013AA9 | GOLDEN ENTERTAINMENT INC | 2800000.0 | 2815004.7 | CORP | Long | |
| 29273RBL2 | 29273RBL2 | ENERGY TRANSFER LP | 5000.0 | 4330.58 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -6185.8 | CORP | N/A | |
| 30607FAA8 | 30607FAA8 | FALABELLA SA | 2855000.0 | 2038470.0 | CORP | Long | |
| 912834AU2 | 912834AU2 | STRIPS | 1170000.0 | 566124.61 | UST | Long | |
| 25277LAC0 | 25277LAC0 | DIAMOND SPORTS GR/DIAMON | 5940000.0 | 140312.96 | CORP | Long | |
| 000000000 | 000000000 | GENON HLDGS CLASS A | 677.0 | 50165.7 | CORP | Long | |
| 125896BU3 | 125896BU3 | CMS ENERGY CORP | 1550000.0 | 1344601.29 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -710330.72 | CORP | N/A | |
| 87264AAX3 | 87264AAX3 | T-MOBILE USA INC | 1850000.0 | 1581061.23 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -216646.53 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1583000.0 | 56.54 | CORP | N/A | |
| 172967MU2 | 172967MU2 | CITIGROUP INC | 605000.0 | 541477.41 | CORP | Long | |
| 43731AAA1 | 43731AAA1 | Home Re Ltd | 137935.3 | 137956.86 | CORP | Long | |
| 912810SY5 | 912810SY5 | US TREASURY N/B | 23620000.0 | 16703768.75 | UST | Long | |
| 126307BF3 | 126307BF3 | CSC HOLDINGS LLC | 1480000.0 | 1015686.78 | CORP | Long | |
| 000000000 | 000000000 | Fidelity Grand Harbour CLO | 9000000.0 | 9439545.91 | CORP | Long | |
| 89157FAC4 | 89157FAC4 | TOTAL PLAY TELECOM | 1710000.0 | 754537.5 | CORP | Long | |
| 77340RAM9 | 77340RAM9 | ROCKIES EXPRESS PIPELINE | 225000.0 | 205107.3 | CORP | Long | |
| 575385AD1 | 575385AD1 | MASONITE INTERNATIONAL C | 795000.0 | 755250.0 | CORP | Long | |
| 000000000 | 000000000 | PETROLEOS MEXICANOS | 1000000.0 | 868078.75 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 50293.21 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 34858.44 | CORP | N/A | |
| 000000000 | 000000000 | RAINBOW MIDCO LIMITED | 4737424.75 | 5053805.78 | CORP | Long | |
| 90932JAA0 | 90932JAA0 | UNITED AIR 2019-2 AA PTT | 383396.43 | 313048.54 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -164486.87 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 1095000.0 | 950546.23 | NUSS | Long | |
| 25277LAF3 | 25277LAF3 | DIAMOND SPORTS GR/DIAMON | 1000000.0 | 24537.69 | CORP | Long | |
| 01F060618 | 01F060618 | Fannie Mae or Freddie Mac | 23000000.0 | 23057569.69 | USGSE | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | -106323.14 | CORP | N/A | |
| 860630AG7 | 860630AG7 | STIFEL FINANCIAL CORP | 6525000.0 | 5704309.19 | CORP | Long | |
| 056054AL3 | 056054AL3 | BX Commercial Mortgage Trust 2 | 6162500.0 | 6016866.57 | CORP | Long | |
| 893830BK4 | 893830BK4 | TRANSOCEAN INC | 700000.0 | 688625.0 | CORP | Long | |
| 36179WBY3 | 36179WBY3 | Government National Mortgage A | 2701648.58 | 2256762.95 | USGA | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -2631000.0 | -224666.34 | CORP | N/A | |
| 00081TAK4 | 00081TAK4 | ACCO BRANDS CORP | 2675000.0 | 2313613.97 | CORP | Long | |
| 07335CAL8 | 07335CAL8 | Barclays Commercial Mortgage S | 43170000.0 | 2258645.77 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -37096.59 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 752000.0 | 2.67 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 54524.6 | CORP | N/A | |
| 465410BY3 | 465410BY3 | ITALY GOV'T INT BOND | 1000000.0 | 873924.5 | NUSS | Long | |
| 11283YAB6 | 11283YAB6 | BROOKFIELD RESID PROPERT | 275000.0 | 258689.75 | CORP | Long | |
| 000000000 | 000000000 | EG GLOBAL FINANCE PLC | 1772142.8925 | 1928013.05 | CORP | Long | |
| 06738ECE3 | 06738ECE3 | BARCLAYS PLC | 2645000.0 | 2820320.39 | CORP | Long | |
| 000000000 | 000000000 | UBS Securities LLC | 1.0 | -4326.29 | CORP | N/A | |
| 912834FB9 | 912834FB9 | STRIPS | 5135000.0 | 2347256.67 | UST | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 123.0 | 112070.18 | CORP | N/A | |
| 57906HAD9 | 57906HAD9 | Mcafee Corp | 1900937.5 | 1875592.3 | CORP | Long | |
| 74052HAB0 | 74052HAB0 | PREMIER ENTERTAINMENT SU | 1375000.0 | 977765.51 | CORP | Long | |
| 80386WAA3 | 80386WAA3 | SASOL FINANCING USA LLC | 1450000.0 | 1434354.5 | CORP | Long | |
| 61744YAP3 | 61744YAP3 | MORGAN STANLEY | 3780000.0 | 3526673.74 | CORP | Long | |
| 35566CBD6 | 35566CBD6 | Freddie Mac - STACR | 3240000.0 | 3252196.01 | CORP | Long | |
| 30260LAA3 | 30260LAA3 | TIERRA MOJADA LUX II SRL | 2280346.44 | 1937952.42 | CORP | Long | |
| 77340RAS6 | 77340RAS6 | ROCKIES EXPRESS PIPELINE | 1485000.0 | 1421820.88 | CORP | Long | |
| 460599AD5 | 460599AD5 | INTERNATIONAL GAME TECH | 325000.0 | 323423.75 | CORP | Long | |
| 05973KAB3 | 05973KAB3 | BANCO MERCANTIL DE NORTE | 2015000.0 | 1664893.75 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 1176227.87 | CORP | N/A | |
| 465410BG2 | 465410BG2 | ITALY GOV'T INT BOND | 3300000.0 | 3201625.02 | NUSS | Long | |
| 81721MAK5 | 81721MAK5 | DIVERSIFIED HEALTHCARE T | 125000.0 | 118827.84 | CORP | Long | |
| 37045VAF7 | 37045VAF7 | GENERAL MOTORS CO | 80000.0 | 76776.49 | CORP | Long | |
| 47421MAY9 | 47421MAY9 | JEFFERSON MILL CLO LTD | 500000.0 | 493000.0 | CORP | Long | |
| 912834JH2 | 912834JH2 | STRIPS | 640000.0 | 280075.0 | UST | Long | |
| 682680AT0 | 682680AT0 | ONEOK INC | 25000.0 | 21051.17 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF INDONESIA | 1080000.0 | 1058756.74 | NUSS | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -154392.84 | CORP | N/A | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 713000.0 | 32.74 | CORP | N/A | |
| 38144GAG6 | 38144GAG6 | GOLDMAN SACHS GROUP INC | 1415000.0 | 1179740.71 | CORP | Long | |
| 00653VAA9 | 00653VAA9 | ADAPTHEALTH LLC | 575000.0 | 492954.72 | CORP | Long | |
| 013092AB7 | 013092AB7 | ALBERTSONS COS/SAFEWAY | 1775000.0 | 1751635.91 | CORP | Long | |
| 912834DU9 | 912834DU9 | STRIPS | 110000.0 | 53998.83 | UST | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 535990.0 | 7.21 | CORP | N/A | |
| 000000000 | 000000000 | State Street Bank and Trust Company | 1.0 | 47238.2 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | -513.0 | -541179.19 | CORP | N/A | |
| 000000000 | 000000000 | DIGICEL GRP HLDGS LTD 1B BND/CORP | 144773.0 | 0.14 | CORP | Long | |
| 20755CAB4 | 20755CAB4 | Fannie Mae - CAS | 650000.0 | 648840.73 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 2016.02 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 209.0 | 87988.93 | CORP | N/A | |
| 07556QBR5 | 07556QBR5 | BEAZER HOMES USA | 125000.0 | 117687.87 | CORP | Long | |
| 000000000 | 000000000 | HELLENIC REPUBLIC | 120000.0 | 138016.33 | NUSS | Long | |
| 000000000 | 000000000 | PETROLEOS MEXICANOS | 400000.0 | 445205.52 | CORP | Long | |
| 29260FAE0 | 29260FAE0 | ENDEAVOR ENERGY RESOURCE | 1500000.0 | 1471652.21 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -39136.37 | CORP | N/A | |
| 364760AQ1 | 364760AQ1 | GAP INC/THE | 850000.0 | 671613.93 | CORP | Long | |
| 078777AC3 | 078777AC3 | BELLEMEADE RE LT | 900000.0 | 897735.6 | CORP | Long | |
| 03522AAJ9 | 03522AAJ9 | ANHEUSER-BUSCH CO/INBEV | 1500000.0 | 1378805.55 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1494000.0 | 3.93 | CORP | N/A | |
| 07336HAA0 | 07336HAA0 | Bayview Financing Trust 2023-1F | 850000.0 | 850000.0 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | 52920.92 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | -173568.71 | CORP | N/A | |
| 030981AL8 | 030981AL8 | AMERIGAS PART/FIN CORP | 325000.0 | 310354.64 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -11432.28 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | 123423.87 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -33766.15 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -39852.0 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -100198.4 | CORP | N/A | |
| 000000000 | 000000000 | European Residential Loan Secu | 907177.07 | 939576.25 | CORP | Long | |
| 000000000 | 000000000 | Cordatus CLO PLC | 12750000.0 | 13651313.68 | CORP | Long | |
| 000000000 | 000000000 | STATE OF MINAS GERAIS | 1515000.0 | 1473882.9 | CORP | Long | |
| 628530BC0 | 628530BC0 | MYLAN INC | 3000000.0 | 2408906.49 | CORP | Long | |
| 163851AE8 | 163851AE8 | CHEMOURS CO | 1050000.0 | 1000223.58 | CORP | Long | |
| 431318AS3 | 431318AS3 | HILCORP ENERGY I/HILCORP | 700000.0 | 681710.66 | CORP | Long | |
| 279158AS8 | 279158AS8 | ECOPETROL SA | 396000.0 | 406375.2 | CORP | Long | |
| 80282YAH9 | 80282YAH9 | Santander Consumer Auto Receiv | 1000000.0 | 935474.6 | CORP | Long | |
| 87240NAY2 | 87240NAY2 | TCW CLO 2017-1, Ltd | 6000000.0 | 5916610.8 | CORP | Long | |
| 000000000 | 000000000 | UBS Securities LLC | 1.0 | -117298.06 | CORP | N/A | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 107195.78 | CORP | N/A | |
| 460599AC7 | 460599AC7 | INTERNATIONAL GAME TECH | 750000.0 | 749062.5 | CORP | Long | |
| 74365PAH1 | 74365PAH1 | PROSUS NV | 2835000.0 | 2367225.0 | CORP | Long | |
| 527298BP7 | 527298BP7 | LEVEL 3 FINANCING INC | 175000.0 | 165375.0 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | 4379.07 | CORP | N/A | |
| 864486AK1 | 864486AK1 | SUBURBAN PROPANE PARTNRS | 1850000.0 | 1840086.61 | CORP | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AKTIENGESELLSCHAFT | 1.0 | 130588.3 | CORP | N/A | |
| 86268HAA6 | 86268HAA6 | Strata CLO, Ltd | 162015.2 | 161929.48 | CORP | Long | |
| 912834MD7 | 912834MD7 | STRIPS | 7190000.0 | 2813649.25 | UST | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -38317.71 | CORP | N/A | |
| 23306GAL1 | 23306GAL1 | DBGS Mortgage Trust | 319816.94 | 309387.39 | CORP | Long | |
| 000000000 | 000000000 | ALTA MESA HLDGS/FINANC S | 2950000.0 | 295.0 | CORP | Long | |
| 000000000 | 000000000 | State Street Bank and Trust Company | 1.0 | -1231.64 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF INDONESIA | 380000.0 | 409364.44 | NUSS | Long | |
| 000000000 | 000000000 | JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | 1.0 | 32238.34 | CORP | N/A | |
| 00774CAB3 | 00774CAB3 | AECOM | 500000.0 | 486488.37 | CORP | Long | |
| 000000000 | 000000000 | PETROLEOS MEXICANOS | 1180000.0 | 1059654.75 | CORP | Long | |
| 74529JPX7 | 74529JPX7 | PUERTO RICO SALES TAX FING COR | 1780000.0 | 1733706.31 | MUN | Long | |
| 37045XEB8 | 37045XEB8 | GENERAL MOTORS FINL CO | 1810000.0 | 1835580.64 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | 50141.0 | CORP | N/A | |
| 46115HBQ9 | 46115HBQ9 | INTESA SANPAOLO SPA | 700000.0 | 542451.0 | CORP | Long | |
| 63861CAD1 | 63861CAD1 | NATIONSTAR MTG HLD INC | 150000.0 | 129611.14 | CORP | Long | |
| 431318AV6 | 431318AV6 | HILCORP ENERGY I/HILCORP | 675000.0 | 626243.58 | CORP | Long | |
| 000000000 | 000000000 | DIGICEL GRP HLDGS LTD 3B BND/CORP | 84021.0 | 0.08 | CORP | Long | |
| 000000000 | 000000000 | EG Group Limited | 5890000.0 | 5687997.37 | CORP | Long | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | 149826.7 | CORP | N/A | |
| 74165HAB4 | 74165HAB4 | PRIME HEALTHCARE SERVICE | 1150000.0 | 1084970.33 | CORP | Long | |
| 000000000 | 000000000 | Bilbao CLO | 5900000.0 | 6039633.26 | CORP | Long | |
| 452151LF8 | 452151LF8 | ILLINOIS ST | 1210000.0 | 1165346.99 | MUN | Long | |
| 000000000 | 000000000 | Digicel International Finance Limited | 1611438.063 | 1486551.61 | CORP | Long | |
| 225401AZ1 | 225401AZ1 | UBS GROUP AG | 2915000.0 | 2975943.32 | CORP | Long | |
| 61771LAL6 | 61771LAL6 | Morgan Stanley Capital I Trust | 20580000.0 | 16259416.28 | CORP | Long | |
| 629377CQ3 | 629377CQ3 | NRG ENERGY INC | 200000.0 | 171275.05 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -4982.84 | CORP | N/A | |
| 000000000 | 000000000 | TALKTALK TELECOM GROUP | 4000000.0 | 3935713.12 | CORP | Long | |
| 912810QZ4 | 912810QZ4 | US TREASURY N/B | 4825000.0 | 3847183.59 | UST | Long | |
| 694308JM0 | 694308JM0 | PACIFIC GAS & ELECTRIC | 1750000.0 | 1608666.34 | CORP | Long | |
| 1248EPCK7 | 1248EPCK7 | CCO HLDGS LLC/CAP CORP | 1300000.0 | 1085306.34 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -28530.49 | CORP | N/A | |
| 01F020612 | 01F020612 | Fannie Mae or Freddie Mac | 23500000.0 | 18276757.7 | USGSE | Long | |
| 48128BAG6 | 48128BAG6 | JPMORGAN CHASE & CO | 2065000.0 | 1977792.99 | CORP | Long | |
| 17888HAA1 | 17888HAA1 | CIVITAS RESOURCES INC | 200000.0 | 204794.56 | CORP | Long | |
| 90932LAG2 | 90932LAG2 | UNITED AIRLINES INC | 850000.0 | 808090.42 | CORP | Long | |
| 00287YDB2 | 00287YDB2 | ABBVIE INC | 1150000.0 | 1041448.82 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -303689.5 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -43566.64 | CORP | N/A | |
| 03847PAA3 | 03847PAA3 | ARABIAN CENTRES SUKUK | 1655000.0 | 1592937.5 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -26569.27 | CORP | N/A | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | 41326.05 | CORP | N/A | |
| 11283YAG5 | 11283YAG5 | BROOKFIELD RESID PROPERT | 1200000.0 | 1015500.0 | CORP | Long | |
| 70932MAB3 | 70932MAB3 | PENNYMAC FIN SVCS INC | 1800000.0 | 1563428.95 | CORP | Long | |
| 431318AU8 | 431318AU8 | HILCORP ENERGY I/HILCORP | 675000.0 | 634373.5 | CORP | Long | |
| 000000000 | 000000000 | TFS_18-3-A1 | 295292.18 | 273211.71 | CORP | Long | |
| 912834DV7 | 912834DV7 | STRIPS | 1375000.0 | 655380.87 | UST | Long | |
| 279158AN9 | 279158AN9 | ECOPETROL SA | 2000000.0 | 1887800.0 | CORP | Long | |
| 552953CG4 | 552953CG4 | MGM RESORTS INTL | 450000.0 | 451604.66 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | 26059.56 | CORP | N/A | |
| 629377CH3 | 629377CH3 | NRG ENERGY INC | 1275000.0 | 1190176.2 | CORP | Long | |
| 161175AZ7 | 161175AZ7 | CHARTER COMM OPT LLC/CAP | 1515000.0 | 1484783.26 | CORP | Long | |
| 3137FHQ30 | 3137FHQ30 | FHLMC Multifamily Structured P | 71672327.73 | 186713.58 | USGSE | Long | |
| 98462YAF7 | 98462YAF7 | YAMANA GOLD INC | 5000000.0 | 4044828.0 | CORP | Long | |
| 85236FAA1 | 85236FAA1 | SMYRNA READY MIX CONCRET | 2125000.0 | 2019140.66 | CORP | Long | |
| 000000000 | 000000000 | BELLIS FINCO PLC | 3500000.0 | 3719600.62 | CORP | Long | |
| 422704AH9 | 422704AH9 | HECLA MINING CO | 500000.0 | 495410.72 | CORP | Long | |
| 04364VAR4 | 04364VAR4 | ASCENT RESOURCES/ARU FIN | 825000.0 | 828661.47 | CORP | Long | |
| 000000000 | 000000000 | State Street Bank and Trust Company | 1.0 | -6703.11 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | 51218.45 | CORP | N/A | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 7277.16 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 22456.14 | CORP | N/A | |
| 87271AAA4 | 87271AAA4 | TH MSR ISSUER TRUST | 4440000.0 | 4347652.88 | CORP | Long | |
| 20755DAB2 | 20755DAB2 | Fannie Mae - CAS | 635000.0 | 662506.3 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. INTERNATIONAL PLC | 1.0 | 14897.11 | CORP | N/A | |
| 80386WAC9 | 80386WAC9 | SASOL FINANCING USA LLC | 730000.0 | 665668.75 | CORP | Long | |
| 05610WAE0 | 05610WAE0 | BPR Trust | 3800000.0 | 3860947.82 | CORP | Long | |
| 161175BA1 | 161175BA1 | CHARTER COMM OPT LLC/CAP | 50000.0 | 46371.43 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 165538.94 | CORP | N/A | |
| 87470LAJ0 | 87470LAJ0 | TALLGRASS NRG PRTNR/FIN | 2150000.0 | 1951843.16 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF INDONESIA | 135000.0 | 136484.84 | NUSS | Long | |
| 25466AAR2 | 25466AAR2 | DISCOVER BANK | 3275000.0 | 2607080.65 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | 24245.96 | CORP | N/A | |
| 53219LAS8 | 53219LAS8 | LEGACY LIFEPOINT HEALTH | 50000.0 | 43779.23 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -85732.84 | CORP | N/A | |
| 682413AJ8 | 682413AJ8 | ONE Park Mortgage Trust | 1172000.0 | 1044781.04 | CORP | Long | |
| 31418DQH8 | 31418DQH8 | Fannie Mae | 2923612.75 | 2397404.35 | USGSE | Long | |
| 000000000 | 000000000 | UBS Securities LLC | 1.0 | -5088.35 | CORP | N/A | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 49859.66 | CORP | N/A | |
| 46649XAL1 | 46649XAL1 | JP Morgan Chase Commercial Mor | 8800000.0 | 4911552.8 | CORP | Long | |
| 629377CS9 | 629377CS9 | NRG ENERGY INC | 1475000.0 | 1206170.9 | CORP | Long | |
| 80290CBJ2 | 80290CBJ2 | Santander Bank Auto Credit-Lin | 170601.54 | 172094.59 | CORP | Long | |
| 000000000 | 000000000 | PETROLEOS MEXICANOS | 657000.0 | 707721.3 | CORP | Long | |
| 3137BPW39 | 3137BPW39 | FHLMC Multifamily Structured P | 1045349.15 | 27575.68 | USGSE | Long | |
| 48666KAZ2 | 48666KAZ2 | KB HOME | 615000.0 | 522087.18 | CORP | Long | |
| 29273VAM2 | 29273VAM2 | ENERGY TRANSFER LP | 2900000.0 | 2570657.64 | CORP | Long | |
| 00287YAS8 | 00287YAS8 | ABBVIE INC | 520000.0 | 469438.46 | CORP | Long | |
| 35566AAH2 | 35566AAH2 | Freddie Mac - STACR | 126095.45 | 127942.56 | CORP | Long | |
| 14985VAE1 | 14985VAE1 | CCM MERGER INC | 2175000.0 | 2090387.48 | CORP | Long | |
| 06051GJT7 | 06051GJT7 | BANK OF AMERICA CORP | 1605000.0 | 1304785.49 | CORP | Long | |
| 71654QDC3 | 71654QDC3 | PETROLEOS MEXICANOS | 400000.0 | 322400.0 | CORP | Long | |
| 28470RAH5 | 28470RAH5 | CAESARS ENTERTAIN INC | 1620000.0 | 1611349.31 | CORP | Long | |
| 92564RAH8 | 92564RAH8 | VICI PROPERTIES / NOTE | 75000.0 | 71391.15 | CORP | Long | |
| 071734AD9 | 071734AD9 | BAUSCH HEALTH COS INC | 1225000.0 | 471625.0 | CORP | Long | |
| 05491VAJ5 | 05491VAJ5 | Barclays Commercial Mortgage S | 250000.0 | 172819.13 | CORP | Long | |
| 000000000 | 000000000 | BNP PARIBAS SECURITIES CORP. | 1.0 | -1320837.5 | CORP | N/A | |
| 53219LAR0 | 53219LAR0 | LIFEPT/LEGACY LIFEPT | 1750000.0 | 1698938.29 | CORP | Long | |
| 25381XAE3 | 25381XAE3 | DIG INTL FIN/DIG INTL | 6000000.0 | 5520000.0 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 83511.43 | CORP | N/A | |
| 17308CC53 | 17308CC53 | CITIGROUP INC | 8950000.0 | 7734820.73 | CORP | Long | |
| 000000000 | 000000000 | PETROBRAS GLOBAL FINANCE | 730000.0 | 840783.62 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -83090.94 | CORP | N/A | |
| 000000000 | 000000000 | MIZRAHI TEFAHOT BANK LTD | 2545000.0 | 2213354.69 | CORP | Long | |
| 92556VAF3 | 92556VAF3 | VIATRIS INC | 1495000.0 | 969981.68 | CORP | Long | |
| 25525PAA5 | 25525PAA5 | DIVERSIFIED HEALTHCARE T | 775000.0 | 769002.24 | CORP | Long | |
| 3132DWBC6 | 3132DWBC6 | Freddie Mac | 1948126.73 | 1587782.24 | USGSE | Long | |
| 01F050619 | 01F050619 | Fannie Mae or Freddie Mac | 500000.0 | 481424.17 | USGSE | Long | |
| 69331CAJ7 | 69331CAJ7 | PG&E CORP | 821000.0 | 771543.8 | CORP | Long | |
| 61747YEL5 | 61747YEL5 | MORGAN STANLEY | 6820000.0 | 5564792.57 | CORP | Long | |
| 03690AAF3 | 03690AAF3 | ANTERO MIDSTREAM PART/FI | 2800000.0 | 2711927.12 | CORP | Long | |
| 780153BJ0 | 780153BJ0 | ROYAL CARIBBEAN CRUISES | 950000.0 | 921405.0 | CORP | Long | |
| 629377CU4 | 629377CU4 | NRG ENERGY INC | 225000.0 | 222368.7 | CORP | Long | |
| 69377FAB2 | 69377FAB2 | FREEPORT INDONESIA PT | 820000.0 | 773465.0 | CORP | Long | |
| 071734AL1 | 071734AL1 | BAUSCH HEALTH COS INC | 4025000.0 | 1408750.0 | CORP | Long | |
| 00687YAA3 | 00687YAA3 | ADIENT GLOBAL HOLDINGS | 850000.0 | 818320.5 | CORP | Long | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | 12749.73 | CORP | N/A | |
| 000000000 | 000000000 | CEMEX SAB DE CV | 583000.0 | 543356.0 | CORP | Long | |
| 35564KJA8 | 35564KJA8 | Freddie Mac - STACR | 2320000.0 | 2347561.6 | CORP | Long | |
| 39810DAA7 | 39810DAA7 | GREYSTONE COML CAP TRUST | 6300000.0 | 5953500.0 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | 43638.41 | CORP | N/A | |
| 05491LAJ7 | 05491LAJ7 | Barclays Commercial Mortgage S | 250000.0 | 184830.55 | CORP | Long | |
| 000000000 | 000000000 | SHERWOOD FINANCING PLC | 4225000.0 | 4478354.85 | CORP | Long | |
| 3137F2LL8 | 3137F2LL8 | FHLMC Multifamily Structured P | 7214338.95 | 154926.49 | USGSE | Long | |
| 000000000 | 000000000 | THERMO FISHER SCIENTIFIC | 400000.0 | 307087.62 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 4453000.0 | 4471440.99 | NUSS | Long | |
| 315293308 | 315293308 | Ferrellgas Partners LP | 5838.0 | 971620.09 | CORP | Long | |
| 59284MAB0 | 59284MAB0 | MEXICO CITY ARPT TRUST | 938000.0 | 729416.94 | CORP | Long | |
| 35564KFG9 | 35564KFG9 | Freddie Mac - STACR | 100000.0 | 103509.29 | CORP | Long | |
| 09259GAC7 | 09259GAC7 | Blackstone Mortgage Trust Inc | 752445.58 | 730812.77 | CORP | Long | |
| 06738EBM6 | 06738EBM6 | BARCLAYS PLC | 2865000.0 | 2300682.38 | CORP | Long | |
| 000000000 | 000000000 | Intelsat Jackson Holdings SA | 4649.0 | 18596.0 | CORP | Long | |
| 000000000 | 000000000 | LIMA METRO LINE 2 FIN LT | 88847.93 | 85738.25 | CORP | Long | |
| 35564KRF8 | 35564KRF8 | Freddie Mac - STACR | 700000.0 | 705712.0 | CORP | Long | |
| 000000000 | 000000000 | UNITED GROUP BV | 500000.0 | 488578.67 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -56683.42 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -38895.9 | CORP | N/A | |
| 247361ZT8 | 247361ZT8 | DELTA AIR LINES INC | 1720000.0 | 1537761.44 | CORP | Long | |
| 10554TAH8 | 10554TAH8 | BRASKEM NETHERLANDS | 2540000.0 | 2485390.0 | CORP | Long | |
| 000000000 | 000000000 | ALTICE FRANCE HOLDING SA | 1100000.0 | 572093.83 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | 10538.97 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | -58203.46 | CORP | N/A | |
| 53227QAB4 | 53227QAB4 | LIGHT SERVICOS ENERGIA | 2000000.0 | 925000.0 | CORP | Long | |
| 398433AP7 | 398433AP7 | GRIFFON CORPORATION | 515000.0 | 486709.66 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -3004000.0 | -99118.7 | CORP | N/A | |
| 82650BAD8 | 82650BAD8 | Sierra Receivables Funding Co | 1322208.26 | 1343746.5 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1502000.0 | 1647.73 | CORP | N/A | |
| 000000000 | 000000000 | BNP PARIBAS SECURITIES CORP. | 1.0 | -80347.66 | CORP | N/A | |
| 90137LAN0 | 90137LAN0 | 20 TSQ GroundCo LLC | 5000000.0 | 3425366.5 | CORP | Long | |
| 23306GAJ6 | 23306GAJ6 | DBGS Mortgage Trust | 91376.27 | 87919.48 | CORP | Long | |
| 92840VAH5 | 92840VAH5 | VISTRA OPERATIONS CO LLC | 225000.0 | 203493.08 | CORP | Long | |
| 780153BT8 | 780153BT8 | ROYAL CARIBBEAN CRUISES | 125000.0 | 127187.5 | CORP | Long | |
| 817477AG7 | 817477AG7 | REPUBLIC OF SERBIA | 425000.0 | 426062.5 | NUSS | Long | |
| 000000000 | 000000000 | State Street Bank and Trust Company | 1.0 | 6482.91 | CORP | N/A | |
| 00253XAB7 | 00253XAB7 | AMERICAN AIRLINES/AADVAN | 1925000.0 | 1836161.25 | CORP | Long | |
| 552953CE9 | 552953CE9 | MGM RESORTS INTL | 50000.0 | 49735.28 | CORP | Long | |
| 000000000 | 000000000 | ALTICE FINCO SA | 3125000.0 | 2626907.32 | CORP | Long | |
| 071734AM9 | 071734AM9 | BAUSCH HEALTH COS INC | 1100000.0 | 385000.0 | CORP | Long | |
| 74529JPW9 | 74529JPW9 | PUERTO RICO SALES TAX FING COR | 700000.0 | 664677.06 | MUN | Long | |
| 88033GDH0 | 88033GDH0 | TENET HEALTHCARE CORP | 825000.0 | 768416.75 | CORP | Long | |
| 000000000 | 000000000 | BANK OF AMERICA, NATIONAL ASSOCIATION | 1.0 | -640011.45 | CORP | N/A | |
| 235822AB9 | 235822AB9 | DANA FINANCING LUX SARL | 126000.0 | 124740.0 | CORP | Long | |
| 31418D2M3 | 31418D2M3 | Fannie Mae | 1771494.2 | 1437825.33 | USGSE | Long | |
| 109641AH3 | 109641AH3 | BRINKER INTERNATIONAL IN | 2900000.0 | 2854952.24 | CORP | Long | |
| 23307CAJ4 | 23307CAJ4 | DBWF Mortgage Trust | 250000.0 | 164281.05 | CORP | Long | |
| 55903VBE2 | 55903VBE2 | WARNERMEDIA HOLDINGS INC | 810000.0 | 647345.93 | CORP | Long | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | -144684.96 | CORP | N/A | |
| 12674CAA1 | 12674CAA1 | CA MAGNUM HOLDINGS | 535000.0 | 488187.5 | CORP | Long | |
| 000000000 | 000000000 | St Pauls CLO | 8500000.0 | 7904054.69 | CORP | Long | |
| 000000000 | 000000000 | Retiro Mortgage Securities | 274588.6 | 295933.07 | CORP | Long | |
| 38379WM25 | 38379WM25 | Government National Mortgage A | 3177813.58 | 2749464.33 | USGA | Long | |
| 12653CAC2 | 12653CAC2 | CNX RESOURCES CORP | 1525000.0 | 1517893.09 | CORP | Long | |
| 00206RMN9 | 00206RMN9 | AT&T INC | 781000.0 | 533761.79 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 725000.0 | 3.4 | CORP | N/A | |
| 35565XBD1 | 35565XBD1 | Freddie Mac - STACR | 1257045.83 | 1397525.48 | CORP | Long | |
| 89236YAG9 | 89236YAG9 | TPC GROUP INC | 916468.0 | 927336.28 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -205.89 | CORP | N/A | |
| 87724RAA0 | 87724RAA0 | TAYLOR MORRISON COMM | 400000.0 | 393417.97 | CORP | Long | |
| 07133PAA7 | 07133PAA7 | Battalion CLO LTD | 600000.0 | 594830.52 | CORP | Long | |
| 18551PAE9 | 18551PAE9 | CLECO CORPORATE HOLDINGS | 295000.0 | 251613.91 | CORP | Long | |
| 16115QAF7 | 16115QAF7 | CHART INDUSTRIES INC | 175000.0 | 178526.87 | CORP | Long | |
| 92840VAF9 | 92840VAF9 | VISTRA CORP | 405000.0 | 385792.9 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 863.0 | 629737.45 | CORP | N/A | |
| 049362AA4 | 049362AA4 | ATLAS LUXCO 4 / ALL UNI | 420000.0 | 364480.2 | CORP | Long | |
| 05565QDU9 | 05565QDU9 | BP CAPITAL MARKETS PLC | 3080000.0 | 2964500.0 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | -713000.0 | -17690.86 | CORP | N/A | |
| 44330BAM6 | 44330BAM6 | HPS Investment Partners CLO | 750000.0 | 746625.3 | CORP | Long | |
| 000000000 | 000000000 | AGILE GROUP HOLDINGS LTD | 2085000.0 | 271050.0 | CORP | Long | |
| 000000000 | 000000000 | VIRGIN MEDIA SECURED FIN | 2000000.0 | 2117886.12 | CORP | Long | |
| 92564RAB1 | 92564RAB1 | VICI PROPERTIES / NOTE | 285000.0 | 258941.77 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -53343.51 | CORP | N/A | |
| 48128U2R9 | 48128U2R9 | JPMorgan Chase Bank, NA - CACL | 600000.0 | 576463.02 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -384.53 | CORP | N/A | |
| 48666KAX7 | 48666KAX7 | KB HOME | 941000.0 | 962589.26 | CORP | Long | |
| 000000000 | 000000000 | Carlyle Global Market Strategi | 8250000.0 | 8700023.23 | CORP | Long | |
| 000000000 | 000000000 | UBS Securities LLC | 1.0 | -157055.81 | CORP | N/A | |
| 90137LAL4 | 90137LAL4 | 20 TSQ GroundCo LLC | 4900000.0 | 3454859.17 | CORP | Long | |
| 185899AG6 | 185899AG6 | CLEVELAND-CLIFFS INC | 500000.0 | 501266.98 | CORP | Long | |
| 193051AQ2 | 193051AQ2 | Cold Storage Trust | 1769382.94 | 1752135.0 | CORP | Long | |
| 911365BP8 | 911365BP8 | UNITED RENTALS NORTH AM | 2050000.0 | 1740246.56 | CORP | Long | |
| 92240MBL1 | 92240MBL1 | VECTOR GROUP LTD | 2325000.0 | 2073031.03 | CORP | Long | |
| 87724RAJ1 | 87724RAJ1 | TAYLOR MORRISON COMM | 1155000.0 | 1064081.21 | CORP | Long | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | 1.0 | 6169.75 | CORP | N/A | |
| 893830BL2 | 893830BL2 | TRANSOCEAN INC | 275000.0 | 263252.0 | CORP | Long | |
| 07014QAN1 | 07014QAN1 | Great Outdoors Group LLC | 646700.5 | 640862.09 | CORP | Long | |
| 000000000 | 000000000 | PETROLEOS MEXICANOS | 500000.0 | 496628.12 | CORP | Long | |
| 95081QAN4 | 95081QAN4 | WESCO DISTRIBUTION INC | 550000.0 | 551526.37 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | 56124.77 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -29618.01 | CORP | N/A | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -155501.39 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 943000.0 | 818598.26 | NUSS | Long | |
| 61771LAC6 | 61771LAC6 | Morgan Stanley Capital I Trust | 297065000.0 | 112349.98 | CORP | Long | |
| 62482BAB8 | 62482BAB8 | MEDLINE BORROWER LP | 250000.0 | 226890.2 | CORP | Long | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | 20453.01 | CORP | N/A | |
| 914906AU6 | 914906AU6 | UNIVISION COMMUNICATIONS | 1875000.0 | 1847847.41 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 956326.63 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | -44920000.0 | -138.14 | CORP | N/A | |
| 670001AG1 | 670001AG1 | NOVELIS CORP | 1500000.0 | 1377230.81 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -6904.72 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | -59575.74 | CORP | N/A | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 243.0 | 146079.16 | CORP | N/A | |
| 04649VBC3 | 04649VBC3 | Asurion LLC | 701704.6205 | 689424.79 | CORP | Long | |
| 000000000 | 000000000 | UKRAINE GOVERNMENT | 430000.0 | 119583.0 | NUSS | Long | |
| 01F0306C7 | 01F0306C7 | Fannie Mae or Freddie Mac | 55000000.0 | 46351124.6 | USGSE | Long | |
| 172967MK4 | 172967MK4 | CITIGROUP INC | 7301000.0 | 6642683.87 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -1868155.13 | CORP | N/A | |
| 34535CAD8 | 34535CAD8 | Ford Credit Auto Owner Trust/F | 1200000.0 | 1185738.84 | CORP | Long | |
| 07876UAB5 | 07876UAB5 | BELLEMEADE RE LT | 1345892.95 | 1353898.32 | CORP | Long | |
| 6174468G7 | 6174468G7 | MORGAN STANLEY | 5500000.0 | 5221008.43 | CORP | Long | |
| 131347CN4 | 131347CN4 | CALPINE CORP | 4000000.0 | 3765120.8 | CORP | Long | |
| 737446AR5 | 737446AR5 | POST HOLDINGS INC | 275000.0 | 239430.57 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -15118.02 | CORP | N/A | |
| 165167DF1 | 165167DF1 | CHESAPEAKE ENERGY CORP | 475000.0 | 467448.56 | CORP | Long | |
| 02406PAU4 | 02406PAU4 | AMERICAN AXLE & MFG INC | 1400000.0 | 1353276.68 | CORP | Long | |
| 903724BW1 | 903724BW1 | UKRAINE GOVERNMENT | 650000.0 | 193537.5 | NUSS | Long | |
| 000000000 | 000000000 | UKRAINE GOVERNMENT | 1355000.0 | 309732.67 | NUSS | Long | |
| 527298BU6 | 527298BU6 | LEVEL 3 FINANCING INC | 645000.0 | 598258.12 | CORP | Long | |
| 3136B3AL4 | 3136B3AL4 | Fannie Mae | 1500000.0 | 1212361.5 | USGSE | Long | |
| 25714PDT2 | 25714PDT2 | DOMINICAN REPUBLIC | 2270000.0 | 2228005.0 | NUSS | Long | |
| 95081QAP9 | 95081QAP9 | WESCO DISTRIBUTION INC | 1200000.0 | 1219650.7 | CORP | Long | |
| 36262MAL2 | 36262MAL2 | GS Mortgage Securities Trust | 3090000.0 | 2735069.93 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 169452.57 | CORP | N/A | |
| 000000000 | 000000000 | PETROBRAS GLOBAL FINANCE | 1295000.0 | 1606393.27 | CORP | Long | |
| 000000000 | 000000000 | VIRGIN MEDIA SECURED FIN | 500000.0 | 562584.02 | CORP | Long | |
| 745310AK8 | 745310AK8 | PUGET ENERGY INC | 4130000.0 | 3681031.87 | CORP | Long | |
| 39810EAA5 | 39810EAA5 | GCC Home Equity Trust | 5500000.0 | 5447367.2 | CORP | Long | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | -2235000.0 | -20204.47 | CORP | N/A | |
| 19767QAS4 | 19767QAS4 | HCA INC | 1500000.0 | 1656720.83 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -17365.9 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -22408.47 | CORP | N/A | |
| 87583FAQ1 | 87583FAQ1 | Tank Holding Corp | 222880.0 | 213964.8 | CORP | Long | |
| 38382AXK6 | 38382AXK6 | Government National Mortgage A | 4337333.12 | 686184.32 | USGA | Long | |
| 35566ABD0 | 35566ABD0 | Freddie Mac - STACR | 630000.0 | 685701.01 | CORP | Long | |
| 000000000 | 000000000 | UNITED GROUP BV | 1000000.0 | 995433.25 | CORP | Long | |
| 20754CAB5 | 20754CAB5 | Fannie Mae - CAS | 751189.03 | 761033.81 | CORP | Long | |
| 019576AA5 | 019576AA5 | ALLIED UNIVERSAL | 1626000.0 | 1580807.36 | CORP | Long | |
| 000000000 | 000000000 | PREEM HOLDING AB | 2250000.0 | 2631437.86 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -28512.65 | CORP | N/A | |
| 3133APUF4 | 3133APUF4 | Freddie Mac | 2836787.41 | 2300128.05 | USGSE | Long | |
| 35564KWT2 | 35564KWT2 | Freddie Mac - STACR | 700000.0 | 725592.0 | CORP | Long | |
| 097751BT7 | 097751BT7 | BOMBARDIER INC | 6790000.0 | 6790000.0 | CORP | Long | |
| 682691AA8 | 682691AA8 | ONEMAIN FINANCE CORP | 750000.0 | 610687.35 | CORP | Long | |
| 000000000 | 000000000 | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred | 3925000.0 | 3925000.0 | CORP | Long | |
| 25277BAE8 | 25277BAE8 | Diamond Sports Group LLC | 201241.668 | 144894.0 | CORP | Long | |
| 68245XAM1 | 68245XAM1 | 1011778 BC / NEW RED FIN | 1350000.0 | 1161000.0 | CORP | Long | |
| 62886HBA8 | 62886HBA8 | NCL CORPORATION LTD | 350000.0 | 331625.0 | CORP | Long | |
| 62954HAY4 | 62954HAY4 | NXP BV/NXP FDG/NXP USA | 875000.0 | 770647.5 | CORP | Long | |
| 000000000 | 000000000 | Intelsat SA/Luxembourg | 44407.0 | 1171234.63 | CORP | Long | |
| 000000000 | 000000000 | Intelsat Jackson Holdings SA | 4649.0 | 29056.25 | CORP | Long | |
| 21925DAA7 | 21925DAA7 | CORNERSTONE BUILDING | 175000.0 | 137410.04 | CORP | Long | |
| 404030AJ7 | 404030AJ7 | H&E EQUIPMENT SERVICES | 3500000.0 | 3101479.5 | CORP | Long | |
| 74514L3T2 | 74514L3T2 | PUERTO RICO CMWLTH | 11392646.143 | 5896338.86 | MUN | Long | |
| 00109AAB3 | 00109AAB3 | AES PANAMA GENERATION HL | 3006192.37 | 2476651.58 | CORP | Long | |
| 68269HAD7 | 68269HAD7 | OneMain Financial Issuance Tru | 2600000.0 | 2609307.74 | CORP | Long | |
| 87470LAH4 | 87470LAH4 | TALLGRASS NRG PRTNR/FIN | 1250000.0 | 1259923.56 | CORP | Long | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | 1.0 | -1812.38 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1502000.0 | 12.64 | CORP | N/A | |
| 1248EPCN1 | 1248EPCN1 | CCO HLDGS LLC/CAP CORP | 3225000.0 | 2653491.04 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1502000.0 | 0.0 | CORP | N/A | |
| 20753XAF1 | 20753XAF1 | Fannie Mae - CAS | 1000000.0 | 1089564.3 | CORP | Long | |
| 000000000 | 000000000 | TFS_18-3 | 1.0 | 1.09 | CORP | Long | |
| 69356UAA6 | 69356UAA6 | PMT CREDIT RISK TRANSFER TRUST | 4670657.72 | 4661548.07 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 571658.32 | CORP | N/A | |
| 000000000 | 000000000 | ILIAD HOLDING SAS | 3125000.0 | 3361151.94 | CORP | Long | |
| 38141GWZ3 | 38141GWZ3 | GOLDMAN SACHS GROUP INC | 1040000.0 | 982251.59 | CORP | Long | |
| 629377CE0 | 629377CE0 | NRG ENERGY INC | 225000.0 | 219725.13 | CORP | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 37279.57 | CORP | N/A | |
| 000000000 | 000000000 | GOHL CAPITAL LTD | 1870000.0 | 1762475.0 | CORP | Long | |
| 25470DAT6 | 25470DAT6 | DISCOVERY COMMUNICATIONS | 645000.0 | 522132.7 | CORP | Long | |
| 000000000 | 000000000 | St Pauls CLO | 9200000.0 | 8937142.75 | CORP | Long | |
| 92840M102 | 92840M102 | Vistra Corp | 10516.0 | 372371.56 | CORP | Long | |
| 92840MAC6 | 92840MAC6 | VISTRA CORP | 875000.0 | 832067.22 | CORP | Long | |
| 82088KAK4 | 82088KAK4 | SHEA HOMES LP/FNDG CP | 1925000.0 | 1792517.92 | CORP | Long | |
| 000000000 | 000000000 | Armada Euro CLO | 208640.23 | 214221.0 | CORP | Long | |
| 29379VBM4 | 29379VBM4 | ENTERPRISE PRODUCTS OPER | 200000.0 | 198676.08 | CORP | Long | |
| 131347CM6 | 131347CM6 | CALPINE CORP | 670000.0 | 633328.86 | CORP | Long | |
| 000000000 | 000000000 | EUREX CLEARING AKTIENGESELLSCHAFT | -225.0 | -43786.6 | CORP | N/A | |
| 00164VAD5 | 00164VAD5 | AMC NETWORKS INC | 1075000.0 | 1074181.36 | CORP | Long | |
| 000000000 | 000000000 | Ares Euro CLO | 4450000.0 | 4700361.08 | CORP | Long | |
| 64072UAM4 | 64072UAM4 | CSC Holdings LLC | 831895.4715 | 800006.42 | CORP | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AKTIENGESELLSCHAFT | 1.0 | 59372.31 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 66125.85 | CORP | N/A | |
| 36268NAA8 | 36268NAA8 | GTCR W-2 MERGER SUB LLC | 200000.0 | 203717.26 | CORP | Long | |
| 35564KMH9 | 35564KMH9 | Freddie Mac - STACR | 310000.0 | 305821.57 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -72172.44 | CORP | N/A | |
| 37045VAP5 | 37045VAP5 | GENERAL MOTORS CO | 1250000.0 | 1107410.96 | CORP | Long | |
| 000000000 | 000000000 | CODERE FINANCE 2 LUXEMBO | 153458.0 | 113586.54 | CORP | Long | |
| 11283YAD2 | 11283YAD2 | BROOKFIELD RESID PROPERT | 1325000.0 | 1118936.0 | CORP | Long | |
| 23918KAT5 | 23918KAT5 | DAVITA INC | 100000.0 | 78265.48 | CORP | Long | |
| 000000000 | 000000000 | State Street Bank and Trust Company | 1.0 | 59871.74 | CORP | N/A | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 32869.12 | CORP | N/A | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | 39278.83 | CORP | N/A | |
| 156830AA9 | 156830AA9 | KALLPA GENERACION SA | 1310000.0 | 1218968.1 | CORP | Long | |
| 852060AT9 | 852060AT9 | SPRINT CAPITAL CORP | 3000000.0 | 3584087.1 | CORP | Long | |
| 279158AT6 | 279158AT6 | ECOPETROL SA | 2105000.0 | 2174359.75 | CORP | Long | |
| 28504MAA1 | 28504MAA1 | ELECTRICIDAD FIRME DE ME | 1180000.0 | 1038754.0 | CORP | Long | |
| 552953CF6 | 552953CF6 | MGM RESORTS INTL | 250000.0 | 242270.96 | CORP | Long | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 315.0 | 44546.33 | CORP | N/A | |
| 000000000 | 000000000 | STATE STREET GLOBAL MARKETS, LLC | 1.0 | 329.49 | CORP | N/A | |
| 000000000 | 000000000 | INDO ASAHAN/MINERAL IND | 1710000.0 | 1751125.5 | CORP | Long | |
| 161175BL7 | 161175BL7 | CHARTER COMM OPT LLC/CAP | 205000.0 | 165667.55 | CORP | Long | |
| 19200EAA5 | 19200EAA5 | CODERE FINANCE 2 LUXEMBO | 271187.36 | 23050.93 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 3800000.0 | 4169907.44 | NUSS | Long | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | 3854.99 | CORP | N/A | |
| 38237CAA6 | 38237CAA6 | GoodLeap Sustainable Home Impr | 483886.21 | 482645.57 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | 2597.33 | CORP | N/A | |
| 912810RY6 | 912810RY6 | US TREASURY N/B | 5720000.0 | 4121975.0 | UST | Long | |
| 87470LAD3 | 87470LAD3 | TALLGRASS NRG PRTNR/FIN | 1250000.0 | 1157508.49 | CORP | Long | |
| 000000000 | 000000000 | UKRAINE GOVERNMENT | 100000.0 | 31300.0 | NUSS | Long | |
| 404119BR9 | 404119BR9 | HCA INC | 175000.0 | 173968.27 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -55674.73 | CORP | N/A | |
| 03512TAF8 | 03512TAF8 | ANGLOGOLD HOLDINGS PLC | 1405000.0 | 1224106.25 | CORP | Long | |
| 90137LAQ3 | 90137LAQ3 | 20 TSQ GroundCo LLC | 100000.0 | 66507.33 | CORP | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AKTIENGESELLSCHAFT | 1.0 | -79879.25 | CORP | N/A | |
| 25277BAG3 | 25277BAG3 | Diamond Sports Group LLC | 2332404.4239 | 47620.7 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | 8756.97 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | 25078.71 | CORP | N/A | |
| 131347CP9 | 131347CP9 | CALPINE CORP | 2775000.0 | 2515957.27 | CORP | Long | |
| 853496AG2 | 853496AG2 | STANDARD INDUSTRIES INC | 1850000.0 | 1623406.28 | CORP | Long | |
| 11120VAJ2 | 11120VAJ2 | BRIXMOR OPERATING PART | 1590000.0 | 1428402.8 | CORP | Long | |
| 335934AL9 | 335934AL9 | FIRST QUANTUM MINERALS L | 2000000.0 | 1827500.0 | CORP | Long | |
| 07556QBM6 | 07556QBM6 | BEAZER HOMES USA | 500000.0 | 498989.33 | CORP | Long | |
| 000000000 | 000000000 | DIGICEL GRP HLDGS LTD 1A BND/CORP | 64266.0 | 72190.0 | CORP | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AKTIENGESELLSCHAFT | 1.0 | 66590.44 | CORP | N/A | |
| 05508WAB1 | 05508WAB1 | B&G FOODS INC | 900000.0 | 783718.96 | CORP | Long | |
| 03331KAC3 | 03331KAC3 | Anchorage Capital CLO LTD | 7500000.0 | 7484250.0 | CORP | Long | |
| 48128BAN1 | 48128BAN1 | JPMORGAN CHASE & CO | 18000000.0 | 16239145.32 | CORP | Long | |
| 844741BK3 | 844741BK3 | SOUTHWEST AIRLINES CO | 695000.0 | 687592.61 | CORP | Long | |
| 06051GHV4 | 06051GHV4 | BANK OF AMERICA CORP | 1000000.0 | 878830.21 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -40869.91 | CORP | N/A | |
| 000000000 | 000000000 | POWER FINANCE CORP LTD | 800000.0 | 784056.0 | CORP | Long | |
| 75049GAB5 | 75049GAB5 | Radnor Re LTD | 3700000.0 | 3787318.52 | CORP | Long | |
| 20754RAF3 | 20754RAF3 | Fannie Mae - CAS | 1220000.0 | 1229918.6 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | 54868.24 | CORP | N/A | |
| 92564RAA3 | 92564RAA3 | VICI PROPERTIES / NOTE | 345000.0 | 325944.98 | CORP | Long | |
| 05971U2D8 | 05971U2D8 | BANCO DE CREDITO DEL PER | 1915000.0 | 1694775.0 | CORP | Long | |
| 09659W2K9 | 09659W2K9 | BNP PARIBAS | 2020000.0 | 1706168.36 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -111238.88 | CORP | N/A | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | 2235000.0 | 1.41 | CORP | N/A | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 30756.38 | CORP | N/A | |
| 01F030611 | 01F030611 | Fannie Mae or Freddie Mac | 10500000.0 | 8860745.57 | USGSE | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | 136150.86 | CORP | N/A | |
| 02406PAY6 | 02406PAY6 | AMERICAN AXLE & MFG INC | 546000.0 | 538310.63 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | -70493.31 | CORP | N/A | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -57574.72 | CORP | N/A | |
| 92840VAD4 | 92840VAD4 | VISTRA OPERATIONS CO LLC | 750000.0 | 734283.18 | CORP | Long | |
| 3137FQKQ5 | 3137FQKQ5 | FHLMC Multifamily Structured P | 149363011.28 | 4618856.95 | USGSE | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 118170.05 | CORP | N/A | |
| 883556CE0 | 883556CE0 | THERMO FISHER SCIENTIFIC | 275000.0 | 189540.5 | CORP | Long | |
| 000000000 | 000000000 | INTERCONTINENTAL EXCHANGE, INC. | 1.0 | 1427847.46 | CORP | N/A | |
| 01F022618 | 01F022618 | Fannie Mae or Freddie Mac | 44000000.0 | 35667500.0 | USGSE | Long | |
| 845467AT6 | 845467AT6 | SOUTHWESTERN ENERGY CO | 575000.0 | 513716.54 | CORP | Long | |
| 17302XAK2 | 17302XAK2 | CITGO PETROLEUM CORP | 1100000.0 | 1089517.11 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -1499000.0 | -34106.67 | CORP | N/A | |
| 513272AE4 | 513272AE4 | LAMB WESTON HLD | 725000.0 | 633848.48 | CORP | Long | |
| 92840MAB8 | 92840MAB8 | VISTRA CORP | 3125000.0 | 3053362.09 | CORP | Long | |
| 345370DA5 | 345370DA5 | FORD MOTOR COMPANY | 875000.0 | 697991.33 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 3004000.0 | 13.07 | CORP | N/A | |
| 25470DBG3 | 25470DBG3 | DISCOVERY COMMUNICATIONS | 2220000.0 | 1814273.33 | CORP | Long | |
| 000000000 | 000000000 | EUREX CLEARING AKTIENGESELLSCHAFT | -38.0 | 3095.04 | CORP | N/A | |
| 68622TAB7 | 68622TAB7 | ORGANON & CO/ORG | 725000.0 | 570996.0 | CORP | Long | |
| 29646AAB2 | 29646AAB2 | ESKOM HOLDINGS SOC LTD | 2075000.0 | 2063976.56 | CORP | Long | |
| 3132DWBZ5 | 3132DWBZ5 | Freddie Mac | 1543440.12 | 1251348.12 | USGSE | Long | |
| 000000000 | 000000000 | CEMEX SAB DE CV | 1917000.0 | 1811565.0 | CORP | Long | |
| 903724AP7 | 903724AP7 | UKRAINE GOVERNMENT | 3550000.0 | 1111150.0 | NUSS | Long | |
| 000000000 | 000000000 | DIGICEL GRP HLDGS LTD 3A BND/CORP | 1853.0 | 4240.59 | CORP | Long | |
| 29273VAN0 | 29273VAN0 | ENERGY TRANSFER LP | 655000.0 | 613243.08 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 2936000.0 | 0.0 | CORP | N/A | |
| 471068AQ9 | 471068AQ9 | JAPAN FIN ORG MUNICIPAL | 200000.0 | 194103.32 | NUSS | Long | |
| 912834UH9 | 912834UH9 | STRIPS | 650000.0 | 197056.64 | UST | Long | |
| 000000000 | 000000000 | UKRAINE GOVERNMENT | 1140000.0 | 260586.9 | NUSS | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 29425.89 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -52057.43 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 747000.0 | 71.16 | CORP | N/A | |
| 89832QAD1 | 89832QAD1 | TRUIST FINANCIAL CORP | 710000.0 | 627297.62 | CORP | Long | |
| 88146LAA1 | 88146LAA1 | CMG MEDIA CORPORATION | 1608000.0 | 1303205.22 | CORP | Long | |
| 12769GAA8 | 12769GAA8 | CAESARS ENTERTAIN INC | 1050000.0 | 922481.75 | CORP | Long | |
| 55300RAG6 | 55300RAG6 | MGM CHINA HOLDINGS LTD | 2160000.0 | 1971000.0 | CORP | Long | |
| 045086AP0 | 045086AP0 | ASHTON WOODS USA/FINANCE | 825000.0 | 692455.45 | CORP | Long | |
| 36168QAQ7 | 36168QAQ7 | GFL ENVIRONMENTAL INC | 210000.0 | 211575.0 | CORP | Long | |
| 42250PAB9 | 42250PAB9 | HEALTHPEAK OP LLC | 505000.0 | 417153.36 | CORP | Long | |
| 78472DAA4 | 78472DAA4 | SoFi RR Funding III Trust | 1065791.97 | 1065757.65 | CORP | Long | |
| 63861CAA7 | 63861CAA7 | NATIONSTAR MTG HLD INC | 800000.0 | 778756.88 | CORP | Long | |
| 000000000 | 000000000 | INDONESIA EXIMBANK | 801000.0 | 793078.11 | NUSS | Long | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | 126965.56 | CORP | N/A | |
| 1248EPCB7 | 1248EPCB7 | CCO HLDGS LLC/CAP CORP | 1350000.0 | 1252061.15 | CORP | Long | |
| 707569AS8 | 707569AS8 | PENN ENTERTAINMENT INC | 3125000.0 | 2974836.41 | CORP | Long | |
| 912834HV3 | 912834HV3 | STRIPS | 325000.0 | 146491.21 | UST | Long | |
| 912810SE9 | 912810SE9 | US TREASURY N/B | 11940000.0 | 9649012.5 | UST | Long | |
| 471068AP1 | 471068AP1 | JAPAN FIN ORG MUNICIPAL | 200000.0 | 198511.54 | NUSS | Long | |
| 91911XAW4 | 91911XAW4 | BAUSCH HEALTH AMERICAS | 40000.0 | 19699.12 | CORP | Long | |
| 31397VSJ7 | 31397VSJ7 | Fanniemae Strip | 2968188.38 | 373212.38 | USGSE | Long | |
| 000000000 | 000000000 | DEUTSCHE BANK AKTIENGESELLSCHAFT | 1.0 | -60130.09 | CORP | N/A | |
| 071734AJ6 | 071734AJ6 | BAUSCH HEALTH COS INC | 1175000.0 | 417125.0 | CORP | Long | |
| 71654QCG5 | 71654QCG5 | PETROLEOS MEXICANOS | 3462000.0 | 3110174.25 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -3213.69 | CORP | N/A | |
| 04364VAK9 | 04364VAK9 | ASCENT RESOURCES/ARU FIN | 1004000.0 | 1271081.05 | CORP | Long | |
| 000000000 | 000000000 | DP WORLD LTD UAE | 500000.0 | 557649.41 | CORP | Long | |
| 96950FAP9 | 96950FAP9 | WILLIAMS COMPANIES INC | 76000.0 | 64651.49 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -53722.01 | CORP | N/A | |
| 05329WAQ5 | 05329WAQ5 | AUTONATION INC | 1880000.0 | 1745314.64 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 49846.16 | CORP | N/A | |
| 000000000 | 000000000 | ISLAMIC REP OF PAKISTAN | 2200000.0 | 2064942.0 | NUSS | Long | |
| 77341NAE5 | 77341NAE5 | Rockford Tower CLO Ltd | 8700000.0 | 8604300.0 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | 3939.26 | CORP | N/A | |
| 31418EES5 | 31418EES5 | Fannie Mae | 2565243.0 | 2330850.0 | USGSE | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -2260.13 | CORP | N/A | |
| 000000000 | 000000000 | CODERE FINANCE 2 LUXEMBO | 59796.16 | 4712.38 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 713000.0 | 0.0 | CORP | N/A | |
| 92676XAD9 | 92676XAD9 | VIKING CRUISES LTD | 350000.0 | 329875.0 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1502000.0 | 16.01 | CORP | N/A | |
| 638962AA8 | 638962AA8 | NCR ATLEOS LLC | 656000.0 | 677761.84 | CORP | Long | |
| 000000000 | 000000000 | BELLIS ACQUISITION CO PL | 3247000.0 | 3734102.61 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | -70488.2 | CORP | N/A | |
| 48128BAF8 | 48128BAF8 | JPMORGAN CHASE & CO | 8150000.0 | 8061513.41 | CORP | Long | |
| 20755DAF3 | 20755DAF3 | Fannie Mae - CAS | 500000.0 | 537481.7 | CORP | Long | |
| 3132DWE66 | 3132DWE66 | Freddie Mac | 10276987.61 | 9628968.05 | USGSE | Long | |
| 00870WAA4 | 00870WAA4 | AI CANDELARIA SPAIN SLU | 2720000.0 | 1992400.0 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | 749.64 | CORP | N/A | |
| 912834KH0 | 912834KH0 | STRIPS | 785000.0 | 334544.93 | UST | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 95183.29 | CORP | N/A | |
| 000000000 | 000000000 | BLACKSTONE PRIVATE CR FUND | 1250000.0 | 1170355.0 | CORP | Long | |
| 25470XAY1 | 25470XAY1 | DISH DBS CORP | 4570000.0 | 2723924.19 | CORP | Long | |
| 88033GDM9 | 88033GDM9 | TENET HEALTHCARE CORP | 325000.0 | 291183.2 | CORP | Long | |
| 59801MAE8 | 59801MAE8 | MidOcean Credit CLO | 250000.0 | 246950.0 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -42098.3 | CORP | N/A | |
| 552704AF5 | 552704AF5 | MEG ENERGY CORP | 1750000.0 | 1671250.0 | CORP | Long | |
| 019579AA9 | 019579AA9 | ATLAS LUXCO 4 / ALL UNI | 680000.0 | 595000.0 | CORP | Long | |
| 156504AM4 | 156504AM4 | CENTURY COMMUNITIES | 800000.0 | 695820.32 | CORP | Long | |
| 000000000 | 000000000 | MONG DUONG FIN HLDGS BV | 1175919.75 | 1080035.25 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | 49904.06 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | 31094.96 | CORP | N/A | |
| 20753YCK6 | 20753YCK6 | Fannie Mae - CAS | 1000000.0 | 1028890.8 | CORP | Long | |
| 000000000 | 000000000 | BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 757.0 | 487352.22 | CORP | N/A | |
| 552953CH2 | 552953CH2 | MGM RESORTS INTL | 1500000.0 | 1387839.83 | CORP | Long | |
| 013092AG6 | 013092AG6 | ALBERTSONS COS/SAFEWAY | 200000.0 | 177286.49 | CORP | Long | |
| 000000000 | 000000000 | BARCLAYS BANK PLC | 1.0 | 154559.84 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | -535990.0 | -9659.44 | CORP | N/A | |
| 903724AQ5 | 903724AQ5 | UKRAINE GOVERNMENT | 520000.0 | 152620.0 | NUSS | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -1502000.0 | -1647.73 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS CAPITAL INC. | 741000.0 | 9.68 | CORP | N/A | |
| 92552VAR1 | 92552VAR1 | VIASAT INC | 350000.0 | 251388.14 | CORP | Long | |
| 25381XAC7 | 25381XAC7 | DIG INTL FIN/DIG INTL HL | 2150000.0 | 43000.0 | CORP | Long | |
| 88225GAA6 | 88225GAA6 | TEXAS CAPITAL BANK NA | 3883636.36 | 3853709.06 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 713000.0 | 17480.99 | CORP | N/A | |
| 07876MAC1 | 07876MAC1 | BELLEMEADE RE LT | 2280000.0 | 2319582.85 | CORP | Long | |
| 64072UAK8 | 64072UAK8 | CSC Holdings LLC | 875851.938 | 818556.33 | CORP | Long | |
| 55822EAC3 | 55822EAC3 | Madison Park Funding Ltd | 4500000.0 | 4467241.35 | CORP | Long | |
| 912834KP2 | 912834KP2 | STRIPS | 1295000.0 | 544405.87 | UST | Long | |
| 67515XAQ7 | 67515XAQ7 | Ocean Trails CLO IX | 10000000.0 | 9775050.0 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | 188464.55 | CORP | N/A | |
| 054644AA7 | 054644AA7 | AYDEM YENILENEBILIR ENER | 1895000.0 | 1668395.9 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | -1502000.0 | -15445.73 | CORP | N/A | |
| 01F062614 | 01F062614 | Fannie Mae or Freddie Mac | 4000000.0 | 4060780.72 | USGSE | Long | |
| 52729KAP1 | 52729KAP1 | Level 3 Financing Inc | 150000.0 | 141000.0 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -18899.42 | CORP | N/A | |
| 345397B51 | 345397B51 | FORD MOTOR CREDIT CO LLC | 550000.0 | 480504.71 | CORP | Long | |
| 89055FAC7 | 89055FAC7 | TOPBUILD CORP | 1050000.0 | 899452.25 | CORP | Long | |
| 000000000 | 000000000 | CODERE FINANCE 2 LUXEMBO | 25249.0 | 27284.73 | CORP | Long | |
| 221625AP1 | 221625AP1 | IVORY COAST | 1130000.0 | 1212083.83 | NUSS | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | 34347.44 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | 253852.83 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -193511.06 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | 23568.83 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS BANK PLC | 1.0 | -10366.92 | CORP | N/A | |
| 46591HAT7 | 46591HAT7 | JPMorgan Chase Bank, NA - CACL | 721926.64 | 782727.5 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1502000.0 | 11.42 | CORP | N/A | |
| 000000000 | 000000000 | LEVIATHAN BOND LTD | 1190000.0 | 1079925.0 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -5208.38 | CORP | N/A | |
| 00287YCA5 | 00287YCA5 | ABBVIE INC | 1880000.0 | 1615691.76 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -7177.03 | CORP | N/A | |
| 517834AF4 | 517834AF4 | LAS VEGAS SANDS CORP | 255000.0 | 227866.26 | CORP | Long | |
| 019576AC1 | 019576AC1 | ALLIED UNIVERSAL | 2825000.0 | 2135397.78 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 60436.1 | CORP | N/A | |
| 35564KEL9 | 35564KEL9 | Freddie Mac - STACR | 200000.0 | 200484.0 | CORP | Long | |
| 000000000 | 000000000 | BARCLAYS BANK PLC | 1.0 | -15453.73 | CORP | N/A | |
| 83368RBL5 | 83368RBL5 | SOCIETE GENERALE | 3000000.0 | 2804533.2 | CORP | Long | |
| 04649VAY6 | 04649VAY6 | Asurion LLC | 633750.0 | 619038.13 | CORP | Long | |
| 000000000 | 000000000 | TPC Group Rights | 70274.0 | 1756850.0 | CORP | Long | |
| 366651AC1 | 366651AC1 | GARTNER INC | 350000.0 | 328271.54 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | 37060.06 | CORP | N/A | |
| 00206RLJ9 | 00206RLJ9 | AT&T INC | 1250000.0 | 825408.4 | CORP | Long | |
| 527298BR3 | 527298BR3 | LEVEL 3 FINANCING INC | 175000.0 | 98000.0 | CORP | Long | |
| 35565RBD4 | 35565RBD4 | Freddie Mac - STACR | 947573.81 | 1023638.02 | CORP | Long | |
| 126307BA4 | 126307BA4 | CSC HOLDINGS LLC | 4000000.0 | 2264909.16 | CORP | Long | |
| 000000000 | 000000000 | VTB BANK (VTB CAPITAL SA | 2240000.0 | 112000.0 | CORP | Long | |
| 3133ANK78 | 3133ANK78 | Freddie Mac | 2134352.57 | 1731251.51 | USGSE | Long | |
| 25714PEP9 | 25714PEP9 | DOMINICAN REPUBLIC | 1635000.0 | 1543848.75 | NUSS | Long | |
| 52607MAD1 | 52607MAD1 | Lendmark Funding Trust | 600000.0 | 485298.18 | CORP | Long | |
| 44267DAD9 | 44267DAD9 | HOWARD HUGHES CORP | 920000.0 | 862352.56 | CORP | Long | |
| 80290CAJ3 | 80290CAJ3 | Santander Bank Auto Credit-Lin | 600000.0 | 576741.18 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -927.13 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | 27800.64 | CORP | N/A | |
| 000000000 | 000000000 | CITIBANK, NATIONAL ASSOCIATION | 1.0 | -3076.35 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -2245.22 | CORP | N/A | |
| 235825AF3 | 235825AF3 | DANA INC | 3015000.0 | 2865243.89 | CORP | Long | |
| 87583FAN8 | 87583FAN8 | Tank Holding Corp | 1752812.5 | 1673935.94 | CORP | Long | |
| 46591HBC3 | 46591HBC3 | JPMorgan Chase Bank, NA - CACL | 700000.0 | 697969.23 | CORP | Long | |
| 36267QAA2 | 36267QAA2 | GN BONDCO LLC | 900000.0 | 855030.64 | CORP | Long | |
| 000000000 | 000000000 | UBS Securities LLC | 1.0 | -21643.33 | CORP | N/A | |
| 20754MAF4 | 20754MAF4 | Fannie Mae - CAS | 500000.0 | 553940.25 | CORP | Long | |
| 000000000 | 000000000 | Carlyle Euro CLO | 9100000.0 | 8255266.28 | CORP | Long | |
| 92564RAG0 | 92564RAG0 | VICI PROPERTIES / NOTE | 440000.0 | 428251.85 | CORP | Long | |
| 221625AK2 | 221625AK2 | IVORY COAST | 334497.55 | 308346.53 | NUSS | Long | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | 80769.19 | CORP | N/A | |
| 000000000 | 000000000 | THE TORONTO-DOMINION BANK | 1.0 | 18228.56 | CORP | N/A | |
| 00973RAF0 | 00973RAF0 | AKER BP ASA | 150000.0 | 132905.82 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -1583000.0 | -2791.46 | CORP | N/A | |
| 000000000 | 000000000 | CHICAGO MERCANTILE EXCHANGE INC. | 209.0 | 19695.75 | CORP | N/A | |
| 46591HBU3 | 46591HBU3 | JPMorgan Chase Bank, NA - CACL | 77973.7 | 76655.84 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -10214.6 | CORP | N/A | |
| 060505FP4 | 060505FP4 | BANK OF AMERICA CORP | 5800000.0 | 5689141.82 | CORP | Long | |
| 06211EBE0 | 06211EBE0 | Bank5 | 11949000.0 | 1564988.01 | CORP | Long | |
| 000000000 | 000000000 | EUREX CLEARING AKTIENGESELLSCHAFT | -80.0 | -61358.47 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 39764.92 | CORP | N/A | |
| 000000000 | 000000000 | UKRAINE GOVERNMENT | 200000.0 | 59550.0 | NUSS | Long | |
| 097023CF0 | 097023CF0 | BOEING CO | 1500000.0 | 1028359.59 | CORP | Long | |
| 097751BX8 | 097751BX8 | BOMBARDIER INC | 2750000.0 | 2592425.0 | CORP | Long | |
| 00737WAA7 | 00737WAA7 | ADTALEM GLOBAL EDUCATION | 878000.0 | 828190.42 | CORP | Long | |
| 912834JB5 | 912834JB5 | STRIPS | 12460000.0 | 5527178.13 | UST | Long | |
| 513272AD6 | 513272AD6 | LAMB WESTON HLD | 450000.0 | 403071.89 | CORP | Long | |
| 05377REP5 | 05377REP5 | Avis Budget Rental Car Funding | 5000000.0 | 4814898.0 | CORP | Long | |
| 912834KV9 | 912834KV9 | STRIPS | 525000.0 | 217813.48 | UST | Long | |
| 42806MAF6 | 42806MAF6 | Hertz Vehicle Financing LLC | 800000.0 | 708694.32 | CORP | Long | |
| 475795AC4 | 475795AC4 | JELD-WEN INC | 448000.0 | 430008.73 | CORP | Long | |
| 29279FAA7 | 29279FAA7 | ENERGY TRANSFER LP | 1340000.0 | 1321580.0 | CORP | Long | |
| 72147KAJ7 | 72147KAJ7 | PILGRIM'S PRIDE CORP | 2000000.0 | 1732064.94 | CORP | Long | |
| 69354WAD8 | 69354WAD8 | Pnmac Gmsr Issuer Trust | 1300000.0 | 1300390.0 | CORP | Long | |
| 44267DAE7 | 44267DAE7 | HOWARD HUGHES CORP | 4000000.0 | 3434056.84 | CORP | Long | |
| 28623RAG3 | 28623RAG3 | Elevation CLO Ltd | 4500000.0 | 4385016.9 | CORP | Long | |
| 878091BD8 | 878091BD8 | TEACHERS INSUR & ANNUITY | 75000.0 | 66610.61 | CORP | Long | |
| 000000000 | 000000000 | PGIM Institutional Money Market Fund - D | 61914183.084 | 61889417.41 | RF | Long | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | 24567.89 | CORP | N/A | |
| 000000000 | 000000000 | (PIPA070) PGIM Core Government Money Market Fund | 3056126.17 | 3056126.17 | RF | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 747000.0 | 2.66 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 2631000.0 | 3.3 | CORP | N/A | |
| 10554TAB1 | 10554TAB1 | BRASKEM NETHERLANDS | 1325000.0 | 1146522.5 | CORP | Long | |
| 12659BAA2 | 12659BAA2 | CT TRUST | 1980000.0 | 1638697.5 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -1663.36 | CORP | N/A | |
| 25380QAH2 | 25380QAH2 | DIGICEL LTD | 1375000.0 | 27500.0 | CORP | Long | |
| 72650RBM3 | 72650RBM3 | PLAINS ALL AMER PIPELINE | 1600000.0 | 1428872.08 | CORP | Long | |
| 000000000 | 000000000 | UNITED GROUP BV | 2000000.0 | 2057286.77 | CORP | Long | |
| 23307CAL9 | 23307CAL9 | DBWF Mortgage Trust | 250000.0 | 152698.6 | CORP | Long | |
| 912810TF5 | 912810TF5 | US TREASURY N/B | 4989000.0 | 3553882.97 | UST | Long | |
| 12653VAL0 | 12653VAL0 | Credit Suisse Mortgage Trust | 2094788.43 | 2068015.99 | CORP | Long | |
| 92682RAA0 | 92682RAA0 | VIKING OCEAN CRUISES SHI | 1500000.0 | 1387500.0 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -725000.0 | -8419.54 | CORP | N/A | |
| 07556QBT1 | 07556QBT1 | BEAZER HOMES USA | 3233000.0 | 3126902.19 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -2936000.0 | -57024.43 | CORP | N/A | |
| 62957HAF2 | 62957HAF2 | NABORS INDUSTRIES INC | 375000.0 | 374596.24 | CORP | Long | |
| 000000000 | 000000000 | Carlyle Global Market Strategi | 5000000.0 | 5264177.03 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | 45669.38 | CORP | N/A | |
| 912803EK5 | 912803EK5 | STRIP PRINC | 1145000.0 | 427049.22 | UST | Long | |
| 1248EPCP6 | 1248EPCP6 | CCO HLDGS LLC/CAP CORP | 1000000.0 | 780426.33 | CORP | Long | |
| 12653VAJ5 | 12653VAJ5 | Credit Suisse Mortgage Trust | 4987591.49 | 4926572.8 | CORP | Long | |
| 000000000 | 000000000 | REPUBLIC OF INDONESIA | 615000.0 | 502927.49 | NUSS | Long | |
| 345370CQ1 | 345370CQ1 | FORD MOTOR COMPANY | 3175000.0 | 2449095.43 | CORP | Long | |
| 64045DAC8 | 64045DAC8 | NEMAK SAB DE CV | 1190000.0 | 908517.4 | CORP | Long | |
| 59284MAC8 | 59284MAC8 | MEXICO CITY ARPT TRUST | 2330000.0 | 2131903.4 | CORP | Long | |
| 030981AJ3 | 030981AJ3 | AMERIGAS PART/FIN CORP | 496000.0 | 483129.26 | CORP | Long | |
| 64828FCQ3 | 64828FCQ3 | New Residential Mortgage Loan | 93976.19 | 90959.95 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | -27825.4 | CORP | N/A | |
| 29278NAR4 | 29278NAR4 | ENERGY TRANSFER LP | 1280000.0 | 1077254.86 | CORP | Long | |
| 95000U2Q5 | 95000U2Q5 | WELLS FARGO & COMPANY | 3150000.0 | 2255808.96 | CORP | Long | |
| 059895AV4 | 059895AV4 | BANGKOK BANK PCL/HK | 2115000.0 | 1691555.85 | CORP | Long | |
| 000000000 | 000000000 | UK CLEARING HOUSE LIMITED | 1.0 | 50435.57 | CORP | N/A | |
| 000000000 | 000000000 | Citibank, National Association | 1.0 | -7604.67 | CORP | N/A | |
| 12467AAF5 | 12467AAF5 | C&S GROUP ENTERPRISES LL | 1269000.0 | 1030530.03 | CORP | Long | |
| 445587AE8 | 445587AE8 | HUNT COS INC | 2000000.0 | 1719029.06 | CORP | Long | |
| 31418D2K7 | 31418D2K7 | Fannie Mae | 3667860.14 | 2709944.03 | USGSE | Long | |
| 31418DXL1 | 31418DXL1 | Fannie Mae | 3043981.6 | 2478101.07 | USGSE | Long | |
| 912834MZ8 | 912834MZ8 | STRIPS | 502000.0 | 189073.6 | UST | Long | |
| 404119AJ8 | 404119AJ8 | HCA INC | 2000000.0 | 2178614.46 | CORP | Long | |
| 90932RAJ3 | 90932RAJ3 | United AirLines Inc | 974423.61 | 973692.79 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -1471000.0 | -11897.71 | CORP | N/A | |
| 57701RAM4 | 57701RAM4 | MATTAMY GROUP CORP | 3575000.0 | 3141531.25 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | 14616.7 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | -81533.98 | CORP | N/A | |
| 000000000 | 000000000 | BARCLAYS PLC | 1.0 | 246004.05 | CORP | N/A | |
| 04364VAG8 | 04364VAG8 | ASCENT RESOURCES/ARU FIN | 1525000.0 | 1505639.0 | CORP | Long | |
| 126307BD8 | 126307BD8 | CSC HOLDINGS LLC | 1475000.0 | 814517.51 | CORP | Long | |
| 172967MG3 | 172967MG3 | CITIGROUP INC | 975000.0 | 941537.77 | CORP | Long | |
| 67389JAB4 | 67389JAB4 | Oaktown Re Ltd | 3900000.0 | 3943906.98 | CORP | Long | |
| 45824TBC8 | 45824TBC8 | INTELSAT JACKSON HLDG | 2800000.0 | 2585072.0 | CORP | Long | |
| 00810GAC8 | 00810GAC8 | AETHON UN/AETHIN UN FIN | 1575000.0 | 1586846.61 | CORP | Long | |
| 000000000 | 000000000 | STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | 1.0 | -202820.21 | CORP | N/A | |
| 000000000 | 000000000 | REPUBLIC OF SERBIA | 1006000.0 | 755571.39 | NUSS | Long | |
| 15669GAH7 | 15669GAH7 | Lumen Technologies Inc (f/k/a CenturyLink Inc) | 60000.0 | 36400.02 | CORP | Long | |
| 63861CAC3 | 63861CAC3 | NATIONSTAR MTG HLD INC | 1590000.0 | 1481153.83 | CORP | Long | |
| 527298BN2 | 527298BN2 | LEVEL 3 FINANCING INC | 75000.0 | 45750.0 | CORP | Long | |
| 000000000 | 000000000 | J.P. MORGAN SECURITIES LLC | 1.0 | -44869.83 | CORP | N/A | |
| 912834NP9 | 912834NP9 | STRIPS | 2230000.0 | 822660.94 | UST | Long | |
| 126650CN8 | 126650CN8 | CVS HEALTH CORP | 25000.0 | 22213.66 | CORP | Long | |
| 045086AM7 | 045086AM7 | ASHTON WOODS USA/FINANCE | 675000.0 | 574483.77 | CORP | Long | |
| 01F052615 | 01F052615 | Fannie Mae or Freddie Mac | 14500000.0 | 14289156.66 | USGSE | Long | |
| 37045XCY0 | 37045XCY0 | GENERAL MOTORS FINL CO | 1365000.0 | 1194457.87 | CORP | Long | |
| 47233JBH0 | 47233JBH0 | JEFFERIES FIN GROUP INC | 350000.0 | 317567.15 | CORP | Long | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | -1494000.0 | -24690.77 | CORP | N/A | |
| 95003EAJ5 | 95003EAJ5 | Wells Fargo Commercial Mortgag | 11200000.0 | 9926054.88 | CORP | Long | |
| 161175BN3 | 161175BN3 | CHARTER COMM OPT LLC/CAP | 500000.0 | 421697.19 | CORP | Long | |
| 097023CM5 | 097023CM5 | BOEING CO | 1035000.0 | 956242.17 | CORP | Long | |
| 682691AC4 | 682691AC4 | ONEMAIN FINANCE CORP | 1800000.0 | 1546052.94 | CORP | Long | |
| 91282CFV8 | 91282CFV8 | US TREASURY N/B | 225000.0 | 220992.19 | UST | Long | |
| 000000000 | 000000000 | ENERGIAN ISRAEL FINANCE | 1688000.0 | 1466977.5 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS INTERNATIONAL | 1.0 | 54892.86 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1.0 | -72056.7 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -7364.43 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -4382.23 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | -85461.86 | CORP | N/A | |
| 05377RHP2 | 05377RHP2 | Avis Budget Rental Car Funding | 1000000.0 | 995837.8 | CORP | Long | |
| 98313RAG1 | 98313RAG1 | WYNN MACAU LTD | 1600000.0 | 1514000.0 | CORP | Long | |
| 571903BE2 | 571903BE2 | MARRIOTT INTERNATIONAL | 920000.0 | 876527.41 | CORP | Long | |
| 000000000 | 000000000 | HSBC SECURITIES (USA) INC. | 1.0 | -62378.23 | CORP | N/A | |
| 000000000 | 000000000 | MORGAN STANLEY & CO. LLC | 1.0 | 27346.52 | CORP | N/A | |
| 195325EG6 | 195325EG6 | REPUBLIC OF COLOMBIA | 1960000.0 | 1956080.0 | NUSS | Long | |
| 000000000 | 000000000 | GAZPROM (GAZ CAPITAL SA) | 1250000.0 | 1246669.37 | CORP | Long | |
| 000000000 | 000000000 | ENERGIAN ISRAEL FINANCE | 1222000.0 | 1116419.2 | CORP | Long | |
| 000000000 | 000000000 | Bank of America, National Association | 1.0 | 46741.94 | CORP | N/A | |
| 000000000 | 000000000 | GOLDMAN SACHS & CO. LLC | 1494000.0 | 0.41 | CORP | N/A | |
| 92840VAG7 | 92840VAG7 | VISTRA OPERATIONS CO LLC | 3105000.0 | 2891512.9 | CORP | Long | |
| 058498AZ9 | 058498AZ9 | BALL CORP | 1000000.0 | 997477.45 | CORP | Long | |
| 902973BC9 | 902973BC9 | US BANCORP | 3660000.0 | 2782219.42 | CORP | Long |