0001145549-24-022874.txt : 20240419
0001145549-24-022874.hdr.sgml : 20240419
20240419165625
ACCESSION NUMBER: 0001145549-24-022874
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240419
DATE AS OF CHANGE: 20240419
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AMERICAN CENTURY ETF TRUST
CENTRAL INDEX KEY: 0001710607
ORGANIZATION NAME:
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: 24858567
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
2024-08-31
2024-02-29
N
193410530.850000000000
3965151.170000000000
189445379.680000000000
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
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc 7.50 02/01/2029
097751BZ3
305000.0000000000
PA
USD
309609.9500000000
0.1634296653
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
7.500000000000000
N
N
N
N
N
GrafTech Global Enterprises Inc
N/A
GrafTech Global Enterprises Inc 9.88 12/15/2028
38431AAA4
590000.0000000000
PA
USD
469197.5000000000
0.2476690119
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.875000000000000
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 7.00 05/15/2027
389284AA8
295000.0000000000
PA
USD
266942.5500000000
0.1409073953
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.000000000000000
N
N
N
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
752017.5000000000
NS
USD
752017.5000000000
0.3969574245
Long
STIV
RF
US
N
1
N
N
ARES CLO
5493001J0ZSE1Y09WE50
ARES XLVII CLO Ltd 7.33
04016VAG0
500000.0000000000
PA
USD
500245.1500000000
0.2640577199
Long
ABS-CBDO
CORP
US
N
2
2030-04-15
Variable
7.325600000000001
N
N
N
N
N
N
Arsenal AIC Parent LLC
N/A
Arsenal AIC Parent LLC 8.00 10/01/2030
04288BAB6
43000.0000000000
PA
USD
45096.2500000000
0.0238043546
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.000000000000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding 2.51 03/08/2024
04685A3J8
660000.0000000000
PA
USD
659719.1600000000
0.3482371336
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.514000000000000
N
N
N
N
N
N
Beacon Roofing Supply Inc
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc 6.50 08/01/2030
073685AK5
505000.0000000000
PA
USD
508140.6000000000
0.2682253855
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
6.500000000000000
N
N
N
N
N
N
Bellemeade Re 2019-3 Ltd
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd 7.40
07877GAC3
114126.1700000000
PA
USD
114303.8000000000
0.0603360189
Long
ABS-MBS
CORP
BM
N
2
2029-07-25
Variable
7.385409999999999
N
N
N
N
N
N
Benchmark 2020-B16 Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust 2.50
08161NAW7
363000.0000000000
PA
USD
246264.4300000000
0.1299923125
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.500000000000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc 5.50 04/15/2028
08576PAK7
1015000.0000000000
PA
USD
1009152.0900000000
0.5326876231
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.500000000000000
N
N
N
N
N
N
Black Knight InfoServ LLC
549300H5PS5C68DAUX66
Black Knight InfoServ LLC 3.63 09/01/2028
092174AA9
907000.0000000000
PA
USD
855003.5000000000
0.4513192676
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.625000000000000
N
N
N
N
N
N
Blackbird Capital II Aircraft Lease Ltd
N/A
Blackbird Capital II Aircraft Lease Ltd 3.45
09229CAB5
379302.8200000000
PA
USD
330710.6800000000
0.1745678256
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Fixed
3.446000000000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund 7.30 11/27/2028
09261HBB2
470000.0000000000
PA
USD
485399.9600000000
0.2562215879
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
7.300000000000000
N
N
N
N
N
N
Blue Racer Midstream LLC / Blue Racer Finance Corp
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp 7.63 12/15/2025
095796AH1
395000.0000000000
PA
USD
398773.0400000000
0.2104949937
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.625000000000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The 4.88 05/01/2025
097023CT0
855000.0000000000
PA
USD
847317.1900000000
0.4472619979
Long
DBT
CORP
US
N
2
2025-05-01
Floating
4.875000000000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc 8.75 11/15/2030
097751CA7
220000.0000000000
PA
USD
230727.2000000000
0.1217908826
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
8.750000000000000
N
N
N
N
N
N
Brand Industrial Services Inc
549300B658W2BPDQMW42
Brand Industrial Services Inc 10.38 08/01/2030
104931AA8
295000.0000000000
PA
USD
314079.6100000000
0.1657890050
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
10.375000000000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP 3.90 03/15/2027
11120VAE3
850000.0000000000
PA
USD
811224.6200000000
0.4282102954
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.900000000000000
N
N
N
N
N
N
Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy
N/A
Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy 7.88 02/15/2039
11952AAA0
350000.0000000000
PA
USD
371911.7500000000
0.1963160836
Long
DBT
CORP
MX
N
2
2039-02-15
Fixed
7.875000000000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc 5.00 03/01/2030
12008RAN7
765000.0000000000
PA
USD
723095.0600000000
0.3816905227
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.000000000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2023-VLT2
N/A
BX Commercial Mortgage Trust 2023-VLT2 8.46
123918AC8
386000.0000000000
PA
USD
387183.9800000000
0.2043776315
Long
ABS-MBS
CORP
US
N
2
2040-06-15
Variable
8.446640000000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2020-VIVA
N/A
BX Commercial Mortgage Trust 2020-VIVA 3.67
12433XAG4
400000.0000000000
PA
USD
336668.9600000000
0.1777129432
Long
ABS-MBS
CORP
US
N
2
2044-03-11
Variable
3.548750000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global 5.90 10/15/2040
124857AF0
50000.0000000000
PA
USD
40682.4000000000
0.0214744746
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.900000000000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp 7.38 03/01/2031
1248EPCT8
475000.0000000000
PA
USD
460537.9600000000
0.2430980163
Long
DBT
CORP
US
N
2
2031-03-01
Floating
7.375000000000000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP 2.69
12510HAA8
210363.1900000000
PA
USD
203620.1200000000
0.1074822307
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
2.690000000000000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP 4.17
12510HAG5
100000.0000000000
PA
USD
96257.3100000000
0.0508100594
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
4.170000000000000
N
N
N
N
N
N
CARS-DB4 LP
N/A
CARS-DB4 LP 4.52
12510HAH3
100000.0000000000
PA
USD
90870.6500000000
0.0479666752
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Fixed
4.520000000000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP 7.50 06/01/2027
26885BAM2
405000.0000000000
PA
USD
414656.0100000000
0.2188789247
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.500000000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 6.80 11/07/2028
345397D59
250000.0000000000
PA
USD
259240.9800000000
0.1368420705
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
6.798000000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 5.80 03/05/2027
345397D83
460000.0000000000
PA
USD
459284.6100000000
0.2424364272
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
5.800000000000000
N
N
N
N
N
N
Fortrea Holdings Inc
5493000FIVFABOVCDU97
Fortrea Holdings Inc 7.50 07/01/2030
34965KAA5
632000.0000000000
PA
USD
647010.0000000000
0.3415285192
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.500000000000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp 6.50 10/13/2033
35137LAN5
810000.0000000000
PA
USD
851189.4100000000
0.4493059749
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.500000000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2023-HQA2
5493000KIGZAWUOW4E32
Freddie Mac STACR REMIC Trust 2023-HQA2 7.34
35564K2F5
217915.8800000000
PA
USD
219851.8400000000
0.1160502517
Long
ABS-MBS
CORP
US
N
2
2043-06-25
Variable
7.321650000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA6
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6 7.47
35564KH36
164051.1500000000
PA
USD
165740.0900000000
0.0874870056
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
7.471649999999999
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA6
5493000ISHRHX47NOH65
Freddie Mac STACR REMIC Trust 2021-HQA3 6.17
35564KJG5
345981.8200000000
PA
USD
344662.4900000000
0.1819323810
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Variable
6.171650000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA3
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3 7.32
35564KUW7
313073.3200000000
PA
USD
317201.0700000000
0.1674366884
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Variable
7.321650000000000
N
N
N
N
N
N
Freedom Mortgage Corp
549300LYRWPSYPK6S325
Freedom Mortgage Corp 12.00 10/01/2028
35640YAK3
430000.0000000000
PA
USD
466414.9800000000
0.2462002403
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
12.000000000000000
N
N
N
N
N
N
Freedom Mortgage Holdings LLC
N/A
Freedom Mortgage Holdings LLC 9.25 02/01/2029
35641AAA6
86000.0000000000
PA
USD
87415.5600000000
0.0461428831
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.250000000000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust 5.50 01/08/2029
36143L2L8
445000.0000000000
PA
USD
440005.3600000000
0.2322597472
Long
DBT
CORP
US
N
2
2029-01-08
Fixed
5.500000000000000
N
N
N
N
N
N
GCAT 2021-CM2 Trust
N/A
GCAT 2021-CM2 Trust 2.35
36167AAA8
343016.4500000000
PA
USD
311735.6100000000
0.1645517091
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
2.352000000000000
N
N
N
N
N
N
GCAT 2021-NQM1 Trust
N/A
GCAT 2021-NQM1 Trust 1.15
36167TAC3
117174.3000000000
PA
USD
95161.6500000000
0.0502317080
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
1.151000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179WNE4
417461.3400000000
PA
USD
353677.2800000000
0.1866908977
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.500000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool 2.50
36179WTY4
2082322.6900000000
PA
USD
1764153.3800000000
0.9312200609
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
GS Mortgage Securities Corp Trust 2018-HULA 7.09
36259AAL3
233267.0100000000
PA
USD
231546.4800000000
0.1222233450
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Variable
7.073010000000000
N
N
N
N
N
N
General Motors Financial Co In
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 5.40 04/06/2026
37045XEF9
590000.0000000000
PA
USD
590428.0800000000
0.3116613775
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.400000000000000
N
N
N
N
N
N
Geopark Ltd
529900ZR5QI19AH4KZ07
Geopark Ltd 5.50 01/17/2027
37255BAB5
215000.0000000000
PA
USD
194993.8200000000
0.1029287810
Long
DBT
CORP
CO
N
2
2027-01-17
Fixed
5.500000000000000
N
N
N
N
N
N
Global Partners LP / GLP Finance Corp
N/A
Global Partners LP / GLP Finance Corp 8.25 01/15/2032
37954FAK0
200000.0000000000
PA
USD
205265.4300000000
0.1083507185
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.250000000000000
N
N
N
N
N
N
Global Atlantic Fin Co
N/A
Global Atlantic Fin Co 4.40 10/15/2029
37959GAA5
390000.0000000000
PA
USD
356891.8700000000
0.1883877404
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.400000000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The (pfd) 7.50% 02/10/2173 Perpetual
38141GA38
580000.0000000000
NS
USD
611333.8100000000
0.3226966058
Long
EP
CORP
US
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The 6.48 10/24/2029
38141GA46
435000.0000000000
PA
USD
455969.7000000000
0.2406866300
Long
DBT
CORP
US
N
2
2029-10-24
Variable
6.484000000000000
N
N
N
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc 7.05 12/05/2028
38173MAD4
615000.0000000000
PA
USD
626959.0000000000
0.3309444659
Long
DBT
CORP
US
N
2
2028-12-05
Fixed
7.050000000000000
N
N
N
N
N
N
NXP BV / NXP Funding LLC / NXP USA Inc
N/A
NXP BV / NXP Funding LLC / NXP USA Inc 2.50 05/11/2031
62954HBA5
865000.0000000000
PA
USD
716182.6000000000
0.3780417349
Long
DBT
CORP
NL
N
2
2031-05-11
Fixed
2.500000000000000
N
N
N
N
N
N
NP SPE II LLC
549300M4DFCB4G0UM882
NP SPE II LLC 2.57
62954JAA2
276647.9700000000
PA
USD
265046.9300000000
0.1399067797
Long
ABS-MBS
CORP
US
N
2
2049-09-20
Fixed
2.574000000000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc 5.55 02/15/2034
63111XAJ0
295000.0000000000
PA
USD
297204.2600000000
0.1568812396
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.550000000000000
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT Inc 4.30 10/15/2028
637417AL0
1247000.0000000000
PA
USD
1198336.4400000000
0.6325498368
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.300000000000000
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT Inc 5.60 10/15/2033
637417AS5
185000.0000000000
PA
USD
184622.5000000000
0.0974542110
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.600000000000001
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC 6.48 06/01/2034
639057AP3
480000.0000000000
PA
USD
480608.6000000000
0.2536924367
Long
DBT
CORP
GB
N
2
2034-06-01
Variable
6.475000000000001
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp 5.88 10/25/2024
63938CAB4
385000.0000000000
PA
USD
384357.8600000000
0.2028858453
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.875000000000000
N
N
N
N
N
N
Navigator Aircraft ABS Ltd
N/A
Navigator Aircraft ABS Ltd 3.57
63943BAB9
254241.0600000000
PA
USD
214561.4800000000
0.1132577001
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Floating
3.571000000000000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc 7.50 01/12/2029
65158NAC6
348000.0000000000
PA
USD
354141.8700000000
0.1869361346
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
7.500000000000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP 7.25 01/15/2029
65342QAM4
309000.0000000000
PA
USD
314355.2800000000
0.1659345192
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.250000000000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC 7.05 09/15/2028
65480CAF2
655000.0000000000
PA
USD
682645.0200000000
0.3603387009
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.050000000000000
N
N
N
N
N
N
OBX 2021-NQM2 Trust
N/A
OBX 2021-NQM2 Trust 1.36
670857AB7
1073170.5500000000
PA
USD
845160.5500000000
0.4461236011
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.357000000000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp 6.38 09/01/2028
674599EC5
765000.0000000000
PA
USD
793159.9700000000
0.4186747501
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.375000000000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp 6.13 01/01/2031
674599EF8
684000.0000000000
PA
USD
702095.2200000000
0.3706056179
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000000
N
N
N
N
N
N
Octagon Investment Partners Lt
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd 7.57
67590EBL7
300000.0000000000
PA
USD
298895.3100000000
0.1577738716
Long
ABS-CBDO
CORP
US
N
2
2030-07-19
Variable
7.571180000000000
N
N
N
N
N
N
One New York Plaza Trust 2020-1NYP
N/A
One New York Plaza Trust 2020-1NYP 6.95
68249DAE9
229000.0000000000
PA
USD
214604.5100000000
0.1132804138
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
6.932480000000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc 6.05 09/01/2033
682680BL6
215000.0000000000
PA
USD
221662.9000000000
0.1170062318
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.050000000000000
N
N
N
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp 6.90 12/01/2027
683715AF3
311000.0000000000
PA
USD
321335.7700000000
0.1696192172
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.900000000000000
N
N
N
N
N
N
Organon & Co / Organon Foreign Debt Co-Issuer BV
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV 5.13 04/30/2031
68622TAB7
1095000.0000000000
PA
USD
939301.8400000000
0.4958167054
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
5.125000000000000
N
N
N
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc 6.63 04/01/2030
690732AG7
690000.0000000000
PA
USD
667423.2000000000
0.3523037622
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.625000000000000
N
N
N
N
N
N
Owens-Brockway Glass Container Inc
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc 7.25 05/15/2031
69073TAU7
583000.0000000000
PA
USD
591593.4200000000
0.3122765100
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.250000000000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The 6.20 11/17/2029
808513CJ2
168000.0000000000
PA
USD
173536.9200000000
0.0916026141
Long
DBT
CORP
US
N
2
2029-11-17
Variable
6.196000000000001
N
N
N
N
N
N
Light & Wonder International Inc
RLTHESQ0RNFQJWPBJN60
Light & Wonder International Inc 7.25 11/15/2029
80874YBE9
725000.0000000000
PA
USD
742560.2800000000
0.3919653682
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.250000000000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp 5.00 04/15/2029
81211KBA7
760000.0000000000
PA
USD
720645.6500000000
0.3803975854
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000000
N
N
N
N
N
N
Shelter Growth CRE Issuer Ltd
N/A
Shelter Growth CRE 2022-FL4 Issuer Ltd 7.63
82286DAA2
305578.2300000000
PA
USD
305555.9800000000
0.1612897504
Long
ABS-CBDO
CORP
US
N
2
2037-06-17
Variable
7.611850000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.63 09/15/2026
91282CHY0
5355000.0000000000
PA
USD
5370688.4900000000
2.8349535360
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.75 11/15/2026
91282CJK8
2100000.0000000000
PA
USD
2108162.1100000000
1.1128073504
Long
DBT
UST
US
N
2
2026-11-15
Fixed
4.750000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.38 11/30/2028
91282CJN2
2530000.0000000000
PA
USD
2541167.5700000000
1.3413721540
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.375000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued 4.25 12/15/2026
91282CJP7
4300000.0000000000
PA
USD
4291937.5000000000
2.2655276720
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.250000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.13 01/15/2027
91282CJT9
4000000.0000000000
PA
USD
3953593.7600000000
2.0869306851
Long
DBT
UST
US
N
2
2027-01-15
Fixed
4.125000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.00 02/15/2027
91282CKA8
1000000.0000000000
PA
USD
991835.9400000000
0.5235471784
Long
DBT
UST
US
N
2
2027-02-15
Fixed
4.000000000000000
N
N
N
N
N
N
VB-S1 Issuer LLC - VBTEL
N/A
VB-S1 Issuer LLC - VBTEL 4.29
91823AAY7
425000.0000000000
PA
USD
378005.3300000000
0.1995326202
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Fixed
4.288000000000000
N
N
N
N
N
N
Venture Global LNG Inc
54930011XLBUWMQUC829
Venture Global LNG Inc 9.50 02/01/2029
92332YAC5
645000.0000000000
PA
USD
688110.7700000000
0.3632238333
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.500000000000000
N
N
N
N
N
N
Verus Securitization Trust 2021-7
N/A
Verus Securitization Trust 2021-7 2.14
92538QAB6
972274.5800000000
PA
USD
799784.8100000000
0.4221717159
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
2.137000000000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global 6.88 04/30/2036
925524AX8
385000.0000000000
PA
USD
353431.8600000000
0.1865613511
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.875000000000000
N
N
N
N
N
N
Vibrant CLO Ltd
5493007DQ2IM8HOLV582
Vibrant Clo VII Ltd 7.98
92558BAE8
350000.0000000000
PA
USD
350004.3100000000
0.1847520961
Long
ABS-CBDO
CORP
US
N
2
2030-09-15
Variable
7.979419999999999
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI Properties LP / VICI Note Co Inc 4.13 08/15/2030
92564RAE5
465000.0000000000
PA
USD
417428.7100000000
0.2203425128
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000000
N
N
N
N
N
N
VICI Properties LP
254900X4QE7SGKQLLN38
VICI Properties LP 4.38 05/15/2025
925650AA1
485000.0000000000
PA
USD
476751.6500000000
0.2516565201
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.375000000000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp 6.75 04/15/2029
92735LAA0
267000.0000000000
PA
USD
268268.1300000000
0.1416071115
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.750000000000000
N
N
N
N
N
N
Viper Energy Inc
5299009LINL232255G03
Viper Energy Inc 7.38 11/01/2031
92763MAB1
305000.0000000000
PA
USD
314316.2600000000
0.1659139223
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.375000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 5.39 04/24/2034
95000U3D3
391000.0000000000
PA
USD
384700.7800000000
0.2030668579
Long
DBT
CORP
US
N
2
2034-04-24
Variable
5.389000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 5.56 07/25/2034
95000U3F8
670000.0000000000
PA
USD
667652.8200000000
0.3524249687
Long
DBT
CORP
US
N
2
2034-07-25
Variable
5.557000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co 6.30 10/23/2029
95000U3G6
10000.0000000000
PA
USD
10368.8800000000
0.0054732821
Long
DBT
CORP
US
N
2
2029-10-23
Variable
6.303000000000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co (pfd) 7.63% 09/15/2172 Perpetual
95002YAA1
286000.0000000000
NS
USD
303339.8900000000
0.1601199726
Long
EP
CORP
US
N
2
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc 2.70 10/15/2028
50155QAK6
467000.0000000000
PA
USD
409468.3700000000
0.2161405946
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.700000000000000
N
N
N
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc 6.35 02/20/2034
50155QAN0
842000.0000000000
PA
USD
850345.1800000000
0.4488603425
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.350000000000001
N
N
N
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp 6.25 06/15/2033
501889AF6
555000.0000000000
PA
USD
570720.2400000000
0.3012584635
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
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.25 10/01/2025
505742AG1
19000.0000000000
PA
USD
18734.2200000000
0.0098889823
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.250000000000000
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
403000.0000000000
PA
USD
371308.9000000000
0.1959978653
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.250000000000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust 6.75 11/15/2028
529043AF8
525000.0000000000
PA
USD
542484.2000000000
0.2863538825
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.750000000000000
N
N
N
N
N
N
Life 2021-BMR Mortgage Trust
N/A
Life 2021-BMR Mortgage Trust 6.85
53218CAG5
590765.0500000000
PA
USD
581081.7600000000
0.3067278605
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Variable
6.832479999999999
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC (pfd) 7.50% 06/27/2172 Perpetual
539439AG4
750000.0000000000
NS
USD
749527.5000000000
0.3956430615
Long
EP
CORP
GB
N
2
N
N
N
LUNAR AIRCRAFT 2020-1 LTD
N/A
LUNAR AIRCRAFT 2020-1 LTD 3.38
55037LAA2
239258.4800000000
PA
USD
218036.9000000000
0.1150922236
Long
ABS-MBS
CORP
US
N
2
2045-02-15
Fixed
3.376000000000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp 5.88 02/01/2029
552704AF5
470000.0000000000
PA
USD
458623.7400000000
0.2420875826
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.875000000000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 Multifamily Housing Mortgage Loan Trust 7.93
55282XAJ9
400000.0000000000
PA
USD
380984.0000000000
0.2011049310
Long
ABS-CBDO
CORP
US
N
2
2036-07-15
Variable
7.932119999999999
N
N
N
N
N
N
MAPS 2021-1 Trust
N/A
MAPS 2021-1 Trust 2.52
55292RAA9
212451.5000000000
PA
USD
188253.4000000000
0.0993708056
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
2.521000000000000
N
N
N
N
N
N
MACH 1 Cayman 2019-1 Ltd
N/A
MACH 1 Cayman 2019-1 Ltd 3.47
55446MAA5
234300.5000000000
PA
USD
205045.2200000000
0.1082344792
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Fixed
3.474000000000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
N/A
Macy's Retail Holdings LLC 6.13 03/15/2032
55617LAR3
625000.0000000000
PA
USD
582328.1300000000
0.3073857652
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.125000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 3.76 03/15/2027
55903VBA0
17000.0000000000
PA
USD
16090.8300000000
0.0084936513
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755000000000000
N
N
N
N
N
N
Stratus CLO LTD
254900QVXP4GJ625LF86
Stratus CLO 2021-2 Ltd 7.48
86315TAE5
350000.0000000000
PA
USD
350003.1900000000
0.1847515049
Long
ABS-CBDO
CORP
US
N
2
2029-12-28
Variable
7.479419999999999
N
N
N
N
N
N
Summit Materials LLC / Summit Materials Finance Corp
N/A
Summit Materials LLC / Summit Materials Finance Corp 7.25 01/15/2031
86614RAP2
300000.0000000000
PA
USD
311576.4000000000
0.1644676690
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.250000000000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial 4.25 08/15/2024
87165BAD5
486000.0000000000
PA
USD
481582.9400000000
0.2542067486
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.250000000000000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
STAR PARENT, INC. TERM LOAN B
87169DAB1
390000.0000000000
PA
USD
385614.4500000000
0.2035491447
Long
LON
CORP
US
N
2
2030-09-30
Variable
9.330200000000000
N
N
N
N
N
N
THPT 2023-THL Mortgage Trust
N/A
THPT 2023-THL Mortgage Trust 7.67
87252LAE5
250000.0000000000
PA
USD
255113.7000000000
0.1346634584
Long
ABS-MBS
CORP
US
N
2
2034-12-10
Variable
7.668740000000000
N
N
N
N
N
N
TPG Real Estate Finance Issuer
N/A
TRTX 2021-FL4 Issuer Ltd 6.65
87276WAA1
548784.8400000000
PA
USD
538555.9300000000
0.2842803192
Long
ABS-CBDO
CORP
US
N
2
2038-03-15
Variable
6.635829999999999
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc 7.35 11/27/2028
876030AD9
530000.0000000000
PA
USD
554786.3800000000
0.2928476698
Long
DBT
CORP
US
N
2
2028-11-27
Floating
7.350000000000001
N
N
N
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc 5.00 09/15/2029
87901JAH8
390000.0000000000
PA
USD
343597.8000000000
0.1813703774
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.000000000000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 6.13 10/01/2028
88033GDK3
367000.0000000000
PA
USD
363152.0100000000
0.1916921968
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.125000000000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 4.25 06/01/2029
88033GDM9
360000.0000000000
PA
USD
331413.4400000000
0.1749387821
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.250000000000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 6.25 02/01/2027
88033GDS6
100000.0000000000
PA
USD
99845.6600000000
0.0527041938
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.250000000000000
N
N
N
N
N
N
3R Lux SARL
N/A
3R Lux SARL 9.75 02/05/2031
88563PAA6
300000.0000000000
PA
USD
310588.5000000000
0.1639461994
Long
DBT
CORP
LU
N
2
2031-02-05
Fixed
9.750000000000000
N
N
N
N
N
N
Warner Media LLC
5493004RSX004WU3UT62
Warner Media LLC 3.80 02/15/2027
887317BB0
334000.0000000000
PA
USD
309560.7900000000
0.1634037159
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.800000000000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 4.63 01/15/2029
893647BP1
395000.0000000000
PA
USD
362562.6000000000
0.1913810728
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.625000000000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc 6.63 03/01/2032
893647BV8
200000.0000000000
PA
USD
201499.6200000000
0.1063629107
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.625000000000000
N
N
N
N
N
N
Triangle Re 2023-1 Ltd
N/A
Triangle Re 2023-1 Ltd 8.74
89589AAA7
325000.0000000000
PA
USD
331585.4100000000
0.1750295576
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
8.721650000000000
N
N
N
N
N
N
Triangle Re 2021-1 Ltd
N/A
Triangle Re 2021-1 Ltd 9.35
89600FAD5
99760.9900000000
PA
USD
100093.9500000000
0.0528352553
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
9.335410000000000
N
N
N
N
N
N
Triangle Re 2021-3 Ltd
N/A
Triangle Re 2021-3 Ltd 7.22
89600HAA7
19816.9200000000
PA
USD
19826.0800000000
0.0104653278
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
7.221649999999999
N
N
N
N
N
N
Trinity Rail Leasing LP
N/A
Trinity Rail Leasing LP 6.66
89655YAA4
151060.6600000000
PA
USD
152282.1100000000
0.0803831216
Long
ABS-MBS
CORP
US
N
2
2039-11-16
Fixed
6.657000000000000
N
N
N
N
N
N
Tronox Inc
549300EPZ4YXC7E5P181
Tronox Inc 4.63 03/15/2029
897051AC2
570000.0000000000
PA
USD
505291.3800000000
0.2667214058
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp 7.16 10/30/2029
89788MAQ5
385000.0000000000
PA
USD
407624.2700000000
0.2151671741
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.161000000000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond 5.40 02/09/2028
91087BAU4
400000.0000000000
PA
USD
402077.4800000000
0.2122392643
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.400000000000000
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
Mexico Government International Bond 5.00 05/07/2029
91087BAY6
100000.0000000000
PA
USD
98492.6300000000
0.0519899879
Long
DBT
NUSS
MX
N
2
2029-05-07
Fixed
5.000000000000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.50 07/15/2025
00774MAN5
965000.0000000000
PA
USD
974309.6900000000
0.5142958311
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.500000000000000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
Agree LP 2.90 10/01/2030
008513AA1
440000.0000000000
PA
USD
375309.4400000000
0.1981095768
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.900000000000000
N
N
N
N
N
N
Aimco CDO
N/A
AIMCO CLO Series 2018-A 8.13
00900GAJ4
725000.0000000000
PA
USD
722434.8800000000
0.3813420423
Long
ABS-CBDO
CORP
US
N
2
2031-04-17
Variable
8.128140000000000
N
N
N
N
N
N
Aimco CDO
5493004I93856WYBB035
AIMCO CLO 10 Ltd 7.48
00901AAN7
250000.0000000000
PA
USD
249127.1500000000
0.1315034183
Long
ABS-CBDO
CORP
US
N
2
2032-07-22
Variable
7.479419999999999
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd 6.50 07/18/2028
00928QAX9
880000.0000000000
PA
USD
889589.6800000000
0.4695758120
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 2.48
01627AAB4
400000.0000000000
PA
USD
355374.7600000000
0.1875869238
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
2.482000000000000
N
N
N
N
N
N
ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A
N/A
ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A
01627AAC2
350000.0000000000
PA
USD
348659.9600000000
0.1840424721
Long
ABS-MBS
CORP
US
N
2
2047-10-15
Fixed
6.3500000000
N
N
N
N
N
N
ATI Inc
ZW1LRE7C3H17O2ZN9B45
ATI Inc 4.88 10/01/2029
01741RAL6
305000.0000000000
PA
USD
281298.8800000000
0.1484854793
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.875000000000000
N
N
N
N
N
N
Bread Financial Holdings Inc
549300G8S4PO686J7H97
Bread Financial Holdings Inc 9.75 03/15/2029
018581AP3
197000.0000000000
PA
USD
201755.5800000000
0.1064980209
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
9.750000000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES, INC. 2023 TERM LOAN B
02376CBK0
480150.0000000000
PA
USD
478723.9500000000
0.2526976117
Long
LON
CORP
US
N
2
2028-02-15
Variable
8.184300000000000
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
411743.8700000000
PA
USD
396548.2600000000
0.2093206288
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.700000000000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp 5.55 07/15/2033
03027XCD0
230000.0000000000
PA
USD
229952.1300000000
0.1213817568
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.550000000000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc 5.25 03/02/2030
031162DQ0
480000.0000000000
PA
USD
483803.9600000000
0.2553791287
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
Angel Oak Mortgage Trust 2021-7 2.34
03464JAC5
564991.1100000000
PA
USD
470727.2600000000
0.2484765059
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
Angel Oak Mortgage Trust 2020-5 1.58
03464WAB8
450318.2400000000
PA
USD
418891.4300000000
0.2211146193
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
Angel Oak Mortgage Trust 2020-2 3.86
03464XAB6
172729.5200000000
PA
USD
164344.7500000000
0.0867504662
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
Angel Oak Mortgage Trust 2021-3 2.48
03465EAD3
600000.0000000000
PA
USD
408484.9200000000
0.2156214740
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
Angel Oak Mortgage Trust 2021-5 0.95
03465HAA2
481662.9600000000
PA
USD
404725.3900000000
0.2136369811
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.951000000000000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-6
N/A
Angel Oak Mortgage Trust 2021-6 1.58
03465JAB6
1020128.0900000000
PA
USD
832903.8800000000
0.4396538366
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.581000000000000
N
N
N
N
N
N
Antares Holdings LP
5493008EAIGV4283RM42
Antares Holdings LP 7.95 08/11/2028
03666HAF8
430000.0000000000
PA
USD
444891.5500000000
0.2348389550
Long
DBT
CORP
CA
N
2
2028-08-11
Fixed
7.950000000000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp 5.38 03/01/2030
03674XAS5
660000.0000000000
PA
USD
629608.9100000000
0.3323432385
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.375000000000000
N
N
N
N
N
N
AON North America Inc
N/A
Aon North America Inc 5.30 03/01/2031
03740MAC4
945000.0000000000
PA
USD
944371.4900000000
0.4984927537
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
5.300000000000000
N
N
N
N
N
N
Arbor Realty Trust Inc
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 6.80
03880RAA7
262500.0000000000
PA
USD
261022.9700000000
0.1377827057
Long
ABS-CBDO
CORP
US
N
2
2036-11-15
Variable
6.782120000000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc 5.30 02/26/2054
17275RBU5
119000.0000000000
PA
USD
120536.2300000000
0.0636258484
Long
DBT
CORP
US
N
2
2054-02-26
Fixed
5.300000000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 5.17 02/13/2030
172967PF2
135000.0000000000
PA
USD
133656.8100000000
0.0705516335
Long
DBT
CORP
US
N
2
2030-02-13
Variable
5.174000000000000
N
N
N
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
Civitas Resources Inc 8.38 07/01/2028
17888HAA1
800000.0000000000
PA
USD
838139.2000000000
0.4424173350
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.375000000000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc 6.38 02/01/2031
184496AQ0
515000.0000000000
PA
USD
512347.4400000000
0.2704459939
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.375000000000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc 6.75 04/15/2030
185899AN1
705000.0000000000
PA
USD
700722.1000000000
0.3698808074
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.750000000000000
N
N
N
N
N
N
Cologix Canadian Issuer LP
N/A
Cologix Canadian Issuer LP 4.94
19521DAD3
450000.0000000000
PA
306758.6500000000
0.1619245877
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
Cologix Canadian Issuer LP 7.74
19521DAN1
350000.0000000000
PA
236769.3300000000
0.1249802610
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
Cologix Data Centers US Issuer LLC 3.30
19521UAA1
550000.0000000000
PA
USD
499497.9600000000
0.2636633107
Long
ABS-MBS
CORP
US
N
2
2051-12-26
Fixed
3.300000000000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond 4.50 03/15/2029
195325DP7
500000.0000000000
PA
USD
457051.4000000000
0.2412576125
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.500000000000000
N
N
N
N
N
N
Columbia Pipelines Holding Co
N/A
Columbia Pipelines Holding Co LLC 6.04 08/15/2028
19828AAB3
620000.0000000000
PA
USD
631760.5800000000
0.3334790118
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.042000000000001
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc 5.98 01/30/2030
200340AW7
161000.0000000000
PA
USD
158143.2600000000
0.0834769685
Long
DBT
CORP
US
N
2
2030-01-30
Variable
5.982000000000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R09
N/A
Connecticut Avenue Securities Trust 2022-R09 7.82
20753DAA6
286854.9300000000
PA
USD
291606.8000000000
0.1539265832
Long
ABS-MBS
CORP
US
N
2
2042-09-25
Variable
7.821310000000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2024-R01
N/A
Connecticut Avenue Securities Trust 2024-R01 6.37
20753UAA8
933810.5100000000
PA
USD
934567.8300000000
0.4933178268
Long
ABS-MBS
CORP
US
N
2
2044-01-25
Variable
6.371650000000000
N
N
N
N
N
N
Connecticut Avenue Securities Trust 2022-R03
N/A
Connecticut Avenue Securities Trust 2022-R03 7.42
20753XAA2
188922.4400000000
PA
USD
191675.3400000000
0.1011770993
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Variable
7.421650000000000
N
N
N
N
N
N
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC
N/A
Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 6.63 07/15/2030
22207AAA0
590000.0000000000
PA
USD
600027.0500000000
0.3167282575
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.625000000000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc 5.70 06/15/2033
224044CS4
221000.0000000000
PA
USD
221400.1200000000
0.1168675216
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.700000000000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA (pfd) 6.88% 03/23/2172 Perpetual
225313AL9
195000.0000000000
NS
USD
195039.3100000000
0.1029527932
Long
EP
CORP
FR
N
2
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CrownRock LP / CrownRock Finance Inc 5.00 05/01/2029
228701AG3
40000.0000000000
PA
USD
39387.0000000000
0.0207906892
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
5.000000000000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp 3.63 02/01/2025
23317HAD4
334000.0000000000
PA
USD
328669.7700000000
0.1734905177
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.625000000000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp 4.70 06/01/2027
23317HAF9
440000.0000000000
PA
USD
432996.5100000000
0.2285600793
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.700000000000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S 5.71 03/01/2030
23636ABH3
362000.0000000000
PA
USD
362948.6300000000
0.1915848413
Long
DBT
CORP
DK
N
2
2030-03-01
Variable
5.705000000000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2021-3
N/A
Deephaven Residential Mortgage Trust 2021-3 1.19
24381VAA8
282740.8500000000
PA
USD
239265.5400000000
0.1262979020
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.194000000000000
N
N
N
N
N
N
Diamond Issuer
N/A
Diamond Issuer 2.31
25267TAN1
691000.0000000000
PA
USD
614867.6200000000
0.3245619508
Long
ABS-MBS
CORP
US
N
2
2051-11-20
Fixed
2.305000000000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 2.50 01/15/2027
46590XAS5
340000.0000000000
PA
USD
312153.0800000000
0.1647720734
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.500000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 6.07 10/22/2027
46647PDW3
425000.0000000000
PA
USD
433265.8100000000
0.2287022311
Long
DBT
CORP
US
N
2
2027-10-22
Variable
6.070000000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co 5.04 01/23/2028
46647PEA0
515000.0000000000
PA
USD
512407.6100000000
0.2704777550
Long
DBT
CORP
US
N
2
2028-01-23
Variable
5.040000000000000
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON 4.13
46649XAA5
282000.0000000000
PA
USD
260031.8300000000
0.1372595259
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
KKR Static CLO I LTD 7.32
48255QAM5
625000.0000000000
PA
USD
624947.6300000000
0.3298827509
Long
ABS-CBDO
CORP
US
N
2
2031-07-20
Variable
7.317810000000000
N
N
N
N
N
N
Kenbourne Invest SA
222100QGH6Y9KFYZ4B27
Kenbourne Invest SA 4.70 01/22/2028
48855KAC4
173000.0000000000
PA
USD
98875.3400000000
0.0521920039
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
4.700000000000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp 3.88 05/23/2025
49326EEL3
465000.0000000000
PA
USD
460319.2900000000
0.2429825899
Long
DBT
CORP
US
N
2
2025-05-23
Variable
3.878000000000000
N
N
N
N
N
N
Kite Realty Group LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP 5.50 03/01/2034
49803XAE3
88000.0000000000
PA
USD
86071.7700000000
0.0454335546
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.500000000000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding 5.68 02/23/2026
04685A3S8
755000.0000000000
PA
USD
754929.0800000000
0.3984943213
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
5.684000000000000
N
N
N
N
N
N
Avantor Funding Inc
5493003VM0XB4U8YD238
Avantor Funding Inc 4.63 07/15/2028
05352TAA7
470000.0000000000
PA
USD
444191.5500000000
0.2344694554
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.625000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 6.38 05/04/2028
05401AAS0
650000.0000000000
PA
USD
659822.8100000000
0.3482918460
Long
DBT
CORP
IE
N
2
2028-05-04
Fixed
6.375000000000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd 5.75 03/01/2029
05401AAU5
420000.0000000000
PA
USD
414221.1400000000
0.2186493757
Long
DBT
CORP
IE
N
2
2029-03-01
Fixed
5.750000000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA (pfd) 6.63% 09/25/2172 Perpetual
05565AHN6
235000.0000000000
NS
USD
235904.7500000000
0.1245238867
Long
EP
CORP
FR
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 7.00 10/19/2034
05571AAS4
425000.0000000000
PA
USD
453896.8300000000
0.2395924518
Long
DBT
CORP
FR
N
2
2034-10-19
Variable
7.003000000000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 5.15 07/21/2024
05578QAB9
735000.0000000000
PA
USD
731721.8600000000
0.3862442363
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
545000.0000000000
PA
USD
544996.2100000000
0.2876798637
Long
DBT
CORP
FR
N
2
2029-06-12
Variable
5.335000000000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA 5.89 12/05/2034
05581KAG6
5000.0000000000
PA
USD
5114.2900000000
0.0026996119
Long
DBT
CORP
FR
N
2
2034-12-05
Variable
5.894000000000000
N
N
N
N
N
N
BX Trust 2018-BILT
N/A
BX Trust 2018-BILT 6.84
05606JAJ4
300000.0000000000
PA
USD
299489.5500000000
0.1580875451
Long
ABS-MBS
CORP
US
N
2
2030-05-15
Variable
6.835010000000000
N
N
N
N
N
N
BXHPP Trust 2021-FILM
N/A
BXHPP Trust 2021-FILM 7.45
05609JAQ5
250000.0000000000
PA
USD
219052.2300000000
0.1156281723
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Variable
7.432480000000000
N
N
N
N
N
N
BSPRT 2017-FL1 Co-Issuer LLC
N/A
BSPRT 2023-FL10 Issuer Ltd 7.59
05610VAA0
428000.0000000000
PA
USD
427932.2000000000
0.2258868497
Long
ABS-CBDO
CORP
US
N
2
2035-09-15
Variable
7.576639999999999
N
N
N
N
N
N
Bain Capital Credit CLO
549300WZ8E2KQS66KT95
Bain Capital Credit CLO 2019-2 7.68
05682LAN7
500000.0000000000
PA
USD
499906.1000000000
0.2638787501
Long
ABS-CBDO
CORP
US
N
2
2032-10-17
Variable
7.678140000000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA 6.94 11/07/2033
05964HAZ8
600000.0000000000
PA
USD
654734.9100000000
0.3456061642
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.938000000000001
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 5.29 04/25/2034
06051GLH0
235000.0000000000
PA
USD
231755.5700000000
0.1223337145
Long
DBT
CORP
US
N
2
2034-04-25
Variable
5.288000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 5.82 09/15/2029
06051GLS6
270000.0000000000
PA
USD
275243.9200000000
0.1452893285
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.819000000000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp 5.47 01/23/2035
06051GMA4
1210000.0000000000
PA
USD
1206955.6800000000
0.6370995598
Long
DBT
CORP
US
N
2
2035-01-23
Variable
5.468000000000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The 6.47 10/25/2034
06406RBU0
200000.0000000000
PA
USD
217033.4500000000
0.1145625459
Long
DBT
CORP
US
N
2
2034-10-25
Variable
6.474000000000000
N
N
N
N
N
N
BANK 2020-BNK26
N/A
BANK 2020-BNK26 2.50
06540JAJ1
991000.0000000000
PA
USD
674418.1100000000
0.3559960719
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.500000000000000
N
N
N
N
N
N
Cerberus Onshore CLO LLC
N/A
Cerberus Loan Funding XXVIII LP 7.43
15673EAA1
113724.2900000000
PA
USD
113721.2000000000
0.0600284896
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Variable
7.425600000000000
N
N
N
N
N
N
Cerberus Loan Funding LP
N/A
Cerberus Loan Funding XXXI LP 7.08
15674EAA0
227164.3500000000
PA
USD
227121.7100000000
0.1198877008
Long
ABS-CBDO
CORP
US
N
2
2032-04-15
Variable
7.075600000000001
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc 9.50 01/01/2031
16115QAG5
544000.0000000000
PA
USD
584887.0400000000
0.3087365028
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
9.500000000000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc 4.95 02/26/2031
17275RBS0
660000.0000000000
PA
USD
660519.7800000000
0.3486597462
Long
DBT
CORP
US
N
2
2031-02-26
Fixed
4.950000000000000
N
N
N
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC 8.88 02/01/2030
25461LAB8
1175000.0000000000
PA
USD
1184082.7500000000
0.6250259320
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.875000000000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank 3.45 07/27/2026
25466AAJ0
485000.0000000000
PA
USD
460068.9700000000
0.2428504568
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.450000000000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden 30 Senior Loan Fund 7.27
26249BAU5
300000.0000000000
PA
USD
297186.3300000000
0.1568717751
Long
ABS-CBDO
CORP
US
N
2
2028-11-15
Variable
7.268600000000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 72 CLO Ltd 7.42
26252NAS8
500000.0000000000
PA
USD
498428.6500000000
0.2630988683
Long
ABS-CBDO
CORP
US
N
2
2032-05-15
Variable
7.418600000000001
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 5.38 11/15/2031
389286AA3
380000.0000000000
PA
USD
246240.0000000000
0.1299794170
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.375000000000000
N
N
N
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc 4.75 10/15/2030
389375AL0
325000.0000000000
PA
USD
209753.2600000000
0.1107196493
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.750000000000000
N
N
N
N
N
N
Great Wolf Trust 2019-WOLF
N/A
Great Wolf Trust 2019-WOLF 7.28
39152TAJ9
253000.0000000000
PA
USD
252552.3700000000
0.1333114433
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Variable
7.265479999999999
N
N
N
N
N
N
Greystone Commercial Real Esta
N/A
Greystone CRE Notes 2019-FL2 Ltd 7.85
39809LAG9
197000.0000000000
PA
USD
192840.2100000000
0.1017919837
Long
ABS-CBDO
CORP
US
N
2
2037-09-15
Variable
7.832120000000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC (pfd) 6.38% 03/17/2172 Perpetual
404280AS8
200000.0000000000
NS
USD
198528.0400000000
0.1047943425
Long
EP
CORP
GB
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 5.89 08/14/2027
404280DZ9
675000.0000000000
PA
USD
679613.8100000000
0.3587386566
Long
DBT
CORP
GB
N
2
2027-08-14
Variable
5.887000000000000
N
N
N
N
N
N
HGI CRE CLO Ltd
549300VYJ293N0KO2L78
HGI CRE CLO 2021-FL1 Ltd 6.85
40441LAC0
603000.0000000000
PA
USD
588111.8100000000
0.3104387191
Long
ABS-CBDO
CORP
US
N
2
2036-06-16
Variable
6.835830000000000
N
N
N
N
N
N
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
N/A
Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd 5.75 01/20/2026
41984LAA5
535000.0000000000
PA
USD
505569.6500000000
0.2668682925
Long
DBT
CORP
US
N
2
2026-01-20
Fixed
5.750000000000000
N
N
N
N
N
N
Home RE 2022-1 Ltd
N/A
Home RE 2022-1 Ltd 8.17
43730GAA9
78109.3800000000
PA
USD
78714.4800000000
0.0415499603
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
8.171650000000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH 6.21 08/21/2029
446150BC7
365000.0000000000
PA
USD
371321.8000000000
0.1960046746
Long
DBT
CORP
US
N
2
2029-08-21
Variable
6.208000000000000
N
N
N
N
N
N
Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC
N/A
Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC 9.00 02/15/2029
44805RAA3
65000.0000000000
PA
USD
66500.7000000000
0.0351028355
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
9.000000000000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc 5.70 08/14/2033
45687VAB2
229000.0000000000
PA
USD
233052.7300000000
0.1230184291
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.700000000000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA 5.02 06/26/2024
46115HAT4
345000.0000000000
PA
USD
342842.4700000000
0.1809716714
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.017000000000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA 6.63 06/20/2033
46115HBZ9
405000.0000000000
PA
USD
409785.2900000000
0.2163078829
Long
DBT
CORP
IT
N
2
2033-06-20
Fixed
6.625000000000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc 6.50 05/15/2030
46266TAD0
368000.0000000000
PA
USD
373560.4800000000
0.1971863767
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
6.500000000000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc 5.63 07/15/2032
46284VAL5
970000.0000000000
PA
USD
902622.9800000000
0.4764555259
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.625000000000000
N
N
N
N
N
N
Iron Mountain Information Management Services Inc
N/A
Iron Mountain Information Management Services Inc 5.00 07/15/2032
46285MAA8
50000.0000000000
PA
USD
44757.2700000000
0.0236254218
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.000000000000000
N
N
N
N
N
N
ACRES Commercial Realty Ltd
N/A
ACRES Commercial Realty 2021-FL1 Ltd 6.65
00103CAA7
387121.5000000000
PA
USD
377334.8700000000
0.1991787135
Long
ABS-CBDO
CORP
US
N
2
2036-06-15
Variable
6.635829999999999
N
N
N
N
N
N
ACRES Commercial Realty Ltd
N/A
ACRES Commercial Realty 2021-FL1 Ltd 7.05
00103CAC3
284500.0000000000
PA
USD
276139.0000000000
0.1457618024
Long
ABS-CBDO
CORP
US
N
2
2036-06-15
Variable
7.035830000000000
N
N
N
N
N
N
AMMC CDO
5493004OOK6VXHQ8DQ60
AMMC CLO XI Ltd 7.18
00176ABB0
500000.0000000000
PA
USD
502158.8000000000
0.2650678527
Long
ABS-CBDO
CORP
US
N
2
2031-04-30
Variable
7.179040000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 4.50 05/15/2035
00206RCP5
60000.0000000000
PA
USD
55276.0900000000
0.0291778507
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.500000000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc 5.40 02/15/2034
00206RMT6
1265000.0000000000
PA
USD
1267153.7500000000
0.6688755103
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
American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026
00253XAA9
266250.0000000000
PA
USD
264088.9300000000
0.1394010930
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.500000000000000
N
N
N
N
N
N
Aaset 2021-2 Trust
N/A
Aaset 2021-2 Trust 3.54
00258BAB0
415863.4900000000
PA
USD
345078.4500000000
0.1821519483
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Fixed
3.538000000000000
N
N
N
N
N
N
Arbor Realty Trust Inc
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd 6.42
03881CAA9
372833.6400000000
PA
USD
370629.9700000000
0.1956394876
Long
ABS-CBDO
CORP
US
N
2
2035-12-15
Variable
6.402120000000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp 7.00 01/15/2027
04010LBE2
865000.0000000000
PA
USD
882575.5300000000
0.4658733464
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.000000000000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
Churchill Downs Inc 5.75 04/01/2030
12511VAA6
480000.0000000000
PA
USD
461510.7800000000
0.2436115258
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.750000000000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding 2017-III Ltd 9.23
12548JAJ1
500000.0000000000
PA
USD
498019.6500000000
0.2628829749
Long
ABS-CBDO
CORP
US
N
2
2030-07-20
Variable
9.229419999999999
N
N
N
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding 2017-V Ltd 7.43
12551MAE9
200000.0000000000
PA
USD
199424.6600000000
0.1052676293
Long
ABS-CBDO
CORP
US
N
2
2030-11-16
Variable
7.428140000000000
N
N
N
N
N
N
Clsec Holdings 22t LLC
N/A
Clsec Holdings 22t LLC 6.17
12567UAC7
501294.1500000000
PA
USD
398438.0600000000
0.2103181723
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
Credit Suisse Mortgage Capital Certificates 2019-ICE4 7.53
12653VAJ5
476813.7500000000
PA
USD
476304.2700000000
0.2514203676
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
7.515009999999999
N
N
N
N
N
N
CSMC 2021-BHAR
N/A
CSMC 2021-BHAR 6.95
12659VAG5
232000.0000000000
PA
USD
230673.2400000000
0.1217623995
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
6.932480000000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAINMENT CORP TERM LOAN B
12768EAG1
317600.0000000000
PA
USD
318482.9300000000
0.1681133267
Long
LON
CORP
US
N
2
2030-02-06
Variable
8.673100000000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 4.63 10/15/2029
12769GAA8
665000.0000000000
PA
USD
607557.9000000000
0.3207034666
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.625000000000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 7.00 02/15/2030
12769GAB6
255000.0000000000
PA
USD
261438.5000000000
0.1380020460
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.000000000000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 6.50 02/15/2032
12769GAC4
157000.0000000000
PA
USD
158272.9400000000
0.0835454210
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.500000000000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce 5.00 04/28/2028
13607LNG4
760000.0000000000
PA
USD
757614.6800000000
0.3999119331
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 6.09 10/03/2033
13607LWW9
250000.0000000000
PA
USD
259684.4600000000
0.1370761643
Long
DBT
CORP
CA
N
2
2033-10-03
Fixed
6.092000000000001
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp 7.15 10/29/2027
14040HDB8
339000.0000000000
PA
USD
351478.7000000000
0.1855303627
Long
DBT
CORP
US
N
2
2027-10-29
Variable
7.149000000000000
N
N
N
N
N
N
Castlelake Aircraft Securitization Trust 2018-1
N/A
Castlelake Aircraft Securitization Trust 2018-1 4.13
14856CAA7
192556.0400000000
PA
USD
175731.4800000000
0.0927610271
Long
ABS-MBS
CORP
US
N
2
2043-06-15
Fixed
4.125000000000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2021-1
N/A
Castlelake Aircraft Structured Trust 2021-1 3.47
14856GAA8
226444.8500000000
PA
USD
213088.7500000000
0.1124803098
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Fixed
3.474000000000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC 6.35 11/15/2028
15089QAW4
609000.0000000000
PA
USD
626670.8800000000
0.3307923799
Long
DBT
CORP
US
N
2
2028-11-15
Floating
6.350000000000001
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp 4.63 12/15/2029
15135BAT8
480000.0000000000
PA
USD
454706.4000000000
0.2400197887
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000000
N
N
N
N
N
N
Magallanes Inc
549300DXR29GD4N0A520
Warnermedia Holdings Inc 6.41 03/15/2026
55903VBG7
510000.0000000000
PA
USD
509959.5600000000
0.2691855356
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.412000000000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z6VW568TT64K70
Magnetite XII Ltd 6.68
55953HAS2
346917.3600000000
PA
USD
347856.4300000000
0.1836183234
Long
ABS-CBDO
CORP
US
N
2
2031-10-15
Variable
6.675600000000000
N
N
N
N
N
N
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027
599191AA1
465500.0000000000
PA
USD
465997.6200000000
0.2459799341
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.500000000000000
N
N
N
N
N
N
Morgan Stanley Bank NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA 4.95 01/14/2028
61690U8A1
490000.0000000000
PA
USD
487671.8600000000
0.2574208254
Long
DBT
CORP
US
N
2
2028-01-14
Variable
4.952000000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 6.34 10/18/2033
61747YEY7
815000.0000000000
PA
USD
864090.6700000000
0.4561159905
Long
DBT
CORP
US
N
2
2033-10-18
Variable
6.342000000000001
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP 3.88 04/01/2029
62482BAA0
475000.0000000000
PA
USD
426311.6100000000
0.2250314105
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.875000000000000
N
N
N
N
N
N
Shelter Growth CRE Issuer Ltd
N/A
Shelter Growth CRE 2023-FL5 Issuer Ltd 8.09
82286FAA7
224500.0000000000
PA
USD
224098.7300000000
0.1182920008
Long
ABS-CBDO
CORP
US
N
2
2038-05-19
Variable
8.069849999999999
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA 6.07 01/19/2035
83368RBX9
981000.0000000000
PA
USD
967655.1600000000
0.5107831934
Long
DBT
CORP
FR
N
2
2035-01-19
Variable
6.066000000000001
N
N
N
N
N
N
Lunar 2021-1 Structured Aircraft Portfolio Notes
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes 3.43
83438LAB7
323110.2100000000
PA
USD
275897.3500000000
0.1456342459
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Fixed
3.432000000000000
N
N
N
N
N
N
South32 Treasury Ltd
213800HFGZMXST64GP53
South32 Treasury Ltd 4.35 04/14/2032
84055BAA1
520000.0000000000
PA
USD
465718.5500000000
0.2458326251
Long
DBT
CORP
AU
N
2
2032-04-14
Fixed
4.350000000000001
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co 5.38 03/15/2030
845467AS8
700000.0000000000
PA
USD
669718.2100000000
0.3535151985
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.375000000000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co 4.75 02/01/2032
845467AT6
240000.0000000000
PA
USD
218175.7900000000
0.1151655376
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.750000000000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc 9.38 11/30/2029
85205TAN0
90000.0000000000
PA
USD
97434.3600000000
0.0514313731
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.375000000000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp 8.75 03/15/2032
852060AT9
385000.0000000000
PA
USD
465283.2800000000
0.2456028649
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.750000000000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC 1.88
85236KAE2
167000.0000000000
PA
USD
152523.9400000000
0.0805107732
Long
ABS-MBS
CORP
US
N
2
2046-03-26
Fixed
1.877000000000000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
Standard Industries Inc/NJ 4.38 07/15/2030
853496AG2
280000.0000000000
PA
USD
249904.3100000000
0.1319136473
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.375000000000000
N
N
N
N
N
N
Star Parent Inc
254900GRGCJYRMDRWT73
Star Parent Inc 9.00 10/01/2030
855170AA4
529000.0000000000
PA
USD
558951.4500000000
0.2950462297
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.000000000000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp (pfd) 9.24% 09/15/2172 Perpetual
857477AQ6
505000.0000000000
NS
USD
506254.9300000000
0.2672300221
Long
EP
CORP
US
N
2
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 4.63 12/01/2031
857691AH2
660000.0000000000
PA
USD
587376.9000000000
0.3100507919
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.625000000000000
N
N
N
N
N
N
Stewart Park CLO
549300FC1IHOM4H6GL63
Stewart Park CLO Ltd 7.38
860444AS7
300000.0000000000
PA
USD
298602.1200000000
0.1576191093
Long
ABS-CBDO
CORP
US
N
2
2030-01-15
Variable
7.375600000000000
N
N
N
N
N
N
Store Capital LLC
254900Z9PIEFQ6AYXK50
Store Capital LLC 4.50 03/15/2028
862121AA8
232000.0000000000
PA
USD
217283.8800000000
0.1146947370
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.500000000000000
N
N
N
N
N
N
Store Capital LLC
254900Z9PIEFQ6AYXK50
Store Capital LLC 4.63 03/15/2029
862121AB6
233000.0000000000
PA
USD
217613.1400000000
0.1148685391
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625000000000000
N
N
N
N
N
N
Store Capital LLC
254900Z9PIEFQ6AYXK50
Store Capital LLC 2.70 12/01/2031
862121AD2
1040000.0000000000
PA
USD
811041.9400000000
0.4281138666
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.700000000000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc 6.00 12/15/2029
911365BQ6
545000.0000000000
PA
USD
545976.6400000000
0.2881973902
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.000000000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp 5.78 06/12/2029
91159HJM3
159000.0000000000
PA
USD
160718.6600000000
0.0848364105
Long
DBT
CORP
US
N
2
2029-06-12
Variable
5.775000000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp 6.79 10/26/2027
91159HJP6
740000.0000000000
PA
USD
764789.5600000000
0.4036992411
Long
DBT
CORP
US
N
2
2027-10-26
Variable
6.787000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 0.63 05/15/2030
912828ZQ6
585000.0000000000
PA
USD
469748.1400000000
0.2479596709
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.625000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 1.00 12/15/2024
91282CDN8
1000000.0000000000
PA
USD
968162.2200000000
0.5110508483
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 2.88 04/30/2029
91282CEM9
1155000.0000000000
PA
USD
1080895.0200000000
0.5705576044
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.875000000000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.38 11/30/2024
91282CFX4
600000.0000000000
PA
USD
596787.3200000000
0.3150181445
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
United States Treasury Note/Bond 3.88 11/30/2029
91282CFY2
440000.0000000000
PA
USD
431079.6900000000
0.2275482731
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.875000000000000
N
N
N
N
N
N
U.S. TREASURY
254900HROIFWPRGM1V77
United States Treasury Note/Bond 4.50 08/15/2026
91282CHU8
8800000.0000000000
PA
USD
8772156.2700000000
4.6304408610
Long
DBT
UST
US
N
2
2026-08-15
Fixed
4.500000000000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC (pfd) 8.00% 09/15/2172 Perpetual
06738EBG9
865000.0000000000
NS
USD
865148.0000000000
0.4566741092
Long
EP
CORP
GB
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC 7.39 11/02/2028
06738ECD5
375000.0000000000
PA
USD
396539.0900000000
0.2093157884
Long
DBT
CORP
GB
N
2
2028-11-02
Variable
7.385000000000001
N
N
N
N
N
N
Bausch + Lomb Corp
549300NY6OZM39SO6475
Bausch + Lomb Corp 8.38 10/01/2028
071705AA5
440000.0000000000
PA
USD
460350.0000000000
0.2429988004
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.375000000000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank 2.64 09/17/2029
07330MAC1
731000.0000000000
PA
USD
697523.7700000000
0.3681925477
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.636000000000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA 5.38 06/26/2026
279158AL3
395000.0000000000
PA
USD
389011.8400000000
0.2053424795
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.375000000000000
N
N
N
N
N
N
EdgeConneX Data Centers Issuer
N/A
EdgeConneX Data Centers Issuer LLC 4.25
28000XAA6
286772.5100000000
PA
USD
263370.0100000000
0.1390216064
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Fixed
4.250000000000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC 6.50 09/01/2030
29336TAD2
542000.0000000000
PA
USD
556032.9200000000
0.2935056642
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.500000000000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
Extra Space Storage LP 5.40 02/01/2034
30225VAS6
257000.0000000000
PA
USD
252074.8600000000
0.1330593865
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.400000000000000
N
N
N
N
N
N
EXTENDED STAY AMERICA TRUST ESA 2021 ESH E 144A
N/A
EXTENDED STAY AMERICA TRUST ESA 2021 ESH E 144A
30227FAL4
294737.1400000000
PA
USD
294741.8600000000
0.1555814454
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Variable
8.282480000000000
N
N
N
N
N
N
Tierra Mojada Luxembourg II Sarl
254900H2U8PBIY32VI94
Tierra Mojada Luxembourg II Sarl 5.75 12/01/2040
30260LAA3
303064.2500000000
PA
USD
270859.2800000000
0.1429748672
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
FARM 21-1 Mortgage Trust 3.24
30768WAC2
543136.4300000000
PA
USD
383946.0200000000
0.2026684529
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
3.242181000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 6.00
3132DPM96
1627681.7700000000
PA
USD
1637843.2100000000
0.8645464000
Long
ABS-MBS
USGA
US
N
2
2053-01-01
Fixed
6.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3132DQQF6
2143785.0600000000
PA
USD
1940768.8700000000
1.0244477185
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 3.50
3133KNWE9
2550331.0300000000
PA
USD
2273021.4700000000
1.1998294568
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
3.500000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 5.00
3133KPKP2
234765.5100000000
PA
USD
228080.8700000000
0.1203939998
Long
ABS-MBS
USGA
US
N
2
2052-06-01
Fixed
5.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 2.00
3133L8XH3
1852948.3200000000
PA
USD
1647107.4800000000
0.8694366064
Long
ABS-MBS
USGA
US
N
2
2037-03-01
Fixed
2.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140QNXA5
3480135.0900000000
PA
USD
3100259.2000000000
1.6364923786
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
3140QS4H1
1105459.2500000000
PA
USD
1114026.6000000000
0.5880463286
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 6.00
3140QS4T5
1518991.3000000000
PA
USD
1528019.0000000000
0.8065749624
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
6.000000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.50
3140XGMU0
3190163.2300000000
PA
USD
2849704.6100000000
1.5042354766
Long
ABS-MBS
USGA
US
N
2
2052-03-01
Fixed
3.500000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool 3.00
3140XHWY9
1700205.5700000000
PA
USD
1466302.3700000000
0.7739974300
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.000000000000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool 6.50
3142GQLF7
2121451.5200000000
PA
USD
2160789.6400000000
1.1405871411
Long
ABS-MBS
USGA
US
N
2
2053-11-01
Fixed
6.500000000000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp 6.34 07/27/2029
316773DK3
94000.0000000000
PA
USD
96490.5200000000
0.0509331609
Long
DBT
CORP
US
N
2
2029-07-27
Variable
6.339000000000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA 3.85 03/15/2026
31677AAB0
200000.0000000000
PA
USD
192707.2500000000
0.1017217999
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.850000000000000
N
N
N
N
N
N
Flexential Issuer 2021-1
N/A
Flexential Issuer 2021-1 3.25
33938MAA7
525000.0000000000
PA
USD
475431.8600000000
0.2509598602
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
34461LAL8
207000.0000000000
PA
USD
201545.0500000000
0.1063868912
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
3.962873000000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 7.20 06/10/2030
345397D42
310000.0000000000
PA
USD
326743.3600000000
0.1724736494
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.200000000000000
N
N
N
N
N
N
Golub Capital BDC Inc
2549005WE0QLGK9APF78
Golub Capital BDC Inc 6.00 07/15/2029
38173MAE2
230000.0000000000
PA
USD
223391.2000000000
0.1179185264
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.000000000000000
N
N
N
N
N
N
Blue Owl Credit Income Corp
5493003I42XBWPE05N35
Blue Owl Credit Income Corp 7.75 01/15/2029
69120VAU5
1470000.0000000000
PA
USD
1502165.6400000000
0.7929280949
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.750000000000000
N
N
N
N
N
N
Blue Owl Capital Corp
2549000BD79OOCPF2L94
Blue Owl Capital Corp 3.40 07/15/2026
69121KAE4
843000.0000000000
PA
USD
785391.8100000000
0.4145742754
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.400000000000000
N
N
N
N
N
N
Blue Owl Capital Corp
2549000BD79OOCPF2L94
Blue Owl Capital Corp 5.95 03/15/2029
69121KAH7
167000.0000000000
PA
USD
163255.1700000000
0.0861753241
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.950000000000000
N
N
N
N
N
N
PFP III Ltd
N/A
PFP 2022-9 Ltd 7.60
69291QAA3
759000.0000000000
PA
USD
761826.4900000000
0.4021351649
Long
ABS-CBDO
CORP
US
N
2
2035-08-19
Variable
7.595650000000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co 6.40 06/15/2033
694308KM8
50000.0000000000
PA
USD
52024.5000000000
0.0274614773
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
6.400000000000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493008LHKT4A5V5Z173
Palmer Square CLO 2018-3 Ltd 7.08
69688AAQ4
415000.0000000000
PA
USD
415380.4300000000
0.2192613146
Long
ABS-CBDO
CORP
US
N
2
2031-10-17
Variable
7.078139999999999
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-4 Ltd 8.07
69702YAE1
255000.0000000000
PA
USD
255322.9300000000
0.1347739018
Long
ABS-CBDO
CORP
US
N
2
2031-07-24
Variable
8.068579999999999
N
N
N
N
N
N
Palomino Funding Trust I
N/A
Palomino Funding Trust I 7.23 05/17/2028
69754AAA8
520000.0000000000
PA
USD
542213.3200000000
0.2862108967
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
7.233000000000001
N
N
N
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
Panama Government International Bond 6.88 01/31/2036
698299BW3
136000.0000000000
PA
USD
128814.2100000000
0.0679954350
Long
DBT
NUSS
PA
N
2
2036-01-31
Fixed
6.875000000000000
N
N
N
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
Panama Government International Bond 7.50 03/01/2031
698299BX1
120000.0000000000
PA
USD
123320.2200000000
0.0650953959
Long
DBT
NUSS
PA
N
2
2031-03-01
Fixed
7.500000000000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos 5.95 01/28/2031
71654QDE9
535000.0000000000
PA
USD
415634.2400000000
0.2193952899
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.950000000000000
N
N
N
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc 6.20 05/15/2029
750236AY7
383000.0000000000
PA
USD
384352.6400000000
0.2028830899
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.200000000000000
N
N
N
N
N
N
Radnor RE 2021-2 Ltd
N/A
Radnor RE 2021-2 Ltd 7.17
75049GAA7
132727.4500000000
PA
USD
132806.0100000000
0.0701025331
Long
ABS-MBS
CORP
US
N
2
2031-11-25
Variable
7.171650000000000
N
N
N
N
N
N
Raizen Fuels Finance SA
52990010NH26VC32Q522
Raizen Fuels Finance SA 5.30 01/20/2027
75102XAA4
300000.0000000000
PA
USD
298851.9000000000
0.1577509573
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
5.300000000000000
N
N
N
N
N
N
Ready Capital Corp
N/A
Ready Capital Mortgage Financing 2023-FL11 LLC 7.71
75575RAA5
606592.9700000000
PA
USD
609538.5200000000
0.3217489500
Long
ABS-CBDO
CORP
US
N
2
2039-10-25
Variable
7.694929999999999
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp 4.00 07/15/2029
756109CB8
575000.0000000000
PA
USD
542628.3000000000
0.2864299467
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.000000000000000
N
N
N
N
N
N
Kite Realty Group Trust
549300OVTYLM7DH6CM14
Kite Realty Group Trust 4.75 09/15/2030
76131VAB9
285000.0000000000
PA
USD
269177.5400000000
0.1420871496
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.750000000000000
N
N
N
N
N
N
Romanian Government International Bond
315700IASY927EDWBK92
Romanian Government International Bond 6.63 02/17/2028
77586RAQ3
406000.0000000000
PA
USD
417776.4400000000
0.2205260644
Long
DBT
NUSS
RO
N
2
2028-02-17
Fixed
6.625000000000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd 7.25 01/15/2030
780153BT8
525000.0000000000
PA
USD
546244.1300000000
0.2883385865
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.250000000000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
5331194.6600000000
NS
USD
5331194.6600000000
2.8141064559
Long
STIV
RF
US
N
1
N
N
N
Slam 2021-1 Ltd
N/A
Slam 2021-1 Ltd 3.42
78449AAC6
416650.0000000000
PA
USD
351950.5500000000
0.1857794318
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.422000000000000
N
N
N
N
N
N
SAPPHIRE AVIATION FINANCE II LTD
N/A
SAPPHIRE AVIATION FINANCE II LTD 3.23
80307AAA7
159167.8600000000
PA
USD
141030.4900000000
0.0744438794
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Fixed
3.228000000000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond 4.75 01/16/2030
80413TBF5
400000.0000000000
PA
USD
393603.2000000000
0.2077660594
Long
DBT
NUSS
SA
N
2
2030-01-16
Fixed
4.750000000000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The 6.14 08/24/2034
808513CH6
85000.0000000000
PA
USD
88119.6000000000
0.0465145152
Long
DBT
CORP
US
N
2
2034-08-24
Variable
6.136000000000000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25 05/15/2027
983130AX3
580000.0000000000
PA
USD
568171.6900000000
0.2999131945
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.250000000000000
N
N
N
N
N
N
CBOT 10 Year US Treasury Note
N/A
US 10YR NOTE (CBT)Jun24
N/A
128.0000000000
NC
USD
35629.9600000000
0.0188075107
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10YR NOTE (CBT)
US 10YR NOTE (CBT)Jun24
2024-06-18
14100370.0400000000
USD
35629.9600000000
N
N
N
CME Ultra Long Term US Treasury
N/A
US ULTRA BOND CBT Jun24
N/A
-1.0000000000
NC
USD
-978.4600000000
-0.0005164866
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US ULTRA BOND CBT
US ULTRA BOND CBT Jun24
2024-06-18
-126896.5400000000
USD
-978.4600000000
N
N
N
CBOT US Long Bond Future
N/A
US LONG BOND(CBT) Jun24
N/A
-23.0000000000
NC
USD
-15488.4300000000
-0.0081756705
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Short
US LONG BOND(CBT)
US LONG BOND(CBT) Jun24
2024-06-18
-2727261.5700000000
USD
-15488.4300000000
N
N
N
CBOT 10 Year Ultra US Treasury Note
N/A
US 10yr Ultra Fut Jun24
N/A
149.0000000000
NC
USD
40684.0100000000
0.0214753245
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 10yr Ultra Fut
US 10yr Ultra Fut Jun24
2024-06-18
16970925.3700000000
USD
40684.0100000000
N
N
N
CBOT 5 Year US Treasury Note
N/A
US 5YR NOTE (CBT) Jun24
N/A
144.0000000000
NC
USD
26398.1900000000
0.0139344597
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 5YR NOTE (CBT)
US 5YR NOTE (CBT) Jun24
2024-06-28
15368101.8100000000
USD
26398.1900000000
N
N
N
CBOT 2 Year US Treasury Note
N/A
US 2YR NOTE (CBT) Jun24
N/A
128.0000000000
NC
USD
16414.7100000000
0.0086646135
N/A
DIR
UST
US
N
1
Bank of America
B4TYDEB6GKMZO031MB27
Long
US 2YR NOTE (CBT)
US 2YR NOTE (CBT) Jun24
2024-06-28
26191585.2900000000
USD
16414.7100000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA (pfd) 5.97% 03/23/2172 Perpetual
F1233ME32
270000.0000000000
NS
USD
269851.5000000000
0.1424429038
Long
EP
CORP
FR
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV 4.85 07/06/2027
N/A
300000.0000000000
PA
USD
289592.4000000000
0.1528632688
Long
DBT
CORP
NL
N
2
2027-07-06
Fixed
4.850000000000001
N
N
N
N
N
N
2024-04-19
American Century ETF Trust
Amy R. Bitter
Amy R. Bitter
Assistant Treasurer