RUSSELL INVESTMENT CO date 2023-04-30

Filling information for fund RUSSELL INVESTMENT CO as Treemap, fund includes 1449 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
000000000 000000000 ATOS SE 400000.0 290901.72 CORP Long
90932LAG2 90932LAG2 UNITED AIRLINES INC 187000.0 178588.59 CORP Long
12543DBH2 12543DBH2 CHS/COMMUNITY HEALTH SYS 580000.0 514025.0 CORP Long
000000000 000000000 AZZURRA AEROPORTI SPA 200000.0 214227.08 CORP Long
000000000 000000000 Tele Columbus AG 600000.0 433708.02 CORP Long
000000000 000000000 Petroleos Mexicanos 100000.0 91924.94 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -102368.42 CORP N/A
67623CAD1 67623CAD1 OFFICE PPTY INCOME TRST 85000.0 59500.54 CORP Long
69007TAC8 69007TAC8 OUTFRONT MEDIA CAP LLC/C 146000.0 123257.52 CORP Long
63861CAA7 63861CAA7 NATIONSTAR MTG HLD INC 354000.0 335415.0 CORP Long
46590UAB8 46590UAB8 J.G. Wentworth XLII LLC 481532.0 421901.34 CORP Long
65535HAW9 65535HAW9 NOMURA HOLDINGS INC 246000.0 217997.74 CORP Long
88579YBH3 88579YBH3 3M COMPANY 202000.0 192668.51 CORP Long
000000000 000000000 ILIAD SA 400000.0 421212.47 CORP Long
000000000 000000000 Toronto-Dominion Bank 1.0 -318227.56 CORP N/A
000000000 000000000 EMIRATES NBD BANK PJSC 294000.0 290325.0 CORP Long
431318AS3 431318AS3 HILCORP ENERGY I/HILCORP 568000.0 544003.08 CORP Long
000000000 000000000 Chicago Board of Trade 31.0 153617.91 CORP N/A
345397XL2 345397XL2 Ford Motor Credit Co LLC 200000.0 189257.42 CORP Long
29336UAE7 29336UAE7 ENLINK MIDSTREAM PARTNER 313000.0 302651.43 CORP Long
10554TAG0 10554TAG0 BRASKEM NETHERLANDS 214000.0 204924.39 CORP Long
096630AG3 096630AG3 Boardwalk Pipelines LP 178000.0 176126.07 CORP Long
35805BAE8 35805BAE8 FRESENIUS MED CARE III 255000.0 201262.65 CORP Long
000000000 000000000 BOXER PARENT CO INC 910000.0 988641.06 CORP Long
74005PBN3 74005PBN3 LINDE INC/CT 228000.0 220689.72 CORP Long
432833AH4 432833AH4 HILTON DOMESTIC OPERATIN 344000.0 343167.35 CORP Long
000000000 000000000 CGG SA 300000.0 287596.02 CORP Long
08180FBL4 08180FBL4 Benefit Street Partners CLO Ltd 500000.0 477838.5 CORP Long
00511BAA5 00511BAA5 ACURIS FIN US/ACURIS FIN 556000.0 441074.8 CORP Long
12554AAW2 12554AAW2 CIFC Funding Ltd 1000000.0 951436.0 CORP Long
674599EB7 674599EB7 OCCIDENTAL PETROLEUM COR 509000.0 514408.88 CORP Long
14448CAN4 14448CAN4 CARRIER GLOBAL CORP 224000.0 213596.16 CORP Long
786514BA6 786514BA6 Safeway Inc 452000.0 456520.0 CORP Long
22819KAB6 22819KAB6 CROWN AMER/CAP CORP V 224000.0 214435.24 CORP Long
46205YAA9 46205YAA9 ION TRADING TECHNOLOGIES 447000.0 374045.13 CORP Long
71568QAH0 71568QAH0 PERUSAHAAN LISTRIK NEGAR 245000.0 239793.75 CORP Long
000000000 000000000 GALAXY BIDCO LTD 300000.0 340453.66 CORP Long
46592EBM7 46592EBM7 JP Morgan Mortgage Trust 321030.65 253330.42 CORP Long
000000000 000000000 Bank of America N.A. 1.0 258.28 CORP N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 -10563.75 CORP N/A
000000000 000000000 OMAN GOV INTERNTL BOND 289000.0 286471.25 NUSS Long
62929RAC2 62929RAC2 NMG HLDCO/NEIMAN MARCUS 982000.0 912538.52 CORP Long
83401CAC8 83401CAC8 Social Professional Loan Program LLC 1000000.0 836111.8 CORP Long
63942BAB0 63942BAB0 Navient Student Loan Trust 450000.0 328586.94 CORP Long
019576AA5 019576AA5 Allied Universal 277000.0 267014.59 CORP Long
92539LAA8 92539LAA8 Verus Securitization Trust 544843.2 458008.49 CORP Long
61946LAA0 61946LAA0 Mosaic Solar Loans LLC 187093.58 174218.06 CORP Long
28140M301 28140M301 Education Management Corporation 2128.0 0.0 CORP Long
44106MAW2 44106MAW2 SERVICE PROPERTIES TRUST 147000.0 124549.39 CORP Long
000000000 000000000 BANCO DE SABADELL SA 500000.0 510704.41 CORP Long
000000000 000000000 MOTION BONDCO DAC 300000.0 289331.51 CORP Long
17327GAA2 17327GAA2 Citigroup Commercial Mortgage Trust 410000.0 275213.89 CORP Long
655664AR1 655664AR1 Nordstrom Inc 1037000.0 648462.03 CORP Long
000000000 000000000 YPF SOCIEDAD ANONIMA 250000.0 180010.66 CORP Long
25470MAG4 25470MAG4 DISH NETWORK CORP 453000.0 427923.94 CORP Long
11271LAB8 11271LAB8 Brookfield Finance Inc 236000.0 204961.09 CORP Long
000000000 000000000 SINGAPORE TELECOMMUNICAT 366000.0 439148.82 CORP Long
853496AG2 853496AG2 STANDARD INDUSTRIES INC 314000.0 271028.69 CORP Long
715638DS8 715638DS8 REPUBLIC OF PERU 209000.0 160686.49 NUSS Long
000000000 000000000 ENERGIAS DE PORTUGAL SA 300000.0 300272.06 CORP Long
36459TCA2 36459TCA2 Gam Resecuritization Trust 266000.0 155934.76 CORP Long
55617LAQ5 55617LAQ5 MACY'S RETAIL HLDGS LLC 159000.0 141181.67 CORP Long
760719BH6 760719BH6 HSBC USA Inc 173000.0 189831.24 CORP Long
20030NBL4 20030NBL4 Comcast Corp 197000.0 193409.54 CORP Long
000000000 000000000 TECHEM VERWALTUNGSGES 241779.44 250276.27 CORP Long
721283AA7 721283AA7 PIKE CORP 991000.0 899188.81 CORP Long
86765BAH2 86765BAH2 ENERGY TRANSFER LP 194000.0 200226.78 CORP Long
16159WAJ3 16159WAJ3 Chase Mortgage Finance Corporation 501235.75 450229.6 CORP Long
981419AC8 981419AC8 WORLD ACCEPTANCE CORP 298000.0 242497.5 CORP Long
000000000 000000000 CENTRAL PLAZA DEV LTD 800000.0 704400.0 CORP Long
674599CW3 674599CW3 OCCIDENTAL PETROLEUM COR 1382000.0 1339683.16 CORP Long
12515BAF5 12515BAF5 CD Commercial Mortgage Trust 7732231.79 501332.39 CORP Long
71677KAB4 71677KAB4 PETSMART INC/PETSMART FI 1000000.0 986130.6 CORP Long
92676XAF4 92676XAF4 VIKING CRUISES LTD 934000.0 789230.0 CORP Long
36459TBY1 36459TBY1 Gam Resecuritization Trust 415000.0 299724.62 CORP Long
000000000 000000000 Travelex TOPCO Limited 675.0 36053.02 CORP N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 15958.35 CORP N/A
000000000 000000000 Bank of America N.A. 1.0 5244.21 CORP N/A
000000000 000000000 BAHIA DE LAS ISLETAS SL 1299.0 0.0 CORP Long
988498AD3 988498AD3 Yum! Brands Inc 207000.0 220201.84 CORP Long
345397WW9 345397WW9 Ford Motor Credit Co LLC 625000.0 602988.91 CORP Long
03768MAQ0 03768MAQ0 Apidos CLO Ltd 1600000.0 1475982.4 CORP Long
000000000 000000000 The Montreal Exchange / Bourse De Montreal 78.0 282933.9 CORP N/A
084670BS6 084670BS6 Berkshire Hathaway Inc 220000.0 214610.18 CORP Long
694308HW0 694308HW0 PACIFIC GAS & ELECTRIC 243000.0 220839.91 CORP Long
95001NAC2 95001NAC2 Wells Fargo Commercial Mortgage Trust 390000.0 243162.93 CORP Long
12543DBK5 12543DBK5 CHS/COMMUNITY HEALTH SYS 419000.0 338023.43 CORP Long
282370AA3 282370AA3 EGYPT TASKEEK COMPANY 488000.0 401380.0 NUSS Long
88224QAA5 88224QAA5 TEXAS CAPITAL BANCSHARES 288000.0 232805.51 CORP Long
437076BM3 437076BM3 HOME DEPOT INC 222000.0 215930.24 CORP Long
337932AC1 337932AC1 FirstEnergy Corp 65000.0 73937.5 CORP Long
75575KAL6 75575KAL6 ReadyCap Commercial Mortgage Trust 270000.0 244852.44 CORP Long
00653VAC5 00653VAC5 ADAPTHEALTH LLC 368000.0 298225.94 CORP Long
345397A86 345397A86 FORD MOTOR CREDIT CO LLC 327000.0 300041.76 CORP Long
91327BAA8 91327BAA8 UNITI GROUP/CSL CAPITAL 362000.0 218533.35 CORP Long
000000000 000000000 RUSSIAN RAIL(RZD CAP) 115000000.0 0.0 CORP Long
345277AE7 345277AE7 Ford Holdings LLC 240000.0 273000.0 CORP Long
76131VAA1 76131VAA1 KITE REALTY GROUP TRUST 176000.0 167513.81 CORP Long
000000000 000000000 BANCO DE SABADELL SA 500000.0 534439.35 CORP Long
000000000 000000000 INTL CONSOLIDATED AIRLIN 700000.0 636347.51 CORP Long
20754WAC9 20754WAC9 Fannie Mae - CAS 1200000.0 1142256.0 USGSE Long
904678AQ2 904678AQ2 UniCredit SpA 205000.0 196139.9 CORP Long
36263NAD7 36263NAD7 GS Mortgage-Backed Securities Trust 925005.61 731116.11 CORP Long
000000000 000000000 Intesa Sanpaolo Vita SpA 800000.0 845157.64 CORP Long
780153BG6 780153BG6 ROYAL CARIBBEAN CRUISES 327000.0 288347.16 CORP Long
000000000 000000000 UBS AG 1.0 17204.99 CORP N/A
000000000 000000000 Summit Properties Ltd 250000.0 239374.1 CORP Long
007924AJ2 007924AJ2 Aegon NV 172000.0 166805.6 CORP Long
07274EAG8 07274EAG8 Bayer US Finance LLC 218000.0 212746.65 CORP Long
46649HAG7 46649HAG7 JP Morgan Mortgage Trust 81222.23 74449.04 CORP Long
36262AAD6 36262AAD6 GS Mortgage-Backed Securities Trust 825409.43 651137.44 CORP Long
000000000 000000000 ZF EUROPE FINANCE BV 700000.0 644060.81 CORP Long
000000000 000000000 Ford Motor Credit Co LLC 200000.0 240313.28 CORP Long
64828TAA0 64828TAA0 RITHM CAPITAL CORP 296000.0 271204.08 CORP Long
57701RAJ1 57701RAJ1 MATTAMY GROUP CORP 185000.0 172104.69 CORP Long
28470RAK8 28470RAK8 Caesars Entertainment Inc 830000.0 846809.16 CORP Long
680223AK0 680223AK0 OLD REPUBLIC INTL CORP 232000.0 223569.85 CORP Long
1248EPCP6 1248EPCP6 CCO HLDGS LLC/CAP CORP 1872000.0 1425977.92 CORP Long
000000000 000000000 Royal Bank of Canada 1.0 -1237.5 CORP N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 424.69 CORP N/A
55293BAM7 55293BAM7 Merit 500000.0 467444.95 CORP Long
74971BAS4 74971BAS4 RFM RE-REMIC TRUST 2022-FRR1 560000.0 389203.02 CORP Long
000000000 000000000 Singapore Exchange Derivatives Clearing Limited -104.0 -254284.27 CORP N/A
41984LAA5 41984LAA5 HAWAIIAN BRAND INTELLECT 559000.0 520774.85 CORP Long
05454NAA7 05454NAA7 AXALTA COAT/DUTCH HLD BV 288000.0 278151.84 CORP Long
000000000 000000000 Citibank N.A. 1.0 -15207.33 CORP N/A
000000000 000000000 PETROLEOS DE VENEZUELA S 2150000.0 69875.0 CORP Long
195325EF8 195325EF8 REPUBLIC OF COLOMBIA 1077000.0 1074095.47 NUSS Long
000000000 000000000 BANCO EST RIO GRANDE SUL 713000.0 640445.12 CORP Long
88047PAA2 88047PAA2 Team Health Holdings Inc 284000.0 146418.15 CORP Long
1248EPBT9 1248EPBT9 CCO HLDGS LLC/CAP CORP 356000.0 335910.78 CORP Long
95001ABE5 95001ABE5 Wells Fargo Commercial Mortgage Trust 4915035.89 200346.2 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -1622.94 CORP N/A
000000000 000000000 NOVELIS SHEET INGOT GMBH 100000.0 94763.44 CORP Long
000000000 000000000 PETRONAS CAPITAL LTD 380000.0 355114.27 CORP Long
000000000 000000000 OLYMPUS WTR US HLDG CORP 170000.0 136767.86 CORP Long
000000000 000000000 IMMOBILIARE GRANDE DIST 439000.0 413515.43 CORP Long
36192KAE7 36192KAE7 GS Mortgage Securities Trust 75479.41 52834.18 CORP Long
000000000 000000000 Vodafone Group PLC 770000.0 774222.8 CORP Long
000000000 000000000 Education Management LLC 283954.77 28.4 CORP Long
83367TBJ7 83367TBJ7 SOCIETE GENERALE 229000.0 218206.69 CORP Long
86746CAA9 86746CAA9 Helios Issuer, LLC 368620.82 332528.93 CORP Long
1248EPBX0 1248EPBX0 CCO HLDGS LLC/CAP CORP 321000.0 296794.22 CORP Long
715638DR0 715638DR0 REPUBLIC OF PERU 500000.0 304184.02 NUSS Long
000000000 000000000 Affinion Group Inc 8006.77 0.0 CORP Long
20259BAA9 20259BAA9 Commerzbank AG 155000.0 153341.75 CORP Long
60855RAL4 60855RAL4 MOLINA HEALTHCARE INC 750000.0 642736.95 CORP Long
30307WAN6 30307WAN6 FRR Re-Remic Trust 200000.0 167112.32 CORP Long
12626BBA1 12626BBA1 COMM Mortgage Trust 160000.0 136518.85 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -494.65 CORP N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 -1426.62 CORP N/A
46651XAQ5 46651XAQ5 JP Morgan Mortgage Trust 364444.99 328344.93 CORP Long
05352TAA7 05352TAA7 AVANTOR FUNDING INC 358000.0 334864.36 CORP Long
000000000 000000000 VODAFONE GROUP PLC 722000.0 860952.49 CORP Long
000000000 000000000 FAURECIA 300000.0 341518.62 CORP Long
872882AE5 872882AE5 TSMC GLOBAL LTD 244000.0 221968.64 CORP Long
19260QAD9 19260QAD9 COINBASE GLOBAL INC 272000.0 151999.04 CORP Long
23331ABM0 23331ABM0 D.R. HORTON INC 231000.0 222649.92 CORP Long
000000000 000000000 MUNDYS SPA 200000.0 208144.59 CORP Long
000000000 000000000 UBS AG 1.0 -4806.27 CORP N/A
000000000 000000000 EMPRESA DE TRANSPORTE ME 568000.0 518167.87 CORP Long
22535WAD9 22535WAD9 CREDIT AGRICOLE LONDON 219000.0 212324.3 CORP Long
58013MEH3 58013MEH3 McDonald's Corp 186000.0 196546.76 CORP Long
94989AAX3 94989AAX3 Wells Fargo Commercial Mortgage Trust 3771828.65 50061.97 CORP Long
000000000 000000000 GREENLAND GLB INVST 457000.0 105338.5 CORP Long
681936BK5 681936BK5 OMEGA HLTHCARE INVESTORS 202000.0 187193.04 CORP Long
46115HBS5 46115HBS5 INTESA SANPAOLO SPA 290000.0 191767.04 CORP Long
36459DDE8 36459DDE8 Gam Resecuritization Trust 246000.0 210131.16 CORP Long
000000000 000000000 RWE AG 130000.0 136965.39 CORP Long
95002MAY5 95002MAY5 Wells Fargo Commercial Mortgage Trust 2056710.57 146191.19 CORP Long
29429EAQ4 29429EAQ4 Citigroup Commercial Mortgage Trust 313000.0 175710.91 CORP Long
681639AB6 681639AB6 OLYMPUS WTR US HLDG CORP 250000.0 200896.64 CORP Long
000000000 000000000 INEOS QUATTRO FINANCE 2 500000.0 495813.33 CORP Long
103304BU4 103304BU4 BOYD GAMING CORP 344000.0 331989.0 CORP Long
417558AA1 417558AA1 HARVEST MIDSTREAM I LP 968000.0 947139.89 CORP Long
911363AM1 911363AM1 UNITED RENTALS NORTH AM 445000.0 391675.0 CORP Long
500255AX2 500255AX2 KOHL'S CORPORATION 684000.0 466459.58 CORP Long
30295DAU6 30295DAU6 FREMF Mortgage Trust 3675088.11 10228.51 USGSE Long
000000000 000000000 REPUBLIC OF NIGERIA 887000.0 612030.0 NUSS Long
000000000 000000000 HUARONG FINANCE 2017 CO 200000.0 173148.7 CORP Long
36459DCG4 36459DCG4 Gam Resecuritization Trust 212000.0 145798.78 CORP Long
00653VAE1 00653VAE1 ADAPTHEALTH LLC 851000.0 704202.5 CORP Long
759470AQ0 759470AQ0 Reliance Industries Ltd 216000.0 212260.79 CORP Long
455780DQ6 455780DQ6 REPUBLIC OF INDONESIA 318000.0 318520.15 NUSS Long
000000000 000000000 CIDRON AIDA FINCO SARL 400000.0 432035.57 CORP Long
46652VBN4 46652VBN4 JP Morgan Mortgage Trust 236016.27 186185.21 CORP Long
579780AR8 579780AR8 MCCORMICK & CO 216000.0 194701.25 CORP Long
000000000 000000000 WIZZ AIR FINANCE COMPANY 1300000.0 1256992.94 CORP Long
731011AV4 731011AV4 REPUBLIC OF POLAND 81000.0 82206.25 NUSS Long
000000000 000000000 OJSC RUSS AGRIC BK(RSHB) 475000.0 257793.05 CORP Long
67706XAJ2 67706XAJ2 Oak Hill Credit Partners 500000.0 474034.0 CORP Long
38147UAD9 38147UAD9 GOLDMAN SACHS BDC INC 242000.0 221421.27 CORP Long
000000000 000000000 RENAULT SA 430000.0 439465.45 CORP Long
000000000 000000000 KAIXO BONDCO TELECOM SA 975000.0 925307.95 CORP Long
77586RAR1 77586RAR1 ROMANIA 434000.0 463924.3 NUSS Long
000000000 000000000 Chicago Board of Trade -137.0 -231483.96 NUSS N/A
46650TAC6 46650TAC6 JP Morgan Mortgage Trust 27027.69 26321.85 CORP Long
000000000 000000000 Citibank N.A. 1.0 -6668.72 CORP N/A
000000000 000000000 OJSC RUSS AGRIC BK(RSHB) 200000.0 108544.44 CORP Long
432891AK5 432891AK5 HILTON WORLDWIDE FIN LLC 237000.0 233785.12 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -1987.46 CORP N/A
115236AA9 115236AA9 Brown & Brown Inc 214000.0 211464.34 CORP Long
000000000 000000000 CBL & Associates LP 475000.0 0.0 CORP Long
000000000 000000000 Citibank N.A. 1.0 -12345.14 CORP N/A
532716AK3 532716AK3 Bath & Body Works Inc 140000.0 123516.27 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -13006.25 CORP N/A
000000000 000000000 Intesa Sanpaolo SpA 850000.0 921558.35 CORP Long
21979LAA4 21979LAA4 CORONADO FINANCE PTY LTD 369000.0 379922.4 CORP Long
000000000 000000000 ENERGIA GRP/ENERGIA ROI 600000.0 736103.8 CORP Long
000000000 000000000 MONGOLIA INTL BOND 200000.0 165066.35 NUSS Long
000000000 000000000 Citibank N.A. 1.0 6846.48 NUSS N/A
12657NAA8 12657NAA8 CQP HOLDCO LP/BIP-V CHIN 1138000.0 1059135.8 CORP Long
89616RAB5 89616RAB5 TRIDENT TPI HOLDINGS INC 675000.0 690635.59 CORP Long
87264ABZ7 87264ABZ7 T-MOBILE USA INC 238000.0 218093.28 CORP Long
80414L2D6 80414L2D6 Saudi Arabian Oil Co 236000.0 222725.0 CORP Long
00687YAC9 00687YAC9 ADIENT GLOBAL HOLDINGS 338000.0 346216.44 CORP Long
865033AC8 865033AC8 SUGAR HSP GMNG PROP/FIN 533000.0 517010.0 CORP Long
000000000 000000000 BAHIA DE LAS ISLETAS SL 1019.0 0.0 CORP Long
000000000 000000000 HSBC Bank USA N.A. 1.0 133.57 CORP N/A
11283YAB6 11283YAB6 BROOKFIELD RESID PROPERT 322000.0 295032.5 CORP Long
29365BAB9 29365BAB9 ENTEGRIS ESCROW CORP 1227000.0 1166192.94 CORP Long
000000000 000000000 BANCO DO BRASIL (CAYMAN) 291000.0 293621.91 CORP Long
000000000 000000000 WINTERSHALL DEA FIN 2BV 500000.0 417179.51 CORP Long
000000000 000000000 Morgan Stanley & Co. LLC 1.0 -66551.51 CORP N/A
000000000 000000000 State of Qatar 474000.0 468615.36 NUSS Long
037411BG9 037411BG9 APACHE CORP 583000.0 451934.28 CORP Long
444859AZ5 444859AZ5 Humana Inc 188000.0 234890.69 CORP Long
279158AS8 279158AS8 ECOPETROL SA 185000.0 179368.53 CORP Long
000000000 000000000 ATRIUM FINANCE LTD 500000.0 385665.16 CORP Long
06738C828 06738C828 Barclays Bank PLC 225000.0 214469.55 CORP Long
000000000 000000000 EMPRESA NACIONAL DEL PET 538000.0 414541.13 CORP Long
000000000 000000000 Lebanese Republic 750000.0 43687.5 NUSS Long
49327M3G7 49327M3G7 KEY BANK NA 200000.0 193087.69 CORP Long
46590XAT3 46590XAT3 JBS USA/FOOD/FINANCE 653000.0 548317.57 CORP Long
69007TAB0 69007TAB0 OUTFRONT MEDIA CAP LLC/C 358000.0 330544.98 CORP Long
000000000 000000000 Citibank N.A. 1.0 50994.16 CORP N/A
92343VGH1 92343VGH1 VERIZON COMMUNICATIONS 248000.0 221704.29 CORP Long
902674YK0 902674YK0 UBS AG LONDON 228000.0 214001.19 CORP Long
000000000 000000000 TOURMALINE OIL CORP 255235.95 188386.87 CORP Long
35564KRF8 35564KRF8 Freddie Mac - STACR 1200000.0 1182014.76 USGSE Long
62957HAJ4 62957HAJ4 NABORS INDUSTRIES INC 766000.0 743020.0 CORP Long
364614AS6 364614AS6 Gam Resecuritization Trust 905000.0 566251.35 CORP Long
046353AL2 046353AL2 AstraZeneca PLC 216000.0 211134.35 CORP Long
000000000 000000000 ABU DHABI GOVT INT'L 477000.0 359290.71 NUSS Long
000000000 000000000 BAYER AG 600000.0 568521.13 CORP Long
38869AAB3 38869AAB3 GRAPHIC PACKAGING INTERN 366000.0 331719.06 CORP Long
46590XAB2 46590XAB2 JBS USA/FOOD/FINANCE 668000.0 637773.0 CORP Long
36263VBN6 36263VBN6 GS Mortgage-Backed Securities Trust 482260.07 346927.96 CORP Long
000000000 000000000 ROMANIA 314000.0 310514.6 NUSS Long
539830AR0 539830AR0 Lockheed Martin Corp 175000.0 200384.55 CORP Long
81211KAK6 81211KAK6 Sealed Air Corp 200000.0 212458.0 CORP Long
83546DAQ1 83546DAQ1 Sonic Capital LLC 590500.0 457025.74 CORP Long
0641596E1 0641596E1 BANK OF NOVA SCOTIA 236000.0 222919.87 CORP Long
279158AJ8 279158AJ8 Ecopetrol SA 1000.0 652.85 CORP Long
000000000 000000000 Charming Charlie 3957093.0 0.0 RF Long
577081AU6 577081AU6 Mattel Inc 114000.0 107437.64 CORP Long
775631AD6 775631AD6 ROLLER BEARING CO OF AME 311000.0 282097.6 CORP Long
698299BV5 698299BV5 REPUBLIC OF PANAMA 200000.0 208753.93 NUSS Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -638.34 NUSS N/A
000000000 000000000 OFFICE CHERIFIEN DES PHO 126000.0 115920.0 CORP Long
29359UAB5 29359UAB5 Enstar Group Ltd 231000.0 219086.6 CORP Long
37892AAA8 37892AAA8 GLOBAL NET LEASE/GLOBAL 1223000.0 936023.46 CORP Long
10112RAY0 10112RAY0 Boston Properties LP 224000.0 199666.57 CORP Long
000000000 000000000 ESKOM HOLDINGS SOC LTD 305000.0 269659.65 CORP Long
000000000 000000000 Eurex Deutschland 6.0 4284.49 CORP N/A
81748RAV9 81748RAV9 Sequoia Mortgage Trust 511837.66 404551.88 CORP Long
87266GAA8 87266GAA8 TMS ISSUER SARL 294000.0 308176.68 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -3566.51 CORP N/A
364614AE7 364614AE7 Gam Resecuritization Trust 837000.0 560068.34 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 17430.05 CORP N/A
68163PAA2 68163PAA2 WEST TECHNOLOGY GRP LLC 264000.0 248160.0 CORP Long
20267WAB1 20267WAB1 COMMONBOND STUDENT LOAN TRUST 89618.65 76616.18 CORP Long
69331CAJ7 69331CAJ7 PG&E CORP 500000.0 460822.55 CORP Long
01883LAE3 01883LAE3 ALLIANT HOLD / CO-ISSUER 819000.0 817965.28 CORP Long
67778NAA6 67778NAA6 OIL & GAS HOLDING 832000.0 851185.92 CORP Long
000000000 000000000 MEXICO CITY ARPT TRUST 225000.0 174605.63 CORP Long
251526BN8 251526BN8 DEUTSCHE BANK NY 383000.0 318910.97 CORP Long
000000000 000000000 VERISURE HOLDING AB 275000.0 301669.32 CORP Long
50540RAT9 50540RAT9 LABORATORY CORP OF AMER 214000.0 209032.75 CORP Long
82967NBM9 82967NBM9 SIRIUS XM RADIO INC 627000.0 473805.75 CORP Long
000000000 000000000 Republic of Zambia 269000.0 116261.26 NUSS Long
000000000 000000000 TEOLLISUUDEN VOIMA OYJ 740000.0 789507.63 CORP Long
00687YAA3 00687YAA3 ADIENT GLOBAL HOLDINGS 1299000.0 1248127.78 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -849.25 CORP N/A
000000000 000000000 Bank of America N.A. 1.0 12959.72 CORP N/A
000000000 000000000 REPUBLIC OF ARMENIA 200000.0 156549.6 NUSS Long
018581AK4 018581AK4 Bread Financial Holdings Inc 350000.0 308924.66 CORP Long
626717AA0 626717AA0 MURPHY OIL CORPORATION 107000.0 108999.72 CORP Long
949796AA4 949796AA4 Wells Fargo Mortgage Backed Securities Trust 234636.74 200990.3 CORP Long
71654QDN9 71654QDN9 PETROLEOS MEXICANOS 21000.0 19506.15 CORP Long
42239PAA7 42239PAA7 HADRIAN MERGER SUB 270000.0 231525.0 CORP Long
000000000 000000000 ESSELUNGA SPA 360000.0 366366.38 CORP Long
900123DJ6 900123DJ6 REPUBLIC OF TURKEY 689000.0 687569.64 NUSS Long
26885BAH3 26885BAH3 EQM MIDSTREAM PARTNERS L 558000.0 544054.85 CORP Long
136375BD3 136375BD3 CANADIAN NATL RAILWAY 191000.0 213729.26 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -1426.49 CORP N/A
17030JAA4 17030JAA4 CHNGE Mortgage Trust 2022-1 391166.18 352705.2 CORP Long
742718DB2 742718DB2 PROCTER & GAMBLE CO/THE 175000.0 198402.18 CORP Long
61946RAB5 61946RAB5 Mosaic Solar Loans LLC 408486.01 322786.18 CORP Long
29336UAG2 29336UAG2 ENLINK MIDSTREAM PARTNER 240000.0 200400.0 CORP Long
35802XAJ2 35802XAJ2 FRESENIUS MED CARE II 189000.0 186250.74 CORP Long
25714PET1 25714PET1 DOMINICAN REPUBLIC 700000.0 710694.35 NUSS Long
05608RAJ4 05608RAJ4 BX Trust 1000000.0 942426.9 CORP Long
18972EAB1 18972EAB1 CLYDESDALE ACQUISITION 633000.0 582558.45 CORP Long
85207UAK1 85207UAK1 SPRINT LLC 269000.0 284847.64 CORP Long
431318AU8 431318AU8 HILCORP ENERGY I/HILCORP 194000.0 181246.03 CORP Long
12528YAT0 12528YAT0 Cantor Commercial Real Estate Lending 775000.0 469867.0 CORP Long
000000000 000000000 VMED O2 UK FINAN 300000.0 305013.3 CORP Long
852060AT9 852060AT9 Sprint Capital Corp 1045000.0 1277320.03 CORP Long
505742AG1 505742AG1 LADDER CAP FIN LLLP/CORP 251000.0 235940.0 CORP Long
62886HBA8 62886HBA8 NCL CORPORATION LTD 571000.0 491840.84 CORP Long
91327BAB6 91327BAB6 UNITI GROUP/CSL CAPITAL 270000.0 214698.9 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -17936.24 CORP N/A
61947DAB5 61947DAB5 Mosaic Solar Loans LLC 685959.81 554217.73 CORP Long
29336TAA8 29336TAA8 EnLink Midstream LLC 9000.0 8688.19 CORP Long
174610AS4 174610AS4 CITIZENS FINANCIAL GROUP 231000.0 185316.92 CORP Long
02209SBE2 02209SBE2 Altria Group Inc 213000.0 210303.74 CORP Long
77340RAT4 77340RAT4 ROCKIES EXPRESS PIPELINE 650000.0 578346.36 CORP Long
91529YAJ5 91529YAJ5 Unum Group 237000.0 221237.39 CORP Long
06541FAJ8 06541FAJ8 Bank 1100000.0 759331.43 CORP Long
760759AS9 760759AS9 Republic Services Inc 226000.0 217785.23 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -499.53 CORP N/A
071734AR8 071734AR8 BAUSCH HEALTH COS INC 88000.0 56320.0 CORP Long
16159GAC3 16159GAC3 Chase Mortgage Finance Corporation 134716.25 123054.83 CORP Long
36459DBJ9 36459DBJ9 Gam Resecuritization Trust 132000.0 111323.77 CORP Long
65339KAT7 65339KAT7 NEXTERA ENERGY CAPITAL 227000.0 219093.9 CORP Long
857524AD4 857524AD4 REPUBLIC OF POLAND 216000.0 226152.0 NUSS Long
000000000 000000000 ACCOR SA 200000.0 213768.69 CORP Long
651229AX4 651229AX4 Newell Brands Inc 104000.0 88271.56 CORP Long
45174HBD8 45174HBD8 iHeartCommunications Inc 384000.0 253396.42 CORP Long
12662PAD0 12662PAD0 CVR ENERGY INC 402000.0 359227.2 CORP Long
000000000 000000000 Citibank N.A. 1.0 -2345.15 CORP N/A
000000000 000000000 KAZMUNAYGAS NATIONAL CO 216000.0 170640.0 CORP Long
445545AR7 445545AR7 HUNGARY 234000.0 242351.46 NUSS Long
000000000 000000000 PETROLEOS MEXICANOS 51000.0 47372.07 CORP Long
25470XBF1 25470XBF1 DISH DBS CORP 57000.0 40521.72 CORP Long
000000000 000000000 Chicago Board of Trade 59.0 356181.9 CORP N/A
7591EPAE0 7591EPAE0 Regions Financial Corp 183000.0 196544.43 CORP Long
000000000 000000000 ANARAFE SLU 496252.05 311687.6 CORP Long
14739LAA0 14739LAA0 CASCADES INC/USA INC 282000.0 267957.66 CORP Long
382371AA0 382371AA0 GoodLeap Sustainable Home Improvement Loan Trust 1230754.6 968871.56 CORP Long
17329MBH1 17329MBH1 Citigroup Mortgage Loan Trust Inc 507979.94 400728.1 CORP Long
517834AE7 517834AE7 LAS VEGAS SANDS CORP 91000.0 85525.32 CORP Long
225313AF2 225313AF2 Credit Agricole SA 222000.0 215800.43 CORP Long
674599DJ1 674599DJ1 OCCIDENTAL PETROLEUM COR 563000.0 577937.85 CORP Long
81180WAR2 81180WAR2 Seagate HDD Cayman 276000.0 264106.97 CORP Long
62482BAA0 62482BAA0 MEDLINE BORROWER LP 314000.0 274735.3 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 49457.63 CORP N/A
31572YAA6 31572YAA6 Ellington Financial Mortgage Trust 463640.2 448672.92 CORP Long
000000000 000000000 Citibank N.A. 1.0 23189.64 CORP N/A
743815AE2 743815AE2 MODIVCARE INC 274000.0 261812.48 CORP Long
143658BR2 143658BR2 CARNIVAL CORP 1173000.0 920686.53 CORP Long
26885BAN0 26885BAN0 EQM MIDSTREAM PARTNERS L 313000.0 303818.44 CORP Long
02128LAA4 02128LAA4 ALTA EQUIPMENT GROUP 490000.0 451862.54 CORP Long
86828LAC6 86828LAC6 SUPERIOR PLUS/GEN PRTNR 1717000.0 1520729.73 CORP Long
872898AA9 872898AA9 TSMC ARIZONA CORP 251000.0 228722.62 CORP Long
000000000 000000000 HSBC Bank USA N.A. 1.0 2050.28 CORP N/A
01959EAC2 01959EAC2 ALLIED WORLD ASSURANCE 221000.0 213844.26 CORP Long
71643VAB1 71643VAB1 PETROLEOS MEXICANOS 118000.0 90833.19 CORP Long
629571AA8 629571AA8 NABORS INDUSTRIES LTD 606000.0 571200.45 CORP Long
000000000 000000000 SA GLOBAL SUKUK LTD 627000.0 558782.4 CORP Long
000000000 000000000 ARDAGH PKG FIN/HLDGS USA 100000.0 99896.14 CORP Long
12505BAD2 12505BAD2 CBRE Services Inc 212000.0 212155.78 CORP Long
36257LAR8 36257LAR8 GS Mortgage-Backed Securities Trust 913979.03 813965.41 CORP Long
709599BJ2 709599BJ2 PENSKE TRUCK LEASING/PTL 198000.0 192057.59 CORP Long
71677KAA6 71677KAA6 PETSMART INC/PETSMART FI 1000000.0 945148.7 CORP Long
68902VAH0 68902VAH0 OTIS WORLDWIDE CORP 226000.0 214126.76 CORP Long
984245AU4 984245AU4 YPF SOCIEDAD ANONIMA 28520.31 26966.47 CORP Long
36459DBW0 36459DBW0 Gam Resecuritization Trust 251000.0 197733.73 CORP Long
418751AE3 418751AE3 HAT HOLDINGS I LLC/HAT 348000.0 308887.28 CORP Long
422704AH9 422704AH9 HECLA MINING CO 750000.0 750068.82 CORP Long
46266TAA6 46266TAA6 IQVIA Inc 260000.0 253677.11 CORP Long
03966VAA5 03966VAA5 ARCONIC CORP 1000000.0 986922.9 CORP Long
000000000 000000000 TELECOM ITALIA FIN SA 689000.0 802894.32 CORP Long
000000000 000000000 CENTRICA PLC 200000.0 237027.63 CORP Long
118230AQ4 118230AQ4 Buckeye Partners LP 388000.0 353080.0 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 1301.59 CORP N/A
000000000 000000000 Saka Energi Indonesia PT 445000.0 431779.05 CORP Long
000000000 000000000 UKRAINE RAIL (RAIL CAPL) 652000.0 123880.0 CORP Long
53079EAN4 53079EAN4 Liberty Mutual Group Inc 51000.0 53459.22 CORP Long
000000000 000000000 TURK IHRACAT KR 449000.0 404518.47 NUSS Long
92240MBL1 92240MBL1 VECTOR GROUP LTD 341000.0 305069.1 CORP Long
12769GAA8 12769GAA8 CAESARS ENTERTAIN INC 158000.0 138612.65 CORP Long
83012AAA7 83012AAA7 SIXTH STREET SPECIALTY 255000.0 225002.73 CORP Long
337932AP2 337932AP2 FIRSTENERGY CORP 58000.0 47850.0 CORP Long
30295DAL6 30295DAL6 FREMF Mortgage Trust 1450103.3 1054564.86 USGSE Long
12662PAB4 12662PAB4 CVR ENERGY INC 783000.0 757035.72 CORP Long
446150AX2 446150AX2 HUNTINGTON BANCSHARES 257000.0 183748.86 CORP Long
000000000 000000000 Chicago Board of Trade 428.0 240261.89 CORP N/A
000000000 000000000 HSBC Bank USA N.A. 1.0 -65665.62 CORP N/A
12482TAD0 12482TAD0 CBB INTL SUKUK PROG WLL 331000.0 334835.63 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -77459.11 CORP N/A
46651FAR2 46651FAR2 JP Morgan Mortgage Trust 663207.91 613230.62 CORP Long
45074JAA2 45074JAA2 ITT HOLDINGS LLC 950000.0 788756.5 CORP Long
000000000 000000000 KINGDOM OF JORDAN 202000.0 181295.0 NUSS Long
000000000 000000000 BAYER AG 1600000.0 1635326.04 CORP Long
760942BD3 760942BD3 REPUBLICA ORIENT URUGUAY 341086.0 342255.57 NUSS Long
12553XAK9 12553XAK9 CIM Trust 219516.83 207813.6 CORP Long
92330YAW3 92330YAW3 Venture CDO Ltd 1000000.0 944407.0 CORP Long
750236AU5 750236AU5 Radian Group Inc 237000.0 228705.0 CORP Long
25461LAA0 25461LAA0 DIRECTV FIN LLC/COINC 1948000.0 1709505.81 CORP Long
882384AD2 882384AD2 TEXAS EASTERN TRANSMISSI 206000.0 194677.28 CORP Long
000000000 000000000 Morgan Stanley & Co. LLC 1.0 -311090.96 CORP N/A
47216QAA1 47216QAA1 JDE PEET'S NV 231000.0 215600.77 CORP Long
61690FAS2 61690FAS2 Morgan Stanley BAML Trust 450000.0 393899.94 CORP Long
89383JAA6 89383JAA6 Transocean Poseidon Ltd 38187.5 37248.81 CORP Long
000000000 000000000 REPUBLIC OF KAZAKHSTAN 764000.0 698953.04 NUSS Long
228255AH8 228255AH8 Crown Cork & Seal Co Inc 452000.0 475119.8 CORP Long
000000000 000000000 ZF FINANCE GMBH 300000.0 294413.03 CORP Long
000000000 000000000 UBS AG 1.0 -57470.5 CORP N/A
780153BJ0 780153BJ0 ROYAL CARIBBEAN CRUISES 486000.0 445525.38 CORP Long
000000000 000000000 REPUBLIC OF PARAGUAY 589000.0 473870.27 NUSS Long
000000000 000000000 HSBC Bank USA N.A. 1.0 -4688.3 NUSS N/A
000000000 000000000 Citibank N.A. 1.0 24131.43 NUSS N/A
37247DAB2 37247DAB2 Genworth Holdings Inc 416000.0 370335.85 CORP Long
05968LAM4 05968LAM4 BANCOLOMBIA SA 229000.0 216405.0 CORP Long
08763QAE2 08763QAE2 Betony CLO 2, Ltd. 1000000.0 946749.0 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -24352.79 CORP N/A
05368VAA4 05368VAA4 AVIENT CORP 373000.0 381210.1 CORP Long
013305AA5 013305AA5 ALBION FINANCING 2SARL 800000.0 695121.23 CORP Long
12564EAU6 12564EAU6 CIM Trust 388682.6 306132.63 CORP Long
92328MAA1 92328MAA1 VENTURE GLOBAL CALCASIEU 236000.0 211974.92 CORP Long
12674TAA4 12674TAA4 C&W Senior Financing DAC 707000.0 618625.0 CORP Long
302635AE7 302635AE7 FS KKR CAPITAL CORP 198000.0 187720.73 CORP Long
603158AA4 603158AA4 MINERALS TECHNOLOGIES IN 296000.0 270100.0 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -848.19 CORP N/A
88732JAU2 88732JAU2 Time Warner Cable LLC 202000.0 196393.98 CORP Long
896818AU5 896818AU5 TRIUMPH GROUP INC 377000.0 382172.44 CORP Long
053807AS2 053807AS2 Avnet Inc 500000.0 492313.43 CORP Long
69354NAD8 69354NAD8 PRA GROUP INC 800000.0 678008.61 CORP Long
644274AG7 644274AG7 NEW ENTERPRISE STONE & L 575000.0 549125.0 CORP Long
000000000 000000000 UBS AG 1.0 63102.11 CORP N/A
20753QAE9 20753QAE9 Fannie Mae - CAS 81276.69 81402.52 USGSE Long
86745PAA1 86745PAA1 Sunnova Sol Issuer,LLC 329031.65 265770.05 CORP Long
86745QAA9 86745QAA9 Sunnova Sol III Issuer LLC 810368.78 660115.39 CORP Long
000000000 000000000 INTL AIRPORT FINANCE SA 16534.93 15559.24 CORP Long
904678AU3 904678AU3 UNICREDIT SPA 243000.0 221112.54 CORP Long
03969AAR1 03969AAR1 ARDAGH PKG FIN/HLDGS USA 361000.0 308726.97 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -175.42 CORP N/A
53944YAB9 53944YAB9 Lloyds Banking Group PLC 181000.0 174266.73 CORP Long
000000000 000000000 NISSAN MOTOR CO 540000.0 559299.68 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -352.56 CORP N/A
30298CAU5 30298CAU5 FREMF Mortgage Trust 400000.0 228055.6 USGSE Long
279158AQ2 279158AQ2 ECOPETROL SA 120000.0 76079.25 CORP Long
57763RAB3 57763RAB3 MAUSER PACKAGING SOLUT 1017000.0 1031568.83 CORP Long
984245AV2 984245AV2 YPF SOCIEDAD ANONIMA 50.0 39.89 CORP Long
715638DF6 715638DF6 REPUBLIC OF PERU 804000.0 696326.89 NUSS Long
83390UAC1 83390UAC1 Social Professional Loan Program LLC 600000.0 496160.4 CORP Long
000000000 000000000 SAUDI ELEC GLOBAL SUKUK 51000.0 52123.02 CORP Long
013817AW1 013817AW1 HOWMET AEROSPACE INC 393000.0 391395.42 CORP Long
12529YCA8 12529YCA8 Cascade Funding Mortgage Trust 4500000.0 2422095.75 CORP Long
81761LAA0 81761LAA0 SERVICE PROPERTIES TRUST 375000.0 367267.5 CORP Long
87927VAF5 87927VAF5 TELECOM ITALIA CAPITAL 463000.0 413910.33 CORP Long
000000000 000000000 OFFICE CHERIFIEN DES PHO 343000.0 332935.01 CORP Long
46641WAG2 46641WAG2 JPMBB Commercial Mortgage Securities Trust 550000.0 495888.14 CORP Long
893830BL2 893830BL2 TRANSOCEAN INC 112000.0 99412.32 CORP Long
000000000 000000000 GRIFOLS ESCROW ISSUER 285000.0 242597.16 CORP Long
05351X101 05351X101 Avaya Holdings Corp 4.0 0.0 CORP Long
709629AS8 709629AS8 PENTAIR FINANCE SARL 500000.0 516296.62 CORP Long
000000000 000000000 CIDRON AIDA FINCO SARL 550000.0 541040.83 CORP Long
69291HAA3 69291HAA3 PECF USS INTERMEDIATE HO 106000.0 69182.93 CORP Long
76120HAC1 76120HAC1 RESORTS WORLD/RWLV CAP 101000.0 79031.4 CORP Long
000000000 000000000 Charming Charlie, Inc. 15697.01 0.0 CORP Long
29717PAQ0 29717PAQ0 Essex Portfolio LP 236000.0 225884.8 CORP Long
037833AZ3 037833AZ3 Apple Inc 219000.0 212451.28 CORP Long
44106MAY8 44106MAY8 SERVICE PROPERTIES TRUST 225000.0 167370.86 CORP Long
000000000 000000000 UZBEK INDUSTRIAL AND CON 700000.0 649250.0 CORP Long
36740LAA0 36740LAA0 GATES GLOBAL/GATES CORP 771000.0 763290.0 CORP Long
364614AG2 364614AG2 Gam Resecuritization Trust 1258000.0 820166.69 CORP Long
55283TAJ7 55283TAJ7 MF1 Multifamily Housing Mortgage Loan Trust 500000.0 464887.2 CORP Long
984121CB7 984121CB7 XEROX CORPORATION 118000.0 89737.14 CORP Long
824348AW6 824348AW6 SHERWIN-WILLIAMS CO 201000.0 192929.7 CORP Long
000000000 000000000 HSBC Bank USA N.A. 1.0 -27717.76 CORP N/A
000000000 000000000 EXPORT-IMPORT BK INDIA 200000.0 197465.97 NUSS Long
674599EC5 674599EC5 OCCIDENTAL PETROLEUM COR 415000.0 432829.77 CORP Long
55342UAJ3 55342UAJ3 MPT OPER PARTNERSP/FINL 347000.0 262686.74 CORP Long
893647BE6 893647BE6 TransDigm Inc 869000.0 873107.9 CORP Long
651229AW6 651229AW6 Newell Brands Inc 284000.0 271220.0 CORP Long
74365PAA6 74365PAA6 PROSUS NV 254000.0 216319.07 CORP Long
61766EBG9 61766EBG9 Morgan Stanley BAML Trust 7710000.0 190400.76 CORP Long
000000000 000000000 CPUK FINANCE LTD 140000.0 174074.06 CORP Long
000000000 000000000 ST SAVINGS BK (SSB #1) 350000.0 115500.0 CORP Long
000000000 000000000 ROMANIA 236000.0 163486.64 NUSS Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -163.67 NUSS N/A
90138FAD4 90138FAD4 TWILIO INC 350000.0 292488.0 CORP Long
000000000 000000000 FORD MOTOR CREDIT CO LLC 2242000.0 2296738.0 CORP Long
911365BM5 911365BM5 UNITED RENTALS NORTH AM 304000.0 285117.65 CORP Long
05581KAC5 05581KAC5 BNP PARIBAS 194000.0 188742.3 CORP Long
000000000 000000000 ABU DHABI GOVT INT'L 559000.0 476547.5 NUSS Long
1248EPCD3 1248EPCD3 CCO HLDGS LLC/CAP CORP 642000.0 552374.3 CORP Long
87927VAV0 87927VAV0 TELECOM ITALIA CAPITAL 451000.0 421626.46 CORP Long
000000000 000000000 OCADO GROUP PLC 300000.0 277113.45 CORP Long
74348TAV4 74348TAV4 PROSPECT CAPITAL CORP 251000.0 211143.38 CORP Long
35908MAE0 35908MAE0 FRONTIER COMMUNICATIONS 359000.0 349804.36 CORP Long
852060AD4 852060AD4 Sprint Capital Corp 1372000.0 1479128.4 CORP Long
55977YAA6 55977YAA6 MAGYAR EXPORT-IMPORT BAN 283000.0 284415.0 NUSS Long
12770RAA1 12770RAA1 CAESARS RESORT / FINCO 281000.0 283314.04 CORP Long
35566AAH2 35566AAH2 Freddie Mac - STACR 246631.94 250563.25 USGSE Long
92328MAC7 92328MAC7 VENTURE GLOBAL CALCASIEU 470000.0 396312.6 CORP Long
90290MAD3 90290MAD3 US FOODS INC 382000.0 355329.72 CORP Long
49427RAN2 49427RAN2 Kilroy Realty LP 243000.0 215164.65 CORP Long
161175AY0 161175AY0 CHARTER COMM OPT LLC/CAP 170000.0 168408.64 CORP Long
000000000 000000000 APCOA PARKING HOLDINGS G 200000.0 214319.64 CORP Long
20752TAA2 20752TAA2 CONNECT FINCO SARL/CONNE 850000.0 810095.05 CORP Long
000000000 000000000 REPUBLIC OF GUATEMALA 498000.0 485173.38 NUSS Long
000000000 000000000 CHINA GOVT INTL BOND 987000.0 905016.28 NUSS Long
78572XAG6 78572XAG6 SABRA HEALTH CARE LP 225000.0 187531.97 NUSS Long
013817AK7 013817AK7 HOWMET AEROSPACE INC 93000.0 94633.27 CORP Long
08162YAM4 08162YAM4 BENCHMARK Mortgage Trust 890000.0 519019.43 CORP Long
000000000 000000000 Commerzbank AG 687000.0 734634.58 CORP Long
126307BD8 126307BD8 CSC HOLDINGS LLC 743000.0 362678.51 CORP Long
12769GAB6 12769GAB6 CAESARS ENTERTAIN INC 209000.0 210865.33 CORP Long
68622TAB7 68622TAB7 ORGANON & CO/ORG 313000.0 278896.62 CORP Long
29336UAD9 29336UAD9 ENLINK MIDSTREAM PARTNER 89000.0 70628.62 CORP Long
337932AM9 337932AM9 FIRSTENERGY CORP 374000.0 262050.58 CORP Long
000000000 000000000 CBB INTL SUKUK PROG WLL 1581000.0 1423927.65 NUSS Long
06541ABM1 06541ABM1 Bank 1566043.81 116208.44 CORP Long
000000000 000000000 Kingdom of Jordan 293000.0 247086.9 NUSS Long
749571AF2 749571AF2 RHP HOTEL PPTY/RHP FINAN 330000.0 310200.0 NUSS Long
000000000 000000000 PTTEP CANADA INTERNATION 370000.0 390680.56 CORP Long
35564KTB5 35564KTB5 Freddie Mac - STACR 1000000.0 1016862.6 USGSE Long
01883LAA1 01883LAA1 ALLIANT HOLD / CO-ISSUER 489000.0 456478.32 CORP Long
74387UAJ0 74387UAJ0 PROVIDENT FDG/PFG FIN 476000.0 416500.0 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -6714.53 CORP N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 789.14 CORP N/A
105756CD0 105756CD0 FED REPUBLIC OF BRAZIL 651000.0 623152.34 NUSS Long
08162RAF4 08162RAF4 BENCHMARK Mortgage Trust 1944269.27 130717.5 CORP Long
36459TAE6 36459TAE6 Gam Resecuritization Trust 384000.0 320903.23 CORP Long
44106MBA9 44106MBA9 SERVICE PROPERTIES TRUST 147000.0 127050.25 CORP Long
95002VAS8 95002VAS8 Wells Fargo Mortgage Backed Securities Trust 174333.03 147941.97 CORP Long
81180WAL5 81180WAL5 Seagate HDD Cayman 239000.0 232353.41 CORP Long
46651GBC2 46651GBC2 JP Morgan Mortgage Trust 366926.24 299247.98 CORP Long
87612BBS0 87612BBS0 TARGA RESOURCES PARTNERS 831000.0 783148.15 CORP Long
17291CAG0 17291CAG0 Citigroup Commercial Mortgage Trust 120000.0 74059.34 CORP Long
000000000 000000000 UNITED GROUP BV 300000.0 259405.66 CORP Long
35565HBD6 35565HBD6 Freddie Mac - STACR 250000.0 245352.5 USGSE Long
254687FP6 254687FP6 WALT DISNEY COMPANY/THE 221000.0 217341.23 CORP Long
000000000 000000000 Rolls-Royce PLC 1070000.0 1134560.34 CORP Long
25470XBD6 25470XBD6 DISH DBS CORP 218000.0 100538.16 CORP Long
641062AU8 641062AU8 NESTLE HOLDINGS INC 227000.0 214636.27 CORP Long
000000000 000000000 Royal Bank of Canada 1.0 -67949.93 CORP N/A
67116MAC5 67116MAC5 Onslow Bay Financial LLC 488238.45 466847.26 CORP Long
427096AJ1 427096AJ1 HERCULES CAPITAL INC 251000.0 216687.99 CORP Long
60920LAF1 60920LAF1 MONDELEZ INTL HLDINGS NE 197000.0 189747.23 CORP Long
000000000 000000000 NH HOTEL GROUP SA 500000.0 526157.46 CORP Long
78457JAQ5 78457JAQ5 SMRT 1400000.0 1297415.84 CORP Long
000000000 000000000 UNITED GROUP BV 300000.0 249944.08 CORP Long
629571AB6 629571AB6 NABORS INDUSTRIES LTD 213000.0 193826.02 CORP Long
000000000 000000000 STATE OF QATAR 393000.0 388428.62 NUSS Long
674599DF9 674599DF9 OCCIDENTAL PETROLEUM COR 1572000.0 1668285.0 CORP Long
000000000 000000000 Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund 493172.5 493172.5 PF Long
62912XAC8 62912XAC8 NGPL PipeCo LLC 174000.0 192896.62 CORP Long
46645WBJ1 46645WBJ1 JP Morgan Chase Commercial Mortgage Sec Trust 330000.0 264000.0 CORP Long
81761LAB8 81761LAB8 SERVICE PROPERTIES TRUST 186000.0 162625.61 CORP Long
000000000 000000000 VTB BANK (VTB EURASIA) 714000.0 0.0 CORP Long
46115HAT4 46115HAT4 Intesa Sanpaolo SpA 581000.0 564484.37 CORP Long
000000000 000000000 MANGROVE LUXCO III 417500.0 285226.93 CORP Long
12563LAN7 12563LAN7 CLI Funding LLC 733250.01 650179.31 CORP Long
071734AQ0 071734AQ0 BAUSCH HEALTH COS INC 453000.0 365231.25 CORP Long
345397A45 345397A45 FORD MOTOR CREDIT CO LLC 100000.0 92577.46 CORP Long
57763RAC1 57763RAC1 MAUSER PACKAGING SOLUT 807000.0 765841.96 CORP Long
78442FAZ1 78442FAZ1 Navient Corp 107000.0 80198.85 CORP Long
513075BR1 513075BR1 LAMAR MEDIA CORP 361000.0 331229.43 CORP Long
402635AQ9 402635AQ9 GULFPORT ENERGY OP CORP 357000.0 357892.5 CORP Long
71647NAN9 71647NAN9 PETROBRAS GLOBAL FINANCE 918000.0 803567.44 CORP Long
143658BN1 143658BN1 CARNIVAL CORP 854000.0 702841.47 CORP Long
46653JBU4 46653JBU4 JP Morgan Mortgage Trust 422799.46 368244.97 CORP Long
36459TBC9 36459TBC9 Gam Resecuritization Trust 316000.0 266080.56 CORP Long
000000000 000000000 DEUTSCHE LUFTHANSA AG 350000.0 369336.09 CORP Long
25470XAY1 25470XAY1 DISH DBS Corp 892000.0 515299.3 CORP Long
37255LAA5 37255LAA5 ENACT HOLDINGS INC 225000.0 222817.5 CORP Long
000000000 000000000 EMIRATES NBD BANK PJSC 362000.0 357503.96 CORP Long
90932LAH0 90932LAH0 UNITED AIRLINES INC 195000.0 176480.24 CORP Long
000000000 000000000 REPUBLIC OF GHANA 200000.0 73840.0 NUSS Long
000000000 000000000 Eurex Deutschland -65.0 -327462.78 NUSS N/A
90353TAG5 90353TAG5 UBER TECHNOLOGIES INC 227000.0 229065.7 CORP Long
345397ZJ5 345397ZJ5 Ford Motor Credit Co LLC 863000.0 834285.66 CORP Long
44106MAT9 44106MAT9 SERVICE PROPERTIES TRUST 145000.0 134822.36 CORP Long
000000000 000000000 EP INFRASTRUCTURE AS 600000.0 520354.42 CORP Long
30231GBH4 30231GBH4 EXXON MOBIL CORPORATION 218000.0 212301.94 CORP Long
77340RAM9 77340RAM9 ROCKIES EXPRESS PIPELINE 150000.0 130551.0 CORP Long
654744AC5 654744AC5 NISSAN MOTOR CO 631000.0 578251.72 CORP Long
25601B2A2 25601B2A2 DNB BANK ASA 206000.0 192928.21 CORP Long
00928QAS0 00928QAS0 AIRCASTLE LTD 233000.0 221459.35 CORP Long
45276KAA5 45276KAA5 Imperial Fund LLC 465099.94 448077.14 CORP Long
12598FAA7 12598FAA7 CPI CG INC 289000.0 285387.5 CORP Long
23166MAA1 23166MAA1 CUSHMAN & WAKEFIELD US 265000.0 247316.55 CORP Long
608328BJ8 608328BJ8 MOHEGAN TRIBAL GAMING AU 203000.0 217605.85 CORP Long
698299BT0 698299BT0 REPUBLIC OF PANAMA 2070000.0 2188644.78 NUSS Long
000000000 000000000 OCADO GROUP PLC 900000.0 882208.37 CORP Long
000000000 000000000 Citibank N.A. 1.0 11407.89 CORP N/A
000000000 000000000 Citibank N.A. 1.0 -90208.32 CORP N/A
36262LAD2 36262LAD2 GS Mortgage-Backed Securities Trust 860215.69 678594.91 CORP Long
88033GCZ1 88033GCZ1 TENET HEALTHCARE CORP 500000.0 492428.0 CORP Long
446413AS5 446413AS5 HUNTINGTON INGALLS INDUS 220000.0 214750.83 CORP Long
000000000 000000000 Bank of America N.A. 1.0 5463.39 CORP N/A
599191AA1 599191AA1 MILEAGE PLUS HLDINGS LLC 550800.0 549918.94 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 6753.44 CORP N/A
000000000 000000000 Chicago Board of Trade 228.0 411277.32 CORP N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 -15958.08 CORP N/A
084659AT8 084659AT8 BERKSHIRE HATHAWAY ENERG 191000.0 188919.89 CORP Long
000000000 000000000 UBS AG 1.0 -4422.36 CORP N/A
35564KBS7 35564KBS7 Freddie Mac - STACR 989031.86 963079.07 USGSE Long
88033GDB3 88033GDB3 TENET HEALTHCARE CORP 481000.0 466702.58 CORP Long
000000000 000000000 NOBIAN FINANCE B 350000.0 331695.17 CORP Long
000000000 000000000 PRIVATBANK(UK SPV CRED) 1577000.0 7885.0 CORP Long
36459DAS0 36459DAS0 Gam Resecuritization Trust 433000.0 307823.29 CORP Long
14310FAA0 14310FAA0 CARLYLE HOLDINGS II FIN 202000.0 186061.01 CORP Long
947075AT4 947075AT4 WEATHERFORD INTERNATIONA 23000.0 23000.0 CORP Long
404121AJ4 404121AJ4 HCA Inc 2319000.0 2367223.7 CORP Long
346232AF8 346232AF8 FORESTAR GROUP INC 303000.0 280205.31 CORP Long
08860HAA2 08860HAA2 Bharti Airtel Ltd 216000.0 212554.62 CORP Long
92346LAE3 92346LAE3 VERITAS US INC/BERMUDA L 1161000.0 880983.75 CORP Long
000000000 000000000 Atos SE 200000.0 193934.48 CORP Long
655664AT7 655664AT7 NORDSTROM INC 102000.0 79770.12 CORP Long
845467AT6 845467AT6 SOUTHWESTERN ENERGY CO 121000.0 106692.32 CORP Long
000000000 000000000 CPUK Finance Ltd 275000.0 325457.49 CORP Long
24380VAD3 24380VAD3 Deephaven Residential Mortgage Trust 1000000.0 817992.3 CORP Long
000000000 000000000 RESORTS WORLD/RWLV CAP 318000.0 255191.74 CORP Long
366651AC1 366651AC1 GARTNER INC 358000.0 336439.06 CORP Long
000000000 000000000 ARDAGH PKG FIN/HLDGS USA 550000.0 537080.91 CORP Long
836205BB9 836205BB9 REPUBLIC OF SOUTH AFRICA 200000.0 143235.2 NUSS Long
000000000 000000000 State Street Bank & Trust Co. 1.0 2656.0 NUSS N/A
50201DAA1 50201DAA1 LCPR SR SECURED FIN DAC 1002000.0 951787.19 CORP Long
455780DJ2 455780DJ2 REPUBLIC OF INDONESIA 1377000.0 1278765.87 NUSS Long
49271VAJ9 49271VAJ9 KEURIG DR PEPPER INC 198000.0 180938.27 CORP Long
827048AW9 827048AW9 SILGAN HOLDINGS INC 307000.0 287045.0 CORP Long
251525AP6 251525AP6 Deutsche Bank AG 235000.0 220378.95 CORP Long
74166YAA8 74166YAA8 Primrose Schools 967500.0 906815.5 CORP Long
02666TAA5 02666TAA5 American Homes 4 Rent 203000.0 192255.7 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -8038.94 CORP N/A
617726AN4 617726AN4 KINGDOM OF MOROCCO 532000.0 544650.96 NUSS Long
000000000 000000000 Altice Finco SA 400000.0 313909.4 CORP Long
61946LAB8 61946LAB8 Mosaic Solar Loans LLC 71727.89 64942.09 CORP Long
000000000 000000000 MTR CORP LTD 410000.0 344117.93 CORP Long
46591KBE2 46591KBE2 JP Morgan Mortgage Trust 64646.78 58847.93 CORP Long
94973VBL0 94973VBL0 ELEVANCE HEALTH INC 261000.0 229847.93 CORP Long
517834AG2 517834AG2 LAS VEGAS SANDS CORP 472000.0 457139.51 CORP Long
364614AQ0 364614AQ0 Gam Resecuritization Trust 1500000.0 999613.5 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -70982.02 CORP N/A
404139AJ6 404139AJ6 INNOVATE Corp 454000.0 351870.02 CORP Long
06368D3S1 06368D3S1 BANK OF MONTREAL 216000.0 210301.14 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -997.18 CORP N/A
693506BU0 693506BU0 PPG INDUSTRIES INC 215000.0 195052.55 CORP Long
28470RAH5 28470RAH5 Caesars Entertainment Inc 502000.0 502612.69 CORP Long
143109AQ9 143109AQ9 Carlyle Global Market Strategies 500000.0 483461.5 CORP Long
29360AAA8 29360AAA8 ENSTAR FINANCE LLC 282000.0 235427.78 CORP Long
000000000 000000000 VOLKSWAGEN INTL FIN NV 100000.0 95314.39 CORP Long
000000000 000000000 TELEFONICA EUROPE BV 300000.0 279979.68 CORP Long
80282KAE6 80282KAE6 SANTANDER HOLDINGS USA 202000.0 196751.26 CORP Long
988498AN1 988498AN1 YUM! BRANDS INC 458000.0 404552.41 CORP Long
91824NBL5 91824NBL5 United Wholsale Mortgage LLC 807832.16 637271.32 CORP Long
25152R2Y8 25152R2Y8 Deutsche Bank AG 196000.0 185202.02 CORP Long
233293AQ2 233293AQ2 DPL INC 148000.0 133384.41 CORP Long
000000000 000000000 Chicago Board of Trade -17.0 -83842.35 CORP N/A
60855RAK6 60855RAK6 MOLINA HEALTHCARE INC 360000.0 317567.81 CORP Long
20914UAE6 20914UAE6 CONSOLIDATED ENERGY FIN 364000.0 337635.47 CORP Long
21871DAD5 21871DAD5 CORELOGIC INC 311000.0 254242.5 CORP Long
362333AH9 362333AH9 FRONTIER FLORIDA LLC 350000.0 316589.0 CORP Long
670001AG1 670001AG1 NOVELIS CORP 182000.0 166614.43 CORP Long
929089AF7 929089AF7 Voya Financial Inc 221000.0 186209.42 CORP Long
655664AS9 655664AS9 Nordstrom Inc 102000.0 87650.61 CORP Long
000000000 000000000 ZF EUROPE FINANCE BV 600000.0 574552.05 CORP Long
000000000 000000000 VALEO SA 200000.0 204651.56 CORP Long
000000000 000000000 OOREDOO INTL FINANCE 384000.0 372376.32 CORP Long
000000000 000000000 Electricite de France SA 400000.0 421077.59 CORP Long
31573TAC2 31573TAC2 Ellington Financial Mortgage Trust 193574.98 179337.56 CORP Long
000000000 000000000 REPUBLIC OF ECUADOR 1203648.0 440151.28 NUSS Long
059514AE9 059514AE9 Banco de Bogota SA 207000.0 186300.0 CORP Long
000000000 000000000 OMAN GOV INTERNTL BOND 950000.0 1000595.1 NUSS Long
37954FAJ3 37954FAJ3 GLOBAL PART/GLP FINANCE 282000.0 263670.0 CORP Long
25755TAP5 25755TAP5 Dominos Pizza Master Issuer LLC 588000.0 490088.59 CORP Long
09256BAJ6 09256BAJ6 BLACKSTONE HOLDINGS FINA 235000.0 216766.94 CORP Long
25468PDF0 25468PDF0 TWDC Enterprises 18 Corp 220000.0 213730.8 CORP Long
000000000 000000000 SAUDI ELEC GLOBAL SUKUK 450000.0 459909.0 CORP Long
345370CS7 345370CS7 FORD MOTOR COMPANY 578000.0 467467.15 CORP Long
000000000 000000000 AZZURRA AEROPORTI SPA 800000.0 777957.58 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -1231.67 CORP N/A
25470XBE4 25470XBE4 DISH DBS CORP 220000.0 168043.06 CORP Long
000000000 000000000 NGG Finance PLC 100000.0 121653.43 CORP Long
000000000 000000000 Electricite de France SA 200000.0 222490.05 CORP Long
000000000 000000000 Citibank N.A. 1.0 26723.75 CORP N/A
060352AV3 060352AV3 Bank 140000.0 94347.85 CORP Long
210374AA2 210374AA2 CONSTELLATION MERGER SUB 292000.0 230680.0 CORP Long
000000000 000000000 PETROBRAS GLOBAL FINANCE 580000.0 710803.1 CORP Long
05553LAA1 05553LAA1 BCPE ULYSSES INTERMEDIAT 294000.0 235200.0 CORP Long
43284MAB4 43284MAB4 HILTON GRAND VAC BOR ESC 309000.0 270320.03 CORP Long
893647BB2 893647BB2 TransDigm Inc 682000.0 681074.5 CORP Long
46655GAW5 46655GAW5 JP Morgan Mortgage Trust 469398.67 386245.63 CORP Long
136385AG6 136385AG6 CANADIAN NATL RESOURCES 197000.0 198576.54 CORP Long
30298CAQ4 30298CAQ4 FREMF Mortgage Trust 570000.0 2441.48 USGSE Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -1378.06 USGSE N/A
61769JAC5 61769JAC5 Morgan Stanley Capital I Trust 377000.0 241600.15 CORP Long
25470XAW5 25470XAW5 DISH DBS Corp 214000.0 177059.11 CORP Long
000000000 000000000 VOLKSWAGEN INTL FIN NV 700000.0 734692.12 CORP Long
14040HBZ7 14040HBZ7 CAPITAL ONE FINANCIAL CO 200000.0 193868.66 CORP Long
000000000 000000000 CPUK FINANCE LTD 150000.0 177673.08 CORP Long
59567LAA2 59567LAA2 MIDCAP FINANCIAL ISSR TR 874000.0 789525.54 CORP Long
44267DAD9 44267DAD9 HOWARD HUGHES CORP 356000.0 321370.21 CORP Long
682357AA6 682357AA6 180 MEDICAL INC 300000.0 267166.47 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 7656.47 CORP N/A
60041CAA6 60041CAA6 MILLENNIUM ESCROW CORP 53000.0 35848.02 CORP Long
389286AA3 389286AA3 GRAY ESCROW II INC 508000.0 325638.31 CORP Long
000000000 000000000 BOLIVIA GOVERNMENT 200000.0 112246.38 NUSS Long
883556CL4 883556CL4 THERMO FISHER SCIENTIFIC 238000.0 199215.49 CORP Long
05351CAA5 05351CAA5 Avation Capital SA 312432.0 271034.76 CORP Long
379352AL1 379352AL1 Global Marine Inc 78000.0 62985.0 CORP Long
000000000 000000000 DOMINICAN REPUBLIC 358000.0 316443.46 NUSS Long
000000000 000000000 TUNISIAN REPUBLIC 200000.0 102341.2 NUSS Long
000000000 000000000 NISSAN MOTOR CO 500000.0 495497.08 CORP Long
000000000 000000000 TITAN HOLDINGS II BV 667000.0 562250.21 CORP Long
000000000 000000000 PAKISTAN WATER & POWER 1537000.0 491840.0 NUSS Long
000000000 000000000 LIBRA GROUPCO SPA 550000.0 506805.34 CORP Long
000000000 000000000 PETROLEOS DE VENEZUELA S 1000000.0 32500.0 CORP Long
89378TAD5 89378TAD5 TRANSNET SOC LTD 365000.0 361204.0 CORP Long
374422AD5 374422AD5 Republic of Ghana 250000.0 170000.0 NUSS Long
000000000 000000000 ADIB CAPITAL INVEST TWO 602000.0 599592.0 CORP Long
86745JAA5 86745JAA5 Helios Issuer, LLC 840764.03 790361.99 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -49643.72 CORP N/A
000000000 000000000 BANIJAY GROUP SAS 1000000.0 1071941.98 CORP Long
23306NAL6 23306NAL6 DBWF Mortgage Trust 1000000.0 788318.0 CORP Long
000000000 000000000 KONDOR FINANCE PLC (NAK) 1322000.0 280211.12 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -11579.56 CORP N/A
000000000 000000000 ISLAMIC REP OF PAKISTAN 500000.0 175410.0 NUSS Long
345370CR9 345370CR9 FORD MOTOR COMPANY 771000.0 748989.95 CORP Long
436440AM3 436440AM3 Hologic Inc 325000.0 315990.61 CORP Long
46188BAB8 46188BAB8 INVITATION HOMES OP 261000.0 221971.5 CORP Long
810186AS5 810186AS5 SCOTTS MIRACLE-GRO CO 357000.0 309053.37 CORP Long
283695BK9 283695BK9 EL PASO NATURAL GAS 175000.0 204502.44 CORP Long
12612WAB0 12612WAB0 XPO CNW Inc 251000.0 229979.75 CORP Long
000000000 000000000 ACCOR SA 800000.0 805489.23 CORP Long
445545AT3 445545AT3 HUNGARY 200000.0 207520.0 NUSS Long
000000000 000000000 Eurex Deutschland 5.0 19746.06 NUSS N/A
541056AA5 541056AA5 GOTO GROUP INC 487000.0 274185.87 CORP Long
000000000 000000000 SCHAEFFLER AG 720000.0 748149.5 CORP Long
24380XAA5 24380XAA5 Deephaven Residential Mortgage Trust 700934.76 665345.64 CORP Long
000000000 000000000 Bank of America N.A. 1.0 88.37 CORP N/A
63633DAF1 63633DAF1 NATIONAL HEALTH INVESTOR 255000.0 192319.61 CORP Long
000000000 000000000 TEVA PHARM FNC NL II 1105000.0 931464.0 CORP Long
26857LAA0 26857LAA0 ELFI Graduate Loan Program LLC 109151.5 95172.29 CORP Long
38381CAE2 38381CAE2 FIN DEPT GOVT SHARJAH 200000.0 207100.0 NUSS Long
88033GAV2 88033GAV2 Tenet Healthcare Corp 139000.0 136220.0 CORP Long
000000000 000000000 OQ SAOC 645000.0 617921.61 CORP Long
000000000 000000000 Republic of Indonesia 525000.0 498967.68 NUSS Long
000000000 000000000 TIERRA MOJADA LUX II SRL 236531.16 200835.49 CORP Long
000000000 000000000 Citibank N.A. 1.0 14767.04 CORP N/A
14315LAG9 14315LAG9 Carlyle Global Market Strategies 1000000.0 942808.0 CORP Long
40963LAH7 40963LAH7 HANA BANK 192000.0 188887.33 CORP Long
12564KAU2 12564KAU2 CIM Trust 783083.91 616984.76 CORP Long
67113CAX4 67113CAX4 Onslow Bay Financial LLC 120041.38 107870.4 CORP Long
78410GAD6 78410GAD6 SBA COMMUNICATIONS CORP 363000.0 338571.3 CORP Long
000000000 000000000 REPUBLIC OF ECUADOR 321609.0 169666.83 NUSS Long
000000000 000000000 UBS AG 1.0 -93986.6 NUSS N/A
000000000 000000000 CONSTELLATION AUTOMOTIVE 460000.0 439252.38 CORP Long
59565JAA9 59565JAA9 MIDAS OPCO HOLDINGS LLC 401000.0 348629.4 CORP Long
36459TBE5 36459TBE5 Gam Resecuritization Trust 316000.0 265883.44 CORP Long
084664CU3 084664CU3 BERKSHIRE HATHAWAY FIN 261000.0 226756.17 CORP Long
90015LAG2 90015LAG2 TURK IHRACAT KR BK 481000.0 478825.88 NUSS Long
345397B28 345397B28 FORD MOTOR CREDIT CO LLC 586000.0 544194.41 CORP Long
26885BAL4 26885BAL4 EQM MIDSTREAM PARTNERS L 195000.0 159816.36 CORP Long
85571BAL9 85571BAL9 STARWOOD PROPERTY TRUST 121000.0 114345.0 CORP Long
000000000 000000000 BERTELSMANN SE & CO KGAA 400000.0 400540.81 CORP Long
88146LAA1 88146LAA1 CMG MEDIA CORPORATION 839000.0 650476.7 CORP Long
256677AJ4 256677AJ4 DOLLAR GENERAL CORP 220000.0 217912.87 CORP Long
36459DCE9 36459DCE9 Gam Resecuritization Trust 635000.0 465847.05 CORP Long
49338LAF0 49338LAF0 KEYSIGHT TECHNOLOGIES 250000.0 223357.47 CORP Long
83545GBD3 83545GBD3 SONIC AUTOMOTIVE INC 620000.0 520096.05 CORP Long
585499BR6 585499BR6 Mello Mortgage Capital Acceptance Trust 896656.62 820209.65 CORP Long
000000000 000000000 KCA DEUTAG UK FINANCE PL 292645.0 291547.58 CORP Long
14445LAA5 14445LAA5 CARRIAGE PURCHASER INC 744000.0 546310.7 CORP Long
000000000 000000000 HUNGARY 347000.0 214450.86 NUSS Long
858912AG3 858912AG3 STERICYCLE INC 337000.0 303199.17 CORP Long
000000000 000000000 ELECTRICITE DE FRANCE SA 600000.0 541308.59 CORP Long
365417AA2 365417AA2 GARDEN SPINCO CORP 1240000.0 1333000.43 CORP Long
74971BBC8 74971BBC8 RFM RE-REMIC TRUST 2022-FRR1 530000.0 362042.31 CORP Long
25470MAB5 25470MAB5 DISH NETWORK CORP 389000.0 183219.0 CORP Long
26156FAA1 26156FAA1 DRESDNER FNDG TRUST I 139000.0 147032.53 CORP Long
77586RAS9 77586RAS9 ROMANIA 244000.0 262788.0 NUSS Long
87240NBA3 87240NBA3 TCW CLO 2017-1, Ltd 300000.0 284945.4 CORP Long
00150LAB7 00150LAB7 AHP HEALTH PARTN 186000.0 158100.0 CORP Long
36459DCQ2 36459DCQ2 Gam Resecuritization Trust 472000.0 279477.76 CORP Long
233046AL5 233046AL5 DB Master Finance LLC 386000.0 365667.84 CORP Long
83545GBE1 83545GBE1 SONIC AUTOMOTIVE INC 826000.0 666995.0 CORP Long
000000000 000000000 PETRONAS CAPITAL LTD 2499000.0 2138543.95 CORP Long
55903VAJ2 55903VAJ2 WARNERMEDIA HOLDINGS INC 1000000.0 925657.23 CORP Long
26885BAF7 26885BAF7 EQM MIDSTREAM PARTNERS L 60000.0 58945.97 CORP Long
000000000 000000000 NGG FINANCE PLC 1225000.0 1139254.87 CORP Long
29365BAA1 29365BAA1 ENTEGRIS ESCROW CORP 711000.0 661316.96 CORP Long
125491AN0 125491AN0 CI FINANCIAL CORP 285000.0 211549.35 CORP Long
92328MAB9 92328MAB9 VENTURE GLOBAL CALCASIEU 567000.0 502278.37 CORP Long
105340AQ6 105340AQ6 BRANDYWINE OPER PARTNERS 262000.0 200091.99 CORP Long
30216KAF9 30216KAF9 EXPORT-IMPORT BK INDIA 300000.0 244346.13 NUSS Long
12558TAN7 12558TAN7 CIM Trust 122538.21 110558.64 CORP Long
87927VAR9 87927VAR9 TELECOM ITALIA CAPITAL 241000.0 217784.71 CORP Long
000000000 000000000 POWER SECTOR ASSETS & LI 607000.0 628001.64 CORP Long
20451RAB8 20451RAB8 COMPASS GROUP DIVERSIFIE 333000.0 299732.43 CORP Long
03762UAD7 03762UAD7 APOLLO CMMRL REAL EST FI 316000.0 239279.42 CORP Long
74971BAE5 74971BAE5 RFM RE-REMIC TRUST 2022-FRR1 450000.0 337069.44 CORP Long
05369AAH4 05369AAH4 AVIATION CAPITAL GROUP 213000.0 210169.31 CORP Long
000000000 000000000 Royal Bank of Canada 1.0 -318590.56 CORP N/A
000000000 000000000 ALTICE FRANCE SA 200000.0 201647.78 CORP Long
674599CN3 674599CN3 OCCIDENTAL PETROLEUM COR 40000.0 31218.05 CORP Long
71656MAF6 71656MAF6 Petroleos Mexicanos 1328000.0 815159.6 CORP Long
000000000 000000000 ALTICE FRANCE SA 200000.0 203730.37 CORP Long
95003AAS3 95003AAS3 Wells Fargo Mortgage Backed Securities Trust 767442.21 606579.42 CORP Long
20754LAF6 20754LAF6 Fannie Mae - CAS 700000.0 674625.0 USGSE Long
000000000 000000000 Bank of America N.A. 1.0 26528.88 USGSE N/A
36459DDC2 36459DDC2 Gam Resecuritization Trust 246000.0 214514.31 CORP Long
35906ABF4 35906ABF4 FRONTIER COMMUNICATIONS 942000.0 827181.52 CORP Long
69688MAG0 69688MAG0 Palmer Square CLO Ltd 1250000.0 1201822.5 CORP Long
80007RAF2 80007RAF2 Sands China Ltd 298000.0 291905.13 CORP Long
84756NAH2 84756NAH2 SPECTRA ENERGY PARTNERS 201000.0 192077.21 CORP Long
000000000 000000000 HSBC Bank USA N.A. 1.0 -656.12 CORP N/A
337932AH0 337932AH0 FirstEnergy Corp 1361000.0 1323572.5 CORP Long
87165YAG8 87165YAG8 Symphony CLO Ltd 500000.0 472076.5 CORP Long
46284VAF8 46284VAF8 IRON MOUNTAIN INC 448000.0 408606.82 CORP Long
780153BL5 780153BL5 ROYAL CARIBBEAN CRUISES 482000.0 512744.3 CORP Long
33851FBP1 33851FBP1 Flagstar Mortgage Trust 451258.95 424755.07 CORP Long
33851JAC3 33851JAC3 Flagstar Mortgage Trust 91672.22 84399.31 CORP Long
000000000 000000000 Chicago Board of Trade -78.0 -110603.42 CORP N/A
08576PAH4 08576PAH4 BERRY GLOBAL INC 213000.0 193561.91 CORP Long
000000000 000000000 NATIONAL BANK OF FUJAIRA 200000.0 194462.0 CORP Long
61946NAB4 61946NAB4 Mosaic Solar Loans LLC 243714.51 207277.83 CORP Long
037411AR6 037411AR6 Apache Corp 208000.0 195520.0 CORP Long
000000000 000000000 ENERGIZER GAMMA ACQ BV 250000.0 216592.31 CORP Long
345397ZR7 345397ZR7 Ford Motor Credit Co LLC 778000.0 724917.92 CORP Long
30191BAB7 30191BAB7 F-BRASILE SPA/F-BRASILE 316000.0 264650.0 CORP Long
501797AL8 501797AL8 Bath & Body Works Inc 984000.0 890579.83 CORP Long
00253XAB7 00253XAB7 AMERICAN AIRLINES/AADVAN 343000.0 325947.8 CORP Long
29336UAC1 29336UAC1 ENLINK MIDSTREAM PARTNER 782000.0 649897.8 CORP Long
166764BW9 166764BW9 CHEVRON CORP 225000.0 212706.73 CORP Long
000000000 000000000 Citibank N.A. 1.0 -51389.94 CORP N/A
000000000 000000000 DUFRY ONE BV 200000.0 197840.55 CORP Long
000000000 000000000 Turk Ihracat KR BK 427000.0 416325.0 NUSS Long
000000000 000000000 Bank of New York Mellon 1.0 -310989.32 NUSS N/A
83546DAG3 83546DAG3 Sonic Capital LLC 535333.33 493279.68 CORP Long
000000000 000000000 IHO VERWALTUNGS GMBH 400000.0 446974.9 CORP Long
000000000 000000000 Lebanese Republic 910000.0 51906.4 NUSS Long
74969PAA6 74969PAA6 RP ESCROW ISSUER LLC 434000.0 304411.43 CORP Long
000000000 000000000 PETROBRAS GLOBAL FINANCE 300000.0 326156.87 CORP Long
105756CB4 105756CB4 FED REPUBLIC OF BRAZIL 316000.0 232343.27 NUSS Long
63935BAA1 63935BAA1 Navient Student Loan Trust 203187.37 186022.22 CORP Long
225310AN1 225310AN1 CREDIT ACCEPTANC 242000.0 230537.52 CORP Long
01626PAH9 01626PAH9 ALIMENTATION COUCHE-TARD 238000.0 225431.47 CORP Long
000000000 000000000 KCA DEUTAG UK FINANCE PL 146667.0 145933.67 CORP Long
000000000 000000000 CARNIVAL PLC 300000.0 167247.99 CORP Long
46640UAP7 46640UAP7 JPMBB Commercial Mortgage Securities Trust 500000.0 394027.4 CORP Long
33850TAY4 33850TAY4 Flagstar Mortgage Trust 136899.51 122059.32 CORP Long
900123DA5 900123DA5 REPUBLIC OF TURKEY 980000.0 823200.0 NUSS Long
13645RAX2 13645RAX2 CANADIAN PACIFIC RAILWAY 214000.0 227718.39 CORP Long
46652TAC4 46652TAC4 JP Morgan Mortgage Trust 182658.08 159068.15 CORP Long
000000000 000000000 REPUBLIC OF GABON 228000.0 168172.8 NUSS Long
151191AZ6 151191AZ6 CELULOSA ARAUCO CONSTITU 217000.0 213850.58 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -5392.61 CORP N/A
674599DB8 674599DB8 OCCIDENTAL PETROLEUM COR 94000.0 95645.0 CORP Long
82967NBL1 82967NBL1 SIRIUS XM RADIO INC 562000.0 502978.85 CORP Long
46649TBA3 46649TBA3 JP Morgan Mortgage Trust 794662.47 675534.06 CORP Long
20848VAA3 20848VAA3 CONSENSUS CLOUD SOLUTION 887000.0 815556.59 CORP Long
000000000 000000000 Chicago Board of Trade -76.0 -412663.06 CORP N/A
67590RBE4 67590RBE4 Octagon Loan Funding Ltd 250000.0 238666.75 CORP Long
20338HAB9 20338HAB9 COMMSCOPE TECH LLC 273000.0 188604.69 CORP Long
46640UAQ5 46640UAQ5 JPMBB Commercial Mortgage Securities Trust 110000.0 55954.95 CORP Long
743263AE5 743263AE5 Progress Energy Inc 135000.0 157831.94 CORP Long
37185LAM4 37185LAM4 GENESIS ENERGY LP/FIN 367000.0 366236.31 CORP Long
517834AH0 517834AH0 LAS VEGAS SANDS CORP 773000.0 732426.81 CORP Long
12008RAN7 12008RAN7 BUILDERS FIRSTSOURCE INC 385000.0 359455.87 CORP Long
120568BB5 120568BB5 BUNGE LTD FINANCE CORP 209000.0 193205.3 CORP Long
75102WAD0 75102WAD0 RAKUTEN GROUP INC 408000.0 396372.0 CORP Long
118230AP6 118230AP6 Buckeye Partners LP 105000.0 75652.54 CORP Long
60855RAJ9 60855RAJ9 MOLINA HEALTHCARE INC 183000.0 171510.02 CORP Long
000000000 000000000 IVORY COAST 200000.0 168612.0 NUSS Long
77578JAB4 77578JAB4 Rolls-Royce PLC 562000.0 531090.0 CORP Long
55337PAA0 55337PAA0 MIWD HLDCO II/MIWD FIN 497000.0 417480.0 CORP Long
039653AA8 039653AA8 ARCOSA INC 162000.0 147568.69 CORP Long
576323AP4 576323AP4 MASTEC INC 1750000.0 1619727.78 CORP Long
384802AE4 384802AE4 WW GRAINGER INC 202000.0 192720.84 CORP Long
36459DCU3 36459DCU3 Gam Resecuritization Trust 3000000.0 1369562.1 CORP Long
00388WAM3 00388WAM3 ABU DHABI NATIONAL ENERG 200000.0 203048.0 CORP Long
000000000 000000000 ST SAVINGS BK (SSB #1) 190000.0 142500.0 CORP Long
92922FTB4 92922FTB4 WAMU Mortgage Pass-Through Certificates 271475.61 254684.19 CORP Long
83404RAC2 83404RAC2 Social Professional Loan Program LLC 850000.0 774865.7 CORP Long
472481AA8 472481AA8 JEFFERSON CAPITAL HOLDIN 763000.0 651128.94 CORP Long
00084DAL4 00084DAL4 ABN AMRO Bank NV 194000.0 188481.09 CORP Long
853254AB6 853254AB6 Standard Chartered PLC 415000.0 398634.89 CORP Long
456829AA8 456829AA8 INFRAESTRUCTURA ENERGETI 209000.0 189667.5 CORP Long
000000000 000000000 RENAULT SA 600000.0 538829.32 CORP Long
000000000 000000000 REPUBLIC OF NIGERIA 590000.0 479375.0 NUSS Long
191216DD9 191216DD9 COCA-COLA CO/THE 261000.0 227963.25 CORP Long
731011AW2 731011AW2 REPUBLIC OF POLAND 646000.0 668705.61 NUSS Long
75279YAC5 75279YAC5 Radnor Re LTD 500000.0 494025.8 CORP Long
958254AD6 958254AD6 WESTERN MIDSTREAM OPERAT 215000.0 186945.32 CORP Long
000000000 000000000 REPUBLIC OF EL SALVADOR 450000.0 244142.01 NUSS Long
29336UAF4 29336UAF4 ENLINK MIDSTREAM PARTNER 59000.0 57449.19 CORP Long
404119BU2 404119BU2 HCA Inc 175000.0 171826.21 CORP Long
04010LAY9 04010LAY9 ARES CAPITAL CORP 156000.0 144553.02 CORP Long
000000000 000000000 OmGrid Funding Ltd 516000.0 499502.45 CORP Long
12552FAU7 12552FAU7 CIFC Funding Ltd 500000.0 481273.5 CORP Long
80413TBE8 80413TBE8 SAUDI INTERNATIONAL BOND 868000.0 820496.1 NUSS Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -20.88 NUSS N/A
413086AH2 413086AH2 HARMAN INTL IND 194000.0 191704.02 CORP Long
83401A108 83401A108 Social Professional Loan Program LLC 43000.0 391356.67 CORP Long
361841AJ8 361841AJ8 GLP CAPITAL LP / FIN II 191000.0 187430.87 CORP Long
36263CAD1 36263CAD1 GS Mortgage-Backed Securities Trust 1055624.76 835385.54 CORP Long
21987BBF4 21987BBF4 CODELCO INC 682000.0 690389.43 CORP Long
459506AN1 459506AN1 INTL FLAVOR & FRAGRANCES 250000.0 224642.01 CORP Long
000000000 000000000 FRANSHION BRILLIANT LTD 488000.0 478154.04 CORP Long
827551AQ5 827551AQ5 Silver Creek CLO 250000.0 241398.25 CORP Long
855030AP7 855030AP7 Staples Inc 1313000.0 888817.49 CORP Long
000000000 000000000 INTERNATIONAL BANK OF AZ 200000.0 189000.0 CORP Long
55819DAJ5 55819DAJ5 Madison Park Funding Ltd 250000.0 241363.25 CORP Long
000000000 000000000 HOUSE OF FRASER FUNDING 400000.0 738.97 CORP Long
20914UAF3 20914UAF3 CONSOLIDATED ENERGY FIN 995000.0 874585.1 CORP Long
168863DT2 168863DT2 REPUBLIC OF CHILE 1453000.0 1216059.48 NUSS Long
984245AW0 984245AW0 YPF SOCIEDAD ANONIMA 950.0 624.31 CORP Long
46514BRA7 46514BRA7 STATE OF ISRAEL 326000.0 325202.6 NUSS Long
20268WAB0 20268WAB0 COMMONBOND STUDENT LOAN TRUST 263011.35 204464.76 CORP Long
09257WAD2 09257WAD2 BLACKSTONE MORTGAGE TR 311000.0 259870.51 CORP Long
626717AN2 626717AN2 MURPHY OIL CORP 272000.0 270984.68 CORP Long
000000000 000000000 HSBC Bank USA N.A. 1.0 4134.18 CORP N/A
50077LAD8 50077LAD8 Kraft Heinz Foods Co 225000.0 215446.35 CORP Long
87264ABV6 87264ABV6 T-MOBILE USA INC 1362000.0 1248329.39 CORP Long
013092AG6 013092AG6 ALBERTSONS COS/SAFEWAY 359000.0 318072.49 CORP Long
000000000 000000000 HSBC Bank USA N.A. 1.0 49.76 CORP N/A
233853AD2 233853AD2 DAIMLER TRUCK FINAN NA 203000.0 192369.23 CORP Long
758750AF0 758750AF0 REGAL REXNORD CORP 795000.0 810729.42 CORP Long
000000000 000000000 MARCOLIN SPA 300000.0 274240.98 CORP Long
857524AE2 857524AE2 REPUBLIC OF POLAND 275000.0 297687.5 NUSS Long
86773PAA6 86773PAA6 SUNRUN CALLISTO ISSUER LLC 426716.88 386013.98 CORP Long
760942BE1 760942BE1 REPUBLICA ORIENT URUGUAY 925657.0 1027661.23 NUSS Long
000000000 000000000 UKRAINE GOVERNMENT 2700000.0 442692.0 NUSS Long
000000000 000000000 DAILY MAIL & GENL TRUST 250000.0 283537.95 CORP Long
626717AG7 626717AG7 Murphy Oil Corp 545000.0 466713.75 CORP Long
780153AW2 780153AW2 ROYAL CARIBBEAN CRUISES 618000.0 502089.1 CORP Long
780153AG7 780153AG7 ROYAL CARIBBEAN CRUISES 222000.0 210066.66 CORP Long
501044DC2 501044DC2 KROGER CO 221000.0 215830.2 CORP Long
000000000 000000000 ZF EUROPE FINANCE BV 800000.0 802183.53 CORP Long
000000000 000000000 AMS-OSRAM AG 1000000.0 743782.8 CORP Long
00846UAN1 00846UAN1 AGILENT TECHNOLOGIES INC 267000.0 224629.78 CORP Long
36459DBG5 36459DBG5 Gam Resecuritization Trust 199000.0 171376.57 CORP Long
000000000 000000000 APCOA PARKING HOLDINGS G 160000.0 151600.35 CORP Long
000000000 000000000 ISLAMIC REP OF PAKISTAN 256000.0 86379.52 NUSS Long
72147KAE8 72147KAE8 Pilgrim's Pride Corp 361000.0 359110.35 CORP Long
040114HV5 040114HV5 REPUBLIC OF ARGENTINA 2349940.0 585656.86 NUSS Long
000000000 000000000 MONITCHEM HOLDCO 3 S.A. 345000.0 382056.43 CORP Long
87356LAA8 87356LAA8 TACORA RESOURCES INC 399000.0 304237.5 CORP Long
000000000 000000000 REPUBLIC OF ANGOLA 805000.0 665268.1 NUSS Long
000000000 000000000 KCA DEUTAG PIKCO PLC 91784.0 91325.08 CORP Long
50221DAA7 50221DAA7 LSF11 A5 HOLDCO LLC 457000.0 393591.25 CORP Long
085770AB1 085770AB1 Berry Global Inc 224000.0 220650.27 CORP Long
81748GAA9 81748GAA9 Sequoia Mortgage Trust 59484.81 56614.02 CORP Long
952845AE5 952845AE5 WEST FRASER TIMBER CO 216000.0 211066.18 CORP Long
73103PAA5 73103PAA5 POLAR US BORROWER LLC 387000.0 235102.5 CORP Long
000000000 000000000 PARTS EUROPE SA 250000.0 273449.27 CORP Long
46650JAS3 46650JAS3 JP Morgan Mortgage Trust 261803.06 240345.5 CORP Long
74841CAB7 74841CAB7 ROCKETMTGE CO-ISSUER INC 326000.0 263278.51 CORP Long
000000000 000000000 Marks & Spencer PLC 412000.0 510797.29 CORP Long
000000000 000000000 DUFRY ONE BV 150000.0 146070.68 CORP Long
89114TZL9 89114TZL9 TORONTO-DOMINION BANK 227000.0 214286.75 CORP Long
780153BK7 780153BK7 ROYAL CARIBBEAN CRUISES 508000.0 451003.06 CORP Long
654744AB7 654744AB7 NISSAN MOTOR CO 1607000.0 1503448.76 CORP Long
74965LAA9 74965LAA9 RLJ LODGING TRUST LP 174000.0 160796.88 CORP Long
83404KAD5 83404KAD5 Social Professional Loan Program LLC 500000.0 477772.6 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 120.88 CORP N/A
527298BU6 527298BU6 LEVEL 3 FINANCING INC 518000.0 495883.13 CORP Long
55616XAM9 55616XAM9 MACY'S RETAIL HLDGS LLC 253000.0 181418.71 CORP Long
629209AA5 629209AA5 NMI HOLDINGS 272000.0 275797.12 CORP Long
68389XCC7 68389XCC7 ORACLE CORP 211000.0 193748.37 CORP Long
922646AT1 922646AT1 REPUBLIC OF VENEZUELA 500000.0 40000.0 NUSS Long
703481AC5 703481AC5 PATTERSON-UTI ENERGY INC 183000.0 163423.92 CORP Long
000000000 000000000 PETROLEOS MEXICANOS 100000.0 100272.94 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -3951.69 CORP N/A
53227JAB0 53227JAB0 Life Storage LP 237000.0 221904.0 CORP Long
23636ABB6 23636ABB6 DANSKE BANK A/S 253000.0 221842.36 CORP Long
46567TAB0 46567TAB0 ITHACA ENERGY NORTH 268000.0 257984.84 CORP Long
87159QCB2 87159QCB2 Symphony CLO Ltd 500000.0 499746.5 CORP Long
89386MAA6 89386MAA6 TRANSOCEAN TITAN FIN LTD 193000.0 196711.39 CORP Long
03767VAN8 03767VAN8 Apidos CLO Ltd 1140000.0 1079533.26 CORP Long
000000000 000000000 MARKS & SPENCER PLC 200000.0 225465.03 CORP Long
85207UAF2 85207UAF2 SPRINT LLC 679000.0 684496.57 CORP Long
20267VAD9 20267VAD9 Commonbond Student Loan Trust 55130.95 51788.69 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -5752.11 CORP N/A
69832AAB2 69832AAB2 PANASONIC HOLDINGS CORP 219000.0 211959.31 CORP Long
913017CR8 913017CR8 RAYTHEON TECH CORP 238000.0 227172.56 CORP Long
000000000 000000000 ISLAMIC REP OF PAKISTAN 200000.0 81928.0 NUSS Long
000000000 000000000 EP INFRASTRUCTURE AS 1000000.0 940560.18 CORP Long
05969BAD5 05969BAD5 BANCO SANTANDER MEXICO 213000.0 212662.95 CORP Long
36459DBU4 36459DBU4 Gam Resecuritization Trust 251000.0 202622.64 CORP Long
61946PAB9 61946PAB9 Mosaic Solar Loans LLC 275370.68 224427.99 CORP Long
000000000 000000000 State of Qatar 324000.0 331490.88 NUSS Long
000000000 000000000 Petroleos Mexicanos 2200000.0 1907588.02 CORP Long
451102BW6 451102BW6 ICAHN ENTERPRISES/FIN 840000.0 828685.37 CORP Long
000000000 000000000 Lamar Funding Ltd 490000.0 469861.0 CORP Long
384701AA6 384701AA6 GRAHAM PACKAGING/GPC CAP 1000000.0 870225.86 CORP Long
097751BV2 097751BV2 BOMBARDIER INC 555000.0 553255.75 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -857.69 CORP N/A
037411BA2 037411BA2 Apache Corp 118000.0 91997.52 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 4975.93 CORP N/A
05969LAB7 05969LAB7 BANCO INBURSA 232000.0 219820.0 CORP Long
22160NAA7 22160NAA7 COSTAR GROUP INC 231000.0 193302.96 CORP Long
000000000 000000000 CHINA GOVT INTL BOND 394000.0 392262.46 NUSS Long
455780DS2 455780DS2 REPUBLIC OF INDONESIA 200000.0 210413.31 NUSS Long
81254UAK2 81254UAK2 SEASPAN CORP 669000.0 535200.0 CORP Long
92840VAK8 92840VAK8 VISTRA OPERATIONS CO LLC 2250000.0 2223038.03 CORP Long
000000000 000000000 TEVA PHARM FNC NL II 650000.0 677128.84 CORP Long
879369AG1 879369AG1 TELEFLEX INC 321000.0 300921.66 CORP Long
69121KAC8 69121KAC8 OWL ROCK CAPITAL CORP 227000.0 209659.14 CORP Long
12543DBL3 12543DBL3 CHS/COMMUNITY HEALTH SYS 340000.0 241985.28 CORP Long
000000000 000000000 Chicago Board of Trade 188.0 607021.25 CORP N/A
651229AY2 651229AY2 Newell Brands Inc 197000.0 153417.69 CORP Long
118230AR2 118230AR2 Buckeye Partners LP 179000.0 160797.49 CORP Long
36258FAS8 36258FAS8 GS Mortgage-Backed Securities Trust 917857.19 773207.12 CORP Long
000000000 000000000 Bank of America N.A. 1.0 5578.93 CORP N/A
30298CAN1 30298CAN1 FREMF Mortgage Trust 5089409.55 16771.64 USGSE Long
042858AC4 042858AC4 Arroyo Mortgage Trust 100250.48 94563.21 CORP Long
000000000 000000000 UNITED GROUP BV 300000.0 253712.58 CORP Long
713448CT3 713448CT3 PepsiCo Inc 221000.0 214508.03 CORP Long
000000000 000000000 ICE Futures Europe 26.0 -49500.54 CORP N/A
369550BK3 369550BK3 GENERAL DYNAMICS CORP 217000.0 211519.3 CORP Long
872287AF4 872287AF4 TCI Communications Inc 144000.0 155881.85 CORP Long
000000000 000000000 ELECTRICITE DE FRANCE SA 400000.0 346515.07 CORP Long
000000000 000000000 Eskom Holdings SOC Ltd 616000.0 589457.79 CORP Long
000000000 000000000 PETROLEOS DE VENEZUELA S 313000.0 11737.5 CORP Long
912909AD0 912909AD0 United States Steel Corp 109000.0 103018.63 CORP Long
410867AG0 410867AG0 HANOVER INSURANCE GROUP 247000.0 199592.02 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -685.29 CORP N/A
000000000 000000000 HUNGARY 392000.0 305344.48 NUSS Long
000000000 000000000 ELECTRICITE DE FRANCE SA 800000.0 652589.52 CORP Long
222070AG9 222070AG9 COTY/HFC PRESTIGE/INT US 979000.0 919036.25 CORP Long
53190FAC9 53190FAC9 LIFE TIME INC 398000.0 395753.45 CORP Long
46640JAG2 46640JAG2 JP Morgan Chase Commercial Mortgage Sec Trust 320000.0 242330.14 CORP Long
02156TAA2 02156TAA2 ALTICE FRANCE HOLDING SA 262000.0 161331.92 CORP Long
36168QAN4 36168QAN4 GFL ENVIRONMENTAL INC 458000.0 426265.13 CORP Long
88033GDK3 88033GDK3 TENET HEALTHCARE CORP 1357000.0 1316572.67 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 45377.48 CORP N/A
85571BAU9 85571BAU9 STARWOOD PROPERTY TRUST 231000.0 198900.24 CORP Long
61763XAT3 61763XAT3 Morgan Stanley BAML Trust 250000.0 206823.33 CORP Long
98919VAB1 98919VAB1 ZAYO GROUP HOLDINGS INC 379000.0 242283.82 CORP Long
771196BT8 771196BT8 ROCHE HOLDINGS INC 223000.0 213575.63 CORP Long
20848VAB1 20848VAB1 CONSENSUS CLOUD SOLUTION 262000.0 229250.0 CORP Long
23918KAS7 23918KAS7 DAVITA INC 472000.0 411144.57 CORP Long
000000000 000000000 G CITY EUROPE LTD 200000.0 178424.57 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 10755.08 CORP N/A
143905AP2 143905AP2 CARRIAGE SERVICES INC 1000000.0 828858.63 CORP Long
345370CQ1 345370CQ1 FORD MOTOR COMPANY 551000.0 413965.58 CORP Long
61691YAP6 61691YAP6 Morgan Stanley Capital I Trust 1503696.19 102035.71 CORP Long
000000000 000000000 KCA DEUTAG INTERNATIONAL LTD 2574.0 145001.14 CORP Long
000000000 000000000 Toronto-Dominion Bank 1.0 -67536.14 CORP N/A
000000000 000000000 SAUDI ARABIAN OIL CO 619000.0 567327.12 CORP Long
000000000 000000000 Leonardo SpA 400000.0 447339.85 CORP Long
85205TAK6 85205TAK6 Spirit AeroSystems Inc 422000.0 358014.0 CORP Long
00253XAA9 00253XAA9 AMERICAN AIRLINES/AADVAN 892000.0 875938.47 CORP Long
6174468Q5 6174468Q5 MORGAN STANLEY 239000.0 224997.38 CORP Long
61771MAX8 61771MAX8 Morgan Stanley Capital I Trust 6238454.04 360503.42 CORP Long
000000000 000000000 VMED O2 UK FINAN 250000.0 244500.77 CORP Long
893830BX6 893830BX6 TRANSOCEAN INC 735000.0 741607.65 CORP Long
000000000 000000000 ATOS SE 900000.0 733865.7 CORP Long
000000000 000000000 GALAXY PIPELINE ASSETS 959348.5 786398.68 CORP Long
000000000 000000000 ACCOR SA 800000.0 847661.16 CORP Long
000000000 000000000 HSBC Bank USA N.A. 1.0 -300117.45 CORP N/A
000000000 000000000 Citibank N.A. 1.0 -55278.39 CORP N/A
359694AB2 359694AB2 H.B. FULLER CO 106000.0 100160.99 CORP Long
303901BB7 303901BB7 FAIRFAX FINL HLDGS LTD 195000.0 191819.76 CORP Long
45866EAA5 45866EAA5 INTERCORP FIN SER INC 245000.0 215889.35 CORP Long
103186AC6 103186AC6 BOXER PARENT CO INC 157000.0 153048.12 CORP Long
000000000 000000000 TELEFONICA EUROPE BV 300000.0 275484.59 CORP Long
46651HAJ6 46651HAJ6 JP Morgan Mortgage Trust 71700.98 69188.8 CORP Long
41809JAB1 41809JAB1 KINGDOM OF JORDAN 372000.0 371933.04 NUSS Long
000000000 000000000 Travelex TOPCO Limited 11329.0 0.0 CORP Long
013092AC5 013092AC5 ALBERTSONS COS/SAFEWAY 291000.0 281308.71 CORP Long
89681LAA0 89681LAA0 TRITON CONTAINER/TAL INT 243000.0 191369.27 CORP Long
337932AK3 337932AK3 FIRSTENERGY CORP 61000.0 57595.75 CORP Long
81728UAB0 81728UAB0 SENSATA TECHNOLOGIES INC 80000.0 69499.4 CORP Long
000000000 000000000 CASTOR SPA 238000.0 246792.53 CORP Long
67402JAJ0 67402JAJ0 Oaktree CLO Ltd 1000000.0 909602.0 CORP Long
038522AQ1 038522AQ1 Aramark Services Inc 354000.0 337149.6 CORP Long
683715AC0 683715AC0 OPEN TEXT CORP 364000.0 322544.04 CORP Long
44106MBB7 44106MBB7 SERVICE PROPERTIES TRUST 109000.0 82571.12 CORP Long
000000000 000000000 GREENLAND GLB INVST 802000.0 232981.0 CORP Long
83404WAC1 83404WAC1 Social Professional Loan Program LLC 600000.0 529499.16 CORP Long
42979BAA2 42979BAA2 High Ridge Brands Co 970000.0 97.0 CORP Long
714295AA0 714295AA0 PERRIGO FINANCE UNLIMITD 140000.0 101711.36 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -49.74 CORP N/A
75079MAA7 75079MAA7 RAILWORKS HOLDINGS LP/R 639000.0 606626.67 CORP Long
864486AL9 864486AL9 SUBURBAN PROPANE PARTNRS 155000.0 135725.75 CORP Long
000000000 000000000 EXPORT-IMPORT BANK CHINA 267000.0 243268.09 NUSS Long
364614AC1 364614AC1 Gam Resecuritization Trust 1500000.0 1028760.15 CORP Long
000000000 000000000 ARDAGH PKG FIN/HLDGS USA 100000.0 97717.63 CORP Long
817477AH5 817477AH5 REPUBLIC OF SERBIA 209000.0 211884.62 NUSS Long
118230AM3 118230AM3 Buckeye Partners LP 201000.0 154677.54 CORP Long
80413TBC2 80413TBC2 SAUDI INTERNATIONAL BOND 418000.0 425390.24 NUSS Long
000000000 000000000 REPUBLIC OF VENEZUELA 1750000.0 122493.61 NUSS Long
000000000 000000000 Chicago Board of Trade 42.0 132531.67 NUSS N/A
000000000 000000000 VIRGIN MEDIA VENDOR FIN 350000.0 360439.26 CORP Long
69354NAE6 69354NAE6 PRA GROUP INC 200000.0 199514.5 CORP Long
000000000 000000000 Eskom Holdings SOC Ltd 355000.0 345770.0 CORP Long
26885BAE0 26885BAE0 EQM MIDSTREAM PARTNERS L 201000.0 152190.33 CORP Long
000000000 000000000 ALBION FINANCING 1SARL / 335000.0 339243.96 CORP Long
233046AK7 233046AK7 DB Master Finance LLC 193000.0 183641.43 CORP Long
013817AJ0 013817AJ0 HOWMET AEROSPACE INC 367000.0 375653.13 CORP Long
000000000 000000000 UBS AG 1.0 4955.53 CORP N/A
000000000 000000000 Chicago Board of Trade -235.0 -792550.55 CORP N/A
20755AAC6 20755AAC6 Fannie Mae - CAS 1100000.0 1100989.67 USGSE Long
000000000 000000000 Chicago Board of Trade -68.0 -267890.76 USGSE N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 -17317.79 USGSE N/A
000000000 000000000 Real Alloy Holding Inc 38.54 2262760.48 CORP Long
29379VBE2 29379VBE2 ENTERPRISE PRODUCTS OPER 196000.0 193503.22 CORP Long
000000000 000000000 CPUK FINANCE LTD 140000.0 174180.32 CORP Long
43103QAA6 43103QAA6 HIGHLAND HOLDINGS BOND 1003325.0 913844.93 CORP Long
855030AN2 855030AN2 Staples Inc 725000.0 611419.18 CORP Long
674599EF8 674599EF8 OCCIDENTAL PETROLEUM COR 1038000.0 1085094.06 CORP Long
71429MAC9 71429MAC9 PERRIGO FINANCE UNLIMITE 93000.0 83932.26 CORP Long
38528UAC0 38528UAC0 GRAND CANYON UNIVERSITY 355000.0 337392.0 CORP Long
314275AC2 314275AC2 MACY'S RETAIL HLDGS LLC 257000.0 204502.83 CORP Long
15089QAP9 15089QAP9 CELANESE US HOLDINGS LLC 1150000.0 1166233.48 CORP Long
55617LAR3 55617LAR3 MACY'S RETAIL HLDGS LLC 177000.0 154934.3 CORP Long
335934AR6 335934AR6 FIRST QUANTUM MINERALS L 366000.0 359346.12 CORP Long
66989HAP3 66989HAP3 NOVARTIS CAPITAL CORP 202000.0 192930.61 CORP Long
718286CW5 718286CW5 REPUBLIC OF PHILIPPINES 200000.0 206279.44 NUSS Long
88731EAJ9 88731EAJ9 TIME WARNER CABLE ENTRMN 168000.0 189844.44 CORP Long
000000000 000000000 Bank of America N.A. 1.0 7560.4 CORP N/A
024747AG2 024747AG2 ABC SUPPLY CO INC 1000000.0 861815.5 CORP Long
380355AF4 380355AF4 GOEASY LTD 306000.0 268486.79 CORP Long
37255JAA0 37255JAA0 GENTING NY LLC/GENNY CAP 441000.0 400978.32 CORP Long
38173MAB8 38173MAB8 GOLUB CAPITAL BDC 226000.0 195413.53 CORP Long
404280DL0 404280DL0 HSBC HOLDINGS PLC 184000.0 189247.39 CORP Long
29089QAC9 29089QAC9 EMERGENT BIOSOLUTIONS 752000.0 399003.68 CORP Long
000000000 000000000 VALEO SA 400000.0 417012.02 CORP Long
000000000 000000000 Pinewood Finance Co Ltd 950000.0 1117502.38 CORP Long
914906AU6 914906AU6 UNIVISION COMMUNICATIONS 269000.0 259011.14 CORP Long
37185LAJ1 37185LAJ1 GENESIS ENERGY LP/FIN 711000.0 696024.14 CORP Long
25470XBB0 25470XBB0 DISH DBS CORP 225000.0 112730.36 CORP Long
000000000 000000000 NOGAHOLDING SUKUK 247000.0 235531.79 CORP Long
59151KAL2 59151KAL2 METHANEX CORP 374000.0 350956.63 CORP Long
000000000 000000000 UBS AG 1.0 4951.65 CORP N/A
67116XAB3 67116XAB3 Onslow Bay Financial LLC 1100000.0 978595.64 CORP Long
000000000 000000000 Charming Charlie, Inc. 374373.46 0.0 CORP Long
64132JAS4 64132JAS4 Neuberger Berman CLO Ltd 500000.0 474567.5 CORP Long
708160BS4 708160BS4 JC Penney Corp Inc 281000.0 0.0 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -9579.82 CORP N/A
644274AH5 644274AH5 NEW ENTERPRISE STONE & L 459000.0 410805.0 CORP Long
000000000 000000000 UBS AG 1.0 92954.2 CORP N/A
84265VAH8 84265VAH8 Southern Copper Corp 218000.0 213695.39 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -488.59 CORP N/A
000000000 000000000 ARAB REPUBLIC OF EGYPT 1639000.0 917354.86 NUSS Long
000000000 000000000 STATE OIL CO OF THE AZER 531000.0 549861.12 CORP Long
000000000 000000000 Charming Charlie, Inc. 87243.68 0.0 CORP Long
74971BBP9 74971BBP9 RFM RE-REMIC TRUST 2022-FRR1 1210000.0 969168.62 CORP Long
68245XAM1 68245XAM1 1011778 BC / NEW RED FIN 480000.0 419031.12 CORP Long
65249BAA7 65249BAA7 NEWS CORP 330000.0 292983.9 CORP Long
482606AN0 482606AN0 KNDR Trust 2021-KIND 258134.37 240476.4 CORP Long
000000000 000000000 Citibank N.A. 1.0 27420.62 CORP N/A
12513GBG3 12513GBG3 CDW LLC/CDW FINANCE 240000.0 217990.77 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 22.11 CORP N/A
626738AE8 626738AE8 MURPHY OIL USA INC 317000.0 294017.5 CORP Long
71654QCC4 71654QCC4 Petroleos Mexicanos 1050000.0 647081.82 CORP Long
000000000 000000000 GEORGIAN RAILWAY JSC 585000.0 497427.84 CORP Long
000000000 000000000 GKN Holdings Ltd 300000.0 320380.85 CORP Long
911312BX3 911312BX3 UNITED PARCEL SERVICE 214000.0 212400.84 CORP Long
59833DAB6 59833DAB6 MIDWEST GMNG BOR/MWG FIN 850000.0 760750.0 CORP Long
000000000 000000000 Bank of America N.A. 1.0 24793.46 CORP N/A
20754WAB1 20754WAB1 Fannie Mae - CAS 157820.34 157972.75 USGSE Long
000000000 000000000 Rolls-Royce PLC 600000.0 681009.87 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 9657.1 CORP N/A
000000000 000000000 Bank of America N.A. 1.0 726.86 CORP N/A
654902AE5 654902AE5 Nokia OYJ 310000.0 293845.9 CORP Long
337932AJ6 337932AJ6 FirstEnergy Corp 45000.0 41525.1 CORP Long
000000000 000000000 SUMMER BC HOLDCO A SARL 1126315.78 999760.81 CORP Long
74971BBR5 74971BBR5 RFM RE-REMIC TRUST 2022-FRR1 1830000.0 1447539.33 CORP Long
06279JAC3 06279JAC3 BANK OF IRELAND GROUP 194000.0 195138.37 CORP Long
000000000 000000000 REPUBLIC OF UZBEKISTAN 200000.0 162390.8 NUSS Long
000000000 000000000 MAISON FINCO PLC 465000.0 475108.17 CORP Long
91087BAM2 91087BAM2 UNITED MEXICAN STATES 1270000.0 1072091.86 NUSS Long
00083BAC9 00083BAC9 Ace Securities Corp. 676993.53 529268.33 CORP Long
65342RAF7 65342RAF7 NFP CORP 317000.0 310706.82 CORP Long
05609CAN7 05609CAN7 BX Trust 186252.88 173606.94 CORP Long
57110NAC0 57110NAC0 Marlette Funding Trust 900000.0 873800.19 CORP Long
000000000 000000000 Citibank N.A. 1.0 20373.98 CORP N/A
345397C35 345397C35 FORD MOTOR CREDIT CO LLC 240000.0 246792.48 CORP Long
000000000 000000000 COM 144A 4460190.0 0.0 CORP Long
780097BM2 780097BM2 NATWEST GROUP PLC 237000.0 223982.44 CORP Long
001940AC9 001940AC9 ATS CORP 287000.0 256968.41 CORP Long
36459TAQ9 36459TAQ9 Gam Resecuritization Trust 796000.0 662012.03 CORP Long
489399AL9 489399AL9 KENNEDY-WILSON INC 345000.0 275641.2 CORP Long
501797AM6 501797AM6 Bath & Body Works Inc 152000.0 135277.54 CORP Long
02608AAA7 02608AAA7 NECESS RETAIL/AFIN OP LP 326000.0 241755.08 CORP Long
89616RAC3 89616RAC3 TRIDENT TPI HOLDINGS INC 444000.0 454678.2 CORP Long
83609RAQ4 83609RAQ4 Sound Point CLO LTD 500000.0 482700.0 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 8794.11 CORP N/A
59565XAC4 59565XAC4 MIDCONTINENT COMM & FIN 166000.0 153717.66 CORP Long
000000000 000000000 Bank of America N.A. 1.0 65099.39 CORP N/A
76009NAL4 76009NAL4 UPBOUND GROUP INC 1059000.0 929886.72 CORP Long
22282EAJ1 22282EAJ1 COVANTA HOLDING CORP 331000.0 292736.4 CORP Long
000000000 000000000 CANARY WHARF GROUP 460000.0 476302.25 CORP Long
000000000 000000000 PETROLEOS DE VENEZUELA S 8000000.0 260000.0 CORP Long
57069PAA0 57069PAA0 Marks & Spencer PLC 111000.0 102801.54 CORP Long
74166MAE6 74166MAE6 PRIME SECSRVC BRW/FINANC 350000.0 327787.59 CORP Long
90269PAL5 90269PAL5 UBS-BAMLL Trust 2600000.0 2130470.42 CORP Long
10948WAA1 10948WAA1 BRIGHTSPHERE INVESTMENT 298000.0 277277.97 CORP Long
037411AM7 037411AM7 Apache Corp 213000.0 202350.0 CORP Long
30251GBC0 30251GBC0 FMG RESOURCES AUG 2006 460000.0 399569.2 CORP Long
67077MAZ1 67077MAZ1 NUTRIEN LTD 216000.0 218716.53 CORP Long
36261HBA7 36261HBA7 GS Mortgage-Backed Securities Trust 381249.46 271911.77 CORP Long
000000000 000000000 Eurex Deutschland 6.0 8471.41 CORP N/A
000000000 000000000 TELEFONICA EUROPE BV 400000.0 426435.47 CORP Long
221597CR6 221597CR6 COSTA RICA GOVERNMENT 1338000.0 1360859.07 NUSS Long
045054AJ2 045054AJ2 ASHTEAD CAPITAL INC 842000.0 789992.65 CORP Long
000000000 000000000 Electricite de France SA 300000.0 304124.52 CORP Long
000000000 000000000 Bank of America N.A. 1.0 43.71 CORP N/A
000000000 000000000 VODAFONE GROUP PLC 850000.0 761052.45 CORP Long
35908MAB6 35908MAB6 FRONTIER COMMUNICATIONS 153000.0 117031.64 CORP Long
445658CF2 445658CF2 JB HUNT TRANSPRT SVCS 228000.0 223255.21 CORP Long
000000000 000000000 Citibank N.A. 1.0 -20356.07 CORP N/A
205887AX0 205887AX0 Conagra Brands Inc 188000.0 219862.12 CORP Long
000000000 000000000 Petroleos del Peru SA 1588000.0 1007402.27 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 6302.0 CORP N/A
670001AH9 670001AH9 NOVELIS CORP 784000.0 656521.99 CORP Long
95058XAE8 95058XAE8 WENDYS FUNDING LLC 473750.0 439828.08 CORP Long
67590ABV3 67590ABV3 Octagon Investment Partners XIV LTD 1000000.0 955153.0 CORP Long
46647HAJ3 46647HAJ3 JP Morgan Mortgage Trust 633793.18 598676.98 CORP Long
000000000 000000000 Optima Specialty Steel Inc. 21.76 3127891.2 CORP Long
000000000 000000000 Bank of America N.A. 1.0 1794.6 CORP N/A
000000000 000000000 DUFRY ONE BV 600000.0 634334.62 CORP Long
36459TAS5 36459TAS5 Gam Resecuritization Trust 312000.0 244717.67 CORP Long
91087BAX8 91087BAX8 UNITED MEXICAN STATES 200000.0 206211.32 NUSS Long
26885BAK6 26885BAK6 EQM MIDSTREAM PARTNERS L 217000.0 184414.49 CORP Long
335934AL9 335934AL9 FIRST QUANTUM MINERALS L 175000.0 174553.75 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 83.28 CORP N/A
17329EAX5 17329EAX5 Citigroup Mortgage Loan Trust Inc 588209.63 463018.62 CORP Long
83405DAE8 83405DAE8 Social Professional Loan Program LLC 424000.0 379971.54 CORP Long
91911TAP8 91911TAP8 VALE OVERSEAS LIMITED 203000.0 210105.0 CORP Long
749389AN2 749389AN2 RCKT Mortgage Trust 2020-1 212753.79 185296.13 CORP Long
345370BR0 345370BR0 FORD MOTOR COMPANY 87000.0 88564.26 CORP Long
000000000 000000000 ROLLS-ROYCE PLC 340000.0 310892.62 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -212.05 CORP N/A
000000000 000000000 PRIVATBANK(UK SPV CRED) 1240000.0 12400.0 CORP Long
57701RAM4 57701RAM4 MATTAMY GROUP CORP 627000.0 549392.76 CORP Long
103304BV2 103304BV2 BOYD GAMING CORP 1000000.0 915576.4 CORP Long
69346VAA7 69346VAA7 PERFORMANCE FOOD GROUP I 364000.0 356747.88 CORP Long
749350AN4 749350AN4 Woodward Capital Management 159414.34 125999.66 CORP Long
50200WAD4 50200WAD4 LCM Ltd Partnership 500000.0 475212.5 CORP Long
16411QAG6 16411QAG6 CHENIERE ENERGY PARTNERS 426000.0 400796.48 CORP Long
000000000 000000000 Bank of New York Mellon 1.0 -66605.11 CORP N/A
195325EG6 195325EG6 REPUBLIC OF COLOMBIA 617000.0 591056.56 NUSS Long
000000000 000000000 Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund 25284391.04 25276805.72 PF Long
552848AG8 552848AG8 MGIC INVESTMENT CORP 288000.0 275224.32 CORP Long
037411AW5 037411AW5 Apache Corp 290000.0 248541.6 CORP Long
571748AX0 571748AX0 MARSH & MCLENNAN COS INC 194000.0 190006.24 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 11299.72 CORP N/A
000000000 000000000 STATE OF QATAR 383000.0 358583.75 NUSS Long
000000000 000000000 CO-OP GRP HLDS 210000.0 246810.67 CORP Long
552953CF6 552953CF6 MGM RESORTS INTL 480000.0 469762.27 CORP Long
000000000 000000000 REPUBLIC OF VENEZUELA 2000000.0 130000.0 NUSS Long
000000000 000000000 TRAVELEX ISSUERC LTD 2078115.0 3238472.9 CORP Long
105756CF5 105756CF5 FED REPUBLIC OF BRAZIL 697000.0 684900.08 NUSS Long
000000000 000000000 Bank of America N.A. 1.0 -1819.82 NUSS N/A
00109AAB3 00109AAB3 AES PANAMA GENERATION HL 257000.0 222950.07 CORP Long
22822VAG6 22822VAG6 CROWN CASTLE INC 216000.0 210434.59 CORP Long
000000000 000000000 Electricite de France SA 700000.0 724805.61 CORP Long
000000000 000000000 OMAN GOV INTERNTL BOND 366000.0 378411.06 NUSS Long
345397ZT3 345397ZT3 FORD MOTOR CREDIT CO LLC 525000.0 535688.9 CORP Long
04505AAA7 04505AAA7 ASHTEAD CAPITAL INC 838000.0 827716.11 CORP Long
000000000 000000000 PETROLEOS DE VENEZUELA S 3986000.0 113601.0 CORP Long
74319RAA9 74319RAA9 PROG HOLDINGS INC 770000.0 693000.0 CORP Long
12543DBM1 12543DBM1 CHS/COMMUNITY HEALTH SYS 200000.0 166692.8 CORP Long
404119CA5 404119CA5 HCA INC 1500000.0 1350137.72 CORP Long
83403YAD6 83403YAD6 Social Professional Loan Program LLC 425000.0 395424.68 CORP Long
81743AAG4 81743AAG4 Sequoia Mortgage Trust 942847.48 861507.65 CORP Long
000000000 000000000 CODELCO INC 837000.0 584133.93 CORP Long
000000000 000000000 EP INFRASTRUCTURE AS 600000.0 467822.85 CORP Long
95002KAS2 95002KAS2 Wells Fargo Mortgage Backed Securities Trust 20578.67 17951.84 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 33122.43 CORP N/A
000000000 000000000 AZELIS FINANCE NV 200000.0 221206.51 CORP Long
40010PAA6 40010PAA6 GRUBHUB HOLDINGS INC 320000.0 233600.0 CORP Long
907818EH7 907818EH7 Union Pacific Corp 236000.0 226537.31 CORP Long
000000000 000000000 STANDARD INDUSTRIES INC 353000.0 340494.2 CORP Long
000000000 000000000 Republic of Azerbaijan 534000.0 464580.0 NUSS Long
000000000 000000000 INSTITUTO COSTARRICENSE 961000.0 792825.0 CORP Long
86745JAB3 86745JAB3 Helios Issuer, LLC 634096.69 541477.74 CORP Long
62957HAF2 62957HAF2 Nabors Industries Inc 122000.0 119091.52 CORP Long
26249BAW1 26249BAW1 Dryden Senior Loan Fund 500000.0 465227.5 CORP Long
36262LAP5 36262LAP5 GS Mortgage-Backed Securities Trust 800000.0 595306.88 CORP Long
20754DAB3 20754DAB3 Fannie Mae - CAS 300000.0 297004.95 USGSE Long
29250NAR6 29250NAR6 Enbridge Inc 167000.0 160139.5 CORP Long
000000000 000000000 QATAR ENERGY 1683000.0 1449251.5 CORP Long
000000000 000000000 DOMINICAN REPUBLIC 619000.0 577217.5 NUSS Long
12558TAE7 12558TAE7 CIM Trust 286126.71 259503.65 CORP Long
55354GAH3 55354GAH3 MSCI INC 231000.0 208137.93 CORP Long
836205BC7 836205BC7 REPUBLIC OF SOUTH AFRICA 933000.0 846231.0 NUSS Long
571903BD4 571903BD4 MARRIOTT INTERNATIONAL 188000.0 190409.65 CORP Long
000000000 000000000 Bank of America N.A. 1.0 15685.98 CORP N/A
000000000 000000000 REPUBLIC OF KENYA 550000.0 441529.0 NUSS Long
000000000 000000000 VERISURE MIDHOLDING AB 925000.0 820502.62 CORP Long
706451BR1 706451BR1 Petroleos Mexicanos 2450000.0 1629250.0 CORP Long
67118YAG8 67118YAG8 OCP CLO Ltd 500000.0 478077.0 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 418.86 CORP N/A
000000000 000000000 State Street Bank & Trust Co. 1.0 3908.84 CORP N/A
74971BBM6 74971BBM6 RFM RE-REMIC TRUST 2022-FRR1 1430000.0 1098076.69 CORP Long
74101XAF7 74101XAF7 PRESIDIO HOLDING INC 707000.0 665544.35 CORP Long
037411AY1 037411AY1 Apache Corp 72000.0 60809.76 CORP Long
000000000 000000000 MEXICO CITY ARPT TRUST 380000.0 295837.6 CORP Long
000000000 000000000 AGUA Y SANEAMIENTOS ARG 1056612.07 803025.17 CORP Long
35564KHE2 35564KHE2 Freddie Mac - STACR 956692.0 949239.37 USGSE Long
000000000 000000000 MUMTALAKAT SUKUK HOLDING 401000.0 397992.5 CORP Long
718286CV7 718286CV7 REPUBLIC OF PHILIPPINES 210000.0 216641.25 NUSS Long
85172FAN9 85172FAN9 ONEMAIN FINANCE CORP 585000.0 570106.6 CORP Long
896818AP6 896818AP6 Triumph Group Inc 866000.0 805492.58 CORP Long
816851BM0 816851BM0 SEMPRA ENERGY 150000.0 121476.26 CORP Long
577081AW2 577081AW2 Mattel Inc 61000.0 54228.23 CORP Long
893830BK4 893830BK4 Transocean Inc 503000.0 479107.5 CORP Long
92537QAG6 92537QAG6 Verus Securitization Trust 1000000.0 657838.0 CORP Long
44106MAS1 44106MAS1 SERVICE PROPERTIES TRUST 273000.0 267440.46 CORP Long
36459DCS8 36459DCS8 Gam Resecuritization Trust 247000.0 137954.59 CORP Long
81211KAW0 81211KAW0 Sealed Air Corp 339000.0 336382.41 CORP Long
09951LAA1 09951LAA1 BOOZ ALLEN HAMILTON INC 1195000.0 1094953.65 CORP Long
75041VAA2 75041VAA2 RADIOLOGY PARTNERS INC 1561000.0 690742.5 CORP Long
000000000 000000000 UNICREDIT SPA 900000.0 919444.47 CORP Long
000000000 000000000 Citibank N.A. 1.0 -26719.92 CORP N/A
60337JAA4 60337JAA4 ATHENAHEALTH GROUP INC 797000.0 654606.78 CORP Long
000000000 000000000 Travelex Financing PLC 1400000.0 0.0 CORP Long
68251PAA5 68251PAA5 1375209 BC LTD 255000.0 252450.0 CORP Long
02156LAF8 02156LAF8 ALTICE FRANCE SA 324000.0 239548.01 CORP Long
889184AC1 889184AC1 Toledo Hospital/The 185000.0 161875.0 CORP Long
000000000 000000000 Petroleos Mexicanos 100000.0 110143.76 CORP Long
92939FAE9 92939FAE9 WF-RBS Commercial Mortgage Trust 2077000.0 1672250.86 CORP Long
345397C43 345397C43 FORD MOTOR CREDIT CO LLC 485000.0 489450.85 CORP Long
903724AW2 903724AW2 UKRAINE GOVERNMENT 195000.0 49744.11 NUSS Long
487836BP2 487836BP2 Kellogg Co 202000.0 194829.57 CORP Long
12593YAL7 12593YAL7 COMM Mortgage Trust 850000.0 656629.59 CORP Long
674599DL6 674599DL6 OCCIDENTAL PETROLEUM COR 987000.0 1053257.31 CORP Long
538034AR0 538034AR0 LIVE NATION ENTERTAINMEN 485000.0 449182.75 CORP Long
000000000 000000000 NGG FINANCE PLC 800000.0 830302.26 CORP Long
960386AM2 960386AM2 WESTINGHOUSE AIR BRAKE 193000.0 191586.17 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -7237.24 CORP N/A
88315LAQ1 88315LAQ1 Textainer Marine Containers Limited 798000.01 698169.65 CORP Long
16411RAK5 16411RAK5 CHENIERE ENERGY INC 357000.0 340292.58 CORP Long
000000000 000000000 Lebanese Republic 500000.0 28997.06 NUSS Long
947075AU1 947075AU1 WEATHERFORD INTERNATIONA 1655000.0 1685816.58 CORP Long
12555DAA3 12555DAA3 CIM Trust 50279.89 48067.81 CORP Long
46650HAC2 46650HAC2 JP Morgan Mortgage Trust 31649.18 29922.13 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -8197.68 CORP N/A
05675M2K9 05675M2K9 KINGDOM OF BAHRAIN 233000.0 234954.87 NUSS Long
19260QAC1 19260QAC1 COINBASE GLOBAL INC 336000.0 202977.6 CORP Long
44106MAX0 44106MAX0 SERVICE PROPERTIES TRUST 170000.0 133089.26 CORP Long
000000000 000000000 RAC BOND CO PLC 535000.0 539967.44 CORP Long
000000000 000000000 Bank of America N.A. 1.0 -31279.55 CORP N/A
000000000 000000000 COMMERZBANK AG 514000.0 549809.17 CORP Long
000000000 000000000 Republic of Sri Lanka 1064000.0 349069.19 NUSS Long
654740BS7 654740BS7 NISSAN MOTOR ACCEPTANCE 1146000.0 1009918.63 CORP Long
11135FBB6 11135FBB6 BROADCOM INC 199000.0 190953.31 CORP Long
000000000 000000000 TRINIDAD GEN UNLTD 468000.0 456300.0 CORP Long
15032AAU1 15032AAU1 Cedar Funding Ltd 250000.0 237531.0 CORP Long
78471CAC3 78471CAC3 Social Professional Loan Program LLC 400000.0 359612.96 CORP Long
000000000 000000000 Republic of Senegal 250000.0 166875.0 NUSS Long
000000000 000000000 DEVELOPMENT BANK BELARUS 942000.0 348540.0 NUSS Long
513272AE4 513272AE4 LAMB WESTON HLD 359000.0 327486.87 CORP Long
36267CAE5 36267CAE5 GS Mortgage Securities Trust 500000.0 487472.15 CORP Long
055631HH1 055631HH1 BMD2 Re-REMIC Trust 892000.0 618613.69 CORP Long
81180WAN1 81180WAN1 Seagate HDD Cayman 135000.0 119821.95 CORP Long
61691NAF2 61691NAF2 Morgan Stanley Capital I Trust 2441290.28 80093.61 CORP Long
50212YAC8 50212YAC8 LPL HOLDINGS INC 231000.0 218177.19 CORP Long
29250RAX4 29250RAX4 ENBRIDGE ENERGY PARTNERS 192000.0 227923.45 CORP Long
718286CN5 718286CN5 REPUBLIC OF PHILIPPINES 1485000.0 1226472.96 NUSS Long
36261NAA5 36261NAA5 GYP HOLDINGS III CORP 195000.0 172087.5 CORP Long
96950GAE2 96950GAE2 WILLIAMS SCOTSMAN INTL 303000.0 278216.63 CORP Long
37960JAA6 37960JAA6 GLOBAL AIR LEASE CO LTD 2059574.0 1838622.9 CORP Long
345397ZW6 345397ZW6 FORD MOTOR CREDIT CO LLC 152000.0 143325.25 CORP Long
279158AE9 279158AE9 Ecopetrol SA 887000.0 713546.44 CORP Long
17328FBB0 17328FBB0 Citigroup Commercial Mortgage Trust 2232531.23 97076.26 CORP Long
000000000 000000000 WP/AP TELECOM HOLDINGS 475000.0 426573.21 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -6016.32 CORP N/A
16159WBH6 16159WBH6 Chase Mortgage Finance Corporation 78318.09 70711.38 CORP Long
000000000 000000000 RENAULT SA 1000000.0 1024480.92 CORP Long
000000000 000000000 CEZ AS 383000.0 367133.9 CORP Long
46651XBH4 46651XBH4 JP Morgan Mortgage Trust 162305.73 146378.38 CORP Long
93363QAA6 93363QAA6 WAMU Mortgage Pass-Through Certificates 199630.21 168740.79 CORP Long
81748JAU9 81748JAU9 Sequoia Mortgage Trust 60199.8 54432.78 CORP Long
893830BF5 893830BF5 Transocean Inc 202000.0 186320.76 CORP Long
681639AA8 681639AA8 OLYMPUS WTR US HLDG CORP 466000.0 397532.95 CORP Long
893830AF6 893830AF6 Transocean Inc 308000.0 237160.0 CORP Long
61691UBF5 61691UBF5 Morgan Stanley Capital I Trust 5523701.96 175223.43 CORP Long
36459DAU5 36459DAU5 Gam Resecuritization Trust 304000.0 206398.73 CORP Long
053807AU7 053807AU7 AVNET INC 500000.0 408078.63 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 144083.3 CORP N/A
000000000 000000000 TELECOM ITALIA SPA 300000.0 264799.9 CORP Long
000000000 000000000 Bank of America N.A. 1.0 8180.17 CORP N/A
89680HAE2 89680HAE2 Triton Container Finance LLC 411458.33 355007.19 CORP Long
55616XAJ6 55616XAJ6 MACY'S RETAIL HLDGS LLC 218000.0 132435.0 CORP Long
451102BZ9 451102BZ9 ICAHN ENTERPRISES/FIN 792000.0 746353.56 CORP Long
345370CA6 345370CA6 FORD MOTOR COMPANY 178000.0 187341.97 CORP Long
000000000 000000000 OFFICE CHERIFIEN DES PHO 200000.0 184000.0 CORP Long
000000000 000000000 INEOS FINANCE PLC 100000.0 109303.46 CORP Long
46647CAL9 46647CAL9 JP Morgan Mortgage Trust 1000000.0 851155.1 CORP Long
958102AQ8 958102AQ8 WESTERN DIGITAL CORP 18000.0 14238.18 CORP Long
88632QAE3 88632QAE3 CLOUD SOFTWARE GRP INC 456000.0 410681.83 CORP Long
000000000 000000000 EXPLORER II AS 450000.0 449864.63 CORP Long
67623CAF6 67623CAF6 OFFICE PPTY INCOME TRST 163000.0 84024.95 CORP Long
000000000 000000000 Charming Charlie, Inc. 459784.99 0.0 CORP Long
000000000 000000000 AXIAN TELECOM 735000.0 665983.5 CORP Long
609207AU9 609207AU9 MONDELEZ INTERNATIONAL 229000.0 214843.54 CORP Long
62878WAA6 62878WAA6 NBK TIER 1 FINANCING 2 238000.0 218384.04 CORP Long
000000000 000000000 Citibank N.A. 1.0 -24130.79 CORP N/A
000000000 000000000 BNP Paribas SA 1.0 5284.27 CORP N/A
000000000 000000000 Renault SA 200000.0 196546.42 CORP Long
166756AE6 166756AE6 CHEVRON USA INC 234000.0 215348.82 CORP Long
69370CAC4 69370CAC4 PTC Inc 321000.0 298473.96 CORP Long
683720AA4 683720AA4 OPEN TEXT HOLDINGS INC 341000.0 291173.83 CORP Long
000000000 000000000 SAUDI INTERNATIONAL BOND 893000.0 898808.07 NUSS Long
20049AAJ7 20049AAJ7 COMM Mortgage Trust 1500000.0 1309477.95 CORP Long
345397A52 345397A52 FORD MOTOR CREDIT CO LLC 300000.0 317016.76 CORP Long
36257HBR6 36257HBR6 GS Mortgage Securities Trust 3670215.65 159463.53 CORP Long
55285GAB0 55285GAB0 MDGH GMTN RSC LTD 350000.0 377897.8 CORP Long
000000000 000000000 AFRICAN EXPORT-IMPORT BA 643000.0 523659.2 NUSS Long
000000000 000000000 Nakilat Inc 329970.61 343113.34 CORP Long
18972EAA3 18972EAA3 CLYDESDALE ACQUISITION 179000.0 175687.89 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 -473.17 CORP N/A
81180WAH4 81180WAH4 Seagate HDD Cayman 200000.0 199648.41 CORP Long
12634NAZ1 12634NAZ1 CSAIL Commercial Mortgage Trust 100000.0 82139.94 CORP Long
451102BT3 451102BT3 ICAHN ENTERPRISES/FIN 888000.0 873756.39 CORP Long
98877DAC9 98877DAC9 ZF NA CAPITAL 290000.0 283252.08 CORP Long
23291KAG0 23291KAG0 DH EUROPE FINANCE II 220000.0 211525.17 CORP Long
26884UAC3 26884UAC3 EPR Properties 207000.0 188458.03 CORP Long
283837AA0 283837AA0 EL PUERTO DE LIVERPOOL 224000.0 218400.0 CORP Long
000000000 000000000 BAYER AG 720000.0 769567.27 CORP Long
834423AB1 834423AB1 SOLVAY FINANCE (AMERICA) 195000.0 191486.37 CORP Long
855244AV1 855244AV1 STARBUCKS CORP 239000.0 218906.06 CORP Long
000000000 000000000 TC ZIRAAT BANKASI AS 929000.0 833517.38 CORP Long
000000000 000000000 SACE SPA 721000.0 724996.98 CORP Long
30295DAS1 30295DAS1 FREMF Mortgage Trust 15025229.43 36084.59 USGSE Long
92564RAK1 92564RAK1 VICI PROPERTIES / NOTE 207000.0 194218.08 USGSE Long
548661DH7 548661DH7 LOWE'S COS INC 219000.0 212820.66 CORP Long
947890AJ8 947890AJ8 Webster Financial Corp 203000.0 184029.31 CORP Long
25755TAL4 25755TAL4 Dominos Pizza Master Issuer LLC 919125.0 819613.17 CORP Long
62922LAA6 62922LAA6 NGL ENRGY OP/FIN CORP 770000.0 738284.01 CORP Long
000000000 000000000 GAZPROM (GAZ CAPITAL SA) 1000000.0 800000.0 CORP Long
00388WAF8 00388WAF8 ABU DHABI NATIONAL ENERG 506000.0 504102.5 CORP Long
111013AL2 111013AL2 SKY LTD 215000.0 211103.76 CORP Long
000000000 000000000 CREDITO EMILIANO SPA 725000.0 760934.32 CORP Long
000000000 000000000 MUNDYS SPA 400000.0 386380.95 CORP Long
000000000 000000000 ACS ACTIVIDADES CONS Y S 600000.0 619922.14 CORP Long
55348UAS7 55348UAS7 MRCD Mortgage Trust 120000.0 102641.96 CORP Long
87927VAM0 87927VAM0 TELECOM ITALIA CAPITAL 258000.0 219940.61 CORP Long
92890HAC6 92890HAC6 WEA FINANCE LLC/WESTFIEL 222000.0 210471.51 CORP Long
984851AF2 984851AF2 Yara International ASA 226000.0 217149.38 CORP Long
76120HAA5 76120HAA5 RESORTS WORLD/RWLV CAP 182000.0 146053.13 CORP Long
67402GAE7 67402GAE7 Oaktree CLO Ltd 250000.0 230108.0 CORP Long
46644ABH4 46644ABH4 JPMBB Commercial Mortgage Securities Trust 2594080.83 39580.49 CORP Long
000000000 000000000 REPUBLIC OF GHANA 930000.0 343374.6 NUSS Long
000000000 000000000 TVL FINANCE PLC 100000.0 121973.15 CORP Long
000000000 000000000 State Street Bank & Trust Co. 1.0 408.84 CORP N/A