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

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May 20, 2022 10:06 AM EDT

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      GREAT-WEST FUNDS INC
      811-03364
      0000356476
      RUYOMHMDMSPQ01U66388
      8515 E Orchard Road
      Greenwood Village
      
      80111
      866-831-7129
      Great-West Inflation-Protected Securities Fund
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      2022-12-31
      2022-03-31
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        RBC DOMINION SECURITIES INC REPO
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          2022-04-01
          
            
              1162568.798829975712
              USD
              1185820.196365767730
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              UST
            
          
        
        
          
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          2025-12-23
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          N
        
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                Inflation Swaps
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            2025-12-23
            0.000000000000
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            0.000000000000
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            13300000
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            1651389.9799998999
          
        
        
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        JPMORGAN CHASE & CO           
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              JPMORGAN CHASE & CO
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                Inflation Swaps
                Inflation Swaps
                
                  
                
              
            
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            2024-08-05
            0.000000000000
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        BNP PARIBAS                   
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              BNP PARIBAS
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            2024-01-09
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        UBS INVESTMENT BANK           
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        52430.0899999999
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        0.6743256482
        Long
        DIR
        
        US
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        2
        
          2025-09-23
          Fixed
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          N
        
        
          
            
              UBS INVESTMENT BANK
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                Inflation Swaps
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            2025-09-23
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        CITIBANK N.A. NEW YORK        
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        N/A
        
          
        
        0
        OU
        Swap Contracts
        USD
        714520.0200000107
        0.1553598223
        Long
        DIR
        
        US
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        2
        
          2024-02-18
          Fixed
          0
          N
          N
          N
        
        
          
            
              CITIBANK N.A. NEW YORK
              XKZZ2JZF41MRHTR1V493
            
            
              
                Inflation Swaps
                Inflation Swaps
                
                  
                
              
            
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            2024-02-18
            0.000000000000
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            0.000000000000
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          N
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        DEUTSCHE BANK AG              
        529900AZS6GG6GBDMN90
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        N/A
        
          
        
        15000
        OU
        Swap Contracts
        USD
        3472828.229999993
        0.7551054717
        Long
        DIR
        
        US
        N
        
        2
        
          4046-12-24
          Fixed
          0
          N
          N
          N
        
        
          
            
              DEUTSCHE BANK AG
              B4TYDEB6GKMZO031MB27
            
            
              
                Inflation Swaps
                Inflation Swaps
                
                  
                
              
            
            Y
            
            
            4046-12-24
            15000.000000000000
            USD
            -24.720000000000
            USD
            27600000
            USD
            3457852.949999993
          
        
        
          N
          N
          N
        
      
      
        NOMURA ASSET ACCEPTANCE CORP  
        OXTKY6Q8X53C9ILVV871
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        N/A
        
          
        
        373.33
        OU
        Swap Contracts
        USD
        2587725.0600000024
        0.5626553411
        Long
        DIR
        
        US
        N
        
        2
        
          2024-02-20
          Fixed
          0
          N
          N
          N
        
        
          
            
              NOMURA ASSET ACCEPTANCE CORP
              OXTKY6Q8X53C9ILVV871
            
            
              
                Inflation Swaps
                Inflation Swaps
                
                  
                
              
            
            Y
            
            
            2024-02-20
            373.330000000000
            USD
            0.000000000000
            USD
            28200000
            USD
            2587351.7300000023
          
        
        
          N
          N
          N
        
      
      
        CITIBANK N.A. NEW YORK        
        2J5703FH5U5M97R1I237
        RCV LIB30 PAY LIB90 07/25/2024
        N/A
        
          
        
        11673.39
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        Swap Contracts
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        -139888.13999998197
        -0.0304162178
        Short
        DIR
        
        US
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        2
        
          2024-07-25
          Floating
          1.03084
          N
          N
          N
        
        
          
            
              CITIBANK N.A. NEW YORK
              8I5DZWZKVSZI1NUHU748
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2024-07-25
            11673.390000000000
            USD
            -0.310000000000
            USD
            34760000
            USD
            -151561.219999982
          
        
        
          N
          N
          N
        
      
      
        CITIBANK N.A. NEW YORK
        XKZZ2JZF41MRHTR1V493
        RCV 0.00 PAY 0.00 03/10/2025
        N/A
        
          
        
        4000
        OU
        Swap Contracts
        USD
        24199.520000009798
        0.0052617604
        Long
        DIR
        
        US
        N
        
        2
        
          2025-03-10
          Fixed
          0
          N
          N
          N
        
        
          
            
              CITIBANK N.A. NEW YORK
              XKZZ2JZF41MRHTR1V493
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
            
            2025-03-10
            4000.000000000000
            USD
            0.000000000000
            USD
            8000000
            USD
            20199.520000009798
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        RCV 2.13 PAY SOF30 11/15/2031
        N/A
        
          
        
        0
        OU
        Swap Contracts
        USD
        -5522
        -0.0012006619
        Short
        DIR
        
        US
        N
        
        2
        
          2031-11-15
          Floating
          0.04767
          N
          N
          N
        
        
          
            
              JPMORGAN CHASE & CO
              8I5DZWZKVSZI1NUHU748
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2031-11-15
            0.000000000000
            USD
            -27853.830000000000
            USD
            5500000
            USD
            22331.83
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO           
        8I5DZWZKVSZI1NUHU748
        RCV 0.50 PAY SOFR  03/16/2025
        N/A
        
          
        
        0
        OU
        Swap Contracts
        USD
        -265418.5599999903
        -0.0577106018
        Short
        DIR
        
        US
        N
        
        2
        
          2025-03-16
          Floating
          0.05
          N
          N
          N
        
        
          
            
              JPMORGAN CHASE & CO
              8I5DZWZKVSZI1NUHU748
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-03-16
            0.000000000000
            USD
            -67445.779999999900
            USD
            5070000
            USD
            -197972.77999999037
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO           
        8I5DZWZKVSZI1NUHU748
        RCV SOFR  PAY 1.25 03/16/2029
        N/A
        
          
        
        0
        OU
        Swap Contracts
        USD
        308078.69999999925
        0.0669862995
        Long
        DIR
        
        US
        N
        
        2
        
          2029-03-16
          Fixed
          1.25
          N
          N
          N
        
        
          
            
              JPMORGAN CHASE & CO
              8I5DZWZKVSZI1NUHU748
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-03-16
            0.000000000000
            USD
            -40270.000000000000
            USD
            5380000
            USD
            348348.69999999925
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA NA            
        B4TYDEB6GKMZO031MB27
        RCV SOF30 PAY 1.85 02/09/2033
        N/A
        
          
        
        7541.88
        OU
        Swap Contracts
        USD
        80606.62000002014
        0.0175264930
        Long
        DIR
        
        US
        N
        
        2
        
          4066-04-18
          Fixed
          3.70
          N
          N
          N
        
        
          
            
              BANK OF AMERICA NA
              B4TYDEB6GKMZO031MB27
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
              
                
              
            
            
            4066-04-18
            7541.880000000000
            USD
            0.000000000000
            USD
            2980000
            USD
            73064.74000002013
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY                
        IGJSJL3JD5P30I6NJZ34
        RCV SOF30 PAY 1.73 02/09/2024
        N/A
        
          
        
        1537.75
        OU
        Swap Contracts
        USD
        57092.70999998972
        0.0124138065
        Long
        DIR
        
        US
        N
        
        2
        
          4048-04-18
          Fixed
          3.46
          N
          N
          N
        
        
          
            
              MORGAN STANLEY
              IGJSJL3JD5P30I6NJZ34
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
              
                
              
            
            
            4048-04-18
            1537.750000000000
            USD
            0.000000000000
            USD
            5490000
            USD
            55554.95999998972
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA NA            
        B4TYDEB6GKMZO031MB27
        RCV 1.81 PAY SOF30 02/09/2028
        N/A
        
          
        
        0
        OU
        Swap Contracts
        USD
        -126161.5200000098
        -0.0274316055
        Short
        DIR
        
        US
        N
        
        2
        
          4056-04-18
          Floating
          0.09734
          N
          N
          N
        
        
          
            
              BANK OF AMERICA NA
              B4TYDEB6GKMZO031MB27
            
            
              
                Interest Rate Swaps
                Interest Rate Swaps
                
                  
                
              
            
            Y
            
            
              
                
              
            
            4056-04-18
            0.000000000000
            USD
            -8700.310000000000
            USD
            5700000
            USD
            -117461.2100000098
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-NOTE 2YR
        00002TUM2
        
          
        
        432
        NC
        USD
        -1076049.4599999986
        -0.2339680460
        Short
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CITIGROUP GLOBAL MKTS
              XKZZ2JZF41MRHTR1V493
            
            
              MORGAN STANLEY & CO LLC
              4PQUHN3JPFGFNF3BB653
            
            Long
            
              
                US 2YR NOTE (CBT) Jun22
                US 2YR NOTE (CBT) Jun22
                
                  
                
              
            
            2022-06-01
            91550250.4319999937
            USD
            -1076783.8599999988
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-NOTE 2YR
        00002TUM2
        
          
        
        26
        NC
        USD
        -47270.87
        -0.0102782200
        Short
        DIR
        CORP
        US
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              4PQUHN3JPFGFNF3BB653
            
            
              CITIGROUP GLOBAL MKTS
              XKZZ2JZF41MRHTR1V493
            
            Long
            
              
                US 2YR NOTE (CBT) Jun22
                US 2YR NOTE (CBT) Jun22
                
                  
                
              
            
            2022-06-01
            5509968.776
            USD
            -47315.0699999999
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-NOTE 5YR
        00002FVM2
        
          
        
        210
        NC
        USD
        -512232.799999999
        -0.1113760211
        Short
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CITIGROUP GLOBAL MKTS
              XKZZ2JZF41MRHTR1V493
            
            Long
            
              
                YS 5YR NOTE (CBT) JUN22
                YS 5YR NOTE (CBT) JUN22
                
                  
                
              
            
            2022-06-01
            24041718.750
            USD
            -512600.299999999
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-NOTE ULTRA 10Y
        0001UXYM2
        
          
        
        -174
        NC
        USD
        754387.259999999
        0.1640282531
        Long
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CITIGROUP GLOBAL MKTS
              XKZZ2JZF41MRHTR1V493
            
            Short
            
              
                US 10yr Ultra Fut Jun22
                US 10yr Ultra Fut Jun22
                
                  
                
              
            
            2022-06-01
            23571562.50
            USD
            754065.359999999
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-BOND 30YR
        00002USM2
        
          
        
        -68
        NC
        USD
        306871.479999999
        0.0667238108
        Long
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CITIGROUP GLOBAL MKTS
              XKZZ2JZF41MRHTR1V493
            
            Short
            
              
                US LONG BOND JUNE22
                US LONG BOND JUNE22
                
                  
                
              
            
            2022-06-01
            10204250.0
            USD
            306742.2799999989
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-BOND ULTRA
        00002WNM2
        
          
        
        1
        NC
        USD
        -655.6
        -0.0001425487
        Short
        DIR
        CORP
        US
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              4PQUHN3JPFGFNF3BB653
            
            Long
            
              
                US ULTRA BOND CBT JUNE22
                US ULTRA BOND CBT JUNE22
                
                  
                
              
            
            2022-06-01
            177125
            USD
            -657.55
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-NOTE 10YR
        00002TYM2
        
          
        
        63
        NC
        USD
        -61675.6500000001
        -0.0134102863
        Short
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CITIGROUP GLOBAL MKTS
              XKZZ2JZF41MRHTR1V493
            
            
              MORGAN STANLEY & CO LLC
              4PQUHN3JPFGFNF3BB653
            
            Long
            
              
                US 10YR NOTE (CBT) JUN22
                US 10YR NOTE (CBT) JUN22
                
                  
                
              
            
            2022-06-01
            7741125
            USD
            -61792.2000000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US T-NOTE 10YR
        00002TYM2
        
          
        
        6
        NC
        USD
        -12842.2999999999
        -0.0027923325
        Short
        DIR
        CORP
        US
        N
        
        1
        
          
            
              MORGAN STANLEY & CO LLC
              4PQUHN3JPFGFNF3BB653
            
            
              CITIGROUP GLOBAL MKTS
              XKZZ2JZF41MRHTR1V493
            
            Long
            
              
                US 10YR NOTE (CBT) JUN22
                US 10YR NOTE (CBT) JUN22
                
                  
                
              
            
            2022-06-01
            737250
            USD
            -12853.40
          
        
        
          N
          N
          N
        
      
      
        Romania (Republic Of)
        315700IASY927EDWBK92
        ROMANI 3 02/14/31 REGS
        X7360WBP6
        
          
          
        
        3110000
        NS
        USD
        2871226.64
        0.6242977777
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-02-14
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aig Clo 2019-2 LLC
        N/A
        AIGIM 2019-2A AR
        00142MAC4
        
          
          
        
        2000000
        NS
        USD
        1981484
        0.4308388758
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-10-25
          Floating
          1.228460000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        ACM 5.125 03/15/27
        00774CAB3
        
          
          
        
        215000
        NS
        USD
        219886.95
        0.0478105533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 3.3 01/30/32
        00774MAX3
        
          
          
        
        250000
        NS
        USD
        225364.9
        0.0490016372
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2032-01-30
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 2.875 01/15/26 MTN
        00914AAJ1
        
          
          
        
        375000
        NS
        USD
        361940.06
        0.0786975058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO 2012-1 Ltd.
        549300MP4QPQUMB6AD63
        ANCHC 2014-4RA A
        03328LAA0
        
          
          
        
        5000000
        NS
        USD
        4968935
        1.0804075983
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-01-28
          Floating
          1.185880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANCHORAGE CAPITAL CLO 15 LTD
        549300H5Q0HJ2EHSSX26
        ANCHC 2020-15A AR
        03329FAN4
        
          
          
        
        2400000
        NS
        USD
        2382580.8
        0.5180503267
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.331500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO 2012-1 Ltd.
        549300V7DN3VJ8H1GE96
        ANCHC 2014-3RA A
        03330AAA0
        
          
          
        
        3675000
        NS
        USD
        3653005.13
        0.7942817725
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-01-28
          Floating
          1.185880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc
        5493002J2SVENP0PVK27
        ABIBB 3.65 02/01/26 *
        03522AAG5
        
          
          
        
        750000
        NS
        USD
        766509.17
        0.1666639494
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atkore Inc
        52990002TI38AM4RPV48
        ATKR 4.25 06/01/31 144A
        047649AA6
        
          
          
        
        235000
        NS
        USD
        218550
        0.0475198570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        ACGCAP 1.95 01/30/26 144A
        05369AAK7
        
          
          
        
        325000
        NS
        USD
        298476.03
        0.0648983677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        AVOL 4.25 04/15/26 144A
        05401AAL5
        
          
          
        
        500000
        NS
        USD
        493077.36
        0.1072110072
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCEGP V1.652 10/06/26 144A
        05583JAH5
        
          
          
        
        950000
        NS
        USD
        876601.74
        0.1906016441
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-06
          Fixed
          1.652000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2022-BNK39
        N/A
        BANK 2022-BNK39 A4
        06539VAJ7
        
          
          
        
        1400000
        NS
        USD
        1350659.38
        0.2936771475
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-18
          Floating
          2.928000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAY AREA TOLL AUTH CALIF
        5493001FUZGUQMIP5D78
        CA BAYTRN 1.63 04/01/2028
        072024XE7
        
          
          
        
        180000
        NS
        USD
        164807.59
        0.0358345143
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-04-01
          Fixed
          1.633000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEMOUNTAIN CLO XXXI LTD
        N/A
        BLUEM 2021-31A A1
        09631BAA1
        
          
          
        
        3400000
        NS
        USD
        3376193.2
        0.7340938826
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-19
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        AVGO 3.137 11/15/35 144A
        11135FBP5
        
          
          
        
        1925000
        NS
        USD
        1696103.41
        0.3687878814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.137000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-CIP
        N/A
        BX 2021-CIP A
        12434FAA5
        
          
          
        
        900000
        NS
        USD
        885355.2
        0.1925049302
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          1.112000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corporation
        549300VIWYMSIGT1U456
        CI 4.125 11/15/25
        125523AG5
        
          
          
        
        925000
        NS
        USD
        953397.13
        0.2072994522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATHEDRAL LAKE VII LTD
        N/A
        CATLK 2021-7RA D
        14919HAJ2
        
          
          
        
        700000
        NS
        USD
        670823.3
        0.1458587384
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATHEDRAL LAKE VI LTD
        N/A
        CATLK 2021-6A AN
        14919LAC8
        
          
          
        
        3400000
        NS
        USD
        3355660.6
        0.7296294295
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-04-25
          Floating
          1.373880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO ILL O HARE INTL ARPT
        N/A
        IL CHITRN 2.35 01/01/2030
        167593T44
        
          
          
        
        240000
        NS
        USD
        222541.97
        0.0483878407
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-01-01
          Fixed
          2.346000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTICUT AVENUE SECURITIES TRUST 2021-R03
        B1V7KEBTPIMZEU4LTD58
        CAS 2021-R03 1M2
        20754AAB9
        
          
          
        
        206000
        NS
        USD
        194992.08
        0.0423976013
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2041-12-26
          Floating
          1.698670300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        CCI 3.65 09/01/27
        22822VAH4
        
          
          
        
        950000
        NS
        USD
        943104.67
        0.2050615376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CITY CLO III
        5493000O0QFX9SMPY639
        CCITY 2021-1A A1A
        22824DAC3
        
          
          
        
        2400000
        NS
        USD
        2372628
        0.5158862652
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG New York Branch
        N/A
        DB V2.129 11/24/26
        251526CE7
        
          
          
        
        375000
        NS
        USD
        347621.94
        0.0755842822
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-11-24
          Fixed
          2.129000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emory University
        95MD72NUUVZ3P8PQ6919
        EMORYU 2.143 09/01/30 2020
        29157TAD8
        
          
          
        
        755000
        NS
        USD
        707600.45
        0.1538552834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          2.143000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 2.3 06/01/27
        00206RJX1
        
          
          
        
        2000000
        NS
        USD
        1905544.8
        0.4143272312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group, Inc.
        ODVCVCQG2BP6VHV36M30
        AIG 3.9 04/01/26
        026874DH7
        
          
          
        
        925000
        NS
        USD
        948285.06
        0.2061879224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        CZ72ZHBVKZXQRV3XFE26
        OVV 6.5 08/15/34
        292505AD6
        
          
          
        
        180000
        NS
        USD
        213647.07
        0.0464538010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMERICA TRUST 2021-ESH
        549300IESZBC3BJUJW64
        ESA 2021-ESH A
        30227FAA8
        
          
          
        
        2385319.53
        NS
        USD
        2356860.28
        0.5124578516
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          1.271000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal S.A.
        2EULGUTUI56JI9SAL165
        MTNA 4.25 07/16/29
        03938LBC7
        
          
          
        
        210000
        NS
        USD
        213237.87
        0.0463648277
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-07-16
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC 4.183 11/25/27 L
        06051GGC7
        
          
          
        
        925000
        NS
        USD
        943080.69
        0.2050563236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-25
          Fixed
          4.183000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton, Dickinson and Company
        ICE2EP6D98PQUILVRZ91
        BDX 3.7 06/06/27
        075887BW8
        
          
          
        
        925000
        NS
        USD
        938429.91
        0.2040450932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP 3.375 01/09/25 144A
        09659W2D5
        
          
          
        
        975000
        NS
        USD
        970056.71
        0.2109217851
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR ZN5784
        3131YCM94
        
          
          
        
        554211.36
        NS
        USD
        575880.2
        0.1252150297
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR ZA1903
        31329KDG6
        
          
          
        
        1774.55
        NS
        USD
        1838.75
        0.0003998039
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP V1.323 01/13/27 144A
        09659W2N3
        
          
          
        
        625000
        NS
        USD
        569104.68
        0.1237418120
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-13
          Fixed
          1.323000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 5.15 05/01/30
        097023CY9
        
          
          
        
        650000
        NS
        USD
        693197.58
        0.1507236324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Company
        HLYYNH7UQUORYSJQCN42
        BMY 2.95 03/15/32
        110122DU9
        
          
          
        
        275000
        NS
        USD
        269011.92
        0.0584919147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CF Industries, Inc.
        5FVKT86LAD2F40NPC183
        CF 5.375 03/15/44
        12527GAE3
        
          
          
        
        185000
        NS
        USD
        208015.54
        0.0452293238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Stacr Remic Trust
        S6XOOCT0IEG5ABCC6L87
        STACR 2021-DNA5 M2
        35564KHE2
        
          
          
        
        170000
        NS
        USD
        167240.7
        0.0363635513
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.698670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Stacr Remic Trust
        S6XOOCT0IEG5ABCC6L87
        STACR 2022-DNA1 M1A
        35564KPU7
        
          
          
        
        500000
        NS
        USD
        493170.7
        0.1072313024
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2042-01-27
          Floating
          1.048670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS 3.875 07/20/25
        126650CL2
        
          
          
        
        925000
        NS
        USD
        943606.55
        0.2051706626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-20
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corporation
        549300Z7JJ4TQSQGT333
        CNC 2.5 03/01/31
        15135BAX9
        
          
          
        
        235000
        NS
        USD
        207394.55
        0.0450943004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR 4.908 07/23/25
        161175AY0
        
          
          
        
        1800000
        NS
        USD
        1866620.04
        0.4058637262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.908000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C V0.776 10/30/24
        172967MT5
        
          
          
        
        875000
        NS
        USD
        845321.12
        0.1838002230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-30
          Fixed
          0.776000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        FCX 4.625 08/01/30
        35671DCH6
        
          
          
        
        215000
        NS
        USD
        219837.5
        0.0477998012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HPQ 4 04/15/29
        40434LAK1
        
          
          
        
        1395000
        NS
        USD
        1389793.75
        0.3021862285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hillenbrand, Inc.
        U246OE781574J2BUD366
        HI 3.75 03/01/31
        431571AE8
        
          
          
        
        235000
        NS
        USD
        215025
        0.0467534077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TEX
        549300C64URYS0WQQY42
        TX HOUAPT 2.23 07/01/2029
        442349ER3
        
          
          
        
        65000
        NS
        USD
        60457.75
        0.0131454753
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-07-01
          Fixed
          2.235000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia (Republic of)
        529900FWX0GRR7WG5W79
        INDON 3.5 01/11/28
        455780CD6
        
          
          
        
        630000
        NS
        USD
        645583.65
        0.1403708201
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-01-11
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes Operating Partnership Lp
        549300147YMUQB3GW319
        INVH 2 08/15/31
        46188BAA0
        
          
          
        
        445000
        NS
        USD
        380016.2
        0.0826278448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        STZ 3.7 12/06/26
        21036PAQ1
        
          
          
        
        925000
        NS
        USD
        933047.86
        0.2028748610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-06
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT 6.125 02/01/25
        26884LAH2
        
          
          
        
        205000
        NS
        USD
        216534.33
        0.0470815850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        5493008K8W3OKZE54J59
        ET 4.2 04/15/27
        29273RBK4
        
          
          
        
        1000000
        NS
        USD
        1018202.28
        0.2213901933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Expedia Group Inc
        CI7MUJI4USF3V0NJ1H64
        EXPE 2.95 03/15/31
        30212PBH7
        
          
          
        
        250000
        NS
        USD
        231461.4
        0.0503272140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Israel (State Of)
        213800T8ZHTFZIBYPE21
        ISRAEL 3.25 01/17/28
        46513YJH2
        
          
          
        
        1650000
        NS
        USD
        1697388
        0.3690671930
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2028-01-17
          Fixed
          3.250000000000
          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
        
          
          
        
        230000
        NS
        USD
        213494.05
        0.0464205295
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-12-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FactSet Research Systems Inc.
        549300ZSJE7NBK6K9P30
        FDS 2.9 03/01/27
        303075AA3
        
          
          
        
        425000
        NS
        USD
        412986.49
        0.0897966550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corporation
        RI6HET5SJUEY30V1PS26
        FAIRIC 5.25 05/15/26 144A
        303250AE4
        
          
          
        
        210000
        NS
        USD
        218662.5
        0.0475443181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN MORTGAGE TRUST 2021-LTV2
        N/A
        JPMMT 2021-LTV2 A1
        46654VAA1
        
          
          
        
        916402.26
        NS
        USD
        843771.06
        0.1834631897
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-05-25
          Floating
          2.519500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAMESTOWN CLO XVI LTD
        N/A
        JTWN 2021-16A A
        47048RAC9
        
          
          
        
        2500000
        NS
        USD
        2485637.5
        0.5404581951
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-25
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JDE Peets N.V
        724500EHG519SE5ZRT89
        JDEPNA 1.375 01/15/27 144A
        47216QAB9
        
          
          
        
        375000
        NS
        USD
        336633.19
        0.0731949716
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-01-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP
        N/A
        KIND 2021-KDIP A
        48254CAA3
        
          
          
        
        392354.78
        NS
        USD
        384233.23
        0.0835447639
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          0.741000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BN4334
        3140JLY81
        
          
          
        
        488468.94
        NS
        USD
        507324.34
        0.1103087627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CA2057
        3140Q9JB0
        
          
          
        
        1670151.08
        NS
        USD
        1740271.92
        0.3783915478
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCCM TRUST
        N/A
        LCCM 2021-FL2 A
        50202KAA4
        
          
          
        
        650000
        NS
        USD
        645674.7
        0.1403906173
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-12-15
          Floating
          1.391000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings Inc.
        549300Z5YF8CCRMYUL26
        LPLA 4 03/15/29 144A
        50212YAD6
        
          
          
        
        235000
        NS
        USD
        223009.97
        0.0484895991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM3619
        3140X7AV1
        
          
          
        
        86096.27
        NS
        USD
        89321.25
        0.0194213362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA3945
        31418DL34
        
          
          
        
        240082.18
        NS
        USD
        248602.14
        0.0540541667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corporation
        529900G61XVRLX5TJX09
        LEN 4.75 11/29/27
        526057CD4
        
          
          
        
        310000
        NS
        USD
        322936.12
        0.0702167844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-29
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Incorporated
        SE8N1EZEHPZQBCBVKD53
        LAD 4.375 01/15/31 144A
        536797AF0
        
          
          
        
        220000
        NS
        USD
        212575
        0.0462206982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CALIF MUN IMPT CORP
        N/A
        CA LOSGEN 1.65 11/01/2028
        5445872W7
        
          
          
        
        160000
        NS
        USD
        145387.41
        0.0316119375
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-01
          Fixed
          1.648000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CALIF MUN IMPT CORP
        N/A
        CA LOSGEN 2.07 11/01/2030
        5445872Y3
        
          
          
        
        490000
        NS
        USD
        439284.31
        0.0955146538
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.074000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowes Companies, Inc.
        WAFCR4OKGSC504WU3E95
        LOW 1.3 04/15/28
        548661DX2
        
          
          
        
        525000
        NS
        USD
        467540.39
        0.1016584419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          1.300000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Lowes Companies, Inc.
        WAFCR4OKGSC504WU3E95
        LOW 1.7 09/15/28
        548661ED5
        
          
          
        
        425000
        NS
        USD
        384638.78
        0.0836329436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4118
        31418DSG8
        
          
          
        
        29959.25
        NS
        USD
        31058.12
        0.0067530424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc.
        GI7UBEJLXYLGR2C7GV83
        FISV 3.2 07/01/26
        337738AT5
        
          
          
        
        1700000
        NS
        USD
        1691176.68
        0.3677166506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Company
        3C7474T6CDKPR9K6YT90
        GE 6.75 03/15/32 MTNA
        36962GXZ2
        
          
          
        
        250000
        NS
        USD
        314936.12
        0.0684773250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 4.3 07/13/25
        37045XAZ9
        
          
          
        
        450000
        NS
        USD
        456705.75
        0.0993026398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-13
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lundin Energy Finance B.V.
        549300JSNI1KL271GM17
        LUNESS 2 07/15/26 144A
        55037AAA6
        
          
          
        
        525000
        NS
        USD
        488862.76
        0.1062946165
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 2021-FL6 LTD
        N/A
        MF1 2021-FL6 A
        55283TAA6
        
          
          
        
        700000
        NS
        USD
        694389.15
        0.1509827184
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-07-18
          Floating
          1.237000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 1.25 01/08/26
        37045XDD5
        
          
          
        
        825000
        NS
        USD
        754930.63
        0.1641463993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA 5.625 09/01/28
        404121AJ4
        
          
          
        
        200000
        NS
        USD
        216250
        0.0470197624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Company
        549300BX44RGX6ANDV88
        HPE 4.9 10/15/25
        42824CAW9
        
          
          
        
        925000
        NS
        USD
        968593.23
        0.2106035771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, L.P.
        FXB7X4WXVA8QPMNOGS12
        HST 2.9 12/15/31 J
        44107TBA3
        
          
          
        
        400000
        NS
        USD
        357541.75
        0.0777411706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT Operating Partnership LP / MPT Finance Corporation
        WUQXXXF7PXTUPGROE843
        MPW 3.5 03/15/31
        55342UAM6
        
          
          
        
        230000
        NS
        USD
        213603.81
        0.0464443949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Limited, London Branch
        4ZHCHI4KYZG2WVRT8631
        MQGAU V3.052 03/03/36 144A
        556079AD3
        
          
          
        
        550000
        NS
        USD
        484388.29
        0.1053217217
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-03-03
          Fixed
          3.052000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep N.V.
        549300NYKK9MWM7GGW15
        INTNED V4.017 03/28/28
        456837BB8
        
          
          
        
        450000
        NS
        USD
        452473.3
        0.0983823679
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.017000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM V4.023 12/05/24
        46647PAY2
        
          
          
        
        375000
        NS
        USD
        381003.2
        0.0828424506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-05
          Fixed
          4.023000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding XXX Ltd
        549300FFTJ3WPTJK8589
        MDPK 2018-30A A
        55821TAA5
        
          
          
        
        3074290.75
        NS
        USD
        3059638.68
        0.6652646649
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-04-16
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARYLAND ST DEPT TRANSN
        N/A
        MD MDSTRN 1.3 08/01/2028
        57421FAF4
        
          
          
        
        5000
        NS
        USD
        4533.22
        0.0009856690
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-01
          Fixed
          1.303000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mueller Water Products, Inc.
        549300F7ZU4P1F8V8L60
        MWA 4 06/15/29 144A
        624758AF5
        
          
          
        
        230000
        NS
        USD
        217862.9
        0.0473704592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nature Conservancy
        549300GJ1IZME7V1JJ28
        NACONV 1.304 07/01/28 A
        63902HAL3
        
          
          
        
        25000
        NS
        USD
        22065.69
        0.0047977965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          1.304000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KDP 4.597 05/25/28
        49271VAF7
        
          
          
        
        1025000
        NS
        USD
        1080845.61
        0.2350108845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-25
          Fixed
          4.597000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Company
        5493003STKEZ2S0RNU91
        KHC 6.5 02/09/40
        50076QAN6
        
          
          
        
        170000
        NS
        USD
        202725
        0.0440789888
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-09
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        NFLX 4.875 04/15/28
        64110LAS5
        
          
          
        
        205000
        NS
        USD
        214994.78
        0.0467468369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        INDOIS 4.55 03/29/26 REGS
        71567RAF3
        
          
          
        
        890000
        NS
        USD
        942848.2
        0.2050057727
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-03-29
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX 1.75 03/01/26
        55336VBR0
        
          
          
        
        1050000
        NS
        USD
        983880.81
        0.2139275927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI Inc.
        549300HTIN2PD78UB763
        MSCI 3.625 09/01/30 144A
        55354GAK6
        
          
          
        
        225000
        NS
        USD
        210911.63
        0.0458590277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        READY CAPITAL MORTGAGE FINANCING LLC
        N/A
        RCMT 2021-FL7 A
        75575WAA4
        
          
          
        
        1149839.8
        NS
        USD
        1139072.36
        0.2476712681
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          1.301880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN JOSE CALIF FING AUTH
        N/A
        CA SJSGEN 1.86 06/01/2030
        798153NK4
        
          
          
        
        35000
        NS
        USD
        32069.97
        0.0069730514
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          1.862000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        MAR 2.85 04/15/31 HH
        571903BG7
        
          
          
        
        650000
        NS
        USD
        593250.4
        0.1289918745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Masonite International Corporation
        549300H0H07ZFT4JYM32
        DOOR 3.5 02/15/30 144A
        575385AE9
        
          
          
        
        235000
        NS
        USD
        211206.25
        0.0459230876
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-02-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO XX
        549300RTEBF0FW35D815
        SNDPT 2018-2A A
        83611JAA3
        
          
          
        
        4000000
        NS
        USD
        3968732
        0.8629310322
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-07-26
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanford Health Care
        5493005311WCPXQGDG42
        STNFHC 3.31 08/15/30 2020
        85434VAB4
        
          
          
        
        180000
        NS
        USD
        180137.72
        0.0391677817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          3.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mattel, Inc.
        549300VELLG24KHTJ564
        MAT 5.875 12/15/27 144A
        577081BD3
        
          
          
        
        215000
        NS
        USD
        224911.5
        0.0489030534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS V2.484 09/16/36
        61747YEF8
        
          
          
        
        725000
        NS
        USD
        621574.4
        0.1351504306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.484000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG 5.25 06/15/29 144A
        629377CH3
        
          
          
        
        220000
        NS
        USD
        214990.6
        0.0467459280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc.
        549300LWGYFM1TVO1Z12
        NWL 4.875 06/01/25
        651229BB1
        
          
          
        
        215000
        NS
        USD
        221930.53
        0.0482548938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilgrims Pride Corporation
        549300ZSLGV64ZL3HD75
        PPC 4.25 04/15/31 144A
        72147KAF5
        
          
          
        
        225000
        NS
        USD
        208125
        0.0452531239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction, LLC
        549300KJYBG7C6WJYZ11
        SPLLLC 5.625 03/01/25
        785592AM8
        
          
          
        
        900000
        NS
        USD
        951568.62
        0.2069018748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sutter Health
        549300MJCC12LU768G81
        SUTHEA 2.294 08/15/30 20A
        86944BAG8
        
          
          
        
        130000
        NS
        USD
        117592.61
        0.0255684466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.294000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico (United Mexican States)
        254900EGTWEU67VP6075
        MEX 3.25 04/16/30
        91087BAH3
        
          
          
        
        740000
        NS
        USD
        712301.8
        0.1548775094
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2030-04-16
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Skyworks Solutions, Inc.
        549300WZ3ORQ2BVKBD96
        SWKS 3 06/01/31
        83088MAL6
        
          
          
        
        125000
        NS
        USD
        111280.48
        0.0241959849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics, Inc.
        549300HGGKEL4FYTTQ83
        STLD 1.65 10/15/27
        858119BN9
        
          
          
        
        250000
        NS
        USD
        226999.42
        0.0493570349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 3.75 04/15/27
        87264ABD6
        
          
          
        
        1875000
        NS
        USD
        1885959.95
        0.4100688498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        TMUS 3.375 04/15/29
        87264ABV6
        
          
          
        
        230000
        NS
        USD
        218759.9
        0.0475654961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico (United Mexican States)
        254900EGTWEU67VP6075
        MEX 2.659 05/24/31
        91087BAM2
        
          
          
        
        530000
        NS
        USD
        482406
        0.1048907075
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.659000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        TII 1.375 02/15/44
        912810RF7
        
          
          
        
        900000
        NS
        USD
        1390551.89
        0.3023510728
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-02-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TechnipFMC PLC
        549300D5I93QWCJTCK36
        FTI 6.5 02/01/26 144A
        87854XAE1
        
          
          
        
        150000
        NS
        USD
        155437.5
        0.0337971529
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The University Of Chicago
        54930099Y7GU6182V326
        UNICHI 5.42 10/01/30
        91412NAF7
        
          
          
        
        60000
        NS
        USD
        66812.53
        0.0145272106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.420000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.375 07/15/27
        9128282L3
        
          
          
        
        9900000
        NS
        USD
        12118627.51
        2.6349825954
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.5 01/15/28
        9128283R9
        
          
          
        
        24700000
        NS
        USD
        30113612.52
        6.5476758659
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc.
        2S72QS2UO2OESLG6Y829
        VZ 4.329 09/21/28
        92343VER1
        
          
          
        
        1750000
        NS
        USD
        1846029.6
        0.4013866968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.329000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMW 1.8 08/15/28
        928563AK1
        
          
          
        
        325000
        NS
        USD
        288244.65
        0.0626737339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          1.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.875 01/15/29
        9128285W6
        
          
          
        
        33500000
        NS
        USD
        41181437.6
        8.9541799383
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-15
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.125 07/15/26
        912828S50
        
          
          
        
        8170000
        NS
        USD
        10071915.18
        2.1899609654
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management, Inc.
        549300YX8JIID70NFS41
        WM 1.15 03/15/28
        94106LBN8
        
          
          
        
        200000
        NS
        USD
        178740.89
        0.0388640656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          1.150000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Wells Fargo & Company
        PBLD0EJDB5FWOLXP3B76
        WFC 4.1 06/03/26 MTN
        94974BFY1
        
          
          
        
        1875000
        NS
        USD
        1922086.39
        0.4179239093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-03
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.125 10/15/26
        91282CDC2
        
          
          
        
        1120000
        NS
        USD
        1211256.5
        0.2633664409
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.125 01/15/32
        91282CDX6
        
          
          
        
        15130000
        NS
        USD
        16319067.06
        3.5482943626
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Weyerhaeuser Company
        08IRJODWFYBI7QWRGS31
        WY 3.375 03/09/33
        962166CA0
        
          
          
        
        225000
        NS
        USD
        219134.07
        0.0476468528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-09
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vici Properties Inc
        N/A
        VICI 3.5 02/15/25 144A
        92564RAC9
        
          
          
        
        230000
        NS
        USD
        226607.5
        0.0492718188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Digital Corp.
        549300QQXOOYEF89IC56
        WDC 4.75 02/15/26
        958102AM7
        
          
          
        
        215000
        NS
        USD
        218366.9
        0.0474800451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Huarong Finance II Co., Ltd.
        549300BHVD63HE2GHX17
        HRINTH 4.625 06/03/26 EMTN
        G463PCAJ8
        
          
          
        
        320000
        NS
        USD
        312000
        0.0678389173
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2026-06-03
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus N V
        635400Z5LQ5F9OLVT688
        PRXNA 3.68 01/21/30 REGS
        N7163RAA1
        
          
          
        
        590000
        NS
        USD
        516887.2
        0.1123880386
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBV 3.2 11/21/29
        00287YBX6
        
          
          
        
        1075000
        NS
        USD
        1062216.64
        0.2309603424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNMA-30YR
        01F042640
        
          
          
        
        2000000
        NS
        USD
        2072500
        0.4506287056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        BAX 2.272 12/01/28 144A
        071813CM9
        
          
          
        
        500000
        NS
        USD
        463197.29
        0.1007141111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          2.272000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        BAX 2.539 02/01/32 144A
        071813CQ0
        
          
          
        
        550000
        NS
        USD
        502226.13
        0.1092002465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.539000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        BERY 1.57 01/15/26
        08576PAH4
        
          
          
        
        300000
        NS
        USD
        279473.48
        0.0607665971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International L.L.C. and EMC Corporation
        N/A
        DELL 5.85 07/15/25
        24703TAC0
        
          
          
        
        150000
        NS
        USD
        160100
        0.0348109316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International L.L.C. and EMC Corporation
        N/A
        DELL 6.02 06/15/26
        24703TAD8
        
          
          
        
        950000
        NS
        USD
        1029067.24
        0.2237525879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.020000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International L.L.C. and EMC Corporation
        N/A
        DELL 5.3 10/01/29
        24703TAG1
        
          
          
        
        25000
        NS
        USD
        27231.25
        0.0059209568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International L.L.C. and EMC Corporation
        N/A
        DELL 6.2 07/15/30
        24703TAH9
        
          
          
        
        25000
        NS
        USD
        28491.25
        0.0061949216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          6.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Educational Funding of The South Inc.
        N/A
        EFOTS 2011-1 A2
        28148WAB9
        
          
          
        
        751704.07
        NS
        USD
        750809.54
        0.1632503407
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-04-25
          Floating
          0.773894400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        5493008K8W3OKZE54J59
        ET 5.5 06/01/27 *
        29278NAN3
        
          
          
        
        325000
        NS
        USD
        349257.73
        0.0759399560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 MA5529
        36179UEA6
        
          
          
        
        2090704.2
        NS
        USD
        2175452.59
        0.4730139372
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 MA5653
        36179UH62
        
          
          
        
        1570632.54
        NS
        USD
        1648970.68
        0.3585396975
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
        N/A
        JPMCC 2013-C13 A4
        46640JAR8
        
          
          
        
        1477959.53
        NS
        USD
        1492871.11
        0.3245985891
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-01-18
          Floating
          3.993600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        MGLLNS 4.054 03/15/29 144A
        55903VAJ2
        
          
          
        
        1725000
        NS
        USD
        1733555.42
        0.3769311629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.054000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        SPGI 4.25 05/01/29 144A
        78409VAZ7
        
          
          
        
        900000
        NS
        USD
        947759.76
        0.2060737051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Partners LP/Targa Resources Finance Corp.
        6OQWTZ1SPC04IFT4T704
        NGLS 6.875 01/15/29
        87612BBN1
        
          
          
        
        210000
        NS
        USD
        225346.8
        0.0489977017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mexico City Airport Trust
        N/A
        MEXCAT 3.875 04/30/28 REGS
        P6629MAC6
        
          
          
        
        1190000
        NS
        USD
        1129012.5
        0.2454839284
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-04-30
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adventist Health Systems (West)
        5493008YM33UCY5QPW83
        ADVENT 2.952 03/01/29
        007944AF8
        
          
          
        
        110000
        NS
        USD
        107056.66
        0.0232775894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.952000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO XII
        549300M5NMLBQJXUO195
        APID 2013-12A AR
        03764DAH4
        
          
          
        
        4950000
        NS
        USD
        4921651.35
        1.0701265995
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-15
          Floating
          1.203750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        NWG V4.269 03/22/25
        780097BK6
        
          
          
        
        975000
        NS
        USD
        986308.95
        0.2144555491
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.269000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Co
        5493003QENHHS261UR94
        TRGP 4.2 02/01/33
        87612GAA9
        
          
          
        
        270000
        NS
        USD
        272463.52
        0.0592424045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telecom Italia Capital S.A.
        549300777DJZOR5C4L39
        TITIM 7.2 07/18/36
        87927VAR9
        
          
          
        
        185000
        NS
        USD
        179912.5
        0.0391188116
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-07-18
          Fixed
          7.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUCSON ARIZ
        N/A
        AZ TUCCTF 1.46 07/01/2028
        898735UM5
        
          
          
        
        20000
        NS
        USD
        18492.11
        0.0040207844
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-07-01
          Fixed
          1.457000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 2.45 10/29/26
        00774MAV7
        
          
          
        
        1175000
        NS
        USD
        1086818.99
        0.2363096911
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-10-29
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 3 10/29/28
        00774MAW5
        
          
          
        
        675000
        NS
        USD
        622476.33
        0.1353465394
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-10-29
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        African Export-Import Bank
        21380068LJCDYA42GJ76
        AFREXI 2.634 05/17/26 144A
        00831TAB7
        
          
          
        
        200000
        NS
        USD
        185952
        0.0404319947
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2026-05-17
          Fixed
          2.634000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        African Export-Import Bank
        21380068LJCDYA42GJ76
        AFREXI 3.798 05/17/31 144A
        00831TAC5
        
          
          
        
        200000
        NS
        USD
        184260
        0.0400640991
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2031-05-17
          Fixed
          3.798000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Company
        549300LO13MQ9HYSTR83
        ADM 2.9 03/01/32
        039482AD6
        
          
          
        
        375000
        NS
        USD
        366987.72
        0.0797950308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoNation, Inc.
        N/A
        AN 1.95 08/01/28
        05329WAR3
        
          
          
        
        125000
        NS
        USD
        111874.54
        0.0243251528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST
        N/A
        BX 2021-ARIA C
        05608RAG0
        
          
          
        
        650000
        NS
        USD
        636157.93
        0.1383213629
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.837000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP LTD
        N/A
        BXHPP 2021-FILM A
        05609JAA0
        
          
          
        
        2750000
        NS
        USD
        2674030.7
        0.5814209859
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-15
          Floating
          0.841000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander, S.A.
        5493006QMFDDMYWIAM13
        SANTAN 2.749 12/03/30
        05971KAG4
        
          
          
        
        200000
        NS
        USD
        176019.01
        0.0382722406
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-12-03
          Fixed
          2.749000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank 2017-Bnk5 206
        N/A
        BANK 2017-BNK5 A5
        06541WAX0
        
          
          
        
        1600000
        NS
        USD
        1602214.08
        0.3483732965
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-06-17
          Fixed
          3.390000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banner Health
        PLD0E0WJKFN8IZJ2WD85
        BANNER 2.338 01/01/30
        06654DAB3
        
          
          
        
        675000
        NS
        USD
        626935.7
        0.1363161510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-01
          Fixed
          2.338000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baylor Scott & White Holdings
        549300JQDKSBWYRGGV95
        BSWHLD 1.777 11/15/30 2021
        072863AH6
        
          
          
        
        245000
        NS
        USD
        216587.29
        0.0470931002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          1.777000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        AVGO 2.45 02/15/31 144A
        11135FBH3
        
          
          
        
        975000
        NS
        USD
        869776.13
        0.1891175352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc 4.15% SNR NTS 15/04/2032 USD (144A)
        11135FBT7
        
          
          
        
        575000
        NS
        USD
        0
        0.0000000000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA STATEWIDE CMNTYS DEV AUTH
        N/A
        CA CASGEN 1.88 02/01/2031
        13080SZS6
        
          
          
        
        90000
        NS
        USD
        80520.59
        0.0175077873
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-02-01
          Fixed
          1.877000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATHEDRAL LAKE VII LTD
        N/A
        CATLK 2021-7RA C
        14919HAG8
        
          
          
        
        350000
        NS
        USD
        337029.7
        0.0732811858
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners L P
        5493005UEC8AZ34LDV29
        CQP 4.5 10/01/29
        16411QAG6
        
          
          
        
        220000
        NS
        USD
        221100
        0.0480743097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corebridge Financial Inc.
        549300XY1661QCIA7J65
        Corebridge Financial Inc. 3.9% SNR NTS 05/04/2032 USD (144A)
        21871XAG4
        
          
          
        
        555000
        NS
        USD
        554178.6
        0.1204963982
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-05
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP Midstream Operating, LP
        549300Y6CTBSE0QIPL28
        DCP 5.625 07/15/27
        23311VAJ6
        
          
          
        
        210000
        NS
        USD
        220159.8
        0.0478698797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 57 Clo Ltd
        N/A
        DRSLF 2018-57A A
        26243KAC1
        
          
          
        
        4250000
        NS
        USD
        4219145
        0.9173789386
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2031-05-15
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
        N/A
        ELP 2021-ELP A
        26863LAA2
        
          
          
        
        1300000
        NS
        USD
        1274696.28
        0.2771603063
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          0.893000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD CREDIT AUTO OWNER TRUST
        N/A
        FORDR 2021-1 A
        345340AA1
        
          
          
        
        500000
        NS
        USD
        464127.55
        0.1009163798
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-15
          Fixed
          1.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK Consumer Healthcare Capital US LLC
        549300N8C3A3L0UVQB07
        HALEON 3.375 03/24/27 144A
        36264FAB7
        
          
          
        
        950000
        NS
        USD
        949987.52
        0.2065580924
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-24
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy XXI CLO Ltd
        549300BW4412X0TZDD77
        GALXY 2015-21A AR
        36320WAL0
        
          
          
        
        4600000
        NS
        USD
        4558696.6
        0.9912084672
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-21
          Floating
          1.151500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        GLENLN 1.625 04/27/26 144A
        378272BD9
        
          
          
        
        400000
        NS
        USD
        369388.18
        0.0803169686
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-27
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT WOLF TRUST
        N/A
        GWT 2019-WOLF A
        39152TAA8
        
          
          
        
        4300000
        NS
        USD
        4243301.06
        0.9226312494
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.226000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GULF STREAM MERIDIAN 3 LTD
        N/A
        GSM 2021-IIIA A2
        402512AC1
        
          
          
        
        800000
        NS
        USD
        795448
        0.1729561895
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-17
          Floating
          1.873750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG US CLO LTD
        N/A
        ICG 2021-1A C
        449303AG1
        
          
          
        
        1750000
        NS
        USD
        1716156.75
        0.3731481278
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-17
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indigo Merger Sub Inc
        549300R1HR1VWWHIAK47
        ICLR 2.875 07/15/26 144A
        45569KAA1
        
          
          
        
        235000
        NS
        USD
        223616.6
        0.0486215001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes Operating Partnership Lp
        549300147YMUQB3GW319
        INVH 2.3 11/15/28
        46188BAB8
        
          
          
        
        300000
        NS
        USD
        271391.86
        0.0590093909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN TRANSN AUTH N Y
        5493000TKYODLXADQD60
        NY MTATRN 5.99 11/15/2030
        59259NZM8
        
          
          
        
        85000
        NS
        USD
        98585.86
        0.0214357628
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-11-15
          Fixed
          5.989000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP B V / NXP Funding LLC & NXP USA Inc
        724500RKKW4NOJ9YQF60
        NXPI 2.65 02/15/32 144A
        62954HAH1
        
          
          
        
        550000
        NS
        USD
        495705.62
        0.1077824762
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2032-02-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ORLEANS LA
        54930084B6KHR5PR2651
        LA NEWWTR 1.46 12/01/2028
        647753MD1
        
          
          
        
        30000
        NS
        USD
        27094.89
        0.0058913077
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-01
          Fixed
          1.459000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHEAA STUDENT LOAN TRUST
        N/A
        PHEAA 2012-1A A1
        69338YAA1
        
          
          
        
        840484.81
        NS
        USD
        828624.73
        0.1801698864
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-25
          Floating
          0.657710100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perusahaan Penerbit SBSN Indonesia III
        254900G208H6Q0L5B953
        INDOIS 4.15 03/29/27 RegS
        71567RAH9
        
          
          
        
        300000
        NS
        USD
        315450
        0.0685890592
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-03-29
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PSX 1.3 02/15/26
        718546AZ7
        
          
          
        
        150000
        NS
        USD
        140170.68
        0.0304776512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT OAKLAND CALIF
        N/A
        CA PTOTRN 1.95 05/01/2028
        735000TQ4
        
          
          
        
        70000
        NS
        USD
        64936.25
        0.0141192465
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-05-01
          Fixed
          1.949000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT OAKLAND CALIF
        N/A
        CA PTOTRN 2.2 05/01/2031
        735000TT8
        
          
          
        
        80000
        NS
        USD
        71215.47
        0.0154845525
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-05-01
          Fixed
          2.199000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus N V
        635400Z5LQ5F9OLVT688
        PRXNA 3.257 01/19/27 144A
        74365PAG3
        
          
          
        
        380000
        NS
        USD
        347154.19
        0.0754825782
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-01-19
          Fixed
          3.257000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Petroleum
        254900QTESJKJ3P87J26
        QPETRO 2.25 07/12/31 144A
        74730DAC7
        
          
          
        
        760000
        NS
        USD
        699306.4
        0.1520518880
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2031-07-12
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar Petroleum
        254900QTESJKJ3P87J26
        QPETRO 3.3 07/12/51 144A
        74730DAD5
        
          
          
        
        510000
        NS
        USD
        468089.22
        0.1017777753
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2051-07-12
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quicken Lns Llc/Quicken Lns Co-Issuer Inc
        549300FGXN1K3HLB1R50
        RKTRM 3.625 03/01/29 144A
        74841CAA9
        
          
          
        
        235000
        NS
        USD
        214754.75
        0.0466946466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rr 3 Ltd
        549300YH0VOGWM5JZF65
        RRAM 2018-3A A1R2
        74988LAA2
        
          
          
        
        5000000
        NS
        USD
        4974165
        1.0815447699
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-01-15
          Floating
          1.213750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Industries Ltd.
        5493003UOETFYRONLG31
        RILIN 2.875 01/12/32 144A
        759470BB2
        
          
          
        
        930000
        NS
        USD
        853208.99
        0.1855153017
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2032-01-12
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rush University System for Health
        ZF7C375GL43TFX8CCS02
        RUSHOB 3.922 11/15/29 2020
        78200JAA0
        
          
          
        
        255000
        NS
        USD
        260420.53
        0.0566238680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          3.922000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT 2021-FLWR
        N/A
        SREIT 2021-FLWR A
        78485GAA2
        
          
          
        
        2350000
        NS
        USD
        2279886.34
        0.4957212209
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-07-15
          Floating
          0.767551900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO XI Ltd
        N/A
        SNDPT 2013-3RA D
        83609YAJ5
        
          
          
        
        250000
        NS
        USD
        230147.25
        0.0500414752
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-18
          Floating
          3.372250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCW CLO LTD
        N/A
        TCW 2021-1A A
        87190KAC6
        
          
          
        
        2000000
        NS
        USD
        1983898
        0.4313637577
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-03-20
          Floating
          1.301500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinitas Clo VI Limited
        549300IUAXGLQ814UD95
        TRNTS 2017-6A CRR1
        89640YAY0
        
          
          
        
        2000000
        NS
        USD
        1933448
        0.4203942918
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-25
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUCSON ARIZ
        N/A
        AZ TUCCTF 1.93 07/01/2031
        898735UQ6
        
          
          
        
        145000
        NS
        USD
        132431.23
        0.0287948438
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-07-01
          Fixed
          1.932000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        TII 2.125 02/15/40
        912810QF8
        
          
          
        
        2300000
        NS
        USD
        4227863.26
        0.9192745710
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-02-15
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.25 07/15/29
        9128287D6
        
          
          
        
        12500000
        NS
        USD
        14649833.94
        3.1853489535
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.375 01/15/27
        912828V49
        
          
          
        
        11420000
        NS
        USD
        14087044.4
        3.0629802578
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.75 07/15/28
        912828Y38
        
          
          
        
        32020000
        NS
        USD
        39136256.69
        8.5094912887
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.125 01/15/30
        912828Z37
        
          
          
        
        6200000
        NS
        USD
        7153146.87
        1.5553260870
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.125 07/15/30
        912828ZZ6
        
          
          
        
        9400000
        NS
        USD
        10930453.26
        2.3766349841
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.125 01/15/31
        91282CBF7
        
          
          
        
        11400000
        NS
        USD
        13029680.22
        2.8330749976
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        TII 0.125 07/15/31
        91282CCM1
        
          
          
        
        20000000
        NS
        USD
        22311722.57
        4.8512919963
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST 2021-8
        N/A
        VERUS 2021-8 A1
        92538GAA0
        
          
          
        
        116806.64
        NS
        USD
        111770.78
        0.0243025920
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-11-25
          Floating
          1.824000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERUS SECURITIZATION TRUST 2022-1
        N/A
        VERUS 2022-1 A1
        92538WAA5
        
          
          
        
        870597.05
        NS
        USD
        846132.92
        0.1839767346
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2067-01-25
          Floating
          2.724000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vibrant Clo Viii Ltd
        5493007UH0SOAZ6NCZ28
        VIBR 2018-8A A1A
        92558FAA7
        
          
          
        
        6650000
        NS
        USD
        6590136.7
        1.4329094191
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-01-21
          Floating
          1.271500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co LLC
        549300ZH5GKBTJZ7NM23
        VST 5 07/31/27 144A
        92840VAF9
        
          
          
        
        230000
        NS
        USD
        226276.3
        0.0491998052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO 2016-1 Limited
        N/A
        VOYA 2016-1A A1R
        92915CAQ7
        
          
          
        
        6650000
        NS
        USD
        6611682.7
        1.4375942182
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-01-21
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        WDAY 3.5 04/01/27
        98138HAG6
        
          
          
        
        250000
        NS
        USD
        249934.96
        0.0543439650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        WDAY 3.7 04/01/29
        98138HAH4
        
          
          
        
        275000
        NS
        USD
        275614.37
        0.0599275015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday Inc
        549300J0DYC0N31V7G13
        WDAY 3.8 04/01/32
        98138HAJ0
        
          
          
        
        175000
        NS
        USD
        174666.99
        0.0379782676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abu Dhabi Crude Oil Pipeline LLC
        549300DONDFW2383FV66
        ADNOUH 3.65 11/02/29 REGS
        M0R52WAA1
        
          
          
        
        1240000
        NS
        USD
        1271000
        0.2763566151
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2029-11-02
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qatar (State of)
        52990074F6OJOAXK4P65
        QATAR 4.5 04/23/28 REGS
        M8489SAH0
        
          
          
        
        720000
        NS
        USD
        784800
        0.1706409690
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2028-04-23
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lukoil Securities BV
        724500IVNQ6LF8OFIO42
        LUKOIL 3.875 05/06/30 REGS
        N5521LAA5
        
          
          
        
        1440000
        NS
        USD
        764740.8
        0.1662794484
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-05-06
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lukoil International Finance BV
        724500LG1GUKJ5TOIW61
        LUKOIL 4.75 11/02/26 REGS
        N55218AP1
        
          
          
        
        200000
        NS
        USD
        110000
        0.0239175670
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-02
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia (Republic of)
        529900FWX0GRR7WG5W79
        INDON 4.35 01/08/27 REGS
        Y20721BQ1
        
          
          
        
        4800000
        NS
        USD
        5098563.98
        1.1085931421
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-01-08
          Fixed
          4.350000000000
          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 INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
ASSET-BACKED SECURITIES
Non-Agency — 16.19%
$ 2,000,000	AIG Ltd^(a)(b) Series 2019-2A Class AR 1.36%, 10/25/2033 3-mo. LIBOR + 1.10%	$ 1,981,484
	Anchorage Capital Ltd^(a)(b)
	Series 2014-3RA Class A
3,675,000	1.33%, 01/28/2031 3-mo. LIBOR + 1.05%	3,653,005
	Series 2014-4RA Class A
5,000,000	1.33%, 01/28/2031 3-mo. LIBOR + 1.05%	4,968,935
	Series 2020-15A Class AR
2,400,000	1.45%, 07/20/2034 3-mo. LIBOR + 1.20%	2,382,581
4,950,000	Apidos XII Ltd^(a)(b) Series 2013-12A Class AR 1.32%, 04/15/2031 3-mo. LIBOR + 1.08%	4,921,651
3,400,000	BlueMountain XXXI Ltd^(a)(b) Series 2021-31A Class A1 1.40%, 04/19/2034 3-mo. LIBOR + 1.15%	3,376,193
3,400,000	Cathedral Lake VI Ltd^(a)(b) Series 2021-6A Class AN 1.51%, 04/25/2034 3-mo. LIBOR + 1.25%	3,355,661
	Cathedral Lake VII Ltd^(a)(b)
	Series 2021-7RA Class C
350,000	2.81%, 01/15/2032 3-mo. LIBOR + 2.57%	337,030
	Series 2021-7RA Class D
700,000	4.52%, 01/15/2032 3-mo. LIBOR + 4.28%	670,823
2,400,000	Crown City III^(a)(b) Series 2021-1A Class A1A 1.42%, 07/20/2034 3-mo. LIBOR + 1.17%	2,372,628
4,250,000	Dryden Ltd^(a)(b) Series 2018-57A Class A 1.52%, 05/15/2031 3-mo. LIBOR + 1.01%	4,219,145
751,704	Educational Funding of the South Inc^(b) Series 2011-1 Class A2 0.91%, 04/25/2035 3-mo. LIBOR + 0.65%	750,809
500,000	Ford Credit Auto Owner Trust^(a) Series 2021-1 Class A 1.37%, 10/17/2033	464,127
4,600,000	Galaxy XXI Ltd^(a)(b) Series 2015-21A Class AR 1.27%, 04/20/2031 3-mo. LIBOR + 1.02%	4,558,697
800,000	Gulf Stream Meridian Ltd^(a)(b) Series 2021-IIIA Class A2 1.99%, 04/15/2034 3-mo. LIBOR + 1.75%	795,448
1,750,000	ICG Ltd^(a)(b) Series 2021-1A Class C 2.44%, 04/17/2034 3-mo. LIBOR + 2.20%	1,716,157

Principal Amount		Fair Value
Non-Agency — (continued)
$ 2,500,000	Jamestown XVI Ltd^(a)(b) Series 2021-16A Class A 1.46%, 07/25/2034 3-mo. LIBOR + 1.20%	$ 2,485,637
650,000	Lupdateer Capital Commercial Mortgage Trust^(a)(b) Series 2021-FL2 Class A 1.60%, 12/13/2038 1-mo. LIBOR + 1.20%	645,675
3,074,291	Madison Park Funding XXX LTD^(a)(b) Series 2018-30A Class A 0.99%, 04/15/2029 3-mo. LIBOR + 0.75%	3,059,639
700,000	MF1 Multifamily Housing Mortgage Loan Trust^(a)(b) Series 2021-FL6 Class A 1.57%, 07/16/2036 1-mo. LIBOR + 1.10%	694,389
840,485	PHEAA Student Loan Trust^(a)(b) Series 2012-1A Class A1 1.01%, 05/25/2057 1-mo. LIBOR + 0.55%	828,625
5,000,000	RR 3 Ltd^(a)(b) Series 2014-14A Class A1R2 1.33%, 01/15/2030 3-mo. LIBOR + 1.09%	4,974,165
250,000	Sound Point IV-R Ltd^(a)(b) Series 2013-3RA Class D 3.49%, 04/18/2031 3-mo. LIBOR + 3.25%	230,147
4,000,000	Sound Point XX Ltd^(a)(b) Series 2018-2A Class A 1.37%, 07/26/2031 3-mo. LIBOR + 1.10%	3,968,732
2,000,000	TCW Ltd^(a)(b) Series 2021-1A Class A 1.42%, 03/18/2034 3-mo. LIBOR + 1.17%	1,983,898
2,000,000	Trinitas VI Ltd^(a)(b) Series 2017-6A Class CRR1 2.51%, 01/25/2034 3-mo. LIBOR + 2.25%	1,933,448
6,650,000	Vibrant VIII Ltd^(a)(b) Series 2018-8A Class A1A 1.39%, 01/20/2031 3-mo. LIBOR + 1.14%	6,590,137
6,650,000	Voya Ltd^(a)(b) Series 2016-1A Class A1R 1.32%, 01/20/2031 3-mo. LIBOR + 1.07%	6,611,683
TOTAL ASSET-BACKED SECURITIES — 16.19% (Cost $75,184,604)		$74,530,549
CORPORATE BONDS AND NOTES
Basic Materials — 0.27%
210,000	ArcelorMittal SA^(c) 4.25%, 07/16/2029	213,238
185,000	CF Industries Inc 5.38%, 03/15/2044	208,016

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
Basic Materials — (continued)
$ 215,000	Freeport-McMoRan Inc 4.63%, 08/01/2030	$ 219,838
400,000	Glencore Funding LLC^(a) 1.63%, 04/27/2026	369,388
250,000	Steel Dynamics Inc 1.65%, 10/15/2027	226,999
		1,237,479
Communications — 2.09%
2,000,000	AT&T Inc 2.30%, 06/01/2027	1,905,545
1,800,000	Charter Communications Operating LLC / Charter Communications Operating Capital 4.91%, 07/23/2025	1,866,620
250,000	Expedia Group Inc 2.95%, 03/15/2031	231,461
425,000	FactSet Research Systems Inc 2.90%, 03/01/2027	412,986
205,000	Netflix Inc 4.88%, 04/15/2028	214,995
	Prosus NV
380,000	3.26%, 01/19/2027^(a)	347,154
590,000	3.68%, 01/21/2030	516,887
185,000	Telecom Italia Capital SA 7.20%, 07/18/2036	179,913
	T-Mobile USA Inc
1,875,000	3.75%, 04/15/2027	1,885,960
230,000	3.38%, 04/15/2029	218,760
1,750,000	Verizon Communications Inc 4.33%, 09/21/2028	1,846,030
		9,626,311
Consumer, Cyclical — 1.19%
125,000	AutoNation Inc 1.95%, 08/01/2028	111,875
	General Motors Financial Co Inc
450,000	4.30%, 07/13/2025	456,706
825,000	1.25%, 01/08/2026	754,931
310,000	Lennar Corp 4.75%, 11/29/2027	322,936
220,000	Lithia Motors Inc^(a) 4.38%, 01/15/2031	212,575
	Lowe's Cos Inc
525,000	1.30%, 04/15/2028^(c)	467,540
425,000	1.70%, 09/15/2028	384,639
1,725,000	Magallanes Inc^(a) 4.05%, 03/15/2029	1,733,555
650,000	Marriott International Inc 2.85%, 04/15/2031	593,250
215,000	Mattel Inc^(a) 5.88%, 12/15/2027	224,911
215,000	Newell Brands Inc 4.88%, 06/01/2025	221,931
		5,484,849

Principal Amount		Fair Value
Consumer, Non-Cyclical — 3.06%
$ 1,075,000	AbbVie Inc 3.20%, 11/21/2029	$ 1,062,217
110,000	Adventist Health System 2.95%, 03/01/2029	107,057
750,000	Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 3.65%, 02/01/2026	766,509
375,000	Archer-Daniels-Midland Co 2.90%, 03/01/2032	366,988
675,000	Banner Health 2.34%, 01/01/2030	626,936
	Baxter International Inc^(a)
500,000	2.27%, 12/01/2028	463,197
550,000	2.54%, 02/01/2032	502,226
245,000	Baylor Scott & White Holdings 1.78%, 11/15/2030	216,587
925,000	Becton Dickinson and Co 3.70%, 06/06/2027	938,430
275,000	Bristol Myers Squibb Co^(c) 2.95%, 03/15/2032	269,012
235,000	Centene Corp 2.50%, 03/01/2031	207,395
925,000	Cigna Corp 4.13%, 11/15/2025	953,397
925,000	Constellation Brands Inc 3.70%, 12/06/2026	933,048
925,000	CVS Health Corp 3.88%, 07/20/2025	943,606
755,000	Emory University 2.14%, 09/01/2030	707,600
950,000	GSK Consumer Healthcare Capital US LLC^(a) 3.38%, 03/24/2027	949,987
200,000	HCA Inc 5.63%, 09/01/2028	216,250
230,000	JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc^(a) 3.75%, 12/01/2031	213,494
375,000	JDE Peet's NV^(a) 1.38%, 01/15/2027	336,633
1,025,000	Keurig Dr Pepper Inc 4.60%, 05/25/2028	1,080,846
170,000	Kraft Heinz Foods Co 6.50%, 02/09/2040	202,725
225,000	Pilgrim's Pride Corp^(a) 4.25%, 04/15/2031	208,125
235,000	PRA Health Sciences Inc^(a) 2.88%, 07/15/2026	223,617
255,000	Rush Obligated Group 3.92%, 11/15/2029	260,420
900,000	S&P Global Inc^(a) 4.25%, 05/01/2029	947,760
180,000	Stanford Health Care 3.31%, 08/15/2030	180,138
130,000	Sutter Health 2.29%, 08/15/2030	117,593
60,000	University of Chicago 5.42%, 10/01/2030	66,812
		14,068,605

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
Energy — 2.09%
$ 1,240,000	Abu Dhabi Crude Oil Pipeline LLC 3.65%, 11/02/2029	$ 1,271,000
220,000	Cheniere Energy Partners LP 4.50%, 10/01/2029	221,100
210,000	DCP Midstream Operating LP 5.63%, 07/15/2027	220,160
	Energy Transfer LP
1,000,000	4.20%, 04/15/2027	1,018,202
325,000	5.50%, 06/01/2027	349,258
205,000	EQT Corp 6.63%, 02/01/2025	216,534
200,000	Lukoil International Finance BV 4.75%, 11/02/2026	110,000
1,440,000	Lukoil Securities BV 3.88%, 05/06/2030	764,741
525,000	Lundin Energy Finance BV^(a) 2.00%, 07/15/2026	488,863
1,050,000	MPLX LP 1.75%, 03/01/2026	983,881
180,000	Ovintiv Inc 6.50%, 08/15/2034	213,647
150,000	Phillips 66 1.30%, 02/15/2026	140,171
	Qatar Energy^(a)
760,000	2.25%, 07/12/2031	699,306
510,000	3.30%, 07/12/2051	468,089
930,000	Reliance Industries Ltd^(a) 2.88%, 01/12/2032	853,209
900,000	Sabine Pass Liquefaction LLC 5.63%, 03/01/2025	951,569
270,000	Targa Resources Corp 4.20%, 02/01/2033	272,463
210,000	Targa Resources Partners LP / Targa Resources Partners Finance Corp 6.88%, 01/15/2029	225,347
150,000	TechnipFMC PLC^(a) 6.50%, 02/01/2026	155,437
		9,622,977
Financial — 3.69%
	AerCap Ireland Capital Designated Activity Co / AerCap Global Aviation Trust
1,175,000	2.45%, 10/29/2026	1,086,819
675,000	3.00%, 10/29/2028	622,476
250,000	3.30%, 01/30/2032	225,365
375,000	Air Lease Corp 2.88%, 01/15/2026	361,940
925,000	American International Group Inc 3.90%, 04/01/2026	948,285
325,000	Aviation Capital Group LLC^(a) 1.95%, 01/30/2026	298,476
500,000	Avolon Holdings Funding Ltd^(a) 4.25%, 04/15/2026	493,077
200,000	Banco Santander SA 2.75%, 12/03/2030	176,019

Principal Amount		Fair Value
Financial — (continued)
$ 925,000	Bank of America Corp 4.18%, 11/25/2027	$ 943,081
	BNP Paribas SA^(a)
975,000	3.38%, 01/09/2025	970,057
625,000	1.32%, 01/13/2027	569,105
950,000	BPCE SA^(a) 1.65%, 10/06/2026	876,602
875,000	Citigroup Inc 0.78%, 10/30/2024	845,321
950,000	Crown Castle International Corp REIT 3.65%, 09/01/2027	943,105
375,000	Deutsche Bank AG 2.13%, 11/24/2026	347,622
400,000	Host Hotels & Resorts LP REIT 2.90%, 12/15/2031	357,542
320,000	Huarong Finance II Ltd 4.63%, 06/03/2026	312,000
450,000	ING Groep NV 4.02%, 03/28/2028	452,473
	Invitation Homes Operating Partnership LP REIT
300,000	2.30%, 11/15/2028	271,392
445,000	2.00%, 08/15/2031	380,016
375,000	JPMorgan Chase & Co 4.02%, 12/05/2024	381,003
235,000	LPL Holdings Inc^(a) 4.00%, 03/15/2029	223,010
550,000	Macquarie Bank Ltd^(a) 3.05%, 03/03/2036	484,388
725,000	Morgan Stanley 2.48%, 09/16/2036	621,574
230,000	MPT Operating Partnership LP / MPT Finance Corp REIT 3.50%, 03/15/2031	213,604
975,000	NatWest Group PLC 4.27%, 03/22/2025	986,309
235,000	Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc^(a) 3.63%, 03/01/2029	214,755
230,000	VICI Properties LP / VICI Note Co Inc REIT^(a) 3.50%, 02/15/2025	226,608
1,875,000	Wells Fargo & Co 4.10%, 06/03/2026	1,922,086
225,000	Weyerhaeuser Co REIT 3.38%, 03/09/2033	219,134
		16,973,244
Industrial — 0.80%
215,000	AECOM 5.13%, 03/15/2027	219,887
235,000	Atkore Inc^(a) 4.25%, 06/01/2031	218,550
300,000	Berry Global Inc 1.57%, 01/15/2026	279,473
650,000	Boeing Co 5.15%, 05/01/2030	693,198
250,000	General Electric Co 6.75%, 03/15/2032	314,936

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
Industrial — (continued)
$ 235,000	Hillenbrand Inc 3.75%, 03/01/2031	$ 215,025
235,000	Masonite International Corp^(a) 3.50%, 02/15/2030	211,206
1,190,000	Mexico City Airport Trust 3.88%, 04/30/2028	1,129,012
230,000	Mueller Water Products Inc^(a) 4.00%, 06/15/2029	217,863
25,000	Nature Conservancy 1.30%, 07/01/2028	22,066
200,000	Waste Management Inc^(c) 1.15%, 03/15/2028	178,741
		3,699,957
Technology — 2.19%
	Broadcom Inc^(a)
975,000	2.45%, 02/15/2031	869,776
1,925,000	3.14%, 11/15/2035	1,696,103
	Dell International LLC / EMC Corp
150,000	5.85%, 07/15/2025	160,100
950,000	6.02%, 06/15/2026	1,029,067
25,000	5.30%, 10/01/2029	27,231
25,000	6.20%, 07/15/2030	28,491
210,000	Fair Isaac Corp^(a) 5.25%, 05/15/2026	218,663
1,700,000	Fiserv Inc 3.20%, 07/01/2026	1,691,177
925,000	Hewlett Packard Enterprise Co 4.90%, 10/15/2025	968,593
1,395,000	HP Inc 4.00%, 04/15/2029	1,389,794
225,000	MSCI Inc^(a) 3.63%, 09/01/2030	210,912
550,000	NXP BV / NXP Funding LLC / NXP USA Inc^(a) 2.65%, 02/15/2032	495,706
125,000	Skyworks Solutions Inc 3.00%, 06/01/2031	111,280
325,000	VMware Inc 1.80%, 08/15/2028	288,245
215,000	Western Digital Corp 4.75%, 02/15/2026	218,367
	Workday Inc
250,000	3.50%, 04/01/2027	249,935
275,000	3.70%, 04/01/2029	275,614
175,000	3.80%, 04/01/2032	174,667
		10,103,721
Utilities — 0.10%
220,000	NRG Energy Inc^(a) 5.25%, 06/15/2029	214,991

Principal Amount		Fair Value
Utilities — (continued)
$ 230,000	Vistra Operations Co LLC^(a) 5.00%, 07/31/2027	$ 226,276
		441,267
TOTAL CORPORATE BONDS AND NOTES — 15.48% (Cost $77,724,370)		$71,258,410
FOREIGN GOVERNMENT BONDS AND NOTES
	African Export-Import Bank^(a)
200,000	2.63%, 05/17/2026	185,952
200,000	3.80%, 05/17/2031	184,260
	Indonesia Government International Bond
4,800,000	4.35%, 01/08/2027	5,098,564
630,000	3.50%, 01/11/2028	645,584
1,650,000	Israel Government International Bond 3.25%, 01/17/2028	1,697,388
	Mexico Government International Bond
740,000	3.25%, 04/16/2030^(c)	712,302
530,000	2.66%, 05/24/2031	482,406
	Perusahaan Penerbit SBSN Indonesia III
890,000	4.55%, 03/29/2026	942,848
300,000	4.15%, 03/29/2027	315,450
720,000	Qatar Government International Bond 4.50%, 04/23/2028	784,800
3,110,000	Romanian Government International Bond 3.00%, 02/14/2031	2,871,226
TOTAL FOREIGN GOVERNMENT BONDS AND NOTES — 3.02% (Cost $14,986,628)		$13,920,780
MORTGAGE-BACKED SECURITIES
Non-Agency — 4.81%
	BANK
	Series 2017-BNK5 Class A5
1,600,000	3.39%, 06/15/2060	1,602,214
	Series 2022-BNK39 Class A4
1,400,000	2.93%, 02/15/2055	1,350,660
900,000	BX Commercial Mortgage Trust^(a)(b) Series 2021-CIP Class A 1.32%, 12/15/2038 1-mo. LIBOR + 0.92%	885,355
650,000	BX Trust^(a)(b) Series 2021-ARIA Class C 2.04%, 10/15/2036 1-mo. LIBOR + 1.64%	636,158
2,750,000	BXHPP Trust^(a)(b) Series 2021-FILM Class A 1.05%, 08/15/2036 1-mo. LIBOR + 0.65%	2,674,031

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
Non-Agency — (continued)
$ 1,300,000	ELP Commercial Mortgage Trust^(a)(b) Series 2021-ELP Class A 1.10%, 11/15/2038 1-mo. LIBOR + 0.70%	$ 1,274,696
2,385,319	Extended Stay America Trust^(a)(b) Series 2021-ESH Class A 1.48%, 07/15/2038 1-mo. LIBOR + 1.08%	2,356,860
4,300,000	Great Wolf Trust^(a)(b) Series 2019-WOLF Class A 1.43%, 12/15/2036 1-mo. LIBOR + 1.03%	4,243,301
1,477,960	JP Morgan Chase Commercial Mortgage Securities Trust ^(d) Series 2013-C13 Class A4 3.99%, 01/15/2046	1,492,871
916,402	JP Morgan Mortgage Trust^(a)(d) Series 2021-LTV2 Class A1 2.52%, 05/25/2052	843,771
392,355	KKR Industrial Portfolio Trust^(a)(b) Series 2021-KDIP Class A 0.95%, 12/15/2037 1-mo. LIBOR + 0.55%	384,233
1,149,840	Ready Capital Mortgage Financing LLC^(a)(b) Series 2021-FL7 Class A 1.66%, 11/25/2036 1-mo. LIBOR + 1.20%	1,139,073
2,350,000	Starwood Trust^(a)(b) Series 2021-FLWR Class A 0.97%, 07/15/2036 1-mo. LIBOR + 0.57%	2,279,886
	Verus Securitization Trust^(a)
	Series 2021-8 Class A1
116,807	1.82%, 11/25/2066^(d)	111,771
	Series 2022-1 Class A1
870,597	2.72%, 01/26/2067^(e)	846,133
		22,121,013
U.S. Government Agency — 2.16%
	Federal Home Loan Mortgage Corp
1,775	4.50%, 10/01/2025	1,839
554,211	4.50%, 05/01/2049	575,880
	Federal Home Loan Mortgage Corp Structured Agency Credit Risk Real Estate Mortgage Investment Conduit^(a)(b)
	Series 2021-DNA5 Class M2
170,000	1.75%, 01/25/2034 1-mo. SOFR + 1.65%	167,241
	Series 2022-DNA1 Class M1A
500,000	1.10%, 01/25/2042 1-mo. SOFR + 1.00%	493,171

Principal Amount		Fair Value
U.S. Government Agency — (continued)
	Federal National Mortgage Association
$ 1,670,151	4.50%, 07/01/2048	$ 1,740,272
488,469	4.50%, 02/01/2049	507,324
86,096	4.50%, 01/01/2050	89,321
240,082	4.50%, 02/01/2050	248,602
29,959	4.50%, 08/01/2050	31,058
206,000	Federal National Mortgage Association Connecticut Avenue Securities Trust^(a)(b) Series 2021-R03 Class 1M2 1.75%, 12/25/2041 1-mo. SOFR + 1.65%	194,992
	Government National Mortgage Association
2,090,704	4.50%, 10/20/2048	2,175,452
1,570,633	5.00%, 12/20/2048	1,648,971
2,000,000	Uniform Mortgage-Backed Security^(f) 4.50%, TBA	2,072,500
		9,946,623
TOTAL MORTGAGE-BACKED SECURITIES — 6.97% (Cost $33,033,789)		$32,067,636
MUNICIPAL BONDS AND NOTES
180,000	Bay Area Toll Authority 1.63%, 04/01/2028	164,808
90,000	California Statewide Communities Development Authority 1.88%, 02/01/2031	80,521
240,000	Chicago O'Hare International Airport 2.35%, 01/01/2030	222,542
65,000	City of Houston Texas Airport System Revenue 2.24%, 07/01/2029	60,458
30,000	City of New Orleans Louisiana Water System Revenue 1.46%, 12/01/2028	27,095
	City of Tucson Arizona
20,000	1.46%,07/01/2028	18,492
145,000	1.93%,07/01/2031	132,431
85,000	Metropolitan Transportation Authority 5.99%, 11/15/2030	98,586
	Municipal Improvement Corp of Los Angeles
160,000	1.65%,11/01/2028	145,387
490,000	2.07%,11/01/2030	439,284
	Port of Oakland
70,000	1.95%,05/01/2028	64,936
80,000	2.20%,05/01/2031	71,216
35,000	San Jose Financing Authority 1.86%, 06/01/2030	32,070

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
Municipal Bonds and Notes — (continued)
$ 5,000	State of Maryland Department of Transportation 1.30%, 08/01/2028	$ 4,533
TOTAL MUNICIPAL BONDS AND NOTES — 0.34% (Cost $1,728,873)		$1,562,359
U.S. TREASURY BONDS AND NOTES
	U.S. Treasury Inflation Indexed Bonds TIPS
8,170,000	0.13%, 07/15/2026	10,071,915
1,120,000	0.13%, 10/15/2026	1,211,256
11,420,000	0.38%, 01/15/2027	14,087,044
9,900,000	0.38%, 07/15/2027	12,118,627
24,700,000	0.50%, 01/15/2028	30,113,613
32,020,000	0.75%, 07/15/2028	39,136,257
33,500,000	0.88%, 01/15/2029	41,181,438
12,500,000	0.25%, 07/15/2029	14,649,834
6,200,000	0.13%, 01/15/2030	7,153,147
9,400,000	0.13%, 07/15/2030	10,930,453
11,400,000	0.13%, 01/15/2031	13,029,680
20,000,000	0.13%, 07/15/2031	22,311,723
15,130,000	0.13%, 01/15/2032^(c)	16,319,067
2,300,000	2.13%, 02/15/2040	4,227,863
900,000	1.38%, 02/15/2044	1,390,552
TOTAL U.S. TREASURY BONDS AND NOTES — 51.68% (Cost $236,243,016)		$237,932,469
Shares
GOVERNMENT MONEY MARKET MUTUAL FUNDS
1,304,000	BlackRock FedFund Institutional Class^(g), 0.23%^(h)	1,304,000
1,304,000	Dreyfus Institutional Preferred Government Plus Money Market Fund Class SL^(g), 0.30%^(h)	1,304,000
1,304,000	Goldman Sachs Financial Square Government Fund Institutional Class^(g), 0.25%^(h)	1,304,000
1,304,000	Invesco Government & Agency Portfolio Institutional Class^(g), 0.25%^(h)	1,304,000
870,000	JPMorgan U.S. Government Money Market Fund Capital Shares^(g), 0.25%^(h)	870,000
358,000	Morgan Stanley Institutional Liquidity Government Portfolio Institutional Class^(g), 0.23%^(h)	358,000
TOTAL GOVERNMENT MONEY MARKET MUTUAL FUNDS — 1.40% (Cost $6,444,000)		$6,444,000

Principal Amount		Fair Value
SHORT TERM INVESTMENTS
Repurchase Agreements — 1.75%
$ 3,440,488	Undivided interest of 3.19% 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 $3,440,488 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.^(g)	$ 3,440,488
3,440,488	Undivided interest of 3.19% 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 $3,440,488 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.^(g)	3,440,488
1,162,361	Undivided interest of 7.42% in a repurchase agreement (principal amount/value $15,668,589 with a maturity value of $15,668,720) with Citigroup Global Markets Inc, 0.30%, dated 3/31/22 to be repurchased at $1,162,361 on 4/1/22 collateralized by U.S. Treasury securities, 0.00% - 4.38%, 5/3/22 - 8/15/51, with a value of $15,981,961.^(g)	1,162,361
TOTAL SHORT TERM INVESTMENTS — 1.75% (Cost $8,043,337)		$8,043,337
TOTAL INVESTMENTS — 96.83% (Cost $453,388,617)		$445,759,540
OTHER ASSETS & LIABILITIES, NET — 3.17%		$14,601,478
TOTAL NET ASSETS — 100.00%		$460,361,018

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

^(a)	Represents securities sold under Rule 144A, which are exempt from registration under the Securities Act of 1933, as amended.
^(b)	Adjustable rate security; interest rate is subject to change. Interest rate shown reflects the rate in effect at March 31, 2022.
^(c)	All or a portion of the security is on loan at March 31, 2022.
^(d)	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.
^(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)	Single-class security backed by mortgage loans purchased by either Freddie Mac or Fannie Mae.
^(g)	Collateral received for securities on loan.
^(h)	Rate shown is the 7-day yield as of March 31, 2022.
^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.
^TBA	To Be Announced
^TIPS	Treasury Inflation Protected Securities

At March 31, 2022, the Fund held the following outstanding exchange traded futures contracts:
Description	Number of Contracts		Notional Amount	Expiration Date	Fair Value and Net Unrealized Appreciation/ (Depreciation)
Long
U.S. 10 Year Treasury Note Futures	111	USD	13,639,125	June 2022	$(236,809)
U.S. 2 Year Treasury Note Futures	458	USD	97,060,219	June 2022	(1,123,322)
U.S. 5 Year Treasury Note Futures	259	USD	29,704,063	June 2022	(608,763)
U.S. Ultra Bond Futures	1	USD	177,125	June 2022	(656)
Short
U.S. 10 Year Treasury Ultra Futures	174	USD	23,571,563	June 2022	754,387
U.S. Long Bond Futures	68	USD	10,204,250	June 2022	306,871
				Net Depreciation	$(908,292)

At March 31, 2022, the Fund held the following outstanding centrally cleared interest rate swaps:

Rate Received by the Fund	Rate Paid by the Fund	Notional Amount	Maturity Date	Net Unrealized Appreciation/ (Depreciation)	Payment Frequency
1-day SOFR	1.73%	5,490,000	February 09, 2024	$62,185	Quarterly
3-mo LIBOR	1-mo. LIBOR	34,760,000	July 25, 2024	(96,912)	Quarterly
0.50%	1-day SOFR	5,070,000	March 16, 2025	(210,675)	Quarterly
1.81%	1-day SOFR	5,700,000	February 09, 2028	(129,349)	Quarterly
1-day SOFR	1.25%	5,380,000	March 16, 2029	345,906	Quarterly
2.13%	1-day SOFR	5,500,000	November 15, 2031	21,111	Quarterly
1-day SOFR	1.85%	2,980,000	February 09, 2033	79,952	Quarterly
			Net Appreciation	$72,218

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

At March 31, 2022, the Fund held the following outstanding centrally cleared inflation swaps:

Rate Paid by the Fund	Rate Received by the Fund	Notional Amount	Termination Date	Unrealized Appreciation/ (Depreciation)	Payment Frequency
1.09%	CPI	27,600,000	June 12, 2023	3,472,828	At Maturity
2.17%	CPI	20,000,000	January 09, 2024	1,948,528	At Maturity
2.35%	CPI	7,400,000	February 18, 2024	714,520	At Maturity
2.25%	CPI	28,200,000	February 20, 2024	2,587,725	At Maturity
2.78%	CPI	19,800,000	May 06, 2024	1,591,270	At Maturity
1.77%	CPI	18,200,000	August 05, 2024	2,169,669	At Maturity
3.97%	CPI	8,000,000	March 10, 2025	24,202	At Maturity
1.72%	CPI	21,200,000	September 23, 2025	3,101,310	At Maturity
2.06%	CPI	13,300,000	December 23, 2025	1,651,390	At Maturity
			Net Appreciation	$17,261,442

Abbreviations:
CPI	Consumer Price Index
LIBOR	London Interbank Offered Rate is the interest rate banks charge each other for short-term loans.
SOFR	Secured Overnight Financing Rate is the secured interbank overnight interest rate and reference rate established as an alternative to LIBOR.

Currency Abbreviations
USD	U.S. Dollar

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST INFLATION-PROTECTED SECURITIES 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 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.

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 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.

For derivatives that are traded on an exchange, the last sale price as of the close of business of the exchange will be used. For derivatives traded over-the-counter (OTC), independent pricing services will be utilized when possible. If a price cannot be located from the primary source, 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.

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.
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.
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.
Government Money Market Mutual Funds	Net asset value of underlying mutual fund.
Short Term Investments	Maturity date, credit quality and interest rates.
Futures Contracts	Exchange traded close price.
Interest Rate Swaps	Interest rate curves, LIBOR curves, reported trades and swap curves.
Inflation Swaps	Interest rate curves, CPI or relevant inflation index curves, LIBOR/OIS curves, reported trades, and swap curves.

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, all of the Fund’s investments are valued using Level 2 inputs, except for Government Money Market Mutual Funds and Futures Contracts, which are valued using Level 1 inputs. More information regarding the sector classifications, as applicable, are included in the Schedule of Investments.

March 31, 2022

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.

To Be Announced Transactions

The Fund may invest in securities known as To Be Announced (TBA) securities. TBA’s are Federal National Mortgage Association, Federal Home Loan Mortgage Corporation or Government National Mortgage Association issued mortgage backed securities for forward settlement, in which the buyer and seller decide on trade parameters, but the exact pools are unknown until two days before settlement date. The transactions arise when securities are purchased or sold with payment and delivery taking place in the future in order to secure what is considered to be an advantageous price and yield at the time of entering into the transaction. TBA transactions generally settle monthly on a specified date.

Futures Contracts

The Fund uses futures contracts to capitalize on expected changes in the shape of the yield curve and to control overall interest rate exposure. A futures contract is an agreement between two parties to buy or sell a specified underlying investment for a fixed price at a specified future date. Futures contracts are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange. The use of futures contracts may involve risks such as the possibility of illiquid markets or imperfect correlation between the value of the contracts and the underlying securities that comprise the index, or that the clearinghouse will fail to perform its obligations. The Fund held an average of 529 futures contracts, net of both long and short positions, for the reporting period.

Interest Rate Swaps

The Fund enters into interest rate swap contracts primarily to manage interest rate risk. An interest rate swap is an agreement between two parties to exchange interest rate payment obligations. Typically, one is based on an interest rate fixed to maturity while the other is based on an interest rate that changes in accordance with changes in a designated benchmark (for example, the London Interbank Offered Rate (LIBOR), prime rate, commercial paper rate, or other benchmarks). Each party’s payment obligation under an interest rate swap is determined by reference to a specified notional amount of money. Therefore, interest rate swaps generally do not involve the delivery of securities, other underlying instruments, or principal amounts; rather they entail the exchange of cash payments based on the application of the designated interest rates to the notional amount. These agreements may be privately negotiated in the over-the-counter market (OTC interest rate swaps) or may be executed on a registered exchange (centrally cleared interest rate swaps). The Fund held an average notional amount of $69,815,000 in interest rate swaps for the reporting period.

Inflation Swaps

The Fund enters into inflation swap contracts to gain exposure to inflation (inflation risk). An inflation swap is a contract in which one party agrees to pay the cumulative percentage increase in a price index (such as the Consumer Price Index (CPI) with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swaps may be used to protect the value of securities against an unexpected change in the rate of inflation measured by an inflation index since the value of these agreements is expected to increase if there are unexpected inflation increases. These agreements may be privately negotiated in the over-the-counter market (OTC inflation swaps) or may be executed on a registered exchange (centrally cleared inflation swaps). The Fund held an average notional amount of $171,187,500 in inflation swaps for the reporting period.

March 31, 2022

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