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Form NPORT-P GREAT-WEST FUNDS INC For: Mar 31

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May 20, 2022 10:04 AM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000356476
          XXXXXXXX
        
      
      
      
      
        S000023756
        C000095793
        C000155782
        C000069833
      
      
      
    
  
  
    
      GREAT-WEST FUNDS INC
      811-03364
      0000356476
      RUYOMHMDMSPQ01U66388
      8515 E Orchard Road
      Greenwood Village
      
      80111
      866-831-7129
      Great-West Multi-Sector Bond Fund
      S000023756
      LY1P0ASZ60YV0L8LIB92
      2022-12-31
      2022-03-31
      N
    
    
      658904144.320000000000
      7349301.050000000000
      651554843.270000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
        
        
        
        
      
      
      
      
    
    
      
        RBC DOMINION SECURITIES INC REPO
        549300QJJX6CVVUXLE15
        RBC DOMINION SECURITIES INC REPO SLRPD 0.300% 04/01/2022
        546781125
        
          
        
        7792762
        PA
        USD
        7792762
        1.1960254890
        Long
        RA
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.05
          N
          N
          N
        
        
          Repurchase
          
            
              
            
          
          Y
          .3
          2022-04-01
          
            
              7792751.943805763861
              USD
              7948607.065250415298
              USD
              ABS
            
          
        
        
          
          N
          N
        
      
      
        BOFA SECURITIES INC REPO.
        549300HN4UKV1E2R3U73
        BOFA SECURITIES INC REPO. SLRPD 0.300% 04/01/2022
        546781136
        
          
        
        7792762
        PA
        USD
        7792762
        1.1960254890
        Long
        RA
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.05
          N
          N
          N
        
        
          Repurchase
          
            
              
            
          
          Y
          .3
          2022-04-01
          
            
              7792761.999999999994
              USD
              7948617.240479554579
              USD
              ABS
            
          
        
        
          
          N
          N
        
      
      
        MORGAN, STANLEY & CO. LLC REPO.
        9R7GPTSO7KV3UQJZQ078
        MORGAN, STANLEY & CO. LLC REPO. SLRPD 0.300% 04/01/2022
        546781131
        
          
        
        4461924
        PA
        USD
        4461924
        0.6848117309
        Long
        RA
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.05
          N
          N
          N
        
        
          Repurchase
          
            
              
            
          
          Y
          .3
          2022-04-01
          
            
              4461900.847513808363
              USD
              4551138.86464256064
              USD
              ABS
            
          
        
        
          
          N
          N
        
      
      
        Blackrock Liquidit
        5493007YVNX55LTRQ706
        Blackrock Liquidit FEDFUND INSTL
        09248U700
        
          
          
          
        
        2285000
        PA
        USD
        2285000
        0.3506995648
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .311876
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Dreyfus Institutional Preferred Money Market Funds
        N/A
        Dreyfus Institutional Preferred Money Market Funds PFD GOVT PLUS SL
        26200T885
        
          
          
          
        
        2790000
        PA
        USD
        2790000
        0.4282064708
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .30587
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Short-Term Invts T
        549300UJV6OHYATSFU27
        Short-Term Invts T INVSCO GOVT INST
        825252885
        
          
          
          
        
        2327000
        PA
        USD
        2327000
        0.3571456837
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .33812
          N
          N
          N
        
        
          
          N
          N
        
      
      
        JP Morgan Trust Ii
        549300IMXLYKELY96B40
        JP Morgan Trust Ii US GOV MMK CAP
        4812C0670
        
          
          
          
        
        2327000
        PA
        USD
        2327000
        0.3571456837
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .30601
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Morgan Stanley Institutional Liquidity Funds
        N/A
        Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL
        61747C707
        
          
          
          
        
        539000
        PA
        USD
        539000
        0.0827251928
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .285396
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Goldman Sachs Trust
        S2FHCT8U6D2VORP0J605
        Goldman Sachs Trust FINL SQ GV INS
        38141W273
        
          
          
          
        
        2496000
        PA
        USD
        2496000
        0.3830836384
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .3296245
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories COM
        002824100
        
          
          
        
        784
        NS
        USD
        92794.24
        0.0142419692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie Inc. COM
        00287Y109
        
          
          
        
        1113
        NS
        USD
        180428.43
        0.0276919789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altice USA Inc.
        54930064K3612MGCER95
        Altice USA Inc. CL A
        02156K103
        
          
          
        
        75624
        NS
        USD
        943787.52
        0.1448515854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corporation
        5493006ORUSIL88JOE18
        American Tower Corporation COM
        03027X100
        
          
          
        
        565
        NS
        USD
        141939.3
        0.0217847049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Inc.
        HWUPKR0MPOU8FGXBT394
        Apple Inc. COM
        037833100
        
          
          
        
        803
        NS
        USD
        140211.83
        0.0215195745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing, Inc.
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing, Inc. COM
        053015103
        
          
          
        
        279
        NS
        USD
        63483.66
        0.0097434100
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Company
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Company COM
        110122108
        
          
          
        
        1477
        NS
        USD
        107865.31
        0.0165550623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc COM
        11135F101
        
          
          
        
        139
        NS
        USD
        87525.52
        0.0134333312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Coca-Cola Company
        UWJKFUJFZ02DKWI3RY53
        The Coca-Cola Company COM
        191216100
        
          
          
        
        2120
        NS
        USD
        131440
        0.0201732826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc.
        ZUNI8PYC725B6H8JU438
        Cummins Inc. COM
        231021106
        
          
          
        
        501
        NS
        USD
        102760.11
        0.0157715212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Company
        PWFTNG3EI0Y73OXWDH08
        Deere & Company COM
        244199105
        
          
          
        
        255
        NS
        USD
        105942.3
        0.0162599206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp COM NEW
        26441C204
        
          
          
        
        1282
        NS
        USD
        143148.12
        0.0219702334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        El Paso Energy Capital Trust I
        N/A
        El Paso Energy Capital Trust I 4 3/4% TRUST CONVERTIBLE PREFERRED SECURITIES DUE MARCH 31, 2028
        283678209
        
          
          
        
        12538
        NS
        USD
        624392.4
        0.0958311348
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Home Depot, Inc.
        QEKMOTMBBKA8I816DO57
        The Home Depot, Inc. COM
        437076102
        
          
          
        
        292
        NS
        USD
        87404.36
        0.0134147357
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L3 Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3 Harris Technologies Inc COM
        502431109
        
          
          
        
        80
        NS
        USD
        19877.6
        0.0030507946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corporation
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corporation COM
        539830109
        
          
          
        
        340
        NS
        USD
        150076
        0.0230335177
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co., Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co., Inc COM
        58933Y105
        
          
          
        
        2204
        NS
        USD
        180838.2
        0.0277548700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corporation
        INR2EJN1ERAN0W5ZP974
        Microsoft Corporation COM
        594918104
        
          
          
        
        429
        NS
        USD
        132264.99
        0.0202999013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley COM NEW
        617446448
        
          
          
        
        1260
        NS
        USD
        110124
        0.0169017238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nextera Energy Inc
        N/A
        Nextera Energy Inc COM
        65339F101
        
          
          
        
        1788
        NS
        USD
        151461.48
        0.0232461598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Company
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Company COM
        723787107
        
          
          
        
        410
        NS
        USD
        102512.3
        0.0157334875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        SCHW V4 PERP H
        808513BJ3
        
          
          
        
        785000
        NS
        USD
        705024.2
        0.1082064246
        Long
        DBT
        CORP
        US
        N
        
        1
        
          2500-12-31
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corporation
        OQSJ1DU9TAOC51A47K68
        Starbucks Corporation COM
        855244109
        
          
          
        
        1076
        NS
        USD
        97883.72
        0.0150230976
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc COM
        872590104
        
          
          
        
        23947
        NS
        USD
        3073597.45
        0.4717327301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Instruments Incorporated
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Incorporated COM USD1.00
        882508104
        
          
          
        
        239
        NS
        USD
        43851.72
        0.0067303191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc COM
        883556102
        
          
          
        
        75
        NS
        USD
        44298.75
        0.0067989288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc COM
        931142103
        
          
          
        
        1121
        NS
        USD
        166939.32
        0.0256216835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wells Fargo & Company
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Company 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L
        949746804
        
          
          
        
        987
        NS
        USD
        1285567.5
        0.1973076424
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC CLS'A'USD0.0000225
        G1151C101
        
          
          
        
        362
        NS
        USD
        122077.26
        0.0187362984
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Clarivate PLC
        549300WDHIIODXFO0R55
        Clarivate PLC COM NPV
        G21810109
        
          
          
        
        327
        NS
        USD
        5480.52
        0.0008411448
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        American Airlines Group Inc
        IWUQB36BXD6OWD6X4T14
        AAL 5 06/01/22 144A
        02376RAC6
        
          
          
        
        405000
        NS
        USD
        404838
        0.0621341402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        American Airlines, Inc.
        IWUQB36BXD6OWD6X4T14
        AAL 5.25 01/15/24 B
        02376YAA5
        
          
          
        
        645566.82
        NS
        USD
        629782.45
        0.0966583944
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines, Inc.
        IWUQB36BXD6OWD6X4T14
        AAL 3.75 10/15/25
        023771S41
        
          
          
        
        924446.32
        NS
        USD
        849694.11
        0.1304102208
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines, Inc.
        IWUQB36BXD6OWD6X4T14
        AAL 11.75 07/15/25 144A
        023771S58
        
          
          
        
        530000
        NS
        USD
        618769.7
        0.0949681683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          11.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        XN8R4HH1TVC1XOCL5P21
        AESOP 2019-2A A
        05377RDL5
        
          
          
        
        105000
        NS
        USD
        105337.14
        0.0161670412
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-20
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AESOP 2020-1A B
        05377RDV3
        
          
          
        
        105000
        NS
        USD
        100747.62
        0.0154626462
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          2.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AESOP 2020-2A A
        05377RDY7
        
          
          
        
        495000
        NS
        USD
        469035.57
        0.0719871205
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-20
          Fixed
          2.020000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AESOP 2020-2A B
        05377REA8
        
          
          
        
        205000
        NS
        USD
        198631.04
        0.0304856977
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-20
          Fixed
          2.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AESOP 2020-2A C
        05377REC4
        
          
          
        
        145000
        NS
        USD
        144455.54
        0.0221708950
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-20
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AESOP 2019-2A D
        05377REP5
        
          
          
        
        830000
        NS
        USD
        787743.95
        0.1209021709
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-20
          Fixed
          3.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        AESOP 2021-2A C
        05377RET7
        
          
          
        
        160000
        NS
        USD
        146191.25
        0.0224372900
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          2.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Biomarin Pharmaceutical Inc.
        NSLL8ITTRR0J5HEMR848
        BMRN 0.599 08/01/24
        09061GAH4
        
          
          
        
        480000
        NS
        USD
        479760
        0.0736330955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          0.599000000000
          N
          N
          N
          N
          N
          
            
              Biomarin Pharmaceutical Inc.
              Biomarin Pharmaceutical Inc. COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Biomarin Pharmaceutical Inc.
        NSLL8ITTRR0J5HEMR848
        BMRN 1.25 05/15/27
        09061GAK7
        
          
          
        
        1675000
        NS
        USD
        1677153.3
        0.2574078479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          1.250000000000
          N
          N
          N
          N
          N
          
            
              Biomarin Pharmaceutical Inc.
              Biomarin Pharmaceutical Inc. COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP V2.591 01/20/28 144A
        09659W2T0
        
          
          
        
        775000
        NS
        USD
        729356.15
        0.1119408685
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-20
          Fixed
          2.591000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.375 06/15/46
        097023BS3
        
          
          
        
        490000
        NS
        USD
        401752.41
        0.0616605669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.65 03/01/47
        097023BV6
        
          
          
        
        105000
        NS
        USD
        89017.44
        0.0136623096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.625 03/01/48
        097023BZ7
        
          
          
        
        285000
        NS
        USD
        241852.61
        0.0371193020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.85 11/01/48
        097023CB9
        
          
          
        
        35000
        NS
        USD
        30687.08
        0.0047098230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.2 03/01/29
        097023CD5
        
          
          
        
        150000
        NS
        USD
        142939.32
        0.0219381870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.5 03/01/39
        097023CE3
        
          
          
        
        115000
        NS
        USD
        98978.44
        0.0151911142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.825 03/01/59
        097023CF0
        
          
          
        
        95000
        NS
        USD
        78024.08
        0.0119750595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-03-01
          Fixed
          3.825000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 2.95 02/01/30
        097023CN3
        
          
          
        
        220000
        NS
        USD
        203843.46
        0.0312856948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 5.705 05/01/40
        097023CV5
        
          
          
        
        40000
        NS
        USD
        44698.02
        0.0068602084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.705000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 5.805 05/01/50
        097023CW3
        
          
          
        
        190000
        NS
        USD
        219400.08
        0.0336733097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 5.93 05/01/60
        097023CX1
        
          
          
        
        180000
        NS
        USD
        207825.5
        0.0318968544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          5.930000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 5.15 05/01/30
        097023CY9
        
          
          
        
        935000
        NS
        USD
        997138.06
        0.1530397741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.625 02/01/31
        097023DC6
        
          
          
        
        555000
        NS
        USD
        540206.74
        0.0829104020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CCL 7.625 03/01/26 144A
        143658BL5
        
          
          
        
        805000
        NS
        USD
        810256.65
        0.1243573981
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CCL 5.75 03/01/27 144A
        143658BN1
        
          
          
        
        655000
        NS
        USD
        624650.58
        0.0958707600
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        CCL 6 05/01/29 144A
        143658BR2
        
          
          
        
        255000
        NS
        USD
        240296.7
        0.0368805025
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2029-05-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corporation
        EDBQKYOPJUCJKLOJDE72
        CAT 0.95 01/10/24 MTN
        14913R2S5
        
          
          
        
        1260000
        NS
        USD
        1227445.77
        0.1883871761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-10
          Fixed
          0.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citrix Systems Inc.
        HCTKJGUQOPZ5NBK7NP58
        CTXS 3.3 03/01/30
        177376AF7
        
          
          
        
        840000
        NS
        USD
        830858.78
        0.1275193928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA 7.05 12/01/27
        197677AJ6
        
          
          
        
        310000
        NS
        USD
        348362.51
        0.0534663373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          7.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA 7.5 12/15/23
        197679AB9
        
          
          
        
        200000
        NS
        USD
        213000.02
        0.0326910347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Capital Corporation
        E0KSF7PFQ210NWI8Z391
        DE 0.9 01/10/24 MTN
        24422EVX4
        
          
          
        
        310000
        NS
        USD
        301644.66
        0.0462961274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-10
          Fixed
          0.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Capital Corporation
        E0KSF7PFQ210NWI8Z391
        DE 1.25 01/10/25 MTN
        24422EVY2
        
          
          
        
        480000
        NS
        USD
        462026.38
        0.0709113569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deluxe Corporation
        KWGNKB8TX9LE5TV29231
        DLX 8 06/01/29 144A
        248019AU5
        
          
          
        
        275000
        NS
        USD
        279314.75
        0.0428689546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPE 3.25 02/15/30
        30212PAR6
        
          
          
        
        815000
        NS
        USD
        775778.82
        0.1190657744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPE 4.625 08/01/27
        30212PBK0
        
          
          
        
        75000
        NS
        USD
        77906.03
        0.0119569413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC Corporation
        CKDHZ2X64EEBQCSP7013
        FMC 3.45 10/01/29
        302491AU9
        
          
          
        
        170000
        NS
        USD
        166986.71
        0.0256289569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gartner Incorporation
        PP55B5R38BFB8O8HH686
        IT 3.75 10/01/30 144A
        366651AE7
        
          
          
        
        360000
        NS
        USD
        337950
        0.0518682354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA 4.125 06/15/29
        404119BX6
        
          
          
        
        570000
        NS
        USD
        581002.54
        0.0891717015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC
        NY9Q8VBNB6D1L6YV0J84
        JEF 6.25 01/15/36
        472319AC6
        
          
          
        
        1140000
        NS
        USD
        1333032.04
        0.2045924535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC
        NY9Q8VBNB6D1L6YV0J84
        JEF 6.45 06/08/27
        472319AE2
        
          
          
        
        355000
        NS
        USD
        400585.85
        0.0614815244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-08
          Fixed
          6.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Mutual Group, Inc.
        QUR0DG15Z6FFGYCHH861
        LIBMUT V4.125 12/15/51 144A
        53079EBM5
        
          
          
        
        710000
        NS
        USD
        669175
        0.1027043244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS 3.95 04/23/27
        61761JZN2
        
          
          
        
        285000
        NS
        USD
        289603.36
        0.0444480404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mutual of Omaha Insurance Co
        P2LER0UPV1DKOU8RO042
        MUTOMA 6.8 06/15/36 144A
        628312AA8
        
          
          
        
        1410000
        NS
        USD
        1727831.24
        0.2651858486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-15
          Fixed
          6.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 4.625 06/15/45
        674599CF0
        
          
          
        
        30000
        NS
        USD
        29100
        0.0044662395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 4.1 02/15/47
        674599CL7
        
          
          
        
        165000
        NS
        USD
        152625
        0.0234247357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-02-15
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 4.2 03/15/48
        674599CN3
        
          
          
        
        195000
        NS
        USD
        182325
        0.0279830627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 4.4 08/15/49
        674599CY9
        
          
          
        
        15000
        NS
        USD
        14100
        0.0021640542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 5.55 03/15/26
        674599DC6
        
          
          
        
        10000
        NS
        USD
        10600
        0.0016268776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 4.5 07/15/44
        674599DK8
        
          
          
        
        435000
        NS
        USD
        415701.23
        0.0638014181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 6.625 09/01/30
        674599ED3
        
          
          
        
        535000
        NS
        USD
        613912.5
        0.0942226900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 5.5 12/01/25
        674599EE1
        
          
          
        
        20000
        NS
        USD
        21046
        0.0032301195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corporation
        IM7X0T3ECJW4C1T7ON55
        OXY 6.125 01/01/31
        674599EF8
        
          
          
        
        625000
        NS
        USD
        703125
        0.1079149372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        OC 7 12/01/36
        690742AB7
        
          
          
        
        502000
        NS
        USD
        632132.65
        0.0970191008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Group
        K2NEH8QNVW44JIWK7Z55
        RCL 5.5 04/01/28 144A
        780153BG6
        
          
          
        
        780000
        NS
        USD
        743581.8
        0.1141242073
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMUR EQUIPMENT FINANCE RECEIVABLES VI LLC
        549300NOANH9X4RIOF97
        AXIS 2018-2A A2
        03237JAB3
        
          
          
        
        21067.16
        NS
        USD
        21091.07
        0.0032370368
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-07-20
          Fixed
          3.890000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Egypt (Arab Republic of)
        529900GFIVH4086NMH82
        EGYPT 8.5 01/31/47 144A
        038461AM1
        
          
          
        
        560000
        NS
        USD
        476436.8
        0.0731230540
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2047-01-31
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Group
        K2NEH8QNVW44JIWK7Z55
        RCL 4.25 07/01/26 144A
        780153BH4
        
          
          
        
        80000
        NS
        USD
        74415.2
        0.0114211721
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2026-07-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Caribbean Group
        K2NEH8QNVW44JIWK7Z55
        RCL 5.375 07/15/27 144A
        780153BK7
        
          
          
        
        10000
        NS
        USD
        9607.8
        0.0014745957
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre GLBL Inc.
        F2TJC7HPPHLHU1AQMP98
        SABHLD 9.25 04/15/25 144A
        78573NAC6
        
          
          
        
        60000
        NS
        USD
        66518.1
        0.0102091329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        SGMS 8.25 03/15/26 144A
        80874YBA7
        
          
          
        
        345000
        NS
        USD
        359231.25
        0.0551344609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Capital Corporation
        WEQ82666OJYSI5GUAB47
        ARCC 3.2 11/15/31
        04010LBC6
        
          
          
        
        885000
        NS
        USD
        749998.6
        0.1151090515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CHTR 4.25 02/01/31 144A
        1248EPCK7
        
          
          
        
        970000
        NS
        USD
        880275
        0.1351037459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Receivables Trust
        N/A
        CPS 2020-C C
        12597TAC4
        
          
          
        
        110000
        NS
        USD
        109732.03
        0.0168415646
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CP Atlas Buyer Inc.
        2549006ZZ07G0NDDCR36
        AMBATH 7 12/01/28 144A
        12597YAA7
        
          
          
        
        560000
        NS
        USD
        477478.4
        0.0732829178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        SGMS 7 05/15/28 144A
        80874YBC3
        
          
          
        
        950000
        NS
        USD
        984670.29
        0.1511262329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games International, Inc.
        RLTHESQ0RNFQJWPBJN60
        SGMS 7.25 11/15/29 144A
        80874YBE9
        
          
          
        
        15000
        NS
        USD
        15712.5
        0.0024115391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings, LLC
        549300I7CIEWU1BBLQ53
        CHCOCH 5.125 06/30/27
        16412XAG0
        
          
          
        
        635000
        NS
        USD
        676863.83
        0.1038843985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-30
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooper-Standard Automotive Inc.
        ITCH5B3Q4RTX2PH9UN62
        CPS 13 06/01/24 144A
        216762AG9
        
          
          
        
        465000
        NS
        USD
        474351.15
        0.0728029505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          13.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Company
        EFWMP121W54QV9MGOP87
        SWN 4.75 02/01/32
        845467AT6
        
          
          
        
        90000
        NS
        USD
        89887.5
        0.0137958456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals (North America), Inc.
        NGIZXNT70J2LYT3FBI09
        URI 4 07/15/30
        911365BN3
        
          
          
        
        155000
        NS
        USD
        148231.15
        0.0227503719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Costar Group Inc
        N/A
        CSGP 2.8 07/15/30 144A
        22160NAA7
        
          
          
        
        767000
        NS
        USD
        701015.29
        0.1075911410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXT ABS, LLC
        N/A
        DEXT 2020-1 D
        25216AAD6
        
          
          
        
        610000
        NS
        USD
        587154.34
        0.0901158738
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          7.210000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Company
        PBLD0EJDB5FWOLXP3B76
        WFC V3.9 PERP BB
        949746TD3
        
          
          
        
        1215000
        NS
        USD
        1164638.25
        0.1787475394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WES 5.25 02/01/50
        958667AA5
        
          
          
        
        150000
        NS
        USD
        146250
        0.0224463069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH Network Corporation
        529900U350CWHH15G169
        DISH 2.375 03/15/24
        25470MAD1
        
          
          
        
        4825000
        NS
        USD
        4511375
        0.6924014220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          2.375000000000
          N
          N
          N
          N
          Y
          
            
              DISH Network Corporation
              DISH Network Corporation CL A
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2020-SFR2 D
        33767JAG7
        
          
          
        
        775000
        NS
        USD
        709471.04
        0.1088889212
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.968000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WES 4.05 02/01/30
        958667AC1
        
          
          
        
        120000
        NS
        USD
        119400
        0.0183253952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
        N/A
        FCRT 2021-2 D
        35105UAF0
        
          
          
        
        230000
        NS
        USD
        216376.57
        0.0332092643
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.920000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAPS TRUST
        N/A
        MAPSL 2021-1A A
        55292RAA9
        
          
          
        
        885762
        NS
        USD
        819167.76
        0.1257250665
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          2.521000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST
        N/A
        MCMLT 2019-GS1 A1
        59981BAC8
        
          
          
        
        290169.11
        NS
        USD
        288510.82
        0.0442803584
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-07-25
          Floating
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL Corporation Ltd.
        UNZWILHE4KMRP9K2L524
        NCLH 5.875 03/15/26 144A
        62886HBA8
        
          
          
        
        375000
        NS
        USD
        356310
        0.0546861103
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-03-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE EDUCATION LOAN TRUST
        N/A
        NAVSL 2019-GA B
        63941JAB4
        
          
          
        
        100000
        NS
        USD
        97043.51
        0.0148941430
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-10-15
          Fixed
          3.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE EDUCATION REFI LOAN TRUST
        N/A
        NAVSL 2021-A A
        63942BAA2
        
          
          
        
        216183.2
        NS
        USD
        206400.78
        0.0316781898
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          0.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oman (Sultanate Of)
        549300SZ20F0QTKNQC75
        OMAN 7.375 10/28/32 144A
        68205LAE3
        
          
          
        
        905000
        NS
        USD
        1035093.75
        0.1588651762
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2032-10-28
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ot Merger Corporation
        N/A
        BLT 7.875 10/15/29 144A
        688777AA9
        
          
          
        
        250000
        NS
        USD
        216250
        0.0331898385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Owl Rock Capital Corporation
        2549000BD79OOCPF2L94
        ORCC 2.625 01/15/27
        69121KAF1
        
          
          
        
        630000
        NS
        USD
        564668.75
        0.0866648074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Healthcare Services Inc
        N/A
        PRIHEA 7.25 11/01/25 144A
        74165HAB4
        
          
          
        
        85000
        NS
        USD
        87124.15
        0.0133717293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackhawk Network Holdings
        549300LFU3K8UIR03132
        Blackhawk Network Holdings First-lien Term Loan 300 2025-05-05
        09238FAK7
        
          
          
        
        515968.99
        NS
        USD
        505649.61
        0.0776066075
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-05
          Floating
          5.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Filtration Group
        549300ZA0D9WN5ECE978
        Filtration Group Term Loan B 300 2025-03-14
        31732FAM8
        
          
          
        
        793465.12
        NS
        USD
        780902.18
        0.1198521027
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-14
          Floating
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PDC Wellness & Personal Care (fka PDC Brands)
        549300S46D4GK45PA591
        PDC Wellness & Personal Care (fka PDC Brands) Term Loan B 425 2024-06-01
        69946PAB2
        
          
          
        
        917662.01
        NS
        USD
        905426.83
        0.1389640242
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-01
          Floating
          6.580000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PetVet Care Centers
        549300V0HK8MSXZNOM91
        PetVet Care Centers Term Loan B-2 325 2025-02-01
        70476XAH8
        
          
          
        
        130296.05
        NS
        USD
        128015.87
        0.0196477505
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-01
          Floating
          5.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR6 C
        74333HAE5
        
          
          
        
        505000
        NS
        USD
        459124.99
        0.0704660544
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-19
          Fixed
          1.855000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2020-1 D
        80287AAG8
        
          
          
        
        200000
        NS
        USD
        204871.3
        0.0314434467
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Plastics
        549300MP1C774T4UWC83
        Spectrum Plastics First-lien Term Loan 325 2025-01-02
        84763NAB6
        
          
          
        
        335629.81
        NS
        USD
        321868.99
        0.0494001377
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-01-02
          Floating
          4.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANCHOR GLASS CONTAINER CORP
        N/A
        CORPORATE TERM LOAN
        BL2483404
        
          
        
        222085.5
        NS
        USD
        188050.9
        0.0288618682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-07
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The AES Corporation
        2NUNNB7D43COUIRE5295
        AES 3.95 07/15/30 144A
        00130HCC7
        
          
          
        
        260000
        NS
        USD
        257570.72
        0.0395317022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The AES Corporation
        2NUNNB7D43COUIRE5295
        AES 2.45 01/15/31
        00130HCG8
        
          
          
        
        370000
        NS
        USD
        330874.18
        0.0507822455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZEP INC
        N/A
        CORPORATE TERM LOAN
        BL2493007
        
          
        
        474167.08
        NS
        USD
        445717.06
        0.0684082184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-11
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIGHTSTONE HOLDCO LLC
        N/A
        CORPORATE TERM LOAN
        BL2630962
        
          
        
        885080.1
        NS
        USD
        793474.31
        0.1217816609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR TRUST
        N/A
        AMSR 2020-SFR2 D
        00178UAD1
        
          
          
        
        540000
        NS
        USD
        518999.78
        0.0796555786
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-17
          Fixed
          3.282000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acrisure Llc / Acrisure Fin Inc
        549300R0Z1Q47XRTGO22
        ACRISU 4.25 02/15/29 144A
        00489LAF0
        
          
          
        
        480000
        NS
        USD
        436041.6
        0.0669232382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM 2021-1 LLC
        N/A
        SCLP 2021-1 D
        83407CAD0
        
          
          
        
        100000
        NS
        USD
        93939.28
        0.0144177088
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-25
          Fixed
          2.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teladoc Health Inc
        549300I2PVFBC9MFAC61
        TDOC 1.25 06/01/27
        87918AAF2
        
          
          
        
        1580000
        NS
        USD
        1332730
        0.2045460967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          1.250000000000
          N
          N
          N
          N
          Y
          
            
              Teladoc Health Inc
              Teladoc Health Inc COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Adani Ports & Special Economic Zone
        335800QOAXP5TM7OYP69
        ADSEZ 4.2 08/04/27 144A
        00652MAG7
        
          
          
        
        525000
        NS
        USD
        511437.11
        0.0784948674
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-08-04
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFFIRM ASSET SECURITIZATION TRUST
        N/A
        AFFRM 2021-B C
        00834DAC7
        
          
          
        
        100000
        NS
        USD
        92012.56
        0.0141219977
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINEMARK USA INC
        N/A
        CORPORATE TERM LOAN
        BL2653089
        
          
        
        366265.58
        NS
        USD
        355146.86
        0.0545075927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-29
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM MORRIS ENDEAVOR ENTMT
        N/A
        CORPORATE TERM LOAN
        BL2696245
        
          
        
        485947.42
        NS
        USD
        477038.55
        0.0732154100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-18
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aker BP ASA
        549300NFTY73920OYK69
        AKERBP 4 01/15/31 144A
        00973RAJ2
        
          
          
        
        730000
        NS
        USD
        727248.71
        0.1116174206
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2031-01-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc.
        549300JBN1OSM8YNAI90
        ALLY V4.7 PERP B
        02005NBM1
        
          
          
        
        1923000
        NS
        USD
        1810139.13
        0.2778183830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIANT MEDICAL HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL2722264
        
          
        
        872308
        NS
        USD
        819533.37
        0.1257811800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-02
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEDGWICK CLAIME MNGT SRV INC
        N/A
        CORPORATE TERM LOAN
        BL2830489
        
          
        
        170000
        NS
        USD
        168087.5
        0.0257979051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-05
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        N/A
        CORPORATE TERM LOAN
        BL3292630
        
          
        
        287063.28
        NS
        USD
        281601.04
        0.0432198522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-09
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINWELL ACQUISITION CORP
        N/A
        CORPORATE TERM LOAN
        BL3425255
        
          
        
        459571.12
        NS
        USD
        456124.34
        0.0700055175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-17
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVIA HOLDINGS CORP 5% 07/31/2
        N/A
        CORPORATE TERM LOAN
        BL3431808
        
          
        
        560000
        NS
        USD
        549150
        0.0842830048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-14
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BACKYARD ACQUIRECO INC
        N/A
        CORPORATE TERM LOAN
        BL3449503
        
          
        
        482882.53
        NS
        USD
        479562.71
        0.0736028156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-25
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD Finance S.A.
        6354006P6QPGGPVJW880
        ARDFIN 6.5 06/30/27 144A
        00191AAD8
        
          
          
        
        668322
        NS
        USD
        611096.93
        0.0937905590
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-06-30
          Fixed
          6.500000000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 3 10/29/28
        00774MAW5
        
          
          
        
        425000
        NS
        USD
        391929.54
        0.0601529624
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-10-29
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travel Plus Leisure Co
        T4VNTWMFQ7JQB65L7T35
        TNL 4.5 12/01/29 144A
        894164AA0
        
          
          
        
        540000
        NS
        USD
        500752.8
        0.0768550499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER 4.5 08/15/29 144A
        90353TAK6
        
          
          
        
        3955000
        NS
        USD
        3707812.5
        0.5690714356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc.
        549300JBN1OSM8YNAI90
        ALLY V4.7 PERP C
        02005NBN9
        
          
          
        
        675000
        NS
        USD
        614250
        0.0942744891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc.
        549300JBN1OSM8YNAI90
        ALLY 2.2 11/02/28
        02005NBP4
        
          
          
        
        280000
        NS
        USD
        252942.69
        0.0388213966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-02
          Fixed
          2.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares Holdings LP
        5493008EAIGV4283RM42
        ANTHOL 3.75 07/15/27
        03666HAE1
        
          
          
        
        250000
        NS
        USD
        230635.14
        0.0353976557
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal S.A.
        2EULGUTUI56JI9SAL165
        MTNA 6.75 03/01/41
        03938LAS3
        
          
          
        
        590000
        NS
        USD
        697763.2
        0.1070920134
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2041-03-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 3 02/01/30 MTN
        00914AAG7
        
          
          
        
        380000
        NS
        USD
        349999.78
        0.0537176239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC / Allied Universal Finance Corporation
        98450038B4549046D794
        UNSEAM 6.625 07/15/26 144A
        019576AA5
        
          
          
        
        675000
        NS
        USD
        682985.25
        0.1048239081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENEDEN US HOLDINGS II LLC
        N/A
        CORPORATE TERM LOAN
        BL3462837
        
          
        
        346500
        NS
        USD
        345705.82
        0.0530585911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-08
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXP ENTERPRISES INC
        N/A
        CORPORATE TERM LOAN
        BL3498609
        
          
        
        256750
        NS
        USD
        253968.63
        0.0389788569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-16
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.125 02/28/23
        91282CBN0
        
          
          
        
        6455000
        NS
        USD
        6368260.94
        0.9773944597
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.25 09/30/23
        91282CDA6
        
          
          
        
        6945000
        NS
        USD
        6752113.46
        1.0363077690
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Alpek SAB de CV
        549300PWKJTP62D4IQ66
        ALPEKA 3.25 02/25/31 144A
        020564AE0
        
          
          
        
        200000
        NS
        USD
        182250
        0.0279715517
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-02-25
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        529900HFO1BDEIT4QU11
        AM 5.75 01/15/28 144A
        03690AAF3
        
          
          
        
        815000
        NS
        USD
        832318.75
        0.1277434676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT LLC
        N/A
        VCAT 2021-NPL1 A2
        91790CAB2
        
          
          
        
        480000
        NS
        USD
        460794.24
        0.0707222492
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-26
          Fixed
          4.826200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT LLC
        N/A
        VCAT 2021-NPL5 A1
        91824AAA8
        
          
          
        
        517809.33
        NS
        USD
        497150.24
        0.0763021325
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Floating
          1.867700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding 2015-1
        549300LM1QSI4MSIL320
        ATH 2.55 11/19/30 144A
        04685A2R1
        
          
          
        
        1150000
        NS
        USD
        1020375.12
        0.1566061753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-19
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVID AUTOMOBILE RECEIVABLES TRUST
        N/A
        AVID 2019-1 C
        05369DAC9
        
          
          
        
        1160000
        NS
        USD
        1161915.39
        0.1783296375
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.140000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPC ACQUISITION CORP
        N/A
        CORPORATE TERM LOAN
        BL3538370
        
          
        
        490050
        NS
        USD
        477798.75
        0.0733320848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-14
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUCK HERO INC
        N/A
        CORPORATE TERM LOAN
        BL3540798
        
          
        
        372559.19
        NS
        USD
        360451.02
        0.0553216700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AQUA FINANCE TRUST
        N/A
        AQFIT 2020-AA D
        038413AD2
        
          
          
        
        620000
        NS
        USD
        603578.56
        0.0926366470
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          7.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding 2015-1
        549300LM1QSI4MSIL320
        ATH 1.608 06/29/26 144A
        04685A2Z3
        
          
          
        
        620000
        NS
        USD
        564901.89
        0.0867005895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-29
          Fixed
          1.608000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD WEC HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3542885
        
          
        
        838575.1
        NS
        USD
        822470.27
        0.1262319325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UFC HOLDINGS LLC
        N/A
        CORPORATE TERM LOAN
        BL3544857
        
          
        
        944893.76
        NS
        USD
        933869.69
        0.1433294065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-29
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LBM Acquisition LLC
        549300FAEB3VWZL4NI86
        USLBMH 6.25 01/15/29 144A
        05552BAA4
        
          
          
        
        315000
        NS
        USD
        295047.9
        0.0452836631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander Mexico SA
        SCRYQ25DTVRHYYMM6P89
        BSMXB 5.375 04/17/25 144A
        05969BAD5
        
          
          
        
        545000
        NS
        USD
        568726.58
        0.0872875992
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-17
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 7 01/15/28 144A
        071734AD9
        
          
          
        
        700000
        NS
        USD
        626696
        0.0961846891
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 4.875 06/01/28 144A
        071734AN7
        
          
          
        
        125000
        NS
        USD
        119687.5
        0.0183695204
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT XCVII LLC
        N/A
        VOLT 2021-NPL6 A1
        91835EAA7
        
          
          
        
        553676.2
        NS
        USD
        535417.79
        0.0821753987
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Floating
          2.239499300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture Global Calcasieu Pass Llc
        549300GKHS6RS20NLH85
        VENTGL 3.875 08/15/29 144A
        92328MAA1
        
          
          
        
        50000
        NS
        USD
        48606.5
        0.0074600781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICORBRAUN HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3546589
        
          
        
        654871.29
        NS
        USD
        636862.34
        0.0977450090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-29
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ FINANCING LUX S.A R.L
        N/A
        CORPORATE TERM LOAN
        BL3556133
        
          
        
        179109.68
        NS
        USD
        178338.43
        0.0273712078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-05
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Communications, Inc.
        M5G68A9OHJWIL4SFC742
        BLOCKC 4.875 03/01/28 144A
        093645AJ8
        
          
          
        
        200000
        NS
        USD
        193000
        0.0296214512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        BRX 4.05 07/01/30
        11120VAJ2
        
          
          
        
        75000
        NS
        USD
        75250.32
        0.0115493455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cajun Global Llc / Cajun Funding Corp / Cajun Restaurants Llc / Cajun Realty
        N/A
        CAJUN 2021-1 A2
        12803VAA3
        
          
          
        
        866737.5
        NS
        USD
        817424.47
        0.1254575081
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.931000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANCE AUTO LOAN TRUST
        N/A
        CAALT 2020-2A C
        22535MAE9
        
          
          
        
        250000
        NS
        USD
        246281.33
        0.0377990176
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          2.730000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANCE AUTO LOAN TRUST
        N/A
        CAALT 2020-3A C
        22536BAE2
        
          
          
        
        290000
        NS
        USD
        279850.78
        0.0429512240
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG New York Branch
        N/A
        DB V3.547 09/18/31
        251526CD9
        
          
          
        
        290000
        NS
        USD
        273465.18
        0.0419711683
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2031-09-18
          Fixed
          3.547000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets plc
        549300CRVT18MXX0AG93
        BPLN V4.875 PERP
        05565QDV7
        
          
          
        
        585000
        NS
        USD
        586462.5
        0.0900096908
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2500-12-31
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR TRUST 2021-NRD
        N/A
        BPR 2021-NRD C
        05592CAJ5
        
          
          
        
        145000
        NS
        USD
        142727.97
        0.0219057492
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          2.524000100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERATON CORP
        N/A
        CORPORATE TERM LOAN
        BL3556844
        
          
        
        769045.48
        NS
        USD
        761080.49
        0.1168098891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMC SOFTWARE
        N/A
        CORPORATE TERM LOAN
        BL3557909
        
          
        
        695506.05
        NS
        USD
        691159.15
        0.1060784303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-02
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFINITE ELECTRONICS
        N/A
        CORPORATE TERM LOAN
        BL3558626
        
          
        
        481362.5
        NS
        USD
        472938.66
        0.0725861629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-23
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERLIN PACKAGING LLC
        N/A
        CORPORATE TERM LOAN
        BL3566157
        
          
        
        689086.32
        NS
        USD
        675304.6
        0.1036450894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-11
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHEARERS FOODS
        N/A
        CORPORATE TERM LOAN
        BL3566918
        
          
        
        492893.72
        NS
        USD
        477798.85
        0.0733321001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED COMMUNICATIONS IN
        N/A
        CORPORATE TERM LOAN
        BL3566983
        
          
        
        196351.29
        NS
        USD
        183490.28
        0.0281619087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-18
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON WATER HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3570316
        
          
        
        521062.78
        NS
        USD
        507710.54
        0.0779229170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-16
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES INC
        N/A
        CORPORATE TERM LOAN
        BL3570811
        
          
        
        100000
        NS
        USD
        101142.9
        0.0155233134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-10
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco de Bogota SA
        549300LYHE7LWSKDZT53
        BANBOG 6.25 05/12/26 144A
        059514AC3
        
          
          
        
        400000
        NS
        USD
        409000
        0.0627729199
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-05-12
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander, S.A.
        5493006QMFDDMYWIAM13
        SANTAN 5.179 11/19/25
        05971KAA7
        
          
          
        
        2600000
        NS
        USD
        2687987.55
        0.4125496998
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-11-19
          Fixed
          5.179000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DG INVESTMENTS
        N/A
        CORPORATE TERM LOAN
        BL3571108
        
          
        
        307684.56
        NS
        USD
        304223.11
        0.0466918653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-18
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC
        N/A
        CORPORATE TERM LOAN
        BL3571645
        
          
        
        0.01
        NS
        USD
        0.01
        0.0000000015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY CORP
        N/A
        CORPORATE TERM LOAN
        BL3571660
        
          
        
        185000
        NS
        USD
        182995.9
        0.0280860317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNSHINE LUXEMBOURG VII SARL
        N/A
        CORPORATE TERM LOAN
        BL3572544
        
          
        
        242550
        NS
        USD
        240655.2
        0.0369355247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-02
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J&J VENTURES GAMING LLC
        N/A
        CORPORATE TERM LOAN
        BL3583665
        
          
        
        457700
        NS
        USD
        452550.88
        0.0694570664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-06
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE CALL CORP
        N/A
        CORPORATE TERM LOAN
        BL3591601
        
          
        
        828737.5
        NS
        USD
        766582.19
        0.1176542847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-08
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGENTA BUYER LLC
        N/A
        CORPORATE TERM LOAN
        BL3606383
        
          
        
        344137.5
        NS
        USD
        340588.75
        0.0522732282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-03
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSULET CORPORATIONINSULET COR
        N/A
        CORPORATE TERM LOAN
        BL3608777
        
          
        
        179100
        NS
        USD
        174846.38
        0.0268352514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-07
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG New York Branch
        N/A
        DB V3.742 01/07/33
        25160PAG2
        
          
          
        
        200000
        NS
        USD
        176760.05
        0.0271289596
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2033-01-07
          Fixed
          3.742000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELARA HGV TIMESHARE ISSUER LLC
        N/A
        EHGVT 2021-A C
        28416LAC6
        
          
          
        
        89179.32
        NS
        USD
        83723.35
        0.0128497779
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-08-27
          Fixed
          2.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISING TIDE HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3623552
        
          
        
        263012.5
        NS
        USD
        253807.06
        0.0389540593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        N/A
        CORPORATE TERM LOAN
        BL3625631
        
          
        
        117900
        NS
        USD
        114598.8
        0.0175885117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-26
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST
        N/A
        EART 2019-4A D
        30167GAG5
        
          
          
        
        960000
        NS
        USD
        956553.22
        0.1468108525
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          2.580000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trst
        N/A
        FCAT 2019-4 D
        33845FAG1
        
          
          
        
        385000
        NS
        USD
        381889.62
        0.0586120453
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barrick Gold Corporation
        0O4KBQCJZX82UKGCBV73
        ABXCN 5.8 11/15/34 A
        067901AA6
        
          
          
        
        520000
        NS
        USD
        577766.8
        0.0886750833
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2034-11-15
          Fixed
          5.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlueLinx Holdings Inc.
        549300YSX7GU28F5I540
        BXC 6 11/15/29 144A
        09624HAA7
        
          
          
        
        355000
        NS
        USD
        330150
        0.0506710991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        N/A
        CORPORATE TERM LOAN
        BL3626506
        
          
        
        228850
        NS
        USD
        225131.19
        0.0345529148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROOFPOINT INC
        N/A
        CORPORATE TERM LOAN
        BL3632892
        
          
        
        535000
        NS
        USD
        528563.42
        0.0811233967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-10
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREED ABS TRUST 2022-1FP
        N/A
        FREED 2022-1FP D
        35633KAD8
        
          
          
        
        165000
        NS
        USD
        159364.62
        0.0244591260
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-19
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gls Auto Receivables Trust
        N/A
        GCAR 2020-1A C
        36258XAC4
        
          
          
        
        340000
        NS
        USD
        338676.01
        0.0519796627
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          2.720000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brighthouse Financial Inc.
        5493003T8SZSHOGGAW52
        BHF 5.625 05/15/30
        10922NAG8
        
          
          
        
        608000
        NS
        USD
        666496.52
        0.1022932339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems Incorporated
        5493007X5NC5XI1BB106
        CYH 6.875 04/15/29 144A
        12543DBJ8
        
          
          
        
        415000
        NS
        USD
        407737.5
        0.0625791527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems Incorporated
        5493007X5NC5XI1BB106
        CYH 4.75 02/15/31 144A
        12543DBK5
        
          
          
        
        630000
        NS
        USD
        595350
        0.0913737356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems Incorporated
        5493007X5NC5XI1BB106
        CYH 6.125 04/01/30 144A
        12543DBL3
        
          
          
        
        415000
        NS
        USD
        386145.05
        0.0592651646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Community Health Systems Incorporated
        5493007X5NC5XI1BB106
        CYH 5.25 05/15/30 144A
        12543DBM1
        
          
          
        
        515000
        NS
        USD
        494291.85
        0.0758634296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corporation
        549300IA9XFBAGNIBW29
        CMS V4.75 06/01/50
        125896BU3
        
          
          
        
        720000
        NS
        USD
        712800
        0.1093998467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCLINE FM HOLDINGS LLC
        N/A
        CORPORATE TERM LOAN
        BL3636240
        
          
        
        528937.5
        NS
        USD
        521334.02
        0.0800138354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-17
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLUTO ACQUISITION I INC
        N/A
        CORPORATE TERM LOAN
        BL3639368
        
          
        
        377150
        NS
        USD
        371492.75
        0.0570163439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc COM
        036752103
        
          
          
        
        181
        NS
        USD
        88910.82
        0.0136459457
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Guardant Health Inc
        254900M8C3E5VC8BR186
        GH 0 11/15/27
        40131MAB5
        
          
          
        
        215000
        NS
        USD
        172451.5
        0.0264676875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          4.39
          N
          N
          N
          N
          Y
          
            
              Guardant Health Inc
              Guardant Health Inc COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        IHRT 5.25 08/15/27 144A
        45174HBE6
        
          
          
        
        400000
        NS
        USD
        395500
        0.0607009531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST
        N/A
        LMAT 2020-RPL1 A2
        52474HAB6
        
          
          
        
        200000
        NS
        USD
        192079.5
        0.0294801738
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-09-25
          Floating
          3.250000100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing, Inc.
        254900AE5FEFIJOXWL19
        LVLT 4.25 07/01/28 144A
        527298BR3
        
          
          
        
        390000
        NS
        USD
        358022.92
        0.0549490075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBOR FREIGHT TOOLS USA INC
        N/A
        CORPORATE TERM LOAN
        BL3650571
        
          
        
        508233.08
        NS
        USD
        496797.84
        0.0762480465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-19
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV FINANCING LLC
        N/A
        CORPORATE TERM LOAN
        BL3674597
        
          
        
        688870.89
        NS
        USD
        687292
        0.1054849039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Csmc 2019-Rpl10 Trust
        N/A
        CSMC 2019-RP10 A1
        12597FAC4
        
          
          
        
        202881.48
        NS
        USD
        201160.52
        0.0308739198
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-25
          Floating
          3.318000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO Financial Group, Inc.
        11XPYHB76MPM4Y4P2897
        CNO 5.25 05/30/29
        12621EAL7
        
          
          
        
        480000
        NS
        USD
        504957.62
        0.0775004016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        Bank of America Corporation 7.25% NON-CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK SERIES L
        060505682
        
          
          
        
        1169
        NS
        USD
        1534078.7
        0.2354488983
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock, Inc.
        549300LRIF3NWCU26A80
        BlackRock, Inc. COM
        09247X101
        
          
          
        
        214
        NS
        USD
        163532.38
        0.0250987897
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cisco Systems, Inc.
        549300LKFJ962MZ46593
        Cisco Systems, Inc. COM
        17275R102
        
          
          
        
        2347
        NS
        USD
        130868.72
        0.0200856031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corporation
        51M0QTTNCGUN7KFCFZ59
        Comcast Corporation COM USD0.01 CL A
        20030N101
        
          
          
        
        3231
        NS
        USD
        151275.42
        0.0232176035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson COM
        478160104
        
          
          
        
        991
        NS
        USD
        175634.93
        0.0269562773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microchip Technology Incorporated
        5493007PTFULNYZJ1R12
        Microchip Technology Incorporated COM
        595017104
        
          
          
        
        1178
        NS
        USD
        88514.92
        0.0135851833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APEX GROUP TREASURY LLC
        N/A
        CORPORATE TERM LOAN
        BL3676816
        
          
        
        438900
        NS
        USD
        434053.67
        0.0666181327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUG LLC
        N/A
        CORPORATE TERM LOAN
        BL3679604
        
          
        
        348250
        NS
        USD
        345638.13
        0.0530482021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-13
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSCHLD 5.375 02/01/28 144A
        126307AS6
        
          
          
        
        680000
        NS
        USD
        659980.81
        0.1012932091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSCHLD 5.75 01/15/30 144A
        126307BA4
        
          
          
        
        710000
        NS
        USD
        631900
        0.0969833939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        N/A
        CORPORATE TERM LOAN
        BL3679885
        
          
        
        379631.25
        NS
        USD
        375202.1
        0.0575856513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTER HOLDCO
        N/A
        CORPORATE TERM LOAN
        BL3683861
        
          
        
        274865.62
        NS
        USD
        273319.5
        0.0419488095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmont Corporation
        549300VSP3RIX7FGDZ51
        Newmont Corporation COM
        651639106
        
          
          
        
        1961
        NS
        USD
        155801.45
        0.0239122541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Procter & Gamble Company
        2572IBTT8CCZW6AU4141
        The Procter & Gamble Company COM
        742718109
        
          
          
        
        1163
        NS
        USD
        177706.4
        0.0272742044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP/ MGP Escrow Co Issuer Inc.
        549300U6G4UOCMLQK204
        MGMGPO 4.625 06/15/25 144A
        55303XAK1
        
          
          
        
        85000
        NS
        USD
        85637.5
        0.0131435597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP/ MGP Escrow Co Issuer Inc.
        549300U6G4UOCMLQK204
        MGMGPO 3.875 02/15/29 144A
        55303XAL9
        
          
          
        
        660000
        NS
        USD
        648450
        0.0995234717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSCHLD 4.625 12/01/30 144a
        126307BD8
        
          
          
        
        2435000
        NS
        USD
        2036366.15
        0.3125394847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC TRUST
        549300818AKCJ4Q9TD76
        CSMC 2014-USA B
        12649AAJ8
        
          
          
        
        285000
        NS
        USD
        265031.33
        0.0406767493
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-17
          Fixed
          4.184600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corporation
        549300LMMRSZZCZ8CL11
        Union Pacific Corporation COM
        907818108
        
          
          
        
        547
        NS
        USD
        149445.87
        0.0229368059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Parcel Service, Inc.
        D01LMJZU09ULLNCY6Z23
        United Parcel Service, Inc. CLASS'B'COM USD0.01
        911312106
        
          
          
        
        622
        NS
        USD
        133394.12
        0.0204731991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SWEETWATER BORROWER LLC
        N/A
        CORPORATE TERM LOAN
        BL3684075
        
          
        
        361195.65
        NS
        USD
        358035.19
        0.0549508907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-03
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAREXEL INTERNATIONAL CORP
        N/A
        CORPORATE TERM LOAN
        BL3684984
        
          
        
        190000
        NS
        USD
        188337.5
        0.0289058553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-11
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Health Group Incorporated
        549300GHBMY8T5GXDE41
        United Health Group Incorporated COM
        91324P102
        
          
          
        
        130
        NS
        USD
        66296.1
        0.0101750606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        The Williams Companies, Inc.
        D71FAKCBLFS2O0RBPG08
        The Williams Companies, Inc. COM
        969457100
        
          
          
        
        2873
        NS
        USD
        95986.93
        0.0147319801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEXKO GLOBAL IN
        N/A
        CORPORATE TERM LOAN
        BL3707926
        
          
        
        140000
        NS
        USD
        136791.62
        0.0209946440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-24
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXKO GLOBAL IN
        N/A
        CORPORATE TERM LOAN
        BL3707934
        
          
        
        25000
        NS
        USD
        24427.08
        0.0037490443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-24
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
        984500CG376B0B99F016
        TPGE 6 08/01/26 144A
        559665AA2
        
          
          
        
        460000
        NS
        USD
        468579
        0.0719170466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELLO WAREHOUSE SECURITIZATION TRUST
        N/A
        MWST 2021-1 C
        58550LAC9
        
          
          
        
        420000
        NS
        USD
        418512.23
        0.0642328477
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.286859900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Midcap Financial Issuer Trust
        N/A
        MIDCAP 6.5 05/01/28
        59567LAA2
        
          
          
        
        665000
        NS
        USD
        625445.8
        0.0959928096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Morocco
        529900F3MBW9XY5K1X07
        MOROC 5.5 12/11/42 144A
        617726AG9
        
          
          
        
        355000
        NS
        USD
        347914.2
        0.0533975311
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2042-12-11
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORYX MIDSTREAM SERVICES
        N/A
        CORPORATE TERM LOAN
        BL3712215
        
          
        
        520000
        NS
        USD
        515125
        0.0790608811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVERSE MIDSTREAM PARTN
        N/A
        CORPORATE TERM LOAN
        BL3754548
        
          
        
        870533.52
        NS
        USD
        865817.84
        0.1328848751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-27
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC TRUST
        549300818AKCJ4Q9TD76
        CSMC 2014-USA D
        12649AAN9
        
          
          
        
        100000
        NS
        USD
        88122.08
        0.0135248906
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-17
          Fixed
          4.373300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CT Trust
        5493003LN2KNNGM2Q244
        COMCEL 5.125 02/03/32 144A
        12659BAA2
        
          
          
        
        690000
        NS
        USD
        689310
        0.1057946245
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2032-02-03
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Envision Healthcare
        N/A
        Envision Healthcare Term Loan B 375 2025-09-15
        29373UAC5
        
          
          
        
        281540.75
        NS
        USD
        187425.62
        0.0287659008
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-15
          Floating
          6.140000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hearthside Group
        549300JY2LK0EQ95YT44
        Hearthside Group Term Loan B 300 2025-05-01
        40422KAB7
        
          
          
        
        340257.2
        NS
        USD
        327011.32
        0.0501893775
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          5.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medallion Midstream
        N/A
        Medallion Midstream Term Loan B 375 2028-09-29
        58404BAD7
        
          
          
        
        496172.48
        NS
        USD
        490466.5
        0.0752763187
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-29
          Floating
          3.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Playa Resorts
        5493005SPBUMPZZCIZ96
        Playa Resorts Term Loan B 275 2024-04-01
        72812NAD8
        
          
          
        
        1180690.12
        NS
        USD
        1154124.59
        0.1771339131
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-04-01
          Floating
          5.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE EDUCATION REFI LOAN TRUST
        N/A
        NAVSL 2021-EA B
        63942EAB4
        
          
          
        
        115000
        NS
        USD
        100590.33
        0.0154385055
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-16
          Fixed
          2.030000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE EDUCATION REFI LOAN TRUST
        N/A
        NAVSL 2021-FA B
        63942GAB9
        
          
          
        
        265000
        NS
        USD
        236999.62
        0.0363744698
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-02-18
          Fixed
          2.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NFLX 6.375 05/15/29
        64110LAX4
        
          
          
        
        395000
        NS
        USD
        446658.1
        0.0685526483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corporation
        549300G5F3W3B52WYL23
        HNDLIN 4.75 01/30/30 144A
        670001AE6
        
          
          
        
        165000
        NS
        USD
        160192.74
        0.0245862250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cable Onda, S.A.
        5299008Q5GONPYNF9J32
        CONDA 4.5 01/30/30 144A
        12686LAA7
        
          
          
        
        570000
        NS
        USD
        556035
        0.0853397079
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-01-30
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corporation
        43R4VPJBXTU2O15HEF41
        CPN 4.5 02/15/28 144A
        131347CM6
        
          
          
        
        235000
        NS
        USD
        229237.8
        0.0351831933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCIAL ISSUANCE TRUST
        N/A
        OMFIT 2021-1A D
        68269MAE4
        
          
          
        
        270000
        NS
        USD
        238723.34
        0.0366390247
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-06-16
          Fixed
          2.470000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM LLC
        N/A
        PRPM 2021-RPL1 A1
        69360GAA1
        
          
          
        
        228621.39
        NS
        USD
        215850.6
        0.0331285389
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Floating
          1.319000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corporation
        43R4VPJBXTU2O15HEF41
        CPN 5.125 03/15/28 144A
        131347CN4
        
          
          
        
        355000
        NS
        USD
        338165.9
        0.0519013715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corporation
        43R4VPJBXTU2O15HEF41
        CPN 3.75 03/01/31 144A
        131347CR5
        
          
          
        
        955000
        NS
        USD
        854901.68
        0.1312094736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVC MORTGAGE TRUST
        N/A
        TVC 2020-RTL1 M
        90114YAC3
        
          
          
        
        840000
        NS
        USD
        810160.93
        0.1243427070
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-25
          Fixed
          5.193000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECURUS TECHNOLOGIES
        N/A
        CORPORATE TERM LOAN
        BL2438127
        
          
        
        171823.16
        NS
        USD
        162372.89
        0.0249208323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHAMBERLAIN GROUP
        N/A
        CORPORATE TERM LOAN
        BL3754555
        
          
        
        628425
        NS
        USD
        619627.05
        0.0950997535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-22
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAMILTON PROJECTS ACQUIROR LLC
        N/A
        CORPORATE TERM LOAN
        BL3759182
        
          
        
        398925
        NS
        USD
        390614.2
        0.0599510853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-11
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama (Republic of)
        549300SHS4T08CL0LP14
        PANAMA 3.298 01/19/33
        698299BR4
        
          
          
        
        585000
        NS
        USD
        558616.5
        0.0857359140
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2033-01-19
          Fixed
          3.298000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Petsmart Inc / Petsmart Financial Corporation
        N/A
        PETM 7.75 02/15/29 144A
        71677KAB4
        
          
          
        
        300000
        NS
        USD
        309750
        0.0475401270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST
        N/A
        CARMX 2020-1 D
        14315XAG3
        
          
          
        
        240000
        NS
        USD
        237619.08
        0.0364695440
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          2.640000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA AUTO RECEIVABLES TRUST
        N/A
        CRVNA 2019-2A D
        14686UAF2
        
          
          
        
        835000
        NS
        USD
        838955.23
        0.1287620280
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKG INC
        N/A
        CORPORATE TERM LOAN
        BL3771526
        
          
        
        25000
        NS
        USD
        24776.05
        0.0038026039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-03
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKG INC
        N/A
        CORPORATE TERM LOAN
        BL3776806
        
          
        
        905328.56
        NS
        USD
        897083.73
        0.1376835334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-03
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE AUTO RECEIVABLES TRUST
        N/A
        PART 2019-1A D
        74113NAF5
        
          
          
        
        980000
        NS
        USD
        975684.28
        0.1497470689
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          3.010000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR6 E2
        74333HAL9
        
          
          
        
        100000
        NS
        USD
        88285.01
        0.0135498970
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-19
          Fixed
          2.525000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        CRL 3.75 03/15/29 144A
        159864AG2
        
          
          
        
        115000
        NS
        USD
        108465.13
        0.0166471221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        CRL 4 03/15/31 144A
        159864AJ6
        
          
          
        
        120000
        NS
        USD
        112650
        0.0172894118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERATION BRIDGE II LLC
        N/A
        CORPORATE TERM LOANS
        BL3788173
        
          
        
        176274.25
        NS
        USD
        175833.56
        0.0269867628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERATION BRIDGE II LLC
        N/A
        CORPORATE TERM LOAN
        BL3788181
        
          
        
        21695.29
        NS
        USD
        21641.05
        0.0033214472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTION
        N/A
        CORPORATE TERM LOAN
        BL2526673
        
          
          
        
        866481.68
        NS
        USD
        860704.85
        0.1321001384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIGHTSTONE HOLDCO LLC
        N/A
        CORPORATE TERM LOAN
        BL2630970
        
          
        
        49919.91
        NS
        USD
        44753.2
        0.0068686774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prospect Capital Corporation
        549300FSD8T39P5Q0O47
        PSEC 3.706 01/22/26
        74348TAU6
        
          
          
        
        785000
        NS
        USD
        739948.09
        0.1135665090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-22
          Fixed
          3.706000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PURCHASING POWER FUNDING LLC
        N/A
        PPWR 2021-A B
        74615JAB6
        
          
          
        
        980000
        NS
        USD
        939671.53
        0.1442198672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.920000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Industries Ltd.
        5493003UOETFYRONLG31
        RILIN 2.875 01/12/32 144A
        759470BB2
        
          
          
        
        900000
        NS
        USD
        825686.12
        0.1267254980
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2032-01-12
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corporation
        54930067J0ZNOEBRW338
        NAVI 6.125 03/25/24 MTN
        78442FET1
        
          
          
        
        265000
        NS
        USD
        269637.5
        0.0413836997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Corpus Christi Holdings, LLC
        549300I7CIEWU1BBLQ53
        CHCOCH 3.7 11/15/29
        16412XAJ4
        
          
          
        
        1035000
        NS
        USD
        1031770.66
        0.1583551516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO Petroleum Corporation
        YX52P86PXMLYDOTUQ225
        CITPET 7 06/15/25 144A
        17302XAK2
        
          
          
        
        435000
        NS
        USD
        437718.75
        0.0671806456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYLAND SOFTWARE INC
        N/A
        CORPORATE TERM LOAN
        BL2828285
        
          
        
        989343.86
        NS
        USD
        983160.46
        0.1508945057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAYSTAR TECHNOLOGIES INC
        N/A
        CORPORATE TERM LOAN
        BL3152446
        
          
        
        521183.57
        NS
        USD
        519229.14
        0.0796907805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-22
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonbond Student Loan Trust 2019-A-Gs
        N/A
        CBSLT 2019-AGS B
        20268CAC2
        
          
          
        
        150170.78
        NS
        USD
        148337.01
        0.0227666192
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-01-25
          Fixed
          3.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc.
        549300Z6K4JXMFE8QY54
        COMM 7.125 07/01/28 144A
        203372AV9
        
          
          
        
        530000
        NS
        USD
        478788.76
        0.0734840305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST
        N/A
        SMB 2021-A A2A2
        78448YAK7
        
          
          
        
        185000
        NS
        USD
        181932.11
        0.0279227623
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Floating
          0.921140000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST
        N/A
        SMB 2020-A A2A
        78449UAB4
        
          
          
        
        84572.22
        NS
        USD
        81607.98
        0.0125251129
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          2.230000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc.
        549300Z6K4JXMFE8QY54
        COMM 4.75 09/01/29 144A
        203372AX5
        
          
          
        
        735000
        NS
        USD
        676942.35
        0.1038964497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COREVEST AMERICAN FINANCE TRUST
        N/A
        CAFL 2019-3 C
        21872NAJ9
        
          
          
        
        235000
        NS
        USD
        217461.64
        0.0333757998
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-18
          Fixed
          3.265000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
        N/A
        ACAR 2022-1 D
        02530WAG9
        
          
          
        
        200000
        NS
        USD
        189142.74
        0.0290294427
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-13
          Fixed
          2.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUASAR INTERMEDIATE HOLD
        N/A
        CORPORATE TERM LOAN
        BL3833342
        
          
        
        390000
        NS
        USD
        383523.27
        0.0588627763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES HOLDIN
        N/A
        CORPORATE TERM LOAN
        BL3839133
        
          
        
        257779.2
        NS
        USD
        254718.07
        0.0390938802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-27
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTON FINCO SARL
        N/A
        CORPORATE TERM LOAN
        BL3152610
        
          
          
        
        353514.08
        NS
        USD
        348918.4
        0.0535516547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-09
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX GUARANTOR INC
        N/A
        CORPORATE TERM LOAN
        BL3290253
        
          
          
        
        514686.08
        NS
        USD
        496243.34
        0.0761629424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-05
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANCE AUTO LOAN TRUST
        N/A
        CAALT 2020-1A C
        22534GAE3
        
          
          
        
        300000
        NS
        USD
        294675.75
        0.0452265459
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          2.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        DOMREP 5.95 01/25/27 144A
        25714PDT2
        
          
          
        
        365000
        NS
        USD
        375041.15
        0.0575609488
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-25
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        SNFF 3.125 03/15/27 144A
        7846ELAD9
        
          
          
        
        200000
        NS
        USD
        184000
        0.0282401400
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-03-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2021-1 D
        80286NAG1
        
          
          
        
        405000
        NS
        USD
        387926.66
        0.0595386043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.130000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAR US BIDCO LLC
        N/A
        CORPORATE TERM LOAN
        BL3310499
        
          
        
        461774.78
        NS
        USD
        456291.21
        0.0700311286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3392828
        
          
        
        510000
        NS
        USD
        529125
        0.0812095874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-25
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Inc
        N/A
        DPABS 2017-1A A23
        25755TAH3
        
          
          
        
        331200
        NS
        USD
        328439.78
        0.0504086162
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-07-25
          Fixed
          4.118000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT 3.9 10/01/27
        26884LAF6
        
          
          
        
        140000
        NS
        USD
        139594.72
        0.0214248611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC V3.419 12/20/28
        06051GHD4
        
          
          
        
        555000
        NS
        USD
        549391.3
        0.0843200393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.419000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage 2012-Lc4
        N/A
        COMM 2012-LC4 B
        126192AF0
        
          
          
        
        88220.27
        NS
        USD
        88104.43
        0.0135221817
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-12-12
          Floating
          4.934000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CNC 4.625 12/15/29
        15135BAT8
        
          
          
        
        60000
        NS
        USD
        60485.4
        0.0092832400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 2.875 04/01/32 144A
        212015AV3
        
          
          
        
        125000
        NS
        USD
        111468.75
        0.0171081147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES HOLDIN
        N/A
        CORPORATE TERM LOAN
        BL3839158
        
          
        
        43691.39
        NS
        USD
        43172.55
        0.0066260807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-27
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES HOLDIN
        N/A
        CORPORATE TERM LOAN
        BL3843390
        
          
        
        120000
        NS
        USD
        118725
        0.0182217969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-04
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT 5 01/15/29
        26884LAL3
        
          
          
        
        135000
        NS
        USD
        139365.9
        0.0213897420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT 3.125 05/15/26 144A
        26884LAM1
        
          
          
        
        50000
        NS
        USD
        48563.5
        0.0074534785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACKAGING COORDINATORS MIDCO
        N/A
        CORPORATE TERM LOAN
        BL3448398
        
          
        
        555618.84
        NS
        USD
        544903.17
        0.0836312055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-25
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN VETERINARY PARTNERS
        N/A
        CORPORATE TERM LOAN
        BL3451657
        
          
        
        665001.79
        NS
        USD
        660845.53
        0.1014259255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-02
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT 3.625 05/15/31 144A
        26884LAN9
        
          
          
        
        505000
        NS
        USD
        482275
        0.0740190952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        EIX 4.95 04/15/25
        281020AR8
        
          
          
        
        70000
        NS
        USD
        71616.13
        0.0109915736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SeaWorld Parks & Entertainment Inc
        549300UZV72O3371JJ53
        SEAS 5.25 08/15/29 144A
        81282UAG7
        
          
          
        
        490000
        NS
        USD
        467332.6
        0.0717257503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SiriusPoint Ltd
        549300PB35NLMKG2ND86
        SIRINT 4.6 11/01/26 144A
        82968FAA2
        
          
          
        
        150000
        NS
        USD
        146790
        0.0225291856
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-11-01
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLYDESDALE ACQUISITION
        N/A
        CORPORATE TERM LOAN
        BL3878438
        
          
        
        285000
        NS
        USD
        280012.5
        0.0429760446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smithfield Foods, Inc.
        CVTIPZRZJC0JQEZLL598
        SFD 3 10/15/30 144A
        832248BC1
        
          
          
        
        100000
        NS
        USD
        90756.18
        0.0139291697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        STANLN V4.644 04/01/31 144A
        853254BS8
        
          
          
        
        1145000
        NS
        USD
        1180615.65
        0.1811997351
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-04-01
          Fixed
          4.644000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARUBA INVESTMENTS HOLDINGS LLC
        N/A
        CORPORATE TERM LOAN
        BL3473297
        
          
        
        336608.5
        NS
        USD
        331278.98
        0.0508443738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-28
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETVET CARE CENTERS LLC
        N/A
        CORPORATE TERM LOAN
        BL3541143
        
          
        
        483059.12
        NS
        USD
        479436.18
        0.0735833959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-14
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooper-Standard
        N/A
        Cooper-Standard Term Loan B 200 2023-11-01
        21676TAC9
        
          
          
        
        861807.97
        NS
        USD
        794555.92
        0.1219476654
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-11-01
          Floating
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International L.L.C. and EMC Corporation
        N/A
        DELL 8.1 07/15/36
        24703TAJ5
        
          
          
        
        157000
        NS
        USD
        206453.25
        0.0316862429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          8.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tennessee Merger Sub, Inc.
        549300PVTQ4UDTTMQT11
        TMH 6.375 02/01/25 144A
        88047PAA2
        
          
          
        
        570000
        NS
        USD
        511575
        0.0785160306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2018-4 A2
        89175TAB4
        
          
          
        
        100000
        NS
        USD
        95394.32
        0.0146410269
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-06-25
          Floating
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corporation
        N/A
        DISH 7.75 07/01/26
        25470XAY1
        
          
          
        
        525000
        NS
        USD
        521587.5
        0.0800527393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corporation
        N/A
        DISH 5.125 06/01/29
        25470XBD6
        
          
          
        
        495000
        NS
        USD
        421537.05
        0.0646970941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        CZ72ZHBVKZXQRV3XFE26
        OVV 6.625 08/15/37
        292505AE4
        
          
          
        
        160000
        NS
        USD
        189290.28
        0.0290520870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        EQIX 3.2 11/18/29
        29444UBE5
        
          
          
        
        880000
        NS
        USD
        842156.62
        0.1292533742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-18
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CITADEL SECURITIES LP
        N/A
        CORPORATE TERM LOAN
        BL3545938
        
          
        
        757350
        NS
        USD
        752210.62
        0.1154485502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-27
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPICOR SOFTWARE CORP
        N/A
        CORPORATE TERM LOAN
        BL3546159
        
          
          
        
        822362.36
        NS
        USD
        814980.01
        0.1250823347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        NOTES ESCROW
        131ESC9C1
        
          
          
        
        920000
        NS
        USD
        0.01
        0.0000000015
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2010-07-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nmg Parent Llc
        N/A
        Nmg Parent Llc NPV
        62929P102
        
          
        
        650
        NS
        USD
        108550
        0.0166601478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        EQIX 2.15 07/15/30
        29444UBH8
        
          
          
        
        615000
        NS
        USD
        538227.53
        0.0826066348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2020-SFR1 B
        33767MAC9
        
          
          
        
        495000
        NS
        USD
        462965.83
        0.0710555427
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-08-19
          Fixed
          1.740000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2019-2 M1
        89177JAC2
        
          
          
        
        945000
        NS
        USD
        925925.18
        0.1421100909
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-12-25
          Floating
          3.725215200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        UA 3.25 06/15/26
        904311AA5
        
          
          
        
        430000
        NS
        USD
        416025
        0.0638511100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos de Venezuela SA
        549300YWR8TN1OFD4P06
        PDVSA 6 05/16/24 144A
        716558AG6
        
          
          
        
        1800000
        NS
        USD
        119250
        0.0183023734
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2024-05-16
          Fixed
          6.000000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        2020 Cash Mandatory Exchangeable Trust
        N/A
        2020 Cash Mandatory Exchangeable Trust 2020 CASH MANDATORY EXCHANGEABLE TRUST SECURITIES DUE JUNE 1, 2023
        901375105
        
          
          
        
        577
        NS
        USD
        643355
        0.0987414961
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 1.875 11/15/51
        912810TB4
        
          
          
        
        3460000
        NS
        USD
        3035068.75
        0.4658193829
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture Global Calcasieu Pass Llc
        549300GKHS6RS20NLH85
        VENTGL 4.125 08/15/31 144A
        92328MAB9
        
          
          
        
        470000
        NS
        USD
        461140.5
        0.0707753929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dun & Bradstreet
        RI37BMPWE56BCJ747E14
        Dun & Bradstreet Term Loan B 325 2026-02-01
        26483NAN0
        
          
          
        
        900857.65
        NS
        USD
        891849.07
        0.1368801229
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-01
          Floating
          3.470000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries, Inc.
        5TZLZ6WJTBVJ0QWBG121
        HII 4.2 05/01/30
        446413AT3
        
          
          
        
        235000
        NS
        USD
        244411.08
        0.0375119735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2021-SFR2 E1
        33767TAJ9
        
          
          
        
        180000
        NS
        USD
        158940.68
        0.0243940601
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-09-17
          Fixed
          2.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2021-SFR2 E2
        33767TAL4
        
          
          
        
        140000
        NS
        USD
        123203.01
        0.0189090775
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-09-17
          Fixed
          2.360000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        N/A
        CORPORATE TERM LOAN
        BL3547868
        
          
        
        285000
        NS
        USD
        279003.03
        0.0428211121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-28
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETSMART INC
        N/A
        CORPORATE TERM LOAN
        BL3549963
        
          
        
        353225
        NS
        USD
        351282.26
        0.0539144576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-12
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALPAGE INC
        N/A
        CORPORATE TERM LOAN
        BL3558022
        
          
        
        751225
        NS
        USD
        742116.41
        0.1138993007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-18
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Precision Medicine Group
        5493005RG0LYTBKL8W81
        Precision Medicine Group Term Loan B 300 2027-11-01
        74028HAE5
        
          
          
        
        523327.04
        NS
        USD
        512424.57
        0.0786464218
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-01
          Floating
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation
        549300T0G4GS0SINS786
        IEP 4.375 02/01/29
        451102CC9
        
          
          
        
        65000
        NS
        USD
        59637.5
        0.0091531052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Innophos
        XQ0331QX53IRX25OY417
        Innophos Term Loan B 375 2027-01-07
        45778EAG9
        
          
          
        
        392000
        NS
        USD
        389305
        0.0597501506
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-07
          Floating
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2021-SFR1 D
        33767WAG8
        
          
          
        
        1015000
        NS
        USD
        921539.51
        0.1414369826
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-19
          Fixed
          2.189000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Company
        20S05OYHG0MQM4VUIC57
        F 4.75 01/15/43
        345370CQ1
        
          
          
        
        180000
        NS
        USD
        163486.8
        0.0250917941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Company
        20S05OYHG0MQM4VUIC57
        F 3.25 02/12/32
        345370DA5
        
          
          
        
        1874000
        NS
        USD
        1673725.62
        0.2568817709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        FCX 4.25 03/01/30
        35671DCF0
        
          
          
        
        200000
        NS
        USD
        201334
        0.0309005454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corporation
        EFQMQROEDSNBRIP7LE47
        LNC F 04/20/67 *
        534187BP3
        
          
          
        
        715000
        NS
        USD
        567531.25
        0.0871041411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-04-20
          Floating
          2.294000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM Growth Properties Operating Partnership LP/ MGP Escrow Co Issuer Inc.
        549300U6G4UOCMLQK204
        MGMGPO 5.75 02/01/27
        55303XAJ4
        
          
          
        
        195000
        NS
        USD
        205968.75
        0.0316118823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT XCIV LLC
        N/A
        VOLT 2021-NPL3 A1
        92873AAA6
        
          
          
        
        536900.78
        NS
        USD
        515806.32
        0.0791654494
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Floating
          2.239499400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT CVI LLC
        N/A
        VOLT 2021-NP12 A1
        92873KAA4
        
          
          
        
        384679.49
        NS
        USD
        373835.3
        0.0573758762
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-12-26
          Floating
          2.734400100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Company
        3C7474T6CDKPR9K6YT90
        GE V0 PERP D
        369604BQ5
        
          
          
        
        840000
        NS
        USD
        805350
        0.1236043302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Floating
          4.156000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Company
        54930070NSV60J38I987
        GM 5.2 04/01/45
        37045VAJ9
        
          
          
        
        90000
        NS
        USD
        91095.88
        0.0139813066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          5.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I Homes Inc.
        5299005M71FH9CCSFB69
        MHO 4.95 02/01/28
        55305BAS0
        
          
          
        
        640000
        NS
        USD
        603200
        0.0925785460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        MGLLNS 4.054 03/15/29 144A
        55903VAJ2
        
          
          
        
        215000
        NS
        USD
        216066.33
        0.0331616490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.054000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Company
        54930070NSV60J38I987
        GM 5.4 04/01/48
        37045VAQ3
        
          
          
        
        950000
        NS
        USD
        998783.65
        0.1532923376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Company
        54930070NSV60J38I987
        GM 5.95 04/01/49
        37045VAT7
        
          
          
        
        810000
        NS
        USD
        900149.18
        0.1381540156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-01
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peloton Interactive Inc
        5493002YS021166W0339
        PTON 0 02/15/26
        70614WAB6
        
          
          
        
        235000
        NS
        USD
        194168.75
        0.0298008298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.43
          N
          N
          N
          N
          Y
          
            
              Peloton Interactive Inc
              Peloton Interactive Inc CL A COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        PEMEX 7.69 01/23/50
        71654QDD1
        
          
          
        
        600000
        NS
        USD
        524250
        0.0804613772
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          7.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFINITE ELECTRONICS
        N/A
        CORPORATE TERM LOAN
        BL3558659
        
          
        
        185000
        NS
        USD
        184537.5
        0.0283226350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-24
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZEBRA BUYER LLC
        N/A
        CORPORATE TERM LOAN
        BL3560267
        
          
        
        321741.6
        NS
        USD
        319328.54
        0.0490102320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-22
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM V5.75 PERP A
        37045XCA2
        
          
          
        
        30000
        NS
        USD
        29925
        0.0045928597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM V5.7 PERP C
        37045XDB9
        
          
          
        
        50000
        NS
        USD
        52385
        0.0080399986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          5.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wf-Rbs Com Mg Tst
        5493003CHVRASC16O965
        WFRBS 2013-C15 B
        92938CAH0
        
          
          
        
        180000
        NS
        USD
        174159.29
        0.0267297975
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-17
          Floating
          4.505513500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wendys Funding Llc
        5493009DRVSTWJOXUL48
        WEN 2018-1A A2II
        95058XAE8
        
          
          
        
        129262.5
        NS
        USD
        127843.46
        0.0196212892
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.884000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Goodyear Tire & Rubber Company
        5493002BI0S2ZQUY3437
        GT 4.875 03/15/27
        382550BG5
        
          
          
        
        765000
        NS
        USD
        742696.43
        0.1139883216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST
        N/A
        HPEFS 2021-1A D
        40440YAF6
        
          
          
        
        150000
        NS
        USD
        144351.6
        0.0221549424
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          1.030000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP
        N/A
        CORPORATE TERM LOAN
        BL3561547
        
          
        
        291416.66
        NS
        USD
        287500.6
        0.0441253109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEDGWICK CLAIME MNGT SRV INC
        N/A
        CORPORATE TERM LOAN
        BL3561562
        
          
          
        
        696405.15
        NS
        USD
        691430.72
        0.1061201106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-08
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CKE Restaurants, Inc.
        N/A
        HNGRY 2020-1A A2
        411707AH5
        
          
          
        
        760375
        NS
        USD
        735333.57
        0.1128582770
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-20
          Fixed
          3.981000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilcorp Energy I L.P/Hilcorp Finance Co
        549300ITPIHLG0LHEC09
        HILCRP 5.75 02/01/29 144A
        431318AU8
        
          
          
        
        665000
        NS
        USD
        665399
        0.1021247876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp.
        549300QQXOOYEF89IC56
        WDC 2.85 02/01/29
        958102AQ8
        
          
          
        
        75000
        NS
        USD
        68519.25
        0.0105162675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp.
        549300QQXOOYEF89IC56
        WDC 3.1 02/01/32
        958102AR6
        
          
          
        
        50000
        NS
        USD
        44768.5
        0.0068710256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corporation
        5299001HX8ZN8Y8QIT49
        SBAC 3.125 02/01/29
        78410GAG9
        
          
          
        
        905000
        NS
        USD
        823206.1
        0.1263448670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Partners LP/Targa Resources Finance Corp.
        6OQWTZ1SPC04IFT4T704
        NGLS 5.875 04/15/26
        87612BBJ0
        
          
          
        
        305000
        NS
        USD
        314546.5
        0.0482762891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2
        N/A
        WLAKE 2021-2A D
        96042RAF5
        
          
          
        
        345000
        NS
        USD
        327493.08
        0.0502633176
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          1.230000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX GUARANTOR INC
        N/A
        CORPORATE TERM LOAN
        BL3562503
        
          
        
        570129.23
        NS
        USD
        563091.55
        0.0864227403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-05
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROJECT RUBY ULTIMATE PARENT C
        N/A
        CORPORATE TERM LOAN
        BL3562792
        
          
          
        
        485100
        NS
        USD
        479036.26
        0.0735220166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED SYSTEMS INC
        N/A
        CORPORATE TERM LOAN
        BL3563303
        
          
          
        
        380000
        NS
        USD
        377328.22
        0.0579119661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-19
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PODS LLC
        N/A
        CORPORATE TERM LOAN
        BL3571561
        
          
        
        897393.12
        NS
        USD
        886624.42
        0.1360782487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-19
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERENS US HOLDCO CORP
        N/A
        CORPORATE TERM LOAN
        BL3571728
        
          
        
        715320.31
        NS
        USD
        697437.3
        0.1070419946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-29
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIT WORLDWIDE LOGISTIC H
        N/A
        CORPORATE TERM LOAN
        BL3577782
        
          
        
        448875
        NS
        USD
        444526.3
        0.0682254617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilcorp Energy I L.P/Hilcorp Finance Co
        549300ITPIHLG0LHEC09
        HILCRP 6 02/01/31 144A
        431318AV6
        
          
          
        
        390000
        NS
        USD
        390975
        0.0600064606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc.
        5493003EG7H0N1E4XV50
        HLT 4 05/01/31 144A
        432833AL5
        
          
          
        
        515000
        NS
        USD
        486031.25
        0.0745956008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Partners LP/Targa Resources Finance Corp.
        6OQWTZ1SPC04IFT4T704
        NGLS 4 01/15/32
        87612BBU5
        
          
          
        
        195000
        NS
        USD
        187587.08
        0.0287906815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Titan Acquisition Limited / Titan Co-Borrower LLC
        5493003ZDHRVP2N4C109
        HUSKYI 7.75 04/15/26 144A
        88827AAA1
        
          
          
        
        690000
        NS
        USD
        685635.75
        0.1052307042
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-04-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHAELS COS INC/THE
        N/A
        CORPORATE TERM LOAN
        BL3588797
        
          
        
        322563
        NS
        USD
        300655.49
        0.0461443105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-09
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAI HOLDCO INC
        N/A
        CORPORATE TERM LOAN
        BL3606284
        
          
        
        158549.24
        NS
        USD
        156765.57
        0.0240602263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-26
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAdvantage Loyalty IP Ltd/ American Airlines Inc
        IWUQB36BXD6OWD6X4T14
        AAL 5.75 04/20/29 144A
        00253XAB7
        
          
          
        
        175000
        NS
        USD
        174343.75
        0.0267581082
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-04-20
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL HOLDCO LLC
        N/A
        CORPORATE TERM LOAN
        BL3618537
        
          
          
        
        89550
        NS
        USD
        88027.65
        0.0135103976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-05
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCLINE FM HOLDINGS LLC
        N/A
        CORPORATE TERM LOAN
        BL3636331
        
          
        
        140000
        NS
        USD
        137900
        0.0211647571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-17
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acrisure Llc / Acrisure Fin Inc
        549300R0Z1Q47XRTGO22
        ACRISU 7 11/15/25 144A
        00489LAA1
        
          
          
        
        595000
        NS
        USD
        594821.5
        0.0912926220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGFC Capital Trust I
        N/A
        AMGFIN V0 01/15/67 144A
        00846NAA5
        
          
          
        
        100000
        NS
        USD
        56493.05
        0.0086704981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-01-15
          Floating
          1.988430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Pt Mtg Tr 2017-1
        N/A
        TPMT 2017-1 A2
        89173FAB6
        
          
          
        
        950000
        NS
        USD
        948151.49
        0.1455213632
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-25
          Floating
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TDG 5.5 11/15/27
        893647BL0
        
          
          
        
        480000
        NS
        USD
        476400
        0.0731174060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co Inc.
        5493003EG7H0N1E4XV50
        HLT 3.625 02/15/32 144A
        432833AN1
        
          
          
        
        140000
        NS
        USD
        127050
        0.0194995097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        HOLX 3.25 02/15/29 144A
        436440AP6
        
          
          
        
        860000
        NS
        USD
        803042.2
        0.1232501313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 3.375 07/01/25
        00914AAH5
        
          
          
        
        595000
        NS
        USD
        586423.96
        0.0900037757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AJAX MORTGAGE LOAN TRUST 2021-A
        N/A
        AJAXM 2021-A A1
        00971AAA0
        
          
          
        
        568905.6
        NS
        USD
        532949.74
        0.0817966048
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2065-09-25
          Floating
          1.064999600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        TDG 4.625 01/15/29
        893647BP1
        
          
          
        
        335000
        NS
        USD
        313214.95
        0.0480719241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm
        88Q84GB3X55CF5OC7582
        TransDigm Term Loan F 225 2025-12-01
        89364MBR4
        
          
          
        
        242678.39
        NS
        USD
        238052.46
        0.0365360587
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-01
          Floating
          4.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME PARTNERS OF AMERICA TRUST
        N/A
        HPA 2019-1 D
        43731QAG3
        
          
          
        
        173189.09
        NS
        USD
        161699.93
        0.0248175471
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-09-19
          Fixed
          3.406000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation
        549300T0G4GS0SINS786
        IEP 6.25 05/15/26
        451102BT3
        
          
          
        
        630000
        NS
        USD
        642600
        0.0986256194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        N/A
        CORPORATE TERM LOAN
        BL3638709
        
          
        
        429324.77
        NS
        USD
        425568.17
        0.0653157864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-14
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR APPLE BIDCO LLC
        N/A
        CORPORATE TERM LOAN
        BL3644988
        
          
        
        35000
        NS
        USD
        34693.75
        0.0053247628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-13
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        IHRT 8.375 05/01/27
        45174HBD8
        
          
          
        
        370000
        NS
        USD
        382561.5
        0.0587151648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          8.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indian Railway Finance Corp
        335800F2JHSOGXQEBY56
        INRCIN 2.8 02/10/31 144A
        45434L2C7
        
          
          
        
        620000
        NS
        USD
        550367.64
        0.0844698870
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2031-02-10
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice France Holdings S A
        5299000JVHXKJPOE6H40
        SFRFP 6 02/15/28 144a
        02156TAA2
        
          
          
        
        420000
        NS
        USD
        362250
        0.0555977757
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-02-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Egypt (Arab Republic of)
        529900GFIVH4086NMH82
        EGYPT 7.3 09/30/33 144A
        03846JAE0
        
          
          
        
        270000
        NS
        USD
        235474.56
        0.0361404051
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2033-09-30
          Fixed
          7.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Itau Unibanco Holding SA Cayman Branch
        N/A
        ITAU V3.875 04/15/31 144A
        46556L2A1
        
          
          
        
        660000
        NS
        USD
        625350
        0.0959781063
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2031-04-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        JBL 3 01/15/31
        466313AK9
        
          
          
        
        540000
        NS
        USD
        494665.65
        0.0759208001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        N/A
        CORPORATE TERM LOAN
        BL3674951
        
          
        
        220000
        NS
        USD
        214940
        0.0329887809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-03
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        N/A
        CORPORATE TERM LOAN
        BL3706894
        
          
          
        
        847875
        NS
        USD
        829327.73
        0.1272844088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-29
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JetBlue Airways Corporation
        54930070J9H97ZO93T57
        JBLU 0.5 04/01/26
        477143AN1
        
          
          
        
        210000
        NS
        USD
        195392.06
        0.0299885822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.500000000000
          N
          N
          N
          N
          Y
          
            
              JetBlue Airways Corporation
              JetBlue Airways Corporation COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KHC 5 06/04/42
        50076QAE6
        
          
          
        
        140000
        NS
        USD
        149534
        0.0229503320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-04
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTWISE LLC
        N/A
        CORPORATE TERM LOAN
        BL3707686
        
          
        
        588525
        NS
        USD
        583816.8
        0.0896036314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-24
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOTDASH MEREDITH INC
        N/A
        CORPORATE TERM LOAN
        BL3776608
        
          
        
        513712.5
        NS
        USD
        509003.3
        0.0781213286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-23
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Capital Corporation
        WEQ82666OJYSI5GUAB47
        ARCC 2.875 06/15/28
        04010LBB8
        
          
          
        
        840000
        NS
        USD
        743653.11
        0.1141351519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BACR V4.375 PERP
        06738EBT1
        
          
          
        
        760000
        NS
        USD
        669370
        0.1027342528
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2500-12-31
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSITECH HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3789908
        
          
        
        63428.57
        NS
        USD
        62477.14
        0.0095889303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN NUGGET 4.5% 01/12/2029
        N/A
        CORPORATE TERM LOAN
        BL3833797
        
          
        
        295000
        NS
        USD
        292955.06
        0.0449624560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-13
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KHC 4.375 06/01/46
        50077LAB2
        
          
          
        
        970000
        NS
        USD
        958010.8
        0.1470345605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KHC 5.2 07/15/45
        50077LAM8
        
          
          
        
        695000
        NS
        USD
        752337.5
        0.1154680236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-15
          Fixed
          5.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOYA MIDCO LLC
        N/A
        CORPORATE TERM LOAN
        BL3840735
        
          
        
        240732.03
        NS
        USD
        236519.21
        0.0363007370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAFE FLEET HOLDINGS LLC
        N/A
        CORPORATE TERM LOAN
        BL3853670
        
          
        
        130000
        NS
        USD
        128050
        0.0196529887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-17
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOPHIA LP
        N/A
        CORPORATE BANK LOAN
        BL3868900
        
          
        
        203698.53
        NS
        USD
        201406.92
        0.0309117371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-07
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KHC 4.875 10/01/49
        50077LAZ9
        
          
          
        
        1005000
        NS
        USD
        1058898.15
        0.1625186523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust 2019-Gs7
        N/A
        LMAT 2019-GS7 A1
        52474MAA7
        
          
          
        
        341603.09
        NS
        USD
        340055.87
        0.0521914423
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-11-25
          Floating
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        TWTR 0 03/15/26
        90184LAN2
        
          
          
        
        375000
        NS
        USD
        314812.5
        0.0483171146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          4.83
          N
          N
          N
          N
          Y
          
            
              Twitter Inc
              Twitter Inc COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER 0 12/15/25
        90353TAJ9
        
          
          
        
        505000
        NS
        USD
        451975
        0.0693686809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          3.16
          N
          N
          N
          N
          Y
          
            
              Uber Technologies Inc
              Uber Technologies Inc COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          
        
      
      
        USA Compression Partners LP / USA Compression Finance Corp
        N/A
        USAC 6.875 04/01/26
        91740PAC2
        
          
          
        
        275000
        NS
        USD
        277475
        0.0425865916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWAY HOLDING COMPANY
        N/A
        CORPORATE TERM LOAN
        BL2387530
        
          
        
        855189.27
        NS
        USD
        842094.62
        0.1292438585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-03
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BACR V2.279 11/24/27
        06738EBU8
        
          
          
        
        1315000
        NS
        USD
        1220819.2
        0.1873701366
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-11-24
          Fixed
          2.279000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 5 01/30/28 144A
        071734AH0
        
          
          
        
        245000
        NS
        USD
        201774.65
        0.0309681759
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS US FINANCE LLC
        N/A
        CORPORATE TERM LOAN
        BL2552414
        
          
        
        835243.21
        NS
        USD
        820104.42
        0.1258688242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-29
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLISLE FOOD SRV PRODUCTS INC
        XR64VGX1ZPX6G7ZN7Z11
        CORPORATE TERM LOAN
        BL2649780
        
          
        
        734429.17
        NS
        USD
        705052
        0.1082106913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST
        N/A
        LMAT 2020-GS5 A1
        52475JAA3
        
          
          
        
        93896.77
        NS
        USD
        93076.86
        0.0142853454
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-08-25
          Floating
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST
        N/A
        LMAT 2021-GS4 A1
        52475WAA4
        
          
          
        
        130393.52
        NS
        USD
        123037.15
        0.0188836214
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-11-25
          Floating
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI 3.25 08/15/33 144A
        55354GAQ3
        
          
          
        
        200000
        NS
        USD
        179762.5
        0.0275897727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        MAR 4.625 06/15/30 FF
        571903BE2
        
          
          
        
        190000
        NS
        USD
        196781.25
        0.0302017938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO PERTOLEUM CORP
        N/A
        CORPORATE TERM LOAN
        BL2943522
        
          
          
        
        318788.34
        NS
        USD
        317274.1
        0.0486949185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-27
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFEPOINT HEALTH INC
        N/A
        CORPORATE TERM LOAN
        BL3282532
        
          
        
        606707.01
        NS
        USD
        602325.37
        0.0924443086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 5.25 02/15/31 144A
        071734AL1
        
          
          
        
        635000
        NS
        USD
        494258.6
        0.0758583264
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Byvw Opp Mst Fd Tr 2017-Spl5
        N/A
        BOMFT 2017-SPL5 B1
        07331UAD0
        
          
          
        
        375000
        NS
        USD
        362461.35
        0.0556302134
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-28
          Floating
          3.999999900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Byvw Opp Mst Fd Ivb 2017-Spl4
        N/A
        BOMFT 2017-SPL4 B2
        07331YAG5
        
          
          
        
        100000
        NS
        USD
        95325.81
        0.0146305121
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-01-28
          Floating
          4.750000500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Co
        5493003WEAK2PJ5WS063
        CVNA 5.875 10/01/28 144A
        146869AD4
        
          
          
        
        335000
        NS
        USD
        298317.5
        0.0457854781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        MAR 2.85 04/15/31 HH
        571903BG7
        
          
          
        
        305000
        NS
        USD
        278371.34
        0.0427241610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metis Merger Subordinated Llc
        N/A
        EOCGRO 6.5 05/15/29 144A
        59155LAA0
        
          
          
        
        360000
        NS
        USD
        338778
        0.0519953161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coinbase Global Inc
        5493004G3J2SC154DU06
        COIN 3.625 10/01/31 144A
        19260QAD9
        
          
          
        
        525000
        NS
        USD
        447562.5
        0.0686914547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        CBSLT 2020-1 A
        20268BAA8
        
          
          
        
        177623.4
        NS
        USD
        163423.35
        0.0250820559
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-25
          Fixed
          1.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUG LLC
        N/A
        CORPORATE TERM LOAN
        BL3284967
        
          
        
        635375
        NS
        USD
        621873.28
        0.0954445027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-12
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN NUGGET LLC
        N/A
        CORPORATE TERM LOAN
        BL3347293
        
          
        
        40000
        NS
        USD
        42400
        0.0065075105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-04
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        COMM 5 03/15/27 144A
        20338HAB9
        
          
          
        
        215000
        NS
        USD
        186743.66
        0.0286612343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-2
        N/A
        CAALT 2021-2A C
        22537CAE9
        
          
          
        
        250000
        NS
        USD
        236526.33
        0.0363018298
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-06-17
          Fixed
          1.640000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASP NAVIGATE ACQUISITION CORP
        N/A
        CORPORATE TERM LOAN
        BL3446038
        
          
        
        222187.49
        NS
        USD
        216910.54
        0.0332912175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-24
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE LAUNDRY SYSTEMS LLC
        N/A
        CORPORATE TERM LOAN
        BL3451749
        
          
        
        827198.4
        NS
        USD
        816513.48
        0.1253176902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        CCI 2.25 01/15/31
        22822VAT8
        
          
          
        
        1130000
        NS
        USD
        995964.51
        0.1528596588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST
        N/A
        DTAOT 2021-2A D
        23345EAG0
        
          
          
        
        155000
        NS
        USD
        146735.9
        0.0225208824
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dornoch Debt Merger Subordinated Incorporated
        N/A
        DEXAXL 6.625 10/15/29 144A
        25830JAA9
        
          
          
        
        345000
        NS
        USD
        299967.15
        0.0460386648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ELFI GRADUATE LN PROGRAM LLC
        N/A
        ELFI 2019-A A
        26857EAA6
        
          
          
        
        174762.04
        NS
        USD
        172377.38
        0.0264563117
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-03-25
          Fixed
          2.540000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        MSBAM 2013-C12 C
        61762XAZ0
        
          
          
        
        75000
        NS
        USD
        71938.32
        0.0110410230
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-10-17
          Floating
          4.763369100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL Corporation Ltd.
        UNZWILHE4KMRP9K2L524
        NCLH 1.125 02/15/27
        62886HBC4
        
          
          
        
        870000
        NS
        USD
        799530
        0.1227110823
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-02-15
          Fixed
          1.125000000000
          N
          N
          N
          N
          Y
          
            
              Norwegian Cruise Line Holdings Ltd
              Norwegian Cruise Line Holdings Ltd COM USD0.001
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CNT HOLDINGS I CORP
        N/A
        CORPORATE TERM LOAN
        BL3468248
        
          
        
        361349.99
        NS
        USD
        358910.88
        0.0550852908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-16
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAB HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3538099
        
          
        
        668250
        NS
        USD
        651543.75
        0.0999982974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-20
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nabors Industries, Ltd.
        N/A
        NBR 7.25 01/15/26 144A
        629571AA8
        
          
          
        
        385000
        NS
        USD
        385000
        0.0590894234
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corporation
        54930067J0ZNOEBRW338
        NAVI 6.75 06/15/26
        63938CAJ7
        
          
          
        
        295000
        NS
        USD
        300900
        0.0461818377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corporation
        54930067J0ZNOEBRW338
        NAVI 5 03/15/27
        63938CAK4
        
          
          
        
        790000
        NS
        USD
        752475
        0.1154891269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NFLX 5.875 11/15/28
        64110LAT3
        
          
          
        
        490000
        NS
        USD
        540127
        0.0828981636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORCL 3.95 03/25/51
        68389XCA1
        
          
          
        
        855000
        NS
        USD
        747453.97
        0.1147185042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORCL 2.875 03/25/31
        68389XCE3
        
          
          
        
        345000
        NS
        USD
        314567.81
        0.0482795598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc New
        549300V3UCT773B1KR38
        CZR 8.125 07/01/27 144A
        28470RAK8
        
          
          
        
        170000
        NS
        USD
        182147.35
        0.0279557971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          8.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST
        N/A
        EART 2020-3A D
        30166NAF3
        
          
          
        
        115000
        NS
        USD
        112835.99
        0.0173179574
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.730000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR TRUST
        N/A
        AMSR 2021-SFR3 D
        00180UAD7
        
          
          
        
        520000
        NS
        USD
        473476.59
        0.0726687239
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-09
          Fixed
          2.180000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliance Resource Operating Partners LP/Alliance Resource Finance Corp
        2549007036KGPSVTHP54
        ARLP 7.5 05/01/25 144A
        01879NAA3
        
          
          
        
        835000
        NS
        USD
        832912.5
        0.1278345958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Technology Finance Corporation
        254900G5EZJSOD3UKL16
        ORTFIN 2.5 01/15/27
        691205AG3
        
          
          
        
        295000
        NS
        USD
        266423.47
        0.0408904136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM LLC
        N/A
        PRPM 2021-3 A1
        69357PAA6
        
          
          
        
        542939.9
        NS
        USD
        518714.19
        0.0796117465
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-25
          Floating
          1.867000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliant Energy Finance LLC
        54930033ER6EOI5DL570
        LNT 3.6 03/01/32 144A
        01882YAD8
        
          
          
        
        475000
        NS
        USD
        461972.37
        0.0709030675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied Universal Holdco LLC / Allied Universal Finance Corporation
        98450038B4549046D794
        UNSEAM 6 06/01/29 144A
        019576AC1
        
          
          
        
        200000
        NS
        USD
        176433
        0.0270787643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM 2021-8 LLC
        N/A
        PRPM 2021-8 A1
        69360MAA8
        
          
          
        
        383495.9
        NS
        USD
        363415.36
        0.0557766340
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-25
          Floating
          1.743000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Company
        1HNPXZSMMB7HMBMVBS46
        PCG 4.3 03/15/45
        694308HL4
        
          
          
        
        335000
        NS
        USD
        285339.97
        0.0437936995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINANCIAL MORTGAGE TRUST
        N/A
        EFMT 2019-2 A3
        31573TAC2
        
          
          
        
        91296.27
        NS
        USD
        89733.76
        0.0137722497
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-11-25
          Floating
          3.045999800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2020-SFR1 D
        33767MAG0
        
          
          
        
        200000
        NS
        USD
        186019.68
        0.0285501185
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-08-19
          Fixed
          2.240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Company
        1HNPXZSMMB7HMBMVBS46
        PCG 3.5 08/01/50
        694308JJ7
        
          
          
        
        740000
        NS
        USD
        595740.45
        0.0914336615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Company
        1HNPXZSMMB7HMBMVBS46
        PCG 4.95 07/01/50
        694308JN8
        
          
          
        
        40000
        NS
        USD
        37675.98
        0.0057824726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Company
        1HNPXZSMMB7HMBMVBS46
        PCG 3.25 06/01/31
        694308JT5
        
          
          
        
        320000
        NS
        USD
        289449.2
        0.0444243801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama (Republic of)
        549300SHS4T08CL0LP14
        PANAMA 4.3 04/29/53
        698299BB9
        
          
          
        
        200000
        NS
        USD
        191996
        0.0294673583
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2053-04-29
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARROYO MORTGAGE TRUST
        N/A
        ARRW 2019-2 A1
        042858AA8
        
          
          
        
        305136.58
        NS
        USD
        297734.55
        0.0456960075
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-04-25
          Fixed
          3.347000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        At Home Group Inc
        549300LGPR0P05O30I24
        HOME 4.875 07/15/28 144A
        04650YAA8
        
          
          
        
        115000
        NS
        USD
        102350
        0.0157085779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLOECKNER PENTAPLAST OF AMER
        N/A
        CORPORATE TERM LOAN
        BL3547512
        
          
        
        638550
        NS
        USD
        574695
        0.0882036264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        N/A
        CORPORATE TERM LOAN
        BL3547827
        
          
        
        843801.66
        NS
        USD
        832199.38
        0.1277251468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-28
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST
        N/A
        FORDO 2020-C A3
        34533YAD2
        
          
          
        
        815000
        NS
        USD
        802654.71
        0.1231906597
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.410000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300RIQ1R4PTXR5G48
        FFIN 2017-1A A
        35040UAA9
        
          
          
        
        104817.63
        NS
        USD
        105210.39
        0.0161475877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIT WORLDWIDE LOGISTIC H
        N/A
        CORPORATE TERM LOAN
        BL3577857
        
          
        
        93400
        NS
        USD
        93750.25
        0.0143886967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-31
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        N/A
        CORPORATE TERM LOAN
        BL3604099
        
          
        
        253319.68
        NS
        USD
        249926.97
        0.0383585469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-14
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        At Home Group Inc
        549300LGPR0P05O30I24
        HOME 7.125 07/15/29 144A
        04650YAB6
        
          
          
        
        560000
        NS
        USD
        484400
        0.0743452382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia and New Zealand Banking Group Limited
        JHE42UYNWWTJB8YTTU19
        ANZ 4.4 05/19/26 144A
        052528AK2
        
          
          
        
        535000
        NS
        USD
        544961.65
        0.0836401810
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-19
          Fixed
          4.400000000000
          N
          N
          N
          N
          Y
          
            
              Australia and New Zealand Banking Group Limited
              Australia and New Zealand Banking Group Limited NPV
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        GENM Capital Labuan Limited
        254900DWSHIWTSE0YG58
        GENMMK 3.882 04/19/31 144A
        37231BAA6
        
          
          
        
        765000
        NS
        USD
        666909.93
        0.1023566837
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2031-04-19
          Fixed
          3.882000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Midstream Operations LP
        N/A
        HESM 4.25 02/15/30 144A
        428102AE7
        
          
          
        
        165000
        NS
        USD
        155694
        0.0238957628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petrobras Global Finance B.V.
        549300FNENFFSMO3GT38
        PETBRA 7.375 01/17/27
        71647NAS8
        
          
          
        
        175000
        NS
        USD
        194162.5
        0.0297998706
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-17
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        PEMEX 6.5 03/13/27
        71654QCG5
        
          
          
        
        2460000
        NS
        USD
        2498130
        0.3834105488
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        ACGCAP 5.5 12/15/24 144A
        05369AAH4
        
          
          
        
        910000
        NS
        USD
        936612.19
        0.1437503227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        ACGCAP 1.95 01/30/26 144A
        05369AAK7
        
          
          
        
        205000
        NS
        USD
        188269.5
        0.0288954187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        PEMEX 5.95 01/28/31
        71654QDE9
        
          
          
        
        680000
        NS
        USD
        627646.8
        0.0963306169
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR6 E1
        74333HAJ4
        
          
          
        
        185000
        NS
        USD
        163924.58
        0.0251589842
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-19
          Fixed
          2.425000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZEBRA BUYER LLC
        N/A
        CORPORATE TERM LOAN
        BL3604461
        
          
        
        776203.73
        NS
        USD
        761649.92
        0.1168972847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-22
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAVIS TIRE EXPRESS SERVI
        N/A
        CORPORATE TERM LOAN
        BL3605260
        
          
        
        368150
        NS
        USD
        364928.69
        0.0560088984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc
        N/A
        HGVLLC 5 06/01/29 144A
        43284MAA6
        
          
          
        
        785000
        NS
        USD
        749121.58
        0.1149744473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Aircraft Finance III Ltd/LLC
        N/A
        HORZN 2019-2 A
        44040JAA6
        
          
          
        
        525694.91
        NS
        USD
        484222.84
        0.0743180478
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2039-11-15
          Fixed
          3.425000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZALEA TOPCO INC
        N/A
        CORPORATE TERM LOAN
        BL3614825
        
          
        
        802696.77
        NS
        USD
        794669.81
        0.1219651451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-25
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURGERY CENTER HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3615046
        
          
        
        420750
        NS
        USD
        416834.5
        0.0639753513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ipalco Enterprises Inc.
        5493000YFVK2DZX0JV43
        AES 4.25 05/01/30
        462613AP5
        
          
          
        
        200000
        NS
        USD
        200307.98
        0.0307430728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME MORTGAGE TRUST
        N/A
        LHOME 2021-RTL2 A1
        501895AA4
        
          
          
        
        350000
        NS
        USD
        336780.22
        0.0516886987
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-25
          Fixed
          2.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BACR V5.088 06/20/30
        06738EBK0
        
          
          
        
        200000
        NS
        USD
        207463.13
        0.0318412383
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-06-20
          Fixed
          5.088000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 6.25 02/15/29 144A
        071734AK3
        
          
          
        
        30000
        NS
        USD
        24600
        0.0037755839
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEARTLAND DENTAL LLC
        N/A
        CORPORATE TERM LOAN
        BL3635556
        
          
        
        532325
        NS
        USD
        531659.59
        0.0815985938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUIKRETE HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3638386
        
          
        
        720000
        NS
        USD
        705600
        0.1082947978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Private Credit Fund
        549300ORP3TTCNXSYO43
        BCRED 2.625 12/15/26 144A
        09261HAC1
        
          
          
        
        503000
        NS
        USD
        452680.65
        0.0694769834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIRWAYS PLC
        635400GSHSFIWYIDXC76
        IAGLN 3.35 06/15/29 144A
        11043XAB9
        
          
          
        
        255679.31
        NS
        USD
        242144.47
        0.0371640964
        Long
        ABS-O
        CORP
        GB
        N
        
        2
        
          2030-12-15
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp.
        N/A
        LAMR 3.75 02/15/28
        513075BR1
        
          
          
        
        70000
        NS
        USD
        66468.16
        0.0102014682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAUREL ROAD PRIME STUDENT LOAN TRUST
        N/A
        LRK 2020-A A2FX
        51889CAB8
        
          
          
        
        328516.57
        NS
        USD
        314327.58
        0.0482426895
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-25
          Fixed
          1.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        PROG 2021-SFR7 E1
        74333PAJ6
        
          
          
        
        205000
        NS
        USD
        179810.79
        0.0275971842
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-08-17
          Fixed
          2.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR3 E1
        74333VAJ3
        
          
          
        
        125000
        NS
        USD
        111712.33
        0.0171454991
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-05-19
          Fixed
          2.538000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORP
        N/A
        CORPORATE TERM LOAN
        BL3638725
        
          
        
        81317.81
        NS
        USD
        80606.29
        0.0123713745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-14
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAPTOR ACQUISITION CORP
        N/A
        CORPORATE TERM LOAN
        BL3639129
        
          
        
        160000
        NS
        USD
        158800
        0.0243724687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar (State of)
        52990074F6OJOAXK4P65
        QATAR 3.75 04/16/30 144A
        74727PBD2
        
          
          
        
        415000
        NS
        USD
        437831.64
        0.0671979718
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2030-04-16
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO MORTGAGE LLC
        N/A
        RCO 2022-1 A1
        74934VAA5
        
          
          
        
        650000
        NS
        USD
        629950.82
        0.0966842356
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-25
          Fixed
          2.981400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWARD CNTY FLA
        N/A
        FL BROUTL 4 10/01/2047
        115117NJ8
        
          
          
        
        560000
        NS
        USD
        604520
        0.0927811383
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUSINESS JET SECURITIES LLC
        N/A
        BJETS 2021-1A B
        12327BAB2
        
          
          
        
        81576.69
        NS
        USD
        75900.55
        0.0116491422
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          2.918000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARLETTE FUNDING TRUST
        549300J7CH2COR8VWE03
        MFT 2021-3A C
        57108QAC7
        
          
          
        
        145000
        NS
        USD
        134140.08
        0.0205876883
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          1.810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mav Acquisition Corporation
        N/A
        MHED 8 08/01/29 144A
        57767XAB6
        
          
          
        
        600000
        NS
        USD
        567060
        0.0870318141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUSINESS JET SECURITIES 2020-1 LLC
        N/A
        BJETS 2020-1A A
        12327FAA5
        
          
          
        
        102972.93
        NS
        USD
        99170.34
        0.0152205668
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          2.981000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CHTR 4.5 05/01/32
        1248EPCN1
        
          
          
        
        45000
        NS
        USD
        41161.5
        0.0063174268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROC MORTGAGE TRUST
        N/A
        ROC 2021-RTL1 A1
        77118TAA1
        
          
          
        
        860000
        NS
        USD
        825234.5
        0.1266561838
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-25
          Fixed
          2.487000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Science Applications International Corporation New
        549300LZPNZIXQGZPZ48
        SAIC 4.875 04/01/28 144A
        808625AA5
        
          
          
        
        1160000
        NS
        USD
        1142994.4
        0.1754256624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMG Finco plc (McLaren)
        213800BKPDWMWX3GSG36
        MCLAUT 7.5 08/01/26 144A
        58175LAA8
        
          
          
        
        760000
        NS
        USD
        746130
        0.1145153025
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-08-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSION LANE CREDIT CARD MASTER TRUST
        N/A
        MLANE 2021-A B
        60510MAB4
        
          
          
        
        100000
        NS
        USD
        97739.66
        0.0150009874
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          2.240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ST. GEORGE'S UNIVERSITY
        N/A
        CORPORATE TERM LOAN
        BL3643774
        
          
        
        556315.55
        NS
        USD
        548202.8
        0.0841376295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-17
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR APPLE BIDCO LLC
        N/A
        CORPORATE TERM LOAN
        BL3644913
        
          
        
        505000
        NS
        USD
        497635.59
        0.0763766236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-13
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDLINE BORROWER LP
        N/A
        CORPORATE TERM LOAN
        BL3665124
        
          
        
        150000
        NS
        USD
        148329.15
        0.0227654128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APEX GROUP TREASURY LLC
        N/A
        CORPORATE TERM LOAN
        BL3676196
        
          
        
        557875
        NS
        USD
        552993.59
        0.0848729153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-27
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CHTR 4.75 02/01/32 144A
        1248EPCQ4
        
          
          
        
        90000
        NS
        USD
        83811.6
        0.0128633224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI FUNDING VI LLC
        549300NQLBWJD5AREU05
        CLIF 2020-3A A
        12563LAS6
        
          
          
        
        368237.5
        NS
        USD
        341924.68
        0.0524782654
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-10-18
          Fixed
          2.070000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mongolia (Government of)
        N/A
        MONGOL 4.45 07/07/31 144A
        60937LAE5
        
          
          
        
        200000
        NS
        USD
        179796.89
        0.0275950508
        Long
        DBT
        NUSS
        MN
        N
        
        2
        
          2031-07-07
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natura Cosmeticos S A
        N/A
        NATURA 4.125 05/03/28 144A
        63883KAB1
        
          
          
        
        365000
        NS
        USD
        351403.75
        0.0539331038
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2028-05-03
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Commercial Mortgage Trust 2012-LTRT
        N/A
        COMM 2012-LTRT A2
        12624NAC4
        
          
          
        
        100000
        NS
        USD
        98595.21
        0.0151322964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-10-07
          Fixed
          3.399600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calumet Specialty Products Partners LP / Calumet Finance Corp
        529900QWK0FGLES9BA18
        CLMT 8.125 01/15/27 144A
        131477AV3
        
          
          
        
        500000
        NS
        USD
        465000
        0.0713677451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          8.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games Holdings LP / Scientific Games US Finco Inc
        N/A
        SCGALO 6.625 03/01/30 144A
        80874DAA4
        
          
          
        
        55000
        NS
        USD
        54217.9
        0.0083213103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        ST 4 04/15/29 144A
        81725WAK9
        
          
          
        
        300000
        NS
        USD
        285669
        0.0438441987
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        N/A
        CORPORATE TERM LOAN
        BL3679562
        
          
        
        122647.06
        NS
        USD
        121052.65
        0.0185790423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-07-28
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELD NORTH EDUCATION LLC
        N/A
        CORPORATE TERM LOAN
        BL3706480
        
          
        
        864780.64
        NS
        USD
        855412.47
        0.1312878691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-27
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-RTL1
        N/A
        NRMLT 2022-RTL1 A1F
        64831LAA2
        
          
          
        
        650000
        NS
        USD
        650000
        0.0997613642
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-25
          Fixed
          4.335600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
        254900LE3FBC16P2QY79
        NWFIBR 6 02/15/28 144A
        667449AC6
        
          
          
        
        75000
        NS
        USD
        65835.12
        0.0101043098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Societe Generale S.A.
        O2RNE8IBXP4R0TD8PU41
        SOCGEN 4.25 08/19/26 144A
        83368JKF6
        
          
          
        
        2475000
        NS
        USD
        2441734.81
        0.3747550702
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-08-19
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sofi Professional Loan Program 2017-A Llc
        N/A
        SOFI 2017-A C
        83404FAE4
        
          
          
        
        100000
        NS
        USD
        101177.36
        0.0155286022
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-03-26
          Floating
          4.430000300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST
        N/A
        CARMX 2019-3 D
        14315PAH8
        
          
          
        
        320000
        NS
        USD
        317702.89
        0.0487607288
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLEGE AVENUE STUDENT LOANS 2021-C LLC
        N/A
        CASL 2021-C D
        19424WAE7
        
          
          
        
        100000
        NS
        USD
        94559.3
        0.0145128689
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-07-26
          Fixed
          4.110000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corevest American Finance Trust
        N/A
        CAFL 2018-2 A
        21872MAA0
        
          
          
        
        242726.06
        NS
        USD
        244020.01
        0.0374519524
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-11-18
          Floating
          16.914336700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANCE AUTO LOAN TRUST
        N/A
        CAALT 2021-3A C
        22535GAC6
        
          
          
        
        250000
        NS
        USD
        235754.93
        0.0361834360
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-09-16
          Fixed
          1.630000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Company
        549300FC3G3YU2FBZD92
        SO V3.75 09/15/51 21-A
        842587DJ3
        
          
          
        
        742000
        NS
        USD
        684161.1
        0.1050043764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Corporation
        5493008I795YYBFWFU90
        OMF 6.875 03/15/25
        85172FAM1
        
          
          
        
        405000
        NS
        USD
        425865.6
        0.0653614357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMC SOFTWARE (BOXER PARENT)
        N/A
        CORPORATE TERM LOAN
        BL3709187
        
          
        
        155000
        NS
        USD
        153159.38
        0.0235067518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-23
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        N/A
        CORPORATE TERM LOAN
        BL3751627
        
          
        
        320901.39
        NS
        USD
        312878.86
        0.0480203414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRD Acc Auto Deal
        N/A
        CAALT 2019-3A C
        22535KAE3
        
          
          
        
        275000
        NS
        USD
        273119.74
        0.0419181505
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.060000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Doric Nimrod Air Alpha 2013-1
        2138002GSTLU323MN989
        DORIC 5.25 05/30/23 144A
        233283AA8
        
          
          
        
        848365.33
        NS
        USD
        842608.92
        0.1293227928
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2025-05-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Financial Corporation
        5493008I795YYBFWFU90
        OMF 7.125 03/15/26
        85172FAN9
        
          
          
        
        770000
        NS
        USD
        823045.3
        0.1263201875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Station Casinos LLC
        5493004E7Q60TX54WL62
        RRR 4.5 02/15/28 144A
        857691AG4
        
          
          
        
        465000
        NS
        USD
        441045.53
        0.0676912365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST 2022-1
        N/A
        DTAOT 2022-1A D
        23345YAG6
        
          
          
        
        545000
        NS
        USD
        533227.84
        0.0818392873
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST
        N/A
        DEFT 2020-2 D
        24704GAF0
        
          
          
        
        105000
        NS
        USD
        103892.45
        0.0159453116
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-23
          Fixed
          1.920000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FILTRATION GROUP CORP
        N/A
        CORPORATE TERM LOAN
        BL3754035
        
          
        
        149625
        NS
        USD
        147792.09
        0.0226829854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-29
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOPHIA LP
        N/A
        CORPORATE TERM LOAN
        BL3757202
        
          
        
        519287.22
        NS
        USD
        513283.22
        0.0787782065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-07
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OASIS LLC
        N/A
        OASIS 2020-2A A
        67421AAA5
        
          
          
        
        155929.04
        NS
        USD
        155969.44
        0.0239380371
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.262400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM LLC
        N/A
        PRPM 2021-2 A1
        69359UAA3
        
          
          
        
        684327.58
        NS
        USD
        662892.12
        0.1017400341
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-25
          Floating
          2.115000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVIS STANDARD
        N/A
        CORPORATE TERM LOAN
        BL3763523
        
          
        
        360000
        NS
        USD
        349200
        0.0535948744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-10
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT OUTDOORS GROUP LLC
        N/A
        CORPORATE TERM LOAN
        BL3770544
        
          
        
        477752.27
        NS
        USD
        475363.51
        0.0729583265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-05
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        DOMREP 4.5 01/30/30 144A
        25714PED6
        
          
          
        
        700000
        NS
        USD
        642257
        0.0985729761
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2030-01-30
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        DOMREP 5.875 01/30/60 144A
        25714PEE4
        
          
          
        
        205000
        NS
        USD
        175275
        0.0269010355
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2060-01-30
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Premier Entertainment Subordinated Llc / Premier Entertainment Finance Corporation
        549300KRDMIL2NJVZ267
        BALY 5.625 09/01/29 144A
        74052HAA2
        
          
          
        
        755000
        NS
        USD
        648884.75
        0.0995901967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pakistan (Islamic Republic of)
        529900LOP29R5WKHOD86
        PKSTAN 6.875 12/05/27 144A
        740840AC7
        
          
          
        
        200000
        NS
        USD
        157300
        0.0241422501
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2027-12-05
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quicken Lns Llc/Quicken Lns Co-Issuer Inc
        549300FGXN1K3HLB1R50
        RKTRM 3.625 03/01/29 144A
        74841CAA9
        
          
          
        
        830000
        NS
        USD
        758495.5
        0.1164131474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co.
        549300E287ZOFT3C5Z56
        RS 2.15 08/15/30
        759509AG7
        
          
          
        
        100000
        NS
        USD
        89639.62
        0.0137578012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corporation
        0W9AIBT6U6ADJ2I8HK17
        THC 6.25 02/01/27 144A
        88033GCX6
        
          
          
        
        105000
        NS
        USD
        107792.48
        0.0165438844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corporation
        0W9AIBT6U6ADJ2I8HK17
        THC 4.875 01/01/26 144A
        88033GCY4
        
          
          
        
        140000
        NS
        USD
        141225
        0.0216750749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Inc
        25490005ZWM1IF9UXU57
        DPABS 2018-1A A2II
        25755TAK6
        
          
          
        
        67725
        NS
        USD
        67701.84
        0.0103908122
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-07-25
          Fixed
          4.328000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corporation
        549300FVRPM9DRQZRG64
        EHC 4.5 02/01/28
        29261AAA8
        
          
          
        
        510000
        NS
        USD
        499800
        0.0767088151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC FINANCE ISSUANCE TRUST 2020-A
        N/A
        REPS 2020-A A
        76042EAA7
        
          
          
        
        610000
        NS
        USD
        595922.24
        0.0914615625
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-20
          Fixed
          2.470000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300V1P5RKG8RJI005
        SMB 2018-C B
        78449QAD9
        
          
          
        
        100000
        NS
        USD
        99740.34
        0.0153080498
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-11-17
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        ET V6.5 PERP H
        29273VAN0
        
          
          
        
        715000
        NS
        USD
        702702.12
        0.1078500340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST
        N/A
        EART 2019-1A D
        30167DAD9
        
          
          
        
        747308.2
        NS
        USD
        754571.21
        0.1158108512
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          4.130000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrellgas Escrow Llc / Fg Oper Fin Escrow Corporation
        N/A
        FGP 5.875 04/01/29 144A
        315289AC2
        
          
          
        
        215000
        NS
        USD
        198438.55
        0.0304561545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELLINGTON FINANCIAL MORTGAGE TRUST
        N/A
        EFMT 2021-2 A3
        31572LAC0
        
          
          
        
        691485.5
        NS
        USD
        644638.74
        0.0989385232
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-06-25
          Floating
          1.290999800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALES TAX SECURITIZATION CORP ILL
        N/A
        IL STSGEN 3.41 01/01/2043
        79467BDK8
        
          
          
        
        130000
        NS
        USD
        120065.75
        0.0184275739
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.411000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Holdings USA Inc.
        549300SMVCQN2P0O6I58
        SANUSA 4.4 07/13/27
        80282KAP1
        
          
          
        
        380000
        NS
        USD
        386491.15
        0.0593182836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corporation
        0W9AIBT6U6ADJ2I8HK17
        THC 6.125 10/01/28 144A
        88033GDJ6
        
          
          
        
        160000
        NS
        USD
        162600
        0.0249556889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Capital Bancshares, Inc.
        549300466Q2SXRX0YM48
        TCBI V4 05/06/31
        88224QAA5
        
          
          
        
        980000
        NS
        USD
        956392.29
        0.1467861531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-06
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAB HOLDINGS LLC
        N/A
        CORPORATE TERM LOAN
        BL3770668
        
          
        
        290000
        NS
        USD
        285287.5
        0.0437856464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-23
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSITECH HOLDINGS INC
        N/A
        CORPORATE TERM LOAN
        BL3789882
        
          
        
        306571.43
        NS
        USD
        301972.86
        0.0463464992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-14
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        FMCN 6.875 10/15/27 144A
        335934AT2
        
          
          
        
        285000
        NS
        USD
        298537.5
        0.0458192435
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        FCX 5.4 11/14/34
        35671DBJ3
        
          
          
        
        460000
        NS
        USD
        510623
        0.0783699186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-14
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textron Inc.
        3PPKBHUG1HD6BO7RNR87
        TXT 3 06/01/30
        883203CB5
        
          
          
        
        1320000
        NS
        USD
        1259685.72
        0.1933353321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOBACCO SETTLEMENT FING CORP VA
        N/A
        VA TOBGEN 6.71 06/01/2046
        88880NAT6
        
          
          
        
        2380000
        NS
        USD
        2413735.06
        0.3704576959
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-06-01
          Fixed
          6.706000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP Capital L.P. and GLP Financing II, Inc.
        2549005PXW31DRW8EC44
        GLPI 5.75 06/01/28
        361841AK5
        
          
          
        
        108000
        NS
        USD
        116237.52
        0.0178400209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST
        N/A
        GMCAR 2021-1 A3
        36261LAC5
        
          
          
        
        540000
        NS
        USD
        529505.75
        0.0812680246
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-16
          Fixed
          0.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2021-3 D
        80287EAF2
        
          
          
        
        660000
        NS
        USD
        631967.16
        0.0969937015
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabia (Kingdom of)
        635400FMICXSM3SI3H65
        KSA 3.625 03/04/28 144A
        80413TAE9
        
          
          
        
        825000
        NS
        USD
        851812.5
        0.1307353493
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2028-03-04
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Topbuild Corporation
        5493007YSKHOL4RWII46
        BLD 4.125 02/15/32 144A
        89055FAC7
        
          
          
        
        265000
        NS
        USD
        240156.25
        0.0368589463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes Trust
        N/A
        TAH 2019-SFR1 C
        89612LAC0
        
          
          
        
        1740000
        NS
        USD
        1680764.31
        0.2579620622
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-03-18
          Fixed
          3.149000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc
        N/A
        HGVLLC 4.875 07/01/31 144A
        43284MAB4
        
          
          
        
        105000
        NS
        USD
        97550.25
        0.0149719169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HF Sinclair Corporation
        549300J3U2WK73C9ZK26
        HFC 5.875 04/01/26
        436106AA6
        
          
          
        
        655000
        NS
        USD
        681946.8
        0.1046645278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUN & BRADSTREET CORP
        RI37BMPWE56BCJ747E14
        CORPORATE TERM LOAN
        BL3833607
        
          
        
        75000
        NS
        USD
        74250
        0.0113958174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-08
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SRS DISTRIBUTION INC
        N/A
        CORPORATE TERM LOAN
        BL3833862
        
          
        
        55000
        NS
        USD
        54003.13
        0.0082883476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-04
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinet Group Inc
        5299003FJVBETSFKE990
        TNET 3.5 03/01/29 144A
        896288AA5
        
          
          
        
        545000
        NS
        USD
        500718.75
        0.0768498240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        TWTR 3.875 12/15/27 144A
        90184LAG7
        
          
          
        
        395000
        NS
        USD
        383643.75
        0.0588812675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taseko Mines Limited
        549300XKUO1JSLU7KX54
        TKOCN 7 02/15/26 144A
        876511AF3
        
          
          
        
        890000
        NS
        USD
        916477.5
        0.1406600702
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-02-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Teine Energy Ltd
        5493002EE80G6ER7SM91
        TEINEN 6.875 04/15/29 144A
        879068AB0
        
          
          
        
        525000
        NS
        USD
        532875
        0.0817851337
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners Of America Trust 2020-2
        N/A
        HPA 2020-2 A
        437301AA2
        
          
          
        
        253728.14
        NS
        USD
        232123.19
        0.0356260401
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-17
          Fixed
          1.532000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners Of America Trust 2019-2
        N/A
        HPA 2019-2 D
        43732TAG6
        
          
          
        
        126386.97
        NS
        USD
        115428.99
        0.0177159285
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-10-19
          Fixed
          3.121000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ubs-Barclays Commercial Mortgage Trust 2012-C2
        N/A
        UBSBB 2012-C2 BEC
        90269CAM2
        
          
          
        
        85000
        NS
        USD
        83288.2
        0.0127829915
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2063-05-11
          Floating
          4.875014800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT XCII LLC
        N/A
        VOLT 2021-NPL1 A1
        91835MAA9
        
          
          
        
        794348.87
        NS
        USD
        769646.61
        0.1181246088
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Floating
          1.892500700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        TPMT 2017-4 M2
        89173UAD9
        
          
          
        
        325000
        NS
        USD
        310572.57
        0.0476663742
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-25
          Floating
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2019-4 A1
        89178BAA2
        
          
          
        
        278475.44
        NS
        USD
        273432.11
        0.0419660928
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-10-25
          Floating
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercorp Peru Ltd
        549300L0OFVSOE4NSY75
        IFHBH 3.875 08/15/29 144A
        458652AB0
        
          
          
        
        725000
        NS
        USD
        656125
        0.1007014232
        Long
        DBT
        CORP
        BS
        
        N
        
        2
        
          2029-08-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes 2015-Sfr3 Trust
        N/A
        IHSFR 2018-SFR2 B
        46185HAC6
        
          
          
        
        109982.73
        NS
        USD
        109076.84
        0.0167410067
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-18
          Floating
          1.272000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT XCIII LLC
        N/A
        VOLT 2021-NPL2 A1
        92873CAA2
        
          
          
        
        401328.53
        NS
        USD
        388910.54
        0.0596896093
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Floating
          1.892499800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wave 2017-1 Llc
        N/A
        WAAV 2017-1A A
        94353WAA3
        
          
          
        
        424565.55
        NS
        USD
        400040.57
        0.0613978354
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          3.844000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMENTUM GOVERNMENT SVCS HLDGS
        N/A
        CORPORATE TERM LOAN
        BL3847128
        
          
        
        250000
        NS
        USD
        246770.75
        0.0378741333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUARTER NORTH ENERGY HOLDING I
        N/A
        COMMON STOCK
        BR2771367
        
          
        
        4879
        NS
        USD
        634270
        0.0973471392
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo Coml Tr 2016-C36
        549300BSYX29G4VVM177
        WFCM 2016-C36 B
        95000MBU4
        
          
          
        
        135000
        NS
        USD
        123382.8
        0.0189366715
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-11-18
          Floating
          3.670999900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM Brands Inc
        549300JE8XHZZ7OHN517
        YUM 3.625 03/15/31
        988498AN1
        
          
          
        
        555000
        NS
        USD
        506072.59
        0.0776715261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ubs Commercial Mort Trust 2012-C1
        N/A
        UBSCM 2012-C1 D
        90269GAN1
        
          
          
        
        780000
        NS
        USD
        728845.26
        0.1118624576
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-05-12
          Floating
          4.737239800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFI 2022-1A
        N/A
        ABS SER.2022-1A CL.B
        91824CAB2
        
          
        
        1100000
        NS
        USD
        1075588.58
        0.1650802831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-24
          Fixed
          3.04
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO MORTGAGE BACKED SECURITIES TRUST
        N/A
        WFMBS 2020-4 A1
        95002VAA7
        
          
          
        
        170906.65
        NS
        USD
        165190.57
        0.0253532871
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-25
          Floating
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WES 5.45 04/01/44
        958254AD6
        
          
          
        
        55000
        NS
        USD
        55756.8
        0.0085574991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Froneri
        N/A
        Froneri First-lien Term Loan 225 2027-01-08
        G3679YAC6
        
          
          
        
        308798
        NS
        USD
        302776.44
        0.0464698318
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-01-08
          Floating
          4.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACK IN THE BOX FUNDING LLC
        5493002OJW26P0SUUP68
        JACK 2022-1A A2I
        466365AD5
        
          
          
        
        830000
        NS
        USD
        781215.92
        0.1199002552
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-02-25
          Fixed
          3.445000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        JPMCC 2012-LC9 C
        46639EAL5
        
          
          
        
        430000
        NS
        USD
        426524.66
        0.0654625876
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-12-17
          Floating
          4.363863100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM Brands Inc
        549300JE8XHZZ7OHN517
        YUM 4.625 01/31/32
        988498AP6
        
          
          
        
        255000
        NS
        USD
        246658.95
        0.0378569744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZH TRUST
        N/A
        ZILLO 2021-1 A
        98879EAA9
        
          
          
        
        280000
        NS
        USD
        275646.11
        0.0423058953
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-19
          Fixed
          2.252500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        ENOIGA 5.375 03/30/28
        M4R2A7AC2
        
          
          
        
        360000
        NS
        USD
        346140
        0.0531252286
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2028-03-30
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central China Real Estate Limited
        549300JDML9PYG0CIJ22
        CENCHI 7.25 04/24/23
        G20769AD0
        
          
          
        
        200000
        NS
        USD
        110000
        0.0168826924
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-24
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Limited
        549300OLARYHDXP3WK18
        SUNAC 7 07/09/25
        G8569AAT3
        
          
          
        
        200000
        NS
        USD
        49000
        0.0075204721
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-09
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Softbank Group Corp
        5493003BZYYYCDIO0R13
        SOFTBK 4.625 07/06/28
        J75963BR8
        
          
          
        
        400000
        NS
        USD
        357340
        0.0548441937
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2028-07-06
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Media Corp.
        N/A
        LAMR 4 02/15/30
        513075BT7
        
          
          
        
        70000
        NS
        USD
        66587.5
        0.0102197844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mvw Owner Trust 2016-1
        N/A
        MVWOT 2016-1A A
        553894AA4
        
          
          
        
        315028.86
        NS
        USD
        315475.95
        0.0484189402
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-12-20
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shimao Group Holdings Ltd
        254900WTJ6B5CU69ZD26
        SHIMAO 3.45 01/11/31
        G81269AB1
        
          
          
        
        400000
        NS
        USD
        98000
        0.0150409441
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-01-11
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVWOT 2021-2 LLC
        N/A
        MVWOT 2021-2A C
        55400KAC9
        
          
          
        
        670592.62
        NS
        USD
        629730.39
        0.0966504043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-05-20
          Fixed
          2.230000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        MGLLNS 4.279 03/15/32 144A
        55903VAL7
        
          
          
        
        330000
        NS
        USD
        331468.06
        0.0508733936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.279000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARINER FINANCE ISSUANCE TRUST
        N/A
        MFIT 2019-AA A
        56847MAA8
        
          
          
        
        995000
        NS
        USD
        990105.2
        0.1519603776
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-07-20
          Fixed
          2.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott Ownership Resorts Inc
        BW4532OH033VURR0IT68
        VAC 4.5 06/15/29 144A
        57164PAH9
        
          
          
        
        255000
        NS
        USD
        240337.5
        0.0368867644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 3.125 12/01/30
        00914AAK8
        
          
          
        
        1275000
        NS
        USD
        1178763
        0.1809153922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Limited
        549300PNK8AKY3OIKP58
        AYR 4.25 06/15/26
        00928QAS0
        
          
          
        
        1210000
        NS
        USD
        1190406.51
        0.1827024267
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-06-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission Inc.
        MWKQ3I0U1GXP2YDSZW75
        ALSN 3.75 01/30/31 144A
        019736AG2
        
          
          
        
        445000
        NS
        USD
        403681.75
        0.0619566801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED TRUST 2021-MDLN
        N/A
        MED 2021-MDLN C
        58403YAN6
        
          
          
        
        270000
        NS
        USD
        264656.35
        0.0406191977
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.991000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        MSBAM 2013-C11 B
        61762TAH9
        
          
          
        
        80000
        NS
        USD
        57830.02
        0.0088756949
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-17
          Floating
          4.351732500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newcrest Finance Pty Ltd
        549300I0XDZ4K7PDSS04
        NCMAU 3.25 05/13/30 144A
        65120FAD6
        
          
          
        
        310000
        NS
        USD
        296456.46
        0.0454998475
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-05-13
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting Inc
        5493006PK6I4I2OOT688
        NXST 4.75 11/01/28 144A
        65336YAN3
        
          
          
        
        460000
        NS
        USD
        445625
        0.0683940891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
        N/A
        AMCAR 2020-3 D
        03066PAF6
        
          
          
        
        85000
        NS
        USD
        81250.58
        0.0124702595
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-18
          Fixed
          1.490000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angola (Republic of)
        549300QHR2R3J8JSGK83
        ANGOL 8.25 05/09/28 144A
        035198AB6
        
          
          
        
        825000
        NS
        USD
        839437.5
        0.1288360464
        Long
        DBT
        NUSS
        AO
        N
        
        2
        
          2028-05-09
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
        254900LE3FBC16P2QY79
        NWFIBR 4.75 04/30/27 144A
        667449AD4
        
          
          
        
        130000
        NS
        USD
        123435
        0.0189446831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-30
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Office Properties Income Trust
        529900A38AW14ELBTL34
        OPI 2.65 06/15/26
        67623CAD1
        
          
          
        
        433000
        NS
        USD
        395932.71
        0.0607673650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AQUA FINANCE TRUST
        N/A
        AQFIT 2021-A B
        03842VAB3
        
          
          
        
        110000
        NS
        USD
        101098.12
        0.0155164406
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashtead Capital Incorporated
        213800J1134IW58IC398
        AHTLN 4.375 08/15/27 144A
        045054AF0
        
          
          
        
        650000
        NS
        USD
        658138
        0.1010103765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.
        549300RHSHNRWI5LLA86
        BCULC 4.375 01/15/28 144A
        68245XAJ8
        
          
          
        
        210000
        NS
        USD
        201600
        0.0309413708
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pakistan (Islamic Republic of)
        529900LOP29R5WKHOD86
        PKSTAN 8.25 09/30/25 144A
        695847AR4
        
          
          
        
        365000
        NS
        USD
        301855
        0.0463284101
        Long
        DBT
        NUSS
        PK
        N
        
        2
        
          2025-09-30
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding 2015-1
        549300LM1QSI4MSIL320
        ATH 1.716 01/07/25 144A
        04685A3F6
        
          
          
        
        1045000
        NS
        USD
        995862
        0.1528439256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-07
          Fixed
          1.716000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVID AUTOMOBILE RECEIVABLES TRUST
        N/A
        AVID 2019-1 D
        05369DAD7
        
          
          
        
        715000
        NS
        USD
        718341.27
        0.1102503154
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.030000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Par Pharmaceutical Inc
        549300GLBA6FLQZ70X71
        ENDP 7.5 04/01/27 144A
        69888XAA7
        
          
          
        
        360000
        NS
        USD
        335934
        0.0515588217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        CZ72ZHBVKZXQRV3XFE26
        OVV 7.2 11/01/31
        698900AG2
        
          
          
        
        20000
        NS
        USD
        24204.93
        0.0037149490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          7.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVID AUTOMOBILE RECEIVABLES TRUST
        N/A
        AVID 2021-1 E
        05369LAE7
        
          
          
        
        345000
        NS
        USD
        327524.82
        0.0502681890
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          3.390000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BB-UBS Trust 2012-Show
        N/A
        BBUBS 2012-TFT A
        05490AAA1
        
          
          
        
        41795.96
        NS
        USD
        41710.15
        0.0064016330
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-06-07
          Fixed
          2.892200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Listrik Negara PT
        254900OYVDRYS9J51J61
        PLNIJ 4.125 05/15/27 144A
        71568PAC3
        
          
          
        
        1125000
        NS
        USD
        1136958.75
        0.1744993168
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Incorporation
        549300LLE5HUPF6H8G33
        PLNT 2018-1A A2II
        72703PAB9
        
          
          
        
        193000
        NS
        USD
        191930.59
        0.0294573192
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-09-05
          Fixed
          4.666000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plantronics, Inc.
        5493006O3W5M472F6668
        POLY 4.75 03/01/29 144A
        727493AC2
        
          
          
        
        555000
        NS
        USD
        571572.3
        0.0877243575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prestige Auto Receivables Trust 1
        549300L40MNGIY25DE37
        PART 2018-1A D
        74114NAL1
        
          
          
        
        1215000
        NS
        USD
        1225849.59
        0.1881421960
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          4.140000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B.A.T. Capital Corporation
        2138005GYEXN7XRHFA84
        BATSLN 4.906 04/02/30
        05526DBN4
        
          
          
        
        620000
        NS
        USD
        638629.89
        0.0980162908
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-02
          Fixed
          4.906000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR TRUST 2021-NRD
        N/A
        BPR 2021-NRD B
        05592CAG1
        
          
          
        
        130000
        NS
        USD
        128006.18
        0.0196462633
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          2.223999800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        QRVO 3.375 04/01/31 144A
        74736KAJ0
        
          
          
        
        380000
        NS
        USD
        345553
        0.0530351364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quicken Lns Llc/Quicken Lns Co-Issuer Inc
        549300FGXN1K3HLB1R50
        RKTRM 3.875 03/01/31 144A
        74841CAB7
        
          
          
        
        1305000
        NS
        USD
        1181025
        0.1812625617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCF Equip Leasing 2022-1 LLC / SCF Equip Leasing CDA 2022-1 Ltd Partners
        N/A
        SCFET 2022-1A D
        784033AJ1
        
          
          
        
        135000
        NS
        USD
        131216.5
        0.0201389801
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-11-20
          Fixed
          3.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2020-4 D
        80286WAG1
        
          
          
        
        80000
        NS
        USD
        77847.39
        0.0119479413
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.480000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Company
        5586006WD91QHB7J4X50
        ARAMCO 2.25 11/24/30 144A
        80414L2K0
        
          
          
        
        1020000
        NS
        USD
        934970.76
        0.1434983977
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2030-11-24
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit AeroSystems Inc
        ZD2NBKV6GCC3UMGBM518
        SPR 4.6 06/15/28
        85205TAK6
        
          
          
        
        60000
        NS
        USD
        56319.9
        0.0086439232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 5.25 01/30/30 144A
        071734AJ6
        
          
          
        
        200000
        NS
        USD
        157108
        0.0241127822
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-01-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 6.125 02/01/27 144A
        071734AP2
        
          
          
        
        55000
        NS
        USD
        55348.7
        0.0084948643
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM TRUST
        N/A
        CIM 2021-NR4 A1
        12566DAA0
        
          
          
        
        589538.24
        NS
        USD
        563169.49
        0.0864347024
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-10-25
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2012 Commercial Mortage Trust
        N/A
        COMM 2012-CR3 AM
        12624PAJ4
        
          
          
        
        185000
        NS
        USD
        184153.29
        0.0282636668
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-10-17
          Fixed
          3.416000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stewart Information Services Corporation
        529900TV1XI0PLKENU10
        STC 3.6 11/15/31
        86038AAA0
        
          
          
        
        765000
        NS
        USD
        696238.27
        0.1068579686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD Synnex Corp
        5493004HI6PFLF46NS53
        SNX 1.75 08/09/26 144A
        87162WAE0
        
          
          
        
        750000
        NS
        USD
        686905.16
        0.1054255320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Farm Credit ACA
        N/A
        CFCFCS V5 PERP 1
        14019TAA4
        
          
          
        
        425000
        NS
        USD
        416500
        0.0639240126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST
        N/A
        CARMX 2020-4 D
        14316HAG7
        
          
          
        
        175000
        NS
        USD
        166247.99
        0.0255155789
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD Synnex Corp
        5493004HI6PFLF46NS53
        SNX 2.375 08/09/28 144A
        87162WAG5
        
          
          
        
        885000
        NS
        USD
        796561.7
        0.1222555105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teck Resources Limited
        T8KI5SQ2JRWHL7XY0E11
        TCKBCN 6.125 10/01/35
        878742AE5
        
          
          
        
        545000
        NS
        USD
        643440.54
        0.0987546247
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Co
        5493003WEAK2PJ5WS063
        CVNA 5.625 10/01/25 144A
        146869AB8
        
          
          
        
        725000
        NS
        USD
        683675
        0.1049297702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MORTGAGE LOAN TRUST
        N/A
        CMLTI 2019-IMC1 A1
        17328BAA2
        
          
          
        
        127533.05
        NS
        USD
        126234.88
        0.0193744059
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-07-25
          Fixed
          2.720000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        TPMT 2017-4 A2
        89173UAB3
        
          
          
        
        330000
        NS
        USD
        321952.62
        0.0494129732
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-25
          Floating
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2019-4 A2
        89178BAB0
        
          
          
        
        615000
        NS
        USD
        591256.63
        0.0907454892
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-10-25
          Floating
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER 7.5 09/15/27 144A
        90353TAE0
        
          
          
        
        335000
        NS
        USD
        357197.1
        0.0548222615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.125 04/30/23
        91282CBX8
        
          
          
        
        6985000
        NS
        USD
        6861671.1
        1.0531225684
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Energy Corporation
        549300KP43CPCUJOOG15
        VST V8 PERP 144A
        92840MAB8
        
          
          
        
        505000
        NS
        USD
        510044.95
        0.0782812000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volcan Compania Minera S.A.A.
        549300XKJ91C4SZLG750
        VOLCAN 4.375 02/11/26 144A
        92863UAB2
        
          
          
        
        105000
        NS
        USD
        100537.5
        0.0154303972
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-02-11
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COREVEST AMERICAN FINANCE TRUST
        N/A
        CAFL 2019-3 A
        21872NAA8
        
          
          
        
        245497.39
        NS
        USD
        239706.79
        0.0367899637
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-18
          Fixed
          2.705000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COREVEST AMERICAN FINANCE TRUST
        N/A
        CAFL 2019-3 B
        21872NAG5
        
          
          
        
        145000
        NS
        USD
        137096.67
        0.0210414628
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-18
          Fixed
          3.163000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT XCV LLC
        N/A
        VOLT 2021-NPL4 A1
        92873BAA4
        
          
          
        
        268015.69
        NS
        USD
        258633.51
        0.0396948181
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-27
          Floating
          2.239600700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wf-Rbs Commercial Mtg Tst 2012-C7
        N/A
        WFRBS 2012-C7 AS
        92936TAC6
        
          
          
        
        250000
        NS
        USD
        249512.43
        0.0382949237
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-06-16
          Floating
          4.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weekley Homes LLC/Weekley Finance Corp.
        5493009MTTQO8ZN53F13
        WEEKHM 4.875 09/15/28 144A
        948565AD8
        
          
          
        
        450000
        NS
        USD
        414744.75
        0.0636546185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shimao Group Holdings Ltd
        254900WTJ6B5CU69ZD26
        SHIMAO 5.6 07/15/26
        G81043AQ7
        
          
          
        
        235000
        NS
        USD
        66387.5
        0.0101890886
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-07-15
          Fixed
          5.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COREVEST AMERICAN FINANCE TRUST
        N/A
        CAFL 2021-2 C
        21873BAJ4
        
          
          
        
        205000
        NS
        USD
        177082.67
        0.0271784750
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-07-17
          Fixed
          2.478000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COREVEST AMERICAN FINANCE TRUST
        N/A
        CAFL 2021-3 D
        21873NAL3
        
          
          
        
        105000
        NS
        USD
        94093.35
        0.0144413553
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-10-15
          Fixed
          3.469000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Oil Company of the Azerbaijan Republic
        2549002HARR1VE257O76
        SOIAZ 6.95 03/18/30
        Y8158KAC5
        
          
          
        
        715000
        NS
        USD
        788287.5
        0.1209855944
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2030-03-18
          Fixed
          6.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coronado Finance Pty Limited
        549300NS5FS0W548RE27
        CRNAU 10.75 05/15/26 144A
        21979LAA4
        
          
          
        
        489000
        NS
        USD
        523841.23
        0.0803986396
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2026-05-15
          Fixed
          10.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Master Finance LLC
        549300F17UZJL70BPB08
        DNKN 2017-1A A2II
        233046AF8
        
          
          
        
        158400
        NS
        USD
        158845.9
        0.0243795134
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-11-20
          Fixed
          4.030000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST
        N/A
        DTAOT 2019-3A D
        26253KAD6
        
          
          
        
        175000
        NS
        USD
        175572.76
        0.0269467355
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol S.A.
        254900IDGKCJICKBPA66
        ECOPET 4.625 11/02/31
        279158AP4
        
          
          
        
        1285000
        NS
        USD
        1162925
        0.1784845914
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2031-11-02
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        CZ72ZHBVKZXQRV3XFE26
        OVV 6.5 02/01/38
        292505AG9
        
          
          
        
        30000
        NS
        USD
        35535.48
        0.0054539507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-02-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        ENR 6.5 12/31/27 144A
        29272WAF6
        
          
          
        
        190000
        NS
        USD
        188100
        0.0288694040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-31
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST 2021-ESH
        549300IESZBC3BJUJW64
        ESA 2021-ESH D
        30227FAJ9
        
          
          
        
        129204.81
        NS
        USD
        127258.17
        0.0195314594
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          2.441000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAT BRANDS ROYALTY I LLC
        N/A
        FAT 2021-1A A2
        31189TAF1
        
          
          
        
        820000
        NS
        USD
        799192.5
        0.1226592831
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST INVESTORS AUTO OWNER TRUST
        N/A
        FIAOT 2019-2A D
        32058RAD6
        
          
          
        
        120000
        NS
        USD
        119711.42
        0.0183731916
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2021-SFR1 E1
        33767WAJ2
        
          
          
        
        335000
        NS
        USD
        301841.47
        0.0463263336
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-19
          Fixed
          2.389000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREED ABS TRUST
        N/A
        FREED 2021-2 C
        35635CAC6
        
          
          
        
        100000
        NS
        USD
        97057.29
        0.0148962579
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-19
          Fixed
          1.940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP Capital L.P. and GLP Financing II, Inc.
        2549005PXW31DRW8EC44
        GLPI 5.3 01/15/29
        361841AL3
        
          
          
        
        280000
        NS
        USD
        294159.6
        0.0451473277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HLF Financing SaRL LLC and Herbalife International Inc.
        ST81INWBFR1E54KGC135
        HLF 4.875 06/01/29 144A
        40390DAC9
        
          
          
        
        440000
        NS
        USD
        385954.8
        0.0592359652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        SVC 4.95 02/15/27
        44106MAW2
        
          
          
        
        1015000
        NS
        USD
        937961.5
        0.1439574135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        IHRT 4.75 01/15/28 144A
        45174HBG1
        
          
          
        
        200000
        NS
        USD
        191000
        0.0293144932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jacobs Entertainment, Inc.
        5493004U9JIWY3HSUO63
        JACENT 6.75 02/15/29 144A
        469815AK0
        
          
          
        
        475000
        NS
        USD
        477365.5
        0.0732655900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Securities Designated Activity Company
        6354009DV8VV7K6KOO02
        JAZZ 4.375 01/15/29 144A
        47216FAA5
        
          
          
        
        200000
        NS
        USD
        193750
        0.0297365605
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lannett Company, Inc.
        5299001DJ6C90XX17G45
        LCI 7.75 04/15/26 144A
        51602UAD0
        
          
          
        
        210000
        NS
        USD
        113925
        0.0174850976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST
        N/A
        LMAT 2020-GS1 A1
        52474PAA0
        
          
          
        
        353913.48
        NS
        USD
        353898.19
        0.0543159480
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-10-25
          Floating
          2.881999900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing, Inc.
        254900AE5FEFIJOXWL19
        LVLT 3.625 01/15/29 144A
        527298BS1
        
          
          
        
        280000
        NS
        USD
        245000
        0.0376023603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lindblad Expeditions LLC
        549300MPUWOG67Y2R254
        LIND 6.75 02/15/27 144A
        53523LAA8
        
          
          
        
        505000
        NS
        USD
        506262.5
        0.0777006733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Marvell Technology Inc
        N/A
        MRVL 2.95 04/15/31
        573874AJ3
        
          
          
        
        330000
        NS
        USD
        305033.06
        0.0468161757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Sec Trust
        N/A
        MST 2017-1A M1
        59166BAB7
        
          
          
        
        900000
        NS
        USD
        872835.66
        0.1339619633
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-04-25
          Floating
          3.450235600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST
        N/A
        MCMLT 2019-1 M2
        59981AAH9
        
          
          
        
        603887.71
        NS
        USD
        592098.25
        0.0908746602
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-10-25
          Floating
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSION LANE CREDIT CARD MASTER TRUST
        N/A
        MLANE 2021-A A
        60510MAA6
        
          
          
        
        1100000
        NS
        USD
        1072480.31
        0.1646032289
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ncl Finance Limited
        N/A
        NCLH 6.125 03/15/28 144A
        62888HAA7
        
          
          
        
        140000
        NS
        USD
        129828.3
        0.0199259205
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-03-15
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM LLC
        N/A
        PRPM 2021-1 A1
        693577AA6
        
          
          
        
        537274.05
        NS
        USD
        516281.89
        0.0792384395
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-25
          Floating
          2.115000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarios Global Lp
        549300474L1ZLXZY2P98
        POWSOL 8.5 05/15/27 144A
        69867DAC2
        
          
          
        
        340000
        NS
        USD
        352750
        0.0541397249
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-05-15
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Patterson-UTI Energy Inc.
        254900XGFBKIXD6G0697
        PTEN 5.15 11/15/29
        703481AC5
        
          
          
        
        680000
        NS
        USD
        663335.25
        0.1018080453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penn National Gaming, Inc.
        N/A
        PENN 4.125 07/01/29 144A
        707569AV1
        
          
          
        
        205000
        NS
        USD
        183516
        0.0281658562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petronas Capital Limited
        549300G7YFX3540OYR85
        PETMK 3.5 04/21/30 144A
        716743AP4
        
          
          
        
        800000
        NS
        USD
        813948.67
        0.1249240457
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2030-04-21
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2020-SFR3 E
        74333AAJ9
        
          
          
        
        145000
        NS
        USD
        130463.47
        0.0200234058
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          2.296000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR2 D
        74333DAG9
        
          
          
        
        805000
        NS
        USD
        724760.98
        0.1112356063
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-19
          Fixed
          2.197000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2019-Sfr2 Trust
        N/A
        PROG 2019-SFR2 A
        74333NAA0
        
          
          
        
        677478.11
        NS
        USD
        670127.27
        0.1028504779
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-19
          Fixed
          3.147000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rocket Software Inc
        549300PVG26ISP5X1556
        ROCSOF 6.5 02/15/29 144A
        77314EAA6
        
          
          
        
        675000
        NS
        USD
        612562.5
        0.0940154933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        S-JETS 2017-1 Ltd
        635400FR77IW5YEET913
        SJETS 2017-1 A
        784309AA4
        
          
          
        
        660917
        NS
        USD
        559955.65
        0.0859414454
        Long
        ABS-O
        CORP
        BM
        
        N
        
        2
        
          2042-08-15
          Fixed
          3.967000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust 2015-C
        549300GD7VLLBVPDNJ81
        SMB 2015-C B
        78448RAE6
        
          
          
        
        100000
        NS
        USD
        97909.07
        0.0150269883
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-09-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        SNFF 3.375 03/15/30 144A
        7846ELAE7
        
          
          
        
        200000
        NS
        USD
        175580
        0.0269478466
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-03-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Servicemaster Company Limited Partnership
        HZPA4EQ289DXC7NQGK91
        SERV 7.45 08/15/27
        817609AB6
        
          
          
        
        1140000
        NS
        USD
        1290480
        0.1980616081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          7.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE RECEIVABLES FUNDING LLC
        N/A
        SRFC 2019-3A C
        82652NAC2
        
          
          
        
        70215.57
        NS
        USD
        68531.79
        0.0105181921
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit AeroSystems Inc
        ZD2NBKV6GCC3UMGBM518
        SPR 7.5 04/15/25 144A
        85205TAL4
        
          
          
        
        680000
        NS
        USD
        704517.42
        0.1081286445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III B.V.
        5493004T21MOAFINJP35
        TEVA 3.15 10/01/26
        88167AAE1
        
          
          
        
        1445000
        NS
        USD
        1308288.55
        0.2007948469
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III B.V.
        5493004T21MOAFINJP35
        TEVA 4.1 10/01/46
        88167AAF8
        
          
          
        
        2550000
        NS
        USD
        2001750
        0.3072266319
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2046-10-01
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2020-1 M1
        89178WAC2
        
          
          
        
        335000
        NS
        USD
        319280.13
        0.0490028020
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-01-25
          Floating
          3.499999800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST 2021-1
        N/A
        TPMT 2021-1 A2
        89179YAW3
        
          
          
        
        1050000
        NS
        USD
        963486.09
        0.1478749026
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-11-25
          Floating
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICON AMERICAN HOMES TRUST
        N/A
        TAH 2020-SFR2 E1
        89613JAJ9
        
          
          
        
        225000
        NS
        USD
        201095.01
        0.0308638654
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-11-17
          Fixed
          2.730000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        UBER 8 11/01/26 144A
        90353TAC4
        
          
          
        
        560000
        NS
        USD
        595112
        0.0913372076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico (United Mexican States)
        254900EGTWEU67VP6075
        MEX 3.771 05/24/61
        91087BAN0
        
          
          
        
        985000
        NS
        USD
        796185.35
        0.1221977487
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.771000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.125 05/31/23
        91282CCD1
        
          
          
        
        5205000
        NS
        USD
        5098663.46
        0.7825378804
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wendys Funding Llc
        5493009DRVSTWJOXUL48
        WEN 2021-1A A2I
        95058XAK4
        
          
          
        
        337450
        NS
        USD
        300132.08
        0.0460639781
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE AUTOMOBILE RECEIVABLES TRUST
        N/A
        WLAKE 2021-1A D
        96043FAF0
        
          
          
        
        785000
        NS
        USD
        755004.68
        0.1158773797
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.230000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zions Bancorporation Natl Assn Global Bank
        8WH0EE09O9V05QJZ3V89
        ZION 3.25 10/29/29
        98971DAB6
        
          
          
        
        765000
        NS
        USD
        731060.71
        0.1122024827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-29
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leviathan Bond Limited
        254900D9T8VKYVQNZ220
        LVIATH 6.125 06/30/25
        M6746GAB2
        
          
          
        
        255000
        NS
        USD
        258747.99
        0.0397123884
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2025-06-30
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        ENOIGA 5.875 03/30/31
        BO3322191
        
          
          
        
        470000
        NS
        USD
        447557.5
        0.0686906873
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2031-03-30
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sino-Ocean Land Treasure IV Limited
        213800EAGXDYG9QWS896
        SINOCE 4.75 01/14/30
        G816C6AD7
        
          
          
        
        400000
        NS
        USD
        260000
        0.0399045457
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2030-01-14
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliancebernstein Corprte Inc
        N/A
        AMSR 2021-SFR2 C
        00179VAC0
        
          
          
        
        150000
        NS
        USD
        135572.3
        0.0208075040
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-19
          Fixed
          1.877000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL V4.65 PERP B
        00912XBJ2
        
          
          
        
        640000
        NS
        USD
        574400
        0.0881583501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Ovintiv Inc
        CZ72ZHBVKZXQRV3XFE26
        OVV 7.375 11/01/31
        012873AK1
        
          
          
        
        80000
        NS
        USD
        98074.31
        0.0150523492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIGNED DATA CENTERS ISSUER LLC
        N/A
        ADC 2021-1A A2
        01627AAA6
        
          
          
        
        865000
        NS
        USD
        796674.52
        0.1222728260
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          1.937000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines, Inc.
        IWUQB36BXD6OWD6X4T14
        AAL 3.7 10/15/25 B
        02377DAA0
        
          
          
        
        332756.07
        NS
        USD
        312624.03
        0.0479812303
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        AH4R 2015-SFR1 A
        02666AAA6
        
          
          
        
        248366.94
        NS
        USD
        246506.7
        0.0378336072
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-18
          Fixed
          3.467000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent L P
        549300N4PXZ37U8QKI55
        AMH 2.375 07/15/31
        02666TAC1
        
          
          
        
        120000
        NS
        USD
        105935.34
        0.0162588524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbys Funding Llc 2015-1
        N/A
        ARBYS 2020-1A A2
        038779AB0
        
          
          
        
        758450
        NS
        USD
        723456.63
        0.1110354159
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-30
          Fixed
          3.237000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argentina (Republic of)
        549300KPBYGYF7HCHO27
        ARGENT 2.5 07/09/41
        040114HV5
        
          
          
        
        2520000
        NS
        USD
        888073.2
        0.1363006060
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Tst
        N/A
        ARRW 2019-1 A1
        042859AA6
        
          
          
        
        263643.91
        NS
        USD
        259550.18
        0.0398355077
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-01-25
          Floating
          3.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashland Llc
        6O4MRU8C1MS0K34UQF79
        ASH 3.375 09/01/31 144A
        04433LAA0
        
          
          
        
        525000
        NS
        USD
        463312.5
        0.0711087493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico
        N/A
        BBVASM 1.875 09/18/25 144A
        05533UAH1
        
          
          
        
        200000
        NS
        USD
        190600
        0.0292531016
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-09-18
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2021-BNK35
        N/A
        BANK 2021-BN35 AS
        06540CCL9
        
          
          
        
        480000
        NS
        USD
        441765.74
        0.0678017736
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2064-06-17
          Floating
          2.457000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        BACR V3.564 09/23/35
        06738EBP9
        
          
          
        
        985000
        NS
        USD
        907217.22
        0.1392388115
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2035-09-23
          Fixed
          3.564000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings BDC Inc.
        549300GSF4KFZP6ONG49
        BBDC 3.3 11/23/26 144A
        06759LAA1
        
          
          
        
        450000
        NS
        USD
        415499.38
        0.0637704384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-23
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadstreet Partners Inc
        549300BS9N54G8DD0R75
        BROPAR 5.875 04/15/29 144A
        11135RAA3
        
          
          
        
        710000
        NS
        USD
        662075
        0.1016146234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF HIPPOLYTA ISSUER LLC
        N/A
        SORT 2020-1 A1
        12530MAA3
        
          
          
        
        556904.62
        NS
        USD
        526246.85
        0.0807678518
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          1.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC TRUST
        N/A
        ACC 2021-1 C
        00091KAC9
        
          
          
        
        830000
        NS
        USD
        810498.07
        0.1243944510
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-20
          Fixed
          2.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 3.25 10/01/29
        00914AAE2
        
          
          
        
        95000
        NS
        USD
        89689.36
        0.0137654352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSI Compressco LP
        549300STALDQYSVEO325
        CCLP 7.5 04/01/25 144A
        12652HAA6
        
          
          
        
        780000
        NS
        USD
        768300
        0.1179179325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheplapharm Arzneimittel GmbH
        529900ONXKBELT7EW052
        CHEPDE 5.5 01/15/28 144a
        16412EAA5
        
          
          
        
        775000
        NS
        USD
        749804.68
        0.1150792888
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aker BP ASA
        549300NFTY73920OYK69
        AKERBP 3.75 01/15/30 144A
        00973RAF0
        
          
          
        
        615000
        NS
        USD
        601786.44
        0.0923615941
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2030-01-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        549300YKWOC0AOR16R51
        ACI 3.25 03/15/26 144A
        013092AF8
        
          
          
        
        190000
        NS
        USD
        179553.8
        0.0275577416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        CCI 2.5 07/15/31
        22822VAY7
        
          
          
        
        25000
        NS
        USD
        22301.15
        0.0034227587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dbubs 2017 Brbk
        N/A
        DBUBS 2017-BRBK D
        23305JAJ1
        
          
          
        
        235000
        NS
        USD
        226324.39
        0.0347360460
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-10-12
          Floating
          3.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST
        N/A
        DEFT 2020-2 C
        24704GAE3
        
          
          
        
        100000
        NS
        USD
        98401.82
        0.0151026151
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-01-22
          Fixed
          1.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND RESORTS OWNER TRUST
        N/A
        DROT 2021-1A B
        25273CAB6
        
          
          
        
        407194.54
        NS
        USD
        390702.96
        0.0599647081
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-21
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Egypt (Arab Republic of)
        529900GFIVH4086NMH82
        EGYPT 7.6003 03/01/29 144A
        03846JW71
        
          
          
        
        790000
        NS
        USD
        749330.8
        0.1150065582
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2029-03-01
          Fixed
          7.600300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        AVOL 4.375 05/01/26 144A
        05401AAG6
        
          
          
        
        438000
        NS
        USD
        432089.36
        0.0663166523
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        DOMREP 6 02/22/33 144A
        25714PEN4
        
          
          
        
        740000
        NS
        USD
        722247.4
        0.1108498245
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2033-02-22
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Inc
        25490005ZWM1IF9UXU57
        DPABS 2021-1A A2I
        25755TAN0
        
          
          
        
        789037.5
        NS
        USD
        731530.08
        0.1122745211
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-04-25
          Fixed
          2.662000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico
        N/A
        BBVASM V5.125 01/18/33 144A
        05533UAF5
        
          
          
        
        570000
        NS
        USD
        537943.2
        0.0825629961
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2033-01-18
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Mercantil del Norte S.A.
        N/A
        BANORT V6.625 PERP 144A
        05973KAB3
        
          
          
        
        935000
        NS
        USD
        862537.5
        0.1323814118
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2500-12-31
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bharti Airtel Ltd.
        335800KQ1FPKOQ84OR26
        BHARTI 3.25 06/03/31 144A
        08860HAC8
        
          
          
        
        355000
        NS
        USD
        328096.07
        0.0503558639
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2031-06-03
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blue Owl Finance Llc
        254900OF2NO2GYFV5T41
        OWL 3.125 06/10/31 144A
        09581JAA4
        
          
          
        
        640000
        NS
        USD
        544734.54
        0.0836053243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-10
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer Netherlands Finance B.V.
        724500PBR8LR26XBSP67
        EMBRBZ 5.05 06/15/25
        29082HAA0
        
          
          
        
        185000
        NS
        USD
        186851.85
        0.0286778392
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-15
          Fixed
          5.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enlink Midstream Partners LP
        88CPW63VL7KHJWS0NY83
        ENLK 4.15 06/01/25
        29336UAE7
        
          
          
        
        315000
        NS
        USD
        313906.95
        0.0481781316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC Networks Inc
        549300VGG9K75226LR46
        AMCX 4.25 02/15/29
        00164VAF0
        
          
          
        
        305000
        NS
        USD
        284624.48
        0.0436838868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corporation
        APVBKPOULHUX7YZLKU17
        AR 8.375 07/15/26 144A
        03674XAN6
        
          
          
        
        165000
        NS
        USD
        181912.5
        0.0279197526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corporation
        APVBKPOULHUX7YZLKU17
        AR 7.625 02/01/29 144A
        03674XAQ9
        
          
          
        
        158000
        NS
        USD
        170786.94
        0.0262122125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eskom Holdings SOC Limited
        3789001900ED06F65111
        ESKOM 7.125 02/11/25 144A
        29646AAB2
        
          
          
        
        1220000
        NS
        USD
        1175811.6
        0.1804624142
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2025-02-11
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG Resources (August 2006) Pty Ltd.
        549300EFD6S2NFE9D745
        FMGAU 4.375 04/01/31 144A
        30251GBC0
        
          
          
        
        550000
        NS
        USD
        520245
        0.0798466937
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corporation
        APVBKPOULHUX7YZLKU17
        AR 5.375 03/01/30 144A
        03674XAS5
        
          
          
        
        205000
        NS
        USD
        209356.25
        0.0321317925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC V2.482 09/21/36
        06051GKC2
        
          
          
        
        890000
        NS
        USD
        765197
        0.1174416871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.482000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braskem Netherlands Finance B V
        2549000TLMHFQ74DS330
        BRASKM 5.875 01/31/50 144A
        10554TAE5
        
          
          
        
        400000
        NS
        USD
        396800
        0.0609004759
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-01-31
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAFL ISSUER LLC
        N/A
        CAFL 2021-RTL1 A1
        12468RAA8
        
          
          
        
        920000
        NS
        USD
        870456.53
        0.1335968168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-28
          Fixed
          2.239000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories, Inc.
        549300ZC1GPV35XYDK53
        BIO 3.7 03/15/32
        090572AQ1
        
          
          
        
        225000
        NS
        USD
        222343.89
        0.0341251227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        PARA 4.2 06/01/29
        124857AZ6
        
          
          
        
        120000
        NS
        USD
        121364.02
        0.0186268311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR Capital Corp
        549300TYRSI1T21B1360
        FSK 3.125 10/12/28
        302635AK3
        
          
          
        
        575000
        NS
        USD
        512597.34
        0.0786729383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-12
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferguson Finance plc
        2138003A7ZEU931DZL61
        FERGLN 3.25 06/02/30 144A
        314890AB0
        
          
          
        
        200000
        NS
        USD
        190345.79
        0.0292140857
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-06-02
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CHTR 5.375 06/01/29 144A
        1248EPCB7
        
          
          
        
        60000
        NS
        USD
        60000
        0.0092087413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CHTR 4.75 03/01/30 144A
        1248EPCD3
        
          
          
        
        775000
        NS
        USD
        744186
        0.1142169393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX S.A.B. de C.V.
        549300RIG2CXWN6IV731
        CEMEX 5.45 11/19/29 144A
        151290BV4
        
          
          
        
        400000
        NS
        USD
        404504
        0.0620828782
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-11-19
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX S.A.B. de C.V.
        549300RIG2CXWN6IV731
        CEMEX 5.2 09/17/30 144A
        151290BX0
        
          
          
        
        885000
        NS
        USD
        880575
        0.1351497896
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-09-17
          Fixed
          5.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrellgas Escrow Llc / Fg Oper Fin Escrow Corporation
        N/A
        FGP 5.375 04/01/26 144A
        315289AA6
        
          
          
        
        180000
        NS
        USD
        169966.8
        0.0260863382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSHIP CREDIT AUTO TRUST
        N/A
        FCAT 2021-2 D
        33844WAG5
        
          
          
        
        210000
        NS
        USD
        196746.86
        0.0301965156
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        FCX 4.625 08/01/30
        35671DCH6
        
          
          
        
        110000
        NS
        USD
        112475
        0.0172625530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Go Daddy Operating Company LLC and GD Finance Co Inc
        5493005GJOH8HLL11157
        GDDY 3.5 03/01/29 144A
        38016LAC9
        
          
          
        
        600000
        NS
        USD
        551682
        0.0846716137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX S.A.B. de C.V.
        549300RIG2CXWN6IV731
        CEMEX 3.875 07/11/31 144A
        151290BZ5
        
          
          
        
        1400000
        NS
        USD
        1277514
        0.1960715991
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-07-11
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX S.A.B. de C.V.
        549300RIG2CXWN6IV731
        CEMEX V5.125 PERP 144A
        151290CA9
        
          
          
        
        375000
        NS
        USD
        367968.75
        0.0564754838
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2500-12-31
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CNC 3 10/15/30
        15135BAW1
        
          
          
        
        260000
        NS
        USD
        238802.2
        0.0366511281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CNC 2.5 03/01/31
        15135BAX9
        
          
          
        
        1165000
        NS
        USD
        1028147.45
        0.1577990649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CHTR 4.25 01/15/34 144A
        1248EPCP6
        
          
          
        
        1010000
        NS
        USD
        877179.95
        0.1346287207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-01-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI FUNDING VIII LLC
        N/A
        CLIF 2021-1A A
        12565KAA5
        
          
          
        
        280942.5
        NS
        USD
        255043.87
        0.0391438837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-18
          Fixed
          1.64
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2020-RPL4
        N/A
        CSMC 2020-RPL4 A1
        126405AA7
        
          
          
        
        482660.33
        NS
        USD
        464995.54
        0.0713670606
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-01-25
          Floating
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC TRUST
        N/A
        CSMC 2020-RPL3 A1
        12656PAC0
        
          
          
        
        203402.48
        NS
        USD
        199485.4
        0.0306168241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-03-25
          Floating
          2.691000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CNC 2.625 08/01/31
        15135BAZ4
        
          
          
        
        510000
        NS
        USD
        453900
        0.0696641280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR 5.125 07/01/49
        161175BS2
        
          
          
        
        765000
        NS
        USD
        758939.87
        0.1164813489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR 4.8 03/01/50
        161175BT0
        
          
          
        
        2435000
        NS
        USD
        2313029.57
        0.3550015158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR 4.4 12/01/61
        161175CC6
        
          
          
        
        740000
        NS
        USD
        644151.03
        0.0988636700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-12-01
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST
        549300NXXXDG2TJQD265
        HPEFS 2019-1A C
        40438DAE9
        
          
          
        
        88247.08
        NS
        USD
        88414.3
        0.0135697403
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-09-20
          Fixed
          2.490000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOTWIRE FUNDING LLC
        N/A
        HWIRE 2021-1 C
        44148JAC3
        
          
          
        
        1050000
        NS
        USD
        972994.05
        0.1493341750
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          4.459000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Callon Petroleum Company
        549300EFOWPEB0WLZW21
        CPE 8 08/01/28 144A
        13123XBD3
        
          
          
        
        25000
        NS
        USD
        26354.25
        0.0040448245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CARVANA AUTO RECIEVABLES TRUST 2019-3
        N/A
        CRVNA 2019-3A E
        14686XAG4
        
          
          
        
        815000
        NS
        USD
        824354.73
        0.1265211576
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Precision Medicine Group
        5493005RG0LYTBKL8W81
        Precision Medicine Group Term Loan B (Add-on) 300 2027-11-01
        74028HAF2
        
          
          
          
        
        55048.57
        NS
        USD
        0
        0.0000000000
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-11-01
          Floating
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUCID ENERGY GROUP II
        N/A
        CORPORATE TERM LOAN
        BL3771617
        
          
        
        330000
        NS
        USD
        327937.5
        0.0503315267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR 3.95 06/30/62
        161175CG7
        
          
          
        
        880000
        NS
        USD
        711622.75
        0.1092191636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-06-30
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Chemours Company LLC
        549300M1BOLNXL8DOV14
        CC 5.75 11/15/28 144A
        163851AF5
        
          
          
        
        640000
        NS
        USD
        621836.8
        0.0954389038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Indonesia (Republic of)
        529900FWX0GRR7WG5W79
        INDON 4.35 01/08/27 144A
        455780BX3
        
          
          
        
        765000
        NS
        USD
        812583.64
        0.1247145422
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-01-08
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JSC National Company KazMunayGas
        2138001H1M69RFJCSH88
        KZOKZ 4.75 04/19/27 144A
        48667QAN5
        
          
          
        
        545000
        NS
        USD
        521870.2
        0.0800961278
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2027-04-19
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central America Bottling Corporation / Cbc Bottling Holdco S L / Beliv Holdco S L
        549300DT8SH0CF6BTT37
        CAMEBO 5.25 04/27/29 144A
        15239XAA6
        
          
          
        
        350000
        NS
        USD
        348250
        0.0534490693
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-04-27
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNS RECEIVABLES FUNDING 2020-A LLC
        N/A
        CONN 2020-A B
        20825XAC2
        
          
          
        
        100836.24
        NS
        USD
        100764.97
        0.0154653090
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C V6.25 PERP T
        172967KM2
        
          
          
        
        350000
        NS
        USD
        365470
        0.0560919781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Diamondback Energy Inc
        549300R22LSX6OHWEN64
        FANG 3.125 03/24/31
        25278XAR0
        
          
          
        
        250000
        NS
        USD
        238762.89
        0.0366450948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp Capital III
        N/A
        KEY 7.75 07/15/29
        49326QAA4
        
          
          
        
        1000000
        NS
        USD
        1182353.67
        0.1814664847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.
        N/A
        LADR 4.25 02/01/27 144A
        505742AM8
        
          
          
        
        840000
        NS
        USD
        805025.58
        0.1235545385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Livongo Health Inc
        54930061HKCVF1H2O156
        TDOC 0.875 06/01/25
        539183AA1
        
          
          
        
        255000
        NS
        USD
        256530
        0.0393719735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.875000000000
          N
          N
          N
          N
          Y
          
            
              Teladoc Health Inc
              Teladoc Health Inc COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Lundin Energy Finance B.V.
        549300JSNI1KL271GM17
        LUNESS 2 07/15/26 144A
        55037AAA6
        
          
          
        
        1230000
        NS
        USD
        1145335.6
        0.1757849875
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR 4.75 12/15/26
        26884UAC3
        
          
          
        
        700000
        NS
        USD
        700494.04
        0.1075111400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR 3.6 11/15/31
        26884UAG4
        
          
          
        
        185000
        NS
        USD
        167721.27
        0.0257416965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COREVEST AMERICAN FINANCE TRUST
        N/A
        CAFL 2021-1 C
        21873LAJ2
        
          
          
        
        105000
        NS
        USD
        93998.97
        0.0144268700
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-04-17
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        OFC 2.75 04/15/31
        22003BAM8
        
          
          
        
        110000
        NS
        USD
        98748.35
        0.0151558002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPE 3.8 02/15/28
        30212PAP0
        
          
          
        
        400000
        NS
        USD
        397878.52
        0.0610660060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPE 2.95 03/15/31
        30212PBH7
        
          
          
        
        300000
        NS
        USD
        277753.68
        0.0426293631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Maps Ltd
        N/A
        MAPSL 2018-1A A
        56564RAA8
        
          
          
        
        455247.52
        NS
        USD
        425690.94
        0.0653346291
        Long
        ABS-O
        CORP
        BM
        
        N
        
        2
        
          2043-05-15
          Fixed
          4.212000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marvell Technology Inc
        N/A
        MRVL 2.45 04/15/28
        573874AF1
        
          
          
        
        390000
        NS
        USD
        358596.37
        0.0550370201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ivory Coast (Republic Of)
        254900ICW11T82O6H590
        IVYCST 6.375 03/03/28 144A
        221625AM8
        
          
          
        
        470000
        NS
        USD
        479400
        0.0735778431
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2028-03-03
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream Operating, LP
        549300Y6CTBSE0QIPL28
        DCP 5.125 05/15/29
        23311VAH0
        
          
          
        
        5000
        NS
        USD
        5142.45
        0.0007892582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NFLX 5.375 11/15/29 144A
        64110LAU0
        
          
          
        
        100000
        NS
        USD
        108250
        0.0166141041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust-2017
        N/A
        NRZT 2017-2A A3
        64829KBV1
        
          
          
        
        1113962.55
        NS
        USD
        1116569.56
        0.1713700039
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-03-25
          Floating
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC TRUST 2022-1
        N/A
        ACC 2022-1 C
        00091HAC6
        
          
          
        
        1015000
        NS
        USD
        984732.19
        0.1511357333
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-20
          Fixed
          3.240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 4.625 10/01/28
        00912XBF0
        
          
          
        
        10000
        NS
        USD
        10182.82
        0.0015628493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream Operating, LP
        549300Y6CTBSE0QIPL28
        DCP 3.25 02/15/32
        23311VAK3
        
          
          
        
        815000
        NS
        USD
        733500
        0.1125768625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominos Pizza Inc
        25490005ZWM1IF9UXU57
        DPABS 2019-1A A2
        25755TAL4
        
          
          
        
        337120
        NS
        USD
        323189.19
        0.0496027607
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-10-25
          Fixed
          3.668000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS 6.75 10/01/37
        38141GFD1
        
          
          
        
        575000
        NS
        USD
        724581.6
        0.1112080752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances Inc.
        BZLRL03D3GPGMOGFO832
        IFF 2.3 11/01/30 144A
        459506AQ4
        
          
          
        
        625000
        NS
        USD
        557916.22
        0.0856284357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Resi Mtg Ln Tr 2016-4
        N/A
        NRZT 2016-4A B1A
        64829LAQ1
        
          
          
        
        740197.92
        NS
        USD
        755346.07
        0.1159297760
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-11-25
          Floating
          4.499999300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Obx 2019-Inv1 Tr
        N/A
        OBX 2019-INV1 A3
        67098AAC3
        
          
          
        
        83963.51
        NS
        USD
        84290.08
        0.0129367590
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-11-25
          Floating
          4.500003000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drawbridge Special Opportunities Fund LP/ Drawbridge Special Opportunities Finance Corporation
        OTW7FAILU3FWEXAKRN53
        DRAWBR 3.875 02/15/26
        26150TAE9
        
          
          
        
        970000
        NS
        USD
        938826.48
        0.1440901698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST
        N/A
        DRIVE 2020-1 D
        26208QAG2
        
          
          
        
        230000
        NS
        USD
        229199.85
        0.0351773688
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM V1.953 02/04/32
        46647PBX3
        
          
          
        
        1625000
        NS
        USD
        1423504.13
        0.2184780214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          1.953000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM V4.6 PERP HH
        48128BAG6
        
          
          
        
        343000
        NS
        USD
        330566.25
        0.0507349847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.
        549300RHSHNRWI5LLA86
        BCULC 3.875 01/15/28 144A
        68245XAH2
        
          
          
        
        120000
        NS
        USD
        113704.2
        0.0174512094
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onemain Financial Issuance Trust
        N/A
        OMFIT 2018-2A A
        68269CAA4
        
          
          
        
        120000
        NS
        USD
        120034.18
        0.0184227285
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-14
          Fixed
          3.570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc.
        C4BXATY60WC6XEOZDX54
        MET 10.75 08/01/39
        59156RAV0
        
          
          
        
        915000
        NS
        USD
        1330355.1
        0.2041815994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-01
          Fixed
          10.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc.
        C4BXATY60WC6XEOZDX54
        MET 9.25 04/08/38
        59156RBS6
        
          
          
        
        245000
        NS
        USD
        318156.68
        0.0488303760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-08
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orbia Advance Corp S A B De Cv
        549300MVHZ20SBIOEQ79
        ORBIA 2.875 05/11/31 144A
        68560EAB4
        
          
          
        
        645000
        NS
        USD
        570818.55
        0.0876086727
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-05-11
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penn National Gaming, Inc.
        N/A
        PENN 2.75 05/15/26
        707569AU3
        
          
          
        
        155000
        NS
        USD
        311705
        0.0478401785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          2.750000000000
          N
          N
          N
          N
          Y
          
            
              Penn National Gaming, Inc.
              Penn National Gaming, Inc. COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust 2019-D
        N/A
        AJAXM 2019-D A1
        00968FAA4
        
          
          
        
        196117.2
        NS
        USD
        196421.52
        0.0301465828
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2065-09-25
          Floating
          2.956000200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        CZ72ZHBVKZXQRV3XFE26
        OVV 8.125 09/15/30
        012873AH8
        
          
          
        
        90000
        NS
        USD
        112688.53
        0.0172953254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          8.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar (State of)
        52990074F6OJOAXK4P65
        QATAR 4.4 04/16/50 144A
        74727PBE0
        
          
          
        
        430000
        NS
        USD
        483267.54
        0.0741714293
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBS COMMERCIAL FUNDING INC TRUST
        N/A
        RBSCF 2013-GSP A
        74932QAA8
        
          
          
        
        255000
        NS
        USD
        255799.09
        0.0392597941
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-01-15
          Floating
          3.833600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 3 LLC
        N/A
        EDVES 2021-A A
        28166LAA2
        
          
          
        
        134055.18
        NS
        USD
        123961.2
        0.0190254437
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-11-27
          Fixed
          1.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        CZ72ZHBVKZXQRV3XFE26
        OVV 6.5 08/15/34
        292505AD6
        
          
          
        
        680000
        NS
        USD
        807111.15
        0.1238746298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Inc.
        C4BXATY60WC6XEOZDX54
        MET V5.875 PERP D
        59156RBT4
        
          
          
        
        340000
        NS
        USD
        340377.2
        0.0522407597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MetLife Inc.
        C4BXATY60WC6XEOZDX54
        MET V3.85 PERP G
        59156RCA4
        
          
          
        
        565000
        NS
        USD
        557203
        0.0855189714
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Allegheny Technologies Incorporated
        ZW1LRE7C3H17O2ZN9B45
        ATI 5.875 12/01/27
        01741RAH5
        
          
          
        
        500000
        NS
        USD
        499647.5
        0.0766854095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
        5493003R0K8V08JVGR27
        AMCAR 2019-3 D
        03066NAG9
        
          
          
        
        330000
        NS
        USD
        328588.69
        0.0504314707
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-18
          Fixed
          2.580000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL MORTGAGE LOAN TRUST
        N/A
        RMLT 2019-2 A1
        76119DAA7
        
          
          
        
        237168
        NS
        USD
        236630.2
        0.0363177716
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-05-25
          Floating
          2.912999900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated
        549300FGXN1K3HLB1R50
        RKTRM 4 10/15/33 144A
        77313LAB9
        
          
          
        
        1005000
        NS
        USD
        880279.5
        0.1351044366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-10-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endo Luxembourg Finance Company I S a r l and Endo U S Inc
        222100B15VY0VVCTG251
        ENDP 6.125 04/01/29 144A
        29280BAA3
        
          
          
        
        305000
        NS
        USD
        278312.5
        0.0427151303
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST 2021-ESH
        N/A
        ESA 2021-ESH C
        30227FAG5
        
          
          
        
        193807.21
        NS
        USD
        191008.63
        0.0293158177
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.891000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microstrategy Incorporated
        549300WQTWEJUEHXQX21
        MSTR 6.125 06/15/28 144A
        594972AF8
        
          
          
        
        545000
        NS
        USD
        530301.35
        0.0813901325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Micron Technology Inc.
        B3DXGBC8GAIYWI2Z0172
        MU 5.327 02/06/29
        595112BN2
        
          
          
        
        170000
        NS
        USD
        183767.89
        0.0282045160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-06
          Fixed
          5.327000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRTKL 2021-1 SFR1
        N/A
        FRTKL 2021-SFR1 E1
        30322DAS8
        
          
          
        
        100000
        NS
        USD
        89631.08
        0.0137564905
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-09-17
          Fixed
          2.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREED ABS TRUST 2021-3FP
        N/A
        FREED 2021-3FP D
        30322MAD1
        
          
          
        
        255000
        NS
        USD
        239352.44
        0.0367355784
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-11-20
          Fixed
          2.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corporation
        549300L17W0GQBR1PO80
        S 6.875 11/15/28
        852060AD4
        
          
          
        
        70000
        NS
        USD
        81108.3
        0.0124484225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD MORTGAGE RESIDENTIAL TRUST
        N/A
        STAR 2021-3 A3
        85573JAC0
        
          
          
        
        234393.39
        NS
        USD
        222916.62
        0.0342130248
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-06-25
          Floating
          1.517999000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares Holdings LP
        5493008EAIGV4283RM42
        ANTHOL 6 08/15/23
        03666HAA9
        
          
          
        
        1125000
        NS
        USD
        1148439.83
        0.1762614217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust 2019-A
        N/A
        AQFIT 2019-A C
        038370AC6
        
          
          
        
        970000
        NS
        USD
        950131.68
        0.1458252808
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          4.010000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSHIP CREDIT AUTO TRUST
        N/A
        FCAT 2019-3 D
        33846AAG1
        
          
          
        
        210000
        NS
        USD
        207941.75
        0.0319146964
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          2.860000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp II
        5493005BBCF84ICNQ550
        GSMS 2013-PEMB A
        36197VAA6
        
          
          
        
        130000
        NS
        USD
        126258.56
        0.0193780403
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-07
          Floating
          3.549500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc.
        B3DXGBC8GAIYWI2Z0172
        MU 4.663 02/15/30
        595112BQ5
        
          
          
        
        740000
        NS
        USD
        773396.2
        0.1187000922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.663000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mohegan Tribal Gaming Authority
        549300UB083Z2NRDHC48
        MOHEGN 8 02/01/26 144A
        608328BH2
        
          
          
        
        700000
        NS
        USD
        695625
        0.1067638445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIF FUNDING II LLC
        N/A
        TIF 2021-1A A
        872480AE8
        
          
          
        
        336545.83
        NS
        USD
        302114.2
        0.0463681919
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-20
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Pt Mtg Tr 2017-1
        N/A
        TPMT 2017-1 M1
        89173FAC4
        
          
          
        
        635000
        NS
        USD
        628106.44
        0.0964011620
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-25
          Floating
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Molina Healthcare, Inc.
        549300NQQCEQ46YHZ591
        MOH 3.875 05/15/32 144A
        60855RAL4
        
          
          
        
        785000
        NS
        USD
        746495.75
        0.1145714375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        MSI 4.6 02/23/28
        620076BL2
        
          
          
        
        377000
        NS
        USD
        387616.72
        0.0594910350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-23
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoNation, Inc.
        N/A
        AN 4.75 06/01/30
        05329WAQ5
        
          
          
        
        140000
        NS
        USD
        145918.65
        0.0223954517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding Inc
        5493003VM0XB4U8YD238
        AVTR 3.875 11/01/29 144A
        05352TAB5
        
          
          
        
        645000
        NS
        USD
        606300
        0.0930543309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust 2014-G
        N/A
        GSMS 2014-GC18 B
        36252RBC2
        
          
          
        
        275000
        NS
        USD
        255941.84
        0.0392817032
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-01-11
          Floating
          4.885000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE-BACKED SECURITIES TRUST
        N/A
        GSMBS 2020-NQM1 A3
        36259WAC5
        
          
          
        
        234963.17
        NS
        USD
        231367.41
        0.0355100438
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-09-25
          Floating
          2.351999500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER FINANCE VIII LLC
        N/A
        TCF 2021-1A A
        89680HAE2
        
          
          
        
        649650
        NS
        USD
        584539.48
        0.0897145476
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-03-20
          Fixed
          1.860000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Airways Group Inc.
        N/A
        AAL 5.9 10/01/24
        90345WAA2
        
          
          
        
        321107.05
        NS
        USD
        331775.96
        0.0509206498
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        MSI 4.6 05/23/29
        620076BN8
        
          
          
        
        175000
        NS
        USD
        181979.5
        0.0279300356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-23
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG 5.25 06/15/29 144A
        629377CH3
        
          
          
        
        215000
        NS
        USD
        210104.45
        0.0322466255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BREX COMMERCIAL CHARGE CARD MASTER TRUST
        N/A
        BREX 2021-1 A
        05601DAA1
        
          
          
        
        190000
        NS
        USD
        187838.81
        0.0288293168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          2.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST
        N/A
        BX 2019-OC11 D
        05606FAL7
        
          
          
        
        985000
        NS
        USD
        914031.64
        0.1402846820
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-12-11
          Floating
          3.943990400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        B3BS7ACMDUWISF18KY76
        BHCCN 5 02/15/29 144A
        071734AM9
        
          
          
        
        25000
        NS
        USD
        19475.13
        0.0029890239
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Secured Lending Fund
        549300KM7KWQHVBNH962
        BXSL 2.125 02/15/27 144A
        09261XAC6
        
          
          
        
        1530000
        NS
        USD
        1357252.61
        0.2083098029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO RESIDENTIAL FUNDING TRUST
        N/A
        BRAVO 2021-A A1
        105693AA3
        
          
          
        
        895792.1
        NS
        USD
        860416.91
        0.1320559457
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-10-25
          Floating
          1.991000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        AVGO 3.187 11/15/36 144A
        11135FBQ3
        
          
          
        
        56000
        NS
        USD
        48612.98
        0.0074610726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.187000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings, LLC/ CCO Holdings Capital Corp.
        N/A
        CHTR 4.5 08/15/30 144A
        1248EPCE1
        
          
          
        
        575000
        NS
        USD
        539518.2
        0.0828047256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW Finance Corp
        N/A
        CDWC 3.569 12/01/31
        12513GBJ7
        
          
          
        
        1990000
        NS
        USD
        1843635.5
        0.2829593731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.569000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catalent Pharma Solutions, Inc.
        549300HALRZ339MSTH85
        CTLT 3.125 02/15/29 144A
        14879EAH1
        
          
          
        
        185000
        NS
        USD
        168149.28
        0.0258073870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citadel Limited Partnership
        N/A
        CITADL 4.875 01/15/27 144A
        17288XAB0
        
          
          
        
        590000
        NS
        USD
        582153.53
        0.0893483543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Consensus Cloud Solutions Inc
        N/A
        CCSI 6 10/15/26 144A
        20848VAA3
        
          
          
        
        110000
        NS
        USD
        109175
        0.0167560722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consensus Cloud Solutions Inc
        N/A
        CCSI 6.5 10/15/28 144A
        20848VAB1
        
          
          
        
        170000
        NS
        USD
        168923.9
        0.0259262749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        CCI 3.3 07/01/30
        22822VAR2
        
          
          
        
        460000
        NS
        USD
        439910.9
        0.0675170946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Master Finance LLC
        549300F17UZJL70BPB08
        DNKN 2021-1A A2II
        233046AQ4
        
          
          
        
        478800
        NS
        USD
        431648.73
        0.0662490248
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.493000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc New
        549300V3UCT773B1KR38
        CZR 6.25 07/01/25 144A
        28470RAH5
        
          
          
        
        180000
        NS
        USD
        185839.2
        0.0285224186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST
        549300KR7NUJOX0UJ040
        EART 2019-2A E
        30167LAJ8
        
          
          
        
        950000
        NS
        USD
        954911.88
        0.1465589413
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR Capital Corp
        549300TYRSI1T21B1360
        FSK 3.4 01/15/26
        302635AG2
        
          
          
        
        425000
        NS
        USD
        411476.93
        0.0631530767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST INVESTORS AUTO OWNER TRUST 2022-1
        N/A
        FIAOT 2022-1A D
        32057KAD2
        
          
          
        
        200000
        NS
        USD
        194723.24
        0.0298859324
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        FMCN 7.25 04/01/23 144A
        335934AK1
        
          
          
        
        200000
        NS
        USD
        199652
        0.0306423937
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-04-01
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        FCX 5.45 03/15/43
        35671DBC8
        
          
          
        
        815000
        NS
        USD
        912669.6
        0.1400756374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        FCX 4.375 08/01/28
        35671DCG8
        
          
          
        
        155000
        NS
        USD
        155717.65
        0.0238993926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gcat 2019-RPL1 Trust
        N/A
        GCAT 2019-RPL1 A1
        36167CAA4
        
          
          
        
        237928
        NS
        USD
        233776.82
        0.0358798377
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-11-25
          Floating
          2.650001000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gmf Floorplan Owner Revolving Trust
        N/A
        GFORT 2020-1 C
        361886CK8
        
          
          
        
        100000
        NS
        USD
        98150.33
        0.0150640166
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          1.480000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp II
        549300E4QCAQ0FY44H36
        GSMS 2013-PEMB D
        36197VAG3
        
          
          
        
        430000
        NS
        USD
        352290.62
        0.0540692198
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-07
          Floating
          3.549500200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico (United Mexican States)
        254900EGTWEU67VP6075
        MEX 4.5 01/31/50
        91087BAG5
        
          
          
        
        830000
        NS
        USD
        780307.9
        0.1197608932
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2050-01-31
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico (United Mexican States)
        254900EGTWEU67VP6075
        MEX 2.659 05/24/31
        91087BAM2
        
          
          
        
        430000
        NS
        USD
        391386
        0.0600695404
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.659000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.375 11/15/31
        91282CDJ7
        
          
          
        
        3015000
        NS
        USD
        2766262.5
        0.4245632626
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST
        N/A
        VERUS 2021-R3 A1
        92538EAA5
        
          
          
        
        170300.99
        NS
        USD
        166683.8
        0.0255824666
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2064-04-25
          Floating
          1.020000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES ISSUER TRUST
        N/A
        GCAR 2019-4A D
        36258HAG0
        
          
          
        
        1545000
        NS
        USD
        1528392.95
        0.2345762549
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          4.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES ISSUER TRUST
        N/A
        GCAR 2021-1A D
        36261AAG0
        
          
          
        
        965000
        NS
        USD
        924574.03
        0.1419027177
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glatfelter Corporation
        549300LDQLQBT38QDY28
        GLT 4.75 11/15/29 144A
        377320AA4
        
          
          
        
        290000
        NS
        USD
        245775
        0.0377213066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME PARTNERS OF AMERICA TRUST
        N/A
        HPA 2021-1 E
        437300AJ5
        
          
          
        
        93414.77
        NS
        USD
        84104.57
        0.0129082871
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-09-19
          Fixed
          2.577000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG 4.45 06/15/29 144A
        629377CL4
        
          
          
        
        390000
        NS
        USD
        390159.67
        0.0598813245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Open Text Corp
        549300HP7ONDQODZJV16
        OTEXCN 3.875 02/15/28 144A
        683715AC0
        
          
          
        
        115000
        NS
        USD
        110258.55
        0.0169223744
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES ISSUER TRUST
        N/A
        GCAR 2021-2A D
        36261XAG0
        
          
          
        
        345000
        NS
        USD
        320888.99
        0.0492497283
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.420000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST
        N/A
        HPEFS 2020-1A D
        40438FAF1
        
          
          
        
        315000
        NS
        USD
        312809.58
        0.0480097084
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-02-20
          Fixed
          2.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation
        549300T0G4GS0SINS786
        IEP 5.25 05/15/27
        451102BZ9
        
          
          
        
        630000
        NS
        USD
        618297.78
        0.0948957385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS Quattro Finance 2 PLC
        213800V48W4Y5MT5Q131
        STYRO 3.375 01/15/26 144A
        45674GAA2
        
          
          
        
        270000
        NS
        USD
        251383.5
        0.0385820937
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-01-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ihs Holding Limited
        N/A
        IHSHLD 5.625 11/29/26 144A
        44963HAA3
        
          
          
        
        400000
        NS
        USD
        378600
        0.0581071577
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-11-29
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.
        N/A
        LADR 5.25 10/01/25 144A
        505742AG1
        
          
          
        
        125000
        NS
        USD
        124531.25
        0.0191129344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc
        P77IMDGVZE8EFBTF2M92
        JBSSBZ 3 02/02/29 144A
        46590XAF3
        
          
          
        
        260000
        NS
        USD
        240500
        0.0369117047
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-02-02
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        CACLN 2021-1 D
        46591HBT6
        
          
          
        
        160694.75
        NS
        USD
        157836.71
        0.0242246239
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          1.174000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kyndryl Holdings Inc
        549300LQ4LWX2R8ZV130
        KD 3.15 10/15/31 144A
        50155QAE0
        
          
          
        
        850000
        NS
        USD
        716161.58
        0.1099157788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDMARK FUNDING TRUST
        N/A
        LFT 2021-1A A
        52607MAA7
        
          
          
        
        825000
        NS
        USD
        745941.82
        0.1144864209
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-11-20
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MBIA Insurance Corporation
        5493004M1UUDNTDXS107
        MBI 0 01/15/33 144A
        55276GAA3
        
          
          
        
        600000
        NS
        USD
        72000
        0.0110504896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-15
          Floating
          11.499140000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        MVW 2019-1 LLC
        N/A
        MVWOT 2019-1A C
        55389PAC3
        
          
          
        
        34003.4
        NS
        USD
        33153.53
        0.0050883714
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-20
          Fixed
          3.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meccanica Holdings USA, Inc.
        529900WVR776KSXHSA85
        LDOIM 6.25 01/15/40 144A
        583491AC9
        
          
          
        
        436000
        NS
        USD
        481780
        0.0739431231
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-01-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Loan Trust
        N/A
        MCMLT 2017-3 B1
        59980CAH6
        
          
          
        
        331199.62
        NS
        USD
        319219.37
        0.0489934767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-01-25
          Floating
          3.249999800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil USA Inc
        N32S6DTR2ZZ5222WHV58
        MUSA 3.75 02/15/31 144A
        626738AF5
        
          
          
        
        140000
        NS
        USD
        127750
        0.0196069450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL Corporation Ltd.
        UNZWILHE4KMRP9K2L524
        NCLH 5.875 02/15/27 144A
        62886HBE0
        
          
          
        
        350000
        NS
        USD
        344750
        0.0529118928
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2027-02-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
        N/A
        MSBAM 2012-CKSV A2
        553514AC4
        
          
          
        
        100000
        NS
        USD
        98965.67
        0.0151891542
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-10-18
          Fixed
          3.277000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARINER FINANCE ISSUANCE TRUST
        N/A
        MFIT 2020-AA A
        56848MAA7
        
          
          
        
        770000
        NS
        USD
        740296.33
        0.1136199566
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-21
          Fixed
          2.190000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIENT PRIVATE EDUCATION REFI LOAN TRUST
        N/A
        NAVSL 2020-HA A
        63935BAA1
        
          
          
        
        61106.06
        NS
        USD
        59169.95
        0.0090813460
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-01-15
          Fixed
          1.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corporation
        54930067J0ZNOEBRW338
        NAVI 5.875 10/25/24
        63938CAB4
        
          
          
        
        10000
        NS
        USD
        10201.4
        0.0015657009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-25
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NFLX 4.875 06/15/30 144A
        64110LAV8
        
          
          
        
        1215000
        NS
        USD
        1296040.5
        0.1989150282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST
        N/A
        NRZT 2021-NQ2R A1
        64831EAA8
        
          
          
        
        269122.48
        NS
        USD
        262340.7
        0.0402637940
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-10-25
          Floating
          0.940539900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nigeria (Federal Republic of)
        549300GSBZD84TNEQ285
        NGERIA 7.875 02/16/32 144A
        65412JAA1
        
          
          
        
        215000
        NS
        USD
        203239.5
        0.0311929997
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.
        549300RHSHNRWI5LLA86
        BCULC 4 10/15/30 144A
        68245XAM1
        
          
          
        
        150000
        NS
        USD
        135305.25
        0.0207665174
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-10-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ontario Teachers Cadillac Fairview Properties Trust
        N/A
        CFPTCN 2.5 10/15/31 144A
        68327LAD8
        
          
          
        
        322000
        NS
        USD
        294689.38
        0.0452286378
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-10-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Open Text Holdings Inc
        N/A
        OTEXCN 4.125 02/15/30 144A
        683720AA4
        
          
          
        
        110000
        NS
        USD
        104301.45
        0.0160080845
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penn Mutual Life Insurance Company
        BIYXEJSLUQ3IWFUXX074
        PMUL 6.65 06/15/34
        707567AA1
        
          
          
        
        535000
        NS
        USD
        635046.37
        0.0974662957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-06-15
          Fixed
          6.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilgrims Pride Corporation
        549300ZSLGV64ZL3HD75
        PPC 4.25 04/15/31 144A
        72147KAF5
        
          
          
        
        45000
        NS
        USD
        41625
        0.0063885643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS COMMERCIAL MORTGAGE TRUST
        N/A
        WFRBS 2014-C24 C
        92939KAK4
        
          
          
        
        90000
        NS
        USD
        79478.51
        0.0121982840
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-11-18
          Floating
          4.290000200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venezuela (Republic of)
        529900XM8PJTJK5OJI77
        VENZ 7.65 04/21/25
        P97497TZ7
        
          
          
        
        1700000
        NS
        USD
        153000
        0.0234822903
        Long
        DBT
        NUSS
        VE
        N
        
        2
        
          2025-04-21
          Fixed
          7.650000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        MARLETTE FUNDING TRUST
        549300GIOP3T7X23OV63
        MFT 2021-2A C
        57108TAC1
        
          
          
        
        100000
        NS
        USD
        94675.62
        0.0145307215
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merlin Aviation Hldgs 2016-1
        N/A
        MRLN 2016-1 A
        59010RAA2
        
          
          
        
        122541.36
        NS
        USD
        99404.73
        0.0152565407
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-12-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST
        N/A
        MCMLT 2017-1 M2
        59981HAC5
        
          
          
        
        270000
        NS
        USD
        269703.03
        0.0413937572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-11-25
          Floating
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NFLX 4.875 04/15/28
        64110LAS5
        
          
          
        
        210000
        NS
        USD
        220238.55
        0.0338019972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL MORTGAGE LOAN TRUST
        N/A
        NRZT 2019-RPL2 M2
        64830HAD6
        
          
          
        
        670000
        NS
        USD
        657079.32
        0.1008478913
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-02-25
          Floating
          3.750000300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northriver Midstream Finance LP
        549300SOLNLY3BL6GF18
        NORMID 5.625 02/15/26 144A
        66679NAA8
        
          
          
        
        440000
        NS
        USD
        438127.8
        0.0672434262
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-02-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Core Income Corporation
        5493003I42XBWPE05N35
        ORCINC 4.7 02/08/27
        69120VAE1
        
          
          
        
        681000
        NS
        USD
        654972.21
        0.1005244941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-08
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Capital Corporation
        2549000BD79OOCPF2L94
        ORCC 2.875 06/11/28
        69121KAG9
        
          
          
        
        645000
        NS
        USD
        562555.34
        0.0863404433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-11
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecuador (Republic Of)
        5299003Y2U5XK0A35H71
        ECUA 1 07/31/35 144A
        ZO2104214
        
          
          
        
        1535000
        NS
        USD
        1003905.35
        0.1540784111
        Long
        DBT
        NUSS
        EC
        N
        
        2
        
          2035-07-31
          Variable
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCTANE RECEIVABLES TRUST
        N/A
        OCTL 2020-1A B
        67592LAB2
        
          
          
        
        915000
        NS
        USD
        895349.37
        0.1374173455
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-20
          Fixed
          1.980000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ortho Clinical Diagnostics Inc / Ortho Clinical Diagnostics S A
        5493006VJVVGE5PD4517
        ORTCLI 7.25 02/01/28 144A
        68752DAA6
        
          
          
        
        91000
        NS
        USD
        93730
        0.0143855887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilgrims Pride Corporation
        549300ZSLGV64ZL3HD75
        PPC 3.5 03/01/32 144A
        72147KAG3
        
          
          
        
        805000
        NS
        USD
        702752.93
        0.1078578323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline L.P./PAA Finance Corp.
        5521FA2ITF25TVH63740
        PAA 4.3 01/31/43
        72650RBC5
        
          
          
        
        390000
        NS
        USD
        345305.79
        0.0529971949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-31
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM 2020-6 LLC
        N/A
        PRPM 2020-6 A1
        693587AA5
        
          
          
        
        608820.51
        NS
        USD
        592345.4
        0.0909125926
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-25
          Floating
          2.363000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parsley Energy LLC
        549300QKXAJMQB5TEW86
        PARSLY 4.125 02/15/28 144A
        701885AJ4
        
          
          
        
        430000
        NS
        USD
        427697.71
        0.0656426262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline L.P./PAA Finance Corp.
        5521FA2ITF25TVH63740
        PAA 4.7 06/15/44
        72650RBE1
        
          
          
        
        415000
        NS
        USD
        389396.86
        0.0597642492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-15
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline L.P./PAA Finance Corp.
        5521FA2ITF25TVH63740
        PAA 4.9 02/15/45
        72650RBH4
        
          
          
        
        35000
        NS
        USD
        33555.39
        0.0051500484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ortho Clinical Diagnostics Inc / Ortho Clinical Diagnostics S A
        5493006VJVVGE5PD4517
        ORTCLI 7.375 06/01/25 144A
        68752DAC2
        
          
          
        
        206000
        NS
        USD
        212180
        0.0325651788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM LLC
        N/A
        PRPM 2020-4 A1
        69359XAA7
        
          
          
        
        251393.68
        NS
        USD
        244956.72
        0.0375957178
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-25
          Floating
          2.610000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline L.P./PAA Finance Corp.
        5521FA2ITF25TVH63740
        PAA 3.8 09/15/30
        72650RBN1
        
          
          
        
        825000
        NS
        USD
        809226.76
        0.1241993315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        PRU V5.875 09/15/42
        744320AL6
        
          
          
        
        470000
        NS
        USD
        473525
        0.0726761538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips Edison Grocery Center Operating Partnership I L P
        549300WUPIVS6ZE0ZI51
        PECO 2.625 11/15/31
        71845JAA6
        
          
          
        
        740000
        NS
        USD
        653521.5
        0.1003018406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR4 E1
        74333EAE2
        
          
          
        
        100000
        NS
        USD
        90028.51
        0.0138174876
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-05-19
          Fixed
          2.409000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        PRU V5.625 06/15/43
        744320AM4
        
          
          
        
        390000
        NS
        USD
        392437.5
        0.0602309236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        PRU V5.125 03/01/52
        744320BJ0
        
          
          
        
        226000
        NS
        USD
        228463.4
        0.0350643392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Incorporation
        549300NX9W3U2DO53T22
        PLNT 2019-1A A2
        72703PAC7
        
          
          
        
        278587.5
        NS
        USD
        261902.06
        0.0401964720
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-12-05
          Fixed
          3.858000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR9 E1
        74333QAJ4
        
          
          
        
        100000
        NS
        USD
        87040.49
        0.0133588893
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-11-19
          Fixed
          2.811000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR4 E2
        74333EAF9
        
          
          
        
        100000
        NS
        USD
        89890.85
        0.0137963597
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-05-19
          Fixed
          2.559000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR5 E2
        74333FAF6
        
          
          
        
        100000
        NS
        USD
        88639.44
        0.0136042945
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-19
          Fixed
          2.359000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2019-Sfr2 Trust
        N/A
        PROG 2019-SFR2 D
        74333NAG7
        
          
          
        
        305000
        NS
        USD
        298710.72
        0.0458458291
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-19
          Fixed
          3.794000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        PROG 2021-SFR7 E2
        74333PAL1
        
          
          
        
        100000
        NS
        USD
        87229.69
        0.0133879275
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-08-17
          Fixed
          2.640000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR3 E2
        74333VAL8
        
          
          
        
        105000
        NS
        USD
        93591.89
        0.0143643917
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-05-19
          Fixed
          2.688000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pulte Group Inc
        N/A
        PHM 7.875 06/15/32
        745867AM3
        
          
          
        
        415000
        NS
        USD
        536110.48
        0.0822817121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pulte Group Inc
        N/A
        PHM 6 02/15/35
        745867AT8
        
          
          
        
        1200000
        NS
        USD
        1350713.88
        0.2073062450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCO V MORTGAGE LLC
        N/A
        RCO 2021-2 A1
        74938JAA8
        
          
          
        
        624764.15
        NS
        USD
        601357.05
        0.0922956918
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-25
          Floating
          2.115600100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pulte Group Inc
        N/A
        PHM 6.375 05/15/33
        745867AP6
        
          
          
        
        415000
        NS
        USD
        482364.66
        0.0740328562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kite Realty Group, L.P.
        549300X6R2GYI8Y3OD81
        KRG 4.75 09/15/30
        76131VAB9
        
          
          
        
        815000
        NS
        USD
        842266.36
        0.1292702170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction, LLC
        549300KJYBG7C6WJYZ11
        SPLLLC 4.2 03/15/28
        785592AU0
        
          
          
        
        420000
        NS
        USD
        431292.03
        0.0661942789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Splunk Inc
        549300XGDSGBP6UEI867
        SPLK 1.125 06/15/27
        848637AF1
        
          
          
        
        345000
        NS
        USD
        329475
        0.0505675007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.125000000000
          N
          N
          N
          N
          Y
          
            
              Splunk Inc
              Splunk Inc COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated
        549300FGXN1K3HLB1R50
        RKTRM 2.875 10/15/26 144A
        77313LAA1
        
          
          
        
        1510000
        NS
        USD
        1386398.95
        0.2127831547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB PRIVATE EDUCATION LOAN TRUST
        N/A
        SMB 2021-D B
        78449MAC0
        
          
          
        
        200000
        NS
        USD
        179910.78
        0.0276125305
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-03-17
          Fixed
          2.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2019-3 D
        80286HAG4
        
          
          
        
        385000
        NS
        USD
        386396.93
        0.0593038228
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Infrastructure Partners LP
        N/A
        SMPINF 3.25 01/15/32 144A
        81685VAA1
        
          
          
        
        909000
        NS
        USD
        839496.85
        0.1288451553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Inc
        549300OHIIUWSTIZME52
        SQ 3.5 06/01/31 144A
        852234AM5
        
          
          
        
        350000
        NS
        USD
        320250
        0.0491516567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Telesat Canada /Telesat LLC
        5493004V5GLBY6SO5Y34
        TELSAT 6.5 10/15/27 144A
        87952VAM8
        
          
          
        
        330000
        NS
        USD
        161538.3
        0.0247927403
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-10-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teva Pharmaceutical Finance Netherlands III B.V.
        5493004T21MOAFINJP35
        TEVA 4.75 05/09/27
        88167AAP6
        
          
          
        
        210000
        NS
        USD
        201589.5
        0.0309397593
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-09
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOORAK MORTGAGE CORP 2021-1 LTD
        N/A
        TRK 2021-1 A1
        89053BAA2
        
          
          
        
        500000
        NS
        USD
        473197.5
        0.0726258894
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2024-06-25
          Fixed
          2.239500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2020-2 D
        80285RAG3
        
          
          
        
        95000
        NS
        USD
        94257.26
        0.0144665121
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          2.220000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2020-1 C
        80287AAF0
        
          
          
        
        110000
        NS
        USD
        111132.21
        0.0170564629
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          4.110000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 3.875 04/15/30
        87264ABF1
        
          
          
        
        1915000
        NS
        USD
        1922351.95
        0.2950406969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 3.375 04/15/29
        87264ABV6
        
          
          
        
        1590000
        NS
        USD
        1512296.7
        0.2321058182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Pt Mtg Tr 2018-5
        N/A
        TPMT 2018-5 M1
        89176VAC6
        
          
          
        
        170000
        NS
        USD
        163764.67
        0.0251344414
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-07-25
          Floating
          3.250000100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2020-1 A2B
        89178WBD9
        
          
          
        
        100000
        NS
        USD
        95869.43
        0.0147139463
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-01-25
          Floating
          3.250000200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 3.5 04/15/31
        87264ABW4
        
          
          
        
        1220000
        NS
        USD
        1147995.6
        0.1761932417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 2.7 03/15/32 144A
        87264ACP8
        
          
          
        
        195000
        NS
        USD
        177390.04
        0.0272256498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smb Private Education Loan Trust 2019-B
        N/A
        SMB 2019-B A2A
        83192CAB3
        
          
          
        
        676729.75
        NS
        USD
        667840.97
        0.1024995788
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-15
          Fixed
          2.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tapestry Inc
        549300LJNVY5SW3VTN33
        TPR 3.05 03/15/32
        876030AA5
        
          
          
        
        170000
        NS
        USD
        154491.9
        0.0237112657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICON AMERICAN HOMES TRUST
        N/A
        TAH 2020-SFR1 D
        89613GAD8
        
          
          
        
        230000
        NS
        USD
        210298.91
        0.0322764710
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-19
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trident TPI Holdings Inc
        549300TPLK304J3RNC85
        TEKNI 6.625 11/01/25 144A
        89616RAA7
        
          
          
        
        435000
        NS
        USD
        426300
        0.0654281070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 2.4 03/15/29 144A
        87264ACR4
        
          
          
        
        110000
        NS
        USD
        100728.71
        0.0154597439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenneco Inc.
        549300U0EXXFAQFAD785
        TEN 5.125 04/15/29 144A
        880349AT2
        
          
          
        
        640000
        NS
        USD
        636012.8
        0.0976146224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tupy Overseas S.A.
        222100ZREIYU6AS2OO19
        TUPY 4.5 02/16/31 144A
        89990BAB6
        
          
          
        
        200000
        NS
        USD
        176002
        0.0270126148
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-02-16
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.125 12/31/22
        91282CBD2
        
          
          
        
        8455000
        NS
        USD
        8373092.19
        1.2850939988
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Management Holding Company LLC
        B1WXCWLJVJXMWJX6O298
        TWC 5.875 11/15/40
        88732JAY4
        
          
          
        
        35000
        NS
        USD
        37614.84
        0.0057730888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Management Holding Company LLC
        B1WXCWLJVJXMWJX6O298
        TWC 5.5 09/01/41
        88732JBB3
        
          
          
        
        235000
        NS
        USD
        243949.28
        0.0374410969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectrum Management Holding Company LLC
        B1WXCWLJVJXMWJX6O298
        TWC 4.5 09/15/42
        88732JBD9
        
          
          
        
        245000
        NS
        USD
        226605.4
        0.0347791751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Universal Health Services, Inc.
        549300YGMGQDO0NMJD09
        UHS 2.65 01/15/32 144A
        913903AY6
        
          
          
        
        585000
        NS
        USD
        525739.5
        0.0806899842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT LLC
        N/A
        VCAT 2021-NPL1 A1
        91790CAA4
        
          
          
        
        97055
        NS
        USD
        94448.28
        0.0144958296
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-26
          Fixed
          2.289100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT LLC
        N/A
        VCAT 2021-NPL4 A1
        91823DAA3
        
          
          
        
        867913.87
        NS
        USD
        836890.12
        0.1284450770
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Floating
          1.867700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trident TPI Holdings Inc
        549300TPLK304J3RNC85
        TEKNI 9.25 08/01/24 144A
        89616RAB5
        
          
          
        
        570000
        NS
        USD
        572850
        0.0879204576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT LLC
        N/A
        VCAT 2021-NPL3 A1
        91824MAA2
        
          
          
        
        414011.55
        NS
        USD
        394118.3
        0.0604888912
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-05-25
          Fixed
          1.743000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vector Group Ltd
        549300TUIF4WWN6NDN50
        VGR 5.75 02/01/29 144A
        92240MBL1
        
          
          
        
        530000
        NS
        USD
        482708.1
        0.0740855670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        PARA 4.95 01/15/31
        92556HAB3
        
          
          
        
        605000
        NS
        USD
        643103.14
        0.0987028408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT XCVI LLC
        N/A
        VOLT 2021-NPL5 A1
        92873FAA5
        
          
          
        
        243350.17
        NS
        USD
        236954.34
        0.0363675203
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-27
          Floating
          2.115700300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W. R. Grace Holdings Llc
        N/A
        GRA 5.625 08/15/29 144A
        92943GAA9
        
          
          
        
        245000
        NS
        USD
        229099.5
        0.0351619672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc
        KOO0397YRO83WY5MGD97
        BHCCN 9.25 04/01/26 144A
        91911XAV6
        
          
          
        
        180000
        NS
        USD
        184348.8
        0.0282936735
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-04-01
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VISIO 2020-1R TRUST
        N/A
        VISIO 2020-1R A2
        92837MAB3
        
          
          
        
        225671.4
        NS
        USD
        220239.13
        0.0338020862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-11-25
          Fixed
          1.567000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wf-Rbs Com Mg Tst
        549300UVB571ELWL8972
        WFRBS 2014-C20 B
        92890FAY2
        
          
          
        
        190000
        NS
        USD
        185085.78
        0.0284067845
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-05-17
          Fixed
          4.378000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Company
        549300Q8LSNHAVWBNI21
        VMC 3.5 06/01/30
        929160AZ2
        
          
          
        
        210000
        NS
        USD
        208280.25
        0.0319666490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Secretaria Tesouro Nacional
        254900ZFY40OYEADAP90
        BNTNF 10 01/01/25 NTNF
        P8T60MDK6
        
          
          
        
        9871
        NS
        
        2000615.89
        0.3070525698
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2025-01-01
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turkey (Republic of)
        5493000PCHOG3B6S3Q85
        TURKEY 8.6 09/24/27
        M88269US8
        
          
          
        
        810000
        NS
        USD
        828986.4
        0.1272320218
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2027-09-24
          Fixed
          8.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS COMMERCIAL MORTGAGE TRUST
        N/A
        WFRBS 2014-C24 B
        92939KBR8
        
          
          
        
        70000
        NS
        USD
        66572.7
        0.0102175129
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-11-18
          Floating
          4.203999900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300V2DF3KW9L1CV04
        WFCM 2013-LC12 B
        94988QAQ4
        
          
          
        
        195000
        NS
        USD
        187199.91
        0.0287312591
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Floating
          4.305362600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM Brands Inc
        549300JE8XHZZ7OHN517
        YUM 4.75 01/15/30 144A
        988498AL5
        
          
          
        
        450000
        NS
        USD
        441281.27
        0.0677274177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agile Group Holdings Limited
        549300ZRISRT38EEYY07
        AGILE 6.05 10/13/25
        G0119AAE8
        
          
          
        
        430000
        NS
        USD
        135557.5
        0.0208052325
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-13
          Fixed
          6.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        KAISAG 9.375 06/30/24
        G52132AU4
        
          
          
        
        1015000
        NS
        USD
        193357.5
        0.0296763200
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-30
          Fixed
          9.375000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Kaisa Group Holdings Ltd.
        254900N8L3L7NRJT0120
        KAISAG 11.25 04/16/25
        G52132CC2
        
          
          
        
        1200000
        NS
        USD
        213300
        0.0327370754
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-04-16
          Fixed
          11.250000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Limited
        549300OLARYHDXP3WK18
        SUNAC 6.5 01/10/25
        G8569AAR7
        
          
          
        
        200000
        NS
        USD
        48100
        0.0073823409
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-01-10
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Limited
        549300PNK8AKY3OIKP58
        AYR V5.25 PERP 144A
        00928QAW1
        
          
          
        
        215000
        NS
        USD
        196725
        0.0301931606
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2500-12-31
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunac China Holdings Limited
        549300OLARYHDXP3WK18
        SUNAC 6.5 01/26/26
        G8569AAZ9
        
          
          
        
        235000
        NS
        USD
        53756.25
        0.0082504567
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-26
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Times China Holdings Limited
        2549000KTINB9ZPZP710
        TPHL 6.2 03/22/26
        G8879TAG5
        
          
          
        
        405000
        NS
        USD
        153900
        0.0236204215
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-03-22
          Fixed
          6.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akumin Inc
        N/A
        AKUCN 7 11/01/25 144A
        01021FAA7
        
          
          
        
        535000
        NS
        USD
        444050
        0.0681523596
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-11-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
        N/A
        AMCAR 2019-2 D
        03066KAH3
        
          
          
        
        720000
        NS
        USD
        717595.27
        0.1101358201
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-18
          Fixed
          2.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yuzhou Group Holdings Company Ltd
        213800MP59KHGJSPHE82
        YUZHOU 7.85 08/12/26
        G9884AAB8
        
          
          
        
        200000
        NS
        USD
        24000
        0.0036834965
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-08-12
          Fixed
          7.850000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Yuzhou Group Holdings Company Ltd
        213800MP59KHGJSPHE82
        YUZHOU 8.3 05/27/25
        G9884TAQ4
        
          
          
        
        200000
        NS
        USD
        26100
        0.0040058025
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-05-27
          Fixed
          8.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        549300EGLQ2M2CL7JZ89
        ASCRES 8.25 12/31/28 144A
        04364VAR4
        
          
          
        
        615000
        NS
        USD
        646057.5
        0.0991562731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-31
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2022-AHP
        N/A
        BX 2022-AHP B
        05610FAC1
        
          
          
        
        730000
        NS
        USD
        718165.68
        0.1102233661
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-01-17
          Floating
          1.939190000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yuzhou Group Holdings Company Ltd
        213800MP59KHGJSPHE82
        YUZHOU 7.7 02/20/25
        G9884TAS0
        
          
          
        
        315000
        NS
        USD
        37800
        0.0058015070
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-20
          Fixed
          7.700000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Mexico (United Mexican States)
        254900EGTWEU67VP6075
        MBONO 8.5 11/18/38 M 30
        P6625CAM0
        
          
          
        
        33054700
        NS
        
        1694593.5
        0.2600845527
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2038-11-18
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Mexico (United Mexican States)
        254900EGTWEU67VP6075
        MBONO 6.75 03/09/23 M
        P4R07XSM9
        
          
          
        
        18840800
        NS
        
        933978.9
        0.1433461680
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2023-03-09
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Petroleum Corp
        54930025D80LU0SMR645
        IPCOSS 7.25 02/01/27
        C4731DAA4
        
          
          
        
        320000
        NS
        USD
        314400
        0.0482538045
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        AVGO 4.3 11/15/32
        11135FAS0
        
          
          
        
        220000
        NS
        USD
        223248.6
        0.0342639767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-15
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carriage Services, Inc.
        N/A
        CSV 4.25 05/15/29 144A
        143905AP2
        
          
          
        
        510000
        NS
        USD
        475024.2
        0.0729062496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Logan Group Company Ltd
        549300NJ0E6Q0S1VOG90
        LOGPH 4.25 07/12/25
        G5631SAE7
        
          
          
        
        200000
        NS
        USD
        42000
        0.0064461189
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-12
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFI Holdings Group Co Ltd
        549300WGKSV867C0JF48
        CIFIHG 6 07/16/25
        G2140AAV9
        
          
          
        
        200000
        NS
        USD
        165000
        0.0253240386
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-16
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings Inc New
        N/A
        CCO 5.125 08/15/27 144A
        18453HAA4
        
          
          
        
        730000
        NS
        USD
        722108.7
        0.1108285369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleaver-Brooks, Inc.
        549300TRZDD68CZBS255
        CLEAVB 7.875 03/01/23 144A
        185401AG1
        
          
          
        
        550000
        NS
        USD
        524040
        0.0804291466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cobra Acquisitionco Llc
        N/A
        EXETFI 6.375 11/01/29 144A
        19106CAA4
        
          
          
        
        495000
        NS
        USD
        424462.5
        0.0651460893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLEGE AVE STUDENT LOANS 2021-A LLC
        N/A
        CASL 2021-A C
        19424KAD5
        
          
          
        
        110000
        NS
        USD
        104206.69
        0.0159935408
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Fixed
          2.920000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COREVEST AMERICAN FINANCE TRUST
        N/A
        CAFL 2020-2 C
        21872VAE2
        
          
          
        
        100000
        NS
        USD
        101127.24
        0.0155209099
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-05-17
          Floating
          4.746080300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION MORTGAGE TRUST 2021-RTL1
        N/A
        DFS 2021-RTL1 A1
        257463AA7
        
          
          
        
        1040000
        NS
        USD
        1038182.7
        0.1593392653
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-25
          Fixed
          2.487000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan, Inc.
        549300WR7IX8XE0TBO16
        KMI 7.75 01/15/32 GMTN
        28368EAE6
        
          
          
        
        590000
        NS
        USD
        760329.96
        0.1166946985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eldorado Gold Corp
        5493004PWQ01YDD1IH62
        ELDCN 6.25 09/01/29 144A
        284902AF0
        
          
          
        
        590000
        NS
        USD
        593687.5
        0.0911185768
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-09-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELFI GRADUATE LOAN PROGRAM LLC
        N/A
        ELFI 2021-A B
        28628BAB4
        
          
          
        
        100000
        NS
        USD
        93944.65
        0.0144185330
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-26
          Fixed
          2.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corporation
        549300FVRPM9DRQZRG64
        EHC 4.75 02/01/30
        29261AAB6
        
          
          
        
        75000
        NS
        USD
        72000
        0.0110504896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST
        N/A
        EART 2019-3A C
        30167EAC9
        
          
          
        
        275487.93
        NS
        USD
        275816.04
        0.0423319760
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        FMCN 7.5 04/01/25 144A
        335934AL9
        
          
          
        
        800000
        NS
        USD
        812000
        0.1246249657
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSHIP CREDIT AUTO TRUST
        N/A
        FCAT 2020-1 D
        33843FAG3
        
          
          
        
        645000
        NS
        USD
        629205.69
        0.0965698738
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          2.480000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSHIP CREDIT AUTO TRUST
        N/A
        FCAT 2020-4 D
        33845XAD9
        
          
          
        
        240000
        NS
        USD
        231240.53
        0.0354905703
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          2.180000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP Capital L.P. and GLP Financing II, Inc.
        2549005PXW31DRW8EC44
        GLPI 3.25 01/15/32
        361841AR0
        
          
          
        
        355000
        NS
        USD
        322091.5
        0.0494342884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST
        N/A
        HPEFS 2020-2A C
        40438PAE2
        
          
          
        
        100000
        NS
        USD
        99825.12
        0.0153210618
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-22
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIN TIMESHARE TRUST
        N/A
        HINTT 2020-A C
        40439HAC3
        
          
          
        
        659120.29
        NS
        USD
        642417.33
        0.0985975834
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-10-09
          Fixed
          3.420000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDMARK FUNDING TRUST
        549300PMR5HYNUPR5R97
        LFT 2019-1A A
        52604FAA5
        
          
          
        
        795000
        NS
        USD
        797629.54
        0.1224194016
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-20
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCURY FINANCIAL CREDIT CARD MASTER TRUST
        N/A
        MFCC 2021-1A A
        58940BAA4
        
          
          
        
        1150000
        NS
        USD
        1115933.09
        0.1712723191
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.540000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Minerva Merger Subordinated Inc.
        N/A
        ATHENA 6.5 02/15/30 144A
        60337JAA4
        
          
          
        
        120000
        NS
        USD
        116415
        0.0178672603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBC FUNDING LLC
        N/A
        BUNDT 2021-1 A2
        62878YAA2
        
          
          
        
        696500
        NS
        USD
        648781.39
        0.0995743331
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-31
          Fixed
          2.990000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Enterprise Stone & Lime Co., Inc.
        549300O5DQ5Y61B8VF38
        NEENST 9.75 07/15/28 144A
        644274AG7
        
          
          
        
        763000
        NS
        USD
        769676.25
        0.1181291580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          9.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nigeria (Federal Republic of)
        549300GSBZD84TNEQ285
        NGERIA 7.375 09/28/33 144A
        65412JAS2
        
          
          
        
        200000
        NS
        USD
        181600
        0.0278717904
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2033-09-28
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree Specialty Lending Corporation
        549300J6MGCEU5928620
        OCSL 2.7 01/15/27
        67401PAC2
        
          
          
        
        415000
        NS
        USD
        380240.99
        0.0583590152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCIAL ISSUANCE TRUST
        N/A
        OMFIT 2020-1A B
        68269LAB2
        
          
          
        
        290000
        NS
        USD
        293265.46
        0.0450100959
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-05-14
          Fixed
          4.830000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENT FUNDING MORTGAGE LOAN TRUST
        N/A
        PFMT 2019-1 A2
        74387LAC5
        
          
          
        
        360465.19
        NS
        USD
        355169.42
        0.0545110552
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-12-25
          Floating
          2.999998600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RCKT MORTGAGE TRUST
        N/A
        RCKT 2020-1 A1
        749389AA0
        
          
          
        
        149537.54
        NS
        USD
        147538.78
        0.0226441076
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-25
          Floating
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockcliff Energy II Llc
        5493007AZNVKZ5HEMT23
        RCKENE 5.5 10/15/29 144A
        77289KAA3
        
          
          
        
        20000
        NS
        USD
        20018.5
        0.0030724198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabia (Kingdom of)
        635400FMICXSM3SI3H65
        KSA 4.5 10/26/46 144A
        80413TAC3
        
          
          
        
        910000
        NS
        USD
        957385.52
        0.1469385931
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2046-10-26
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust 2015-1
        N/A
        TPMT 2017-5 M2
        89169EAD1
        
          
          
        
        340000
        NS
        USD
        340021.62
        0.0521861856
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-02-26
          Floating
          1.686859900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust 2016
        N/A
        TPMT 2016-4 B1
        89172UAE8
        
          
          
        
        615000
        NS
        USD
        610585.53
        0.0937120699
        Long
        ABS-O
        CORP
        GB
        
        N
        
        2
        
          2056-07-25
          Floating
          3.799740300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2018-6 A2
        89176LAC8
        
          
          
        
        1590000
        NS
        USD
        1574695.77
        0.2416827664
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Floating
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2019-2 A2
        89177JAB4
        
          
          
        
        670000
        NS
        USD
        664418.23
        0.1019742600
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-12-25
          Floating
          3.725215200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turning Point Brands Inc
        549300IYG00QF0VVP302
        TPB 5.625 02/15/26 144A
        90041LAF2
        
          
          
        
        845000
        NS
        USD
        819650
        0.1257990802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Airways Group Inc.
        5493004XNBKB5SFUJI60
        AAL 7.125 10/22/23 A
        903436AA1
        
          
          
        
        134800.57
        NS
        USD
        137502.85
        0.0211038029
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLT C LLC
        N/A
        VOLT 2021-NPL9 A1
        91835DAA9
        
          
          
        
        296066.16
        NS
        USD
        285368.05
        0.0437980092
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-05-25
          Floating
          1.991799500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dubai (Government Of)
        549300IY6A4IPIRLLX57
        DUGB 5.25 01/30/43 EMTN
        M52168AM9
        
          
          
        
        1410000
        NS
        USD
        1452300
        0.2228975834
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2043-01-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central China Real Estate Limited
        549300JDML9PYG0CIJ22
        CENCHI 7.5 07/14/25
        G20769AJ7
        
          
          
        
        205000
        NS
        USD
        88150
        0.0135291758
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-07-14
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clarivate PLC
        549300WDHIIODXFO0R55
        Clarivate PLC 5.25% MANDATORY CONV PREF SHS SR A
        G21810208
        
          
          
        
        7075
        NS
        USD
        478411.5
        0.0734261290
        Long
        EP
        CORP
        JE
        
        N
        
        2
        
          2022-04-05
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 3.3 01/30/32
        00774MAX3
        
          
          
        
        535000
        NS
        USD
        482280.88
        0.0740199977
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2032-01-30
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alta Wind Holdings LLC
        N/A
        ALTAWH 7 06/30/35 144A
        021345AA1
        
          
          
        
        565523.34
        NS
        USD
        616352.28
        0.0945971450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-30
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
        N/A
        ACAR 2022-1 E
        02530WAJ3
        
          
          
        
        855000
        NS
        USD
        800593.7
        0.1228743379
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-13
          Fixed
          3.640000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK SB COMMERCIAL MORTGAGE TRUST
        N/A
        AOMT 2020-SBC1 A1
        03465BAA5
        
          
          
        
        402179.96
        NS
        USD
        392394.04
        0.0602242534
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-05-25
          Floating
          2.067999300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aston Martin Capital Holdings Ltd.
        213800H4GKEF3CJ8C774
        ASTONM 10.5 11/30/25 144A
        04625HAG4
        
          
          
        
        445000
        NS
        USD
        467832.95
        0.0718025435
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-11-30
          Fixed
          10.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHG SECURITIZATION TRUST 2022-A
        N/A
        BHG 2022-A B
        054977AB9
        
          
          
        
        615000
        NS
        USD
        587686.8
        0.0901975952
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-02-20
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bcpe Ulysses Intermediate Inc
        N/A
        USLBMH 7.75 04/01/27 144A
        05553LAA1
        
          
          
        
        515000
        NS
        USD
        467362.5
        0.0717303393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.750000000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Banco Santander-Chile
        3YJP8HORPAEXJ80D6368
        BSANCI 3.177 10/26/31 144A
        05970FAD3
        
          
          
        
        855000
        NS
        USD
        816909.75
        0.1253785093
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2031-10-26
          Fixed
          3.177000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braskem Netherlands Finance B V
        2549000TLMHFQ74DS330
        BRASKM 4.5 01/31/30 144A
        10554TAD7
        
          
          
        
        600000
        NS
        USD
        580674
        0.0891212775
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-31
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        AVGO 4.15 11/15/30
        11135FAQ4
        
          
          
        
        1059000
        NS
        USD
        1073284.72
        0.1647266889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUSINESS JET SECURITIES LLC
        N/A
        BJETS 2019-1 A
        12326QAA2
        
          
          
        
        446391.46
        NS
        USD
        422916.67
        0.0649088368
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-07-15
          Fixed
          4.212000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Callon Petroleum Company
        549300EFOWPEB0WLZW21
        CPE 6.125 10/01/24
        13123XAT9
        
          
          
        
        368493
        NS
        USD
        366650.54
        0.0562731662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        CLF 6.75 03/15/26 144A
        185899AG6
        
          
          
        
        575000
        NS
        USD
        603750
        0.0926629594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG New York Branch
        N/A
        DB V3.729 01/14/32
        251526CF4
        
          
          
        
        1004000
        NS
        USD
        895515.6
        0.1374428583
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-01-14
          Fixed
          3.729000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods, Inc.
        529900SSBV5I4LWSK313
        DKS 3.15 01/15/32
        253393AF9
        
          
          
        
        609000
        NS
        USD
        558285.71
        0.0856851447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FRTKL 2021-1 SFR1
        N/A
        FRTKL 2021-SFR1 E2
        30322DAU3
        
          
          
        
        100000
        NS
        USD
        89301.53
        0.0137059115
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-09-17
          Fixed
          2.520000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        FMCN 6.875 03/01/26 144A
        335934AR6
        
          
          
        
        200000
        NS
        USD
        205570
        0.0315506825
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-03-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2020-SFR2 B
        33767JAC6
        
          
          
        
        915000
        NS
        USD
        847802.49
        0.1301198969
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          1.567000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        FCX 4.125 03/01/28
        35671DCE3
        
          
          
        
        295000
        NS
        USD
        294696.15
        0.0452296768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP Capital L.P. and GLP Financing II, Inc.
        2549005PXW31DRW8EC44
        GLPI 5.25 06/01/25
        361841AJ8
        
          
          
        
        440000
        NS
        USD
        452896.4
        0.0695100965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Corp II
        N/A
        GSMS 2013-G1 B
        36197QAG4
        
          
          
        
        175000
        NS
        USD
        168386.82
        0.0258438444
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-04-11
          Floating
          3.600756800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES ISSUER TRUST
        N/A
        GCAR 2020-3A E
        36260CAE2
        
          
          
        
        1705000
        NS
        USD
        1704383.47
        0.2615871078
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        GLENLN 4.875 03/12/29 144A
        378272AV0
        
          
          
        
        1945000
        NS
        USD
        2046737.82
        0.3141313185
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-12
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        GLENLN 2.85 04/27/31 144A
        378272BE7
        
          
          
        
        165000
        NS
        USD
        150674.73
        0.0231254102
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-27
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Atlantic Finance Company
        N/A
        GBLATL 4.4 10/15/29 144A
        37959GAA5
        
          
          
        
        510000
        NS
        USD
        509379.83
        0.0781791180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES ISSUER TRUST
        N/A
        GCAR 2020-2A B
        38014RAC8
        
          
          
        
        875000
        NS
        USD
        876619.36
        0.1345426819
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          3.160000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gray Oak Pipeline LLC
        N/A
        GRYOAK 3.45 10/15/27 144A
        38937LAB7
        
          
          
        
        75000
        NS
        USD
        72235.86
        0.0110866891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST 2022-1
        N/A
        HPEFS 2022-1A D
        40441RAF0
        
          
          
        
        165000
        NS
        USD
        157821.54
        0.0242222956
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-20
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Inversiones CMPC S.A.
        549300G475ACIABB4385
        CMPCCI 3.85 01/13/30 144A
        46128MAN1
        
          
          
        
        740000
        NS
        USD
        718917.4
        0.1103387393
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-13
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ionis Pharmaceuticals, Inc.
        549300SI4ZGLG0BLUZ92
        IONS 0 04/01/26
        462222AC4
        
          
          
        
        295000
        NS
        USD
        274379.29
        0.0421114650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.88
          N
          N
          N
          N
          Y
          
            
              Ionis Pharmaceuticals, Inc.
              Ionis Pharmaceuticals, Inc. COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JERSEY MIKES FUNDING LLC
        N/A
        JMIKE 2019-1A A2
        476681AA9
        
          
          
        
        639397.5
        NS
        USD
        630530.97
        0.0967732765
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.433000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kenya (Republic of)
        549300VVURQQYU45PR87
        KENINT 8 05/22/32 144A
        491798AK0
        
          
          
        
        205000
        NS
        USD
        198747.5
        0.0305035719
        Long
        DBT
        NUSS
        KE
        N
        
        2
        
          2032-05-22
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME MORTGAGE TRUST
        N/A
        LHOME 2021-RTL1 A1
        501894AA7
        
          
          
        
        515000
        NS
        USD
        495005.74
        0.0759729968
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-25
          Fixed
          2.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing, Inc.
        254900AE5FEFIJOXWL19
        LVLT 4.625 09/15/27 144A
        527298BN2
        
          
          
        
        90000
        NS
        USD
        84719.7
        0.0130026967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lundin Energy Finance B.V.
        549300JSNI1KL271GM17
        LUNESS 3.1 07/15/31 144A
        55037AAB4
        
          
          
        
        380000
        NS
        USD
        351911.04
        0.0540109622
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-07-15
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Loan Trust
        N/A
        MCMLT 2017-3 M2
        59980CAF0
        
          
          
        
        499052.67
        NS
        USD
        491421.56
        0.0754229003
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2061-01-25
          Floating
          3.249999900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Millennium Escrow Corporation
        N/A
        CFIELD 6.625 08/01/26 144A
        60041CAA6
        
          
          
        
        460000
        NS
        USD
        436742.4
        0.0670307963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nmg Holding Company Incorporated
        N/A
        NMG 7.125 04/01/26 144A
        62929RAC2
        
          
          
        
        755000
        NS
        USD
        775385
        0.1190053313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nigeria (Federal Republic of)
        549300GSBZD84TNEQ285
        NGERIA 8.375 03/24/29 144A
        65412JAU7
        
          
          
        
        745000
        NS
        USD
        752181.8
        0.1154441269
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2029-03-24
          Fixed
          8.375000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PT Pertamina (Persero)
        254900NDAKGNZ2IBBL45
        PERTIJ 2.3 02/09/31 144A
        69370PAL5
        
          
          
        
        1485000
        NS
        USD
        1306800
        0.2005663857
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-02-09
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philippines (Republic Of)
        529900RAHBALMYIJ3T08
        PHILIP 3.7 03/01/41
        718286CA3
        
          
          
        
        505000
        NS
        USD
        488638
        0.0749956823
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2041-03-01
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR2 E1
        74333DAJ3
        
          
          
        
        345000
        NS
        USD
        312745.36
        0.0479998519
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-19
          Fixed
          2.547000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2019-Sfr2 Trust
        N/A
        PROG 2019-SFR2 E
        74333NAJ1
        
          
          
        
        240000
        NS
        USD
        234163.99
        0.0359392601
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-19
          Fixed
          4.142000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slam 2021-1 Limited / Slam 2021-1 Llc
        N/A
        SLAM 2021-1A A
        78449AAA0
        
          
          
        
        643342.5
        NS
        USD
        588979.87
        0.0903960543
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2046-06-15
          Fixed
          2.434000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust 2019-CH2
        549300RES143ZXEZ6T39
        SEMT 2019-CH2 A1
        81747CAA9
        
          
          
        
        24246.95
        NS
        USD
        24340.99
        0.0037358313
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-08-25
          Floating
          4.500000300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE RECEIVABLES FUNDING LLC
        N/A
        SRFC 2019-2A C
        82652MAC4
        
          
          
        
        101148.71
        NS
        USD
        99323.56
        0.0152440828
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          3.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South Africa (Republic of)
        378900AAFB4F17004C49
        SOAF 4.3 10/12/28
        836205AU8
        
          
          
        
        680000
        NS
        USD
        657009.2
        0.1008371293
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2028-10-12
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Realty LP
        549300GTBVIBJRX5BW73
        SRC 3.4 01/15/30
        84861TAF5
        
          
          
        
        850000
        NS
        USD
        822000.32
        0.1261598050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        N/A
        SPRNTS 5.152 03/20/28 144A
        85208NAE0
        
          
          
        
        535000
        NS
        USD
        563351.63
        0.0864626571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          5.152000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suzano Austria GmbH
        254900287ZNSGVP1R341
        SUZANO 3.75 01/15/31
        86964WAJ1
        
          
          
        
        555000
        NS
        USD
        522532.5
        0.0801977770
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suzano Austria GmbH
        391200AW174YQSDMGG41
        SUZANO 2.5 09/15/28
        86964WAL6
        
          
          
        
        350000
        NS
        USD
        315822.5
        0.0484721284
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2028-09-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synovus Financial Corp.
        549300EIUS8UN5JTLE54
        SNV V5.9 02/07/29
        87161CAM7
        
          
          
        
        320000
        NS
        USD
        327791.46
        0.0503091126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-07
          Fixed
          5.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding Llc
        N/A
        BELL 2021-1A A2II
        87342RAH7
        
          
          
        
        603487.5
        NS
        USD
        538093.59
        0.0825860778
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          2.294000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Textainer Marine Containers Ltd
        549300X48KLHDDGPK024
        TMCL 2021-1A A
        88315LAL2
        
          
          
        
        310533.33
        NS
        USD
        280983.13
        0.0431250159
        Long
        ABS-O
        CORP
        BM
        N
        
        2
        
          2046-02-20
          Fixed
          1.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada Trust
        549300Y0MFCAXLBWUV51
        TRPCN V5.6 03/07/82
        89356BAG3
        
          
          
        
        860000
        NS
        USD
        869434.2
        0.1334399105
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2082-03-07
          Fixed
          5.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes Trust
        N/A
        TAH 2019-SFR1 D
        89612LAD8
        
          
          
        
        115000
        NS
        USD
        109276.38
        0.0167716319
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-03-18
          Fixed
          3.198000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICON AMERICAN HOMES TRUST
        N/A
        TAH 2020-SFR2 D
        89613JAG5
        
          
          
        
        895000
        NS
        USD
        789221.48
        0.1211289407
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-11-17
          Fixed
          2.281000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICON RESIDENTIAL 2021-SFR1
        N/A
        TCN 2021-SFR1 B
        89614YAB2
        
          
          
        
        490000
        NS
        USD
        457824.44
        0.0702664472
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-19
          Fixed
          2.244000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.375 09/30/27
        91282CAL5
        
          
          
        
        660000
        NS
        USD
        589230.47
        0.0904345162
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-09-30
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.125 09/30/22
        91282CAN1
        
          
          
        
        3470000
        NS
        USD
        3454141.02
        0.5301381849
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.5 02/29/24
        91282CEA5
        
          
          
        
        4830000
        NS
        USD
        4759625.4
        0.7305026506
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VCAT 2021-NPL6 LLC
        N/A
        VCAT 2021-NPL6 A1
        91824WAA0
        
          
          
        
        814652.26
        NS
        USD
        777505.18
        0.1193307345
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-09-25
          Floating
          1.917300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VZ Secured Financing BV
        549300MG611MYCOWY949
        ZIGGO 5 01/15/32 144a
        91845AAA3
        
          
          
        
        525000
        NS
        USD
        490875
        0.0753390148
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2032-01-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST
        N/A
        VERUS 2019-4 M1
        92537KAD6
        
          
          
        
        310000
        NS
        USD
        308429.82
        0.0473375071
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-10-25
          Fixed
          3.207000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VST 3.7 01/30/27 144A
        92840VAG7
        
          
          
        
        505000
        NS
        USD
        484684.5
        0.0743889029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-30
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wf-Rbs Commercial Mtg Tst 2012-C7
        N/A
        WFRBS 2012-C7 C
        92936TAE2
        
          
          
        
        210000
        NS
        USD
        161448
        0.0247788811
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-06-16
          Floating
          4.778729100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS COMMERCIAL MORTGAGE TRUST
        N/A
        WFRBS 2014-C24 AS
        92939KAG3
        
          
          
        
        390000
        NS
        USD
        389007.26
        0.0597044537
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-11-18
          Fixed
          3.931000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WES 5.5 08/15/48
        958254AL8
        
          
          
        
        35000
        NS
        USD
        34562.5
        0.0053046187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Country Garden Holdings Company Limited
        549300MGHLPT1EFHGF84
        COGARD 3.3 01/12/31
        G24524BM4
        
          
          
        
        400000
        NS
        USD
        278084
        0.0426800603
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-01-12
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AAdvantage Loyalty IP Ltd/ American Airlines Inc
        IWUQB36BXD6OWD6X4T14
        AAL 5.5 04/20/26 144A
        00253XAA9
        
          
          
        
        155000
        NS
        USD
        156162.5
        0.0239676677
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altice France S.A
        5493001ZMCICV4N02J21
        SFRFP 5.125 01/15/29 144A
        02156LAE1
        
          
          
        
        200000
        NS
        USD
        179166
        0.0274982224
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-01-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
        N/A
        ACAR 2019-3 D
        02529NAG2
        
          
          
        
        360000
        NS
        USD
        361720.84
        0.0555165607
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-12
          Fixed
          2.890000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGEL OAK MORTGAGE TRUST
        N/A
        AOMT 2021-3 A2
        03465EAB7
        
          
          
        
        473679.14
        NS
        USD
        447179.78
        0.0686327152
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-05-25
          Floating
          1.305000200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anglo American Capital PLC
        TINT358G1SSHR3L3PW36
        AALLN 2.625 09/10/30 144A
        034863AX8
        
          
          
        
        620000
        NS
        USD
        562160.29
        0.0862798114
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-09-10
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anglo American Capital PLC
        TINT358G1SSHR3L3PW36
        AALLN 2.875 03/17/31 144A
        034863BA7
        
          
          
        
        400000
        NS
        USD
        368640.74
        0.0565786202
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-17
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares Holdings LP
        5493008EAIGV4283RM42
        ANTHOL 2.75 01/15/27
        03666HAD3
        
          
          
        
        250000
        NS
        USD
        219722.07
        0.0337227284
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascot Group Limited
        213800DJV7WRJBE2II28
        ASCOTG 4.25 12/15/30 144A
        04365XAA6
        
          
          
        
        755000
        NS
        USD
        738573.72
        0.1133555721
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2030-12-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Holding Ltd
        549300H316CT32FQXI76
        ATH 3.5 01/15/31
        04686JAC5
        
          
          
        
        385000
        NS
        USD
        368503
        0.0565574800
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANT CREDIT CARD MASTER TRUST
        N/A
        AVCCT 2021-1A A
        05351KAA7
        
          
          
        
        865000
        NS
        USD
        822073.42
        0.1261710244
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR TRUST 2021-NRD
        N/A
        BPR 2021-NRD D
        05592CAL0
        
          
          
        
        90000
        NS
        USD
        88434.32
        0.0135728129
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          3.822999800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Bank of New York Mellon Corporation
        WFLLPEPC7FZXENRZV188
        BK V4.7 PERP G
        064058AH3
        
          
          
        
        665000
        NS
        USD
        680960
        0.1045130747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 3.75 02/01/50
        097023CQ6
        
          
          
        
        1025000
        NS
        USD
        912696.9
        0.1400798274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc.
        W7L3VLU8EHQY34Z36697
        BBDBCN 6 02/15/28 144A
        097751BX8
        
          
          
        
        230000
        NS
        USD
        215565.2
        0.0330847360
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-02-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brunswick Corporation
        YM4O38W15AX4YLLQKU27
        BC 2.4 08/18/31
        117043AT6
        
          
          
        
        377000
        NS
        USD
        319284.93
        0.0490035387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-18
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2021-RPL1 TRUST
        N/A
        CSMC 2021-RPL1 A1
        12660KAC5
        
          
          
        
        312614.71
        NS
        USD
        300401.92
        0.0461053928
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-09-27
          Floating
          1.667730000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAL FUNDING IV LIMITED
        N/A
        CAI 2020-1A A
        12807CAA1
        
          
          
        
        401350
        NS
        USD
        373105.19
        0.0572638196
        Long
        ABS-O
        CORP
        BM
        
        N
        
        2
        
          2045-09-25
          Fixed
          2.220000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST
        N/A
        CARMX 2020-3 D
        14315FAH0
        
          
          
        
        200000
        NS
        USD
        196370.64
        0.0301387737
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST 2022-1
        N/A
        CARMX 2022-1 D
        14317CAG7
        
          
          
        
        100000
        NS
        USD
        95774.08
        0.0146993121
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-17
          Fixed
          2.470000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA AUTO RECEIVABLES TRUST 2021-P4
        N/A
        CRVNA 2021-P4 C
        14687KAF3
        
          
          
        
        135000
        NS
        USD
        127012.55
        0.0194937619
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-10
          Fixed
          2.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MORTGAGE LOAN TRUST
        N/A
        CMLTI 2019-RP1 M2
        17327RAC4
        
          
          
        
        185000
        NS
        USD
        184360.64
        0.0282954907
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-01-25
          Floating
          3.818000600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 3.8 06/01/24
        212015AN1
        
          
          
        
        95000
        NS
        USD
        95347.7
        0.0146338717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 4.375 01/15/28
        212015AS0
        
          
          
        
        300000
        NS
        USD
        304140
        0.0466791097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 5.75 01/15/31 144A
        212015AT8
        
          
          
        
        995000
        NS
        USD
        1088331
        0.1670359773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CrownRock LP
        WFBCP6PB6JZR80B7U482
        CRROCK 5.625 10/15/25 144A
        228701AF5
        
          
          
        
        550000
        NS
        USD
        560579.26
        0.0860371565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CrownRock LP
        WFBCP6PB6JZR80B7U482
        CRROCK 5 05/01/29 144A
        228701AG3
        
          
          
        
        310000
        NS
        USD
        310000.01
        0.0475784983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB Master Finance LLC
        549300F17UZJL70BPB08
        DNKN 2019-1A A23
        233046AL5
        
          
          
        
        195000
        NS
        USD
        194822.74
        0.0299012036
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-05-20
          Fixed
          4.352000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dillards, Inc.
        529900FGYKMWL6019P91
        DDS 7.75 07/15/26
        254063AU4
        
          
          
        
        1070000
        NS
        USD
        1155650.59
        0.1773681221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corporation
        N/A
        DISH 5.25 12/01/26 144A
        25470XBE4
        
          
          
        
        1505000
        NS
        USD
        1433512.5
        0.2200140963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TR 2017-3
        N/A
        DRIVE 2018-3 D
        26208KAG5
        
          
          
        
        51219
        NS
        USD
        51528.46
        0.0079085376
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream, LLC
        VQOHU6HCVU6YY1KUKU03
        DCP 6.45 11/03/36 144A
        26439XAH6
        
          
          
        
        395000
        NS
        USD
        455138.75
        0.0698542501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-03
          Fixed
          6.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDUCATION FUNDING TRUST
        N/A
        EFT 2020-A A
        28141PAA3
        
          
          
        
        201564.53
        NS
        USD
        196054.04
        0.0300901823
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-07-25
          Fixed
          2.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embraer Netherlands Finance B.V.
        724500PBR8LR26XBSP67
        EMBRBZ 5.4 02/01/27
        29082HAB8
        
          
          
        
        950000
        NS
        USD
        965447
        0.1481758612
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-01
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        5493008K8W3OKZE54J59
        ET 3.75 05/15/30
        29278NAQ6
        
          
          
        
        110000
        NS
        USD
        108213.44
        0.0166084929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST
        N/A
        EART 2020-2A D
        30167YAG6
        
          
          
        
        305000
        NS
        USD
        310094.33
        0.0475929744
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          4.730000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Financial, Inc.
        549300CAZYIH39SYQ287
        FNF 3.4 06/15/30
        31620RAJ4
        
          
          
        
        525000
        NS
        USD
        505574.06
        0.0775950122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES TRUST
        N/A
        FKH 2020-SFR1 E
        33767MAJ4
        
          
          
        
        100000
        NS
        USD
        93231.1
        0.0143090180
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-08-19
          Fixed
          2.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        F 4.125 08/17/27
        345397A86
        
          
          
        
        370000
        NS
        USD
        361656.5
        0.0555066859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-17
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Company LLC
        UDSQCVRUX5BONN0VY111
        F 3.625 06/17/31
        345397B69
        
          
          
        
        400000
        NS
        USD
        361310
        0.0554535054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Guatemala (Republic of)
        529900QKDFFU9UWW5315
        GUATEM 3.7 10/07/33 144A
        401494AT6
        
          
          
        
        675000
        NS
        USD
        624381.75
        0.0958295002
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2033-10-07
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corporation
        UASVRYNXNK17ULIGK870
        HES 5.6 02/15/41
        42809HAD9
        
          
          
        
        360000
        NS
        USD
        404513.31
        0.0620843071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          5.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corporation
        T27JQIMTYSH41TCD5186
        H 5.375 04/23/25
        448579AH5
        
          
          
        
        50000
        NS
        USD
        52485.32
        0.0080553956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-23
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        ILMN 2.55 03/23/31
        452327AM1
        
          
          
        
        395000
        NS
        USD
        359015.3
        0.0551013171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-23
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes Tr 2017-Sfr2
        N/A
        IHSFR 2018-SFR3 B
        46187VAC3
        
          
          
        
        25018.82
        NS
        USD
        24787.57
        0.0038043720
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-17
          Floating
          1.342000800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Incorporated
        SQL3F6CKNNBM3SQGHX24
        IRM 5 07/15/28 144A
        46284VAG6
        
          
          
        
        375000
        NS
        USD
        365576.25
        0.0561082852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain Incorporated
        SQL3F6CKNNBM3SQGHX24
        IRM 5.25 07/15/30 144A
        46284VAJ0
        
          
          
        
        530000
        NS
        USD
        519400
        0.0797170039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc
        P77IMDGVZE8EFBTF2M92
        JBSSBZ 3.75 12/01/31 144A
        46590XAC0
        
          
          
        
        275000
        NS
        USD
        255264.63
        0.0391777657
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-12-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN MORTGAGE TRUST
        N/A
        JPMMT 2014-2 2A2
        46641YAJ2
        
          
          
        
        276219.54
        NS
        USD
        271278.03
        0.0416354867
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-06-25
          Floating
          3.499998800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LifePoint Health, Inc
        549300G8ZVHRTBBBSZ90
        RGCARE 6.75 04/15/25 144A
        53219LAT6
        
          
          
        
        10000
        NS
        USD
        10332.3
        0.0015857913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT Operating Partnership LP / MPT Finance Corporation
        254900U6E39J1MQCCY14
        MPW 4.625 08/01/29
        55342UAJ3
        
          
          
        
        195000
        NS
        USD
        193050
        0.0296291252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELLO WAREHOUSE SECURITIZATION TRUST
        N/A
        MWST 2021-2 C
        58552NAC3
        
          
          
        
        330000
        NS
        USD
        328316.04
        0.0503896247
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-04-26
          Floating
          1.286858600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nabors Industries, Inc.
        549300VFQWRKICUFNU92
        NBR 7.375 05/15/27 144A
        62957HAJ4
        
          
          
        
        130000
        NS
        USD
        135037.5
        0.0207254234
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nigeria (Federal Republic of)
        549300GSBZD84TNEQ285
        NGERIA 6.5 11/28/27 144A
        65412JAC7
        
          
          
        
        200000
        NS
        USD
        189980
        0.0291579446
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2027-11-28
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwest Fiber LLC / Northwest Fiber Finance Sub Inc
        254900LE3FBC16P2QY79
        NWFIBR 10.75 06/01/28 144A
        667449AA0
        
          
          
        
        315000
        NS
        USD
        328390.65
        0.0504010757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          10.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OASIS 2021-1 LLC
        N/A
        OASIS 2021-1A A
        67422AAA4
        
          
          
        
        211168.26
        NS
        USD
        210593.99
        0.0323217596
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-01-15
          Fixed
          2.579200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCIAL ISSUANCE TRUST
        N/A
        OMFIT 2020-2A A
        682696AA7
        
          
          
        
        355000
        NS
        USD
        329431.48
        0.0505608213
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-09-14
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM LLC
        N/A
        PRPM 2021-9 A1
        69360XAA4
        
          
          
        
        456762.46
        NS
        USD
        436571.05
        0.0670044977
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-25
          Floating
          2.363000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALISADES MORTGAGE LOAN TRUST
        549300W6LIDX3I5XXT34
        PALI 2021-RTL1 A1
        69639AAA9
        
          
          
        
        490000
        NS
        USD
        473629.54
        0.0726921985
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-25
          Fixed
          2.857000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Panama (Republic of)
        549300SHS4T08CL0LP14
        PANAMA 3.87 07/23/60
        698299BL7
        
          
          
        
        315000
        NS
        USD
        275549.4
        0.0422910524
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2060-07-23
          Fixed
          3.870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESTIGE AUTO RECEIVABLES TRUST
        N/A
        PART 2020-1A E
        74114BAL7
        
          
          
        
        235000
        NS
        USD
        232052.09
        0.0356151278
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.670000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust 2019-SFR4
        N/A
        PROG 2019-SFR4 D
        74331AAG7
        
          
          
        
        275000
        NS
        USD
        265604.35
        0.0407646958
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-17
          Fixed
          3.136000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST
        N/A
        PROG 2021-SFR5 E1
        74333FAE9
        
          
          
        
        145000
        NS
        USD
        129498.76
        0.0198753430
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-19
          Fixed
          2.209000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regency Centers, L.P.
        5493008PTR2GAOYBXW28
        REG 2.95 09/15/29
        75884RAZ6
        
          
          
        
        585000
        NS
        USD
        557309.76
        0.0855353568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanchez Energy Corporation
        549300SB0HTIM17TVR61
        Sanchez Energy Corporation 7.25% SNR SEC PERP NTS USD (144A)
        799ESCAK4
        
          
          
        
        500000
        NS
        USD
        5000
        0.0007673951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIERRA TIMESHARE RECEIVABLES FUNDING LLC
        N/A
        SRFC 2021-1A C
        82652QAC5
        
          
          
        
        62109.65
        NS
        USD
        59693.77
        0.0091617414
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-11-20
          Fixed
          1.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius Xm Radio Inc
        WP5O65E6BMU84LNO4227
        SIRI 5.5 07/01/29 144A
        82967NBC1
        
          
          
        
        25000
        NS
        USD
        25375
        0.0038945302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale S.A.
        O2RNE8IBXP4R0TD8PU41
        SOCGEN 4.75 11/24/25 144A
        83367TBR9
        
          
          
        
        1740000
        NS
        USD
        1754759.78
        0.2693188145
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-11-24
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM LLC
        N/A
        SCLP 2019-4 C
        83405BAC6
        
          
          
        
        335000
        NS
        USD
        334797.66
        0.0513844174
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-25
          Fixed
          2.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co.
        UDTZ87G0STFETI6HGH41
        LUV 1.25 05/01/25
        844741BG2
        
          
          
        
        840000
        NS
        USD
        1139880
        0.1749476674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          1.250000000000
          N
          N
          N
          N
          Y
          
            
              Southwest Airlines Co.
              Southwest Airlines Co. COM
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Surgery Center Holdings, Inc.
        54930054EVI5HWPPW113
        SURCEN 6.75 07/01/25 144A
        84611WAB0
        
          
          
        
        720000
        NS
        USD
        717300
        0.1100905023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        STANLN V3.265 02/18/36 144A
        853254BU3
        
          
          
        
        895000
        NS
        USD
        802349.64
        0.1231438379
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2036-02-18
          Fixed
          3.265000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taco Bell Funding Llc
        N/A
        BELL 2016-1A A23
        87342RAC8
        
          
          
        
        542925
        NS
        USD
        552061.34
        0.0847298344
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-05-25
          Fixed
          4.970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Partners LP/Targa Resources Finance Corp.
        6OQWTZ1SPC04IFT4T704
        NGLS 4.875 02/01/31
        87612BBS0
        
          
          
        
        160000
        NS
        USD
        161600
        0.0248022099
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        TPMT 2018-6 A1B
        89176LAB0
        
          
          
        
        299999.99
        NS
        USD
        299403.8
        0.0459522023
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Floating
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corporation
        549300DRQQI75D2JP341
        TFC V5.1 PERP Q
        89832QAF6
        
          
          
        
        730000
        NS
        USD
        740220
        0.1136082415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          5.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Finance PLC
        2138001LVYC87DDHT482
        VMED 5 07/15/30 144A
        92769VAJ8
        
          
          
        
        475000
        NS
        USD
        448635.13
        0.0688560809
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Midstream Operating LP
        L6D8A6MLSY454J2JXJ60
        WES 5.3 03/01/48
        958254AJ3
        
          
          
        
        280000
        NS
        USD
        277200
        0.0425443848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travel Plus Leisure Co
        T4VNTWMFQ7JQB65L7T35
        TNL 4.5 04/01/27
        98310WAN8
        
          
          
        
        50000
        NS
        USD
        51500
        0.0079041696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travel Plus Leisure Co
        T4VNTWMFQ7JQB65L7T35
        TNL 4.625 03/01/30 144A
        98310WAQ1
        
          
          
        
        395000
        NS
        USD
        367350
        0.0563805187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travel Plus Leisure Co
        T4VNTWMFQ7JQB65L7T35
        TNL 6.625 07/31/26 144A
        98310WAS7
        
          
          
        
        180000
        NS
        USD
        187650
        0.0288003384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-31
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Softbank Group Corp
        5493003BZYYYCDIO0R13
        SOFTBK 5.25 07/06/31
        J75963BV9
        
          
          
        
        200000
        NS
        USD
        179856
        0.0276041229
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2031-07-06
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-17
      GREAT-WEST FUNDS INC
      /s/Kelly New
      Kelly New
      Treasurer, Great-West Funds, Inc.
    
  
  XXXX
GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
ASSET-BACKED SECURITIES
Non-Agency — 14.66%
  ACC Trust(b)  
  Series 2021-1 Class C  
$  830,000 2.08%, 12/20/2024   $    810,498
  Series 2022-1 Class C  
1,015,000 3.24%, 10/20/2025       984,732
   100,000 Affirm Asset Securitization Trust(b)
Series 2021-B Class C
1.40%, 08/17/2026   		      92,013
865,000 Aligned Data Centers Issuer LLC(b)
Series 2021-1A Class A2
1.94%, 08/15/2046   		796,675
  American Credit Acceptance Receivables Trust(b)  
  Series 2019-3 Class D  
360,000 2.89%, 09/12/2025   361,721
  Series 2022-1 Class D  
200,000 2.46%, 03/13/2028   189,143
  Series 2022-1 Class E  
855,000 3.64%, 03/13/2028   800,594
248,367 American Homes 4 Rent(b)
Series 2015-SFR1 Class A
3.47%, 04/17/2052   		246,507
  AmeriCredit Automobile Receivables Trust  
  Series 2019-2 Class D  
720,000 2.99%, 06/18/2025   717,595
  Series 2019-3 Class D  
330,000 2.58%, 09/18/2025   328,589
  Series 2020-3 Class D  
85,000 1.49%, 09/18/2026   81,251
  AMSR Trust(b)  
  Series 2020-SFR2 Class D  
540,000 3.28%, 07/17/2037   519,000
  Series 2021-SFR2 Class C  
150,000 1.88%, 08/17/2038   135,572
  Series 2021-SFR3 Class D  
520,000 2.18%, 10/17/2038   473,477
21,067 Amur Equipment Finance Receivables VI LLC(b)
Series 2018-2A Class A2
3.89%, 07/20/2022   		21,091
  Aqua Finance Trust(b)  
  Series 2019-A Class C  
970,000 4.01%, 07/16/2040   950,132
  Series 2020-AA Class D  
620,000 7.15%, 07/17/2046   603,579
  Series 2021-A Class B  
110,000 2.40%, 07/17/2046   101,098
758,450 Arbys Funding LLC(b)
Series 2020-1A Class A2
3.24%, 07/30/2050   		723,457
865,000 Avant Credit Card Master Trust(b)
Series 2021-1A Class A
1.37%, 04/15/2027   		822,073
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Avid Automobile Receivables Trust(b)  
  Series 2019-1 Class  
$  715,000 4.03%, 07/15/2026   $    718,341
  Series 2019-1 Class C  
1,160,000 3.14%, 07/15/2026     1,161,915
  Series 2021-1 Class E  
  345,000 3.39%, 04/17/2028       327,525
  Avis Budget Rental Car Funding AESOP LLC(b)  
  Series 2019-2A Class A  
105,000 3.35%, 09/22/2025   105,337
  Series 2019-2A Class D  
830,000 3.04%, 09/22/2025   787,744
  Series 2020-1A Class B  
105,000 2.68%, 08/20/2026   100,748
  Series 2020-2A Class A  
495,000 2.02%, 02/20/2027   469,036
  Series 2020-2A Class B  
205,000 2.96%, 02/20/2027   198,631
  Series 2020-2A Class C  
145,000 4.25%, 02/20/2027   144,456
  Series 2021-2A Class C  
160,000 2.35%, 02/20/2028   146,191
  Bayview Opportunity Master Fund IV Trust(b)(c)  
  Series 2017-SPL4 Class B2  
100,000 4.75%, 01/28/2055   95,326
  Series 2017-SPL5 Class B1  
375,000 4.00%, 06/28/2057   362,461
615,000 BHG Securitization Trust(b)
Series 2022-A Class B
2.70%, 02/20/2035   		587,687
190,000 Brex Commercial Charge Card Master Trust(b)
Series 2021-1 Class A
2.09%, 07/15/2024   		187,839
  Business Jet Securities LLC(b)  
  Series 2019-1 Class A  
446,391 4.21%, 07/15/2034   422,917
  Series 2020-1A Class A  
102,973 2.98%, 11/15/2035   99,170
  Series 2021-1A Class B  
81,577 2.92%, 04/15/2036   75,901
866,737 Cajun Global LLC(b)
Series 2021-1 Class A2
3.93%, 11/20/2051   		817,424
401,350 CAL Funding IV Ltd(b)
Series 2020-1A Class A
2.22%, 09/25/2045   		373,105
  CarMax Auto Owner Trust  
  Series 2019-3 Class D  
320,000 2.85%, 01/15/2026   317,703
  Series 2020-1 Class D  
240,000 2.64%, 07/15/2026   237,619
  Series 2020-3 Class D  
200,000 2.53%, 01/15/2027   196,371
  Series 2020-4 Class D  
175,000 1.75%, 04/15/2027   166,248
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2022-1 Class D  
$  100,000 2.47%, 07/17/2028   $     95,774
  Carvana Auto Receivables Trust  
  Series 2019-2A Class D  
  835,000 3.28%, 01/15/2025(b)       838,955
  Series 2019-3A Class E  
  815,000 4.60%, 07/15/2026(b)       824,355
  Series 2021-P4 Class C  
135,000 2.33%, 02/10/2028   127,013
556,905 CF Hippolyta LLC(b)
Series 2020-1 Class A1
1.69%, 07/15/2060   		526,247
368,237 CLI Funding LLC(b)
Series 2020-3A Class A
2.07%, 10/18/2045   		341,925
280,943 CLI Funding VIII LLC(b)
Series 2021-1A Class A
1.64%, 02/18/2046   		255,044
  College Ave Student Loans LLC(b)  
  Series 2021-A Class C  
110,000 2.92%, 07/25/2051   104,207
  Series 2021-C Class D  
100,000 4.11%, 07/26/2055   94,559
  Commonbond Student Loan Trust(b)  
  Series 2019-AGS Class B  
150,171 3.04%, 01/25/2047   148,337
  Series 2020-1 Class A  
177,623 1.69%, 10/25/2051   163,423
100,836 Conn's Receivables Funding LLC(b)
Series 2020-A Class B
4.27%, 06/16/2025   		100,765
  CoreVest American Finance Trust(b)  
  Series 2018-2 Class A  
242,726 4.03%, 11/15/2052   244,020
  Series 2019-3 Class A  
245,497 2.71%, 10/15/2052   239,707
  Series 2019-3 Class B  
145,000 3.16%, 10/15/2052   137,097
  Series 2019-3 Class C  
235,000 3.27%, 10/15/2052   217,462
  Series 2020-2 Class C  
100,000 4.75%, 05/15/2052(c)   101,127
  Series 2021-1 Class C  
105,000 2.80%, 04/15/2053   93,999
  Series 2021-2 Class C  
205,000 2.48%, 07/15/2054   177,083
  Series 2021-3 Class D  
105,000 3.47%, 10/15/2054   94,093
110,000 CPS Auto Receivables Trust(b)
Series 2020-C Class C
1.71%, 08/17/2026   		109,732
  Credit Acceptance Auto Loan Trust(b)  
  Series 2019-3A Class C  
275,000 3.06%, 03/15/2029   273,120
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2020-1A Class C  
$  300,000 2.59%, 06/15/2029   $    294,676
  Series 2020-2A Class C  
  250,000 2.73%, 11/15/2029       246,281
  Series 2020-3A Class C  
  290,000 2.28%, 02/15/2030       279,851
  Series 2021-2A Class C  
250,000 1.64%, 06/17/2030   236,526
  Series 2021-3A Class C  
250,000 1.63%, 09/16/2030   235,755
  DB Master Finance LLC(b)  
  Series 2017-1A Class A2II  
158,400 4.03%, 11/20/2047   158,846
  Series 2019-1A Class A23  
195,000 4.35%, 05/20/2049   194,823
  Series 2021-1A Class A2II  
478,800 2.49%, 11/20/2051   431,649
  Dell Equipment Finance Trust(b)  
  Series 2020-2 Class C  
100,000 1.37%, 01/22/2024   98,402
  Series 2020-2 Class D  
105,000 1.92%, 03/23/2026   103,892
610,000 Dext LLC(b)
Series 2020-1 Class D
7.21%, 02/15/2028   		587,154
407,195 Diamond Resorts Owner Trust(b)
Series 2021-1A Class B
2.05%, 11/21/2033   		390,703
  Domino's Pizza Master Issuer LLC(b)  
  Series 2017-1A Class A23  
331,200 4.12%, 07/25/2047   328,440
  Series 2018-1A Class A2II  
67,725 4.33%, 07/25/2048   67,702
  Series 2019-1A Class A2  
337,120 3.67%, 10/25/2049   323,189
  Series 2021-1A Class A2I  
789,037 2.66%, 04/25/2051   731,530
  Drive Auto Receivables Trust  
  Series 2018-3 Class D  
51,219 4.30%, 09/16/2024   51,528
  Series 2020-1 Class D  
230,000 2.70%, 05/17/2027   229,200
  DT Auto Owner Trust(b)  
  Series 2019-3A Class D  
175,000 2.96%, 04/15/2025   175,573
  Series 2021-2A Class D  
155,000 1.50%, 02/16/2027   146,736
  Series 2022-1A Class D  
545,000 3.40%, 12/15/2027   533,228
201,565 Education Funding Trust Trust(b)
Series 2020-A Class A
2.79%, 07/25/2041   		196,054
134,055 EDvestinU Private Education Loan Issue No 3 LLC(b)
Series 2021-A Class A
1.80%, 11/25/2045   		123,961
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
$   89,179 Elara HGV Timeshare Issuer LLC(b)
Series 2021-A Class C
2.09%, 08/27/2035   		$     83,723
  ELFI Graduate Loan Program LLC(b)  
  Series 2019-A Class A  
  174,762 2.54%, 03/25/2044       172,377
  Series 2021-A Class B  
  100,000 2.09%, 12/26/2046(c)        93,945
  Exeter Automobile Receivables Trust  
  Series 2019-1A Class D  
747,308 4.13%, 12/16/2024(b)   754,571
  Series 2019-2A Class E  
950,000 4.68%, 05/15/2026(b)   954,912
  Series 2019-3A Class C  
275,488 2.79%, 05/15/2024(b)   275,816
  Series 2019-4A Class D  
960,000 2.58%, 09/15/2025(b)   956,553
  Series 2020-2A Class D  
305,000 4.73%, 04/15/2026(b)   310,094
  Series 2020-3A Class D  
115,000 1.73%, 07/15/2026   112,836
820,000 FAT Brands Royalty LLC(b)
Series 2021-1A Class A2
4.75%, 04/25/2051   		799,192
  First Investors Auto Owner Trust(b)  
  Series 2019-2A Class D  
120,000 2.80%, 12/15/2025   119,711
  Series 2022-1A Class D  
200,000 3.79%, 06/15/2028   194,723
  FirstKey Homes Trust(b)  
  Series 2020-SFR1 Class B  
495,000 1.74%, 08/17/2037   462,966
  Series 2020-SFR1 Class D  
200,000 2.24%, 08/17/2037   186,020
  Series 2020-SFR1 Class E  
100,000 2.79%, 08/17/2037   93,231
  Series 2020-SFR2 Class B  
915,000 1.57%, 10/19/2037   847,802
  Series 2020-SFR2 Class D  
775,000 1.97%, 10/19/2037   709,471
  Series 2021-SFR1 Class D  
1,015,000 2.19%, 08/17/2038   921,539
  Series 2021-SFR1 Class E1  
335,000 2.39%, 08/17/2038   301,841
  Series 2021-SFR2 Class E1  
180,000 2.26%, 09/17/2038   158,941
  Series 2021-SFR2 Class E2  
140,000 2.36%, 09/17/2038   123,203
  Flagship Credit Auto Trust(b)  
  Series 2019-3 Class D  
210,000 2.86%, 12/15/2025   207,942
  Series 2019-4 Class D  
385,000 3.12%, 01/15/2026   381,890
  Series 2020-1 Class D  
645,000 2.48%, 03/16/2026   629,206
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2020-4 Class D  
$  240,000 2.18%, 02/16/2027   $    231,241
  Series 2021-2 Class D  
  210,000 1.59%, 06/15/2027       196,747
   815,000 Ford Credit Auto Owner Trust
Series 2020-C Class A3
0.41%, 07/15/2025   		     802,655
   104,818 Foundation Finance Trust(b)
Series 2017-1A Class A
3.30%, 07/15/2033   		     105,210
   230,000 Foursight Capital Automobile Receivables Trust(b)
Series 2021-2 Class D
1.92%, 09/15/2027   		     216,377
  Freedom Financial Trust(b)  
  Series 2021-2 Class C  
100,000 1.94%, 06/19/2028   97,057
  Series 2021-3FP Class D  
255,000 2.37%, 11/20/2028   239,352
  Series 2022-1FP Class D  
165,000 3.35%, 03/19/2029   159,365
  FRTKL Trust(b)  
  Series 2021-SFR1 Class E1  
100,000 2.37%, 09/17/2038   89,631
  Series 2021-SFR1 Class E2  
100,000 2.52%, 09/17/2038   89,302
  GLS Auto Receivables Issuer Trust(b)  
  Series 2019-4A Class D  
1,545,000 4.09%, 08/17/2026   1,528,393
  Series 2020-1A Class C  
340,000 2.72%, 11/17/2025   338,676
  Series 2020-2A Class B  
875,000 3.16%, 06/16/2025   876,619
  Series 2020-3A Class E  
1,705,000 4.31%, 07/15/2027   1,704,383
  Series 2021-1A Class D  
965,000 1.68%, 01/15/2027   924,574
  Series 2021-2A Class D  
345,000 1.42%, 04/15/2027   320,889
540,000 GM Financial Consumer Automobile Receivables Trust
Series 2021-1 Class A3
0.35%, 10/16/2025   		529,506
100,000 GMF Floorplan Owner Revolving Trust(b)
Series 2020-1 Class C
1.48%, 08/15/2025   		98,150
760,375 Hardee's Funding LLC(b)
Series 2020-1A Class A2
3.98%, 12/20/2050   		735,334
659,120 HIN Timeshare Trust(b)
Series 2020-A Class C
3.42%, 10/09/2039   		642,417
  Home Partners of America Trust(b)  
  Series 2019-1 Class D  
173,189 3.41%, 09/17/2039   161,700
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2019-2 Class D  
$  126,387 3.12%, 10/19/2039   $    115,429
  Series 2020-2 Class A  
  253,728 1.53%, 01/17/2041       232,123
  Series 2021-1 Class E  
   93,415 2.58%, 09/17/2041        84,105
   525,695 Horizon Aircraft Finance III Ltd(b)
Series 2019-2 Class A
3.43%, 11/15/2039   		     484,223
1,050,000 Hotwire Funding LLC(b)
Series 2021-1 Class C
4.46%, 11/20/2051   		972,994
  HPEFS Equipment Trust(b)  
  Series 2019-1A Class C  
88,247 2.49%, 09/20/2029   88,414
  Series 2020-1A Class D  
315,000 2.26%, 02/20/2030   312,810
  Series 2020-2A Class C  
100,000 2.00%, 07/22/2030   99,825
  Series 2021-1A Class D  
150,000 1.03%, 03/20/2031   144,352
  Series 2022-1A Class D  
165,000 2.40%, 11/20/2029   157,822
  Invitation Homes Trust(b)(d)  
  Series 2018-SFR2 Class B  
109,983 1.48%, 06/17/2037
1-mo. LIBOR + 1.08% 		109,077
  Series 2018-SFR3 Class B  
25,019 1.59%, 07/17/2037
1-mo. LIBOR + 1.15% 		24,788
830,000 Jack in the Box Funding LLC(b)
Series 2022-1A Class A2I
3.45%, 02/26/2052   		781,216
639,397 Jersey Mike's Funding(b)
Series 2019-1A Class A2
4.43%, 02/15/2050   		630,531
160,695 JPMorgan Chase Bank NA(b)
Series 2021-1 Class D
1.17%, 09/25/2028   		157,837
328,517 Laurel Road Prime Student Loan Trust(b)
Series 2020-A Class A2FX
1.40%, 11/25/2050   		314,328
  Lendmark Funding Trust(b)  
  Series 2019-1A Class A  
795,000 3.00%, 12/20/2027   797,630
  Series 2021-1A Class A  
825,000 1.90%, 11/20/2031   745,942
455,248 MAPS Ltd(b)
Series 2018-1A Class A
4.21%, 05/15/2043   		425,691
885,762 MAPS Trust(b)
Series 2021-1A Class A
2.52%, 06/15/2046   		819,168
  Mariner Finance Issuance Trust(b)  
  Series 2019-AA Class A  
995,000 2.96%, 07/20/2032   990,105
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2020-AA Class A  
$  770,000 2.19%, 08/21/2034   $    740,296
  Marlette Funding Trust(b)  
  Series 2021-2A Class C  
  100,000 1.50%, 09/15/2031        94,676
  Series 2021-3A Class C  
  145,000 1.81%, 12/15/2031       134,140
1,150,000 Mercury Financial Credit Card Master Trust(b)
Series 2021-1A Class A
1.54%, 03/20/2026   		1,115,933
122,541 Merlin Aviation Holdings Designated Activity Co(b)(e)
Series 2016-1 Class A
4.50%, 12/15/2032   		99,405
  Mission Lane Credit Card Master Trust(b)  
  Series 2021-A Class A  
1,100,000 1.59%, 09/15/2026   1,072,480
  Series 2021-A Class B  
100,000 2.24%, 09/15/2026   97,740
670,593 MVW LLC(b)
Series 2021-2A Class C
2.23%, 05/20/2039   		629,730
  MVW Owner Trust(b)  
  Series 2016-1A Class A  
315,029 2.25%, 12/20/2033   315,476
  Series 2019-1A Class C  
34,003 3.33%, 11/20/2036   33,154
  Navient Private Education Refi Loan Trust(b)  
  Series 2019-GA Class B  
100,000 3.08%, 10/15/2068   97,043
  Series 2020-HA Class A  
61,106 1.31%, 01/15/2069   59,170
  Series 2021-EA Class B  
115,000 2.03%, 12/16/2069   100,590
  Series 2021-FA Class B  
265,000 2.12%, 02/18/2070   237,000
216,183 Navient Private Education Refi Loan Trust (b)
Series 2021-A Class A
0.84%, 05/15/2069   		206,401
696,500 NBC Funding LLC(b)
Series 2021-1 Class A2
2.99%, 07/30/2051   		648,781
155,929 Oasis LLC(b)
Series 2020-2A Class A
4.26%, 05/15/2032   		155,969
211,168 Oasis Securitization Funding LLC(b)
Series 2021-1A Class A
2.58%, 02/15/2033   		210,594
915,000 Octane Receivables Trust(b)
Series 2020-1A Class B
1.98%, 06/20/2025   		895,349
  OneMain Financial Issuance Trust(b)  
  Series 2018-2A Class A  
120,000 3.57%, 03/14/2033   120,034
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2020-1A Class B  
$  290,000 4.83%, 05/14/2032   $    293,265
  Series 2020-2A Class A  
  355,000 1.75%, 09/14/2035       329,431
  Series 2021-1A Class D  
  270,000 2.47%, 06/16/2036       238,723
  Planet Fitness Master Issuer LLC(b)  
  Series 2018-1A Class A2II  
193,000 4.67%, 09/05/2048   191,931
  Series 2019-1A Class A2  
278,588 3.86%, 12/05/2049   261,902
  Prestige Auto Receivables Trust(b)  
  Series 2018-1A Class D  
1,215,000 4.14%, 10/15/2024   1,225,850
  Series 2019-1A Class D  
980,000 3.01%, 08/15/2025   975,684
  Series 2020-1A Class E  
235,000 3.67%, 02/15/2028   232,052
  Progress Residential Trust(b)  
  Series 2019-SFR2 Class A  
677,478 3.15%, 05/17/2036   670,127
  Series 2019-SFR2 Class D  
305,000 3.79%, 05/17/2036   298,711
  Series 2019-SFR2 Class E  
240,000 4.14%, 05/17/2036   234,164
  Series 2019-SFR4 Class D  
275,000 3.14%, 10/17/2036   265,604
  Series 2020-SFR3 Class E  
145,000 2.30%, 10/17/2027   130,463
  Series 2021-SFR2 Class D  
805,000 2.20%, 04/19/2038   724,761
  Series 2021-SFR2 Class E1  
345,000 2.55%, 04/19/2038   312,745
  Series 2021-SFR3 Class E1  
125,000 2.54%, 05/17/2026   111,712
  Series 2021-SFR3 Class E2  
105,000 2.69%, 05/17/2026   93,592
  Series 2021-SFR4 Class E1  
100,000 2.41%, 05/17/2038   90,029
  Series 2021-SFR4 Class E2  
100,000 2.56%, 05/17/2038   89,891
  Series 2021-SFR5 Class E1  
145,000 2.21%, 07/17/2038   129,499
  Series 2021-SFR5 Class E2  
100,000 2.36%, 07/17/2038   88,639
  Series 2021-SFR6 Class C  
505,000 1.86%, 07/17/2038   459,125
  Series 2021-SFR6 Class E1  
185,000 2.43%, 07/17/2038   163,925
  Series 2021-SFR6 Class E2  
100,000 2.53%, 07/17/2038   88,285
  Series 2021-SFR7 Class E1  
205,000 2.59%, 08/17/2040   179,811
  Series 2021-SFR7 Class E2  
100,000 2.64%, 08/17/2040   87,230
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2021-SFR9 Class E1  
$  100,000 2.81%, 11/17/2040   $     87,040
   980,000 Purchasing Power Funding LLC(b)
Series 2021-A Class B
1.92%, 10/15/2025   		     939,672
   624,764 RCO VII Mortgage LLC(b)(e)
Series 2021-2 Class A1
2.12%, 09/25/2026   		     601,357
   610,000 Republic Finance Issuance Trust(b)
Series 2020-A Class A
2.47%, 11/20/2030   		     595,922
  Santander Drive Auto Receivables Trust  
  Series 2019-3 Class D  
385,000 2.68%, 10/15/2025   386,397
  Series 2020-1 Class C  
110,000 4.11%, 12/15/2025   111,132
  Series 2020-1 Class D  
200,000 5.35%, 03/15/2028   204,871
  Series 2020-2 Class D  
95,000 2.22%, 09/15/2026   94,257
  Series 2020-4 Class D  
80,000 1.48%, 01/15/2027   77,847
  Series 2021-1 Class D  
405,000 1.13%, 11/16/2026   387,927
  Series 2021-3 Class D  
660,000 1.33%, 09/15/2027   631,967
135,000 SCF Equipment Leasing LLC(b)
Series 2022-1A Class D
3.79%, 11/20/2031   		131,216
  Sierra Timeshare Receivables Funding LLC(b)  
  Series 2019-2A Class C  
101,149 3.12%, 05/20/2036   99,324
  Series 2019-3A Class C  
70,216 3.00%, 08/20/2036   68,532
  Series 2021-1A Class C  
62,110 1.79%, 11/20/2037   59,694
660,917 S-Jets Ltd(b)
Series 2017-1 Class A
3.97%, 08/15/2042   		559,956
643,342 Slam Ltd(b)
Series 2021-1A Class A
2.43%, 06/15/2046   		588,980
  SMB Private Education Loan Trust(b)  
  Series 2015-C Class B  
100,000 3.50%, 09/15/2043   97,909
  Series 2018-C Class B  
100,000 4.00%, 11/17/2042   99,740
  Series 2019-B Class A2A  
676,730 2.84%, 06/15/2037   667,841
  Series 2020-A Class A2A  
84,572 2.23%, 09/15/2037   81,608
  Series 2021-A Class A2A2  
185,000 1.13%, 01/15/2053(d)
1-mo. LIBOR + 0.73% 		181,932
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2021-D Class B  
$  200,000 2.31%, 03/17/2053   $    179,911
  SoFi Consumer Loan Program Trust(b)  
  Series 2019-4 Class C  
  335,000 2.84%, 08/25/2028       334,798
  Series 2021-1 Class D  
  100,000 2.04%, 09/25/2030        93,939
100,000 SoFi Professional Loan Program LLC(b)(c)
Series 2017-A Class C
4.43%, 03/26/2040   		101,177
  Taco Bell Funding LLC(b)  
  Series 2016-1A Class A23  
542,925 4.97%, 05/25/2046   552,061
  Series 2021-1A Class A2II  
603,487 2.29%, 08/25/2051   538,094
310,533 Textainer Marine Containers VII Ltd(b)
Series 2021-1A Class A
1.68%, 02/20/2046   		280,983
336,546 TIF Funding II LLC(b)
Series 2021-1A Class A
1.65%, 02/20/2046   		302,114
  Tricon American Homes Trust(b)  
  Series 2019-SFR1 Class C  
1,740,000 3.15%, 03/17/2038   1,680,764
  Series 2019-SFR1 Class D  
115,000 3.20%, 03/17/2038   109,276
  Series 2020-SFR1 Class D  
230,000 2.55%, 07/17/2038   210,299
  Series 2020-SFR2 Class D  
895,000 2.28%, 11/17/2039   789,221
  Series 2020-SFR2 Class E1  
225,000 2.73%, 11/17/2039   201,095
490,000 Tricon Residential Trust(b)
Series 2021-SFR1 Class B
2.24%, 07/17/2038   		457,824
649,650 Triton Container Finance VIII LLC(b)
Series 2021-1A Class A
1.86%, 03/20/2046   		584,539
  VCAT LLC(b)(e)  
  Series 2021-NPL1 Class A1  
97,055 2.29%, 12/26/2050   94,448
  Series 2021-NPL1 Class A2  
480,000 4.83%, 12/26/2050   460,794
  Series 2021-NPL3 Class A1  
414,012 1.74%, 05/25/2051   394,118
  Series 2021-NPL4 Class A1  
867,914 1.87%, 08/25/2051   836,890
  Series 2021-NPL5 Class A1  
517,809 1.87%, 08/25/2051   497,150
  Series 2021-NPL6 Class A1  
814,652 1.92%, 09/25/2051   777,505
1,100,000 VFI LLC(b)
Series 2022-1A Class B
3.04%, 07/24/2028   		1,075,589
Principal Amount(a)   Fair Value
Non-Agency — (continued)
$  296,066 VOLT C LLC(b)(e)
Series 2021-NPL9 Class A1
1.99%, 05/25/2051   		$    285,368
   384,679 VOLT CVI LLC(b)(e)
Series 2021-NP12 Class A1
2.73%, 12/26/2051   		     373,835
   794,349 VOLT XCII LLC(b)(e)
Series 2021-NPL1 Class A1
1.89%, 02/27/2051   		     769,647
   401,329 VOLT XCIII LLC(b)(e)
Series 2021-NPL2 Class A1
1.89%, 02/27/2051   		     388,911
   536,901 VOLT XCIV LLC(b)(e)
Series 2021-NPL3 Class A1
2.24%, 02/27/2051   		     515,806
   268,016 VOLT XCV LLC(b)(e)
Series 2021-NPL4 Class A1
2.24%, 03/27/2051   		     258,633
   243,350 VOLT XCVI LLC(b)(e)
Series 2021-NPL5 Class A1
2.12%, 03/27/2051   		     236,954
553,676 VOLT XCVII LLC(b)(e)
Series 2021-NPL6 Class A1
2.24%, 04/25/2051   		535,418
424,566 WAVE Trust(b)
Series 2017-1A ClassA
3.84%, 11/15/2042   		400,041
  Wendy's Funding LLC(b)  
  Series 2018-1A Class A2II  
129,263 3.88%, 03/15/2048   127,843
  Series 2021-1A Class A2I  
337,450 2.37%, 06/15/2051   300,132
  Westlake Automobile Receivables Trust(b)  
  Series 2021-1A Class D  
785,000 1.23%, 04/15/2026   755,005
  Series 2021-2A Class D  
345,000 1.23%, 12/15/2026   327,493
TOTAL ASSET-BACKED SECURITIES — 14.66%
(Cost $99,827,105) 		$95,374,636
BANK LOANS
321,742 84 Lumber Co(d)
3.70%, 11/13/2026
1-mo. LIBOR + 3.24% 		319,329
122,647 Air Canada(d)
4.25%, 08/11/2028
1-mo. LIBOR + 3.80% 		121,053
448,875 AIT Worldwide Logistics Inc(d)
5.50%, 04/06/2028
1-mo. LIBOR + 5.05% 		444,526
827,198 Alliance Laundry Systems LLC(d)
4.25%, 10/08/2027
1-mo. LIBOR + 3.80% 		816,513
89,550 Allied Universal Holdco LLC(d)
4.25%, 05/12/2028
1-mo. LIBOR + 3.80% 		88,028
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Bank Loans — (continued)
$  250,000 Amentum Government Services Holdings LLC(d)
4.50%, 02/15/2029
3-mo. LIBOR + 3.54% 		$    246,771
   100,000 American Airlines Inc(d)
5.50%, 04/20/2028
1-mo. LIBOR + 5.05% 		     101,143
   222,086 Anchor Glass Container Corp(d)
3.75%, 12/07/2023
1-mo. LIBOR + 3.30% 		     188,051
   557,875 Apex Group Treasury LLC(d)(f)
4.76%, 07/27/2028
3-mo. LIBOR + 3.79% 		     552,994
   380,000 Applied Systems Inc(d)
6.51%, 09/19/2025
3-mo. LIBOR + 5.54% 		     377,328
  Arcline FM Holdings LLC(d)  
  528,937 5.50%,06/23/2028
3-mo. LIBOR + 4.54% 		    521,334
140,000 9.00%,06/25/2029
3-mo. LIBOR + 8.04% 		137,900
336,609 Aruba Investments Holdings LLC(d)
4.50%, 11/24/2027
1-mo. LIBOR + 4.05% 		331,279
222,187 ASP Navigate Acquisition Corp(d)
5.50%, 10/06/2027
1-mo. LIBOR + 5.05% 		216,911
353,514 Aston Finco SARL(d)
4.71%, 10/09/2026
1-mo. LIBOR + 4.26% 		348,918
  Asurion LLC(d)  
843,802 3.71%,07/31/2027
1-mo. LIBOR + 3.26% 		832,199
285,000 5.70%,01/31/2028
1-mo. LIBOR + 5.25% 		279,003
220,000 5.71%,01/20/2029
1-mo. LIBOR + 5.26% 		214,940
  AthenaHealth Group Inc(d)  
43,691 3.95%,01/27/2029
1-mo. LIBOR + 3.50% 		43,173
257,779 3.95%,02/15/2029(f)
1-mo. LIBOR + 3.50% 		254,718
802,697 Azalea TopCo Inc(d)(f)
4.50%, 07/24/2026
1-mo. LIBOR + 4.05% 		794,670
482,883 Backyard Acquireco Inc(d)
4.76%, 11/02/2027
3-mo. LIBOR + 3.79% 		479,563
689,086 Berlin Packaging LLC(d)
3.75%, 03/11/2028
3-mo. LIBOR + 2.79% 		675,305
515,969 Blackhawk Network Holdings Inc(d)
3.21%, 06/15/2025
1-mo. LIBOR + 2.76% 		505,650
  Boxer Parent Co Inc(d)  
695,506 4.76%,10/02/2025
3-mo. LIBOR + 3.79% 		691,159
Principal Amount(a)   Fair Value
Bank Loans — (continued)
$  155,000 6.00%,02/27/2026
1-mo. LIBOR + 5.55% 		$    153,159
   838,575 Brookfield WEC Holdings Inc(d)(f)
3.25%, 08/01/2025
1-mo. LIBOR + 2.80% 		     822,470
   776,204 Brown Group Holding LLC(d)
3.51%, 06/07/2028
3-mo. LIBOR + 2.54% 		     761,650
   855,189 BWay Holding Co(d)
3.48%, 04/03/2024
1-mo. LIBOR + 3.03% 		     842,095
   866,482 Caesars Resort Collection LLC(d)
3.21%, 12/23/2024
1-mo. LIBOR + 2.76% 		     860,705
   734,429 Carlisle Foodservice Products Inc(d)
4.00%, 03/20/2025
1-mo. LIBOR + 3.55% 		     705,052
  Carnival Corp(d)  
320,901 4.00%,10/18/2028
1-mo. LIBOR + 3.55% 		312,879
117,900 4.00%,10/19/2028
1-mo. LIBOR + 3.55% 		114,599
628,425 Chariot Buyer LLC(d)
3.95%, 11/03/2028
1-mo. LIBOR + 3.49% 		619,627
366,266 Cinemark USA Inc(d)(f)
2.73%, 03/31/2025
3-mo. LIBOR + 1.77% 		355,147
757,350 Citadel Securities LP(d)
2.93%, 02/02/2028
1-mo. LIBOR + 2.48% 		752,211
318,788 CITGO Petroleum Corp(d)
7.25%, 03/28/2024
1-mo. LIBOR + 6.80% 		317,274
291,417 Clarios Global LP(d)
3.46%, 04/30/2026
1-mo. LIBOR + 3.01% 		287,501
285,000 Clydesdale Acquisition Holdings Inc(d)(f)
4.70%, 03/30/2029
1-mo. LIBOR + 4.25% 		280,012
361,350 CNT Holdings I Corp(d)
4.25%, 11/08/2027
1-mo. LIBOR + 3.80% 		358,911
588,525 ConnectWise LLC(d)(f)
4.00%, 09/29/2028
1-mo. LIBOR + 3.55% 		583,817
196,351 Consolidated Communications Inc(d)
4.25%, 10/02/2027
1-mo. LIBOR + 3.80% 		183,490
861,808 Cooper-Standard Automotive Inc(d)
2.75%, 11/02/2023
1-mo. LIBOR + 2.30% 		794,556
560,000 Covia Holdings LLC(d)
5.00%, 07/31/2026
1-mo. LIBOR + 4.55% 		549,150
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Bank Loans — (continued)
$  490,050 CPC Acquisition Corp(d)
4.50%, 12/29/2027
3-mo. LIBOR + 3.54% 		$    477,799
   360,000 Davis Standard LLC(d)
6.76%, 12/08/2028
3-mo. LIBOR + 5.79% 		     349,200
  DexKo Global Inc(d)  
   25,000 4.72%,10/04/2028
3-mo. LIBOR + 3.76% 		     24,427
  140,000 4.72%,10/05/2028
3-mo. LIBOR + 3.76% 		    136,792
   307,685 DG Investment Intermediate Holdings 2 Inc(d)
4.25%, 03/31/2028
1-mo. LIBOR + 3.80% 		     304,223
   847,875 Diamond BC BV(d)
3.25%, 09/29/2028
1-mo. LIBOR + 2.80% 		     829,328
688,871 DIRECTV Financing LLC(d)(f)
5.75%, 08/02/2027
1-mo. LIBOR + 5.30% 		687,292
513,712 Dotdash Meredith Inc(d)
4.50%, 12/01/2028
1-mo. LIBOR + 4.05% 		509,003
  Dun & Bradstreet Corp(d)  
900,858 3.70%,02/06/2026
1-mo. LIBOR + 3.25% 		891,849
75,000 3.56%,01/18/2029
1-mo. LIBOR + 3.11% 		74,250
256,750 DXP Enterprises Inc(d)
5.75%, 12/23/2027
1-mo. LIBOR + 5.30% 		253,969
93,400 ECL Entertainment LLC(d)
8.25%, 05/01/2028
1-mo. LIBOR + 7.80% 		93,750
281,541 Envision Healthcare Corp(d)
4.21%, 10/10/2025
1-mo. LIBOR + 3.76% 		187,426
822,362 Epicor Software Corp(d)
4.00%, 07/30/2027
1-mo. LIBOR + 3.55% 		814,980
295,000 Fertitta Entertainment LLC(d)(f)
4.50%, 01/26/2029
1-mo. LIBOR + 4.05% 		292,955
  Filtration Group Corp(d)  
793,465 3.95%,03/31/2025(f)
1-mo. LIBOR + 3.49% 		780,902
149,625 3.95%,10/21/2028
1-mo. LIBOR + 3.49% 		147,792
308,798 Froneri US Inc(d)
2.71%, 01/29/2027
1-mo. LIBOR + 2.26% 		302,776
459,571 Gainwell Acquisition Corp(d)
5.01%, 10/01/2027
3-mo. LIBOR + 4.04% 		456,124
185,000 Garda World Security Corp(d)
4.71%, 10/30/2026
1-mo. LIBOR + 4.26% 		182,996
  Generation Bridge II LLC(d)  
21,695 6.01%,02/23/2029
3-mo. LIBOR + 5.04% 		21,641
Principal Amount(a)   Fair Value
Bank Loans — (continued)
$  176,274 6.01%,02/24/2029
3-mo. LIBOR + 5.04% 		$    175,834
   668,250 Grab Holdings Inc(d)
5.50%, 01/29/2026
3-mo. LIBOR + 4.54% 		     651,544
   477,752 Great Outdoors Group LLC(d)
4.50%, 03/06/2028
1-mo. LIBOR + 4.05% 		     475,364
   346,500 Greeneden Holdings II LLC(d)
4.98%, 12/01/2027
1-mo. LIBOR + 4.53% 		     345,706
   398,925 Hamilton Projects Acquiror LLC(d)
3.95%, 06/17/2027
1-mo. LIBOR + 3.50% 		     390,614
   508,233 Harbor Freight Tools USA Inc(d)(f)
3.25%, 10/19/2027
1-mo. LIBOR + 2.80% 		     496,798
   532,325 Heartland Dental LLC(d)
4.45%, 04/30/2025
1-mo. LIBOR + 3.99% 		     531,660
715,320 Herens Holdco SARL(d)(f)
4.75%, 07/03/2028
3-mo. LIBOR + 3.79% 		697,437
  Hertz Corp(d)  
81,318 4.05%,06/14/2028
1-mo. LIBOR + 3.60% 		80,606
429,325 4.05%,06/30/2028
1-mo. LIBOR + 3.60% 		425,568
340,257 H-Food Holdings LLC(d)
4.14%, 05/23/2025
1-mo. LIBOR + 3.69% 		327,011
240,732 Hoya Midco LLC(d)
3.75%, 02/02/2029
3-mo. LIBOR + 2.79% 		236,519
274,866 Hunter Holdco 3 Ltd(d)
4.69%, 08/19/2028
1-mo. LIBOR + 4.24% 		273,320
989,344 Hyland Software Inc(d)(f)
4.25%, 07/01/2024
1-mo. LIBOR + 3.80% 		983,160
  Icebox Holdco III Inc(d)  
63,429 4.30%,12/22/2028
1-mo. LIBOR + 3.85% 		62,477
306,571 4.76%,12/22/2028(f)
3-mo. LIBOR + 3.79% 		301,973
835,243 Ineos US Finance LLC(d)(f)
7.16%, 04/01/2024
3-mo. LIBOR + 6.20% 		820,104
  Infinite Bidco LLC(d)  
481,362 4.25%,03/02/2028
1-mo. LIBOR + 3.80% 		472,939
185,000 7.51%,03/02/2029
1-mo. LIBOR + 7.06% 		184,538
392,000 Innophos Holdings Inc(d)
4.21%, 02/05/2027
1-mo. LIBOR + 3.76% 		389,305
457,700 J&J Ventures Gaming LLC(d)
4.75%, 04/26/2028
1-mo. LIBOR + 4.30% 		452,551
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Bank Loans — (continued)
$  179,110 Jazz Financing SARL(d)
3.96%, 05/05/2028
1-mo. LIBOR + 3.51% 		$    178,338
  KKR Apple Bidco LLC(d)  
  505,000 3.50%,09/22/2028
1-mo. LIBOR + 3.05% 		    497,636
   35,000 6.25%,09/21/2029
1-mo. LIBOR + 5.80% 		     34,694
   638,550 Klockner Pentaplast of America Inc(d)
5.55%, 02/12/2026
3-mo. LIBOR + 4.59% 		     574,695
    40,000 Landry's Finance Acquisition Co(d)
13.00%, 10/04/2023
1-mo. LIBOR + 12.55% 		      42,400
   179,100 LaserShip Inc(d)
5.25%, 05/08/2028
3-mo. LIBOR + 4.29% 		     174,846
606,707 LifePoint Health Inc(d)
4.20%, 11/16/2025
1-mo. LIBOR + 3.75% 		602,325
  Lightstone HoldCo LLC(d)  
885,080 4.75%,01/29/2024
1-mo. LIBOR + 4.30% 		793,474
49,920 4.75%,01/30/2024
1-mo. LIBOR + 4.30% 		44,753
330,000 Lucid Energy Group II(d)
4.80%, 02/18/2025
1-mo. LIBOR + 4.35% 		327,937
344,138 Magenta Buyer LLC(d)
5.75%, 07/27/2028
1-mo. LIBOR + 5.30% 		340,589
368,150 Mavis Tire Express Services Topco Corp(d)
4.75%, 05/04/2028
1-mo. LIBOR + 4.30% 		364,929
438,900 McGraw-Hill Education Inc(d)
5.25%, 07/28/2028
1-mo. LIBOR + 4.80% 		434,054
496,172 Medallion Midland Acquisition LP(d)
4.50%, 10/18/2028
1-mo. LIBOR + 4.05% 		490,466
150,000 Medline Borrower LP(d)(f)
3.75%, 10/23/2028
1-mo. LIBOR + 3.30% 		148,329
322,563 Michaels Cos Inc(d)
5.26%, 04/15/2028
3-mo. LIBOR + 4.29% 		300,655
510,000 Mileage Plus Holdings Inc(d)
6.25%, 06/21/2027
3-mo. LIBOR + 5.29% 		529,125
290,000 NAB Holdings LLC(d)
3.80%, 11/23/2028
3-mo. LIBOR + 2.84% 		285,287
828,737 One Call Corp(d)
6.25%, 04/22/2027
1-mo. LIBOR + 5.80% 		766,582
520,000 Oryx Midstream Services Permian Basin LLC(d)
3.75%, 10/05/2028
1-mo. LIBOR + 3.30% 		515,125
Principal Amount(a)   Fair Value
Bank Loans — (continued)
$  555,619 Packaging Coordinators Midco Inc(d)
4.76%, 11/30/2027
3-mo. LIBOR + 3.79% 		$    544,903
   158,549 PAI Holdco Inc(d)
4.25%, 10/28/2027
1-mo. LIBOR + 3.80% 		     156,766
   917,662 Parfums Holding Co Inc(d)
4.46%, 06/30/2024
1-mo. LIBOR + 4.01% 		     905,427
   769,045 Peraton Corp(d)
4.20%, 02/01/2028
1-mo. LIBOR + 3.75% 		     761,080
   353,225 PetsMart LLC(d)
4.50%, 02/11/2028
1-mo. LIBOR + 4.05% 		     351,282
  PetVet Care Centers LLC(d)  
  130,296 3.71%,02/14/2025
1-mo. LIBOR + 3.26% 		    128,016
483,059 4.25%,02/14/2025(f)
1-mo. LIBOR + 3.80% 		479,436
  Phoenix Guarantor Inc(d)  
514,686 3.95%,03/05/2026
1-mo. LIBOR + 3.49% 		496,243
570,129 3.95%,03/06/2026
1-mo. LIBOR + 3.49% 		563,092
190,000 Phoenix Newco Inc(d)
3.99%, 11/15/2028
1-mo. LIBOR + 3.54% 		188,338
1,180,690 Playa Resorts Holding BV(d)(f)
3.75%, 04/29/2024
1-mo. LIBOR + 3.30% 		1,154,125
377,150 Pluto Acquisition I Inc(d)
4.55%, 06/22/2026
1-mo. LIBOR + 4.10% 		371,493
897,393 Pods LLC(d)(f)
3.75%, 03/31/2028
1-mo. LIBOR + 3.30% 		886,624
523,327 Precision Medicine Group LLC(d)
3.75%, 11/18/2027
3-mo. LIBOR + 2.79% 		512,425
485,100 Project Ruby Ultimate Parent Corp(d)
4.00%, 03/10/2028
1-mo. LIBOR + 3.55% 		479,036
535,000 Proofpoint Inc(d)
3.76%, 08/31/2028
1-mo. LIBOR + 3.31% 		528,563
  Pug LLC(d)  
635,375 3.96%,02/12/2027
1-mo. LIBOR + 3.51% 		621,873
348,250 4.75%,02/12/2027
1-mo. LIBOR + 4.30% 		345,638
390,000 Quest Software US Holdings Inc(d)
4.75%, 02/01/2029
1-mo. LIBOR + 4.30% 		383,523
720,000 Quikrete Holdings Inc(d)(f)
3.46%, 06/09/2028
1-mo. LIBOR + 3.01% 		705,600
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Bank Loans — (continued)
$  160,000 Raptor Acquisition Corp(d)
4.93%, 11/01/2026
3-mo. LIBOR + 3.97% 		$    158,800
   751,225 Realpage Inc(d)
3.75%, 04/24/2028
1-mo. LIBOR + 3.30% 		     742,116
   263,013 Rising Tide Holdings Inc(d)
5.21%, 06/01/2028
1-mo. LIBOR + 4.75% 		     253,807
   130,000 Safe Fleet Holdings LLC(d)
4.27%, 02/23/2029
1-mo. LIBOR + 3.82% 		     128,050
   120,000 Scientific Games Holdings LP(d)(f)
3.95%, 02/04/2029
1-mo. LIBOR + 3.50% 		     118,725
   171,823 Securus Technologies Holdings Inc(d)
5.51%, 11/01/2024
3-mo. LIBOR + 4.54% 		     162,373
  Sedgwick Claims Management Services Inc(d)  
170,000 3.57%,12/31/2025(f)
3-mo. LIBOR + 2.60% 		168,088
696,405 3.96%,09/03/2026
1-mo. LIBOR + 3.51% 		691,431
492,894 Shearers Foods(d)
4.25%, 09/23/2027
1-mo. LIBOR + 3.80% 		477,799
  Sophia LP(d)  
519,287 3.88%,10/07/2027
3-mo. LIBOR + 2.92% 		513,283
203,699 4.70%,10/07/2027(f)
3-mo. LIBOR + 3.73% 		201,407
665,002 Southern Veterinary Partners LLC(d)(f)
5.00%, 10/05/2027
3-mo. LIBOR + 4.04% 		660,846
335,630 Spectrum Holdings III Corp(d)
4.25%, 01/31/2025
3-mo. LIBOR + 3.29% 		321,869
  SRS Distribution Inc(d)  
55,000 4.00%,06/02/2028
1-mo. LIBOR + 3.55% 		54,003
228,850 4.00%,06/03/2028
1-mo. LIBOR + 3.55% 		225,131
556,316 St. George's University Scholastic Services LLC(d)(f)
3.75%, 02/10/2029
1-mo. LIBOR + 3.30% 		548,203
461,775 Star US Bidco LLC(d)
5.25%, 03/17/2027
3-mo. LIBOR + 4.29% 		456,291
242,550 Sunshine Luxembourg VII SARL(d)
4.76%, 10/01/2026
3-mo. LIBOR + 3.79% 		240,655
420,750 Surgery Center Holdings Inc(d)
4.50%, 08/31/2026
1-mo. LIBOR + 4.05% 		416,834
361,196 Sweetwater Borrower LLC(d)
5.50%, 08/07/2028
1-mo. LIBOR + 5.05% 		358,035
Principal Amount(a)   Fair Value
Bank Loans — (continued)
  Transdigm Inc(d)  
$  287,063 2.71%,05/30/2025
1-mo. LIBOR + 2.26% 		$    281,601
  242,678 2.71%,12/09/2025
1-mo. LIBOR + 2.26% 		    238,052
   870,534 Traverse Midstream Partners LLC(d)
5.25%, 09/27/2024
1-mo. LIBOR + 4.80% 		     865,818
   654,871 TricorBraun Inc(d)
3.75%, 03/03/2028
1-mo. LIBOR + 3.30% 		     636,862
   521,063 Triton Water Holdings Inc(d)
4.51%, 03/31/2028
3-mo. LIBOR + 3.54% 		     507,711
   372,559 Truck Hero Inc(d)
4.00%, 01/31/2028
1-mo. LIBOR + 3.55% 		     360,451
944,894 UFC Holdings LLC(d)(f)
3.50%, 04/29/2026
3-mo. LIBOR + 2.54% 		933,870
  UKG Inc(d)  
905,329 3.75%,05/04/2026(f)
1-mo. LIBOR + 3.30% 		897,084
25,000 5.75%,05/03/2027
1-mo. LIBOR + 5.30% 		24,776
253,320 United AirLines Inc(d)
4.50%, 04/21/2028
1-mo. LIBOR + 4.05% 		249,927
379,631 Upstream Newco Inc(d)
4.68%, 11/20/2026
1-mo. LIBOR + 4.23% 		375,202
872,308 Viant Medical Holdings Inc(d)(f)
4.21%, 07/02/2025
1-mo. LIBOR + 3.76% 		819,533
521,184 Waystar Technologies Inc(d)
4.80%, 10/22/2026
1-mo. LIBOR + 4.35% 		519,229
864,781 Weld North Education LLC(d)
4.20%, 12/21/2027
1-mo. LIBOR + 3.75% 		855,412
485,947 William Morris Endeavor Entertainment LLC(d)
2.96%, 05/18/2025
1-mo. LIBOR + 2.51% 		477,039
474,167 Zep Inc(d)
5.00%, 08/12/2024
6-mo. LIBOR + 3.53% 		445,717
TOTAL BANK LOANS — 10.64%
(Cost $69,887,402) 		$69,227,017
CORPORATE BONDS AND NOTES
Basic Materials — 2.88%
500,000 Allegheny Technologies Inc
5.88%, 12/01/2027
499,647
200,000 Alpek SAB de CV(b)
3.25%, 02/25/2031
182,250
  Anglo American Capital PLC(b)  
620,000 2.63%, 09/10/2030 562,160
400,000 2.88%, 03/17/2031 368,641
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Basic Materials — (continued)
$  590,000 ArcelorMittal SA
6.75%, 03/01/2041
$    697,763
   525,000 Ashland LLC(b)
3.38%, 09/01/2031
     463,312
   520,000 Barrick Gold Corp
5.80%, 11/15/2034
     577,767
  Braskem Netherlands Finance BV(b)  
  600,000 4.50%, 01/31/2030     580,674
  400,000 5.88%, 01/31/2050     396,800
   640,000 Chemours Co(b)(g)
5.75%, 11/15/2028
     621,837
575,000 Cleveland-Cliffs Inc(b)
6.75%, 03/15/2026
603,750
590,000 Eldorado Gold Corp(b)
6.25%, 09/01/2029
593,687
  First Quantum Minerals Ltd(b)  
200,000 7.25%, 04/01/2023 199,652
800,000 7.50%, 04/01/2025 812,000
200,000 6.88%, 03/01/2026 205,570
285,000 6.88%, 10/15/2027 298,537
170,000 FMC Corp
3.45%, 10/01/2029
166,987
550,000 FMG Resources Ltd(b)
4.38%, 04/01/2031
520,245
  Freeport-McMoRan Inc  
295,000 4.13%, 03/01/2028 294,696
155,000 4.38%, 08/01/2028 155,718
200,000 4.25%, 03/01/2030 201,334
110,000 4.63%, 08/01/2030(g) 112,475
460,000 5.40%, 11/14/2034 510,623
815,000 5.45%, 03/15/2043 912,670
290,000 Glatfelter Corp(b)
4.75%, 11/15/2029
245,775
  Glencore Funding LLC(b)  
1,945,000 4.88%, 03/12/2029 2,046,738
165,000 2.85%, 04/27/2031 150,675
270,000 INEOS Quattro Finance 2 PLC(b)
3.38%, 01/15/2026
251,384
625,000 International Flavors & Fragrances Inc(b)
2.30%, 11/01/2030
557,916
740,000 Inversiones CMPC SA(b)
3.85%, 01/13/2030
718,917
310,000 Newcrest Finance Property Ltd(b)
3.25%, 05/13/2030
296,456
165,000 Novelis Corp(b)
4.75%, 01/30/2030
160,193
645,000 Orbia Advance Corp SAB de CV(b)
2.88%, 05/11/2031
570,819
100,000 Reliance Steel & Aluminum Co
2.15%, 08/15/2030
89,640
  SPCM SA(b)  
200,000 3.13%, 03/15/2027 184,000
200,000 3.38%, 03/15/2030 175,580
  Suzano Austria GmbH  
350,000 2.50%, 09/15/2028 315,822
Principal Amount(a)   Fair Value
Basic Materials — (continued)
$  555,000 3.75%, 01/15/2031 $    522,532
   890,000 Taseko Mines Ltd(b)(g)
7.00%, 02/15/2026
     916,477
   545,000 Teck Resources Ltd
6.13%, 10/01/2035
     643,441
   105,000 Volcan Cia Minera SAA(b)
4.38%, 02/11/2026
     100,538
   245,000 WR Grace Holdings LLC(b)
5.63%, 08/15/2029
    229,100
    18,714,798
Communications — 6.32%
420,000 Altice France Holding SA(b)(g)
6.00%, 02/15/2028
362,250
200,000 Altice France SA(b)
5.13%, 01/15/2029
179,166
305,000 AMC Networks Inc
4.25%, 02/15/2029
284,624
355,000 Bharti Airtel Ltd(b)
3.25%, 06/03/2031
328,096
200,000 Block Communications Inc(b)
4.88%, 03/01/2028
193,000
570,000 Cable Onda SA(b)
4.50%, 01/30/2030
556,035
  CCO Holdings LLC / CCO Holdings Capital Corp  
60,000 5.38%, 06/01/2029(b) 60,000
775,000 4.75%, 03/01/2030(b) 744,186
575,000 4.50%, 08/15/2030(b) 539,518
970,000 4.25%, 02/01/2031(b) 880,275
90,000 4.75%, 02/01/2032(b) 83,812
45,000 4.50%, 05/01/2032 41,162
1,010,000 4.25%, 01/15/2034(b) 877,180
  Charter Communications Operating LLC / Charter Communications Operating Capital  
765,000 5.13%, 07/01/2049 758,940
2,435,000 4.80%, 03/01/2050 2,313,030
740,000 4.40%, 12/01/2061 644,151
880,000 3.95%, 06/30/2062 711,623
730,000 Clear Channel Worldwide Holdings Inc(b)
5.13%, 08/15/2027
722,109
  CommScope Inc(b)  
530,000 7.13%, 07/01/2028(g) 478,789
735,000 4.75%, 09/01/2029 676,942
215,000 CommScope Technologies LLC(b)
5.00%, 03/15/2027
186,744
  CSC Holdings LLC(b)  
680,000 5.38%, 02/01/2028 659,981
710,000 5.75%, 01/15/2030 631,900
2,435,000 4.63%, 12/01/2030 2,036,366
690,000 CT Trust(b)
5.13%, 02/03/2032
689,310
  DISH DBS Corp  
525,000 7.75%, 07/01/2026 521,587
1,505,000 5.25%, 12/01/2026(b) 1,433,512
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Communications — (continued)
$  495,000 5.13%, 06/01/2029 $    421,537
  Expedia Group Inc  
   75,000 4.63%, 08/01/2027      77,906
  400,000 3.80%, 02/15/2028     397,879
  815,000 3.25%, 02/15/2030     775,779
  300,000 2.95%, 03/15/2031     277,754
   600,000 Go Daddy Operating Co LLC / GD Finance Co Inc(b)
3.50%, 03/01/2029
     551,682
  iHeartCommunications Inc  
370,000 8.38%, 05/01/2027 382,561
400,000 5.25%, 08/15/2027(b) 395,500
200,000 4.75%, 01/15/2028(b) 191,000
  Lamar Media Corp  
70,000 3.75%, 02/15/2028 66,468
70,000 4.00%, 02/15/2030 66,588
  Level 3 Financing Inc(b)  
90,000 4.63%, 09/15/2027 84,720
390,000 4.25%, 07/01/2028 358,023
280,000 3.63%, 01/15/2029 245,000
600,000 McGraw-Hill Education Inc(b)
8.00%, 08/01/2029
567,060
460,000 Millennium Escrow Corp(b)
6.63%, 08/01/2026
436,742
  Motorola Solutions Inc  
377,000 4.60%, 02/23/2028 387,617
175,000 4.60%, 05/23/2029 181,979
  Netflix Inc  
210,000 4.88%, 04/15/2028 220,239
490,000 5.88%, 11/15/2028 540,127
395,000 6.38%, 05/15/2029 446,658
100,000 5.38%, 11/15/2029(b) 108,250
1,215,000 4.88%, 06/15/2030(b)(g) 1,296,040
460,000 Nexstar Media Inc(b)(g)
4.75%, 11/01/2028
445,625
  Northwest Fiber LLC / Northwest Fiber Finance Sub Inc(b)  
130,000 4.75%, 04/30/2027 123,435
75,000 6.00%, 02/15/2028(g) 65,835
315,000 10.75%, 06/01/2028 328,391
  Paramount Global  
120,000 4.20%, 06/01/2029 121,364
605,000 4.95%, 01/15/2031 643,103
555,000 Plantronics Inc(b)
4.75%, 03/01/2029
571,572
25,000 Sirius XM Radio Inc(b)
5.50%, 07/01/2029
25,375
  SoftBank Group Corp  
400,000 4.63%, 07/06/2028 357,340
200,000 5.25%, 07/06/2031 179,856
70,000 Sprint Capital Corp
6.88%, 11/15/2028
81,108
535,000 Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC(b)
5.15%, 03/20/2028
563,352
330,000 Telesat Canada / Telesat LLC(b)
6.50%, 10/15/2027
161,538
Principal Amount(a)   Fair Value
Communications — (continued)
  Time Warner Cable LLC  
$   35,000 5.88%, 11/15/2040 $     37,615
  235,000 5.50%, 09/01/2041     243,949
  245,000 4.50%, 09/15/2042     226,605
  T-Mobile USA Inc  
  110,000 2.40%, 03/15/2029(b)     100,729
1,590,000 3.38%, 04/15/2029   1,512,297
1,915,000 3.88%, 04/15/2030 1,922,352
1,220,000 3.50%, 04/15/2031(g) 1,147,996
195,000 2.70%, 03/15/2032(b) 177,390
395,000 Twitter Inc(b)
3.88%, 12/15/2027
383,644
  Uber Technologies Inc(b)  
560,000 8.00%, 11/01/2026 595,112
335,000 7.50%, 09/15/2027 357,197
3,955,000 4.50%, 08/15/2029 3,707,812
475,000 Virgin Media Finance PLC(b)
5.00%, 07/15/2030
448,635
525,000 VZ Secured Financing BV(b)
5.00%, 01/15/2032
490,875
    41,091,499
Consumer, Cyclical — 5.79%
  1011778 BC Unlimited Liability Co / New Red Finance Inc(b)  
120,000 3.88%, 01/15/2028 113,704
210,000 4.38%, 01/15/2028 201,600
150,000 4.00%, 10/15/2030 135,305
445,000 Allison Transmission Inc(b)
3.75%, 01/30/2031
403,682
405,000 American Airlines Group Inc(b)(g)
5.00%, 06/01/2022
404,838
530,000 American Airlines Inc(b)
11.75%, 07/15/2025
618,770
  American Airlines Inc / AAdvantage Loyalty IP Ltd(b)  
155,000 5.50%, 04/20/2026 156,163
175,000 5.75%, 04/20/2029 174,344
  American Airlines Pass Through Trust  
  Series 2016-1 Class B  
645,567 5.25%, 01/15/2024 629,782
  Series 2017-2 Class B  
332,756 3.70%, 10/15/2025 312,624
  Series 2016-3 Class B  
924,446 3.75%, 10/15/2025 849,694
445,000 Aston Martin Capital Holdings Ltd(b)
10.50%, 11/30/2025
467,833
  At Home Group Inc(b)  
115,000 4.88%, 07/15/2028 102,350
560,000 7.13%, 07/15/2029 484,400
140,000 AutoNation Inc
4.75%, 06/01/2030
145,919
515,000 BCPE Ulysses Intermediate Inc(b)(h)
7.75%, 04/01/2027

PIK rate, 8.50% 		467,362
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Consumer, Cyclical — (continued)
$  355,000 BlueLinx Holdings Inc(b)
6.00%, 11/15/2029
$    330,150
   255,679 British Airways Pass Through Trust(b)
Series 2019-1 Class A
3.35%, 06/15/2029
     242,144
   377,000 Brunswick Corp
2.40%, 08/18/2031
     319,285
  Caesars Entertainment Inc(b)  
  180,000 6.25%, 07/01/2025     185,839
  170,000 8.13%, 07/01/2027(g)     182,147
  Carnival Corp(b)  
805,000 7.63%, 03/01/2026 810,257
655,000 5.75%, 03/01/2027 624,651
255,000 6.00%, 05/01/2029 240,297
  Carvana Co(b)  
725,000 5.63%, 10/01/2025 683,675
335,000 5.88%, 10/01/2028(g) 298,317
340,000 Clarios Global LP / Clarios US Finance Co(b)
8.50%, 05/15/2027
352,750
465,000 Cooper-Standard Automotive Inc(b)
13.00%, 06/01/2024
474,351
609,000 Dick's Sporting Goods Inc(g)
3.15%, 01/15/2032
558,286
1,070,000 Dillard's Inc
7.75%, 07/15/2026
1,155,651
345,000 Dornoch Debt Merger Sub Inc(b)(g)
6.63%, 10/15/2029
299,967
200,000 Ferguson Finance PLC(b)
3.25%, 06/02/2030
190,346
  Ferrellgas LP / Ferrellgas Finance Corp(b)  
180,000 5.38%, 04/01/2026 169,967
215,000 5.88%, 04/01/2029 198,439
  Ford Motor Co  
1,874,000 3.25%, 02/12/2032 1,673,726
180,000 4.75%, 01/15/2043 163,487
  Ford Motor Credit Co LLC  
370,000 4.13%, 08/17/2027 361,656
400,000 3.63%, 06/17/2031 361,310
  General Motors Co  
90,000 5.20%, 04/01/2045 91,096
950,000 5.40%, 04/01/2048 998,784
810,000 5.95%, 04/01/2049 900,149
  General Motors Financial Co Inc(i)  
50,000 5.70%, Perpetual 52,385
30,000 5.75%, Perpetual 29,925
765,000 Genm Capital Labuan Ltd(b)
3.88%, 04/19/2031
666,910
765,000 Goodyear Tire & Rubber Co
4.88%, 03/15/2027
742,696
  Hilton Domestic Operating Co Inc(b)  
515,000 4.00%, 05/01/2031 486,031
140,000 3.63%, 02/15/2032 127,050
Principal Amount(a)   Fair Value
Consumer, Cyclical — (continued)
  Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc(b)  
$  785,000 5.00%, 06/01/2029 $    749,122
  105,000 4.88%, 07/01/2031      97,550
    50,000 Hyatt Hotels Corp
5.38%, 04/23/2025
      52,485
   475,000 Jacobs Entertainment Inc(b)
6.75%, 02/15/2029
     477,365
   315,000 LBM Acquisition LLC(b)
6.25%, 01/15/2029
     295,048
   505,000 Lindblad Expeditions LLC(b)(g)
6.75%, 02/15/2027
     506,262
640,000 M/I Homes Inc
4.95%, 02/01/2028
603,200
  Magallanes Inc(b)  
215,000 4.05%, 03/15/2029 216,066
330,000 4.28%, 03/15/2032 331,468
  Marriott International Inc  
190,000 4.63%, 06/15/2030 196,781
305,000 2.85%, 04/15/2031 278,371
255,000 Marriott Ownership Resorts Inc(b)
4.50%, 06/15/2029
240,337
760,000 Mclaren Finance PLC(b)
7.50%, 08/01/2026
746,130
700,000 Mohegan Gaming & Entertainment(b)
8.00%, 02/01/2026
695,625
140,000 Murphy Oil USA Inc(b)
3.75%, 02/15/2031
127,750
  NCL Corp Ltd(b)  
375,000 5.88%, 03/15/2026 356,310
350,000 5.88%, 02/15/2027 344,750
140,000 NCL Finance Ltd(b)
6.13%, 03/15/2028
129,828
755,000 NMG Holding Co Inc / Neiman Marcus Group LLC(b)
7.13%, 04/01/2026
775,385
205,000 Penn National Gaming Inc(b)
4.13%, 07/01/2029
183,516
300,000 PetSmart Inc / PetSmart Finance Corp(b)
7.75%, 02/15/2029
309,750
755,000 Premier Entertainment Sub LLC / Premier Entertainment Finance Corp(b)
5.63%, 09/01/2029
648,885
  PulteGroup Inc  
415,000 7.88%, 06/15/2032 536,110
415,000 6.38%, 05/15/2033 482,365
1,200,000 6.00%, 02/15/2035 1,350,714
  Royal Caribbean Cruises Ltd(b)  
80,000 4.25%, 07/01/2026 74,415
10,000 5.38%, 07/15/2027 9,608
780,000 5.50%, 04/01/2028 743,582
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Consumer, Cyclical — (continued)
$   55,000 Scientific Games Holdings LP / Scientific Games US FinCo Inc(b)
6.63%, 03/01/2030
$     54,218
  Scientific Games International Inc(b)  
  345,000 8.25%, 03/15/2026     359,231
  950,000 7.00%, 05/15/2028     984,670
   15,000 7.25%, 11/15/2029      15,713
   490,000 SeaWorld Parks & Entertainment Inc(b)
5.25%, 08/15/2029
     467,333
   465,000 Station Casinos LLC(b)
4.50%, 02/15/2028
     441,046
170,000 Tapestry Inc
3.05%, 03/15/2032
154,492
640,000 Tenneco Inc(b)
5.13%, 04/15/2029
636,013
  Travel + Leisure Co  
180,000 6.63%, 07/31/2026(b) 187,650
50,000 6.00%, 04/01/2027 51,500
540,000 4.50%, 12/01/2029(b) 500,753
395,000 4.63%, 03/01/2030(b) 367,350
200,000 Tupy Overseas SA(b)
4.50%, 02/16/2031
176,002
430,000 Under Armour Inc
3.25%, 06/15/2026
416,025
  US Airways Pass Through Trust  
  Series 2011-1 Class A  
134,801 7.13%, 10/22/2023 137,503
  Series 2012-1 Class A  
321,107 5.90%, 10/01/2024 331,776
  Yum! Brands Inc  
450,000 4.75%, 01/15/2030(b) 441,281
555,000 3.63%, 03/15/2031 506,073
255,000 4.63%, 01/31/2032 246,659
    37,674,160
Consumer, Non-Cyclical — 5.00%
525,000 Adani Ports & Special Economic Zone Ltd(b)
4.20%, 08/04/2027
511,437
535,000 Akumin Inc(b)
7.00%, 11/01/2025
444,050
190,000 Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC(b)
3.25%, 03/15/2026
179,554
  Allied Universal Holdco LLC / Allied Universal Finance Corp(b)  
675,000 6.63%, 07/15/2026 682,985
200,000 6.00%, 06/01/2029 176,433
650,000 Ashtead Capital Inc(b)
4.38%, 08/15/2027
658,138
645,000 Avantor Funding Inc(b)
3.88%, 11/01/2029
606,300
620,000 BAT Capital Corp
4.91%, 04/02/2030
638,630
Principal Amount(a)   Fair Value
Consumer, Non-Cyclical — (continued)
$  180,000 Bausch Health Americas Inc(b)(g)
9.25%, 04/01/2026
$    184,349
  Bausch Health Cos Inc(b)  
   55,000 6.13%, 02/01/2027      55,349
  700,000 7.00%, 01/15/2028     626,696
  245,000 5.00%, 01/30/2028     201,775
  125,000 4.88%, 06/01/2028     119,688
   25,000 5.00%, 02/15/2029      19,475
30,000 6.25%, 02/15/2029 24,600
200,000 5.25%, 01/30/2030 157,108
635,000 5.25%, 02/15/2031(g) 494,259
225,000 Bio-Rad Laboratories Inc
3.70%, 03/15/2032
222,344
350,000 Block Inc(b)(g)
3.50%, 06/01/2031
320,250
510,000 Carriage Services Inc(b)
4.25%, 05/15/2029
475,024
185,000 Catalent Pharma Solutions Inc(b)
3.13%, 02/15/2029
168,149
  Centene Corp  
60,000 4.63%, 12/15/2029 60,485
260,000 3.00%, 10/15/2030 238,802
1,165,000 2.50%, 03/01/2031 1,028,147
510,000 2.63%, 08/01/2031 453,900
350,000 Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL(b)
5.25%, 04/27/2029
348,250
  Charles River Laboratories International Inc(b)  
115,000 3.75%, 03/15/2029 108,465
120,000 4.00%, 03/15/2031 112,650
775,000 Cheplapharm Arzneimittel GmbH(b)
5.50%, 01/15/2028
749,805
  CHS / Community Health Systems Inc(b)  
415,000 6.88%, 04/15/2029 407,737
415,000 6.13%, 04/01/2030 386,145
515,000 5.25%, 05/15/2030 494,292
630,000 4.75%, 02/15/2031 595,350
767,000 CoStar Group Inc(b)
2.80%, 07/15/2030
701,015
275,000 Deluxe Corp(b)
8.00%, 06/01/2029
279,315
  Encompass Health Corp  
510,000 4.50%, 02/01/2028 499,800
75,000 4.75%, 02/01/2030 72,000
305,000 Endo Luxembourg Finance Co I SARL / Endo US Inc(b)
6.13%, 04/01/2029
278,312
360,000 Gartner Inc(b)
3.75%, 10/01/2030
337,950
  HCA Inc  
200,000 7.50%, 12/15/2023 213,000
310,000 7.05%, 12/01/2027 348,363
570,000 4.13%, 06/15/2029 581,003
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Consumer, Non-Cyclical — (continued)
$  440,000 HLF Financing SARL LLC / Herbalife International Inc(b)
4.88%, 06/01/2029
$    385,955
   860,000 Hologic Inc(b)
3.25%, 02/15/2029
     803,042
   395,000 Illumina Inc
2.55%, 03/23/2031
     359,015
   200,000 Jazz Securities Designated Activity Co(b)
4.38%, 01/15/2029
     193,750
  JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc(b)  
  260,000 3.00%, 02/02/2029     240,500
  275,000 3.75%, 12/01/2031     255,265
  Kraft Heinz Foods Co  
140,000 5.00%, 06/04/2042 149,534
695,000 5.20%, 07/15/2045 752,337
970,000 4.38%, 06/01/2046 958,011
1,005,000 4.88%, 10/01/2049 1,058,898
210,000 Lannett Co Inc(b)
7.75%, 04/15/2026
113,925
10,000 Legacy LifePoint Health LLC(b)
6.75%, 04/15/2025
10,332
360,000 Metis Merger Sub LLC(b)
6.50%, 05/15/2029
338,778
785,000 Molina Healthcare Inc(b)
3.88%, 05/15/2032
746,496
365,000 Natura Cosmeticos SA(b)(g)
4.13%, 05/03/2028
351,404
  Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA(b)  
206,000 7.38%, 06/01/2025 212,180
91,000 7.25%, 02/01/2028 93,730
360,000 Par Pharmaceutical Inc(b)
7.50%, 04/01/2027
335,934
  Pilgrim's Pride Corp(b)  
45,000 4.25%, 04/15/2031 41,625
805,000 3.50%, 03/01/2032 702,753
85,000 Prime Healthcare Services Inc(b)
7.25%, 11/01/2025
87,124
60,000 Sabre Global Inc(b)
9.25%, 04/15/2025
66,518
100,000 Smithfield Foods Inc(b)
3.00%, 10/15/2030
90,756
720,000 Surgery Center Holdings Inc(b)(g)
6.75%, 07/01/2025
717,300
570,000 Team Health Holdings Inc(b)(g)
6.38%, 02/01/2025
511,575
  Tenet Healthcare Corp(b)  
140,000 4.88%, 01/01/2026 141,225
105,000 6.25%, 02/01/2027 107,792
160,000 6.13%, 10/01/2028 162,600
1,140,000 Terminix Co LLC
7.45%, 08/15/2027
1,290,480
  Teva Pharmaceutical Finance Netherlands III BV  
1,445,000 3.15%, 10/01/2026 1,308,289
Principal Amount(a)   Fair Value
Consumer, Non-Cyclical — (continued)
$  210,000 4.75%, 05/09/2027 $    201,590
2,550,000 4.10%, 10/01/2046   2,001,750
   545,000 TriNet Group Inc(b)
3.50%, 03/01/2029
     500,719
   845,000 Turning Point Brands Inc(b)
5.63%, 02/15/2026
     819,650
   155,000 United Rentals North America Inc
4.00%, 07/15/2030
     148,231
   585,000 Universal Health Services Inc(b)
2.65%, 01/15/2032
     525,739
   530,000 Vector Group Ltd(b)
5.75%, 02/01/2029
    482,708
    32,528,889
Energy — 6.80%
  Aker BP ASA(b)  
615,000 3.75%, 01/15/2030 601,786
730,000 4.00%, 01/15/2031 727,249
835,000 Alliance Resource Operating Partners LP / Alliance Resource Finance Corp(b)
7.50%, 05/01/2025
832,912
565,524 Alta Wind Holdings LLC(b)
7.00%, 06/30/2035
616,352
815,000 Antero Midstream Partners LP / Antero Midstream Finance Corp(b)
5.75%, 01/15/2028
832,319
  Antero Resources Corp(b)  
165,000 8.38%, 07/15/2026 181,913
158,000 7.63%, 02/01/2029 170,787
205,000 5.38%, 03/01/2030 209,356
615,000 Ascent Resources Utica Holdings LLC / ARU Finance Corp(b)
8.25%, 12/31/2028
646,057
585,000 BP Capital Markets PLC(i)
4.88%, Perpetual
586,462
  Callon Petroleum Co  
368,493 6.13%, 10/01/2024 366,651
25,000 8.00%, 08/01/2028(b)(g) 26,354
500,000 Calumet Specialty Products Partners LP / Calumet Finance Corp(b)
8.13%, 01/15/2027
465,000
  Cheniere Corpus Christi Holdings LLC  
635,000 5.13%, 06/30/2027 676,864
1,035,000 3.70%, 11/15/2029 1,031,771
435,000 CITGO Petroleum Corp(b)
7.00%, 06/15/2025
437,719
  Continental Resources Inc  
95,000 3.80%, 06/01/2024 95,348
300,000 4.38%, 01/15/2028 304,140
995,000 5.75%, 01/15/2031(b) 1,088,331
125,000 2.88%, 04/01/2032(b) 111,469
489,000 Coronado Finance Pty Ltd(b)
10.75%, 05/15/2026
523,841
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Energy — (continued)
  CrownRock LP / CrownRock Finance Inc(b)  
$  550,000 5.63%, 10/15/2025 $    560,579
  310,000 5.00%, 05/01/2029     310,000
   780,000 CSI Compressco LP / CSI Compressco Finance Inc(b)
7.50%, 04/01/2025
     768,300
  DCP Midstream Operating LP  
     5,000 5.13%, 05/15/2029       5,142
  815,000 3.25%, 02/15/2032     733,500
395,000 6.45%, 11/03/2036(b) 455,139
250,000 Diamondback Energy Inc
3.13%, 03/24/2031
238,763
1,285,000 Ecopetrol SA
4.63%, 11/02/2031
1,162,925
  Energean Israel Finance Ltd(b)  
360,000 5.38%, 03/30/2028 346,140
470,000 5.88%, 03/30/2031 447,557
  Energy Transfer LP  
715,000 6.50%, Perpetual(i) 702,702
110,000 3.75%, 05/15/2030(g) 108,213
315,000 EnLink Midstream Partners LP
4.15%, 06/01/2025
313,907
  EQT Corp  
50,000 3.13%, 05/15/2026(b) 48,564
140,000 3.90%, 10/01/2027 139,595
135,000 5.00%, 01/15/2029 139,366
505,000 3.63%, 05/15/2031(b) 482,275
75,000 Gray Oak Pipeline LLC(b)
3.45%, 10/15/2027
72,236
360,000 Hess Corp
5.60%, 02/15/2041
404,513
165,000 Hess Midstream Operations LP(b)
4.25%, 02/15/2030
155,694
  Hilcorp Energy I LP / Hilcorp Finance Co(b)  
665,000 5.75%, 02/01/2029 665,399
390,000 6.00%, 02/01/2031 390,975
655,000 HollyFrontier Corp
5.88%, 04/01/2026
681,947
320,000 International Petroleum Corp(b)
7.25%, 02/01/2027
314,400
545,000 KazMunayGas National Co JSC(b)
4.75%, 04/19/2027
521,870
590,000 Kinder Morgan Inc
7.75%, 01/15/2032
760,330
255,000 Leviathan Bond Ltd(b)
6.13%, 06/30/2025
258,748
  Lundin Energy Finance BV(b)  
1,230,000 2.00%, 07/15/2026 1,145,336
380,000 3.10%, 07/15/2031 351,911
460,000 Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp(b)
6.00%, 08/01/2026
468,579
130,000 Nabors Industries Inc(b)
7.38%, 05/15/2027
135,038
385,000 Nabors Industries Ltd(b)
7.25%, 01/15/2026
385,000
Principal Amount(a)   Fair Value
Energy — (continued)
$  440,000 Northriver Midstream Finance LP(b)
5.63%, 02/15/2026
$    438,128
  Occidental Petroleum Corp  
   20,000 5.50%, 12/01/2025      21,046
   10,000 5.55%, 03/15/2026      10,600
  535,000 6.63%, 09/01/2030     613,912
  625,000 6.13%, 01/01/2031     703,125
  435,000 4.50%, 07/15/2044     415,701
30,000 4.63%, 06/15/2045 29,100
165,000 4.10%, 02/15/2047 152,625
195,000 4.20%, 03/15/2048 182,325
15,000 4.40%, 08/15/2049 14,100
  Ovintiv Inc  
90,000 8.13%, 09/15/2030 112,689
20,000 7.20%, 11/01/2031 24,205
80,000 7.38%, 11/01/2031 98,074
680,000 6.50%, 08/15/2034 807,111
160,000 6.63%, 08/15/2037 189,290
30,000 6.50%, 02/01/2038 35,535
430,000 Parsley Energy LLC / Parsley Finance Corp(b)
4.13%, 02/15/2028
427,698
680,000 Patterson-UTI Energy Inc
5.15%, 11/15/2029
663,335
1,485,000 Pertamina Persero PT(b)
2.30%, 02/09/2031
1,306,800
175,000 Petrobras Global Finance BV
7.38%, 01/17/2027
194,162
1,800,000 Petroleos de Venezuela SA(b)(j)
6.00%, 05/16/2024
119,250
  Petroleos Mexicanos  
2,460,000 6.50%, 03/13/2027 2,498,130
680,000 5.95%, 01/28/2031(g) 627,647
600,000 7.69%, 01/23/2050 524,250
800,000 Petronas Capital Ltd(b)
3.50%, 04/21/2030
813,949
  Plains All American Pipeline LP / PAA Finance Corp  
825,000 3.80%, 09/15/2030 809,227
390,000 4.30%, 01/31/2043 345,306
415,000 4.70%, 06/15/2044 389,397
35,000 4.90%, 02/15/2045 33,555
900,000 Reliance Industries Ltd(b)
2.88%, 01/12/2032
825,686
20,000 Rockcliff Energy II LLC(b)
5.50%, 10/15/2029
20,019
420,000 Sabine Pass Liquefaction LLC
4.20%, 03/15/2028
431,292
500,000 Sanchez Energy Corp
2,602.06%, 02/15/2023
5,000
1,020,000 Saudi Arabian Oil Co(b)
2.25%, 11/24/2030
934,971
909,000 Sempra Infrastructure Partners LP(b)
3.25%, 01/15/2032
839,497
90,000 Southwestern Energy Co
4.75%, 02/01/2032
89,888
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Energy — (continued)
$  715,000 State Oil Co of the Azerbaijan Republic
6.95%, 03/18/2030
$    788,287
  Targa Resources Partners LP / Targa Resources Partners Finance Corp  
  305,000 5.88%, 04/15/2026     314,546
  160,000 4.88%, 02/01/2031     161,600
  195,000 4.00%, 01/15/2032     187,587
   525,000 Teine Energy Ltd(b)
6.88%, 04/15/2029
     532,875
   860,000 Transcanada Trust
5.60%, 03/07/2082
     869,434
275,000 USA Compression Partners LP / USA Compression Finance Corp
6.88%, 04/01/2026
277,475
  Venture Global Calcasieu Pass LLC(b)  
50,000 3.88%, 08/15/2029 48,607
470,000 4.13%, 08/15/2031 461,140
  Western Midstream Operating LP  
120,000 4.55%, 02/01/2030 119,400
55,000 5.45%, 04/01/2044 55,757
280,000 5.30%, 03/01/2048 277,200
35,000 5.50%, 08/15/2048 34,563
150,000 5.75%, 02/01/2050 146,250
    44,228,670
Financial — 14.51%
  Acrisure LLC / Acrisure Finance Inc(b)  
595,000 7.00%, 11/15/2025 594,821
480,000 4.25%, 02/15/2029 436,042
  AerCap Ireland Capital Designated Activity Co / AerCap Global Aviation Trust  
425,000 3.00%, 10/29/2028 391,930
535,000 3.30%, 01/30/2032 482,281
100,000 AGFC Capital Trust I(b)(d)
1.99%, 01/15/2067
3-mo. LIBOR + 1.75% 		56,493
430,000 Agile Group Holdings Ltd
6.05%, 10/13/2025
135,558
  Air Lease Corp  
640,000 4.65%, Perpetual(g)(i) 574,400
595,000 3.38%, 07/01/2025 586,424
10,000 4.63%, 10/01/2028 10,183
95,000 3.25%, 10/01/2029 89,689
380,000 3.00%, 02/01/2030 350,000
1,275,000 3.13%, 12/01/2030 1,178,763
  Aircastle Ltd  
215,000 5.25%, Perpetual(b)(i) 196,725
1,210,000 4.25%, 06/15/2026 1,190,407
  Ally Financial Inc  
2,598,000 4.70%, Perpetual(i) 2,424,389
280,000 2.20%, 11/02/2028 252,943
Principal Amount(a)   Fair Value
Financial — (continued)
$  120,000 American Homes 4 Rent LP REIT
2.38%, 07/15/2031
$    105,935
  Antares Holdings LP(b)  
1,125,000 6.00%, 08/15/2023   1,148,440
  250,000 2.75%, 01/15/2027     219,722
  250,000 3.75%, 07/15/2027     230,635
  Ares Capital Corp  
  840,000 2.88%, 06/15/2028     743,653
885,000 3.20%, 11/15/2031 749,999
755,000 Ascot Group Ltd(b)
4.25%, 12/15/2030
738,574
  Athene Global Funding(b)  
1,045,000 1.72%, 01/07/2025 995,862
620,000 1.61%, 06/29/2026 564,902
1,150,000 2.55%, 11/19/2030 1,020,375
385,000 Athene Holding Ltd
3.50%, 01/15/2031
368,503
535,000 Australia & New Zealand Banking Group Ltd(b)
4.40%, 05/19/2026
544,962
  Aviation Capital Group LLC(b)  
910,000 5.50%, 12/15/2024 936,612
205,000 1.95%, 01/30/2026 188,270
438,000 Avolon Holdings Funding Ltd(b)
4.38%, 05/01/2026
432,089
400,000 Banco de Bogota SA(b)
6.25%, 05/12/2026
409,000
935,000 Banco Mercantil del Norte SA(b)(i)
6.63%, Perpetual
862,537
855,000 Banco Santander Chile(b)
3.18%, 10/26/2031
816,910
545,000 Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand(b)
5.38%, 04/17/2025
568,727
2,600,000 Banco Santander SA
5.18%, 11/19/2025
2,687,988
  Bank of America Corp  
555,000 3.42%, 12/20/2028 549,391
890,000 2.48%, 09/21/2036 765,197
665,000 Bank of New York Mellon Corp(i)
4.70%, Perpetual
680,960
  Barclays PLC  
760,000 4.38%, Perpetual(i) 669,370
1,315,000 2.28%, 11/24/2027 1,220,819
200,000 5.09%, 06/20/2030 207,463
985,000 3.56%, 09/23/2035 907,217
450,000 Barings BDC Inc(b)
3.30%, 11/23/2026
415,499
  BBVA Bancomer SA(b)  
200,000 1.88%, 09/18/2025 190,600
570,000 5.13%, 01/18/2033 537,943
503,000 Blackstone Private Credit Fund(b)
2.63%, 12/15/2026
452,681
1,530,000 Blackstone Secured Lending Fund(b)
2.13%, 02/15/2027
1,357,253
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Financial — (continued)
$  640,000 Blue Owl Finance LLC(b)
3.13%, 06/10/2031
$    544,735
   775,000 BNP Paribas SA(b)
2.59%, 01/20/2028
     729,356
   608,000 Brighthouse Financial Inc
5.63%, 05/15/2030
     666,497
    75,000 Brixmor Operating Partnership LP REIT
4.05%, 07/01/2030
      75,250
   710,000 BroadStreet Partners Inc(b)
5.88%, 04/15/2029
     662,075
   425,000 Capital Farm Credit ACA(b)(i)
5.00%, Perpetual
     416,500
  Central China Real Estate Ltd  
200,000 7.25%, 04/24/2023 110,000
205,000 7.50%, 07/14/2025 88,150
200,000 CIFI Holdings Group Co Ltd
6.00%, 07/16/2025
165,000
590,000 Citadel LP(b)(g)
4.88%, 01/15/2027
582,154
350,000 Citigroup Inc(g)(i)
6.25%, Perpetual
365,470
480,000 CNO Financial Group Inc
5.25%, 05/30/2029
504,958
495,000 Cobra AcquisitionCo LLC(b)
6.38%, 11/01/2029
424,462
525,000 Coinbase Global Inc(b)
3.63%, 10/01/2031
447,562
110,000 Corporate Office Properties LP REIT
2.75%, 04/15/2031
98,748
400,000 Country Garden Holdings Co Ltd
3.30%, 01/12/2031
278,084
  Crown Castle International Corp REIT  
460,000 3.30%, 07/01/2030 439,911
1,130,000 2.25%, 01/15/2031 995,965
25,000 2.50%, 07/15/2031 22,301
  Deutsche Bank AG  
290,000 3.55%, 09/18/2031 273,465
1,004,000 3.73%, 01/14/2032 895,516
200,000 3.74%, 01/07/2033 176,760
848,365 Doric Nimrod Air Alpha Pass Through Trust(b)
Series 2013-1 Class A
5.25%, 05/30/2023
842,609
970,000 Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin(b)
3.88%, 02/15/2026
938,826
  EPR Properties REIT  
700,000 4.75%, 12/15/2026 700,494
185,000 3.60%, 11/15/2031 167,721
  Equinix Inc REIT  
880,000 3.20%, 11/18/2029(g) 842,157
615,000 2.15%, 07/15/2030 538,228
525,000 Fidelity National Financial Inc
3.40%, 06/15/2030
505,574
Principal Amount(a)   Fair Value
Financial — (continued)
  FS KKR Capital Corp  
$  425,000 3.40%, 01/15/2026 $    411,477
  575,000 3.13%, 10/12/2028     512,597
   510,000 Global Atlantic Finance Co(b)
4.40%, 10/15/2029
     509,380
  GLP Capital LP / GLP Financing II Inc REIT  
  440,000 5.25%, 06/01/2025     452,896
  108,000 5.75%, 06/01/2028     116,238
280,000 5.30%, 01/15/2029 294,160
355,000 3.25%, 01/15/2032 322,091
575,000 Goldman Sachs Group Inc
6.75%, 10/01/2037
724,582
  Icahn Enterprises LP / Icahn Enterprises Finance Corp  
630,000 6.25%, 05/15/2026 642,600
630,000 5.25%, 05/15/2027 618,298
65,000 4.38%, 02/01/2029 59,638
725,000 Intercorp Peru Ltd(b)
3.88%, 08/15/2029
656,125
  Iron Mountain Inc REIT(b)  
375,000 5.00%, 07/15/2028 365,576
530,000 5.25%, 07/15/2030 519,400
660,000 Itau Unibanco Holding SA(b)
3.88%, 04/15/2031
625,350
  Jefferies Group LLC  
355,000 6.45%, 06/08/2027 400,586
1,140,000 6.25%, 01/15/2036 1,333,032
  JPMorgan Chase & Co  
343,000 4.60%, Perpetual(i) 330,566
1,625,000 1.95%, 02/04/2032 1,423,504
  Kaisa Group Holdings Ltd  
1,015,000 9.38%, 06/30/2024(j) 193,358
1,200,000 11.25%, 04/16/2025 213,300
1,000,000 KeyCorp Capital III
7.75%, 07/15/2029
1,182,354
815,000 Kite Realty Group Trust REIT
4.75%, 09/15/2030
842,266
  Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp REIT(b)  
125,000 5.25%, 10/01/2025 124,531
840,000 4.25%, 02/01/2027 805,026
710,000 Liberty Mutual Group Inc(b)
4.13%, 12/15/2051
669,175
715,000 Lincoln National Corp(d)
2.29%, 04/20/2067
3-mo. LIBOR + 2.04% 		567,531
200,000 Logan Group Co Ltd
4.25%, 07/12/2025
42,000
600,000 MBIA Insurance Corp(b)(d)(j)
11.50%, 01/15/2033
3-mo. LIBOR + 11.26% 		72,000
  MetLife Inc  
565,000 3.85%, Perpetual(g)(i) 557,203
340,000 5.88%, Perpetual(g)(i) 340,377
245,000 9.25%, 04/08/2038(b) 318,157
915,000 10.75%, 08/01/2039 1,330,355
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Financial — (continued)
  MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc REIT  
$   85,000 4.63%, 06/15/2025(b) $     85,638
  195,000 5.75%, 02/01/2027     205,969
  660,000 3.88%, 02/15/2029(b)     648,450
   665,000 Midcap Financial Issuer Trust(b)
6.50%, 05/01/2028
     625,446
   285,000 Morgan Stanley
3.95%, 04/23/2027
     289,603
   195,000 MPT Operating Partnership LP / MPT Finance Corp REIT
4.63%, 08/01/2029
     193,050
1,410,000 Mutual of Omaha Insurance Co(b)
6.80%, 06/15/2036
1,727,831
  Navient Corp  
265,000 6.13%, 03/25/2024 269,638
10,000 5.88%, 10/25/2024 10,201
295,000 6.75%, 06/15/2026 300,900
790,000 5.00%, 03/15/2027 752,475
415,000 Oaktree Specialty Lending Corp
2.70%, 01/15/2027
380,241
433,000 Office Properties Income Trust REIT
2.65%, 06/15/2026
395,933
  OneMain Finance Corp  
405,000 6.88%, 03/15/2025 425,866
770,000 7.13%, 03/15/2026 823,045
322,000 Ontario Teachers' Cadillac Fairview Properties Trust(b)
2.50%, 10/15/2031
294,689
  Owl Rock Capital Corp  
630,000 2.63%, 01/15/2027 564,669
645,000 2.88%, 06/11/2028 562,555
681,000 OWL Rock Core Income Corp(b)
4.70%, 02/08/2027
654,972
295,000 Owl Rock Technology Finance Corp
2.50%, 01/15/2027
266,423
535,000 Penn Mutual Life Insurance Co(b)
6.65%, 06/15/2034
635,046
740,000 Phillips Edison Grocery Center Operating Partnership I LP REIT
2.63%, 11/15/2031
653,521
785,000 Prospect Capital Corp
3.71%, 01/22/2026
739,948
  Prudential Financial Inc  
470,000 5.88%, 09/15/2042 473,525
390,000 5.63%, 06/15/2043 392,437
226,000 5.13%, 03/01/2052 228,463
585,000 Regency Centers LP REIT
2.95%, 09/15/2029
557,310
Principal Amount(a)   Fair Value
Financial — (continued)
  Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc(b)  
$1,510,000 2.88%, 10/15/2026 $  1,386,399
  830,000 3.63%, 03/01/2029     758,495
1,305,000 3.88%, 03/01/2031   1,181,025
1,005,000 4.00%, 10/15/2033     880,279
   380,000 Santander Holdings USA Inc
4.40%, 07/13/2027
     386,491
   905,000 SBA Communications Corp REIT
3.13%, 02/01/2029
     823,206
1,015,000 Service Properties Trust REIT(g)
4.95%, 02/15/2027
937,961
  Shimao Group Holdings Ltd  
235,000 5.60%, 07/15/2026 66,388
400,000 3.45%, 01/11/2031 98,000
400,000 Sino-Ocean Land Treasure IV Ltd
4.75%, 01/14/2030
260,000
150,000 Sirius International Group Ltd(b)
4.60%, 11/01/2026
146,790
  Societe Generale SA(b)  
1,740,000 4.75%, 11/24/2025 1,754,760
2,475,000 4.25%, 08/19/2026 2,441,735
850,000 Spirit Realty LP REIT
3.40%, 01/15/2030
822,000
  Standard Chartered PLC(b)  
1,145,000 4.64%, 04/01/2031 1,180,616
895,000 3.27%, 02/18/2036 802,350
765,000 Stewart Information Services Corp
3.60%, 11/15/2031
696,238
  Sunac China Holdings Ltd  
200,000 6.50%, 01/10/2025 48,100
200,000 7.00%, 07/09/2025 49,000
235,000 6.50%, 01/26/2026 53,756
320,000 Synovus Financial Corp
5.90%, 02/07/2029
327,791
980,000 Texas Capital Bancshares Inc
4.00%, 05/06/2031
956,392
405,000 Times China Holdings Ltd
6.20%, 03/22/2026
153,900
730,000 Truist Financial Corp(i)
5.10%, Perpetual
740,220
1,215,000 Wells Fargo & Co(i)
3.90%, Perpetual
1,164,638
  Yuzhou Group Holdings Co Ltd  
315,000 7.70%, 02/20/2025(j) 37,800
200,000 8.30%, 05/27/2025 26,100
200,000 7.85%, 08/12/2026 24,000
765,000 Zions Bancorp NA
3.25%, 10/29/2029
731,061
    94,406,728
Industrial — 3.69%
668,322 ARD Finance SA(b)(h)
6.50%, 06/30/2027

PIK rate, 7.25% 		611,097
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Industrial — (continued)
  Boeing Co  
$  150,000 3.20%, 03/01/2029 $    142,939
  220,000 2.95%, 02/01/2030     203,843
  935,000 5.15%, 05/01/2030     997,138
  555,000 3.63%, 02/01/2031(g)     540,207
  115,000 3.50%, 03/01/2039      98,978
   40,000 5.71%, 05/01/2040      44,698
490,000 3.38%, 06/15/2046 401,752
105,000 3.65%, 03/01/2047 89,017
285,000 3.63%, 03/01/2048 241,853
35,000 3.85%, 11/01/2048 30,687
1,025,000 3.75%, 02/01/2050 912,697
190,000 5.81%, 05/01/2050 219,400
95,000 3.83%, 03/01/2059 78,024
180,000 5.93%, 05/01/2060 207,826
230,000 Bombardier Inc(b)
6.00%, 02/15/2028
215,565
1,260,000 Caterpillar Financial Services Corp
0.95%, 01/10/2024
1,227,446
  Cemex SAB de CV(b)  
375,000 5.13%, Perpetual(i) 367,969
400,000 5.45%, 11/19/2029 404,504
885,000 5.20%, 09/17/2030 880,575
1,400,000 3.88%, 07/11/2031 1,277,514
550,000 Cleaver-Brooks Inc(b)(g)
7.88%, 03/01/2023
524,040
560,000 CP Atlas Buyer Inc(b)(g)
7.00%, 12/01/2028
477,478
  Embraer Netherlands Finance BV  
185,000 5.05%, 06/15/2025 186,852
950,000 5.40%, 02/01/2027 965,447
190,000 Energizer Holdings Inc(b)
6.50%, 12/31/2027
188,100
840,000 General Electric Co(d)(i)
4.16%, Perpetual
3-mo. LIBOR + 3.33% 		805,350
235,000 Huntington Ingalls Industries Inc
4.20%, 05/01/2030
244,411
400,000 IHS Holding Ltd(b)
5.63%, 11/29/2026
378,600
620,000 Indian Railway Finance Corp Ltd(b)
2.80%, 02/10/2031
550,368
540,000 Jabil Inc
3.00%, 01/15/2031
494,666
  John Deere Capital Corp  
310,000 0.90%, 01/10/2024 301,645
480,000 1.25%, 01/10/2025 462,026
436,000 Leonardo US Holding Inc(b)
6.25%, 01/15/2040
481,780
763,000 New Enterprise Stone & Lime Co Inc(b)
9.75%, 07/15/2028
769,676
250,000 OT Merger Corp(b)(g)
7.88%, 10/15/2029
216,250
502,000 Owens Corning
7.00%, 12/01/2036
632,133
Principal Amount(a)   Fair Value
Industrial — (continued)
$  300,000 Sensata Technologies BV(b)
4.00%, 04/15/2029
$    285,669
  Spirit AeroSystems Inc  
  680,000 7.50%, 04/15/2025(b)     704,517
   60,000 4.60%, 06/15/2028(g)      56,320
  TD SYNNEX Corp(b)  
  750,000 1.75%, 08/09/2026     686,905
  885,000 2.38%, 08/09/2028     796,562
1,320,000 Textron Inc
3.00%, 06/01/2030
1,259,686
690,000 Titan Acquisition Ltd / Titan Co-Borrower LLC(b)
7.75%, 04/15/2026
685,636
265,000 TopBuild Corp(b)
4.13%, 02/15/2032
240,156
  TransDigm Inc  
480,000 5.50%, 11/15/2027 476,400
335,000 4.63%, 01/15/2029 313,215
  Trident TPI Holdings Inc(b)  
570,000 9.25%, 08/01/2024 572,850
435,000 6.63%, 11/01/2025 426,300
210,000 Vulcan Materials Co
3.50%, 06/01/2030
208,280
450,000 Weekley Homes LLC / Weekley Finance Corp(b)
4.88%, 09/15/2028
414,745
    23,999,792
Technology — 1.72%
  Broadcom Inc  
1,059,000 4.15%, 11/15/2030 1,073,285
220,000 4.30%, 11/15/2032 223,249
56,000 3.19%, 11/15/2036(b) 48,613
1,990,000 CDW LLC / CDW Finance Corp
3.57%, 12/01/2031
1,843,635
840,000 Citrix Systems Inc
3.30%, 03/01/2030
830,859
  Consensus Cloud Solutions Inc(b)  
110,000 6.00%, 10/15/2026 109,175
170,000 6.50%, 10/15/2028 168,924
157,000 Dell International LLC / EMC Corp
8.10%, 07/15/2036
206,453
850,000 Kyndryl Holdings Inc(b)
3.15%, 10/15/2031
716,162
  Marvell Technology Inc  
390,000 2.45%, 04/15/2028 358,596
330,000 2.95%, 04/15/2031 305,033
  Micron Technology Inc  
170,000 5.33%, 02/06/2029 183,768
740,000 4.66%, 02/15/2030 773,396
545,000 MicroStrategy Inc(b)(g)
6.13%, 06/15/2028
530,301
120,000 Minerva Merger Sub Inc(b)
6.50%, 02/15/2030
116,415
200,000 MSCI Inc(b)
3.25%, 08/15/2033
179,763
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Technology — (continued)
$  115,000 Open Text Corp(b)
3.88%, 02/15/2028
$    110,259
   110,000 Open Text Holdings Inc(b)
4.13%, 02/15/2030
     104,301
  Oracle Corp  
  345,000 2.88%, 03/25/2031     314,568
  855,000 3.95%, 03/25/2051     747,454
   380,000 Qorvo Inc(b)
3.38%, 04/01/2031
     345,553
   675,000 Rocket Software Inc(b)(g)
6.50%, 02/15/2029
     612,562
1,160,000 Science Applications International Corp(b)
4.88%, 04/01/2028
1,142,994
  Western Digital Corp  
75,000 2.85%, 02/01/2029 68,519
50,000 3.10%, 02/01/2032 44,769
    11,158,606
Utilities — 1.42%
  AES Corp  
260,000 3.95%, 07/15/2030(b) 257,571
370,000 2.45%, 01/15/2031 330,874
475,000 Alliant Energy Finance LLC(b)
3.60%, 03/01/2032
461,972
  Calpine Corp(b)  
235,000 4.50%, 02/15/2028 229,238
355,000 5.13%, 03/15/2028 338,166
955,000 3.75%, 03/01/2031 854,902
720,000 CMS Energy Corp
4.75%, 06/01/2050
712,800
70,000 Edison International
4.95%, 04/15/2025
71,616
1,220,000 Eskom Holdings SOC Ltd(b)
7.13%, 02/11/2025
1,175,812
200,000 IPALCO Enterprises Inc
4.25%, 05/01/2030
200,308
  NRG Energy Inc(b)  
390,000 4.45%, 06/15/2029 390,160
215,000 5.25%, 06/15/2029 210,104
  Pacific Gas & Electric Co  
320,000 3.25%, 06/01/2031 289,449
335,000 4.30%, 03/15/2045 285,340
40,000 4.95%, 07/01/2050 37,676
740,000 3.50%, 08/01/2050 595,740
1,125,000 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara(b)
4.13%, 05/15/2027
1,136,959
742,000 Southern Co
3.75%, 09/15/2051
684,161
505,000 Vistra Corp(b)(i)
8.00%, Perpetual
510,045
Principal Amount(a)   Fair Value
Utilities — (continued)
$  505,000 Vistra Operations Co LLC(b)
3.70%, 01/30/2027
$    484,684
    9,257,577
TOTAL CORPORATE BONDS AND NOTES — 48.13%
(Cost $325,919,070) 		$313,060,719
CONVERTIBLE BONDS
Communications — 0.81%
4,825,000 DISH Network Corp
2.38%, 03/15/2024
  4,511,375
   375,000 Twitter Inc(k)
4.83%, 03/15/2026
     314,813
505,000 Uber Technologies Inc(g)(k)
3.16%, 12/15/2025
451,975
    5,278,163
Consumer, Cyclical — 0.41%
210,000 JetBlue Airways Corp(b)
0.50%, 04/01/2026
195,392
870,000 NCL Corp Ltd(b)
1.13%, 02/15/2027
799,530
235,000 Peloton Interactive Inc(k)
5.43%, 02/15/2026
194,169
155,000 Penn National Gaming Inc
2.75%, 05/15/2026
311,705
840,000 Southwest Airlines Co
1.25%, 05/01/2025
1,139,880
    2,640,676
Consumer, Non-Cyclical — 0.65%
  BioMarin Pharmaceutical Inc  
480,000 0.60%, 08/01/2024 479,760
1,675,000 1.25%, 05/15/2027(g) 1,677,153
215,000 Guardant Health Inc(k)
4.39%, 11/15/2027
172,452
295,000 Ionis Pharmaceuticals Inc(b)(k)
1.88%, 04/01/2026
274,379
255,000 Livongo Health Inc
0.88%, 06/01/2025
256,530
1,580,000 Teladoc Health Inc
1.25%, 06/01/2027
1,332,730
    4,193,004
Technology — 0.05%
345,000 Splunk Inc
1.13%, 06/15/2027
329,475
TOTAL CONVERTIBLE BONDS — 1.92%
(Cost $13,320,047) 		$12,441,318
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
FOREIGN GOVERNMENT BONDS AND NOTES
$  825,000 Angolan Government International Bond(b)
8.25%, 05/09/2028   		$    839,437
2,520,000 Argentine Republic Government International Bond(e)
2.50%, 07/09/2022   		     888,073
     9,871(l) Brazil Notas do Tesouro Nacional Series F
BRL, 10.00%, 01/01/2025   		  2,000,616
  Dominican Republic International Bond(b)  
  365,000 5.95%, 01/25/2027     375,041
  700,000 4.50%, 01/30/2030     642,257
  740,000 6.00%, 02/22/2033     722,247
205,000 5.88%, 01/30/2060 175,275
1,535,000 Ecuador Government International Bond(b)(e)
1.00%, 07/31/2022   		1,003,905
  Egypt Government International Bond(b)  
790,000 7.60%, 03/01/2029 749,331
270,000 7.30%, 09/30/2033 235,475
560,000 8.50%, 01/31/2047 476,437
1,410,000 Emirate of Dubai Government International Bonds
5.25%, 01/30/2043   		1,452,300
675,000 Guatemala Government Bond(b)
3.70%, 10/07/2033   		624,382
765,000 Indonesia Government International Bond(b)
4.35%, 01/08/2027   		812,584
470,000 Ivory Coast Government International Bond(b)
6.38%, 03/03/2028   		479,400
  Mexican Bonos  
188,408(m) MXN, 6.75%, 03/09/2023 933,979
330,547(m) MXN, 8.50%, 11/18/2038(g) 1,694,593
  Mexico Government International Bond  
430,000 2.66%, 05/24/2031 391,386
830,000 4.50%, 01/31/2050 780,308
985,000 3.77%, 05/24/2061 796,185
200,000 Mongolia Government International Bond(b)
4.45%, 07/07/2031   		179,797
355,000 Morocco Government International Bond(b)
5.50%, 12/11/2042   		347,914
  Nigeria Government International Bond(b)  
200,000 6.50%, 11/28/2027 189,980
745,000 8.38%, 03/24/2029(g) 752,182
215,000 7.88%, 02/16/2032 203,240
200,000 7.38%, 09/28/2033 181,600
905,000 Oman Government International Bond(b)
7.38%, 10/28/2032   		1,035,094
Principal Amount(a)   Fair Value
Foreign Government Bonds and Notes — (continued)
  Pakistan Government International Bond(b)  
$  365,000 8.25%, 09/30/2025 $    301,855
  200,000 6.88%, 12/05/2027     157,300
  Panama Government International Bond  
  585,000 3.30%, 01/19/2033(g)     558,616
  200,000 4.30%, 04/29/2053     191,996
  315,000 3.87%, 07/23/2060     275,549
505,000 Philippine Government International Bond
3.70%, 03/01/2041   		488,638
  Qatar Government International Bond(b)  
415,000 3.75%, 04/16/2030 437,832
430,000 4.40%, 04/16/2050 483,268
205,000 Republic of Kenya Government International Bond(b)
8.00%, 05/22/2032   		198,748
680,000 Republic of South Africa Government International Bond
4.30%, 10/12/2028   		657,009
  Saudi Government International Bond(b)  
825,000 3.63%, 03/04/2028 851,812
910,000 4.50%, 10/26/2046 957,386
810,000 Turkey Government International Bond
8.60%, 09/24/2027   		828,986
1,700,000 Venezuela Government International Bond(j)
7.65%, 04/21/2025   		153,000
TOTAL FOREIGN GOVERNMENT BONDS AND NOTES — 3.92%
(Cost $27,663,644) 		$25,505,013
MORTGAGE-BACKED SECURITIES
Non-Agency — 6.72%
  Ajax Mortgage Loan Trust(b)  
  Series 2019-D Class A1  
196,117 2.96%, 09/25/2065(e)   196,421
  Series 2021-A Class A1  
568,906 1.07%, 09/25/2065(c)   532,950
473,679 Angel Oak Mortgage Trust(b)(c)
Series 2021-3 Class A2
1.31%,  05/25/2066   		447,180
402,180 Angel Oak SB Commercial Mortgage Trust(b)(c)
Series 2020-SBC1 Class A1
2.07%,  05/25/2050   		392,394
  Arroyo Mortgage Trust(b)(c)  
  Series 2019-1 Class A1  
263,644 3.81%, 01/25/2049   259,550
  Series 2019-2 Class A1  
305,137 3.35%, 04/25/2049   297,735
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
$  480,000 BANK
Series 2021-BN35 Class AS
2.46%,  06/15/2064   		$    441,766
    41,796 BB-UBS Trust(b)
Series 2012-TFT Class A
2.89%,  06/05/2030   		      41,710
  BPR Trust(b)(d)  
  Series 2021-NRD Class B  
  130,000 2.43%, 12/15/2023
1-mo. SOFR + 2.12% 		    128,006
  Series 2021-NRD Class C  
  145,000 2.73%, 12/15/2023
1-mo. SOFR + 2.42% 		    142,728
  Series 2021-NRD Class D  
90,000 4.03%, 12/15/2023
1-mo. SOFR + 3.72% 		88,434
895,792 BRAVO Residential Funding Trust(b)(e)
Series 2021-A Class A1
1.99%,  01/25/2024   		860,417
730,000 BX Commercial Mortgage Trust(b)(d)
Series 2022-AHP Class B
2.14%,  01/17/2039
1-mo. SOFR + 1.84% 		718,166
985,000 BX Trust(b)(c)
Series 2019-OC11 Class D
4.08%,  12/09/2041   		914,032
589,538 CIM Trust(b)(e)
Series 2021-NR4 Class A1
2.82%,  10/25/2061   		563,169
  Citigroup Mortgage Loan Trust(b)(c)  
  Series 2019-IMC1 Class A1  
127,533 2.72%, 07/25/2049   126,235
  Series 2019-RP1 Class M2  
185,000 4.00%, 01/25/2066   184,361
  COMM Mortgage Trust  
  Series 2012-CR3 Class AM  
185,000 3.42%, 10/15/2045(b)   184,153
  Series 2012-LC4 Class B  
88,220 4.93%, 12/10/2044(c)   88,104
100,000 Commercial Mortgage Pass Through Certificates(b)
Series 2012-LTRT Class A2
3.40%,  10/05/2030   		98,595
920,000 CoreVest American Finance Trust(b)(e)
Series 2021-RTL1 Class A1
2.24%,  03/28/2029   		870,457
  Credit Suisse Mortgage Trust(b)  
  Series 2014-USA Class B  
285,000 4.18%, 09/15/2037   265,031
  Series 2014-USA Class D  
100,000 4.37%, 09/15/2037   88,122
  Series 2019-RP10 Class A1  
202,881 2.94%, 12/26/2059(c)   201,160
  Series 2020-RPL3 Class A1  
203,402 2.69%, 03/25/2060(c)   199,485
  Series 2020-RPL4 Class A1  
482,660 2.00%, 01/25/2060(c)   464,996
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2021-RPL1 Class A1  
$  312,615 1.67%, 09/27/2060(c)   $    300,402
   235,000 DBUBS Mortgage Trust(b)(c)
Series 2017-BRBK Class D
3.53%,  10/10/2034   		     226,324
1,040,000 Dominion Mortgage Trust(b)(e)
Series 2021-RTL1 Class A1
2.49%,  07/25/2027   		  1,038,183
  Ellington Financial Mortgage Trust(b)(c)  
  Series 2019-2 Class A3  
   91,296 3.05%, 11/25/2059        89,734
  Series 2021-2 Class A3  
691,485 1.29%, 06/25/2066   644,639
  Extended Stay America Trust(b)(d)  
  Series 2021-ESH Class C  
193,807 2.10%, 07/15/2038
1-mo. LIBOR + 1.70% 		191,009
  Series 2021-ESH Class D  
129,205 2.65%, 07/15/2038
1-mo. LIBOR + 2.25% 		127,258
237,928 GCAT Trust(b)(c)
Series 2019-RPL1 Class A1
2.65%,  10/25/2068   		233,777
  GS Mortgage Securities Trust(c)  
  Series 2013-G1 Class B  
175,000 3.60%, 04/10/2031(b)   168,387
  Series 2013-PEMB Class A  
130,000 3.55%, 03/05/2033(b)   126,259
  Series 2013-PEMB Class D  
430,000 3.55%, 03/05/2033(b)   352,291
  Series 2014-GC18 Class B  
275,000 4.89%, 01/10/2047   255,942
234,963 GS Mortgage-Backed Securities Trust(b)(c)
Series 2020-NQM1 Class A3
2.35%,  09/27/2060   		231,367
430,000 JPMorgan Chase Commercial Mortgage Securities Trust(b)(c)
Series 2012-LC9 Class C
4.36%,  12/15/2047   		426,525
276,220 JPMorgan Mortgage Trust(b)(c)
Series 2014-2 Class 2A2
3.50%,  06/25/2029   		271,278
  Legacy Mortgage Asset Trust(b)  
  Series 2019-GS7 Class A1  
341,603 3.25%, 11/25/2059(e)   340,056
  Series 2020-GS1 Class A1  
353,913 2.88%, 10/25/2059(e)   353,898
  Series 2020-GS5 Class A1  
93,897 3.25%, 06/25/2060(e)   93,077
  Series 2020-RPL1 Class A2  
200,000 3.25%, 09/25/2059(c)   192,079
  Series 2021-GS4 Class A1  
130,394 1.65%, 11/25/2060(e)   123,037
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  LHOME Mortgage Trust(b)  
  Series 2021-RTL1 Class A1  
$  515,000 2.09%, 09/25/2026(c)   $    495,006
  Series 2021-RTL2 Class A1  
  350,000 2.09%, 06/25/2026(e)       336,780
   270,000 Med Trust(b)(d)
Series 2021-MDLN Class C
2.20%,  11/15/2038
1-mo. LIBOR + 1.80% 		     264,656
  Mello Warehouse Securitization Trust(b)(d)  
  Series 2021-1 Class C  
420,000 1.56%, 02/25/2055
1-mo. LIBOR + 1.10% 		418,512
  Series 2021-2 Class C  
330,000 1.56%, 04/25/2055
1-mo. LIBOR + 1.10% 		328,316
900,000 MetLife Securitization Trust(b)(c)
Series 2017-1A Class M1
3.45%,  04/25/2055   		872,836
  Mill City Mortgage Loan Trust(b)(c)  
  Series 2017-1 Class M2  
270,000 3.25%, 11/25/2058   269,703
  Series 2017-3 Class B1  
331,200 3.25%, 01/25/2061   319,219
  Series 2017-3 Class M2  
499,053 3.25%, 01/25/2061   491,422
  Series 2019-1 Class M2  
603,888 3.50%, 10/25/2069   592,098
  Series 2019-GS1 Class A1  
290,169 2.75%, 07/25/2059   288,511
  Morgan Stanley Bank of America Merrill Lynch Trust  
  Series 2012-CKSV Class A2  
100,000 3.28%, 10/15/2030(b)   98,966
  Series 2013-C11 Class B  
80,000 4.35%, 08/15/2046(c)   57,830
  Series 2013-C12 Class C  
75,000 4.76%, 10/15/2046(c)   71,938
  New Residential Mortgage Loan Trust(b)  
  Series 2016-4A Class B1A  
740,198 4.50%, 11/25/2056(c)   755,346
  Series 2017-2A Class A3  
1,113,963 4.00%, 03/25/2057(c)   1,116,570
  Series 2019-RPL2 Class M2  
670,000 3.75%, 02/25/2059(c)   657,079
  Series 2021-NQ2R Class A1  
269,122 0.94%, 10/25/2058(c)   262,341
  Series 2022-RTL1 Class A1F  
650,000 4.34%, 12/25/2026   650,000
83,964 Onslow Bay Mortgage Loan Trust(b)(c)
Series 2019-INV1 Class A3
4.50%,  11/25/2048   		84,290
Principal Amount(a)   Fair Value
Non-Agency — (continued)
$  490,000 Palisades Mortgage Loan Trust(b)(e)
Series 2021-RTL1 Class A1
2.86%,  06/25/2026   		$    473,630
  Preston Ridge Partners Mortgage LLC(b)  
  Series 2020-4 Class A1  
  251,394 2.95%, 10/25/2025(e)       244,957
  Series 2020-6 Class A1  
  608,821 2.36%, 11/25/2025(e)       592,345
  Series 2021-1 Class A1  
537,274 2.12%, 01/25/2026(c)   516,282
  Series 2021-2 Class A1  
684,328 2.12%, 03/25/2026(c)   662,892
  Series 2021-3 Class A1  
542,940 1.87%, 04/25/2026(e)   518,714
  Series 2021-8 Class A1  
383,496 1.74%, 09/25/2026(c)   363,415
  Series 2021-9 Class A1  
456,762 2.36%, 10/25/2026(e)   436,571
  Series 2021-RPL1 Class A1  
228,621 1.32%, 07/25/2051(e)   215,851
360,465 Provident Funding Mortgage Trust(b)(c)
Series 2019-1 Class A2
3.00%,  12/25/2049   		355,169
255,000 RBS Commercial Funding Inc Trust(b)(c)
Series 2013-GSP Class A
3.83%,  01/15/2032   		255,799
149,538 RCKT Mortgage Trust(b)(c)
Series 2020-1 Class A1
3.00%,  02/25/2050   		147,539
650,000 RCO VI Mortgage LLC(b)(e)
Series 2022-1 Class A1
3.00%,  01/25/2027   		629,951
237,168 Residential Mortgage Loan Trust(b)(c)
Series 2019-2 Class A1
2.91%,  05/25/2059   		236,630
860,000 Roc Mortgage Trust(b)(c)
Series 2021-RTL1 Class A1
2.49%,  08/25/2026   		825,234
24,247 Sequoia Mortgage Trust(b)(c)
Series 2019-CH2 Class A1
4.50%,  08/25/2049   		24,341
234,393 Starwood Mortgage Residential Trust (b)(c)
Series 2021-3 Class A3
1.52%,  06/25/2056   		222,917
500,000 Toorak Mortgage Corp Ltd(b)(e)
Series 2021-1 Class A1
2.24%,  06/25/2024   		473,197
  Towd Point Mortgage Trust(b)  
  Series 2016-4 Class B1  
615,000 3.80%, 07/25/2056(c)   610,586
  Series 2017-1 Class A2  
950,000 3.50%, 10/25/2056(c)   948,151
  Series 2017-1 Class M1  
635,000 3.75%, 10/25/2056(c)   628,106
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  Series 2017-4 Class A2  
$  330,000 3.00%, 06/25/2057(c)   $    321,953
  Series 2017-4 Class M2  
  325,000 3.25%, 06/25/2057(c)       310,573
  Series 2017-5 Class M2  
  340,000 1.96%, 02/25/2057(d)
1-mo. LIBOR + 1.50% 		    340,022
  Series 2018-4 Class A2  
100,000 3.00%, 06/25/2058(c)   95,394
  Series 2018-5 Class M1  
170,000 3.25%, 07/25/2058(c)   163,765
  Series 2018-6 Class A1B  
300,000 3.75%, 03/25/2058(c)   299,404
  Series 2018-6 Class A2  
1,590,000 3.75%, 03/25/2058(c)   1,574,696
  Series 2019-2 Class A2  
670,000 3.75%, 12/25/2058(c)   664,418
  Series 2019-2 Class M1  
945,000 3.75%, 12/25/2058(c)   925,925
  Series 2019-4 Class A1  
278,475 2.90%, 10/25/2059(c)   273,432
  Series 2019-4 Class A2  
615,000 3.25%, 10/25/2059(c)   591,257
  Series 2020-1 Class A2B  
100,000 3.25%, 01/25/2060(c)   95,869
  Series 2020-1 Class M1  
335,000 3.50%, 01/25/2060(c)   319,280
  Series 2021-1 Class A2  
1,050,000 2.75%, 11/25/2061(c)   963,486
840,000 TVC Mortgage Trust(b)(e)
Series 2020-RTL1 Class M
5.19%,  09/25/2024   		810,161
780,000 UBS Commercial Mortgage Trust(b)(c)
Series 2012-C1 Class D
5.84%,  05/10/2045   		728,845
85,000 UBS-Barclays Commercial Mortgage Trust(b)(c)
Series 2012-C2 Class BEC
4.88%,  05/10/2063   		83,288
  Verus Securitization Trust(b)(c)  
  Series 2019-4 Class M1  
310,000 3.21%, 11/25/2059   308,430
  Series 2021-R3 Class A1  
170,301 1.02%, 04/25/2064   166,684
225,671 Visio Trust(b)
Series 2020-1R Class A2
1.57%,  11/25/2055   		220,239
  Wells Fargo Commercial Mortgage Trust(c)  
  Series 2013-LC12 Class B  
195,000 4.31%, 07/15/2046   187,200
  Series 2016-C36 Class B  
135,000 3.67%, 11/15/2059   123,383
170,907 Wells Fargo Mortgage-Backed Securities Trust(b)(c)
Series 2020-4 Class A1
3.00%,  07/25/2050   		165,191
Principal Amount(a)   Fair Value
Non-Agency — (continued)
  WFRBS Commercial Mortgage Trust  
  Series 2012-C7 Class AS  
$  250,000 4.09%, 06/15/2045(c)   $    249,512
  Series 2012-C7 Class C  
  210,000 4.78%, 06/15/2045(c)       161,448
  Series 2013-C15 Class B  
  180,000 4.51%, 08/15/2046(c)       174,159
  Series 2014-C20 Class B  
190,000 4.38%, 05/15/2047   185,086
  Series 2014-C24 Class AS  
390,000 3.93%, 11/15/2047   389,007
  Series 2014-C24 Class B  
70,000 4.20%, 11/15/2047(c)   66,573
  Series 2014-C24 Class C  
90,000 4.29%, 11/15/2047(c)   79,478
280,000 ZH Trust(b)
Series 2021-1 Class A
2.25%,  02/18/2027   		275,646
TOTAL MORTGAGE-BACKED SECURITIES — 6.72%
(Cost $45,537,778) 		$43,708,379
MUNICIPAL BONDS AND NOTES
560,000 Broward County FL Water & Sewer Utility Revenue
4.00%, 10/01/2047
604,520
130,000 Sales Tax Securitization Corp
3.41%, 01/01/2043
120,066
2,380,000 Tobacco Settlement Financing Corp
Series A-1
6.71%, 06/01/2046
2,413,735
TOTAL MUNICIPAL BONDS AND NOTES — 0.48%
(Cost $3,116,596) 		$3,138,321
U.S. TREASURY BONDS AND NOTES
  United States Treasury Note/Bond  
3,470,000 0.13%, 09/30/2022(g) 3,454,141
8,455,000 0.13%, 12/31/2022 8,373,092
6,455,000 0.13%, 02/28/2023 6,368,261
6,985,000 0.13%, 04/30/2023 6,861,671
5,205,000 0.13%, 05/31/2023 5,098,663
6,945,000 0.25%, 09/30/2023(g) 6,752,113
4,830,000 1.50%, 02/29/2024(g) 4,759,625
660,000 0.38%, 09/30/2027 589,231
3,015,000 1.38%, 11/15/2031 2,766,263
3,460,000 1.88%, 11/15/2051 3,035,069
TOTAL U.S. TREASURY BONDS AND NOTES — 7.39%
(Cost $49,266,537) 		$48,058,129
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Shares   Fair Value
COMMON STOCK
Basic Materials — 0.02%
1,961 Newmont Corp $    155,801
Communications — 0.66%
75,624 Altice USA Inc Class A(n)     943,788
2,347 Cisco Systems Inc     130,869
3,231 Comcast Corp Class A     151,275
23,947 T-Mobile US Inc(n)   3,073,597
    4,299,529
Consumer, Cyclical — 0.09%
501 Cummins Inc 102,760
292 Home Depot Inc 87,405
650 NMG Parent LLC(n) 108,550
1,076 Starbucks Corp 97,884
1,121 Walmart Inc 166,939
    563,538
Consumer, Non-Cyclical — 0.20%
784 Abbott Laboratories 92,794
1,113 AbbVie Inc 180,428
181 Anthem Inc 88,911
279 Automatic Data Processing Inc 63,484
1,477 Bristol-Myers Squibb Co 107,865
327 Clarivate PLC(n) 5,481
2,120 Coca-Cola Co 131,440
991 Johnson & Johnson 175,635
2,204 Merck & Co Inc 180,838
1,163 Procter & Gamble Co 177,706
75 Thermo Fisher Scientific Inc 44,299
130 UnitedHealth Group Inc 66,296
    1,315,177
Energy — 0.13%
410 Pioneer Natural Resources Co 102,512
4,879 Quarternorth Energy Holding Inc(n) 634,270
2,873 Williams Cos Inc 95,987
    832,769
Financial — 0.06%
565 American Tower Corp REIT 141,939
214 BlackRock Inc 163,533
1,260 Morgan Stanley 110,124
    415,596
Industrial — 0.09%
255 Deere & Co 105,942
80 L3Harris Technologies Inc 19,878
340 Lockheed Martin Corp 150,076
547 Union Pacific Corp 149,446
Shares   Fair Value
Industrial — (continued)
622 United Parcel Service Inc Class B $    133,394
    558,736
Technology — 0.09%
362 Accenture PLC Class A     122,077
803 Apple Inc     140,212
139 Broadcom Inc      87,525
1,178 Microchip Technology Inc      88,515
429 Microsoft Corp 132,265
239 Texas Instruments Inc 43,852
    614,446
Utilities — 0.05%
1,282 Duke Energy Corp 143,148
1,788 NextEra Energy Inc 151,462
    294,610
TOTAL COMMON STOCK — 1.39%
(Cost $9,279,890) 		$9,050,202
CONVERTIBLE PREFERRED STOCK
Communications — 0.10%
577 2020 Cash Mandatory Exchangeable Trust 5.25%(b) 643,355
Energy — 0.10%
12,538 El Paso Energy Capital Trust I 4.75% 624,392
Financial — 0.54%
1,169 Bank of America Corp 7.25% 1,534,079
785,000 Charles Schwab Corp Series H 4.00% 705,024
987 Wells Fargo & Co 7.50% 1,285,567
    3,524,670
Technology — 0.07%
7,075 Clarivate PLC 5.25% 478,412
TOTAL CONVERTIBLE PREFERRED STOCK — 0.81%
(Cost $5,640,876) 		$5,270,829
GOVERNMENT MONEY MARKET MUTUAL FUNDS
2,285,000 BlackRock FedFund Institutional Class(o)(p), 0.23% 2,285,000
2,790,000 Dreyfus Institutional Preferred Government Plus Money Market Fund Class SL(o)(p), 0.30% 2,790,000
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Shares   Fair Value
Government Money Market Mutual Funds — (continued)
2,496,000 Goldman Sachs Financial Square Government Fund Institutional Class(o)(p), 0.25% $  2,496,000
2,327,000 Invesco Government & Agency Portfolio Institutional Class(o)(p), 0.25%   2,327,000
2,327,000 JPMorgan U.S. Government Money Market Fund Capital Shares(o)(p), 0.25%   2,327,000
539,000 Morgan Stanley Institutional Liquidity Government Portfolio Institutional Class(o)(p), 0.23%     539,000
TOTAL GOVERNMENT MONEY MARKET MUTUAL FUNDS — 1.96%
(Cost $12,764,000) 		$12,764,000
Principal Amount    
SHORT TERM INVESTMENTS
Repurchase Agreements — 3.08%
$4,461,549 Undivided interest of 52.34% in a repurchase agreement (principal amount/value $8,526,232 with a maturity value of $8,526,303) with Morgan Stanley & Co LLC, 0.30%, dated 3/31/22 to be repurchased at $4,461,549 on 4/1/22 collateralized by various U.S. Government Agency securities, 1.63% - 8.00%, 7/1/22 - 6/1/57, with a value of $8,696,757.(p) 4,461,549
7,792,107 Undivided interest of 7.22% in a repurchase agreement (principal amount/value $107,950,740 with a maturity value of $107,951,640) with Bank of America Securities Inc, 0.30%, dated 3/31/22 to be repurchased at $7,792,107 on 4/1/22 collateralized by Federal National Mortgage Association securities, 2.00% - 4.00%, 2/1/36 - 3/1/52, with a value of $110,109,755.(p) 7,792,107
Principal Amount   Fair Value
Repurchase Agreements — (continued)
$7,792,107 Undivided interest of 7.22% in a repurchase agreement (principal amount/value $107,950,740 with a maturity value of $107,951,640) with RBC Capital Markets Corp, 0.30%, dated 3/31/22 to be repurchased at $7,792,107 on 4/1/22 collateralized by U.S. Treasury securities and various U.S. Government Agency securities, 0.00% - 5.50%, 4/26/22 - 3/20/52, with a value of $110,109,756.(p) $  7,792,107
TOTAL SHORT TERM INVESTMENTS — 3.08%
(Cost $20,045,763) 		$20,045,763
TOTAL INVESTMENTS — 101.10%
(Cost $682,268,708) 		$657,644,326
OTHER ASSETS & LIABILITIES, NET — (1.10)% $(7,174,110)
TOTAL NET ASSETS — 100.00% $650,470,216
 
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
(a)  Amount is stated in U.S. dollars unless otherwise noted.
(b)  Represents securities sold under Rule 144A, which are exempt from registration under the Securities Act of 1933, as amended.
(c)  Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
(d)  Adjustable rate security; interest rate is subject to change. Interest rate shown reflects the rate in effect at March 31, 2022.
(e)  Step bond; a zero coupon bond that converts to a fixed rate or variable interest rate at a designated future date. Rate disclosed represents effective yield at March 31, 2022. Maturity date disclosed represents final maturity date.
(f)  All or a portion of this position has not settled as of March 31, 2022. The interest rate shown represents the stated spread over the LIBOR floor; the Fund will not accrue interest until the settlement date, at which point the LIBOR will be established.
(g)  All or a portion of the security is on loan at March 31, 2022.
(h)  Security is a payment-in-kind bond (PIK); income may be received in cash or additional securities at the discretion of the issuer.
(i)  Security has no contractual maturity date and pays an indefinite stream of interest.
(j)  Security in default.
(k)  Zero coupon bond; the interest rate shown is the effective yield on date of purchase.
(l)  Principal amount is stated in 1,000 Brazilian Real Units.
(m)  Principal amount is stated in 100 Mexican Peso Units.
(n)  Non-income producing security.
(o)  Rate shown is the 7-day yield as of March 31, 2022.
(p)  Collateral received for securities on loan.
LIBOR  London Interbank Offered Rate is the interest rate banks charge each other for short-term loans.
LP  Limited Partnership
REIT  Real Estate Investment Trust
SOFR  Secured Overnight Financing Rate is the secured interbank overnight interest rate and reference rate established as an alternative to LIBOR.
Currency Abbreviations  
BRL Brazilian Real
MXN Mexican Peso
See Notes to Schedule of Investments.
March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST MULTI-SECTOR BOND FUND
Notes to Schedule of Investments (Unaudited)
Security Valuation
The Board of Directors of the Fund has adopted policies and procedures for the valuation of the Fund’s securities and assets, and has appointed the Fair Value Pricing Committee of the investment adviser, Great-West Capital Management, LLC, to complete valuation determinations under those policies and procedures.
The Fund generally values its securities, including Exchange Traded Funds, based on market prices determined at the close of regular trading on the New York Stock Exchange (NYSE) on each day the NYSE is open for trading. The net asset value (NAV) of each class of the Fund's shares is determined by dividing the net assets attributable to each class of shares of the Fund by the number of issued and outstanding shares of each class of the Fund on each valuation date.
For securities that are traded on only one exchange, the last sale price as of the close of business of that exchange will be used. If the closing price is not available, the current bid as of the close of business will be used. For securities traded on more than one exchange, or upon one or more exchanges and in the over-the-counter (OTC) market, the last sale price as of the close of business on the market which the security is traded most extensively will be used. If the closing price is not available, the current bid as of the close of business will be used. For securities that principally trade on the NASDAQ National Market System, the NASDAQ official closing price will be used.
Short term securities purchased with less than 60 days remaining until maturity and all U.S. Treasury Bills are valued on the basis of amortized cost, which has been determined to approximate fair value. Short term securities purchased with more than 60 days remaining until maturity are valued using pricing services, or in the event a price is not available from a pricing service, may be priced using other methodologies approved by the Board of Directors, including model pricing or pricing on the basis of quotations from brokers or dealers, and will continue to be priced until final maturity.
Fixed income investments, including bank loans, are valued using evaluated bid prices from approved pricing services when available and appropriate based on the conditions of the market. If a price cannot be located from either the primary or secondary sources, or if the market is determined to be illiquid or inactive, other appropriate sources, which may include the use of an internally developed valuation model, another external pricing vendor or sourcing a price from a broker, may be used.
Investments in shares of the underlying mutual funds are valued at the net asset value as reported by the underlying mutual fund, which may be obtained from pricing services or other pricing sources.
Foreign equity securities are generally valued using an adjusted systematic fair value price from an independent pricing service. Foreign exchange rates are determined at a time that corresponds to the closing of the NYSE.
Independent pricing services are approved by the Board of Directors and are utilized for all investment types when available. In some instances valuations from independent pricing services are not available or do not reflect events in the market between the time the market closed and the valuation time and therefore fair valuation procedures are implemented. The fair value for some securities may be obtained from pricing services or other pricing sources. The inputs used by the pricing services are reviewed quarterly or when the pricing vendor issues updates to its pricing methodologies. Broker quotes are analyzed through an internal review process, which includes a review of known market conditions and other relevant data. Developments that might trigger fair value pricing could be natural disasters, government actions or fluctuations in domestic and foreign markets.
March 31, 2022

 

The following table provides examples of the inputs that are commonly used for valuing particular classes of securities. These classifications are not exclusive, and any inputs may be used to value any other security class.
Class Inputs
Asset-Backed Securities Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications. Inputs may also include new issue data, collateral performance, and monthly payment information.
Bank Loans Broker quotes, Loan Syndications and Trading Association daily marks, loan analytics and market news.
Corporate Bonds and Notes Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications. Inputs also may include observations of equity and credit default swap curves related to issuer.
Convertible Bonds, Convertible Preferred Stock Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications. Inputs also may include exchange prices.
Foreign Government Bonds and Notes Benchmark yields, executed trades, broker/dealer quotes, credit information, collateral attributes, issuer spreads, benchmark securities, treasury/swap maturity curves, issuer spread curves, evaluated bids, market corroborated inputs, offers and reference data including market research publications.
Mortgage-Backed Securities Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications. Inputs may also include new issue data, collateral performance, TBA prices, monthly payment information and third party real estate analysis.
Municipal Bonds and Notes Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications. Inputs also may include reported trades, benchmark yields, new issue data, and material event notices.
U.S. Treasury Bonds and Notes Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications.
Common Stock Exchange traded close price, bids, evaluated bids, open and close price of the local exchange, exchange rates, fair values based on significant market movement and various index data.
Government Money Market Mutual Funds Net asset value of underlying mutual fund.
Short Term Investments Maturity date, credit quality and interest rates.
The Fund classifies its valuations into three levels based upon the observability of inputs to the valuation of the Fund’s investments. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. Classification is based on the lowest level of input significant to the fair value measurement. The three levels are defined as follows:
Level 1 – Unadjusted quoted prices for identical securities in active markets.
Level 2 – Inputs other than quoted prices included in Level 1 that are observable either directly or indirectly. These may include quoted prices for similar assets in active markets.
Level 3 – Unobservable inputs to the extent observable inputs are not available and may include prices obtained from single broker quotes. Unobservable inputs reflect the Fund’s own assumptions and would be based on the best information available under the circumstances.
As of March 31, 2022, the inputs used to value the Fund’s investments are detailed in the following table. More information regarding the sector classifications, as applicable, are included in the Schedule of Investments.  There were no transfers between Levels 1, 2 and 3 during the period.
March 31, 2022

 

  Level 1   Level 2   Level 3   Total
Assets              
Investments, at fair value:              
Asset-Backed Securities $—   $95,374,636   $—   $95,374,636
Bank Loans —   69,227,017   —   69,227,017
Corporate Bonds and Notes —   313,060,719   —   313,060,719
Convertible Bonds —   12,441,318   —   12,441,318
Foreign Government Bonds and Notes —   25,505,013   —   25,505,013
Mortgage-Backed Securities —   43,708,379   —   43,708,379
Municipal Bonds and Notes —   3,138,321   —   3,138,321
U.S. Treasury Bonds and Notes —   48,058,129   —   48,058,129
Common Stock 8,415,932   634,270   —   9,050,202
Convertible Preferred Stock 4,792,417   478,412   —   5,270,829
Government Money Market Mutual Funds 12,764,000   —   —   12,764,000
Short Term Investments —   20,045,763   —   20,045,763
Total Assets $25,972,349   $631,671,977   $0   $657,644,326
Repurchase Agreements
The Fund may engage in repurchase agreement transactions with institutions that the Fund’s investment adviser has determined are creditworthy. The Fund will purchase securities at a specified price with an agreement to sell the securities to the same counterparty at a specified time, price and interest rate. The Fund’s custodian and/or securities lending agent receives delivery of the underlying securities collateralizing a repurchase agreement. Collateral is at least equal to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of default or insolvency of the counterparty. These risks include possible delays or restrictions upon a Fund’s ability to dispose of the underlying securities and a possible decline in the value of the underlying securities during the period while the Fund seeks to assert its rights.
March 31, 2022

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