BlackRock Funds V date 2023-12-31

Filling information for fund BlackRock Funds V as Treemap, fund includes 6067 total holdings based on latest SEC fillings.

Product name

Product description

Changed holding value / amount

Details
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