0001145549-23-063587.txt : 20231026 0001145549-23-063587.hdr.sgml : 20231026 20231026094903 ACCESSION NUMBER: 0001145549-23-063587 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231026 DATE AS OF CHANGE: 20231026 PERIOD START: 20230831 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: 231347770 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 2023-08-31 2023-08-31 N 171373824.170000000000 11735408.880000000000 159638415.290000000000 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 173536.180000000000 USD N N/A N/A BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565A5R0 345000.0000000000 NS USD 344655.0000000000 0.2158972822 Long EP CORP FR N 2 N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BZ3 230000.0000000000 PA USD 225585.2700000000 0.1413101412 Long DBT CORP CA N 2 2029-02-01 Fixed 7.500000000000000 N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496AQ0 560000.0000000000 PA USD 557385.5300000000 0.3491550132 Long DBT CORP US N 2 2031-02-01 Fixed 6.375000000000000 N N N N N GrafTech Global Enterprises Inc N/A 38431AAA4 455000.0000000000 PA USD 444193.7500000000 0.2782499120 Long DBT CORP US N 2 2028-12-15 Fixed 9.875000000000000 N N N N N Gray Television Inc 529900TM5726KDN7UU35 389375AL0 415000.0000000000 PA USD 290184.1900000000 0.1817759149 Long DBT CORP US N 2 2030-10-15 Fixed 4.750000000000000 N N N N N MPT Operating Partnership LP / MPT Finance Corp N/A 55342UAH7 465000.0000000000 PA USD 367888.9800000000 0.2304514107 Long DBT CORP US N 2 2027-10-15 Fixed 5.000000000000000 N N N N N Macy's Retail Holdings LLC N/A 55617LAQ5 100000.0000000000 PA USD 87590.0000000000 0.0548677459 Long DBT CORP US N 2 2030-03-15 Fixed 5.875000000000000 N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 640000.0000000000 PA USD 549376.0000000000 0.3441377184 Long DBT CORP US N 2 2032-03-15 Fixed 6.125000000000000 N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 455000.0000000000 PA USD 397636.0300000000 0.2490854280 Long DBT CORP US N 2 2029-04-01 Fixed 3.875000000000000 N N N N N Owens & Minor Inc 549300LMT5KQQXCEZ733 690732AG7 440000.0000000000 PA USD 400686.3500000000 0.2509961962 Long DBT CORP US N 2 2030-04-01 Fixed 6.625000000000000 N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AH2 595000.0000000000 PA USD 491035.6500000000 0.3075924107 Long DBT CORP US N 2 2031-12-01 Fixed 4.625000000000000 N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDK3 347000.0000000000 PA USD 334540.9700000000 0.2095616957 Long DBT CORP US N 2 2028-10-01 Fixed 6.125000000000000 N N N N N United Natural Foods Inc 549300GKGW6WPZ282D40 911163AA1 580000.0000000000 PA USD 483447.4000000000 0.3028390122 Long DBT CORP US N 2 2028-10-15 Fixed 6.750000000000000 N N N N N State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio 5493008BJIBKQ5KTIF74 N/A 3070840.0000000000 NS USD 3070840.0000000000 1.9236222024 Long STIV RF US N 1 N N Tierra Mojada Luxembourg II Sarl 254900H2U8PBIY32VI94 30260LAA3 306178.7900000000 PA USD 260387.0600000000 0.1631105267 Long DBT CORP LU N 2 2040-12-01 Fixed 5.750000000000000 N N N N N N FARM 21-1 Mortgage Trust N/A 30768WAC2 555219.8500000000 PA USD 383549.5900000000 0.2402614617 Long ABS-MBS CORP US N 2 2051-07-25 Variable 3.239775000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DQQF6 2212533.5000000000 PA USD 2003283.9400000000 1.2548883903 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QSU33 2062828.5000000000 PA USD 2019494.2300000000 1.2650427695 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 5.000000000000000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677AAB0 200000.0000000000 PA USD 186703.9200000000 0.1169542554 Long DBT CORP US N 2 2026-03-15 Fixed 3.850000000000000 N N N N N N FirstKey Homes 2021-SFR1 Trust N/A 33767WAJ2 250000.0000000000 PA USD 215645.6300000000 0.1350837952 Long ABS-MBS CORP US N 2 2038-08-17 Fixed 2.389000000000000 N N N N N N Flexential Issuer 2021-1 N/A 33938MAA7 525000.0000000000 PA USD 459459.0500000000 0.2878123346 Long ABS-MBS CORP US N 2 2051-11-27 Fixed 3.250000000000000 N N N N N N Fontainebleau Miami Beach Trust 2019-FBLU N/A 34461LAL8 207000.0000000000 PA USD 197096.8300000000 0.1234645368 Long ABS-MBS CORP US N 2 2036-12-10 Variable 4.094969000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D42 310000.0000000000 PA USD 315214.2000000000 0.1974551047 Long DBT CORP US N 2 2030-06-10 Fixed 7.200000000000000 N N N N N N Fortrea Holdings Inc 5493000FIVFABOVCDU97 34965KAA5 447000.0000000000 PA USD 438060.0000000000 0.2744076350 Long DBT CORP US N 2 2030-07-01 Fixed 7.500000000000000 N N N N N N Freddie Mac Structured Agency S6XOOCT0IEG5ABCC6L87 35564K2F5 241847.0300000000 PA USD 242876.3600000000 0.1521415504 Long ABS-MBS CORP US N 2 2043-06-25 Variable 7.287579999999999 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA6 5493000IS30HKV5IAS29 35564KH36 192054.5300000000 PA USD 193811.4100000000 0.1214064983 Long ABS-MBS CORP US N 2 2042-09-25 Variable 7.437580000000000 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA6 5493000ISHRHX47NOH65 35564KJG5 383201.1800000000 PA USD 377194.1900000000 0.2362803397 Long ABS-MBS CORP US N 2 2041-09-25 Variable 6.137580000000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA3 5493000IS4M3TZMRB410 35564KUW7 356663.3100000000 PA USD 359368.1400000000 0.2251138232 Long ABS-MBS CORP US N 2 2042-04-25 Variable 7.287579999999999 N N N N N N GCAT 2021-CM2 Trust N/A 36167AAA8 364984.2700000000 PA USD 328799.7700000000 0.2059653182 Long ABS-MBS CORP US N 2 2066-08-25 Variable 2.352000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 2439477.3900000000 PA USD 2078626.7200000000 1.3020842861 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.500000000000000 N N N N N N GS Mortgage Securities Corp Trust 2018-HULA N/A 36259AAL3 233267.0100000000 PA USD 229423.6300000000 0.1437145499 Long ABS-MBS CORP US N 2 2025-07-15 Variable 7.073010000000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BQ5 580000.0000000000 NS USD 581087.5000000000 0.3640022979 Long EP CORP US N 2 N N N General Motors Financial Co In 5493008B6JBRUJ90QL97 37045XAZ9 281000.0000000000 PA USD 273053.9700000000 0.1710452772 Long DBT CORP US N 2 2025-07-13 Fixed 4.300000000000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDU7 490000.0000000000 PA USD 473623.4700000000 0.2966851488 Long DBT CORP US N 2 2025-04-07 Fixed 3.800000000000000 N N N N N N Geopark Ltd 529900ZR5QI19AH4KZ07 37255BAB5 460000.0000000000 PA USD 398077.0100000000 0.2493616648 Long DBT CORP CO N 2 2027-01-17 Fixed 5.500000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GA38 500000.0000000000 NS USD 503750.0000000000 0.3155568784 Long EP CORP US N 2 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWV2 64000.0000000000 PA USD 59247.9500000000 0.0371138425 Long DBT CORP US N 2 2029-04-23 Variable 3.814000000000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49306SAA4 425000.0000000000 PA USD 387974.2800000000 0.2430331567 Long DBT CORP US N 2 2027-12-14 Fixed 4.390000000000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEL3 165000.0000000000 PA USD 157499.8500000000 0.0986603693 Long DBT CORP US N 2 2025-05-23 Variable 3.878000000000000 N N N N N N Kyndryl Holdings Inc 549300LQ4LWX2R8ZV130 50155QAK6 665000.0000000000 PA USD 556417.6400000000 0.3485487118 Long DBT CORP US N 2 2028-10-15 Fixed 2.700000000000000 N N N N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889AE9 710000.0000000000 PA USD 705502.0100000000 0.4419374928 Long DBT CORP US N 2 2033-06-15 Fixed 6.250000000000000 N N N N N N Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp N/A 505742AM8 445000.0000000000 PA USD 402968.5900000000 0.2524258270 Long DBT CORP US N 2 2027-02-01 Fixed 4.250000000000000 N N N N N N Life 2021-BMR Mortgage Trust N/A 53218CAG5 590765.0500000000 PA USD 572407.9700000000 0.3585653046 Long ABS-MBS CORP US N 2 2038-03-15 Variable 6.824479999999999 N N N N N N LoanCore N/A 53946JAE4 260000.0000000000 PA USD 252612.1800000000 0.1582402203 Long ABS-CBDO CORP US N 2 2036-05-15 Variable 7.124960000000000 N N N N N N LUNAR AIRCRAFT 2020-1 LTD N/A 55037LAA2 264145.0200000000 PA USD 228920.1200000000 0.1433991434 Long ABS-MBS CORP US N 2 2045-02-15 Fixed 3.376000000000000 N N N N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AF5 445000.0000000000 PA USD 425547.1400000000 0.2665693838 Long DBT CORP CA N 2 2029-02-01 Fixed 5.875000000000000 N N N N N N MFA 2020-NQM2 Trust N/A 552751AA7 109717.9100000000 PA USD 99902.0200000000 0.0625801877 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381000000000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55282XAJ9 400000.0000000000 PA USD 389227.8400000000 0.2438184063 Long ABS-CBDO CORP US N 2 2036-07-15 Variable 7.928240000000000 N N N N N N MAPS 2021-1 Trust N/A 55292RAA9 286022.1300000000 PA USD 248839.2500000000 0.1558767979 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 2.521000000000000 N N N N N N MHP 2022-MHIL N/A 55293DAG6 489715.9100000000 PA USD 470466.5500000000 0.2947076048 Long ABS-MBS CORP US N 2 2027-01-15 Variable 6.923380000000000 N N N N N N MACH 1 Cayman 2019-1 Ltd N/A 55446MAA5 273153.9900000000 PA USD 233464.7200000000 0.1462459519 Long ABS-MBS CORP US N 2 2039-10-15 Fixed 3.474000000000000 N N N N N N Madison Park Funding Ltd 254900END3IQSN7CTN87 55819RAG0 475000.0000000000 PA USD 453249.7500000000 0.2839227320 Long ABS-CBDO CORP US N 2 2028-01-22 Variable 9.957179999999999 N N N N N N Magallanes Inc 549300DXR29GD4N0A520 55903VBA0 80000.0000000000 PA USD 75060.1400000000 0.0470188456 Long DBT CORP US N 2 2027-03-15 Fixed 3.755000000000000 N N N N N N MAPS 2018-1 Ltd N/A 56564RAA8 256219.6000000000 PA USD 229414.1100000000 0.1437085864 Long ABS-MBS CORP US N 2 2043-05-15 Fixed 4.212000000000001 N N N N N N MF1 Multifamily Housing Mortga N/A 58003UAJ7 585000.0000000000 PA USD 570497.8500000000 0.3573687755 Long ABS-CBDO CORP US N 2 2035-11-15 Variable 9.528240000000000 N N N N N N Med Trust 2021-MDLN N/A 58403YAX4 369675.8400000000 PA USD 352042.0100000000 0.2205246208 Long ABS-MBS CORP US N 2 2038-11-15 Variable 9.424479999999999 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BX1 255000.0000000000 PA USD 202091.8600000000 0.1265935017 Long DBT CORP JP N 2 2032-07-20 Variable 2.309000000000000 N N N N N N Palomino Funding Trust I N/A 69754AAA8 520000.0000000000 PA USD 527055.6700000000 0.3301559146 Long DBT CORP US N 2 2028-05-17 Fixed 7.233000000000001 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBK4 460000.0000000000 PA USD 449617.5200000000 0.2816474463 Long DBT CORP NL N 2 2033-07-03 Fixed 6.500000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 525000.0000000000 PA USD 380337.5100000000 0.2382493645 Long DBT CORP MX N 2 2031-01-28 Fixed 5.950000000000000 N N N N N N Pioneer Aircraft Finance Ltd N/A 72353PAA4 382830.2200000000 PA USD 333517.3200000000 0.2089204653 Long ABS-MBS CORP KY N 2 2044-06-15 Fixed 3.967000000000000 N N N N N N Progress Residential 2021-SFR1 N/A 74331FAG6 750000.0000000000 PA USD 660786.0000000000 0.4139266848 Long ABS-MBS CORP US N 2 2038-04-17 Fixed 1.805000000000000 N N N N N N Radnor RE 2021-2 Ltd N/A 75049GAA7 327075.1100000000 PA USD 327245.2900000000 0.2049915676 Long ABS-MBS CORP US N 2 2031-11-25 Variable 7.137580000000000 N N N N N N Ready Capital Corp N/A 75574YAG8 400000.0000000000 PA USD 385978.9600000000 0.2417832571 Long ABS-CBDO CORP US N 2 2038-04-25 Variable 7.679430000000000 N N N N N N Ready Capital Corp N/A 75575TAG8 350000.0000000000 PA USD 332771.6400000000 0.2084533597 Long ABS-CBDO CORP US N 2 2036-07-25 Variable 7.329429999999999 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 758750AF0 425000.0000000000 PA USD 421378.1200000000 0.2639578445 Long DBT CORP US N 2 2033-04-15 Floating 6.400000000000000 N N N N N N Romanian Government International Bond 315700IASY927EDWBK92 77586RAQ3 381000.0000000000 PA USD 394326.2400000000 0.2470121238 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.625000000000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 780153BT8 360000.0000000000 PA USD 365814.4300000000 0.2291518801 Long DBT CORP US N 2 2030-01-15 Fixed 7.250000000000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 78442FET1 375000.0000000000 PA USD 373770.7900000000 0.2341358684 Long DBT CORP US N 2 2024-03-25 Fixed 6.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZQ6 1815000.0000000000 PA USD 1440301.7600000000 0.9022275480 Long DBT UST US N 2 2030-05-15 Fixed 0.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CDN8 1720000.0000000000 PA USD 1630842.1800000000 1.0215850471 Long DBT UST US N 2 2024-12-15 Fixed 1.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CEM9 880000.0000000000 PA USD 819190.6300000000 0.5131538224 Long DBT UST US N 2 2029-04-30 Fixed 2.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CFV8 265000.0000000000 PA USD 264927.5400000000 0.1659547544 Long DBT UST US N 2 2032-11-15 Fixed 4.125000000000000 N N N N N N United States Treasury Note/Bond - When Issued 254900HROIFWPRGM1V77 91282CFX4 3550000.0000000000 PA USD 3518590.8100000000 2.2041003123 Long DBT UST US N 2 2024-11-30 Fixed 4.375000000000000 N N N N N N United States Treasury Note/Bond - When Issued 254900HROIFWPRGM1V77 91282CFY2 505000.0000000000 PA USD 494959.1800000000 0.3100501713 Long DBT UST US N 2 2029-11-30 Fixed 3.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CGE5 500000.0000000000 PA USD 490605.4700000000 0.3073229392 Long DBT UST US N 2 2026-01-15 Fixed 3.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CGP0 2557000.0000000000 PA USD 2525736.6900000000 1.5821609638 Long DBT UST US N 2 2028-02-29 Fixed 4.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CGV7 532000.0000000000 PA USD 520570.3100000000 0.3260933836 Long DBT UST US N 2 2026-04-15 Fixed 3.750000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHA2 910000.0000000000 PA USD 879874.0200000000 0.5511668469 Long DBT UST US N 2 2028-04-30 Fixed 3.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHB0 4500000.0000000000 PA USD 4389257.7900000000 2.7494997254 Long DBT UST US N 2 2026-05-15 Fixed 3.625000000000000 N N N N N N CBOT 2 Year US Treasury Note N/A N/A 161.0000000000 NC USD 108799.4600000000 0.0681536833 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 2YR NOTE (CBT) US 2YR NOTE (CBT) Dec23 2023-12-29 32703755.3100000000 USD 108799.4600000000 N N N CBOT US Long Bond Future N/A N/A -20.0000000000 NC USD -24190.8000000000 -0.0151534955 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US LONG BOND(CBT) US LONG BOND(CBT) Dec23 2023-12-19 -2409559.2000000000 USD -24190.8000000000 N N N CME Ultra Long Term US Treasury N/A N/A -3.0000000000 NC USD -4307.3900000000 -0.0026982165 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US ULTRA BOND CBT US ULTRA BOND CBT Dec23 2023-12-19 -384098.8600000000 USD -4307.3900000000 N N N CBOT 10 Year Ultra US Treasury Note N/A N/A 166.0000000000 NC USD 181801.2900000000 0.1138831713 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 10yr Ultra Fut US 10yr Ultra Fut Dec23 2023-12-19 19092354.9600000000 USD 181801.2900000000 N N N Castlelake Aircraft Structured Trust 2021-1 N/A 14856GAA8 342261.2800000000 PA USD 316144.4200000000 0.1980378090 Long ABS-MBS CORP US N 2 2046-01-15 Fixed 3.474000000000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAR5 10000.0000000000 PA USD 9990.8600000000 0.0062584310 Long DBT CORP US N 2 2024-07-05 Floating 5.900000000000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAW4 465000.0000000000 PA USD 466548.8500000000 0.2922534962 Long DBT CORP US N 2 2028-11-15 Floating 6.350000000000001 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAV3 435000.0000000000 PA USD 372684.7700000000 0.2334555685 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000000 N N N N N N Slam 2021-1 Ltd N/A 78449AAC6 432300.0000000000 PA USD 368447.6500000000 0.2308013703 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.422000000000000 N N N N N N SMRT 2022-MINI N/A 78457JAQ5 596000.0000000000 PA USD 553436.9600000000 0.3466815672 Long ABS-MBS CORP US N 2 2039-01-15 Variable 8.661000000000000 N N N N N N Santander UK Group Holdings PL 549300F5XIFGNNW4CF72 80281LAN5 565000.0000000000 PA USD 547857.6000000000 0.3431865688 Long DBT CORP GB N 2 2025-03-15 Variable 1.089000000000000 N N N N N N SAPPHIRE AVIATION FINANCE II LTD N/A 80307AAA7 172340.3700000000 PA USD 146132.1900000000 0.0915394892 Long ABS-MBS CORP US N 2 2040-03-15 Fixed 3.228000000000000 N N N N N N Saudi Government International Bond 635400FMICXSM3SI3H65 80413TBA6 210000.0000000000 PA USD 217035.0000000000 0.1359541183 Long DBT NUSS SA N 2 2032-10-25 Fixed 5.500000000000000 N N N N N N Saudi Government International Bond 635400FMICXSM3SI3H65 80413TBC2 264000.0000000000 PA USD 261610.0100000000 0.1638766017 Long DBT NUSS SA N 2 2028-01-18 Fixed 4.750000000000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CE3 273000.0000000000 PA USD 273448.9300000000 0.1712926864 Long DBT CORP US N 2 2034-05-19 Variable 5.853000000000001 N N N N N N Stewart Park CLO 549300FC1IHOM4H6GL63 860444AS7 300000.0000000000 PA USD 293106.6600000000 0.1836065959 Long ABS-CBDO CORP US N 2 2030-01-15 Variable 7.369570000000000 N N N N N N Stratus CLO LTD 254900QVXP4GJ625LF86 86315TAE5 350000.0000000000 PA USD 344199.3500000000 0.2156118559 Long ABS-CBDO CORP US N 2 2029-12-28 Variable 7.487749999999999 N N N N N N Surgery Center Holdings Inc 54930054EVI5HWPPW113 86880NAX1 686975.6100000000 PA USD 689081.1900000000 0.4316512343 Long LON CORP US N 2 2026-08-31 Variable 9.193300000000001 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDM9 270000.0000000000 PA USD 241321.0600000000 0.1511672861 Long DBT CORP US N 2 2029-06-01 Fixed 4.250000000000000 N N N N N N Warner Media LLC 5493004RSX004WU3UT62 887317BB0 334000.0000000000 PA USD 297188.3400000000 0.1861634240 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114TZQ8 200000.0000000000 PA USD 161781.8300000000 0.1013426685 Long DBT CORP CA N 2 2032-01-12 Fixed 2.450000000000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BP1 235000.0000000000 PA USD 210914.8500000000 0.1321203606 Long DBT CORP US N 2 2029-01-15 Fixed 4.625000000000000 N N N N N N Triangle Re 2021-1 Ltd N/A 89600FAD5 311860.5200000000 PA USD 313584.9800000000 0.1964345358 Long ABS-MBS CORP US N 2 2033-08-25 Variable 9.329430000000000 N N N N N N Triangle Re 2021-3 Ltd N/A 89600HAA7 103567.8200000000 PA USD 103750.9800000000 0.0649912365 Long ABS-MBS CORP US N 2 2034-02-25 Variable 7.187580000000000 N N N N N N Trinity Rail Leasing LP N/A 89655YAA4 160975.0300000000 PA USD 160180.9600000000 0.1003398585 Long ABS-MBS CORP US N 2 2039-11-16 Fixed 6.657000000000000 N N N N N N Tronox Inc 549300EPZ4YXC7E5P181 897051AC2 500000.0000000000 PA USD 412467.8200000000 0.2583762932 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAT7 120000.0000000000 PA USD 113910.8300000000 0.0713555254 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.875000000000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAU4 400000.0000000000 PA USD 404433.4100000000 0.2533434132 Long DBT NUSS MX N 2 2028-02-09 Fixed 5.400000000000000 N N N N N N United Rentals North America Inc NGIZXNT70J2LYT3FBI09 911365BQ6 585000.0000000000 PA USD 581942.2600000000 0.3645377329 Long DBT CORP US N 2 2029-12-15 Fixed 6.000000000000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 274000.0000000000 PA USD 273516.4000000000 0.1713349506 Long DBT CORP US N 2 2029-06-12 Variable 5.775000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828U24 700000.0000000000 PA USD 648210.9300000000 0.4060494642 Long DBT UST US N 2 2026-11-15 Fixed 2.000000000000000 N N N N N N ACRES Commercial Realty Ltd N/A 00103CAA7 426732.5900000000 PA USD 417193.1100000000 0.2613362888 Long ABS-CBDO CORP US N 2 2036-06-15 Variable 6.628240000000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AU5 480000.0000000000 PA USD 389402.2100000000 0.2439276344 Long DBT CORP US N 2 2062-02-15 Variable 3.875000000000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XCC2 5000.0000000000 PA USD 4927.9600000000 0.0030869512 Long DBT CORP US N 2 2028-07-15 Fixed 5.250000000000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XCD0 425000.0000000000 PA USD 421065.0200000000 0.2637617138 Long DBT CORP US N 2 2033-07-15 Fixed 5.550000000000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DM9 318000.0000000000 PA USD 316842.7300000000 0.1984752413 Long DBT CORP US N 2 2025-03-02 Fixed 5.250000000000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DQ0 505000.0000000000 PA USD 505957.9600000000 0.3169399791 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000000 N N N N N N Angel Oak Mortgage Trust 2021-7 N/A 03464JAC5 592801.6400000000 PA USD 488233.5100000000 0.3058371064 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.337000000000000 N N N N N N Angel Oak Mortgage Trust 2020-5 N/A 03464WAB8 491792.5300000000 PA USD 453244.0600000000 0.2839191677 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.579000000000000 N N N N N N Angel Oak Mortgage Trust 2020-2 N/A 03464XAB6 188004.8200000000 PA USD 176935.9200000000 0.1108354275 Long ABS-MBS CORP US N 2 2065-01-26 Variable 3.860000000000000 N N N N N N Angel Oak Mortgage Trust 2021-3 N/A 03465EAD3 600000.0000000000 PA USD 376542.3600000000 0.2358720232 Long ABS-MBS CORP US N 2 2066-05-25 Variable 2.479000000000000 N N N N N N Angel Oak Mortgage Trust 2021-5 N/A 03465HAA2 522063.9500000000 PA USD 434221.1000000000 0.2720028880 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.951000000000000 N N N N N N Antares Holdings LP 5493008EAIGV4283RM42 03666HAF8 430000.0000000000 PA USD 432309.7200000000 0.2708055697 Long DBT CORP CA N 2 2028-08-11 Fixed 7.950000000000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674XAS5 650000.0000000000 PA USD 608414.8900000000 0.3811206024 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000000 N N N N N N Arbor Realty Trust Inc N/A 03880RAA7 262500.0000000000 PA USD 258824.7900000000 0.1621318963 Long ABS-CBDO CORP US N 2 2036-11-15 Variable 6.774960000000000 N N N N N N Arbor Realty Trust Inc N/A 03881CAA9 500000.0000000000 PA USD 495423.3000000000 0.3103409033 Long ABS-CBDO CORP US N 2 2035-12-15 Variable 6.394959999999999 N N N N N N ARES CLO 5493001J0ZSE1Y09WE50 04016VAG0 500000.0000000000 PA USD 488052.1000000000 0.3057234683 Long ABS-CBDO CORP US N 2 2030-04-15 Variable 7.319570000000000 N N N N N N Arsenal AIC Parent LLC N/A 04288BAB6 38000.0000000000 PA USD 38854.6200000000 0.0243391416 Long DBT CORP US N 2 2030-10-01 Fixed 8.000000000000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3J8 650000.0000000000 PA USD 637522.0200000000 0.3993537638 Long DBT CORP US N 2 2024-03-08 Fixed 2.514000000000000 N N N N N N Avantor Funding Inc 5493003VM0XB4U8YD238 05352TAA7 415000.0000000000 PA USD 385634.1400000000 0.2415672564 Long DBT CORP US N 2 2028-07-15 Fixed 4.625000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 735000.0000000000 PA USD 726217.8500000000 0.4549142189 Long DBT CORP FR N 2 2024-07-21 Fixed 5.150000000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAF8 545000.0000000000 PA USD 537221.8500000000 0.3365241687 Long DBT CORP FR N 2 2029-06-12 Variable 5.335000000000000 N N N N N N BX Trust 2018-BILT N/A 05606JAJ4 300000.0000000000 PA USD 295748.5500000000 0.1852615171 Long ABS-MBS CORP US N 2 2030-05-15 Variable 6.828010000000000 N N N N N N BX Trust 2021-ARIA N/A 05608RAQ8 314000.0000000000 PA USD 287078.9300000000 0.1798307315 Long ABS-MBS CORP US N 2 2036-10-15 Variable 8.566580000000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CS4 315000.0000000000 PA USD 314318.4300000000 0.1968939803 Long DBT CORP US N 2 2033-06-15 Fixed 5.700000000000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AK1 435000.0000000000 PA USD 390336.4400000000 0.2445128507 Long DBT CORP FR N 2 2033-01-10 Variable 4.000000000000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22534PAE3 317000.0000000000 PA USD 317009.7000000000 0.1985798339 Long DBT CORP FR N 2 2026-07-05 Fixed 5.589000000000000 N N N N N N Credit Acceptance Auto Loan Trust 2022-3 N/A 22534QAA9 250000.0000000000 PA USD 251036.2000000000 0.1572530018 Long ABS-MBS CORP US N 2 2032-10-15 Fixed 6.570000000000000 N N N N N N CrownRock LP / CrownRock Finance Inc N/A 228701AG3 425000.0000000000 PA USD 395101.2500000000 0.2474976022 Long DBT CORP US N 2 2029-05-01 Fixed 5.000000000000000 N N N N N N Deephaven Residential Mortgage Trust 2021-3 N/A 24381VAA8 300168.8000000000 PA USD 250065.2200000000 0.1566447647 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.194000000000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CG2 405000.0000000000 PA USD 392418.1200000000 0.2458168476 Long DBT CORP US N 2 2025-04-01 Variable 1.447000000000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 25160PAN7 302000.0000000000 PA USD 306667.0000000000 0.1921010049 Long DBT CORP US N 2 2027-07-13 Variable 7.146000000000000 N N N N N N Diamond Issuer N/A 25267TAN1 691000.0000000000 PA USD 596614.9300000000 0.3737289229 Long ABS-MBS CORP US N 2 2051-11-20 Fixed 2.305000000000000 N N N N N N Diamond Issuer N/A 25267TAS0 575000.0000000000 PA USD 463172.5600000000 0.2901385354 Long ABS-MBS CORP US N 2 2051-11-20 Fixed 3.787000000000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAJ0 485000.0000000000 PA USD 444342.9300000000 0.2783433606 Long DBT CORP US N 2 2026-07-27 Fixed 3.450000000000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 745000.0000000000 PA USD 687403.2500000000 0.4306001464 Long DBT CORP US N 2 2028-08-09 Variable 5.974000000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAE0 291872.5000000000 PA USD 279950.3800000000 0.1753652963 Long ABS-MBS CORP US N 2 2045-10-25 Fixed 4.474000000000000 N N N N N N Dryden Senior Loan Fund 549300AS2O1RYPD2ED41 26249BAU5 300000.0000000000 PA USD 293537.0100000000 0.1838761738 Long ABS-CBDO CORP US N 2 2028-11-15 Variable 7.326180000000000 N N N N N N Dryden Senior Loan Fund N/A 26252NAS8 500000.0000000000 PA USD 486316.9500000000 0.3046365432 Long ABS-CBDO CORP US N 2 2032-05-15 Variable 7.476179999999999 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAM2 480000.0000000000 PA USD 484912.8000000000 0.3037569617 Long DBT CORP US N 2 2027-06-01 Fixed 7.500000000000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 375000.0000000000 PA USD 363563.5100000000 0.2277418686 Long DBT CORP CO N 2 2026-06-26 Fixed 5.375000000000000 N N N N N N EdgeConneX Data Centers Issuer N/A 28000XAA6 289345.0000000000 PA USD 263614.7400000000 0.1651323959 Long ABS-MBS CORP US N 2 2052-03-25 Fixed 4.250000000000000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAD2 452000.0000000000 PA USD 453666.0700000000 0.2841835214 Long DBT CORP US N 2 2030-09-01 Fixed 6.500000000000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBD7 180000.0000000000 PA USD 166494.2300000000 0.1042945896 Long DBT CORP US N 2 2026-11-18 Fixed 2.900000000000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBG0 245000.0000000000 PA USD 214219.6500000000 0.1341905390 Long DBT CORP US N 2 2027-07-15 Fixed 1.800000000000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAK3 355000.0000000000 PA USD 352342.3800000000 0.2207127773 Long DBT CORP US N 2 2030-07-01 Fixed 5.500000000000000 N N N N N N Extended Stay America Trust 2021-ESH N/A 30227FAL4 307287.3700000000 PA USD 302538.6700000000 0.1895149544 Long ABS-MBS CORP US N 2 2038-07-15 Variable 8.274480000000001 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GYA6 399000.0000000000 PA USD 357950.1500000000 0.2242255721 Long DBT CORP US N 2 2027-03-09 Variable 1.431000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GYM0 254000.0000000000 PA USD 226129.3500000000 0.1416509614 Long DBT CORP US N 2 2027-10-21 Variable 1.948000000000000 N N N N N N Gray Television Inc N/A 389286AA3 695000.0000000000 PA USD 485838.0100000000 0.3043365277 Long DBT CORP US N 2 2031-11-15 Fixed 5.375000000000000 N N N N N N Great Wolf Trust 2019-WOLF N/A 39152TAJ9 253000.0000000000 PA USD 250640.5200000000 0.1570051416 Long ABS-MBS CORP US N 2 2036-12-15 Variable 7.057480000000000 N N N N N N Greystone Commercial Real Esta N/A 39809LAG9 197000.0000000000 PA USD 188877.5700000000 0.1183158638 Long ABS-CBDO CORP US N 2 2037-09-15 Variable 7.824960000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 755000.0000000000 PA USD 725884.0000000000 0.4547050901 Long DBT CORP GB N 2 2025-05-24 Variable 0.976000000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 589000.0000000000 PA USD 470619.3500000000 0.2948033211 Long DBT CORP GB N 2 2032-05-24 Variable 2.804000000000000 N N N N N N HGI CRE CLO Ltd 549300VYJ293N0KO2L78 40441LAC0 603000.0000000000 PA USD 585764.3300000000 0.3669319374 Long ABS-CBDO CORP US N 2 2036-06-16 Variable 6.827090000000000 N N N N N N ACRES Commercial Realty Ltd N/A 00103CAC3 284500.0000000000 PA USD 274676.6100000000 0.1720617243 Long ABS-CBDO CORP US N 2 2036-06-15 Variable 7.028239999999999 N N N N N N AMMC CDO 549300LU2QIHE9T9V444 00175LAN2 500000.0000000000 PA USD 497718.0000000000 0.3117783393 Long ABS-CBDO CORP US N 2 2029-07-25 Variable 9.212819999999999 N N N N N N Hilton Grand Vacations Trust 2017-A N/A 43283AAB1 349779.5100000000 PA USD 347053.8500000000 0.2173999594 Long ABS-MBS CORP US N 2 2028-12-26 Fixed 2.960000000000000 N N N N N N Home RE 2022-1 Ltd N/A 43730GAA9 118247.3200000000 PA USD 119196.8300000000 0.0746667585 Long ABS-MBS CORP US N 2 2034-10-25 Variable 8.137580000000000 N N N N N N AMMC CDO 5493004OOK6VXHQ8DQ60 00176ABB0 500000.0000000000 PA USD 495366.4000000000 0.3103052602 Long ABS-CBDO CORP US N 2 2031-04-30 Variable 7.230729999999999 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 5000.0000000000 PA USD 4445.9600000000 0.0027850189 Long DBT CORP US N 2 2035-05-15 Fixed 4.500000000000000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327AN9 715000.0000000000 PA USD 715002.6700000000 0.4478888548 Long DBT CORP US N 2 2025-12-12 Fixed 5.800000000000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAB2 104000.0000000000 PA USD 105517.0700000000 0.0660975429 Long DBT CORP US N 2 2033-08-14 Fixed 5.700000000000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 345000.0000000000 PA USD 337447.3900000000 0.2113823226 Long DBT CORP IT N 2 2024-06-26 Fixed 5.017000000000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBZ9 465000.0000000000 PA USD 459290.8100000000 0.2877069465 Long DBT CORP IT N 2 2033-06-20 Fixed 6.625000000000000 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46188BAF9 150000.0000000000 PA USD 145336.5500000000 0.0910410879 Long DBT CORP US N 2 2033-08-15 Fixed 5.500000000000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAD0 368000.0000000000 PA USD 370429.6300000000 0.2320429136 Long DBT CORP US N 2 2030-05-15 Fixed 6.500000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMT6 995000.0000000000 PA USD 966646.1800000000 0.6055222850 Long DBT CORP US N 2 2034-02-15 Fixed 5.400000000000000 N N N N N N American Airlines Inc/AAdvantage Loyalty IP Ltd N/A 00253XAA9 220000.0100000000 PA USD 216112.3000000000 0.1353761246 Long DBT CORP US N 2 2026-04-20 Fixed 5.500000000000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAL5 860000.0000000000 PA USD 772542.3900000000 0.4839326353 Long DBT CORP US N 2 2032-07-15 Fixed 5.625000000000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON N/A 46649XAA5 282000.0000000000 PA USD 258646.8800000000 0.1620204507 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 4.128300000000000 N N N N N N KKR Static CLO Trust N/A 48255QAE3 430000.0000000000 PA USD 426606.7800000000 0.2672331589 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 7.926139999999999 N N N N N N KVK CLO 2013-1 Ltd 5493007VGL59COTLZY21 482739AJ8 250000.0000000000 PA USD 248272.9500000000 0.1555220587 Long ABS-CBDO CORP US N 2 2028-01-14 Variable 8.522660000000000 N N N N N N Aaset 2021-2 Trust N/A 00258BAB0 430929.1700000000 PA USD 346906.6000000000 0.2173077197 Long ABS-MBS CORP US N 2 2047-01-15 Fixed 3.538000000000000 N N N N N N Adams Outdoor Advertising LP 549300BTFXNHDCUHER30 006346AX8 300000.0000000000 PA USD 298759.6800000000 0.1871477360 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 8.810000000000000 N N N N N N Kenbourne Invest SA 222100QGH6Y9KFYZ4B27 48855KAC4 173000.0000000000 PA USD 106317.1000000000 0.0665986942 Long DBT CORP LU N 2 2028-01-22 Fixed 4.700000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEM3 295000.0000000000 PA USD 281177.6900000000 0.1761341025 Long DBT CORP US N 2 2026-02-18 Variable 2.630000000000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBB0 665000.0000000000 PA USD 632298.4300000000 0.3960816254 Long DBT CORP IE N 2 2024-10-29 Fixed 1.750000000000000 N N N N N N Agree LP 549300DXY3G299V1BO77 008513AA1 380000.0000000000 PA USD 315760.2100000000 0.1977971339 Long DBT CORP US N 2 2030-10-01 Fixed 2.900000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEY7 290000.0000000000 PA USD 303975.0000000000 0.1904146940 Long DBT CORP US N 2 2033-10-18 Variable 6.342000000000001 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 232000.0000000000 PA USD 228200.1800000000 0.1429481617 Long DBT CORP US N 2 2034-07-21 Variable 5.424000000000000 N N N N N N Aimco CDO N/A 00900GAE5 750000.0000000000 PA USD 744409.4300000000 0.4663097091 Long ABS-CBDO CORP US N 2 2031-04-17 Variable 6.969570000000000 N N N N N N Aimco CDO 5493004I93856WYBB035 00901AAN7 250000.0000000000 PA USD 245250.0000000000 0.1536284356 Long ABS-CBDO CORP US N 2 2032-07-22 Variable 7.507180000000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAK8 720000.0000000000 PA USD 600770.3200000000 0.3763319242 Long DBT CORP US N 2 2030-12-01 Fixed 3.125000000000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAX9 605000.0000000000 PA USD 601429.2800000000 0.3767447070 Long DBT CORP US N 2 2028-07-18 Fixed 6.500000000000000 N N N N N N Alexander Funding Trust II N/A 014916AA8 390000.0000000000 PA USD 395348.9700000000 0.2476527779 Long DBT CORP US N 2 2028-07-31 Fixed 7.467000000000001 N N N N N N Aligned Data Centers Issuer LLC N/A 01627AAB4 400000.0000000000 PA USD 344904.3200000000 0.2160534602 Long ABS-MBS CORP US N 2 2046-08-15 Fixed 2.482000000000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HBA5 410000.0000000000 PA USD 331702.8300000000 0.2077838404 Long DBT CORP NL N 2 2031-05-11 Fixed 2.500000000000000 N N N N N N NP SPE II LLC 549300M4DFCB4G0UM882 62954JAA2 313820.4600000000 PA USD 293640.1100000000 0.1839407573 Long ABS-MBS CORP US N 2 2049-09-20 Fixed 2.574000000000000 N N N N N N ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A N/A 01627AAC2 350000.0000000000 PA USD 346439.7300000000 0.2170152650 Long ABS-MBS CORP US N 2 2047-10-15 Fixed 6.3500000000 N N N N N N ATI Inc ZW1LRE7C3H17O2ZN9B45 01741RAL6 390000.0000000000 PA USD 352474.7400000000 0.2207956897 Long DBT CORP US N 2 2029-10-01 Fixed 4.875000000000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAJ0 290000.0000000000 PA USD 289678.8200000000 0.1814593433 Long DBT CORP US N 2 2034-02-15 Fixed 5.550000000000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AL0 1087000.0000000000 PA USD 1020918.2500000000 0.6395191584 Long DBT CORP US N 2 2028-10-15 Fixed 4.300000000000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060691 941000.0000000000 PA USD 943536.2800000000 0.5910458822 Long ABS-MBS USGA US N 2 2053-03-25 Fixed 6.000000000000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BK6 19000.0000000000 PA USD 18626.1500000000 0.0116677117 Long DBT CORP US N 2 2033-03-30 Fixed 5.250000000000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AS5 185000.0000000000 PA USD 181477.3600000000 0.1136802565 Long DBT CORP US N 2 2033-10-15 Fixed 5.600000000000001 N N N N N N Navigator Aircraft ABS Ltd N/A 63943BAB9 264955.3500000000 PA USD 217334.2400000000 0.1361415669 Long ABS-MBS CORP US N 2 2046-11-15 Floating 3.571000000000000 N N N N N N Nigeria Government International Bond 549300GSBZD84TNEQ285 65412JAC7 450000.0000000000 PA USD 387140.8500000000 0.2425110831 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.500000000000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EC5 635000.0000000000 PA USD 646379.2000000000 0.4049020399 Long DBT CORP US N 2 2028-09-01 Fixed 6.375000000000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBK0 480150.0000000000 PA USD 478476.6800000000 0.2997252755 Long LON CORP US N 2 2028-02-15 Variable 8.178200000000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771T32 330000.0000000000 PA USD 324496.7600000000 0.2032698454 Long DBT CORP US N 2 2028-02-15 Fixed 7.250000000000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EF8 499000.0000000000 PA USD 503326.3300000000 0.3152914849 Long DBT CORP US N 2 2031-01-01 Fixed 6.125000000000000 N N N N N N Octagon Investment Partners Lt 549300VYCI9AZ4NZBX86 67590EBL7 300000.0000000000 PA USD 294098.2800000000 0.1842277621 Long ABS-CBDO CORP US N 2 2030-07-19 Variable 7.581729999999999 N N N N N N American Airlines 2017-2 Class B Pass Through Trust N/A 02377DAA0 445022.0900000000 PA USD 422237.3600000000 0.2644960859 Long DBT CORP US N 2 2027-04-15 Fixed 3.700000000000000 N N N N N N BXHPP Trust 2021-FILM N/A 05609JAN2 300000.0000000000 PA USD 265109.2200000000 0.1660685616 Long ABS-MBS CORP US N 2 2036-08-15 Variable 6.924480000000000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAE9 229000.0000000000 PA USD 210714.6000000000 0.1319949209 Long ABS-MBS CORP US N 2 2036-01-15 Variable 6.925479999999999 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BL6 160000.0000000000 PA USD 161315.1700000000 0.1010503454 Long DBT CORP US N 2 2033-09-01 Fixed 6.050000000000000 N N N N N N BXHPP Trust 2021-FILM N/A 05609JAQ5 250000.0000000000 PA USD 214288.3300000000 0.1342335613 Long ABS-MBS CORP US N 2 2036-08-15 Variable 7.424480000000000 N N N N N N BX Trust N/A 05609QAG1 501205.0000000000 PA USD 486509.9700000000 0.3047574540 Long ABS-MBS CORP US N 2 2038-11-15 Variable 7.274480000000000 N N N N N N Owens-Brockway Glass Container Inc V2UQUCDZJ9WY98W8QU33 69073TAU7 678000.0000000000 PA USD 684915.6000000000 0.4290418436 Long DBT CORP US N 2 2031-05-15 Fixed 7.250000000000000 N N N N N N Blue Owl Capital Corp 2549000BD79OOCPF2L94 69121KAE4 823000.0000000000 PA USD 741994.8400000000 0.4647971722 Long DBT CORP US N 2 2026-07-15 Fixed 3.400000000000000 N N N N N N BX Commercial Mortgage Trust 2021-VOLT N/A 05609VAN5 400000.0000000000 PA USD 379914.2800000000 0.2379842467 Long ABS-MBS CORP US N 2 2036-09-15 Variable 7.424960000000000 N N N N N N Bain Capital Credit CLO 549300WZ8E2KQS66KT95 05682LAN7 500000.0000000000 PA USD 490608.7000000000 0.3073249625 Long ABS-CBDO CORP US N 2 2032-10-17 Variable 7.669569999999999 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BR5 191000.0000000000 PA USD 189501.2100000000 0.1187065216 Long DBT CORP US N 2 2029-06-12 Variable 5.582000000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KM8 145000.0000000000 PA USD 143163.0300000000 0.0896795610 Long DBT CORP US N 2 2033-06-15 Fixed 6.400000000000000 N N N N N N Palmer Square CLO Ltd N/A 69688AAQ4 415000.0000000000 PA USD 411472.5000000000 0.2577528092 Long ABS-CBDO CORP US N 2 2031-10-17 Variable 7.069570000000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702YAE1 255000.0000000000 PA USD 257519.2700000000 0.1613140982 Long ABS-CBDO CORP US N 2 2031-07-24 Variable 8.095570000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAV7 600000.0000000000 PA USD 600293.2400000000 0.3760330738 Long DBT CORP ES N 2 2033-08-08 Fixed 6.921000000000000 N N N N N N Cerberus Onshore CLO LLC N/A 15673EAA1 177402.7700000000 PA USD 177261.0400000000 0.1110390877 Long ABS-CBDO CORP US N 2 2031-10-15 Variable 7.419569999999999 N N N N N N Cerberus Loan Funding LP N/A 15674EAA0 302526.2100000000 PA USD 300685.9100000000 0.1883543566 Long ABS-CBDO CORP US N 2 2032-04-15 Variable 7.069570000000000 N N N N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115QAG5 444000.0000000000 PA USD 478487.7000000000 0.2997321786 Long DBT CORP US N 2 2031-01-01 Fixed 9.500000000000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BA1 425000.0000000000 PA USD 391211.3100000000 0.2450608829 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17327CAN3 435000.0000000000 PA USD 411767.9100000000 0.2579378587 Long DBT CORP US N 2 2026-01-25 Variable 2.014000000000000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAA1 665000.0000000000 PA USD 685781.2500000000 0.4295841003 Long DBT CORP US N 2 2028-07-01 Fixed 8.375000000000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AN1 615000.0000000000 PA USD 587062.7000000000 0.3677452566 Long DBT CORP US N 2 2030-04-15 Fixed 6.750000000000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 10273955.5500000000 NS USD 10273955.5500000000 6.4357664359 Long STIV RF US N 1 N N N U.S. TREASURY 254900HROIFWPRGM1V77 912797GK7 2000000.0000000000 PA USD 1903017.6600000000 1.1920800244 Long DBT UST US N 2 2024-08-08 None 0.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHC8 60000.0000000000 PA USD 56531.2500000000 0.0354120591 Long DBT UST US N 2 2033-05-15 Fixed 3.375000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHH7 2900000.0000000000 PA USD 2866695.3000000000 1.7957427696 Long DBT UST US N 2 2026-06-15 Fixed 4.125000000000000 N N N N N N Cologix Canadian Issuer LP N/A 19521DAD3 450000.0000000000 PA 301595.2500000000 0.1889239814 Long ABS-MBS CORP CA N 2 2052-01-25 Fixed 4.940000000000000 N N N N N N Cologix Canadian Issuer LP N/A 19521DAN1 350000.0000000000 PA 232794.5500000000 0.1458261469 Long ABS-MBS CORP CA N 2 2052-01-25 Fixed 7.740000000000000 N N N N N N Cologix Data Centers US Issuer LLC N/A 19521UAA1 550000.0000000000 PA USD 487980.3000000000 0.3056784917 Long ABS-MBS CORP US N 2 2051-12-26 Fixed 3.300000000000000 N N N N N N Columbia Pipelines Holding Co N/A 19828AAB3 475000.0000000000 PA USD 479776.1400000000 0.3005392775 Long DBT CORP US N 2 2028-08-15 Fixed 6.042000000000001 N N N N N N Connecticut Avenue Securities Trust 2022-R09 N/A 20753DAA6 326782.3600000000 PA USD 331847.9400000000 0.2078747395 Long ABS-MBS CORP US N 2 2042-09-25 Variable 7.795949999999999 N N N N N N Connecticut Avenue Securities Trust 2022-R03 N/A 20753XAA2 208304.1000000000 PA USD 210450.1700000000 0.1318292778 Long ABS-MBS CORP US N 2 2042-03-25 Variable 7.387580000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHM6 500000.0000000000 PA USD 499140.6300000000 0.3126694969 Long DBT UST US N 2 2026-07-15 Fixed 4.500000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHU8 12800000.0000000000 PA USD 12742499.9700000000 7.9821012673 Long DBT UST US N 2 2026-08-15 Fixed 4.500000000000000 N N N N N N Connecticut Avenue Securities Trust 2023-R05 N/A 207942AA1 493389.7900000000 PA USD 495791.6100000000 0.3105716184 Long ABS-MBS CORP US N 2 2043-06-25 Variable 7.195950000000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H062693 928000.0000000000 PA USD 939926.2400000000 0.5887844967 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.500000000000000 N N N N N N VB-S1 Issuer LLC - VBTEL N/A 91823AAY7 425000.0000000000 PA USD 374502.2200000000 0.2345940476 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.288000000000000 N N N N N N Vantage Data Centers Issuer LLC N/A 92212KAB2 568000.0000000000 PA USD 513997.7400000000 0.3219762230 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 1.645000000000000 N N N N N N Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC N/A 22207AAA0 415000.0000000000 PA USD 415498.0000000000 0.2602744454 Long DBT CORP US N 2 2030-07-15 Fixed 6.625000000000000 N N N N N N Vibrant CLO Ltd 5493007DQ2IM8HOLV582 92558BAE8 350000.0000000000 PA USD 345105.3900000000 0.2161794136 Long ABS-CBDO CORP US N 2 2030-09-15 Variable 7.987749999999999 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAE5 435000.0000000000 PA USD 381271.2300000000 0.2388342614 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000000 N N N N N N VICI Properties LP 254900X4QE7SGKQLLN38 925650AA1 430000.0000000000 PA USD 418437.3000000000 0.2621156689 Long DBT CORP US N 2 2025-05-15 Fixed 4.375000000000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 92735LAA0 25000.0000000000 PA USD 24843.4900000000 0.0155623507 Long DBT CORP US N 2 2029-04-15 Fixed 6.750000000000000 N N N N N N Visio 2020-1 Trust N/A 92837KAB7 890000.0000000000 PA USD 802906.4700000000 0.5029531699 Long ABS-MBS CORP US N 2 2055-08-25 Variable 2.504000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3D3 291000.0000000000 PA USD 283553.6800000000 0.1776224598 Long DBT CORP US N 2 2034-04-24 Variable 5.389000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3F8 285000.0000000000 PA USD 281368.5800000000 0.1762536790 Long DBT CORP US N 2 2034-07-25 Variable 5.557000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95002YAA1 336000.0000000000 NS USD 344820.0000000000 0.2160006408 Long EP CORP US N 2 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457CK4 280000.0000000000 PA USD 278736.2400000000 0.1746047400 Long DBT CORP US N 2 2028-08-15 Fixed 5.300000000000000 N N N N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp N/A 983130AX3 500000.0000000000 PA USD 473710.2000000000 0.2967394779 Long DBT CORP US N 2 2027-05-15 Fixed 5.250000000000000 N N N N N N Energian Israel Finance Ltd 98450044QACBL3F8EB03 29290WAA5 262000.0000000000 PA USD 265930.0000000000 0.1665827110 Long DBT CORP IL N 2 2033-09-30 Fixed 8.500000000000000 N N N N N N CBOT 5 Year US Treasury Note N/A N/A 70.0000000000 NC USD 53033.0900000000 0.0332207570 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 5YR NOTE (CBT) US 5YR NOTE (CBT) Dec23 2023-12-29 7431498.1600000000 USD 53033.0900000000 N N N CBOT 10 Year US Treasury Note N/A N/A 165.0000000000 NC USD 154036.2200000000 0.0964906973 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 10YR NOTE (CBT) US 10YR NOTE (CBT)Dec23 2023-12-19 18166120.0300000000 USD 154036.2200000000 N N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 N/A 721143.5400000000 PA USD 722044.9700000000 0.4523002616 Long LON CORP LU N 2 2028-05-05 Variable 8.943400000000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CH6 80000.0000000000 PA USD 81430.0400000000 0.0510090506 Long DBT CORP US N 2 2034-08-24 Variable 6.136000000000000 N N N N N N Light & Wonder International Inc RLTHESQ0RNFQJWPBJN60 80874YBE9 575000.0000000000 PA USD 577944.0000000000 0.3620331603 Long DBT CORP US N 2 2029-11-15 Fixed 7.250000000000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KBA7 780000.0000000000 PA USD 724514.7000000000 0.4538473391 Long DBT CORP US N 2 2029-04-15 Fixed 5.000000000000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BM0 620000.0000000000 PA USD 502161.8900000000 0.3145620614 Long DBT CORP US N 2 2052-04-01 Variable 4.125000000000000 N N N N N N ServiceMaster Funding LLC N/A 81761TAA3 190091.9800000000 PA USD 162458.3100000000 0.1017664261 Long ABS-MBS CORP US N 2 2051-01-30 Fixed 2.841000000000000 N N N N N N ServiceMaster Funding LLC N/A 81761TAC9 396318.1300000000 PA USD 318409.4000000000 0.1994566279 Long ABS-MBS CORP US N 2 2051-01-30 Fixed 3.337000000000000 N N N N N N Shelter Growth CRE Issuer Ltd N/A 82286DAA2 322000.0000000000 PA USD 321556.6700000000 0.2014281271 Long ABS-CBDO CORP US N 2 2037-06-17 Variable 7.609979999999999 N N N N N N Shelter Growth CRE Issuer Ltd N/A 82286FAA7 224500.0000000000 PA USD 223646.1600000000 0.1400954523 Long ABS-CBDO CORP US N 2 2038-05-19 Variable 8.067980000000000 N N N N N N Sirius XM Radio Inc WP5O65E6BMU84LNO4227 82967NBC1 365000.0000000000 PA USD 328998.4700000000 0.2060897870 Long DBT CORP US N 2 2029-07-01 Fixed 5.500000000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAY8 350000.0000000000 PA USD 283353.6200000000 0.1774971391 Long DBT CORP FR N 2 2035-07-08 Variable 3.653000000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBS0 416000.0000000000 PA USD 424164.5000000000 0.2657032765 Long DBT CORP FR N 2 2034-01-10 Variable 6.691000000000001 N N N N N N Lunar 2021-1 Structured Aircraft Portfolio Notes N/A 83438LAB7 335455.3100000000 PA USD 275838.7600000000 0.1727897132 Long ABS-MBS CORP US N 2 2046-10-15 Fixed 3.432000000000000 N N N N N N South32 Treasury Ltd 213800HFGZMXST64GP53 84055BAA1 525000.0000000000 PA USD 455099.0300000000 0.2850811499 Long DBT CORP AU N 2 2032-04-14 Fixed 4.350000000000001 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AS8 805000.0000000000 PA USD 754458.3600000000 0.4726045160 Long DBT CORP US N 2 2030-03-15 Fixed 5.375000000000000 N N N N N N Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd N/A 84859BAB7 380000.0000000000 PA USD 380750.5000000000 0.2385080679 Long DBT CORP KY N 2 2025-09-20 Fixed 8.000000000000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAD0 560000.0000000000 PA USD 504234.0600000000 0.3158601011 Long DBT CORP US N 2 2029-07-15 Fixed 4.000000000000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAN0 175000.0000000000 PA USD 182588.8700000000 0.1143765238 Long DBT CORP US N 2 2029-11-30 Fixed 9.375000000000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 5000.0000000000 PA USD 5286.7100000000 0.0033116778 Long DBT CORP US N 2 2028-11-15 Fixed 6.875000000000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 635000.0000000000 PA USD 757402.6000000000 0.4744488340 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAA0 333750.0800000000 PA USD 329873.5700000000 0.2066379633 Long ABS-MBS CORP US N 2 2044-02-25 Fixed 4.540000000000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAE2 167000.0000000000 PA USD 147499.2900000000 0.0923958621 Long ABS-MBS CORP US N 2 2046-03-26 Fixed 1.877000000000000 N N N N N N Standard Industries Inc/NJ 54930064UHXCIUWVI755 853496AG2 240000.0000000000 PA USD 205969.1200000000 0.1290222780 Long DBT CORP US N 2 2030-07-15 Fixed 4.375000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHX0 745000.0000000000 PA USD 639586.8600000000 0.4006472119 Long DBT CORP US N 2 2030-10-22 Variable 2.884000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJZ3 365000.0000000000 PA USD 311633.9100000000 0.1952123550 Long DBT CORP US N 2 2029-06-14 Variable 2.087000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKD0 120000.0000000000 PA USD 96226.8300000000 0.0602779912 Long DBT CORP US N 2 2032-10-20 Variable 2.572000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GKQ1 175000.0000000000 PA USD 162290.5100000000 0.1016613136 Long DBT CORP US N 2 2033-04-27 Variable 4.571000000000001 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06428CAA2 540000.0000000000 PA USD 542719.0000000000 0.3399676694 Long DBT CORP US N 2 2026-08-18 Fixed 5.526000000000001 N N N N N N Babson CLO Ltd/Cayman Islands 549300Z33CTC4YAKLT16 06761CAS8 660000.0000000000 PA USD 648978.9200000000 0.4065305452 Long ABS-CBDO CORP US N 2 2032-01-20 Variable 8.737750000000000 N N N N N N Barings Private Credit Corp CL N/A 067930AA5 300000.0000000000 PA USD 300173.9700000000 0.1880336694 Long ABS-CBDO CORP US N 2 2031-07-15 Variable 7.807440000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 731000.0000000000 PA USD 680322.2700000000 0.4261645098 Long DBT CORP US N 2 2029-09-17 Variable 2.636000000000000 N N N N N N Beacon Roofing Supply Inc 549300HDXQWWCBOYXP31 073685AK5 430000.0000000000 PA USD 425270.0000000000 0.2663957790 Long DBT CORP US N 2 2030-08-01 Fixed 6.500000000000000 N N N N N N Bellemeade Re 2018-1 Ltd 549300O2GEH6GH9NO762 078768AE8 156644.9600000000 PA USD 157140.6200000000 0.0984353420 Long ABS-MBS CORP BM N 2 2028-04-25 Variable 8.329430000000000 N N N N N N Bellemeade Re 2019-3 Ltd 254900SCWI9IDKK5LV64 07877GAC3 194420.8000000000 PA USD 194837.4200000000 0.1220492070 Long ABS-MBS CORP BM N 2 2029-07-25 Variable 7.379429999999999 N N N N N N Bellemeade Re 2020-2 Ltd N/A 078782AD1 104631.5000000000 PA USD 106233.9500000000 0.0665466077 Long ABS-MBS CORP US N 2 2030-08-26 Variable 11.429430000000000 N N N N N N Belrose Funding Trust N/A 080807AA8 101000.0000000000 PA USD 77364.6000000000 0.0484623954 Long DBT CORP US N 2 2030-08-15 Fixed 2.330000000000000 N N N N N N Benefit Street Partners CLO Lt 254900O9QVOQ1G7RF178 08179CAJ0 500000.0000000000 PA USD 500095.0000000000 0.3132673292 Long ABS-CBDO CORP US N 2 2029-04-15 Variable 7.969570000000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAK7 800000.0000000000 PA USD 786950.6700000000 0.4929582072 Long DBT CORP US N 2 2028-04-15 Fixed 5.500000000000000 N N N N N N Black Knight InfoServ LLC 549300H5PS5C68DAUX66 092174AA9 455000.0000000000 PA USD 419971.8300000000 0.2630769225 Long DBT CORP US N 2 2028-09-01 Fixed 3.625000000000000 N N N N N N Blackbird Capital Aircraft N/A 09229CAB5 428280.0300000000 PA USD 355911.0700000000 0.2229482605 Long ABS-MBS CORP US N 2 2046-07-15 Fixed 3.446000000000000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AH1 520000.0000000000 PA USD 521979.1200000000 0.3269758843 Long DBT CORP US N 2 2025-12-15 Fixed 7.625000000000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CC7 875000.0000000000 PA USD 861162.3800000000 0.5394455830 Long DBT CORP US N 2 2024-03-01 Fixed 2.800000000000000 N N N N N N Brand Industrial Services Inc 549300B658W2BPDQMW42 104931AA8 385000.0000000000 PA USD 397524.0500000000 0.2490152820 Long DBT CORP US N 2 2030-08-01 Fixed 10.375000000000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008RAN7 875000.0000000000 PA USD 804586.3900000000 0.5040054980 Long DBT CORP US N 2 2030-03-01 Fixed 5.000000000000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008RAR8 45000.0000000000 PA USD 43912.6200000000 0.0275075519 Long DBT CORP US N 2 2032-06-15 Fixed 6.375000000000000 N N N N N N BX Commercial Mortgage Trust 2023-VLT2 N/A 123918AC8 386000.0000000000 PA USD 385653.0200000000 0.2415790831 Long ABS-MBS CORP US N 2 2040-06-15 Variable 8.439480000000000 N N N N N N BX Commercial Mortgage Trust 2020-VIVA N/A 12433XAG4 400000.0000000000 PA USD 323623.1200000000 0.2027225837 Long ABS-MBS CORP US N 2 2044-03-11 Variable 3.667042000000000 N N N N N N BX Trust 2021-RISE N/A 12434EAG5 199016.7100000000 PA USD 194147.9100000000 0.1216172872 Long ABS-MBS CORP US N 2 2036-11-15 Variable 7.174480000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AQ6 575000.0000000000 PA USD 552318.9800000000 0.3459812471 Long DBT CORP US N 2 2026-01-15 Fixed 4.000000000000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCP6 680000.0000000000 PA USD 521371.1000000000 0.3265950110 Long DBT CORP US N 2 2034-01-15 Fixed 4.250000000000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCT8 1050000.0000000000 PA USD 1044613.3600000000 0.6543621459 Long DBT CORP US N 2 2031-03-01 Floating 7.375000000000000 N N N N N N CARS-DB4 LP N/A 12510HAA8 210925.5500000000 PA USD 199006.7400000000 0.1246609343 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 2.690000000000000 N N N N N N CARS-DB4 LP N/A 12510HAD2 494479.1700000000 PA USD 464088.0800000000 0.2907120314 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.190000000000000 N N N N N N CARS-DB4 LP N/A 12510HAG5 100000.0000000000 PA USD 93730.0600000000 0.0587139755 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 4.170000000000000 N N N N N N CARS-DB4 LP N/A 12510HAH3 100000.0000000000 PA USD 88596.6900000000 0.0554983522 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 4.520000000000000 N N N N N N CDI Escrow Issuer Inc N/A 12511VAA6 460000.0000000000 PA USD 428217.0200000000 0.2682418384 Long DBT CORP US N 2 2030-04-01 Fixed 5.750000000000000 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548JAJ1 500000.0000000000 PA USD 488050.2500000000 0.3057223095 Long ABS-CBDO CORP US N 2 2030-07-20 Variable 9.237750000000000 N N N N N N CIFC Funding Ltd 635400BTAKRBKGRV3X14 12551MAE9 200000.0000000000 PA USD 196756.0800000000 0.1232510857 Long ABS-CBDO CORP US N 2 2030-11-16 Variable 7.419569999999999 N N N N N N Clsec Holdings 22t LLC N/A 12567UAC7 512707.9100000000 PA USD 405548.9800000000 0.2540422236 Long ABS-MBS CORP US N 2 2037-05-11 Fixed 6.171000000000000 N N N N N N Credit Suisse Mortgage Capital Certificates 2019-ICE4 N/A 12653VAJ5 476813.7500000000 PA USD 472617.8800000000 0.2960552315 Long ABS-MBS CORP US N 2 2036-05-15 Variable 7.508010000000000 N N N N N N CSMC 2021-BHAR N/A 12659VAG5 232000.0000000000 PA USD 228427.5000000000 0.1430905585 Long ABS-MBS CORP US N 2 2038-11-15 Variable 6.925479999999999 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAG1 319200.0000000000 PA USD 319919.8000000000 0.2004027661 Long LON CORP US N 2 2030-02-06 Variable 8.667200000000001 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769GAA8 500000.0000000000 PA USD 438116.3500000000 0.2744429336 Long DBT CORP US N 2 2029-10-15 Fixed 4.625000000000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769GAB6 190000.0000000000 PA USD 190913.3300000000 0.1195910957 Long DBT CORP US N 2 2030-02-15 Fixed 7.000000000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LNG4 495000.0000000000 PA USD 485102.4200000000 0.3038757426 Long DBT CORP CA N 2 2028-04-28 Fixed 5.001000000000000 N N N N N N Castlelake Aircraft Securitization Trust 2018-1 N/A 14856CAA7 234163.9200000000 PA USD 213123.1900000000 0.1335036994 Long ABS-MBS CORP US N 2 2043-06-15 Fixed 4.125000000000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 SPPG0BXQ6 3036000.0000000000 OU Swap Contract Amount USD 116556.63999999998 0.0730129022 N/A DCR CORP US N 2 2028-06-20 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 Markit CDX North America High Yield Index Markit CDX North America High Yield Index Series 40 Y 2028-06-20 56338.020000000020 USD 0.000000000000 USD 3036000.0000000000 USD 60218.619999999995 N N N 2023-10-25 American Century ETF Trust Amy R. Bitter Amy R. Bitter Assistant Treasurer