0001145549-23-063589.txt : 20231026
0001145549-23-063589.hdr.sgml : 20231026
20231026094904
ACCESSION NUMBER: 0001145549-23-063589
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: 231347771
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
S000077487
American Century Short Duration Strategic Income ETF
C000237948
American Century Short Duration Strategic Income ETF
SDSI
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001710607
XXXXXXXX
S000077487
C000237948
American Century ETF Trust
811-23305
0001710607
5493006IKK34YJD98183
4500 Main St
Kansas City
64111
816-531-5575
American Century Short Duration Strategic Income ETF
S000077487
549300ORQDHWNQN1V176
2023-08-31
2023-08-31
N
35484269.600000000000
114674.260000000000
35369595.340000000000
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
UST
N/A
N/A
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc 7.25 02/15/2028
023771T32
69000.0000000000
PA
USD
67849.3200000000
0.1918295060
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.250000000000000
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 7.00 05/15/2027
389284AA8
105000.0000000000
PA
USD
94353.9900000000
0.2667658171
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.000000000000000
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co (pfd) 7.63% 09/15/2171 Perpetual
95002YAA1
54000.0000000000
NS
USD
55417.5000000000
0.1566811819
Long
EP
CORP
US
N
2
N
N
State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
N/A
77167.5000000000
NS
USD
77167.5000000000
0.2181746759
Long
STIV
RF
US
N
1
N
N
Adams Outdoor Advertising LP
549300BTFXNHDCUHER30
Adams Outdoor Advertising LP 8.81
006346AX8
100000.0000000000
PA
USD
99586.5600000000
0.2815597946
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
8.810000000000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75 10/29/2024
00774MBB0
125000.0000000000
PA
USD
118853.0900000000
0.3360318060
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.750000000000000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
Agree LP 2.00 06/15/2028
008513AB9
100000.0000000000
PA
USD
84063.2500000000
0.2376709408
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.000000000000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp 2.88 01/15/2026
00914AAJ1
75000.0000000000
PA
USD
70154.8800000000
0.1983479860
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.875000000000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd 5.25 08/11/2025
00928QAT8
45000.0000000000
PA
USD
43929.7400000000
0.1242019864
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
5.250000000000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd 6.50 07/18/2028
00928QAX9
115000.0000000000
PA
USD
114321.2700000000
0.3232190499
Long
DBT
CORP
US
N
2
2028-07-18
Fixed
6.500000000000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
Aligned Data Centers Issuer LLC 1.94
01627AAA6
150000.0000000000
PA
USD
131805.9300000000
0.3726532032
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
1.937000000000000
N
N
N
N
N
N
Bemis Co Inc
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc 4.00 05/17/2025
02343JAA8
125000.0000000000
PA
USD
121265.0300000000
0.3428510528
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.000000000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES, INC. 2023 TERM LOAN B
02376CBK0
133650.0000000000
PA
USD
133184.2300000000
0.3765500530
Long
LON
CORP
US
N
2
2028-02-15
Variable
8.178200000000000
N
N
N
N
N
N
American Airlines 2017-2 Class B Pass Through Trust
N/A
American Airlines 2017-2 Class B Pass Through Trust 3.70 04/15/2027
02377DAA0
93949.1000000000
PA
USD
89138.9900000000
0.2520215149
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.700000000000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc 2.03 03/15/2024
025537AK7
95000.0000000000
PA
USD
92973.5500000000
0.2628629169
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.031000000000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co 5.39 07/28/2027
025816DG1
120000.0000000000
PA
USD
119329.3800000000
0.3373784146
Long
DBT
CORP
US
N
2
2027-07-28
Variable
5.389000000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp 5.25 07/15/2028
03027XCC2
77000.0000000000
PA
USD
75890.5400000000
0.2145643434
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.250000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 5.25 03/02/2025
031162DM9
96000.0000000000
PA
USD
95650.6400000000
0.2704318189
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.250000000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2020-5
N/A
Angel Oak Mortgage Trust 2020-5 1.58
03464WAB8
81632.8400000000
PA
USD
75234.1600000000
0.2127085687
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.579000000000000
N
N
N
N
N
N
Arbor Realty Trust Inc
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 6.77
03880RAA7
100000.0000000000
PA
USD
98599.9200000000
0.2787702801
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
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd 6.39
03881CAA9
125500.0000000000
PA
USD
124351.2500000000
0.3515766828
Long
ABS-CBDO
CORP
US
N
2
2035-12-15
Variable
6.394959999999999
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp 4.25 03/01/2025
04010LAV5
100000.0000000000
PA
USD
96265.8900000000
0.2721713072
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.250000000000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
Ashtead Capital Inc 4.38 08/15/2027
045054AF0
200000.0000000000
PA
USD
188439.7400000000
0.5327732426
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.375000000000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding 1.45 01/08/2026
04685A2U4
85000.0000000000
PA
USD
75853.5300000000
0.2144597055
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.450000000000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding 2.51 03/08/2024
04685A3J8
115000.0000000000
PA
USD
112792.3600000000
0.3188963824
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.514000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 3.95 07/01/2024
05401AAF8
90000.0000000000
PA
USD
87827.3000000000
0.2483129907
Long
DBT
CORP
IE
N
2
2024-07-01
Fixed
3.950000000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2023-VLT2
N/A
BX Commercial Mortgage Trust 2023-VLT2 8.44
123918AC8
100000.0000000000
PA
USD
99910.1100000000
0.2824745634
Long
ABS-MBS
CORP
US
N
2
2040-06-15
Variable
8.439480000000000
N
N
N
N
N
N
BXMT Ltd
N/A
BXMT 2020-FL2 LTD 6.33
12434LAA2
68200.2000000000
PA
USD
65651.8600000000
0.1856166557
Long
ABS-CBDO
CORP
US
N
2
2038-02-15
Variable
6.328240000000000
N
N
N
N
N
N
CBAM Ltd
254900JWJFDB3KD6V066
CBAM 2017-1 Ltd 7.39
12480VAG0
100000.0000000000
PA
USD
98521.3100000000
0.2785480271
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Variable
7.387750000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global 4.00 01/15/2026
124857AQ6
110000.0000000000
PA
USD
105661.0200000000
0.2987340369
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.000000000000000
N
N
N
N
N
N
CBAM Ltd
N/A
CBAM 2019-11R Ltd 7.84
12510TAD6
100000.0000000000
PA
USD
96263.4400000000
0.2721643804
Long
ABS-CBDO
CORP
US
N
2
2035-01-20
Variable
7.837750000000000
N
N
N
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding 2017-V Ltd 7.42
12551MAE9
100000.0000000000
PA
USD
98378.0400000000
0.2781429616
Long
ABS-CBDO
CORP
US
N
2
2030-11-16
Variable
7.419569999999999
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC 3.95 05/23/2025
12592BAN4
105000.0000000000
PA
USD
102009.3800000000
0.2884098023
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.950000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital Certificates 2019-ICE4
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4 6.96
12653VAG1
99751.8300000000
PA
USD
99115.4100000000
0.2802277183
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
6.958010000000000
N
N
N
N
N
N
CSMC Series 2019-NQM1
N/A
CSMC Series 2019-NQM1 2.86
12655VAB0
73227.7200000000
PA
USD
70325.3700000000
0.1988300101
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.860000000000000
N
N
N
N
N
N
Credit Suisse Mortgage Capital
N/A
Credit Suisse Mortgage Capital Certificates 1.62
12659LAA0
30614.3600000000
PA
USD
30275.8100000000
0.0855984065
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.616000000000000
N
N
N
N
N
N
CSMC 2021-BHAR
N/A
CSMC 2021-BHAR 6.93
12659VAG5
100000.0000000000
PA
USD
98460.1300000000
0.2783750536
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
6.925479999999999
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC 3.85 04/27/2027
12661PAA7
80000.0000000000
PA
USD
76888.6100000000
0.2173861738
Long
DBT
CORP
GB
N
2
2027-04-27
Fixed
3.850000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 5.00 02/20/2026
126650DS6
100000.0000000000
PA
USD
99274.1300000000
0.2806764653
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.000000000000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026
361841AH2
75000.0000000000
PA
USD
73504.5600000000
0.2078184930
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375000000000000
N
N
N
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc 1.65 07/15/2026
36262GAB7
110000.0000000000
PA
USD
97476.5000000000
0.2755940492
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.650000000000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc 5.55 11/15/2024
36267VAB9
200000.0000000000
PA
USD
199550.7900000000
0.5641873708
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.550000000000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co (pfd) 8.88% 06/15/2172 Perpetual
369604BQ5
130000.0000000000
NS
USD
130243.7500000000
0.3682364719
Long
EP
CORP
US
N
2
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 3.80 04/07/2025
37045XDU7
140000.0000000000
PA
USD
135320.9900000000
0.3825912869
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.800000000000000
N
N
N
N
N
N
Geopark Ltd
529900ZR5QI19AH4KZ07
Geopark Ltd 5.50 01/17/2027
37255BAB5
50000.0000000000
PA
USD
43269.2400000000
0.1223345633
Long
DBT
CORP
CO
N
2
2027-01-17
Fixed
5.500000000000000
N
N
N
N
N
N
Global SC Finance II SRL
N/A
Global SC Finance II SRL 3.09
37952UAE3
72311.3400000000
PA
USD
70840.3900000000
0.2002861195
Long
ABS-MBS
CORP
BB
N
2
2029-07-17
Fixed
3.090000000000000
N
N
N
N
N
N
Goldentree Loan Opportunities Ltd
549300IGEA8MXF2YEF61
Goldentree Loan Opportunities X Ltd 7.24
38137PAU4
100000.0000000000
PA
USD
99703.0500000000
0.2818891453
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Variable
7.237749999999999
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The (pfd) 7.50% 02/10/2172 Perpetual
38141GA38
110000.0000000000
NS
USD
110825.0000000000
0.3133340909
Long
EP
CORP
US
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 1.43 03/09/2027
38141GYA6
36000.0000000000
PA
USD
32296.2500000000
0.0913107704
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.431000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 1.47 09/22/2027
46647PCP9
40000.0000000000
PA
USD
35349.1200000000
0.0999421103
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.470000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 1.56 12/10/2025
46647PCT1
26000.0000000000
PA
USD
24562.9100000000
0.0694463981
Long
DBT
CORP
US
N
2
2025-12-10
Variable
1.561000000000000
N
N
N
N
N
N
Jersey Central Power & Light Co
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co 4.30 01/15/2026
476556DC6
145000.0000000000
PA
USD
140682.9200000000
0.3977510024
Long
DBT
CORP
US
N
2
2026-01-15
Floating
4.300000000000000
N
N
N
N
N
N
KKR Static CLO Trust
N/A
KKR Static CLO I LTD 7.93
48255QAE3
100000.0000000000
PA
USD
99210.8800000000
0.2804976394
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
KVK CLO 2013-1 Ltd 8.52
482739AJ8
100000.0000000000
PA
USD
99309.1800000000
0.2807755617
Long
ABS-CBDO
CORP
US
N
2
2028-01-14
Variable
8.522660000000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp 3.88 05/23/2025
49326EEL3
90000.0000000000
PA
USD
85909.0100000000
0.2428894342
Long
DBT
CORP
US
N
2
2025-05-23
Variable
3.878000000000000
N
N
N
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc 2.70 10/15/2028
50155QAK6
95000.0000000000
PA
USD
79488.2300000000
0.2247360458
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.700000000000000
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 4.25 02/01/2027
505742AM8
90000.0000000000
PA
USD
81499.2700000000
0.2304218333
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
Life 2021-BMR Mortgage Trust 6.82
53218CAG5
157275.2200000000
PA
USD
152388.1400000000
0.4308450197
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
6.824479999999999
N
N
N
N
N
N
MAPS 2021-1 Trust
N/A
MAPS 2021-1 Trust 2.52
55292RAA9
150221.6000000000
PA
USD
130692.7900000000
0.3695060369
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
2.521000000000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT Operating Partnership LP / MPT Finance Corp 5.00 10/15/2027
55342UAH7
88000.0000000000
PA
USD
69622.0000000000
0.1968413812
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.000000000000000
N
N
N
N
N
N
MVW Owner Trust 2019-1
N/A
MVW Owner Trust 2019-1 3.33
55389PAC3
91470.1400000000
PA
USD
86165.0100000000
0.2436132197
Long
ABS-MBS
CORP
US
N
2
2036-11-20
Fixed
3.330000000000000
N
N
N
N
N
N
MVW 2020-1 LLC
N/A
MVW 2020-1 LLC 4.21
55400EAC3
93778.8500000000
PA
USD
88479.4100000000
0.2501566929
Long
ABS-MBS
CORP
US
N
2
2037-10-20
Fixed
4.210000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 3.76 03/15/2027
55903VBA0
50000.0000000000
PA
USD
46912.5900000000
0.1326353597
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755000000000000
N
N
N
N
N
N
MAPS 2018-1 Ltd
N/A
MAPS 2018-1 Ltd 4.21
56564RAA8
55699.9100000000
PA
USD
49872.6300000000
0.1410042425
Long
ABS-MBS
CORP
US
N
2
2043-05-15
Fixed
4.212000000000001
N
N
N
N
N
N
Marathon CLO Ltd
N/A
Marathon CLO 2020-15 Ltd 7.33
56579UAA4
75000.0000000000
PA
USD
75176.9600000000
0.2125468479
Long
ABS-CBDO
CORP
US
N
2
2031-11-15
Variable
7.326180000000000
N
N
N
N
N
N
Med Trust 2021-MDLN
N/A
Med Trust 2021-MDLN 9.42
58403YAX4
99522.3700000000
PA
USD
94775.0700000000
0.2679563311
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
9.424479999999999
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp 6.00 06/01/2025
59001AAY8
145000.0000000000
PA
USD
144464.2300000000
0.4084418513
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.000000000000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I 4.05 08/25/2025
59217GFC8
305000.0000000000
PA
USD
295782.6300000000
0.8362624089
Long
DBT
CORP
US
N
2
2025-08-25
Fixed
4.050000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 0.79 05/30/2025
61747YEA9
50000.0000000000
PA
USD
47955.1600000000
0.1355830044
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.790000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 1.16 10/21/2025
61747YEG6
95000.0000000000
PA
USD
89636.9400000000
0.2534293625
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.164000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.63 02/18/2026
61747YEM3
225000.0000000000
PA
USD
214457.5600000000
0.6063330890
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.630000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 5.16 04/20/2029
61747YFD2
48000.0000000000
PA
USD
47094.4400000000
0.1331495018
Long
DBT
CORP
US
N
2
2029-04-20
Variable
5.164000000000001
N
N
N
N
N
N
Residential Mortgage Loan Trust 2020-1
N/A
Residential Mortgage Loan Trust 2020-1 2.38
76119CAA9
66109.2900000000
PA
USD
62865.7000000000
0.1777393815
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.376000000000000
N
N
N
N
N
N
Rockford Tower CLO Ltd
549300V5ZF7112UGSH89
Rockford Tower CLO 2017-3 Ltd 6.78
77341DAA5
94140.6300000000
PA
USD
94022.9500000000
0.2658298719
Long
ABS-CBDO
CORP
US
N
2
2030-10-20
Variable
6.777749999999999
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada 6.00 11/01/2027
78016FZU1
102000.0000000000
PA
USD
104488.5200000000
0.2954190428
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
6.000000000000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp 6.13 03/25/2024
78442FET1
80000.0000000000
PA
USD
79737.7700000000
0.2254415671
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.125000000000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp 5.00 01/30/2029
126650DW7
100000.0000000000
PA
USD
98558.4000000000
0.2786528911
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
5.000000000000000
N
N
N
N
N
N
CSMC 2022-NQM4 Trust
N/A
CSMC 2022-NQM4 Trust 4.82
12665EAC4
182142.4200000000
PA
USD
176171.1700000000
0.4980864732
Long
ABS-MBS
CORP
US
N
2
2067-06-25
Variable
4.819000000000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce 5.00 04/28/2028
13607LNG4
80000.0000000000
PA
USD
78400.3900000000
0.2216604099
Long
DBT
CORP
CA
N
2
2028-04-28
Fixed
5.001000000000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce 5.62 07/17/2026
13607LSL8
80000.0000000000
PA
USD
80230.4800000000
0.2268345997
Long
DBT
CORP
CA
N
2
2026-07-17
Fixed
5.615000000000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2021-1
N/A
Castlelake Aircraft Structured Trust 2021-1 3.47
14856GAA8
136904.5200000000
PA
USD
126457.7700000000
0.3575324195
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Fixed
3.474000000000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2017-1R
N/A
Castlelake Aircraft Structured Trust 2017-1R 2.74
14856JAA2
50285.9500000000
PA
USD
45686.4300000000
0.1291686534
Long
ABS-MBS
CORP
US
N
2
2041-08-15
Fixed
2.741000000000000
N
N
N
N
N
N
Cerberus Loan Funding LP
5493006EIGNTETP6G413
CERBERUS LOAN FUNDING XXVII LP 3.50
15673FAB6
100000.0000000000
PA
USD
95500.2200000000
0.2700065383
Long
ABS-CBDO
CORP
US
N
2
2032-01-15
Fixed
3.500000000000000
N
N
N
N
N
N
Cerberus Loan Funding LP
N/A
Cerberus Loan Funding XXXI LP 7.07
15674EAA0
67228.0500000000
PA
USD
66819.1000000000
0.1889167783
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Variable
7.069570000000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital 4.20 03/15/2028
161175BK9
85000.0000000000
PA
USD
79224.2500000000
0.2239896986
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.200000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 2.01 01/25/2026
17327CAN3
95000.0000000000
PA
USD
89926.3200000000
0.2542475229
Long
DBT
CORP
US
N
2
2026-01-25
Variable
2.014000000000000
N
N
N
N
N
N
Columbia Pipelines Holding Co
N/A
Columbia Pipelines Holding Co LLC 6.04 08/15/2028
19828AAB3
115000.0000000000
PA
USD
116156.3300000000
0.3284072913
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.042000000000001
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2019-R07
N/A
Connecticut Avenue Securities Trust 2019-R07 7.50
20753WAF3
21686.6600000000
PA
USD
21749.9900000000
0.0614934658
Long
ABS-MBS
CORP
US
N
2
2039-10-25
Variable
7.502059999999999
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R04
N/A
Connecticut Avenue Securities Trust 2022-R04 7.29
20753YCH3
103710.3100000000
PA
USD
104515.6200000000
0.2954956623
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Variable
7.287579999999999
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY 5.50 07/18/2025
21688AAW2
250000.0000000000
PA
USD
250122.1500000000
0.7071671236
Long
DBT
CORP
US
N
2
2025-07-18
Fixed
5.500000000000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc 3.15 08/15/2024
224044CH8
130000.0000000000
PA
USD
126602.0700000000
0.3579403971
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.150000000000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc 5.45 09/15/2028
224044CR6
65000.0000000000
PA
USD
64723.1600000000
0.1829909542
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.450000000000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA 5.59 07/05/2026
22534PAE3
165000.0000000000
PA
USD
165005.0500000000
0.4665166463
Long
DBT
CORP
FR
N
2
2026-07-05
Fixed
5.589000000000000
N
N
N
N
N
N
Flexential Issuer 2021-1
N/A
Flexential Issuer 2021-1 3.25
33938MAA7
100000.0000000000
PA
USD
87516.0100000000
0.2474328845
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
Fontainebleau Miami Beach Trust 2019-FBLU 4.09
34461LAQ7
100000.0000000000
PA
USD
93725.9400000000
0.2649901394
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
4.094969000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA6
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6 7.44
35564KH36
76821.8500000000
PA
USD
77524.6000000000
0.2191843001
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
Freddie Mac STACR REMIC Trust 2021-HQA3 6.14
35564KJG5
76640.3000000000
PA
USD
75438.9000000000
0.2132874274
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
Freddie Mac STACR REMIC Trust 2022-DNA3 7.29
35564KUW7
89165.8900000000
PA
USD
89842.1000000000
0.2540094087
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Variable
7.287579999999999
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA5
5493000IS349P4O9HR58
Freddie Mac STACR REMIC Trust 2022-DNA5 8.24
35564KYN3
79855.3700000000
PA
USD
81662.2300000000
0.2308825680
Long
ABS-MBS
CORP
US
N
2
2042-06-25
Variable
8.237579999999999
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust 0.80 09/13/2024
36143L2C8
150000.0000000000
PA
USD
141099.4800000000
0.3989287371
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.800000000000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust 1.25 12/08/2023
36143L2F1
150000.0000000000
PA
USD
148017.5200000000
0.4184880222
Long
DBT
CORP
US
N
2
2023-12-08
Fixed
1.250000000000000
N
N
N
N
N
N
Great Wolf Trust 2019-WOLF
N/A
Great Wolf Trust 2019-WOLF 7.06
39152TAJ9
70000.0000000000
PA
USD
69347.1800000000
0.1960643862
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
Greystone CRE Notes 2019-FL2 Ltd 6.60
39809LAA2
41763.0400000000
PA
USD
41658.2700000000
0.1177798886
Long
ABS-CBDO
CORP
US
N
2
2037-09-15
Variable
6.604959999999999
N
N
N
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp 2.63 10/01/2023
403949AA8
115000.0000000000
PA
USD
114634.9300000000
0.3241058567
Long
DBT
CORP
US
N
2
2023-10-01
Floating
2.625000000000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 3.13 03/15/2027
404119CH0
50000.0000000000
PA
USD
45973.3400000000
0.1299798303
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.125000000000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc 5.20 06/01/2028
404119CP2
95000.0000000000
PA
USD
93640.6700000000
0.2647490566
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.200000000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 0.98 05/24/2025
404280CS6
410000.0000000000
PA
USD
394188.6600000000
1.1144845063
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.976000000000000
N
N
N
N
N
N
HGI CRE CLO Ltd
549300VYJ293N0KO2L78
HGI CRE CLO 2021-FL1 Ltd 6.83
40441LAC0
125000.0000000000
PA
USD
121427.1000000000
0.3433092712
Long
ABS-CBDO
CORP
US
N
2
2036-06-16
Variable
6.827090000000000
N
N
N
N
N
N
Welltower OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC 4.50 01/15/2024
42217KBC9
115000.0000000000
PA
USD
114238.1800000000
0.3229841306
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.500000000000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp 3.50 07/15/2024
42809HAF4
105000.0000000000
PA
USD
102833.6800000000
0.2907403351
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.500000000000000
N
N
N
N
N
N
Hilton Grand Vacations Trust 2017-A
N/A
Hilton Grand Vacations Trust 2017-A 2.96
43283AAB1
55720.6900000000
PA
USD
55286.4900000000
0.1563107790
Long
ABS-MBS
CORP
US
N
2
2028-12-26
Fixed
2.960000000000000
N
N
N
N
N
N
Horizon Therapeutics USA Inc
254900IS87RLPXY88S03
Horizon Therapeutics USA Inc 5.50 08/01/2027
44055PAA4
200000.0000000000
PA
USD
204505.8300000000
0.5781966914
Long
DBT
CORP
US
N
2
2027-08-01
Floating
5.500000000000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp 1.80 10/01/2024
448579AN2
80000.0000000000
PA
USD
76613.7100000000
0.2166089526
Long
DBT
CORP
US
N
2
2024-10-01
Floating
1.800000000000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp 5.75 01/30/2027
448579AQ5
41000.0000000000
PA
USD
41057.4600000000
0.1160812263
Long
DBT
CORP
US
N
2
2027-01-30
Floating
5.750000000000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America 5.80 06/26/2025
44891ACF2
104000.0000000000
PA
USD
104193.4000000000
0.2945846538
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
5.800000000000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc 5.80 12/12/2025
452327AN9
165000.0000000000
PA
USD
165000.6200000000
0.4665041214
Long
DBT
CORP
US
N
2
2025-12-12
Fixed
5.800000000000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA 3.25 09/23/2024
46115HBJ5
200000.0000000000
PA
USD
193160.0700000000
0.5461189707
Long
DBT
CORP
IT
N
2
2024-09-23
Fixed
3.250000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 1.04 02/04/2027
46647PBW5
55000.0000000000
PA
USD
49247.9200000000
0.1392380080
Long
DBT
CORP
US
N
2
2027-02-04
Variable
1.040000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 1.58 04/22/2027
46647PCB0
50000.0000000000
PA
USD
44918.9200000000
0.1269986823
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.578000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 2.88 02/15/2025
05401AAH4
70000.0000000000
PA
USD
66099.6400000000
0.1868826583
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
2.875000000000000
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust 2015-200P
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P 3.72
05526QAG1
100000.0000000000
PA
USD
91076.0100000000
0.2574980266
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.715660000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 5.15 07/21/2024
05578QAB9
200000.0000000000
PA
USD
197610.3000000000
0.5587010485
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.150000000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA 5.34 06/12/2029
05581KAF8
200000.0000000000
PA
USD
197145.6300000000
0.5573872930
Long
DBT
CORP
FR
N
2
2029-06-12
Variable
5.335000000000000
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX Trust 2021-ARIA 8.57
05608RAQ8
50000.0000000000
PA
USD
45713.2100000000
0.1292443681
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
8.566580000000000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
N/A
BXMT 2021-FL4 Ltd 6.73
05609GAC2
250000.0000000000
PA
USD
241273.6000000000
0.6821497325
Long
ABS-CBDO
CORP
US
N
2
2038-05-15
Variable
6.728240000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2021-VOLT
N/A
BX Commercial Mortgage Trust 2021-VOLT 7.42
05609VAN5
100000.0000000000
PA
USD
94978.5700000000
0.2685316840
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
7.424960000000000
N
N
N
N
N
N
Bain Capital Credit CLO
549300WZ8E2KQS66KT95
Bain Capital Credit CLO 2019-2 7.67
05682LAN7
150000.0000000000
PA
USD
147182.6100000000
0.4161274919
Long
ABS-CBDO
CORP
US
N
2
2032-10-17
Variable
7.669569999999999
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 5.59 08/08/2028
05964HAU9
200000.0000000000
PA
USD
198351.2500000000
0.5607959268
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.588000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 3.42 12/20/2028
06051GHD4
79000.0000000000
PA
USD
72480.5600000000
0.2049233510
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.419000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 3.46 03/15/2025
06051GHR3
80000.0000000000
PA
USD
78880.1100000000
0.2230167160
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.458000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 2.02 02/13/2026
06051GHY8
45000.0000000000
PA
USD
42460.1500000000
0.1200470336
Long
DBT
CORP
US
N
2
2026-02-13
Variable
2.015000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 1.73 07/22/2027
06051GJS9
85000.0000000000
PA
USD
76095.9600000000
0.2151451247
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.734000000000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA 5.53 08/18/2026
06428CAA2
120000.0000000000
PA
USD
120604.2200000000
0.3409827532
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
5.526000000000001
N
N
N
N
N
N
Barings Private Credit Corp CL
N/A
Barings Private Credit Corp CLO 2023-1 Ltd 7.81
067930AA5
75000.0000000000
PA
USD
75043.4900000000
0.2121694899
Long
ABS-CBDO
CORP
US
N
2
2031-07-15
Variable
7.807440000000000
N
N
N
N
N
N
Bellemeade Re 2018-1 Ltd
549300O2GEH6GH9NO762
Bellemeade Re 2018-1 Ltd 8.33
078768AE8
39161.2000000000
PA
USD
39285.1100000000
0.1110702840
Long
ABS-MBS
CORP
BM
N
2
2028-04-25
Variable
8.329430000000000
N
N
N
N
N
N
Bellemeade Re 2020-2 Ltd
N/A
Bellemeade Re 2020-2 Ltd 11.43
078782AD1
52315.7500000000
PA
USD
53116.9800000000
0.1501769514
Long
ABS-MBS
CORP
US
N
2
2030-08-26
Variable
11.429430000000000
N
N
N
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC 3.63 09/01/2028
092174AA9
50000.0000000000
PA
USD
46150.7500000000
0.1304814193
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.625000000000000
N
N
N
N
N
N
Blackbird Capital Aircraft
N/A
Blackbird Capital Aircraft 2.44
09229CAA7
197014.1700000000
PA
USD
169727.4700000000
0.4798682834
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Fixed
2.443000000000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The 2.80 03/01/2024
097023CC7
105000.0000000000
PA
USD
103339.4900000000
0.2921704051
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
2.800000000000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The 1.43 02/04/2024
097023DE2
60000.0000000000
PA
USD
58851.5200000000
0.1663901423
Long
DBT
CORP
US
N
2
2024-02-04
Floating
1.433000000000000
N
N
N
N
N
N
Brazos Education Loan Authority Inc
N/A
Brazos Education Loan Authority Inc 6.10
10620WAA6
32104.2800000000
PA
USD
31785.0500000000
0.0898654613
Long
ABS-MBS
CORP
US
N
2
2035-12-26
Variable
6.102060000000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP 3.90 03/15/2027
11120VAE3
80000.0000000000
PA
USD
74586.3300000000
0.2108769673
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.900000000000000
N
N
N
N
N
N
DBWF 2018-GLKS Mortgage Trust
N/A
DBWF 2018-GLKS Mortgage Trust 6.49
23307GAA4
150000.0000000000
PA
USD
149088.5300000000
0.4215160749
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Variable
6.491000000000001
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp 3.63 02/01/2025
23317HAD4
100000.0000000000
PA
USD
95207.1900000000
0.2691780584
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.625000000000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co 4.22 11/01/2024
233331BD8
85000.0000000000
PA
USD
83416.1500000000
0.2358414033
Long
DBT
CORP
US
N
2
2024-11-01
Floating
4.220000000000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S 1.55 09/10/2027
23636ABB6
200000.0000000000
PA
USD
175781.6800000000
0.4969852731
Long
DBT
CORP
DK
N
2
2027-09-10
Variable
1.549000000000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY 1.45 04/01/2025
251526CG2
150000.0000000000
PA
USD
145340.0400000000
0.4109180176
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
Deutsche Bank AG/New York NY 7.15 07/13/2027
25160PAN7
150000.0000000000
PA
USD
152318.0500000000
0.4306468551
Long
DBT
CORP
US
N
2
2027-07-13
Variable
7.146000000000000
N
N
N
N
N
N
Diamond Issuer
N/A
Diamond Issuer 2.31
25267TAN1
165000.0000000000
PA
USD
142462.3200000000
0.4027818770
Long
ABS-MBS
CORP
US
N
2
2051-11-20
Fixed
2.305000000000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank 5.97 08/09/2028
25466AAN1
255000.0000000000
PA
USD
235285.6800000000
0.6652201636
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
Domino's Pizza Master Issuer LLC 4.47
25755TAE0
74600.0000000000
PA
USD
71552.8100000000
0.2023003354
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Fixed
4.474000000000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden 30 Senior Loan Fund 7.33
26249BAU5
75000.0000000000
PA
USD
73384.2500000000
0.2074783420
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
Dryden 72 CLO Ltd 7.48
26252NAS8
150000.0000000000
PA
USD
145895.0900000000
0.4124873033
Long
ABS-CBDO
CORP
US
N
2
2032-05-15
Variable
7.476179999999999
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA 5.38 06/26/2026
279158AL3
75000.0000000000
PA
USD
72712.7000000000
0.2055796774
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.375000000000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc 5.77 02/16/2024
29250NBM6
80000.0000000000
PA
USD
80064.3300000000
0.2263648459
Long
DBT
CORP
CA
N
2
2024-02-16
Variable
5.766920000000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC 3.70 02/15/2026
29379VBH5
135000.0000000000
PA
USD
130265.1700000000
0.3682970324
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.700000000000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc 2.90 11/18/2026
29444UBD7
90000.0000000000
PA
USD
83247.1100000000
0.2353634787
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.900000000000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc 1.80 07/15/2027
29444UBG0
30000.0000000000
PA
USD
26230.9800000000
0.0741625109
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.800000000000000
N
N
N
N
N
N
Extended Stay America Trust 2021-ESH
N/A
Extended Stay America Trust 2021-ESH 8.27
30227FAL4
95430.8600000000
PA
USD
93956.1100000000
0.2656408961
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
8.274480000000001
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 10.40
30711XAR5
3397.4000000000
PA
USD
3433.9400000000
0.0097087342
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
10.402059999999999
N
N
N
N
N
N
Fannie Mae Connecticut Avenue
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities 6.75
30711XHT4
55817.4500000000
PA
USD
55883.2000000000
0.1579978495
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Variable
6.752059999999999
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2020-1
N/A
Ellington Financial Mortgage Trust 2020-1 2.01
31574PAA3
75381.3100000000
PA
USD
72172.8700000000
0.2040534230
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.006000000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp 4.30 01/16/2024
316773CP3
80000.0000000000
PA
USD
79366.7600000000
0.2243926153
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.300000000000000
N
N
N
N
N
N
FirstKey Homes 2020-SFR2 Trust
N/A
FirstKey Homes 2020-SFR2 Trust 1.97
33767JAG7
100000.0000000000
PA
USD
90809.4300000000
0.2567443284
Long
ABS-MBS
CORP
US
N
2
2037-10-19
Fixed
1.968000000000000
N
N
N
N
N
N
Flagship Credit Auto Trust 2021-2
N/A
Flagship Credit Auto Trust 2021-2 0.37
33844WAA8
2824.1600000000
PA
USD
2810.8800000000
0.0079471647
Long
ABS-MBS
CORP
US
N
2
2026-12-15
Fixed
0.370000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 0.93 10/21/2024
38141GYL2
150000.0000000000
PA
USD
148829.9400000000
0.4207849668
Long
DBT
CORP
US
N
2
2024-10-21
Variable
0.925000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 1.95 10/21/2027
38141GYM0
70000.0000000000
PA
USD
62319.1100000000
0.1761940147
Long
DBT
CORP
US
N
2
2027-10-21
Variable
1.948000000000000
N
N
N
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc 3.38 04/15/2024
38173MAA0
100000.0000000000
PA
USD
98005.6300000000
0.2770900517
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.375000000000000
N
N
N
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc 2.50 08/24/2026
38173MAB8
85000.0000000000
PA
USD
74771.8700000000
0.2114015421
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.500000000000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
Corebridge Global Funding 5.75 07/02/2026
00138CAU2
80000.0000000000
PA
USD
79678.7500000000
0.2252747006
Long
DBT
CORP
US
N
2
2026-07-02
Fixed
5.750000000000000
N
N
N
N
N
N
AMMC CDO
5493004OOK6VXHQ8DQ60
AMMC CLO XI Ltd 7.23
00176ABB0
100000.0000000000
PA
USD
99073.2800000000
0.2801086047
Long
ABS-CBDO
CORP
US
N
2
2031-04-30
Variable
7.230729999999999
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 7.30 08/15/2026
00206RGJ5
45000.0000000000
PA
USD
46661.8900000000
0.1319265588
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.300000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 2.30 06/01/2027
00206RJX1
50000.0000000000
PA
USD
44789.1000000000
0.1266316438
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.300000000000000
N
N
N
N
N
N
Aaset 2021-2 Trust
N/A
Aaset 2021-2 Trust 3.54
00258BAB0
208379.6800000000
PA
USD
167749.8100000000
0.4742768708
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
3.538000000000000
N
N
N
N
N
N
Abu Dhabi National Energy Co PJSC
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC 4.38 01/24/2029
00388WAL5
15000.0000000000
PA
USD
14579.4800000000
0.0412203755
Long
DBT
CORP
AE
N
2
2029-01-24
Fixed
4.375000000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
695130.7200000000
NS
USD
695130.7200000000
1.9653341050
Long
STIV
RF
US
N
1
N
N
N
Sabey Data Center Issuer LLC
N/A
Sabey Data Center Issuer LLC 3.81
78520EAA4
165000.0000000000
PA
USD
157323.3300000000
0.4447982186
Long
ABS-MBS
CORP
US
N
2
2045-04-20
Fixed
3.812000000000000
N
N
N
N
N
N
Santander UK Group Holdings PL
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC 1.09 03/15/2025
80281LAN5
200000.0000000000
PA
USD
193931.8900000000
0.5483011274
Long
DBT
CORP
GB
N
2
2025-03-15
Variable
1.089000000000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond 4.75 01/18/2028
80413TBC2
120000.0000000000
PA
USD
118913.6400000000
0.3362029982
Long
DBT
NUSS
SA
N
2
2028-01-18
Fixed
4.750000000000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The 5.64 05/19/2029
808513CD5
45000.0000000000
PA
USD
44940.0500000000
0.1270584228
Long
DBT
CORP
US
N
2
2029-05-19
Variable
5.643000000000001
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The 5.88 08/24/2026
808513CG8
120000.0000000000
PA
USD
120748.4400000000
0.3413905046
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
5.875000000000000
N
N
N
N
N
N
Sierra Timeshare 2020-2 Receivables Funding LLC
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC 3.51
826525AC1
125025.6800000000
PA
USD
118644.4300000000
0.3354418643
Long
ABS-MBS
CORP
US
N
2
2037-07-20
Fixed
3.510000000000000
N
N
N
N
N
N
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 8.00 09/20/2025
84859BAB7
75000.0000000000
PA
USD
75148.1300000000
0.2124653372
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.000000000000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
Spirit Realty LP 4.45 09/15/2026
84861TAC2
50000.0000000000
PA
USD
47692.6400000000
0.1348407850
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
4.450000000000000
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
OneMain Finance Corp 6.13 03/15/2024
85172FAP4
40000.0000000000
PA
USD
40012.1000000000
0.1131256935
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.125000000000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp 6.88 11/15/2028
852060AD4
150000.0000000000
PA
USD
158601.3000000000
0.4484114067
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875000000000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC 4.54
85236KAA0
64968.0400000000
PA
USD
64213.4400000000
0.1815498294
Long
ABS-MBS
CORP
US
N
2
2044-02-25
Fixed
4.540000000000000
N
N
N
N
N
N
STARBUCKS CORP SR UNSECURED 02/26 4.75
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP SR UNSECURED 02/26 4.75
855244BE8
15000.0000000000
PA
USD
14873.4800000000
0.0420515979
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.7500000000
N
N
N
N
N
N
Start II LTD
N/A
Start II LTD 4.09
85573LAA9
182024.8600000000
PA
USD
161588.9500000000
0.4568583509
Long
ABS-MBS
CORP
GB
N
2
2044-03-15
Fixed
4.089000000000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp 5.27 08/03/2026
857477CD3
100000.0000000000
PA
USD
100050.9300000000
0.2828727019
Long
DBT
CORP
US
N
2
2026-08-03
Fixed
5.272000000000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc 2.80 12/15/2024
858119BJ8
115000.0000000000
PA
USD
110849.6300000000
0.3134037269
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.800000000000000
N
N
N
N
N
N
Stewart Park CLO
549300FC1IHOM4H6GL63
Stewart Park CLO Ltd 7.37
860444AS7
75000.0000000000
PA
USD
73276.6700000000
0.2071741825
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Variable
7.369570000000000
N
N
N
N
N
N
Stratus CLO LTD
254900QVXP4GJ625LF86
Stratus CLO 2021-2 Ltd 7.49
86315TAE5
100000.0000000000
PA
USD
98342.6700000000
0.2780429605
Long
ABS-CBDO
CORP
US
N
2
2029-12-28
Variable
7.487749999999999
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc 4.44 04/02/2024
86562MAA8
200000.0000000000
PA
USD
197835.0200000000
0.5593363964
Long
DBT
CORP
JP
N
2
2024-04-02
Fixed
4.436000000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP 4.25 04/01/2024
86765BAN9
75000.0000000000
PA
USD
74222.7700000000
0.2098490788
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Bill 0.00 08/08/2024
912797GK7
4800000.0000000000
PA
USD
4567242.3900000000
12.9129054096
Long
DBT
UST
US
N
2
2024-08-08
None
0.000000000000000
N
N
N
N
N
N
Visio 2020-1 Trust
N/A
Visio 2020-1 Trust 2.50
92837KAB7
110000.0000000000
PA
USD
99235.6300000000
0.2805676148
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
2.504000000000000
N
N
N
N
N
N
Vista Point Securitization Trust 2020-2
N/A
Vista Point Securitization Trust 2020-2 1.48
92838TAA9
87099.0300000000
PA
USD
79182.3500000000
0.2238712353
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.475000000000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC 5.13 05/13/2025
92840VAL6
120000.0000000000
PA
USD
117006.6800000000
0.3308114749
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.125000000000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010 3.75 09/19/2024
92936MAF4
135000.0000000000
PA
USD
131352.1200000000
0.3713701521
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.750000000000000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC 4.45 01/15/2024
948741AK9
39000.0000000000
PA
USD
38737.0400000000
0.1095207328
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.450000000000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA 5.45 08/07/2026
94988J6D4
90000.0000000000
PA
USD
90303.2500000000
0.2553132122
Long
DBT
CORP
US
N
2
2026-08-07
Fixed
5.450000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 5.57 07/25/2029
95000U3E1
105000.0000000000
PA
USD
104601.1800000000
0.2957375650
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.574000000000000
N
N
N
N
N
N
CBOT 5 Year US Treasury Note
N/A
US 5YR NOTE (CBT) Dec23
N/A
-20.0000000000
NC
USD
-15172.5400000000
-0.0428971263
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US 5YR NOTE (CBT)
US 5YR NOTE (CBT) Dec23
2023-12-29
-2123264.9600000000
USD
-15172.5400000000
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Dec23
N/A
6.0000000000
NC
USD
5641.7300000000
0.0159507903
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Dec23
2023-12-19
660545.7700000000
USD
5641.7300000000
N
N
N
CBOT 2 Year US Treasury Note
N/A
US 2YR NOTE (CBT) Dec23
N/A
66.0000000000
NC
USD
42290.4400000000
0.1195672147
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 2YR NOTE (CBT)
US 2YR NOTE (CBT) Dec23
2023-12-29
13408818.9700000000
USD
42290.4400000000
N
N
N
CBOT US Long Bond Future
N/A
US LONG BOND(CBT) Dec23
N/A
-1.0000000000
NC
USD
-1209.5400000000
-0.0034197168
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US LONG BOND(CBT)
US LONG BOND(CBT) Dec23
2023-12-19
-120477.9600000000
USD
-1209.5400000000
N
N
N
CBOT 10 Year Ultra US Treasury Note
N/A
US 10yr Ultra Fut Dec23
N/A
-2.0000000000
NC
USD
-2131.5300000000
-0.0060264472
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US 10yr Ultra Fut
US 10yr Ultra Fut Dec23
2023-12-19
-230087.2200000000
USD
-2131.5300000000
N
N
N
Jazz Financing Lux Sarl
635400WUEO2NSG5OIU34
JAZZ FINANCING LUX SARL USD TERM LOAN
N/A
139211.9200000000
PA
USD
139385.9300000000
0.3940840393
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.943400000000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp 1.57 10/15/2026
N/A
25000.0000000000
PA
USD
21986.0800000000
0.0621609600
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.573000000000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC 5.13 05/13/2025
N/A
25000.0000000000
PA
USD
24376.3900000000
0.0689190526
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.125000000000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC 1.65
92212KAB2
95000.0000000000
PA
USD
85967.9300000000
0.2430560180
Long
ABS-MBS
CORP
US
N
2
2045-09-15
Fixed
1.645000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-R2
N/A
Verus Securitization Trust 2021-R2 1.23
92538DAD1
52366.1100000000
PA
USD
45134.5500000000
0.1276083302
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
1.227000000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI Properties LP / VICI Note Co Inc 3.50 02/15/2025
92564RAC9
140000.0000000000
PA
USD
134238.5800000000
0.3795310031
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.500000000000000
N
N
N
N
N
N
VICI Properties LP
254900X4QE7SGKQLLN38
VICI Properties LP 4.38 05/15/2025
925650AA1
90000.0000000000
PA
USD
87579.9000000000
0.2476135199
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.375000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV / NXP Funding LLC 4.88 03/01/2024
62947QBA5
100000.0000000000
PA
USD
99415.0800000000
0.2810749714
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
4.875000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc 2.70 05/01/2025
62954HAW8
17000.0000000000
PA
USD
16179.5400000000
0.0457442044
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.700000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc 3.15 05/01/2027
62954HAX6
50000.0000000000
PA
USD
46335.6600000000
0.1310042130
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.150000000000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc 5.35 06/28/2028
63111XAH4
75000.0000000000
PA
USD
75096.7900000000
0.2123201843
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.350000000000001
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT Inc 4.30 10/15/2028
637417AL0
60000.0000000000
PA
USD
56352.4300000000
0.1593244974
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.300000000000000
N
N
N
N
N
N
Nelnet Student Loan Trust 2019-5
N/A
Nelnet Student Loan Trust 2019-5 2.53
64034EAA3
76639.3100000000
PA
USD
68122.6500000000
0.1926022883
Long
ABS-MBS
CORP
US
N
2
2067-10-25
Fixed
2.530000000000000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
New Economy Assets Phase 1 Sponsor LLC 2.41
643821AB7
100000.0000000000
PA
USD
83661.8800000000
0.2365361526
Long
ABS-MBS
CORP
US
N
2
2061-10-20
Fixed
2.410000000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc 4.26 09/01/2024
65339KBL3
80000.0000000000
PA
USD
78766.0100000000
0.2226941226
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.255000000000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc 4.45 06/20/2025
65339KCG3
155000.0000000000
PA
USD
151916.2100000000
0.4295107381
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
4.450000000000000
N
N
N
N
N
N
BOC Aviation USA Corp
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp 1.63 04/29/2024
66980P2A6
210000.0000000000
PA
USD
204082.9100000000
0.5770009751
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.625000000000000
N
N
N
N
N
N
Blue Owl Capital Corp
2549000BD79OOCPF2L94
Blue Owl Capital Corp 5.25 04/15/2024
69121KAA2
85000.0000000000
PA
USD
84408.3400000000
0.2386466093
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.250000000000000
N
N
N
N
N
N
Blue Owl Capital Corp
2549000BD79OOCPF2L94
Blue Owl Capital Corp 3.40 07/15/2026
69121KAE4
60000.0000000000
PA
USD
54094.4000000000
0.1529403983
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.400000000000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The 5.58 06/12/2029
693475BR5
43000.0000000000
PA
USD
42662.5800000000
0.1206193613
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.582000000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co 6.10 01/15/2029
694308KL0
95000.0000000000
PA
USD
93976.4900000000
0.2656985162
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.100000000000001
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd 7.34
69702BAE1
125000.0000000000
PA
USD
121619.7600000000
0.3438539764
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Variable
7.337750000000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd 8.09
69702BAG6
75000.0000000000
PA
USD
73835.3900000000
0.2087538443
Long
ABS-CBDO
CORP
US
N
2
2029-07-20
Variable
8.087750000000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-4 Ltd 8.10
69702YAE1
100000.0000000000
PA
USD
100987.9500000000
0.2855219265
Long
ABS-CBDO
CORP
US
N
2
2031-07-24
Variable
8.095570000000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp 6.05 08/01/2028
709599BW3
50000.0000000000
PA
USD
50094.7600000000
0.1416322678
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.050000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 6.50 03/13/2027
71654QCG5
40000.0000000000
PA
USD
35037.9200000000
0.0990622586
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.500000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 6.49 01/23/2027
71654QDB5
40000.0000000000
PA
USD
35068.4200000000
0.0991484909
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.490000000000000
N
N
N
N
N
N
Pioneer Aircraft Finance Ltd
N/A
Pioneer Aircraft Finance Ltd 3.97
72353PAA4
182300.1100000000
PA
USD
158817.7800000000
0.4490234578
Long
ABS-MBS
CORP
KY
N
2
2044-06-15
Fixed
3.967000000000000
N
N
N
N
N
N
Ready Capital Corp
N/A
Ready Capital Mortgage Financing 2023-FL11 LLC 7.69
75575RAA5
93006.9500000000
PA
USD
93106.7700000000
0.2632395681
Long
ABS-CBDO
CORP
US
N
2
2039-10-25
Variable
7.688949999999999
N
N
N
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp 6.05 02/15/2026
758750AC7
140000.0000000000
PA
USD
139352.1700000000
0.3939885901
Long
DBT
CORP
US
N
2
2026-02-15
Floating
6.050000000000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank 3.30 05/15/2026
86787GAJ1
200000.0000000000
PA
USD
185994.9700000000
0.5258611760
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.300000000000000
N
N
N
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN
86880NAX1
66539.5400000000
PA
USD
66743.4800000000
0.1887029788
Long
LON
CORP
US
N
2
2026-08-31
Variable
9.193300000000001
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial 4.25 08/15/2024
87165BAD5
140000.0000000000
PA
USD
136421.8200000000
0.3857036494
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.250000000000000
N
N
N
N
N
N
Symphony CLO Ltd
N/A
Symphony CLO XXII Ltd 7.27
87167GAT7
100000.0000000000
PA
USD
98760.5500000000
0.2792244272
Long
ABS-CBDO
CORP
US
N
2
2033-04-18
Variable
7.271500000000001
N
N
N
N
N
N
TAL Advantage VII LLC
N/A
TAL Advantage VII LLC 2.05
87407RAA4
69375.0000000000
PA
USD
61396.3100000000
0.1735849941
Long
ABS-MBS
CORP
US
N
2
2045-09-20
Fixed
2.050000000000000
N
N
N
N
N
N
Warner Media LLC
5493004RSX004WU3UT62
Warner Media LLC 3.80 02/15/2027
887317BB0
86000.0000000000
PA
USD
76521.5500000000
0.2163483898
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.800000000000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The 4.11 06/08/2027
89115A2C5
75000.0000000000
PA
USD
71691.6600000000
0.2026929042
Long
DBT
CORP
CA
N
2
2027-06-08
Fixed
4.108000000000001
N
N
N
N
N
N
Triangle Re 2021-1 Ltd
N/A
Triangle Re 2021-1 Ltd 9.33
89600FAD5
85052.8700000000
PA
USD
85523.1800000000
0.2417985820
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
9.329430000000000
N
N
N
N
N
N
Triton Container International
549300O4LZFLCX53XZ54
Triton Container International Ltd 1.15 06/07/2024
89680YAB1
110000.0000000000
PA
USD
105126.0000000000
0.2972213818
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
1.150000000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp 5.78 06/12/2029
91159HJM3
167000.0000000000
PA
USD
166705.2500000000
0.4713235998
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.775000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.00 11/15/2026
912828U24
395000.0000000000
PA
USD
365776.1700000000
1.0341542403
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.00 12/15/2024
91282CDN8
1050000.0000000000
PA
USD
995572.2600000000
2.8147685899
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.000000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.25 06/30/2029
91282CEV9
75000.0000000000
PA
USD
71138.6700000000
0.2011294427
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 03/15/2026
91282CGR6
1295000.0000000000
PA
USD
1294140.0400000000
3.6589054174
Long
DBT
UST
US
N
2
2026-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 3.75 04/15/2026
91282CGV7
1830000.0000000000
PA
USD
1790683.5800000000
5.0627765537
Long
DBT
UST
US
N
2
2026-04-15
Fixed
3.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.13 06/15/2026
91282CHH7
685000.0000000000
PA
USD
677133.2000000000
1.9144499491
Long
DBT
UST
US
N
2
2026-06-15
Fixed
4.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 06/30/2025
91282CHL8
970000.0000000000
PA
USD
964695.3100000000
2.7274705880
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.625000000000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc 1.65 09/01/2026
913903AZ3
110000.0000000000
PA
USD
97745.1800000000
0.2763536847
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.650000000000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC 3.19
92212KAA4
134399.9900000000
PA
USD
130379.9900000000
0.3686216615
Long
ABS-MBS
CORP
US
N
2
2044-07-15
Fixed
3.188000000000000
N
N
N
N
N
N
2023-10-25
American Century ETF Trust
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer