Product description
Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
---|---|---|---|---|---|---|---|
N/A | N/A | Bayer AG | 15000000.0 | 15731287.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -57545.45 | CORP | N/A | |
N/A | N/A | BPCE SA | 10700000.0 | 12145276.37 | CORP | Long | |
N/A | N/A | iliad SA | 15900000.0 | 17991625.12 | CORP | Long | |
N/A | N/A | N/A | 896273000.0 | -10761528.67 | CORP | N/A | |
N/A | N/A | N/A | 500000000.0 | 463150.0 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 88591.64 | CORP | N/A | |
N/A | N/A | ams-OSRAM AG | 1700000.0 | 2035766.6 | CORP | Long | |
00CAPV1W9 | 00CAPV1W9 | N/A | 1200.0 | 169200.0 | NUSS | N/A | |
N/A | N/A | N/A | 12240028.0 | 46014.74 | CORP | N/A | |
N/A | N/A | N/A | 4300000.0 | -149897.7 | CORP | N/A | |
N/A | N/A | N/A | 122882234.0 | 1985623.63 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -13755.92 | CORP | N/A | |
N/A | N/A | N/A | -732656225.0 | -3612307.44 | CORP | N/A | |
N/A | N/A | N/A | 74356000.0 | 133887.47 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -1903591.82 | CORP | N/A | |
N/A | N/A | N/A | 7515862.0 | -103792.01 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 66524.73 | CORP | N/A | |
N/A | N/A | N/A | 414480820000.0 | -4428641.11 | CORP | N/A | |
N/A | N/A | N/A | 383509141.0 | -1133945.95 | NUSS | N/A | |
N/A | N/A | N/A | 48004000000.0 | -2150603.58 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -44856.69 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 91708.68 | CORP | N/A | |
N/A | N/A | N/A | 550.0 | 9625.0 | CORP | N/A | |
N/A | N/A | N/A | 2104000.0 | 110351.43 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 349216.23 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 41033.38 | CORP | N/A | |
N/A | N/A | N/A | 1180.0 | 461857.94 | CORP | N/A | |
N/A | N/A | N/A | 61960000.0 | 854308.9 | CORP | N/A | |
N/A | N/A | Viterra Finance BV | 14070000.0 | 13782836.41 | CORP | Long | |
912810TJ7 | 912810TJ7 | United States of America | 1141365000.0 | 933377982.35 | UST | Long | |
N/A | N/A | Carlyle Euro CLO DAC | 250000.0 | 261013.33 | CORP | Long | |
20846QBP2 | 20846QBP2 | Conseco Finance Securitizations Corp. | 4152280.4053 | 766976.02 | CORP | Long | |
393222104 | 393222104 | Green Plains, Inc. | 308129.0 | 7771013.38 | CORP | Long | |
N/A | N/A | N/A | 49066968.0 | 372604.27 | CORP | N/A | |
034863AY6 | 034863AY6 | Anglo American Capital plc | 580000.0 | 442424.0 | CORP | Long | |
N/A | N/A | Clarios Global LP | 5382000.0 | 5890873.31 | CORP | Long | |
07326HAJ3 | 07326HAJ3 | Bayview Commercial Asset Trust | 2191096.3725 | 2142547.15 | CORP | Long | |
N/A | N/A | Summer BidCo BV | 5610974.6311 | 6143987.8 | CORP | Long | |
N/A | N/A | Thermo Fisher Scientific Finance I BV | 4400000.0 | 4582938.03 | CORP | Long | |
031652BK5 | 031652BK5 | Amkor Technology, Inc. | 9295000.0 | 9411141.03 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1822036.39 | CORP | N/A | |
N/A | N/A | MFB Magyar Fejlesztesi Bank Zrt. | 6610000.0 | 6790915.7 | NUSS | Long | |
14574XAF1 | 14574XAF1 | Carrols Restaurant Group, Inc. | 7760000.0 | 6853277.37 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -58108.47 | CORP | N/A | |
12434GAA3 | 12434GAA3 | BX Commercial Mortgage Trust | 11228000.0 | 11234950.13 | CORP | Long | |
00971BAB6 | 00971BAB6 | Ajax Mortgage Loan Trust | 2124115.0 | 1728668.72 | CORP | Long | |
3140K3K68 | 3140K3K68 | Federal National Mortgage Association | 673524.9138 | 642474.67 | USGSE | Long | |
14448CBA1 | 14448CBA1 | Carrier Global Corp. | 3570000.0 | 4126818.86 | CORP | Long | |
48238TAA7 | 48238TAA7 | OPENLANE, Inc. | 117000.0 | 114952.5 | CORP | Long | |
N/A | N/A | N/A | 1350.0 | 2025.0 | CORP | N/A | |
11135FBH3 | 11135FBH3 | Broadcom, Inc. | 8000000.0 | 6840504.16 | CORP | Long | |
N/A | N/A | Inkia Energy Ltd. | 1190000.0 | 1132772.9 | CORP | Long | |
11135FAQ4 | 11135FAQ4 | Broadcom, Inc. | 21150000.0 | 20202065.88 | CORP | Long | |
67107KBB1 | 67107KBB1 | OCP CLO Ltd. | 1600000.0 | 1600970.56 | CORP | Long | |
N/A | N/A | BBAM European CLO I DAC | 5000000.0 | 5371726.86 | CORP | Long | |
N/A | N/A | Dutch Property Finance BV | 740000.0 | 809751.23 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -347323.51 | CORP | N/A | |
N/A | N/A | Kingdom of Spain | 45767000.0 | 45637954.06 | NUSS | Long | |
55820RAJ1 | 55820RAJ1 | Madison Park Funding XXV Ltd. | 8373616.5306 | 8369026.95 | CORP | Long | |
05493QAB1 | 05493QAB1 | BBCMS Mortgage Trust | 9240000.0 | 9854121.82 | CORP | Long | |
38383P6D8 | 38383P6D8 | Government National Mortgage Association | 83500201.033 | 12866320.53 | USGA | Long | |
N3313EAB6 | N3313EAB6 | Flutter Entertainment plc | 950000.0 | 950788.5 | CORP | Long | |
3140X93K9 | 3140X93K9 | Federal National Mortgage Association | 2813499.3472 | 2699367.92 | USGSE | Long | |
172967LW9 | 172967LW9 | Citigroup, Inc. | 12280000.0 | 11818711.01 | CORP | Long | |
38151JAA3 | 38151JAA3 | Goldman Home Improvement Trust Issuer Trust | 5862859.04 | 5931616.89 | CORP | Long | |
541056AA5 | 541056AA5 | GoTo Group, Inc. | 16784000.0 | 8118296.6 | CORP | Long | |
N/A | N/A | Cooperatieve Rabobank UA | 3300000.0 | 3828354.43 | CORP | Long | |
N/A | N/A | Ukraine | 9851000.0 | 2185877.3 | NUSS | Long | |
N/A | N/A | Heimstaden Bostad Treasury BV | 4416000.0 | 3851332.88 | CORP | Long | |
25470XAW5 | 25470XAW5 | DISH DBS Corp. | 14643000.0 | 13731658.48 | CORP | Long | |
466317AQ7 | 466317AQ7 | JPMorgan Chase Commercial Mortgage Securities Trust | 12552026.41 | 8541972.79 | CORP | Long | |
N/A | N/A | Aroundtown SA | 2000000.0 | 1942607.57 | CORP | Long | |
44963HAB1 | 44963HAB1 | IHS Holding Ltd. | 3975000.0 | 3189937.5 | CORP | Long | |
3140JGTB1 | 3140JGTB1 | Federal National Mortgage Association | 219531.4491 | 211096.68 | USGSE | Long | |
N/A | N/A | N/A | 1936779000.0 | -16354929.01 | USGSE | N/A | |
N/A | N/A | N/A | 196295.0 | 10834.99 | USGSE | N/A | |
80874YBC3 | 80874YBC3 | Light & Wonder International, Inc. | 194000.0 | 195974.17 | CORP | Long | |
12554UAE8 | 12554UAE8 | CIFC Funding 2019-III Ltd. | 2275000.0 | 2277992.99 | CORP | Long | |
92259LAL2 | 92259LAL2 | Velocity Commercial Capital Loan Trust | 518324.63 | 413407.33 | CORP | Long | |
63942CAC6 | 63942CAC6 | Navient Private Education Refi Loan Trust | 7980000.0 | 7061142.9 | CORP | Long | |
30247DAD3 | 30247DAD3 | First Franklin Mortgage Loan Trust | 2687492.5021 | 1711745.41 | CORP | Long | |
05601PAN6 | 05601PAN6 | Beast Mortgage Trust | 6692000.0 | 6317687.66 | CORP | Long | |
40390MAQ8 | 40390MAQ8 | HONO Mortgage Trust | 3156000.0 | 2877206.22 | CORP | Long | |
456606ER9 | 456606ER9 | Home Equity Mortgage Loan Asset-Backed Trust | 863105.78 | 830655.94 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 416324.24 | CORP | N/A | |
N/A | N/A | ING Groep NV | 14500000.0 | 14141948.84 | CORP | Long | |
N/A | N/A | N/A | 25122000000.0 | -558498.61 | CORP | N/A | |
12591UAF0 | 12591UAF0 | Commercial Mortgage Trust | 322303.59 | 321739.4 | CORP | Long | |
18972EAB1 | 18972EAB1 | Clydesdale Acquisition Holdings, Inc. | 4940000.0 | 4605891.5 | CORP | Long | |
02150TAE0 | 02150TAE0 | Alternative Loan Trust | 5761.07 | 517.4 | CORP | Long | |
N/A | N/A | Volkswagen International Finance NV | 61800000.0 | 67371308.6 | CORP | Long | |
N/A | N/A | Iron Mountain UK plc | 6724000.0 | 8230373.63 | CORP | Long | |
26244KAN6 | 26244KAN6 | Dryden 41 Senior Loan Fund | 4697603.03 | 4691155.57 | CORP | Long | |
05874VAG8 | 05874VAG8 | Ballyrock CLO 23 Ltd. | 1000000.0 | 997163.5 | CORP | Long | |
N/A | N/A | Carlyle Euro CLO DAC | 2690000.0 | 2798315.82 | CORP | Long | |
N/A | N/A | Chemours Co. (The) | 8020000.0 | 8687672.52 | CORP | Long | |
38382R3Q9 | 38382R3Q9 | Government National Mortgage Association | 24554410.8529 | 3701982.58 | USGA | Long | |
23248B117 | 23248B117 | N/A | 399242.0 | 31939.36 | USGA | N/A | |
03330AAA0 | 03330AAA0 | Anchorage Capital CLO 3-R Ltd. | 2226328.46 | 2223435.57 | CORP | Long | |
34965PAD8 | 34965PAD8 | Fortrea Holdings, Inc. | 997493.73 | 995827.92 | CORP | Long | |
N/A | N/A | N/A | 2714884.0 | -101278.56 | CORP | N/A | |
74526YDG7 | 74526YDG7 | Puerto Rico Electric Power Authority | 6800000.0 | 1700000.0 | MUN | Long | |
64035DAG1 | 64035DAG1 | Nelnet Student Loan Trust | 4268000.0 | 3552050.26 | CORP | Long | |
251525AP6 | 251525AP6 | Deutsche Bank AG | -8200000.0 | -8046833.35 | CORP | Short | |
780259305 | 780259305 | Shell plc | 10800.0 | 710640.0 | CORP | Long | |
46651MAN6 | 46651MAN6 | JPMorgan Chase Commercial Mortgage Securities Trust | 5580000.0 | 5376656.43 | CORP | Long | |
92206C870 | 92206C870 | Vanguard Intermediate-Term Corporate Bond ETF | 612000.0 | 49743360.0 | RF | Long | |
N/A | N/A | N/A | 1.0 | -276761.24 | RF | N/A | |
03330EAL8 | 03330EAL8 | Anchorage Credit Funding 3 Ltd. | 4045000.0 | 4020581.14 | CORP | Long | |
N/A | N/A | Goldstory SAS | 2350000.0 | 2618357.44 | CORP | Long | |
N/A | N/A | N/A | 494278804.0 | 7860373.34 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 490662.15 | CORP | N/A | |
N/A | N/A | Newday Funding Master Issuer plc | 677000.0 | 861479.69 | CORP | Long | |
15138AAC4 | 15138AAC4 | Permian Resources Operating LLC | 5013000.0 | 5009564.09 | CORP | Long | |
025816DH9 | 025816DH9 | American Express Co. | 20369000.0 | 20791804.22 | CORP | Long | |
N/A | N/A | N/A | 18789719.0 | -220639.78 | CORP | N/A | |
N/A | N/A | N/A | -153152360.0 | -11641389.38 | CORP | N/A | |
N/A | N/A | N/A | 68522000.0 | -1870014.28 | CORP | N/A | |
N/A | N/A | Garfunkelux Holdco 3 SA | 15270000.0 | 13301097.01 | CORP | Long | |
93934FFK3 | 93934FFK3 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 274694.34 | 210265.96 | CORP | Long | |
N/A | N/A | N/A | 262262800.0 | 3943767.49 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -155941.33 | CORP | N/A | |
N/A | N/A | INEOS Quattro Finance 2 plc | 16712000.0 | 19442149.01 | CORP | Long | |
172967ML2 | 172967ML2 | Citigroup, Inc. | 16570000.0 | 14373144.93 | CORP | Long | |
N/A | N/A | Mizuho Financial Group, Inc. | 558440.0 | 9525766.57 | CORP | Long | |
N/A | N/A | National Grid Electricity Transmission plc | 4500000.0 | 5734605.74 | CORP | Long | |
83406EAD7 | 83406EAD7 | SoFi Professional Loan Program LLC | 1014000.0 | 924556.89 | CORP | Long | |
N/A | N/A | N/A | 14970000.0 | 11055.53 | CORP | N/A | |
92258VAE7 | 92258VAE7 | Velocity Commercial Capital Loan Trust | 545820.04 | 462022.25 | CORP | Long | |
N/A | N/A | Magyar Export-Import Bank Zrt. | 6328000.0 | 7398306.83 | NUSS | Long | |
68621XAE3 | 68621XAE3 | Organon & Co. | 1000000.0 | 1000630.0 | CORP | Long | |
09628JAL5 | 09628JAL5 | BlueMountain CLO Ltd. | 223746.13 | 223629.51 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 275148.55 | CORP | N/A | |
65343HAA9 | 65343HAA9 | Nexstar Media, Inc. | 2731000.0 | 2640742.63 | CORP | Long | |
04410RAN6 | 04410RAN6 | Ashford Hospitality Trust | 61000.0 | 58375.81 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -124460.66 | CORP | N/A | |
89532WAA7 | 89532WAA7 | Trestles CLO IV Ltd. | 1000000.0 | 997976.5 | CORP | Long | |
63939EAE3 | 63939EAE3 | Navient Private Education Loan Trust | 10722000.0 | 9750061.42 | CORP | Long | |
3133A23K4 | 3133A23K4 | Federal Home Loan Mortgage Corp. | 571707.622 | 543509.06 | USGSE | Long | |
89686QAA4 | 89686QAA4 | Trivium Packaging Finance BV | 4328000.0 | 4246239.32 | CORP | Long | |
45378YAN4 | 45378YAN4 | Independence Plaza Trust | 2655000.0 | 2480491.89 | CORP | Long | |
13063A5E0 | 13063A5E0 | State of California | 2155000.0 | 2610360.31 | MUN | Long | |
N/A | N/A | Kingdom of Spain | 32380000.0 | 37430247.84 | NUSS | Long | |
N/A | N/A | N/A | 598225000.0 | 5047777.13 | NUSS | N/A | |
89624JAJ6 | 89624JAJ6 | Trimaran CAVU Ltd. | 575000.0 | 573199.39 | CORP | Long | |
06744FAH7 | 06744FAH7 | Barclays Mortgage Loan Trust | 10118.62 | 9741.76 | CORP | Long | |
29001LAS0 | 29001LAS0 | Elmwood CLO II Ltd. | 750000.0 | 746012.63 | CORP | Long | |
N/A | N/A | N/A | 1308956.0 | -21342.79 | CORP | N/A | |
51507KAD8 | 51507KAD8 | Lending Funding Trust | 400000.0 | 363626.64 | CORP | Long | |
50065XAQ7 | 50065XAQ7 | Korea National Oil Corp. | 500000.0 | 497480.0 | NUSS | Long | |
96467FAQ3 | 96467FAQ3 | Whitebox CLO I Ltd. | 8780000.0 | 8648422.04 | CORP | Long | |
14879EAH1 | 14879EAH1 | Catalent Pharma Solutions, Inc. | 985000.0 | 861993.2 | CORP | Long | |
N/A | N/A | N/A | 275000000.0 | 821369.56 | CORP | N/A | |
46591EAS6 | 46591EAS6 | JPMCC Commercial Mortgage Securities Trust | 2890000.0 | 2551370.61 | CORP | Long | |
09258N174 | 09258N174 | BlackRock Funds | 392428744.245 | 392664201.49 | RF | Long | |
N/A | N/A | N/A | 4980000.0 | 31967.72 | RF | N/A | |
N/A | N/A | Aurorus BV | 4621000.0 | 5106969.54 | CORP | Long | |
87248KAQ7 | 87248KAQ7 | TICP CLO V Ltd. | 250000.0 | 247849.98 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 891000.0 | 1143480.29 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 3310989.04 | 4215777.32 | CORP | Long | |
92828KAK8 | 92828KAK8 | Virtusa Corp. | 994884.92 | 995302.77 | CORP | Long | |
19425AAC8 | 19425AAC8 | College Avenue Student Loans LLC | 1607508.64 | 1409769.81 | CORP | Long | |
02403MAM2 | 02403MAM2 | American Auto Auction Group LLC | 3177304.34 | 3116395.42 | CORP | Long | |
63939CAE7 | 63939CAE7 | Navient Private Education Loan Trust | 14970000.0 | 14062009.62 | CORP | Long | |
19033EAG5 | 19033EAG5 | COAST Commercial Mortgage Trust | 8751000.0 | 8764116.0 | CORP | Long | |
N/A | N/A | Goldman Sachs International | 2388907.1 | 2637233.99 | CORP | Long | |
36252WBC1 | 36252WBC1 | GS Mortgage Securities Trust | 370000.0 | 359417.08 | CORP | Long | |
P2121YAS7 | P2121YAS7 | Carnival Corp. | 298477.16 | 298602.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 28973.39 | CORP | N/A | |
N/A | N/A | N/A | 7390000.0 | -154309.47 | CORP | N/A | |
05608RAA3 | 05608RAA3 | BX Trust | 4436000.0 | 4335755.27 | CORP | Long | |
87927VAF5 | 87927VAF5 | Telecom Italia Capital SA | 565000.0 | 552630.68 | CORP | Long | |
N/A | N/A | Aldar Investment Properties Sukuk Ltd. | 5600000.0 | 5423250.0 | CORP | Long | |
N/A | N/A | N/A | -1116880.0 | -83418.5 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -753719.51 | CORP | N/A | |
071705AA5 | 071705AA5 | Bausch & Lomb Escrow Corp. | 2493000.0 | 2629965.42 | CORP | Long | |
06745CAD2 | 06745CAD2 | Barclays Mortgage Trust | 288869.64 | 164496.15 | CORP | Long | |
91282CEZ0 | 91282CEZ0 | United States of America | 88152745.71 | 80520652.0 | UST | Long | |
N/A | N/A | Federal Republic of Nigeria | 3820000.0 | 3434418.75 | NUSS | Long | |
N/A | N/A | Canary Wharf Finance II plc | 2100000.0 | 2123167.71 | CORP | Long | |
3140FE5W0 | 3140FE5W0 | Federal National Mortgage Association | 243033.5958 | 234299.6 | USGSE | Long | |
N/A | N/A | N/A | -2780.0 | -130315.28 | USGSE | N/A | |
N/A | N/A | N/A | 342755500.0 | 5891071.9 | USGSE | N/A | |
03969AAR1 | 03969AAR1 | Ardagh Packaging Finance plc | 3437000.0 | 2670083.97 | CORP | Long | |
03769LAE8 | 03769LAE8 | Apidos CLO XXXVI | 1320000.0 | 1313691.06 | CORP | Long | |
N/A | N/A | N/A | 5703000.0 | 48404.16 | CORP | N/A | |
92918FAG9 | 92918FAG9 | Voya CLO Ltd. | 1300000.0 | 1293538.74 | CORP | Long | |
86964WAB8 | 86964WAB8 | Suzano Austria GmbH | 200000.0 | 209800.0 | CORP | Long | |
N/A | N/A | Invesco Euro CLO V DAC | 450000.0 | 468976.54 | CORP | Long | |
N/A | N/A | Cedacri Mergeco SpA | 6800000.0 | 7394257.1 | CORP | Long | |
N/A | N/A | Cars Alliance Auto Leases France V | 4000000.0 | 4429895.23 | CORP | Long | |
69335PEX9 | 69335PEX9 | PFS Financing Corp. | 25000000.0 | 25240000.0 | CORP | Long | |
455780DQ6 | 455780DQ6 | Republic of Indonesia | 475000.0 | 473515.63 | NUSS | Long | |
03765VAL4 | 03765VAL4 | Prime Security Services Borrower, LLC | 355000.0 | 355830.7 | CORP | Long | |
02079K305 | 02079K305 | Alphabet, Inc. | 5602.0 | 782543.38 | CORP | Long | |
55320RAJ6 | 55320RAJ6 | ACAS CLO Ltd. | 500000.0 | 497055.55 | CORP | Long | |
01F070625 | 01F070625 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 594600000.0 | 612740056.8 | USGSE | Long | |
93934FFG2 | 93934FFG2 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 675910.3448 | 465709.19 | CORP | Long | |
N/A | N/A | State of Qatar | 29720000.0 | 28347827.6 | NUSS | Long | |
97652RBD8 | 97652RBD8 | WinWater Mortgage Loan Trust | 1651315.37 | 1266680.26 | CORP | Long | |
N/A | N/A | Pierpont BTL plc | 1728000.0 | 2169893.27 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -19467.61 | CORP | N/A | |
009740AB7 | 009740AB7 | Ajax Mortgage Loan Trust | 8636792.0 | 7187922.64 | CORP | Long | |
N/A | N/A | MC Brazil Downstream Trading SARL | 4111399.9356 | 3186334.95 | CORP | Long | |
433539111 | 433539111 | N/A | 7405.0 | 148.1 | CORP | N/A | |
N/A | N/A | Barclays Bank plc | 4206250.0 | 4643489.69 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 4392.71 | CORP | N/A | |
3140QAHW3 | 3140QAHW3 | Federal National Mortgage Association | 100957.3997 | 97046.89 | USGSE | Long | |
N/A | N/A | N/A | 472000000.0 | -9928969.75 | USGSE | N/A | |
35908MAE0 | 35908MAE0 | Frontier Communications Holdings LLC | 15465000.0 | 15768144.93 | CORP | Long | |
N/A | N/A | Neon Payments Ltd. | 28089.0 | 16226453.52 | CORP | Long | |
61946UAA0 | 61946UAA0 | Mosaic Solar Loan Trust | 3814096.35 | 3590422.48 | CORP | Long | |
200474BF0 | 200474BF0 | Commercial Mortgage Trust | 942000.0 | 878800.94 | CORP | Long | |
N/A | N/A | N/A | 333310000.0 | 397364.51 | CORP | N/A | |
G9368PBE3 | G9368PBE3 | Virgin Media Bristol LLC | 1000000.0 | 996700.0 | CORP | Long | |
35908MAD2 | 35908MAD2 | Frontier Communications Holdings LLC | 18687000.0 | 19223478.73 | CORP | Long | |
931142103 | 931142103 | Walmart, Inc. | 12996.0 | 2048819.4 | CORP | Long | |
N/A | N/A | Phoenix PIB Dutch Finance BV | 3000000.0 | 3217627.87 | CORP | Long | |
N/A | N/A | PCL Funding VI plc | 14896000.0 | 19020983.6 | CORP | Long | |
3137H3PZ9 | 3137H3PZ9 | Federal Home Loan Mortgage Corp. | 54107828.528 | 8443797.18 | USGSE | Long | |
37046TAR5 | 37046TAR5 | General Motors Financial Co., Inc. | 33282000.0 | 33139037.17 | CORP | Long | |
N/A | N/A | Barclays Capital, Inc. | 7172194.75 | 7172194.75 | CORP | Long | |
46654CAV7 | 46654CAV7 | JP Morgan Mortgage Trust | 1299854.99 | 954187.93 | CORP | Long | |
38373M8P8 | 38373M8P8 | Government National Mortgage Association | 1911534.74 | 276742.06 | USGA | Long | |
172967LD1 | 172967LD1 | Citigroup, Inc. | 4785000.0 | 4627035.71 | CORP | Long | |
N/A | N/A | Stonegate Pub Co. Financing plc | 3463000.0 | 4303760.13 | CORP | Long | |
3140M3DT4 | 3140M3DT4 | Federal National Mortgage Association | 510235.7015 | 483347.13 | USGSE | Long | |
82666KAB4 | 82666KAB4 | Signal Parent, Inc. | 6169269.53 | 5475226.71 | CORP | Long | |
009692AD6 | 009692AD6 | Ajax Mortgage Loan Trust | 4577700.0 | 3553440.08 | CORP | Long | |
93364BAC4 | 93364BAC4 | WaMu Mortgage Pass-Through Certificates Trust | 2159338.72 | 1717238.09 | CORP | Long | |
N/A | N/A | Atlas Funding plc | 110000.0 | 140103.82 | CORP | Long | |
N/A | N/A | Polaris plc | 1770000.0 | 2265870.22 | CORP | Long | |
44963BAE8 | 44963BAE8 | IHO Verwaltungs GmbH | 400000.0 | 389729.67 | CORP | Long | |
N/A | N/A | Barclays Capital, Inc. | 7043760.0 | 7043760.0 | CORP | Long | |
N/A | N/A | FCT Autonoria DE | 1435759.2 | 1586082.59 | CORP | Long | |
91913Y100 | 91913Y100 | Valero Energy Corp. | 55427.0 | 7205510.0 | CORP | Long | |
46628MAG1 | 46628MAG1 | JPMorgan Mortgage Acquisition Trust | 2014872.92 | 1947242.9 | CORP | Long | |
33831HAA6 | 33831HAA6 | 510 Loan Acquisition Trust | 7617352.81 | 7526459.51 | CORP | Long | |
N/A | N/A | N/A | 12830000.0 | -876105.98 | CORP | N/A | |
N/A | N/A | Bellis Acquisition Co. plc | 16469000.0 | 19436939.95 | CORP | Long | |
N/A | N/A | Madison Park Euro Funding XX DAC | 4300000.0 | 4770975.79 | CORP | Long | |
50065XAP9 | 50065XAP9 | Korea National Oil Corp. | 500000.0 | 502770.0 | NUSS | Long | |
91324PEU2 | 91324PEU2 | UnitedHealth Group, Inc. | 30000000.0 | 29950998.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 69749.92 | CORP | N/A | |
N/A | N/A | BNP Paribas SA | 9000000.0 | 9669475.97 | CORP | Long | |
N/A | N/A | N/A | 398030000.0 | 6684391.4 | CORP | N/A | |
92259KAG5 | 92259KAG5 | Velocity Commercial Capital Loan Trust | 1997015.7 | 1902140.68 | CORP | Long | |
N/A | N/A | N/A | 630552.0 | -7618.36 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 274313.72 | CORP | N/A | |
N/A | N/A | Merrill Lynch International | 12618750.0 | 13930469.06 | CORP | Long | |
N/A | N/A | Mobico Group plc | 5138000.0 | 5751176.87 | CORP | Long | |
N/A | N/A | N/A | 2483000.0 | -54789.52 | CORP | N/A | |
91865FAJ8 | 91865FAJ8 | Vaco Holdings LLC | 7645960.0 | 7521713.15 | CORP | Long | |
00CATBRJ0 | 00CATBRJ0 | N/A | 4000.0 | 1108000.0 | CORP | N/A | |
126670NV6 | 126670NV6 | CWABS Asset-Backed Certificates Trust | 5586773.11 | 4852362.73 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -94004.35 | CORP | N/A | |
N/A | N/A | N/A | 993264387.0 | -921346.16 | CORP | N/A | |
715638DF6 | 715638DF6 | Republic of Peru | 5712000.0 | 4964085.0 | NUSS | Long | |
N/A | N/A | Organon & Co. | 8200000.0 | 8302870.21 | CORP | Long | |
542514TQ7 | 542514TQ7 | Long Beach Mortgage Loan Trust | 2.3432 | 1.86 | CORP | Long | |
N/A | N/A | N/A | 11273831.0 | -163273.91 | CORP | N/A | |
36267CAA3 | 36267CAA3 | GS Mortgage Securities Corp. Trust | 7510000.0 | 7481760.15 | CORP | Long | |
N/A | N/A | Kering SA | 18900000.0 | 24569281.81 | CORP | Long | |
56844XBJ7 | 56844XBJ7 | Signal Peak CLO 2 LLC | 23708000.0 | 23588310.16 | CORP | Long | |
N/A | N/A | N/A | 269300000.0 | 909609.26 | CORP | N/A | |
55818RBE5 | 55818RBE5 | Madison Park Funding XIV Ltd. | 1000000.0 | 987059.8 | CORP | Long | |
3140QDMC5 | 3140QDMC5 | Federal National Mortgage Association | 2176069.0056 | 2074269.34 | USGSE | Long | |
N/A | N/A | Samhallsbyggnadsbolaget i Norden AB | 499000.0 | 83798.5 | CORP | Long | |
N/A | N/A | Tower Bridge Funding plc | 2694440.3402 | 3425500.99 | CORP | Long | |
3140JKEJ1 | 3140JKEJ1 | Federal National Mortgage Association | 188476.8807 | 180348.47 | USGSE | Long | |
55820RAL6 | 55820RAL6 | Madison Park Funding XXV Ltd. | 6500000.0 | 6506520.8 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 246390.68 | CORP | N/A | |
N/A | N/A | SBB Treasury OYJ | 1800000.0 | 1181869.44 | CORP | Long | |
438180AJ0 | 438180AJ0 | Republic of Honduras | 3811000.0 | 3391790.0 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -26774149.42 | NUSS | N/A | |
N/A | N/A | Caresyntax, Inc. | 27266.0 | 2669886.72 | CORP | Long | |
N/A | N/A | N/A | 62462800.0 | 8399807.37 | CORP | N/A | |
842400HQ9 | 842400HQ9 | Southern California Edison Co. | 9800000.0 | 9857534.53 | CORP | Long | |
N/A | N/A | N/A | 22343602.0 | 640867.99 | CORP | N/A | |
91087BAM2 | 91087BAM2 | United Mexican States | 7734000.0 | 6523145.63 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 156390.39 | NUSS | N/A | |
N/A | N/A | OI European Group BV | 7549000.0 | 8717069.6 | CORP | Long | |
08179XAW5 | 08179XAW5 | Benefit Street Partners CLO II Ltd. | 723047.9349 | 723133.91 | CORP | Long | |
836205AV6 | 836205AV6 | Republic of South Africa | 10443000.0 | 7688658.75 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -273223.12 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | 181309.47 | NUSS | N/A | |
N/A | N/A | Level 3 Assets | 28042260.0 | 28042260.0 | CORP | Long | |
09630KAS3 | 09630KAS3 | BlueMountain CLO XXIX Ltd. | 250000.0 | 246112.55 | CORP | Long | |
N/A | N/A | Khazanah Capital Ltd. | 3540000.0 | 3549133.2 | CORP | Long | |
95000U3E1 | 95000U3E1 | Wells Fargo & Co. | 22210000.0 | 22677926.72 | CORP | Long | |
25160PAE7 | 25160PAE7 | Deutsche Bank AG | 1296000.0 | 1257039.26 | CORP | Long | |
N/A | N/A | N/A | 521334788.0 | 26258.87 | CORP | N/A | |
N/A | N/A | N/A | 560588800.0 | 7578648.97 | CORP | N/A | |
08179XBA2 | 08179XBA2 | Benefit Street Partners CLO II Ltd. | 4000000.0 | 4003573.6 | CORP | Long | |
N/A | N/A | N/A | 60650000.0 | -1264428.57 | CORP | N/A | |
59024QAD2 | 59024QAD2 | Merrill Lynch First Franklin Mortgage Loan Trust | 3867483.01 | 2819408.65 | CORP | Long | |
N/A | N/A | United Group BV | 2784000.0 | 3084067.63 | CORP | Long | |
66981FAG5 | 66981FAG5 | AMSR Trust | 4520000.0 | 4198350.02 | CORP | Long | |
014916AA8 | 014916AA8 | Alexander Funding Trust II | 18297000.0 | 19212528.64 | CORP | Long | |
N/A | N/A | N/A | 659630.0 | 1105492.47 | CORP | N/A | |
N/A | N/A | Deutsche Bank AG | 3602518.8 | 4591950.59 | CORP | Long | |
36265XAA9 | 36265XAA9 | GS Mortgage Securities Corp. Trust | 11620000.0 | 11648525.94 | CORP | Long | |
N/A | N/A | MEGlobal BV | 2443000.0 | 2194119.38 | CORP | Long | |
44331MAB5 | 44331MAB5 | HR Ottawa LP | 99478000.0 | 103864594.82 | CORP | Long | |
N/A | N/A | Banijay Entertainment SASU | 10075000.0 | 11706216.8 | CORP | Long | |
86880NAZ6 | 86880NAZ6 | Surgery Center Holdings, Inc. | 304991.96 | 305882.54 | CORP | Long | |
N/A | N/A | N/A | 274843145.0 | 630842.6 | CORP | N/A | |
87169NAG8 | 87169NAG8 | Symphony CLO 38 Ltd. | 2500000.0 | 2508388.0 | CORP | Long | |
90351NAK1 | 90351NAK1 | USI, Inc. | 160597.5 | 160626.41 | CORP | Long | |
N/A | N/A | Repsol International Finance BV | 31425000.0 | 32393308.34 | CORP | Long | |
3132A5JH9 | 3132A5JH9 | Federal Home Loan Mortgage Corp. | 192554.0853 | 185410.77 | USGSE | Long | |
77342LAC2 | 77342LAC2 | Rockford Tower CLO Ltd. | 1750000.0 | 602073.5 | CORP | Long | |
96208UAT8 | 96208UAT8 | WEX, Inc. | 1.0 | 1.0 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 1672000.0 | 2142032.84 | CORP | Long | |
N/A | N/A | Stryker Corp. | 11990000.0 | 13416957.4 | CORP | Long | |
12434AAA6 | 12434AAA6 | BX Commercial Mortgage Trust | 25113852.01 | 24522963.25 | CORP | Long | |
BP5739662 | BP5739662 | American Tower Corp. | 4950000.0 | 4997005.39 | CORP | Long | |
903724BM3 | 903724BM3 | Ukraine | 6537000.0 | 1519852.5 | NUSS | Long | |
88880NAT6 | 88880NAT6 | Tobacco Settlement Financing Corp. | 9640000.0 | 8100360.22 | MUN | Long | |
36264YAA8 | 36264YAA8 | GS Mortgage Securities Corp. Trust | 2320000.0 | 2067642.23 | CORP | Long | |
885221AA9 | 885221AA9 | Thornburg Mortgage Securities Trust | 2759110.9218 | 1797272.44 | CORP | Long | |
74526YCZ6 | 74526YCZ6 | Puerto Rico Electric Power Authority | 1030000.0 | 257500.0 | MUN | Long | |
N/A | N/A | N/A | 1975000.0 | 88267.83 | MUN | N/A | |
193051AQ2 | 193051AQ2 | Cold Storage Trust | 15600059.61 | 15483355.56 | CORP | Long | |
N/A | N/A | Metinvest BV | 5516000.0 | 3833620.0 | CORP | Long | |
N/A | N/A | N/A | 100000.0 | 268985.5 | CORP | N/A | |
N/A | N/A | Infrastrutture Wireless Italiane SpA | 6226000.0 | 6146008.91 | CORP | Long | |
91282CCA7 | 91282CCA7 | United States of America | 31981432.0 | 30439852.14 | UST | Long | |
37046TFL3 | 37046TFL3 | General Motors Financial Co., Inc. | 20412000.0 | 19863126.01 | CORP | Long | |
N/A | N/A | Kenbourne Invest SA | 7292000.0 | 3846530.0 | CORP | Long | |
61946LAC6 | 61946LAC6 | Mosaic Solar Loan Trust | 2098932.2899 | 1784921.73 | CORP | Long | |
N/A | N/A | N/A | 1456000.0 | 149883.79 | CORP | N/A | |
00PAZ6H51 | 00PAZ6H51 | N/A | -400.0 | -57000.0 | CORP | N/A | |
N/A | N/A | OCP Euro CLO DAC | 250000.0 | 265562.66 | CORP | Long | |
12666VAD3 | 12666VAD3 | CWABS Trust | 95690.7505 | 78977.71 | CORP | Long | |
77342HAC1 | 77342HAC1 | Rockford Tower CLO Ltd. | 1750000.0 | 513217.25 | CORP | Long | |
00841WBP6 | 00841WBP6 | Agate Bay Mortgage Trust | 1323082.0 | 867144.9 | CORP | Long | |
N/A | N/A | N/A | 71.0 | 122840.17 | CORP | N/A | |
78420MAF6 | 78420MAF6 | SG Mortgage Securities Trust | 4623000.0 | 3261382.26 | CORP | Long | |
20786NAC1 | 20786NAC1 | ConnectWise LLC | 12648860.0 | 12605347.92 | CORP | Long | |
N/A | N/A | Kingdom of Spain | 28020000.0 | 29681619.16 | NUSS | Long | |
69362GAA9 | 69362GAA9 | PRET LLC | 13040432.9 | 12859490.37 | CORP | Long | |
44988MAC9 | 44988MAC9 | IRB Holding Corp. | 72000.0 | 72000.0 | CORP | Long | |
67108PAE4 | 67108PAE4 | OZLM VI Ltd. | 3200000.0 | 136848.0 | CORP | Long | |
001011AJ4 | 001011AJ4 | Anchorage Credit Funding 3 Ltd. | 7500000.0 | 4575000.0 | CORP | Long | |
03769FAA9 | 03769FAA9 | Apidos CLO XXXVII | 850000.0 | 852100.44 | CORP | Long | |
62955DAA4 | 62955DAA4 | NYMT Loan Trust | 18136599.74 | 18054758.33 | CORP | Long | |
N/A | N/A | Adler Financing SARL | 16073000.0 | 18657593.44 | CORP | Long | |
03769TAA9 | 03769TAA9 | Apidos CLO XL Ltd. | 1500000.0 | 1496404.35 | CORP | Long | |
N/A | N/A | SC Germany SA Compartment Leasing | 1000000.0 | 1105584.95 | CORP | Long | |
48268TAA0 | 48268TAA0 | KSL Commercial Mortgage Trust | 9780000.0 | 9773827.84 | CORP | Long | |
64131QAJ9 | 64131QAJ9 | Neuberger Berman Loan Advisers CLO 26 Ltd. | 4713145.652 | 4704580.45 | CORP | Long | |
01748RAL9 | 01748RAL9 | Allegro CLO V Ltd. | 3592018.96 | 3587750.56 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -233040.28 | CORP | N/A | |
N/A | N/A | Republic of Poland | 477681000.0 | 108439869.48 | NUSS | Long | |
N/A | N/A | Tesco Property Finance 1 plc | 2839097.759 | 4142576.8 | CORP | Long | |
N/A | N/A | N/A | -18077000.0 | -85216.86 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 326166.15 | CORP | N/A | |
67066G104 | 67066G104 | NVIDIA Corp. | 9136.0 | 4524329.92 | CORP | Long | |
603051AE3 | 603051AE3 | Mineral Resources Ltd. | 4407000.0 | 4688034.39 | CORP | Long | |
N/A | N/A | Rolls-Royce plc | 1700000.0 | 1727140.81 | CORP | Long | |
N/A | N/A | MCM Trust | 28889735.18 | 19008232.5 | CORP | Long | |
390607AF6 | 390607AF6 | Great Lakes Dredge & Dock Corp. | -8696000.0 | -7393434.6 | CORP | Short | |
013092AG6 | 013092AG6 | Albertsons Cos., Inc. | 3640000.0 | 3305054.48 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -41859.77 | CORP | N/A | |
06051GJL4 | 06051GJL4 | Bank of America Corp. | 4150000.0 | 3369180.65 | CORP | Long | |
20846QER5 | 20846QER5 | Conseco Finance Securitizations Corp. | 11418321.47 | 3191522.47 | CORP | Long | |
548661EP8 | 548661EP8 | Lowe's Cos., Inc. | 3787000.0 | 3789431.1 | CORP | Long | |
N/A | N/A | N/A | 1850.0 | 751562.5 | CORP | N/A | |
023135106 | 023135106 | Amazon.com, Inc. | 55000.0 | 8356700.0 | CORP | Long | |
N/A | N/A | Ardagh Packaging Finance plc | 14476000.0 | 14203823.71 | CORP | Long | |
N/A | N/A | N/A | 82329087.0 | 804599.77 | CORP | N/A | |
91889FAC5 | 91889FAC5 | Valaris Ltd. | -8919000.0 | -9137872.26 | CORP | Short | |
N/A | N/A | N/A | 38087754.0 | -714130.62 | CORP | N/A | |
35563PCJ6 | 35563PCJ6 | Seasoned Credit Risk Transfer Trust | 7382557.13 | 754739.49 | CORP | Long | |
3140K9VB2 | 3140K9VB2 | Federal National Mortgage Association | 840190.1496 | 798756.57 | USGSE | Long | |
N/A | N/A | Heimstaden Bostad Treasury BV | 2600000.0 | 2053873.36 | CORP | Long | |
N/A | N/A | YPF SA | 1291000.0 | 1166289.4 | NUSS | Long | |
N/A | N/A | N/A | -55480013.0 | -887167.96 | NUSS | N/A | |
N/A | N/A | N/A | -59952000.0 | -8851.16 | NUSS | N/A | |
N/A | N/A | Versa Networks, Inc. | 9274836.0 | 30235965.36 | CORP | Long | |
126395AQ5 | 126395AQ5 | CSMC Trust | 300000.0 | 255223.26 | CORP | Long | |
N/A | N/A | Holding d'Infrastructures des Metiers de l'Environnement | 9300000.0 | 9640566.83 | CORP | Long | |
N/A | N/A | Delamare Cards MTN Issuer plc | 3454000.0 | 4410675.92 | CORP | Long | |
38381JNH6 | 38381JNH6 | Government National Mortgage Association | 2646027.4445 | 2493024.88 | USGA | Long | |
N/A | N/A | N/A | 122861148.0 | 3460992.63 | USGA | N/A | |
N/A | N/A | ABN AMRO Bank NV | 11300000.0 | 14510246.47 | CORP | Long | |
N/A | N/A | N/A | -63136909.0 | -3790753.37 | CORP | N/A | |
91087BAV2 | 91087BAV2 | United Mexican States | 7237000.0 | 7569449.69 | NUSS | Long | |
92915UAG9 | 92915UAG9 | Voya CLO Ltd. | 830163.002 | 829687.57 | CORP | Long | |
74526YEU5 | 74526YEU5 | Puerto Rico Electric Power Authority | 6160000.0 | 1540000.0 | MUN | Long | |
3133A6HF1 | 3133A6HF1 | Federal Home Loan Mortgage Corp. | 1992682.8066 | 1899448.73 | USGSE | Long | |
373385KQ5 | 373385KQ5 | State of Georgia | 7890000.0 | 8354655.91 | MUN | Long | |
12551AAC9 | 12551AAC9 | CIFC Funding Ltd. | 2870000.0 | 2870599.26 | CORP | Long | |
3140K8BM2 | 3140K8BM2 | Federal National Mortgage Association | 991866.3554 | 948426.67 | USGSE | Long | |
08162RAF4 | 08162RAF4 | Benchmark Mortgage Trust | 47858042.82 | 2899149.3 | CORP | Long | |
671025AA2 | 671025AA2 | OSD CLO Ltd. | 500000.0 | 481679.7 | CORP | Long | |
17025TBJ9 | 17025TBJ9 | CHL Mortgage Pass-Through Trust | 13136294.1011 | 4837017.31 | CORP | Long | |
18452LAG3 | 18452LAG3 | Clear Creek CLO Ltd. | 1519993.4815 | 1519866.56 | CORP | Long | |
61747YEZ4 | 61747YEZ4 | Morgan Stanley | 18497000.0 | 18514855.52 | CORP | Long | |
370334CQ5 | 370334CQ5 | General Mills, Inc. | 17075000.0 | 14375568.34 | CORP | Long | |
N/A | N/A | N/A | 1117000.0 | -39354.76 | CORP | N/A | |
N/A | N/A | Exo Imaging, Inc., Series C | 1003613.0 | 2649538.32 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -377646.5 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 877106.89 | CORP | N/A | |
455780DS2 | 455780DS2 | Republic of Indonesia | 400000.0 | 437250.0 | NUSS | Long | |
N/A | N/A | N/A | 464406400.0 | -475414.13 | NUSS | N/A | |
30247DAA9 | 30247DAA9 | First Franklin Mortgage Loan Trust | 4582815.9218 | 3023371.2 | CORP | Long | |
38149XAB5 | 38149XAB5 | Goldman Home Improvement Trust Issuer Trust | 4583000.0 | 4182409.59 | CORP | Long | |
05601PAL0 | 05601PAL0 | Beast Mortgage Trust | 7896000.0 | 7558538.38 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1058844.42 | CORP | N/A | |
N/A | N/A | N/A | 103239811.0 | -963396.48 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 580203.12 | CORP | N/A | |
06051GKJ7 | 06051GKJ7 | Bank of America Corp. | 12150000.0 | 11254975.96 | CORP | Long | |
00C92MJH1 | 00C92MJH1 | N/A | 300.0 | 97500.0 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -46043.04 | CORP | N/A | |
N/A | N/A | N/A | 1650000.0 | -42299.22 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 3624.46 | CORP | N/A | |
N/A | N/A | Citigroup, Inc. | 5104000.0 | 6018293.96 | CORP | Long | |
39862EAD6 | 39862EAD6 | Grippen Park CLO Ltd. | 3950000.0 | 3951183.42 | CORP | Long | |
38237VAA4 | 38237VAA4 | GoodLeap Sustainable Home Solutions Trust | 5962221.2643 | 5812410.92 | CORP | Long | |
N/A | N/A | N/A | -430.0 | -237575.0 | CORP | N/A | |
N/A | N/A | N/A | 18789646.0 | -331356.42 | CORP | N/A | |
N/A | N/A | TransDigm Inc. | 1000000.0 | 1003750.0 | CORP | Long | |
25714PEF1 | 25714PEF1 | Dominican Republic | 15527000.0 | 14116216.78 | NUSS | Long | |
009926AC0 | 009926AC0 | Ajax Mortgage Loan Trust | 1582900.0 | 1234027.57 | CORP | Long | |
N/A | N/A | Republic of South Africa | 618332500.0 | 35377394.13 | NUSS | Long | |
N/A | N/A | Cellnex Telecom SA | 19700000.0 | 18095283.17 | CORP | Long | |
83406TAC6 | 83406TAC6 | SoFi Professional Loan Program Trust | 789000.0 | 638984.75 | CORP | Long | |
06237MAB9 | 06237MAB9 | Bank Gospodarstwa Krajowego | 3498000.0 | 3689690.4 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -1030307.32 | NUSS | N/A | |
N/A | N/A | N/A | 101319750.0 | 2943547.56 | NUSS | N/A | |
228701AF5 | 228701AF5 | CrownRock LP | 42000.0 | 41944.14 | CORP | Long | |
81180WBJ9 | 81180WBJ9 | Seagate HDD Cayman | 5057000.0 | 5488382.33 | CORP | Long | |
3131XXHJ3 | 3131XXHJ3 | Federal Home Loan Mortgage Corp. | 2272363.3551 | 2189004.02 | USGSE | Long | |
90353TAL4 | 90353TAL4 | Uber Technologies, Inc. | 7653000.0 | 8322637.5 | CORP | Long | |
71643VAB1 | 71643VAB1 | Petroleos Mexicanos | 4768000.0 | 3945520.0 | NUSS | Long | |
05608RAQ8 | 05608RAQ8 | BX Trust | 3602000.0 | 3372959.27 | CORP | Long | |
N/A | N/A | Gabonese Republic | 870000.0 | 721556.25 | NUSS | Long | |
939344AQ0 | 939344AQ0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 792549.2551 | 664439.22 | CORP | Long | |
15189XBD9 | 15189XBD9 | CenterPoint Energy Houston Electric LLC | 2400000.0 | 2475823.8 | CORP | Long | |
38123HAS3 | 38123HAS3 | GoldenTree Loan Opportunities IX Ltd. | 3500000.0 | 3498250.0 | CORP | Long | |
01957TAU1 | 01957TAU1 | Allied Universal Holdco LLC | 498750.0 | 498046.76 | CORP | Long | |
N/A | N/A | Forvia SE | 8652000.0 | 9127122.4 | CORP | Long | |
87264ACQ6 | 87264ACQ6 | T-Mobile USA, Inc. | 8275000.0 | 7051965.67 | CORP | Long | |
N/A | N/A | Volkswagen Financial Services AG | 7500000.0 | 7488324.68 | CORP | Long | |
N/A | N/A | Cirsa Finance International SARL | 3507000.0 | 4036093.64 | CORP | Long | |
N/A | N/A | N/A | 7515945.0 | -61710.97 | CORP | N/A | |
033292AU7 | 033292AU7 | Anchorage Capital CLO Ltd. | 1160000.0 | 1161419.61 | CORP | Long | |
N/A | N/A | TK Elevator Midco GmbH | 5985000.0 | 6683122.87 | CORP | Long | |
N/A | N/A | N/A | 21486000.0 | 224448.61 | CORP | N/A | |
19648FAB0 | 19648FAB0 | Colorado Health Facilities Authority | 10860000.0 | 10511177.89 | MUN | Long | |
00P92GT71 | 00P92GT71 | N/A | -800.0 | -16000.0 | MUN | N/A | |
N/A | N/A | N/A | 1.0 | -21845.19 | MUN | N/A | |
06427DAU7 | 06427DAU7 | Bank of America Merrill Lynch Commercial Mortgage Trust | 31555000.0 | 520483.95 | CORP | Long | |
69702HAG3 | 69702HAG3 | Palmer Square Loan Funding Ltd. | 2000000.0 | 2002309.8 | CORP | Long | |
81761LAA0 | 81761LAA0 | Service Properties Trust | 8374000.0 | 8467060.26 | CORP | Long | |
928563AH8 | 928563AH8 | VMware LLC | 10749000.0 | 10439751.59 | CORP | Long | |
939344AK3 | 939344AK3 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 2981656.8243 | 2499344.91 | CORP | Long | |
N/A | N/A | United Mexican States | 8148862.0 | 45823372.21 | NUSS | Long | |
92013BAG2 | 92013BAG2 | Valley Stream Park CLO Ltd. | 13575000.0 | 13693945.51 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 307365.51 | CORP | N/A | |
N/A | N/A | REXLot Holdings Ltd. | 15091015.42 | 0.19 | CORP | Long | |
06745CAB6 | 06745CAB6 | Barclays Mortgage Trust | 4958400.0 | 4516961.89 | CORP | Long | |
N/A | N/A | Kronos International, Inc. | 9990000.0 | 10540473.18 | CORP | Long | |
N/A | N/A | National Grid North America, Inc. | 3871000.0 | 3608917.04 | CORP | Long | |
46653XAV2 | 46653XAV2 | JP Morgan Mortgage Trust | 2535395.22 | 1835388.32 | CORP | Long | |
N/A | N/A | JFE Holdings, Inc. | 2170000000.0 | 15968080.13 | CORP | Long | |
3137FXXT0 | 3137FXXT0 | Federal Home Loan Mortgage Corp. | 15985275.435 | 2797308.11 | USGSE | Long | |
013092AC5 | 013092AC5 | Albertsons Cos., Inc. | 588000.0 | 571655.19 | CORP | Long | |
65339KCH1 | 65339KCH1 | NextEra Energy Capital Holdings, Inc. | 5000000.0 | 4990950.5 | CORP | Long | |
N/A | N/A | Pierpont Btl plc | 4080900.09 | 5211264.46 | CORP | Long | |
05608VAQ9 | 05608VAQ9 | BX | 76626.19 | 75044.79 | CORP | Long | |
92913UAN6 | 92913UAN6 | Voya CLO Ltd. | 2500000.0 | 2499529.25 | CORP | Long | |
67098DAS2 | 67098DAS2 | OHA Credit Funding 4 Ltd. | 500000.0 | 500697.4 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -33187.07 | CORP | N/A | |
31418DLU4 | 31418DLU4 | Federal National Mortgage Association | 30196.3098 | 28923.81 | USGSE | Long | |
N/A | N/A | Q-Park Holding I BV | 2614000.0 | 2821546.77 | CORP | Long | |
768874SG5 | 768874SG5 | City of Riverside | 3805000.0 | 4899821.74 | MUN | Long | |
00CB1PZ74 | 00CB1PZ74 | N/A | 1540.0 | 672980.0 | MUN | N/A | |
N/A | N/A | ASTM SpA | 2600000.0 | 2494528.69 | CORP | Long | |
00C948V60 | 00C948V60 | N/A | 2400.0 | 37200.0 | CORP | N/A | |
N/A | N/A | PCF GmbH | 1566000.0 | 1250966.62 | CORP | Long | |
00CAMGX00 | 00CAMGX00 | N/A | 1000.0 | 2000.0 | CORP | N/A | |
07324NAB9 | 07324NAB9 | Bayview Commercial Asset Trust | 636412.94 | 598028.78 | CORP | Long | |
N/A | N/A | N/A | 7529000.0 | -259090.21 | CORP | N/A | |
46654CAT2 | 46654CAT2 | JP Morgan Mortgage Trust | 1758500.11 | 1408589.36 | CORP | Long | |
00432CDJ7 | 00432CDJ7 | AccessLex Institute | 2037435.4557 | 1987062.92 | CORP | Long | |
N/A | N/A | Kingdom of Spain | 42500000.0 | 43746226.64 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 398810.04 | NUSS | N/A | |
N/A | N/A | Dana Financing Luxembourg SARL | 5638000.0 | 6798302.81 | CORP | Long | |
17181TAA9 | 17181TAA9 | CIFC Funding Ltd. | 23000000.0 | 23018222.9 | CORP | Long | |
N/A | N/A | N/A | -108009000.0 | -292273.79 | CORP | N/A | |
513075BR1 | 513075BR1 | Lamar Media Corp. | 10000.0 | 9380.22 | CORP | Long | |
N/A | N/A | China Development Bank | 168000000.0 | 23592911.24 | NUSS | Long | |
N/A | N/A | Twin Bridges plc | 225000.0 | 286619.58 | CORP | Long | |
65339KBW9 | 65339KBW9 | NextEra Energy Capital Holdings, Inc. | 4475000.0 | 3971009.88 | CORP | Long | |
77341TAC6 | 77341TAC6 | Rockford Tower CLO Ltd. | 1750000.0 | 563011.75 | CORP | Long | |
00969HAB7 | 00969HAB7 | Ajax Mortgage Loan Trust | 4968290.0 | 4854935.57 | CORP | Long | |
01750LAC7 | 01750LAC7 | Allegro CLO VIII Ltd. | 500000.0 | 494558.8 | CORP | Long | |
693475BR5 | 693475BR5 | PNC Financial Services Group, Inc. (The) | 3400000.0 | 3472528.43 | CORP | Long | |
N/A | N/A | Novafives SAS | 2727000.0 | 2957366.93 | CORP | Long | |
N/A | N/A | PCF GmbH | 5069000.0 | 4294870.56 | CORP | Long | |
3132DMKJ3 | 3132DMKJ3 | Federal Home Loan Mortgage Corp. | 68559950.7539 | 66095531.79 | USGSE | Long | |
N/A | N/A | Tower Bridge Funding plc | 170000.0 | 211113.1 | CORP | Long | |
N/A | N/A | N/A | 1152.0 | 28800.0 | CORP | N/A | |
N/A | N/A | BBAM European CLO I DAC | 1050000.0 | 1083060.36 | CORP | Long | |
68373BAA9 | 68373BAA9 | OPEN Trust | 5974510.45 | 5986736.09 | CORP | Long | |
55286EAA6 | 55286EAA6 | MFA Trust | 10474653.22 | 10343254.98 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 13413.7 | CORP | N/A | |
N/A | N/A | N/A | 2250.0 | 19125.0 | CORP | N/A | |
3140N16U2 | 3140N16U2 | Federal National Mortgage Association | 864.41 | 855.75 | USGSE | Long | |
37190DAL7 | 37190DAL7 | Genuine Financial Holdings LLC | 982000.0 | 977787.22 | CORP | Long | |
3140K7NJ8 | 3140K7NJ8 | Federal National Mortgage Association | 949803.9707 | 902020.62 | USGSE | Long | |
666807102 | 666807102 | Northrop Grumman Corp. | 17958.0 | 8406858.12 | CORP | Long | |
20846QDV7 | 20846QDV7 | Conseco Finance Securitizations Corp. | 5128464.0236 | 940869.55 | CORP | Long | |
N/A | N/A | N/A | 268801212.0 | 53764.27 | CORP | N/A | |
N/A | N/A | N/A | 10000000.0 | 1242470.22 | CORP | N/A | |
38378KBK4 | 38378KBK4 | Government National Mortgage Association | 7392828.318 | 104735.68 | USGA | Long | |
N/A | N/A | Cellnex Telecom SA | 3400000.0 | 3421108.81 | CORP | Long | |
N/A | N/A | RWE AG | 17241.0 | 784687.9 | CORP | Long | |
055988AF6 | 055988AF6 | BMO Mortgage Trust | 28362281.68 | 1444930.62 | CORP | Long | |
69701NAC0 | 69701NAC0 | Palmer Square Loan Funding Ltd. | 25000000.0 | 24933132.5 | CORP | Long | |
N/A | N/A | Anchorage Capital Europe CLO 2 DAC | 2110000.0 | 2248231.04 | CORP | Long | |
13876TAA8 | 13876TAA8 | Canyon CLO Ltd. | 1430000.0 | 1391508.55 | CORP | Long | |
53627NAE1 | 53627NAE1 | Lions Gate Capital Holdings LLC | 29927000.0 | 22388388.7 | CORP | Long | |
482480100 | 482480100 | KLA Corp. | 12112.0 | 7040705.6 | CORP | Long | |
48138UAB3 | 48138UAB3 | Jump Financial, LLC | 498724.49 | 493737.25 | CORP | Long | |
N/A | N/A | Republic of Guatemala | 2687000.0 | 2235584.0 | NUSS | Long | |
23245QAA7 | 23245QAA7 | Alternative Loan Trust | 3046086.207 | 2479430.71 | CORP | Long | |
67108FAQ9 | 67108FAQ9 | OZLM Funding IV Ltd. | 960000.0 | 958588.7 | CORP | Long | |
28166LAB0 | 28166LAB0 | EDvestinU Private Education Loan Issue No. 3 LLC | 1660000.0 | 1326968.64 | CORP | Long | |
38431AAA4 | 38431AAA4 | GrafTech Global Enterprises, Inc. | 1620000.0 | 1249425.0 | CORP | Long | |
N/A | N/A | N/A | 479099600.0 | 8179905.95 | CORP | N/A | |
824348AR7 | 824348AR7 | Sherwin-Williams Co. (The) | 4158000.0 | 4044029.89 | CORP | Long | |
61747YFA8 | 61747YFA8 | Morgan Stanley | 16390000.0 | 16464534.84 | CORP | Long | |
N/A | N/A | N/A | 47475000.0 | 1386302.06 | CORP | N/A | |
N/A | N/A | Ares European CLO X DAC | 2000000.0 | 2078813.14 | CORP | Long | |
N/A | N/A | Tower Bridge Funding plc | 634196.81 | 807128.41 | CORP | Long | |
N/A | N/A | Petroleos Mexicanos | 2305777.0 | 13014652.15 | NUSS | Long | |
040114HT0 | 040114HT0 | Argentine Republic (The) | 11049000.0 | 3739865.52 | NUSS | Long | |
N/A | N/A | Millicom International Cellular SA | 6507900.0 | 6052672.4 | CORP | Long | |
36262DAU2 | 36262DAU2 | GS Mortgage-Backed Securities Corp. Trust | 1892590.3019 | 1499620.8 | CORP | Long | |
77341VAC1 | 77341VAC1 | Rockford Tower Credit Funding I Ltd. | 5000000.0 | 3054500.0 | CORP | Long | |
N/A | N/A | Sabena Technics SAS | 17291000.0 | 19088399.44 | CORP | Long | |
N/A | N/A | Loxam SAS | 8268000.0 | 9446919.65 | CORP | Long | |
N/A | N/A | Goldman Sachs Group, Inc. (The) | 3332000.0 | 4644572.09 | CORP | Long | |
07325XAA8 | 07325XAA8 | Bayview Commercial Asset Trust | 1859071.27 | 1691517.45 | CORP | Long | |
00507JAE6 | 00507JAE6 | Action Environmental Group, Inc., (The) | 42994.98 | 43102.47 | CORP | Long | |
N/A | N/A | N/A | -300382266.0 | -3887567.64 | CORP | N/A | |
71360HAB3 | 71360HAB3 | Peraton Corp. | 991905.59 | 993145.47 | CORP | Long | |
N/A | N/A | Wintershall Dea Finance BV | 23600000.0 | 23256406.83 | CORP | Long | |
02376CBM6 | 02376CBM6 | American Airlines, Inc. | 1000000.0 | 1001250.0 | CORP | Long | |
N/A | N/A | N/A | 11830000.0 | 116203.96 | CORP | N/A | |
38382TBX1 | 38382TBX1 | Government National Mortgage Association | 9980989.69 | 1473631.25 | USGA | Long | |
N/A | N/A | National Grid North America, Inc. | 9350000.0 | 10602565.2 | CORP | Long | |
228925AA1 | 228925AA1 | CRSO Trust | 4399284.0 | 4580087.97 | CORP | Long | |
61690PAB7 | 61690PAB7 | Morgan Stanley Resecuritization Trust | 1232597.2663 | 1124053.76 | CORP | Long | |
N/A | N/A | Sun Country, Inc. | 7726834.13 | 7417760.76 | CORP | Long | |
68162MAC6 | 68162MAC6 | Olympic Tower Mortgage Trust | 99000000.0 | 1131995.7 | CORP | Long | |
26857LAB8 | 26857LAB8 | ELFI Graduate Loan Program LLC | 2168016.64 | 1888842.22 | CORP | Long | |
12433YAQ0 | 12433YAQ0 | BX Commercial Mortgage Trust | 5368999.91 | 5210068.39 | CORP | Long | |
05609BBM0 | 05609BBM0 | BX Trust | 7382999.92 | 6880521.07 | CORP | Long | |
83610CBA8 | 83610CBA8 | Sound Point CLO XII Ltd. | 4000000.0 | 3998074.0 | CORP | Long | |
N/A | N/A | N/A | 4870000.0 | 700452.2 | CORP | N/A | |
08949LAB6 | 08949LAB6 | Big River Steel LLC | 6863000.0 | 6997377.54 | CORP | Long | |
76042EAB5 | 76042EAB5 | Republic Finance Issuance Trust | 9340000.0 | 8971222.24 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 134924.25 | CORP | N/A | |
78477MAF8 | 78477MAF8 | First Advantage Holdings LLC | 1000000.0 | 1001250.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1629298.45 | CORP | N/A | |
N/A | N/A | N/A | 1379472692.0 | 5718.53 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 16384.97 | CORP | N/A | |
N/A | N/A | N/A | 270000000.0 | 4926476.26 | CORP | N/A | |
14987VAE9 | 14987VAE9 | CBAM Ltd. | 4750000.0 | 4713685.3 | CORP | Long | |
05610QAC7 | 05610QAC7 | BMO Mortgage Trust | 3360000.0 | 3641544.48 | CORP | Long | |
05609BAV1 | 05609BAV1 | BX Trust | 4118141.83 | 4051003.76 | CORP | Long | |
06744FAE4 | 06744FAE4 | Barclays Mortgage Loan Trust | 3856400.0 | 4012999.95 | CORP | Long | |
78468R622 | 78468R622 | SPDR Bloomberg High Yield Bond ETF | 36829.0 | 3488811.17 | RF | Long | |
06744JAC0 | 06744JAC0 | Barclays Mortgage Trust | 13676513.08 | 13667615.14 | CORP | Long | |
N/A | N/A | MEGlobal Canada ULC | 1500000.0 | 1538906.25 | CORP | Long | |
N/A | N/A | New Look Corp. Ltd. | 160998.0 | 2052.16 | CORP | Long | |
N/A | N/A | N/A | 550947000.0 | 1391236.22 | CORP | N/A | |
N/A | N/A | Tower Bridge Funding plc | 365000.0 | 464605.68 | CORP | Long | |
N/A | N/A | N/A | 32045400.0 | 2568812.6 | CORP | N/A | |
N/A | N/A | Credit Suisse AG | 28000000.0 | 32471028.9 | CORP | Long | |
404119BR9 | 404119BR9 | HCA, Inc. | 11894000.0 | 11876521.17 | CORP | Long | |
075887CQ0 | 075887CQ0 | Becton Dickinson & Co. | 8500000.0 | 8536182.46 | CORP | Long | |
38138BAN0 | 38138BAN0 | GoldenTree Loan Management US CLO 3 Ltd. | 750000.0 | 738770.03 | CORP | Long | |
N/A | N/A | ING Groep NV | 34100000.0 | 35789083.32 | CORP | Long | |
054966AG1 | 054966AG1 | BAMLL Commercial Mortgage Securities Trust | 6440000.0 | 5586720.61 | CORP | Long | |
N/A | N/A | Melco Resorts Finance Ltd. | 1500000.0 | 1320000.0 | CORP | Long | |
126438AJ9 | 126438AJ9 | Credit Suisse Mortgage Capital Certificates | 560000.0 | 494730.94 | CORP | Long | |
N/A | N/A | N/A | 8730000.0 | -274718.49 | CORP | N/A | |
532457108 | 532457108 | Eli Lilly & Co. | 13182.0 | 7684051.44 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 2618596.35 | 3313514.73 | CORP | Long | |
N/A | N/A | New Look Corp. Ltd. | 272118.71 | 208113.67 | CORP | Long | |
15477BAD9 | 15477BAD9 | Central Parent, Inc. | 997487.44 | 1001457.44 | CORP | Long | |
87264ABW4 | 87264ABW4 | T-Mobile USA, Inc. | 6225000.0 | 5690830.88 | CORP | Long | |
N/A | N/A | RBC Capital Markets LLC | 5514787.5 | 5514787.5 | CORP | Long | |
290021AA2 | 290021AA2 | Elmwood CLO VIII Ltd. | 750000.0 | 735501.38 | CORP | Long | |
38406JAL2 | 38406JAL2 | Grace Trust | 2546000.0 | 1780730.7 | CORP | Long | |
25466AAQ4 | 25466AAQ4 | Discover Bank | 20685000.0 | 20194334.63 | CORP | Long | |
3138WDJ36 | 3138WDJ36 | Federal National Mortgage Association | 3094.15 | 3071.06 | USGSE | Long | |
69353RFJ2 | 69353RFJ2 | PNC Bank NA | 8500000.0 | 7994808.03 | CORP | Long | |
09077LAJ1 | 09077LAJ1 | Birch Grove CLO 2 Ltd. | 5250000.0 | 5192244.23 | CORP | Long | |
N/A | N/A | Snorkel AI, Inc. | 162454.0 | 1413349.8 | CORP | Long | |
83608GAN6 | 83608GAN6 | Sound Point CLO II Ltd. | 458387.92 | 457908.58 | CORP | Long | |
902613BF4 | 902613BF4 | UBS Group AG | 9622000.0 | 10379992.29 | CORP | Long | |
12550MAJ9 | 12550MAJ9 | CIFC Funding Ltd. | 5289533.3472 | 5280756.42 | CORP | Long | |
073852AD7 | 073852AD7 | Bear Stearns Asset-Backed Securities I Trust | 18479820.06 | 19382526.01 | CORP | Long | |
55293BAR6 | 55293BAR6 | MHP | 3438000.0 | 3273355.56 | CORP | Long | |
55305BAS0 | 55305BAS0 | M/I Homes, Inc. | 11058000.0 | 10641738.07 | CORP | Long | |
N/A | N/A | N/A | 9160000.0 | 368050.39 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 265448.42 | CORP | N/A | |
N/A | N/A | N/A | 300382266.0 | 10129821.46 | CORP | N/A | |
21218MAB1 | 21218MAB1 | Continuum Energy Levanter Pte. Ltd. | 6751218.75 | 6363023.67 | CORP | Long | |
542798AE3 | 542798AE3 | Long Point Park CLO Ltd. | 3750000.0 | 3750045.38 | CORP | Long | |
L1802PAC3 | L1802PAC3 | Cobham Ultra SeniorCo SARL | 997500.0 | 981290.63 | CORP | Long | |
87232BAF9 | 87232BAF9 | TCI-Symphony CLO Ltd. | 14954794.042 | 14946586.85 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -309770.66 | CORP | N/A | |
N/A | N/A | N/A | 94500000.0 | -1931023.42 | CORP | N/A | |
77587AAC0 | 77587AAC0 | Romark WM-R Ltd. | 17040498.684 | 17009237.89 | CORP | Long | |
3140FUXH6 | 3140FUXH6 | Federal National Mortgage Association | 3892657.1991 | 3754056.34 | USGSE | Long | |
11014PAL9 | 11014PAL9 | Bristol Park CLO Ltd. | 6250000.0 | 6251324.38 | CORP | Long | |
N/A | N/A | Nordea Bank Abp | 7000000.0 | 7703848.84 | CORP | Long | |
N/A | N/A | N/A | 350000000.0 | 292335.14 | CORP | N/A | |
N/A | N/A | N/A | -109566658.0 | -3013469.83 | CORP | N/A | |
N/A | N/A | Kernel Holding SA | 5000000.0 | 4000000.0 | CORP | Long | |
N/A | N/A | Dutch Property Finance BV | 820000.0 | 889116.69 | CORP | Long | |
00P98U4E6 | 00P98U4E6 | N/A | -2400.0 | -75600.0 | CORP | N/A | |
N/A | N/A | SoftBank Group Corp. | 6570000.0 | 6998488.95 | CORP | Long | |
N/A | N/A | FREED Corp. | 108629000.0 | 105370130.0 | CORP | Long | |
432833AF8 | 432833AF8 | Hilton Domestic Operating Co., Inc. | 17000.0 | 16475.67 | CORP | Long | |
C4927UAB8 | C4927UAB8 | WestJet Airlines Ltd. | 5828.1 | 5810.79 | CORP | Long | |
N/A | N/A | BlueMountain CLO DAC | 1050000.0 | 1079413.68 | CORP | Long | |
N/A | N/A | Dowson plc | 2528000.0 | 3223675.02 | CORP | Long | |
75774EAG0 | 75774EAG0 | Redstone HoldCo 2 LP | 15802322.66 | 11874023.27 | CORP | Long | |
71654QCB6 | 71654QCB6 | Petroleos Mexicanos | 51105000.0 | 49387872.0 | NUSS | Long | |
N/A | N/A | N/A | 740.0 | 129500.0 | NUSS | N/A | |
91911KAN2 | 91911KAN2 | Bausch Health Cos., Inc. | 30000.0 | 27443.1 | CORP | Long | |
N/A | N/A | Cellnex Telecom SA | 12600000.0 | 14292892.5 | CORP | Long | |
N/A | N/A | ASTM SpA | 2075000.0 | 1921184.04 | CORP | Long | |
N/A | N/A | St Paul's CLO XII DAC | 1880000.0 | 1979554.81 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -281279.63 | CORP | N/A | |
00971BAA8 | 00971BAA8 | Ajax Mortgage Loan Trust | 51078936.188 | 48075566.25 | CORP | Long | |
N/A | N/A | Commerzbank AG | 16200000.0 | 17235695.36 | CORP | Long | |
N/A | N/A | Aqueduct European CLO DAC | 5114000.0 | 5655271.21 | CORP | Long | |
92564RAC9 | 92564RAC9 | VICI Properties LP | 12437000.0 | 12118985.91 | CORP | Long | |
26863LAQ7 | 26863LAQ7 | ELP Commercial Mortgage Trust | 4922297.56 | 4602468.81 | CORP | Long | |
N/A | N/A | Allied Universal Holdco LLC | 1712000.0 | 1833048.67 | CORP | Long | |
N/A | N/A | JDE Peet's NV | 7900000.0 | 8391630.66 | CORP | Long | |
89624CAG7 | 89624CAG7 | Trimaran Cavu Ltd. | 500000.0 | 500008.15 | CORP | Long | |
N/A | N/A | Arab Republic of Egypt | 9429000.0 | 5483552.81 | NUSS | Long | |
37045VAQ3 | 37045VAQ3 | General Motors Co. | 5354000.0 | 4891628.13 | CORP | Long | |
00CB1PXL5 | 00CB1PXL5 | N/A | 3000.0 | 771000.0 | CORP | N/A | |
N/A | N/A | AXA SA | 9500000.0 | 10340315.07 | CORP | Long | |
86964WAK8 | 86964WAK8 | Suzano Austria GmbH | 3642000.0 | 3009202.5 | CORP | Long | |
N/A | N/A | N/A | 969089000.0 | -4283169.41 | CORP | N/A | |
N/A | N/A | N/A | 37290000.0 | -435655.43 | CORP | N/A | |
36265AAA9 | 36265AAA9 | GS Mortgage Securities Corp. Trust | 8770000.0 | 8624282.07 | CORP | Long | |
N/A | N/A | N/A | -82008003.0 | 0.0 | CORP | N/A | |
N/A | N/A | N/A | 17930000.0 | -215480.41 | CORP | N/A | |
N/A | N/A | N/A | 542449.0 | 2636302.14 | CORP | N/A | |
N/A | N/A | N/A | 7110000.0 | -36692.21 | CORP | N/A | |
N/A | N/A | Banco de Sabadell SA | 500000.0 | 569715.48 | CORP | Long | |
88632QAE3 | 88632QAE3 | Cloud Software Group, Inc. | 36906000.0 | 35150776.47 | CORP | Long | |
98625UAU6 | 98625UAU6 | Generate CLO 3 Ltd. | 3657068.79 | 3657155.46 | CORP | Long | |
05604FAQ8 | 05604FAQ8 | BWAY Mortgage Trust | 650000.0 | 563326.53 | CORP | Long | |
N/A | N/A | Heimstaden Bostad AB | 9577000.0 | 3547083.53 | CORP | Long | |
92840VAA0 | 92840VAA0 | Vistra Operations Co. LLC | 17000.0 | 16783.86 | CORP | Long | |
N/A | N/A | Lorca Holdco Ltd. | 9800000.0 | 10804321.11 | CORP | Long | |
N/A | N/A | N/A | 9000000.0 | -165320.2 | CORP | N/A | |
N/A | N/A | BP Capital Markets plc | 11100000.0 | 11367769.46 | CORP | Long | |
N/A | N/A | N/A | 511600000.0 | 738555.79 | CORP | N/A | |
N/A | N/A | Domi BV | 803000.0 | 889865.26 | CORP | Long | |
53948NAA1 | 53948NAA1 | Loanpal Solar Loan Ltd. | 17896013.0685 | 13865215.3 | CORP | Long | |
89613TAF5 | 89613TAF5 | Tricon American Homes Trust | 1630000.0 | 1589935.58 | CORP | Long | |
131477AW1 | 131477AW1 | Calumet Specialty Products Partners LP | 13235000.0 | 13146467.78 | CORP | Long | |
65412JAU7 | 65412JAU7 | Federal Republic of Nigeria | 4861000.0 | 4655926.56 | NUSS | Long | |
N/A | N/A | N/A | 4700000.0 | -129053.3 | NUSS | N/A | |
04623TAA3 | 04623TAA3 | Assurant CLO Ltd. | 1275602.07 | 1274501.35 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 36983.87 | CORP | N/A | |
N/A | N/A | Shell plc | 151536.0 | 4986032.87 | CORP | Long | |
05609TAA8 | 05609TAA8 | BX Trust | 3580000.0 | 3503707.69 | CORP | Long | |
N/A | N/A | Domi BV | 2491306.26 | 2774826.52 | CORP | Long | |
12232KAN0 | 12232KAN0 | Burnham Park CLO Ltd. | 500000.0 | 492795.15 | CORP | Long | |
N/A | N/A | Belden, Inc. | 2635000.0 | 2807422.26 | CORP | Long | |
N/A | N/A | Wintershall Dea Finance 2 BV | 27300000.0 | 27274740.67 | CORP | Long | |
30307RAE7 | 30307RAE7 | Federal Home Loan Mortgage Corp. | 2888000.0 | 2758109.31 | USGSE | Long | |
N/A | N/A | Republic of Honduras | 8923000.0 | 7941470.0 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -55025.67 | NUSS | N/A | |
N/A | N/A | Banco Santander SA | 11200000.0 | 13708948.45 | CORP | Long | |
N/A | N/A | OCEANA A NOTE 4 YEAR | 27503000.0 | 18766283.84 | CORP | Long | |
34410WAC6 | 34410WAC6 | FMC Corp. | 41500000.0 | 41402155.87 | CORP | Long | |
N/A | N/A | Banco Votorantim SA | 3726000.0 | 3661018.56 | CORP | Long | |
N/A | N/A | Pioneer, Inc. | 29710211.0 | 29710211.0 | CORP | Long | |
67108FAN6 | 67108FAN6 | OZLM Funding IV Ltd. | 578641.225 | 578791.27 | CORP | Long | |
44974ABC0 | 44974ABC0 | IMT Trust | 1350000.0 | 1316793.92 | CORP | Long | |
04316JAG4 | 04316JAG4 | Arthur J Gallagher & Co. | 9365000.0 | 10926901.26 | CORP | Long | |
N/A | N/A | N/A | 1578400.0 | -271920.08 | CORP | N/A | |
48661YAC8 | 48661YAC8 | Rad CLO 4 Ltd. | 1425000.0 | 1425018.1 | CORP | Long | |
458140100 | 458140100 | Intel Corp. | 30000.0 | 1507500.0 | CORP | Long | |
40434PJ98 | 40434PJ98 | HSBC USA, Inc. | 24384000.0 | 23442071.44 | CORP | Long | |
D9000BAD4 | D9000BAD4 | TK Elevator Midco GmbH | 995006.26 | 996250.02 | CORP | Long | |
N/A | N/A | N/A | 116040000.0 | -813472.26 | CORP | N/A | |
29429MAL7 | 29429MAL7 | Citigroup Commercial Mortgage Trust | 1081000.0 | 1079178.73 | CORP | Long | |
N/A | N/A | Banco Santander SA | 27700000.0 | 31322372.46 | CORP | Long | |
051774115 | 051774115 | N/A | 45680.0 | 23570.88 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -83810.23 | CORP | N/A | |
N/A | N/A | N/A | 469648.0 | 253609.92 | CORP | N/A | |
74526YDC6 | 74526YDC6 | Puerto Rico Electric Power Authority | 6255000.0 | 1563750.0 | MUN | Long | |
62482BAB8 | 62482BAB8 | Medline Borrower LP | -19047000.0 | -17953252.69 | CORP | Short | |
92564RAJ4 | 92564RAJ4 | VICI Properties LP | 4802000.0 | 4816247.58 | CORP | Long | |
75907JAA2 | 75907JAA2 | Regional Management Issuance Trust | 23215000.0 | 23428731.22 | CORP | Long | |
118230AT8 | 118230AT8 | Buckeye Partners LP | 2452000.0 | 2376827.42 | CORP | Long | |
3140X6L66 | 3140X6L66 | Federal National Mortgage Association | 50905059.2387 | 49075784.41 | USGSE | Long | |
12482JAC4 | 12482JAC4 | CBAM Ltd. | 1000000.0 | 991543.8 | CORP | Long | |
61764PAJ1 | 61764PAJ1 | Morgan Stanley Bank of America Merrill Lynch Trust | 13486000.0 | 183340.15 | CORP | Long | |
09075JAN9 | 09075JAN9 | Birch Grove CLO Ltd. | 2000000.0 | 1997570.4 | CORP | Long | |
35563PCG2 | 35563PCG2 | Seasoned Credit Risk Transfer Trust | 4021271.58 | 464287.57 | CORP | Long | |
461202103 | 461202103 | Intuit, Inc. | 1301.0 | 813164.03 | CORP | Long | |
N/A | N/A | N/A | -500612775.0 | -171998.55 | CORP | N/A | |
N/A | N/A | Polaris plc | 2321000.0 | 2965761.18 | CORP | Long | |
25714PET1 | 25714PET1 | Dominican Republic | 3115000.0 | 3267479.25 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 274313.72 | NUSS | N/A | |
N/A | N/A | Gemgarto plc | 1236000.0 | 1533377.21 | CORP | Long | |
40442AAA7 | 40442AAA7 | HIT Trust | 2606983.99 | 2606400.81 | CORP | Long | |
576485AE6 | 576485AE6 | Matador Resources Co. | 475000.0 | 471056.69 | CORP | Long | |
009692AF1 | 009692AF1 | Ajax Mortgage Loan Trust | 5066416.41 | 4187523.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 112714.58 | CORP | N/A | |
3131XWF99 | 3131XWF99 | Federal Home Loan Mortgage Corp. | 6264369.9098 | 6039110.56 | USGSE | Long | |
N/A | N/A | N/A | 455000000.0 | 17921436.67 | USGSE | N/A | |
86315VAA8 | 86315VAA8 | Stratus CLO Ltd. | 1250000.0 | 1244595.13 | CORP | Long | |
N/A | N/A | TotalEnergies SE | 14270000.0 | 15379224.04 | CORP | Long | |
36320UAC4 | 36320UAC4 | Galaxy XXVII CLO Ltd. | 18708308.72 | 18681623.19 | CORP | Long | |
01F062614 | 01F062614 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | -2650531000.0 | -2716069513.8 | USGSE | Short | |
252784301 | 252784301 | DiamondRock Hospitality Co. | 550089.0 | 5165335.71 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -102529.44 | CORP | N/A | |
N/A | N/A | TVC DSCR | 51326359.05 | 46880215.88 | CORP | Long | |
N/A | N/A | Euro-Galaxy III CLO DAC | 700000.0 | 744378.17 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 178274.1 | CORP | N/A | |
N/A | N/A | N/A | 225040.0 | -3126.81 | CORP | N/A | |
25276VAA3 | 25276VAA3 | Diamond II Ltd. | 2482000.0 | 2491307.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 91708.68 | CORP | N/A | |
52604EAD2 | 52604EAD2 | Lendmark Funding Trust | 3330000.0 | 3458146.73 | CORP | Long | |
N/A | N/A | N/A | 780000.0 | -73050.15 | CORP | N/A | |
N/A | N/A | CML ST Regis Aspen | 32599999.99 | 32599999.99 | CORP | Long | |
N/A | N/A | NatWest Group plc | 13408000.0 | 16364673.37 | CORP | Long | |
N/A | N/A | Bank of America Corp. | 11000000.0 | 11658586.32 | CORP | Long | |
N/A | N/A | Arini European CLO I DAC | 1000000.0 | 1106078.75 | CORP | Long | |
18453HAC0 | 18453HAC0 | Clear Channel Outdoor Holdings, Inc. | -8923000.0 | -7693448.97 | CORP | Short | |
3137F7HN8 | 3137F7HN8 | Federal Home Loan Mortgage Corp. | 64291037.1488 | 12920736.89 | USGSE | Long | |
N/A | N/A | Ukraine | 110000.0 | 29370.0 | NUSS | Long | |
N/A | N/A | N/A | -4000.0 | -108000.0 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | 471081.8 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | -833460.77 | NUSS | N/A | |
913229AC4 | 913229AC4 | United Wholesale Mortgage LLC | 153000.0 | 149956.83 | CORP | Long | |
939MMIBF0 | 939MMIBF0 | Washington Mutual Bank | 45161000.0 | 451610.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 248688.1 | CORP | N/A | |
N/A | N/A | Gaci First Investment Co. | 4889000.0 | 4413850.31 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 279931.09 | CORP | N/A | |
65538AAB7 | 65538AAB7 | Nomura Asset Acceptance Corp. Alternative Loan Trust | 95910.653 | 109857.93 | CORP | Long | |
N/A | N/A | N/A | 4370000.0 | -400293.87 | CORP | N/A | |
3140Q8DP7 | 3140Q8DP7 | Federal National Mortgage Association | 9306147.5176 | 8963988.39 | USGSE | Long | |
N/A | N/A | Loxam SAS | 2073000.0 | 2379799.03 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -137460.29 | CORP | N/A | |
12653VAE6 | 12653VAE6 | Credit Suisse Mortgage Capital Certificates | 2793051.23 | 2784904.74 | CORP | Long | |
718546104 | 718546104 | Phillips 66 | 72657.0 | 9673552.98 | CORP | Long | |
N/A | N/A | Carrier Global Corp. | 18230000.0 | 20298083.57 | CORP | Long | |
N/A | N/A | Banco Espirito Santo SA | 15500000.0 | 4448918.5 | CORP | Long | |
N/A | N/A | N/A | 251897974.0 | 9066333.82 | CORP | N/A | |
67707FAG6 | 67707FAG6 | OHA Credit Funding 2 Ltd. | 2100000.0 | 2100102.27 | CORP | Long | |
N/A | N/A | RCS & RDS SA | 16600000.0 | 17862666.1 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 21628.09 | CORP | N/A | |
61747YFD2 | 61747YFD2 | Morgan Stanley | 12189000.0 | 12258674.88 | CORP | Long | |
693475BT1 | 693475BT1 | PNC Financial Services Group, Inc. (The) | 10000000.0 | 10373217.7 | CORP | Long | |
46646GAE7 | 46646GAE7 | JPMorgan Chase Commercial Mortgage Securities Trust | 6933000.0 | 6128730.4 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -109487.45 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 279931.09 | CORP | N/A | |
83609RAQ4 | 83609RAQ4 | Sound Point CLO XV Ltd. | 3350000.0 | 3348376.93 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -770177.7 | CORP | N/A | |
N/A | N/A | Ukraine | 52435000.0 | 12164920.0 | NUSS | Long | |
N/A | N/A | ABJA Investment Co. Pte. Ltd. | 400000.0 | 398125.0 | CORP | Long | |
009695AA5 | 009695AA5 | Ajax Mortgage Loan Trust | 45101149.2 | 43149746.38 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 6973.17 | CORP | N/A | |
48661WAQ1 | 48661WAQ1 | Rad CLO 3 Ltd. | 750000.0 | 739194.45 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -4603.93 | CORP | N/A | |
83404RAC2 | 83404RAC2 | Sofi Professional Loan Program Trust | 538000.0 | 494346.79 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 201735.31 | CORP | N/A | |
67590EBG8 | 67590EBG8 | Octagon Investment Partners XV Ltd. | 12262223.45 | 12246982.73 | CORP | Long | |
87927VAM0 | 87927VAM0 | Telecom Italia Capital SA | 5119000.0 | 4861402.71 | CORP | Long | |
81883AAE9 | 81883AAE9 | Shackleton CLO Ltd. | 250000.0 | 246688.6 | CORP | Long | |
N/A | N/A | Satus plc | 300000.0 | 383083.31 | CORP | Long | |
N/A | N/A | River Green Finance 2020 DAC | 539000.0 | 555886.85 | CORP | Long | |
N/A | N/A | Azzurra Aeroporti SpA | 14163000.0 | 14555817.89 | CORP | Long | |
77587EAA6 | 77587EAA6 | Romark CLO II Ltd. | 6739562.37 | 6739891.93 | CORP | Long | |
671024AA5 | 671024AA5 | OSD CLO Ltd. | 3500000.0 | 3522832.95 | CORP | Long | |
75907DAD9 | 75907DAD9 | Regional Management Issuance Trust | 3555000.0 | 3185040.04 | CORP | Long | |
030360AD3 | 030360AD3 | American University (The) | 4870000.0 | 3938933.29 | CORP | Long | |
N/A | N/A | N/A | 1030000.0 | -15762.47 | CORP | N/A | |
87927VAR9 | 87927VAR9 | Telecom Italia Capital SA | 13516000.0 | 13567685.18 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1608851.51 | CORP | N/A | |
D9700LAE3 | D9700LAE3 | Wittur Holding GmbH | 8200000.0 | 5573647.05 | CORP | Long | |
N/A | N/A | N/A | 24787200.0 | 543.13 | CORP | N/A | |
28414HAG8 | 28414HAG8 | Elanco Animal Health, Inc. | 13000.0 | 13470.47 | CORP | Long | |
00970CAC3 | 00970CAC3 | Ajax Mortgage Loan Trust | 16635572.83 | 12463389.46 | CORP | Long | |
18453HAA4 | 18453HAA4 | Clear Channel Outdoor Holdings, Inc. | 1053000.0 | 1005179.9 | CORP | Long | |
172967NB3 | 172967NB3 | Citigroup, Inc. | 1643000.0 | 1410082.41 | CORP | Long | |
251526CT4 | 251526CT4 | Deutsche Bank AG | 10278000.0 | 10569337.41 | CORP | Long | |
31418DZP0 | 31418DZP0 | Federal National Mortgage Association | 261383.5941 | 248481.6 | USGSE | Long | |
46654CAM7 | 46654CAM7 | JP Morgan Mortgage Trust | 15745548.0 | 644396.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -313538.24 | CORP | N/A | |
N/A | N/A | Lessen, Inc. | 1460424.0 | 8879377.92 | CORP | Long | |
03765XAL0 | 03765XAL0 | Apidos CLO XXII | 3250000.0 | 3237641.23 | CORP | Long | |
N/A | N/A | Catalent Pharma Solutions, Inc. | 786000.0 | 786000.0 | CORP | Long | |
775109CF6 | 775109CF6 | Rogers Communications, Inc. | 16000000.0 | 15523254.72 | CORP | Long | |
N/A | N/A | Paragon Mortgages No. 12 plc | 506616.3 | 526593.11 | CORP | Long | |
N/A | N/A | N/A | -141643984.0 | -4775279.41 | CORP | N/A | |
37961CAK8 | 37961CAK8 | Global Payments, Inc. | 20859000.0 | 20784886.3 | CORP | Long | |
25381YAB7 | 25381YAB7 | Digicel Group Holdings Ltd. | 5083513.0 | 1169207.99 | CORP | Long | |
N/A | N/A | Lottomatica SpA | 11553000.0 | 12866806.67 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 19151.84 | CORP | N/A | |
N/A | N/A | Loxam SAS | 6681000.0 | 7279992.1 | CORP | Long | |
55293BAP0 | 55293BAP0 | MHP | 7927000.0 | 7567734.88 | CORP | Long | |
04018YAA5 | 04018YAA5 | Ares Loan Funding I Ltd. | 10850000.0 | 10887164.51 | CORP | Long | |
87249AAG0 | 87249AAG0 | TICP CLO IX Ltd. | 500000.0 | 499945.85 | CORP | Long | |
15189XBC1 | 15189XBC1 | CenterPoint Energy Houston Electric LLC | 957000.0 | 1000607.75 | CORP | Long | |
N/A | N/A | Taurus Law130 Securities SRL | 20682006.0 | 22065846.87 | CORP | Long | |
482480AN0 | 482480AN0 | KLA Corp. | 3885000.0 | 4052021.94 | CORP | Long | |
3140X7CA5 | 3140X7CA5 | Federal National Mortgage Association | 1205524.2895 | 1159951.64 | USGSE | Long | |
43289DAK9 | 43289DAK9 | Hilton Domestic Operating Company Inc. | 276000.0 | 276839.04 | CORP | Long | |
02765UEJ9 | 02765UEJ9 | American Municipal Power, Inc. | 4015000.0 | 4995623.76 | MUN | Long | |
N/A | N/A | EDP - Energias de Portugal SA | 6000000.0 | 6160041.0 | CORP | Long | |
N/A | N/A | FT Santander Consumer Spain Auto | 308880.9693 | 336131.41 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -137404.9 | CORP | N/A | |
N/A | N/A | N/A | 18077000.0 | 172550.32 | CORP | N/A | |
N/A | N/A | N/A | 28419104.0 | 556675.85 | CORP | N/A | |
N/A | N/A | Atlas Funding plc | 4247572.73 | 5435186.39 | CORP | Long | |
N/A | N/A | Arkema SA | 2300000.0 | 2348044.24 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -225292.36 | CORP | N/A | |
N/A | N/A | N/A | -1232.0 | -4855504.97 | CORP | N/A | |
3132DWCF8 | 3132DWCF8 | Federal Home Loan Mortgage Corp. | 1476308.038 | 1402948.2 | USGSE | Long | |
00176DAQ2 | 00176DAQ2 | AMMC CLO XIII Ltd. | 827728.38 | 827719.27 | CORP | Long | |
46429B747 | 46429B747 | iShares Trust | 401690.0 | 39602617.1 | RF | Long | |
92537RAA7 | 92537RAA7 | TK Elevator US Newco, Inc. | 8938000.0 | 8780306.69 | CORP | Long | |
393505F64 | 393505F64 | Conseco Finance Corp. | 593548.52 | 559048.04 | CORP | Long | |
05825HAD6 | 05825HAD6 | Baldwin Risk Partners LLC | 402933.68 | 402430.01 | CORP | Long | |
N/A | N/A | Ukraine | 1831000.0 | 501694.0 | NUSS | Long | |
69701NAE6 | 69701NAE6 | Palmer Square Loan Funding Ltd. | 10500000.0 | 10460883.3 | CORP | Long | |
N/A | N/A | N/A | 1620000.0 | -128448.26 | CORP | N/A | |
N/A | N/A | AlbaCore Euro CLO IV DAC | 2605000.0 | 2739670.0 | CORP | Long | |
N/A | N/A | FCT Autonoria DE | 90160.16 | 100046.54 | CORP | Long | |
N/A | N/A | Federal Republic of Germany | 83140000.0 | 89868996.86 | NUSS | Long | |
24380LAE3 | 24380LAE3 | Deer Creek CLO Ltd. | 1750000.0 | 1731927.75 | CORP | Long | |
74526YDL6 | 74526YDL6 | Puerto Rico Electric Power Authority | 500000.0 | 125000.0 | MUN | Long | |
67112RAU8 | 67112RAU8 | OHA Credit Funding 3 Ltd. | 250000.0 | 250027.68 | CORP | Long | |
N/A | N/A | ARI FCP Investments LP | 2919952.44 | 2861553.39 | CORP | Long | |
530371AA1 | 530371AA1 | Liberty Costa Rica Senior Secured Finance | 1750000.0 | 1794572.5 | CORP | Long | |
95001XBF2 | 95001XBF2 | Wells Fargo Commercial Mortgage Trust | 49197583.7071 | 2600313.69 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -46447.15 | CORP | N/A | |
09857LAU2 | 09857LAU2 | Booking Holdings, Inc. | 4700000.0 | 5327998.19 | CORP | Long | |
N/A | N/A | Mortimer BTL plc | 764000.0 | 982266.96 | CORP | Long | |
2350364X5 | 2350364X5 | Dallas Fort Worth International Airport | 2360000.0 | 1844530.0 | MUN | Long | |
N/A | N/A | N/A | 9655.98330899 | 910.32 | MUN | N/A | |
N/A | N/A | N/A | 20504400.0 | -611856.38 | MUN | N/A | |
74526YED3 | 74526YED3 | Puerto Rico Electric Power Authority | 2930000.0 | 732500.0 | MUN | Long | |
N/A | N/A | CIFC European Funding CLO I DAC | 450000.0 | 478137.51 | CORP | Long | |
27034RAA1 | 27034RAA1 | Permian Resources Operating LLC | 9512000.0 | 9859910.91 | CORP | Long | |
N/A | N/A | Stanlington No. 2 plc | 450000.0 | 543677.36 | CORP | Long | |
92259LAN8 | 92259LAN8 | Velocity Commercial Capital Loan Trust | 800923.98 | 623364.74 | CORP | Long | |
N/A | N/A | Hops Hill No. 1 plc | 199992.06 | 254461.27 | CORP | Long | |
12636GAJ0 | 12636GAJ0 | Commercial Mortgage Trust | 1840000.0 | 1450750.02 | CORP | Long | |
161175BR4 | 161175BR4 | Charter Communications Operating LLC | 8300000.0 | 8212005.48 | CORP | Long | |
62475WAL9 | 62475WAL9 | MTN Commercial Mortgage Trust | 2870000.0 | 2664880.53 | CORP | Long | |
N/A | N/A | Allied Universal Holdco LLC | 11681000.0 | 11297906.57 | CORP | Long | |
83401AAC2 | 83401AAC2 | Sofi Professional Loan Program Trust | 273000.0 | 248767.59 | CORP | Long | |
N/A | N/A | VF Ukraine PAT | 14287000.0 | 10929555.0 | CORP | Long | |
61691KAS0 | 61691KAS0 | Morgan Stanley Capital I Trust | 2447000.0 | 2185724.27 | CORP | Long | |
249164RN6 | 249164RN6 | City & County of Denver | 10000000.0 | 11687683.1 | MUN | Long | |
165167735 | 165167735 | Chesapeake Energy Corp. | 29530.0 | 2272038.2 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 151179.97 | CORP | N/A | |
N/A | N/A | N/A | -521080.0 | -121969.34 | CORP | N/A | |
N/A | N/A | Summer BC Holdco B SARL | 6306000.0 | 6663096.66 | CORP | Long | |
96467CAE7 | 96467CAE7 | Whitebox CLO I Ltd. | 5050000.0 | 4869111.02 | CORP | Long | |
09629TAG3 | 09629TAG3 | BlueMountain CLO Ltd. | 272725.0 | 270953.73 | CORP | Long | |
N/A | N/A | IHO Verwaltungs GmbH | 1618000.0 | 1942357.79 | CORP | Long | |
90117PAQ8 | 90117PAQ8 | 1211 Avenue of the Americas Trust | 2360000.0 | 2028421.65 | CORP | Long | |
12549FBR9 | 12549FBR9 | CIFC Funding Ltd. | 250000.0 | 245109.73 | CORP | Long | |
N/A | N/A | Loxam SAS | 500000.0 | 521616.37 | CORP | Long | |
N/A | N/A | Q-Park Holding I BV | 3412000.0 | 3748047.41 | CORP | Long | |
N/A | N/A | Landsea Homes Corp. | 78968000.0 | 76701618.4 | CORP | Long | |
843646AQ3 | 843646AQ3 | Southern Power Co. | 5500000.0 | 5868480.08 | CORP | Long | |
N/A | N/A | Formentera Partners Fund I LP | 17557010.0 | 16854729.6 | CORP | Long | |
N/A | N/A | Puma International Financing SA | 17351000.0 | 16369584.06 | CORP | Long | |
68249DAA7 | 68249DAA7 | One New York Plaza Trust | 305000.0 | 290318.28 | CORP | Long | |
645790PE0 | 645790PE0 | New Jersey Health Care Facilities Financing Authority | 4965000.0 | 3669111.96 | MUN | Long | |
N/A | N/A | Last Mile Logistics CMBS UK DAC | 7642000.0 | 9911155.54 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -225942.54 | CORP | N/A | |
12657XAG3 | 12657XAG3 | Credit Suisse Mortgage Capital Certificates | 4653000.23 | 4061425.09 | CORP | Long | |
19425AAE4 | 19425AAE4 | College Avenue Student Loans LLC | 220000.0 | 196422.53 | CORP | Long | |
09629PAA4 | 09629PAA4 | BlueMountain CLO XXII Ltd. | 1485672.6 | 1484007.46 | CORP | Long | |
362337AK3 | 362337AK3 | Frontier North, Inc. | 4850000.0 | 4607500.0 | CORP | Long | |
55820DAC7 | 55820DAC7 | Madison Park Funding XLV Ltd. | 2000000.0 | 1500600.0 | CORP | Long | |
05601PAA4 | 05601PAA4 | Beast Mortgage Trust | 6687000.0 | 6556949.89 | CORP | Long | |
43351RAA3 | 43351RAA3 | Hipgnosis Music Assets LP | 11293000.0 | 10531270.21 | CORP | Long | |
78445QAE1 | 78445QAE1 | SLM Private Education Loan Trust | 20166320.29 | 21208207.18 | CORP | Long | |
55821CAC8 | 55821CAC8 | Atrium IX | 325000.0 | 324670.52 | CORP | Long | |
033292AS2 | 033292AS2 | Anchorage Capital CLO Ltd. | 3680000.0 | 3684439.92 | CORP | Long | |
12595VAL1 | 12595VAL1 | Commercial Mortgage Trust | 8680000.0 | 521032.62 | CORP | Long | |
12551RAA6 | 12551RAA6 | CIFC Funding Ltd. | 245408.65 | 245579.09 | CORP | Long | |
N/A | N/A | N/A | 121376207.0 | 4787574.84 | CORP | N/A | |
N/A | N/A | N/A | 249920051.0 | -9086625.49 | CORP | N/A | |
46653XAW0 | 46653XAW0 | JP Morgan Mortgage Trust | 887442.15 | 573503.45 | CORP | Long | |
78573NAH5 | 78573NAH5 | Sabre GLBL, Inc. | 9287000.0 | 9124747.75 | CORP | Long | |
72147KAK4 | 72147KAK4 | Pilgrim's Pride Corp. | 11954000.0 | 12299757.5 | CORP | Long | |
83208AAF0 | 83208AAF0 | SMB Private Education Loan Trust | 1004299.16 | 861326.33 | CORP | Long | |
69702HAA6 | 69702HAA6 | Palmer Square Loan Funding Ltd. | 2145668.9261 | 2141103.59 | CORP | Long | |
N/A | N/A | N/A | 285000.0 | 47670.24 | CORP | N/A | |
N/A | N/A | N/A | 108008000.0 | 149960.35 | CORP | N/A | |
056083AN8 | 056083AN8 | BXP Trust | 3300000.0 | 2612054.94 | CORP | Long | |
N/A | N/A | Cellnex Finance Co. SA | 13900000.0 | 13064191.77 | CORP | Long | |
75774EAK1 | 75774EAK1 | Redstone HoldCo 2 LP | 10460000.0 | 6328300.0 | CORP | Long | |
742857AA3 | 742857AA3 | Prodigy Finance DAC | 307723.52 | 306574.94 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -24979.2 | CORP | N/A | |
N/A | N/A | Greenko Solar Mauritius Ltd. | 200000.0 | 195875.0 | CORP | Long | |
N/A | N/A | OCP Euro CLO DAC | 250000.0 | 264580.49 | CORP | Long | |
3140Q8Q81 | 3140Q8Q81 | Federal National Mortgage Association | 15886.1157 | 15292.17 | USGSE | Long | |
87249AAA3 | 87249AAA3 | TICP CLO IX Ltd. | 2232704.92 | 2235182.78 | CORP | Long | |
56848MAB5 | 56848MAB5 | Mariner Finance Issuance Trust | 6926000.0 | 6607577.15 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -147524.89 | CORP | N/A | |
N/A | N/A | EnBW International Finance BV | 13730000.0 | 16021498.95 | CORP | Long | |
N/A | N/A | Verge Genomics | 167623.0 | 1206885.6 | CORP | Long | |
N/A | N/A | CoreWeave Compute Acquisition Co. II LLC | 63783000.0 | 62749715.4 | CORP | Long | |
50249AAJ2 | 50249AAJ2 | LYB International Finance III LLC | 5102000.0 | 3712293.11 | CORP | Long | |
N/A | N/A | Deep Instinct Ltd., Series D-2 | 1350837.0 | 7429603.5 | CORP | Long | |
78448YAE1 | 78448YAE1 | SMB Private Education Loan Trust | 16804205.7444 | 14283134.61 | CORP | Long | |
83578BAN3 | 83578BAN3 | Sophia LP | 994910.94 | 995846.16 | CORP | Long | |
N/A | N/A | N/A | 626000.0 | -31332.15 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -191676.31 | CORP | N/A | |
172967ME8 | 172967ME8 | Citigroup, Inc. | 2075000.0 | 1969017.13 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -185532.28 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -141956.19 | CORP | N/A | |
N/A | N/A | Polaris plc | 6033217.69 | 7723255.13 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 16210000.0 | 15418715.31 | CORP | Long | |
63874MAA0 | 63874MAA0 | Natixis Commercial Mortgage Securities Trust | 318714.46 | 294266.73 | CORP | Long | |
05493AAN0 | 05493AAN0 | BFLD Trust | 6517000.0 | 660197.52 | CORP | Long | |
30161NBB6 | 30161NBB6 | Exelon Corp. | 4486000.0 | 4224729.17 | CORP | Long | |
45669WAD8 | 45669WAD8 | IndyMac INDX Mortgage Loan Trust | 1422247.997 | 1236570.53 | CORP | Long | |
08186XAA4 | 08186XAA4 | Benefit Street Partners CLO XXIII Ltd. | 1250000.0 | 1239664.13 | CORP | Long | |
N/A | N/A | N/A | -2104.0 | -2189970.62 | CORP | N/A | |
N/A | N/A | N/A | 16320063.0 | 71938.75 | CORP | N/A | |
281020AZ0 | 281020AZ0 | Edison International | 18220000.0 | 18356650.0 | CORP | Long | |
69701QAC3 | 69701QAC3 | Palmer Square Loan Funding Ltd. | 1000000.0 | 979567.3 | CORP | Long | |
N/A | N/A | N/A | -85909825.0 | -2336571.59 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 127850.85 | CORP | N/A | |
05876EAE9 | 05876EAE9 | Ballyrock CLO Ltd. | 1340000.0 | 1314020.48 | CORP | Long | |
39862EAB0 | 39862EAB0 | Grippen Park CLO Ltd. | 5000000.0 | 4975231.5 | CORP | Long | |
91282CEJ6 | 91282CEJ6 | United States of America | 34821152.919 | 32718028.76 | UST | Long | |
983133AA7 | 983133AA7 | Wynn Resorts Finance LLC | 8315000.0 | 7847586.41 | CORP | Long | |
74331UAJ7 | 74331UAJ7 | Progress Residential Trust | 4500000.0 | 4252529.7 | CORP | Long | |
69547YAN0 | 69547YAN0 | Pagaya AI Technology in Housing Trust | 6577000.0 | 4361914.41 | CORP | Long | |
126694JG4 | 126694JG4 | Reperforming Loan REMIC Trust | 1557239.79 | 1305578.32 | CORP | Long | |
N/A | N/A | Swedbank AB | 3266000.0 | 3757534.7 | CORP | Long | |
N/A | N/A | N/A | -55480013.0 | -6017074.87 | CORP | N/A | |
N/A | N/A | MEGlobal BV | 4532000.0 | 4373380.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -435816.5 | CORP | N/A | |
76243NAA4 | 76243NAA4 | RIAL Issuer Ltd. | 22543000.0 | 22179082.36 | CORP | Long | |
64073KAA1 | 64073KAA1 | Neptune Energy Bondco plc | 25554000.0 | 25323638.36 | CORP | Long | |
68268VAB1 | 68268VAB1 | OneMain Financial Issuance Trust | 17533000.0 | 17251256.96 | CORP | Long | |
N/A | N/A | Aurium CLO IV DAC | 2095081.1549 | 2280995.64 | CORP | Long | |
N/A | N/A | N/A | 2750000.0 | -54402.81 | CORP | N/A | |
N/A | N/A | CK Hutchison International 23 Ltd. | 965000.0 | 965221.95 | CORP | Long | |
46649XAA5 | 46649XAA5 | JPMorgan Chase Commercial Mortgage Securities Trust | 4834000.0 | 4325757.11 | CORP | Long | |
N/A | N/A | Energizer Gamma Acquisition BV | 2644000.0 | 2503805.52 | CORP | Long | |
N/A | N/A | Banque Federative du Credit Mutuel SA | 21000000.0 | 26749715.69 | CORP | Long | |
N/A | N/A | N/A | 62340000.0 | -368830.15 | CORP | N/A | |
N/A | N/A | Vita Scientia DAC | 2700000.0 | 2819434.87 | CORP | Long | |
39854KAB6 | 39854KAB6 | Grinding Media, Inc. | 997448.98 | 992461.74 | CORP | Long | |
693475BU8 | 693475BU8 | PNC Financial Services Group, Inc. (The) | 783000.0 | 869237.81 | CORP | Long | |
3140JLA20 | 3140JLA20 | Federal National Mortgage Association | 3079359.0262 | 2958495.57 | USGSE | Long | |
N/A | N/A | Altice Financing SA | 7059000.0 | 6900509.39 | CORP | Long | |
N/A | N/A | N/A | 215258.0 | 1046153.88 | CORP | N/A | |
N/A | N/A | Banque Federative du Credit Mutuel SA | 22000000.0 | 25227871.65 | CORP | Long | |
83011MAA2 | 83011MAA2 | Sixth Street CLO XIX Ltd. | 6000000.0 | 5744686.8 | CORP | Long | |
18452LAN8 | 18452LAN8 | Clear Creek CLO Ltd. | 2900000.0 | 2898688.33 | CORP | Long | |
N/A | N/A | Fresenius SE & Co. KGaA | 13500000.0 | 15228903.03 | CORP | Long | |
N/A | N/A | N/A | 1750000.0 | -60940.54 | CORP | N/A | |
92210KAD0 | 92210KAD0 | Vantage Drilling International | 9053000.0 | 8917330.2 | CORP | Long | |
N/A | N/A | N/A | 7515888.0 | -138343.37 | CORP | N/A | |
693583AA4 | 693583AA4 | PRPM LLC | 5634493.23 | 5503406.18 | CORP | Long | |
63861CAA7 | 63861CAA7 | Nationstar Mortgage Holdings, Inc. | 2476000.0 | 2457430.0 | CORP | Long | |
456837AR4 | 456837AR4 | ING Groep NV | 5930000.0 | 5535854.84 | CORP | Long | |
N/A | N/A | HSBC Holdings plc | 21000000.0 | 22889639.31 | CORP | Long | |
095796AH1 | 095796AH1 | Blue Racer Midstream LLC | 1592000.0 | 1612636.81 | CORP | Long | |
N/A | N/A | Tele Columbus AG | 7977000.0 | 5574330.39 | CORP | Long | |
N/A | N/A | Banco BPM SpA | 6650000.0 | 6931918.42 | CORP | Long | |
08179HAC4 | 08179HAC4 | Benefit Street Partners CLO XII Ltd. | 1375000.0 | 1374021.69 | CORP | Long | |
97712DQU3 | 97712DQU3 | Wisconsin Health & Educational Facilities Authority | 6895000.0 | 7122275.89 | MUN | Long | |
N9833RAJ8 | N9833RAJ8 | Ziggo Financing Partnership | 1000000.0 | 996070.0 | CORP | Long | |
N/A | N/A | 10x Future Technologies Services Ltd. | 2073243.56 | 2563380.1 | CORP | Long | |
362341B32 | 362341B32 | GSAA Home Equity Trust | 5332953.3025 | 2315416.87 | CORP | Long | |
98625WAE8 | 98625WAE8 | Generate CLO 4 Ltd. | 250000.0 | 249833.83 | CORP | Long | |
55067LAA5 | 55067LAA5 | LUX | 4399541.0 | 4442219.63 | CORP | Long | |
55819BAQ3 | 55819BAQ3 | Madison Park Funding XVIII Ltd. | 2750000.0 | 2641217.43 | CORP | Long | |
N/A | N/A | Santander UK Group Holdings plc | 3266000.0 | 4026668.43 | CORP | Long | |
N/A | N/A | N/A | 18789656.0 | -143409.55 | CORP | N/A | |
01F070617 | 01F070617 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 2824700000.0 | 2913523567.16 | USGSE | Long | |
3133A34G0 | 3133A34G0 | Federal Home Loan Mortgage Corp. | 2421481.3326 | 2310431.47 | USGSE | Long | |
65535VAA6 | 65535VAA6 | Nomura Asset Acceptance Corp. Alternative Loan Trust | 692323.87 | 668316.5 | CORP | Long | |
74456QCL8 | 74456QCL8 | Public Service Electric & Gas Co. | 3000000.0 | 3000307.89 | CORP | Long | |
N/A | N/A | Naturgy Finance BV | 5200000.0 | 5223891.4 | CORP | Long | |
401494AU3 | 401494AU3 | Republic of Guatemala | 4095000.0 | 3337425.0 | NUSS | Long | |
N/A | N/A | N/A | -24787200.0 | -0.29 | NUSS | N/A | |
N/A | N/A | Russian Federation | 1479489000.0 | 5055956.81 | NUSS | Long | |
64465QJF4 | 64465QJF4 | New Hampshire Municipal Bond Bank | 1530000.0 | 1451219.46 | MUN | Long | |
3136B9RB5 | 3136B9RB5 | Federal National Mortgage Association | 24684392.4339 | 5050742.65 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -48203.78 | USGSE | N/A | |
N/A | N/A | N/A | 86103.0 | 216118.53 | USGSE | N/A | |
N/A | N/A | N/A | 333560.0 | 5170.18 | USGSE | N/A | |
35729MAD9 | 35729MAD9 | Fremont Home Loan Trust | 5291079.54 | 1737021.2 | CORP | Long | |
05565AHN6 | 05565AHN6 | BNP Paribas SA | 2661000.0 | 2641082.95 | CORP | Long | |
N/A | N/A | Bank of America Corp. | 23700000.0 | 25389058.44 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -276417.55 | CORP | N/A | |
44267DAD9 | 44267DAD9 | Howard Hughes Corp. (The) | 7596000.0 | 7300705.5 | CORP | Long | |
05605VAA7 | 05605VAA7 | BX Commercial Mortgage Trust | 2327650.0 | 1987834.28 | CORP | Long | |
N/A | N/A | New Look Builders, Inc. | 8689610.0 | 86.9 | CORP | Long | |
N/A | N/A | N/A | 7531333.0 | -244574.67 | CORP | N/A | |
69701NAG1 | 69701NAG1 | Palmer Square Loan Funding Ltd. | 6000000.0 | 5949886.8 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 156448.25 | CORP | N/A | |
N/A | N/A | JCDecaux SE | 8300000.0 | 8964172.47 | CORP | Long | |
493268CB0 | 493268CB0 | KeyCorp Student Loan Trust | 6186402.92 | 5729219.08 | CORP | Long | |
67107FBJ5 | 67107FBJ5 | OZLM VIII Ltd. | 1835000.0 | 1831058.79 | CORP | Long | |
126683AE1 | 126683AE1 | CWHEQ Home Equity Loan Trust | 240901.7394 | 289737.82 | CORP | Long | |
80386WAC9 | 80386WAC9 | Sasol Financing USA LLC | 1631000.0 | 1516830.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -48409.84 | CORP | N/A | |
38141GYG3 | 38141GYG3 | Goldman Sachs Group, Inc. (The) | 36586000.0 | 33184132.74 | CORP | Long | |
00PAR7KB1 | 00PAR7KB1 | N/A | -350.0 | -91175.0 | CORP | N/A | |
N/A | N/A | N/A | 70230000.0 | 915020.77 | CORP | N/A | |
N/A | N/A | Republic of Colombia | 318497700000.0 | 72361876.29 | NUSS | Long | |
60710RCR4 | 60710RCR4 | Mizuho Bank Ltd. | 8080000.0 | 8079832.26 | CORP | Long | |
08182KAE8 | 08182KAE8 | Benefit Street Partners CLO XX Ltd. | 1000000.0 | 994663.4 | CORP | Long | |
09774XBQ4 | 09774XBQ4 | BCMSC Trust | 5206995.127 | 638106.32 | CORP | Long | |
48268TAL6 | 48268TAL6 | KSL Commercial Mortgage Trust | 36405000.0 | 36427298.06 | CORP | Long | |
N/A | N/A | Taurus UK DAC | 3831012.1451 | 4731141.68 | CORP | Long | |
68218HAC1 | 68218HAC1 | OMNIA Partners LLC | 80987.61 | 81443.57 | CORP | Long | |
N/A | N/A | Cellnex Telecom SA | 1700000.0 | 1997955.99 | CORP | Long | |
N/A | N/A | N/A | 150000000.0 | 6320607.82 | CORP | N/A | |
620076BN8 | 620076BN8 | Motorola Solutions, Inc. | 8240000.0 | 8175689.11 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 634112.28 | CORP | N/A | |
N/A | N/A | N/A | 4977810000.0 | -147036.72 | CORP | N/A | |
N/A | N/A | Koromo Italy SRL | 3604277.69 | 3986832.59 | CORP | Long | |
N/A | N/A | Republic of Indonesia | 6141000.0 | 7520805.94 | NUSS | Long | |
N/A | N/A | Thames Water Utilities Finance plc | 16832000.0 | 20470128.5 | CORP | Long | |
68269BAA6 | 68269BAA6 | OneMain Financial Issuance Trust | 2415000.0 | 2259125.52 | CORP | Long | |
20337YAA5 | 20337YAA5 | CommScope Technologies LLC | 12946000.0 | 10550990.0 | CORP | Long | |
3132DQUQ7 | 3132DQUQ7 | Federal Home Loan Mortgage Corp. | 2480720.4399 | 2384838.31 | USGSE | Long | |
N/A | N/A | N/A | 33640000.0 | -28173.87 | USGSE | N/A | |
75524KNQ3 | 75524KNQ3 | Citizens Bank NA | 2673000.0 | 2608603.37 | CORP | Long | |
78462F103 | 78462F103 | SPDR S&P 500 ETF Trust | -8300.0 | -3945073.0 | RF | Short | |
N/A | N/A | N/A | 1.0 | -943065.42 | RF | N/A | |
03328YAA2 | 03328YAA2 | Anchorage Capital CLO Ltd. | 5753136.1 | 5744212.41 | CORP | Long | |
N/A | N/A | Dana Financing Luxembourg SARL | 2132000.0 | 2074717.26 | CORP | Long | |
N/A | N/A | N/A | 350265310000.0 | 10637857.86 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -65963.0 | CORP | N/A | |
3140QNVM1 | 3140QNVM1 | Federal National Mortgage Association | 49136616.1477 | 46894339.39 | USGSE | Long | |
N/A | N/A | N/A | 626000.0 | -29667.17 | USGSE | N/A | |
00C92U7P8 | 00C92U7P8 | N/A | -2500.0 | -221250.0 | USGSE | N/A | |
3140X6J69 | 3140X6J69 | Federal National Mortgage Association | 712052.8925 | 687866.65 | USGSE | Long | |
16411R208 | 16411R208 | Cheniere Energy, Inc. | 39968.0 | 6822937.28 | CORP | Long | |
N/A | N/A | Taurus UK DAC | 2281948.56 | 2760499.83 | CORP | Long | |
3140XMTG1 | 3140XMTG1 | Federal National Mortgage Association | 10362222.3693 | 9970506.53 | USGSE | Long | |
38237TAA9 | 38237TAA9 | GoodLeap Sustainable Home Solutions Trust | 6611188.3382 | 6065605.31 | CORP | Long | |
06051GJQ3 | 06051GJQ3 | Bank of America Corp. | 1479000.0 | 1368237.97 | CORP | Long | |
N/A | N/A | Barclays plc | 3266000.0 | 3947779.45 | CORP | Long | |
749574AC3 | 749574AC3 | RFMSI Trust | 7603811.56 | 5331032.28 | CORP | Long | |
05609BAP4 | 05609BAP4 | BX Trust | 11223000.0 | 10597271.74 | CORP | Long | |
48661CAA0 | 48661CAA0 | Rad CLO 7 Ltd. | 250000.0 | 249631.98 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -775839.11 | CORP | N/A | |
00841YCG1 | 00841YCG1 | Agate Bay Mortgage Trust | 1520648.0 | 999936.15 | CORP | Long | |
056162AQ3 | 056162AQ3 | Barings CLO Ltd. | 250000.0 | 249654.38 | CORP | Long | |
69702HAE8 | 69702HAE8 | Palmer Square Loan Funding Ltd. | 500000.0 | 495154.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -35337.29 | CORP | N/A | |
760759AT7 | 760759AT7 | Republic Services, Inc. | 11276000.0 | 11052850.22 | CORP | Long | |
863592AB7 | 863592AB7 | Structured Asset Securities Corp. Mortgage Loan Trust | 1897088.18 | 1080065.8 | CORP | Long | |
66516A105 | 66516A105 | Northern Graphite Corp. | 435208.0 | 65689.29 | CORP | Long | |
00P97ZTP4 | 00P97ZTP4 | N/A | -600.0 | -33000.0 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -90221.35 | CORP | N/A | |
04966HAC0 | 04966HAC0 | Madison Park Funding XLII, Ltd. | 1000000.0 | 989410.5 | CORP | Long | |
N/A | N/A | N/A | 226050000.0 | 1654724.2 | CORP | N/A | |
96467LAA5 | 96467LAA5 | Whitebox CLO IV Ltd. | 7000000.0 | 6972288.4 | CORP | Long | |
N/A | N/A | Societe Generale SA | 3600000.0 | 4235596.5 | CORP | Long | |
N/A | N/A | Nationwide Building Society | 4500000.0 | 5277051.0 | CORP | Long | |
600814AP2 | 600814AP2 | Millicom International Cellular SA | 4707900.0 | 4578197.36 | CORP | Long | |
74923EAG3 | 74923EAG3 | Rad CLO 5 Ltd. | 250000.0 | 248116.28 | CORP | Long | |
78462F103 | 78462F103 | SPDR S&P 500 ETF Trust | 8300.0 | 3945073.0 | RF | Long | |
57763RAB3 | 57763RAB3 | Mauser Packaging Solutions Holding Co. | 33172000.0 | 33758514.13 | CORP | Long | |
N/A | N/A | ams-OSRAM AG | 6929000.0 | 8297545.14 | CORP | Long | |
N/A | N/A | Webuild SpA | 4009000.0 | 4644003.97 | CORP | Long | |
N/A | N/A | BP Capital Markets plc | 40442000.0 | 43083337.78 | CORP | Long | |
N/A | N/A | Caresyntax, Inc. | 6774.0 | 562242.0 | CORP | Long | |
459506AL5 | 459506AL5 | International Flavors & Fragrances, Inc. | 2173000.0 | 1844325.99 | CORP | Long | |
05601PAS5 | 05601PAS5 | Beast Mortgage Trust | 7248000.0 | 6754400.33 | CORP | Long | |
N/A | N/A | Cofiroute SA | 2400000.0 | 2491570.99 | CORP | Long | |
126650DH0 | 126650DH0 | CVS Health Corp. | 3175000.0 | 3076540.11 | CORP | Long | |
12649AAG4 | 12649AAG4 | CSMC OA LLC | 598765000.0 | 629421.77 | CORP | Long | |
02149JAR7 | 02149JAR7 | Alternative Loan Trust | 2403301.4976 | 1317945.55 | CORP | Long | |
64130TBA2 | 64130TBA2 | Neuberger Berman CLO XX Ltd. | 439000.0 | 438126.04 | CORP | Long | |
N/A | N/A | Barclays plc | 4642000.0 | 5745807.82 | CORP | Long | |
N/A | N/A | N/A | 249492440.0 | 8309203.76 | CORP | N/A | |
N/A | N/A | Stellantis NV | -15000000.0 | -17428014.49 | CORP | Short | |
N/A | N/A | N/A | 1772630000.0 | 24256222.85 | CORP | N/A | |
55818YBN0 | 55818YBN0 | Madison Park Funding XVII Ltd. | 5983575.8424 | 5982398.87 | CORP | Long | |
86267XAA2 | 86267XAA2 | Strata CLO I Ltd. | 1690000.0 | 1692682.2 | CORP | Long | |
009692AC8 | 009692AC8 | Ajax Mortgage Loan Trust | 1511000.0 | 1208880.54 | CORP | Long | |
3140X3AX6 | 3140X3AX6 | Federal National Mortgage Association | 1656019.7121 | 1592732.6 | USGSE | Long | |
85859NAA0 | 85859NAA0 | Stem, Inc. | 1234000.0 | 626761.01 | CORP | Long | |
N/A | N/A | Moody's Corp. | 5454000.0 | 5331713.87 | CORP | Long | |
009740AH4 | 009740AH4 | Ajax Mortgage Loan Trust | 148399.5 | 68189.57 | CORP | Long | |
346232AF8 | 346232AF8 | Forestar Group, Inc. | 2956000.0 | 2815810.22 | CORP | Long | |
77313LAA1 | 77313LAA1 | Rocket Mortgage LLC | 16142000.0 | 14890995.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -65852.05 | CORP | N/A | |
00CAPZW55 | 00CAPZW55 | N/A | 23440.0 | 550840.0 | CORP | N/A | |
90353T100 | 90353T100 | Uber Technologies, Inc. | 65185.0 | 4013440.45 | CORP | Long | |
05608MAA4 | 05608MAA4 | BX Commercial Mortgage Trust | 3680000.0 | 3146200.91 | CORP | Long | |
61744CUV6 | 61744CUV6 | Morgan Stanley ABS Capital I, Inc. Trust | 7523784.3052 | 6075370.81 | CORP | Long | |
N/A | N/A | N/A | 521289000.0 | 7755882.78 | CORP | N/A | |
74339DAH1 | 74339DAH1 | Project Alpha Intermediate Holding, Inc. | 968000.0 | 971223.44 | CORP | Long | |
N/A | N/A | N/A | -280.0 | -955896.44 | CORP | N/A | |
N/A | N/A | N/A | -3000.0 | -39000.0 | CORP | N/A | |
N/A | N/A | JPMorgan Securities LLC | 1405610.0 | 1405610.0 | CORP | Long | |
N/A | N/A | N/A | 397481700.0 | 3938742.2 | CORP | N/A | |
N/A | N/A | Domi BV | 2028106.74 | 2233868.46 | CORP | Long | |
89640XBM7 | 89640XBM7 | Trinitas CLO IV Ltd. | 900000.0 | 897162.75 | CORP | Long | |
55821TAA5 | 55821TAA5 | Madison Park Funding XXX Ltd. | 24002224.4739 | 23979979.21 | CORP | Long | |
N/A | N/A | European TopSoho SARL | 13600000.0 | 6475014.47 | CORP | Long | |
N/A | N/A | N/A | 11875000.0 | -60216.99 | CORP | N/A | |
N/A | N/A | Leviathan Bond Ltd. | 1614822.0 | 1473020.44 | CORP | Long | |
N/A | N/A | Deutsche Bahn Finance GmbH | 32400000.0 | 34096256.14 | CORP | Long | |
94990DAA4 | 94990DAA4 | Wells Fargo Commercial Mortgage Trust | 2708000.0 | 2359552.16 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -95044.57 | CORP | N/A | |
N/A | N/A | Electricite de France SA | 7300000.0 | 9032927.96 | NUSS | Long | |
225470FK4 | 225470FK4 | CSFB Mortgage-Backed Pass-Through Certificates | 3159199.8338 | 741294.55 | CORP | Long | |
45255RAA5 | 45255RAA5 | Impac Secured Assets Trust | 1633768.7194 | 1449522.9 | CORP | Long | |
N/A | N/A | Red & Black Auto Germany 8 UG | 266131.19 | 290837.31 | CORP | Long | |
40434PLT1 | 40434PLT1 | HSBC USA, Inc. | 20632000.0 | 19595771.83 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 129992.89 | CORP | N/A | |
N/A | N/A | BNP Paribas SA | 21000000.0 | 19971137.74 | CORP | Long | |
96466CAU2 | 96466CAU2 | Whitebox CLO II Ltd. | 6750000.0 | 6536021.63 | CORP | Long | |
86964WAH5 | 86964WAH5 | Suzano Austria GmbH | 3692000.0 | 3546627.5 | CORP | Long | |
3140K8ZC8 | 3140K8ZC8 | Federal National Mortgage Association | 4941.3254 | 4711.69 | USGSE | Long | |
N/A | N/A | Fortune Star BVI Ltd. | 2561000.0 | 2123965.35 | CORP | Long | |
N/A | N/A | Deutsche Lufthansa AG | 1900000.0 | 2039316.02 | CORP | Long | |
N/A | N/A | Ardagh Metal Packaging Finance USA LLC | 1902000.0 | 1687329.29 | CORP | Long | |
37331NAN1 | 37331NAN1 | Georgia-Pacific LLC | 3000000.0 | 2741465.91 | CORP | Long | |
44330QAB7 | 44330QAB7 | Highbridge Loan Management Ltd. | 930000.0 | 924300.87 | CORP | Long | |
281020107 | 281020107 | Edison International | 11154.0 | 797399.46 | CORP | Long | |
N/A | N/A | BPCE SA | 15000000.0 | 15269416.89 | CORP | Long | |
N/A | N/A | RMAC Securities No. 1 plc | 264728.7583 | 326898.03 | CORP | Long | |
N/A | N/A | FCT Autonoria DE | 359499.36 | 397391.2 | CORP | Long | |
N/A | N/A | Bangkok Bank PCL | 2577000.0 | 2281315.02 | CORP | Long | |
N/A | N/A | N/A | 73635533.0 | 934822.99 | CORP | N/A | |
N/A | N/A | CMF plc | 220000.0 | 279815.6 | CORP | Long | |
N/A | N/A | BCP V Modular Services Finance II plc | 2888000.0 | 2945081.27 | CORP | Long | |
37961CA85 | 37961CA85 | Global Payments, Inc. | 18770000.0 | 18738432.43 | CORP | Long | |
56844YAA5 | 56844YAA5 | Signal Peak CLO 5 Ltd. | 4254869.87 | 4255331.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -501354.67 | CORP | N/A | |
N/A | N/A | N/A | 5430000.0 | 157397.42 | CORP | N/A | |
031162CU2 | 031162CU2 | Amgen, Inc. | 4265000.0 | 3782149.33 | CORP | Long | |
38122NB50 | 38122NB50 | Golden State Tobacco Securitization Corp. | 4140000.0 | 3458431.92 | MUN | Long | |
40434PFQ4 | 40434PFQ4 | HSBC USA, Inc. | 14500000.0 | 14107272.14 | CORP | Long | |
742855AB5 | 742855AB5 | Prodigy Finance DAC | 420676.38 | 418245.0 | CORP | Long | |
939MMIBD5 | 939MMIBD5 | Washington Mutual Bank | 2631000.0 | 0.26 | CORP | Long | |
57587ADP0 | 57587ADP0 | Massachusetts Housing Finance Agency | 485000.0 | 485046.07 | MUN | Long | |
90352JAF0 | 90352JAF0 | UBS Group AG | 2000000.0 | 1999383.0 | CORP | Long | |
161036RV2 | 161036RV2 | City of Charlotte | 12525000.0 | 10461795.95 | MUN | Long | |
64035GAE9 | 64035GAE9 | Nelnet Student Loan Trust | 1880000.0 | 1547171.19 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1629825.99 | CORP | N/A | |
N/A | N/A | UBS Group AG | 20600000.0 | 20774201.69 | CORP | Long | |
36250WAN0 | 36250WAN0 | GS Mortgage Securities Trust | 2540000.0 | 1996293.19 | CORP | Long | |
N/A | N/A | N/A | 1674000.0 | 208201.7 | CORP | N/A | |
12648FAU3 | 12648FAU3 | CSMC Trust | 2835146.57 | 2111369.66 | CORP | Long | |
66981FAF7 | 66981FAF7 | AMSR Trust | 4080000.0 | 3785159.62 | CORP | Long | |
N/A | N/A | N/A | 1360000.0 | 43280.87 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 178356.06 | CORP | N/A | |
N/A | N/A | Hops Hill No. 2 plc | 1077000.0 | 1376777.79 | CORP | Long | |
N/A | N/A | Altice France SA | 9541000.0 | 9353409.73 | CORP | Long | |
08763QAA0 | 08763QAA0 | Betony CLO 2 Ltd. | 18765102.45 | 18787183.35 | CORP | Long | |
00971FAA9 | 00971FAA9 | Ajax Mortgage Loan Trust | 75023880.8312 | 71570539.1 | CORP | Long | |
N/A | N/A | Intesa Sanpaolo SpA | 1100000.0 | 1243477.14 | CORP | Long | |
N/A | N/A | N/A | 486800000.0 | -2443114.07 | CORP | N/A | |
N/A | N/A | N/A | -819.0 | -9265973.9 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -640557.39 | CORP | N/A | |
70082LAA5 | 70082LAA5 | Park River Holdings, Inc. | -3983000.0 | -3182002.45 | CORP | Short | |
N/A | N/A | Koei Tecmo Holdings Co. Ltd. | 700000000.0 | 4952127.66 | CORP | Long | |
29444UBF2 | 29444UBF2 | Equinix, Inc. | 8000000.0 | 7525570.72 | CORP | Long | |
N/A | N/A | Cheplapharm Arzneimittel GmbH | 5910000.0 | 6346164.65 | CORP | Long | |
67570QAK7 | 67570QAK7 | OCP CLO Ltd. | 500000.0 | 498974.3 | CORP | Long | |
N/A | N/A | N/A | 7750000.0 | -31033.77 | CORP | N/A | |
896005AB1 | 896005AB1 | Triaxx Prime CDO Ltd. | 52840000.0 | 41664.34 | CORP | Long | |
N/A | N/A | Republic of Indonesia | 1152497000000.0 | 76236812.01 | NUSS | Long | |
00217VAA8 | 00217VAA8 | AREIT LLC | 11460000.0 | 11442170.74 | CORP | Long | |
N/A | N/A | Kingdom of Spain | 23720000.0 | 27733833.33 | NUSS | Long | |
46647PBR6 | 46647PBR6 | JPMorgan Chase & Co. | 6997000.0 | 6399849.78 | CORP | Long | |
N/A | N/A | N/A | 1000.0 | 470000.0 | CORP | N/A | |
25160PAJ6 | 25160PAJ6 | Deutsche Bank AG | -10000000.0 | -10094773.1 | CORP | Short | |
14311XAA0 | 14311XAA0 | Carlyle US CLO Ltd. | 8845869.81 | 8860401.8 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 1100000.0 | 1172707.54 | CORP | Long | |
34416DAY4 | 34416DAY4 | Focus Financial Partners LLC | 997500.0 | 998746.88 | CORP | Long | |
00C9586N0 | 00C9586N0 | N/A | 1600.0 | 428800.0 | CORP | N/A | |
N/A | N/A | N/A | 2431000.0 | -75653.24 | CORP | N/A | |
N/A | N/A | Invesco Euro CLO IV DAC | 625000.0 | 667867.74 | CORP | Long | |
912810TG3 | 912810TG3 | United States of America | -50000000.0 | -39808594.0 | UST | Short | |
91282CHP9 | 91282CHP9 | United States of America | 65037810.0 | 63048817.19 | UST | Long | |
N/A | N/A | Novafives SAS | 4450000.0 | 4845029.56 | CORP | Long | |
31418DQJ4 | 31418DQJ4 | Federal National Mortgage Association | 3286624.4525 | 3146599.1 | USGSE | Long | |
01750HAG7 | 01750HAG7 | Allegro CLO XI Ltd. | 560000.0 | 560009.97 | CORP | Long | |
N/A | N/A | N/A | 99859946000.0 | 1042192.21 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 1467.89 | CORP | N/A | |
131347CN4 | 131347CN4 | Calpine Corp. | 4315000.0 | 4137128.8 | CORP | Long | |
05349UBE1 | 05349UBE1 | Avaya, Inc. | 958864.35 | 0.1 | CORP | Long | |
N/A | N/A | Verizon Communications, Inc. | 1823000.0 | 1556588.91 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -314366.45 | CORP | N/A | |
N/A | N/A | AT Securities BV | 6250000.0 | 2853250.0 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 13266000.0 | 16390385.05 | CORP | Long | |
25714PED6 | 25714PED6 | Dominican Republic | 9777000.0 | 8982618.75 | NUSS | Long | |
629377CE0 | 629377CE0 | NRG Energy, Inc. | 14000.0 | 13948.55 | CORP | Long | |
52521UAK0 | 52521UAK0 | Lehman Brothers Small Balance Commercial Mortgage Trust | 5850000.0 | 5036245.7 | CORP | Long | |
N/A | N/A | N/A | -249211439.0 | -69736.54 | CORP | N/A | |
80413TBE8 | 80413TBE8 | Kingdom of Saudi Arabia | 5621000.0 | 5281983.44 | NUSS | Long | |
N/A | N/A | N/A | -1863.0 | -10548668.78 | NUSS | N/A | |
N/A | N/A | DS Smith plc | 13820000.0 | 15874175.72 | CORP | Long | |
98422BAB5 | 98422BAB5 | Adeia, Inc. | 931448.49 | 929352.73 | CORP | Long | |
15032FAC0 | 15032FAC0 | Cedar Funding VII CLO Ltd. | 250000.0 | 246935.43 | CORP | Long | |
N/A | N/A | N/A | 15719339.0 | 116356.5 | CORP | N/A | |
29082HAD4 | 29082HAD4 | Embraer Netherlands Finance BV | 7422000.0 | 7755173.58 | CORP | Long | |
57701RAM4 | 57701RAM4 | Mattamy Group Corp. | 7171000.0 | 6645759.39 | CORP | Long | |
39538WGJ1 | 39538WGJ1 | GreenPoint Mortgage Funding Trust | 1247042.08 | 1093507.88 | CORP | Long | |
N/A | N/A | Sun Country, Inc. | 3213752.18 | 3097414.35 | CORP | Long | |
N/A | N/A | N/A | 6000.0 | 2289000.0 | CORP | N/A | |
N/A | N/A | Volkswagen Financial Services NV | 13500000.0 | 16887744.81 | CORP | Long | |
08163JAE4 | 08163JAE4 | Benchmark Mortgage Trust | 2250000.0 | 1863731.25 | CORP | Long | |
N/A | N/A | Anchorage Capital Europe CLO DAC | 590000.0 | 623656.12 | CORP | Long | |
N/A | N/A | VZ Secured Financing BV | 2030000.0 | 1973485.71 | CORP | Long | |
724479AP5 | 724479AP5 | Pitney Bowes, Inc. | 30040000.0 | 28055707.8 | CORP | Long | |
38178QAA6 | 38178QAA6 | Golub Capital Partners CLO 55B Ltd. | 2690000.0 | 2683571.17 | CORP | Long | |
74333YAQ1 | 74333YAQ1 | Progress Residential Trust | 5383000.0 | 4470938.93 | CORP | Long | |
N/A | N/A | Network i2i Ltd. | 2162000.0 | 2125516.25 | CORP | Long | |
N/A | N/A | N/A | 320.0 | 760984.48 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 13682.17 | CORP | N/A | |
81761LAC6 | 81761LAC6 | Service Properties Trust | 11673000.0 | 12226685.41 | CORP | Long | |
984245AR1 | 984245AR1 | YPF SA | 4456000.0 | 3341554.4 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 133009.11 | NUSS | N/A | |
00178YAK7 | 00178YAK7 | AMSR Trust | 5000000.0 | 3900627.0 | CORP | Long | |
N/A | N/A | Wells Fargo & Co. | 9000000.0 | 10913951.0 | CORP | Long | |
N/A | N/A | N/A | 5500000.0 | -93334.85 | CORP | N/A | |
N/A | N/A | Sartorius Finance BV | 10000000.0 | 11433830.94 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 355646.87 | CORP | N/A | |
N/A | N/A | Liberty Mutual Group, Inc. | 14047000.0 | 15100587.24 | CORP | Long | |
3131Y3Q58 | 3131Y3Q58 | Federal Home Loan Mortgage Corp. | 172.7696 | 166.17 | USGSE | Long | |
N/A | N/A | Twin Bridges plc | 2752000.0 | 3512274.22 | CORP | Long | |
N/A | N/A | N/A | 43962313.0 | 4386081.37 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -80200.72 | CORP | N/A | |
N/A | N/A | Republic of Poland | 3100000.0 | 3596745.27 | NUSS | Long | |
95040QAM6 | 95040QAM6 | Welltower OP LLC | 2000000.0 | 1744258.58 | CORP | Long | |
33939NAC0 | 33939NAC0 | Flexsys Holdings, Inc. | 4475287.5 | 4366224.74 | CORP | Long | |
92556HAE7 | 92556HAE7 | Paramount Global | 14923000.0 | 13430700.0 | CORP | Long | |
N/A | N/A | Motability Operations Group plc | 6809000.0 | 6618162.64 | CORP | Long | |
195325EM3 | 195325EM3 | Republic of Colombia | 1612000.0 | 1851281.25 | NUSS | Long | |
06744DAA7 | 06744DAA7 | Barclays Mortgage Loan Trust | 13009445.45 | 12741717.57 | CORP | Long | |
N/A | N/A | UniCredit SpA | 800000.0 | 882121.4 | CORP | Long | |
93974ERU2 | 93974ERU2 | State of Washington | 10000000.0 | 11313596.3 | MUN | Long | |
22824DAC3 | 22824DAC3 | Crown City CLO III | 250000.0 | 248870.08 | CORP | Long | |
90205FAG5 | 90205FAG5 | 280 Park Avenue Mortgage Trust | 1978000.0 | 1844485.0 | CORP | Long | |
29444UBE5 | 29444UBE5 | Equinix, Inc. | 9709000.0 | 8917058.72 | CORP | Long | |
64985TDG3 | 64985TDG3 | New York State Urban Development Corp. | 7085000.0 | 6113528.18 | MUN | Long | |
3140JGLQ6 | 3140JGLQ6 | Federal National Mortgage Association | 1280946.5749 | 1231992.74 | USGSE | Long | |
12516WAA9 | 12516WAA9 | CENT Trust | 18476203.0 | 18568796.49 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1701178.05 | CORP | N/A | |
92917AAA4 | 92917AAA4 | Voya CLO Ltd. | 615885.5896 | 614891.86 | CORP | Long | |
12531YAS7 | 12531YAS7 | CFCRE Commercial Mortgage Trust | 18700000.0 | 269458.77 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -314366.45 | CORP | N/A | |
33834WAE2 | 33834WAE2 | 522 Funding CLO Ltd. | 500000.0 | 499233.55 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -13202.72 | CORP | N/A | |
10554TAF2 | 10554TAF2 | Braskem Netherlands Finance BV | 3020000.0 | 2597200.0 | CORP | Long | |
16308NAA2 | 16308NAA2 | Olympus Water US Holding Corp. | 5254000.0 | 5259884.48 | CORP | Long | |
749389BK7 | 749389BK7 | RCKT Mortgage Trust | 1630564.78 | 1364330.4 | CORP | Long | |
N/A | N/A | Wynn Macau Ltd. | 1700000.0 | 1653250.0 | CORP | Long | |
78474NAA0 | 78474NAA0 | SoFi Personal Loan Trust | 33972000.0 | 34099395.0 | CORP | Long | |
N/A | N/A | PCL Funding VIII plc | 712000.0 | 913335.53 | CORP | Long | |
N/A | N/A | N/A | -85909825.0 | -6319019.64 | CORP | N/A | |
N/A | N/A | TenneT Holding BV | 3900000.0 | 4107175.54 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -122158.4 | NUSS | N/A | |
N/A | N/A | Banco de Sabadell SA | 5200000.0 | 5625350.32 | CORP | Long | |
56848DAE9 | 56848DAE9 | Mariner Finance Issuance Trust | 5040000.0 | 4361253.62 | CORP | Long | |
009926AE6 | 009926AE6 | Ajax Mortgage Loan Trust | 8587700.0 | 5954146.97 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -2331586.6 | CORP | N/A | |
05610MAD4 | 05610MAD4 | BX Commercial Mortgage Trust | 4000000.0 | 4002506.0 | CORP | Long | |
N/A | N/A | CIFC European Funding CLO III DAC | 500000.0 | 536951.29 | CORP | Long | |
26244MAS1 | 26244MAS1 | Dryden 45 Senior Loan Fund | 375000.0 | 375332.74 | CORP | Long | |
N/A | N/A | N/A | 12000000.0 | -55866.15 | CORP | N/A | |
14040HDC6 | 14040HDC6 | Capital One Financial Corp. | 11258000.0 | 12371263.2 | CORP | Long | |
N/A | N/A | N/A | 2400000.0 | -421041.43 | CORP | N/A | |
N/A | N/A | N/A | 200829000.0 | -150415.55 | CORP | N/A | |
031162DH0 | 031162DH0 | Amgen, Inc. | 31525000.0 | 30862978.78 | CORP | Long | |
N/A | N/A | Intesa Sanpaolo SpA | 15925000.0 | 18353323.55 | CORP | Long | |
86773PAA6 | 86773PAA6 | Sunrun Xanadu Issuer LLC | 8671427.1975 | 8103651.63 | CORP | Long | |
00P92HNF7 | 00P92HNF7 | N/A | -800.0 | -12400.0 | CORP | N/A | |
N/A | N/A | Banque Federative du Credit Mutuel SA | 10400000.0 | 11884042.94 | CORP | Long | |
06616PAC1 | 06616PAC1 | Bankers Healthcare Group Securitization Trust | 750000.0 | 718140.68 | CORP | Long | |
12482HAN4 | 12482HAN4 | CAMB Commercial Mortgage Trust | 9282275.0 | 9095446.94 | CORP | Long | |
517834107 | 517834107 | Las Vegas Sands Corp. | 94912.0 | 4670619.52 | CORP | Long | |
N/A | N/A | N/A | 1635000.0 | 110049.16 | CORP | N/A | |
N/A | N/A | Pierpont BTL plc | 2661416.82 | 3378581.56 | CORP | Long | |
N/A | N/A | N/A | 51834320.0 | -436657.31 | CORP | N/A | |
N/A | N/A | N/A | -73635533.0 | -934822.99 | CORP | N/A | |
87249QAC4 | 87249QAC4 | TICP CLO XI Ltd. | 2000000.0 | 2004800.8 | CORP | Long | |
009695AD9 | 009695AD9 | Ajax Mortgage Loan Trust | 1577708.0 | 1311031.49 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 162672.42 | CORP | N/A | |
731011AV4 | 731011AV4 | Republic of Poland | 4294000.0 | 4340160.5 | NUSS | Long | |
3140JVCE0 | 3140JVCE0 | Federal National Mortgage Association | 743918.753 | 710964.38 | USGSE | Long | |
N/A | N/A | United Mexican States | 4784276.0 | 25600004.13 | NUSS | Long | |
06760PAC5 | 06760PAC5 | Barings CLO Ltd. | 1783031.6385 | 1783047.69 | CORP | Long | |
N/A | N/A | FCT Autonoria | 178931.7 | 196164.73 | CORP | Long | |
N/A | N/A | N/A | 14838812.0 | -115824.93 | CORP | N/A | |
N/A | N/A | N/A | -8697.0 | -2169978.15 | CORP | N/A | |
N/A | N/A | Harben Finance | 441000.0 | 533287.8 | CORP | Long | |
N/A | N/A | Jumpcloud, Inc., Series E-1 | 4516957.0 | 11698918.63 | CORP | Long | |
19425AAD6 | 19425AAD6 | College Avenue Student Loans LLC | 806500.37 | 716782.04 | CORP | Long | |
45410FAA3 | 45410FAA3 | India Green Energy Holdings | 1712000.0 | 1699160.0 | CORP | Long | |
N/A | N/A | Freeport Indonesia PT | 4279000.0 | 4215285.69 | CORP | Long | |
N/A | N/A | Intrum AB | 4663000.0 | 4800247.83 | CORP | Long | |
N/A | N/A | N/A | 3706667.0 | -294549.43 | CORP | N/A | |
N/A | N/A | N/A | 37069579.0 | -288016.9 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -191513.26 | CORP | N/A | |
69702KAA9 | 69702KAA9 | Palmer Square Loan Funding Ltd. | 11750000.0 | 11668201.2 | CORP | Long | |
12434AAE8 | 12434AAE8 | BX Commercial Mortgage Trust | 10301703.79 | 10105180.66 | CORP | Long | |
00CAPHCZ1 | 00CAPHCZ1 | N/A | 820.0 | 16400.0 | CORP | N/A | |
92840VAD4 | 92840VAD4 | Vistra Operations Co. LLC | 19463000.0 | 19189201.91 | CORP | Long | |
12528XAJ4 | 12528XAJ4 | CFK Trust | 6896750.0 | 6099002.93 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -286732.77 | CORP | N/A | |
402564AA6 | 402564AA6 | RRX 1 Ltd. | 250000.0 | 246583.68 | CORP | Long | |
N/A | N/A | N/A | 659630.0 | 1066843.2 | CORP | N/A | |
07274EAL7 | 07274EAL7 | Bayer US Finance LLC | 79745000.0 | 82409763.7 | CORP | Long | |
69356GAS8 | 69356GAS8 | PKHL Commercial Mortgage Trust | 3533000.0 | 722099.27 | CORP | Long | |
60687YBX6 | 60687YBX6 | Mizuho Financial Group, Inc. | 15000000.0 | 13666713.75 | CORP | Long | |
N/A | N/A | HRNI Holdings LLC | 32432800.0 | 31581439.0 | CORP | Long | |
N/A | N/A | Bank of East Asia Ltd. (The) | 564000.0 | 524872.5 | CORP | Long | |
78489HAB4 | 78489HAB4 | SWF Holdings I Corp. | 3946702.5 | 3529851.78 | CORP | Long | |
78571YBG4 | 78571YBG4 | Sabre GLBL, Inc. | 0.03 | 0.03 | CORP | Long | |
56845AAY4 | 56845AAY4 | Mariner CLO LLC | 23000000.0 | 22988824.3 | CORP | Long | |
N/A | N/A | DP World Salaam | 6945000.0 | 6914858.7 | CORP | Long | |
00179VAG1 | 00179VAG1 | AMSR Trust | 6743800.0 | 6025679.04 | CORP | Long | |
46652VBZ7 | 46652VBZ7 | JPMorgan Mortgage Trust | 6577356.48 | 4875558.89 | CORP | Long | |
N/A | N/A | N/A | 1660000.0 | -83604.3 | CORP | N/A | |
N/A | N/A | NEW Look Retailers | 4100922.0 | 52.27 | CORP | Long | |
N/A | N/A | N/A | 150420000.0 | 343936.56 | CORP | N/A | |
N/A | N/A | Twin Bridges plc | 365000.0 | 437377.08 | CORP | Long | |
N/A | N/A | Nickel Resources International Holdings Co. Ltd. | 8000000.0 | 0.1 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -30975.73 | CORP | N/A | |
07324NAA1 | 07324NAA1 | Bayview Commercial Asset Trust | 586839.69 | 550161.68 | CORP | Long | |
N/A | N/A | N/A | 430.0 | 433225.0 | CORP | N/A | |
04018YAC1 | 04018YAC1 | Ares Loan Funding I Ltd. | 14000000.0 | 9581600.0 | CORP | Long | |
N/A | N/A | N/A | -94615550.0 | -6375184.43 | CORP | N/A | |
3131Y1SF8 | 3131Y1SF8 | Federal Home Loan Mortgage Corp. | 224694.4118 | 215379.86 | USGSE | Long | |
N/A | N/A | N/A | 563779853.0 | 3730849.48 | USGSE | N/A | |
87264AAV7 | 87264AAV7 | T-Mobile USA, Inc. | 3358000.0 | 3345812.47 | CORP | Long | |
03027XAS9 | 03027XAS9 | American Tower Corp. | 10100000.0 | 10750371.96 | CORP | Long | |
225401AF5 | 225401AF5 | UBS Group AG | 8748000.0 | 8246434.38 | CORP | Long | |
00CAPZW63 | 00CAPZW63 | N/A | -23117.0 | -323638.0 | CORP | N/A | |
74982T103 | 74982T103 | RXO, Inc. | 20000.0 | 465200.0 | CORP | Long | |
N/A | N/A | Informa plc | 18950000.0 | 20318615.93 | CORP | Long | |
N/A | N/A | N/A | 100478215.0 | 169186.56 | CORP | N/A | |
06744FAJ3 | 06744FAJ3 | Barclays Mortgage Loan Trust | 120512346.03 | 2607389.08 | CORP | Long | |
43710LAD6 | 43710LAD6 | Home Equity Asset Trust | 4732356.6 | 3706515.14 | CORP | Long | |
N/A | N/A | N/A | 1459000.0 | -91645.34 | CORP | N/A | |
N/A | N/A | Paprec Holding SA | -2600000.0 | -2755459.2 | CORP | Short | |
N/A | N/A | KBC Group NV | 6500000.0 | 7251091.34 | CORP | Long | |
N/A | N/A | Together Asset-Backed Securitisation plc | 438000.0 | 560295.4 | CORP | Long | |
N/A | N/A | N/A | 1088093.0 | -12010.12 | CORP | N/A | |
N/A | N/A | AutoFlorence SRL | 253428.94 | 276527.8 | CORP | Long | |
N/A | N/A | Federal Republic of Nigeria | 8490000.0 | 7224459.38 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -175776.24 | NUSS | N/A | |
85816VAA4 | 85816VAA4 | Steele Creek CLO Ltd. | 359802.86 | 359931.85 | CORP | Long | |
N/A | N/A | Kleopatra Finco SARL | 6888000.0 | 6247300.56 | CORP | Long | |
N/A | N/A | Link CB Ltd. | 40000000.0 | 5249113.76 | CORP | Long | |
N/A | N/A | N/A | 53633000000.0 | -980355.17 | CORP | N/A | |
N/A | N/A | Forward Air Corp. | 1000000.0 | 945830.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -10227.19 | CORP | N/A | |
74982WAA4 | 74982WAA4 | Race Point IX CLO Ltd. | 4382098.21 | 4384005.74 | CORP | Long | |
N/A | N/A | Paraguay Government International Bond | 5267000.0 | 4318940.0 | NUSS | Long | |
67104LAE7 | 67104LAE7 | OHA Loan Funding Ltd. | 14234298.6 | 14235898.54 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -137404.9 | CORP | N/A | |
345370DB3 | 345370DB3 | Ford Motor Co. | 12205000.0 | 12303019.7 | CORP | Long | |
38411JAB7 | 38411JAB7 | Gracie Point International Funding | 8470000.0 | 8511838.41 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -37348.35 | CORP | N/A | |
N/A | N/A | N/A | -862.0 | -698161.71 | CORP | N/A | |
225458RW0 | 225458RW0 | Credit Suisse First Boston Mortgage Securities Corp. | 12843.705 | 12664.42 | CORP | Long | |
90351WFJ9 | 90351WFJ9 | UBS AG | 21445000.0 | 20898358.37 | CORP | Long | |
459506AS0 | 459506AS0 | International Flavors & Fragrances, Inc. | 5435000.0 | 3709315.32 | CORP | Long | |
85205TAN0 | 85205TAN0 | Spirit AeroSystems, Inc. | 10280000.0 | 11249136.72 | CORP | Long | |
93362YAA0 | 93362YAA0 | WaMu Mortgage Pass-Through Certificates Trust | 270207.66 | 232464.24 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -69058.43 | CORP | N/A | |
N/A | N/A | Bridgepoint CLO IV DAC | 11650000.0 | 12890309.75 | CORP | Long | |
N/A | N/A | N/A | 20450200.0 | -554242.05 | CORP | N/A | |
90205FAN0 | 90205FAN0 | 280 Park Avenue Mortgage Trust | 12926000.0 | 11613898.54 | CORP | Long | |
550021109 | 550021109 | Lululemon Athletica, Inc. | 1677.0 | 857433.33 | CORP | Long | |
458652AB0 | 458652AB0 | Intercorp Peru Ltd. | 3546000.0 | 3071474.28 | CORP | Long | |
193051AA7 | 193051AA7 | Cold Storage Trust | 6358965.6933 | 6328953.28 | CORP | Long | |
N/A | N/A | Elior Group SA | 5906000.0 | 6006679.91 | CORP | Long | |
N/A | N/A | N/A | 2850000.0 | 39421.59 | CORP | N/A | |
82983MAB6 | 82983MAB6 | Sitio Royalties Operating Partnership LP | 5259000.0 | 5449480.98 | CORP | Long | |
N/A | N/A | Avoca CLO | 3400000.0 | 3738349.47 | CORP | Long | |
N/A | N/A | N/A | 6403910000.0 | 48400.77 | CORP | N/A | |
92916PAF1 | 92916PAF1 | Voya CLO Ltd. | 500000.0 | 498825.15 | CORP | Long | |
716973AH5 | 716973AH5 | Pfizer Investment Enterprises Pte. Ltd. | 31483000.0 | 31785204.37 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 281960.54 | CORP | N/A | |
N/A | N/A | N/A | 17923714.16 | 24065.36 | CORP | N/A | |
N/A | N/A | N/A | 7090000.0 | 505733.23 | CORP | N/A | |
31418C4W1 | 31418C4W1 | Federal National Mortgage Association | 222376.7075 | 213786.43 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | 68236.4 | USGSE | N/A | |
88575JAW8 | 88575JAW8 | 3650R 2021-PF1 Commercial Mortgage Trust | 2100000.0 | 2123867.97 | CORP | Long | |
03880RAA7 | 03880RAA7 | Arbor Realty Commercial Real Estate Notes Ltd. | 4511500.0 | 4455727.69 | CORP | Long | |
N/A | N/A | Kingdom of Spain | 427039000.0 | 459870247.57 | NUSS | Long | |
92838TAE1 | 92838TAE1 | Vista Point Securitization Trust | 1160000.0 | 1025836.26 | CORP | Long | |
66981FAJ9 | 66981FAJ9 | AMSR Trust | 4541692.0 | 4255669.86 | CORP | Long | |
22822VAZ4 | 22822VAZ4 | Crown Castle, Inc. | 17757000.0 | 16605450.91 | CORP | Long | |
36250PAL9 | 36250PAL9 | GS Mortgage Securities Corp. Trust | 1786000.0 | 1614902.81 | CORP | Long | |
N/A | N/A | American Tower Corp. | 2900000.0 | 3270286.28 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -34871.19 | CORP | N/A | |
75620TAZ1 | 75620TAZ1 | Recette CLO Ltd. | 1000000.0 | 974016.8 | CORP | Long | |
12550AAT3 | 12550AAT3 | CIFC Funding Ltd. | 1000000.0 | 1001579.9 | CORP | Long | |
87252LAA3 | 87252LAA3 | THPT Mortgage Trust | 3172000.0 | 3223933.89 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 254814.7 | CORP | N/A | |
N/A | N/A | N/A | -110983780.0 | -11632119.03 | CORP | N/A | |
144531EZ9 | 144531EZ9 | Carrington Mortgage Loan Trust | 1620000.0 | 1295599.7 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -534286.46 | CORP | N/A | |
345397ZQ9 | 345397ZQ9 | Ford Motor Credit Co. LLC | 5419000.0 | 5411590.28 | CORP | Long | |
N/A | N/A | Altice Financing SA | 4861000.0 | 5205955.88 | CORP | Long | |
38382J3Q7 | 38382J3Q7 | Government National Mortgage Association | 44873966.9577 | 6037078.76 | USGA | Long | |
N/A | N/A | N/A | 1.0 | 11080.31 | USGA | N/A | |
07378WAQ1 | 07378WAQ1 | Bean Creek CLO Ltd. | 1814151.49 | 1812444.37 | CORP | Long | |
87249AAC9 | 87249AAC9 | TICP CLO IX Ltd. | 250000.0 | 249530.4 | CORP | Long | |
90187LAC3 | 90187LAC3 | 245 Park Avenue Trust | 25000000.0 | 139650.0 | CORP | Long | |
03328TBA2 | 03328TBA2 | Anchorage Capital CLO 7 Ltd. | 12867014.47 | 12854259.4 | CORP | Long | |
N/A | N/A | Ford Motor Credit Co. LLC | 3142000.0 | 3743838.24 | CORP | Long | |
836205BC7 | 836205BC7 | Republic of South Africa | 6498000.0 | 6154905.6 | NUSS | Long | |
69356GAQ2 | 69356GAQ2 | PKHL Commercial Mortgage Trust | 3276000.0 | 2148538.72 | CORP | Long | |
784208AD2 | 784208AD2 | SG Mortgage Securities Trust | 2347314.58 | 494843.72 | CORP | Long | |
N/A | N/A | N/A | -122904932.0 | -143613.31 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -297704.73 | CORP | N/A | |
N/A | N/A | Deutsche Bahn Finance GMBH | 3270000.0 | 3937610.28 | CORP | Long | |
N/A | N/A | Melco Resorts Finance Ltd. | 200000.0 | 187562.5 | CORP | Long | |
N/A | N/A | N/A | 12807000.0 | -153912.86 | CORP | N/A | |
N/A | N/A | N/A | 1048.0 | 294505.33 | CORP | N/A | |
00PAXD1L0 | 00PAXD1L0 | N/A | 35000.0 | 507500.0 | CORP | N/A | |
3133A2YL8 | 3133A2YL8 | Federal Home Loan Mortgage Corp. | 1478691.3848 | 1413923.61 | USGSE | Long | |
715638DP4 | 715638DP4 | Republic of Peru | 13209000.0 | 10319531.25 | NUSS | Long | |
3140GU4S3 | 3140GU4S3 | Federal National Mortgage Association | 5727639.5042 | 5525517.69 | USGSE | Long | |
N/A | N/A | Intrum AB | 443465.5555 | 479356.4 | CORP | Long | |
863579RP5 | 863579RP5 | Structured Adjustable Rate Mortgage Loan Trust | 657202.52 | 520560.52 | CORP | Long | |
N/A | N/A | Red & Black Auto Germany 10 UG | 1100000.0 | 1217592.16 | CORP | Long | |
01F070617 | 01F070617 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | -297300000.0 | -306648690.66 | USGSE | Short | |
06051GGL7 | 06051GGL7 | Bank of America Corp. | 7960000.0 | 7601039.42 | CORP | Long | |
58403YBA3 | 58403YBA3 | Med Trust | 44208405.7548 | 42288974.04 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1657698.31 | CORP | N/A | |
009926AD8 | 009926AD8 | Ajax Mortgage Loan Trust | 1385300.0 | 1049223.86 | CORP | Long | |
N/A | N/A | N/A | 27072778.0 | 176460.33 | CORP | N/A | |
N/A | N/A | Orion Group HoldCo, LLC | 151878.63 | 149980.15 | CORP | Long | |
75079LAB7 | 75079LAB7 | Rain Carbon, Inc. | 1046000.0 | 1022465.0 | CORP | Long | |
N/A | N/A | N/A | -270022500.0 | -2021834.97 | CORP | N/A | |
05608EAA2 | 05608EAA2 | BX Commercial Mortgage Trust | 10747413.0 | 9404183.05 | CORP | Long | |
346232AE1 | 346232AE1 | Forestar Group, Inc. | 18905000.0 | 18186782.22 | CORP | Long | |
02665UAE5 | 02665UAE5 | American Homes 4 Rent Trust | 8624000.0 | 8587562.74 | CORP | Long | |
22303XAA3 | 22303XAA3 | Covanta Holding Corp. | 7046000.0 | 6156019.74 | CORP | Long | |
N/A | N/A | N/A | 98149399.0 | 1449030.92 | CORP | N/A | |
N/A | N/A | Engie SA | 13700000.0 | 15336336.58 | CORP | Long | |
00132UAN4 | 00132UAN4 | AI Aqua Merger Sub, Inc. | 334000.0 | 335148.96 | CORP | Long | |
62482BAA0 | 62482BAA0 | Medline Borrower LP | 22732000.0 | 20553005.95 | CORP | Long | |
40434PKB1 | 40434PKB1 | HSBC USA, Inc. | 21297000.0 | 20371261.79 | CORP | Long | |
N/A | N/A | Hungary | 4352800000.0 | 13012472.78 | NUSS | Long | |
3140QEES7 | 3140QEES7 | Federal National Mortgage Association | 54351.1385 | 51948.98 | USGSE | Long | |
06744FAF1 | 06744FAF1 | Barclays Mortgage Loan Trust | 3243900.0 | 3284804.55 | CORP | Long | |
N/A | N/A | Ares European CLO VII DAC | 1200000.0 | 1295775.09 | CORP | Long | |
05607CAN9 | 05607CAN9 | BXP Trust | 3820000.0 | 2596832.56 | CORP | Long | |
N/A | N/A | FCT Noria | 920992.68 | 997916.3 | CORP | Long | |
N/A | N/A | N/A | 681310000.0 | 389209.0 | CORP | N/A | |
N/A | N/A | Telefonica Emisiones SA | 27294000.0 | 35169372.19 | CORP | Long | |
590217AD7 | 590217AD7 | Merrill Lynch Mortgage Investors Trust | 2787482.16 | 586504.64 | CORP | Long | |
N/A | N/A | N/A | 2520000.0 | -674861.7 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -273977.38 | CORP | N/A | |
N/A | N/A | N/A | 161110000.0 | 893904.37 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 407674.08 | CORP | N/A | |
04002BAA3 | 04002BAA3 | AREIT LLC | 5720000.0 | 5667203.83 | CORP | Long | |
N/A | N/A | Verisure Midholding AB | -5230000.0 | -5499409.72 | CORP | Short | |
92943EAB2 | 92943EAB2 | GTCR W Merger Sub LLC | 622000.0 | 624332.5 | CORP | Long | |
62954HAY4 | 62954HAY4 | NXP BV | 12472000.0 | 11441438.64 | CORP | Long | |
N/A | N/A | WPP Finance SA | 6500000.0 | 7400632.41 | CORP | Long | |
N/A | N/A | Trust Fibra Uno | 1906000.0 | 1716591.25 | CORP | Long | |
902674ZW3 | 902674ZW3 | UBS AG | 12000000.0 | 12445841.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -372614.55 | CORP | N/A | |
395383AG7 | 395383AG7 | Greenpoint Manufactured Housing | 2764647.64 | 2626965.15 | CORP | Long | |
N/A | N/A | Sonder Corp. | 34968012.26 | 30467629.08 | CORP | Long | |
009703AC3 | 009703AC3 | Ajax Mortgage Loan Trust | 26944362.8028 | 22826808.81 | CORP | Long | |
N/A | N/A | N/A | 12776959.0 | -41717.51 | CORP | N/A | |
80386WAF2 | 80386WAF2 | Sasol Financing USA LLC | 5282000.0 | 5379452.9 | CORP | Long | |
33937KAV6 | 33937KAV6 | Flexera Software LLC | 994832.02 | 992812.51 | CORP | Long | |
836205BA1 | 836205BA1 | Republic of South Africa | 6722000.0 | 6293472.5 | NUSS | Long | |
40390MAN5 | 40390MAN5 | HONO Mortgage Trust | 3296000.0 | 3054606.89 | CORP | Long | |
N/A | N/A | N/A | 3996000.0 | -58381.16 | CORP | N/A | |
N/A | N/A | Lanebrook Mortgage Transaction plc | 1634012.83 | 2060950.1 | CORP | Long | |
N/A | N/A | Deutsche Bank AG | 16695037.28 | 21280329.28 | CORP | Long | |
N/A | N/A | FCT Autonoria | 59733.6 | 65526.87 | CORP | Long | |
N/A | N/A | RBC Europe Ltd. | 2273088.75 | 2509376.32 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -284437.88 | CORP | N/A | |
N/A | N/A | AT&T, Inc. | 17800000.0 | 23242149.11 | CORP | Long | |
013092AE1 | 013092AE1 | Albertsons Cos., Inc. | 435000.0 | 416437.11 | CORP | Long | |
55820NAQ4 | 55820NAQ4 | Madison Park Funding XXIV Ltd. | 7250000.0 | 7253703.3 | CORP | Long | |
68233JBK9 | 68233JBK9 | Oncor Electric Delivery Co. LLC | 11227000.0 | 11849407.59 | CORP | Long | |
N/A | N/A | N/A | 99059570.0 | 51326.95 | CORP | N/A | |
N/A | N/A | Bankinter SA | 3200000.0 | 3514976.8 | CORP | Long | |
N/A | N/A | N/A | 680000000.0 | 564114.55 | CORP | N/A | |
07132ACE1 | 07132ACE1 | Battalion CLO VIII Ltd. | 11000000.0 | 10923576.4 | CORP | Long | |
N/A | N/A | N/A | 251205000.0 | 4807877.13 | CORP | N/A | |
N/A | N/A | N/A | 110469.0 | 11831.48 | CORP | N/A | |
N/A | N/A | Yanlord Land HK Co. Ltd. | 1165000.0 | 1110745.95 | CORP | Long | |
N/A | N/A | Sultanate of Oman | 2156000.0 | 2139156.25 | NUSS | Long | |
359678AC3 | 359678AC3 | Full House Resorts, Inc. | 3229000.0 | 3035260.0 | CORP | Long | |
52200MAJ9 | 52200MAJ9 | Learning Care Group US No. 2, Inc. | 207480.0 | 208413.66 | CORP | Long | |
46117NAA0 | 46117NAA0 | INTOWN Mortgage Trust | 12733000.0 | 12772901.4 | CORP | Long | |
N/A | N/A | OZLME IV DAC | 2890000.0 | 3103603.97 | CORP | Long | |
75524KPT5 | 75524KPT5 | Citizens Bank NA | 1750000.0 | 1707244.18 | CORP | Long | |
87250RAA2 | 87250RAA2 | TICP CLO XV Ltd. | 250000.0 | 250053.13 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -561956.56 | CORP | N/A | |
69702DAC1 | 69702DAC1 | Palmer Square Loan Funding Ltd. | 11750000.0 | 11675180.7 | CORP | Long | |
N/A | N/A | INNIO Group Holding GmbH | 663987.0 | 661497.05 | CORP | Long | |
N/A | N/A | N/A | 1489926033.0 | -2090441.45 | CORP | N/A | |
29002JAG0 | 29002JAG0 | Elmwood CLO III Ltd. | 500000.0 | 498418.35 | CORP | Long | |
78430EAJ4 | 78430EAJ4 | SG Commercial Mortgage Securities Trust | 4690000.0 | 3757442.75 | CORP | Long | |
N/A | N/A | N/A | -7100.0 | -142000.0 | CORP | N/A | |
N/A | N/A | N/A | 24030000.0 | 221154.02 | CORP | N/A | |
N/A | N/A | Abertis Infraestructuras Finance BV | 9900000.0 | 10462607.08 | CORP | Long | |
22846DAQ6 | 22846DAQ6 | Crown Point CLO 9 Ltd. | 1000000.0 | 968391.9 | CORP | Long | |
N/A | N/A | Star Energy Geothermal Darajat II | 2700000.0 | 2467125.0 | CORP | Long | |
N/A | N/A | Lanebrook Mortgage Transaction plc | 158000.0 | 194928.52 | CORP | Long | |
N/A | N/A | Republic of Benin | 2282000.0 | 1979497.51 | NUSS | Long | |
N/A | N/A | N/A | 9000000.0 | 644680.85 | NUSS | N/A | |
009695AH0 | 009695AH0 | Ajax Mortgage Loan Trust | 5347346.11 | 4457880.32 | CORP | Long | |
31410KD84 | 31410KD84 | Federal National Mortgage Association | 882.84 | 922.36 | USGSE | Long | |
N/A | N/A | Fanatics Holdings, Inc. | 403700.0 | 29776912.0 | CORP | Long | |
N/A | N/A | N/A | 2265000.0 | -38284.05 | CORP | N/A | |
395383AH5 | 395383AH5 | Greenpoint Manufactured Housing | 456136.47 | 455142.41 | CORP | Long | |
960413AZ5 | 960413AZ5 | Westlake Corp. | 893000.0 | 590302.92 | CORP | Long | |
N/A | N/A | Autonoria Spain 2023 FT | 500000.0 | 554189.52 | CORP | Long | |
N/A | N/A | N/A | 50028000.0 | 297624.7 | CORP | N/A | |
46654CAS4 | 46654CAS4 | JP Morgan Mortgage Trust | 7493005.85 | 6067873.6 | CORP | Long | |
N/A | N/A | REWE International Finance BV | 6700000.0 | 7834261.76 | CORP | Long | |
362333AH9 | 362333AH9 | Frontier Florida LLC | 19615000.0 | 18975207.74 | CORP | Long | |
74333LAC0 | 74333LAC0 | Progress Residential Trust | 950000.0 | 905250.82 | CORP | Long | |
3140K3AY8 | 3140K3AY8 | Federal National Mortgage Association | 205474.362 | 196697.69 | USGSE | Long | |
03881CAA9 | 03881CAA9 | Arbor Realty Commercial Real Estate Notes Ltd. | 1338817.1 | 1320341.42 | CORP | Long | |
3140HKYH5 | 3140HKYH5 | Federal National Mortgage Association | 25210.1614 | 24225.92 | USGSE | Long | |
04206RAH7 | 04206RAH7 | Arm Master Trust LLC | 1127910.0 | 1127375.6 | CORP | Long | |
039942AA5 | 039942AA5 | Ares LXVIII CLO Ltd. | 2000000.0 | 2001772.2 | CORP | Long | |
N/A | N/A | Coty, Inc. | 7059000.0 | 7762437.95 | CORP | Long | |
08861YAB2 | 08861YAB2 | BHG Securitization Trust | 1995000.0 | 1789062.14 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 366330.26 | CORP | N/A | |
68389XBV6 | 68389XBV6 | Oracle Corp. | 8400000.0 | 7581387.32 | CORP | Long | |
009740AD3 | 009740AD3 | Ajax Mortgage Loan Trust | 5213682.0 | 4370085.31 | CORP | Long | |
36268NAB6 | 36268NAB6 | GTCR W-2 Merger Sub LLC | 2598000.0 | 3576463.96 | CORP | Long | |
69359XAA7 | 69359XAA7 | PRPM LLC | 9077769.58 | 9048412.07 | CORP | Long | |
N/A | N/A | N/A | 15725526.0 | -505608.74 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -65852.05 | CORP | N/A | |
466304AA0 | 466304AA0 | JPMorgan Chase Commercial Mortgage Securities Trust | 12189800.93 | 12216673.35 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 285502.24 | CORP | N/A | |
03767JAF2 | 03767JAF2 | Apidos CLO XXVII | 9362816.22 | 9351104.27 | CORP | Long | |
N/A | N/A | N/A | 296900000.0 | 1109821.69 | CORP | N/A | |
N/A | N/A | N/A | 4408000.0 | 170285.91 | CORP | N/A | |
N/A | N/A | N/A | -550.0 | -2475.0 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 12162.04 | CORP | N/A | |
N/A | N/A | Unique Pub Finance Co. plc (The) | 2818505.6 | 3574646.82 | CORP | Long | |
N/A | N/A | N/A | 3745186443.0 | -1986986.7 | CORP | N/A | |
464288281 | 464288281 | iShares Trust | 935611.0 | 83325515.66 | RF | Long | |
N/A | N/A | N/A | 1.0 | 14916.58 | RF | N/A | |
N/A | N/A | Penta CLO DAC | 2600000.0 | 2857790.35 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 3500000.0 | 3312754.53 | CORP | Long | |
N/A | N/A | N/A | 646923.0 | -8855.94 | CORP | N/A | |
61747YEK7 | 61747YEK7 | Morgan Stanley | 30112000.0 | 27949406.15 | CORP | Long | |
N/A | N/A | N/A | 220560000.0 | 272.79 | CORP | N/A | |
91087BAE0 | 91087BAE0 | United Mexican States | 5736000.0 | 5526277.5 | NUSS | Long | |
78473TAG5 | 78473TAG5 | STARM Mortgage Loan Trust | 425768.3199 | 255372.26 | CORP | Long | |
N/A | N/A | N/A | 206711110647.0 | -183041.7 | CORP | N/A | |
86360JAE1 | 86360JAE1 | Structured Asset Mortgage Investments II Trust | 990982.63 | 685005.84 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 78108.09 | CORP | N/A | |
3140GS2K7 | 3140GS2K7 | Federal National Mortgage Association | 3000928.2807 | 2894282.43 | USGSE | Long | |
N/A | N/A | Intu Jersey 2 Ltd. | 3989878.2 | 800997.33 | CORP | Long | |
02147RAS9 | 02147RAS9 | Alternative Loan Trust | 7511859.31 | 1517904.13 | CORP | Long | |
89613GAF3 | 89613GAF3 | Tricon American Homes | 7772000.0 | 7438707.88 | CORP | Long | |
464287432 | 464287432 | iShares Trust | 103000.0 | 10184640.0 | RF | Long | |
N/A | N/A | N/A | -94615550.0 | -2867723.39 | RF | N/A | |
80013UAA8 | 80013UAA8 | Sandstone Peak II Ltd. | 3000000.0 | 3015627.3 | CORP | Long | |
N/A | N/A | N/A | 398020000.0 | 6650065.8 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 98434.03 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -33487.25 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 68236.4 | CORP | N/A | |
12541HAU7 | 12541HAU7 | CHG Healthcare Services, Inc. | 307000.0 | 307193.41 | CORP | Long | |
N/A | N/A | Agps Bondco plc | 8700000.0 | 3313505.92 | CORP | Long | |
55821CAA2 | 55821CAA2 | Atrium IX | 2271328.4541 | 2273441.24 | CORP | Long | |
N/A | N/A | National Grid North America, Inc. | 9440000.0 | 11121181.7 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -369628.18 | CORP | N/A | |
08860DAB9 | 08860DAB9 | BHG Securitization Trust | 3675000.0 | 3654063.53 | CORP | Long | |
N/A | N/A | N/A | 2904724424.0 | -9455475.61 | CORP | N/A | |
N/A | N/A | Verisure Holding AB | 5143000.0 | 5439325.35 | CORP | Long | |
404280CR8 | 404280CR8 | HSBC Holdings plc | 29675000.0 | 34730453.38 | CORP | Long | |
N/A | N/A | Chobani LLC | 512000.0 | 512424.96 | CORP | Long | |
N/A | N/A | Greene King Finance plc | 3262500.0 | 3795031.02 | CORP | Long | |
07324SCB6 | 07324SCB6 | Bayview Commercial Asset Trust | 2845513.7224 | 2609910.31 | CORP | Long | |
N/A | N/A | London Cards No. 1 plc | 1425000.0 | 1821405.8 | CORP | Long | |
55285BAA3 | 55285BAA3 | MF1 Multifamily Housing Mortgage Loan Trust | 5160000.0 | 5162994.43 | CORP | Long | |
3133KH2A3 | 3133KH2A3 | Federal Home Loan Mortgage Corp. | 134108.512 | 128677.93 | USGSE | Long | |
N/A | N/A | McDonald's Corp. | 7940000.0 | 8949873.89 | CORP | Long | |
08180EBL7 | 08180EBL7 | Benefit Street Partners CLO III Ltd. | 2850000.0 | 2843029.19 | CORP | Long | |
N/A | N/A | N/A | 275000000.0 | 800193.77 | CORP | N/A | |
31620MBR6 | 31620MBR6 | Fidelity National Information Services, Inc. | 6136000.0 | 5669397.27 | CORP | Long | |
87190TAE3 | 87190TAE3 | Symphony Static CLO I Ltd. | 1500000.0 | 1483810.05 | CORP | Long | |
N/A | N/A | Electricite de France SA | 7800000.0 | 7544808.94 | NUSS | Long | |
95040QAP9 | 95040QAP9 | Welltower OP LLC | 15000000.0 | 12765051.15 | CORP | Long | |
00507JAF3 | 00507JAF3 | Action Environmental Group, Inc., The | 286988.52 | 287705.99 | CORP | Long | |
N/A | N/A | Harvest CLO XXIII DAC | 1360000.0 | 1421185.07 | CORP | Long | |
80007RAK1 | 80007RAK1 | Sands China Ltd. | 1792000.0 | 1720880.0 | CORP | Long | |
3132AEB96 | 3132AEB96 | Federal Home Loan Mortgage Corp. | 198125.8509 | 190389.17 | USGSE | Long | |
N/A | N/A | N/A | -959.0 | 323712.6 | USGSE | N/A | |
N/A | N/A | DAE Funding LLC | 2065000.0 | 2006921.88 | CORP | Long | |
N/A | N/A | Space Exploration Technologies Corp. | 105808.0 | 8570448.0 | CORP | Long | |
N/A | N/A | Republic of India | 6602820000.0 | 80303843.79 | NUSS | Long | |
N/A | N/A | Pinewood Finance Co. Ltd. | 20875000.0 | 25795274.98 | CORP | Long | |
N/A | N/A | AutoFlorence SRL | 8256000.0 | 9150622.47 | CORP | Long | |
N/A | N/A | Banque Federative du Credit Mutuel SA | 11000000.0 | 12047263.55 | CORP | Long | |
07387UCF6 | 07387UCF6 | Bear Stearns Asset-Backed Securities I Trust | 2674805.03 | 1972856.75 | CORP | Long | |
N/A | N/A | NGG Finance plc | 45185000.0 | 48697283.69 | CORP | Long | |
29001RAC2 | 29001RAC2 | Elmwood CLO II Ltd. | 4000000.0 | 3225600.0 | CORP | Long | |
N/A | N/A | National Grid Electricity Distribution South West plc | 3275000.0 | 4335697.12 | CORP | Long | |
74165GAB6 | 74165GAB6 | Prima Capital CRE Securitization Ltd. | 2683490.28 | 2553539.35 | CORP | Long | |
46647PAR7 | 46647PAR7 | JPMorgan Chase & Co. | 6234000.0 | 5998003.76 | CORP | Long | |
617726AP9 | 617726AP9 | Kingdom of Morocco | 3501000.0 | 3690272.81 | NUSS | Long | |
N/A | N/A | N/A | 3916000.0 | -175993.94 | NUSS | N/A | |
N/A | N/A | Fantasia Holdings Group Co. Ltd. | 3695000.0 | 83137.5 | CORP | Long | |
816196AT6 | 816196AT6 | Select Medical Corp. | 20902000.0 | 21005966.55 | CORP | Long | |
743315103 | 743315103 | Progressive Corp. (The) | 4527.0 | 721060.56 | CORP | Long | |
N/A | N/A | Heathrow Finance plc | 2396000.0 | 3027338.36 | CORP | Long | |
N/A | N/A | Transocean Ltd. | 2193850.0 | 13930947.5 | CORP | Long | |
75907QAC2 | 75907QAC2 | Regional Management Issuance Trust | 1500000.0 | 1385183.7 | CORP | Long | |
N/A | N/A | Dutch Property Finance BV | 504000.0 | 539957.8 | CORP | Long | |
N/A | N/A | Rohm Co. Ltd. | 1400000000.0 | 10140070.92 | CORP | Long | |
N/A | N/A | N/A | 32727000.0 | 160756.39 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -58108.47 | CORP | N/A | |
55285GAD6 | 55285GAD6 | MDGH GMTN RSC Ltd. | 4785000.0 | 4655135.1 | CORP | Long | |
N/A | N/A | Altice France SA | 2798000.0 | 2447686.72 | CORP | Long | |
073852AC9 | 073852AC9 | Bear Stearns Asset-Backed Securities I Trust | 974682.35 | 1445602.56 | CORP | Long | |
78397GAF8 | 78397GAF8 | SCIH Salt Holdings, Inc. | 11384889.88 | 11390240.78 | CORP | Long | |
3140QARA0 | 3140QARA0 | Federal National Mortgage Association | 1286674.7142 | 1238829.51 | USGSE | Long | |
56845ABA5 | 56845ABA5 | Mariner CLO LLC | 3750000.0 | 3726288.0 | CORP | Long | |
N/A | N/A | OCI NV | 3245400.0 | 3547039.22 | CORP | Long | |
N/A | N/A | Bank Negara Indonesia Persero Tbk. PT | 750000.0 | 662109.38 | NUSS | Long | |
N/A | N/A | Newday Funding Master Issuer plc | 3271000.0 | 4288824.56 | CORP | Long | |
05604FAC9 | 05604FAC9 | BWAY Mortgage Trust | 3024080.0 | 2838878.08 | CORP | Long | |
N/A | N/A | Garfunkelux Holdco 3 SA | 12164000.0 | 11864305.56 | CORP | Long | |
52525BBH4 | 52525BBH4 | Lehman XS Trust | 2869982.0901 | 3702977.17 | CORP | Long | |
62951MAB6 | 62951MAB6 | NACC Reperforming Loan REMIC Trust | 711354.9124 | 636466.88 | CORP | Long | |
N/A | N/A | Lanebrook Mortgage Transaction plc | 266000.0 | 333356.33 | CORP | Long | |
055531AA5 | 055531AA5 | BLP Commercial Mortgage Trust | 7455000.0 | 7410923.06 | CORP | Long | |
N/A | N/A | N/A | 81944134.0 | 145366.57 | CORP | N/A | |
86267XAC8 | 86267XAC8 | Strata CLO I Ltd. | 7680000.0 | 3841612.8 | CORP | Long | |
N/A | N/A | N/A | 269131980.0 | -19062.35 | CORP | N/A | |
N/A | N/A | Helios Service Partners, LLC | 897677.03 | 897677.03 | CORP | Long | |
29001RAE8 | 29001RAE8 | Elmwood CLO II Ltd. | 14750000.0 | 14677607.0 | CORP | Long | |
20600RAB8 | 20600RAB8 | Conair Holdings LLC | 2285243.12 | 2236201.8 | CORP | Long | |
L8908YAE8 | L8908YAE8 | Sunshine Luxembourg VII SARL | 997435.9 | 1001714.9 | CORP | Long | |
N/A | N/A | N/A | 51720000.0 | -236416.56 | CORP | N/A | |
N/A | N/A | OI European Group BV | 4879000.0 | 5317767.66 | CORP | Long | |
279158AS8 | 279158AS8 | Ecopetrol SA | 8581000.0 | 9302340.31 | NUSS | Long | |
N/A | N/A | Tower Bridge Funding plc | 1116000.0 | 1441029.05 | CORP | Long | |
054966AW6 | 054966AW6 | BAMLL Commercial Mortgage Securities Trust | 5070000.0 | 4066048.28 | CORP | Long | |
465979AA0 | 465979AA0 | JPMorgan Chase Commercial Mortgage Securities Trust | 19396000.0 | 19438440.39 | CORP | Long | |
N/A | N/A | Syensqo SA | 1100000.0 | 1149984.71 | CORP | Long | |
63111XAH4 | 63111XAH4 | Nasdaq, Inc. | 15003000.0 | 15452294.09 | CORP | Long | |
N/A | N/A | Dresdner Funding Trust I | 4994000.0 | 5505885.0 | CORP | Long | |
N/A | N/A | N/A | 14110000.0 | 215523.32 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -65632.46 | CORP | N/A | |
00971FAC5 | 00971FAC5 | Ajax Mortgage Loan Trust | 22174164.14 | 17753607.04 | CORP | Long | |
N/A | N/A | Canada Square Funding plc | 1391439.96 | 1789126.81 | CORP | Long | |
401494AX7 | 401494AX7 | Republic of Guatemala | 6575000.0 | 6985937.5 | NUSS | Long | |
N/A | N/A | UGI International LLC | 7204000.0 | 6740936.01 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -288733.99 | CORP | N/A | |
N/A | N/A | Sound Point Euro CLO III Funding DAC | 750000.0 | 798760.1 | CORP | Long | |
N/A | N/A | Gemgarto plc | 218000.0 | 274177.15 | CORP | Long | |
N/A | N/A | BRANICKS Group AG | 4200000.0 | 1586131.07 | CORP | Long | |
N/A | N/A | Worldline SA | 5616700.0 | 6783758.37 | CORP | Long | |
535919401 | 535919401 | Lions Gate Entertainment Corp. | 653047.0 | 7118212.3 | CORP | Long | |
007866AC0 | 007866AC0 | Aeropuertos Dominicanos Siglo XXI SA | 5398000.0 | 5356435.4 | CORP | Long | |
3140XB2F6 | 3140XB2F6 | Federal National Mortgage Association | 22704101.0501 | 21704357.97 | USGSE | Long | |
N/A | N/A | N/A | 4000.0 | 768000.0 | USGSE | N/A | |
902613AJ7 | 902613AJ7 | UBS Group AG | 1833000.0 | 1651023.61 | CORP | Long | |
N/A | N/A | Cairn CLO XVI DAC | 617000.0 | 681137.15 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -165644.14 | CORP | N/A | |
12552MAC2 | 12552MAC2 | CIFC Funding Ltd. | 11858509.14 | 11854942.1 | CORP | Long | |
126694LU0 | 126694LU0 | CHL Mortgage Pass-Through Trust | 1040856.03 | 838489.47 | CORP | Long | |
09628WBC5 | 09628WBC5 | BlueMountain CLO Ltd. | 250000.0 | 245781.55 | CORP | Long | |
N/A | N/A | HT Troplast GmbH | 8390000.0 | 9395237.46 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -45500.13 | CORP | N/A | |
90117PAL9 | 90117PAL9 | 1211 Avenue of the Americas Trust | 1100000.0 | 1011726.21 | CORP | Long | |
N/A | N/A | SES SA | 8400000.0 | 9259084.76 | CORP | Long | |
N/A | N/A | Telefonica Europe BV | 35700000.0 | 39083903.56 | CORP | Long | |
N/A | N/A | CVC Cordatus Loan Fund XXVII DAC | 1300000.0 | 1441989.49 | CORP | Long | |
3136BQFT1 | 3136BQFT1 | Federal National Mortgage Association | 11843018.236 | 1908631.48 | USGSE | Long | |
50187TAH9 | 50187TAH9 | LGI Homes, Inc. | 14770000.0 | 15711587.5 | CORP | Long | |
04009AAL4 | 04009AAL4 | Ares LII CLO Ltd. | 2000000.0 | 1998682.6 | CORP | Long | |
76042EAA7 | 76042EAA7 | Republic Finance Issuance Trust | 6907247.21 | 6780579.35 | CORP | Long | |
26249MAN7 | 26249MAN7 | Dryden 37 Senior Loan Fund | 1415083.83 | 1418793.19 | CORP | Long | |
88225GAA6 | 88225GAA6 | Texas Capital Bank NA | 24145454.6 | 23983727.38 | CORP | Long | |
N/A | N/A | N/A | 1372308.0 | 478421.32 | CORP | N/A | |
73730EAE3 | 73730EAE3 | POSCO | 360000.0 | 375994.8 | CORP | Long | |
456610AA2 | 456610AA2 | IndyMac INDX Mortgage Loan Trust | 588622.1496 | 576077.38 | CORP | Long | |
69331CAJ7 | 69331CAJ7 | PG&E Corp. | 200000.0 | 192909.1 | CORP | Long | |
N2109JAF6 | N2109JAF6 | Columbus Finance BV | 4200000.0 | 3639723.15 | CORP | Long | |
N/A | N/A | Polaris plc | 307000.0 | 378267.11 | CORP | Long | |
N/A | N/A | N/A | -75693873.0 | -667551.44 | CORP | N/A | |
00192JAB2 | 00192JAB2 | APS Resecuritization Trust | 21150684.86 | 8439628.76 | CORP | Long | |
N/A | N/A | Thames Water Utilities Finance plc | 20268000.0 | 21095233.5 | CORP | Long | |
N/A | N/A | Federal Republic of Germany | 15900000.0 | 16571345.7 | NUSS | Long | |
N/A | N/A | N/A | 4131000.0 | -228084.68 | NUSS | N/A | |
55819HAA5 | 55819HAA5 | Madison Park Funding LIV Ltd. | 250000.0 | 253578.33 | CORP | Long | |
200340107 | 200340107 | Comerica, Inc. | 25971.0 | 1449441.51 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 446667.56 | CORP | N/A | |
12596WAE4 | 12596WAE4 | CSAIL Commercial Mortgage Trust | 68416961.4415 | 4261986.72 | CORP | Long | |
43761EAB4 | 43761EAB4 | Homeserve USA Holding Corp. | 549000.0 | 550460.34 | CORP | Long | |
3140HL2R6 | 3140HL2R6 | Federal National Mortgage Association | 89885.9072 | 86552.88 | USGSE | Long | |
N/A | N/A | Kingdom of Saudi Arabia | 17250000.0 | 12101953.13 | NUSS | Long | |
N/A | N/A | Barclays Bank plc | 5825050.0 | 5825050.0 | CORP | Long | |
00P94MZJ3 | 00P94MZJ3 | N/A | 7650.0 | 49725.0 | CORP | N/A | |
N/A | N/A | Brignole Co. SRL | 143000.0 | 157526.24 | CORP | Long | |
N/A | N/A | Vmed O2 UK Financing I plc | 5230000.0 | 5749040.18 | CORP | Long | |
758979AA6 | 758979AA6 | Regatta XXV Funding Ltd. | 1000000.0 | 1025708.5 | CORP | Long | |
36245YAW4 | 36245YAW4 | GSAMP Trust | 2978012.48 | 1480270.54 | CORP | Long | |
370334CW2 | 370334CW2 | General Mills, Inc. | 6070000.0 | 6290945.27 | CORP | Long | |
30307MAN8 | 30307MAN8 | Federal Home Loan Mortgage Corp. | 10630000.0 | 9109659.13 | USGSE | Long | |
07324YAC3 | 07324YAC3 | Bayview Commercial Asset Trust | 842269.637 | 785275.36 | CORP | Long | |
548661AK3 | 548661AK3 | Lowe's Cos., Inc. | 4042000.0 | 4387430.09 | CORP | Long | |
N/A | N/A | Air France-KLM | 1600000.0 | 2000106.58 | CORP | Long | |
N/A | N/A | IMCD NV | 14470000.0 | 16726219.78 | CORP | Long | |
N/A | N/A | SoftBank Group Corp. | 645000.0 | 648362.2 | CORP | Long | |
N/A | N/A | N/A | 12809000.0 | -155133.33 | CORP | N/A | |
50184KBL1 | 50184KBL1 | LCM XIII LP | 695078.7524 | 694723.29 | CORP | Long | |
59333P5G9 | 59333P5G9 | County of Miami-Dade | 7590000.0 | 6655160.42 | MUN | Long | |
126307AH0 | 126307AH0 | CSC Holdings LLC | 26860000.0 | 26293417.85 | CORP | Long | |
N/A | N/A | Societe Generale SA | 3300000.0 | 4096399.56 | CORP | Long | |
N/A | N/A | N/A | 989381974.0 | 185795.69 | CORP | N/A | |
N/A | N/A | SC Germany SA Compartment Consumer | 1329132.09 | 1468457.47 | CORP | Long | |
55361AAV6 | 55361AAV6 | MSWF Commercial Mortgage Trust | 107462918.0 | 7149765.85 | CORP | Long | |
N/A | N/A | Informa plc | 24147000.0 | 29447598.29 | CORP | Long | |
N/A | N/A | N/A | 10070000.0 | -744576.08 | CORP | N/A | |
201723AR4 | 201723AR4 | Commercial Metals Co. | 7677000.0 | 6889766.64 | CORP | Long | |
N/A | N/A | N/A | -108009000.0 | -2715391.11 | CORP | N/A | |
N/A | N/A | N/A | 4760000.0 | -16625.49 | CORP | N/A | |
3138WBTH8 | 3138WBTH8 | Federal National Mortgage Association | 38336.58 | 38050.48 | USGSE | Long | |
N/A | N/A | SierraCol Energy Andina LLC | 3960000.0 | 3297096.0 | CORP | Long | |
05682QAU0 | 05682QAU0 | Bain Capital Credit CLO Ltd. | 1400000.0 | 1396948.84 | CORP | Long | |
N/A | N/A | Ukraine | 3262000.0 | 955766.0 | NUSS | Long | |
3132AEPS9 | 3132AEPS9 | Federal Home Loan Mortgage Corp. | 44985.0727 | 43287.25 | USGSE | Long | |
067809AL7 | 067809AL7 | Barnes Group, Inc. | 496755.0 | 497748.51 | CORP | Long | |
N/A | N/A | N/A | 360069300.0 | 6204733.03 | CORP | N/A | |
N/A | N/A | N/A | 46628000.0 | 54360.42 | CORP | N/A | |
29245JAN2 | 29245JAN2 | Empresa Nacional del Petroleo | 2756000.0 | 2757681.16 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 48101.06 | NUSS | N/A | |
00C9ZZJC7 | 00C9ZZJC7 | N/A | 650.0 | 305500.0 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | -411444.22 | NUSS | N/A | |
N/A | N/A | Man GLG Euro CLO VI DAC | 950000.0 | 992000.31 | CORP | Long | |
87165UAQ4 | 87165UAQ4 | Symphony CLO XVII Ltd. | 5500000.0 | 5493638.7 | CORP | Long | |
00C9N1HZ6 | 00C9N1HZ6 | N/A | 600.0 | 48000.0 | CORP | N/A | |
41282JAC5 | 41282JAC5 | Harley-Davidson Financial Services, Inc. | 25097000.0 | 25042352.79 | CORP | Long | |
74348DAA5 | 74348DAA5 | Promigas SA ESP | 4488000.0 | 3980407.2 | CORP | Long | |
3140X7KS7 | 3140X7KS7 | Federal National Mortgage Association | 980810.0753 | 943935.65 | USGSE | Long | |
N/A | N/A | N/A | 3790000.0 | 29844.4 | USGSE | N/A | |
12480VAJ4 | 12480VAJ4 | CBAM Ltd. | 750000.0 | 746599.88 | CORP | Long | |
00914AAQ5 | 00914AAQ5 | Air Lease Corp. | 8400000.0 | 7351205.82 | CORP | Long | |
0020A2AP7 | 0020A2AP7 | AT&T, Inc. | 43025000.0 | 42861714.1 | CORP | Long | |
N/A | N/A | N/A | 17900000.0 | -1227607.4 | CORP | N/A | |
N/A | N/A | East Japan Railway Co. | 25100000.0 | 29251768.51 | CORP | Long | |
68619AAG2 | 68619AAG2 | Origen Manufactured Housing Contract Trust | 2736653.58 | 2660163.02 | CORP | Long | |
N/A | N/A | Deutsche Bank AG | 3000000.0 | 3607346.5 | CORP | Long | |
N/A | N/A | Golden Bar Securitisation SRL | 2706000.0 | 3022658.2 | CORP | Long | |
N/A | N/A | Clarify Health Solutions, Inc. | 1542267.0 | 11166013.08 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 387296.17 | CORP | N/A | |
12595JAQ7 | 12595JAQ7 | CSAIL Commercial Mortgage Trust | 32800000.0 | 316149.36 | CORP | Long | |
12660TAA0 | 12660TAA0 | CSMC Trust | 23200000.0 | 20907735.6 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -69389.64 | CORP | N/A | |
3140HLW93 | 3140HLW93 | Federal National Mortgage Association | 147190.1524 | 141854.25 | USGSE | Long | |
67575XAN1 | 67575XAN1 | Octagon Investment Partners 31 Ltd. | 4033251.005 | 4028337.7 | CORP | Long | |
N/A | N/A | N/A | 280907775000.0 | 4032528.2 | CORP | N/A | |
902613BE7 | 902613BE7 | UBS Group AG | 8810000.0 | 9763814.65 | CORP | Long | |
12548MBF1 | 12548MBF1 | CIFC Funding Ltd. | 28331138.62 | 28377338.21 | CORP | Long | |
30323CAA8 | 30323CAA8 | FS Rialto | 2300000.0 | 2268525.65 | CORP | Long | |
00P92RER9 | 00P92RER9 | N/A | -2471.0 | -213741.5 | CORP | N/A | |
N/A | N/A | Intesa Sanpaolo SpA | 5555000.0 | 6071117.83 | CORP | Long | |
67113MAE4 | 67113MAE4 | OCP CLO Ltd. | 1500000.0 | 1460214.15 | CORP | Long | |
N/A | N/A | N/A | 1536000.0 | -99083.99 | CORP | N/A | |
N/A | N/A | Scorpio European Loan Conduit No. 34 DAC | 2618102.09 | 3311227.39 | CORP | Long | |
N/A | N/A | N/A | 79498490000.0 | 188778.21 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 31172.53 | CORP | N/A | |
00287YDB2 | 00287YDB2 | AbbVie, Inc. | 5602000.0 | 5388085.39 | CORP | Long | |
195325DL6 | 195325DL6 | Republic of Colombia | 5122000.0 | 4880305.63 | NUSS | Long | |
26244QAN3 | 26244QAN3 | Dryden 49 Senior Loan Fund | 674158.4394 | 674380.78 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 7975730.0 | 7975730.0 | CORP | Long | |
N/A | N/A | Citigroup, Inc. | 10500000.0 | 11186793.42 | CORP | Long | |
80007RAF2 | 80007RAF2 | Sands China Ltd. | 800000.0 | 787000.0 | CORP | Long | |
14835JAQ3 | 14835JAQ3 | Cast & Crew LLC | 973053.52 | 969404.57 | CORP | Long | |
05875MAL6 | 05875MAL6 | Ballyrock CLO Ltd. | 353555.9353 | 353075.91 | CORP | Long | |
126307AQ0 | 126307AQ0 | CSC Holdings LLC | 14535000.0 | 13434658.35 | CORP | Long | |
96466EAE4 | 96466EAE4 | Whitebox CLO II Ltd. | 2000000.0 | 1995092.0 | CORP | Long | |
00130MAJ3 | 00130MAJ3 | AHP Health Partners, Inc. | 994910.94 | 997089.79 | CORP | Long | |
87927VAV0 | 87927VAV0 | Telecom Italia Capital SA | 1710000.0 | 1741363.11 | CORP | Long | |
93364BAA8 | 93364BAA8 | WaMu Mortgage Pass-Through Certificates Trust | 6840625.55 | 5470209.51 | CORP | Long | |
N/A | N/A | CA Auto Bank SpA | 9300000.0 | 10154006.25 | CORP | Long | |
465966AB5 | 465966AB5 | JFL-Tiger Acquisition Co., Inc. | 300000.0 | 300000.0 | CORP | Long | |
N/A | N/A | Iliad SA | 12200000.0 | 13804894.75 | CORP | Long | |
09629CAL9 | 09629CAL9 | BlueMountain Fuji US CLO I Ltd. | 3704546.2135 | 3703449.3 | CORP | Long | |
842400GS6 | 842400GS6 | Southern California Edison Co. | 3800000.0 | 3462926.59 | CORP | Long | |
N/A | N/A | Summer BidCo BV | 9757810.3493 | 10664413.39 | CORP | Long | |
N/A | N/A | N/A | 818624934.0 | 3393.56 | CORP | N/A | |
N/A | N/A | RBC Capital Markets LLC | 1806772.0 | 1806772.0 | CORP | Long | |
77588LAG6 | 77588LAG6 | Romark CLO IV Ltd. | 3500000.0 | 3414078.5 | CORP | Long | |
N/A | N/A | N/A | 80743070.0 | -418678.26 | CORP | N/A | |
N/A | N/A | Federative Republic of Brazil | 84648.0 | 17435761.09 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 1090.03 | NUSS | N/A | |
N/A | N/A | Washington Mutual Bank | 25126000.0 | 2.51 | CORP | Long | |
N/A | N/A | Volato Group, Inc. | 446489.0 | 40407.25 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 28190.95 | CORP | N/A | |
36242DT52 | 36242DT52 | GSMPS Mortgage Loan Trust | 3868157.73 | 3388434.22 | CORP | Long | |
N/A | N/A | Iliad SA | 7600000.0 | 8670246.67 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 526163.01 | CORP | N/A | |
073250BF8 | 073250BF8 | Bayview Financial Revolving Asset Trust | 799711.7 | 403854.41 | CORP | Long | |
N/A | N/A | N/A | 4294896.0 | -206831.31 | CORP | N/A | |
N/A | N/A | N/A | 7100.0 | 781000.0 | CORP | N/A | |
12669GXD8 | 12669GXD8 | Reperforming Loan REMIC Trust | 448720.3253 | 406910.63 | CORP | Long | |
05601PAG1 | 05601PAG1 | Beast Mortgage Trust | 6829000.0 | 6597488.02 | CORP | Long | |
00842XAA7 | 00842XAA7 | Affinity Interactive | 4897000.0 | 4364370.45 | CORP | Long | |
00442LAB5 | 00442LAB5 | ACE Securities Corp. Home Equity Loan Trust | 7159880.93 | 1207538.98 | CORP | Long | |
N/A | N/A | N/A | 3487000.0 | -218069.51 | CORP | N/A | |
896005AC9 | 896005AC9 | Triaxx Prime CDO Ltd. | 12800000.0 | 1216.0 | CORP | Long | |
45866FAN4 | 45866FAN4 | Intercontinental Exchange, Inc. | 14150000.0 | 11316377.6 | CORP | Long | |
82087UAL1 | 82087UAL1 | Shearer's Foods LLC | 1560620.13 | 1561244.38 | CORP | Long | |
31418DRE4 | 31418DRE4 | Federal National Mortgage Association | 1534341.4324 | 1463985.23 | USGSE | Long | |
08162MBA5 | 08162MBA5 | Benchmark Mortgage Trust | 13340000.0 | 321396.08 | CORP | Long | |
09629VAE3 | 09629VAE3 | BlueMountain CLO Ltd. | 2750000.0 | 2743132.15 | CORP | Long | |
56847JAE7 | 56847JAE7 | Mariner Finance Issuance Trust | 2520000.0 | 2068930.33 | CORP | Long | |
N/A | N/A | Kingdom of Saudi Arabia | 6941000.0 | 6938830.94 | NUSS | Long | |
N/A | N/A | N/A | 124190000.0 | 8832169.82 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | 6066.36 | NUSS | N/A | |
N/A | N/A | N/A | 347180000.0 | 3638695.08 | NUSS | N/A | |
009691AC0 | 009691AC0 | Ajax Mortgage Loan Trust | 8300959.39 | 3130008.72 | CORP | Long | |
12479DAD0 | 12479DAD0 | C-BASS Trust | 1112190.66 | 696670.78 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 2285.4 | CORP | N/A | |
N/A | N/A | N/A | 14224053.0 | -462735.51 | CORP | N/A | |
87230AAW6 | 87230AAW6 | TCI-Flatiron CLO Ltd. | 390033.2953 | 388954.54 | CORP | Long | |
12620BAR1 | 12620BAR1 | CPM Holdings, Inc. | 313000.0 | 313782.5 | CORP | Long | |
651229AW6 | 651229AW6 | Newell Brands, Inc. | 35000.0 | 34517.38 | CORP | Long | |
N/A | N/A | Red & Black Auto Italy SRL | 355000.0 | 393728.51 | CORP | Long | |
75009KAA6 | 75009KAA6 | Rad CLO 17 Ltd. | 500000.0 | 501345.25 | CORP | Long | |
N/A | N/A | Chanel Ceres plc | 3518000.0 | 3610936.35 | CORP | Long | |
N/A | N/A | N/A | -153152360.0 | -4013502.99 | CORP | N/A | |
N/A | N/A | Greene King Finance plc | 2472000.0 | 2449991.46 | CORP | Long | |
12650BAG8 | 12650BAG8 | CSMC Trust | 4967639.71 | 3751835.23 | CORP | Long | |
172967NG2 | 172967NG2 | Citigroup, Inc. | 30373000.0 | 28619787.52 | CORP | Long | |
58940BAE6 | 58940BAE6 | Mercury Financial Credit Card Master Trust | 25274000.0 | 24580918.68 | CORP | Long | |
62848FAJ1 | 62848FAJ1 | Myers Park CLO Ltd. | 1000000.0 | 1000110.6 | CORP | Long | |
N/A | N/A | N/A | 37194400.0 | 4984809.14 | CORP | N/A | |
N/A | N/A | Hops Hill No. 2 plc | 4073000.0 | 5224953.89 | CORP | Long | |
75865HAJ7 | 75865HAJ7 | Legence Holdings LLC | 385030.54 | 384949.68 | CORP | Long | |
N/A | N/A | N/A | 164742960.0 | 70174.72 | CORP | N/A | |
N/A | N/A | Hermes International SCA | 356.0 | 756683.46 | CORP | Long | |
N/A | N/A | N/A | 558440.0 | 165372.54 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 201735.31 | CORP | N/A | |
N/A | N/A | N/A | 417458450.97 | 22050958.07 | CORP | N/A | |
61946LAA0 | 61946LAA0 | Mosaic Solar Loan Trust | 8827856.6497 | 8142844.11 | CORP | Long | |
N/A | N/A | Channel Link Enterprises Finance plc | 3075000.0 | 3485936.91 | CORP | Long | |
09075JAS8 | 09075JAS8 | Birch Grove CLO Ltd. | 4795000.0 | 4777302.13 | CORP | Long | |
74514L3T2 | 74514L3T2 | Commonwealth of Puerto Rico | 8393569.26 | 4532527.4 | MUN | Long | |
N/A | N/A | Avoca CLO XV DAC | 150000.0 | 159396.36 | CORP | Long | |
N/A | N/A | N/A | 25150650000.0 | -751375.58 | CORP | N/A | |
N/A | N/A | Korea Land & Housing Corp. | 1000000.0 | 1012880.0 | NUSS | Long | |
07336CAA1 | 07336CAA1 | BDS LLC | 6879934.96 | 6843704.93 | CORP | Long | |
64035DAF3 | 64035DAF3 | Nelnet Student Loan Trust | 3133000.0 | 2536528.49 | CORP | Long | |
N/A | N/A | Madison Park Funding XXX Ltd. | 1000000.0 | 958305.0 | CORP | Long | |
68620KAA0 | 68620KAA0 | Origen Manufactured Housing Contract Trust | 1265600.0 | 1230696.14 | CORP | Long | |
22550L2G5 | 22550L2G5 | Credit Suisse AG | 12000000.0 | 10886030.76 | CORP | Long | |
N/A | N/A | Amgen, Inc. | 35798000.0 | 46976003.39 | CORP | Long | |
00442LAD1 | 00442LAD1 | ACE Securities Corp. Home Equity Loan Trust | 353328.8373 | 60443.19 | CORP | Long | |
N/A | N/A | Commerzbank AG | 3800000.0 | 3988112.11 | CORP | Long | |
N/A | N/A | SCIL IV LLC | 2376000.0 | 2544295.64 | CORP | Long | |
N/A | N/A | Repsol Europe Finance Sarl | 8000000.0 | 7637267.4 | CORP | Long | |
N/A | N/A | N/A | 94890000.0 | 72046.05 | CORP | N/A | |
N/A | N/A | N/A | 8086419.4702 | -88689.08 | CORP | N/A | |
N/A | N/A | Farmers Business Common | 217669.0 | 853262.48 | CORP | Long | |
N/A | N/A | Tower Bridge Funding plc | 253000.0 | 321291.64 | CORP | Long | |
54910TBA9 | 54910TBA9 | LSTAR Commercial Mortgage Trust | 6692399.53 | 110522.3 | CORP | Long | |
N/A | N/A | Sutton Park CLO DAC | 500000.0 | 535031.91 | CORP | Long | |
50200FAJ8 | 50200FAJ8 | LCM 26 Ltd. | 400000.0 | 364227.08 | CORP | Long | |
3132AEPE0 | 3132AEPE0 | Federal Home Loan Mortgage Corp. | 581836.2824 | 559378.56 | USGSE | Long | |
N/A | N/A | Tower Bridge Funding plc | 993000.0 | 1275074.85 | CORP | Long | |
N/A | N/A | Mortimer BTL plc | 110000.0 | 136429.44 | CORP | Long | |
N/A | N/A | London Wall Mortgage Capital plc | 818240.81 | 1039368.23 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 312958.47 | CORP | N/A | |
N/A | N/A | Finsbury Square | 1470000.0 | 1852451.74 | CORP | Long | |
96467HAJ5 | 96467HAJ5 | Whitebox CLO III Ltd. | 5750000.0 | 5644536.95 | CORP | Long | |
N/A | N/A | N/A | 6945390.956 | -90501.35 | CORP | N/A | |
03767NAC0 | 03767NAC0 | Apidos CLO XVIII | 2856901.0 | 2855103.72 | CORP | Long | |
3140XBEN6 | 3140XBEN6 | Federal National Mortgage Association | 613208.2414 | 584174.93 | USGSE | Long | |
N/A | N/A | Bank of Ireland Group plc | 8629000.0 | 9643649.51 | CORP | Long | |
N/A | N/A | Sartorius Finance BV | 4500000.0 | 5078397.41 | CORP | Long | |
30575PAU0 | 30575PAU0 | Fairstone Financial Issuance Trust I | 150000.0 | 105231.5 | CORP | Long | |
N/A | N/A | Beech | 41430850.27 | 45508899.21 | CORP | Long | |
92840VAP7 | 92840VAP7 | Vistra Operations Co. LLC | 8660000.0 | 8994180.74 | CORP | Long | |
64034QAD0 | 64034QAD0 | Nelnet Student Loan Trust | 1556000.0 | 1270535.15 | CORP | Long | |
69688FAA8 | 69688FAA8 | Palmer Square CLO Ltd. | 250000.0 | 250188.93 | CORP | Long | |
N/A | N/A | EDP - Energias de Portugal SA | 13300000.0 | 14019765.37 | CORP | Long | |
N/A | N/A | Voya Euro CLO II DAC | 250000.0 | 263999.04 | CORP | Long | |
12652XAA1 | 12652XAA1 | CSMC Trust | 2190000.0 | 1892715.17 | CORP | Long | |
00971BAH3 | 00971BAH3 | Ajax Mortgage Loan Trust | 7189835.22 | 5464101.49 | CORP | Long | |
14686AAW9 | 14686AAW9 | CarVal CLO II Ltd. | 2000000.0 | 1927731.8 | CORP | Long | |
N/A | N/A | Canada Square Funding plc | 2813000.0 | 3474347.51 | CORP | Long | |
N/A | N/A | N/A | 410000.0 | -13551.8 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 89025.27 | CORP | N/A | |
N/A | N/A | Finsbury Square plc | 1339000.0 | 1692906.03 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 587918.66 | CORP | N/A | |
N/A | N/A | Gruenenthal GmbH | 7590000.0 | 8255390.54 | CORP | Long | |
62954HBE7 | 62954HBE7 | NXP BV | 8300000.0 | 8194922.0 | CORP | Long | |
46652RAL8 | 46652RAL8 | JPMorgan Chase Commercial Mortgage Securities Trust | 2500000.0 | 2022438.5 | CORP | Long | |
N/A | N/A | Republic of Indonesia | 253339000000.0 | 16141167.7 | NUSS | Long | |
N/A | N/A | Verizon Communications, Inc. | 3266000.0 | 3599502.29 | CORP | Long | |
N/A | N/A | Lottomatica SpA | 9127000.0 | 10176307.65 | CORP | Long | |
69689CBC9 | 69689CBC9 | Palmer Square CLO Ltd. | 500000.0 | 496920.6 | CORP | Long | |
N/A | N/A | CIFC European Funding CLO III DAC | 4500000.0 | 4786862.54 | CORP | Long | |
74988LAA2 | 74988LAA2 | RR 3 Ltd. | 1808244.23 | 1809808.9 | CORP | Long | |
N/A | N/A | CPUK Finance Ltd. | 4550000.0 | 5103536.21 | CORP | Long | |
N/A | N/A | United Kingdom of Great Britain and Northern Ireland | 37892516.0 | 45095010.74 | NUSS | Long | |
N/A | N/A | Dowson plc | 450704.29 | 575032.54 | CORP | Long | |
N/A | N/A | Cooperatieve Rabobank UA | 24000000.0 | 24297162.31 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -273137.73 | CORP | N/A | |
98625TAJ4 | 98625TAJ4 | Generate CLO 2 Ltd. | 17025106.0 | 17027137.1 | CORP | Long | |
08862BAC9 | 08862BAC9 | BHG Securitization Trust | 1600000.0 | 1379605.12 | CORP | Long | |
69702FAA0 | 69702FAA0 | Palmer Square Loan Funding Ltd. | 500000.0 | 485532.55 | CORP | Long | |
3140KDP61 | 3140KDP61 | Federal National Mortgage Association | 448801.7046 | 428013.98 | USGSE | Long | |
N/A | N/A | N/A | 43186502.0 | 330898.87 | USGSE | N/A | |
69701PAG6 | 69701PAG6 | Palmer Square Loan Funding Ltd. | 3000000.0 | 2996391.3 | CORP | Long | |
63861CAD1 | 63861CAD1 | Nationstar Mortgage Holdings, Inc. | 7284000.0 | 6585699.38 | CORP | Long | |
31329QHM6 | 31329QHM6 | Federal Home Loan Mortgage Corp. | 71928.9682 | 69038.48 | USGSE | Long | |
05601PAQ9 | 05601PAQ9 | Beast Mortgage Trust | 6430000.0 | 6083846.09 | CORP | Long | |
05592AAN0 | 05592AAN0 | BPR Trust | 5768000.0 | 5504893.83 | CORP | Long | |
165ESCAP9 | 165ESCAP9 | Chesapeake Energy Corp. | 27853000.0 | 2.79 | CORP | Long | |
68269HAD7 | 68269HAD7 | OneMain Financial Issuance Trust | 25921000.0 | 26515746.98 | CORP | Long | |
N/A | N/A | Koninklijke KPN NV | 6200000.0 | 6636417.5 | CORP | Long | |
74526YDU6 | 74526YDU6 | Puerto Rico Electric Power Authority | 1150000.0 | 287500.0 | MUN | Long | |
78396YAA1 | 78396YAA1 | Sesac Finance LLC | 22806692.5 | 22168241.95 | CORP | Long | |
N/A | N/A | N/A | 25000000.0 | 23774.92 | CORP | N/A | |
3140XA2H4 | 3140XA2H4 | Federal National Mortgage Association | 664168.0894 | 639513.13 | USGSE | Long | |
04015NAG9 | 04015NAG9 | Ares XXXVII CLO Ltd. | 1332140.93 | 1334038.96 | CORP | Long | |
N/A | N/A | Meituan | 1500000.0 | 1264170.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -496137.46 | CORP | N/A | |
552953CE9 | 552953CE9 | MGM Resorts International | 121000.0 | 120533.02 | CORP | Long | |
98082EAB0 | 98082EAB0 | Woof Holdings, Inc. | 3216272.07 | 2592540.43 | CORP | Long | |
N/A | N/A | Dowson plc | 989000.0 | 1277098.97 | CORP | Long | |
N/A | N/A | Polaris plc | 1337000.0 | 1715265.65 | CORP | Long | |
9128286T2 | 9128286T2 | United States of America | -143350000.0 | -132867531.25 | UST | Short | |
986252AY0 | 986252AY0 | Generate CLO 4 Ltd. | 1500000.0 | 1464281.7 | CORP | Long | |
N/A | N/A | Ares European CLO XII DAC | 862000.0 | 927012.19 | CORP | Long | |
N/A | N/A | Kernel Holding SA | 3925000.0 | 2512000.0 | CORP | Long | |
N/A | N/A | MCM Trust | 41807764.5964 | 40096123.18 | CORP | Long | |
N/A | N/A | N/A | 39807024233.0 | 169040.4 | CORP | N/A | |
141312AA6 | 141312AA6 | Carbone CLO Ltd. | 3476658.91 | 3480394.23 | CORP | Long | |
50184BAE8 | 50184BAE8 | Ladder Capital Commercial Mortgage Mortgage Trust | 5872534.88 | 223035.35 | CORP | Long | |
N/A | N/A | Harvest CLO XVIII DAC | 700000.0 | 752388.35 | CORP | Long | |
12551MAG4 | 12551MAG4 | CIFC Funding Ltd. | 800000.0 | 776949.12 | CORP | Long | |
903724BY7 | 903724BY7 | Ukraine | 16926000.0 | 3926832.0 | NUSS | Long | |
68269MAD6 | 68269MAD6 | OneMain Financial Issuance Trust | 800000.0 | 682036.32 | CORP | Long | |
92243XAE1 | 92243XAE1 | Vedanta Resources Finance II plc | 16722000.0 | 12393343.08 | CORP | Long | |
N/A | N/A | Peer Holding III B.V. | 799000.0 | 800661.92 | CORP | Long | |
61763YAL8 | 61763YAL8 | Morgan Stanley Residential Mortgage Loan Trust | 777114.69 | 761972.14 | CORP | Long | |
3140XBUK4 | 3140XBUK4 | Federal National Mortgage Association | 217077.9183 | 208974.67 | USGSE | Long | |
31418DSC7 | 31418DSC7 | Federal National Mortgage Association | 161020.4311 | 153786.46 | USGSE | Long | |
00971FAB7 | 00971FAB7 | Ajax Mortgage Loan Trust | 11969558.0 | 10921379.02 | CORP | Long | |
45670LAT4 | 45670LAT4 | IndyMac IMSC Mortgage Loan Trust | 12660834.51 | 7808.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1727326.69 | CORP | N/A | |
N/A | N/A | N/A | 51680000.0 | -441057.11 | CORP | N/A | |
87265HAF6 | 87265HAF6 | Tri Pointe Homes, Inc. | 6120000.0 | 6012900.0 | CORP | Long | |
08182QAA3 | 08182QAA3 | Benefit Street Partners CLO XXVII Ltd. | 570000.0 | 571121.36 | CORP | Long | |
N/A | N/A | Element Materials Technology Group US Holdings, Inc. | 682487.05 | 674809.07 | CORP | Long | |
67102SAS3 | 67102SAS3 | OCP CLO Ltd. | 1430000.0 | 1323241.92 | CORP | Long | |
59982VAA7 | 59982VAA7 | Mill City Solar Loan Ltd. | 16455835.783 | 14521939.38 | CORP | Long | |
73730EAC7 | 73730EAC7 | POSCO | 2824000.0 | 2847072.08 | CORP | Long | |
N/A | N/A | N/A | 325130000.0 | 5761028.95 | CORP | N/A | |
N/A | N/A | N/A | 1988333000.0 | -16250133.66 | CORP | N/A | |
05608VAN6 | 05608VAN6 | BX Trust | 3417527.77 | 3309030.49 | CORP | Long | |
12642MAJ9 | 12642MAJ9 | Credit Suisse Mortgage Capital Certificates | 21075207.18 | 8478600.11 | CORP | Long | |
362334FD1 | 362334FD1 | GSAA Home Equity Trust | 3751337.3662 | 2573824.08 | CORP | Long | |
N/A | N/A | Pearl Finance DAC | 1128144.04 | 1229975.21 | CORP | Long | |
46604RAA1 | 46604RAA1 | Ivy Hill Middle Market Credit Fund XXI Ltd. | 5000000.0 | 5006827.0 | CORP | Long | |
N/A | N/A | UBS Group AG | 15000000.0 | 12487231.07 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -354991.46 | CORP | N/A | |
29002VAA6 | 29002VAA6 | Elmwood CLO X Ltd. | 1000000.0 | 999380.1 | CORP | Long | |
55284AAA6 | 55284AAA6 | MF1 Ltd. | 1901745.17 | 1867416.39 | CORP | Long | |
N/A | N/A | Atlas Funding plc | 1494000.0 | 1912028.2 | CORP | Long | |
30227FAN0 | 30227FAN0 | Extended Stay America Trust | 13699165.4709 | 13404625.19 | CORP | Long | |
12659RAL3 | 12659RAL3 | CSMC Trust | 3955000.0 | 3310515.74 | CORP | Long | |
13645RBD5 | 13645RBD5 | Canadian Pacific Railway Co. | 8300000.0 | 8002213.51 | CORP | Long | |
15033GAC7 | 15033GAC7 | Cedar Funding XIV CLO Ltd. | 15290000.0 | 7343787.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 75667.74 | CORP | N/A | |
38382QQP8 | 38382QQP8 | Government National Mortgage Association | 14137136.644 | 2184464.7 | USGA | Long | |
N/A | N/A | N/A | 604645600.0 | 10054475.47 | USGA | N/A | |
N/A | N/A | CVC Cordatus Loan Fund XIX DAC | 400000.0 | 427385.54 | CORP | Long | |
55320RAQ0 | 55320RAQ0 | ACAS CLO Ltd. | 2586830.8984 | 2582145.63 | CORP | Long | |
N/A | N/A | Invesco Euro CLO III DAC | 683284.55 | 708334.03 | CORP | Long | |
N/A | N/A | N/A | 56.0 | 581599.05 | CORP | N/A | |
57777YAB2 | 57777YAB2 | Mavis Tire Express Services Topco Corp. | 994897.96 | 995465.05 | CORP | Long | |
14180LAA4 | 14180LAA4 | Cargo Aircraft Management, Inc. | -4240000.0 | -3880490.4 | CORP | Short | |
3140XKA59 | 3140XKA59 | Federal National Mortgage Association | 13215766.7182 | 12689725.55 | USGSE | Long | |
N/A | N/A | Kingdom of Bahrain | 200000.0 | 202875.0 | NUSS | Long | |
31325YRZ3 | 31325YRZ3 | Federal Home Loan Mortgage Corp. | 44576904.825 | 7363355.79 | USGSE | Long | |
36485MAM1 | 36485MAM1 | Garda World Security Corp. | 1621000.0 | 1677101.61 | CORP | Long | |
N/A | N/A | Hops Hill No. 3 plc | 5513732.84 | 6965522.63 | CORP | Long | |
N/A | N/A | N/A | 2825000.0 | -50296.95 | CORP | N/A | |
00PAPTKK5 | 00PAPTKK5 | N/A | -1200.0 | -263400.0 | CORP | N/A | |
00CB0LJ98 | 00CB0LJ98 | N/A | 2000.0 | 148000.0 | CORP | N/A | |
N/A | N/A | N/A | 48910000.0 | -2797316.19 | CORP | N/A | |
N/A | N/A | Rockford Tower Europe CLO DAC | 2550000.0 | 2771764.58 | CORP | Long | |
52473FAF2 | 52473FAF2 | Legacy Mortgage Asset Trust | 5002899.47 | 3650529.25 | CORP | Long | |
12551AAL9 | 12551AAL9 | CIFC Funding Ltd. | 6198851.1442 | 6198616.83 | CORP | Long | |
808513CG8 | 808513CG8 | Charles Schwab Corp. (The) | 7977000.0 | 8181572.48 | CORP | Long | |
36270DAA6 | 36270DAA6 | GS Mortgage Securities Corp. Trust | 19780000.0 | 19793782.7 | CORP | Long | |
N/A | N/A | N/A | -287.0 | -228382.54 | CORP | N/A | |
N/A | N/A | N/A | 108008000.0 | 3967004.73 | CORP | N/A | |
65535VHG6 | 65535VHG6 | Nomura Asset Acceptance Corp. Alternative Loan Trust | 574984.116 | 554849.49 | CORP | Long | |
N/A | N/A | N/A | 39812995884.0 | 210009.09 | CORP | N/A | |
N/A | N/A | Rapidsos C-1 | 10953097.0 | 15957567.02 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -269.22 | CORP | N/A | |
N/A | N/A | UPCB Finance VII Ltd. | 4450000.0 | 4679230.07 | CORP | Long | |
N/A | N/A | N/A | 67940000.0 | 458754.49 | CORP | N/A | |
89641QAG5 | 89641QAG5 | Trinitas CLO XIV Ltd. | 625000.0 | 625009.19 | CORP | Long | |
N/A | N/A | Northwoods Capital 19 Euro DAC | 500000.0 | 527879.52 | CORP | Long | |
N/A | N/A | N/A | 533651000.0 | 15910870.09 | CORP | N/A | |
95000U3F8 | 95000U3F8 | Wells Fargo & Co. | 20000000.0 | 20362175.0 | CORP | Long | |
71567PAU4 | 71567PAU4 | Perusahaan Penerbit SBSN Indonesia III | 4166000.0 | 4139962.5 | NUSS | Long | |
N/A | N/A | Naturgy Finance BV | 3700000.0 | 4042772.2 | CORP | Long | |
N/A | N/A | Balder Finland OYJ | 4323000.0 | 3631119.44 | CORP | Long | |
369550108 | 369550108 | General Dynamics Corp. | 27232.0 | 7071333.44 | CORP | Long | |
001208AA5 | 001208AA5 | AGL CLO 9 Ltd. | 1220000.0 | 1210970.29 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 178374.97 | CORP | N/A | |
N/A | N/A | Commerzbank AG | 7200000.0 | 9748759.78 | CORP | Long | |
36321JAC8 | 36321JAC8 | Galaxy XVIII CLO Ltd. | 2724778.07 | 2725932.56 | CORP | Long | |
383931AD4 | 383931AD4 | Gracie Point International Funding | 1512000.0 | 1508247.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 171136.94 | CORP | N/A | |
21H060614 | 21H060614 | Government National Mortgage Association | 233475000.0 | 237387529.69 | USGA | Long | |
92552VAL4 | 92552VAL4 | Viasat, Inc. | 11851000.0 | 11465842.5 | CORP | Long | |
03027XBJ8 | 03027XBJ8 | American Tower Corp. | 10000000.0 | 8736178.5 | CORP | Long | |
N/A | N/A | Verge Genomics | 1416243.0 | 9163092.21 | CORP | Long | |
056054AL3 | 056054AL3 | BX Commercial Mortgage Trust | 34290415.2682 | 33730713.39 | CORP | Long | |
N/A | N/A | Trivium Packaging Finance BV | 1106000.0 | 1178234.8 | CORP | Long | |
N/A | N/A | Sultanate of Oman | 9308000.0 | 9718133.75 | NUSS | Long | |
N/A | N/A | Federal Republic of Nigeria | 8457000.0 | 6687880.17 | NUSS | Long | |
N/A | N/A | N/A | 143044996.0 | 516002.98 | NUSS | N/A | |
N/A | N/A | N/A | 1750000.0 | -7117.01 | NUSS | N/A | |
N/A | N/A | Emerald Debt Merger Sub LLC | 1797000.0 | 2118795.61 | CORP | Long | |
3133A3Y51 | 3133A3Y51 | Federal Home Loan Mortgage Corp. | 159086.8255 | 151501.92 | USGSE | Long | |
12552MAG3 | 12552MAG3 | CIFC Funding Ltd. | 650000.0 | 644254.07 | CORP | Long | |
617726AN4 | 617726AN4 | Kingdom of Morocco | 2779000.0 | 2846738.13 | NUSS | Long | |
N/A | N/A | Romania | 11222000.0 | 11219421.61 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 90277.05 | NUSS | N/A | |
14315RAE1 | 14315RAE1 | Carlyle US CLO Ltd. | 550000.0 | 549403.47 | CORP | Long | |
009740AC5 | 009740AC5 | Ajax Mortgage Loan Trust | 8544052.0 | 7036195.14 | CORP | Long | |
67110NAP0 | 67110NAP0 | OHA Credit Partners XIII Ltd. | 750000.0 | 751130.33 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 131106.84 | CORP | N/A | |
009723AC1 | 009723AC1 | Ajax Mortgage Loan Trust | 15962514.34 | 14933473.29 | CORP | Long | |
N/A | N/A | Minejesa Capital BV | 1000000.0 | 864375.0 | CORP | Long | |
N/A | N/A | EIS Group, Ltd. | 28918576.0 | 28016316.43 | CORP | Long | |
893641100 | 893641100 | TransDigm Group, Inc. | 770.0 | 778932.0 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 5177000.0 | 6073511.86 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -769674.34 | CORP | N/A | |
C4879HAC3 | C4879HAC3 | KDC/ONE Development Corp., Inc. | 492000.0 | 486342.0 | CORP | Long | |
783186UJ6 | 783186UJ6 | Rutgers The State University of New Jersey | 3750000.0 | 3021393.3 | MUN | Long | |
N/A | N/A | N/A | 35090000.0 | 529487.57 | MUN | N/A | |
N/A | N/A | N/A | 31300000.0 | 1108055.57 | MUN | N/A | |
3140Q9C84 | 3140Q9C84 | Federal National Mortgage Association | 25361.408 | 24413.21 | USGSE | Long | |
15032AAN7 | 15032AAN7 | Cedar Funding V CLO Ltd. | 5450000.0 | 5446226.97 | CORP | Long | |
N/A | N/A | N/A | 11129109.0 | -72756.65 | CORP | N/A | |
46654CAJ4 | 46654CAJ4 | JP Morgan Mortgage Trust | 37808393.64 | 822434.64 | CORP | Long | |
92857WBZ2 | 92857WBZ2 | Vodafone Group plc | 3950000.0 | 4006078.35 | CORP | Long | |
40434PHG4 | 40434PHG4 | HSBC USA, Inc. | 20636000.0 | 19916222.1 | CORP | Long | |
75907DAA5 | 75907DAA5 | Regional Management Issuance Trust | 9895000.0 | 9432865.9 | CORP | Long | |
01957TAH0 | 01957TAH0 | Allied Universal Holdco LLC | 7331561.1343 | 7292263.97 | CORP | Long | |
31418DAR3 | 31418DAR3 | Federal National Mortgage Association | 142280.2642 | 136666.32 | USGSE | Long | |
N/A | N/A | N/A | 2500000.0 | -42995.13 | USGSE | N/A | |
07388HAB5 | 07388HAB5 | Bear Stearns Asset-Backed Securities I Trust | 1919684.2475 | 1894582.26 | CORP | Long | |
N/A | N/A | N/A | 196298801.0 | 3126936.45 | CORP | N/A | |
3131XWTV5 | 3131XWTV5 | Federal Home Loan Mortgage Corp. | 691421.2956 | 666567.13 | USGSE | Long | |
29002EAA4 | 29002EAA4 | Elmwood CLO 22 Ltd. | 2000000.0 | 2001046.0 | CORP | Long | |
N/A | N/A | NIE Finance plc | 4800000.0 | 5860702.15 | CORP | Long | |
05607CAL3 | 05607CAL3 | BXP Trust | 1930000.0 | 1432205.52 | CORP | Long | |
N/A | N/A | Cirsa Finance International SARL | 286000.0 | 343949.62 | CORP | Long | |
N/A | N/A | N/A | 18866000.0 | -19723.51 | CORP | N/A | |
05547HAE1 | 05547HAE1 | BBCMS Trust | 66352649.51 | 1622722.39 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -39598308.61 | CORP | N/A | |
23244FAA2 | 23244FAA2 | Alternative Loan Trust | 3303460.44 | 2486955.02 | CORP | Long | |
N/A | N/A | Engie SA | 3300000.0 | 3388357.71 | CORP | Long | |
55818MBA4 | 55818MBA4 | Madison Park Funding XIII Ltd. | 7433313.4148 | 7430388.41 | CORP | Long | |
3138WFS98 | 3138WFS98 | Federal National Mortgage Association | 23702.87 | 22851.09 | USGSE | Long | |
N/A | N/A | Dream Finders Homes, Inc. | 58891.0 | 55872836.25 | CORP | Long | |
863911AC7 | 863911AC7 | Structured Asset Securities Corp. Mortgage Loan Trust | 2271545.3012 | 1238807.45 | CORP | Long | |
939355AE3 | 939355AE3 | Washington Mutual Mortgage Pass-Through Certificates WMALT | 1909375.0 | 1580075.4 | CORP | Long | |
64134QAC1 | 64134QAC1 | Neuberger Berman Loan Advisers CLO 46 Ltd. | 750000.0 | 746564.25 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1608330.76 | CORP | N/A | |
N/A | N/A | Cellnex Finance Co. SA | 4800000.0 | 4849608.19 | CORP | Long | |
53946PAA8 | 53946PAA8 | LoanCore Issuer Ltd. | 6215000.0 | 6072883.84 | CORP | Long | |
N/A | N/A | N/A | 3000000.0 | -82753.78 | CORP | N/A | |
78448QAE8 | 78448QAE8 | SMB Private Education Loan Trust | 8827387.67 | 8542682.35 | CORP | Long | |
64129UBY0 | 64129UBY0 | Neuberger Berman CLO XVII Ltd. | 1500000.0 | 1464060.3 | CORP | Long | |
N/A | N/A | N/A | 24790000.0 | -305416.74 | CORP | N/A | |
075887CJ6 | 075887CJ6 | Becton Dickinson & Co. | 15000000.0 | 13406510.4 | CORP | Long | |
N/A | N/A | United Group BV | 7757000.0 | 8198199.32 | CORP | Long | |
3140HJHS3 | 3140HJHS3 | Federal National Mortgage Association | 254876.6164 | 245320.26 | USGSE | Long | |
31418CPF5 | 31418CPF5 | Federal National Mortgage Association | 4469018.1626 | 4296650.32 | USGSE | Long | |
N/A | N/A | N/A | -110983780.0 | -1862973.69 | USGSE | N/A | |
38382KBL6 | 38382KBL6 | Government National Mortgage Association | 18863605.41 | 2550306.63 | USGA | Long | |
N/A | N/A | BL Consumer Credit | 681000.0 | 749745.83 | CORP | Long | |
N/A | N/A | N/A | 25029.0 | 156431.25 | CORP | N/A | |
N/A | N/A | Gruenenthal GmbH | 3348000.0 | 3649025.95 | CORP | Long | |
N/A | N/A | United Kingdom of Great Britain and Northern Ireland | 203530756.0 | 87791273.85 | NUSS | Long | |
91327TAA9 | 91327TAA9 | Uniti Group LP | 15123000.0 | 15331773.02 | CORP | Long | |
N/A | N/A | N/A | 65176600.0 | 8748199.97 | CORP | N/A | |
3140X5NU3 | 3140X5NU3 | Federal National Mortgage Association | 2646323.5587 | 2547378.69 | USGSE | Long | |
N/A | N/A | Louis Dreyfus Co. Finance BV | 3992000.0 | 4300769.27 | CORP | Long | |
N/A | N/A | N/A | -1092.0 | -1268420.79 | CORP | N/A | |
629377CH3 | 629377CH3 | NRG Energy, Inc. | 13000.0 | 12588.96 | CORP | Long | |
3131XYX61 | 3131XYX61 | Federal Home Loan Mortgage Corp. | 3941156.9518 | 3799436.06 | USGSE | Long | |
N/A | N/A | N/A | 53030000.0 | 1328406.16 | USGSE | N/A | |
94106LBN8 | 94106LBN8 | Waste Management, Inc. | 12000000.0 | 10545499.68 | CORP | Long | |
694308HH3 | 694308HH3 | Pacific Gas and Electric Co. | 902000.0 | 752643.86 | CORP | Long | |
55282MAL8 | 55282MAL8 | MAD Mortgage Trust | 4493000.0 | 3148791.0 | CORP | Long | |
N/A | N/A | Last Mile Securities PE DAC | 1060781.63 | 1116352.48 | CORP | Long | |
N/A | N/A | N/A | 245780015.0 | -18274661.18 | CORP | N/A | |
N/A | N/A | Verisure Holding AB | 5079000.0 | 5495383.5 | CORP | Long | |
55822HAA0 | 55822HAA0 | Madison Park Funding XXX Ltd. | 2050000.0 | 1964525.25 | CORP | Long | |
N/A | N/A | Teva Pharmaceutical Finance Netherlands II BV | 2710000.0 | 2717574.62 | CORP | Long | |
693975AG9 | 693975AG9 | Prudential plc | 2110000.0 | 2099450.0 | CORP | Long | |
N/A | N/A | N/A | 206848000.0 | 4095210.76 | CORP | N/A | |
29001RAG3 | 29001RAG3 | Elmwood CLO II Ltd. | 7500000.0 | 6764500.5 | CORP | Long | |
38141GWZ3 | 38141GWZ3 | Goldman Sachs Group, Inc. (The) | 35802000.0 | 34632241.97 | CORP | Long | |
N/A | N/A | N/A | -195642625.0 | -1563936.78 | CORP | N/A | |
12659VAG5 | 12659VAG5 | CSMC Trust | 2356000.0 | 2317383.28 | CORP | Long | |
09630PAJ2 | 09630PAJ2 | BlueMountain CLO XXVIII Ltd. | 2000000.0 | 1951962.0 | CORP | Long | |
01750LAA1 | 01750LAA1 | Allegro CLO VIII Ltd. | 9041152.89 | 9029715.83 | CORP | Long | |
05602FAA5 | 05602FAA5 | BPCRE Ltd. | 10398000.0 | 10377722.55 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -26092.15 | CORP | N/A | |
24968CAB9 | 24968CAB9 | Derby Buyer LLC | 521000.0 | 521000.0 | CORP | Long | |
38379KFV5 | 38379KFV5 | Government National Mortgage Association | 1392166.2439 | 35532.96 | USGA | Long | |
00CB11638 | 00CB11638 | N/A | -800.0 | -152800.0 | USGA | N/A | |
67107FBN6 | 67107FBN6 | OZLM VIII Ltd. | 3815000.0 | 3780244.21 | CORP | Long | |
61768HAX4 | 61768HAX4 | Morgan Stanley Capital I Trust | 22175862.76 | 882104.82 | CORP | Long | |
3131Y3N69 | 3131Y3N69 | Federal Home Loan Mortgage Corp. | 454751.6634 | 438115.39 | USGSE | Long | |
N/A | N/A | N/A | 613023000.0 | -3587043.12 | USGSE | N/A | |
N/A | N/A | Credit Agricole SA | 11500000.0 | 12297766.71 | CORP | Long | |
3137H4WM8 | 3137H4WM8 | Federal Home Loan Mortgage Corp. | 26147138.16 | 4224846.74 | USGSE | Long | |
N/A | N/A | N/A | 18866000.0 | -12815.41 | USGSE | N/A | |
N/A | N/A | BPCE SA | 34100000.0 | 39319883.92 | CORP | Long | |
N/A | N/A | Newday Funding Master Issuer plc | 5555000.0 | 7116749.74 | CORP | Long | |
871829BS5 | 871829BS5 | Sysco Corp. | 12000000.0 | 12500157.0 | CORP | Long | |
55292WAA8 | 55292WAA8 | MC Brazil Downstream Trading SARL | 7217899.4193 | 5593872.05 | CORP | Long | |
N/A | N/A | N/A | 52240000.0 | 1717092.47 | CORP | N/A | |
N/A | N/A | Arini European CLO I DAC | 5000000.0 | 5535096.56 | CORP | Long | |
92916QAC6 | 92916QAC6 | Voya CLO Ltd. | 750000.0 | 748442.63 | CORP | Long | |
00C9H0B81 | 00C9H0B81 | N/A | 1500.0 | 41250.0 | CORP | N/A | |
3140J6GL5 | 3140J6GL5 | Federal National Mortgage Association | 2775715.785 | 2666899.15 | USGSE | Long | |
28542CAC3 | 28542CAC3 | Electron Bidco, Inc. | 997461.93 | 998848.4 | CORP | Long | |
N/A | N/A | N/A | 11171801.0 | 316921.41 | CORP | N/A | |
404119CP2 | 404119CP2 | HCA, Inc. | 4830000.0 | 4879563.05 | CORP | Long | |
N/A | N/A | St. Paul's CLO XII DAC | 1350000.0 | 1442026.8 | CORP | Long | |
N/A | N/A | Avoca CLO XV DAC | 1305000.0 | 1342112.23 | CORP | Long | |
N/A | N/A | N/A | 1421000.0 | 176735.14 | CORP | N/A | |
01F040610 | 01F040610 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | -748452500.0 | -707843106.46 | USGSE | Short | |
N/A | N/A | N/A | 862026.0 | 302829.23 | USGSE | N/A | |
64972FH25 | 64972FH25 | New York City Municipal Water Finance Authority | 1610000.0 | 1768196.33 | MUN | Long | |
55354G100 | 55354G100 | MSCI, Inc. | 1414.0 | 799829.1 | CORP | Long | |
88033GDR8 | 88033GDR8 | Tenet Healthcare Corp. | 8327000.0 | 7716958.98 | CORP | Long | |
15033AAC0 | 15033AAC0 | Cedar Funding VII CLO Ltd. | 1750000.0 | 426307.0 | CORP | Long | |
45674M101 | 45674M101 | Informatica, Inc. | 353366.0 | 10032060.74 | CORP | Long | |
822541AA6 | 822541AA6 | Shelf Drilling North Sea Holdings Ltd. | 7620000.0 | 7620000.0 | CORP | Long | |
80386WAA3 | 80386WAA3 | Sasol Financing USA LLC | 15000000.0 | 14883000.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1358378.37 | CORP | N/A | |
81812HAB6 | 81812HAB6 | Severin Acquisition LLC | 605410.99 | 607305.93 | CORP | Long | |
N/A | N/A | Republic of Colombia | 82715200000.0 | 18401716.93 | NUSS | Long | |
55819GAU3 | 55819GAU3 | Madison Park Funding XXXIV Ltd. | 250000.0 | 249430.3 | CORP | Long | |
N/A | N/A | Toro European CLO DAC | 320000.0 | 340847.06 | CORP | Long | |
N/A | N/A | KBC Group NV | 2400000.0 | 2813747.76 | CORP | Long | |
N/A | N/A | Ahlstrom Holding 3 Oy | 6573000.0 | 6548777.67 | CORP | Long | |
N/A | N/A | Barclays Capital, Inc. | 1567245.0 | 1567245.0 | CORP | Long | |
N/A | N/A | Voya Euro CLO II DAC | 250000.0 | 267298.2 | CORP | Long | |
N/A | N/A | Stanlington No. 2 plc | 534000.0 | 666667.3 | CORP | Long | |
07388JAC9 | 07388JAC9 | Bear Stearns Asset-Backed Securities I Trust | 2391000.0 | 2128401.01 | CORP | Long | |
92257AAD6 | 92257AAD6 | Velocity Commercial Capital Loan Trust | 290730.45 | 250207.02 | CORP | Long | |
84612JAA0 | 84612JAA0 | Ahlstrom Holding 3 Oy | 2800000.0 | 2444950.82 | CORP | Long | |
126685DJ2 | 126685DJ2 | CWHEQ Revolving Home Equity Loan Trust | 1666223.6757 | 1619222.34 | CORP | Long | |
N/A | N/A | N/A | 467124500.0 | 3734549.47 | CORP | N/A | |
N/A | N/A | N/A | 800000000.0 | -3867833.76 | CORP | N/A | |
040114HU7 | 040114HU7 | Argentine Republic (The) | 9835000.0 | 3881087.7 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -11417363.74 | NUSS | N/A | |
0020A2BM3 | 0020A2BM3 | AT&T, Inc. | 108823000.0 | 107915089.71 | CORP | Long | |
25278X109 | 25278X109 | Diamondback Energy, Inc. | 4876.0 | 756170.08 | CORP | Long | |
N/A | N/A | N/A | 12900000.0 | -145208.74 | CORP | N/A | |
N/A | N/A | N/A | 6402940000.0 | 49972.63 | CORP | N/A | |
N/A | N/A | Lanebrook Mortgage Transaction plc | 103000.0 | 125418.5 | CORP | Long | |
172967424 | 172967424 | Citigroup, Inc. | 132710.0 | 6826602.4 | CORP | Long | |
740940AA9 | 740940AA9 | PRET LLC | 15663677.43 | 15901157.58 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -51798.7 | CORP | N/A | |
77341DAJ6 | 77341DAJ6 | Rockford Tower CLO Ltd. | 430000.0 | 417741.09 | CORP | Long | |
3140HBMG0 | 3140HBMG0 | Federal National Mortgage Association | 18254.0552 | 17496.61 | USGSE | Long | |
N/A | N/A | ADLER Group SA | 432415.0 | 244568.18 | CORP | Long | |
N/A | N/A | Credit Agricole SA | 41800000.0 | 47667437.16 | CORP | Long | |
55819QAY3 | 55819QAY3 | Madison Park Funding XIX Ltd. | 8827379.2312 | 8816163.16 | CORP | Long | |
N/A | N/A | N/A | 1010000.0 | -34659.16 | CORP | N/A | |
63942CAD4 | 63942CAD4 | Navient Private Education Refi Loan Trust | 2550000.0 | 2315138.63 | CORP | Long | |
04016LAQ0 | 04016LAQ0 | Ares XLII CLO Ltd. | 4368673.8212 | 4365543.67 | CORP | Long | |
07324SCS9 | 07324SCS9 | Bayview Commercial Asset Trust | 118730.55 | 108789.05 | CORP | Long | |
30251GBE6 | 30251GBE6 | FMG Resources August 2006 Pty. Ltd. | 14256000.0 | 14358700.22 | CORP | Long | |
N/A | N/A | Credit Agricole SA | 6900000.0 | 7357444.06 | CORP | Long | |
N/A | N/A | Republic of Ghana | 1805000.0 | 799276.56 | NUSS | Long | |
N/A | N/A | OCEANA A NOTE 3 YEAR | 16502000.0 | 11252035.07 | CORP | Long | |
81369Y852 | 81369Y852 | Communication Services Select Sector SPDR Fund | 94000.0 | 6830040.0 | RF | Long | |
78397YAC6 | 78397YAC6 | SCC Power plc | 12691433.0 | 2125815.03 | CORP | Long | |
N/A | N/A | Studio City Finance Ltd. | 500000.0 | 489062.5 | CORP | Long | |
3132DPVE5 | 3132DPVE5 | Federal Home Loan Mortgage Corp. | 5680129.1081 | 5469983.81 | USGSE | Long | |
N/A | N/A | N/A | 1999163485.0 | -33707130.25 | USGSE | N/A | |
06744FAD6 | 06744FAD6 | Barclays Mortgage Loan Trust | 6427050.0 | 6799833.41 | CORP | Long | |
25381XAD5 | 25381XAD5 | Digicel International Finance Ltd. | 2946447.0 | 1988851.73 | CORP | Long | |
N/A | N/A | Armada Euro CLO III DAC | 2800000.0 | 3008112.02 | CORP | Long | |
N/A | N/A | EnBW Energie Baden-Wuerttemberg AG | 9100000.0 | 9807353.8 | CORP | Long | |
N/A | N/A | N/A | 53005000000.0 | -302535.75 | CORP | N/A | |
N/A | N/A | Telecom Italia SpA | 10916000.0 | 13364246.48 | CORP | Long | |
N/A | N/A | N/A | -800721800.0 | -6835591.77 | CORP | N/A | |
74526YDF9 | 74526YDF9 | Puerto Rico Electric Power Authority | 1710000.0 | 427500.0 | MUN | Long | |
N/A | N/A | UniCredit SpA | 2200000.0 | 2375574.55 | CORP | Long | |
3140HBGZ5 | 3140HBGZ5 | Federal National Mortgage Association | 1987020.0603 | 1912110.08 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | 606272.0 | USGSE | N/A | |
033292AQ6 | 033292AQ6 | Anchorage Capital CLO Ltd. | 1896869.2 | 1897041.82 | CORP | Long | |
N/A | N/A | Aurium CLO VIII DAC | 5000000.0 | 5385061.47 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 374947.66 | CORP | N/A | |
36319QBN1 | 36319QBN1 | Galaxy XIX CLO Ltd. | 2314145.5924 | 2310298.33 | CORP | Long | |
76042UAC7 | 76042UAC7 | Republic Finance Issuance Trust | 2040000.0 | 1829787.38 | CORP | Long | |
03882KAJ1 | 03882KAJ1 | Arbor Multifamily Mortgage Securities Trust | 3605000.0 | 3051954.43 | CORP | Long | |
N/A | N/A | CPUK Finance Ltd. | 300000.0 | 368989.76 | CORP | Long | |
N/A | N/A | Sutton Park CLO DAC | 345000.0 | 372301.61 | CORP | Long | |
67591TAA8 | 67591TAA8 | Octagon Investment Partners 35 Ltd. | 2764402.5438 | 2764193.0 | CORP | Long | |
3140J6GQ4 | 3140J6GQ4 | Federal National Mortgage Association | 2692819.192 | 2589875.08 | USGSE | Long | |
N/A | N/A | N/A | 270000000.0 | -1008896.97 | USGSE | N/A | |
N/A | N/A | Ukraine | 14930000.0 | 4049762.5 | NUSS | Long | |
50249AAA1 | 50249AAA1 | LYB International Finance III LLC | 4243000.0 | 3353087.65 | CORP | Long | |
N/A | N/A | N/A | -251897974.0 | -833123.34 | CORP | N/A | |
3131Y1D80 | 3131Y1D80 | Federal Home Loan Mortgage Corp. | 435217.4749 | 419161.85 | USGSE | Long | |
N/A | N/A | Flyreel, Inc. | 25330633.0 | 28950380.46 | CORP | Long | |
10554TAH8 | 10554TAH8 | Braskem Netherlands Finance BV | 5392000.0 | 5028040.0 | CORP | Long | |
N/A | N/A | Honeywell International, Inc. | 7800000.0 | 8920110.29 | CORP | Long | |
46652LA56 | 46652LA56 | Jabil, Inc. | 62388000.0 | 62314243.66 | CORP | Long | |
N/A | N/A | N/A | 1452362213.0 | 16656484.1 | CORP | N/A | |
165ESCAQ7 | 165ESCAQ7 | ESC Investments & Realty Corp., Inc. | 1665000.0 | 0.17 | CORP | Long | |
N/A | N/A | Ukraine | 3278000.0 | 899811.0 | NUSS | Long | |
28135J2A4 | 28135J2A4 | EDO Sukuk Ltd. | 11991000.0 | 12343235.63 | CORP | Long | |
N/A | N/A | N/A | 16300000.0 | -241175.28 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 53280.99 | CORP | N/A | |
67109FAQ8 | 67109FAQ8 | OHA Credit Partners XI Ltd. | 1000000.0 | 986032.3 | CORP | Long | |
03765XAG1 | 03765XAG1 | Apidos CLO XXII | 1721668.43 | 1721330.29 | CORP | Long | |
28165AAA7 | 28165AAA7 | EDvestinU Private Education Loan Issue No. 4 LLC | 6587701.54 | 6469178.25 | CORP | Long | |
92259LAH1 | 92259LAH1 | Velocity Commercial Capital Loan Trust | 1174680.8112 | 944567.54 | CORP | Long | |
07556QBT1 | 07556QBT1 | Beazer Homes USA, Inc. | 11497000.0 | 11595793.72 | CORP | Long | |
N/A | N/A | Bytedance Ltd., Series E-1 | 296396.0 | 48370825.97 | CORP | Long | |
N/A | N/A | N/A | 68450000.0 | 352342.22 | CORP | N/A | |
N/A | N/A | INEOS Quattro Finance 1 plc | -5550000.0 | -5896917.83 | CORP | Short | |
466330AN7 | 466330AN7 | JPMorgan Chase Commercial Mortgage Securities Trust | 11570000.0 | 11191641.33 | CORP | Long | |
N/A | N/A | Intrum AB | 315000.0 | 316911.85 | CORP | Long | |
N/A | N/A | N/A | 9070000000.0 | 311347.34 | CORP | N/A | |
N/A | N/A | Penta CLO 11 DAC | 2030000.0 | 2248495.43 | CORP | Long | |
N/A | N/A | N/A | 2010000.0 | -55524.67 | CORP | N/A | |
N/A | N/A | Republic of Colombia | 359136000000.0 | 88530609.48 | NUSS | Long | |
02150JAA0 | 02150JAA0 | Alternative Loan Trust | 3722383.49 | 1839670.04 | CORP | Long | |
22282GAE7 | 22282GAE7 | Covanta Holding Corp. | 927906.98 | 928138.96 | CORP | Long | |
N/A | N/A | Henley CLO IV DAC | 450000.0 | 477576.55 | CORP | Long | |
N/A | N/A | Encore Capital Group, Inc. | 2175000.0 | 2633634.67 | CORP | Long | |
00144FAC7 | 00144FAC7 | AIMCO CLO 14 Ltd. | 20000000.0 | 15580000.0 | CORP | Long | |
00CAPZW48 | 00CAPZW48 | N/A | 23117.0 | 936238.5 | CORP | N/A | |
N/A | N/A | N/A | 17305000.0 | -86678.42 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 268217.27 | CORP | N/A | |
29003AAE3 | 29003AAE3 | Elmwood CLO V Ltd. | 5350000.0 | 5281302.26 | CORP | Long | |
N/A | N/A | BPCE SA | 8000000.0 | 7769396.09 | CORP | Long | |
57701RAJ1 | 57701RAJ1 | Mattamy Group Corp. | 6238000.0 | 6064582.98 | CORP | Long | |
N/A | N/A | N/A | 41222002770.0 | 54230.94 | CORP | N/A | |
85462CAN5 | 85462CAN5 | Stanley Black & Decker, Inc. | 50300000.0 | 50117087.07 | CORP | Long | |
N/A | N/A | Rockfield Park CLO DAC | 2000000.0 | 2098209.76 | CORP | Long | |
91834WAC4 | 91834WAC4 | VS Buyer LLC | 997409.34 | 998656.1 | CORP | Long | |
040104MY4 | 040104MY4 | Argent Mortgage Loan Trust | 5365958.67 | 4058840.11 | CORP | Long | |
N/A | N/A | Republic of Benin | 2283000.0 | 2051696.25 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -384710.38 | NUSS | N/A | |
N/A | N/A | N/A | 810000.0 | -26770.86 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | -324601.36 | NUSS | N/A | |
38382XWM3 | 38382XWM3 | Government National Mortgage Association | 33168952.537 | 5104386.69 | USGA | Long | |
N/A | N/A | OD Intermediate SUBI Holdco II LLC | 26870532.84 | 25688229.4 | CORP | Long | |
N/A | N/A | Paprec Holding SA | 947000.0 | 1116948.79 | CORP | Long | |
009926AA4 | 009926AA4 | Ajax Mortgage Loan Trust | 49840860.69 | 46913303.23 | CORP | Long | |
50184VAR5 | 50184VAR5 | LCM XIV LP | 656376.54 | 656354.95 | CORP | Long | |
N/A | N/A | Huarong Finance 2019 Co. Ltd. | 800000.0 | 738000.0 | CORP | Long | |
00775KAG3 | 00775KAG3 | Osaic Holdings, Inc. | 404307.8 | 405173.02 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -17183221.48 | CORP | N/A | |
464287242 | 464287242 | iShares Trust | 1336776.0 | 147927632.16 | RF | Long | |
N/A | N/A | Bank of East Asia Ltd. (The) | 800000.0 | 693500.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -48203.78 | CORP | N/A | |
50106JAF3 | 50106JAF3 | Kronos Acquisition Holdings, Inc. | 3286920.0 | 3288990.76 | CORP | Long | |
63940YAB2 | 63940YAB2 | Navient Private Education Refi Loan Trust | 147606.9602 | 141713.19 | CORP | Long | |
28618M106 | 28618M106 | Element Solutions, Inc. | 302555.0 | 7001122.7 | CORP | Long | |
3133KJGS5 | 3133KJGS5 | Federal Home Loan Mortgage Corp. | 597533.3139 | 570137.28 | USGSE | Long | |
67097QAA3 | 67097QAA3 | OCP CLO Ltd. | 2843630.5685 | 2846366.71 | CORP | Long | |
78485GAN4 | 78485GAN4 | STWD Trust | 3122000.0 | 3035736.02 | CORP | Long | |
03464KAE8 | 03464KAE8 | Angel Oak Mortgage Trust | 715000.0 | 626280.94 | CORP | Long | |
N/A | N/A | Banco BPM SpA | 9065000.0 | 9456904.88 | CORP | Long | |
654744AD3 | 654744AD3 | Nissan Motor Co. Ltd. | 20737000.0 | 19387161.27 | CORP | Long | |
709599BT0 | 709599BT0 | Penske Truck Leasing Co. LP | 10000000.0 | 10153430.3 | CORP | Long | |
N/A | N/A | N/A | 2370000.0 | -64926.67 | CORP | N/A | |
06051GHG7 | 06051GHG7 | Bank of America Corp. | 5000000.0 | 4775565.8 | CORP | Long | |
23243VAD2 | 23243VAD2 | Alternative Loan Trust | 5181752.87 | 4351294.06 | CORP | Long | |
N/A | N/A | Techem Verwaltungsgesellschaft 675 mbH | 15866000.0 | 17101630.06 | CORP | Long | |
03330EAJ3 | 03330EAJ3 | Anchorage Credit Funding 3 Ltd. | 22000000.0 | 19188226.2 | CORP | Long | |
00970CAA7 | 00970CAA7 | Ajax Mortgage Loan Trust | 5390965.05 | 5312770.72 | CORP | Long | |
64034UAA7 | 64034UAA7 | Nelnet Student Loan Trust | 10448000.0 | 10416448.82 | CORP | Long | |
77578JAC2 | 77578JAC2 | Rolls-Royce plc | 325000.0 | 325558.35 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 34683.13 | CORP | N/A | |
N/A | N/A | Loxam SAS | 921000.0 | 1014399.45 | CORP | Long | |
3131XXXB2 | 3131XXXB2 | Federal Home Loan Mortgage Corp. | 8109898.1969 | 7818288.56 | USGSE | Long | |
04010LBE2 | 04010LBE2 | Ares Capital Corp. | 8000000.0 | 8228771.12 | CORP | Long | |
3137H0RH3 | 3137H0RH3 | Federal Home Loan Mortgage Corp. | 32181522.63 | 5860812.01 | USGSE | Long | |
55819YAA8 | 55819YAA8 | Madison Park Funding XXVI Ltd. | 4223679.3788 | 4223679.38 | CORP | Long | |
696925AA4 | 696925AA4 | Palmer Square CLO Ltd. | 2700000.0 | 2710115.55 | CORP | Long | |
N/A | N/A | N/A | 1000000.0 | -17778.95 | CORP | N/A | |
6775225L4 | 6775225L4 | State of Ohio | 4095000.0 | 4632284.43 | MUN | Long | |
3133A0Z72 | 3133A0Z72 | Federal Home Loan Mortgage Corp. | 621933.4104 | 594375.59 | USGSE | Long | |
N/A | N/A | Goldstory SAS | 9040000.0 | 9943781.05 | CORP | Long | |
09774XBN1 | 09774XBN1 | BCMSC Trust | 7776691.62 | 870820.71 | CORP | Long | |
N/A | N/A | N/A | 60000000.0 | 1010237.87 | CORP | N/A | |
64132EAL0 | 64132EAL0 | Neuberger Berman Loan Advisers CLO 32 Ltd. | 825000.0 | 803068.28 | CORP | Long | |
7609857G0 | 7609857G0 | RAMP Series Trust | 2247530.2412 | 1744100.55 | CORP | Long | |
876030AD9 | 876030AD9 | Tapestry, Inc. | 8215000.0 | 8617488.34 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 207247.0 | CORP | N/A | |
3140H7K97 | 3140H7K97 | Federal National Mortgage Association | 107154.7769 | 103015.44 | USGSE | Long | |
40256JAA3 | 40256JAA3 | RRX 7 Ltd. | 250000.0 | 247970.43 | CORP | Long | |
N/A | N/A | Nomura Securities International, Inc. | 5705000.0 | 5705000.0 | CORP | Long | |
N/A | N/A | Boxer Parent Co., Inc. | 12882000.0 | 14166958.45 | CORP | Long | |
N/A | N/A | N/A | 38391600.0 | 5145243.05 | CORP | N/A | |
75907UAA7 | 75907UAA7 | Regional Management Issuance Trust | 2361000.0 | 2088637.4 | CORP | Long | |
57582RYY6 | 57582RYY6 | Commonwealth of Massachusetts | 1055000.0 | 757165.74 | MUN | Long | |
N/A | N/A | Federal Republic of Germany | 4800000.0 | 4587267.28 | NUSS | Long | |
03766YAA1 | 03766YAA1 | Apidos CLO XXVIII | 270000.0 | 254884.35 | CORP | Long | |
984017103 | 984017103 | Xenia Hotels & Resorts, Inc. | 202813.0 | 2762313.06 | CORP | Long | |
N/A | N/A | Grupo Antolin-Irausa SA | 2296000.0 | 1922495.89 | CORP | Long | |
63942CAA0 | 63942CAA0 | Navient Private Education Refi Loan Trust | 13247991.1882 | 12735515.17 | CORP | Long | |
12595KAA9 | 12595KAA9 | CSMC Trust | 2310000.0 | 2185703.52 | CORP | Long | |
464286400 | 464286400 | iShares, Inc. | 496774.0 | 17367219.04 | RF | Long | |
N/A | N/A | N/A | 2200000.0 | 27085.84 | RF | N/A | |
N/A | N/A | N/A | 1484303408.0 | 13943242.39 | RF | N/A | |
N/A | N/A | Equinor ASA | 38200000.0 | 39954725.38 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -61817.18 | NUSS | N/A | |
01749BAA7 | 01749BAA7 | Allegro CLO VI Ltd. | 1117492.95 | 1116918.22 | CORP | Long | |
N/A | N/A | Citizen Irish Auto Receivables Trust DAC | 5413799.87 | 5996657.58 | CORP | Long | |
90351WFR1 | 90351WFR1 | UBS AG | 29734000.0 | 28947188.7 | CORP | Long | |
N/A | N/A | Kleopatra Finco Sarl | 3034000.0 | 2751787.15 | CORP | Long | |
92564RAH8 | 92564RAH8 | VICI Properties LP | 434000.0 | 420079.02 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 631688.02 | CORP | N/A | |
39862EAA2 | 39862EAA2 | Grippen Park CLO Ltd. | 1449687.8243 | 1450466.89 | CORP | Long | |
N/A | N/A | Eni SpA | 34200000.0 | 36197692.53 | CORP | Long | |
48128BAN1 | 48128BAN1 | JPMorgan Chase & Co. | 1643000.0 | 1503565.16 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -480549.29 | CORP | N/A | |
3131XWNM1 | 3131XWNM1 | Federal Home Loan Mortgage Corp. | 1380301.0656 | 1330674.91 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -2880197.41 | USGSE | N/A | |
N/A | N/A | N/A | 3000.0 | 4500.0 | USGSE | N/A | |
009695AF4 | 009695AF4 | Ajax Mortgage Loan Trust | 451160.0 | 348276.53 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -46447.15 | CORP | N/A | |
N/A | N/A | Deutsche Bahn Finance GMBH | 5440000.0 | 6173821.83 | CORP | Long | |
N/A | N/A | Tower Bridge Funding plc | 755000.0 | 965956.13 | CORP | Long | |
N/A | N/A | Eutelsat SA | 10800000.0 | 8941995.0 | CORP | Long | |
6500355Y0 | 6500355Y0 | New York State Urban Development Corp. | 3700000.0 | 3491289.81 | MUN | Long | |
N/A | N/A | Accor SA | 3900000.0 | 4179583.84 | CORP | Long | |
N/A | N/A | Volkswagen Financial Services NV | 1400000.0 | 1756520.45 | CORP | Long | |
3140HMN26 | 3140HMN26 | Federal National Mortgage Association | 3633864.4085 | 3497146.18 | USGSE | Long | |
N/A | N/A | Vita Global Finco Ltd. | 12484383.66 | 13007579.33 | CORP | Long | |
N/A | N/A | MHP Lux SA | 14824000.0 | 9857960.0 | CORP | Long | |
249174YP2 | 249174YP2 | Denver City & County School District No. 1 | 5950000.0 | 6654962.31 | MUN | Long | |
948596AH4 | 948596AH4 | Weibo Corp. | 12467000.0 | 13470593.5 | CORP | Long | |
91820UAS9 | 91820UAS9 | VFH Parent LLC | 969135.8 | 969862.65 | CORP | Long | |
404119CK3 | 404119CK3 | HCA, Inc. | 3200000.0 | 2861359.01 | CORP | Long | |
3140JGLJ2 | 3140JGLJ2 | Federal National Mortgage Association | 457921.2775 | 441467.3 | USGSE | Long | |
N/A | N/A | N/A | 550000001.0 | 1598417.7 | USGSE | N/A | |
57582PUE8 | 57582PUE8 | Commonwealth of Massachusetts | 805000.0 | 843069.21 | MUN | Long | |
N/A | N/A | Finnair OYJ | 2625000.0 | 2810932.69 | NUSS | Long | |
N/A | N/A | Aiven, Inc. | 169258.0 | 13628654.16 | CORP | Long | |
N/A | N/A | Fantasia Holdings Group Co. Ltd. | 5938000.0 | 133605.0 | CORP | Long | |
N/A | N/A | N/A | 249211439.0 | 10833608.7 | CORP | N/A | |
N/A | N/A | Carlson Travel, Inc. | 17611.0 | 52833.0 | CORP | Long | |
N/A | N/A | N/A | 18789719.0 | -237244.47 | CORP | N/A | |
N/A | N/A | ING Groep NV | 12000000.0 | 13733314.63 | CORP | Long | |
67590EAS3 | 67590EAS3 | Octagon Investment Partners XV Ltd. | 1000000.0 | 998860.5 | CORP | Long | |
827551AL6 | 827551AL6 | Silver Creek CLO Ltd. | 1682441.5418 | 1682705.69 | CORP | Long | |
30314FAC8 | 30314FAC8 | FREMF Mortgage Trust | 1000000.0 | 899667.2 | USGSE | Long | |
61747YEC5 | 61747YEC5 | Morgan Stanley | 10955000.0 | 10006360.21 | CORP | Long | |
76680RAJ6 | 76680RAJ6 | RingCentral, Inc. | 17485000.0 | 17878412.5 | CORP | Long | |
401494AW9 | 401494AW9 | Republic of Guatemala | 12201000.0 | 12536527.5 | NUSS | Long | |
N/A | N/A | Heathrow Finance plc | 1956000.0 | 2153514.8 | CORP | Long | |
56844XBG3 | 56844XBG3 | Signal Peak CLO 2 LLC | 824092.621 | 823387.77 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -39000.86 | CORP | N/A | |
15032FAA4 | 15032FAA4 | Cedar Funding VII CLO Ltd. | 3300377.57 | 3297243.86 | CORP | Long | |
3935053Q3 | 3935053Q3 | Conseco Finance Corp. | 2705450.58 | 936377.28 | CORP | Long | |
07401VAA9 | 07401VAA9 | Bear Stearns Mortgage Funding Trust | 1482188.48 | 1251177.55 | CORP | Long | |
69688LAA5 | 69688LAA5 | Palmer Square CLO Ltd. | 750000.0 | 734750.55 | CORP | Long | |
N/A | N/A | N/A | 816255000.0 | 8474105.65 | CORP | N/A | |
N/A | N/A | N/A | -52823782.0 | -2385099.52 | CORP | N/A | |
N/A | N/A | Banco BPM SpA | 7150000.0 | 8257263.06 | CORP | Long | |
N/A | N/A | Stonegate Pub Co. Financing plc | 7336000.0 | 9070307.43 | CORP | Long | |
07324SDF6 | 07324SDF6 | Bayview Commercial Asset Trust | 476658.93 | 436868.35 | CORP | Long | |
N/A | N/A | N/A | 79565680.0 | -799782.22 | CORP | N/A | |
61691MAA5 | 61691MAA5 | Morgan Stanley Capital I Trust | 2330000.0 | 2309440.78 | CORP | Long | |
N/A | N/A | Reckitt Benckiser Treasury Services plc | 7941000.0 | 9064789.82 | CORP | Long | |
N/A | N/A | Mortimer BTL plc | 764000.0 | 977427.01 | CORP | Long | |
N/A | N/A | Republic of Ghana | 1805000.0 | 775021.88 | NUSS | Long | |
N/A | N/A | Latch, Inc. | 715325.0 | 479267.75 | CORP | Long | |
05493QAQ8 | 05493QAQ8 | BBCMS Mortgage Trust | 1148000.0 | 979182.01 | CORP | Long | |
N/A | N/A | N/A | 144870000.0 | 409794.64 | CORP | N/A | |
009740AG6 | 009740AG6 | Ajax Mortgage Loan Trust | 176319984.4574 | 7106435.92 | CORP | Long | |
361841AQ2 | 361841AQ2 | GLP Capital LP | 3678000.0 | 3312530.01 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -327993.71 | CORP | N/A | |
N/A | N/A | N/A | 49780000.0 | -374897.19 | CORP | N/A | |
00287YBZ1 | 00287YBZ1 | AbbVie, Inc. | 20574000.0 | 20098712.41 | CORP | Long | |
05968AAG1 | 05968AAG1 | Banco del Estado de Chile | 1534000.0 | 1484789.28 | NUSS | Long | |
N/A | N/A | N/A | 910418912.0 | 505852.28 | NUSS | N/A | |
N/A | N/A | Channel Link Enterprises Finance plc | 4400000.0 | 4561672.42 | CORP | Long | |
N/A | N/A | N/A | 1106.0 | 2765.0 | CORP | N/A | |
07401YAQ8 | 07401YAQ8 | Bear Stearns Mortgage Funding Trust | 997196.97 | 928757.85 | CORP | Long | |
N/A | N/A | N/A | -75693873.0 | -2806192.0 | CORP | N/A | |
N/A | N/A | N/A | 148963119.0 | -7960730.0 | CORP | N/A | |
64034QAE8 | 64034QAE8 | Nelnet Student Loan Trust | 2780000.0 | 2317442.75 | CORP | Long | |
N/A | N/A | Alorica, Inc. | 22393000.0 | 21945140.0 | CORP | Long | |
N/A | N/A | N/A | 400518000.0 | 622537.37 | CORP | N/A | |
92918QAA8 | 92918QAA8 | Voya CLO Ltd. | 549999.989 | 549738.57 | CORP | Long | |
N/A | N/A | Power Finance Corp. Ltd. | 1500000.0 | 1454940.0 | NUSS | Long | |
056054AA7 | 056054AA7 | BX Commercial Mortgage Trust | 735782.3842 | 733911.58 | CORP | Long | |
N/A | N/A | N/A | 203.0 | -528884.82 | CORP | N/A | |
3136BCS43 | 3136BCS43 | Federal National Mortgage Association | 20061618.877 | 3306688.43 | USGSE | Long | |
984582AA4 | 984582AA4 | Yale Mortgage Loan Trust | 5466781.02 | 1742448.43 | CORP | Long | |
929342AA1 | 929342AA1 | WMRK Commercial Mortgage Trust | 14598000.0 | 14597873.0 | CORP | Long | |
969457CJ7 | 969457CJ7 | Williams Cos., Inc. (The) | 16685000.0 | 17429430.64 | CORP | Long | |
N/A | N/A | N/A | -20285000.0 | 0.0 | CORP | N/A | |
N/A | N/A | E.ON SE | 9500000.0 | 10228850.51 | CORP | Long | |
N/A | N/A | Cidron Aida Finco SARL | 13799000.0 | 16519138.74 | CORP | Long | |
N/A | N/A | Mobico Group plc | 14060000.0 | 15726110.85 | CORP | Long | |
N/A | N/A | Telefonica Europe BV | 15000000.0 | 17014629.37 | CORP | Long | |
20602DAA9 | 20602DAA9 | Concentrix Corp. | 7905000.0 | 8102672.51 | CORP | Long | |
70017WAA1 | 70017WAA1 | Park Avenue Institutional Advisers CLO Ltd. | 500000.0 | 501573.85 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 23337.35 | CORP | N/A | |
04016GBB3 | 04016GBB3 | Ares XL CLO Ltd. | 3463888.2162 | 3456462.68 | CORP | Long | |
N/A | N/A | ZF Finance GmbH | 7900000.0 | 8521489.4 | CORP | Long | |
N/A | N/A | Dana Financing Luxembourg SARL | 1196000.0 | 1442137.31 | CORP | Long | |
78448RAE6 | 78448RAE6 | SMB Private Education Loan Trust | 5006352.18 | 4840380.09 | CORP | Long | |
N/A | N/A | Babcock International Group plc | 9600000.0 | 11262358.73 | CORP | Long | |
66977WAQ2 | 66977WAQ2 | NOVA Chemicals Corp. | 1725000.0 | 1709923.5 | CORP | Long | |
N/A | N/A | Newday Funding Master Issuer plc | 775000.0 | 988142.2 | CORP | Long | |
74340XCG4 | 74340XCG4 | Prologis LP | 8785000.0 | 8896824.53 | CORP | Long | |
N/A | N/A | Iberdrola International BV | 6300000.0 | 6920110.57 | CORP | Long | |
02148AAC0 | 02148AAC0 | Alternative Loan Trust | 4733131.108 | 1678930.11 | CORP | Long | |
N/A | N/A | Republic of South Africa | 264514634.0 | 13303140.46 | NUSS | Long | |
01751EAJ7 | 01751EAJ7 | Allegro CLO II-S Ltd. | 7480000.0 | 7396017.55 | CORP | Long | |
N/A | N/A | American Airlines Pass-Through Trust | 2223000.0 | 2189655.0 | CORP | Long | |
N/A | N/A | Republic of Costa Rica | 4132000.0 | 4278686.0 | NUSS | Long | |
N/A | N/A | Clariane SE | 9000000.0 | 6080080.5 | CORP | Long | |
08179XAU9 | 08179XAU9 | Benefit Street Partners CLO II Ltd. | 2000000.0 | 1964150.4 | CORP | Long | |
61914WAA4 | 61914WAA4 | Mortgage Loan Resecuritization Trust | 5974082.35 | 5694161.94 | CORP | Long | |
91412F7Y7 | 91412F7Y7 | University of California | 3960000.0 | 4289891.96 | MUN | Long | |
59982WAA5 | 59982WAA5 | Mill City Solar Loan Ltd. | 9666433.6204 | 8844908.56 | CORP | Long | |
N/A | N/A | N/A | -41295475.0 | -0.51 | CORP | N/A | |
N/A | N/A | Republic of Colombia | 132436500000.0 | 31032702.87 | NUSS | Long | |
98625LAC6 | 98625LAC6 | Generate CLO 5 Ltd. | 1750000.0 | 1728613.78 | CORP | Long | |
3140JGTQ8 | 3140JGTQ8 | Federal National Mortgage Association | 53685.2934 | 51600.45 | USGSE | Long | |
N/A | N/A | Red & Black Auto Italy SRL | 1012000.0 | 1111351.1 | CORP | Long | |
3140JVCU4 | 3140JVCU4 | Federal National Mortgage Association | 1055092.8 | 1010810.16 | USGSE | Long | |
N/A | N/A | Verizon Communications, Inc. | 841000.0 | 1063372.65 | CORP | Long | |
41282JAX9 | 41282JAX9 | Harley-Davidson Financial Services, Inc. | 16600000.0 | 16512382.38 | CORP | Long | |
86657MBK1 | 86657MBK1 | Sumter Landing Community Development District | 2555000.0 | 2319692.32 | MUN | Long | |
24380LAC7 | 24380LAC7 | Deer Creek CLO Ltd. | 2081083.79 | 2080994.1 | CORP | Long | |
3140JJGQ6 | 3140JJGQ6 | Federal National Mortgage Association | 103648.8405 | 99601.78 | USGSE | Long | |
3140XDEL6 | 3140XDEL6 | Federal National Mortgage Association | 1789576.8662 | 1715544.08 | USGSE | Long | |
N/A | N/A | Republic of Paraguay | 4161000.0 | 3803154.0 | NUSS | Long | |
N/A | N/A | N/A | 66736880838.0 | -59095.19 | NUSS | N/A | |
N/A | N/A | Vivion Investments SARL | 3500000.0 | 3611594.5 | CORP | Long | |
N/A | N/A | Chorus Ltd. | 7900000.0 | 8858895.38 | CORP | Long | |
12531YAW8 | 12531YAW8 | CFCRE Commercial Mortgage Trust | 6142000.0 | 5510677.33 | CORP | Long | |
27830TAC9 | 27830TAC9 | Eaton Vance CLO Ltd. | 1750000.0 | 1734672.28 | CORP | Long | |
N/A | N/A | Autonoria Spain | 1856072.17 | 2083983.39 | CORP | Long | |
N/A | N/A | Electricite de France SA | 3000000.0 | 3613678.76 | NUSS | Long | |
N/A | N/A | Polaris plc | 2150000.0 | 2768044.98 | CORP | Long | |
30251GBC0 | 30251GBC0 | FMG Resources August 2006 Pty. Ltd. | 5898000.0 | 5393802.39 | CORP | Long | |
37045XDR4 | 37045XDR4 | General Motors Financial Co., Inc. | 15000000.0 | 13807798.35 | CORP | Long | |
457679116 | 457679116 | N/A | 3266.0 | 97.98 | CORP | N/A | |
N/A | N/A | Altice France SA | 4848000.0 | 5142923.85 | CORP | Long | |
437084UT1 | 437084UT1 | Home Equity Asset Trust | 4008000.0 | 3635290.07 | CORP | Long | |
160429B88 | 160429B88 | City of Charleston Waterworks & Sewer System | 5000000.0 | 5496880.7 | MUN | Long | |
N/A | N/A | Vodafone Group plc | 5297000.0 | 5263893.75 | CORP | Long | |
67623L117 | 67623L117 | N/A | 369311.0 | 7016.91 | CORP | N/A | |
808513CJ2 | 808513CJ2 | Charles Schwab Corp. (The) | 12000000.0 | 12583767.72 | CORP | Long | |
N/A | N/A | CPUK Finance Ltd. | 2601000.0 | 3204419.29 | CORP | Long | |
156504AL6 | 156504AL6 | Century Communities, Inc. | 1186000.0 | 1198802.87 | CORP | Long | |
N/A | N/A | Repsol International Finance BV | 2400000.0 | 2589840.2 | CORP | Long | |
N/A | N/A | N/A | 25130038.0 | -59986.54 | CORP | N/A | |
44974ABE6 | 44974ABE6 | IMT Trust | 2090000.0 | 2029235.13 | CORP | Long | |
N/A | N/A | RMAC Securities No.1 plc | 1850626.619 | 1921549.08 | CORP | Long | |
07386XAA4 | 07386XAA4 | Bear Stearns ALT-A Trust | 1726987.0865 | 1400163.59 | CORP | Long | |
629377CT7 | 629377CT7 | NRG Energy, Inc. | 2316000.0 | 2447907.78 | CORP | Long | |
N/A | N/A | N/A | -994510270.0 | -892814.19 | CORP | N/A | |
91282CJJ1 | 91282CJJ1 | United States of America | 80480000.0 | 84491425.0 | UST | Long | |
N/A | N/A | N/A | 987521637.0 | 32576150.25 | UST | N/A | |
N/A | N/A | Tower Bridge Funding plc | 264000.0 | 327942.13 | CORP | Long | |
N/A | N/A | N/A | 339225000.0 | 1749395.98 | CORP | N/A | |
12549JAY7 | 12549JAY7 | CIFC Funding Ltd. | 596839.2 | 596390.5 | CORP | Long | |
N/A | N/A | RRE 9 Loan Management DAC | 1720000.0 | 1841846.89 | CORP | Long | |
3140X4X43 | 3140X4X43 | Federal National Mortgage Association | 11666.8627 | 11208.34 | USGSE | Long | |
N/A | N/A | Orion Group HoldCo, LLC | 767646.03 | 767646.03 | CORP | Long | |
N/A | N/A | Engie SA | 14000000.0 | 16626181.31 | CORP | Long | |
392532HD2 | 392532HD2 | City of Greeley | 1340000.0 | 1247191.67 | MUN | Long | |
N/A | N/A | Great Hall Mortgages No. 1 plc | 6150000.0 | 7539863.47 | CORP | Long | |
01F030611 | 01F030611 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | -964769000.0 | -853330645.65 | USGSE | Short | |
55300RAA9 | 55300RAA9 | MGM China Holdings Ltd. | 327000.0 | 325397.7 | CORP | Long | |
12597BAX7 | 12597BAX7 | CSAIL Commercial Mortgage Trust | 41829000.0 | 1083849.21 | CORP | Long | |
07389YAF8 | 07389YAF8 | Bear Stearns Asset-Backed Securities I Trust | 2346077.64 | 2143933.73 | CORP | Long | |
N/A | N/A | N/A | 2675000.0 | 54129.03 | CORP | N/A | |
00CAPZW89 | 00CAPZW89 | N/A | -38440.0 | -345960.0 | CORP | N/A | |
03328QAY7 | 03328QAY7 | Anchorage Capital CLO 6 Ltd. | 4391333.63 | 4388432.28 | CORP | Long | |
N/A | N/A | UniCredit SpA | 200000.0 | 215484.42 | CORP | Long | |
N/A | N/A | L'Oreal SA | 2000000.0 | 2188695.69 | CORP | Long | |
59025TAB9 | 59025TAB9 | Merrill Lynch First Franklin Mortgage Loan Trust | 3766484.8337 | 3445740.78 | CORP | Long | |
N/A | N/A | Arab Republic of Egypt | 12389000.0 | 7688923.13 | NUSS | Long | |
N/A | N/A | Volvo Treasury AB | 13460000.0 | 17211080.47 | CORP | Long | |
17328QAJ0 | 17328QAJ0 | Citigroup Commercial Mortgage Trust | 2660000.0 | 1922582.83 | CORP | Long | |
56589PAJ4 | 56589PAJ4 | Maravai Intermediate Holdings LLC | 994923.86 | 966737.67 | CORP | Long | |
054967AJ3 | 054967AJ3 | BAMLL Commercial Mortgage Securities Trust | 590000.0 | 586411.8 | CORP | Long | |
N/A | N/A | N/A | 147996.0 | 100637.28 | CORP | N/A | |
98372MAA3 | 98372MAA3 | XHR LP | 2385000.0 | 2378954.1 | CORP | Long | |
3140KC4V1 | 3140KC4V1 | Federal National Mortgage Association | 993930.8211 | 947892.62 | USGSE | Long | |
30575PAQ9 | 30575PAQ9 | Fairstone Financial Issuance Trust I | 18261000.0 | 13191524.24 | CORP | Long | |
05549GAA9 | 05549GAA9 | BHMS | 15173016.0 | 15055660.31 | CORP | Long | |
92343VES9 | 92343VES9 | Verizon Communications, Inc. | 5000000.0 | 4847409.4 | CORP | Long | |
54142KAD3 | 54142KAD3 | GoTo Group, Inc. | 26563703.05 | 17446774.53 | CORP | Long | |
04018BAU1 | 04018BAU1 | Ares LV CLO Ltd. | 750000.0 | 725868.68 | CORP | Long | |
87724RAA0 | 87724RAA0 | Taylor Morrison Communities, Inc. | 5098000.0 | 5123490.0 | CORP | Long | |
N/A | N/A | N/A | -2978804382.0 | -291091.34 | CORP | N/A | |
904678AQ2 | 904678AQ2 | UniCredit SpA | 7500000.0 | 7710639.98 | CORP | Long | |
3140XDEZ5 | 3140XDEZ5 | Federal National Mortgage Association | 1752522.7344 | 1677461.15 | USGSE | Long | |
N/A | N/A | UniCredit SpA | 5275000.0 | 5952742.43 | CORP | Long | |
N/A | N/A | UBS AG | 21403000.0 | 21209987.75 | CORP | Long | |
00889KAC5 | 00889KAC5 | AIMCO CLO 17 Ltd. | 950000.0 | 943186.98 | CORP | Long | |
N/A | N/A | IHO Verwaltungs GmbH | 2941434.0 | 3171854.62 | CORP | Long | |
N/A | N/A | Deutsche Bank AG | 12000000.0 | 12724127.7 | CORP | Long | |
00968BAB1 | 00968BAB1 | Ajax Mortgage Loan Trust | 58342.46 | 24602.83 | CORP | Long | |
N/A | N/A | Coty, Inc. | 2626000.0 | 3046820.31 | CORP | Long | |
80556BAF2 | 80556BAF2 | Saxon Asset Securities Trust | 5997929.7688 | 5523121.05 | CORP | Long | |
00971BAE0 | 00971BAE0 | Ajax Mortgage Loan Trust | 6777185.0 | 5016001.32 | CORP | Long | |
N/A | N/A | Banque Federative du Credit Mutuel SA | 10400000.0 | 12039864.16 | CORP | Long | |
780097BQ3 | 780097BQ3 | NatWest Group plc | 3300000.0 | 3190467.39 | CORP | Long | |
48250VAU1 | 48250VAU1 | KKR CLO 13 Ltd. | 135564.862 | 135513.73 | CORP | Long | |
N/A | N/A | N/A | -63136909.0 | -2195238.68 | CORP | N/A | |
3137H1F76 | 3137H1F76 | Federal Home Loan Mortgage Corp. | 13318168.02 | 2189430.91 | USGSE | Long | |
3133USH46 | 3133USH46 | Federal Home Loan Mortgage Corp. | 2694284.2093 | 2598329.27 | USGSE | Long | |
74333DAN4 | 74333DAN4 | Progress Residential Trust | 10966000.0 | 9817712.86 | CORP | Long | |
64828XAG8 | 64828XAG8 | New Residential Mortgage Loan Trust | 10257650.0 | 7274847.45 | CORP | Long | |
05609TAC4 | 05609TAC4 | BX Trust | 1449000.0 | 1414451.06 | CORP | Long | |
N/A | N/A | N/A | 341680991.0 | 228804.76 | CORP | N/A | |
05550TAE9 | 05550TAE9 | BHP Trust | 2699200.0 | 2665738.56 | CORP | Long | |
N/A | N/A | AIB Group plc | 5000000.0 | 5518701.25 | CORP | Long | |
59024BAB9 | 59024BAB9 | Merrill Lynch Alternative Note Asset Trust | 2853375.18 | 2271014.72 | CORP | Long | |
92564RAA3 | 92564RAA3 | VICI Properties LP | 544000.0 | 523523.46 | CORP | Long | |
87265HAG4 | 87265HAG4 | Tri Pointe Homes, Inc. | 580000.0 | 572025.0 | CORP | Long | |
000000000 | 000000000 | N/A | -6797124.0 | -1608958.95 | CORP | N/A | |
92915CAQ7 | 92915CAQ7 | Voya CLO Ltd. | 933324.27 | 933066.67 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 3022101.25 | 3022101.25 | CORP | Long | |
N/A | N/A | N/A | 1527420.0 | 247488.62 | CORP | N/A | |
701094AQ7 | 701094AQ7 | Parker-Hannifin Corp. | 12000000.0 | 11885086.2 | CORP | Long | |
06745CAC4 | 06745CAC4 | Barclays Mortgage Trust | 8624003.65 | 3706012.92 | CORP | Long | |
52473FAA3 | 52473FAA3 | Legacy Mortgage Asset Trust | 7768344.96 | 7398894.13 | CORP | Long | |
12434AAC2 | 12434AAC2 | BX Commercial Mortgage Trust | 15394032.96 | 15132972.64 | CORP | Long | |
80386WAB1 | 80386WAB1 | Sasol Financing USA LLC | 5673000.0 | 5355666.56 | CORP | Long | |
67576FAA7 | 67576FAA7 | Octagon Investment Partners 18-R Ltd. | 8510728.68 | 8507068.22 | CORP | Long | |
N/A | N/A | Heimstaden Bostad Treasury BV | 800000.0 | 781782.98 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 2555000.0 | 2807054.53 | CORP | Long | |
N/A | N/A | Cirsa Finance International SARL | 4404000.0 | 4916150.68 | CORP | Long | |
N/A | N/A | FreeWire Technologies, Inc. | 17699739.08 | 18628975.38 | CORP | Long | |
36248MAN7 | 36248MAN7 | GT Loan Financing I Ltd. | 500000.0 | 501274.2 | CORP | Long | |
N/A | N/A | Precise Mortgage Funding plc | 100000.0 | 127125.94 | CORP | Long | |
65536PAE0 | 65536PAE0 | Nomura Asset Acceptance Corp. Alternative Loan Trust | 1542227.64 | 291401.91 | CORP | Long | |
126686AA2 | 126686AA2 | CWHEQ Revolving Home Equity Loan Trust | 921934.82 | 907828.85 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 28973.39 | CORP | N/A | |
67117DAA8 | 67117DAA8 | OBX Trust | 8434388.65 | 8291320.33 | CORP | Long | |
N/A | N/A | TenneT Holding BV | 4700000.0 | 5149650.76 | NUSS | Long | |
64129UBS3 | 64129UBS3 | Neuberger Berman CLO XVII Ltd. | 10675251.5656 | 10671104.23 | CORP | Long | |
88033GDM9 | 88033GDM9 | Tenet Healthcare Corp. | 25200000.0 | 23461144.56 | CORP | Long | |
11102AAF8 | 11102AAF8 | British Telecommunications plc | 4700000.0 | 4335314.78 | CORP | Long | |
382371AA0 | 382371AA0 | GoodLeap Sustainable Home Solutions Trust | 10734929.9629 | 8269442.89 | CORP | Long | |
50188GAT0 | 50188GAT0 | LCM XVIII LP | 8639898.15 | 8632646.68 | CORP | Long | |
03217CAB2 | 03217CAB2 | ams-OSRAM AG | 1705000.0 | 1896096.4 | CORP | Long | |
77342JAC7 | 77342JAC7 | Rockford Tower CLO Ltd. | 250000.0 | 249948.33 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -84416.47 | CORP | N/A | |
N/A | N/A | N/A | -760.0 | -307488.8 | CORP | N/A | |
14686AAU3 | 14686AAU3 | CarVal CLO II Ltd. | 700000.0 | 697430.37 | CORP | Long | |
12648JDQ1 | 12648JDQ1 | CSMC Trust | 1929339.51 | 1801106.92 | CORP | Long | |
N/A | N/A | N/A | 579000.0 | -99486.04 | CORP | N/A | |
29441WAD7 | 29441WAD7 | MEGlobal BV | 7009000.0 | 6294958.13 | CORP | Long | |
69688AAQ4 | 69688AAQ4 | Palmer Square CLO Ltd. | 1250000.0 | 1246655.5 | CORP | Long | |
46653XAF7 | 46653XAF7 | JP Morgan Mortgage Trust | 102160245.78 | 2766509.67 | CORP | Long | |
N/A | N/A | N/A | 1625000.0 | -149377.91 | CORP | N/A | |
N/A | N/A | Altice France Est SAS | 6884000.0 | 7618590.78 | CORP | Long | |
N/A | N/A | N/A | 800721800.0 | 12894685.89 | CORP | N/A | |
N/A | N/A | Taurus UK DAC | 505701.0728 | 616898.28 | CORP | Long | |
55820TAJ7 | 55820TAJ7 | Madison Park Funding XXIII Ltd. | 19892437.8323 | 19882491.61 | CORP | Long | |
46655AAJ7 | 46655AAJ7 | JPMorgan Chase Commercial Mortgage Securities Trust | 7412000.0 | 4336015.55 | CORP | Long | |
05608RAJ4 | 05608RAJ4 | BX Trust | 4111000.0 | 3914903.24 | CORP | Long | |
56847MAB6 | 56847MAB6 | Mariner Finance Issuance Trust | 1353750.37 | 1350780.38 | CORP | Long | |
N/A | N/A | American Tower Corp. | 7900000.0 | 7770663.42 | CORP | Long | |
55820TAN8 | 55820TAN8 | Madison Park Funding XXIII Ltd. | 3000000.0 | 2996847.3 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -244278.97 | CORP | N/A | |
N/A | N/A | Euro-Galaxy III CLO DAC | 1380000.0 | 1471867.56 | CORP | Long | |
N/A | N/A | N/A | 1804542306.0 | -934076.6 | CORP | N/A | |
12551AAG0 | 12551AAG0 | CIFC Funding Ltd. | 9770000.0 | 9823628.51 | CORP | Long | |
N/A | N/A | N/A | 64041.0 | 367595.34 | CORP | N/A | |
30303M102 | 30303M102 | Meta Platforms, Inc. | 22288.0 | 7889060.48 | CORP | Long | |
N/A | N/A | FCT Autonoria DE | 449515.05 | 496074.41 | CORP | Long | |
N/A | N/A | N/A | 199600.0 | 0.2 | CORP | N/A | |
40434PJG2 | 40434PJG2 | HSBC USA, Inc. | 40618000.0 | 39003621.34 | CORP | Long | |
N5554EAB9 | N5554EAB9 | Median BV | 7100000.0 | 7398409.05 | CORP | Long | |
00P92M1U7 | 00P92M1U7 | N/A | -20000.0 | -140000.0 | CORP | N/A | |
02149VAA7 | 02149VAA7 | Alternative Loan Trust | 704592.9164 | 337319.49 | CORP | Long | |
28470RAK8 | 28470RAK8 | Caesars Entertainment, Inc. | 11125000.0 | 11404226.38 | CORP | Long | |
91153LAA5 | 91153LAA5 | United Wholesale Mortgage LLC | 16105000.0 | 16003193.85 | CORP | Long | |
N/A | N/A | Dominican Republic | 5216000.0 | 5303107.2 | NUSS | Long | |
31418DZB1 | 31418DZB1 | Federal National Mortgage Association | 2761227.649 | 2629877.18 | USGSE | Long | |
N/A | N/A | N/A | 314801921.0 | 3758870.98 | USGSE | N/A | |
N/A | N/A | TenneT Holding BV | 4271000.0 | 5421885.97 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -247461.66 | NUSS | N/A | |
N/A | N/A | Ardagh Packaging Finance plc | 9472000.0 | 8729482.43 | CORP | Long | |
91282CDC2 | 91282CDC2 | United States of America | 15439677.438 | 14660672.22 | UST | Long | |
75513EAB7 | 75513EAB7 | RTX Corp. | 14800000.0 | 14974982.83 | CORP | Long | |
N/A | N/A | Fidelity Grand Harbour CLO DAC | 1490000.0 | 1567345.1 | CORP | Long | |
46654CAP0 | 46654CAP0 | JP Morgan Mortgage Trust | 8564593.19 | 6831599.15 | CORP | Long | |
N/A | N/A | Rossini SARL | 16810000.0 | 18557399.49 | CORP | Long | |
392532HC4 | 392532HC4 | City of Greeley | 1275000.0 | 1203740.19 | MUN | Long | |
N/A | N/A | N/A | 1.0 | 113284.6 | MUN | N/A | |
00PARPEP7 | 00PARPEP7 | N/A | 2500.0 | 7500.0 | MUN | N/A | |
N/A | N/A | N/A | 1.0 | -164176.64 | MUN | N/A | |
31418EA67 | 31418EA67 | Federal National Mortgage Association | 4383335.2103 | 4144757.86 | USGSE | Long | |
N8137FAB6 | N8137FAB6 | Hunter Douglas Holding BV | 500000.0 | 497375.0 | CORP | Long | |
91282CFR7 | 91282CFR7 | United States of America | 168511174.131 | 167221307.03 | UST | Long | |
N/A | N/A | N/A | 10030000.0 | -207086.07 | UST | N/A | |
808513CH6 | 808513CH6 | Charles Schwab Corp. (The) | 8000000.0 | 8432603.92 | CORP | Long | |
N/A | N/A | Reckitt Benckiser Treasury Services plc | 14366000.0 | 16792255.84 | CORP | Long | |
N/A | N/A | Repsol International Finance BV | 2029000.0 | 2189516.47 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 5207350.0 | 5748654.03 | CORP | Long | |
404119BW8 | 404119BW8 | HCA, Inc. | 11080000.0 | 11437336.65 | CORP | Long | |
N/A | N/A | NatWest Markets plc | 8100000.0 | 10881515.49 | CORP | Long | |
N/A | N/A | Holding d'Infrastructures des Metiers de l'Environnement | 17684000.0 | 16949414.23 | CORP | Long | |
75888KAC8 | 75888KAC8 | Regatta VIII Funding Ltd. | 5020000.0 | 5026636.94 | CORP | Long | |
N/A | N/A | N/A | 389757040.0 | 136.61 | CORP | N/A | |
N/A | N/A | N/A | 21524000000.0 | -516089.21 | CORP | N/A | |
61749GAC6 | 61749GAC6 | Morgan Stanley Home Equity Loan Trust | 2343835.8658 | 1664785.6 | CORP | Long | |
04019PAA3 | 04019PAA3 | ARES Loan Funding III Ltd. | 800000.0 | 801188.4 | CORP | Long | |
08861YAC0 | 08861YAC0 | BHG Securitization Trust | 160000.0 | 143481.44 | CORP | Long | |
69291QAA3 | 69291QAA3 | PFP Ltd. | 11988000.0 | 11944004.69 | CORP | Long | |
N/A | N/A | EnBW Energie Baden-Wuerttemberg AG | 22400000.0 | 19246175.98 | CORP | Long | |
126694N46 | 126694N46 | CHL Mortgage Pass-Through Trust | 1003580.73 | 928633.92 | CORP | Long | |
68233JCN2 | 68233JCN2 | Oncor Electric Delivery Co. LLC | 7580000.0 | 7486044.46 | CORP | Long | |
N/A | N/A | N/A | 6610000.0 | -59775.88 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -475858.29 | CORP | N/A | |
N/A | N/A | Republic of Cote d'Ivoire | 15075000.0 | 14778210.94 | NUSS | Long | |
N/A | N/A | Sartorius Finance BV | 10000000.0 | 11635633.0 | CORP | Long | |
N/A | N/A | N/A | 410000.0 | -10177.16 | CORP | N/A | |
N/A | N/A | N/A | 103109253.0 | 283280.08 | CORP | N/A | |
67097QAG0 | 67097QAG0 | OCP CLO Ltd. | 1200000.0 | 1199396.88 | CORP | Long | |
N/A | N/A | Engie SA | 9900000.0 | 11148146.12 | CORP | Long | |
N/A | N/A | N/A | -16541323.99999872 | -0.2 | CORP | N/A | |
N/A | N/A | N/A | 459113489.0 | 34891.45 | CORP | N/A | |
55317BAG2 | 55317BAG2 | MFT Trust | 3924716.0 | 2166154.37 | CORP | Long | |
755931AA0 | 755931AA0 | Ready Capital Mortgage Financing LLC | 21389539.75 | 21362796.58 | CORP | Long | |
N/A | N/A | ZF Finance GmbH | 1800000.0 | 1833562.04 | CORP | Long | |
N/A | N/A | N/A | 400000000.0 | -1545732.08 | CORP | N/A | |
548661DP9 | 548661DP9 | Lowe's Cos., Inc. | 10000000.0 | 9573609.9 | CORP | Long | |
N/A | N/A | N/A | -100.0 | -65981.0 | CORP | N/A | |
N/A | N/A | RBC Capital Markets LLC | 9163076.25 | 9163076.25 | CORP | Long | |
N/A | N/A | La Banque Postale SA | 9700000.0 | 11015322.39 | CORP | Long | |
26826TAF0 | 26826TAF0 | ECL Entertainment LLC | 18801877.5 | 18815978.91 | CORP | Long | |
N/A | N/A | Paraguay Government International Bond | 4896000.0 | 4328064.0 | NUSS | Long | |
77586RAN0 | 77586RAN0 | Romania | 3067000.0 | 3039120.97 | NUSS | Long | |
N/A | N/A | Twin Bridges plc | 804000.0 | 996206.68 | CORP | Long | |
16384YAJ6 | 16384YAJ6 | Chemours Co. (The) | 924682.5 | 921908.45 | CORP | Long | |
15138AAA8 | 15138AAA8 | Permian Resources Operating LLC | 32104000.0 | 31676477.45 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 27000000.0 | 27648350.47 | CORP | Long | |
N/A | N/A | Space Exploration Technologies Corp. | 98583.0 | 7985223.0 | CORP | Long | |
N/A | N/A | Food Service Project SA | 4287000.0 | 4717157.94 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -360959.19 | CORP | N/A | |
15033EAJ7 | 15033EAJ7 | Cedar Funding IX CLO Ltd. | 250000.0 | 240836.6 | CORP | Long | |
N/A | N/A | Dutch Property Finance BV | 2143266.56 | 2362675.65 | CORP | Long | |
64131BAH6 | 64131BAH6 | Neuberger Berman CLO XXII Ltd. | 400000.0 | 399646.72 | CORP | Long | |
N/A | N/A | N/A | -521334788.0 | -1351.44 | CORP | N/A | |
01748XAD4 | 01748XAD4 | Allegiant Travel Co. | 4829000.0 | 4724892.99 | CORP | Long | |
373385KP7 | 373385KP7 | State of Georgia | 7890000.0 | 8388376.51 | MUN | Long | |
N/A | N/A | Atlas Funding plc | 505000.0 | 646228.63 | CORP | Long | |
N/A | N/A | N/A | 789444000.0 | 615856.93 | CORP | N/A | |
N/A | N/A | AIB Group plc | 10711000.0 | 11660947.83 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -225292.36 | NUSS | N/A | |
N/A | N/A | Volato Group, Inc. | 178596.0 | 719741.88 | CORP | Long | |
87666YAA5 | 87666YAA5 | Taubman Centers Commercial Mortgage Trust | 22066000.0 | 21934343.21 | CORP | Long | |
N/A | N/A | Avoca CLO XIV DAC | 2240000.0 | 2383532.44 | CORP | Long | |
03835EAF1 | 03835EAF1 | AppLovin Corporation | 997461.93 | 997461.93 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 110575.64 | CORP | N/A | |
3140XBGM6 | 3140XBGM6 | Federal National Mortgage Association | 32050.5696 | 30734.24 | USGSE | Long | |
00900YAD8 | 00900YAD8 | Aimbridge Acquisition Co., Inc. | 8290399.41 | 7693822.27 | CORP | Long | |
N/A | N/A | American Tower Corp. | 14890000.0 | 16791228.53 | CORP | Long | |
05608UAN8 | 05608UAN8 | BX Trust | 4450000.0 | 4454182.11 | CORP | Long | |
N/A | N/A | N/A | 958000.0 | -59983.93 | CORP | N/A | |
N/A | N/A | SoftBank Group Corp. | 7787000.0 | 7331489.76 | CORP | Long | |
N/A | N/A | GS Caltex Corp. | 2815000.0 | 2829300.2 | CORP | Long | |
57643EAA0 | 57643EAA0 | MASTR Resecuritization Trust | 1359727.33 | 495483.42 | CORP | Long | |
N/A | N/A | N/A | -20583585.0 | -20409.47 | CORP | N/A | |
3132A5KB0 | 3132A5KB0 | Federal Home Loan Mortgage Corp. | 27294.6125 | 26262.24 | USGSE | Long | |
83609RAN1 | 83609RAN1 | Sound Point CLO XV Ltd. | 2000000.0 | 2000017.0 | CORP | Long | |
456837BF9 | 456837BF9 | ING Groep NV | 9623000.0 | 9820304.22 | CORP | Long | |
75888DAA8 | 75888DAA8 | Regatta XVII Funding Ltd. | 500000.0 | 504034.25 | CORP | Long | |
N/A | N/A | UniCredit SpA | 800000.0 | 827874.18 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -94684.98 | CORP | N/A | |
N/A | N/A | N/A | 1975043273.0 | -46474495.46 | CORP | N/A | |
86315TAA3 | 86315TAA3 | Stratus CLO Ltd. | 1406393.8232 | 1402953.08 | CORP | Long | |
45866FAF1 | 45866FAF1 | Intercontinental Exchange, Inc. | 8750000.0 | 8318668.75 | CORP | Long | |
N/A | N/A | HSBC Bank Capital Funding Sterling 1 LP | 1477000.0 | 1957964.37 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -60096.39 | CORP | N/A | |
N/A | N/A | Park Avenue Tower | 43000000.0 | 40349406.9 | CORP | Long | |
00850BAC0 | 00850BAC0 | AGL Static CLO 18 Ltd. | 21500000.0 | 21396860.2 | CORP | Long | |
375558BF9 | 375558BF9 | Gilead Sciences, Inc. | 9652000.0 | 9456185.24 | CORP | Long | |
N/A | N/A | LLPL Capital Pte. Ltd. | 1609200.0 | 1545837.75 | CORP | Long | |
880115DA5 | 880115DA5 | Temple College | 6035000.0 | 4856746.27 | MUN | Long | |
N/A | N/A | Belden, Inc. | 3121000.0 | 3342065.11 | CORP | Long | |
N/A | N/A | ASML Holding NV | 5392.0 | 4070352.76 | CORP | Long | |
N/A | N/A | OCP Euro CLO DAC | 600000.0 | 608335.05 | CORP | Long | |
01F062614 | 01F062614 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 52191000.0 | 53481503.89 | USGSE | Long | |
17180WAA3 | 17180WAA3 | CIFC Funding Ltd. | 6892208.76 | 6901979.84 | CORP | Long | |
19033EAA8 | 19033EAA8 | COAST Commercial Mortgage Trust | 5172429.0 | 5130871.12 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1183544.19 | CORP | N/A | |
3140QAAJ9 | 3140QAAJ9 | Federal National Mortgage Association | 2868842.2587 | 2751506.73 | USGSE | Long | |
08160JAG2 | 08160JAG2 | Benchmark Mortgage Trust | 31498399.6695 | 1218427.4 | CORP | Long | |
72431HAD2 | 72431HAD2 | Cornerstone Building Brands, Inc. | 12123636.78 | 12098419.62 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 31207200.0 | 34451188.43 | CORP | Long | |
14310MAW7 | 14310MAW7 | Carlyle Global Market Strategies CLO Ltd. | 23099284.6309 | 23086975.02 | CORP | Long | |
N/A | N/A | N/A | -20484155.0 | -424416.48 | CORP | N/A | |
45669NAT3 | 45669NAT3 | IndyMac INDX Mortgage Loan Trust | 4981878.07 | 3325118.65 | CORP | Long | |
N/A | N/A | Repsol International Finance BV | 3323000.0 | 3576495.1 | CORP | Long | |
31620MBL9 | 31620MBL9 | Fidelity National Information Services, Inc. | 4400000.0 | 4614520.71 | CORP | Long | |
N/A | N/A | Network i2i Ltd. | 1000000.0 | 927500.0 | CORP | Long | |
015271AY5 | 015271AY5 | Alexandria Real Estate Equities, Inc. | 5310000.0 | 4427710.37 | CORP | Long | |
873059AA7 | 873059AA7 | TVC Mortgage Trust | 6749000.0 | 6793939.57 | CORP | Long | |
N/A | N/A | N/A | 1961251727.0 | 29719435.84 | CORP | N/A | |
10554TAG0 | 10554TAG0 | Braskem Netherlands Finance BV | 6652000.0 | 5537790.0 | CORP | Long | |
N/A | N/A | N/A | 7515862.0 | -73915.18 | CORP | N/A | |
N/A | N/A | Orion Group HoldCo, LLC | 8973747.0 | 8973747.0 | CORP | Long | |
N/A | N/A | Volkswagen Financial Services NV | 17000000.0 | 22627706.99 | CORP | Long | |
N/A | N/A | Banco Santander SA | 16500000.0 | 18142423.22 | CORP | Long | |
579063AB4 | 579063AB4 | McAfee Corp. | -1225000.0 | -1118733.09 | CORP | Short | |
37255BAB5 | 37255BAB5 | Geopark Ltd. | 200000.0 | 176178.0 | CORP | Long | |
N/A | N/A | CML Project Horizons | 30989818.0 | 39333504.86 | CORP | Long | |
86562MCN8 | 86562MCN8 | Sumitomo Mitsui Financial Group, Inc. | 10164000.0 | 9042076.44 | CORP | Long | |
527083AA7 | 527083AA7 | Lessen, Inc. | 39938533.0 | 36495831.46 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 286631.48 | CORP | N/A | |
95040QAD6 | 95040QAD6 | Welltower OP LLC | 18125000.0 | 17783386.89 | CORP | Long | |
01F060618 | 01F060618 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | -2797217038.0 | -2840049423.89 | USGSE | Short | |
N/A | N/A | Deutsche Lufthansa AG | 5300000.0 | 5756220.06 | CORP | Long | |
143658300 | 143658300 | Carnival Corp. | 49734.0 | 922068.36 | CORP | Long | |
44974AAS6 | 44974AAS6 | IMT Trust | 4090000.0 | 4023119.5 | CORP | Long | |
N/A | N/A | Ephios Subco 3 SARL | 10367000.0 | 11828960.98 | CORP | Long | |
N/A | N/A | N/A | -1984.0 | -6716715.67 | CORP | N/A | |
N/A | N/A | N/A | 20060000.0 | -279005.53 | CORP | N/A | |
3140HDGH1 | 3140HDGH1 | Federal National Mortgage Association | 2807566.1324 | 2697042.73 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -21389.92 | USGSE | N/A | |
N/A | N/A | BofA Securities, Inc. | 2577150.0 | 2577150.0 | CORP | Long | |
N/A | N/A | FT Santander Consumer Spain Auto | 154440.4847 | 164090.11 | CORP | Long | |
14314FAL2 | 14314FAL2 | Carlyle US CLO Ltd. | 2067249.042 | 2066251.39 | CORP | Long | |
N/A | N/A | Dowson plc | 725000.0 | 920399.82 | CORP | Long | |
30034WAC0 | 30034WAC0 | Evergy, Inc. | 8982000.0 | 9220023.0 | CORP | Long | |
92538CAD3 | 92538CAD3 | Verus Securitization Trust | 3833500.0 | 3214898.84 | CORP | Long | |
N/A | N/A | India Green Power Holdings | 1228000.0 | 1123620.0 | CORP | Long | |
56848DAD1 | 56848DAD1 | Mariner Finance Issuance Trust | 1180000.0 | 1036849.83 | CORP | Long | |
N/A | N/A | Vinoy St. Petersburg (The) | 27700000.0 | 26718494.82 | CORP | Long | |
N/A | N/A | Samhallsbyggnadsbolaget i Norden AB | 2400000.0 | 410669.4 | CORP | Long | |
N/A | N/A | Taurus UK DAC | 879540.0 | 1092127.32 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -14847.82 | CORP | N/A | |
87167PAE0 | 87167PAE0 | Symphony CLO XXIII Ltd. | 510000.0 | 505822.59 | CORP | Long | |
38528UAE6 | 38528UAE6 | Grand Canyon University | 8775000.0 | 7846254.0 | CORP | Long | |
06406RBD8 | 06406RBD8 | Bank of New York Mellon Corp. (The) | 25000000.0 | 24228488.5 | CORP | Long | |
3140HD7A6 | 3140HD7A6 | Federal National Mortgage Association | 1318780.5247 | 1269472.15 | USGSE | Long | |
N/A | N/A | N/A | 16541323.99998604 | 369.6 | USGSE | N/A | |
06051GHQ5 | 06051GHQ5 | Bank of America Corp. | 5000000.0 | 4732483.0 | CORP | Long | |
12668FAA2 | 12668FAA2 | CWHEQ Revolving Home Equity Loan Trust | 511087.4924 | 464176.76 | CORP | Long | |
47770VAY6 | 47770VAY6 | JobsOhio Beverage System | 6260000.0 | 6148247.79 | MUN | Long | |
23242YBD6 | 23242YBD6 | CWHEQ Revolving Home Equity Loan Resuritization Trust | 90272.32 | 89204.52 | CORP | Long | |
05533YBJ8 | 05533YBJ8 | BCAP LLC Trust | 3153536.6262 | 2985132.09 | CORP | Long | |
N/A | N/A | N/A | 49605000.0 | -419269.57 | CORP | N/A | |
38379RHB2 | 38379RHB2 | Government National Mortgage Association | 1629263.7051 | 43452.95 | USGA | Long | |
N/A | N/A | Autonoria Spain | 274377.35 | 293340.9 | CORP | Long | |
N/A | N/A | MAF Global Securities Ltd. | 3712000.0 | 3644720.0 | CORP | Long | |
N/A | N/A | N/A | 1500.0 | 861000.0 | CORP | N/A | |
37046TAN4 | 37046TAN4 | General Motores Financial Co., Inc. | 25670000.0 | 25572031.99 | CORP | Long | |
64131BAJ2 | 64131BAJ2 | Neuberger Berman CLO XXII Ltd. | 250000.0 | 249383.95 | CORP | Long | |
N/A | N/A | Washington Mutual, Inc. | 14745000.0 | 1.47 | CORP | Long | |
N/A | N/A | GTCR W-2 Merger Sub LLC | 2134000.0 | 2937711.35 | CORP | Long | |
N/A | N/A | Lorca Telecom Bondco SA | 9856000.0 | 10608409.11 | CORP | Long | |
N/A | N/A | Arab Republic of Egypt | 28639000.0 | 19823557.81 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 2866108.32 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | -47400.94 | NUSS | N/A | |
464288513 | 464288513 | iShares Trust | 430000.0 | 33277700.0 | RF | Long | |
64035GAC3 | 64035GAC3 | Nelnet Student Loan Trust | 23450144.0 | 18901819.73 | CORP | Long | |
N/A | N/A | General Motors Financial Co., Inc. | 6800000.0 | 8705618.85 | CORP | Long | |
92258VAF4 | 92258VAF4 | Velocity Commercial Capital Loan Trust | 329313.42 | 268395.94 | CORP | Long | |
N/A | N/A | N/A | 2889630581.0 | -244372.28 | CORP | N/A | |
02150TAA8 | 02150TAA8 | Alternative Loan Trust | 2798251.84 | 2448402.92 | CORP | Long | |
75888TAE5 | 75888TAE5 | Regatta XVI Funding Ltd. | 250000.0 | 250206.48 | CORP | Long | |
78449VAE6 | 78449VAE6 | SMB Private Education Loan Trust | 4455000.0 | 3532637.69 | CORP | Long | |
67116DAA9 | 67116DAA9 | OHA Credit Funding 13 Ltd. | 7675000.0 | 7807126.66 | CORP | Long | |
N/A | N/A | Invesco Euro CLO IX DAC | 8500000.0 | 9382309.15 | CORP | Long | |
N/A | N/A | N/A | 16320000.0 | 644430.25 | CORP | N/A | |
N/A | N/A | N/A | -1850.0 | -289062.5 | CORP | N/A | |
12559QAH5 | 12559QAH5 | CIT Mortgage Loan Trust | 3538000.0 | 3048798.62 | CORP | Long | |
N/A | N/A | N/A | 3540000.0 | -186358.31 | CORP | N/A | |
75887VAE1 | 75887VAE1 | Regatta IX Funding Ltd. | 2320000.0 | 2333871.98 | CORP | Long | |
N/A | N/A | Capital Four CLO V DAC | 7585000.0 | 8445727.9 | CORP | Long | |
3137HBC77 | 3137HBC77 | Federal Home Loan Mortgage Corp. | 4457000.0 | 4496620.95 | USGSE | Long | |
N/A | N/A | Teleperformance SE | 2900000.0 | 3399849.17 | CORP | Long | |
26250UAQ8 | 26250UAQ8 | Dryden XXVI Senior Loan Fund | 2656177.9582 | 2653040.75 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 4677487.5 | 4677487.5 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 3300000.0 | 3784276.72 | CORP | Long | |
N/A | N/A | Atom Mortgage Securities DAC | 1541946.26 | 1696044.59 | CORP | Long | |
N/A | N/A | Czech Republic | 681130000.0 | 32962565.09 | NUSS | Long | |
75887VAC5 | 75887VAC5 | Regatta IX Funding Ltd. | 1250000.0 | 1252785.13 | CORP | Long | |
04287KAB7 | 04287KAB7 | Arsenal AIC Parent LLC | 460845.0 | 462139.97 | CORP | Long | |
10524MAQ0 | 10524MAQ0 | Brand Industrial Services, Inc. | 1095255.0 | 1087434.88 | CORP | Long | |
N/A | N/A | Nissan Motor Co. Ltd. | 3940000.0 | 4243855.39 | CORP | Long | |
912797HQ3 | 912797HQ3 | United States of America | 3214000.0 | 3155283.31 | UST | Long | |
N/A | N/A | N/A | 35690000.0 | 238477.64 | UST | N/A | |
15276PQQ5 | 15276PQQ5 | Central Unified School District | 5000000.0 | 4289017.1 | MUN | Long | |
N/A | N/A | Canary Wharf Finance II plc | 14689000.0 | 14448505.04 | CORP | Long | |
92343VEU4 | 92343VEU4 | Verizon Communications, Inc. | 4202000.0 | 4062867.58 | CORP | Long | |
17312TAK9 | 17312TAK9 | Citigroup Mortgage Loan Trust | 5504118.99 | 3571393.84 | CORP | Long | |
30327MAA2 | 30327MAA2 | FS Rialto Issuer LLC | 9954000.0 | 9857224.83 | CORP | Long | |
N/A | N/A | Banco Santander SA | 1600000.0 | 1633316.1 | CORP | Long | |
3131Y3GG5 | 3131Y3GG5 | Federal Home Loan Mortgage Corp. | 174934.0731 | 168245.11 | USGSE | Long | |
N/A | N/A | N/A | 9790000.0 | 109507.16 | USGSE | N/A | |
55404TAD4 | 55404TAD4 | Minimax Viking GmbH | 117410.0 | 117630.73 | CORP | Long | |
N/A | N/A | N/A | 1541200000.0 | -277368.63 | CORP | N/A | |
31418CV35 | 31418CV35 | Federal National Mortgage Association | 2709661.5493 | 2609193.21 | USGSE | Long | |
02660LAB6 | 02660LAB6 | American Home Mortgage Assets Trust | 5304778.96 | 2784077.43 | CORP | Long | |
867892101 | 867892101 | Sunstone Hotel Investors, Inc. | 331117.0 | 3552885.41 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 132224.78 | CORP | N/A | |
N/A | N/A | Red & Black Auto Germany 8 UG | 332664.01 | 365914.27 | CORP | Long | |
N/A | N/A | Nomura Securities International, Inc. | 1268250.0 | 1268250.0 | CORP | Long | |
N/A | N/A | N/A | 988820408.0 | -45131335.94 | CORP | N/A | |
93978HLL7 | 93978HLL7 | Washington Health Care Facilities Authority | 26000000.0 | 25863721.78 | MUN | Long | |
27831BAG8 | 27831BAG8 | Eaton Vance CLO Ltd. | 1000000.0 | 997475.1 | CORP | Long | |
161175CD4 | 161175CD4 | Charter Communications Operating LLC | 31294000.0 | 27152793.94 | CORP | Long | |
69701VAA6 | 69701VAA6 | Palmer Square Loan Funding Ltd. | 3000000.0 | 3005233.5 | CORP | Long | |
N/A | N/A | Bank Mandiri Persero Tbk. PT | 380000.0 | 381068.75 | NUSS | Long | |
N/A | N/A | Cemex SAB de CV | 3223000.0 | 3483383.36 | CORP | Long | |
N/A | N/A | Nationwide Building Society | 1990000.0 | 2137431.03 | CORP | Long | |
90278MBB2 | 90278MBB2 | UBS Commercial Mortgage Trust | 67002074.7734 | 4115555.54 | CORP | Long | |
17030JAA4 | 17030JAA4 | CHNGE Mortgage Trust | 4319841.45 | 3920529.56 | CORP | Long | |
36321JAE4 | 36321JAE4 | Galaxy XXVIII CLO Ltd. | 535224.26 | 534937.86 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 275539.69 | CORP | N/A | |
670864AA5 | 670864AA5 | OCP CLO Ltd. | 1500000.0 | 1483867.5 | CORP | Long | |
N/A | N/A | Olympus Water US Holding Corp. | -1936000.0 | -1815536.99 | CORP | Short | |
03759CAS9 | 03759CAS9 | Apidos CLO XXIV | 21350000.0 | 21311044.79 | CORP | Long | |
N/A | N/A | Braskem Netherlands Finance BV | 5000000.0 | 4662500.0 | CORP | Long | |
N/A | N/A | Cooperatieve Rabobank UA | 2000000.0 | 2271465.44 | CORP | Long | |
64035GAD1 | 64035GAD1 | Nelnet Student Loan Trust | 1230000.0 | 993175.43 | CORP | Long | |
27830VAG5 | 27830VAG5 | Eaton Vance CLO Ltd. | 2500000.0 | 2443383.25 | CORP | Long | |
02932JAP2 | 02932JAP2 | American Rock Salt Co. LLC | 2333140.82 | 2196068.8 | CORP | Long | |
85022WAP9 | 85022WAP9 | SpringCastle America Funding LLC | 7503581.19 | 6921652.96 | CORP | Long | |
N/A | N/A | N/A | 43803460000.0 | -2544515.03 | CORP | N/A | |
N/A | N/A | Sumitomo Mitsui Financial Group, Inc. | 260540.0 | 12677835.81 | CORP | Long | |
N/A | N/A | E.ON International Finance BV | 3800000.0 | 5344602.35 | CORP | Long | |
N/A | N/A | 78474N102 SPLT_23-1 | 350693.0 | 22689837.1 | CORP | Long | |
61764PAE2 | 61764PAE2 | Morgan Stanley Bank of America Merrill Lynch Trust | 51913000.0 | 515620.68 | CORP | Long | |
36319TAN6 | 36319TAN6 | Galaxy XXIII CLO Ltd. | 8850223.8523 | 8833720.84 | CORP | Long | |
51507KAB2 | 51507KAB2 | Lending Funding Trust | 3340000.0 | 3037639.82 | CORP | Long | |
N/A | N/A | N/A | 162778.0 | 16873.02 | CORP | N/A | |
N/A | N/A | Heathrow Finance plc | 7430000.0 | 9435039.86 | CORP | Long | |
92911UAJ7 | 92911UAJ7 | Voya CLO Ltd. | 1171121.0725 | 1170873.85 | CORP | Long | |
48855KAC4 | 48855KAC4 | Kenbourne Invest SA | 1288000.0 | 679420.0 | CORP | Long | |
N/A | N/A | KINS Technology Group, Inc. | 89820.0 | 467962.2 | CORP | Long | |
N/A | N/A | N/A | 1160000.0 | -21264.58 | CORP | N/A | |
95000GAA2 | 95000GAA2 | Wells Fargo Commercial Mortgage Trust | 9764000.0 | 259463.65 | CORP | Long | |
00774MBC8 | 00774MBC8 | AerCap Ireland Capital DAC | 6271000.0 | 6417994.12 | CORP | Long | |
08180EBJ2 | 08180EBJ2 | Benefit Street Partners CLO III Ltd. | 196829.62 | 196931.16 | CORP | Long | |
N/A | N/A | eG Global Finance plc | -2261077.6144 | -2493620.52 | CORP | Short | |
N/A | N/A | Dryden 46 Euro CLO DAC | 250000.0 | 264099.72 | CORP | Long | |
N/A | N/A | N/A | 29791469.0 | 1000034.51 | CORP | N/A | |
N/A | N/A | TK Elevator Holdco GmbH | 4150800.0 | 4216005.2 | CORP | Long | |
38382LLK5 | 38382LLK5 | Government National Mortgage Association | 7806022.922 | 1020473.57 | USGA | Long | |
46630GAM7 | 46630GAM7 | JPMorgan Mortgage Trust | 3549.1 | 3506.29 | CORP | Long | |
N/A | N/A | Forvia SE | 3003000.0 | 3250330.54 | CORP | Long | |
3133A2SG6 | 3133A2SG6 | Federal Home Loan Mortgage Corp. | 728042.7119 | 700065.05 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | 299967.52 | USGSE | N/A | |
N/A | N/A | N/A | 1.0 | 21628.09 | USGSE | N/A | |
05608UAE8 | 05608UAE8 | BX Trust | 242391000.0 | 7102.06 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1405175.9 | CORP | N/A | |
24380MAA9 | 24380MAA9 | Deer Creek CLO Ltd. | 1500000.0 | 1472727.15 | CORP | Long | |
33834WAG7 | 33834WAG7 | 522 Funding CLO Ltd. | 3500000.0 | 3454165.4 | CORP | Long | |
N/A | N/A | FCT Autonoria DE | 359044.88 | 397873.26 | CORP | Long | |
33835NAA9 | 33835NAA9 | 522 Funding CLO Ltd. | 250000.0 | 249724.98 | CORP | Long | |
04966HAA4 | 04966HAA4 | Madison Park Funding XLII Ltd. | 5796972.761 | 5791384.48 | CORP | Long | |
N/A | N/A | Red & Black Auto Italy SRL | 929000.0 | 1025394.18 | CORP | Long | |
75907VAC1 | 75907VAC1 | Regional Management Issuance Trust | 2500000.0 | 2242511.25 | CORP | Long | |
N/A | N/A | Banco Espirito Santo SA | 6100000.0 | 1750864.7 | CORP | Long | |
75806CAA9 | 75806CAA9 | Redwood Funding Trust | 1042000.0 | 1023439.69 | CORP | Long | |
90351NAL9 | 90351NAL9 | USI, Inc. | 141000.0 | 141043.71 | CORP | Long | |
48661QAE1 | 48661QAE1 | Rad CLO 9 Ltd. | 500000.0 | 500506.05 | CORP | Long | |
668771AK4 | 668771AK4 | Gen Digital, Inc. | 8846000.0 | 8999292.33 | CORP | Long | |
78434KAA5 | 78434KAA5 | SG Residential Mortgage Trust | 2700450.54 | 2699888.31 | CORP | Long | |
69327RAJ0 | 69327RAJ0 | PDC Energy, Inc. | 271000.0 | 270484.5 | CORP | Long | |
37045XEF9 | 37045XEF9 | General Motors Financial Co., Inc. | 7055000.0 | 7099726.09 | CORP | Long | |
81758VAA3 | 81758VAA3 | Service Experts Issuer LLC | 9037221.9299 | 8397305.28 | CORP | Long | |
N/A | N/A | doValue SpA | 5415000.0 | 5369220.56 | CORP | Long | |
18912UAA0 | 18912UAA0 | Cloud Software Group, Inc. | 1972000.0 | 1874293.12 | CORP | Long | |
N/A | N/A | N/A | 73750241.0 | 2268386.62 | CORP | N/A | |
25151XAF8 | 25151XAF8 | Deutsche Alt-A Securities Mortgage Loan Trust | 2140904.544 | 1901492.11 | CORP | Long | |
N/A | N/A | N/A | 3100000.0 | 497062.73 | CORP | N/A | |
33835NAE1 | 33835NAE1 | 522 Funding CLO Ltd. | 750000.0 | 745314.75 | CORP | Long | |
63861CAC3 | 63861CAC3 | Nationstar Mortgage Holdings, Inc. | 7695000.0 | 7399346.48 | CORP | Long | |
36740UAT9 | 36740UAT9 | Gates Global LLC | 497435.9 | 497749.28 | CORP | Long | |
N/A | N/A | N/A | 41802000.0 | -990665.69 | CORP | N/A | |
81375WJL1 | 81375WJL1 | Securitized Asset-Backed Receivables LLC Trust | 569680.0 | 422494.51 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 471415.92 | 520419.6 | CORP | Long | |
26249KAZ4 | 26249KAZ4 | Dryden 36 Senior Loan Fund | 8925037.2641 | 8910621.54 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -116951.37 | CORP | N/A | |
00889FAA0 | 00889FAA0 | AIMCO CLO 18 Ltd. | 1500000.0 | 1523314.65 | CORP | Long | |
N/A | N/A | Intesa Sanpaolo SpA | 4150000.0 | 5032888.73 | CORP | Long | |
N/A | N/A | N/A | 48290000.0 | 1671627.93 | CORP | N/A | |
N/A | N/A | Mobico Group plc | 2543814.0 | 2743131.74 | CORP | Long | |
N/A | N/A | Harvest CLO XXIII DAC | 1817000.0 | 1981859.98 | CORP | Long | |
36257LAT4 | 36257LAT4 | GS Mortgage-Backed Securities Corp. Trust | 2568379.99 | 2254552.34 | CORP | Long | |
48661WAL2 | 48661WAL2 | Rad CLO 3 Ltd. | 400000.0 | 397016.84 | CORP | Long | |
N/A | N/A | CVC Cordatus Loan Fund IV DAC | 1120000.0 | 1180335.36 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 328577.72 | CORP | N/A | |
N/A | N/A | Paprec Holding SA | 4089000.0 | 4835677.72 | CORP | Long | |
64034YAD3 | 64034YAD3 | Nelnet Student Loan Trust | 2110000.0 | 1641113.27 | CORP | Long | |
N/A | N/A | Vonovia SE | -6800000.0 | -6370141.23 | CORP | Short | |
760759AS9 | 760759AS9 | Republic Services, Inc. | 4697000.0 | 4511344.41 | CORP | Long | |
00179DAG1 | 00179DAG1 | AMSR Trust | 5128000.0 | 4255053.38 | CORP | Long | |
3140X9MV4 | 3140X9MV4 | Federal National Mortgage Association | 1048375.9384 | 1006219.95 | USGSE | Long | |
N/A | N/A | Allwyn Entertainment Financing UK plc | 10738000.0 | 12446925.85 | CORP | Long | |
009695AG2 | 009695AG2 | Ajax Mortgage Loan Trust | 10820263.0 | 7784037.69 | CORP | Long | |
00CB1XG03 | 00CB1XG03 | N/A | 500.0 | 20000.0 | CORP | N/A | |
3131XWRD7 | 3131XWRD7 | Federal Home Loan Mortgage Corp. | 2279175.4762 | 2198602.32 | USGSE | Long | |
N/A | N/A | EDP Finance BV | 6900000.0 | 7887454.27 | CORP | Long | |
29379VBV4 | 29379VBV4 | Enterprise Products Operating LLC | 4200000.0 | 3928336.19 | CORP | Long | |
928097AA2 | 928097AA2 | Virginia Small Business Financing Authority | 2900000.0 | 2920413.62 | MUN | Long | |
N/A | N/A | N/A | 685759274.0 | -859430.98 | MUN | N/A | |
90187LAL3 | 90187LAL3 | 245 Park Avenue Trust | 1100000.0 | 940693.05 | CORP | Long | |
81378KAB5 | 81378KAB5 | Securitized Asset-Backed Receivables LLC Trust | 673773.31 | 281477.49 | CORP | Long | |
00388WAM3 | 00388WAM3 | Abu Dhabi National Energy Co. PJSC | 936000.0 | 945051.12 | CORP | Long | |
N/A | N/A | ZF Europe Finance BV | 1300000.0 | 1366966.09 | CORP | Long | |
N/A | N/A | POSCO | 200000.0 | 201634.0 | CORP | Long | |
N/A | N/A | N/A | 30405000.0 | 484750.96 | CORP | N/A | |
171484AE8 | 171484AE8 | Churchill Downs, Inc. | 227000.0 | 217555.85 | CORP | Long | |
N/A | N/A | N/A | 120710000.0 | 1079111.85 | CORP | N/A | |
05602HAA1 | 05602HAA1 | BPR Trust | 2870000.0 | 2874446.78 | CORP | Long | |
N/A | N/A | Red & Black Auto Germany 10 UG | 600000.0 | 664369.03 | CORP | Long | |
N/A | N/A | SES SA | 49787000.0 | 49887354.29 | CORP | Long | |
N/A | N/A | SC Germany SA Compartment Leasing | 1100000.0 | 1216081.51 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -26092.15 | CORP | N/A | |
N/A | N/A | N/A | 223489815.0 | -1197391.42 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -13202.72 | CORP | N/A | |
N/A | N/A | SSE plc | 10800000.0 | 16124676.35 | CORP | Long | |
46644AAE2 | 46644AAE2 | JPMBB Commercial Mortgage Securities Trust | 31775000.0 | 154536.44 | CORP | Long | |
345397B51 | 345397B51 | Ford Motor Credit Co. LLC | 20100000.0 | 18045291.77 | CORP | Long | |
0738796S2 | 0738796S2 | Bear Stearns Asset-Backed Securities I Trust | 4519994.08 | 6734121.32 | CORP | Long | |
N/A | N/A | N/A | 1865763699.0 | -4547626.52 | CORP | N/A | |
06744NBN6 | 06744NBN6 | Bardot CLO Ltd. | 940000.0 | 915997.66 | CORP | Long | |
N/A | N/A | Iliad Holding SASU | 300000.0 | 331999.71 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 156448.25 | CORP | N/A | |
45674PAM6 | 45674PAM6 | Nieslsen Consumer, Inc. | 7263500.0 | 7948378.6 | CORP | Long | |
17323GAD0 | 17323GAD0 | Citigroup Mortgage Loan Trust | 582000.0 | 522498.31 | CORP | Long | |
55818MBC0 | 55818MBC0 | Madison Park Funding XIII Ltd. | 5000000.0 | 4992527.5 | CORP | Long | |
N/A | N/A | International Consolidated Airlines Group SA | 5400000.0 | 5767586.77 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 184176.3 | CORP | N/A | |
031162DP2 | 031162DP2 | Amgen, Inc. | 27000000.0 | 27641275.65 | CORP | Long | |
68389XCH6 | 68389XCH6 | Oracle Corp. | 12675000.0 | 13635166.23 | CORP | Long | |
67106BAQ0 | 67106BAQ0 | OCP CLO Ltd. | 1383375.96 | 1383855.3 | CORP | Long | |
05890RAA0 | 05890RAA0 | Banc of America Funding Trust | 2659746.51 | 2617408.13 | CORP | Long | |
6174468L6 | 6174468L6 | Morgan Stanley | 20200000.0 | 17658365.5 | CORP | Long | |
N/A | N/A | N/A | 58261408.0 | -779720.46 | CORP | N/A | |
195325DT9 | 195325DT9 | Republic of Colombia | 9349000.0 | 6196634.06 | NUSS | Long | |
89531VAA0 | 89531VAA0 | Trestles CLO II Ltd. | 250000.0 | 241447.2 | CORP | Long | |
12667GGN7 | 12667GGN7 | Alternative Loan Trust | 6817896.19 | 5642075.68 | CORP | Long | |
N/A | N/A | General Motors Financial Co., Inc. | 6500000.0 | 7432578.51 | CORP | Long | |
30575PAS5 | 30575PAS5 | Fairstone Financial Issuance Trust I | 2125000.0 | 1492511.6 | CORP | Long | |
N/A | N/A | MGM China Holdings Ltd. | 350000.0 | 341250.0 | CORP | Long | |
64110L106 | 64110L106 | Netflix, Inc. | 1562.0 | 760506.56 | CORP | Long | |
05606FAN3 | 05606FAN3 | BX Trust | 7318000.0 | 6194404.53 | CORP | Long | |
05710LAB9 | 05710LAB9 | Bakelite US Holdco, Inc. | 15159112.5 | 15073918.29 | CORP | Long | |
N/A | N/A | N/A | 384120000.0 | 3588611.48 | CORP | N/A | |
N/A | N/A | N/A | 162710000.0 | -848613.63 | CORP | N/A | |
34160PEV7 | 34160PEV7 | Florida Department of Management Services | 5005000.0 | 4842263.43 | MUN | Long | |
N/A | N/A | Danske Bank A/S | 15000000.0 | 15770334.21 | CORP | Long | |
N/A | N/A | Shinhan Financial Group Co. Ltd. | 1229000.0 | 1110324.69 | CORP | Long | |
07324SCT7 | 07324SCT7 | Bayview Commercial Asset Trust | 317639.03 | 291766.19 | CORP | Long | |
N/A | N/A | N/A | 1080000.0 | -66227.62 | CORP | N/A | |
26812CAJ5 | 26812CAJ5 | Dynasty Acquisition Co., Inc. | 268194.3 | 268728.01 | CORP | Long | |
14040HDA0 | 14040HDA0 | Capital One Financial Corp. | 18276000.0 | 18809615.34 | CORP | Long | |
30329XAA6 | 30329XAA6 | FS Rialto Issuer LLC | 11152000.0 | 11210393.37 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -803364.26 | CORP | N/A | |
N/A | N/A | Ursa Major Technologies, Inc. | 160843.0 | 532390.33 | CORP | Long | |
67107KBD7 | 67107KBD7 | OCP CLO Ltd. | 500000.0 | 499628.2 | CORP | Long | |
896292AL3 | 896292AL3 | Republic of Trinidad & Tobago | 3949000.0 | 4077342.5 | NUSS | Long | |
57586NXY2 | 57586NXY2 | Massachusetts Housing Finance Agency | 335000.0 | 335208.12 | MUN | Long | |
74526YDR3 | 74526YDR3 | Puerto Rico Electric Power Authority | 940000.0 | 235000.0 | MUN | Long | |
552081AM3 | 552081AM3 | LyondellBasell Industries NV | 2045000.0 | 1772274.69 | CORP | Long | |
23305JAL6 | 23305JAL6 | DBUBS Mortgage Trust | 8125974.0 | 6033170.84 | CORP | Long | |
38179UAB4 | 38179UAB4 | Golub Capital Partners CLO 69M | 2500000.0 | 2493379.0 | CORP | Long | |
N/A | N/A | N/A | 23400000.0 | -162194.5 | CORP | N/A | |
07324SCR1 | 07324SCR1 | Bayview Commercial Asset Trust | 4911382.5035 | 4481650.29 | CORP | Long | |
036752AP8 | 036752AP8 | Elevance Health, Inc. | 19600000.0 | 17018100.62 | CORP | Long | |
N/A | N/A | Premier Foods Finance plc | 6048000.0 | 7156341.94 | CORP | Long | |
N/A | N/A | Project Montelena | 20086901.78 | 19957441.69 | CORP | Long | |
09774XBP6 | 09774XBP6 | BCMSC Trust | 7219305.19 | 835619.42 | CORP | Long | |
19688JAD9 | 19688JAD9 | COLT Mortgage Loan Trust | 2734000.0 | 2668723.56 | CORP | Long | |
375558BY8 | 375558BY8 | Gilead Sciences, Inc. | 7775000.0 | 6514387.47 | CORP | Long | |
05491VAL0 | 05491VAL0 | BBCMS Mortgage Trust | 2640000.0 | 1778243.54 | CORP | Long | |
722304102 | 722304102 | PDD Holdings, Inc. | 692.0 | 101246.52 | CORP | Long | |
68269BAD0 | 68269BAD0 | OneMain Financial Issuance Trust | 13070000.0 | 11662772.71 | CORP | Long | |
N/A | N/A | N/A | 276478954.0 | 8490.7 | CORP | N/A | |
N/A | N/A | N/A | 27643718.0 | 213406.32 | CORP | N/A | |
74841CAA9 | 74841CAA9 | Rocket Mortgage LLC | 5005000.0 | 4529957.43 | CORP | Long | |
N/A | N/A | Oceana Australian Fixed Income Trust | 11002000.0 | 7488316.12 | CORP | Long | |
13057QAH0 | 13057QAH0 | California Resources Corp. | 2042000.0 | 2070965.38 | CORP | Long | |
26249BAQ4 | 26249BAQ4 | Dryden 30 Senior Loan Fund | 13796018.1667 | 13762142.04 | CORP | Long | |
N/A | N/A | Boxer Parent Co., Inc. | 533000.0 | 536064.75 | CORP | Long | |
N/A | N/A | N/A | 14374094.0 | -73360.02 | CORP | N/A | |
N/A | N/A | BNP Paribas SA | 5400000.0 | 6338741.8 | CORP | Long | |
N/A | N/A | N/A | 104708121.0 | 424542.88 | CORP | N/A | |
126673VE9 | 126673VE9 | CWABS Revolving Home Equity Loan Trust | 176090.11 | 174081.27 | CORP | Long | |
N/A | N/A | Teva Pharmaceutical Finance Netherlands II BV | 1859000.0 | 2320840.62 | CORP | Long | |
N/A | N/A | Minor International PCL | 2500000.0 | 2316425.0 | CORP | Long | |
N/A | N/A | N/A | 765004956.0 | -3923604.99 | CORP | N/A | |
26812CAH9 | 26812CAH9 | Dynasty Acquisition Co., Inc. | 625786.67 | 627031.99 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -52254.72 | CORP | N/A | |
83012GAA4 | 83012GAA4 | Sixth Street CLO XVII Ltd. | 2250000.0 | 2170562.18 | CORP | Long | |
N/A | N/A | SoftBank Group Corp. | 9813000.0 | 9684756.84 | CORP | Long | |
N/A | N/A | N/A | 36161817.0 | 225928.06 | CORP | N/A | |
64035DAJ5 | 64035DAJ5 | Nelnet Student Loan Trust | 41500000.0 | 33846964.25 | CORP | Long | |
05554FAD7 | 05554FAD7 | BBCMS Mortgage Trust | 2015000.0 | 2290009.62 | CORP | Long | |
N/A | N/A | CIFC European Funding CLO III DAC | 850000.0 | 887817.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -160078.11 | CORP | N/A | |
949746101 | 949746101 | Wells Fargo & Co. | 106500.0 | 5241930.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 390174.31 | CORP | N/A | |
78573NAJ1 | 78573NAJ1 | Sabre GLBL, Inc. | 13740000.0 | 12503663.81 | CORP | Long | |
05548WAA5 | 05548WAA5 | BBCMS Mortgage Trust | 2859000.0 | 2651721.93 | CORP | Long | |
N/A | N/A | Volkswagen International Finance NV | 1100000.0 | 1319082.26 | CORP | Long | |
64034YAE1 | 64034YAE1 | Nelnet Student Loan Trust | 650500.0 | 506521.71 | CORP | Long | |
290021AC8 | 290021AC8 | Elmwood CLO VIII Ltd. | 1500000.0 | 1428640.5 | CORP | Long | |
N/A | N/A | ABN AMRO Bank NV | 20500000.0 | 23665617.91 | CORP | Long | |
N/A | N/A | United Mexican States | 11242655.0 | 64640135.19 | NUSS | Long | |
N/A | N/A | N/A | -5719.0 | -52023838.2 | NUSS | N/A | |
N/A | N/A | Czech Republic | 1420730000.0 | 60252737.63 | NUSS | Long | |
N/A | N/A | Pierpont Btl plc | 2246000.0 | 2869342.57 | CORP | Long | |
81378KAC3 | 81378KAC3 | Securitized Asset-Backed Receivables LLC Trust | 7182070.65 | 3001792.39 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 15766.97 | CORP | N/A | |
773903109 | 773903109 | Rockwell Automation, Inc. | 26484.0 | 8222752.32 | CORP | Long | |
32027NLT6 | 32027NLT6 | First Franklin Mortgage Loan Trust | 2818364.13 | 2577939.63 | CORP | Long | |
92555WAF2 | 92555WAF2 | ViaSat, Inc. | 468000.0 | 458055.0 | CORP | Long | |
06606FAM3 | 06606FAM3 | BankAmerica Manufactured Housing Contract Trust | 4500000.0 | 940069.8 | CORP | Long | |
06738EBT1 | 06738EBT1 | Barclays plc | 1754000.0 | 1363569.25 | CORP | Long | |
52476DAA5 | 52476DAA5 | Legacy Mortgage Asset Trust | 31649355.82 | 30554500.16 | CORP | Long | |
05348EBA6 | 05348EBA6 | AvalonBay Communities, Inc. | 1650000.0 | 1575535.34 | CORP | Long | |
N/A | N/A | Virgin Media Vendor Financing Notes III DAC | 2460000.0 | 2881213.25 | CORP | Long | |
85022WAQ7 | 85022WAQ7 | SpringCastle America Funding LLC | 19740000.0 | 17747045.65 | CORP | Long | |
N/A | N/A | N/A | 25135000.0 | 36818.24 | CORP | N/A | |
12669GN64 | 12669GN64 | Reperforming Loan REMIC Trust | 967067.03 | 903742.61 | CORP | Long | |
04965FAL5 | 04965FAL5 | Atrium XV | 1450000.0 | 1425157.15 | CORP | Long | |
38141GYM0 | 38141GYM0 | Goldman Sachs Group, Inc. (The) | 7180000.0 | 6568411.55 | CORP | Long | |
30227FAL4 | 30227FAL4 | Extended Stay America Trust | 14001599.88 | 13737825.14 | CORP | Long | |
031162DD9 | 031162DD9 | Amgen, Inc. | 5894000.0 | 5543731.72 | CORP | Long | |
41282JAN1 | 41282JAN1 | Harley-Davidson Financial Services, Inc. | 13287000.0 | 13236462.1 | CORP | Long | |
46647PCM6 | 46647PCM6 | JPMorgan Chase & Co. | 10000000.0 | 9696722.8 | CORP | Long | |
91425MCD7 | 91425MCD7 | University of Delaware | 7500000.0 | 8197793.18 | MUN | Long | |
N/A | N/A | Nationwide Building Society | 1800000.0 | 1890557.2 | CORP | Long | |
947075AU1 | 947075AU1 | Weatherford International Ltd. | -8907000.0 | -9299433.51 | CORP | Short | |
035198AF7 | 035198AF7 | Republic of Angola | 9675000.0 | 8526093.75 | NUSS | Long | |
59523UAQ0 | 59523UAQ0 | Mid-America Apartments LP | 949000.0 | 921614.81 | CORP | Long | |
N/A | N/A | N/A | 81325000.0 | -452940.71 | CORP | N/A | |
370334CG7 | 370334CG7 | General Mills, Inc. | 13630000.0 | 13441263.89 | CORP | Long | |
N/A | N/A | Autonoria Spain | 1152384.87 | 1257967.63 | CORP | Long | |
N/A | N/A | N/A | 1853826.0 | 646290.69 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -158810.56 | CORP | N/A | |
48661KAA2 | 48661KAA2 | Rad CLO 6 Ltd. | 250000.0 | 249074.88 | CORP | Long | |
31418DPL0 | 31418DPL0 | Federal National Mortgage Association | 49158.7936 | 47041.57 | USGSE | Long | |
3140HKLV8 | 3140HKLV8 | Federal National Mortgage Association | 69115.4094 | 66616.77 | USGSE | Long | |
92343VFE9 | 92343VFE9 | Verizon Communications, Inc. | 12450000.0 | 11379436.58 | CORP | Long | |
03969AAQ3 | 03969AAQ3 | Ardagh Packaging Finance plc | 9543000.0 | 9280775.54 | CORP | Long | |
3140FUH84 | 3140FUH84 | Federal National Mortgage Association | 104281.118 | 100306.41 | USGSE | Long | |
N/A | N/A | Verisure Holding AB | 1800000.0 | 2086234.99 | CORP | Long | |
42250PAC7 | 42250PAC7 | Healthpeak OP LLC | 3840000.0 | 3445211.9 | CORP | Long | |
33834YAA6 | 33834YAA6 | Five Point Operating Co. LP | 22228000.0 | 22005720.0 | CORP | Long | |
N/A | N/A | E.ON International Finance BV | 16600000.0 | 17220538.12 | CORP | Long | |
92857WBS8 | 92857WBS8 | Vodafone Group plc | 3259000.0 | 2952757.34 | CORP | Long | |
N/A | N/A | Republic of Costa Rica | 10199000.0 | 10425290.31 | NUSS | Long | |
N/A | N/A | Deep Instinct Ltd. | 111033.0 | 315333.72 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | 694094.06 | NUSS | N/A | |
29002KAA0 | 29002KAA0 | Elmwood CLO IV Ltd. | 4300000.0 | 4320606.03 | CORP | Long | |
N/A | N/A | N/A | 34180000.0 | -1429497.23 | CORP | N/A | |
N/A | N/A | Vivion Investments Sarl | 5559000.0 | 4664012.12 | CORP | Long | |
114894ZT8 | 114894ZT8 | County of Broward Airport System | 3100000.0 | 2688028.88 | MUN | Long | |
N/A | N/A | General Mills, Inc. | 9000000.0 | 9378635.69 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 600000.0 | 644965.57 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -199053.62 | CORP | N/A | |
13057Q123 | 13057Q123 | N/A | 12137.0 | 235215.06 | CORP | N/A | |
00969HAC5 | 00969HAC5 | Ajax Mortgage Loan Trust | 15576967.27 | 12721081.42 | CORP | Long | |
46591ABE4 | 46591ABE4 | JPMDB Commercial Mortgage Securities Trust | 379000.0 | 345164.66 | CORP | Long | |
3140X7K99 | 3140X7K99 | Federal National Mortgage Association | 172282.1008 | 167118.12 | USGSE | Long | |
N/A | N/A | Studio City Co. Ltd. | 2000000.0 | 1965000.0 | CORP | Long | |
N/A | N/A | N/A | 10630000.0 | -295171.49 | CORP | N/A | |
83609NAU4 | 83609NAU4 | Sound Point CLO XIV Ltd. | 10000000.0 | 9995202.0 | CORP | Long | |
358648AA1 | 358648AA1 | Frigorifico Concepcion SA | 6083000.0 | 5072309.55 | CORP | Long | |
N/A | N/A | N/A | 29800000.0 | -1395314.86 | CORP | N/A | |
05501WAC6 | 05501WAC6 | Azul Secured Finance LLP | 9124000.0 | 9420530.0 | CORP | Long | |
61691JBA1 | 61691JBA1 | Morgan Stanley Capital I Trust | 191000.0 | 158893.64 | CORP | Long | |
N/A | N/A | Washington Mutual Bank | 15753000.0 | 1.58 | CORP | Long | |
3132DV5Z4 | 3132DV5Z4 | Federal Home Loan Mortgage Corp. | 475498.4974 | 453572.63 | USGSE | Long | |
87264ABT1 | 87264ABT1 | T-Mobile USA, Inc. | 8400000.0 | 7401469.32 | CORP | Long | |
N/A | N/A | N/A | 1390.0 | 304062.5 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -74101.67 | CORP | N/A | |
00217AAA4 | 00217AAA4 | ASG Finance DAC | 6821000.0 | 6650475.0 | CORP | Long | |
3132DWA37 | 3132DWA37 | Federal Home Loan Mortgage Corp. | 3756699.3307 | 3587907.19 | USGSE | Long | |
N/A | N/A | BG Energy Capital plc | 5989000.0 | 7724416.66 | CORP | Long | |
22946BAP1 | 22946BAP1 | CSMC Trust | 4395534.04 | 4394496.69 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 30775.65 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 52849.63 | CORP | N/A | |
N/A | N/A | N/A | 154748883.0 | 1067204.32 | CORP | N/A | |
N/A | N/A | Picard Groupe SAS | 9451000.0 | 10145197.47 | CORP | Long | |
98421MAA4 | 98421MAA4 | Xerox Holdings Corp. | 19435000.0 | 19036224.9 | CORP | Long | |
02090CAB6 | 02090CAB6 | Altar BidCo, Inc. | 23427801.2 | 22959245.18 | CORP | Long | |
N/A | N/A | N/A | 7515945.0 | -75656.24 | CORP | N/A | |
N/A | N/A | Republic of Cote d'Ivoire | 14273000.0 | 13104398.13 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -48409.84 | NUSS | N/A | |
009691AD8 | 009691AD8 | Ajax Mortgage Loan Trust | 2021902.44 | 1524898.6 | CORP | Long | |
59022VAF8 | 59022VAF8 | Merrill Lynch Mortgage Investors Trust | 1119800.89 | 928316.39 | CORP | Long | |
N/A | N/A | Mitsubishi UFJ Financial Group, Inc. | 1527420.0 | 13108526.56 | CORP | Long | |
N/A | N/A | N/A | 678053900.0 | 11118022.24 | CORP | N/A | |
N/A | N/A | Vodafone Group plc | 3212000.0 | 3367486.72 | CORP | Long | |
00119MAJ8 | 00119MAJ8 | AGL CLO 3 Ltd. | 375000.0 | 367567.88 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -249751.57 | CORP | N/A | |
35906ABG2 | 35906ABG2 | Frontier Communications Holdings LLC | -3465000.0 | -3098413.05 | CORP | Short | |
009695AB3 | 009695AB3 | Ajax Mortgage Loan Trust | 2705091.0 | 2347010.26 | CORP | Long | |
00PALKXP3 | 00PALKXP3 | N/A | 1000.0 | 3000.0 | CORP | N/A | |
N/A | N/A | N/A | 7515863.0 | -97235.85 | CORP | N/A | |
N/A | N/A | Alpha Star Holding VIII Ltd. | 7000000.0 | 7280000.0 | CORP | Long | |
N/A | N/A | Greene King Finance plc | 100000.0 | 99465.21 | CORP | Long | |
N/A | N/A | Fiber Bidco SpA | 8972000.0 | 10796056.94 | CORP | Long | |
62954HAV0 | 62954HAV0 | NXP BV | 5475000.0 | 5309764.5 | CORP | Long | |
N/A | N/A | N/A | 1500000.0 | -86134.08 | CORP | N/A | |
N/A | N/A | Frost CMBS DAC | 1831424.67 | 2242680.2 | CORP | Long | |
81180WBM2 | 81180WBM2 | Seagate HDD Cayman | 11980000.0 | 13699130.0 | CORP | Long | |
075887BF5 | 075887BF5 | Becton Dickinson & Co. | 8400000.0 | 8267787.44 | CORP | Long | |
N/A | N/A | N/A | 272500000.0 | -697295.0 | CORP | N/A | |
N/A | N/A | Robert Bosch GmbH | 11700000.0 | 13846854.12 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1675443.38 | CORP | N/A | |
337158AJ8 | 337158AJ8 | First Horizon Bank | 7350000.0 | 6929749.93 | CORP | Long | |
92914NAJ0 | 92914NAJ0 | Voya CLO Ltd. | 4564301.2092 | 4562966.15 | CORP | Long | |
N/A | N/A | TotalEnergies SE | 34878000.0 | 38092195.97 | CORP | Long | |
N/A | N/A | Aurorus BV | 917000.0 | 1014755.77 | CORP | Long | |
12549AAS9 | 12549AAS9 | CIFC Funding Ltd. | 500000.0 | 497735.2 | CORP | Long | |
404121AJ4 | 404121AJ4 | HCA, Inc. | 8921000.0 | 9129458.97 | CORP | Long | |
456837AY9 | 456837AY9 | ING Groep NV | 11690000.0 | 9454283.99 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -168053.56 | CORP | N/A | |
N/A | N/A | ZF Finance GmbH | 10700000.0 | 11377739.02 | CORP | Long | |
71654QBV3 | 71654QBV3 | Petroleos Mexicanos | 2227000.0 | 2158798.13 | NUSS | Long | |
G5080AAF9 | G5080AAF9 | Jazz Pharmaceuticals plc | 994338.95 | 998893.02 | CORP | Long | |
N/A | N/A | Romania | 7638000.0 | 6702825.99 | NUSS | Long | |
3131XXYR6 | 3131XXYR6 | Federal Home Loan Mortgage Corp. | 397461.561 | 383308.97 | USGSE | Long | |
N/A | N/A | N/A | 14895735.0 | 470257.47 | USGSE | N/A | |
30052F118 | 30052F118 | N/A | 213790.0 | 64350.79 | USGSE | N/A | |
N/A | N/A | N/A | 5458.0 | 2217312.5 | USGSE | N/A | |
N/A | N/A | TotalEnergies Capital International SA | 3300000.0 | 3963150.96 | CORP | Long | |
N/A | N/A | Xerox Corporation | 4942000.0 | 4935822.5 | CORP | Long | |
68778DAB4 | 68778DAB4 | Oscar AcquisitionCo LLC | 994962.2 | 983768.88 | CORP | Long | |
31329NN95 | 31329NN95 | Federal Home Loan Mortgage Corp. | 40508649.4119 | 39065805.86 | USGSE | Long | |
N/A | N/A | Together Asset-Backed Securitisation plc | 2053000.0 | 2623843.46 | CORP | Long | |
15033GAA1 | 15033GAA1 | Cedar Funding XIV CLO Ltd. | 4225000.0 | 3981173.14 | CORP | Long | |
842400HV8 | 842400HV8 | Southern California Edison Co. | 2261000.0 | 2379779.51 | CORP | Long | |
14686VAA1 | 14686VAA1 | CarVal CLO III Ltd. | 1300000.0 | 1247265.76 | CORP | Long | |
05609BCD9 | 05609BCD9 | BX Trust | 4252828.0 | 4183494.15 | CORP | Long | |
23242MAD3 | 23242MAD3 | CWHEQ Home Equity Loan Trust | 120482.2017 | 217921.86 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 121703.19 | CORP | N/A | |
221597CV7 | 221597CV7 | Republic of Costa Rica | 4079000.0 | 4421228.1 | NUSS | Long | |
05604FAS4 | 05604FAS4 | BWAY Mortgage Trust | 601000.0 | 511293.18 | CORP | Long | |
N/A | N/A | Loadsmart, Inc. | 117579.0 | 1361564.82 | CORP | Long | |
05874XAE9 | 05874XAE9 | Ballyrock CLO 14 Ltd. | 250000.0 | 249760.8 | CORP | Long | |
N/A | N/A | N/A | 15811000.0 | -247444.94 | CORP | N/A | |
3137H4AU4 | 3137H4AU4 | Federal Home Loan Mortgage Corp. | 10381097.304 | 1337804.74 | USGSE | Long | |
N/A | N/A | BNP Paribas SA | 1554463.0 | 1981396.26 | CORP | Long | |
00P94MZM6 | 00P94MZM6 | N/A | 20000.0 | 480000.0 | CORP | N/A | |
11102AAG6 | 11102AAG6 | British Telecommunications plc | 7694000.0 | 6577584.44 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 5035825.0 | 5035825.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 95952.74 | CORP | N/A | |
N/A | N/A | N/A | -26341000.0 | -41902.35 | CORP | N/A | |
N/A | N/A | Sarcos Technology & Robotics Corp. | 20157.1667 | 14539.36 | CORP | Long | |
92343VDY7 | 92343VDY7 | Verizon Communications, Inc. | 4800000.0 | 4729422.72 | CORP | Long | |
37148GAA7 | 37148GAA7 | Generate CLO 8 Ltd. | 4250000.0 | 4220903.23 | CORP | Long | |
98372MAC9 | 98372MAC9 | XHR LP | 3011000.0 | 2771580.34 | CORP | Long | |
N/A | N/A | Tesco Property Finance 3 plc | 6406739.9026 | 8230221.69 | CORP | Long | |
06744JAA4 | 06744JAA4 | Barclays Mortgage Trust | 49808412.3558 | 45974125.91 | CORP | Long | |
N/A | N/A | Kenbourne Invest SA | 8100000.0 | 5606718.75 | CORP | Long | |
638961AA0 | 638961AA0 | Navient Private Education Refi Loan Trust | 18408924.62 | 18395732.78 | CORP | Long | |
Q9489TAB5 | Q9489TAB5 | Voyage Australia Pty Ltd. | 994910.94 | 992423.66 | CORP | Long | |
55316VAL8 | 55316VAL8 | MHC Commercial Mortgage Trust | 999196.9947 | 971623.15 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 22460.47 | CORP | N/A | |
N/A | N/A | N/A | 517782038.0 | 1204340.78 | CORP | N/A | |
N/A | N/A | Bank of America Corp. | 13000000.0 | 11998799.64 | CORP | Long | |
95000U2J1 | 95000U2J1 | Wells Fargo & Co. | 10000000.0 | 8641202.0 | CORP | Long | |
N/A | N/A | N/A | 368616006000.0 | -1088138.04 | CORP | N/A | |
46647PDX1 | 46647PDX1 | JPMorgan Chase & Co. | 12949000.0 | 13614745.64 | CORP | Long | |
N/A | N/A | N/A | 1925000.0 | -19681.45 | CORP | N/A | |
195325EL5 | 195325EL5 | Republic of Colombia | 2940000.0 | 3212868.75 | NUSS | Long | |
07325MAB0 | 07325MAB0 | Bayview Commercial Asset Trust | 1318176.2295 | 1209940.91 | CORP | Long | |
N/A | N/A | N/A | 12000000.0 | -66619.97 | CORP | N/A | |
N/A | N/A | Banco BPM SpA | 10700000.0 | 11487427.71 | CORP | Long | |
60162PAE2 | 60162PAE2 | Milos CLO Ltd. | 224255.3452 | 224274.47 | CORP | Long | |
N/A | N/A | N/A | -60000000.0 | -1010237.87 | CORP | N/A | |
N/A | N/A | N/A | 145000000.0 | 5590435.21 | CORP | N/A | |
23306GAG2 | 23306GAG2 | DBGS Mortgage Trust | 137064.401 | 134470.21 | CORP | Long | |
06744FAB0 | 06744FAB0 | Barclays Mortgage Loan Trust | 12429130.11 | 12613854.81 | CORP | Long | |
N/A | N/A | N/A | 1933.0 | 676550.0 | CORP | N/A | |
N/A | N/A | Helios Service Partners, LLC | 8861581.5 | 8806639.69 | CORP | Long | |
N/A | N/A | Republic of Guatemala | 29863000.0 | 29086562.0 | NUSS | Long | |
N/A | N/A | Banco de Credito Social Cooperativo SA | 4200000.0 | 4080199.2 | CORP | Long | |
92258DAN7 | 92258DAN7 | Velocity Commercial Capital Loan Trust | 2277249.1 | 1652589.2 | CORP | Long | |
68389XCD5 | 68389XCD5 | Oracle Corp. | 6775000.0 | 6173147.69 | CORP | Long | |
N/A | N/A | N/A | 7546400.0 | -11423.59 | CORP | N/A | |
3935053P5 | 3935053P5 | Conseco Finance Corp. | 2521878.2358 | 909567.08 | CORP | Long | |
56847FAD7 | 56847FAD7 | Mariner Finance Issuance Trust | 12900000.0 | 13204692.84 | CORP | Long | |
00900PAL9 | 00900PAL9 | AIMCO CLO | 2000000.0 | 1998087.4 | CORP | Long | |
N/A | N/A | N/A | -63393329.0 | -1873901.72 | CORP | N/A | |
3131XYBP3 | 3131XYBP3 | Federal Home Loan Mortgage Corp. | 7621833.6579 | 7346967.24 | USGSE | Long | |
76042UAA1 | 76042UAA1 | Republic Finance Issuance Trust | 28426000.0 | 26942273.66 | CORP | Long | |
38382JVC7 | 38382JVC7 | Government National Mortgage Association | 26201611.5886 | 3495787.58 | USGA | Long | |
N/A | N/A | Rakuten Group, Inc. | 23700000.0 | 22751992.89 | CORP | Long | |
N/A | N/A | TAGUS - Sociedade de Titularizacao de Creditos SA | 531872.13 | 585298.35 | CORP | Long | |
N/A | N/A | Republic of Indonesia | 312245000000.0 | 22966646.91 | NUSS | Long | |
N/A | N/A | N/A | 128364.0 | 693.17 | NUSS | N/A | |
N/A | N/A | Twin Bridges plc | 830000.0 | 1014315.5 | CORP | Long | |
46625H100 | 46625H100 | JPMorgan Chase & Co. | 18000.0 | 3061800.0 | CORP | Long | |
N/A | N/A | American Airlines Pass-Through Trust | 29234800.0 | 27299456.24 | CORP | Long | |
48123KAE6 | 48123KAE6 | JPMorgan Chase & Co. | 21228000.0 | 18253100.23 | CORP | Long | |
N/A | N/A | N/A | 16319789.0 | 16089.99 | CORP | N/A | |
N/A | N/A | Azelis Finance NV | 3242000.0 | 3695681.49 | CORP | Long | |
N/A | N/A | Linde plc | 8000000.0 | 8345067.15 | CORP | Long | |
N/A | N/A | Pinnacle Bidco plc | 3509000.0 | 4639848.67 | CORP | Long | |
75574EAA5 | 75574EAA5 | Ready Capital Mortgage Financing LLC | 3993871.86 | 3993966.94 | CORP | Long | |
009692AA2 | 009692AA2 | Ajax Mortgage Loan Trust | 59901695.47 | 56278577.36 | CORP | Long | |
N/A | N/A | ZF Finance GmbH | 1900000.0 | 1921838.96 | CORP | Long | |
075887BW8 | 075887BW8 | Becton Dickinson & Co. | 4300000.0 | 4166898.62 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -328350.26 | CORP | N/A | |
52473FAK1 | 52473FAK1 | Legacy Mortgage Asset Trust | 4452582.96 | 702963.11 | CORP | Long | |
N/A | N/A | N/A | 99172878.0 | -5749082.68 | CORP | N/A | |
N/A | N/A | CA Magnum Holdings | 1455000.0 | 1353150.0 | CORP | Long | |
N/A | N/A | N/A | 3000.0 | 427500.0 | CORP | N/A | |
86359LSM2 | 86359LSM2 | Structured Asset Mortgage Investments II Trust | 880806.84 | 743039.93 | CORP | Long | |
05609BBK4 | 05609BBK4 | BX Trust | 7117287.84 | 6720469.86 | CORP | Long | |
N/A | N/A | Republic of South Africa | 117418799.0 | 4756520.81 | NUSS | Long | |
N/A | N/A | N/A | 1470.0 | 14700.0 | NUSS | N/A | |
28414BAF3 | 28414BAF3 | Elanco Animal Health, Inc. | 997223.1 | 990162.76 | CORP | Long | |
N/A | N/A | N/A | 3749863.0 | -61142.35 | CORP | N/A | |
N/A | N/A | Finsbury Square plc | 371000.0 | 458474.69 | CORP | Long | |
38176YAG8 | 38176YAG8 | Golub Capital Partners CLO 46M Ltd. | 2000000.0 | 1990613.4 | CORP | Long | |
126650DV9 | 126650DV9 | CVS Health Corp. | 3940000.0 | 3993608.82 | CORP | Long | |
87264ACA1 | 87264ACA1 | T-Mobile USA, Inc. | 5298000.0 | 4780328.5 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 6973915.0 | 6973915.0 | CORP | Long | |
N/A | N/A | N/A | 19000000.0 | -281251.54 | CORP | N/A | |
07325BAB4 | 07325BAB4 | Bayview Commercial Asset Trust | 1928135.4022 | 1799084.72 | CORP | Long | |
871989AG4 | 871989AG4 | Symphony CLO 40 Ltd. | 3350000.0 | 3349030.51 | CORP | Long | |
3140Q9UB7 | 3140Q9UB7 | Federal National Mortgage Association | 6599628.7872 | 6336341.22 | USGSE | Long | |
31418DCZ3 | 31418DCZ3 | Federal National Mortgage Association | 936.8976 | 899.35 | USGSE | Long | |
N/A | N/A | Caresyntax, Inc. | 19753.0 | 1934213.76 | CORP | Long | |
402563AE0 | 402563AE0 | RRX 1 Ltd. | 250000.0 | 249629.88 | CORP | Long | |
14983AAB5 | 14983AAB5 | Credit-Based Asset Servicing & Securitization LLC | 11756072.27 | 619597.91 | CORP | Long | |
N/A | N/A | Penta CLO 6 DAC | 500000.0 | 530932.55 | CORP | Long | |
12558TBJ5 | 12558TBJ5 | CIM Trust | 1573392.49 | 1153729.69 | CORP | Long | |
N/A | N/A | Rekeep SpA | 13431000.0 | 13253428.14 | CORP | Long | |
N/A | N/A | MNTN Digital | 272678.0 | 3449376.7 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -895549.61 | CORP | N/A | |
00131MAP8 | 00131MAP8 | AIA Group Ltd. | 1000000.0 | 1005680.0 | CORP | Long | |
N/A | N/A | Loadsmart, Inc., Series C | 877193.0 | 8552631.75 | CORP | Long | |
N/A | N/A | N/A | 267945900.0 | 4672902.9 | CORP | N/A | |
29003XAA1 | 29003XAA1 | Elmwood CLO 14 Ltd. | 1000000.0 | 986338.6 | CORP | Long | |
29102UAB5 | 29102UAB5 | Emerald Technologies US AcquisitionCo., Inc. | 7637568.75 | 6822869.29 | CORP | Long | |
N/A | N/A | Cassia SRL | 12859047.18 | 13723353.32 | CORP | Long | |
68269MAB0 | 68269MAB0 | OneMain Financial Issuance Trust | 4537000.0 | 4445779.08 | CORP | Long | |
N/A | N/A | N/A | -52823782.0 | -2427475.05 | CORP | N/A | |
N/A | N/A | CIFC European Funding CLO II DAC | 400000.0 | 430008.84 | CORP | Long | |
69121PDF7 | 69121PDF7 | Ownit Mortgage Loan Trust | 4381813.8099 | 3880502.76 | CORP | Long | |
N/A | N/A | N/A | 1742911.0 | 17.43 | CORP | N/A | |
35729MAA5 | 35729MAA5 | Fremont Home Loan Trust | 5126955.9552 | 3893033.01 | CORP | Long | |
87612GAD3 | 87612GAD3 | Targa Resources Corp. | 6738000.0 | 7281663.95 | CORP | Long | |
45434M2A9 | 45434M2A9 | Indian Railway Finance Corp. Ltd. | 638000.0 | 574110.68 | NUSS | Long | |
90117PAN5 | 90117PAN5 | 1211 Avenue of the Americas Trust | 1235000.0 | 1108748.05 | CORP | Long | |
N/A | N/A | Autonoria Spain 2023 FT | 5600000.0 | 6195121.0 | CORP | Long | |
06606TAK7 | 06606TAK7 | BankAmerica Manufactured Housing Contract Trust | 8475000.0 | 1428260.39 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 2902786.56 | 3204531.22 | CORP | Long | |
N/A | N/A | N/A | 13789000.0 | 455104.4 | CORP | N/A | |
281020AW7 | 281020AW7 | Edison International | 4150000.0 | 4503665.61 | CORP | Long | |
3132DQUP9 | 3132DQUP9 | Federal Home Loan Mortgage Corp. | 13511444.7563 | 13014361.27 | USGSE | Long | |
69377CAA1 | 69377CAA1 | PRKCM Trust | 1808587.48 | 1726634.77 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -244219.54 | CORP | N/A | |
01749TAQ3 | 01749TAQ3 | Allegro CLO IV Ltd. | 1630000.0 | 1631313.62 | CORP | Long | |
N/A | N/A | Federal Republic of Germany | 58125349.44 | 62941238.96 | NUSS | Long | |
89531FAU1 | 89531FAU1 | Trestles CLO Ltd. | 2500000.0 | 2435268.25 | CORP | Long | |
77587UAE2 | 77587UAE2 | Romark CLO Ltd. | 1650000.0 | 1642423.37 | CORP | Long | |
N/A | N/A | Banco Santander SA | 4600000.0 | 4670392.95 | CORP | Long | |
N/A | N/A | Republic of Cote d'Ivoire | 1665000.0 | 1545133.27 | NUSS | Long | |
09629EAL5 | 09629EAL5 | BlueMountain Fuji US CLO II Ltd. | 3762873.72 | 3761759.91 | CORP | Long | |
92915PAH8 | 92915PAH8 | Voya CLO Ltd. | 19022002.8235 | 18988002.9 | CORP | Long | |
682680BK8 | 682680BK8 | ONEOK, Inc. | 13390000.0 | 13920838.25 | CORP | Long | |
29001QAE0 | 29001QAE0 | Elmwood CLO I Ltd. | 2625000.0 | 2661322.91 | CORP | Long | |
42778EAF8 | 42778EAF8 | Herschend Entertainment Co. LLC | 3717929.84 | 3719082.4 | CORP | Long | |
015271AG4 | 015271AG4 | Alexandria Real Estate Equities, Inc. | 3950000.0 | 3835162.01 | CORP | Long | |
76119NAF4 | 76119NAF4 | Residential Mortgage Loan Trust | 5100000.0 | 4480054.2 | CORP | Long | |
03766GAS1 | 03766GAS1 | Apidos CLO XXVI | 2750000.0 | 2742031.33 | CORP | Long | |
749571AF2 | 749571AF2 | RHP Hotel Properties LP | 836000.0 | 807480.14 | CORP | Long | |
3132DV6X8 | 3132DV6X8 | Federal Home Loan Mortgage Corp. | 321325.8496 | 307037.6 | USGSE | Long | |
92939KBR8 | 92939KBR8 | WFRBS Commercial Mortgage Trust | 1770000.0 | 1538983.49 | CORP | Long | |
033292AW3 | 033292AW3 | Anchorage Capital CLO Ltd. | 1583000.0 | 1568709.78 | CORP | Long | |
045086AM7 | 045086AM7 | Ashton Woods USA LLC | 2260000.0 | 2009711.85 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -92220.36 | CORP | N/A | |
617726AK0 | 617726AK0 | Kingdom of Morocco | 202000.0 | 180663.75 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 37336.29 | NUSS | N/A | |
168863DY1 | 168863DY1 | Republic of Chile | 8824000.0 | 7861632.5 | NUSS | Long | |
N/A | N/A | Electricite de France SA | 4400000.0 | 5300062.18 | NUSS | Long | |
55903VBG7 | 55903VBG7 | Warnermedia Holdings, Inc. | 9938000.0 | 9944753.96 | CORP | Long | |
12433YAA5 | 12433YAA5 | BX Commercial Mortgage Trust | 1026893.6365 | 1018833.65 | CORP | Long | |
00PAH8CD5 | 00PAH8CD5 | N/A | 2160.0 | 545400.0 | CORP | N/A | |
N/A | N/A | Polaris plc | 421000.0 | 525662.74 | CORP | Long | |
21218JAB8 | 21218JAB8 | Continuum Energy Aura Pte. Ltd. | 3729000.0 | 3798918.75 | CORP | Long | |
603374AH2 | 603374AH2 | Minerva Luxembourg SA | 6915000.0 | 7312681.65 | CORP | Long | |
67087TCU3 | 67087TCU3 | Oakwood Mortgage Investors, Inc. | 1570635.99 | 691184.44 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 12162.04 | CORP | N/A | |
161175BJ2 | 161175BJ2 | Charter Communications Operating LLC | 8128000.0 | 7673214.34 | CORP | Long | |
N/A | N/A | N/A | -1484303408.0 | -7462054.45 | CORP | N/A | |
74340XBT7 | 74340XBT7 | Prologis LP | 6898000.0 | 6928604.08 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -302004.58 | CORP | N/A | |
N/A | N/A | Newday Funding Master Issuer plc | 2321000.0 | 2955187.63 | CORP | Long | |
N/A | N/A | OCP SA | 2616000.0 | 2246490.0 | NUSS | Long | |
N/A | N/A | N/A | -73750241.0 | -2268386.62 | NUSS | N/A | |
N/A | N/A | Atlas Funding plc | 2955342.4549 | 3770229.24 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -34247.69 | CORP | N/A | |
62910PAF0 | 62910PAF0 | NFP Corp. | 994832.04 | 999030.23 | CORP | Long | |
00501BAA7 | 00501BAA7 | ACREC LLC | 11660000.0 | 11641680.97 | CORP | Long | |
35564CHL4 | 35564CHL4 | Seasoned Loans Structured Transaction Trust | 1607101.79 | 1555910.94 | CORP | Long | |
12548RAE4 | 12548RAE4 | CIFC Funding Ltd. | 650000.0 | 644637.5 | CORP | Long | |
92343VFX7 | 92343VFX7 | Verizon Communications, Inc. | 13225000.0 | 10894146.12 | CORP | Long | |
3132ACYH7 | 3132ACYH7 | Federal Home Loan Mortgage Corp. | 94712.2139 | 90962.98 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | 47268.1 | USGSE | N/A | |
12666TAJ5 | 12666TAJ5 | CWABS Asset-Backed Certificates Trust | 7925.53 | 7906.63 | CORP | Long | |
N/A | N/A | N/A | -3054840.0 | -165286.13 | CORP | N/A | |
N/A | N/A | Akelius Residential Property Financing BV | -5550000.0 | -4740363.18 | CORP | Short | |
N/A | N/A | N/A | 1.0 | -185113.42 | CORP | N/A | |
3140X46Y7 | 3140X46Y7 | Federal National Mortgage Association | 244429.9222 | 233969.01 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -411432.04 | USGSE | N/A | |
N/A | N/A | N/A | 3757973.0 | -37828.13 | USGSE | N/A | |
67116BAA3 | 67116BAA3 | OHA Credit Funding 11 Ltd. | 250000.0 | 249779.4 | CORP | Long | |
03768RAN6 | 03768RAN6 | Apidos CLO XXXII | 300000.0 | 296743.35 | CORP | Long | |
3131Y3TM8 | 3131Y3TM8 | Federal Home Loan Mortgage Corp. | 84059.4739 | 80827.99 | USGSE | Long | |
0738794J4 | 0738794J4 | Bear Stearns Asset-Backed Securities I Trust | 2157322.58 | 1849742.53 | CORP | Long | |
30575PAN6 | 30575PAN6 | Fairstone Financial Issuance Trust I | 11792129.43 | 8656431.3 | CORP | Long | |
N/A | N/A | N/A | 316178000.0 | -9320.15 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -3466.16 | CORP | N/A | |
007903107 | 007903107 | Advanced Micro Devices, Inc. | 40204.0 | 5926471.64 | CORP | Long | |
N/A | N/A | Atlas Funding plc | 987000.0 | 1268146.7 | CORP | Long | |
3140Q7TA5 | 3140Q7TA5 | Federal National Mortgage Association | 29470398.6969 | 28425176.49 | USGSE | Long | |
3140Q9W74 | 3140Q9W74 | Federal National Mortgage Association | 6061437.6829 | 5827909.82 | USGSE | Long | |
56848MAA7 | 56848MAA7 | Mariner Finance Issuance Trust | 10820108.82 | 10575133.98 | CORP | Long | |
N/A | N/A | Allianz SE | 18800000.0 | 14838800.52 | CORP | Long | |
N/A | N/A | DAE Funding LLC | 5188000.0 | 4970467.16 | CORP | Long | |
N/A | N/A | Breeze Aviation Group, Inc., Series B | 24234.0 | 5186318.34 | CORP | Long | |
N/A | N/A | Rainbow UK Holdco Ltd. | 2600000.0 | 2817485.73 | CORP | Long | |
16384YAK3 | 16384YAK3 | Chemours Co. (The) | 9000000.0 | 9778270.24 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 214883.18 | CORP | N/A | |
74514L4F1 | 74514L4F1 | Commonwealth of Puerto Rico | 40585601.55 | 14204960.54 | MUN | Long | |
68218HAB3 | 68218HAB3 | OMNIA Partners LLC | 861985.45 | 866838.43 | CORP | Long | |
N/A | N/A | N/A | 7447867.0 | 247078.55 | CORP | N/A | |
N/A | N/A | Lanebrook Mortgage Transaction plc | 370000.0 | 471561.55 | CORP | Long | |
N/A | N/A | Rolls-Royce plc | 485000.0 | 619750.76 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -31460.29 | CORP | N/A | |
3140JJPE3 | 3140JJPE3 | Federal National Mortgage Association | 996540.0075 | 956396.36 | USGSE | Long | |
46412AAA0 | 46412AAA0 | Irwin Home Equity Loan Trust | 68959.82 | 66386.65 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 50194.91 | CORP | N/A | |
95000U2V4 | 95000U2V4 | Wells Fargo & Co. | 6000000.0 | 5724111.0 | CORP | Long | |
N/A | N/A | N/A | 260540.0 | 186374.16 | CORP | N/A | |
24703TAD8 | 24703TAD8 | Dell International LLC | 6224000.0 | 6370944.78 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -59649.63 | CORP | N/A | |
N/A | N/A | N/A | 1926196400.0 | -12947821.21 | CORP | N/A | |
N/A | N/A | Lt Autorahoitus IV DAC | 5800000.0 | 6434681.24 | CORP | Long | |
00900YAE6 | 00900YAE6 | Aimbridge Acquisition Co., Inc. | 3256751.7 | 3016566.26 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 800000.0 | 813708.3 | CORP | Long | |
N/A | N/A | N/A | 195642625.0 | 5296513.1 | CORP | N/A | |
69867DAA6 | 69867DAA6 | Clarios Global LP | 130000.0 | 130168.74 | CORP | Long | |
N/A | N/A | Crown PropTech Acquisitions | 133068.0 | 1417174.2 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -268159.13 | CORP | N/A | |
33767WAN3 | 33767WAN3 | FirstKey Homes Trust | 8036000.0 | 7126384.27 | CORP | Long | |
000852AB9 | 000852AB9 | ABRA Global Finance | 8495676.0 | 6403615.79 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -18371.26 | CORP | N/A | |
544646ZR6 | 544646ZR6 | Los Angeles Unified School District | 3745000.0 | 4235743.79 | MUN | Long | |
N/A | N/A | Contego CLO VI DAC | 11500000.0 | 12436816.65 | CORP | Long | |
N/A | N/A | CTC Triangle BV | 1318669.0 | 14.56 | CORP | Long | |
054967AG9 | 054967AG9 | BAMLL Commercial Mortgage Securities Trust | 576000.0 | 572331.63 | CORP | Long | |
N/A | N/A | Kingdom of Spain | -40000000.0 | -37151450.13 | NUSS | Short | |
N/A | N/A | Khazanah Global Sukuk Bhd. | 3570000.0 | 3582459.3 | CORP | Long | |
N/A | N/A | Polaris plc | 1093000.0 | 1397477.91 | CORP | Long | |
N/A | N/A | Satus plc | 200000.0 | 254721.72 | CORP | Long | |
75888FAJ4 | 75888FAJ4 | Regatta XIII Funding Ltd. | 625000.0 | 619605.81 | CORP | Long | |
N/A | N/A | N/A | 49215000.0 | 252278.27 | CORP | N/A | |
N/A | N/A | N/A | 10540000.0 | 141246.29 | CORP | N/A | |
65486XAA1 | 65486XAA1 | NJ Trust | 4750000.0 | 4952126.28 | CORP | Long | |
N/A | N/A | RMIT Cash Management LLC | 43330000.0 | 38295054.0 | CORP | Long | |
N/A | N/A | Glencore Finance Europe Ltd. | 8000000.0 | 9795124.41 | CORP | Long | |
33767MAQ8 | 33767MAQ8 | FirstKey Homes Trust | 6572000.0 | 6178652.0 | CORP | Long | |
N/A | N/A | Var Energi ASA | 4380000.0 | 5142487.67 | CORP | Long | |
251526CU1 | 251526CU1 | Deutsche Bank AG | 12883000.0 | 13563795.18 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 258231.26 | CORP | N/A | |
N/A | N/A | Helios Service Partners, LLC | 4719087.53 | 4689829.19 | CORP | Long | |
67105KAE8 | 67105KAE8 | OCP CLO Ltd. | 2763070.0 | 2764580.85 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -7004083.31 | CORP | N/A | |
74333VAN4 | 74333VAN4 | Progress Residential Trust | 12190000.0 | 10913989.81 | CORP | Long | |
N/A | N/A | EnBW International Finance BV | 5795000.0 | 6507617.28 | CORP | Long | |
04410RAL0 | 04410RAL0 | Ashford Hospitality Trust | 3816000.0 | 3653089.62 | CORP | Long | |
89686QAB2 | 89686QAB2 | Trivium Packaging Finance BV | 2231000.0 | 2187492.82 | CORP | Long | |
44888MAB2 | 44888MAB2 | Hydrofarm Holdings Group, Inc. | 4458585.0 | 3566868.0 | CORP | Long | |
14453MAC8 | 14453MAC8 | Carrington Mortgage Loan Trust | 945500.08 | 914886.39 | CORP | Long | |
742855AC3 | 742855AC3 | Prodigy Finance DAC | 241436.97 | 241257.94 | CORP | Long | |
N/A | N/A | N/A | 10078454.0 | 343118.4 | CORP | N/A | |
N/A | N/A | Jubilee Place | 202000.0 | 214856.25 | CORP | Long | |
91087BAX8 | 91087BAX8 | United Mexican States | 7230000.0 | 7361043.75 | NUSS | Long | |
N/A | N/A | Vallourec SACA | 11512103.0 | 12770728.73 | CORP | Long | |
56847QAA9 | 56847QAA9 | Mariner Finance Issuance Trust | 18710000.0 | 18839611.65 | CORP | Long | |
N/A | N/A | Monitchem HoldCo 3 SA | 6590000.0 | 7410084.16 | CORP | Long | |
N/A | N/A | N/A | 953852900.0 | -6169495.84 | CORP | N/A | |
12569GAA0 | 12569GAA0 | CIFC Funding 2022-VII Ltd. | 1200000.0 | 1227731.52 | CORP | Long | |
N/A | N/A | N/A | 20252000000.0 | -120844.12 | CORP | N/A | |
58507LBB4 | 58507LBB4 | Medtronic Global Holdings SCA | 10429000.0 | 10383530.08 | CORP | Long | |
3131XWUS0 | 3131XWUS0 | Federal Home Loan Mortgage Corp. | 1971332.3339 | 1900453.02 | USGSE | Long | |
N/A | N/A | Crown European Holdings SA | 9751000.0 | 11154446.26 | CORP | Long | |
13645RAY0 | 13645RAY0 | Canadian Pacific Railway Co. | 8155000.0 | 7958465.8 | CORP | Long | |
806857108 | 806857108 | Schlumberger NV | 61799.0 | 3216019.96 | CORP | Long | |
N/A | N/A | Cerved Group SpA | 3600000.0 | 3840288.78 | CORP | Long | |
194162103 | 194162103 | Colgate-Palmolive Co. | 9428.0 | 751505.88 | CORP | Long | |
64129UBW4 | 64129UBW4 | Neuberger Berman CLO XVII Ltd. | 5350000.0 | 5344333.28 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1949518.29 | CORP | N/A | |
N/A | N/A | Avoca CLO XXII DAC | 970000.0 | 999629.24 | CORP | Long | |
655378AE7 | 655378AE7 | Nomura Asset Acceptance Corp. Alternative Loan Trust | 715794.78 | 571160.86 | CORP | Long | |
31418CZH0 | 31418CZH0 | Federal National Mortgage Association | 934296.4211 | 898596.62 | USGSE | Long | |
N/A | N/A | Volta Greentech AB | 50461.0 | 0.55 | CORP | Long | |
61945VAA9 | 61945VAA9 | Mosaic Solar Loan Trust | 9494213.18 | 9334645.84 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -110.49 | CORP | N/A | |
78397YAB8 | 78397YAB8 | SCC Power plc | 23430344.0 | 10461648.6 | CORP | Long | |
3140X9EC5 | 3140X9EC5 | Federal National Mortgage Association | 1494077.147 | 1430546.22 | USGSE | Long | |
193051AS8 | 193051AS8 | Cold Storage Trust | 13381450.0001 | 13239756.5 | CORP | Long | |
N/A | N/A | AT&T, Inc. | 11200000.0 | 11862004.57 | CORP | Long | |
24380LAJ2 | 24380LAJ2 | Deer Creek CLO Ltd. | 900000.0 | 888241.77 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 195847.54 | CORP | N/A | |
N/A | N/A | Twin Bridges plc | 436000.0 | 546755.41 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 5709000.0 | 7316556.33 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 890000.0 | 1142620.07 | CORP | Long | |
009733AC0 | 009733AC0 | Ajax Mortgage Loan Trust | 15028988.94 | 14021958.01 | CORP | Long | |
N/A | N/A | AMF MF Portfolio | 4446000.0 | 4431847.05 | CORP | Long | |
N/A | N/A | N/A | 37732000.0 | -11023.25 | CORP | N/A | |
N/A | N/A | La Financiere Atalian SASU | 10739000.0 | 8678093.54 | CORP | Long | |
3131Y0WZ1 | 3131Y0WZ1 | Federal Home Loan Mortgage Corp. | 33271.6358 | 31978.84 | USGSE | Long | |
69007TAC8 | 69007TAC8 | Outfront Media Capital LLC | 227000.0 | 202369.56 | CORP | Long | |
L2000DAD6 | L2000DAD6 | Connect Finco SARL | 15565508.22 | 15554768.02 | CORP | Long | |
548661DU8 | 548661DU8 | Lowe's Cos., Inc. | 5225000.0 | 5194653.36 | CORP | Long | |
N/A | N/A | N/A | 1320000.0 | -32090.49 | CORP | N/A | |
67097LAH9 | 67097LAH9 | OCP CLO Ltd. | 16987323.7 | 16970878.27 | CORP | Long | |
59319MAA1 | 59319MAA1 | MF1 Ltd. | 4192000.0 | 4173351.47 | CORP | Long | |
N/A | N/A | N/A | -89889015.0 | -2667091.15 | CORP | N/A | |
009733AA4 | 009733AA4 | Ajax Mortgage Loan Trust | 18717698.4 | 18116820.97 | CORP | Long | |
N/A | N/A | N/A | -1351850000.0 | -6157768.39 | CORP | N/A | |
46646RAA1 | 46646RAA1 | JPMDB Commercial Mortgage Securities Trust | 14670000.0 | 256359.72 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -191513.26 | CORP | N/A | |
89678QAB2 | 89678QAB2 | Triton Water Holdings, Inc. | 4113628.05 | 4070434.96 | CORP | Long | |
N/A | N/A | N/A | 405709200.0 | 5558777.42 | CORP | N/A | |
74333EAG7 | 74333EAG7 | Progress Residential Trust | 15230000.0 | 13593534.98 | CORP | Long | |
70082HAC0 | 70082HAC0 | Park River Holdings, Inc. | 2077983.57 | 2024745.63 | CORP | Long | |
912810SP4 | 912810SP4 | United States of America | 142000000.0 | 79126171.52 | UST | Long | |
N/A | N/A | Republic of Cote d'Ivoire | 1845000.0 | 1619246.26 | NUSS | Long | |
N/A | N/A | Gemgarto plc | 873000.0 | 1089759.9 | CORP | Long | |
3140JLME1 | 3140JLME1 | Federal National Mortgage Association | 71936.2645 | 69157.29 | USGSE | Long | |
77340GAQ4 | 77340GAQ4 | Rockford Tower CLO Ltd. | 5360000.0 | 5280103.3 | CORP | Long | |
195325CX1 | 195325CX1 | Republic of Colombia | 8891000.0 | 8713180.0 | NUSS | Long | |
91159HHW3 | 91159HHW3 | US Bancorp | 3287000.0 | 2974773.33 | CORP | Long | |
N/A | N/A | N/A | 7515859.0 | -178418.31 | CORP | N/A | |
N/A | N/A | Electricite de France SA | 5400000.0 | 5516066.34 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 441315.18 | NUSS | N/A | |
00C92J9V8 | 00C92J9V8 | N/A | 2000.0 | 1140000.0 | NUSS | N/A | |
78473KAB5 | 78473KAB5 | DRI Holding, Inc. | 6203505.0 | 5645189.55 | CORP | Long | |
87169DAB1 | 87169DAB1 | Star Parent, Inc. | 1000000.0 | 987080.0 | CORP | Long | |
N/A | N/A | N/A | 3972000.0 | 898131.38 | CORP | N/A | |
646136XS5 | 646136XS5 | New Jersey Transportation Trust Fund Authority | 3800000.0 | 3881702.09 | MUN | Long | |
01609W102 | 01609W102 | Alibaba Group Holding Ltd. | 27957.0 | 2166947.07 | CORP | Long | |
92537HAD3 | 92537HAD3 | Verus Securitization Trust | 1415000.0 | 1316862.11 | CORP | Long | |
N/A | N/A | PCL Funding VIII plc | 1125000.0 | 1439051.81 | CORP | Long | |
06832FAB3 | 06832FAB3 | Barracuda Parent LLC | 1000000.0 | 973750.0 | CORP | Long | |
N/A | N/A | CML La Quinta Resort | 25900000.0 | 25217200.89 | CORP | Long | |
25460HAB8 | 25460HAB8 | DirecTV Financing LLC, Term Loan | 8899559.38 | 8889591.87 | CORP | Long | |
N/A | N/A | Cullinan Holdco Scsp | 3100000.0 | 2758877.03 | CORP | Long | |
36318WAK6 | 36318WAK6 | Galaxy XV CLO Ltd. | 4436824.2204 | 4430073.59 | CORP | Long | |
11014PAQ8 | 11014PAQ8 | Bristol Park CLO Ltd. | 500000.0 | 493284.8 | CORP | Long | |
880461VY1 | 880461VY1 | Tennessee Housing Development Agency | 615000.0 | 622937.4 | MUN | Long | |
91159HJC5 | 91159HJC5 | US Bancorp | 14000000.0 | 12865443.92 | CORP | Long | |
N/A | N/A | N/A | 1868182.0 | 2113.08 | CORP | N/A | |
N/A | N/A | Thales SA | 9200000.0 | 9467841.71 | CORP | Long | |
N/A | N/A | N/A | -202639500.0 | -755813.24 | CORP | N/A | |
N/A | N/A | N/A | 310000.0 | 16458.33 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -109447.59 | CORP | N/A | |
11283YAG5 | 11283YAG5 | Brookfield Residential Properties, Inc. | 2902000.0 | 2575952.96 | CORP | Long | |
N/A | N/A | United Mexican States | 7245000.0 | 40454841.0 | NUSS | Long | |
N/A | N/A | Morgan Stanley | 7900000.0 | 7525015.16 | CORP | Long | |
72132WAM1 | 72132WAM1 | Pikes Peak CLO 4 | 375000.0 | 364110.11 | CORP | Long | |
N/A | N/A | Lenzing AG | 13000000.0 | 12333550.19 | CORP | Long | |
36270GAJ0 | 36270GAJ0 | GS Mortgage Securities Corp. II | 31848000.0 | 31134139.82 | CORP | Long | |
N/A | N/A | N/A | 294168124.0 | 1981682.6 | CORP | N/A | |
N/A | N/A | N/A | -2729.0 | -2302593.75 | CORP | N/A | |
855030AN2 | 855030AN2 | Staples, Inc. | -3105000.0 | -2888977.08 | CORP | Short | |
00214WAE1 | 00214WAE1 | APS Resecuritization Trust | 1213316.43 | 1212618.77 | CORP | Long | |
N/A | N/A | FCT Autonoria | 107520.48 | 118546.72 | CORP | Long | |
912810SU3 | 912810SU3 | United States of America | 64420900.0 | 40849393.19 | UST | Long | |
N/A | N/A | JPMorgan Securities plc | 3663585.0 | 4044414.66 | CORP | Long | |
35910EAA2 | 35910EAA2 | Frontier Issuer LLC | 35779000.0 | 35593518.09 | CORP | Long | |
03759DAK4 | 03759DAK4 | Apex Tool Group LLC | 13530458.68 | 11835362.82 | CORP | Long | |
71654QBH4 | 71654QBH4 | Petroleos Mexicanos | 10000000.0 | 9950200.0 | NUSS | Long | |
N/A | N/A | Interface Security LLC | 15449183.76 | 11471018.94 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 6190000.0 | 7874989.77 | CORP | Long | |
228701AG3 | 228701AG3 | CrownRock LP | -9710000.0 | -9467250.0 | CORP | Short | |
55821WAA8 | 55821WAA8 | Madison Park Funding XLVIII Ltd. | 500000.0 | 495018.3 | CORP | Long | |
01F032617 | 01F032617 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 5571265474.0 | 5110765562.16 | USGSE | Long | |
N/A | N/A | N/A | 2000000.0 | -233905.85 | USGSE | N/A | |
N/A | N/A | OCP Euro CLO DAC | 200000.0 | 217122.24 | CORP | Long | |
12648UBW5 | 12648UBW5 | CSMC Trust | 2289751.12 | 1785393.14 | CORP | Long | |
31418C4F8 | 31418C4F8 | Federal National Mortgage Association | 80559.7535 | 77065.95 | USGSE | Long | |
N/A | N/A | N/A | 1392000.0 | -103942.0 | USGSE | N/A | |
92917KAA2 | 92917KAA2 | Voya CLO Ltd. | 300000.0 | 299877.03 | CORP | Long | |
073868AA9 | 073868AA9 | Bear Stearns ALT-A Trust | 1903077.353 | 1650503.78 | CORP | Long | |
N/A | N/A | K+S AG | 227359.0 | 3589341.35 | CORP | Long | |
290021AJ3 | 290021AJ3 | Elmwood CLO VIII Ltd. | 1500000.0 | 1415403.6 | CORP | Long | |
75889HAJ9 | 75889HAJ9 | Regatta XXIV Funding Ltd. | 500000.0 | 497529.25 | CORP | Long | |
74333FAG4 | 74333FAG4 | Progress Residential Trust | 3192000.0 | 2821859.51 | CORP | Long | |
36242DUM3 | 36242DUM3 | GSR Mortgage Loan Trust | 309015.28 | 291544.85 | CORP | Long | |
N/A | N/A | Deep Instinct Ltd. | 1574860.0 | 9181433.8 | CORP | Long | |
842400HM8 | 842400HM8 | Southern California Edison Co. | 11150000.0 | 9582911.21 | CORP | Long | |
1248RHAD9 | 1248RHAD9 | Credit-Based Asset Servicing & Securitization LLC | 1390413.27 | 880461.68 | CORP | Long | |
N/A | N/A | N/A | 1985000.0 | 113593.09 | CORP | N/A | |
N/A | N/A | Canada Square Funding plc | 102000.0 | 128478.58 | CORP | Long | |
74526YBT1 | 74526YBT1 | Puerto Rico Electric Power Authority | 1915000.0 | 478750.0 | MUN | Long | |
00CAWZRW4 | 00CAWZRW4 | N/A | -1739.0 | -520830.5 | MUN | N/A | |
N/A | N/A | Santander UK Group Holdings plc | 3821000.0 | 4855047.07 | CORP | Long | |
55316VAJ3 | 55316VAJ3 | MHC Commercial Mortgage Trust | 16308717.58 | 16044079.28 | CORP | Long | |
06738EBN4 | 06738EBN4 | Barclays plc | 1541000.0 | 1473904.24 | CORP | Long | |
N/A | N/A | N/A | 41295475.0 | 938.92 | CORP | N/A | |
N/A | N/A | Kingdom of Morocco | 812000.0 | 726232.5 | NUSS | Long | |
948565AD8 | 948565AD8 | Weekley Homes LLC | 3099000.0 | 2887330.12 | CORP | Long | |
073250BV3 | 073250BV3 | Bayview Financial Revolving Asset Trust | 526563.0624 | 521297.43 | CORP | Long | |
693582AA6 | 693582AA6 | PRPM LLC | 1597636.1476 | 1540530.56 | CORP | Long | |
69702JAA2 | 69702JAA2 | Palmer Square Loan Funding Ltd. | 10000000.0 | 9652366.0 | CORP | Long | |
N/A | N/A | TK Elevator Midco GmbH | 4325000.0 | 4616067.57 | CORP | Long | |
92564RAF2 | 92564RAF2 | VICI Properties LP | 7223000.0 | 7199495.64 | CORP | Long | |
12548RAB0 | 12548RAB0 | CIFC Funding Ltd. | 10191902.8597 | 10191594.05 | CORP | Long | |
N/A | N/A | UBS Group AG | 2829000.0 | 2776833.24 | CORP | Long | |
N/A | N/A | N/A | 98090000.0 | 444032.93 | CORP | N/A | |
00787CAE2 | 00787CAE2 | Aeropuerto Internacional de Tocumen SA | 4687000.0 | 3515578.09 | NUSS | Long | |
N/A | N/A | N/A | 41248623.0 | 130658.64 | NUSS | N/A | |
143111AE2 | 143111AE2 | Carlyle US CLO Ltd. | 850000.0 | 850015.9 | CORP | Long | |
91324PED0 | 91324PED0 | UnitedHealth Group, Inc. | 10840000.0 | 9393059.89 | CORP | Long | |
N/A | N/A | BG Energy Capital plc | 10960000.0 | 11454060.95 | CORP | Long | |
09630PAA1 | 09630PAA1 | BlueMountain CLO XXVIII Ltd. | 450000.0 | 448055.33 | CORP | Long | |
N/A | N/A | Fantasia Holdings Group Co. Ltd. | 10550000.0 | 237375.0 | CORP | Long | |
12551BAA1 | 12551BAA1 | CIFC Funding 2017-I Ltd. | 2000000.0 | 2003506.6 | CORP | Long | |
3131XY4Q9 | 3131XY4Q9 | Federal Home Loan Mortgage Corp. | 2196417.1439 | 2117440.86 | USGSE | Long | |
36320KAA0 | 36320KAA0 | Galaxy 31 CLO Ltd. | 650000.0 | 652358.2 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 492544.98 | CORP | N/A | |
N/A | N/A | N/A | -16662.0 | -80117218.38 | CORP | N/A | |
05608WAS3 | 05608WAS3 | BX Commercial Mortgage Trust | 7081433.0547 | 6762278.53 | CORP | Long | |
N/A | N/A | ams-OSRAM AG | 12000000.0 | 12257996.2 | CORP | Long | |
40436VAE1 | 40436VAE1 | HPS Loan Management Ltd. | 19152165.9873 | 19170427.58 | CORP | Long | |
38137PAQ3 | 38137PAQ3 | GoldenTree Loan Opportunities X Ltd. | 5083000.0 | 5086088.94 | CORP | Long | |
00CAYZLA6 | 00CAYZLA6 | N/A | 2000.0 | 233000.0 | CORP | N/A | |
07326BAA5 | 07326BAA5 | Bayview Commercial Asset Trust | 5987880.4617 | 5484693.12 | CORP | Long | |
464287481 | 464287481 | iShares Trust | 95766.0 | 10003716.36 | RF | Long | |
N/A | N/A | N/A | 22648080000.0 | -413163.77 | RF | N/A | |
N/A | N/A | N/A | 861910000.0 | -6876034.93 | RF | N/A | |
N/A | N/A | N/A | 1.0 | 298649.1 | RF | N/A | |
N/A | N/A | Autonoria Spain | 109750.94 | 118282.98 | CORP | Long | |
05608VAL0 | 05608VAL0 | BX Trust | 2206834.08 | 2129594.89 | CORP | Long | |
25151EAC7 | 25151EAC7 | Deutsche Alt-B Securities Mortgage Loan Trust | 845151.6225 | 688241.62 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -92713.76 | CORP | N/A | |
N/A | N/A | EDP Finance BV | 3900000.0 | 4008185.67 | CORP | Long | |
N/A | N/A | Ahli United Sukuk Ltd. | 1551000.0 | 1415287.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -87476.86 | CORP | N/A | |
N/A | N/A | Golden Bar Securitisation SRL | 3309000.0 | 3683173.31 | CORP | Long | |
81761LAB8 | 81761LAB8 | Service Properties Trust | 1318000.0 | 1206703.47 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 146159.9 | CORP | N/A | |
52729KAP1 | 52729KAP1 | Level 3 Financing, Inc. | 5762000.0 | 5473900.0 | CORP | Long | |
31418CXN9 | 31418CXN9 | Federal National Mortgage Association | 2610823.3032 | 2504167.93 | USGSE | Long | |
31620MBD7 | 31620MBD7 | Fidelity National Information Services, Inc. | 17167000.0 | 17924299.92 | CORP | Long | |
N/A | N/A | Republic of Guatemala | 2695000.0 | 2638405.0 | NUSS | Long | |
N/A | N/A | Abertis Infraestructuras Finance BV | 200000.0 | 211365.8 | CORP | Long | |
N/A | N/A | N/A | 13043400.0 | -201347.66 | CORP | N/A | |
75102WAD0 | 75102WAD0 | Rakuten Group, Inc. | 4265000.0 | 4350295.74 | CORP | Long | |
N/A | N/A | BMW Finance NV | 7014000.0 | 8051172.48 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1169853.45 | CORP | N/A | |
N/A | N/A | N/A | 562554971.0 | 4103913.54 | CORP | N/A | |
N/A | N/A | RBC Capital Markets LLC | 54381.25 | 54381.25 | CORP | Long | |
00P92RET5 | 00P92RET5 | N/A | 2471.0 | 579449.5 | CORP | N/A | |
26885BAN0 | 26885BAN0 | EQM Midstream Partners LP | 2750000.0 | 2956302.25 | CORP | Long | |
06744FAG9 | 06744FAG9 | Barclays Mortgage Loan Trust | 8875906.0 | 8261877.25 | CORP | Long | |
56848MAC3 | 56848MAC3 | Mariner Finance Issuance Trust | 2530000.0 | 2382536.42 | CORP | Long | |
09626YAS9 | 09626YAS9 | BlueMountain CLO Ltd. | 4000000.0 | 3979738.0 | CORP | Long | |
N/A | N/A | Allwyn Entertainment Financing UK plc | 3055000.0 | 3541195.61 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1575334.77 | CORP | N/A | |
054966AU0 | 054966AU0 | BAMLL Commercial Mortgage Securities Trust | 2560000.0 | 2142447.08 | CORP | Long | |
58462QAM3 | 58462QAM3 | Medical Solutions Holdings, Inc. | 3210000.0 | 2692387.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -329408.47 | CORP | N/A | |
N/A | N/A | N/A | 3280.0 | 65600.0 | CORP | N/A | |
05973KAA5 | 05973KAA5 | Banco Mercantil del Norte SA | 4363000.0 | 3993802.94 | CORP | Long | |
N/A | N/A | N/A | 39812995883.0 | 212056.25 | CORP | N/A | |
361841AS8 | 361841AS8 | GLP Capital LP | 3448000.0 | 3719805.84 | CORP | Long | |
N/A | N/A | N/A | 681310000.0 | 290695.51 | CORP | N/A | |
N/A | N/A | CPUK Finance Ltd. | 9842000.0 | 12121708.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 212051.67 | CORP | N/A | |
N/A | N/A | Babcock International Group plc | 2000000.0 | 2029810.79 | CORP | Long | |
22704NAE2 | 22704NAE2 | Crocs, Inc. | 694915.26 | 696742.89 | CORP | Long | |
28141P105 | 28141P105 | Education Funding Trust | 75000.0 | 1875000.0 | CORP | Long | |
6174468P7 | 6174468P7 | Morgan Stanley | 6640000.0 | 6116943.83 | CORP | Long | |
12597BAW9 | 12597BAW9 | CSAIL Commercial Mortgage Trust | 27389190.7574 | 1452010.56 | CORP | Long | |
03767VAL2 | 03767VAL2 | Apidos CLO XXXI | 250000.0 | 248309.5 | CORP | Long | |
N/A | N/A | JPMorgan Securities plc | 2390336.0 | 2638811.43 | CORP | Long | |
N/A | N/A | N/A | 6330000.0 | -364440.0 | CORP | N/A | |
694308KP1 | 694308KP1 | Pacific Gas and Electric Co. | 13033000.0 | 14315575.71 | CORP | Long | |
89788MAP7 | 89788MAP7 | Truist Financial Corp. | 8225000.0 | 8390273.73 | CORP | Long | |
06744JAB2 | 06744JAB2 | Barclays Mortgage Trust | 6222285.0 | 5751810.56 | CORP | Long | |
N/A | N/A | Federative Republic of Brazil | 462884.0 | 92878195.84 | NUSS | Long | |
N/A | N/A | Embraer Netherlands Finance BV | 1494000.0 | 1534248.36 | CORP | Long | |
60877JAG7 | 60877JAG7 | Momentive Performance Materials, Inc. | 994987.46 | 959546.01 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 819000.0 | 1023200.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -14236.9 | CORP | N/A | |
67116FAN6 | 67116FAN6 | OCP CLO Ltd. | 4950000.0 | 4889152.13 | CORP | Long | |
N/A | N/A | N/A | 98149400.0 | 1501848.14 | CORP | N/A | |
3137H3B27 | 3137H3B27 | Federal Home Loan Mortgage Corp. | 15304613.959 | 2741674.67 | USGSE | Long | |
N/A | N/A | NatWest Group plc | 14000000.0 | 15044127.19 | CORP | Long | |
N/A | N/A | Bayer AG | 2600000.0 | 2751153.79 | CORP | Long | |
05608KAL4 | 05608KAL4 | BX Commercial Mortgage Trust | 1632589.3308 | 1546449.35 | CORP | Long | |
N/A | N/A | Virgin Media Secured Finance plc | 2425000.0 | 2693730.47 | CORP | Long | |
912810TG3 | 912810TG3 | United States of America | 251564500.0 | 200288580.91 | UST | Long | |
N/A | N/A | Stark Financing DAC | 13404000.0 | 17103074.93 | CORP | Long | |
455780CF1 | 455780CF1 | Republic of Indonesia | 7006000.0 | 6861501.25 | NUSS | Long | |
38141GA46 | 38141GA46 | Goldman Sachs Group, Inc. (The) | 9005000.0 | 9554732.56 | CORP | Long | |
N/A | N/A | Vodafone Group plc | 7505000.0 | 7406356.01 | CORP | Long | |
N/A | N/A | Unique Pub Finance Co. plc (The) | 4663081.1753 | 5909336.01 | CORP | Long | |
N/A | N/A | N/A | 14528815.0 | -113018.77 | CORP | N/A | |
N/A | N/A | TNB Global Ventures Capital Bhd. | 1250000.0 | 1246375.0 | CORP | Long | |
N/A | N/A | N/A | 5600000.0 | -262296.73 | CORP | N/A | |
N/A | N/A | N/A | -128349697.0 | -9509629.43 | CORP | N/A | |
N/A | N/A | Lloyds Banking Group plc | 8540000.0 | 9180104.16 | CORP | Long | |
69754AAA8 | 69754AAA8 | Palomino Funding Trust I | 4440000.0 | 4676011.44 | CORP | Long | |
69359QAA2 | 69359QAA2 | PRET LLC | 10880218.3977 | 10674402.75 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 2508512.5 | 2508512.5 | CORP | Long | |
N/A | N/A | N/A | 9246000000.0 | 294299.71 | CORP | N/A | |
N/A | N/A | Mortimer BTL plc | 334000.0 | 420393.13 | CORP | Long | |
06744FAC8 | 06744FAC8 | Barclays Mortgage Loan Trust | 7505092.07 | 7631215.8 | CORP | Long | |
N/A | N/A | Banff Merger Sub, Inc. | 2853000.0 | 3081658.33 | CORP | Long | |
02151UAS5 | 02151UAS5 | Alternative Loan Trust | 20730423.46 | 9716098.64 | CORP | Long | |
86315XAC0 | 86315XAC0 | Stratus CLO Ltd. | 600000.0 | 594065.46 | CORP | Long | |
55300RAB7 | 55300RAB7 | MGM China Holdings Ltd. | 327000.0 | 318825.0 | CORP | Long | |
N/A | N/A | N/A | 341490000.0 | 1767202.55 | CORP | N/A | |
N/A | N/A | N/A | 62621200.0 | 10455680.09 | CORP | N/A | |
06051GGF0 | 06051GGF0 | Bank of America Corp. | 3369000.0 | 3236874.49 | CORP | Long | |
N/A | N/A | Hashemite Kingdom of Jordan | 11277000.0 | 10455893.44 | NUSS | Long | |
N/A | N/A | Cruise, Series G | 285159.0 | 3476088.21 | CORP | Long | |
N/A | N/A | Precise Mortgage Funding plc | 115000.0 | 146473.05 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -2924236.07 | CORP | N/A | |
694308JJ7 | 694308JJ7 | Pacific Gas & Electric Co. | 10140000.0 | 7000407.27 | CORP | Long | |
00119TAH7 | 00119TAH7 | AGL CLO 5 Ltd. | 390000.0 | 389183.93 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 10206000.0 | 11973394.25 | CORP | Long | |
N/A | N/A | Standard Chartered plc | 800000.0 | 766352.57 | CORP | Long | |
N/A | N/A | National Grid plc | 15500000.0 | 16275410.1 | CORP | Long | |
N/A | N/A | N/A | 1000000.0 | -71997.42 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 1058844.42 | CORP | N/A | |
46647PCJ3 | 46647PCJ3 | JPMorgan Chase & Co. | 6544000.0 | 5802241.66 | CORP | Long | |
195325DS1 | 195325DS1 | Republic of Colombia | 7985000.0 | 6490307.81 | NUSS | Long | |
N/A | N/A | N/A | 400329807.0 | 6988863.39 | NUSS | N/A | |
N/A | N/A | BNP Paribas SA | 31280000.0 | 34531555.99 | CORP | Long | |
393505TZ5 | 393505TZ5 | Conseco Finance Corp. | 1995878.8943 | 1969499.76 | CORP | Long | |
N/A | N/A | N/A | 81348000.0 | 487511.09 | CORP | N/A | |
247361702 | 247361702 | Delta Air Lines, Inc. | 50250.0 | 2021557.5 | CORP | Long | |
N/A | N/A | N/A | 1834643.0 | 110078.58 | CORP | N/A | |
3132DWDG5 | 3132DWDG5 | Federal Home Loan Mortgage Corp. | 667781.5525 | 631434.64 | USGSE | Long | |
N/A | N/A | Origin Energy Finance Ltd. | 18101000.0 | 17390176.46 | CORP | Long | |
67590BAQ3 | 67590BAQ3 | Octagon Investment Partners XVI Ltd. | 2975207.01 | 2972125.59 | CORP | Long | |
36321BAA9 | 36321BAA9 | Galaxy XXIV CLO Ltd. | 6114552.35 | 6110550.38 | CORP | Long | |
N/A | N/A | N/A | 23141000.0 | -302091.96 | CORP | N/A | |
20825C104 | 20825C104 | ConocoPhillips | 6498.0 | 754222.86 | CORP | Long | |
00206RGE6 | 00206RGE6 | AT&T, Inc. | 41509000.0 | 50392015.4 | CORP | Long | |
N/A | N/A | Heimstaden Bostad AB | 800000.0 | 753785.89 | CORP | Long | |
46653XAP5 | 46653XAP5 | JP Morgan Mortgage Trust | 18637678.21 | 14866455.85 | CORP | Long | |
78573NAC6 | 78573NAC6 | Sabre GLBL, Inc. | 2161000.0 | 2074560.0 | CORP | Long | |
31946M103 | 31946M103 | First Citizens BancShares, Inc. | 2397.0 | 3401271.09 | CORP | Long | |
698299BK9 | 698299BK9 | Republic of Panama | 38862000.0 | 33069133.13 | NUSS | Long | |
N/A | N/A | N/A | 200466000.0 | 1140710.02 | NUSS | N/A | |
25211AAE9 | 25211AAE9 | Dewolf Park CLO Ltd. | 10184486.31 | 10188806.57 | CORP | Long | |
64034YAC5 | 64034YAC5 | Nelnet Student Loan Trust | 13044000.0 | 10877285.94 | CORP | Long | |
N/A | N/A | RBC Capital Markets LLC | 1997406.25 | 1997406.25 | CORP | Long | |
29003KAA9 | 29003KAA9 | Elmwood CLO 15 Ltd. | 1800000.0 | 1803671.64 | CORP | Long | |
30227FAJ9 | 30227FAJ9 | Extended Stay America Trust | 11883624.7133 | 11674667.81 | CORP | Long | |
71654QDE9 | 71654QDE9 | Petroleos Mexicanos | 5853000.0 | 4644355.5 | NUSS | Long | |
N/A | N/A | N/A | 9797487600.0 | 69216.62 | NUSS | N/A | |
36228CUY7 | 36228CUY7 | GS Mortgage Securities Corp. II | 24000000.0 | 70221.6 | CORP | Long | |
N/A | N/A | Natural Foods | 21501100.0 | 23024055.16 | CORP | Long | |
3140H1V23 | 3140H1V23 | Federal National Mortgage Association | 547037.7295 | 526698.74 | USGSE | Long | |
07132EAQ8 | 07132EAQ8 | Battalion CLO IX Ltd. | 450000.0 | 448776.36 | CORP | Long | |
70052LAC7 | 70052LAC7 | Park Intermediate Holdings LLC | 9790000.0 | 9061976.15 | CORP | Long | |
N/A | N/A | N/A | 95777262.0 | -424502.89 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -92873.09 | CORP | N/A | |
N/A | N/A | Cheplapharm Arzneimittel GmbH | 5297000.0 | 5650195.7 | CORP | Long | |
N/A | N/A | N/A | 157050036.0 | 31529188.84 | CORP | N/A | |
64034QAC2 | 64034QAC2 | Nelnet Student Loan Trust | 24341000.0 | 19945777.27 | CORP | Long | |
3140HHMJ1 | 3140HHMJ1 | Federal National Mortgage Association | 671018.7315 | 646345.88 | USGSE | Long | |
3140XAQF2 | 3140XAQF2 | Federal National Mortgage Association | 187941.4844 | 179599.13 | USGSE | Long | |
N/A | N/A | Rockford Tower Europe CLO DAC | 5012000.0 | 5404623.56 | CORP | Long | |
375933AA6 | 375933AA6 | GITSIT Mortgage Loan Trust | 10069050.1 | 10112386.28 | CORP | Long | |
N/A | N/A | Medco Laurel Tree Pte. Ltd. | 200000.0 | 189472.0 | CORP | Long | |
N/A | N/A | Goldman Sachs Group, Inc. (The) | 16000000.0 | 15352380.94 | CORP | Long | |
85208NAE0 | 85208NAE0 | Sprint Spectrum Co. LLC | 1568250.0 | 1561234.32 | CORP | Long | |
68402VAA0 | 68402VAA0 | Option One Mortgage Loan Trust | 14269751.0151 | 11566546.46 | CORP | Long | |
05548WAC1 | 05548WAC1 | BBCMS Mortgage Trust | 1300000.0 | 1137499.48 | CORP | Long | |
N/A | N/A | Avoca CLO XIV DAC | 1100000.0 | 1082774.24 | CORP | Long | |
N/A | N/A | Medtronic Global Holdings SCA | 4940000.0 | 5381526.63 | CORP | Long | |
054966AA4 | 054966AA4 | BAMLL Commercial Mortgage Securities Trust | 250000.0 | 220665.62 | CORP | Long | |
N/A | N/A | Banque Federative du Credit Mutuel SA | 8000000.0 | 9261433.97 | CORP | Long | |
N/A | N/A | N/A | 2825000.0 | -48408.92 | CORP | N/A | |
72132YAU9 | 72132YAU9 | Pikes Peak CLO 6 | 500000.0 | 487671.35 | CORP | Long | |
N/A | N/A | N/A | 3540000.0 | -210292.04 | CORP | N/A | |
74332YAJ8 | 74332YAJ8 | Progress Residential Trust | 4054000.0 | 3997156.84 | CORP | Long | |
N/A | N/A | N/A | 180919200.0 | 8350484.6 | CORP | N/A | |
N/A | N/A | N/A | 3502800.0 | -270124.45 | CORP | N/A | |
N/A | N/A | Golden Bar Securitisation SRL | 2785000.0 | 3082632.81 | CORP | Long | |
N/A | N/A | N/A | 3623000.0 | -248119.19 | CORP | N/A | |
31418DNK4 | 31418DNK4 | Federal National Mortgage Association | 198295.1202 | 189319.35 | USGSE | Long | |
N/A | N/A | Voya Euro CLO III DAC | 439000.0 | 469286.56 | CORP | Long | |
23292DAB6 | 23292DAB6 | Kraton Corp. | 997461.93 | 973562.74 | CORP | Long | |
126694JH2 | 126694JH2 | Reperforming Loan REMIC Trust | 1281367.8786 | 52516.61 | CORP | Long | |
N/A | N/A | Boxer Parent Co., Inc. | 6600000.0 | 7272445.05 | CORP | Long | |
55318EAA8 | 55318EAA8 | MIRA Trust | 6775000.0 | 6982820.42 | CORP | Long | |
N/A | N/A | Autonoria Spain | 493879.23 | 535108.0 | CORP | Long | |
023138AA8 | 023138AA8 | Ambac Assurance Corp. | 1407415.3385 | 1829639.94 | CORP | Long | |
N/A | N/A | London Wall Mortgage Capital plc | 1373637.5 | 1744096.01 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 187000.0 | 225441.18 | CORP | Long | |
N/A | N/A | Intesa Sanpaolo SpA | 7000000.0 | 7261780.89 | CORP | Long | |
03330AAC6 | 03330AAC6 | Anchorage Capital CLO 3-R Ltd. | 9800000.0 | 9792262.9 | CORP | Long | |
G9368PBA1 | G9368PBA1 | Virgin Media SFA Finance Ltd. | 5100000.0 | 6421926.34 | CORP | Long | |
N/A | N/A | SURA Asset Management SA | 4613000.0 | 4571805.91 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 106513.58 | CORP | N/A | |
N/A | N/A | Finsbury Square plc | 200000.0 | 241956.1 | CORP | Long | |
N/A | N/A | N/A | 26341000.0 | 111838.64 | CORP | N/A | |
31620MBZ8 | 31620MBZ8 | Fidelity National Information Services, Inc. | 3347000.0 | 3397076.48 | CORP | Long | |
650036DC7 | 650036DC7 | New York State Urban Development Corp. | 6360000.0 | 6681621.77 | MUN | Long | |
N/A | N/A | N/A | 1.0 | 106513.58 | MUN | N/A | |
N/A | N/A | Tupy Overseas SA | 2500000.0 | 2149950.0 | CORP | Long | |
93935NAB0 | 93935NAB0 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 5081418.24 | 3878764.94 | CORP | Long | |
3131XY4H9 | 3131XY4H9 | Federal Home Loan Mortgage Corp. | 667829.4378 | 643904.51 | USGSE | Long | |
N/A | N/A | KBC Bank NV | 38600000.0 | 43663293.5 | CORP | Long | |
N/A | N/A | Accor SA | 21300.0 | 815280.61 | CORP | Long | |
3136BHXV6 | 3136BHXV6 | Federal National Mortgage Association | 42568134.864 | 8266659.42 | USGSE | Long | |
83370RAC2 | 83370RAC2 | Societe Generale SA | 3240000.0 | 3389422.32 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -39027.54 | CORP | N/A | |
009723AA5 | 009723AA5 | Ajax Mortgage Loan Trust | 41618436.04 | 39915884.09 | CORP | Long | |
92537KAE4 | 92537KAE4 | Verus Securitization Trust | 1400000.0 | 1222504.08 | CORP | Long | |
N/A | N/A | N/A | 101220000.0 | 326603.3 | CORP | N/A | |
20030NDK4 | 20030NDK4 | Comcast Corp. | 9669000.0 | 9322473.48 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -42004.08 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -92713.76 | CORP | N/A | |
N/A | N/A | Fastighets AB Balder | 2171000.0 | 2046641.0 | CORP | Long | |
67105HBE4 | 67105HBE4 | OCP CLO Ltd. | 12300000.0 | 12193933.41 | CORP | Long | |
74333WAN2 | 74333WAN2 | Progress Residential Trust | 6950073.21 | 6017788.3 | CORP | Long | |
201723AQ6 | 201723AQ6 | Commercial Metals Co. | 22119000.0 | 20267336.67 | CORP | Long | |
925650AC7 | 925650AC7 | VICI Properties LP | 7775000.0 | 7544238.0 | CORP | Long | |
68269JAH4 | 68269JAH4 | OneMain Financial Issuance Trust | 12005000.0 | 12352422.3 | CORP | Long | |
526057104 | 526057104 | Lennar Corp. | 5990.0 | 892749.6 | CORP | Long | |
55305B101 | 55305B101 | M/I Homes, Inc. | 43739.0 | 6024609.86 | CORP | Long | |
N/A | N/A | Banco de Sabadell SA | 3500000.0 | 3715400.03 | CORP | Long | |
N/A | N/A | Red & Black Auto Italy SRL | 2874224.4967 | 3183391.71 | CORP | Long | |
38411DAC8 | 38411DAC8 | Gracie Point International Funding | 6338508.79 | 6350014.45 | CORP | Long | |
58403YAU0 | 58403YAU0 | Med Trust | 434912.7517 | 422720.93 | CORP | Long | |
09630MAG5 | 09630MAG5 | BlueMountain CLO XXXIII Ltd. | 1510000.0 | 1490550.14 | CORP | Long | |
25381XAC7 | 25381XAC7 | Digicel International Finance Ltd. | 1933487.0 | 38669.74 | CORP | Long | |
22550L2C4 | 22550L2C4 | Credit Suisse AG | 8000000.0 | 7752935.12 | CORP | Long | |
N/A | N/A | Dominican Republic | 7947000.0 | 7963529.76 | NUSS | Long | |
N/A | N/A | Krung Thai Bank PCL | 1980000.0 | 1833975.0 | CORP | Long | |
345397D75 | 345397D75 | Ford Motor Credit Co. LLC | 13950000.0 | 16103425.18 | CORP | Long | |
53948PAA6 | 53948PAA6 | Loanpal Solar Loan Ltd. | 8435475.04 | 6562550.73 | CORP | Long | |
N/A | N/A | N/A | 1000000.0 | -21877.09 | CORP | N/A | |
68245HAU8 | 68245HAU8 | One Market Plaza Trust | 30409800.0 | 79673.68 | CORP | Long | |
N/A | N/A | CaixaBank SA | 3000000.0 | 3308240.08 | CORP | Long | |
92556H206 | 92556H206 | Paramount Global | 104922.0 | 1551796.38 | CORP | Long | |
N/A | N/A | JPMorgan Chase & Co. | 20248000.0 | 24360742.43 | CORP | Long | |
19416MAA7 | 19416MAA7 | Permian Resources Operating LLC | 1526000.0 | 1552445.58 | CORP | Long | |
N/A | N/A | N/A | 7968988.0 | 686795.79 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -81031.45 | CORP | N/A | |
N/A | N/A | N/A | 3000000.0 | 13148.25 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 52921.74 | CORP | N/A | |
401494AS8 | 401494AS8 | Republic of Guatemala | 200000.0 | 193700.0 | NUSS | Long | |
N/A | N/A | Pakuwon Jati Tbk. PT | 375000.0 | 349218.75 | CORP | Long | |
700517105 | 700517105 | Park Hotels & Resorts, Inc. | 294791.0 | 4510302.3 | CORP | Long | |
72133MAA8 | 72133MAA8 | Pikes Peak CLO 12 Ltd. | 1280000.0 | 1282409.98 | CORP | Long | |
N/A | N/A | N/A | 123968000.0 | -1259043.94 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 186432.23 | CORP | N/A | |
78408LAB3 | 78408LAB3 | SC Johnson & Son, Inc. | 1210000.0 | 1187943.82 | CORP | Long | |
N/A | N/A | Sarcos Technology & Robotics | 833632.1667 | 601298.88 | CORP | Long | |
045086AP0 | 045086AP0 | Ashton Woods USA LLC | 6259000.0 | 5606754.93 | CORP | Long | |
69701PAE1 | 69701PAE1 | Palmer Square Loan Funding Ltd. | 7500000.0 | 7500868.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 436812.63 | CORP | N/A | |
N/A | N/A | N/A | 2975000.0 | 73912.73 | CORP | N/A | |
3140J6GR2 | 3140J6GR2 | Federal National Mortgage Association | 2413930.9193 | 2324174.06 | USGSE | Long | |
67108WBE8 | 67108WBE8 | OZLM VII Ltd. | 19162738.812 | 19175349.81 | CORP | Long | |
17313VAA5 | 17313VAA5 | Citicorp Mortgage Securities Trust | 2951043.6 | 2480742.86 | CORP | Long | |
05609BAR0 | 05609BAR0 | BX Trust | 2184868.0 | 2036168.29 | CORP | Long | |
37046TAP9 | 37046TAP9 | General Motors Financial Co., Inc. | 16140000.0 | 16075826.07 | CORP | Long | |
33768NAL6 | 33768NAL6 | FirstKey Homes Trust | 5000000.0 | 4623338.0 | CORP | Long | |
N/A | N/A | SCIL IV LLC | 2347000.0 | 2590348.82 | CORP | Long | |
N/A | N/A | REXLot Holdings Ltd. | 1102804.84 | 0.01 | CORP | Long | |
N/A | N/A | ITV plc | 2500000.0 | 2596380.0 | CORP | Long | |
N/A | N/A | Ukraine | 3394000.0 | 997836.0 | NUSS | Long | |
36167RAG8 | 36167RAG8 | GCT Commercial Mortgage Trust | 770000.0 | 155375.91 | CORP | Long | |
N/A | N/A | Aurorus BV | 1331000.0 | 1474185.76 | CORP | Long | |
665530AB7 | 665530AB7 | Northern Oil & Gas, Inc. | 2776000.0 | 2891474.83 | CORP | Long | |
03846JAC4 | 03846JAC4 | Arab Republic of Egypt | 3621000.0 | 2105837.81 | NUSS | Long | |
N/A | N/A | Kingdom of Spain | -40000000.0 | -37256104.59 | NUSS | Short | |
90278PBB5 | 90278PBB5 | UBS Commercial Mortgage Trust | 69160015.05 | 2721246.03 | CORP | Long | |
20752TAA2 | 20752TAA2 | Connect Finco SARL | 19730000.0 | 19611813.35 | CORP | Long | |
88224QAA5 | 88224QAA5 | Texas Capital Bancshares, Inc. | 3480000.0 | 3018775.21 | CORP | Long | |
95763PND9 | 95763PND9 | Western Mortgage Reference Notes | 16756809.15 | 16944584.28 | CORP | Long | |
40434PHC3 | 40434PHC3 | HSBC USA, Inc. | 21190000.0 | 20463768.27 | CORP | Long | |
N/A | N/A | Bayer AG | 4400000.0 | 4668843.56 | CORP | Long | |
56844XBL2 | 56844XBL2 | Signal Peak CLO 2 LLC | 14000000.0 | 13993214.2 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -20127.67 | CORP | N/A | |
26252VAQ4 | 26252VAQ4 | Dryden 77 CLO Ltd. | 156250.0 | 156089.42 | CORP | Long | |
23585WAA2 | 23585WAA2 | Danaos Corp. | 8623000.0 | 8752345.0 | CORP | Long | |
N/A | N/A | Brants Bridge plc | 2719613.29 | 3457004.73 | CORP | Long | |
N/A | N/A | ZF Europe Finance BV | 1900000.0 | 1958545.29 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 328017.82 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -826269.98 | CORP | N/A | |
26483NAT7 | 26483NAT7 | Dun & Bradstreet Corp. (The) | 994727.52 | 996130.09 | CORP | Long | |
N/A | N/A | Finsbury Square | 1045000.0 | 1294637.07 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 52366.65 | CORP | N/A | |
48250GAS9 | 48250GAS9 | KKR CLO 10 Ltd. | 3000000.0 | 3000238.2 | CORP | Long | |
N/A | N/A | Mercia | 1645962.54 | 2082826.37 | CORP | Long | |
N/A | N/A | Volkswagen Financial Services NV | 1800000.0 | 2215764.88 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -57545.45 | CORP | N/A | |
466278AR9 | 466278AR9 | JPMorgan Alternative Loan Trust | 794511.18 | 712373.82 | CORP | Long | |
06745CAA8 | 06745CAA8 | Barclays Mortgage Trust | 28752755.52 | 27894154.03 | CORP | Long | |
146865AG5 | 146865AG5 | CarVal CLO I Ltd. | 1705000.0 | 1678119.82 | CORP | Long | |
3140H1V98 | 3140H1V98 | Federal National Mortgage Association | 18708.0875 | 17972.05 | USGSE | Long | |
12550YAN4 | 12550YAN4 | CIFC Funding Ltd. | 8963783.5991 | 8952849.58 | CORP | Long | |
N/A | N/A | Czech Republic | 833230000.0 | 40003236.77 | NUSS | Long | |
N/A | N/A | Taurus UK DAC | 3357535.04 | 4213248.53 | CORP | Long | |
N/A | N/A | Fair Oaks Loan Funding I DAC | 5000000.0 | 5397238.6 | CORP | Long | |
N/A | N/A | Trivium Packaging Finance BV | 1483000.0 | 1631427.8 | CORP | Long | |
46604BAB4 | 46604BAB4 | J&J Ventures Gaming LLC | 7910155.36 | 7833901.46 | CORP | Long | |
576000XM0 | 576000XM0 | Massachusetts School Building Authority | 9240000.0 | 8100176.33 | MUN | Long | |
054977AE3 | 054977AE3 | BHG Securitization Trust | 600000.0 | 439467.12 | CORP | Long | |
00CAPL8K0 | 00CAPL8K0 | N/A | -17000.0 | -365500.0 | CORP | N/A | |
3140JKKX3 | 3140JKKX3 | Federal National Mortgage Association | 14218.9707 | 13622.09 | USGSE | Long | |
595112103 | 595112103 | Micron Technology, Inc. | 140000.0 | 11947600.0 | CORP | Long | |
12595XAZ6 | 12595XAZ6 | CSAIL Commercial Mortgage Trust | 1586000.0 | 1288311.92 | CORP | Long | |
23242YAT2 | 23242YAT2 | CWHEQ Revolving Home Equity Loan Resuritization Trust | 3207.18 | 3202.58 | CORP | Long | |
N/A | N/A | Taurus UK DAC | 2075308.08 | 2588748.34 | CORP | Long | |
N/A | N/A | N/A | 2750000.0 | -54402.81 | CORP | N/A | |
N/A | N/A | N/A | 6073125.0 | 60.73 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 72700.17 | CORP | N/A | |
N/A | N/A | Banco de Sabadell SA | 22500000.0 | 25823736.39 | CORP | Long | |
N/A | N/A | Anchorage Capital Europe CLO 2 DAC | 2563000.0 | 2744468.42 | CORP | Long | |
N/A | N/A | Taurus UK DAC | 4109987.467 | 5125459.43 | CORP | Long | |
74331FAL5 | 74331FAL5 | Progress Residential Trust | 5100000.0 | 4550305.68 | CORP | Long | |
N/A | N/A | Voya Euro CLO I DAC | 750000.0 | 806735.29 | CORP | Long | |
N/A | N/A | N/A | 1000000.0 | -22596.58 | CORP | N/A | |
N/A | N/A | North Westerly VII ESG CLO DAC | 420000.0 | 427052.51 | CORP | Long | |
31418CYM0 | 31418CYM0 | Federal National Mortgage Association | 2246697.5859 | 2162694.62 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -374797.92 | USGSE | N/A | |
N/A | N/A | Nationwide Building Society | 4556000.0 | 5693621.59 | CORP | Long | |
N/A | N/A | AA Bond Co. Ltd. | 686000.0 | 873535.49 | CORP | Long | |
85208NAD2 | 85208NAD2 | Sprint Spectrum Co. LLC | 4468750.0 | 4430028.42 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -12362.51 | CORP | N/A | |
N/A | N/A | N/A | 25499999.99999999 | 842502.28 | CORP | N/A | |
46630LAH7 | 46630LAH7 | JPMorgan Mortgage Acquisition Trust | 11109000.0 | 11263850.57 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 2222393.95 | CORP | N/A | |
254764JY0 | 254764JY0 | District of Columbia | 3280000.0 | 3399436.28 | MUN | Long | |
01F030611 | 01F030611 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 1015670300.0 | 898352447.96 | USGSE | Long | |
N/A | N/A | N/A | 5430000.0 | -238771.85 | USGSE | N/A | |
N/A | N/A | Green Plains Operating Co. LLC | 22703089.42 | 21851723.57 | CORP | Long | |
N/A | N/A | Republic of India | 6671580000.0 | 81140106.52 | NUSS | Long | |
N/A | N/A | RCI Banque SA | 8108000.0 | 9011423.69 | CORP | Long | |
N/A | N/A | Continuum Energy Levanter Pte. Ltd. | 792321.25 | 746762.78 | CORP | Long | |
N/A | N/A | N/A | 750000.0 | -21200.2 | CORP | N/A | |
36257CAA5 | 36257CAA5 | GS Mortgage Securities Corp. Trust | 5920365.61 | 4148992.22 | CORP | Long | |
N/A | N/A | N/A | 1430518300.0 | -9280496.19 | CORP | N/A | |
009740AA9 | 009740AA9 | Ajax Mortgage Loan Trust | 42608443.52 | 37059354.18 | CORP | Long | |
N/A | N/A | Canada Square Funding plc | 178000.0 | 216132.32 | CORP | Long | |
N/A | N/A | N/A | 5819848.0 | -43752.83 | CORP | N/A | |
N/A | N/A | Newgate Funding plc | 948742.9644 | 968553.73 | CORP | Long | |
N/A | N/A | Quarzo Srl | 4063000.0 | 4485238.86 | CORP | Long | |
N/A | N/A | Verisure Holding AB | 1230000.0 | 1456669.86 | CORP | Long | |
N/A | N/A | Empresa Nacional del Petroleo | 6067000.0 | 5747754.46 | NUSS | Long | |
06540AAF8 | 06540AAF8 | BANK | 86048000.0 | 1560859.09 | CORP | Long | |
N/A | N/A | N/A | -496518845.0 | -708528.36 | CORP | N/A | |
N/A | N/A | N/A | 3971739177.0 | 3371922.29 | CORP | N/A | |
69356NAA2 | 69356NAA2 | PHH Mortgage Corp. | -7985000.0 | -7151358.89 | CORP | Short | |
N/A | N/A | Banque Federative du Credit Mutuel SA | 29700000.0 | 34010894.96 | CORP | Long | |
N/A | N/A | Next Group plc | -1700000.0 | -2062135.14 | CORP | Short | |
N/A | N/A | Republic of Guatemala | 1975000.0 | 2098437.5 | NUSS | Long | |
19424KAC7 | 19424KAC7 | College Avenue Student Loans LLC | 5355329.76 | 4792218.44 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -273826.89 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 1534845.57 | CORP | N/A | |
6174468G7 | 6174468G7 | Morgan Stanley | 2075000.0 | 2021003.04 | CORP | Long | |
67107KBH8 | 67107KBH8 | OCP CLO Ltd. | 3830000.0 | 3489094.76 | CORP | Long | |
N/A | N/A | TML Holdings Pte. Ltd. | 799000.0 | 758300.94 | CORP | Long | |
N/A | N/A | JPMorgan Securities LLC | 15336000.0 | 15336000.0 | CORP | Long | |
N/A | N/A | INEOS Quattro Finance 2 plc | 100000.0 | 106658.13 | CORP | Long | |
N/A | N/A | Tele Columbus AG | 12300000.0 | 8414920.69 | CORP | Long | |
12549AAN0 | 12549AAN0 | CIFC Funding Ltd. | 1250000.0 | 1252380.0 | CORP | Long | |
N/A | N/A | Aroundtown SA | 4400000.0 | 1962614.67 | CORP | Long | |
68402VAB8 | 68402VAB8 | Option One Mortgage Loan Trust | 12236234.017 | 10202928.0 | CORP | Long | |
N/A | N/A | E.ON SE | 8000000.0 | 8061988.94 | CORP | Long | |
N/A | N/A | POSCO | 200000.0 | 204702.0 | CORP | Long | |
92917NAJ7 | 92917NAJ7 | Voya CLO Ltd. | 3693614.24 | 3698018.87 | CORP | Long | |
13057Q305 | 13057Q305 | California Resources Corp. | 178493.0 | 9759997.24 | CORP | Long | |
75888MAE0 | 75888MAE0 | Regatta XIV Funding Ltd. | 1400000.0 | 1401733.2 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -244278.97 | CORP | N/A | |
00774MBD6 | 00774MBD6 | AerCap Ireland Capital DAC | 9721000.0 | 9928426.41 | CORP | Long | |
165167DF1 | 165167DF1 | Chesapeake Energy Corp. | 2019000.0 | 2001513.24 | CORP | Long | |
41164YAC5 | 41164YAC5 | HarborView Mortgage Loan Trust | 1080949.27 | 996410.07 | CORP | Long | |
N/A | N/A | WMG Acquisition Corp. | 2330000.0 | 2250678.06 | CORP | Long | |
63860LAF7 | 63860LAF7 | Nationstar Home Equity Loan Trust | 5455000.0 | 5042420.89 | CORP | Long | |
39809PAA3 | 39809PAA3 | Greystone CRE Notes Ltd. | 3229500.0 | 3164240.81 | CORP | Long | |
N/A | N/A | N/A | 1674000.0 | -138478.97 | CORP | N/A | |
71424VAA8 | 71424VAA8 | Permian Resources Operating LLC | 3634000.0 | 3749098.7 | CORP | Long | |
N/A | N/A | N/A | 53425509.0 | 4283779.13 | CORP | N/A | |
N/A | N/A | N/A | 164668680.0 | 67043.79 | CORP | N/A | |
N/A | N/A | N/A | 111200000.0 | 868.05 | CORP | N/A | |
00969HAA9 | 00969HAA9 | Ajax Mortgage Loan Trust | 529084.07 | 524923.07 | CORP | Long | |
52604DAC6 | 52604DAC6 | Lendmark Funding Trust | 5450000.0 | 4632205.7 | CORP | Long | |
N/A | N/A | Engineering - Ingegneria Informatica - SpA | 11944000.0 | 14075236.17 | CORP | Long | |
3132DV6M2 | 3132DV6M2 | Federal Home Loan Mortgage Corp. | 11359.0235 | 10876.36 | USGSE | Long | |
N/A | N/A | Worldline SA | 8847300.0 | 8710081.43 | CORP | Long | |
N/A | N/A | N/A | 12810000.0 | -155145.44 | CORP | N/A | |
52475KAA0 | 52475KAA0 | Legacy Mortgage Asset Trust | 518469.39 | 518026.93 | CORP | Long | |
N/A | N/A | REC Ltd. | 1000000.0 | 956490.0 | CORP | Long | |
N/A | N/A | Merrill Lynch International | 2371380.0 | 2617884.95 | CORP | Long | |
961214EF6 | 961214EF6 | Westpac Banking Corp. | 4065000.0 | 3716348.0 | CORP | Long | |
12548MBG9 | 12548MBG9 | CIFC Funding Ltd. | 400000.0 | 398393.88 | CORP | Long | |
212204FA4 | 212204FA4 | Contra Costa Community College District | 3205000.0 | 3617135.63 | MUN | Long | |
05968KAC8 | 05968KAC8 | Banc of America Funding Trust | 9028165.5938 | 2716905.46 | CORP | Long | |
N/A | N/A | British Telecommunications plc | 12600000.0 | 13482322.76 | CORP | Long | |
N/A | N/A | Merrill Lynch International | 10414700.0 | 11497308.06 | CORP | Long | |
749241AA3 | 749241AA3 | RALI Trust | 559627.9825 | 454819.85 | CORP | Long | |
68236JAA9 | 68236JAA9 | One Bryant Park Trust | 4638000.0 | 3926685.25 | CORP | Long | |
74526YEY7 | 74526YEY7 | Puerto Rico Electric Power Authority | 2060000.0 | 515000.0 | MUN | Long | |
3131Y2BC1 | 3131Y2BC1 | Federal Home Loan Mortgage Corp. | 10710.5544 | 10309.88 | USGSE | Long | |
N/A | N/A | TotalEnergies Capital Canada Ltd. | 18300000.0 | 19324132.07 | CORP | Long | |
863171AE4 | 863171AE4 | Stratus CLO Ltd. | 2820000.0 | 1812301.2 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 5993.5 | CORP | N/A | |
67107KAZ9 | 67107KAZ9 | OCP CLO Ltd. | 629085.0827 | 629359.11 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 2016329.08 | CORP | N/A | |
N/A | N/A | Rockford Tower Europe CLO DAC | 1640000.0 | 1766136.31 | CORP | Long | |
649883D85 | 649883D85 | State of New York Mortgage Agency | 10000.0 | 9993.17 | MUN | Long | |
059895AX0 | 059895AX0 | Bangkok Bank PCL | 8887000.0 | 9130237.19 | CORP | Long | |
N/A | N/A | Last Mile Logistics Pan Euro Finance DAC | 1030949.05 | 1074786.86 | CORP | Long | |
N/A | N/A | AIB Group plc | 4396000.0 | 4785876.83 | NUSS | Long | |
147271AC4 | 147271AC4 | Cascade Funding Mortgage Trust | 1100744.5 | 1005776.34 | CORP | Long | |
N/A | N/A | Together Asset-Backed Securitisation plc | 4493713.18 | 5758355.36 | CORP | Long | |
N/A | N/A | N/A | 250231850.0 | 8974391.74 | CORP | N/A | |
N/A | N/A | N/A | 2138561.0 | -75123.28 | CORP | N/A | |
03880XAA4 | 03880XAA4 | Arbor Realty Commercial Real Estate Notes Ltd. | 1959000.0 | 1922263.38 | CORP | Long | |
23344YAB8 | 23344YAB8 | DS Parent, Inc. | 9119700.0 | 9105473.27 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -247461.66 | CORP | N/A | |
46647PDA1 | 46647PDA1 | JPMorgan Chase & Co. | 54985000.0 | 54167711.21 | CORP | Long | |
N/A | N/A | N/A | 5811526.0 | -45250.08 | CORP | N/A | |
N/A | N/A | Aroundtown SA | 7700000.0 | 6825578.23 | CORP | Long | |
02406MAU1 | 02406MAU1 | American Axle & Manufacturing, Inc. | 974619.29 | 977055.84 | CORP | Long | |
N/A | N/A | N/A | 28384620000.0 | 330541.97 | CORP | N/A | |
N/A | N/A | Polaris plc | 538000.0 | 662212.64 | CORP | Long | |
N/A | N/A | Anglo American Capital plc | 3360000.0 | 3851670.95 | CORP | Long | |
74969TAG5 | 74969TAG5 | RMF Buyout Issuance Trust | 4238060.47 | 2527155.46 | CORP | Long | |
71677HAL9 | 71677HAL9 | PetSmart LLC | 1247448.98 | 1231855.87 | CORP | Long | |
00206RMS8 | 00206RMS8 | AT&T, Inc. | 8890000.0 | 10365276.22 | CORP | Long | |
12768EAG1 | 12768EAG1 | Caesars Entertainment, Inc. | 997487.44 | 998893.9 | CORP | Long | |
009926AG1 | 009926AG1 | Ajax Mortgage Loan Trust | 12682632.37 | 10067713.28 | CORP | Long | |
N/A | N/A | TK Elevator Midco GmbH | 2171000.0 | 2317105.82 | CORP | Long | |
N/A | N/A | Telefonica Europe BV | 5600000.0 | 5976811.79 | CORP | Long | |
46590RAM1 | 46590RAM1 | JPMorgan Chase Commercial Mortgage Securities Trust | 37589000.0 | 617301.59 | CORP | Long | |
N/A | N/A | Minejesa Capital BV | 2000000.0 | 1895600.0 | CORP | Long | |
40436KAC9 | 40436KAC9 | HPS Loan Management Ltd. | 8888650.8918 | 8873213.08 | CORP | Long | |
N/A | N/A | Cullinan Holdco Scsp | 7745000.0 | 6647697.11 | CORP | Long | |
06051GLG2 | 06051GLG2 | Bank of America Corp. | 34246000.0 | 34457851.92 | CORP | Long | |
95040Q104 | 95040Q104 | Welltower, Inc. | 8401.0 | 757518.17 | CORP | Long | |
08180XAN2 | 08180XAN2 | Benefit Street Partners CLO VIII Ltd. | 3075576.34 | 3073287.8 | CORP | Long | |
N/A | N/A | N/A | 32640400.0 | 98615.49 | CORP | N/A | |
N/A | N/A | SoftBank Group Corp. | 3813000.0 | 4156155.02 | CORP | Long | |
04206RAA2 | 04206RAA2 | Arm Master Trust LLC | 3429000.0 | 3286664.95 | CORP | Long | |
N/A | N/A | N/A | 21012500.0 | -165425.64 | CORP | N/A | |
N/A | N/A | Agps Bondco plc | 11000000.0 | 4389857.17 | CORP | Long | |
N/A | N/A | HawkEye 360, Inc. | 1684066.0 | 15897583.04 | CORP | Long | |
N/A | N/A | N/A | 309125.0 | -3411.97 | CORP | N/A | |
165ESCAE4 | 165ESCAE4 | Chesapeake Energy Corp. | 4795000.0 | 0.48 | CORP | Long | |
N/A | N/A | N/A | 60042.0 | 93692597.94 | CORP | N/A | |
55820EAA9 | 55820EAA9 | Madison Park Funding XXIX Ltd. | 1750000.0 | 1683188.68 | CORP | Long | |
N/A | N/A | FLYR, Inc. | 12083007.56 | 11252904.94 | CORP | Long | |
N/A | N/A | Bayer AG | 62000000.0 | 65604436.63 | CORP | Long | |
N/A | N/A | N/A | -4606.0 | -9479178.85 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 934231.97 | CORP | N/A | |
N/A | N/A | Teva Pharmaceutical Finance Netherlands II BV | 2192000.0 | 2417511.14 | CORP | Long | |
939344AA5 | 939344AA5 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 2684117.21 | 2408193.45 | CORP | Long | |
210385AE0 | 210385AE0 | Constellation Energy Generation LLC | 26945000.0 | 30386186.1 | CORP | Long | |
81762P102 | 81762P102 | ServiceNow, Inc. | 1084.0 | 765835.16 | CORP | Long | |
16125TAJ1 | 16125TAJ1 | Charter Next Generation, Inc. | 997435.9 | 1000867.08 | CORP | Long | |
N/A | N/A | N/A | 6270000.0 | -181345.61 | CORP | N/A | |
986252AQ7 | 986252AQ7 | Generate CLO 4 Ltd. | 962823.3 | 961963.6 | CORP | Long | |
N/A | N/A | Kraft Heinz Foods Co. | 1960000.0 | 2469258.61 | CORP | Long | |
345397B77 | 345397B77 | Ford Motor Credit Co. LLC | 7300000.0 | 6761169.7 | CORP | Long | |
N/A | N/A | United Kingdom of Great Britain and Northern Ireland | 33536000.0 | 38929385.47 | NUSS | Long | |
31418CUB8 | 31418CUB8 | Federal National Mortgage Association | 19236.2035 | 18524.94 | USGSE | Long | |
914906AY8 | 914906AY8 | Univision Communications, Inc. | 9755000.0 | 10063453.1 | CORP | Long | |
94106LBV0 | 94106LBV0 | Waste Management, Inc. | 2200000.0 | 2251463.48 | CORP | Long | |
N/A | N/A | N/A | 7515888.0 | -100946.72 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -293736.44 | CORP | N/A | |
N/A | N/A | Avantor Funding, Inc. | 4481000.0 | 4831836.32 | CORP | Long | |
3622EUAC0 | 3622EUAC0 | GSAA Home Equity Trust | 1433731.86 | 278328.65 | CORP | Long | |
N/A | N/A | N/A | 11800000.0 | -74730.82 | CORP | N/A | |
N/A | N/A | Challenger | 30220177.29 | 33278160.8 | CORP | Long | |
N/A | N/A | Aqueduct European CLO DAC | 534000.0 | 572568.46 | CORP | Long | |
N/A | N/A | Zero Mass Water, Inc., Series C-1 | 396483.0 | 7624368.09 | CORP | Long | |
N/A | N/A | N/A | -2651695000.0 | -5639065.52 | CORP | N/A | |
45378YAL8 | 45378YAL8 | Independence Plaza Trust | 1220000.0 | 1150271.75 | CORP | Long | |
46647PDW3 | 46647PDW3 | JPMorgan Chase & Co. | 22300000.0 | 22940280.72 | CORP | Long | |
13201FAU0 | 13201FAU0 | Cambrex Corp. | 999862.74 | 977115.86 | CORP | Long | |
N/A | N/A | Gruma SAB de CV | 7000000.0 | 6914687.5 | CORP | Long | |
124166AL3 | 124166AL3 | Buttermilk Park CLO Ltd. | 875000.0 | 852440.93 | CORP | Long | |
N/A | N/A | N/A | 375043.0 | 412.55 | CORP | N/A | |
N/A | N/A | Japan | 26838000000.0 | 193671382.98 | NUSS | Long | |
N/A | N/A | Banco de Sabadell SA | 7200000.0 | 7502929.94 | CORP | Long | |
N/A | N/A | Rizal Commercial Banking Corp. | 1500000.0 | 1412940.0 | CORP | Long | |
N/A | N/A | N/A | 265000000.0 | -1306839.74 | CORP | N/A | |
05525JAC7 | 05525JAC7 | BAMLL Commercial Mortgage Securities Trust | 19140000.0 | 159036.37 | CORP | Long | |
88034PAB5 | 88034PAB5 | Tencent Music Entertainment Group | 2860000.0 | 2310165.0 | CORP | Long | |
17290XAX8 | 17290XAX8 | Citigroup Commercial Mortgage Trust | 2110000.0 | 1865870.47 | CORP | Long | |
13063A7D0 | 13063A7D0 | State of California | 3720000.0 | 4513262.92 | MUN | Long | |
N/A | N/A | N/A | 1.0 | -28436.27 | MUN | N/A | |
3133KMTL9 | 3133KMTL9 | Federal Home Loan Mortgage Corp. | 2050941.3207 | 1944801.81 | USGSE | Long | |
493268CL8 | 493268CL8 | KeyCorp Student Loan Trust | 10986772.39 | 10193931.74 | CORP | Long | |
05610DAG7 | 05610DAG7 | BX Trust | 907000.0 | 908135.75 | CORP | Long | |
N/A | N/A | N/A | 279327928.0 | -2676619.24 | CORP | N/A | |
3131Y0YY2 | 3131Y0YY2 | Federal Home Loan Mortgage Corp. | 169443.6689 | 163157.79 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -185532.28 | USGSE | N/A | |
N/A | N/A | N/A | 4070500.0 | 2178027.93 | USGSE | N/A | |
02146SAA7 | 02146SAA7 | Alternative Loan Trust | 9505447.1732 | 7306352.46 | CORP | Long | |
686053GG8 | 686053GG8 | Oregon School Boards Association | 2601231.9956 | 2607316.33 | MUN | Long | |
N/A | N/A | Forvia SE | 1573000.0 | 1838533.51 | CORP | Long | |
195325EF8 | 195325EF8 | Republic of Colombia | 6339000.0 | 6919414.69 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -440372.76 | NUSS | N/A | |
3131XXGW5 | 3131XXGW5 | Federal Home Loan Mortgage Corp. | 6146545.6479 | 5927612.64 | USGSE | Long | |
56607TAN5 | 56607TAN5 | Marble Point CLO XXIII Ltd. | 500000.0 | 499196.8 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -92220.36 | CORP | N/A | |
00C92JBB9 | 00C92JBB9 | N/A | -2000.0 | -147000.0 | CORP | N/A | |
N/A | N/A | N/A | 980000.0 | -31852.82 | CORP | N/A | |
N/A | N/A | Unique Pub Finance Co. plc (The) | 4765000.0 | 6105438.73 | CORP | Long | |
35564CGD3 | 35564CGD3 | Seasoned Loans Structured Transaction Trust | 21019632.67 | 20113299.74 | CORP | Long | |
N/A | N/A | Hilton Washington Dupont Hotel | 29999999.45 | 29567123.46 | CORP | Long | |
38382LV57 | 38382LV57 | Government National Mortgage Association | 28751809.6184 | 3841095.13 | USGA | Long | |
69377TAA4 | 69377TAA4 | PRKCM Trust | 13165476.89 | 12964210.98 | CORP | Long | |
N/A | N/A | N/A | 7515858.0 | -144597.71 | CORP | N/A | |
N/A | N/A | Barclays Capital, Inc. | 18618375.0 | 18618375.0 | CORP | Long | |
N/A | N/A | Tower Bridge Funding plc | 1119000.0 | 1431237.08 | CORP | Long | |
82967NBA5 | 82967NBA5 | Sirius XM Radio, Inc. | 1356000.0 | 1309887.27 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 91072.0 | CORP | N/A | |
N9000DAH0 | N9000DAH0 | UPC Financing Partnership | 1000000.0 | 995210.0 | CORP | Long | |
19424KAD5 | 19424KAD5 | College Avenue Student Loans LLC | 1023642.3 | 898128.4 | CORP | Long | |
N/A | N/A | Republic of North Macedonia | 3631000.0 | 4178119.82 | NUSS | Long | |
81744MAM4 | 81744MAM4 | Sequoia Mortgage Trust | 1483131.59 | 1084589.07 | CORP | Long | |
N/A | N/A | FCT Pixel | 167830.5 | 182797.3 | CORP | Long | |
200339DX4 | 200339DX4 | Comerica Bank | -19650000.0 | -18936948.66 | CORP | Short | |
N/A | N/A | Hermitage 2023 plc | 891000.0 | 1140279.15 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 9428.38 | CORP | N/A | |
17026YAH2 | 17026YAH2 | Chobani LLC | 498711.34 | 498960.7 | CORP | Long | |
N/A | N/A | Tarkett Participation | 1887536.05 | 2031651.79 | CORP | Long | |
N/A | N/A | N/A | 5349000.0 | -220478.26 | CORP | N/A | |
N/A | N/A | Federal Republic of Nigeria | 15219000.0 | 13644784.69 | NUSS | Long | |
N/A | N/A | Invesco Euro CLO III DAC | 450000.0 | 480445.74 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -41859.77 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 344510.14 | CORP | N/A | |
36166RAF1 | 36166RAF1 | GCAT Trust | 4430000.0 | 3841588.35 | CORP | Long | |
548661EG8 | 548661EG8 | Lowe's Cos., Inc. | 9489000.0 | 9139699.47 | CORP | Long | |
872899AW9 | 872899AW9 | TSTAT Ltd. | 5000000.0 | 5000000.0 | CORP | Long | |
880349AU9 | 880349AU9 | Tenneco, Inc. | 10398000.0 | 8877292.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 126945.03 | CORP | N/A | |
N/A | N/A | N/A | 193842500.0 | 8178082.19 | CORP | N/A | |
251526CF4 | 251526CF4 | Deutsche Bank AG | 6352000.0 | 5323995.56 | CORP | Long | |
N/A | N/A | Standard Chartered plc | 11000000.0 | 11113612.58 | CORP | Long | |
N/A | N/A | Thales SA | 19900000.0 | 23323145.24 | CORP | Long | |
N/A | N/A | N/A | 81560000.0 | 1137705.73 | CORP | N/A | |
38382RNJ3 | 38382RNJ3 | Government National Mortgage Association | 25228925.0156 | 3789167.57 | USGA | Long | |
55320RAL1 | 55320RAL1 | ACAS CLO Ltd. | 3690000.0 | 3675606.05 | CORP | Long | |
00CAMGWZ4 | 00CAMGWZ4 | N/A | 1750.0 | 6125.0 | CORP | N/A | |
N/A | N/A | Palmer Square European CLO DAC | 1382000.0 | 1540606.55 | CORP | Long | |
76042UAB9 | 76042UAB9 | Republic Finance Issuance Trust | 5960000.0 | 5442987.28 | CORP | Long | |
N/A | N/A | Sheraton Austin | 26500000.0 | 25914917.1 | CORP | Long | |
N/A | N/A | N/A | 612150.0 | 63150.04 | CORP | N/A | |
74773KAB1 | 74773KAB1 | Quartz AcquireCo LLC | 8870767.5 | 8892944.42 | CORP | Long | |
12551SAA4 | 12551SAA4 | CHNGE Mortgage Trust | 1635897.69 | 1629603.08 | CORP | Long | |
N/A | N/A | N/A | 147690000.0 | 1552775.55 | CORP | N/A | |
N/A | N/A | Twin Bridges plc | 390000.0 | 497063.79 | CORP | Long | |
35042PAA8 | 35042PAA8 | Foundation Finance Trust | 6968578.2 | 6322292.05 | CORP | Long | |
N/A | N/A | Anglo American Capital plc | 16250000.0 | 18820539.78 | CORP | Long | |
N/A | N/A | N/A | 11639696.0 | -92456.05 | CORP | N/A | |
55819QBA4 | 55819QBA4 | Madison Park Funding XIX Ltd. | 5000000.0 | 5000000.0 | CORP | Long | |
N/A | N/A | N/A | 2400000.0 | 45860.07 | CORP | N/A | |
N/A | N/A | CaixaBank SA | 4800000.0 | 4914785.4 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -49646.37 | CORP | N/A | |
3133A3NY0 | 3133A3NY0 | Federal Home Loan Mortgage Corp. | 29239.5693 | 27953.0 | USGSE | Long | |
58403YAX4 | 58403YAX4 | Med Trust | 7178896.7899 | 6965939.12 | CORP | Long | |
N/A | N/A | UniCredit SpA | 140000.0 | 3812156.68 | CORP | Long | |
91282CHL8 | 91282CHL8 | United States of America | 19650000.0 | 19696822.22 | UST | Long | |
75888KAG9 | 75888KAG9 | Regatta VIII Funding Ltd. | 840000.0 | 838589.05 | CORP | Long | |
N/A | N/A | N/A | 2960000.0 | -171066.35 | CORP | N/A | |
14311NAL8 | 14311NAL8 | Carlyle Global Market Strategies CLO Ltd. | 400000.0 | 400546.72 | CORP | Long | |
04965JAG8 | 04965JAG8 | Atrium Hotel Portfolio Trust | 8386000.0 | 7277318.81 | CORP | Long | |
01F052615 | 01F052615 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 156267341.0 | 156926593.84 | USGSE | Long | |
009926AB2 | 009926AB2 | Ajax Mortgage Loan Trust | 2968200.0 | 2461927.48 | CORP | Long | |
N/A | N/A | N/A | -2693470000.0 | -8045101.2 | CORP | N/A | |
N/A | N/A | Republic of South Africa | 1693731414.0 | 77540038.01 | NUSS | Long | |
3140HBJA7 | 3140HBJA7 | Federal National Mortgage Association | 205672.2689 | 197763.98 | USGSE | Long | |
87264ABF1 | 87264ABF1 | T-Mobile USA, Inc. | 20395000.0 | 19340613.58 | CORP | Long | |
912810TN8 | 912810TN8 | United States of America | 45000000.0 | 41554687.5 | UST | Long | |
N/A | N/A | Gemgarto plc | 1294000.0 | 1630501.61 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -450314.75 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -119669.61 | CORP | N/A | |
36267QAA2 | 36267QAA2 | GN Bondco LLC | -1335000.0 | -1303347.15 | CORP | Short | |
09248U718 | 09248U718 | BlackRock Liquidity Funds | 1716700668.66 | 1716700668.66 | RF | Long | |
64129JBE9 | 64129JBE9 | Neuberger Berman CLO XIV Ltd. | 1963054.9419 | 1963654.46 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -367561.04 | CORP | N/A | |
53228RAA3 | 53228RAA3 | Lightning eMotors, Inc. | 4313000.0 | 215650.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -103694.58 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -273223.12 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 1467.89 | CORP | N/A | |
56848DAC3 | 56848DAC3 | Mariner Finance Issuance Trust | 1190000.0 | 1047622.33 | CORP | Long | |
60337JAA4 | 60337JAA4 | AthenaHealth Group, Inc. | -5780000.0 | -5243485.95 | CORP | Short | |
466330AA5 | 466330AA5 | JPMorgan Chase Commercial Mortgage Securities Trust | 991196.7967 | 982162.63 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 342133.29 | CORP | N/A | |
N/A | N/A | Nomura Securities International, Inc. | 1955918.75 | 1955918.75 | CORP | Long | |
61691MAQ0 | 61691MAQ0 | Morgan Stanley Capital I Trust | 74000.0 | 71076.59 | CORP | Long | |
06054ABC2 | 06054ABC2 | Banc of America Commercial Mortgage Trust | 405000.0 | 361973.37 | CORP | Long | |
74526YEJ0 | 74526YEJ0 | Puerto Rico Electric Power Authority | 1530000.0 | 382500.0 | MUN | Long | |
30305QAG6 | 30305QAG6 | Federal Home Loan Mortgage Corp. | 2876000.0 | 2590433.91 | USGSE | Long | |
694308HD2 | 694308HD2 | Pacific Gas & Electric Co. | 2428000.0 | 1996559.65 | CORP | Long | |
857477CF8 | 857477CF8 | State Street Corp. | 10000000.0 | 10339976.2 | CORP | Long | |
75887NBC2 | 75887NBC2 | Regatta VI Funding Ltd. | 3000000.0 | 2971526.4 | CORP | Long | |
N/A | N/A | ACE Securities Manufactured Housing Loan Trust | 4314269.983 | 3727005.08 | CORP | Long | |
57645FAQ0 | 57645FAQ0 | MASTR Asset-Backed Securities Trust | 3142522.82 | 2753455.55 | CORP | Long | |
14310KAS0 | 14310KAS0 | Carlyle Global Market Strategies CLO Ltd. | 1590623.8418 | 1591606.53 | CORP | Long | |
17312TAJ2 | 17312TAJ2 | Citigroup Mortgage Loan Trust | 12116808.58 | 7853066.01 | CORP | Long | |
N/A | N/A | N/A | 1474286.0 | 227480.27 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 137266.75 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 476071.35 | CORP | N/A | |
07274EAM5 | 07274EAM5 | Bayer US Finance LLC | 18409000.0 | 19605589.42 | CORP | Long | |
03328LAE2 | 03328LAE2 | Anchorage Capital CLO 4-R Ltd. | 1500000.0 | 1490232.45 | CORP | Long | |
N/A | N/A | Last Mile Logistics CMBS UK DAC | 8848000.0 | 11283437.74 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 243810.58 | CORP | N/A | |
81369Y407 | 81369Y407 | Consumer Discretionary Select Sector SPDR Fund | 25000.0 | 4470250.0 | RF | Long | |
75907UAB5 | 75907UAB5 | Regional Management Issuance Trust | 560000.0 | 472617.6 | CORP | Long | |
63861CAE9 | 63861CAE9 | Nationstar Mortgage Holdings, Inc. | 3441000.0 | 3208416.82 | CORP | Long | |
N/A | N/A | N/A | 37732000.0 | -72677.03 | CORP | N/A | |
87250TAA8 | 87250TAA8 | TICP CLO XV Ltd. | 500000.0 | 495461.35 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 107944.01 | CORP | N/A | |
N/A | N/A | N/A | 256421119.0 | 136006.35 | CORP | N/A | |
N/A | N/A | N/A | 135490000.0 | -4385507.01 | CORP | N/A | |
N/A | N/A | N/A | 990000.0 | -20499.01 | CORP | N/A | |
N/A | N/A | N/A | 15062667.0 | -517770.71 | CORP | N/A | |
67109FAN5 | 67109FAN5 | OHA Credit Partners XI Ltd. | 300000.0 | 300528.78 | CORP | Long | |
17311BAS2 | 17311BAS2 | Citigroup Mortgage Loan Trust | 6681559.8076 | 3677125.62 | CORP | Long | |
N/A | N/A | Bellis Acquisition Co. plc | 26544000.0 | 31956505.43 | CORP | Long | |
89624UAJ1 | 89624UAJ1 | Trimaran Cavu Ltd. | 1550000.0 | 1521537.82 | CORP | Long | |
N/A | N/A | N/A | 106612400000.0 | 210379.01 | CORP | N/A | |
30328DAA1 | 30328DAA1 | FS Rialto Issuer LLC | 24153000.0 | 24197964.28 | CORP | Long | |
N/A | N/A | Rolls-Royce plc | 1525000.0 | 1710301.88 | CORP | Long | |
05547HAG6 | 05547HAG6 | BBCMS Trust | 42790000.0 | 290586.89 | CORP | Long | |
N/A | N/A | N/A | 15576000.0 | 2675084.7 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 366681.06 | CORP | N/A | |
89236TJZ9 | 89236TJZ9 | Toyota Motor Credit Corp. | 2414000.0 | 2313312.57 | CORP | Long | |
03328TBG9 | 03328TBG9 | Anchorage Capital CLO 7 Ltd. | 8860000.0 | 8674929.66 | CORP | Long | |
N/A | N/A | Cairn CLO XVI DAC | 1520000.0 | 1678004.0 | CORP | Long | |
22546QAP2 | 22546QAP2 | Credit Suisse AG | 12000000.0 | 11829830.4 | CORP | Long | |
N/A | N/A | Autonoria Spain | 1291180.64 | 1443913.38 | CORP | Long | |
N/A | N/A | N/A | 48610000.0 | -782516.53 | CORP | N/A | |
37961CAN2 | 37961CAN2 | Global Payments, Inc. | 54473000.0 | 54251936.58 | CORP | Long | |
863579Y69 | 863579Y69 | Structured Adjustable Rate Mortgage Loan Trust | 1326095.5089 | 737534.27 | CORP | Long | |
N/A | N/A | Mercia | 28574097.58 | 36158103.59 | CORP | Long | |
552754AC7 | 552754AC7 | MFA Trust | 224594.95 | 205010.97 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 29891.54 | CORP | N/A | |
N/A | N/A | Bank of Ireland Group plc | 7000000.0 | 7514536.87 | CORP | Long | |
14687MAG7 | 14687MAG7 | CarVal CLO VC Ltd. | 500000.0 | 479845.6 | CORP | Long | |
N/A | N/A | Crown Pf Unvested | 49900.0 | 0.5 | CORP | Long | |
83368JFA3 | 83368JFA3 | Societe Generale SA | 3010000.0 | 3007762.67 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -635284.33 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -34401.7 | CORP | N/A | |
3622NCAB2 | 3622NCAB2 | GSR Mortgage Loan Trust | 1467222.24 | 905791.7 | CORP | Long | |
N/A | N/A | N/A | 22349.98185 | 10823.6 | CORP | N/A | |
23305JAJ1 | 23305JAJ1 | DBUBS Mortgage Trust | 3760000.0 | 3105994.25 | CORP | Long | |
225401BC1 | 225401BC1 | UBS Group AG | 13000000.0 | 13398386.56 | CORP | Long | |
N/A | N/A | Banco Santander SA | 32900000.0 | 36364628.53 | CORP | Long | |
68249DAJ8 | 68249DAJ8 | One New York Plaza Trust | 1660000.0 | 1275881.64 | CORP | Long | |
335934AL9 | 335934AL9 | First Quantum Minerals Ltd. | 25140000.0 | 24057220.2 | CORP | Long | |
05608UAA6 | 05608UAA6 | BX Trust | 45050000.0 | 45092351.51 | CORP | Long | |
38123HAN4 | 38123HAN4 | GoldenTree Loan Opportunities IX Ltd. | 3844866.7173 | 3844464.93 | CORP | Long | |
N/A | N/A | N/A | 5337.0 | 522545.67 | CORP | N/A | |
N/A | N/A | Arab Republic of Egypt | 12685000.0 | 7614964.06 | NUSS | Long | |
N/A | N/A | FCT Noria | 460496.34 | 501586.39 | CORP | Long | |
N/A | N/A | N/A | 9861500.0 | 4284249.13 | CORP | N/A | |
31329QWK3 | 31329QWK3 | Federal Home Loan Mortgage Corp. | 1558090.5113 | 1496282.57 | USGSE | Long | |
38379KHJ0 | 38379KHJ0 | Government National Mortgage Association | 749911.5558 | 13016.51 | USGA | Long | |
N/A | N/A | SoftBank Group Corp. | 2879000.0 | 2691556.69 | CORP | Long | |
404119CS6 | 404119CS6 | HCA, Inc. | 544000.0 | 459568.93 | CORP | Long | |
375415AA4 | 375415AA4 | Gilbert Park CLO Ltd. | 3270957.96 | 3274539.66 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -80092.22 | CORP | N/A | |
161175BK9 | 161175BK9 | Charter Communications Operating LLC | 7758000.0 | 7451780.34 | CORP | Long | |
3132DPE95 | 3132DPE95 | Federal Home Loan Mortgage Corp. | 10907718.0613 | 10483216.29 | USGSE | Long | |
88213AKE4 | 88213AKE4 | Texas A&M University | 5965000.0 | 5669164.75 | MUN | Long | |
28622QAB7 | 28622QAB7 | Elevation CLO Ltd. | 80661.9 | 80677.04 | CORP | Long | |
N/A | N/A | N/A | 664000.0 | -114087.85 | CORP | N/A | |
93934XAA1 | 93934XAA1 | Washington Mutual Asset-Backed CertificatesTrust | 3681730.58 | 2733617.58 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -127203.8 | CORP | N/A | |
75887XAA5 | 75887XAA5 | Regatta XI Funding Ltd. | 3111335.76 | 3114235.84 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -317190.46 | CORP | N/A | |
N/A | N/A | CK Hutchison International 23 Ltd. | 960000.0 | 961497.6 | CORP | Long | |
36228CUV3 | 36228CUV3 | GS Mortgage Securities Corp. II | 7340000.0 | 7188275.59 | CORP | Long | |
23243WAE8 | 23243WAE8 | CWABS Asset-Backed Certificates Trust | 12905421.6976 | 9931927.36 | CORP | Long | |
11135FBR1 | 11135FBR1 | Broadcom, Inc. | 8290000.0 | 8001997.69 | CORP | Long | |
12657XAC2 | 12657XAC2 | Credit Suisse Mortgage Capital Certificates | 2751659.0 | 2395852.36 | CORP | Long | |
92189F676 | 92189F676 | VanEck Semiconductor ETF | 187200.0 | 32735664.0 | RF | Long | |
N/A | N/A | Satus plc | 291412.56 | 371892.9 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 107944.01 | CORP | N/A | |
46653XAR1 | 46653XAR1 | JP Morgan Mortgage Trust | 200104963.55 | 1840505.42 | CORP | Long | |
08186KAJ3 | 08186KAJ3 | Benefit Street Partners CLO XXX Ltd. | 1835000.0 | 1877857.71 | CORP | Long | |
N/A | N/A | N/A | 10000000.0 | 940425.53 | CORP | N/A | |
52608JAA3 | 52608JAA3 | Lendmark Funding Trust | 19321000.0 | 19156943.46 | CORP | Long | |
75907VAA5 | 75907VAA5 | Regional Management Issuance Trust | 2083000.0 | 1995163.43 | CORP | Long | |
64129KBE6 | 64129KBE6 | Neuberger Berman CLO XV | 15166647.81 | 15154435.63 | CORP | Long | |
N/A | N/A | Engie Energia Chile SA | 5338000.0 | 4579003.13 | CORP | Long | |
46269KAQ7 | 46269KAQ7 | Iridium Satellite LLC | 137998.54 | 138229.0 | CORP | Long | |
N/A | N/A | N/A | 9790000.0 | -97424.2 | CORP | N/A | |
81761L102 | 81761L102 | Service Properties Trust | 768304.0 | 6561316.16 | CORP | Long | |
N/A | N/A | Poste Italiane SpA | 3860000.0 | 3499301.95 | NUSS | Long | |
35906ABE7 | 35906ABE7 | Frontier Communications Holdings LLC | 13760000.0 | 13293552.51 | CORP | Long | |
61772BAB9 | 61772BAB9 | Morgan Stanley | 4361000.0 | 4018170.28 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -39027.54 | CORP | N/A | |
31418C3D4 | 31418C3D4 | Federal National Mortgage Association | 827581.698 | 795954.22 | USGSE | Long | |
17312GAB7 | 17312GAB7 | Citigroup Mortgage Loan Trust | 5898668.8643 | 4025130.12 | CORP | Long | |
92912VAY1 | 92912VAY1 | Voya CLO Ltd. | 5383889.38 | 5377398.02 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 273313.88 | CORP | N/A | |
68245HAS3 | 68245HAS3 | One Market Plaza Trust | 152049000.0 | 15.2 | CORP | Long | |
N/A | N/A | N/A | 429888000.0 | -1038691.55 | CORP | N/A | |
N/A | N/A | Deutsche Telekom International Finance BV | 11856000.0 | 18169247.1 | CORP | Long | |
05608UAJ7 | 05608UAJ7 | BX Trust | 1195000.0 | 1196123.3 | CORP | Long | |
337738AZ1 | 337738AZ1 | Fiserv, Inc. | 3800000.0 | 4650446.32 | CORP | Long | |
64133HAL2 | 64133HAL2 | Neuberger Berman Loan Advisers CLO 37 Ltd. | 250000.0 | 245565.98 | CORP | Long | |
90205FAL4 | 90205FAL4 | 280 Park Avenue Mortgage Trust | 3660000.0 | 3330600.0 | CORP | Long | |
33882GAE8 | 33882GAE8 | Flatiron CLO 17 Ltd. | 4525172.6943 | 4515796.54 | CORP | Long | |
62984CAB9 | 62984CAB9 | Naked Juice LLC | 943000.0 | 754400.0 | CORP | Long | |
93934QAC2 | 93934QAC2 | Washington Mutual Asset-Backed CertificatesTrust | 12629452.85 | 3453234.67 | CORP | Long | |
N/A | N/A | Together Asset-Backed Securitisation plc | 756394.86 | 958289.28 | CORP | Long | |
025816BR9 | 025816BR9 | American Express Co. | 8300000.0 | 8157017.56 | CORP | Long | |
12232KAQ3 | 12232KAQ3 | Burnham Park CLO Ltd. | 6947994.66 | 6947033.06 | CORP | Long | |
N/A | N/A | AutoFlorence SRL | 526735.87 | 575365.81 | CORP | Long | |
N/A | N/A | Citizen Irish Auto Receivables Trust DAC | 1000000.0 | 1108498.27 | CORP | Long | |
17330VAA4 | 17330VAA4 | Citigroup Mortgage Loan Trust | 12160293.73 | 12204838.1 | CORP | Long | |
N/A | N/A | Autonoria Spain | 713381.11 | 785184.7 | CORP | Long | |
N/A | N/A | Pertamina Geothermal Energy PT | 850000.0 | 851593.75 | CORP | Long | |
N/A | N/A | N/A | 7515945.0 | -158007.87 | CORP | N/A | |
86765LAZ0 | 86765LAZ0 | Sunoco LP | 8738000.0 | 8089747.88 | CORP | Long | |
N/A | N/A | N/A | 1050000.0 | -36216.93 | CORP | N/A | |
N/A | N/A | N/A | 35300000.0 | -173700.71 | CORP | N/A | |
74972FAG0 | 74972FAG0 | RR 4 Ltd. | 2000000.0 | 1995647.0 | CORP | Long | |
38383R2G1 | 38383R2G1 | Government National Mortgage Association | 6329650.78 | 951837.69 | USGA | Long | |
N/A | N/A | SoftBank Group Corp. | 100000.0 | 94150.38 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -49587.02 | CORP | N/A | |
N/A | N/A | N/A | -21486000.0 | -2960.87 | CORP | N/A | |
52521MAB8 | 52521MAB8 | Lehman ABS Mortgage Loan Trust | 898560.78 | 567552.46 | CORP | Long | |
3140HBFK9 | 3140HBFK9 | Federal National Mortgage Association | 3936897.6089 | 3790514.66 | USGSE | Long | |
072024NU2 | 072024NU2 | Bay Area Toll Authority | 6360000.0 | 7540954.44 | MUN | Long | |
N/A | N/A | Metalsa SA de CV | 4661000.0 | 3753316.86 | CORP | Long | |
N/A | N/A | N/A | 1600720.0 | -57717.34 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 219017.1 | CORP | N/A | |
N/A | N/A | Bilbao CLO I DAC | 4300000.0 | 4631009.03 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 934231.97 | CORP | N/A | |
14315BAA4 | 14315BAA4 | Carlyle US CLO Ltd. | 2085125.62 | 2087029.34 | CORP | Long | |
649791PX2 | 649791PX2 | State of New York | 11215000.0 | 9912599.58 | MUN | Long | |
N/A | N/A | Republic of Indonesia | 414592000000.0 | 28246217.32 | NUSS | Long | |
52519SAX1 | 52519SAX1 | Lehman ABS Manufactured Housing Contract Trust | 542793.4516 | 504120.78 | CORP | Long | |
N/A | N/A | iQIYI, Inc. | 14400000.0 | 13292640.0 | CORP | Long | |
29082HAC6 | 29082HAC6 | Embraer Netherlands Finance BV | 4250000.0 | 4364495.0 | CORP | Long | |
3140QA3R9 | 3140QA3R9 | Federal National Mortgage Association | 1813061.5365 | 1742646.45 | USGSE | Long | |
12636FBJ1 | 12636FBJ1 | Commercial Mortgage Trust | 2008000.0 | 1936410.78 | CORP | Long | |
N/A | N/A | Czech Republic | 134540000.0 | 6236110.61 | NUSS | Long | |
38237CAA6 | 38237CAA6 | Goodleap Sustainable Home Solutions Trust | 10611783.74 | 10900007.21 | CORP | Long | |
14315LAA2 | 14315LAA2 | Carlyle Global Market Strategies CLO Ltd. | 32437311.1154 | 32445261.5 | CORP | Long | |
N/A | N/A | Mercia | 9371293.98 | 11858579.87 | CORP | Long | |
N/A | N/A | Iliad Holding SASU | 4419000.0 | 4853416.9 | CORP | Long | |
75907QAA6 | 75907QAA6 | Regional Management Issuance Trust | 10585753.37 | 10339800.8 | CORP | Long | |
N/A | N/A | Lessen, Inc. | 542406.0 | 4154829.96 | CORP | Long | |
N/A | N/A | N/A | 5743500.0 | 237021.18 | CORP | N/A | |
N/A | N/A | Videocon Industries Ltd. | 734979.85 | 0.07 | CORP | Long | |
N/A | N/A | N/A | 432104000.0 | 1525042.6 | CORP | N/A | |
17325FBB3 | 17325FBB3 | Citibank NA | 20700000.0 | 21613456.43 | CORP | Long | |
N/A | N/A | N/A | 21900000.0 | -160212.43 | CORP | N/A | |
98313RAJ5 | 98313RAJ5 | Wynn Macau Ltd. | 16000000.0 | 16310188.96 | CORP | Long | |
N/A | N/A | N/A | 19517100.0 | 3249782.78 | CORP | N/A | |
13134NAH4 | 13134NAH4 | Calpine Construction Finance Co. LP | 1217938.71 | 1217025.26 | CORP | Long | |
00C92UZA0 | 00C92UZA0 | N/A | 700.0 | 238000.0 | CORP | N/A | |
25255FAA3 | 25255FAA3 | Diameter Capital CLO 1 Ltd. | 5000000.0 | 4832843.0 | CORP | Long | |
N/A | N/A | United Mexican States | 11336720.0 | 65417968.28 | NUSS | Long | |
00C92KL90 | 00C92KL90 | N/A | 2400.0 | 1302000.0 | NUSS | N/A | |
83368YKW6 | 83368YKW6 | Societe Generale SA | 31038000.0 | 30715980.75 | CORP | Long | |
N/A | N/A | Republic of Ghana | 1805000.0 | 776150.0 | NUSS | Long | |
N/A | N/A | ZF Finance GmbH | 5100000.0 | 5813124.71 | CORP | Long | |
12637HAC2 | 12637HAC2 | CSMC Mortgage-Backed Trust | 647033.1579 | 365117.83 | CORP | Long | |
78454LAN0 | 78454LAN0 | SM Energy Co. | 139000.0 | 138638.0 | CORP | Long | |
N/A | N/A | N/A | 14895735.0 | 487608.54 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 74833.48 | CORP | N/A | |
548661DY0 | 548661DY0 | Lowe's Cos., Inc. | 12800000.0 | 10630836.22 | CORP | Long | |
N/A | N/A | N/A | -100010000.0 | -903350.87 | CORP | N/A | |
68607LXQ5 | 68607LXQ5 | State of Oregon | 3880000.0 | 3977394.01 | MUN | Long | |
N/A | N/A | N/A | 4580000.0 | 184025.21 | MUN | N/A | |
64971XGG7 | 64971XGG7 | New York City Transitional Finance Authority | 11870000.0 | 11283721.35 | MUN | Long | |
N/A | N/A | Hashemite Kingdom of Jordan | 4060000.0 | 3966112.5 | NUSS | Long | |
N/A | N/A | HSBC Holdings plc | 35500000.0 | 42863405.07 | CORP | Long | |
3132DWJY0 | 3132DWJY0 | Federal Home Loan Mortgage Corp. | 489028.1666 | 462363.08 | USGSE | Long | |
552953101 | 552953101 | MGM Resorts International | 70000.0 | 3127600.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -345570.55 | CORP | N/A | |
38382UVU2 | 38382UVU2 | Government National Mortgage Association | 44032793.33 | 6625759.72 | USGA | Long | |
N/A | N/A | N/A | 13315000000.0 | -172614.09 | USGA | N/A | |
N/A | N/A | GMR Hyderabad International Airport Ltd. | 200000.0 | 183070.0 | CORP | Long | |
61765TAM5 | 61765TAM5 | Morgan Stanley Bank of America Merrill Lynch Trust | 720000.0 | 602401.32 | CORP | Long | |
N/A | N/A | Galaxy Brands | 27946553.68 | 27423953.13 | CORP | Long | |
N/A | N/A | Bayer AG | 16230000.0 | 18165797.96 | CORP | Long | |
65336YAN3 | 65336YAN3 | Nexstar Media, Inc. | 7339000.0 | 6762743.19 | CORP | Long | |
N/A | N/A | Republic of Colombia | 146659700000.0 | 33483351.0 | NUSS | Long | |
05876QAJ1 | 05876QAJ1 | Ballyrock CLO 25 Ltd. | 1750000.0 | 1749950.3 | CORP | Long | |
N/A | N/A | N/A | -1500.0 | -153000.0 | CORP | N/A | |
N/A | N/A | N/A | 2785000.0 | -55076.92 | CORP | N/A | |
575385AD1 | 575385AD1 | Masonite International Corp. | 9000.0 | 8640.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 133009.11 | CORP | N/A | |
N/A | N/A | N/A | 3706667.0 | -285613.38 | CORP | N/A | |
53948KAA7 | 53948KAA7 | Loanpal Solar Loan Ltd. | 3560718.4258 | 2810795.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 202534.32 | CORP | N/A | |
N/A | N/A | Teva Pharmaceutical Finance Netherlands II BV | 4876000.0 | 5185578.37 | CORP | Long | |
04016QAC0 | 04016QAC0 | Ares XLV CLO Ltd. | 1125000.0 | 1124450.1 | CORP | Long | |
03969YAA6 | 03969YAA6 | Ardagh Metal Packaging Finance USA LLC | 9397000.0 | 8220715.49 | CORP | Long | |
N/A | N/A | Project Casavo | 40000000.0073 | 43994615.4 | CORP | Long | |
009703AA7 | 009703AA7 | Ajax Mortgage Loan Trust | 69400847.47 | 66075082.52 | CORP | Long | |
N/A | N/A | N/A | -99859946000.0 | -584653.63 | CORP | N/A | |
06051GHZ5 | 06051GHZ5 | Bank of America Corp. | 24350000.0 | 20909749.7 | CORP | Long | |
N/A | N/A | Federative Republic of Brazil | 273626.0 | 56569792.76 | NUSS | Long | |
88323AAH5 | 88323AAH5 | Thaioil Treasury Center Co. Ltd. | 2145000.0 | 1513876.65 | CORP | Long | |
N/A | N/A | China City Construction International Co. Ltd. | 2989562.0 | 0.04 | CORP | Long | |
N/A | N/A | N/A | 249476024.0 | -11471152.54 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 214883.18 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -73316.7 | CORP | N/A | |
N/A | N/A | Newday Funding Master Issuer plc | 4377000.0 | 5608121.12 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 1975000.0 | 2120561.0 | CORP | Long | |
N/A | N/A | Legrand SA | -5000000.0 | -4610647.17 | CORP | Short | |
85573MAE9 | 85573MAE9 | Starwood Mortgage Residential Trust | 4942000.0 | 4353814.03 | CORP | Long | |
83610CAY7 | 83610CAY7 | Sound Point CLO XII Ltd. | 14668783.8 | 14668865.95 | CORP | Long | |
N/A | N/A | N/A | 3496000.0 | -147618.23 | CORP | N/A | |
N/A | N/A | Periama Holdings LLC | 1500000.0 | 1476093.75 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 140333.8 | CORP | N/A | |
N/A | N/A | N/A | 14585000.0 | 55787.06 | CORP | N/A | |
760942BE1 | 760942BE1 | Oriental Republic of Uruguay | 8413905.0 | 9108052.16 | NUSS | Long | |
00CAGN032 | 00CAGN032 | N/A | -43.0 | -4703125.0 | NUSS | N/A | |
57770JAC0 | 57770JAC0 | Maverick Gaming LLC | 5484676.7 | 3935255.53 | CORP | Long | |
46653XAQ3 | 46653XAQ3 | JP Morgan Mortgage Trust | 11116855.06 | 301047.77 | CORP | Long | |
56847MAC4 | 56847MAC4 | Mariner Finance Issuance Trust | 4920000.0 | 4878409.76 | CORP | Long | |
N/A | N/A | N/A | 85960000.0 | 316167.58 | CORP | N/A | |
444859102 | 444859102 | Humana, Inc. | 635.0 | 290709.35 | CORP | Long | |
31418C7E8 | 31418C7E8 | Federal National Mortgage Association | 1594264.5541 | 1532017.39 | USGSE | Long | |
3140XLEX2 | 3140XLEX2 | Federal National Mortgage Association | 6833437.1202 | 6581470.59 | USGSE | Long | |
N/A | N/A | N/A | 4606.0 | -7347817.58 | USGSE | N/A | |
08181JAA0 | 08181JAA0 | Benefit Street Partners CLO V-B Ltd. | 3662567.85 | 3662043.37 | CORP | Long | |
N/A | N/A | BHP Billiton Finance Ltd. | 6900000.0 | 7654686.19 | CORP | Long | |
38141GZR8 | 38141GZR8 | Goldman Sachs Group, Inc. (The) | 20249000.0 | 19421532.71 | CORP | Long | |
161636AA3 | 161636AA3 | Chase Mortgage Finance Trust | 49857419.71 | 20974672.46 | CORP | Long | |
89625BAJ2 | 89625BAJ2 | Trimaran CAVU Ltd. | 3000000.0 | 3059077.5 | CORP | Long | |
12668BWF6 | 12668BWF6 | Alternative Loan Trust | 3575459.01 | 1769099.93 | CORP | Long | |
00P94MZL8 | 00P94MZL8 | N/A | 2150.0 | 27950.0 | CORP | N/A | |
N/A | N/A | thyssenkrupp AG | 11148000.0 | 12252955.28 | CORP | Long | |
00178LAB5 | 00178LAB5 | AMMC CLO 21 Ltd. | 1201885.11 | 1202003.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 41300.92 | CORP | N/A | |
054967AL8 | 054967AL8 | BAMLL Commercial Mortgage Securities Trust | 5766704.0 | 5680646.32 | CORP | Long | |
N/A | N/A | N/A | 5593333.0 | -230984.25 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 401083.96 | CORP | N/A | |
92916QAA0 | 92916QAA0 | Voya CLO Ltd. | 2936886.16 | 2934929.02 | CORP | Long | |
N/A | N/A | Schlumberger Finance BV | 11900000.0 | 11879084.22 | CORP | Long | |
N/A | N/A | Eni SpA | 26000000.0 | 24620027.94 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -360959.19 | CORP | N/A | |
86315WAE8 | 86315WAE8 | Stratus CLO Ltd. | 250000.0 | 250116.88 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -78697.88 | CORP | N/A | |
N/A | N/A | Last Mile Logistics Pan Euro Finance DAC | 1331397.06 | 1390137.26 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -26170.93 | CORP | N/A | |
N/A | N/A | N/A | -934.0 | -1855512.04 | CORP | N/A | |
20846QEQ7 | 20846QEQ7 | Conseco Finance Securitizations Corp. | 6271039.25 | 1701509.16 | CORP | Long | |
N/A | N/A | N/A | -81348000.0 | -143834.02 | CORP | N/A | |
N/A | N/A | N/A | 3940000.0 | 447976.51 | CORP | N/A | |
N/A | N/A | LHMC Finco 2 SARL | 2115000.0 | 2317342.84 | CORP | Long | |
N/A | N/A | N/A | 2891265.0 | 1015699.69 | CORP | N/A | |
N/A | N/A | Petroleos Mexicanos | 1681000.0 | 1845069.44 | NUSS | Long | |
N/A | N/A | N/A | -400360902.0 | -316487.03 | NUSS | N/A | |
842400HU0 | 842400HU0 | Southern California Edison Co. | 5525000.0 | 5670506.4 | CORP | Long | |
02147DAU5 | 02147DAU5 | Alternative Loan Trust | 2545295.57 | 2148798.08 | CORP | Long | |
N/A | N/A | N/A | 4132000.0 | 304535.86 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -30975.73 | CORP | N/A | |
N/A | N/A | Cairn CLO XVI DAC | 939000.0 | 1036609.05 | CORP | Long | |
716973AG7 | 716973AG7 | Pfizer Investment Enterprises Pte. Ltd. | 16529000.0 | 16874193.29 | CORP | Long | |
3140QNPU0 | 3140QNPU0 | Federal National Mortgage Association | 1941393.84 | 1866426.86 | USGSE | Long | |
N/A | N/A | Morgan Stanley | 40000000.0 | 41764547.63 | CORP | Long | |
594918104 | 594918104 | Microsoft Corp. | 11965.0 | 4499318.6 | CORP | Long | |
98922AAC0 | 98922AAC0 | Allspring Buyer LLC | 997468.35 | 992012.2 | CORP | Long | |
N/A | N/A | N/A | 19950000.0 | -191669.98 | CORP | N/A | |
362429AG7 | 362429AG7 | GSAMP Trust | 3414000.0 | 3265358.2 | CORP | Long | |
05368PAA7 | 05368PAA7 | Avianca Midco 2 plc | 11124610.0 | 9734033.75 | CORP | Long | |
3140Q7AU1 | 3140Q7AU1 | Federal National Mortgage Association | 31632916.4259 | 30506856.41 | USGSE | Long | |
445545AP1 | 445545AP1 | Hungary | 8050000.0 | 8094516.5 | NUSS | Long | |
N/A | N/A | SCIL IV LLC | 6719000.0 | 7899573.65 | CORP | Long | |
30297YAA2 | 30297YAA2 | Federal Home Loan Mortgage Corp. | 272473067.5146 | 985071.88 | USGSE | Long | |
36254JAA3 | 36254JAA3 | GS Mortgage Securities Corp. Trust | 1460000.0 | 1308704.43 | CORP | Long | |
464288513 | 464288513 | iShares Trust | -430000.0 | -33277700.0 | RF | Short | |
880461VX3 | 880461VX3 | Tennessee Housing Development Agency | 765000.0 | 771179.56 | MUN | Long | |
N/A | N/A | Pearl Finance DAC | 1354716.91 | 1465471.91 | CORP | Long | |
346232101 | 346232101 | Forestar Group, Inc. | 118660.0 | 3924086.2 | CORP | Long | |
N/A | N/A | OCP SA | 7000000.0 | 6807500.0 | NUSS | Long | |
56844CAA3 | 56844CAA3 | Signal Peak CLO 7 Ltd. | 1250000.0 | 1183376.63 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 275539.69 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 219017.1 | CORP | N/A | |
00CAPL8F1 | 00CAPL8F1 | N/A | 17000.0 | 1759500.0 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -653740.98 | CORP | N/A | |
N/A | N/A | Market Bidco Finco plc | 8725000.0 | 9786762.71 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -25589.02 | CORP | N/A | |
N/A | N/A | Astra Space, Inc. | 69879.0 | 159324.12 | CORP | Long | |
3131XWAC7 | 3131XWAC7 | Federal Home Loan Mortgage Corp. | 5800921.7752 | 5594310.52 | USGSE | Long | |
N/A | N/A | N/A | 1600719.0 | -57717.3 | USGSE | N/A | |
N/A | N/A | N/A | 498.0 | 1866456.34 | USGSE | N/A | |
42328DAH1 | 42328DAH1 | Helios Software Holdings, Inc. | 839000.0 | 836902.5 | CORP | Long | |
N/A | N/A | Nomura Securities International, Inc. | 7640850.0 | 7640850.0 | CORP | Long | |
N/A | N/A | Crown European Holdings SA | 7232000.0 | 7913908.44 | CORP | Long | |
00287YBX6 | 00287YBX6 | AbbVie, Inc. | 79985000.0 | 74769138.96 | CORP | Long | |
95763PNC1 | 95763PNC1 | Western Mortgage Reference Notes | 12266193.7864 | 12886173.83 | CORP | Long | |
3137H5WD5 | 3137H5WD5 | Federal Home Loan Mortgage Corp. | 95604812.041 | 14786058.58 | USGSE | Long | |
61946CAA0 | 61946CAA0 | Mosaic Solar Loan Trust | 13085632.4698 | 12193096.81 | CORP | Long | |
13781Y111 | 13781Y111 | N/A | 178770.0 | 125.14 | CORP | N/A | |
12651N106 | 12651N106 | CSMC Trust | 2228862.19 | 2004472.6 | CORP | Long | |
N/A | N/A | N/A | 15055862.0 | 110141.29 | CORP | N/A | |
46654CAF2 | 46654CAF2 | JP Morgan Mortgage Trust | 62922587.82 | 1708857.93 | CORP | Long | |
N/A | N/A | GEMS MENASA Cayman Ltd. | 2519000.0 | 2468620.0 | CORP | Long | |
N/A | N/A | Agora Securities DAC | 1159566.7825 | 1440908.96 | CORP | Long | |
N/A | N/A | ING Groep NV | 12300000.0 | 15110644.35 | CORP | Long | |
29250NBZ7 | 29250NBZ7 | Enbridge, Inc. | 12635000.0 | 14694906.29 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -273137.73 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 88591.64 | CORP | N/A | |
N/A | N/A | N/A | 7485000.0 | -205348.69 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -620270.82 | CORP | N/A | |
797440CE2 | 797440CE2 | San Diego Gas & Electric Co. | 9007000.0 | 9191604.68 | CORP | Long | |
77341KAG6 | 77341KAG6 | Rockford Tower CLO Ltd. | 250000.0 | 248179.4 | CORP | Long | |
N/A | N/A | N/A | 7515945.0 | -116980.06 | CORP | N/A | |
N/A | N/A | Lenzing AG | 3000000.0 | 2846203.89 | CORP | Long | |
N/A | N/A | Oleoducto Central SA | 6049000.0 | 5594659.61 | CORP | Long | |
N/A | N/A | N/A | 8040000.0 | 300484.14 | CORP | N/A | |
N/A | N/A | N/A | -123493630.0 | -635672.4 | CORP | N/A | |
N/A | N/A | FCT Autonoria | 71788.26 | 79025.1 | CORP | Long | |
N/A | N/A | Dowson plc | 1300000.0 | 1660325.95 | CORP | Long | |
12769G100 | 12769G100 | Caesars Entertainment, Inc. | 51797.0 | 2428243.36 | CORP | Long | |
46642NBF2 | 46642NBF2 | JPMBB Commercial Mortgage Securities Trust | 5650677.8229 | 11018.82 | CORP | Long | |
N/A | N/A | Altice Financing S.A. | 4543269.0 | 4863821.67 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 760.96 | CORP | N/A | |
N/A | N/A | United Kingdom of Great Britain and Northern Ireland | -26505575.58 | -28329981.61 | NUSS | Short | |
36170HAA8 | 36170HAA8 | GCAT Trust | 12896245.08 | 12694572.31 | CORP | Long | |
N/A | N/A | N/A | 3750000.0 | -96555.04 | CORP | N/A | |
17776EAB1 | 17776EAB1 | City Brewing Co. LLC | 3917052.66 | 3071635.18 | CORP | Long | |
N/A | N/A | N/A | -40968311.0 | -848832.98 | CORP | N/A | |
N/A | N/A | N/A | 24221000.0 | -534862.8 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 268217.27 | CORP | N/A | |
N/A | N/A | Versa Networks, Inc. | 1143143.0 | 3223663.26 | CORP | N/A | |
N/A | N/A | Republic of Kenya | 15652000.0 | 14125930.0 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -80039.34 | NUSS | N/A | |
55316VAA2 | 55316VAA2 | MHC Commercial Mortgage Trust | 3828337.4587 | 3787512.83 | CORP | Long | |
80007RAL9 | 80007RAL9 | Sands China Ltd. | 1750000.0 | 1592500.0 | CORP | Long | |
N/A | N/A | DEMIRE Deutsche Mittelstand Real Estate AG | 14900000.0 | 9849205.92 | CORP | Long | |
N/A | N/A | N/A | 74356000.0 | 123283.88 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -101547.24 | MUN | N/A | |
056162AN0 | 056162AN0 | Barings CLO Ltd. | 3156862.47 | 3158125.85 | CORP | Long | |
345370DA5 | 345370DA5 | Ford Motor Co. | 4719000.0 | 3924809.48 | CORP | Long | |
N/A | N/A | Cassia SRL | 6145496.15 | 6306745.01 | CORP | Long | |
N/A | N/A | Tower Bridge Funding plc | 1469000.0 | 1885249.76 | CORP | Long | |
N/A | N/A | Sage AR Funding plc | 535000.0 | 660344.2 | CORP | Long | |
13123XBF8 | 13123XBF8 | Callon Petroleum Co. | -8907000.0 | -8982896.55 | CORP | Short | |
N/A | N/A | Casino Guichard Perrachon SA | 11374000.0 | 62781.64 | CORP | Long | |
893830BX6 | 893830BX6 | Transocean, Inc. | 2880400.0 | 3009328.09 | CORP | Long | |
N/A | N/A | Morgan Stanley | 10000000.0 | 10132605.07 | CORP | Long | |
59833DAB6 | 59833DAB6 | Midwest Gaming Borrower LLC | 7013000.0 | 6522090.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 184176.3 | CORP | N/A | |
N/A | N/A | Voya Euro CLO V DAC | 660000.0 | 680256.64 | CORP | Long | |
N/A | N/A | N/A | 910418911.0 | 532849.94 | CORP | N/A | |
89788MAQ5 | 89788MAQ5 | Truist Financial Corp. | 28292000.0 | 30556281.47 | CORP | Long | |
N/A | N/A | N/A | 13529071.0 | 452713.02 | CORP | N/A | |
009733AB2 | 009733AB2 | Ajax Mortgage Loan Trust | 6014020.0 | 5573149.63 | CORP | Long | |
N/A | N/A | Fantasia Holdings Group Co. Ltd. | 3180000.0 | 71550.0 | CORP | Long | |
N/A | N/A | N/A | -128349697.0 | -3477045.06 | CORP | N/A | |
N/A | N/A | Toronto-Dominion Bank (The) | 3266000.0 | 3946863.58 | CORP | Long | |
11135FBK6 | 11135FBK6 | Broadcom, Inc. | 12550000.0 | 11022752.6 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -35223.63 | CORP | N/A | |
N/A | N/A | RBC Capital Markets LLC | 96375.0 | 96375.0 | CORP | Long | |
N/A | N/A | SP Distribution plc | 4200000.0 | 5511073.68 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -17718.95 | CORP | N/A | |
682680103 | 682680103 | ONEOK, Inc. | 10884.0 | 764274.48 | CORP | Long | |
N/A | N/A | CML Hyatt Lost Pines | 25700000.0 | 25267510.12 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -110.49 | CORP | N/A | |
N/A | N/A | N/A | 7515858.0 | -189549.71 | CORP | N/A | |
N/A | N/A | Avoca CLO XIV DAC | 4510000.0 | 2276811.87 | CORP | Long | |
03331CAC1 | 03331CAC1 | Anchorage Credit Funding Ltd. | 10000000.0 | 6788000.0 | CORP | Long | |
3132DV5T8 | 3132DV5T8 | Federal Home Loan Mortgage Corp. | 1362477.9428 | 1303161.35 | USGSE | Long | |
N/A | N/A | Litigation Systems, Inc. | 5736604.84 | 5614988.82 | CORP | Long | |
N/A | N/A | N/A | 2677.0 | 451743.75 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -105528.86 | CORP | N/A | |
69703FAG6 | 69703FAG6 | Palmer Square Loan Funding Ltd. | 5325000.0 | 5324085.17 | CORP | Long | |
N/A | N/A | N/A | 7752000.0 | -93162.52 | CORP | N/A | |
12541HAT0 | 12541HAT0 | CHG Healthcare Services, Inc. | 994910.94 | 995020.38 | CORP | Long | |
N/A | N/A | United Mexican States | 250000000.0 | 133472704.79 | NUSS | Long | |
N/A | N/A | Catalent Pharma Solutions, Inc. | 8337000.0 | 7995654.56 | CORP | Long | |
13063A5G5 | 13063A5G5 | State of California | 4840000.0 | 6096276.35 | MUN | Long | |
07273LJA7 | 07273LJA7 | Intercontinental Exchange, Inc. | 16217000.0 | 15519915.98 | CORP | Long | |
N/A | N/A | CRH SMW Finance DAC | 13800000.0 | 15822836.3 | CORP | Long | |
N/A | N/A | N/A | 3587247000.0 | -492430.3 | CORP | N/A | |
N/A | N/A | Gruenenthal GmbH | 833000.0 | 973616.28 | CORP | Long | |
N/A | N/A | British Telecommunications plc | 11900000.0 | 15992582.33 | CORP | Long | |
61747YFH3 | 61747YFH3 | Morgan Stanley | 29665000.0 | 31438508.08 | CORP | Long | |
N/A | N/A | Snorkel AI, Inc. | 40613.0 | 353333.1 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -90221.35 | CORP | N/A | |
41754FAE8 | 41754FAE8 | Harvest Commercial Capital Loan Trust | 1181000.0 | 1058827.79 | CORP | Long | |
N/A | N/A | OCP SA | 2568000.0 | 1942852.5 | NUSS | Long | |
N/A | N/A | British Telecommunications plc | 15600000.0 | 20967412.29 | CORP | Long | |
225436AA2 | 225436AA2 | Credit Suisse Group AG | 200000.0 | 23000.0 | CORP | Long | |
N/A | N/A | N/A | 7515945.0 | -210216.75 | CORP | N/A | |
09353TAJ9 | 09353TAJ9 | Bleriot U.S. Bidco, Inc. | 482558.03 | 484107.04 | CORP | Long | |
95002GAG7 | 95002GAG7 | Wells Fargo Commercial Mortgage Trust | 5002000.0 | 4887869.87 | CORP | Long | |
N/A | N/A | N/A | 7515859.0 | -107262.54 | CORP | N/A | |
N/A | N/A | NTT Finance Corp. | 11800000.0 | 12497208.57 | CORP | Long | |
N/A | N/A | N/A | 2715000.0 | 68826.51 | CORP | N/A | |
N/A | N/A | N/A | 319625000.0 | 216243.37 | CORP | N/A | |
46654CAR6 | 46654CAR6 | JP Morgan Mortgage Trust | 123328390.04 | 1611137.42 | CORP | Long | |
00P9WZDB4 | 00P9WZDB4 | N/A | 1000.0 | 1500.0 | CORP | N/A | |
55819BAW0 | 55819BAW0 | Madison Park Funding XVIII Ltd. | 51396575.3945 | 51417360.17 | CORP | Long | |
172967NL1 | 172967NL1 | Citigroup, Inc. | 8407000.0 | 8184659.9 | CORP | Long | |
92564RAD7 | 92564RAD7 | VICI Properties LP | 327000.0 | 308672.86 | CORP | Long | |
89624PAA1 | 89624PAA1 | Trimaran Cavu Ltd. | 3999800.0 | 3842263.48 | CORP | Long | |
N/A | N/A | Ford Motor Credit Co. LLC | 19640000.0 | 25806679.14 | CORP | Long | |
N/A | N/A | Ursa Major Technologies, Inc. | 1312920.0 | 4188214.8 | CORP | Long | |
N/A | N/A | Eni SpA | 14230000.0 | 16476194.89 | CORP | Long | |
12549BAY4 | 12549BAY4 | CIFC Funding Ltd. | 21523211.7782 | 21505601.49 | CORP | Long | |
N/A | N/A | Grupo Posadas SAB de CV | 11058078.0 | 9236149.07 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 29891.54 | CORP | N/A | |
N/A | N/A | Aroundtown SA | 4200000.0 | 3883579.96 | CORP | Long | |
N/A | N/A | N/A | 250132059.0 | -12338128.75 | CORP | N/A | |
05611GAA2 | 05611GAA2 | BX Commercial Mortgage Trust | 3410000.0 | 3421738.58 | CORP | Long | |
N/A | N/A | N/A | 3113636.0 | 3631.71 | CORP | N/A | |
55066WAJ3 | 55066WAJ3 | LUXE Trust | 1216000.0 | 1185657.27 | CORP | Long | |
N/A | N/A | N/A | 500674900.0 | 6853262.51 | CORP | N/A | |
69370RAD9 | 69370RAD9 | Pertamina Persero PT | 8423000.0 | 7920252.19 | NUSS | Long | |
N/A | N/A | N/A | 251131279.0 | 3817226.15 | NUSS | N/A | |
62951MAA8 | 62951MAA8 | NACC Reperforming Loan REMIC Trust | 3098397.5929 | 2682735.16 | CORP | Long | |
N/A | N/A | Finsbury Square plc | 1339502.67 | 1705064.78 | CORP | Long | |
N/A | N/A | N/A | 7515888.0 | -150817.25 | CORP | N/A | |
320275AE0 | 320275AE0 | First Franklin Mortgage Loan Trust | 5066366.0 | 2045970.34 | CORP | Long | |
36875KAD3 | 36875KAD3 | Generacion Mediterranea SA | 6007732.92 | 5228650.11 | CORP | Long | |
N/A | N/A | N/A | 74356000.0 | 163049.03 | CORP | N/A | |
N/A | N/A | Lloyds Banking Group plc | 4419000.0 | 5409849.6 | CORP | Long | |
N/A | N/A | Cooperatieve Rabobank UA | 5800000.0 | 5986720.85 | CORP | Long | |
N/A | N/A | Bangkok Bank PCL | 2000000.0 | 1925000.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 90277.05 | CORP | N/A | |
00CAZ00E7 | 00CAZ00E7 | N/A | 700.0 | 287000.0 | CORP | N/A | |
31423YJQ3 | 31423YJQ3 | Federal National Mortgage Association | 18499184.088 | 3159027.23 | USGSE | Long | |
03766GAL6 | 03766GAL6 | Apidos CLO XXVI | 2827181.77 | 2823347.26 | CORP | Long | |
17322AAH5 | 17322AAH5 | Citigroup Commercial Mortgage Trust | 1156000.0 | 1112685.14 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 132237.04 | CORP | N/A | |
N/A | N/A | N/A | -6970000.0 | -265767.25 | CORP | N/A | |
N/A | N/A | N/A | 500612775.0 | 675733.63 | CORP | N/A | |
N/A | N/A | N/A | 21760205.0 | -9694.99 | CORP | N/A | |
N/A | N/A | Synthomer plc | 5971000.0 | 6497556.18 | CORP | Long | |
N/A | N/A | N/A | 9960000.0 | 2206937.86 | CORP | N/A | |
073879EV6 | 073879EV6 | Bear Stearns Asset-Backed Securities I Trust | 63444.47 | 60480.05 | CORP | Long | |
12663MAA2 | 12663MAA2 | CSMC Trust | 12790000.0 | 12926237.8 | CORP | Long | |
3140X7CB3 | 3140X7CB3 | Federal National Mortgage Association | 13232821.6691 | 12656001.12 | USGSE | Long | |
45174HBC0 | 45174HBC0 | iHeartCommunications, Inc. | 362493.0 | 309053.7 | CORP | Long | |
N/A | N/A | N/A | 1002957962.0 | 2220339.72 | CORP | N/A | |
3140X6J77 | 3140X6J77 | Federal National Mortgage Association | 1695521.2806 | 1649279.13 | USGSE | Long | |
225470W25 | 225470W25 | Home Equity Mortgage Trust | 7040078.1723 | 769849.44 | CORP | Long | |
81883DAS2 | 81883DAS2 | Shackleton CLO Ltd. | 4946948.549 | 4938156.34 | CORP | Long | |
14311DBN5 | 14311DBN5 | Carlyle Global Market Strategies CLO Ltd. | 464701.9403 | 464611.88 | CORP | Long | |
N/A | N/A | N/A | 996835213.0 | -593944.06 | CORP | N/A | |
12549QBA2 | 12549QBA2 | CIFC Funding Ltd. | 840000.0 | 839966.57 | CORP | Long | |
06744FAA2 | 06744FAA2 | Barclays Mortgage Loan Trust | 78174768.62 | 79087019.76 | CORP | Long | |
38382KWB5 | 38382KWB5 | Government National Mortgage Association | 23067741.8683 | 3084039.44 | USGA | Long | |
N/A | N/A | N/A | 1.0 | -44944.27 | USGA | N/A | |
N/A | N/A | Anheuser-Busch InBev SA | 27461000.0 | 35753281.47 | CORP | Long | |
N/A | N/A | SCI PH Parent, Inc. | 7993.0 | 7469618.36 | CORP | Long | |
00PAK1MV5 | 00PAK1MV5 | N/A | 1600.0 | 1600.0 | CORP | N/A | |
68377GAB2 | 68377GAB2 | Oportun Issuance Trust | 1960000.0 | 1813803.4 | CORP | Long | |
N/A | N/A | N/A | -20285000.0 | 0.0 | CORP | N/A | |
92241TAM4 | 92241TAM4 | Vedanta Resources Ltd. | 5000000.0 | 3329500.0 | CORP | Long | |
345397D59 | 345397D59 | Ford Motor Credit Co. LLC | 2750000.0 | 2877505.84 | CORP | Long | |
N/A | N/A | N/A | 343829084.0 | -817849.21 | CORP | N/A | |
89624CAE2 | 89624CAE2 | Trimaran Cavu Ltd. | 250000.0 | 250704.28 | CORP | Long | |
14687LAA2 | 14687LAA2 | CarVal CLO VC Ltd. | 250000.0 | 241596.75 | CORP | Long | |
68269PAA5 | 68269PAA5 | OneMain Financial Issuance Trust | 38260000.0 | 38346494.38 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 401083.96 | CORP | N/A | |
929342AB9 | 929342AB9 | WMRK Commercial Mortgage Trust | 4950000.0 | 4943752.11 | CORP | Long | |
N/A | N/A | Henley CLO IV DAC | 500000.0 | 523929.76 | CORP | Long | |
N/A | N/A | N/A | 7515863.0 | -32588.99 | CORP | N/A | |
N/A | N/A | American Tower Corp. | 12750000.0 | 12820262.42 | CORP | Long | |
N/A | N/A | Cellnex Finance Co. SA | 6700000.0 | 6775369.04 | CORP | Long | |
03842VAA5 | 03842VAA5 | Aqua Finance Trust | 817455.3401 | 730238.41 | CORP | Long | |
N/A | N/A | N/A | 19809041461.04 | 138076.84 | CORP | N/A | |
70932MAD9 | 70932MAD9 | PennyMac Financial Services, Inc. | 8668000.0 | 8922553.16 | CORP | Long | |
3133USG21 | 3133USG21 | Federal Home Loan Mortgage Corp. | 1642952.6013 | 1571806.97 | USGSE | Long | |
63942CAB8 | 63942CAB8 | Navient Private Education Refi Loan Trust | 3100000.0 | 2846301.32 | CORP | Long | |
19416MAB5 | 19416MAB5 | Permian Resources Operating LLC | 2835000.0 | 2764011.03 | CORP | Long | |
N/A | N/A | Covestro AG | 134578.0 | 7842112.36 | CORP | Long | |
N/A | N/A | NatWest Group plc | 3266000.0 | 3954699.02 | CORP | Long | |
N/A | N/A | JPMorgan Securities plc | 2346652.0 | 2590586.47 | CORP | Long | |
N/A | N/A | Societe Generale SA | 17500000.0 | 18640830.52 | CORP | Long | |
12551JAL0 | 12551JAL0 | CIFC Funding Ltd. | 16663569.9545 | 16638252.99 | CORP | Long | |
N/A | N/A | RMAC Securities No.1 plc | 106044.2528 | 110897.51 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 16384.97 | CORP | N/A | |
N/A | N/A | Olympus Water US Holding Corp. | 5932000.0 | 7007035.6 | CORP | Long | |
81180WBH3 | 81180WBH3 | Seagate HDD Cayman | 6213000.0 | 6700888.25 | CORP | Long | |
449652AA4 | 449652AA4 | ILPT Commercial Mortgage Trust | 19025000.0 | 18956607.03 | CORP | Long | |
N/A | N/A | N/A | 5703000.0 | 29131.65 | CORP | N/A | |
N/A | N/A | N/A | 1202247.0 | -51013.31 | CORP | N/A | |
86765LAN7 | 86765LAN7 | Sunoco LP | 3502000.0 | 3497335.34 | CORP | Long | |
07133RAS4 | 07133RAS4 | Battalion CLO XII Ltd. | 250000.0 | 250546.0 | CORP | Long | |
38383D3D8 | 38383D3D8 | Government National Mortgage Association | 21472968.1835 | 3023664.48 | USGA | Long | |
N/A | N/A | N/A | 1.0 | -1094843.64 | USGA | N/A | |
00PAZZAM7 | 00PAZZAM7 | N/A | -650.0 | -31200.0 | USGA | N/A | |
N/A | N/A | Dah Sing Bank Ltd. | 1500000.0 | 1558830.0 | CORP | Long | |
N/A | N/A | BL Consumer Credit | 355000.0 | 379277.51 | CORP | Long | |
N/A | N/A | Fresenius SE & Co. KGaA | 243129.0 | 7535916.09 | CORP | Long | |
N/A | N/A | UBS Group AG | 2275000.0 | 2049142.78 | CORP | Long | |
N/A | N/A | N/A | 251214000.0 | -1800429.88 | CORP | N/A | |
85521DAL6 | 85521DAL6 | STAR Trust | 1870000.0 | 1787726.36 | CORP | Long | |
N/A | N/A | N/A | 10930000.0 | -930885.56 | CORP | N/A | |
01F050619 | 01F050619 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | -3870199800.0 | -3828776587.12 | USGSE | Short | |
36166LAA5 | 36166LAA5 | GEMS MENASA Cayman Ltd. | 5734000.0 | 5619320.0 | CORP | Long | |
38137HBU1 | 38137HBU1 | GoldenTree Loan Opportunities XI Ltd. | 4659139.64 | 4660030.47 | CORP | Long | |
00CAZ00F4 | 00CAZ00F4 | N/A | 400.0 | 77400.0 | CORP | N/A | |
009703AB5 | 009703AB5 | Ajax Mortgage Loan Trust | 14966300.47 | 14002395.74 | CORP | Long | |
35042AAA1 | 35042AAA1 | Foundation Finance Trust | 7768649.13 | 7768002.78 | CORP | Long | |
N/A | N/A | Republic of South Africa | 250230051.0 | 10659686.63 | NUSS | Long | |
N/A | N/A | N/A | -496014000.0 | -427062.07 | NUSS | N/A | |
N/A | N/A | Autonoria Spain 2023 FT | 600000.0 | 664145.15 | CORP | Long | |
06406RBQ9 | 06406RBQ9 | Bank of New York Mellon Corp. (The) | 8300000.0 | 8302469.42 | CORP | Long | |
68268VAA3 | 68268VAA3 | OneMain Financial Issuance Trust | 20203000.0 | 19945033.95 | CORP | Long | |
N/A | N/A | Bank of Cyprus PCL | 7339000.0 | 7433483.2 | CORP | Long | |
N/A | N/A | N/A | 37732000.0 | -83663.86 | CORP | N/A | |
N/A | N/A | Carnival Corp. | 11389000.0 | 12748906.96 | CORP | Long | |
N/A | N/A | N/A | 18619668.0 | 543928.36 | CORP | N/A | |
04317JAB4 | 04317JAB4 | Aruba Investments Holdings LLC | 4822985.0 | 4747649.97 | CORP | Long | |
N/A | N/A | Electricite de France SA | 900000.0 | 990186.85 | NUSS | Long | |
64110LAS5 | 64110LAS5 | Netflix, Inc. | 4200000.0 | 4256162.4 | CORP | Long | |
3133KKHG7 | 3133KKHG7 | Federal Home Loan Mortgage Corp. | 314020.1617 | 299329.23 | USGSE | Long | |
N/A | N/A | N/A | 33246608958.488003 | 287447.27 | USGSE | N/A | |
88224Q107 | 88224Q107 | Texas Capital Bancshares, Inc. | 34883.0 | 2254488.29 | CORP | Long | |
N/A | N/A | N/A | 16300000.0 | -258575.62 | CORP | N/A | |
92564RAB1 | 92564RAB1 | VICI Properties LP | 5361000.0 | 5051399.78 | CORP | Long | |
795576KB2 | 795576KB2 | City of Salt Lake City | 12445000.0 | 13064388.27 | MUN | Long | |
00P945ZT8 | 00P945ZT8 | N/A | 925.0 | 6937.5 | MUN | N/A | |
26881KAC8 | 26881KAC8 | EP Purchaser LLC | 994936.7 | 984569.46 | CORP | Long | |
00CALAW05 | 00CALAW05 | N/A | 2045.0 | 10225.0 | CORP | N/A | |
06051GKP3 | 06051GKP3 | Bank of America Corp. | 19355000.0 | 18915622.15 | CORP | Long | |
N/A | N/A | Haus European Loan Conduit No 39 DAC | 2508275.22 | 2608648.73 | CORP | Long | |
N/A | N/A | Nobian Finance BV | 1913000.0 | 2022102.45 | CORP | Long | |
470160CA8 | 470160CA8 | Government of Jamaica (The) | 3408000.0 | 3616126.56 | NUSS | Long | |
67936UAB7 | 67936UAB7 | Olaplex, Inc. | 12614154.96 | 11636557.95 | CORP | Long | |
N/A | N/A | Clontarf Park CLO DAC | 1470000.0 | 1610227.81 | CORP | Long | |
N/A | N/A | Tower Bridge Funding plc | 959000.0 | 1226880.41 | CORP | Long | |
N/A | N/A | N/A | 3922503453.0 | -33771865.21 | CORP | N/A | |
02156BAG8 | 02156BAG8 | Alteryx, Inc. | 7755000.0 | 8254212.62 | CORP | Long | |
N/A | N/A | Naturgy Energy Group SA | 24710.0 | 737031.19 | CORP | Long | |
N/A | N/A | Nexi SpA | 20500000.0 | 19596154.91 | CORP | Long | |
N/A | N/A | Vodafone Group plc | 2310000.0 | 2483566.25 | CORP | Long | |
61747YER2 | 61747YER2 | Morgan Stanley | 36382000.0 | 35560411.85 | CORP | Long | |
64131JAS5 | 64131JAS5 | Neuberger Berman Loan Advisers CLO 25 Ltd. | 1040000.0 | 1013397.11 | CORP | Long | |
56845AAW8 | 56845AAW8 | Mariner CLO LLC | 5250000.0 | 5239500.0 | CORP | Long | |
N/A | N/A | Teva Pharmaceutical Finance Netherlands II BV | 15116000.0 | 18226044.88 | CORP | Long | |
64134FAA9 | 64134FAA9 | Neuberger Berman Loan Advisers CLO 39 Ltd. | 250000.0 | 248891.1 | CORP | Long | |
N/A | N/A | Deutsche Bank SA Espanola | 39400000.0 | 44272983.89 | CORP | Long | |
92840VAF9 | 92840VAF9 | Vistra Operations Co. LLC | 5226000.0 | 5088040.92 | CORP | Long | |
44106MAT9 | 44106MAT9 | Service Properties Trust | 2878000.0 | 2809647.5 | CORP | Long | |
N/A | N/A | Global Switch Finance BV | 5022000.0 | 5000057.33 | CORP | Long | |
863171AA2 | 863171AA2 | Stratus CLO Ltd. | 3750000.0 | 3612090.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -328858.54 | CORP | N/A | |
92916XAJ6 | 92916XAJ6 | Voya CLO Ltd. | 1494835.3215 | 1498098.85 | CORP | Long | |
07389YAE1 | 07389YAE1 | Bear Stearns Asset-Backed Securities I Trust | 1785658.81 | 1627457.83 | CORP | Long | |
67105HBA2 | 67105HBA2 | OCP CLO Ltd. | 5250000.0 | 5236278.08 | CORP | Long | |
N/A | N/A | Infrastrutture Wireless Italiane SpA | 12405000.0 | 12652622.21 | CORP | Long | |
46653XAX8 | 46653XAX8 | JP Morgan Mortgage Trust | 3026672.28 | 1221906.04 | CORP | Long | |
18976GAL0 | 18976GAL0 | CitiMortgage Alternative Loan Trust | 810089.77 | 703890.08 | CORP | Long | |
341081GN1 | 341081GN1 | Florida Power & Light Co. | 10368000.0 | 10384573.97 | CORP | Long | |
58733R102 | 58733R102 | MercadoLibre, Inc. | 463.0 | 727623.02 | CORP | Long | |
N/A | N/A | N/A | 82008003.0 | 0.0 | CORP | N/A | |
92837DAE7 | 92837DAE7 | Visio Trust | 1825000.0 | 1376891.69 | CORP | Long | |
N/A | N/A | N/A | 482430700.0 | 4149561.16 | CORP | N/A | |
52475JAA3 | 52475JAA3 | Legacy Mortgage Asset Trust | 4640466.5 | 4636134.16 | CORP | Long | |
48661WAN8 | 48661WAN8 | Rad CLO 3 Ltd. | 700000.0 | 694265.95 | CORP | Long | |
69007TAB0 | 69007TAB0 | Outfront Media Capital LLC | 294000.0 | 284179.44 | CORP | Long | |
80359A205 | 80359A205 | Sarcos Technology & Robotics Corp. | 73917.0 | 53316.33 | CORP | Long | |
74333QAN5 | 74333QAN5 | Progress Residential Trust | 2637000.0 | 2186456.95 | CORP | Long | |
N/A | N/A | N/A | 91732.0 | 5503.92 | CORP | N/A | |
1248P8AL3 | 1248P8AL3 | Credit-Based Asset Servicing and Securitization LLC | 5709042.1775 | 4278847.76 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -637242.98 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 113284.6 | CORP | N/A | |
N/A | N/A | Renk AG | 10370000.0 | 11362697.08 | CORP | Long | |
15033LAS1 | 15033LAS1 | Cedar Funding XI CLO Ltd. | 1000000.0 | 984633.6 | CORP | Long | |
N/A | N/A | N/A | -859.0 | 44605.16 | CORP | N/A | |
75907DAC1 | 75907DAC1 | Regional Management Issuance Trust | 1117000.0 | 1008255.69 | CORP | Long | |
N/A | N/A | N/A | 379012.0 | -6179.85 | CORP | N/A | |
548661EA1 | 548661EA1 | Lowe's Cos., Inc. | 16300000.0 | 14263130.65 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 4080360.0 | 4504513.42 | CORP | Long | |
46654CAW5 | 46654CAW5 | JP Morgan Mortgage Trust | 535085.97 | 357278.29 | CORP | Long | |
50188YAE4 | 50188YAE4 | LCM XXIV Ltd. | 639107.1799 | 638918.0 | CORP | Long | |
12657XAP3 | 12657XAP3 | Credit Suisse Mortgage Capital Certificates | 3370549.45 | 1049926.15 | CORP | Long | |
N/A | N/A | N/A | 2500.0 | 252500.0 | CORP | N/A | |
14448CAY0 | 14448CAY0 | Carrier Global Corp. | 9935000.0 | 10745640.66 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -653740.98 | CORP | N/A | |
N/A | N/A | Commerzbank AG | 6600000.0 | 7021949.96 | CORP | Long | |
N/A | N/A | Ocpe_22-6ar | 3370000.0 | 3720311.5 | CORP | Long | |
00C92U687 | 00C92U687 | N/A | 2500.0 | 1637500.0 | CORP | N/A | |
40443GAA3 | 40443GAA3 | HIG RCP LLC | 11630000.0 | 11577585.92 | MUN | Long | |
N/A | N/A | N/A | -25029.0 | -156431.25 | MUN | N/A | |
N/A | N/A | BUPA Finance plc | 8300000.0 | 9839653.67 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 359131.44 | CORP | N/A | |
90932RAJ3 | 90932RAJ3 | United AirLines, Inc. | 355000.0 | 355788.1 | CORP | Long | |
N/A | N/A | Polaris plc | 6956072.97 | 8904152.62 | CORP | Long | |
N/A | N/A | Kleopatra Holdings 2 SCA | 4529000.0 | 2599890.57 | CORP | Long | |
073855AC2 | 073855AC2 | Bear Stearns Asset-Backed Securities I Trust | 411013.6 | 405927.47 | CORP | Long | |
N/A | N/A | Lloyds Banking Group plc | 9300000.0 | 10788548.38 | CORP | Long | |
N/A | N/A | N/A | 93060000.0 | -851817.1 | CORP | N/A | |
103304101 | 103304101 | Boyd Gaming Corp. | 44825.0 | 2806493.25 | CORP | Long | |
N/A | N/A | N/A | 11330000.0 | -74816.27 | CORP | N/A | |
N/A | N/A | Traton Finance Luxembourg SA | 7900000.0 | 8334070.71 | CORP | Long | |
827551AS1 | 827551AS1 | Silver Creek CLO Ltd. | 500000.0 | 501190.5 | CORP | Long | |
N/A | N/A | N/A | -854616000.0 | -0.48 | CORP | N/A | |
N/A | N/A | N/A | -21116000.0 | -21.84 | CORP | N/A | |
61691DAN7 | 61691DAN7 | Morgan Stanley Capital I Trust | 7057000.0 | 4215431.2 | CORP | Long | |
N/A | N/A | Barclays Bank plc | 971789.0 | 1072806.47 | CORP | Long | |
N/A | N/A | N/A | 53774500000.0 | -525804.82 | CORP | N/A | |
161175CM4 | 161175CM4 | Charter Communications Operating LLC | 22421000.0 | 22921638.51 | CORP | Long | |
130685WB2 | 130685WB2 | California State Public Works Board | 6820000.0 | 8426301.16 | MUN | Long | |
N/A | N/A | N/A | 1.0 | 888490.61 | MUN | N/A | |
N/A | N/A | N/A | 1.0 | -61817.18 | MUN | N/A | |
N/A | N/A | N/A | 19313364.7 | -29017.2 | MUN | N/A | |
575718AE1 | 575718AE1 | Massachusetts Institute of Technology | 8375000.0 | 7757626.91 | CORP | Long | |
N/A | N/A | Orion Group HoldCo, LLC | 1520396.33 | 1501391.38 | CORP | Long | |
74924VAD1 | 74924VAD1 | RASC Series Trust | 2598322.1642 | 2147737.24 | CORP | Long | |
55660AAG7 | 55660AAG7 | Madison Avenue Manufactured Housing Contract Trust | 304199.0 | 304339.94 | CORP | Long | |
N/A | N/A | Last Mile Securities PE DAC | 938806.74 | 992265.97 | CORP | Long | |
N/A | N/A | N/A | 980000.0 | 16118.12 | CORP | N/A | |
92915CAW4 | 92915CAW4 | Voya CLO Ltd. | 1085000.0 | 1025991.73 | CORP | Long | |
92915UAJ3 | 92915UAJ3 | Voya CLO Ltd. | 750000.0 | 749935.58 | CORP | Long | |
N/A | N/A | N/A | 48004000000.0 | -2775334.78 | CORP | N/A | |
3132A5JX4 | 3132A5JX4 | Federal Home Loan Mortgage Corp. | 68158.9625 | 65623.24 | USGSE | Long | |
64830RAN2 | 64830RAN2 | New Residential Mortgage Loan Trust | 6607470.0 | 5566478.3 | CORP | Long | |
N/A | N/A | AutoFlorence SRL | 887000.0 | 986428.22 | CORP | Long | |
25259KAA8 | 25259KAA8 | Olympus Water US Holding Corp. | 28566000.0 | 30319752.44 | CORP | Long | |
N/A | N/A | Sultanate of Oman | 8992000.0 | 9160600.0 | NUSS | Long | |
55821KAG1 | 55821KAG1 | Madison Park Funding XXXVIII Ltd. | 250000.0 | 247533.85 | CORP | Long | |
N/A | N/A | N/A | 472100000.0 | 5066740.99 | CORP | N/A | |
05538UAJ2 | 05538UAJ2 | BB-UBS Trust | 2313000.0 | 1976186.03 | CORP | Long | |
036752AB9 | 036752AB9 | Elevance Health, Inc. | 3402000.0 | 3299885.02 | CORP | Long | |
404119CH0 | 404119CH0 | HCA, Inc. | 5492000.0 | 5206055.23 | CORP | Long | |
345397D67 | 345397D67 | Ford Motor Credit Co. LLC | 15405000.0 | 16597892.18 | CORP | Long | |
N/A | N/A | DBS Group Holdings Ltd. | 1332000.0 | 1282716.0 | CORP | Long | |
381013101 | 381013101 | Golden Entertainment, Inc. | 79939.0 | 3191964.27 | CORP | Long | |
3137H37F3 | 3137H37F3 | Federal Home Loan Mortgage Corp. | 43251352.02 | 6019359.86 | USGSE | Long | |
83614VAJ4 | 83614VAJ4 | Sound Point CLO XXIX Ltd. | 345000.0 | 334168.38 | CORP | Long | |
28470RAH5 | 28470RAH5 | Caesars Entertainment, Inc. | 5980000.0 | 5996259.62 | CORP | Long | |
N/A | N/A | Last Mile Logistics Pan Euro Finance DAC | 1843919.03 | 1986337.1 | CORP | Long | |
N/A | N/A | N/A | -202835000.0 | 0.0 | CORP | N/A | |
00971BAC4 | 00971BAC4 | Ajax Mortgage Loan Trust | 1820840.0 | 1443858.2 | CORP | Long | |
N/A | N/A | Global Switch Holdings Ltd. | 5736000.0 | 6154422.09 | CORP | Long | |
N/A | N/A | N/A | -63394360.0 | -1824454.61 | CORP | N/A | |
N/A | N/A | N/A | 16550000.0 | -192922.36 | CORP | N/A | |
N/A | N/A | Viterra Finance BV | 13300000.0 | 13851092.4 | CORP | Long | |
98310WAS7 | 98310WAS7 | Travel + Leisure Co. | 90000.0 | 90788.07 | CORP | Long | |
00166FAJ5 | 00166FAJ5 | ALM Ltd. | 500000.0 | 499759.75 | CORP | Long | |
N/A | N/A | N/A | 14970000.0 | 30833.37 | CORP | N/A | |
06738ECN3 | 06738ECN3 | Barclays plc | 56930000.0 | 59136037.5 | CORP | Long | |
N/A | N/A | N/A | 281976697.0 | 2127944.77 | CORP | N/A | |
N/A | N/A | IMCD NV | 6945000.0 | 7320203.38 | CORP | Long | |
N/A | N/A | N/A | -23520000.0 | -40177.27 | CORP | N/A | |
41162DAA7 | 41162DAA7 | HarborView Mortgage Loan Trust | 10738315.2961 | 8524649.18 | CORP | Long | |
N/A | N/A | N/A | -63393329.0 | -4372894.95 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 204355.84 | CORP | N/A | |
N/A | N/A | Relativity Space, Inc., Series E | 256663.0 | 5138393.26 | CORP | Long | |
N/A | N/A | Aqueduct European CLO DAC | 2518000.0 | 2753251.51 | CORP | Long | |
21H060614 | 21H060614 | Government National Mortgage Association | -233475000.0 | -237387529.69 | USGA | Short | |
N/A | N/A | AutoFlorence SRL | 130217.62 | 140288.84 | CORP | Long | |
721327AA2 | 721327AA2 | Pikes Peak CLO 1 | 2250000.0 | 2251013.18 | CORP | Long | |
09626YAN0 | 09626YAN0 | BlueMountain CLO Ltd. | 3204318.031 | 3205817.33 | CORP | Long | |
N/A | N/A | N/A | 35250000.0 | 11000.58 | CORP | N/A | |
N/A | N/A | Lt Autorahoitus IV DAC | 2016315.17 | 2231148.7 | CORP | Long | |
009692AB0 | 009692AB0 | Ajax Mortgage Loan Trust | 2666600.0 | 2274199.14 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 3200000.0 | 3656141.09 | CORP | Long | |
N/A | N/A | Red & Black Auto Germany 8 UG | 66532.79 | 72177.1 | CORP | Long | |
N/A | N/A | SoftBank Group Corp. | 5081000.0 | 5628398.19 | CORP | Long | |
N/A | N/A | Avoca CLO XVIII DAC | 150000.0 | 161893.46 | CORP | Long | |
404119BS7 | 404119BS7 | HCA, Inc. | 8225000.0 | 8294953.38 | CORP | Long | |
23340DAR3 | 23340DAR3 | Cushman & Wakefield U.S. Borrower LLC | 1000000.0 | 997500.0 | CORP | Long | |
N/A | N/A | Playstudios, Inc. | 1145983.0 | 3105613.93 | CORP | Long | |
12552MAJ7 | 12552MAJ7 | CIFC Funding Ltd. | 1050000.0 | 1042461.95 | CORP | Long | |
N/A | N/A | N/A | 96480000.0 | 80685.85 | CORP | N/A | |
N/A | N/A | Holland Park CLO DAC | 625000.0 | 681766.4 | CORP | Long | |
N/A | N/A | N/A | 44314642.53999999 | -2302278.48 | CORP | N/A | |
N/A | N/A | SC Germany SA Compartment Consumer | 545284.96 | 600269.18 | CORP | Long | |
125039AJ6 | 125039AJ6 | CD Mortgage Trust | 1143000.0 | 942987.69 | CORP | Long | |
N/A | N/A | JPMorgan Chase & Co. | 14100000.0 | 14695261.33 | CORP | Long | |
N/A | N/A | Mortimer BTL plc | 1614804.84 | 2048608.11 | CORP | Long | |
55285DAB7 | 55285DAB7 | M6 ETX Holdings II Midco LLC | 994962.22 | 995897.48 | CORP | Long | |
91822QVX2 | 91822QVX2 | Republic of Uzbekistan International Bond | 4062000.0 | 4242251.25 | NUSS | Long | |
01751EAG3 | 01751EAG3 | Allegro CLO II-S Ltd. | 2740000.0 | 2737629.08 | CORP | Long | |
38141GYA6 | 38141GYA6 | Goldman Sachs Group, Inc. (The) | 7186000.0 | 6626121.78 | CORP | Long | |
40412C101 | 40412C101 | HCA Healthcare, Inc. | 35033.0 | 9482732.44 | CORP | Long | |
N/A | N/A | CML Lake Tahoe Resort Hotel | 19244999.98 | 18507142.83 | CORP | Long | |
89114TZT2 | 89114TZT2 | Toronto-Dominion Bank (The) | 1414000.0 | 1335097.16 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 860594.35 | CORP | N/A | |
92343VGH1 | 92343VGH1 | Verizon Communications, Inc. | 8000000.0 | 7236835.84 | CORP | Long | |
3133A2LM0 | 3133A2LM0 | Federal Home Loan Mortgage Corp. | 313068.2294 | 300714.4 | USGSE | Long | |
N/A | N/A | EURO Parfums | 10561000.0 | 10323377.5 | CORP | Long | |
38411JAA9 | 38411JAA9 | Gracie Point International Funding | 10602432.46 | 10636490.65 | CORP | Long | |
N/A | N/A | N/A | 1215000.0 | -126625.27 | CORP | N/A | |
82481LAD1 | 82481LAD1 | Shire Acquisitions Investments Ireland DAC | 6000000.0 | 5772066.6 | CORP | Long | |
87264ACS2 | 87264ACS2 | T-Mobile USA, Inc. | 8314000.0 | 7461343.93 | CORP | Long | |
75888ABJ4 | 75888ABJ4 | Regatta VII Funding Ltd. | 250000.0 | 248919.35 | CORP | Long | |
3140X9PE9 | 3140X9PE9 | Federal National Mortgage Association | 6584349.818 | 6303512.09 | USGSE | Long | |
91159HJN1 | 91159HJN1 | US Bancorp | 8225000.0 | 8484286.05 | CORP | Long | |
986252AU8 | 986252AU8 | Generate CLO 4 Ltd. | 2750000.0 | 2729757.53 | CORP | Long | |
N/A | N/A | N/A | 7397809.0 | 78818.28 | CORP | N/A | |
23242GAZ7 | 23242GAZ7 | Alternative Loan Trust | 9395596.2 | 6705852.17 | CORP | Long | |
N/A | N/A | Ashland Services BV | 5590000.0 | 5722702.13 | CORP | Long | |
N/A | N/A | N/A | 81936621.0 | 1697665.94 | CORP | N/A | |
402512AA5 | 402512AA5 | RRX 3 Ltd. | 1000000.0 | 998906.0 | CORP | Long | |
83012JAA8 | 83012JAA8 | Sixth Street CLO XVIII Ltd. | 4000000.0 | 3889255.2 | CORP | Long | |
N/A | N/A | Lloyds Banking Group plc | 6659000.0 | 8267277.0 | CORP | Long | |
03522AAH3 | 03522AAH3 | Anheuser-Busch Cos. LLC | 4602000.0 | 4586984.64 | CORP | Long | |
58407HAA7 | 58407HAA7 | Medco Maple Tree Pte. Ltd. | 7533000.0 | 7674243.75 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -205750.01 | CORP | N/A | |
N/A | N/A | Netflix, Inc. | 11800000.0 | 13174331.75 | CORP | Long | |
31418DJT0 | 31418DJT0 | Federal National Mortgage Association | 130152.9741 | 124599.81 | USGSE | Long | |
760759BB5 | 760759BB5 | Republic Services, Inc. | 11493000.0 | 11707339.51 | CORP | Long | |
N/A | N/A | INEOS Finance plc | 4540000.0 | 5130966.41 | CORP | Long | |
87264ABD6 | 87264ABD6 | T-Mobile USA, Inc. | 8000000.0 | 7759414.16 | CORP | Long | |
26244QAQ6 | 26244QAQ6 | Dryden 49 Senior Loan Fund | 1000000.0 | 996926.0 | CORP | Long | |
N/A | N/A | Graphic Packaging International LLC | 1246000.0 | 1266791.99 | CORP | Long | |
92259LAR9 | 92259LAR9 | Velocity Commercial Capital Loan Trust | 906328.94 | 683601.05 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1500060.84 | CORP | N/A | |
N/A | N/A | Iccrea Banca SpA | 33040000.0 | 37470116.16 | CORP | Long | |
N/A | N/A | N/A | -925.0 | -115625.0 | CORP | N/A | |
698299BV5 | 698299BV5 | Republic of Panama | 11805000.0 | 11022918.75 | NUSS | Long | |
210518DV5 | 210518DV5 | Consumers Energy Co. | 21478000.0 | 21852971.3 | CORP | Long | |
3140Q8WM3 | 3140Q8WM3 | Federal National Mortgage Association | 87685.6899 | 84200.95 | USGSE | Long | |
N/A | N/A | Volkswagen Financial Services NV | 26400000.0 | 34082156.36 | CORP | Long | |
52604DAD4 | 52604DAD4 | Lendmark Funding Trust | 1420000.0 | 1143144.73 | CORP | Long | |
05526QAN6 | 05526QAN6 | BAMLL Commercial Mortgage Securities Trust | 4751000.0 | 4216960.04 | CORP | Long | |
23245FAE3 | 23245FAE3 | Alternative Loan Trust | 4190894.01 | 3389129.47 | CORP | Long | |
3131Y3DA1 | 3131Y3DA1 | Federal Home Loan Mortgage Corp. | 2844164.632 | 2733945.37 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -2332695.69 | USGSE | N/A | |
N/A | N/A | Homes by West Bay LLC | 28500000.0 | 26932500.0 | CORP | Long | |
55820YAA5 | 55820YAA5 | Madison Park Funding XXVII Ltd. | 1874171.0 | 1873271.96 | CORP | Long | |
N/A | N/A | Banco Bilbao Vizcaya Argentaria SA | 10000000.0 | 10955379.01 | CORP | Long | |
92332YAA9 | 92332YAA9 | Venture Global LNG, Inc. | 12079000.0 | 12198545.86 | CORP | Long | |
464287390 | 464287390 | iShares Trust | 536067.0 | 15578107.02 | RF | Long | |
279158AK5 | 279158AK5 | Ecopetrol SA | 8332000.0 | 8108077.5 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | 95952.74 | NUSS | N/A | |
N/A | N/A | OAK Hill European Credit Partners VI DAC | 450000.0 | 485986.85 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1416234.51 | CORP | N/A | |
36242DXG3 | 36242DXG3 | GSMPS Mortgage Loan Trust | 2661368.42 | 2359128.78 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1153281.56 | CORP | N/A | |
06051GKA6 | 06051GKA6 | Bank of America Corp. | 12420000.0 | 10141392.02 | CORP | Long | |
126685AB2 | 126685AB2 | CWHEQ Revolving Home Equity Loan Trust | 366306.99 | 364568.64 | CORP | Long | |
N/A | N/A | Electricite de France SA | 10300000.0 | 11273465.64 | NUSS | Long | |
57582RR99 | 57582RR99 | Commonwealth of Massachusetts | 7795000.0 | 8516456.17 | MUN | Long | |
3131XXPZ8 | 3131XXPZ8 | Federal Home Loan Mortgage Corp. | 5771123.4723 | 5563609.28 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -737809.21 | USGSE | N/A | |
N/A | N/A | N/A | -270022500.0 | -6933409.87 | USGSE | N/A | |
87250FAL4 | 87250FAL4 | TICP CLO XII Ltd. | 1000000.0 | 999574.6 | CORP | Long | |
N/A | N/A | BNP Paribas SA | 734000.0 | 735019.53 | CORP | Long | |
50077LAV8 | 50077LAV8 | Kraft Heinz Foods Co. | 6225000.0 | 5947588.73 | CORP | Long | |
N/A | N/A | TUI Cruises GmbH | 1098000.0 | 1193955.04 | CORP | Long | |
87724RAB8 | 87724RAB8 | Taylor Morrison Communities, Inc. | 914000.0 | 918192.57 | CORP | Long | |
31329QWF4 | 31329QWF4 | Federal Home Loan Mortgage Corp. | 22365.6498 | 21485.35 | USGSE | Long | |
05492VAH8 | 05492VAH8 | BBCMS Mortgage Trust | 2706000.0 | 146623.26 | CORP | Long | |
N/A | N/A | Credit Suisse AG | 27677000.0 | 26528225.92 | CORP | Long | |
00PAZ62Z1 | 00PAZ62Z1 | N/A | -2000.0 | -164000.0 | CORP | N/A | |
N/A | N/A | Ukraine | 12895000.0 | 5735696.0 | NUSS | Long | |
10373QAZ3 | 10373QAZ3 | BP Capital Markets America, Inc. | 5000000.0 | 4847468.0 | CORP | Long | |
83611MBW7 | 83611MBW7 | Soundview Home Loan Trust | 97978.67 | 84009.47 | CORP | Long | |
N/A | N/A | Romania | 6688000.0 | 6390396.33 | NUSS | Long | |
31423XQP9 | 31423XQP9 | Federal National Mortgage Association | 28739679.84 | 5096605.73 | USGSE | Long | |
05875CAB0 | 05875CAB0 | Bally's Corp. | 30919090.0 | 29230289.3 | CORP | Long | |
N/A | N/A | JumpCloud, Inc. | 297096.0 | 769478.64 | CORP | Long | |
N/A | N/A | Kookmin Bank | 1000000.0 | 983437.5 | CORP | Long | |
N/A | N/A | Kaixo Bondco Telecom SA | 3163000.0 | 3256097.76 | CORP | Long | |
N/A | N/A | Avoca CLO XV DAC | 1760000.0 | 1657291.04 | CORP | Long | |
N/A | N/A | N/A | -500674900.0 | -2334493.81 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -45243.32 | CORP | N/A | |
N/A | N/A | N/A | 35090000.0 | 359992.36 | CORP | N/A | |
N/A | N/A | N/A | 551110150.0 | -5907971.87 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 307365.51 | CORP | N/A | |
N/A | N/A | Danske Bank A/S | 8000000.0 | 9304485.11 | CORP | Long | |
N/A | N/A | Electricite de France SA | 11000000.0 | 12162379.21 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -70163.16 | NUSS | N/A | |
N/A | N/A | Federal Republic of Germany | 19480000.0 | 19370838.16 | NUSS | Long | |
N/A | N/A | FT Santander Consumer Spain Auto | 92664.2806 | 101575.54 | CORP | Long | |
N/A | N/A | ADLER Group SA | 957493.0 | 560222.93 | CORP | Long | |
N/A | N/A | United Group BV | 4978000.0 | 5181617.2 | CORP | Long | |
N/A | N/A | N/A | 12594978.33822 | -953185.68 | CORP | N/A | |
62544HAS4 | 62544HAS4 | Multi Security Asset Trust LP Commercial Mortgage-Backed Securities Pass-Through | 2024159.02 | 1342280.57 | CORP | Long | |
N/A | N/A | Telefonica Europe BV | 2400000.0 | 2826041.35 | CORP | Long | |
92260AAA7 | 92260AAA7 | Velocity Commercial Capital Loan Trust | 8516761.17 | 8410142.39 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 172747.26 | CORP | N/A | |
N/A | N/A | N/A | 18619669.0 | 507608.99 | CORP | N/A | |
12659EAC2 | 12659EAC2 | CP Iris Holdco I, Inc. | 1713961.84 | 1708957.07 | CORP | Long | |
N/A | N/A | Arkema SA | -20000000.0 | -19289848.24 | CORP | Short | |
N/A | N/A | Kingdom of Bahrain | 4986000.0 | 4569980.63 | NUSS | Long | |
06051GJB6 | 06051GJB6 | Bank of America Corp. | 4150000.0 | 3576427.79 | CORP | Long | |
N/A | N/A | BYD Co. Ltd. | 184981.0 | 5102633.38 | CORP | Long | |
N/A | N/A | N/A | 1126054876.0 | 5821331.8 | CORP | N/A | |
N/A | N/A | CML Trigrams | 48970175.7 | 48849287.92 | CORP | Long | |
N/A | N/A | N/A | 278159479.0 | 15988326.52 | CORP | N/A | |
95000U3G6 | 95000U3G6 | Wells Fargo & Co. | 43924000.0 | 46292462.46 | CORP | Long | |
12551MAA7 | 12551MAA7 | CIFC Funding Ltd. | 16226127.621 | 16239656.97 | CORP | Long | |
05606GAN1 | 05606GAN1 | BX Trust | 10095000.0 | 9192150.65 | CORP | Long | |
46647KAG2 | 46647KAG2 | Jack Ohio Finance LLC | 6042923.56 | 5937172.4 | CORP | Long | |
20338QAA1 | 20338QAA1 | CommScope, Inc. | -4195000.0 | -2214960.0 | CORP | Short | |
N/A | N/A | N/A | 31275920000.0 | -606075.4 | CORP | N/A | |
07326FAE8 | 07326FAE8 | Bayview Commercial Asset Trust | 8708842.47 | 7429390.72 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 243810.58 | CORP | N/A | |
N/A | N/A | N/A | 19207870000.0 | 137051.97 | CORP | N/A | |
56585A102 | 56585A102 | Marathon Petroleum Corp. | 90673.0 | 13452246.28 | CORP | Long | |
N/A | N/A | VZ Vendor Financing II BV | 16609000.0 | 16066486.73 | CORP | Long | |
N/A | N/A | Casino Guichard Perrachon SA | 9500000.0 | 34831.17 | CORP | Long | |
00166FAG1 | 00166FAG1 | ALM Ltd. | 12790000.0 | 12796545.92 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 37321.29 | CORP | N/A | |
38383FDA8 | 38383FDA8 | Government National Mortgage Association | 27252635.5118 | 4739791.99 | USGA | Long | |
61764XAA3 | 61764XAA3 | Morgan Stanley Bank of America Merrill Lynch Trust | 15696000.0 | 50953.92 | CORP | Long | |
87332PAA8 | 87332PAA8 | TYSN Mortgage Trust | 4360000.0 | 4537910.67 | CORP | Long | |
N/A | N/A | N/A | 150.0 | 219000.0 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 381150.28 | CORP | N/A | |
N/A | N/A | Tesco Property Finance 4 plc | 3045166.785 | 3959635.81 | CORP | Long | |
N/A | N/A | N/A | 575421.0 | 59361.02 | CORP | N/A | |
15034AAG0 | 15034AAG0 | Cedar Funding XIV CLO Ltd. | 13750000.0 | 13479518.25 | CORP | Long | |
3136BCVU1 | 3136BCVU1 | Federal National Mortgage Association | 109138027.32 | 21781658.35 | USGSE | Long | |
437076BY7 | 437076BY7 | Home Depot, Inc. (The) | 16735000.0 | 15728521.29 | CORP | Long | |
03764DAH4 | 03764DAH4 | Apidos CLO XII | 21693294.27 | 21724317.85 | CORP | Long | |
N/A | N/A | Republic of Colombia | 1296000.0 | 1412634.91 | NUSS | Long | |
000000000 | 000000000 | N/A | -22639862.0 | -9304052.62999999 | NUSS | N/A | |
N/A | N/A | N/A | 1000596360.0 | -8388874.31 | NUSS | N/A | |
01449NAA4 | 01449NAA4 | Alen Mortgage Trust | 2178000.0 | 1956379.13 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 1058784.89 | CORP | N/A | |
N/A | N/A | Air France-KLM | 2000000.0 | 2500133.23 | CORP | Long | |
N/A | N/A | Cooperatieve Rabobank UA | 15800000.0 | 18005974.26 | CORP | Long | |
N/A | N/A | N/A | 1500000000.0 | 31371.81 | CORP | N/A | |
N/A | N/A | Aroundtown SA | 4476000.0 | 2473262.03 | CORP | Long | |
404280DS5 | 404280DS5 | HSBC Holdings plc | 1616000.0 | 1867437.69 | CORP | Long | |
N/A | N/A | Last Mile Logistics Pan Euro Finance DAC | 1125207.24 | 1191624.8 | CORP | Long | |
36264KAX8 | 36264KAX8 | GS Mortgage Securities Trust | 31837397.44 | 2628470.06 | CORP | Long | |
55282MAJ3 | 55282MAJ3 | MAD Mortgage Trust | 2925000.0 | 2159753.6 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -124557.01 | CORP | N/A | |
N/A | N/A | Transurban Finance Co. Pty. Ltd. | 3430000.0 | 3985561.91 | CORP | Long | |
466330AQ0 | 466330AQ0 | JPMorgan Chase Commercial Mortgage Securities Trust | 5050000.0 | 4884048.42 | CORP | Long | |
12653VAL0 | 12653VAL0 | Credit Suisse Mortgage Capital Certificates | 14857037.53 | 14707655.96 | CORP | Long | |
3131XWNC3 | 3131XWNC3 | Federal Home Loan Mortgage Corp. | 4060407.2794 | 3913974.82 | USGSE | Long | |
31556PAB3 | 31556PAB3 | Fertitta Entertainment LLC | 15425051.87 | 15421812.61 | CORP | Long | |
N/A | N/A | Agps Bondco plc | 14200000.0 | 5000672.71 | CORP | Long | |
693304AX5 | 693304AX5 | PECO Energy Co. | 5725000.0 | 4069498.66 | CORP | Long | |
3140X7AL3 | 3140X7AL3 | Federal National Mortgage Association | 1655499.7592 | 1588131.08 | USGSE | Long | |
N/A | N/A | N/A | 987102.0 | 1471683.69 | USGSE | N/A | |
3133KH4E3 | 3133KH4E3 | Federal Home Loan Mortgage Corp. | 1692567.0132 | 1618089.41 | USGSE | Long | |
N/A | N/A | Vmed O2 UK Financing I plc | 16822000.0 | 18949510.94 | CORP | Long | |
N/A | N/A | Metinvest BV | 5915000.0 | 3785600.0 | CORP | Long | |
78449UAD0 | 78449UAD0 | SMB Private Education Loan Trust | 5930000.0 | 5094866.83 | CORP | Long | |
09857L108 | 09857L108 | Booking Holdings, Inc. | 238.0 | 844238.36 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -225504.66 | CORP | N/A | |
N/A | N/A | Realty Income Corp. | 6300000.0 | 7675480.63 | CORP | Long | |
54251TAD1 | 54251TAD1 | Long Beach Mortgage Loan Trust | 18419654.5508 | 7186768.99 | CORP | Long | |
N/A | N/A | ADLER Group SA | 2500000.0 | 2692727.24 | CORP | Long | |
46137V357 | 46137V357 | Invesco S&P 500 Equal Weight ETF | 318991.0 | 50336779.8 | RF | Long | |
N/A | N/A | Luye Pharma Group Ltd. | 8084000.0 | 7761056.57 | CORP | Long | |
N/A | N/A | N/A | 28610000.0 | 343584.14 | CORP | N/A | |
N/A | N/A | N/A | 1868182.0 | 952.1 | CORP | N/A | |
55820YAE7 | 55820YAE7 | Madison Park Funding XXVII Ltd. | 2125000.0 | 2079203.7 | CORP | Long | |
N/A | N/A | N/A | 111428700.0 | 14965454.23 | CORP | N/A | |
N/A | N/A | N/A | 1345.0 | 1068222.55 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -143135.25 | CORP | N/A | |
14315JAQ2 | 14315JAQ2 | Carlyle US CLO Ltd. | 5145172.12 | 5138093.39 | CORP | Long | |
10554NAB4 | 10554NAB4 | Braskem Idesa SAPI | 9353000.0 | 5285567.36 | CORP | Long | |
N/A | N/A | N/A | 16303000.0 | -258623.22 | CORP | N/A | |
12593PAX0 | 12593PAX0 | Commercial Mortgage Trust | 13921886.8874 | 136196.43 | CORP | Long | |
858119BK5 | 858119BK5 | Steel Dynamics, Inc. | 16450000.0 | 15183772.27 | CORP | Long | |
N/A | N/A | N/A | 990000.0 | -1561.25 | CORP | N/A | |
N/A | N/A | Banca Monte dei Paschi di Siena SpA | 8755000.0 | 9876554.25 | NUSS | Long | |
62482R107 | 62482R107 | Mr Cooper Group, Inc. | 112359.0 | 7316818.08 | CORP | Long | |
67102SAL8 | 67102SAL8 | OCP CLO Ltd. | 2736106.54 | 2735041.65 | CORP | Long | |
N/A | N/A | Boels Topholding BV | 3652000.0 | 4203308.14 | CORP | Long | |
N/A | N/A | N/A | 15195000.0 | 50079.79 | CORP | N/A | |
3136BDXZ6 | 3136BDXZ6 | Federal National Mortgage Association | 27544269.495 | 4804147.54 | USGSE | Long | |
N/A | N/A | Nassa Topco A/S | 3200000.0 | 3500238.62 | CORP | Long | |
009695AE7 | 009695AE7 | Ajax Mortgage Loan Trust | 7078208.0 | 5661785.67 | CORP | Long | |
N/A | N/A | Heathrow Finance plc | 5212000.0 | 6120302.08 | CORP | Long | |
539439AG4 | 539439AG4 | Lloyds Banking Group plc | 3359000.0 | 3325082.06 | CORP | Long | |
816851109 | 816851109 | Sempra | 10162.0 | 759406.26 | CORP | Long | |
290015AS5 | 290015AS5 | Elmwood CLO I Ltd. | 6750000.0 | 6678841.5 | CORP | Long | |
N/A | N/A | N/A | -20484155.0 | -424416.48 | CORP | N/A | |
N/A | N/A | ABN AMRO Bank NV | 5600000.0 | 7190918.6 | CORP | Long | |
670859AE7 | 670859AE7 | OCP CLO Ltd. | 2500000.0 | 2499203.5 | CORP | Long | |
N/A | N/A | N/A | 400985802.0 | -18856266.91 | CORP | N/A | |
12549FBM0 | 12549FBM0 | CIFC Funding 2013-IV Ltd. | 5058987.0 | 5052348.09 | CORP | Long | |
06427DAA1 | 06427DAA1 | Bank of America Merrill Lynch Commercial Mortgage Trust | 12290000.0 | 407654.38 | CORP | Long | |
N/A | N/A | Kasikornbank PCL | 906000.0 | 833610.6 | CORP | Long | |
3140X5M83 | 3140X5M83 | Federal National Mortgage Association | 488971.661 | 469897.37 | USGSE | Long | |
10010YAA0 | 10010YAA0 | Turkish Airlines Pass-Through Trust | 4262888.0548 | 3963262.02 | CORP | Long | |
N/A | N/A | N/A | 880000.0 | -21389.37 | CORP | N/A | |
00CAR91R7 | 00CAR91R7 | N/A | 350.0 | 96775.0 | CORP | N/A | |
N/A | N/A | BNP Paribas SA | 1983265.0 | 1532597.78 | CORP | Long | |
89624XAA4 | 89624XAA4 | Trimaran CAVU Ltd. | 3000000.0 | 2992024.5 | CORP | Long | |
35906ABG2 | 35906ABG2 | Frontier Communications Holdings LLC | 1335000.0 | 1193760.87 | CORP | Long | |
N/A | N/A | BL Consumer Credit | 528000.0 | 581813.68 | CORP | Long | |
N/A | N/A | UBS Group AG | 49000000.0 | 50506549.35 | CORP | Long | |
038461AM1 | 038461AM1 | Arab Republic of Egypt | 2987000.0 | 1853806.88 | NUSS | Long | |
126694E95 | 126694E95 | CHL Mortgage Pass-Through Trust | 26610160.6935 | 8102762.0 | CORP | Long | |
75907UAC3 | 75907UAC3 | Regional Management Issuance Trust | 1339000.0 | 1109096.24 | CORP | Long | |
731011AW2 | 731011AW2 | Republic of Poland | 8829000.0 | 9185779.89 | NUSS | Long | |
87901JAJ4 | 87901JAJ4 | TEGNA, Inc. | 1083000.0 | 1011597.81 | CORP | Long | |
N/A | N/A | Amynta Agency Borrower, Inc. | 552000.0 | 551922.72 | CORP | Long | |
N/A | N/A | N/A | 14549621.0 | -115567.59 | CORP | N/A | |
14879EAE8 | 14879EAE8 | Catalent Pharma Solutions, Inc. | 3460000.0 | 3342955.57 | CORP | Long | |
N/A | N/A | N/A | 268512222.0 | 117392.27 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 186475.37 | CORP | N/A | |
N/A | N/A | Azzurra Aeroporti SpA | 34146000.0 | 37277056.9 | CORP | Long | |
23305JAN2 | 23305JAN2 | DBUBS Mortgage Trust | 2070000.0 | 1453191.75 | CORP | Long | |
056083AL2 | 056083AL2 | BXP Trust | 1520000.0 | 1307901.02 | CORP | Long | |
N/A | N/A | Ukraine | 27200000.0 | 6324000.0 | NUSS | Long | |
N/A | N/A | UniCredit SpA | 2500000.0 | 2837869.07 | CORP | Long | |
N/A | N/A | N/A | 1620000.0 | -34042.82 | CORP | N/A | |
N/A | N/A | N/A | 426986400.0 | 5893986.44 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -412629.37 | CORP | N/A | |
44421MAN0 | 44421MAN0 | Hudson Yards Mortgage Trust | 6662504.0 | 4756346.28 | CORP | Long | |
335934AR6 | 335934AR6 | First Quantum Minerals Ltd. | 4645000.0 | 4158157.55 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -322520.61 | CORP | N/A | |
009695AC1 | 009695AC1 | Ajax Mortgage Loan Trust | 1442964.0 | 1228776.92 | CORP | Long | |
3140X6NK3 | 3140X6NK3 | Federal National Mortgage Association | 75236.0532 | 72438.6 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | 378240.98 | USGSE | N/A | |
N/A | N/A | N/A | 960000.0 | -65204.6 | USGSE | N/A | |
N/A | N/A | N/A | 1000.0 | 9056.26 | USGSE | N/A | |
203372AX5 | 203372AX5 | CommScope, Inc. | 1335000.0 | 896326.4 | CORP | Long | |
N/A | N/A | Commerzbank AG | 3500000.0 | 4111882.56 | CORP | Long | |
N/A | N/A | Volvo Treasury AB | 10134000.0 | 11055104.39 | CORP | Long | |
76042UAD5 | 76042UAD5 | Republic Finance Issuance Trust | 2860000.0 | 2419236.53 | CORP | Long | |
17314DAA4 | 17314DAA4 | Citicorp Mortgage Securities Trust | 4059558.27 | 3177985.41 | CORP | Long | |
14732FAA0 | 14732FAA0 | Cascade MH Asset Trust | 16256484.68 | 15568474.48 | CORP | Long | |
N/A | N/A | Trafford Centre Finance Ltd. (The) | 3400000.0 | 3043553.51 | CORP | Long | |
N/A | N/A | Q-Park Holding I BV | 1488000.0 | 1513743.83 | CORP | Long | |
12547DAC0 | 12547DAC0 | CIFC Funding Ltd. | 500000.0 | 497714.75 | CORP | Long | |
95040QAN4 | 95040QAN4 | Welltower OP LLC | 7945000.0 | 6985735.32 | CORP | Long | |
N/A | N/A | Cedacri Mergeco SpA | 1281000.0 | 1371028.07 | CORP | Long | |
26885BAM2 | 26885BAM2 | EQM Midstream Partners LP | 5525000.0 | 5692943.43 | CORP | Long | |
N/A | N/A | Hops Hill No. 3 plc | 6724307.21 | 8561675.65 | CORP | Long | |
12550MAL4 | 12550MAL4 | CIFC Funding Ltd. | 8750000.0 | 8650116.13 | CORP | Long | |
N/A | N/A | N/A | 6340000.0 | -442999.84 | CORP | N/A | |
N/A | N/A | Heidelberg Materials AG | 9075.0 | 811197.71 | CORP | Long | |
26875P101 | 26875P101 | EOG Resources, Inc. | 6053.0 | 732110.35 | CORP | Long | |
N/A | N/A | Bank Negara Indonesia Persero Tbk. PT | 1980000.0 | 1882980.0 | NUSS | Long | |
67087TCW9 | 67087TCW9 | Oakwood Mortgage Investors, Inc. | 1284530.49 | 667791.05 | CORP | Long | |
52604EAA8 | 52604EAA8 | Lendmark Funding Trust | 13585000.0 | 13554134.88 | CORP | Long | |
N/A | N/A | N/A | 4012000.0 | 361.16 | CORP | N/A | |
55821JAA7 | 55821JAA7 | Madison Park Funding LXIII Ltd. | 2250000.0 | 2257401.15 | CORP | Long | |
45174HBG1 | 45174HBG1 | iHeartCommunications, Inc. | 227000.0 | 174632.24 | CORP | Long | |
N/A | N/A | N/A | 13649.0 | 2989131.0 | CORP | N/A | |
N/A | N/A | Boels Topholding BV | 3017241.38 | 3328118.99 | CORP | Long | |
N/A | N/A | JPMorgan Securities plc | 1872499.0 | 2067145.27 | CORP | Long | |
36261PAV4 | 36261PAV4 | GS Mortgage Securities Trust | 15726896.56 | 579806.64 | CORP | Long | |
05874YAA5 | 05874YAA5 | Ballyrock CLO 14 Ltd. | 250000.0 | 250001.15 | CORP | Long | |
12659VAN0 | 12659VAN0 | CSMC Trust | 2564500.0 | 2489727.39 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 126945.03 | CORP | N/A | |
404119BU2 | 404119BU2 | HCA, Inc. | 20000000.0 | 19764309.2 | CORP | Long | |
45232UAE8 | 45232UAE8 | Lummus Technology Holdings V LLC | 994622.28 | 995119.59 | CORP | Long | |
61757MAC2 | 61757MAC2 | Morgan Stanley ABS Capital I, Inc. Trust | 747143.8753 | 683996.55 | CORP | Long | |
126650DN7 | 126650DN7 | CVS Health Corp. | 12450000.0 | 10284435.17 | CORP | Long | |
N/A | N/A | N/A | 2000.0 | 3000.0 | CORP | N/A | |
52520VAG8 | 52520VAG8 | Lehman Brothers Small Balance Commercial Mortgage Trust | 2219457.2 | 2108280.15 | CORP | Long | |
29290WAA5 | 29290WAA5 | Energian Israel Finance Ltd. | 4319967.0 | 4102618.66 | CORP | Long | |
07589LAC1 | 07589LAC1 | Becton Dickinson Euro Finance SARL | 16000000.0 | 16856910.24 | CORP | Long | |
N/A | N/A | TenneT Holding BV | 1600000.0 | 1600745.16 | NUSS | Long | |
N/A | N/A | Red & Black Auto Italy SRL | 422135.55 | 449544.55 | CORP | Long | |
N/A | N/A | Air France-KLM | 1800000.0 | 2116272.15 | CORP | Long | |
N/A | N/A | SK On Co. Ltd. | 645000.0 | 649179.6 | CORP | Long | |
N/A | N/A | Electricite de France SA | 1000000.0 | 1004594.5 | NUSS | Long | |
3140Q9R21 | 3140Q9R21 | Federal National Mortgage Association | 26645.2839 | 25616.0 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -203859.23 | USGSE | N/A | |
86360QAE5 | 86360QAE5 | Structured Asset Mortgage Investments II Trust | 4070233.96 | 3433550.46 | CORP | Long | |
N/A | N/A | Avoca CLO XV DAC | 3100000.0 | 1854514.56 | CORP | Long | |
N/A | N/A | Commerzbank AG | 5328000.0 | 5572132.78 | CORP | Long | |
75009MAA2 | 75009MAA2 | Rad CLO 16 Ltd. | 750000.0 | 751937.33 | CORP | Long | |
009723AB3 | 009723AB3 | Ajax Mortgage Loan Trust | 10911100.0 | 9961607.63 | CORP | Long | |
88033GDQ0 | 88033GDQ0 | Tenet Healthcare Corp. | 6609000.0 | 6682273.98 | CORP | Long | |
N/A | N/A | N/A | 153727100.0 | 27178898.16 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -91116.13 | CORP | N/A | |
37045V100 | 37045V100 | General Motors Co. | 110202.0 | 3958455.84 | CORP | Long | |
89613TAE8 | 89613TAE8 | Tricon American Homes Trust | 2360000.0 | 2295497.9 | CORP | Long | |
93934FKY7 | 93934FKY7 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | 1948680.56 | 1469956.59 | CORP | Long | |
N/A | N/A | RCI Banque SA | 4275000.0 | 4822589.79 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 606272.0 | CORP | N/A | |
482598AN9 | 482598AN9 | KNDL Mortgage Trust | 3676000.0 | 3623899.68 | CORP | Long | |
N/A | N/A | Hops Hill No. 1 plc | 99997.49 | 126898.8 | CORP | Long | |
55283FAE8 | 55283FAE8 | MFA Trust | 6050000.0 | 4659732.99 | CORP | Long | |
31423XPZ8 | 31423XPZ8 | Federal National Mortgage Association | 36165001.56 | 6001172.62 | USGSE | Long | |
23307EAC5 | 23307EAC5 | DBGS Mortgage Trust | 52590000.0 | 752681.23 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -729317.84 | CORP | N/A | |
N/A | N/A | Barclays Bank plc | 1146906.25 | 1146906.25 | CORP | Long | |
N/A | N/A | OP Mortgage Bank | 25030000.0 | 28106307.67 | CORP | Long | |
67590ABP6 | 67590ABP6 | Octagon Investment Partners XIV Ltd. | 4111645.1663 | 4106607.99 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -217822.5 | CORP | N/A | |
31418C5Z3 | 31418C5Z3 | Federal National Mortgage Association | 93824.7196 | 90200.22 | USGSE | Long | |
92552VAR1 | 92552VAR1 | Viasat, Inc. | 2643000.0 | 2074755.0 | CORP | Long | |
N/A | N/A | Element Materials Technology Group US Holdings, Inc. | 314994.03 | 311450.35 | CORP | Long | |
N/A | N/A | Republic of Cote d'Ivoire | 1660000.0 | 1530757.77 | NUSS | Long | |
3133A24M9 | 3133A24M9 | Federal Home Loan Mortgage Corp. | 759475.965 | 725704.74 | USGSE | Long | |
883556102 | 883556102 | Thermo Fisher Scientific, Inc. | 10000.0 | 5307900.0 | CORP | Long | |
3140JAQM3 | 3140JAQM3 | Federal National Mortgage Association | 23951.7454 | 23061.15 | USGSE | Long | |
03328TBC8 | 03328TBC8 | Anchorage Capital CLO 7 Ltd. | 8000000.0 | 8008958.4 | CORP | Long | |
N/A | N/A | Abu Dhabi Commercial Bank PJSC | 2345000.0 | 2473975.0 | CORP | Long | |
N/A | N/A | N/A | 1850000.0 | 77579.6 | CORP | N/A | |
N/A | N/A | N/A | 11060000.0 | -274502.79 | CORP | N/A | |
N/A | N/A | Rossini SARL | 1558000.0 | 1724253.98 | CORP | Long | |
N/A | N/A | N/A | 265757000.0 | 1917891.82 | CORP | N/A | |
38383CCM0 | 38383CCM0 | Government National Mortgage Association | 27802250.5542 | 4619938.9 | USGA | Long | |
N/A | N/A | N/A | 10720000.0 | 41479.36 | USGA | N/A | |
95003CBU3 | 95003CBU3 | Wells Fargo Commercial Mortgage Trust | 37675671.42 | 2831345.55 | CORP | Long | |
N/A | N/A | IMA Industria Macchine Automatiche SpA | 7872000.0 | 8088839.12 | CORP | Long | |
591555AE7 | 591555AE7 | Metinvest BV | 1200000.0 | 834000.0 | CORP | Long | |
N/A | N/A | Taurus UK DAC | 536062.75 | 663288.32 | CORP | Long | |
N/A | N/A | N/A | 246524800.0 | 4282807.27 | CORP | N/A | |
61690VAC2 | 61690VAC2 | Morgan Stanley Bank of America Merrill Lynch Trust | 18660000.0 | 390740.21 | CORP | Long | |
N/A | N/A | Canada Square Funding plc | 382000.0 | 482246.77 | CORP | Long | |
14314LAC9 | 14314LAC9 | Carlyle Global Market Strategies CLO Ltd. | 3683320.5836 | 3680590.51 | CORP | Long | |
15118JAA3 | 15118JAA3 | Cellnex Finance Co. SA | 600000.0 | 464742.0 | CORP | Long | |
683712103 | 683712103 | Opendoor Technologies, Inc. | 1367000.0 | 6124160.0 | CORP | Long | |
704723113 | 704723113 | N/A | 111845.0 | 1.12 | CORP | N/A | |
N/A | N/A | N/A | 1675000.0 | -10382.22 | CORP | N/A | |
3140J9V65 | 3140J9V65 | Federal National Mortgage Association | 101453264.4923 | 98282967.66 | USGSE | Long | |
3136BGHY0 | 3136BGHY0 | Federal National Mortgage Association | 53249004.59 | 10026004.8 | USGSE | Long | |
N/A | N/A | Thames Water Kemble Finance plc | 3147000.0 | 1980535.01 | CORP | Long | |
N/A | N/A | United Group BV | 2108000.0 | 2199134.64 | CORP | Long | |
N/A | N/A | Atos SE | 300000.0 | 251654.23 | CORP | Long | |
69701PAA9 | 69701PAA9 | Palmer Square Loan Funding Ltd. | 210024.1684 | 209956.73 | CORP | Long | |
46115HAT4 | 46115HAT4 | Intesa Sanpaolo SpA | 6100000.0 | 6036621.06 | CORP | Long | |
88032XAH7 | 88032XAH7 | Tencent Holdings Ltd. | 3000000.0 | 2544180.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -450593.69 | CORP | N/A | |
N/A | N/A | Volocopter GmbH | 2211.0 | 8222801.77 | CORP | Long | |
58547DAD1 | 58547DAD1 | Melco Resorts Finance Ltd. | 392000.0 | 344960.0 | CORP | Long | |
30161NBJ9 | 30161NBJ9 | Exelon Corp. | 4040000.0 | 4106403.5 | CORP | Long | |
N/A | N/A | Morgan Stanley | 15000000.0 | 17186375.29 | CORP | Long | |
N/A | N/A | New York Life Global Funding | 3899000.0 | 4945418.58 | CORP | Long | |
46654CAY1 | 46654CAY1 | JP Morgan Mortgage Trust | 1748510.66 | 696973.48 | CORP | Long | |
N/A | N/A | N/A | 2760000.0 | -244854.4 | CORP | N/A | |
N/A | N/A | Government of Mongolia | 485000.0 | 495965.85 | NUSS | Long | |
N/A | N/A | Vmed O2 UK Financing I plc | 7736000.0 | 7835594.23 | CORP | Long | |
009691AA4 | 009691AA4 | Ajax Mortgage Loan Trust | 32098725.38 | 31024840.05 | CORP | Long | |
86389QAG7 | 86389QAG7 | Studio City Finance Ltd. | 3100000.0 | 2590437.5 | CORP | Long | |
N/A | N/A | N/A | 23193200.0 | -371072.0 | CORP | N/A | |
N/A | N/A | Houston Center | 30824665.35 | 18995715.43 | CORP | Long | |
N/A | N/A | Volkswagen International Finance NV | 5600000.0 | 5657587.7 | CORP | Long | |
N/A | N/A | La Financiere Atalian SASU | 1571000.0 | 1461638.66 | CORP | Long | |
00CARV1X5 | 00CARV1X5 | N/A | 225.0 | 328500.0 | CORP | N/A | |
N/A | N/A | TVC Holding | 12831589.76 | 11139028.24 | CORP | Long | |
01F042616 | 01F042616 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 2672456235.0 | 2590403490.52 | USGSE | Long | |
N/A | N/A | Bayer AG | 2000000.0 | 2243778.37 | CORP | Long | |
N/A | N/A | N/A | -6970000.0 | -18846.23 | CORP | N/A | |
47215P106 | 47215P106 | JD.com, Inc. | 11753.0 | 339544.17 | CORP | Long | |
N/A | N/A | N/A | 4000000.0 | 209929.08 | CORP | N/A | |
N/A | N/A | Danske Bank A/S | 10000000.0 | 11388281.96 | CORP | Long | |
N/A | N/A | N/A | -3280.0 | -8200.0 | CORP | N/A | |
65475LA51 | 65475LA51 | Nissan Motor Acceptance Co. LLC | 80192000.0 | 80102652.48 | CORP | Long | |
N/A | N/A | N/A | 13368000.0 | -155898.58 | CORP | N/A | |
126650DM9 | 126650DM9 | CVS Health Corp. | 11955000.0 | 10617848.07 | CORP | Long | |
N/A | N/A | TAGUS - Sociedade de Titularizacao de Creditos SA | 619186.17 | 649167.98 | CORP | Long | |
N/A | N/A | Banco de Sabadell SA | 3800000.0 | 4240693.66 | CORP | Long | |
N/A | N/A | Republic of Indonesia | 451236000000.0 | 30654858.48 | NUSS | Long | |
N/A | N/A | Kane Bidco Ltd. | 3286000.0 | 3880645.16 | CORP | Long | |
N/A | N/A | FLUVIUS System Operator CVBA | 20200000.0 | 23105659.8 | CORP | Long | |
N/A | N/A | N/A | 13890.781912 | -163.63 | CORP | N/A | |
N/A | N/A | ZF Finance GmbH | 3100000.0 | 3251132.75 | CORP | Long | |
N/A | N/A | Electricite de France SA | 12800000.0 | 14405992.87 | NUSS | Long | |
87613EA47 | 87613EA47 | Targa Resources Corp. | 33365000.0 | 33333073.03 | CORP | Long | |
N/A | N/A | N/A | 327826094.0 | 225234.22 | CORP | N/A | |
00C92UZB8 | 00C92UZB8 | N/A | 1000.0 | 126500.0 | CORP | N/A | |
00175PAB9 | 00175PAB9 | AMN Healthcare, Inc. | 99000.0 | 93678.75 | CORP | Long | |
N/A | N/A | N/A | 82383084.0 | 98965.98 | CORP | N/A | |
N/A | N/A | Societe Generale SA | 7000000.0 | 7848077.7 | CORP | Long | |
N/A | N/A | Harben Finance | 741000.0 | 909425.01 | CORP | Long | |
36321LAA7 | 36321LAA7 | Galaxy XXVI CLO Ltd. | 900000.0 | 900088.02 | CORP | Long | |
92914RBC5 | 92914RBC5 | Voya CLO Ltd. | 1200000.0 | 1181263.2 | CORP | Long | |
69546LAA7 | 69546LAA7 | Pagaya AI Debt Selection Trust | 2052700.7 | 1998169.47 | CORP | Long | |
N/A | N/A | Barley Hill No. 2 plc | 520000.0 | 640160.23 | CORP | Long | |
N/A | N/A | Madison Park Euro Funding X DAC | 2681177.29 | 2919114.43 | CORP | Long | |
N/A | N/A | Davidson Kempner Merchant Co-Invest Fund LP | 33629956.97 | 33629956.97 | CORP | Long | |
01F060618 | 01F060618 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | 2797217038.0 | 2840049423.89 | USGSE | Long | |
N/A | N/A | N/A | -30264.0 | -53397494.83 | USGSE | N/A | |
N/A | N/A | N/A | 1.0 | -225504.66 | USGSE | N/A | |
N/A | N/A | N/A | 1.0 | 135534.8 | USGSE | N/A | |
35563PEX3 | 35563PEX3 | Seasoned Credit Risk Transfer Trust | 1385585.02 | 501450.01 | CORP | Long | |
034863BC3 | 034863BC3 | Anglo American Capital plc | 6131000.0 | 5290623.83 | CORP | Long | |
N/A | N/A | Export-Import Bank of India | 2000000.0 | 1993750.0 | NUSS | Long | |
03765XAN6 | 03765XAN6 | Apidos CLO XXII | 800000.0 | 785674.32 | CORP | Long | |
75907QAB4 | 75907QAB4 | Regional Management Issuance Trust | 1140000.0 | 1076423.91 | CORP | Long | |
N/A | N/A | Virgin Media Secured Finance plc | 400000.0 | 472895.15 | CORP | Long | |
48661YAE4 | 48661YAE4 | Rad CLO 4 Ltd. | 2000000.0 | 1998718.8 | CORP | Long | |
N/A | N/A | Volvo Treasury AB | 8730000.0 | 9800723.19 | CORP | Long | |
29002WAA4 | 29002WAA4 | Elmwood CLO X Ltd. | 3000000.0 | 2929018.2 | CORP | Long | |
N/A | N/A | N/A | 58347459.0 | -455840.92 | CORP | N/A | |
74333HAN5 | 74333HAN5 | Progress Residential Trust | 6423000.0 | 5699301.96 | CORP | Long | |
85205TAR1 | 85205TAR1 | Spirit AeroSystems, Inc. | 25155000.0 | 27040970.97 | CORP | Long | |
N/A | N/A | N/A | -249211439.0 | -5253391.89 | CORP | N/A | |
N/A | N/A | CaixaBank SA | 4800000.0 | 5126743.8 | CORP | Long | |
N/A | N/A | Hops Hill No. 3 plc | 5088694.07 | 6383230.04 | CORP | Long | |
48661PAA1 | 48661PAA1 | Rad CLO 9 Ltd. | 3500000.0 | 3426342.5 | CORP | Long | |
822538AH7 | 822538AH7 | Shelf Drilling Holdings Ltd. | 23230000.0 | 22562137.5 | CORP | Long | |
N/A | N/A | Helios Service Partners, LLC | 4018837.33 | 4018837.33 | CORP | Long | |
76042EAC3 | 76042EAC3 | Republic Finance Issuance Trust | 2420000.0 | 2293541.93 | CORP | Long | |
77051UAR0 | 77051UAR0 | Robertshaw U.S. Holding Corp. | 4760000.0 | 571200.0 | CORP | Long | |
N/A | N/A | Galaxy Bidco Ltd. | 23660000.0 | 29102681.35 | CORP | Long | |
546399KR6 | 546399KR6 | Louisiana Public Facilities Authority | 8000000.0 | 6255092.8 | MUN | Long | |
13063BBU5 | 13063BBU5 | State of California | 2270000.0 | 2750674.82 | MUN | Long | |
3131XW2F9 | 3131XW2F9 | Federal Home Loan Mortgage Corp. | 4057785.7484 | 3909424.21 | USGSE | Long | |
59801AAQ7 | 59801AAQ7 | MidOcean Credit CLO XI Ltd. | 2000000.0 | 2001924.6 | CORP | Long | |
3140E9J23 | 3140E9J23 | Federal National Mortgage Association | 61997.5 | 59769.8 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | 221149.77 | USGSE | N/A | |
073250BE1 | 073250BE1 | Bayview Financial Revolving Asset Trust | 19763381.1002 | 15642518.51 | CORP | Long | |
87249QAG5 | 87249QAG5 | TICP CLO XI Ltd. | 250000.0 | 249598.48 | CORP | Long | |
46033XAB7 | 46033XAB7 | AEA International Holdings (Luxembourg) SARL | 7260624.0 | 7269699.78 | CORP | Long | |
N/A | N/A | N/A | -300382266.0 | -77219.26 | CORP | N/A | |
021467AA3 | 021467AA3 | Alternative Loan Trust | 633044.2811 | 298439.99 | CORP | Long | |
62954HAZ1 | 62954HAZ1 | NXP BV | 17425000.0 | 16990072.0 | CORP | Long | |
3138X9AT6 | 3138X9AT6 | Federal National Mortgage Association | 62652.07 | 62184.56 | USGSE | Long | |
92259KAK6 | 92259KAK6 | Velocity Commercial Capital Loan Trust | 1963236.54 | 1707693.23 | CORP | Long | |
N/A | N/A | Nomura Securities International, Inc. | 9212362.5 | 9212362.5 | CORP | Long | |
N/A | N/A | AutoFlorence SRL | 619000.0 | 684705.59 | CORP | Long | |
20848FAA8 | 20848FAA8 | Conservation Fund A Nonprofit Corp. (The) | 1530000.0 | 1349562.25 | CORP | Long | |
N/A | N/A | Republic of Senegal | 5448000.0 | 4852125.0 | NUSS | Long | |
00CAMTRR0 | 00CAMTRR0 | N/A | 1650.0 | 45375.0 | NUSS | N/A | |
N/A | N/A | PsiQuantum Corp. | 133913.0 | 3805807.46 | CORP | Long | |
00CB0AL24 | 00CB0AL24 | N/A | 1200.0 | 297600.0 | CORP | N/A | |
009692AE4 | 009692AE4 | Ajax Mortgage Loan Trust | 8888300.0 | 6160896.7 | CORP | Long | |
25151EAJ2 | 25151EAJ2 | Deutsche Alt-B Securities Mortgage Loan Trust | 537367.614 | 437657.06 | CORP | Long | |
3138WFPX8 | 3138WFPX8 | Federal National Mortgage Association | 792.92 | 764.43 | USGSE | Long | |
36262GAD3 | 36262GAD3 | GXO Logistics, Inc. | 9270000.0 | 7601006.86 | CORP | Long | |
760759AU4 | 760759AU4 | Republic Services, Inc. | 8300000.0 | 8142191.1 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -21389.92 | CORP | N/A | |
N/A | N/A | N/A | 650000.0 | -17001.95 | CORP | N/A | |
9128286T2 | 9128286T2 | United States of America | 144350000.0 | 133794406.25 | UST | Long | |
95002GAJ1 | 95002GAJ1 | Wells Fargo Commercial Mortgage Trust | 2610000.0 | 2546775.62 | CORP | Long | |
N/A | N/A | N/A | 120683000.0 | 4803989.98 | CORP | N/A | |
N/A | N/A | N/A | 410897100.0 | 5944339.64 | CORP | N/A | |
N/A | N/A | Tower Bridge Funding plc | 140000.0 | 175992.66 | CORP | Long | |
N/A | N/A | Cap Hill Brands | 13277076.0 | 3452039.76 | CORP | Long | |
N/A | N/A | N/A | 9150000.0 | -271840.32 | CORP | N/A | |
05874RAA0 | 05874RAA0 | Ballyrock CLO 21 Ltd. | 1000000.0 | 998936.0 | CORP | Long | |
N/A | N/A | N/A | 2347000.0 | -51245.22 | CORP | N/A | |
580135101 | 580135101 | McDonald's Corp. | 40746.0 | 12081596.46 | CORP | Long | |
3131XWN74 | 3131XWN74 | Federal Home Loan Mortgage Corp. | 4304137.4743 | 4150844.11 | USGSE | Long | |
N/A | N/A | N/A | 589000000.0 | -3806105.52 | USGSE | N/A | |
14310BAU5 | 14310BAU5 | Carlyle Global Market Strategies CLO Ltd. | 991171.2 | 990831.92 | CORP | Long | |
N/A | N/A | Intrum AB | 350000.0 | 326493.21 | CORP | Long | |
N/A | N/A | Encore Capital Group, Inc. | 7437000.0 | 8175905.82 | CORP | Long | |
N/A | N/A | Banco Bilbao Vizcaya Argentaria SA | 8200000.0 | 9026319.11 | CORP | Long | |
N/A | N/A | PCL Funding VI plc | 1937000.0 | 2479507.57 | CORP | Long | |
N/A | N/A | EC Finance plc | 3651000.0 | 3884415.05 | CORP | Long | |
N/A | N/A | Motability Operations Group plc | 14155000.0 | 16012134.61 | CORP | Long | |
19424WAE7 | 19424WAE7 | College Avenue Student Loans LLC | 530000.0 | 459085.21 | CORP | Long | |
90187LAN9 | 90187LAN9 | 245 Park Avenue Trust | 5691000.0 | 4557479.71 | CORP | Long | |
3140XCFJ2 | 3140XCFJ2 | Federal National Mortgage Association | 513147.3144 | 492404.41 | USGSE | Long | |
N/A | N/A | N/A | 1190000.0 | -49840.74 | USGSE | N/A | |
753272AA1 | 753272AA1 | Rand Parent LLC | 15722000.0 | 15035351.08 | CORP | Long | |
60412AWT6 | 60412AWT6 | State of Minnesota | 7785000.0 | 8310886.64 | MUN | Long | |
87250GAE8 | 87250GAE8 | TICP CLO XII Ltd. | 250000.0 | 247551.5 | CORP | Long | |
85462CAK1 | 85462CAK1 | Stanley Black & Decker, Inc. | 62655000.0 | 62455736.42 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 248688.1 | CORP | N/A | |
N/A | N/A | Taurus UK DAC | 546982.55 | 670699.15 | CORP | Long | |
3140QBCL0 | 3140QBCL0 | Federal National Mortgage Association | 9744252.4819 | 9357764.25 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | -21999.54 | USGSE | N/A | |
N/A | N/A | N/A | 1.0 | 46537.79 | USGSE | N/A | |
36261PAZ5 | 36261PAZ5 | GS Mortgage Securities Trust | 570000.0 | 438960.82 | CORP | Long | |
N/A | N/A | N/A | -25500000.0 | -211412.33 | CORP | N/A | |
030981AM6 | 030981AM6 | AmeriGas Partners LP | 7982000.0 | 8242832.2 | CORP | Long | |
00PATDCZ2 | 00PATDCZ2 | N/A | -4000.0 | -48000.0 | CORP | N/A | |
04964JAC8 | 04964JAC8 | Atrium VIII | 13300000.0 | 6783.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -205750.01 | CORP | N/A | |
69703PAA7 | 69703PAA7 | Palmer Square CLO Ltd. | 4884150.91 | 4888836.76 | CORP | Long | |
22550L2L4 | 22550L2L4 | Credit Suisse AG | 10000000.0 | 10220214.6 | CORP | Long | |
N/A | N/A | Zero Mass Water, Inc. | 28589.0 | 833655.24 | CORP | Long | |
N/A | N/A | N/A | -89889015.0 | -7872535.64 | CORP | N/A | |
37940XAS1 | 37940XAS1 | Global Payments, Inc. | 16606000.0 | 19218793.03 | CORP | Long | |
N/A | N/A | Romania | 6360000.0 | 6347234.71 | NUSS | Long | |
N/A | N/A | N/A | 65500000.0 | 369927.95 | NUSS | N/A | |
05601PAU0 | 05601PAU0 | Beast Mortgage Trust | 5096000.0 | 4738801.49 | CORP | Long | |
031162DB3 | 031162DB3 | Amgen, Inc. | 7633000.0 | 6749866.63 | CORP | Long | |
N/A | N/A | N/A | 1985000.0 | 68506.32 | CORP | N/A | |
00CAZSTV7 | 00CAZSTV7 | N/A | 650.0 | 373750.0 | CORP | N/A | |
38141GZP2 | 38141GZP2 | Goldman Sachs Group, Inc. (The) | 3645000.0 | 3624436.81 | CORP | Long | |
36257BAA7 | 36257BAA7 | Garda World Security Corp. | 2793000.0 | 2815760.16 | CORP | Long | |
N/A | N/A | Cheplapharm Arzneimittel GmbH | 7335000.0 | 7876331.25 | CORP | Long | |
N/A | N/A | Republic of Cote d'Ivoire | 1956000.0 | 1931247.37 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -714185.8 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | -180182.53 | NUSS | N/A | |
48855KAA8 | 48855KAA8 | Kenbourne Invest SA | 14714000.0 | 10184846.88 | CORP | Long | |
N/A | N/A | N/A | 11160000.0 | -521820.32 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 68267.53 | CORP | N/A | |
N/A | N/A | N/A | 99172878.0 | 12265546.28 | CORP | N/A | |
74333AAL4 | 74333AAL4 | Progress Residential Trust | 8860000.0 | 8219706.41 | CORP | Long | |
82967NBC1 | 82967NBC1 | Sirius XM Radio, Inc. | 48000.0 | 46407.84 | CORP | Long | |
059895AW2 | 059895AW2 | Bangkok Bank PCL | 8880000.0 | 9029805.6 | CORP | Long | |
N/A | N/A | FCT Noria | 665161.38 | 728466.44 | CORP | Long | |
N/A | N/A | Lion/Polaris Lux 4 SA | 1331000.0 | 1463759.2 | CORP | Long | |
N/A | N/A | SK Hynix, Inc. | 800000.0 | 809152.0 | CORP | Long | |
92917CAE2 | 92917CAE2 | Voya CLO Ltd. | 4245914.6585 | 4245333.82 | CORP | Long | |
N/A | N/A | N/A | 993264387.0 | -896517.98 | CORP | N/A | |
46654CAU9 | 46654CAU9 | JP Morgan Mortgage Trust | 2446467.74 | 1904015.63 | CORP | Long | |
43789KAA0 | 43789KAA0 | Homeward Opportunities Fund Trust | 13006564.01 | 12783255.61 | CORP | Long | |
01642PBB1 | 01642PBB1 | AlixPartners LLP | 619812.74 | 621015.18 | CORP | Long | |
64133CAJ8 | 64133CAJ8 | Neuberger Berman Loan Advisers CLO 35 Ltd. | 500000.0 | 504404.4 | CORP | Long | |
N/A | N/A | Barclays plc | 14540000.0 | 19735821.65 | CORP | Long | |
N/A | N/A | Atlas Funding plc | 125000.0 | 159259.55 | CORP | Long | |
665772CR8 | 665772CR8 | Northern States Power Co. | 7107000.0 | 4978591.94 | CORP | Long | |
1248P8AK5 | 1248P8AK5 | Credit-Based Asset Servicing & Securitization LLC | 1309688.72 | 1279294.12 | CORP | Long | |
N/A | N/A | N/A | 62340000.0 | -290401.11 | CORP | N/A | |
N/A | N/A | N/A | -2043.0 | 1634514.46 | CORP | N/A | |
72582M114 | 72582M114 | N/A | 54520.0 | 0.55 | CORP | N/A | |
N/A | N/A | Vita Global FinCo Ltd. | 7490630.2 | 9035207.85 | CORP | Long | |
74514L4G9 | 74514L4G9 | Commonwealth of Puerto Rico | 95546159.26 | 38989808.8 | MUN | Long | |
12625XAL1 | 12625XAL1 | Commercial Mortgage Trust | 750000.0 | 583981.5 | CORP | Long | |
04019MAE2 | 04019MAE2 | ARES LI CLO Ltd. | 300000.0 | 286266.36 | CORP | Long | |
N/A | N/A | Madison Park Euro Funding XVI DAC | 1250000.0 | 1300287.1 | CORP | Long | |
N/A | N/A | Heimstaden Bostad AB | 3300000.0 | 1857947.85 | CORP | Long | |
N/A | N/A | Volkswagen Bank GmbH | 4600000.0 | 5136467.39 | CORP | Long | |
C6907UAB7 | C6907UAB7 | Ontario Gaming GTA LP | 414000.0 | 415403.46 | CORP | Long | |
20281PKG6 | 20281PKG6 | Commonwealth Financing Authority | 1580000.0 | 1467026.37 | MUN | Long | |
12480VAC9 | 12480VAC9 | CBAM Ltd. | 15477134.9688 | 15479993.6 | CORP | Long | |
67578BAA4 | 67578BAA4 | Octagon Investment Partners 32 Ltd. | 3677020.4125 | 3677120.43 | CORP | Long | |
150190AF3 | 150190AF3 | Cedar Fair LP | 102000.0 | 101487.29 | CORP | Long | |
N/A | N/A | N/A | 18789863.0 | -365020.1 | CORP | N/A | |
N/A | N/A | N/A | 109138.0 | 1204.83 | CORP | N/A | |
00CAYXJY2 | 00CAYXJY2 | N/A | 1000.0 | 122500.0 | CORP | N/A | |
65475LAC6 | 65475LAC6 | Nissan Motor Acceptance Co. LLC | 41500000.0 | 41406690.99 | CORP | Long | |
N/A | N/A | N/A | -63394360.0 | -4463555.85 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -160078.11 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -378822.23 | CORP | N/A | |
172967MS7 | 172967MS7 | Citigroup, Inc. | 28500000.0 | 24345182.22 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -88059.07 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -54419.16 | CORP | N/A | |
08861YAA4 | 08861YAA4 | BHG Securitization Trust | 2563073.31 | 2415902.67 | CORP | Long | |
56844XBN8 | 56844XBN8 | Signal Peak CLO 2 LLC | 1500000.0 | 1471031.85 | CORP | Long | |
N/A | N/A | Wells Fargo & Co. | 11300000.0 | 13739800.85 | CORP | Long | |
12528XAL9 | 12528XAL9 | CFK Trust | 6152250.0 | 5225710.69 | CORP | Long | |
392532HE0 | 392532HE0 | City of Greeley | 1380000.0 | 1268955.86 | MUN | Long | |
N/A | N/A | Olympus Water US Holding Corp. | 8022000.0 | 9475798.98 | CORP | Long | |
N/A | N/A | Cairn CLO IX DAC | 2684986.97 | 2934918.48 | CORP | Long | |
N/A | N/A | Teva Pharmaceutical Finance Netherlands II BV | 4764000.0 | 4929675.21 | CORP | Long | |
N/A | N/A | N/A | 6403900000.0 | 62615.57 | CORP | N/A | |
64972FT63 | 64972FT63 | New York City Municipal Water Finance Authority | 4775000.0 | 5054927.98 | MUN | Long | |
12653VAA4 | 12653VAA4 | Credit Suisse Mortgage Capital Certificates | 3939199.7587 | 3939274.6 | CORP | Long | |
N/A | N/A | SK Hynix, Inc. | 500000.0 | 526815.0 | CORP | Long | |
73730EAD5 | 73730EAD5 | POSCO | 3060000.0 | 3131940.6 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -180182.53 | CORP | N/A | |
N/A | N/A | N/A | 1412000000.0 | -3554265.89 | CORP | N/A | |
N/A | N/A | Argentum Netherlands BV | 13101000.0 | 12478702.5 | CORP | Long | |
09629VAC7 | 09629VAC7 | BlueMountain CLO Ltd. | 1210042.695 | 1208892.43 | CORP | Long | |
N/A | N/A | N/A | 5600000.0 | -246073.32 | CORP | N/A | |
N/A | N/A | Metrocentre Finance plc | 1108303.891 | 628651.3 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 332315.18 | CORP | N/A | |
74526YBW4 | 74526YBW4 | Puerto Rico Electric Power Authority | 1225000.0 | 306250.0 | MUN | Long | |
N/A | N/A | BP Capital Markets plc | 8400000.0 | 9101626.17 | CORP | Long | |
52519SAL7 | 52519SAL7 | Lehman ABS Manufactured Housing Contract Trust | 6090903.6169 | 6129811.7 | CORP | Long | |
26251BAL0 | 26251BAL0 | Dryden XXVIII Senior Loan Fund | 21041188.54 | 21067142.85 | CORP | Long | |
04016VAA3 | 04016VAA3 | Ares XLVII CLO Ltd. | 2137287.79 | 2137101.42 | CORP | Long | |
N/A | N/A | Madison Park Euro Funding X DAC | 1850000.0 | 1977825.93 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 2602000.0 | 3329650.48 | CORP | Long | |
N/A | N/A | N/A | 7515859.0 | -69656.29 | CORP | N/A | |
29429MAJ2 | 29429MAJ2 | Citigroup Commercial Mortgage Trust | 17385000.0 | 17355967.05 | CORP | Long | |
N/A | N/A | BP Capital Markets plc | 6159000.0 | 6383101.69 | CORP | Long | |
68389XCB9 | 68389XCB9 | Oracle Corp. | 4245000.0 | 3234223.26 | CORP | Long | |
3140K8YL9 | 3140K8YL9 | Federal National Mortgage Association | 4364004.6468 | 4167684.79 | USGSE | Long | |
009740AF8 | 009740AF8 | Ajax Mortgage Loan Trust | 12713440.48 | 3875452.09 | CORP | Long | |
912810SP4 | 912810SP4 | United States of America | -67000000.0 | -37334179.52 | UST | Short | |
02148GAD5 | 02148GAD5 | Alternative Loan Trust | 506412.4 | 382989.92 | CORP | Long | |
N/A | N/A | N/A | 82335172.0 | 349246.01 | CORP | N/A | |
200339EX3 | 200339EX3 | Comerica Bank | 29400000.0 | 26996249.83 | CORP | Long | |
853254AA8 | 853254AA8 | Standard Chartered plc | 5000000.0 | 4789703.55 | CORP | Long | |
96467JAA0 | 96467JAA0 | Whitebox CLO III Ltd. | 6970000.0 | 6864956.52 | CORP | Long | |
55818KAV3 | 55818KAV3 | Madison Park Funding XI Ltd. | 7224416.1622 | 7219171.96 | CORP | Long | |
00900LAL8 | 00900LAL8 | AIMCO CLO | 1604166.67 | 1603893.8 | CORP | Long | |
914302GQ1 | 914302GQ1 | University of Houston | 5530000.0 | 4660115.18 | MUN | Long | |
67098UAN5 | 67098UAN5 | OHA Credit Funding 6 Ltd. | 1000000.0 | 1000396.7 | CORP | Long | |
89386MAA6 | 89386MAA6 | Transocean Titan Financing Ltd. | 2888000.0 | 2996263.7 | CORP | Long | |
72815LAA5 | 72815LAA5 | Playtika Holding Corp. | 1932000.0 | 1685765.05 | CORP | Long | |
05607TAJ1 | 05607TAJ1 | BXP Trust | 3999000.0 | 2462765.75 | CORP | Long | |
N/A | N/A | N/A | 49710000.0 | -271585.09 | CORP | N/A | |
N/A | N/A | N/A | 1572.0 | 135188.07 | CORP | N/A | |
07389YAV3 | 07389YAV3 | Bear Stearns Asset-Backed Securities I Trust | 3118189.56 | 2680355.83 | CORP | Long | |
87167NDG7 | 87167NDG7 | Symphony CLO XXIII Ltd. | 510000.0 | 508927.83 | CORP | Long | |
67112MAC9 | 67112MAC9 | OZLM XX Ltd. | 250000.0 | 247203.95 | CORP | Long | |
N/A | N/A | Last Mile Securities PE DAC | 3245331.8911 | 3497652.71 | CORP | Long | |
N/A | N/A | UBS Group AG | 2302000.0 | 2054587.26 | CORP | Long | |
N/A | N/A | N/A | 1829673.0 | 1225.23 | CORP | N/A | |
N/A | N/A | N/A | 469058.0 | -6518.68 | CORP | N/A | |
912810TH1 | 912810TH1 | United States of America | 163156200.0 | 143144072.34 | UST | Long | |
N/A | N/A | N/A | 61452466.0 | 466657.15 | UST | N/A | |
N/A | N/A | Silgan Holdings, Inc. | 6300000.0 | 6885386.08 | CORP | Long | |
N/A | N/A | N/A | 7515945.0 | -199128.63 | CORP | N/A | |
375415AG1 | 375415AG1 | Gilbert Park CLO Ltd. | 6973000.0 | 6806534.97 | CORP | Long | |
57643BAA6 | 57643BAA6 | MASTR Specialized Loan Trust | 757835.07 | 724111.26 | CORP | Long | |
68389XCE3 | 68389XCE3 | Oracle Corp. | 8300000.0 | 7352578.32 | CORP | Long | |
25381XAF0 | 25381XAF0 | Digicel International Finance Ltd. | 4843333.0 | 4516408.02 | CORP | Long | |
N/A | N/A | N/A | -109566658.0 | -8072827.68 | CORP | N/A | |
00PAZ6H36 | 00PAZ6H36 | N/A | -700.0 | -41650.0 | CORP | N/A | |
N/A | N/A | N/A | 1030000.0 | -15881.45 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -435816.5 | CORP | N/A | |
N/A | N/A | N/A | 239767642.0 | -5560506.19 | CORP | N/A | |
N/A | N/A | N/A | -884.0 | -6267809.42 | CORP | N/A | |
N/A | N/A | N/A | 3205000.0 | 13661.34 | CORP | N/A | |
N/A | N/A | Invesco Euro CLO II DAC | 4000000.0 | 3961965.71 | CORP | Long | |
64352VPA3 | 64352VPA3 | New Century Home Equity Loan Trust | 3936998.25 | 3166453.68 | CORP | Long | |
90385KAK7 | 90385KAK7 | UKG, Inc. | 994923.8744 | 996545.6 | CORP | Long | |
N/A | N/A | Carrier Global Corp. | 5500000.0 | 6493612.74 | CORP | Long | |
00774MAW5 | 00774MAW5 | AerCap Ireland Capital DAC | 11754000.0 | 10731266.83 | CORP | Long | |
N/A | N/A | KBC Group NV | 3300000.0 | 3824449.35 | CORP | Long | |
L0527CAB0 | L0527CAB0 | BK LC SPV SARL | 421930.2 | 422634.82 | CORP | Long | |
75575RAA5 | 75575RAA5 | Ready Capital Mortgage Financing LLC | 11679128.59 | 11661105.24 | CORP | Long | |
22550L2K6 | 22550L2K6 | Credit Suisse AG | 8000000.0 | 8001691.6 | CORP | Long | |
N/A | N/A | Kingdom of Spain | 30606000.0 | 34346793.62 | NUSS | Long | |
N/A | N/A | Ziggo BV | 2701000.0 | 2648967.76 | CORP | Long | |
N/A | N/A | N/A | 498240.0 | 4.98 | CORP | N/A | |
N/A | N/A | N/A | 356321200.0 | 5914085.41 | CORP | N/A | |
254764JZ7 | 254764JZ7 | District of Columbia | 3280000.0 | 3369707.02 | MUN | Long | |
N/A | N/A | Aqueduct European CLO DAC | 5000000.0 | 5420916.67 | CORP | Long | |
N/A | N/A | Arab Republic of Egypt | 2600000.0 | 1836075.84 | NUSS | Long | |
05522RDH8 | 05522RDH8 | BA Credit Card Trust | 17095000.0 | 17293914.0 | CORP | Long | |
05875HAA1 | 05875HAA1 | Ballyrock CLO Ltd. | 677137.0 | 676499.48 | CORP | Long | |
11283YAB6 | 11283YAB6 | Brookfield Residential Properties, Inc. | 4134000.0 | 4005376.96 | CORP | Long | |
76119CAF8 | 76119CAF8 | Residential Mortgage Loan Trust | 2129000.0 | 1757056.89 | CORP | Long | |
459506AR2 | 459506AR2 | International Flavors & Fragrances, Inc. | 8830000.0 | 6318398.86 | CORP | Long | |
N/A | N/A | Polaris plc | 2389000.0 | 3056204.89 | CORP | Long | |
28249NAB7 | 28249NAB7 | EIG Pearl Holdings SARL | 3548000.0 | 2839508.75 | CORP | Long | |
404119BZ1 | 404119BZ1 | HCA, Inc. | 5010000.0 | 4657121.0 | CORP | Long | |
00PB0H4H1 | 00PB0H4H1 | N/A | -1200.0 | -96600.0 | CORP | N/A | |
38141GZK3 | 38141GZK3 | Goldman Sachs Group, Inc. (The) | 10456000.0 | 9692809.24 | CORP | Long | |
55284DAS1 | 55284DAS1 | MF1 Multifamily Housing Mortgage Loan Trust | 2119000.0 | 1964610.08 | CORP | Long | |
12663YAM0 | 12663YAM0 | CSMC Trust | 28467376.6487 | 29418359.23 | CORP | Long | |
26253LAG7 | 26253LAG7 | Dryden 78 CLO Ltd. | 250000.0 | 245631.45 | CORP | Long | |
N/A | N/A | N/A | 22036000000.0 | -434626.36 | CORP | N/A | |
N/A | N/A | N/A | 21800000.0 | -172261.34 | CORP | N/A | |
N/A | N/A | Bayer AG | 5816000.0 | 6699303.12 | CORP | Long | |
51818V114 | 51818V114 | N/A | 164855.0 | 0.16 | CORP | N/A | |
N/A | N/A | BNP Paribas SA | 1544840.0 | 1705426.12 | CORP | Long | |
N/A | N/A | N/A | 272000000.0 | -804838.95 | CORP | N/A | |
N/A | N/A | Nomura Securities International, Inc. | 1919662.5 | 1919662.5 | CORP | Long | |
N/A | N/A | N/A | 20583585.0 | 20409.55 | CORP | N/A | |
853496AD9 | 853496AD9 | Standard Industries, Inc. | 35000.0 | 33694.31 | CORP | Long | |
00PB0T1L9 | 00PB0T1L9 | N/A | -2000.0 | -83000.0 | CORP | N/A | |
22550L2H3 | 22550L2H3 | Credit Suisse AG | 23000000.0 | 22526852.74 | CORP | Long | |
71677WAA0 | 71677WAA0 | Petrorio Luxembourg Trading Sarl | 5763000.0 | 5644282.2 | CORP | Long | |
698299BT0 | 698299BT0 | Republic of Panama | 19287000.0 | 18804825.0 | NUSS | Long | |
N/A | N/A | Teleperformance SE | 7800000.0 | 9004771.78 | CORP | Long | |
N/A | N/A | 10x Future Technologies Holdings Ltd. | 425677.0 | 7145899.61 | CORP | Long | |
401494AV1 | 401494AV1 | Republic of Guatemala | 3143000.0 | 3076997.0 | NUSS | Long | |
671078AU7 | 671078AU7 | OCP CLO Ltd. | 2750000.0 | 2660834.55 | CORP | Long | |
74947MAD4 | 74947MAD4 | REC Ltd. | 1000000.0 | 1015330.0 | CORP | Long | |
N/A | N/A | SK Broadband Co. Ltd. | 570000.0 | 569931.6 | CORP | Long | |
87264ABV6 | 87264ABV6 | T-Mobile USA, Inc. | 27510000.0 | 25559629.03 | CORP | Long | |
N/A | N/A | Anheuser-Busch InBev SA | 3266000.0 | 4131825.98 | CORP | Long | |
455780DR4 | 455780DR4 | Republic of Indonesia | 500000.0 | 510156.25 | NUSS | Long | |
15033AAA4 | 15033AAA4 | Cedar Funding VII CLO Ltd. | 2962500.0 | 2695242.21 | CORP | Long | |
07401TAA4 | 07401TAA4 | Bear Stearns Mortgage Funding Trust | 94165.52 | 86614.27 | CORP | Long | |
N/A | N/A | Autonoria Spain | 322795.16 | 360222.53 | CORP | Long | |
95000U3A9 | 95000U3A9 | Wells Fargo & Co. | 7568000.0 | 7512539.8 | CORP | Long | |
24703L202 | 24703L202 | Dell Technologies, Inc. | 9828.0 | 751842.0 | CORP | Long | |
N/A | N/A | N/A | 4937193000.0 | -90052.31 | CORP | N/A | |
N/A | N/A | Alme Loan Funding V DAC | 3800000.0 | 4156976.78 | CORP | Long | |
N/A | N/A | ATF Netherlands BV | 13400000.0 | 6360959.9 | CORP | Long | |
N/A | N/A | SoftBank Group Corp. | 21715000.0 | 23492828.76 | CORP | Long | |
N/A | N/A | Voya Euro CLO I DAC | 4169859.8 | 4566868.13 | CORP | Long | |
638962AA8 | 638962AA8 | NCR Atleos Corp. | 12840000.0 | 13642446.59 | CORP | Long | |
N/A | N/A | AutoFlorence SRL | 682000.0 | 760844.46 | CORP | Long | |
N/A | N/A | N/A | 363491100.0 | 6223760.88 | CORP | N/A | |
68233JCR3 | 68233JCR3 | Oncor Electric Delivery Co. LLC | 9982000.0 | 10634021.05 | CORP | Long | |
N/A | N/A | Mortimer BTL plc | 832000.0 | 1070086.25 | CORP | Long | |
12666BAF2 | 12666BAF2 | CWABS Asset-Backed Certificates Trust | 1541507.93 | 1240027.67 | CORP | Long | |
N/A | N/A | Aroundtown SA | 3900000.0 | 3350293.95 | CORP | Long | |
3140GWMM2 | 3140GWMM2 | Federal National Mortgage Association | 5139327.7566 | 4957295.23 | USGSE | Long | |
67591VAE5 | 67591VAE5 | Octagon Investment Partners 37 Ltd. | 1000000.0 | 996523.5 | CORP | Long | |
46643HAB4 | 46643HAB4 | JPMorgan Madison Avenue Securities Trust | 1057861.6159 | 1080422.42 | CORP | Long | |
45567YAN5 | 45567YAN5 | MH Sub I LLC | 995000.0 | 976622.35 | CORP | Long | |
N/A | N/A | Vodafone Group plc | 2845000.0 | 2982720.95 | CORP | Long | |
77340GAN1 | 77340GAN1 | Rockford Tower CLO Ltd. | 1250000.0 | 1249397.88 | CORP | Long | |
61691JAA2 | 61691JAA2 | Morgan Stanley Capital I Trust | 8870000.0 | 533771.76 | CORP | Long | |
74841CAB7 | 74841CAB7 | Rocket Mortgage LLC | 751000.0 | 660501.53 | CORP | Long | |
N/A | N/A | Melco Resorts Finance Ltd. | 1000000.0 | 970937.5 | CORP | Long | |
N/A | N/A | Stanlington No. 2 plc | 329000.0 | 405017.74 | CORP | Long | |
N/A | N/A | Vedanta Holdings Mauritius Ii Ltd. - | 34120240.0 | 34120240.0 | CORP | Long | |
N/A | N/A | Madison Park Euro Funding XI DAC | 1350000.0 | 1435349.52 | CORP | Long | |
126395AN2 | 126395AN2 | CSMC Trust | 5754000.0 | 5146722.26 | CORP | Long | |
N/A | N/A | British Telecommunications plc | 20070000.0 | 23330647.77 | CORP | Long | |
92940PAE4 | 92940PAE4 | WRKCo, Inc. | 10557000.0 | 10074679.28 | CORP | Long | |
69331CAJ7 | 69331CAJ7 | PG&E Corp. | -300000.0 | -289363.65 | CORP | Short | |
62848FAE2 | 62848FAE2 | Myers Park CLO Ltd. | 250000.0 | 249380.18 | CORP | Long | |
118230AN1 | 118230AN1 | Buckeye Partners LP | 4975000.0 | 4875386.87 | CORP | Long | |
075887CN7 | 075887CN7 | Becton Dickinson & Co. | 4400000.0 | 4599550.27 | CORP | Long | |
69688XAS0 | 69688XAS0 | Palmer Square CLO Ltd. | 1505501.62 | 1506746.52 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -700176.44 | CORP | N/A | |
87272HAC4 | 87272HAC4 | TIAA CLO III Ltd. | 750000.0 | 747310.28 | CORP | Long | |
N/A | N/A | Greenko Dutch BV | 240500.0 | 224266.25 | CORP | Long | |
31418DX56 | 31418DX56 | Federal National Mortgage Association | 480273.6051 | 457016.76 | USGSE | Long | |
N/A | N/A | Banco BPM SpA | 49840000.0 | 56028520.16 | CORP | Long | |
N/A | N/A | N/A | 13315000000.0 | -157153.62 | CORP | N/A | |
P2121YAU2 | P2121YAU2 | Carnival Corp. | 652720.0 | 653261.76 | CORP | Long | |
95003EAG1 | 95003EAG1 | Wells Fargo Commercial Mortgage Trust | 750000.0 | 692549.25 | CORP | Long | |
742855AA7 | 742855AA7 | Prodigy Finance DAC | 4129476.44 | 4093915.45 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 109529.91 | CORP | N/A | |
N/A | N/A | Margay CLO I DAC | 570000.0 | 631697.33 | CORP | Long | |
107416QM4 | 107416QM4 | Brevard County Health Facilities Authority | 14000000.0 | 14996509.92 | MUN | Long | |
74333YAN8 | 74333YAN8 | Progress Residential Trust | 5383000.0 | 4592036.51 | CORP | Long | |
00163HAD7 | 00163HAD7 | ALM VII Ltd. | 12160000.0 | 1.22 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 430786.41 | CORP | N/A | |
N/A | N/A | Vodafone Group plc | 15008000.0 | 18582165.0 | CORP | Long | |
3622MPAN8 | 3622MPAN8 | GSR Mortgage Loan Trust | 119468.55 | 158549.83 | CORP | Long | |
56847JAD9 | 56847JAD9 | Mariner Finance Issuance Trust | 1130000.0 | 968900.31 | CORP | Long | |
38379UZW9 | 38379UZW9 | Government National Mortgage Association | 8628639.003 | 312182.43 | USGA | Long | |
67590RBA2 | 67590RBA2 | Octagon Loan Funding Ltd. | 250000.0 | 249375.88 | CORP | Long | |
69331CAK4 | 69331CAK4 | PG&E Corp. | 13403000.0 | 14046344.0 | CORP | Long | |
64985TDK4 | 64985TDK4 | New York State Urban Development Corp. | 9725000.0 | 8088438.1 | MUN | Long | |
N/A | N/A | N/A | -141643984.0 | -8831526.41 | MUN | N/A | |
N/A | N/A | N/A | 1.0 | 384269.03 | MUN | N/A | |
N/A | N/A | N/A | 1.0 | -199053.62 | MUN | N/A | |
N/A | N/A | IHO Verwaltungs GmbH | 6023000.0 | 6547492.74 | CORP | Long | |
N/A | N/A | N/A | 12810000.0 | -155145.44 | CORP | N/A | |
N/A | N/A | CVC Cordatus Loan Fund XXII DAC | 755000.0 | 785486.75 | CORP | Long | |
N/A | N/A | N/A | 26110000.0 | 884104.64 | CORP | N/A | |
00970CAB5 | 00970CAB5 | Ajax Mortgage Loan Trust | 7064076.0 | 6918380.14 | CORP | Long | |
290015AJ5 | 290015AJ5 | Elmwood CLO I Ltd. | 2000000.0 | 2003698.8 | CORP | Long | |
15034AAC9 | 15034AAC9 | Cedar Funding XIV CLO Ltd. | 4000000.0 | 3962985.2 | CORP | Long | |
393505RK0 | 393505RK0 | Conseco Finance Corp. | 2146495.9719 | 2102317.01 | CORP | Long | |
03027XCC2 | 03027XCC2 | American Tower Corp. | 8196000.0 | 8324516.89 | CORP | Long | |
N/A | N/A | N/A | 1065330.0 | -17370.49 | CORP | N/A | |
N/A | N/A | Wynn Macau Ltd. | 200000.0 | 197250.0 | CORP | Long | |
N/A | N/A | Finance Ireland Auto Receivables NO DAC | 510000.0 | 566429.75 | CORP | Long | |
N/A | N/A | Nordea Bank Abp | 12000000.0 | 13412197.65 | CORP | Long | |
N/A | N/A | Viterra Finance BV | 1061000.0 | 1039345.38 | CORP | Long | |
02151RAC7 | 02151RAC7 | Alternative Loan Trust | 555794.8551 | 484833.14 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 130264.23 | CORP | N/A | |
N/A | N/A | ABN AMRO Bank NV | 32300000.0 | 36960941.04 | CORP | Long | |
38138RAA3 | 38138RAA3 | GoldentTree Loan Management US CLO 1 Ltd. | 5765000.0 | 5388407.72 | CORP | Long | |
38138DAQ9 | 38138DAQ9 | GoldenTree Loan Management US CLO 5 Ltd. | 2040000.0 | 2039615.05 | CORP | Long | |
N/A | N/A | N/A | 25483067.0 | -300556.6 | CORP | N/A | |
235825AH9 | 235825AH9 | Dana, Inc. | 1736000.0 | 1538663.92 | CORP | Long | |
N/A | N/A | N/A | 15000000.0 | 244045.09 | CORP | N/A | |
N/A | N/A | Forvia SE | 8599000.0 | 9290079.44 | CORP | Long | |
N/A | N/A | Air France-KLM | 10201300.0 | 1967423.38 | CORP | Long | |
N/A | N/A | Finsbury Square | 984656.44 | 1250768.54 | CORP | Long | |
N/A | N/A | BofA Securities, Inc. | 10110200.0 | 10110200.0 | CORP | Long | |
74980YAC8 | 74980YAC8 | RR 17 Ltd. | 475000.0 | 328652.5 | CORP | Long | |
64830DAB9 | 64830DAB9 | New Residential Mortgage Loan Trust | 1875729.39 | 1803458.85 | CORP | Long | |
3132AEEZ5 | 3132AEEZ5 | Federal Home Loan Mortgage Corp. | 330305.4283 | 317202.47 | USGSE | Long | |
12644VAE8 | 12644VAE8 | CSN Resources SA | 1771000.0 | 1528036.51 | CORP | Long | |
69701YAA0 | 69701YAA0 | Palmer Square Loan Funding Ltd. | 4944237.7807 | 4937731.66 | CORP | Long | |
N/A | N/A | N/A | 1033333.0 | 12468.54 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -200440.24 | CORP | N/A | |
N/A | N/A | Satus plc | 166000.0 | 208423.53 | CORP | Long | |
00120PAA7 | 00120PAA7 | AGL CLO 25 Ltd. | 250000.0 | 254646.15 | CORP | Long | |
3132DNK77 | 3132DNK77 | Federal Home Loan Mortgage Corp. | 1957626.3512 | 1886416.11 | USGSE | Long | |
N/A | N/A | N/A | 20285000.0 | 0.0 | USGSE | N/A | |
74333AAJ9 | 74333AAJ9 | Progress Residential Trust | 4710000.0 | 4355827.31 | CORP | Long | |
92564RAL9 | 92564RAL9 | VICI Properties LP | 5000000.0 | 4593154.35 | CORP | Long | |
3137FFWD5 | 3137FFWD5 | Federal Home Loan Mortgage Corp. | 20218297.66 | 3281314.47 | USGSE | Long | |
N/A | N/A | Bayer AG | 11400000.0 | 12978312.18 | CORP | Long | |
N/A | N/A | Brants Bridge plc | 2600000.0 | 3330146.77 | CORP | Long | |
N/A | N/A | Electricite de France SA | 1100000.0 | 1280313.27 | NUSS | Long | |
00180AAE9 | 00180AAE9 | AMSR Trust | 2102000.0 | 2001512.63 | CORP | Long | |
N/A | N/A | OAK Hill European Credit Partners V DAC | 425000.0 | 454975.54 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 535083.31 | CORP | N/A | |
N/A | N/A | N/A | 161056480000.0 | 99803.72 | CORP | N/A | |
N/A | N/A | Haus European Loan Conduit No. 39 DAC | 840757.06 | 789947.02 | CORP | Long | |
N/A | N/A | Pinnacle Bidco plc | 1140000.0 | 1307181.9 | CORP | Long | |
03765LAP7 | 03765LAP7 | Apidos CLO XX | 1886969.99 | 1890168.03 | CORP | Long | |
N/A | N/A | Eurogrid GmbH | 7400000.0 | 8327647.71 | CORP | Long | |
43789XAE4 | 43789XAE4 | Homeward Opportunities Fund I Trust | 6360000.0 | 6160044.78 | CORP | Long | |
N/A | N/A | N/A | 659630.0 | 1106541.5 | CORP | N/A | |
07400WAA8 | 07400WAA8 | Bear Stearns Mortgage Funding Trust | 917446.17 | 893682.94 | CORP | Long | |
00PARTKM9 | 00PARTKM9 | N/A | -225.0 | -28687.5 | CORP | N/A | |
80875AAT8 | 80875AAT8 | Light & Wonder International, Inc. | 994949.5 | 996501.62 | CORP | Long | |
00C92KLD1 | 00C92KLD1 | N/A | 1000.0 | 74500.0 | CORP | N/A | |
N/A | N/A | Greenko Wind Projects Mauritius Ltd. | 1000000.0 | 980000.0 | CORP | Long | |
N/A | N/A | N/A | 10488000.0 | -442854.85 | CORP | N/A | |
N/A | N/A | Burger King France SAS | 3800000.0 | 4215986.89 | CORP | Long | |
N/A | N/A | N/A | 988820408.0 | -43180491.84 | CORP | N/A | |
74529JPW9 | 74529JPW9 | Puerto Rico Sales Tax Financing Corp. | 2048000.0 | 2009781.41 | MUN | Long | |
92911BAA8 | 92911BAA8 | Voyager OPTONE Delaware Trust | 31595606.8311 | 7295163.37 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 12164.44 | CORP | N/A | |
N/A | N/A | Glencore Capital Finance DAC | 7600000.0 | 7720647.42 | CORP | Long | |
N/A | N/A | Barclays plc | 3266000.0 | 3931460.46 | CORP | Long | |
N/A | N/A | Cellnex Telecom SA | 8000000.0 | 7731800.85 | CORP | Long | |
N/A | N/A | Noodle Partners, Inc., Series C | 862850.0 | 3994995.5 | CORP | Long | |
N/A | N/A | N/A | 54290000.0 | -1535609.4 | CORP | N/A | |
54251PAD9 | 54251PAD9 | Long Beach Mortgage Loan Trust | 8085757.9958 | 3712509.48 | CORP | Long | |
N/A | N/A | Erste Group Bank AG | -5600000.0 | -5394394.27 | CORP | Short | |
N/A | N/A | UBS Group AG | 7974000.0 | 7525462.5 | CORP | Long | |
74333WAL6 | 74333WAL6 | Progress Residential Trust | 1721632.4 | 1489469.07 | CORP | Long | |
15033EAA6 | 15033EAA6 | Cedar Funding IX CLO Ltd. | 28918687.01 | 28894068.53 | CORP | Long | |
N/A | N/A | Autonoria Spain 2023 FT | 1700000.0 | 1884094.24 | CORP | Long | |
N/A | N/A | United Mexican States | 37967614.0 | 20600354.02 | NUSS | Long | |
43284MAA6 | 43284MAA6 | Hilton Grand Vacations Borrower Escrow LLC | 147000.0 | 135614.25 | CORP | Long | |
N/A | N/A | British Telecommunications plc | 41115000.0 | 43232931.29 | CORP | Long | |
N/A | N/A | TenneT Holding BV | 5400000.0 | 5775288.81 | NUSS | Long | |
031162CW8 | 031162CW8 | Amgen, Inc. | 19038000.0 | 16285152.6 | CORP | Long | |
N/A | N/A | N/A | 2889664983.0 | -151069.94 | CORP | N/A | |
N/A | N/A | Sunrise SPV 50 SRL | 2950000.0 | 3268412.27 | CORP | Long | |
345397A60 | 345397A60 | Ford Motor Credit Co. LLC | 12600000.0 | 12434642.39 | CORP | Long | |
05682VAA3 | 05682VAA3 | Bain Capital Credit CLO Ltd. | 4991832.64 | 4986811.36 | CORP | Long | |
N/A | N/A | OCP Euro CLO DAC | 897000.0 | 978620.17 | CORP | Long | |
N/A | N/A | Federal Republic of Nigeria | 4155000.0 | 3953742.19 | NUSS | Long | |
N/A | N/A | N/A | -1047.0 | -4236428.06 | NUSS | N/A | |
N/A | N/A | N/A | 1.0 | -28436.27 | NUSS | N/A | |
00971BAG5 | 00971BAG5 | Ajax Mortgage Loan Trust | 10115788.0 | 6576553.99 | CORP | Long | |
63941XAB3 | 63941XAB3 | Navient Private Education Refi Loan Trust | 4310000.0 | 3432004.3 | CORP | Long | |
25470MAF6 | 25470MAF6 | DISH Network Corp. | 8119000.0 | 5033780.0 | CORP | Long | |
N/A | N/A | Neuberger Berman Loan Advisers Euro CLO | 658000.0 | 696451.33 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -392480.24 | CORP | N/A | |
N/A | N/A | Fastighets AB Balder | 2225000.0 | 1848357.28 | CORP | Long | |
912810TN8 | 912810TN8 | United States of America | -42000000.0 | -38784375.0 | UST | Short | |
N/A | N/A | Anglo American Capital plc | 20030000.0 | 23544762.65 | CORP | Long | |
026932AC7 | 026932AC7 | American Home Mortgage Investment Trust | 4776809.9838 | 2551017.64 | CORP | Long | |
N/A | N/A | N/A | 794377300.0 | 8180541.67 | CORP | N/A | |
N/A | N/A | Cheplapharm Arzneimittel GmbH | 1502000.0 | 1763533.77 | CORP | Long | |
61744YAP3 | 61744YAP3 | Morgan Stanley | 16400000.0 | 15640388.9 | CORP | Long | |
N/A | N/A | Vedanta Resources Finance II plc | 7721000.0 | 5722341.94 | CORP | Long | |
031162DN7 | 031162DN7 | Amgen, Inc. | 10129000.0 | 10133575.57 | CORP | Long | |
33767PAJ7 | 33767PAJ7 | FirstKey Homes Trust | 4977000.0 | 4574146.19 | CORP | Long | |
N/A | N/A | N/A | 9413272400.0 | 44612.41 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -324939.4 | CORP | N/A | |
46645JBG6 | 46645JBG6 | JPMBB Commercial Mortgage Securities Trust | 4214000.0 | 3455918.68 | CORP | Long | |
00C92SA20 | 00C92SA20 | N/A | 3140.0 | 25120.0 | CORP | N/A | |
N/A | N/A | GMR Hyderabad International Airport Ltd. | 1090000.0 | 1046814.2 | CORP | Long | |
N/A | N/A | Nomura Securities International, Inc. | 4618750.0 | 4618750.0 | CORP | Long | |
N/A | N/A | New Metro Global Ltd. | 853000.0 | 209795.35 | CORP | Long | |
61946KAA2 | 61946KAA2 | Mosaic Solar Loan Trust | 3339708.97 | 3391179.9 | CORP | Long | |
N/A | N/A | N/A | 31130000.0 | -613288.43 | CORP | N/A | |
345370860 | 345370860 | Ford Motor Co. | 320713.0 | 3909491.47 | CORP | Long | |
045086AK1 | 045086AK1 | Ashton Woods USA LLC | 13054000.0 | 12668079.38 | CORP | Long | |
N/A | N/A | N/A | 43704417.0 | 212304.65 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -1522482.34 | CORP | N/A | |
69701QAA7 | 69701QAA7 | Palmer Square Loan Funding Ltd. | 2500000.0 | 2497384.5 | CORP | Long | |
N/A | N/A | Imperial Brands Finance Netherlands BV | 9260000.0 | 10571119.34 | CORP | Long | |
N/A | N/A | Wynn Macau Ltd. | 5829000.0 | 5386360.31 | CORP | Long | |
68403BAA3 | 68403BAA3 | Option One Mortgage Loan Trust | 5962491.1291 | 5275904.91 | CORP | Long | |
N/A | N/A | Avoca CLO XXII DAC | 710000.0 | 748794.78 | CORP | Long | |
262431AD1 | 262431AD1 | Dryden 50 Senior Loan Fund | 250000.0 | 249704.73 | CORP | Long | |
N/A | N/A | N/A | 83390000.0 | -2086578.31 | CORP | N/A | |
N/A | N/A | Banco BPM SpA | 1017000.0 | 1136333.47 | CORP | Long | |
N/A | N/A | N/A | 12580421.0 | -414039.88 | CORP | N/A | |
N/A | N/A | N/A | 1159986800.0 | 19767360.46 | CORP | N/A | |
80359A114 | 80359A114 | N/A | 505097.0 | 2727.52 | CORP | N/A | |
N/A | N/A | Genius Sports Ltd. | 1345384.0 | 8314473.12 | CORP | Long | |
45174HBE6 | 45174HBE6 | iHeartCommunications, Inc. | 340000.0 | 270155.5 | CORP | Long | |
00971BAD2 | 00971BAD2 | Ajax Mortgage Loan Trust | 1365498.0 | 1055366.91 | CORP | Long | |
12498NAD5 | 12498NAD5 | Credit-Based Asset Servicing & Securitization LLC | 1011742.73 | 837841.46 | CORP | Long | |
95040QAH7 | 95040QAH7 | Welltower OP LLC | 4939000.0 | 4767901.83 | CORP | Long | |
393505XH0 | 393505XH0 | Conseco Finance Corp. | 1440848.8191 | 1409750.4 | CORP | Long | |
3132DV4R3 | 3132DV4R3 | Federal Home Loan Mortgage Corp. | 137022.15 | 131331.88 | USGSE | Long | |
539830109 | 539830109 | Lockheed Martin Corp. | 6100.0 | 2764764.0 | CORP | Long | |
527298BN2 | 527298BN2 | Level 3 Financing, Inc. | 11090000.0 | 6654000.0 | CORP | Long | |
22282GAF4 | 22282GAF4 | Covanta Holding Corp. | 69767.44 | 69784.88 | CORP | Long | |
404119BV0 | 404119BV0 | HCA, Inc. | 344000.0 | 331175.22 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 15315.09 | CORP | N/A | |
675920AJ1 | 675920AJ1 | Octagon Investment Partners 30 Ltd. | 1980602.3969 | 1981496.44 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -187000.62 | CORP | N/A | |
N/A | N/A | N/A | 28610000.0 | 346162.37 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 151983.87 | CORP | N/A | |
74934VAA5 | 74934VAA5 | RCO VI Mortgage LLC | 17770955.67 | 17103395.05 | CORP | Long | |
37045VAK6 | 37045VAK6 | General Motors Co. | 2760000.0 | 2953907.03 | CORP | Long | |
N/A | N/A | Loxam SAS | 828000.0 | 895880.59 | CORP | Long | |
73742DAG6 | 73742DAG6 | Post CLO Ltd. | 2250000.0 | 2204652.83 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 22452.15 | CORP | N/A | |
N/A | N/A | N/A | 5811526.0 | -50270.21 | CORP | N/A | |
31424UPH3 | 31424UPH3 | Federal National Mortgage Association | 98903393.766 | 16096590.63 | USGSE | Long | |
N/A | N/A | Corp. Financiera de Desarrollo SA | 9429000.0 | 9313211.88 | NUSS | Long | |
N/A | N/A | Tower Bridge Funding plc | 252998.96 | 320002.63 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 22460.47 | CORP | N/A | |
N/A | N/A | UBS Group AG | 22000000.0 | 27974185.72 | CORP | Long | |
N/A | N/A | N/A | 5819848.0 | -43752.83 | CORP | N/A | |
N/A | N/A | SL Liquidity Series, LLC | 149881597.0158 | 149941549.65 | RF | Long | |
N/A | N/A | Intrum AB | 9255000.0 | 9527405.88 | CORP | Long | |
N/A | N/A | Petroleos Mexicanos | 965000.0 | 997930.78 | NUSS | Long | |
N/A | N/A | N/A | 42310000.0 | -597240.3 | NUSS | N/A | |
92259LAE8 | 92259LAE8 | Velocity Commercial Capital Loan Trust | 983592.2279 | 790210.23 | CORP | Long | |
853496AC1 | 853496AC1 | Standard Industries, Inc. | 9000.0 | 8774.43 | CORP | Long | |
12659VAJ9 | 12659VAJ9 | CSMC Trust | 3520000.0 | 3465483.3 | CORP | Long | |
01449NAG1 | 01449NAG1 | Alen Mortgage Trust | 4827000.0 | 2929752.96 | CORP | Long | |
N/A | N/A | Galapagos | 32244398.29 | 35596203.48 | CORP | Long | |
69377PAQ7 | 69377PAQ7 | PPM CLO 2 Ltd. | 1250000.0 | 1213837.25 | CORP | Long | |
N/A | N/A | N/A | 37732000.0 | -54591.16 | CORP | N/A | |
46647PDG8 | 46647PDG8 | JPMorgan Chase & Co. | 18535000.0 | 18540376.08 | CORP | Long | |
N/A | N/A | N/A | 270000.0 | -44442.28 | CORP | N/A | |
895969AA1 | 895969AA1 | Trimaran CAVU Ltd. | 3500000.0 | 3509163.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -241369.88 | CORP | N/A | |
12659VAA8 | 12659VAA8 | CSMC Trust | 5892000.0 | 5823585.63 | CORP | Long | |
N/A | N/A | PCL Funding VIII plc | 6070000.0 | 7756360.0 | CORP | Long | |
05592LAA4 | 05592LAA4 | BOCA Commercial Mortgage Trust | 5533460.0 | 5502302.19 | CORP | Long | |
N/A | N/A | SK Hynix, Inc. | 1250000.0 | 1288875.0 | CORP | Long | |
69702CAA7 | 69702CAA7 | Palmer Square Loan Funding Ltd. | 4875000.0 | 4765002.94 | CORP | Long | |
71654QDL3 | 71654QDL3 | Petroleos Mexicanos | 5165136.0 | 4976608.54 | NUSS | Long | |
N/A | N/A | Brignole Co. SRL | 100000.0 | 109309.6 | CORP | Long | |
91823JAC6 | 91823JAC6 | VC GB Holdings I Corp. | 997455.47 | 989615.47 | CORP | Long | |
55336VBW9 | 55336VBW9 | MPLX LP | 137000.0 | 135296.96 | CORP | Long | |
N/A | N/A | Republic of Poland | 138724000.0 | 33207735.08 | NUSS | Long | |
74165WAA3 | 74165WAA3 | Prima Capital CRE Securitization Ltd. | 17980000.0 | 16183581.22 | CORP | Long | |
86317EAG1 | 86317EAG1 | Stratus Static CLO Ltd. | 1000000.0 | 1010844.4 | CORP | Long | |
N/A | N/A | Ardagh Metal Packaging Finance USA LLC | 8033000.0 | 7852108.79 | CORP | Long | |
N/A | N/A | Banco Espirito Santo SA | 19000000.0 | 5453513.0 | CORP | Long | |
N/A | N/A | EIS Group, Ltd. | 2891857.6 | 2801631.64 | CORP | Long | |
69702BAA9 | 69702BAA9 | Palmer Square Loan Funding Ltd. | 12763796.0123 | 12741288.33 | CORP | Long | |
70807AAA3 | 70807AAA3 | PennantPark CLO VI LLC | 1000000.0 | 995019.0 | CORP | Long | |
718286CL9 | 718286CL9 | Republic of the Philippines | 1702000.0 | 1203101.25 | NUSS | Long | |
N/A | N/A | Republic of Ghana | 7974000.0 | 3428820.0 | NUSS | Long | |
26245MAC5 | 26245MAC5 | Dryden 55 CLO Ltd. | 700670.1168 | 699794.14 | CORP | Long | |
N/A | N/A | N/A | 5785000.0 | -98171.29 | CORP | N/A | |
29450YAA7 | 29450YAA7 | EquipmentShare.com, Inc. | 30063000.0 | 30930317.55 | CORP | Long | |
N/A | N/A | Avoca CLO XXIII DAC | 750000.0 | 774839.69 | CORP | Long | |
N/A | N/A | Mythic AI Inc. series C | 6342.91 | 0.06 | CORP | Long | |
96467CAC1 | 96467CAC1 | Whitebox CLO I Ltd. | 4300000.0 | 2550115.0 | CORP | Long | |
N/A | N/A | TotalEnergies SE | 22900000.0 | 22601788.54 | CORP | Long | |
02660UAE0 | 02660UAE0 | American Home Mortgage Assets Trust | 2498802.94 | 1688650.55 | CORP | Long | |
N/A | N/A | N/A | 241045964.0 | 21571.83 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -331556.16 | CORP | N/A | |
81282UAC6 | 81282UAC6 | SeaWorld Parks & Entertainment, Inc. | 310000.0 | 311550.0 | CORP | Long | |
06738EBG9 | 06738EBG9 | Barclays plc | 8741000.0 | 8680900.38 | CORP | Long | |
056054AK5 | 056054AK5 | BX Commercial Mortgage Trust | 38733650.01 | 38142896.0 | CORP | Long | |
N/A | N/A | N/A | 13789000.0 | -468918.5 | CORP | N/A | |
N/A | N/A | East Japan Railway Co. | 22730000.0 | 24800878.89 | CORP | Long | |
N/A | N/A | N/A | 36354228155.0 | 188773.57 | CORP | N/A | |
686053BN8 | 686053BN8 | Oregon School Boards Association | 6710000.0 | 6845129.13 | MUN | Long | |
55361AAU8 | 55361AAU8 | MSWF Commercial Mortgage Trust | 9291000.0 | 10006348.47 | CORP | Long | |
N/A | N/A | ams-OSRAM AG | 5100000.0 | 4426701.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 9428.38 | CORP | N/A | |
N/A | N/A | N/A | 26529000.0 | -302166.89 | CORP | N/A | |
46590KAK0 | 46590KAK0 | JPMorgan Chase Commercial Mortgage Securities Trust | 1100000.0 | 918777.86 | CORP | Long | |
N/A | N/A | Intesa Sanpaolo SpA | 1100000.0 | 1214952.17 | CORP | Long | |
N/A | N/A | Together Asset-Backed Securitisation plc | 107000.0 | 133250.37 | CORP | Long | |
N/A | N/A | Together Asset-Backed Securitisation plc | 157000.0 | 196964.36 | CORP | Long | |
68402YAD8 | 68402YAD8 | Option One Mortgage Loan Trust | 6755000.0 | 5441168.71 | CORP | Long | |
40434PG18 | 40434PG18 | HSBC USA, Inc. | 42025000.0 | 40843220.86 | CORP | Long | |
49271VAP5 | 49271VAP5 | Keurig Dr Pepper, Inc. | 20275000.0 | 19765940.57 | CORP | Long | |
69702BAG6 | 69702BAG6 | Palmer Square Loan Funding Ltd. | 5250000.0 | 5171808.6 | CORP | Long | |
92837KAD3 | 92837KAD3 | Visio Trust | 1900000.0 | 1729854.24 | CORP | Long | |
92564RAE5 | 92564RAE5 | VICI Properties LP | 5000000.0 | 4554626.3 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 195847.54 | CORP | N/A | |
N/A | N/A | Haus European Loan Conduit No 39 DAC | 1038699.86 | 1046185.2 | CORP | Long | |
097793AE3 | 097793AE3 | Civitas Resources, Inc. | 7623000.0 | 7392809.79 | CORP | Long | |
N/A | N/A | N/A | 140000000.0 | 791373.38 | CORP | N/A | |
75888ABE5 | 75888ABE5 | Regatta VII Funding Ltd. | 1300000.0 | 1300939.64 | CORP | Long | |
N/A | N/A | Colorado Plaza | 15894117.65 | 3160426.09 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 399916.74 | CORP | N/A | |
L2000AAD2 | L2000AAD2 | Camelot U.S. Acquisition LLC | 936092.8 | 937028.89 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 920273.73 | CORP | N/A | |
31418CWT7 | 31418CWT7 | Federal National Mortgage Association | 3345.0458 | 3221.02 | USGSE | Long | |
693975AJ3 | 693975AJ3 | Prudential plc | 1690000.0 | 1677325.0 | CORP | Long | |
717081EW9 | 717081EW9 | Pfizer, Inc. | 5389000.0 | 4860625.2 | CORP | Long | |
009691AB2 | 009691AB2 | Ajax Mortgage Loan Trust | 3313500.0 | 2930006.44 | CORP | Long | |
N/A | N/A | Banco de Sabadell SA | 1900000.0 | 2164918.81 | CORP | Long | |
00076VAZ3 | 00076VAZ3 | ABG Intermediate Holdings 2 LLC | 997474.75 | 1000935.99 | CORP | Long | |
98625DAE0 | 98625DAE0 | Generate CLO 7 Ltd. | 500000.0 | 499274.35 | CORP | Long | |
N/A | N/A | N/A | 103065513.0 | 296120.4 | CORP | N/A | |
64110LAT3 | 64110LAT3 | Netflix, Inc. | 10000000.0 | 10527830.0 | CORP | Long | |
N/A | N/A | Southern Co. (The) | 47749000.0 | 45142992.31 | CORP | Long | |
3140Q8AM7 | 3140Q8AM7 | Federal National Mortgage Association | 27681612.7603 | 26705366.98 | USGSE | Long | |
03881JAA4 | 03881JAA4 | Arbor Realty Commercial Real Estate Notes Ltd. | 19738000.0 | 19437357.12 | CORP | Long | |
N/A | N/A | Precise Mortgage Funding plc | 100000.0 | 126680.84 | CORP | Long | |
71654QCG5 | 71654QCG5 | Petroleos Mexicanos | 40913000.0 | 38023519.38 | NUSS | Long | |
N/A | N/A | N/A | 1.0 | -2031773.5 | NUSS | N/A | |
61769JBC4 | 61769JBC4 | Morgan Stanley Capital I Trust | 53695000.0 | 1741534.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 199790.56 | CORP | N/A | |
N/A | N/A | Contego CLO VII DAC | 350000.0 | 377912.27 | CORP | Long | |
74526YFG5 | 74526YFG5 | Puerto Rico Electric Power Authority | 7405000.0 | 1851250.0 | MUN | Long | |
00PARPEQ5 | 00PARPEQ5 | N/A | 1500.0 | 8250.0 | MUN | N/A | |
79466L302 | 79466L302 | Salesforce, Inc. | 28012.0 | 7371077.68 | CORP | Long | |
N/A | N/A | N/A | 2797000.0 | 17952.81 | CORP | N/A | |
N/A | N/A | BCP V Modular Services Finance II plc | 1200000.0 | 1365150.15 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 13413.7 | CORP | N/A | |
69702AAA1 | 69702AAA1 | Palmer Square CLO Ltd. | 250000.0 | 248980.58 | CORP | Long | |
80007RAE5 | 80007RAE5 | Sands China Ltd. | 3401000.0 | 3355086.5 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -2632378.04 | CORP | N/A | |
75888BAG9 | 75888BAG9 | Regatta XVII Funding Ltd. | 600000.0 | 579620.46 | CORP | Long | |
171484AG3 | 171484AG3 | Churchill Downs, Inc. | 271000.0 | 268157.16 | CORP | Long | |
N/A | N/A | Volkswagen Leasing GmbH | 15631000.0 | 14807618.03 | CORP | Long | |
69700QAC4 | 69700QAC4 | Palmer Square Loan Funding Ltd. | 4750000.0 | 0.48 | CORP | Long | |
N/A | N/A | Wintershall Dea Finance 2 BV | 1800000.0 | 1728785.7 | CORP | Long | |
46654CAQ8 | 46654CAQ8 | JP Morgan Mortgage Trust | 6851674.62 | 186078.46 | CORP | Long | |
N/A | N/A | N/A | 1983412000.0 | 2154093.57 | CORP | N/A | |
576457AD7 | 576457AD7 | MASTR Asset-Backed Securities Trust | 5000059.0 | 3837325.28 | CORP | Long | |
89624RAA7 | 89624RAA7 | Trimaran CAVU Ltd. | 2600000.0 | 2602370.94 | CORP | Long | |
033295AA4 | 033295AA4 | Anchorage Credit Funding 14 Ltd. | 20250000.0 | 17636731.43 | CORP | Long | |
N/A | N/A | N/A | 24490000.0 | -2063081.65 | CORP | N/A | |
00CAPZW30 | 00CAPZW30 | N/A | 15000.0 | 1012500.0 | CORP | N/A | |
23204G100 | 23204G100 | Customers Bancorp, Inc. | 10456.0 | 602474.72 | CORP | Long | |
N/A | N/A | Dowson plc | 1814000.0 | 2332976.49 | CORP | Long | |
N/A | N/A | N/A | 1604.0 | 3204937.73 | CORP | N/A | |
68245XAH2 | 68245XAH2 | 1011778 BC ULC | 13000.0 | 12281.4 | CORP | Long | |
25255FAC9 | 25255FAC9 | Diameter Capital CLO 1 Ltd. | 4999999.99 | 4179999.99 | CORP | Long | |
12511VAA6 | 12511VAA6 | Churchill Downs, Inc. | 5565000.0 | 5425827.7 | CORP | Long | |
04020FAG9 | 04020FAG9 | Ares Loan Funding IV Ltd. | 500000.0 | 499823.95 | CORP | Long | |
61771MAC4 | 61771MAC4 | Morgan Stanley Capital I Trust | 750000.0 | 470590.5 | CORP | Long | |
46647PBD7 | 46647PBD7 | JPMorgan Chase & Co. | 22213000.0 | 20904411.73 | CORP | Long | |
C0787FAB8 | C0787FAB8 | Bausch + Lomb Corp. | 997474.74 | 984387.87 | CORP | Long | |
N/A | N/A | Atos SE | 15400000.0 | 13604587.28 | CORP | Long | |
67116FAA4 | 67116FAA4 | OCP CLO Ltd. | 2250000.0 | 2189673.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 57311.5 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 620469.9 | CORP | N/A | |
N/A | N/A | N/A | 874009.0 | 271061.85 | CORP | N/A | |
N/A | N/A | Volkswagen International Finance NV | 1700000.0 | 1757468.53 | CORP | Long | |
91680XAA1 | 91680XAA1 | Upstart Pass-Through Trust | 721881.5047 | 708755.68 | CORP | Long | |
563136AJ9 | 563136AJ9 | Manhattan West Mortgage Trust | 118000.0 | 99293.78 | CORP | Long | |
N/A | N/A | Picard Bondco SA | 1670000.0 | 1723762.73 | CORP | Long | |
87272HAA8 | 87272HAA8 | TIAA CLO III Ltd. | 228350.49 | 228305.82 | CORP | Long | |
N/A | N/A | Techem Verwaltungsgesellschaft 674 mbH | 7115348.3942 | 7815713.91 | CORP | Long | |
55819DAL0 | 55819DAL0 | Madison Park Funding XXXI Ltd. | 5500000.0 | 5413271.05 | CORP | Long | |
12657XAA6 | 12657XAA6 | Credit Suisse Mortgage Capital Certificates | 34334955.3866 | 33949548.95 | CORP | Long | |
N/A | N/A | River Green Finance 2020 DAC | 322437.5 | 333819.47 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 326166.15 | CORP | N/A | |
N/A | N/A | Avoca CLO XVIII DAC | 5800000.0 | 6282144.71 | CORP | Long | |
12653VAJ5 | 12653VAJ5 | Credit Suisse Mortgage Capital Certificates | 14066005.52 | 13965733.19 | CORP | Long | |
69318FAJ7 | 69318FAJ7 | PBF Holding Co. LLC | -7980000.0 | -7768725.99 | CORP | Short | |
N/A | N/A | Credit Agricole SA | 22500000.0 | 29325490.17 | CORP | Long | |
N/A | N/A | N/A | -1933.0 | -217462.5 | CORP | N/A | |
682696AD1 | 682696AD1 | OneMain Financial Issuance Trust | 10930000.0 | 9741729.75 | CORP | Long | |
00CB0F1X7 | 00CB0F1X7 | N/A | -1164.0 | -160632.0 | CORP | N/A | |
N/A | N/A | Sonder Holdings, Inc. | 60116.2 | 203793.92 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -293329.56 | CORP | N/A | |
N/A | N/A | N/A | 7490000.0 | -2177.62 | CORP | N/A | |
N/A | N/A | Cemex SAB de CV | 100000.0 | 108078.91 | CORP | Long | |
N/A | N/A | N/A | -143389086.0 | -1088866.68 | CORP | N/A | |
N/A | N/A | N/A | 4951143.48 | 12266.24 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -474365.03 | CORP | N/A | |
55819GAL3 | 55819GAL3 | Madison Park Funding XXXIV Ltd. | 250000.0 | 250155.0 | CORP | Long | |
N/A | N/A | Nationwide Building Society | 15000000.0 | 16110030.66 | CORP | Long | |
N/A | N/A | Together Asset-Backed Securitisation plc | 278000.0 | 356147.14 | CORP | Long | |
N/A | N/A | Barclays plc | 37300000.0 | 44049536.46 | CORP | Long | |
68249DAC3 | 68249DAC3 | One New York Plaza Trust | 4673000.0 | 4308066.74 | CORP | Long | |
N/A | N/A | N/A | 122904932.0 | 143613.31 | CORP | N/A | |
63874TAL1 | 63874TAL1 | Natixis Commercial Mortgage Securities Trust | 3140000.0 | 2624848.15 | CORP | Long | |
92538WAE7 | 92538WAE7 | Verus Securitization Trust | 2802000.0 | 1945088.16 | CORP | Long | |
92873KAA4 | 92873KAA4 | VOLT CVI LLC | 19343087.07 | 18428029.45 | CORP | Long | |
N/A | N/A | N/A | -54075.0 | -55750030.47 | CORP | N/A | |
68389XBN4 | 68389XBN4 | Oracle Corp. | 9150000.0 | 8686752.79 | CORP | Long | |
12433EAA9 | 12433EAA9 | BX Trust | 5973000.0 | 5873766.37 | CORP | Long | |
05683LAA4 | 05683LAA4 | Bain Capital Credit CLO | 12113821.16 | 12103758.21 | CORP | Long | |
073250BM3 | 073250BM3 | Bayview Financial Revolving Asset Trust | 9479676.0754 | 8412151.74 | CORP | Long | |
56848MAD1 | 56848MAD1 | Mariner Finance Issuance Trust | 3350000.0 | 3120203.4 | CORP | Long | |
01F032617 | 01F032617 | Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | -200964000.0 | -184353069.38 | USGSE | Short | |
69361JAA4 | 69361JAA4 | PRKCM Trust | 3294694.67 | 2746557.97 | CORP | Long | |
92189H300 | 92189H300 | VanEck JPMorgan EM Local Currency Bond ETF | 1780566.0 | 45137348.1 | RF | Long | |
N/A | N/A | N/A | 197460200.0 | 3481108.66 | RF | N/A | |
N/A | N/A | N/A | 1.0 | 171136.94 | RF | N/A | |
03764QBC5 | 03764QBC5 | Apidos CLO XV | 4379740.73 | 4380475.65 | CORP | Long | |
N/A | N/A | N/A | 18789656.0 | -183979.61 | CORP | N/A | |
365417AA2 | 365417AA2 | Garden Spinco Corp. | 2639000.0 | 2818811.46 | CORP | Long | |
N/A | N/A | Electricite de France SA | 8600000.0 | 11667196.75 | NUSS | Long | |
89624CAC6 | 89624CAC6 | Trimaran Cavu Ltd. | 1250000.0 | 1244822.0 | CORP | Long | |
N/A | N/A | N/A | -494278804.0 | -3310444.08 | CORP | N/A | |
N/A | N/A | Dominican Republic | 18004000.0 | 16368156.56 | NUSS | Long | |
20030NCT6 | 20030NCT6 | Comcast Corp. | 8400000.0 | 8282994.3 | CORP | Long | |
675711AA3 | 675711AA3 | Octagon Investment Partners 33 Ltd. | 2470632.2 | 2473769.66 | CORP | Long | |
N/A | N/A | N/A | 32869652.0 | 249605.25 | CORP | N/A | |
98313RAC0 | 98313RAC0 | Wynn Macau Ltd. | 747000.0 | 736728.75 | CORP | Long | |
3140X4YY6 | 3140X4YY6 | Federal National Mortgage Association | 299210.8051 | 287941.67 | USGSE | Long | |
56845AAU2 | 56845AAU2 | Mariner CLO LLC | 101147.6146 | 101000.63 | CORP | Long | |
N/A | N/A | N/A | 292000000.0 | 1074894.16 | CORP | N/A | |
28249NAA9 | 28249NAA9 | EIG Pearl Holdings SARL | 3878000.0 | 3370224.38 | CORP | Long | |
857477AY9 | 857477AY9 | State Street Corp. | 47132000.0 | 38650012.16 | CORP | Long | |
N/A | N/A | Tikehau CLO VII DAC | 11500000.0 | 12723879.25 | CORP | Long | |
N/A | N/A | N/A | 15000000.0 | -480860.78 | CORP | N/A | |
N/A | N/A | N/A | 12070000.0 | -78987.16 | CORP | N/A | |
40436XAC1 | 40436XAC1 | Highbridge Loan Management | 520671.93 | 520572.95 | CORP | Long | |
N/A | N/A | Morgan Stanley | 20000000.0 | 17909160.05 | CORP | Long | |
N/A | N/A | N/A | 1100.0 | 22550.0 | CORP | N/A | |
23312JAN3 | 23312JAN3 | DBJPM Mortgage Trust | 15440000.0 | 433158.86 | CORP | Long | |
N/A | N/A | FIS Fabbrica Italiana Sintetici SpA | 5703000.0 | 5839379.4 | CORP | Long | |
68162MAN2 | 68162MAN2 | Olympic Tower Mortgage Trust | 7856000.0 | 4866422.77 | CORP | Long | |
N/A | N/A | Telecom Italia SpA | 4828000.0 | 5910826.49 | CORP | Long | |
75907DAB3 | 75907DAB3 | Regional Management Issuance Trust | 1698000.0 | 1565929.22 | CORP | Long | |
54910JAN4 | 54910JAN4 | LSTAR Commercial Mortgage Trust | 323213.69 | 314891.58 | CORP | Long | |
N/A | N/A | MGM China Holdings Ltd. | 1466000.0 | 1390867.5 | CORP | Long | |
N/A | N/A | N/A | 818884000.0 | 2071631.92 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 77156.46 | CORP | N/A | |
38500TAC5 | 38500TAC5 | Gran Tierra Energy, Inc. | 11340000.0 | 9865800.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -329408.47 | CORP | N/A | |
N/A | N/A | Crown PropTech Acquisitions | 229536.0 | 73451.52 | CORP | Long | |
N/A | N/A | Fidelity Grand Harbour CLO DAC | 1193000.0 | 1324479.15 | CORP | Long | |
N/A | N/A | Theta Capital Pte. Ltd. | 1763000.0 | 1567060.18 | CORP | Long | |
G4770QAL9 | G4770QAL9 | INEOS Enterprises Holdings U.S. Finco LLC | 1000000.0 | 998750.0 | CORP | Long | |
3623413C1 | 3623413C1 | GSMPS Mortgage Loan Trust | 2519130.7371 | 2018498.34 | CORP | Long | |
N/A | N/A | La Financiere Atalian SASU | 3408000.0 | 2973220.53 | CORP | Long | |
3133KGKR8 | 3133KGKR8 | Federal Home Loan Mortgage Corp. | 634840.428 | 609263.52 | USGSE | Long | |
548661ES2 | 548661ES2 | Lowe's Cos., Inc. | 3588000.0 | 3757720.19 | CORP | Long | |
3137G0FM6 | 3137G0FM6 | Federal Home Loan Mortgage Corp. | 1537448.05 | 1620200.88 | CORP | Long | |
12548JAC6 | 12548JAC6 | CIFC Funding Ltd. | 9130142.4128 | 9132215.87 | CORP | Long | |
36320TAV5 | 36320TAV5 | Galaxy XXII CLO Ltd. | 850000.0 | 850262.99 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 135534.8 | CORP | N/A | |
N/A | N/A | Parkmore Point RMBS plc | 10311102.2615 | 13170423.47 | CORP | Long | |
645370AE7 | 645370AE7 | New Home Co., Inc. (The) | 2117000.0 | 1974102.5 | CORP | Long | |
N/A | N/A | N/A | 594400000.0 | 3041718.42 | CORP | N/A | |
N/A | N/A | Goldman Sachs Group, Inc. (The) | 4000000.0 | 3950551.31 | CORP | Long | |
00CAMTSN8 | 00CAMTSN8 | N/A | -1650.0 | -14025.0 | CORP | N/A | |
33883GAA5 | 33883GAA5 | Flatiron CLO 18 Ltd. | 1279823.99 | 1278583.97 | CORP | Long | |
61767YBE9 | 61767YBE9 | Morgan Stanley Capital I Trust | 10000.0 | 8171.18 | CORP | Long | |
576000XL2 | 576000XL2 | Massachusetts School Building Authority | 11415000.0 | 10051220.5 | MUN | Long | |
375415AE6 | 375415AE6 | Gilbert Park CLO Ltd. | 7160000.0 | 7134895.61 | CORP | Long | |
67105HBC8 | 67105HBC8 | OCP CLO Ltd. | 19500000.0 | 19490634.15 | CORP | Long | |
N/A | N/A | N/A | 933100000.0 | 1471118.92 | CORP | N/A | |
N/A | N/A | Aqueduct European CLO DAC | 1250000.0 | 1308454.12 | CORP | Long | |
N/A | N/A | N/A | 2200000.0 | -29276.69 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | 344510.14 | CORP | N/A | |
3137F84J9 | 3137F84J9 | Federal Home Loan Mortgage Corp. | 11610000.0 | 638674.23 | USGSE | Long | |
N/A | N/A | N/A | 1.0 | 66524.73 | USGSE | N/A | |
N/A | N/A | RBC Capital Markets LLC | 3641100.0 | 3641100.0 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 324271.97 | CORP | N/A | |
335934AU9 | 335934AU9 | First Quantum Minerals Ltd. | -19200000.0 | -16162944.0 | CORP | Short | |
743315AY9 | 743315AY9 | Progressive Corp. (The) | 8600000.0 | 8068835.62 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -1325461.33 | CORP | N/A | |
68389FJK1 | 68389FJK1 | Option One Mortgage Loan Trust | 6618000.0 | 5353697.28 | CORP | Long | |
N/A | N/A | N/A | 12823.0 | 2415545.21 | CORP | N/A | |
58503UAC7 | 58503UAC7 | Medline Borrower LP | 42673569.2 | 42846823.89 | CORP | Long | |
N/A | N/A | N/A | 27350000.0 | 1554021.67 | CORP | N/A | |
74526YDY8 | 74526YDY8 | Puerto Rico Electric Power Authority | 1635000.0 | 408750.0 | MUN | Long | |
N/A | N/A | N/A | -349361831.0 | -13437.93 | MUN | N/A | |
05565AB28 | 05565AB28 | BNP Paribas SA | 1754000.0 | 1532619.77 | CORP | Long | |
3138Y4NY1 | 3138Y4NY1 | Federal National Mortgage Association | 2631.93 | 2537.38 | USGSE | Long | |
92552VAK6 | 92552VAK6 | Viasat, Inc. | -55000.0 | -53627.17 | CORP | Short | |
02666AAG3 | 02666AAG3 | American Homes 4 Rent Trust | 21968917.6307 | 219.69 | CORP | Long | |
N/A | N/A | RCI Banque SA | 26400000.0 | 28182518.75 | CORP | Long | |
N/A | N/A | AIB Group plc | 7797000.0 | 8523437.32 | NUSS | Long | |
118230AQ4 | 118230AQ4 | Buckeye Partners LP | 271000.0 | 256095.0 | CORP | Long | |
N/A | N/A | N/A | 2500000.0 | -44089.53 | CORP | N/A | |
05875HAC7 | 05875HAC7 | Ballyrock CLO Ltd. | 2300000.0 | 2300481.85 | CORP | Long | |
N/A | N/A | SoftBank Group Corp. | 689000.0 | 754457.47 | CORP | Long | |
N/A | N/A | Twin Bridges plc | 435000.0 | 534789.53 | CORP | Long | |
345397A45 | 345397A45 | Ford Motor Credit Co. LLC | 16350000.0 | 15680427.77 | CORP | Long | |
N/A | N/A | Republic of El Salvador | 6136000.0 | 4761152.5 | NUSS | Long | |
N/A | N/A | N/A | 55662000.0 | 2363992.27 | NUSS | N/A | |
N/A | N/A | N/A | 4060000.0 | -75026.58 | NUSS | N/A | |
10373QBE9 | 10373QBE9 | BP Capital Markets America, Inc. | 7405000.0 | 7230423.5 | CORP | Long | |
445545AL0 | 445545AL0 | Hungary | 1026000.0 | 1025743.5 | NUSS | Long | |
3137G0DZ9 | 3137G0DZ9 | Federal Home Loan Mortgage Corp. | 778493.82 | 782959.49 | CORP | Long | |
67591UAC1 | 67591UAC1 | Octagon Investment Partners 36 Ltd. | 54763421.7798 | 54710547.7 | CORP | Long | |
67570QAR2 | 67570QAR2 | OCP CLO Ltd. | 2200000.0 | 2121043.1 | CORP | Long | |
83611LAA8 | 83611LAA8 | Sound Point CLO III-R Ltd. | 3055599.443 | 3058489.12 | CORP | Long | |
26254TAA2 | 26254TAA2 | Dryden 106 CLO Ltd. | 500000.0 | 501657.2 | CORP | Long | |
22526WAQ1 | 22526WAQ1 | Creative Artists Agency LLC | 270637.32 | 271552.07 | CORP | Long | |
842434CY6 | 842434CY6 | Southern California Gas Co. | 9143000.0 | 9606970.04 | CORP | Long | |
61691NAN5 | 61691NAN5 | Morgan Stanley Capital I Trust | 625000.0 | 460037.88 | CORP | Long | |
393505K35 | 393505K35 | Conseco Finance Corp. | 1629755.2 | 1579577.65 | CORP | Long | |
12434GAG0 | 12434GAG0 | BX Commercial Mortgage Trust | 14970000.0 | 14965305.41 | CORP | Long | |
N/A | N/A | N/A | 694015400.0 | 2307104.99 | CORP | N/A | |
03881BAS2 | 03881BAS2 | Arbor Multifamily Mortgage Securities Trust | 1165000.0 | 644668.48 | CORP | Long | |
N/A | N/A | CMF plc | 100000.0 | 127369.27 | CORP | Long | |
N/A | N/A | N/A | 1985000.0 | -164236.33 | CORP | N/A | |
05610DAA0 | 05610DAA0 | BX Trust | 18097000.0 | 18131006.07 | CORP | Long | |
N/A | N/A | N/A | 1420000.0 | -152695.73 | CORP | N/A | |
N/A | N/A | N/A | -510.0 | -25500.0 | CORP | N/A | |
N/A | N/A | N/A | 1.0 | -173280.43 | CORP | N/A | |
33883JAU5 | 33883JAU5 | Flatiron CLO 19 Ltd. | 800000.0 | 783706.0 | CORP | Long | |
N/A | N/A | Anglo American Capital plc | 11800000.0 | 12646232.98 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 486206.34 | CORP | N/A | |
26251YAE6 | 26251YAE6 | Dryden 65 CLO Ltd. | 700000.0 | 697429.53 | CORP | Long | |
N/A | N/A | N/A | 2727000.0 | -251797.86 | CORP | N/A | |
671078AN3 | 671078AN3 | OCP CLO Ltd. | 1000000.0 | 999328.3 | CORP | Long | |
025816CG2 | 025816CG2 | American Express Co. | 6101000.0 | 5993415.82 | CORP | Long | |
N/A | N/A | UBS Group AG | 8900000.0 | 8831826.0 | CORP | Long | |
05604FAN5 | 05604FAN5 | BWAY Mortgage Trust | 9570000.0 | 8424296.83 | CORP | Long | |
00842ACG2 | 00842ACG2 | Agate Bay Mortgage Trust | 1061253.0 | 654574.48 | CORP | Long | |
N/A | N/A | Kingdom of Bahrain | 4889000.0 | 4592604.38 | NUSS | Long | |
17888HAA1 | 17888HAA1 | Civitas Resources, Inc. | 17854000.0 | 18638594.03 | CORP | Long | |
N/A | N/A | Mitchells & Butlers Finance plc | 2225000.0 | 2260910.09 | CORP | Long | |
N/A | N/A | Ecopetrol SA | 27200000.0 | 26996000.0 | CORP | Long | |
96467FAJ9 | 96467FAJ9 | Whitebox CLO I Ltd. | 5000000.0 | 4990477.0 | CORP | Long | |
03512TAE1 | 03512TAE1 | AngloGold Ashanti Holdings plc | 6309000.0 | 5475029.06 | CORP | Long | |
05601PAJ5 | 05601PAJ5 | Beast Mortgage Trust | 8403000.0 | 8110298.3 | CORP | Long | |
N/A | N/A | Fantasia Holdings Group Co. Ltd. | 3142000.0 | 70695.0 | CORP | Long | |
46650FAA0 | 46650FAA0 | JPMorgan Chase Commercial Mortgage Securities Trust | 3566235.2766 | 3180720.61 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 45552.87 | CORP | N/A | |
N/A | N/A | Iberdrola Finanzas SA | 2900000.0 | 3699885.77 | CORP | Long | |
N/A | N/A | N/A | 1.0 | 265978.61 | CORP | N/A | |
N/A | N/A | Residential Mortgage Securities 32 plc | 1025000.0 | 1303670.66 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -32060.33 | CORP | N/A | |
69379TAA2 | 69379TAA2 | PRPM LLC | 17050491.02 | 17218758.91 | CORP | Long | |
20030NDX6 | 20030NDX6 | Comcast Corp. | 8000000.0 | 8141975.68 | CORP | Long | |
N/A | N/A | JPMorgan Securities plc | 2346652.0 | 2590586.47 | CORP | Long | |
31418CZ98 | 31418CZ98 | Federal National Mortgage Association | 407496.6548 | 391809.67 | USGSE | Long | |
36459QAA0 | 36459QAA0 | GAM Resecuritization Trust | 6117341.08 | 5740772.24 | CORP | Long | |
N/A | N/A | N/A | 407267975000.0 | -1320147.24 | CORP | N/A | |
N/A | N/A | Cie de Saint-Gobain SA | 23100000.0 | 25923086.59 | CORP | Long | |
N/A | N/A | Barclays plc | 5000000.0 | 6058360.47 | CORP | Long | |
05552DAD4 | 05552DAD4 | BCPE North Star US Holdco 2, Inc. | 10054516.47 | 9015583.28 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -26049.44 | CORP | N/A | |
N/A | N/A | Agps Bondco plc | 2800000.0 | 1020049.8 | CORP | Long | |
N/A | N/A | N/A | 1.0 | -156908.56 | CORP | N/A | |
N/A | N/A | N/A | 419054622.0 | 548827.56 | CORP | N/A | |
N/A | N/A | Deutsche Lufthansa AG | 1900000.0 | 2066722.02 | CORP | Long | |
N/A | N/A | N/A | 41269000.0 | 69489.29 | CORP | N/A | |
89071LAB6 | 89071LAB6 | Topgolf Callaway Brands Corp. | 994987.73 | 993952.94 | CORP | Long | |
87165VAF6 | 87165VAF6 | Symphony CLO XVI Ltd. | 300000.0 | 299728.47 | CORP | Long | |
N/A | N/A | N/A | 500000000.0 | 652160.99 | CORP | N/A | |
64130TBC8 | 64130TBC8 | Neuberger Berman CLO XX Ltd. | 500000.0 | 497911.1 | CORP | Long | |
87249QAA8 | 87249QAA8 | TICP CLO XI Ltd. | 2300000.0 | 2303028.87 | CORP | Long | |
N/A | N/A | Thames Water Utilities Finance plc | 1635000.0 | 1538806.69 | CORP | Long | |
N/A | N/A | CML Terranea Resort | 16500000.0 | 16498468.8 | CORP | Long |