0001145549-21-061290.txt : 20211027
0001145549-21-061290.hdr.sgml : 20211027
20211026173543
ACCESSION NUMBER: 0001145549-21-061290
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211027
PERIOD START: 20210831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN CENTURY ETF TRUST
CENTRAL INDEX KEY: 0001710607
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23305
FILM NUMBER: 211349850
BUSINESS ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
BUSINESS PHONE: (816) 531-5575
MAIL ADDRESS:
STREET 1: 4500 MAIN STREET
CITY: KANSAS CITY
STATE: MO
ZIP: 64111
FORMER COMPANY:
FORMER CONFORMED NAME: American Century ETF Trust
DATE OF NAME CHANGE: 20170628
0001710607
S000072410
American Century Multisector Income ETF
C000228610
American Century Multisector Income ETF
MUSI
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001710607
XXXXXXXX
S000072410
C000228610
American Century ETF Trust
811-23305
0001710607
5493006IKK34YJD98183
4500 Main St
Kansas City
64111
816-531-5575
American Century Multisector Income ETF
S000072410
5493000I0UZ5BUDGGF98
2021-08-31
2021-08-31
N
84946682.250000000000
2044782.130000000000
82901900.120000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
USD
N
Angel Oak Mortgage Trust 2021-3
N/A
Angel Oak Mortgage Trust 2021-3 2.48
03465EAD3
600000.0000000000
PA
USD
605123.8800000000
0.7299276363
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
2.479000000000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp 5.38 03/01/2030
03674XAS5
320000.0000000000
PA
USD
326091.2000000000
0.3933458697
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.375000000000000
N
N
N
N
N
N
Apollo Commercial Real Estate Finance Inc
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc (conv) 4.75% 08/23/2022
03762UAB1
385000.0000000000
PA
USD
392238.0000000000
0.4731351144
Long
DBT
CORP
US
N
2
2022-08-23
Fixed
4.75
N
N
N
N
N
Apollo Commercial Real Estate Finance Inc
Apollo Commercial Real Estate Finance Inc
USD
XXXX
N
N
N
Arbor Realty Commercial Real Estate Notes 2018-FL1 Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2018-FL1 Ltd 3.15
03879XAJ8
350000.0000000000
PA
USD
350727.6200000000
0.4230634274
Long
ABS-MBS
CORP
US
N
2
2028-06-15
Variable
3.145500000000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
N/A
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc 3.88 02/15/2029
55303XAL9
325000.0000000000
PA
USD
344950.1300000000
0.4160943591
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.875000000000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT Operating Partnership LP / MPT Finance Corp 3.50 03/15/2031
55342UAM6
400000.0000000000
PA
USD
412510.0000000000
0.4975881125
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.500000000000000
N
N
N
N
N
N
MACH 1 Cayman 2019-1 Ltd
N/A
MACH 1 Cayman 2019-1 Ltd 3.47
55446MAA5
338668.2900000000
PA
USD
340250.2100000000
0.4104251043
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Fixed
3.474000000000000
N
N
N
N
N
N
Madison Park Funding Ltd
254900END3IQSN7CTN87
Madison Park Funding XIX Ltd 4.49
55819RAG0
475000.0000000000
PA
USD
475278.3000000000
0.5733020586
Long
ABS-CBDO
CORP
US
N
2
2028-01-22
Variable
4.488250000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B3V0K3DX0M2K31
Magnetite XV Ltd 2.88
55953MAW2
505000.0000000000
PA
USD
505505.0000000000
0.6097628634
Long
ABS-CBDO
CORP
US
N
2
2031-07-25
Variable
2.875250000000000
N
N
N
N
N
N
MARB BondCo PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC 3.95 01/29/2031
566007AC4
895000.0000000000
PA
USD
874146.5000000000
1.0544348184
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.950000000000000
N
N
N
N
N
N
Mattamy Group Corp
5493008TNY7A82WCXU31
Mattamy Group Corp 4.63 03/01/2030
57701RAM4
325000.0000000000
PA
USD
333571.8800000000
0.4023694023
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.625000000000000
N
N
N
N
N
N
Midcap Financial Issuer Trust
N/A
Midcap Financial Issuer Trust 5.63 01/15/2030
59590AAA7
360000.0000000000
PA
USD
358705.8000000000
0.4326870669
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.625000000000000
N
N
N
N
N
N
MoneyGram International Inc
5299002DLX0Q04KC4156
MoneyGram International Inc 5.38 08/01/2026
60935YAA7
432000.0000000000
PA
USD
441180.0000000000
0.5321711557
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.375000000000000
N
N
N
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp 5.13 04/15/2029
62886EBA5
415000.0000000000
PA
USD
430806.3100000000
0.5196579444
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.125000000000000
N
N
N
N
N
N
National Health Investors Inc
549300ZPKZIG6DKDEC02
National Health Investors Inc 3.00 02/01/2031
63633DAF1
385000.0000000000
PA
USD
381720.7400000000
0.4604487225
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Nationstar Mortgage Holdings Inc
N/A
Nationstar Mortgage Holdings Inc 6.00 01/15/2027
63861CAA7
410000.0000000000
PA
USD
432550.0000000000
0.5217612617
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.000000000000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp 4.88 03/15/2028
63938CAL2
385000.0000000000
PA
USD
392299.6000000000
0.4732094191
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.875000000000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp 4.75 01/30/2030
670001AE6
325000.0000000000
PA
USD
346531.2500000000
0.4180015772
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.750000000000000
N
N
N
N
N
N
OHA Credit Funding
N/A
OHA Credit Funding 1 LTD 3.18
67115WAL4
500000.0000000000
PA
USD
501751.8000000000
0.6052355848
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Variable
3.184250000000000
N
N
N
N
N
N
Oaktown Re V Ltd
N/A
Oaktown Re V Ltd 2.48
67401JAA0
320365.8200000000
PA
USD
320784.8300000000
0.3869450876
Long
ABS-MBS
CORP
US
N
2
2030-10-25
Variable
2.484380000000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp 6.38 09/01/2028
674599EC5
205000.0000000000
PA
USD
243477.4800000000
0.2936934855
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.375000000000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp 6.13 01/01/2031
674599EF8
200000.0000000000
PA
USD
242119.0000000000
0.2920548258
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000000
N
N
N
N
N
N
Octagon Investment Partners Lt
N/A
Octagon Investment Partners 18-R Ltd 2.83
67576FAJ8
800000.0000000000
PA
USD
784944.9600000000
0.9468359095
Long
ABS-CBDO
CORP
US
N
2
2031-04-16
Variable
2.826380000000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp (pfd) 3.50% 03/01/2170 Perpetual
55261FAN4
123000.0000000000
NS
USD
125583.0000000000
0.1514838620
Long
EP
CORP
US
N
2
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp 5.88 02/01/2029
552704AF5
325000.0000000000
PA
USD
335141.6300000000
0.4042629053
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.875000000000000
N
N
N
N
N
N
MAPS 2021-1 Trust
N/A
MAPS 2021-1 Trust 2.52
55292RAA9
740400.0000000000
PA
USD
750820.0900000000
0.9056729567
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
2.521000000000000
N
N
N
N
N
N
MC Brazil Downstream Trading SARL
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL 7.25 06/30/2031
55292WAA8
300000.0000000000
PA
USD
312693.0000000000
0.3771843583
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.250000000000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft 3.45
09229CAB5
500000.0000000000
PA
USD
508101.9000000000
0.6128953610
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Fixed
3.446000000000000
N
N
N
N
N
N
BlackRock TCP Capital Corp
549300JU1XG1HF56J989
BlackRock TCP Capital Corp 2.85 02/09/2026
09259EAB4
210000.0000000000
PA
USD
215041.6800000000
0.2593929448
Long
DBT
CORP
US
N
2
2026-02-09
Fixed
2.850000000000000
N
N
N
N
N
N
Blue Racer Midstream LLC / Blue Racer Finance Corp
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp 7.63 12/15/2025
095796AH1
320000.0000000000
PA
USD
346403.2000000000
0.4178471175
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.625000000000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc 5.00 03/01/2030
12008RAN7
325000.0000000000
PA
USD
348156.2500000000
0.4199617252
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.000000000000000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP 3.19
12510HAD2
399166.6600000000
PA
USD
410722.9300000000
0.4954324683
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
3.190000000000000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP 4.17
12510HAG5
100000.0000000000
PA
USD
103766.3800000000
0.1251676739
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
4.170000000000000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP 4.52
12510HAH3
100000.0000000000
PA
USD
105644.3700000000
0.1274329899
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
4.520000000000000
N
N
N
N
N
N
CHS/Community Health Systems Inc
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc 6.88 04/15/2029
12543DBJ8
410000.0000000000
PA
USD
426400.0000000000
0.5143428551
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.875000000000000
N
N
N
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI Financial Corp 4.10 06/15/2051
125491AP5
200000.0000000000
PA
USD
216383.0600000000
0.2610109777
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.100000000000000
N
N
N
N
N
N
CSMC 2020-AFC1 Trust
N/A
CSMC 2020-AFC1 Trust 2.84
12597MAD7
400000.0000000000
PA
USD
406415.6000000000
0.4902367731
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.841000000000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC 7.50 04/01/2028
126307AY3
320000.0000000000
PA
USD
350800.0000000000
0.4231507354
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.500000000000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC 5.75 01/15/2030
126307BA4
800000.0000000000
PA
USD
846416.0000000000
1.0209850423
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.750000000000000
N
N
N
N
N
N
CSN Resources SA
222100ZEX458NMOXZP08
CSN Resources SA 4.63 06/10/2031
12644VAD0
800000.0000000000
PA
USD
831840.0000000000
1.0034028156
Long
DBT
CORP
BR
N
2
2031-06-10
Fixed
4.625000000000000
N
N
N
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
549300V3UCT773B1KR38
Caesars Resort Collection LLC / CRC Finco Inc 5.25 10/15/2025
12652AAA1
320000.0000000000
PA
USD
324944.0000000000
0.3919620654
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.250000000000000
N
N
N
N
N
N
California Resources Corp
5493003Q8F0T4F4YMR48
California Resources Corp 7.13 02/01/2026
13057QAH0
80000.0000000000
PA
USD
84022.4000000000
0.1013515973
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.125000000000000
N
N
N
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co 8.00 08/01/2028
13123XBD3
40000.0000000000
PA
USD
38560.6000000000
0.0465135298
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.000000000000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp 4.63 02/01/2029
131347CP9
325000.0000000000
PA
USD
326495.0000000000
0.3938329514
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.625000000000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp (pfd) 3.95% 09/01/2170 Perpetual
14040HCF0
400000.0000000000
NS
USD
415500.0000000000
0.5011947849
Long
EP
CORP
US
N
2
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2017-4 Ltd 1.98
14315BAE6
1205000.0000000000
PA
USD
1201440.5500000000
1.4492316199
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Variable
1.976130000000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp 5.75 03/01/2027
143658BN1
245000.0000000000
PA
USD
250797.9300000000
0.3025237415
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.750000000000000
N
N
N
N
N
N
CarVal CLO
N/A
CarVal CLO III Ltd 4.22
14686WAS0
500000.0000000000
PA
USD
501246.5500000000
0.6046261295
Long
ABS-CBDO
CORP
US
N
2
2032-07-20
Variable
4.215750000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc (pfd) 5.35% 11/15/2169 Perpetual
172967GR6
300000.0000000000
NS
USD
310275.0000000000
0.3742676580
Long
EP
CORP
US
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc (pfd) 3.88% 05/18/2170 Perpetual
172967MV0
440000.0000000000
NS
USD
453750.0000000000
0.5473336550
Long
EP
CORP
US
N
2
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc 4.25 02/15/2029
00164VAF0
505000.0000000000
PA
USD
501843.7500000000
0.6053464990
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.250000000000000
N
N
N
N
N
N
Owl Rock Technology Finance Corp
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp 2.50 01/15/2027
691205AG3
550000.0000000000
PA
USD
553439.4100000000
0.6675835044
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.500000000000000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
Owl Rock Capital Corp 3.40 07/15/2026
69121KAE4
200000.0000000000
PA
USD
209417.6000000000
0.2526089266
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.400000000000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026
00253XAA9
320000.0000000000
PA
USD
337680.0000000000
0.4073248014
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC 4.63 08/01/2029
00653VAC5
405000.0000000000
PA
USD
406640.2500000000
0.4905077560
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.625000000000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd 2.88
69689CBC9
750000.0000000000
PA
USD
749989.9500000000
0.9046716045
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Variable
2.884250000000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-1 Ltd 1.93
69701YAE2
750000.0000000000
PA
USD
750192.1500000000
0.9049155073
Long
ABS-CBDO
CORP
US
N
2
2029-04-20
Variable
1.934250000000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp (pfd) 4.65% 06/15/2170 Perpetual
00912XBJ2
770000.0000000000
NS
USD
809655.0000000000
0.9766422710
Long
EP
CORP
US
N
2
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd (pfd) 5.25% 09/15/2169 Perpetual
00928QAW1
480000.0000000000
NS
USD
482520.0000000000
0.5820373228
Long
EP
CORP
US
N
2
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.88 02/15/2030
013092AE1
325000.0000000000
PA
USD
355062.5000000000
0.4282923546
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875000000000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC 2.48
01627AAB4
400000.0000000000
PA
USD
401781.2500000000
0.4846466117
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
2.482000000000000
N
N
N
N
N
N
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer 5.88 10/01/2028
70052LAB9
90000.0000000000
PA
USD
95962.5000000000
0.1157542829
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.875000000000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc 4.13 07/01/2029
707569AV1
400000.0000000000
PA
USD
400008.0000000000
0.4825076378
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.125000000000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc (pfd) 4.70% 08/15/2170 Perpetual
02005NBN9
520000.0000000000
NS
USD
542750.0000000000
0.6546894573
Long
EP
CORP
US
N
2
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc 6.25 05/01/2036
026874AZ0
125000.0000000000
PA
USD
176154.9000000000
0.2124859620
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.250000000000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc 4.50 07/16/2044
026874DA2
140000.0000000000
PA
USD
173772.3100000000
0.2096119748
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.500000000000000
N
N
N
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources Inc 5.88 01/15/2030
205768AT1
320000.0000000000
PA
USD
321278.4000000000
0.3875404539
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.875000000000000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CrownRock LP / CrownRock Finance Inc 5.00 05/01/2029
228701AG3
320000.0000000000
PA
USD
329196.8000000000
0.3970919840
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.000000000000000
N
N
N
N
N
N
Deer Creek Clo Ltd
N/A
Deer Creek Clo Ltd 2017-1 3.08
24380LAJ2
800000.0000000000
PA
USD
794850.4800000000
0.9587843932
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Variable
3.084250000000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG 4.30 05/24/2028
251525AM3
435000.0000000000
PA
USD
450665.6300000000
0.5436131492
Long
DBT
CORP
DE
N
2
2028-05-24
Variable
4.296000000000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services (pfd) 5.50% 04/30/2170 Perpetual
254709AN8
400000.0000000000
NS
USD
432500.0000000000
0.5217009494
Long
EP
CORP
US
N
2
N
N
N
PennyMac Financial Services Inc
549300W1D516HBDEU871
PennyMac Financial Services Inc 5.38 10/15/2025
70932MAA5
320000.0000000000
PA
USD
331532.8000000000
0.3999097723
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.375000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 4.25 01/15/2025
71654QBV3
200000.0000000000
PA
USD
203600.0000000000
0.2455914758
Long
DBT
CORP
MX
N
2
2025-01-15
Fixed
4.250000000000000
N
N
N
N
N
N
EMC Corp
KDMDXRWU7UTJ30FC8R59
EMC Corp 3.38 06/01/2023
268648AN2
272000.0000000000
PA
USD
281180.0000000000
0.3391719606
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.375000000000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties 4.75 12/15/2026
26884UAC3
360000.0000000000
PA
USD
389003.2700000000
0.4692332376
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.750000000000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties 4.95 04/15/2028
26884UAE9
495000.0000000000
PA
USD
535098.9300000000
0.6454603926
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.950000000000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP 4.50 01/15/2029
26885BAK6
320000.0000000000
PA
USD
325208.0000000000
0.3922805141
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.500000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 6.88 08/04/2026
71654QCB6
600000.0000000000
PA
USD
656064.0000000000
0.7913738998
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.875000000000000
N
N
N
N
N
N
Petrorio Luxembourg Sarl
222100466T5WZDU1B498
Petrorio Luxembourg Sarl 6.13 06/09/2026
71677WAA0
300000.0000000000
PA
USD
308190.0000000000
0.3717526372
Long
DBT
CORP
LU
N
2
2026-06-09
Fixed
6.125000000000000
N
N
N
N
N
N
FEL Energy VI Sarl
N/A
FEL Energy VI Sarl 5.75 12/01/2040
30260LAA3
198923.4000000000
PA
USD
211896.1900000000
0.2555987133
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.750000000000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corp 3.40 01/15/2026
302635AG2
233000.0000000000
PA
USD
243207.0500000000
0.2933672807
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.400000000000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 3.08
30711XJX3
398431.9700000000
PA
USD
409513.6800000000
0.4939738165
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Variable
3.084380000000000
N
N
N
N
N
N
FirstKey Homes 2021-SFR1 Trust
N/A
FirstKey Homes 2021-SFR1 Trust 2.39
33767WAJ2
400000.0000000000
PA
USD
401151.3600000000
0.4838868101
Long
ABS-MBS
CORP
US
N
2
2038-08-17
Fixed
2.389000000000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co 4.35 12/08/2026
345370CR9
320000.0000000000
PA
USD
345150.4000000000
0.4163359338
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.346000000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA3
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3 2.15
35564KEL9
400000.0000000000
PA
USD
408680.0000000000
0.4929681942
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.150000000000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp 6.63 01/15/2027
35640YAG2
370000.0000000000
PA
USD
354855.9000000000
0.4280431444
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625000000000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc 4.00 08/01/2028
36168QAL8
325000.0000000000
PA
USD
322975.2500000000
0.3895872707
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.000000000000000
N
N
N
N
N
N
GUSAP III LP
549300WY05UJ7WTHIN64
GUSAP III LP 4.25 01/21/2030
36258GAA5
200000.0000000000
PA
USD
221540.0000000000
0.2672315106
Long
DBT
CORP
US
N
2
2030-01-21
Fixed
4.250000000000000
N
N
N
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc 1.65 07/15/2026
36262GAA9
300000.0000000000
PA
USD
300825.0000000000
0.3628686430
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.650000000000000
N
N
N
N
N
N
Progress Residential 2021-SFR1
N/A
Progress Residential 2021-SFR1 1.81
74331FAG6
750000.0000000000
PA
USD
748527.7500000000
0.9029078331
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Fixed
1.805000000000000
N
N
N
N
N
N
Progress Residential 2021-SFR1
N/A
Progress Residential 2021-SFR1 2.11
74331FAJ0
261000.0000000000
PA
USD
259881.2000000000
0.3134803902
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Fixed
2.106000000000000
N
N
N
N
N
N
Progress Residential 2021-SFR1
N/A
Progress Residential 2021-SFR1 2.76
74331FAL5
445000.0000000000
PA
USD
442776.0200000000
0.5340963468
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Fixed
2.757000000000000
N
N
N
N
N
N
Progress Residential 2021-SFR8 Trust
N/A
Progress Residential 2021-SFR8 Trust 2.38
74333TAJ8
200000.0000000000
PA
USD
200405.9200000000
0.2417386329
Long
ABS-MBS
CORP
US
N
2
2038-09-17
Fixed
2.382000000000000
N
N
N
N
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
Prospect Capital Corp 3.71 01/22/2026
74348TAU6
735000.0000000000
PA
USD
759379.1300000000
0.9159972557
Long
DBT
CORP
US
N
2
2026-01-22
Fixed
3.706000000000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV 3.68 01/21/2030
74365PAA6
200000.0000000000
PA
USD
208395.4500000000
0.2513759633
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.680000000000000
N
N
N
N
N
N
Indonesia Asahan Aluminium Persero PT
2549008P48EB9SN2OI80
Indonesia Asahan Aluminium Persero PT 5.45 05/15/2030
74445PAF9
805000.0000000000
PA
USD
942091.5000000000
1.1363931329
Long
DBT
CORP
ID
N
2
2030-05-15
Fixed
5.450000000000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc 4.38 09/01/2028
747262AZ6
250000.0000000000
PA
USD
256506.2500000000
0.3094093738
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.375000000000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc 4.38 10/15/2029
74736KAH4
146000.0000000000
PA
USD
162060.0000000000
0.1954840598
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.375000000000000
N
N
N
N
N
N
Geopark Ltd
529900ZR5QI19AH4KZ07
Geopark Ltd 5.50 01/17/2027
37255BAB5
800000.0000000000
PA
USD
800408.0000000000
0.9654881237
Long
DBT
CORP
CL
N
2
2027-01-17
Fixed
5.500000000000000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
Global Atlantic Fin Co 4.70 10/15/2051
37959GAC1
465000.0000000000
PA
USD
476931.5300000000
0.5752962590
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.700000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The (pfd) 3.80% 11/10/2169 Perpetual
38144GAE1
300000.0000000000
NS
USD
306900.0000000000
0.3701965812
Long
EP
CORP
US
N
2
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The 5.00 07/15/2029
382550BL4
320000.0000000000
PA
USD
338880.0000000000
0.4087722953
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.000000000000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc 3.38 04/01/2031
74736KAJ0
46000.0000000000
PA
USD
49038.3000000000
0.0591522027
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.375000000000000
N
N
N
N
N
N
RHP Hotel Properties LP / RHP Finance Corp
N/A
RHP Hotel Properties LP / RHP Finance Corp 4.75 10/15/2027
749571AF2
121000.0000000000
PA
USD
126213.6500000000
0.1522445804
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000000
N
N
N
N
N
N
RHP Hotel Properties LP / RHP Finance Corp
N/A
RHP Hotel Properties LP / RHP Finance Corp 4.50 02/15/2029
749571AG0
338000.0000000000
PA
USD
342715.1000000000
0.4133983654
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.500000000000000
N
N
N
N
N
N
Ready Capital Mortgage Financing 2021-FL6 LLC
N/A
Ready Capital Mortgage Financing 2021-FL6 LLC 1.98
75575TAG8
350000.0000000000
PA
USD
350766.5000000000
0.4231103262
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Variable
1.984380000000000
N
N
N
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX 6.38 02/15/2029
76009NAL4
325000.0000000000
PA
USD
350593.7500000000
0.4229019474
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.375000000000000
N
N
N
N
N
N
SBL Holdings Inc
N/A
SBL Holdings Inc 5.00 02/18/2031
78397DAB4
485000.0000000000
PA
USD
522325.6700000000
0.6300527120
Long
DBT
CORP
US
N
2
2031-02-18
Fixed
5.000000000000000
N
N
N
N
N
N
SBL Holdings Inc
N/A
SBL Holdings Inc 6.50
78397DAC2
440000.0000000000
PA
USD
436700.0000000000
0.5267671783
Long
DBT
CORP
US
N
2
2169-11-13
Variable
6.500000000000000
N
N
N
N
N
N
Slam 2021-1 Ltd
N/A
Slam 2021-1 Ltd 3.42
78449AAC6
494800.0000000000
PA
USD
504277.0000000000
0.6082815946
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.422000000000000
N
N
N
N
N
N
Sammons Financial Group Inc
N/A
Sammons Financial Group Inc 3.35 04/16/2031
79588TAD2
220000.0000000000
PA
USD
229271.2900000000
0.2765573403
Long
DBT
CORP
US
N
2
2031-04-16
Fixed
3.350000000000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE II LTD
N/A
SAPPHIRE AVIATION FINANCE II LTD 3.23
80307AAA7
213298.1900000000
PA
USD
213370.9200000000
0.2573775989
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Fixed
3.228000000000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The (pfd) 4.00% 03/01/2170 Perpetual
808513BJ3
710000.0000000000
NS
USD
739287.5000000000
0.8917618281
Long
EP
CORP
US
N
2
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc 7.25 11/15/2029
80874YBE9
320000.0000000000
PA
USD
357600.0000000000
0.4313532012
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.250000000000000
N
N
N
N
N
N
Sinclair Television Group Inc
549300CQGEN0CH65UD62
Sinclair Television Group Inc 5.88 03/15/2026
829259AU4
395000.0000000000
PA
USD
404875.0000000000
0.4883784321
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.875000000000000
N
N
N
N
N
N
Sinclair Television Group Inc
549300CQGEN0CH65UD62
Sinclair Television Group Inc 4.13 12/01/2030
829259BA7
445000.0000000000
PA
USD
435599.3800000000
0.5254395609
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.125000000000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc 5.50 07/01/2029
82967NBC1
124000.0000000000
PA
USD
135935.0000000000
0.1639709100
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.500000000000000
N
N
N
N
N
N
Republic of South Africa Government International Bond
378900AAFB4F17004C49
Republic of South Africa Government International Bond 5.88 06/22/2030
836205AY0
800000.0000000000
PA
USD
909641.6000000000
1.0972506042
Long
DBT
NUSS
ZA
N
2
2030-06-22
Fixed
5.875000000000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co 5.38 03/15/2030
845467AS8
325000.0000000000
PA
USD
338573.6300000000
0.4084027381
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.375000000000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
Spirit Realty LP 4.00 07/15/2029
84861TAD0
230000.0000000000
PA
USD
258531.4300000000
0.3118522370
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.000000000000000
N
N
N
N
N
N
SRM Escrow Issuer LLC
N/A
SRM Escrow Issuer LLC 6.00 11/01/2028
85236FAA1
320000.0000000000
PA
USD
339600.0000000000
0.4096407917
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Start Ltd/Bermuda
549300VIQYFIDJQCKZ43
Start Ltd/Bermuda 4.09
85572RAA7
280841.7000000000
PA
USD
281636.4000000000
0.3397224908
Long
ABS-MBS
CORP
US
N
2
2043-05-15
Fixed
4.089000000000000
N
N
N
N
N
N
Studio City Finance Ltd
254900D6R731QAUIG324
Studio City Finance Ltd 5.00 01/15/2029
86389QAG7
300000.0000000000
PA
USD
296143.5000000000
0.3572216072
Long
DBT
CORP
HK
N
2
2029-01-15
Fixed
5.000000000000000
N
N
N
N
N
N
Arcosa Inc
549300WFHLTCZV7D6V29
Arcosa Inc 4.38 04/15/2029
039653AA8
80000.0000000000
PA
USD
82496.8000000000
0.0995113500
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.375000000000000
N
N
N
N
N
N
Sylvamo Corp
5493001AOYU1ZOWOC971
Sylvamo Corp 7.00 09/01/2029
87133LAA8
250000.0000000000
PA
USD
259158.7500000000
0.3126089385
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
7.000000000000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc 3.50 04/15/2031
87264ACE3
240000.0000000000
PA
USD
255840.0000000000
0.3086057131
Long
DBT
CORP
US
N
2
2031-04-15
Floating
3.500000000000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp 2.88 06/15/2028
04010LBB8
92000.0000000000
PA
USD
93877.7600000000
0.1132395758
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.875000000000000
N
N
N
N
N
N
ARES CLO
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd 3.23
04015GAV1
800000.0000000000
PA
USD
798783.1200000000
0.9635281204
Long
ABS-CBDO
CORP
US
N
2
2033-04-17
Variable
3.233880000000000
N
N
N
N
N
N
ARES CLO
549300FI9E5EZIMPA581
Ares XLIX CLO Ltd 2.09
04017JAG6
500000.0000000000
PA
USD
499822.1000000000
0.6029078939
Long
ABS-CBDO
CORP
US
N
2
2030-07-22
Variable
2.088250000000000
N
N
N
N
N
N
Ares Finance Co III LLC
N/A
Ares Finance Co III LLC 4.13 06/30/2051
04018VAA1
250000.0000000000
PA
USD
256314.8900000000
0.3091785467
Long
DBT
CORP
US
N
2
2051-06-30
Variable
4.125000000000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
Taco Bell Funding LLC 2.54
87342RAJ3
250000.0000000000
PA
USD
253442.4800000000
0.3057137166
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Fixed
2.542000000000000
N
N
N
N
N
N
Tanger Properties LP
PQPGJDNFN35EXH363L31
Tanger Properties LP 2.75 09/01/2031
875484AL1
300000.0000000000
PA
USD
292814.2200000000
0.3532056799
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.750000000000000
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc 4.63 03/15/2028
87901JAJ4
206000.0000000000
PA
USD
214044.3000000000
0.2581898602
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 6.13 10/01/2028
88033GDJ6
370000.0000000000
PA
USD
391275.0000000000
0.4719735005
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000000
N
N
N
N
N
N
Ambience Merger Sub Inc
N/A
Ambience Merger Sub Inc 7.13 07/15/2029
04650YAB6
160000.0000000000
PA
USD
160400.0000000000
0.1934816931
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.125000000000000
N
N
N
N
N
N
BDS 2020-FL5 LTD
N/A
BDS 2020-FL5 LTD 2.66
05492QAJ5
380000.0000000000
PA
USD
379795.1000000000
0.4581259289
Long
ABS-MBS
CORP
US
N
2
2037-02-16
Variable
2.664480000000000
N
N
N
N
N
N
Textainer Marine Containers Ltd
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd 1.94
88315LAS7
500000.0000000000
PA
USD
498750.0000000000
0.6016146786
Long
ABS-MBS
CORP
US
N
2
2046-08-20
Fixed
1.940000000000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 4.63 01/15/2029
893647BM8
320000.0000000000
PA
USD
316400.0000000000
0.3816559084
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.625000000000000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM Acquisition LLC 6.25 01/15/2029
05552BAA4
320000.0000000000
PA
USD
322240.0000000000
0.3887003790
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.250000000000000
N
N
N
N
N
N
B2W Digital Lux Sarl
222100KMO43GQ28M6N31
B2W Digital Lux Sarl 4.38 12/20/2030
05609AAA9
840000.0000000000
PA
USD
841155.0000000000
1.0146389875
Long
DBT
CORP
LU
N
2
2030-12-20
Fixed
4.375000000000000
N
N
N
N
N
N
BXHPP Trust 2021-FILM
N/A
BXHPP Trust 2021-FILM 1.60
05609JAN2
300000.0000000000
PA
USD
301172.4600000000
0.3632877649
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
1.596000000000000
N
N
N
N
N
N
BXHPP Trust 2021-FILM
N/A
BXHPP Trust 2021-FILM 2.10
05609JAQ5
250000.0000000000
PA
USD
251055.4800000000
0.3028344099
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
2.096000000000000
N
N
N
N
N
N
Bain Capital Specialty Finance Inc
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc 2.95 03/10/2026
05684BAB3
400000.0000000000
PA
USD
411769.0200000000
0.4966943091
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
2.950000000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA (pfd) 4.75% 08/12/2170 Perpetual
05971KAH2
235000.0000000000
NS
USD
241016.0000000000
0.2907243376
Long
EP
CORP
ES
N
2
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman (pfd) 8.38% 10/14/2169 Perpetual
05971PAC2
200000.0000000000
NS
USD
241279.0000000000
0.2910415800
Long
EP
CORP
KY
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp (pfd) 5.88% 09/15/2169 Perpetual
060505FL3
600000.0000000000
NS
USD
684750.0000000000
0.8259762430
Long
EP
CORP
US
N
2
N
N
N
Trinity Rail Leasing LP
N/A
Trinity Rail Leasing LP 6.66
89655YAA4
215564.9300000000
PA
USD
237111.9200000000
0.2860150608
Long
ABS-MBS
CORP
US
N
2
2039-11-16
Fixed
6.657000000000000
N
N
N
N
N
N
Tronox Inc
549300EPZ4YXC7E5P181
Tronox Inc 4.63 03/15/2029
897051AC2
250000.0000000000
PA
USD
253800.0000000000
0.3061449733
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp (pfd) 5.13% 06/15/2170 Perpetual
89832QAC3
450000.0000000000
NS
USD
487237.5000000000
0.5877277834
Long
EP
CORP
US
N
2
N
N
N
Turkey Government International Bond
5493000PCHOG3B6S3Q85
Turkey Government International Bond 6.88 03/17/2036
900123AY6
810000.0000000000
PA
USD
842420.2500000000
1.0161651890
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.875000000000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The (pfd) 3.70% 03/20/2170 Perpetual
064058AJ9
400000.0000000000
NS
USD
420600.0000000000
0.5073466343
Long
EP
CORP
US
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC (pfd) 4.38% 12/15/2169 Perpetual
06738EBT1
400000.0000000000
NS
USD
406120.0000000000
0.4898802071
Long
EP
CORP
GB
N
2
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 4.88 06/01/2028
071734AN7
400000.0000000000
PA
USD
411500.0000000000
0.4963698050
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.875000000000000
N
N
N
N
N
N
Bellemeade Re Ltd
N/A
Bellemeade Re Ltd 2.25
07876MAB3
400000.0000000000
PA
USD
410492.3600000000
0.4951543444
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Variable
2.250000000000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc 4.63 03/01/2029
185899AK7
325000.0000000000
PA
USD
342468.7500000000
0.4131012070
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.625000000000000
N
N
N
N
N
N
COLT 2021-1RMortgage Pass-Through Certificates
N/A
COLT 2021-1RMortgage Pass-Through Certificates 2.70
19688BAD6
400000.0000000000
PA
USD
404021.5200000000
0.4873489262
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.695000000000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc 4.75 09/01/2029
203372AX5
150000.0000000000
PA
USD
152087.2500000000
0.1834544803
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.750000000000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc 8.25 03/01/2027
20338QAA1
770000.0000000000
PA
USD
812696.5000000000
0.9803110650
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.250000000000000
N
N
N
N
N
N
Octagon Investment Partners Lt
N/A
Octagon Investment Partners 37 Ltd 2.98
67591VAJ4
650000.0000000000
PA
USD
645087.1700000000
0.7781331538
Long
ABS-CBDO
CORP
US
N
2
2030-07-25
Variable
2.975250000000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Partners XV Ltd 2.58
67707BAD2
400000.0000000000
PA
USD
391298.0800000000
0.4720013407
Long
ABS-CBDO
CORP
US
N
2
2030-01-20
Variable
2.584250000000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc 3.38 02/01/2031
681936BM1
195000.0000000000
PA
USD
201319.2600000000
0.2428403447
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.375000000000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC / New Red Finance Inc 4.38 01/15/2028
68245XAJ8
400000.0000000000
PA
USD
406500.0000000000
0.4903385802
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.375000000000000
N
N
N
N
N
N
GrafTech Finance Inc
1Z010BU876CF2HDBIN43
GrafTech Finance Inc 4.63 12/15/2028
384311AA4
320000.0000000000
PA
USD
326800.0000000000
0.3942008561
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.625000000000000
N
N
N
N
N
N
Guara Norte Sarl
549300U2I4L03BBA3485
Guara Norte Sarl 5.20 06/15/2034
400666AA1
392916.0000000000
PA
USD
404958.8800000000
0.4884796119
Long
DBT
CORP
BR
N
2
2034-06-15
Fixed
5.198000000000000
N
N
N
N
N
N
HCRX Investments Holdco LP
N/A
HCRX Investments Holdco LP 4.50 08/01/2029
40390FAA8
380000.0000000000
PA
USD
385448.2500000000
0.4649450126
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.500000000000000
N
N
N
N
N
N
HTA Group Ltd/Mauritius
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius 7.00 12/18/2025
40435WAB6
800000.0000000000
PA
USD
848544.0000000000
1.0235519316
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.000000000000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp 4.30 04/01/2027
42809HAG2
600000.0000000000
PA
USD
667155.6700000000
0.8047531710
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.300000000000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc 3.75 05/01/2029
432833AJ0
295000.0000000000
PA
USD
301280.5500000000
0.3634181479
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.750000000000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH (pfd) 5.63% 10/15/2169 Perpetual
446150AT1
60000.0000000000
NS
USD
71175.6000000000
0.0858552095
Long
EP
CORP
US
N
2
N
N
N
IIP Operating Partnership LP
N/A
IIP Operating Partnership LP 5.50 05/25/2026
44988FAC4
500000.0000000000
PA
USD
525400.3900000000
0.6337615775
Long
DBT
CORP
US
N
2
2026-05-25
Fixed
5.500000000000000
N
N
N
N
N
N
Icahn Enterprises LP / Icahn Enterprises Finance Corp
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp 5.25 05/15/2027
451102BZ9
500000.0000000000
PA
USD
520002.5000000000
0.6272503999
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.250000000000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA 4.95 06/01/2042
46115HBS5
400000.0000000000
PA
USD
415271.5800000000
0.5009192544
Long
DBT
CORP
IT
N
2
2042-06-01
Fixed
4.950000000000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc 4.88 09/15/2029
46284VAF8
470000.0000000000
PA
USD
496343.5000000000
0.5987118501
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.875000000000000
N
N
N
N
N
N
JSM Global Sarl
222100JFIJNVE1XMFY68
JSM Global Sarl 4.75 10/20/2030
46592BAA0
600000.0000000000
PA
USD
623760.0000000000
0.7524073623
Long
DBT
CORP
LU
N
2
2030-10-20
Fixed
4.750000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co (pfd) 4.60% 08/01/2170 Perpetual
48128BAG6
1145000.0000000000
NS
USD
1193032.7500000000
1.4390897534
Long
EP
CORP
US
N
2
N
N
N
Kaiser Aluminum Corp
N/A
Kaiser Aluminum Corp 4.50 06/01/2031
483007AL4
320000.0000000000
PA
USD
332044.8000000000
0.4005273697
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.500000000000000
N
N
N
N
N
N
Kenbourne Invest SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA 4.70 01/22/2028
48855KAC4
400000.0000000000
PA
USD
405614.0000000000
0.4892698471
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.700000000000000
N
N
N
N
N
N
LPL Holdings Inc
549300Z5YF8CCRMYUL26
LPL Holdings Inc 4.38 05/15/2031
50212YAF1
160000.0000000000
PA
USD
165825.6000000000
0.2000262959
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4.375000000000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029
505742AP1
540000.0000000000
PA
USD
552825.0000000000
0.6668423754
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.750000000000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc 3.75 01/15/2028
538034AX7
320000.0000000000
PA
USD
320608.0000000000
0.3867317873
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.750000000000000
N
N
N
N
N
N
LUNAR AIRCRAFT 2020-1 LTD
N/A
LUNAR AIRCRAFT 2020-1 LTD 3.38
55037LAA2
328652.1000000000
PA
USD
328651.3100000000
0.3964339895
Long
ABS-MBS
CORP
US
N
2
2045-02-15
Fixed
3.376000000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1812334.1400000000
NS
USD
1812334.1400000000
2.1861189398
Long
STIV
RF
US
N
1
N
N
N
US Foods Inc
5493000JOOFAOUY1JZ87
US Foods Inc 4.75 02/15/2029
90290MAD3
405000.0000000000
PA
USD
415125.0000000000
0.5007424431
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.750000000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc 4.63 04/15/2029
90932LAH0
320000.0000000000
PA
USD
332408.0000000000
0.4009654779
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625000000000000
N
N
N
N
N
N
United Airlines 2020-1 Class B Pass Through Trust
N/A
United Airlines 2020-1 Class B Pass Through Trust 4.88 07/15/2027
90932VAA3
355015.0000000000
PA
USD
374152.7600000000
0.4513198847
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.875000000000000
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods Inc 6.75 10/15/2028
911163AA1
405000.0000000000
PA
USD
437906.2500000000
0.5282222113
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.13 05/31/2023
91282CCD1
345000.0000000000
PA
USD
344730.4700000000
0.4158293953
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.13 07/31/2023
91282CCN9
200000.0000000000
PA
USD
199781.2500000000
0.2409851279
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.125000000000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp 6.88 03/01/2029
912909AU2
325000.0000000000
PA
USD
355468.7500000000
0.4287823916
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.875000000000000
N
N
N
N
N
N
VTR Finance NV
213800F4XI4RJB82XM19
VTR Finance NV 6.38 07/15/2028
918374AA7
800000.0000000000
PA
USD
850208.0000000000
1.0255591232
Long
DBT
CORP
CL
N
2
2028-07-15
Fixed
6.375000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-3
N/A
Verus Securitization Trust 2021-3 2.40
92539LAD2
600000.0000000000
PA
USD
603557.4600000000
0.7280381501
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
2.397000000000000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc 6.25 02/28/2057
92553PBC5
245000.0000000000
PA
USD
279793.6800000000
0.3374997191
Long
DBT
CORP
US
N
2
2057-02-28
Variable
6.250000000000000
N
N
N
N
N
N
Viking Ocean Cruises Ship VII Ltd
N/A
Viking Ocean Cruises Ship VII Ltd 5.63 02/15/2029
92682RAA0
325000.0000000000
PA
USD
323781.2500000000
0.3905595041
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
5.625000000000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC 4.13 06/04/2081
92857WBW9
240000.0000000000
PA
USD
243855.6000000000
0.2941495908
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.125000000000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
Vornado Realty LP 3.40 06/01/2031
929043AL1
180000.0000000000
PA
USD
188320.7000000000
0.2271608971
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.400000000000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP 4.88 06/01/2029
98372MAC9
523000.0000000000
PA
USD
539343.7500000000
0.6505806854
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.875000000000000
N
N
N
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Oman Government International Bond 4.75 06/15/2026
N/A
200000.0000000000
PA
USD
207258.4300000000
0.2500044386
Long
DBT
NUSS
OM
N
2
2026-06-15
Fixed
4.750000000000000
N
N
N
N
N
N
IHS Netherlands Holdco BV
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV 8.00 09/18/2027
N/A
400000.0000000000
PA
USD
430597.8600000000
0.5194065026
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.000000000000000
N
N
N
N
N
N
CBOT 10 Year Ultra US Treasury Note
N/A
US 10yr Ultra Fut Dec21
N/A
-31.0000000000
NC
USD
908.3000000000
0.0010956323
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US 10yr Ultra Fut
US 10yr Ultra Fut Dec21
2021-12-21
-4589392.6800000000
USD
908.3000000000
N
N
N
CBOT US Long Bond Future
N/A
US LONG BOND(CBT) Dec21
N/A
-9.0000000000
NC
USD
2232.4500000000
0.0026928816
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US LONG BOND(CBT)
US LONG BOND(CBT) Dec21
2021-12-21
-1468951.2000000000
USD
2232.4500000000
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Dec21
N/A
-35.0000000000
NC
USD
2119.2500000000
0.0025563347
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Dec21
2021-12-21
-4672978.6300000000
USD
2119.2500000000
N
N
N
CME Ultra Long Term US Treasury
N/A
US ULTRA BOND CBT Dec21
N/A
-1.0000000000
NC
USD
585.2800000000
0.0007059911
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US ULTRA BOND CBT
US ULTRA BOND CBT Dec21
2021-12-21
-197866.5300000000
USD
585.2800000000
N
N
N
CBOT 2 Year US Treasury Note
N/A
US 2YR NOTE (CBT) Dec21
N/A
117.0000000000
NC
USD
3462.0300000000
0.0041760563
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 2YR NOTE (CBT)
US 2YR NOTE (CBT) Dec21
2021-12-31
25774928.7100000000
USD
3462.0300000000
N
N
N
Oman Government International Bond
549300SZ20F0QTKNQC75
Oman Government International Bond 5.63 01/17/2028
N/A
600000.0000000000
PA
USD
635321.9300000000
0.7663538822
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.625
N
N
N
N
N
N
FEL Energy VI Sarl
N/A
FEL Energy VI Sarl 5.75 12/01/2040
30260LAA3
596770.2000000000
PA
USD
635688.5700000000
0.7667961399
Long
DBT
CORP
LU
N
2
2040-12-01
Fixed
5.75
N
N
N
N
N
N
Banco Mercantil del Norte SA/Grand Cayman
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman (pfd) 8.38% 10/14/2169 Perpetual
05971PAC2
600000.0000000000
NS
USD
724440.0000000000
0.8738521059
Long
EP
CORP
MX
N
2
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd 6.88 03/01/2026
N/A
400000.0000000000
PA
USD
418490.2400000000
0.5048017469
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.875000000000000
N
N
N
N
N
N
Inkia Energy Ltd
N/A
Inkia Energy Ltd 5.88 11/09/2027
N/A
200000.0000000000
PA
USD
203752.0000000000
0.2457748251
Long
DBT
CORP
PE
N
2
2027-11-09
Fixed
5.875000000000000
N
N
N
N
N
N
2021-10-26
American Century ETF Trust
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer