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Form NPORT-P AMERICAN CENTURY INVESTM For: Jun 30

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10. MSFT


August 24, 2022 4:27 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000908406
          XXXXXXXX
        
      
      
      
      
        S000046094
        C000189696
        C000144173
        C000144168
        C000144170
        C000144172
        C000144169
        C000189695
        C000144171
      
      
      
    
  
  
    
      American Century Investment Trust
      811-07822
      0000908406
      549300RGSU9J1L1HFF90
      4500 Main St
      Kansas City
      
      64111
      816-531-5575
      Strategic Income Fund
      S000046094
      549300O2WMYB17HSC087
      2023-03-31
      2022-06-30
      N
    
    
      79503583.340000000000
      5896710.090000000000
      73606873.250000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        SOLD CAD/BOUGHT USD
        N/A
        
          
        
        1
        NC
        USD
        7976.3500000000
        0.0108364201
        N/A
        DFE
        CORP
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            449834.0000000000
            CAD
            357496.2800000000
            USD
            2022-09-14
            7976.3500000000
          
        
        
          N
          N
          N
        
      
      
        Alcoa Nederland Holding BV
        5493000UL1QLQLT1VQ42
        Alcoa Nederland Holding BV 4.13 03/31/2029
        013822AG6
        
          
          
          
        
        250000.0000000000
        PA
        USD
        223955.0000000000
        0.3042582712
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-03-31
          Fixed
          4.125000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AMERICAN AIRLINES INC
        IWUQB36BXD6OWD6X4T14
        American Airlines Inc 11.75 07/15/2025
        023771S58
        
          
          
          
        
        280000.0000000000
        PA
        USD
        290729.6000000000
        0.3949761580
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          11.750000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CSN Inova Ventures
        222100R8R68DM7VM3661
        CSN Inova Ventures 6.75 01/28/2028
        12642KAB0
        
          
          
          
        
        200000.0000000000
        PA
        USD
        174788.0000000000
        0.2374615199
        Long
        DBT
        CORP
        BR
        
        N
        
        2
        
          2028-01-28
          Fixed
          6.750000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        Caesars Entertainment Inc 4.63 10/15/2029
        12769GAA8
        
          
          
          
        
        154000.0000000000
        PA
        USD
        120151.5700000000
        0.1632341719
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          4.625000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc 4.63 03/01/2029
        185899AK7
        
          
          
          
        
        328000.0000000000
        PA
        USD
        290020.8800000000
        0.3940133132
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.625000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Coinbase Global Inc
        5493004G3J2SC154DU06
        Coinbase Global Inc 3.38 10/01/2028
        19260QAC1
        
          
          
          
        
        107000.0000000000
        PA
        USD
        67656.1000000000
        0.0919154652
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          3.375000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp 5.00 03/15/2023
        25470XAL9
        
          
          
          
        
        145000.0000000000
        PA
        USD
        138341.6000000000
        0.1879465788
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          5.000000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        iHeartCommunications Inc
        54930076J6KDZL504O62
        iHeartCommunications Inc 8.38 05/01/2027
        45174HBD8
        
          
          
          
        
        145000.0000000000
        PA
        USD
        115538.9000000000
        0.1569675424
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          8.375000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MEG Energy Corp
        5493002WXPTG5ZC1T326
        MEG Energy Corp 5.88 02/01/2029
        552704AF5
        
          
          
          
        
        375000.0000000000
        PA
        USD
        343065.3000000000
        0.4660778061
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-01
          Fixed
          5.875000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Macy's Retail Holdings LLC
        N/A
        Macy's Retail Holdings LLC 5.88 03/15/2030
        55617LAQ5
        
          
          
          
        
        60000.0000000000
        PA
        USD
        50447.9800000000
        0.0685370506
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          5.875000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Condor Merger Sub Inc
        254900SAGUYT3MBUU161
        Condor Merger Sub Inc 7.38 02/15/2030
        579063AB4
        
          
          
          
        
        350000.0000000000
        PA
        USD
        285505.5000000000
        0.3878788589
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          7.375000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Penn National Gaming Inc
        N/A
        Penn National Gaming Inc 4.13 07/01/2029
        707569AV1
        
          
          
          
        
        273000.0000000000
        PA
        USD
        207529.1400000000
        0.2819426106
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          4.125000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos 5.95 01/28/2031
        71654QDE9
        
          
          
          
        
        300000.0000000000
        PA
        USD
        220335.0000000000
        0.2993402522
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2031-01-28
          Fixed
          5.950000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Scientific Games International Inc
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc 7.25 11/15/2029
        80874YBE9
        
          
          
          
        
        284000.0000000000
        PA
        USD
        266729.9600000000
        0.3623709964
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          7.250000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp 5.00 04/15/2029
        81211KBA7
        
          
          
          
        
        230000.0000000000
        PA
        USD
        215362.8000000000
        0.2925851765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          5.000000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Station Casinos LLC
        5493004E7Q60TX54WL62
        Station Casinos LLC 4.63 12/01/2031
        857691AH2
        
          
          
          
        
        300000.0000000000
        PA
        USD
        234375.0000000000
        0.3184145578
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-01
          Fixed
          4.625000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        United Natural Foods Inc 6.75 10/15/2028
        911163AA1
        
          
          
          
        
        425000.0000000000
        PA
        USD
        397775.0800000000
        0.5404048052
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-15
          Fixed
          6.750000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 5.25 05/15/2027
        983130AX3
        
          
          
          
        
        215000.0000000000
        PA
        USD
        184434.5300000000
        0.2505669944
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          5.250000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        N/A
        
          
        
        3643365.0000000000
        NS
        USD
        3643365.0000000000
        4.9497619436
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        National Retail Properties Inc
        5493008JKH5SOTI0JS97
        National Retail Properties Inc 4.30 10/15/2028
        637417AL0
        
          
          
          
        
        335000.0000000000
        PA
        USD
        325907.1000000000
        0.4427672113
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-15
          Fixed
          4.300000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC 5.52 09/30/2028
        639057AF5
        
          
          
          
        
        200000.0000000000
        PA
        USD
        201622.8100000000
        0.2739184550
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-09-30
          Variable
          5.516000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc 5.88 11/15/2028
        64110LAT3
        
          
          
          
        
        165000.0000000000
        PA
        USD
        161734.6500000000
        0.2197276462
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Floating
          5.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300FCSYYS3J0RKL34
        Neuberger Berman CLO XVIII Ltd 3.25
        64128QAW5
        
          
          
          
        
        275000.0000000000
        PA
        USD
        262246.6600000000
        0.3562801250
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-10-21
          Variable
          3.248290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp 6.38 09/01/2028
        674599EC5
        
          
          
          
        
        150000.0000000000
        PA
        USD
        152119.5000000000
        0.2066648035
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          6.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp 6.13 01/01/2031
        674599EF8
        
          
          
          
        
        250000.0000000000
        PA
        USD
        253905.0000000000
        0.3449474061
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-01
          Fixed
          6.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners Lt
        549300VYCI9AZ4NZBX86
        Octagon Investment Partners XV Ltd 3.04
        67590EBL7
        
          
          
        
        175000.0000000000
        PA
        USD
        167540.9900000000
        0.2276159584
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-07-19
          Variable
          3.044290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One Market Plaza Trust 2017-1MKT
        N/A
        One Market Plaza Trust 2017-1MKT 4.14
        68245HAJ3
        
          
          
          
        
        121000.0000000000
        PA
        USD
        112402.9000000000
        0.1527070707
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-02-10
          Fixed
          4.141600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens & Minor Inc
        549300LMT5KQQXCEZ733
        Owens & Minor Inc 6.63 04/01/2030
        690732AG7
        
          
          
          
        
        180000.0000000000
        PA
        USD
        164647.8000000000
        0.2236853608
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          6.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Technology Finance Corp
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp 4.75 12/15/2025
        691205AC2
        
          
          
          
        
        30000.0000000000
        PA
        USD
        28236.4000000000
        0.0383610915
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Technology Finance Corp
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp 2.50 01/15/2027
        691205AG3
        
          
          
          
        
        145000.0000000000
        PA
        USD
        122552.9600000000
        0.1664966254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Capital Corp
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp 3.40 07/15/2026
        69121KAE4
        
          
          
          
        
        654000.0000000000
        PA
        USD
        575253.0200000000
        0.7815207936
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          3.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Capital Corp
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp 2.63 01/15/2027
        69121KAF1
        
          
          
          
        
        155000.0000000000
        PA
        USD
        129991.1300000000
        0.1766018909
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The (pfd) 3.40% 12/15/2170 Perpetual
        693475BC8
        
          
          
          
        
        215000.0000000000
        NS
        USD
        163791.5900000000
        0.2225221406
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The 4.63 06/06/2033
        693475BE4
        
          
          
          
        
        128000.0000000000
        PA
        USD
        123788.3400000000
        0.1681749741
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-06-06
          Variable
          4.626000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2021-SFR1
        N/A
        Progress Residential 2021-SFR1 2.76
        74331FAL5
        
          
          
        
        300000.0000000000
        PA
        USD
        257764.4400000000
        0.3501907208
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-04-17
          Fixed
          2.757000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc 4.38 10/15/2029
        74736KAH4
        
          
          
          
        
        177000.0000000000
        PA
        USD
        155912.2200000000
        0.2118174745
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-15
          Fixed
          4.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor RE 2019-1 Ltd
        254900JBDDKUTX6TX151
        Radnor RE 2019-1 Ltd 3.57
        75049SAB9
        
          
          
        
        258604.0000000000
        PA
        USD
        257790.1200000000
        0.3502256089
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-02-25
          Variable
          3.573570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ready Capital Mortgage Financing 2021-FL6 LLC
        N/A
        Ready Capital Mortgage Financing 2021-FL6 LLC 3.52
        75575TAG8
        
          
          
        
        250000.0000000000
        PA
        USD
        231852.3000000000
        0.3149872964
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-07-25
          Variable
          3.523570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockford Tower CLO Ltd
        5493009YDNBJVFWX7747
        Rockford Tower CLO 2020-1 Ltd 3.41
        77341EAE5
        
          
          
        
        100000.0000000000
        PA
        USD
        95748.6400000000
        0.1300811130
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2032-01-20
          Variable
          3.412710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBL Holdings Inc
        N/A
        SBL Holdings Inc 6.50
        78397DAC2
        
          
          
          
        
        273000.0000000000
        PA
        USD
        220447.5000000000
        0.2994930912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2170-11-13
          Variable
          6.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST ASSET BACKED 144A 03/48 3.448
        N/A
        SBA TOWER TRUST ASSET BACKED 144A 03/48 3.448
        78403DAM2
        
          
          
        
        284000.0000000000
        PA
        USD
        281726.7200000000
        0.3827451263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.4480000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp 5.50 01/25/2023
        78442FEQ7
        
          
          
          
        
        169000.0000000000
        PA
        USD
        167838.9700000000
        0.2280207847
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-25
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM Corp 3.13 11/02/2026
        78442PGE0
        
          
          
          
        
        190000.0000000000
        PA
        USD
        153683.4000000000
        0.2087894693
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-02
          Fixed
          3.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slam 2021-1 Ltd
        N/A
        Slam 2021-1 Ltd 3.42
        78449AAC6
        
          
          
        
        234375.0000000000
        PA
        USD
        198726.0700000000
        0.2699830345
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-15
          Fixed
          3.422000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabey Data Center Issuer LLC
        N/A
        Sabey Data Center Issuer LLC 1.88
        78520EAB2
        
          
          
        
        195000.0000000000
        PA
        USD
        171228.3900000000
        0.2326255449
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-20
          Fixed
          1.881000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Safehold Operating Partnership LP
        54930012UY5Z4Q8NL108
        Safehold Operating Partnership LP 2.85 01/15/2032
        78646UAB5
        
          
          
          
        
        117000.0000000000
        PA
        USD
        94123.3700000000
        0.1278730720
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-01-15
          Fixed
          2.850000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sammons Financial Group Inc
        N/A
        Sammons Financial Group Inc 4.75 04/08/2032
        79588TAE0
        
          
          
          
        
        31000.0000000000
        PA
        USD
        28252.7000000000
        0.0383832362
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-08
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAPPHIRE AVIATION FINANCE II LTD
        N/A
        SAPPHIRE AVIATION FINANCE II LTD 3.23
        80307AAA7
        
          
          
        
        195634.3600000000
        PA
        USD
        171492.3600000000
        0.2329841663
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2040-03-15
          Fixed
          3.228000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy 4.13 04/01/2052
        816851BM0
        
          
          
          
        
        300000.0000000000
        PA
        USD
        241189.6600000000
        0.3276727422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-04-01
          Variable
          4.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shelter Growth CRE 2022-FL4 Issuer Ltd
        N/A
        Shelter Growth CRE 2022-FL4 Issuer Ltd 3.42
        82286DAA2
        
          
          
        
        198000.0000000000
        PA
        USD
        197795.2700000000
        0.2687184787
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-06-17
          Variable
          3.416000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Timeshare 2019-3 Receivables Funding LLC
        N/A
        Sierra Timeshare 2019-3 Receivables Funding LLC 2.75
        82652NAB4
        
          
          
        
        54697.6700000000
        PA
        USD
        52566.9700000000
        0.0714158443
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-08-20
          Fixed
          2.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silver Creek CLO
        549300LSJSAR2PPV4U78
        Silver Creek CLO Ltd 3.36
        827551AQ5
        
          
          
        
        300000.0000000000
        PA
        USD
        291440.7900000000
        0.3959423585
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-07-20
          Variable
          3.362710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silver Creek CLO
        549300LSJSAR2PPV4U78
        Silver Creek CLO Ltd 4.41
        827551AS1
        
          
          
        
        250000.0000000000
        PA
        USD
        239385.0500000000
        0.3252210554
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-07-20
          Variable
          4.412710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sinclair Television Group Inc
        549300CQGEN0CH65UD62
        Sinclair Television Group Inc 4.13 12/01/2030
        829259BA7
        
          
          
          
        
        385000.0000000000
        PA
        USD
        305882.5000000000
        0.4155624149
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-01
          Fixed
          4.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc / SkyMiles IP Ltd
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd 4.50 10/20/2025
        830867AA5
        
          
          
          
        
        285000.0000000000
        PA
        USD
        277194.1300000000
        0.3765872911
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA 3.65 07/08/2035
        83368RAY8
        
          
          
          
        
        200000.0000000000
        PA
        USD
        163350.4700000000
        0.2219228488
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2035-07-08
          Variable
          3.653000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lunar 2021-1 Structured Aircraft Portfolio Notes
        N/A
        Lunar 2021-1 Structured Aircraft Portfolio Notes 3.43
        83438LAB7
        
          
          
        
        249826.6400000000
        PA
        USD
        221980.5600000000
        0.3015758586
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-15
          Fixed
          3.432000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa Government International Bond
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond 5.88 06/22/2030
        836205AY0
        
          
          
          
        
        600000.0000000000
        PA
        USD
        542940.0000000000
        0.7376213335
        Long
        DBT
        NUSS
        ZA
        
        N
        
        2
        
          2030-06-22
          Fixed
          5.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Co
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co 5.38 03/15/2030
        845467AS8
        
          
          
          
        
        400000.0000000000
        PA
        USD
        368812.0000000000
        0.5010564689
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-15
          Fixed
          5.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp
        5493008I795YYBFWFU90
        OneMain Finance Corp 6.13 03/15/2024
        85172FAP4
        
          
          
          
        
        135000.0000000000
        PA
        USD
        129256.4300000000
        0.1756037504
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          6.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp 7.13 06/15/2024
        85207UAH8
        
          
          
          
        
        155000.0000000000
        PA
        USD
        159549.2500000000
        0.2167586299
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          7.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp 7.63 02/15/2025
        85207UAJ4
        
          
          
          
        
        370000.0000000000
        PA
        USD
        386362.4500000000
        0.5248999624
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          7.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LLC
        N/A
        Stack Infrastructure Issuer LLC 4.54
        85236KAA0
        
          
          
        
        358633.3300000000
        PA
        USD
        356040.8400000000
        0.4837059697
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2044-02-25
          Fixed
          4.540000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Industries Inc/NJ
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ 4.38 07/15/2030
        853496AG2
        
          
          
          
        
        210000.0000000000
        PA
        USD
        166022.8500000000
        0.2255534608
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Fixed
          4.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust Inc
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc 4.38 01/15/2027
        85571BAY1
        
          
          
          
        
        220000.0000000000
        PA
        USD
        191327.4000000000
        0.2599314324
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          4.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Start Ltd/Bermuda
        549300VIQYFIDJQCKZ43
        Start Ltd/Bermuda 4.09
        85572RAA7
        
          
          
          
        
        337116.5900000000
        PA
        USD
        296058.6500000000
        0.4022160390
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-05-15
          Fixed
          4.089000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        START Ireland
        N/A
        START Ireland 4.09
        85573LAA9
        
          
          
          
        
        129292.9100000000
        PA
        USD
        118588.1900000000
        0.1611102126
        Long
        ABS-MBS
        CORP
        GB
        
        N
        
        2
        
          2044-03-15
          Fixed
          4.089000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        Swedbank AB 3.36 04/04/2025
        87020PAQ0
        
          
          
          
        
        200000.0000000000
        PA
        USD
        196643.0000000000
        0.2671530406
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2025-04-04
          Fixed
          3.356000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        54930085JMJSZBQ6N270
        Symphony CLO XIV Ltd 3.14
        87159QBZ0
        
          
          
        
        275000.0000000000
        PA
        USD
        272370.4000000000
        0.3700339221
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2026-07-14
          Variable
          3.138430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCI-Symphony CLO Ltd
        5493005WLG3H3B8NI222
        TCI-Symphony CLO 2016-1 Ltd 3.17
        87229WAU5
        
          
          
        
        350000.0000000000
        PA
        USD
        334199.0100000000
        0.4540323413
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2032-10-13
          Variable
          3.171430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO Ltd
        N/A
        TICP CLO I-2 LTD 4.25
        87248VAJ9
        
          
          
        
        250000.0000000000
        PA
        USD
        244343.5800000000
        0.3319575594
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-04-26
          Variable
          4.253710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAIA Aviation Ltd
        N/A
        GAIA Aviation Ltd 3.97
        87404LAA0
        
          
          
        
        155742.8500000000
        PA
        USD
        144259.6300000000
        0.1959866296
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2044-12-15
          Variable
          3.967000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software Inc
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc 4.00 04/14/2032
        874054AH2
        
          
          
          
        
        122000.0000000000
        PA
        USD
        114664.7000000000
        0.1557798816
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-14
          Fixed
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tanger Properties LP
        PQPGJDNFN35EXH363L31
        Tanger Properties LP 2.75 09/01/2031
        875484AL1
        
          
          
          
        
        93000.0000000000
        PA
        USD
        72931.5700000000
        0.0990825541
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-01
          Fixed
          2.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano 5.30 05/30/2024
        87927YAA0
        
          
          
          
        
        410000.0000000000
        PA
        USD
        394985.8000000000
        0.5366153765
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2024-05-30
          Fixed
          5.303000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp 6.13 10/01/2028
        88033GDJ6
        
          
          
          
        
        330000.0000000000
        PA
        USD
        283427.1000000000
        0.3850552095
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          6.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm Inc
        88Q84GB3X55CF5OC7582
        TransDigm Inc 4.63 01/15/2029
        893647BP1
        
          
          
          
        
        200000.0000000000
        PA
        USD
        161469.0000000000
        0.2193667424
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traingle Re 2021-1 Ltd
        N/A
        Traingle Re 2021-1 Ltd 5.02
        89600FAC7
        
          
          
        
        237952.2600000000
        PA
        USD
        237830.4800000000
        0.3231090651
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-08-25
          Variable
          5.023569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traingle Re 2021-1 Ltd
        N/A
        Traingle Re 2021-1 Ltd 5.52
        89600FAD5
        
          
          
        
        150000.0000000000
        PA
        USD
        148484.5700000000
        0.2017265011
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-08-25
          Variable
          5.523569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA 5.86 06/19/2032
        904678AF6
        
          
          
          
        
        200000.0000000000
        PA
        USD
        176217.0500000000
        0.2394029827
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2032-06-19
          Variable
          5.861000000000001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines 2020-1 Class B Pass Through Trust
        N/A
        United Airlines 2020-1 Class B Pass Through Trust 4.88 07/15/2027
        90932VAA3
        
          
          
          
        
        254810.0000000000
        PA
        USD
        242350.6600000000
        0.3292500405
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          4.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        UNITED NATURAL FOODS INC INITIAL TERM LOAN
        N/A
        
          
          
        
        46559.5100000000
        PA
        USD
        44988.1300000000
        0.0611194689
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-10-22
          Variable
          4.782100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 1.63 08/15/2029
        912828YB0
        
          
          
          
        
        50000.0000000000
        PA
        USD
        45535.1600000000
        0.0618626468
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          1.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triangle Re 2021-3 Ltd
        N/A
        Triangle Re 2021-3 Ltd 2.83
        89600HAA7
        
          
          
        
        250000.0000000000
        PA
        USD
        247224.2800000000
        0.3358711885
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-02-25
          Variable
          2.825660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traingle Re 2020-1 Ltd
        N/A
        Traingle Re 2020-1 Ltd 7.22
        89600MAD0
        
          
          
        
        130000.0000000000
        PA
        USD
        132051.5600000000
        0.1794011268
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Variable
          7.223570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.38 04/15/2024
        91282CBV2
        
          
          
          
        
        100000.0000000000
        PA
        USD
        95476.5600000000
        0.1297114736
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          0.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 1.13 01/15/2025
        91282CDS7
        
          
          
          
        
        1300000.0000000000
        PA
        USD
        1239976.5600000000
        1.6845934425
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-01-15
          Fixed
          1.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.88 01/31/2024
        91282CDV0
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        1935625.0000000000
        2.6296796950
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-31
          Fixed
          0.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond - When Issued
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 1.50 02/15/2025
        91282CDZ1
        
          
          
          
        
        8700000.0000000000
        PA
        USD
        8363214.8200000000
        11.3620025559
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          1.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinity Rail Leasing LP
        N/A
        Trinity Rail Leasing LP 6.66
        89655YAA4
        
          
          
        
        129007.0200000000
        PA
        USD
        129297.9300000000
        0.1756601310
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-11-16
          Fixed
          6.657000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG 4.49 05/12/2026
        902613AM0
        
          
          
          
        
        328000.0000000000
        PA
        USD
        327198.3600000000
        0.4445214768
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2026-05-12
          Variable
          4.488000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 2.63 04/15/2025
        91282CEH0
        
          
          
          
        
        6700000.0000000000
        PA
        USD
        6628027.3300000000
        9.0046310043
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond - When Issued
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 2.50 05/31/2024
        91282CER8
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        1982109.3800000000
        2.6928319225
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-05-31
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VB-S1 Issuer LLC - VBTEL
        N/A
        VB-S1 Issuer LLC - VBTEL 4.29
        91823AAY7
        
          
          
        
        250000.0000000000
        PA
        USD
        227488.1300000000
        0.3090582713
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-02-15
          Fixed
          4.288000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR Finance NV
        213800F4XI4RJB82XM19
        VTR Finance NV 6.38 07/15/2028
        918374AA7
        
          
          
          
        
        400000.0000000000
        PA
        USD
        286047.1000000000
        0.3886146597
        Long
        DBT
        CORP
        CL
        
        N
        
        2
        
          2028-07-15
          Fixed
          6.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers Issuer LLC
        N/A
        Vantage Data Centers Issuer LLC 4.20
        92211MAE3
        
          
          
        
        221758.3300000000
        PA
        USD
        220026.8200000000
        0.2989215684
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-11-16
          Fixed
          4.196000000000001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust 2021-R3
        N/A
        Verus Securitization Trust 2021-R3 2.41
        92538EAD9
        
          
          
        
        315000.0000000000
        PA
        USD
        295904.5700000000
        0.4020067107
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2064-04-25
          Variable
          2.411000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global 6.25 02/28/2057
        92553PBC5
        
          
          
          
        
        270000.0000000000
        PA
        USD
        236757.6000000000
        0.3216514838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2057-02-28
          Variable
          6.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global 6.38 03/30/2062
        92556HAE7
        
          
          
          
        
        245000.0000000000
        PA
        USD
        219268.8800000000
        0.2978918548
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2062-03-30
          Variable
          6.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vibrant CLO Ltd
        5493007DQ2IM8HOLV582
        Vibrant Clo VII Ltd 3.46
        92558BAE8
        
          
          
        
        200000.0000000000
        PA
        USD
        191623.8200000000
        0.2603341394
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Variable
          3.462710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP / VICI Note Co Inc
        N/A
        VICI Properties LP / VICI Note Co Inc 4.13 08/15/2030
        92564RAE5
        
          
          
          
        
        250000.0000000000
        PA
        USD
        216200.0000000000
        0.2937225703
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          4.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        254900X4QE7SGKQLLN38
        VICI Properties LP 4.38 05/15/2025
        925650AA1
        
          
          
          
        
        230000.0000000000
        PA
        USD
        225000.7400000000
        0.3056789809
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          4.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust 2020-1
        N/A
        Vista Point Securitization Trust 2020-1 5.38
        92838WAE4
        
          
          
        
        200000.0000000000
        PA
        USD
        196235.8000000000
        0.2665998314
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2065-03-25
          Variable
          5.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weatherford International Ltd
        549300A2JKMG5PGOGF82
        Weatherford International Ltd 8.63 04/30/2030
        947075AU1
        
          
          
          
        
        220000.0000000000
        PA
        USD
        182981.9900000000
        0.2485936189
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-30
          Fixed
          8.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities 2006-7 Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2006-7 Trust 6.00
        94982XAE2
        
          
          
        
        2040.8200000000
        PA
        USD
        2069.3400000000
        0.0028113407
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME Ultra Long Term US Treasury
        N/A
        US ULTRA BOND CBT Sep22
        N/A
        
          
        
        -2.0000000000
        NC
        USD
        -3097.6500000000
        -0.0042083706
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                US ULTRA BOND CBT
                US ULTRA BOND CBT Sep22
                
                  
                
              
            
            2022-09-21
            -305589.8500000000
            USD
            -3097.6500000000
          
        
        
          N
          N
          N
        
      
      
        CBOT 10 Year Ultra US Treasury Note
        N/A
        US 10yr Ultra Fut Sep22
        N/A
        
          
        
        13.0000000000
        NC
        USD
        26099.6400000000
        0.0354581561
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                US 10yr Ultra Fut
                US 10yr Ultra Fut Sep22
                
                  
                
              
            
            2022-09-21
            1629775.3600000000
            USD
            26099.6400000000
          
        
        
          N
          N
          N
        
      
      
        CBOT US Long Bond Future
        N/A
        US LONG BOND(CBT) Sep22
        N/A
        
          
        
        -8.0000000000
        NC
        USD
        -7023.1500000000
        -0.0095414323
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                US LONG BOND(CBT)
                US LONG BOND(CBT) Sep22
                
                  
                
              
            
            2022-09-21
            -1101976.8500000000
            USD
            -7023.1500000000
          
        
        
          N
          N
          N
        
      
      
        CBOT 10 Year US Treasury Note
        N/A
        US 10YR NOTE (CBT)Sep22
        N/A
        
          
        
        20.0000000000
        NC
        USD
        30695.3700000000
        0.0417017714
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                US 10YR NOTE (CBT)
                US 10YR NOTE (CBT)Sep22
                
                  
                
              
            
            2022-09-21
            2339929.6300000000
            USD
            30695.3700000000
          
        
        
          N
          N
          N
        
      
      
        CBOT 5 Year US Treasury Note
        N/A
        US 5YR NOTE (CBT) Sep22
        N/A
        
          
        
        24.0000000000
        NC
        USD
        37359.4500000000
        0.0507553824
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                US 5YR NOTE (CBT)
                US 5YR NOTE (CBT) Sep22
                
                  
                
              
            
            2022-09-30
            2656640.5500000000
            USD
            37359.4500000000
          
        
        
          N
          N
          N
        
      
      
        CBOT 2 Year US Treasury Note
        N/A
        US 2YR NOTE (CBT) Sep22
        N/A
        
          
        
        23.0000000000
        NC
        USD
        -19537.0100000000
        -0.0265423718
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                US 2YR NOTE (CBT)
                US 2YR NOTE (CBT) Sep22
                
                  
                
              
            
            2022-09-30
            4849896.4100000000
            USD
            -19537.0100000000
          
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp 1.44 07/01/2022
        549300H47WTHXPU08X20
        Fixed Income Clearing Corp 1.44 07/01/2022
        RPE13TRY0
        
          
        
        674000.0000000000
        PA
        USD
        674000.0000000000
        0.9156753578
        Long
        RA
        CORP
        US
        
        N
        
        2
        
          2022-07-01
          Fixed
          1.44
          N
          N
          N
        
        
          Repurchase
          
          N
          1.44
          2022-07-01
          
            
              330200
              USD
              687593.82
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Bank of Montreal/Chicago IL 1.43 07/01/2022
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal/Chicago IL 1.43 07/01/2022
        RPEA3UOQ7
        
          
        
        112223.8900000000
        PA
        USD
        112223.8900000000
        0.1524638733
        Long
        RA
        CORP
        US
        
        N
        
        2
        
          2022-07-01
          Fixed
          1.43
          N
          N
          N
        
        
          Repurchase
          
          N
          1.43
          2022-07-01
          
            
              110837.9229
              USD
              114918.7043
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Jazz Financing Lux Sarl
        635400WUEO2NSG5OIU34
        JAZZ FINANCING LUX SARL USD TERM LOAN
        N/A
        
          
          
        
        346996.2500000000
        PA
        USD
        331922.7300000000
        0.4509398584
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-05
          Variable
          5.291000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aaset 2021-2 Trust
        N/A
        Aaset 2021-2 Trust 3.54
        00258BAB0
        
          
          
        
        242715.6700000000
        PA
        USD
        198000.6700000000
        0.2689975287
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-01-15
          Fixed
          3.538000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.00 10/29/2028
        00774MAW5
        
          
          
          
        
        212000.0000000000
        PA
        USD
        178771.8600000000
        0.2428738678
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-10-29
          Fixed
          3.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.40 10/29/2033
        00774MAY1
        
          
          
          
        
        121000.0000000000
        PA
        USD
        95693.5900000000
        0.1300063238
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2033-10-29
          Fixed
          3.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agate Bay Mortgage Trust 2016-1
        549300SCHQRABPDKYY47
        Agate Bay Mortgage Trust 2016-1 3.50
        00842TAC2
        
          
          
          
        
        10711.5000000000
        PA
        USD
        10264.1200000000
        0.0139445130
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-12-25
          Variable
          3.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp (pfd) 4.13% 12/15/2170 Perpetual
        00912XBK9
        
          
          
          
        
        222000.0000000000
        NS
        USD
        159840.0000000000
        0.2171536338
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        Aircastle Ltd (pfd) 5.25% 09/15/2170 Perpetual
        00928QAW1
        
          
          
          
        
        425000.0000000000
        NS
        USD
        352889.7900000000
        0.4794250515
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Allegheny Technologies Inc
        ZW1LRE7C3H17O2ZN9B45
        Allegheny Technologies Inc 4.88 10/01/2029
        01741RAL6
        
          
          
          
        
        180000.0000000000
        PA
        USD
        143797.5400000000
        0.1953588485
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          4.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE (pfd) 3.20% 04/30/2171 Perpetual
        018820AB6
        
          
          
          
        
        255000.0000000000
        NS
        USD
        186787.5000000000
        0.2537636660
        Long
        EP
        CORP
        DE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        FNCL 3.5 7/22 MBS 30yr
        01F032674
        
          
          
          
        
        787000.0000000000
        PA
        USD
        757057.1100000000
        1.0285141544
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-25
          Fixed
          3.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNCL 4.5 7/22 MBS 30yr
        01F042673
        
          
          
        
        756000.0000000000
        PA
        USD
        759100.7800000000
        1.0312906207
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-05-25
          Fixed
          4.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc 4.75 06/09/2027
        02005NBQ2
        
          
          
          
        
        252000.0000000000
        PA
        USD
        242230.2300000000
        0.3290864281
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-09
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Campus Communities Operating Partnership LP
        RDKVCX5HITZ2GPIR7153
        American Campus Communities Operating Partnership LP 3.75 04/15/2023
        024836AA6
        
          
          
          
        
        265000.0000000000
        PA
        USD
        265349.9300000000
        0.3604961307
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc 3.88 02/15/2062
        025537AU5
        
          
          
          
        
        300000.0000000000
        PA
        USD
        237437.7500000000
        0.3225755144
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2062-02-15
          Variable
          3.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Trust #1
        5493004YGM0MQZJOEJ36
        American Tower Trust #1 3.07
        03027WAJ1
        
          
          
          
        
        211000.0000000000
        PA
        USD
        210131.9000000000
        0.2854786390
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-03-15
          Fixed
          3.070000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust I LLC 2019-4
        N/A
        Angel Oak Mortgage Trust I LLC 2019-4 3.30
        03463UAC1
        
          
          
        
        6194.8600000000
        PA
        USD
        6164.7600000000
        0.0083752505
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-07-26
          Variable
          3.301000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust 2020-2
        N/A
        Angel Oak Mortgage Trust 2020-2 3.86
        03464XAB6
        
          
          
        
        138652.1200000000
        PA
        USD
        134723.5100000000
        0.1830311546
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2065-01-26
          Variable
          3.860000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust 2021-3
        N/A
        Angel Oak Mortgage Trust 2021-3 2.48
        03465EAD3
        
          
          
        
        400000.0000000000
        PA
        USD
        318763.2000000000
        0.4330617318
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-05-25
          Variable
          2.479000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares Holdings LP
        5493008EAIGV4283RM42
        Antares Holdings LP 6.00 08/15/2023
        03666HAA9
        
          
          
          
        
        245000.0000000000
        PA
        USD
        247489.1700000000
        0.3362310598
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-08-15
          Fixed
          6.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares Holdings LP
        5493008EAIGV4283RM42
        Antares Holdings LP 3.75 07/15/2027
        03666HAE1
        
          
          
          
        
        285000.0000000000
        PA
        USD
        239867.2300000000
        0.3258761301
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp 7.63 02/01/2029
        03674XAQ9
        
          
          
          
        
        139000.0000000000
        PA
        USD
        141635.4400000000
        0.1924214869
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          7.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flexential Issuer 2021-1
        N/A
        Flexential Issuer 2021-1 3.25
        33938MAA7
        
          
          
        
        300000.0000000000
        PA
        USD
        274940.8800000000
        0.3735260959
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-11-27
          Fixed
          3.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC 4.95 05/28/2027
        345397C27
        
          
          
          
        
        200000.0000000000
        PA
        USD
        186208.0000000000
        0.2529763754
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-28
          Fixed
          4.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR REMIC Trust 2022-DNA3
        N/A
        Freddie Mac STACR REMIC Trust 2022-DNA3 2.93
        35564KUW7
        
          
          
        
        190552.9100000000
        PA
        USD
        187675.4700000000
        0.2549700343
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2042-04-25
          Variable
          2.925660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Structured Agency
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes 3.73
        35564KYN3
        
          
          
        
        250000.0000000000
        PA
        USD
        250152.0000000000
        0.3398486975
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2042-06-25
          Variable
          3.729240000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR Trust 2019-DNA2
        549300Y6KOVOWQ8OJC33
        Freddie Mac STACR Trust 2019-DNA2 5.97
        35564LBD8
        
          
          
        
        100000.0000000000
        PA
        USD
        97430.8000000000
        0.1323664431
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-03-25
          Variable
          5.973570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp 5.38 03/01/2030
        03674XAS5
        
          
          
          
        
        130000.0000000000
        PA
        USD
        118742.0000000000
        0.1613191741
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          5.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apollo Commercial Real Estate Finance Inc
        549300E0AN7M2AQHSY29
        Apollo Commercial Real Estate Finance Inc (conv) 4.75% 08/23/2022
        03762UAB1
        
          
          
          
        
        315000.0000000000
        PA
        USD
        315001.3600000000
        0.4279510134
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-23
          Fixed
          4.75
          N
          N
          N
          N
          N
          
            
              Apollo Commercial Real Estate Finance Inc
              Apollo Commercial Real Estate Finance Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Applebee's Funding LLC / IHOP Funding LLC
        N/A
        Applebee's Funding LLC / IHOP Funding LLC 4.19
        03789XAD0
        
          
          
        
        346500.0000000000
        PA
        USD
        337354.9600000000
        0.4583199165
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-06-05
          Fixed
          4.194000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO
        N/A
        Ares XL CLO Ltd 3.84
        04016GBK3
        
          
          
        
        250000.0000000000
        PA
        USD
        230187.9000000000
        0.3127260945
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Variable
          3.844290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust 2019-1
        N/A
        Arroyo Mortgage Trust 2019-1 4.03
        042859AD0
        
          
          
        
        300000.0000000000
        PA
        USD
        273472.2600000000
        0.3715308747
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-01-25
          Variable
          4.026911999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd 2.53 11/18/2027
        05401AAR2
        
          
          
          
        
        64000.0000000000
        PA
        USD
        52225.2700000000
        0.0709516214
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.528000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Mortgage Corp
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp 8.25 04/15/2025
        35640YAB3
        
          
          
          
        
        220000.0000000000
        PA
        USD
        185479.9400000000
        0.2519872558
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          8.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUSAP III LP
        549300WY05UJ7WTHIN64
        GUSAP III LP 4.25 01/21/2030
        36258GAA5
        
          
          
          
        
        200000.0000000000
        PA
        USD
        182330.0000000000
        0.2477078457
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-21
          Fixed
          4.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS 2019-BWAY Mortgage Trust
        N/A
        BBCMS 2019-BWAY Mortgage Trust 3.48
        05492NAG8
        
          
          
        
        172000.0000000000
        PA
        USD
        163507.3800000000
        0.2221360218
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-11-15
          Variable
          3.484000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS 2019-BWAY Mortgage Trust
        N/A
        BBCMS 2019-BWAY Mortgage Trust 4.17
        05492NAJ2
        
          
          
        
        183000.0000000000
        PA
        USD
        170042.3400000000
        0.2310142144
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-11-15
          Variable
          4.174000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT 2019-FL2 Ltd
        N/A
        GPMT 2019-FL2 Ltd 3.53
        36259BAE7
        
          
          
        
        350000.0000000000
        PA
        USD
        345782.7800000000
        0.4697696896
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-02-22
          Variable
          3.526290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc 3.80 04/07/2025
        37045XDU7
        
          
          
          
        
        250000.0000000000
        PA
        USD
        244051.5000000000
        0.3315607486
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-07
          Fixed
          3.800000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Geopark Ltd
        529900ZR5QI19AH4KZ07
        Geopark Ltd 5.50 01/17/2027
        37255BAB5
        
          
          
          
        
        600000.0000000000
        PA
        USD
        503688.0000000000
        0.6842947917
        Long
        DBT
        CORP
        CO
        
        N
        
        2
        
          2027-01-17
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Atlantic Fin Co
        N/A
        Global Atlantic Fin Co 3.13 06/15/2031
        37959GAB3
        
          
          
          
        
        98000.0000000000
        PA
        USD
        78062.5800000000
        0.1060533841
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-15
          Fixed
          3.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The 1.95 10/21/2027
        38141GYM0
        
          
          
          
        
        628000.0000000000
        PA
        USD
        556219.8200000000
        0.7556628823
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-21
          Variable
          1.948000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The 4.39 06/15/2027
        38141GZT4
        
          
          
          
        
        182000.0000000000
        PA
        USD
        179804.5700000000
        0.2442768753
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Variable
          4.387000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GrafTech Finance Inc
        1Z010BU876CF2HDBIN43
        GrafTech Finance Inc 4.63 12/15/2028
        384311AA4
        
          
          
          
        
        250000.0000000000
        PA
        USD
        202802.9500000000
        0.2755217564
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          4.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hercules Capital Inc
        549300UJ5OC256GR2B73
        Hercules Capital Inc 2.63 09/16/2026
        427096AH5
        
          
          
          
        
        148000.0000000000
        PA
        USD
        127973.4400000000
        0.1738607203
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-16
          Fixed
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hercules Capital Inc
        549300UJ5OC256GR2B73
        Hercules Capital Inc 3.38 01/20/2027
        427096AJ1
        
          
          
          
        
        25000.0000000000
        PA
        USD
        21907.2100000000
        0.0297624516
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-20
          Fixed
          3.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Holly Energy Partners LP / Holly Energy Finance Corp
        N/A
        Holly Energy Partners LP / Holly Energy Finance Corp 6.38 04/15/2027
        435765AJ1
        
          
          
          
        
        145000.0000000000
        PA
        USD
        136775.6000000000
        0.1858190600
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          6.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS 2020-FL6 Ltd
        N/A
        BDS 2020-FL6 Ltd 4.16
        05492XAJ0
        
          
          
        
        146000.0000000000
        PA
        USD
        139663.0700000000
        0.1897418866
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-09-15
          Variable
          4.156720000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS 2021-FL8
        N/A
        BDS 2021-FL8 2.53
        05493JAA9
        
          
          
        
        162698.3000000000
        PA
        USD
        158726.2700000000
        0.2156405550
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-01-18
          Variable
          2.532290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home RE 2022-1 Ltd
        N/A
        Home RE 2022-1 Ltd 3.78
        43730GAA9
        
          
          
        
        75000.0000000000
        PA
        USD
        74631.1400000000
        0.1013915368
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-10-25
          Variable
          3.775660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home RE 2020-1 Ltd
        N/A
        Home RE 2020-1 Ltd 8.62
        43731WAE5
        
          
          
        
        225000.0000000000
        PA
        USD
        227527.8300000000
        0.3091122064
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Variable
          8.623569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Homeward Opportunities Fund I Trust 2020-2
        N/A
        Homeward Opportunities Fund I Trust 2020-2 5.49
        43789XAG9
        
          
          
        
        250000.0000000000
        PA
        USD
        242179.5800000000
        0.3290176166
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2065-05-25
          Variable
          5.487280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Therapeutics USA Inc
        254900IS87RLPXY88S03
        HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B
        44055UAD7
        
          
          
        
        166320.0000000000
        PA
        USD
        161070.9400000000
        0.2188259505
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Variable
          3.273400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS 2017-DELC Mortgage Trust
        N/A
        BBCMS 2017-DELC Mortgage Trust 4.82
        05552EAQ3
        
          
          
          
        
        160000.0000000000
        PA
        USD
        150222.6900000000
        0.2040878567
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-08-15
          Variable
          4.824000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2021-ARIA
        N/A
        BX Trust 2021-ARIA 4.47
        05608RAQ8
        
          
          
        
        186000.0000000000
        PA
        USD
        168847.3600000000
        0.2293907519
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-10-15
          Variable
          4.466100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT 2021-FL4 Ltd
        N/A
        BXMT 2021-FL4 Ltd 2.37
        05609GAA6
        
          
          
        
        265000.0000000000
        PA
        USD
        260818.3300000000
        0.3543396404
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-05-15
          Variable
          2.374000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2021-VOLT
        N/A
        BX Commercial Mortgage Trust 2021-VOLT 3.32
        05609VAN5
        
          
          
        
        400000.0000000000
        PA
        USD
        373908.6800000000
        0.5079806593
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-09-15
          Variable
          3.324010000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Specialty Finance Inc
        549300V2JL72R0EYBK64
        Bain Capital Specialty Finance Inc 2.55 10/13/2026
        05684BAC1
        
          
          
          
        
        170000.0000000000
        PA
        USD
        145667.5100000000
        0.1978993314
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-13
          Fixed
          2.550000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Mercantil del Norte SA/Grand Cayman
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman (pfd) 8.38% 10/14/2170 Perpetual
        05971PAC2
        
          
          
          
        
        200000.0000000000
        NS
        USD
        193373.0000000000
        0.2627105207
        Long
        EP
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The (pfd) 3.75% 03/20/2171 Perpetual
        064058AL4
        
          
          
          
        
        355000.0000000000
        NS
        USD
        290684.3900000000
        0.3949147371
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC (pfd) 4.38% 12/15/2170 Perpetual
        06738EBT1
        
          
          
          
        
        200000.0000000000
        NS
        USD
        153872.7100000000
        0.2090466599
        Long
        EP
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc 5.25 01/30/2030
        071734AJ6
        
          
          
          
        
        165000.0000000000
        PA
        USD
        85723.1200000000
        0.1164607546
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-30
          Fixed
          5.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns ARM Trust 2006-1
        N/A
        Bear Stearns ARM Trust 2006-1 2.40
        07387AGZ2
        
          
          
          
        
        11031.3100000000
        PA
        USD
        10809.9900000000
        0.0146861149
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-02-25
          Variable
          2.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bellemeade Re 2017-1 Ltd
        N/A
        Bellemeade Re 2017-1 Ltd 4.97
        078767AB6
        
          
          
        
        47680.4600000000
        PA
        USD
        47701.9500000000
        0.0648063800
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2027-10-25
          Variable
          4.973570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bellemeade Re 2017-1 Ltd
        N/A
        Bellemeade Re 2017-1 Ltd 6.37
        078767AC4
        
          
          
        
        250000.0000000000
        PA
        USD
        249465.8000000000
        0.3389164476
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2027-10-25
          Variable
          6.373570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bellemeade Re 2018-1 Ltd
        549300O2GEH6GH9NO762
        Bellemeade Re 2018-1 Ltd 4.52
        078768AE8
        
          
          
        
        177150.4300000000
        PA
        USD
        175769.9500000000
        0.2387955666
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-04-25
          Variable
          4.523569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bellemeade Re 2020-4 Ltd
        N/A
        Bellemeade Re 2020-4 Ltd 5.22
        07876UAB5
        
          
          
        
        193466.0800000000
        PA
        USD
        192757.4900000000
        0.2618743080
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-06-25
          Variable
          5.223570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IIP Operating Partnership LP
        N/A
        IIP Operating Partnership LP 5.50 05/25/2026
        44988FAD2
        
          
          
        
        355000.0000000000
        PA
        USD
        322190.2800000000
        0.4377176557
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-25
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV (pfd) 3.88% 11/16/2170 Perpetual
        456837AY9
        
          
          
          
        
        200000.0000000000
        NS
        USD
        145842.8800000000
        0.1981375836
        Long
        EP
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Bellemeade Re 2019-3 Ltd
        254900SCWI9IDKK5LV64
        Bellemeade Re 2019-3 Ltd 3.57
        07877GAC3
        
          
          
        
        200000.0000000000
        PA
        USD
        196410.7600000000
        0.2668375266
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-07-25
          Variable
          3.573570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbird Capital Aircraft
        N/A
        Blackbird Capital Aircraft 3.45
        09229CAB5
        
          
          
        
        234645.5300000000
        PA
        USD
        189663.5100000000
        0.2576709234
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Fixed
          3.446000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Private Credit Fund
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund 4.70 03/24/2025
        09261HAS6
        
          
          
          
        
        205000.0000000000
        PA
        USD
        197129.5900000000
        0.2678141066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-24
          Fixed
          4.700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block Financial LLC
        N/A
        Block Financial LLC 3.88 08/15/2030
        093662AH7
        
          
          
          
        
        174000.0000000000
        PA
        USD
        156660.5000000000
        0.2128340644
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Floating
          3.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blue Racer Midstream LLC / Blue Racer Finance Corp
        N/A
        Blue Racer Midstream LLC / Blue Racer Finance Corp 7.63 12/15/2025
        095796AH1
        
          
          
          
        
        250000.0000000000
        PA
        USD
        236734.8100000000
        0.3216205220
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          7.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blue Owl Finance LLC
        254900OF2NO2GYFV5T41
        Blue Owl Finance LLC 4.13 10/07/2051
        09581JAC0
        
          
          
          
        
        58000.0000000000
        PA
        USD
        38621.8300000000
        0.0524704125
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-10-07
          Fixed
          4.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc 4.35 06/15/2029
        45866FAV6
        
          
          
          
        
        29000.0000000000
        PA
        USD
        28611.6000000000
        0.0388708265
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          4.350000000000001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust 2019-INV1
        N/A
        JP Morgan Mortgage Trust 2019-INV1 5.00
        46591DBA6
        
          
          
        
        283172.1000000000
        PA
        USD
        262206.6000000000
        0.3562257007
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-10-25
          Variable
          4.997621000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braskem Idesa SAPI
        YH0V7ZHY352ITDGEYB83
        Braskem Idesa SAPI 6.99 02/20/2032
        10554NAB4
        
          
          
          
        
        200000.0000000000
        PA
        USD
        154969.0000000000
        0.2105360453
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2032-02-20
          Fixed
          6.990000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British Airways 2021-1 Class A Pass Through Trust
        N/A
        British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036
        11042CAA8
        
          
          
          
        
        34902.3000000000
        PA
        USD
        30841.1800000000
        0.0418998643
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2036-09-15
          Fixed
          2.900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank NA - JPMWM
        N/A
        JPMorgan Chase Bank NA - JPMWM 4.58
        46591HBP4
        
          
          
        
        108206.8200000000
        PA
        USD
        101250.5800000000
        0.1375558770
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-03-25
          Variable
          4.575660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co 1.58 04/22/2027
        46647PCB0
        
          
          
          
        
        26000.0000000000
        PA
        USD
        23180.6000000000
        0.0314924395
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-22
          Variable
          1.578000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co 2.55 11/08/2032
        46647PCR5
        
          
          
          
        
        38000.0000000000
        PA
        USD
        31610.4900000000
        0.0429450248
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-11-08
          Variable
          2.545000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co 4.08 04/26/2026
        46647PCZ7
        
          
          
          
        
        47000.0000000000
        PA
        USD
        46478.7600000000
        0.0631445923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-26
          Variable
          4.080000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc 4.00 04/15/2029
        11135FBR1
        
          
          
          
        
        120000.0000000000
        PA
        USD
        111306.5900000000
        0.1512176582
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Builders FirstSource Inc
        549300W0SKP6L3H7DP63
        Builders FirstSource Inc 5.00 03/01/2030
        12008RAN7
        
          
          
          
        
        354000.0000000000
        PA
        USD
        300448.6500000000
        0.4081801559
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          5.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON 4.13
        46649XAA5
        
          
          
        
        175000.0000000000
        PA
        USD
        172307.6600000000
        0.2340918075
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-07-05
          Fixed
          4.128300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co (pfd) 4.60% 08/01/2170 Perpetual
        48128BAG6
        
          
          
          
        
        745000.0000000000
        NS
        USD
        631030.6900000000
        0.8572985947
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2020-VIVA
        N/A
        BX Commercial Mortgage Trust 2020-VIVA 3.67
        12433XAG4
        
          
          
        
        350000.0000000000
        PA
        USD
        284116.2500000000
        0.3859914672
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2044-03-11
          Variable
          3.667042000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive LLC
        N/A
        Capital Automotive LLC 4.18
        12479RAE7
        
          
          
        
        125962.7900000000
        PA
        USD
        126008.2200000000
        0.1711908337
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-04-15
          Fixed
          4.180000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp 4.65 07/15/2032
        482480AL4
        
          
          
          
        
        127000.0000000000
        PA
        USD
        129646.3600000000
        0.1761334972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-07-15
          Fixed
          4.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Static CLO Trust
        N/A
        KKR Static CLO I LTD 0.00
        48255QAE3
        
          
          
        
        250000.0000000000
        PA
        USD
        250000.0000000000
        0.3396421950
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2031-07-20
          Variable
          0.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS-DB4 LP
        N/A
        CARS-DB4 LP 4.17
        12510HAG5
        
          
          
        
        200000.0000000000
        PA
        USD
        188520.0800000000
        0.2561174951
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          4.170000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS-DB4 LP
        N/A
        CARS-DB4 LP 4.52
        12510HAH3
        
          
          
        
        100000.0000000000
        PA
        USD
        90838.7900000000
        0.1234107441
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          4.520000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDI Escrow Issuer Inc
        N/A
        CDI Escrow Issuer Inc 5.75 04/01/2030
        12511VAA6
        
          
          
          
        
        230000.0000000000
        PA
        USD
        209785.3000000000
        0.2850077591
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          5.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        254900S2BZHNDNVF2L25
        CIFC Funding 2017-III Ltd 4.71
        12548JAJ1
        
          
          
        
        250000.0000000000
        PA
        USD
        230428.9300000000
        0.3130535503
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-07-20
          Variable
          4.712710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clsec Holdings 22t LLC
        N/A
        Clsec Holdings 22t LLC 6.17
        12567UAC7
        
          
          
        
        322807.7200000000
        PA
        USD
        276047.9200000000
        0.3750300859
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-05-11
          Fixed
          6.171000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2021-NQM8
        N/A
        CSMC 2021-NQM8 3.26
        12659FAD7
        
          
          
        
        300000.0000000000
        PA
        USD
        231177.0900000000
        0.3140699772
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-10-25
          Variable
          3.256000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kenbourne Invest SA
        222100QGH6Y9KFYZ4B27
        Kenbourne Invest SA 6.88 11/26/2024
        48855KAA8
        
          
          
          
        
        135000.0000000000
        PA
        USD
        123038.3300000000
        0.1671560339
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-26
          Fixed
          6.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kenbourne Invest SA
        222100QGH6Y9KFYZ4B27
        Kenbourne Invest SA 4.70 01/22/2028
        48855KAC4
        
          
          
          
        
        300000.0000000000
        PA
        USD
        230102.8800000000
        0.3126105890
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          4.700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.25 10/01/2025
        505742AG1
        
          
          
          
        
        271000.0000000000
        PA
        USD
        245717.0600000000
        0.3338235265
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
        N/A
        Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029
        505742AP1
        
          
          
          
        
        298000.0000000000
        PA
        USD
        229811.1100000000
        0.3122141994
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc 3.40 03/01/2027
        527298BP7
        
          
          
          
        
        375000.0000000000
        PA
        USD
        323710.6200000000
        0.4397831421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          3.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life 2021-BMR Mortgage Trust
        N/A
        Life 2021-BMR Mortgage Trust 3.67
        53218CAL4
        
          
          
        
        142530.6700000000
        PA
        USD
        133163.6500000000
        0.1809119775
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-03-15
          Variable
          3.674000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAPS 2021-1 Trust
        N/A
        MAPS 2021-1 Trust 2.52
        55292RAA9
        
          
          
          
        
        461550.0100000000
        PA
        USD
        401541.3100000000
        0.5455214877
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-15
          Fixed
          2.521000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHP 2022-MHIL
        N/A
        MHP 2022-MHIL 2.89
        55293DAG6
        
          
          
        
        303000.0000000000
        PA
        USD
        286813.3500000000
        0.3896556630
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Variable
          2.891550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACH 1 Cayman 2019-1 Ltd
        N/A
        MACH 1 Cayman 2019-1 Ltd 3.47
        55446MAA5
        
          
          
        
        191428.0500000000
        PA
        USD
        173808.0400000000
        0.2361301769
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-10-15
          Fixed
          3.474000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        254900END3IQSN7CTN87
        Madison Park Funding XIX Ltd 5.49
        55819RAG0
        
          
          
        
        275000.0000000000
        PA
        USD
        269222.6900000000
        0.3657575415
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-01-22
          Variable
          5.486289999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc
        549300DXR29GD4N0A520
        Magallanes Inc 3.76 03/15/2027
        55903VAG8
        
          
          
          
        
        84000.0000000000
        PA
        USD
        78863.0600000000
        0.1071408912
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.428000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc
        549300DXR29GD4N0A520
        Magallanes Inc 5.14 03/15/2052
        55903VAQ6
        
          
          
          
        
        182000.0000000000
        PA
        USD
        152999.8500000000
        0.2078608196
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-03-15
          Fixed
          5.141000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Main Street Capital Corp
        5493001FS9QJLJNF3E20
        Main Street Capital Corp 3.00 07/14/2026
        56035LAE4
        
          
          
          
        
        21000.0000000000
        PA
        USD
        18351.4600000000
        0.0249317206
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-14
          Fixed
          3.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon CLO Ltd
        635400LRBGQZIPTCBI09
        Marathon CLO V Ltd 2.37
        56576QAN8
        
          
          
        
        397975.5400000000
        PA
        USD
        396789.9700000000
        0.5390664655
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-11-21
          Variable
          2.374860000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McAfee Corp
        2549009UKR8UEZYVCR93
        MCAFEE LLC 2022 USD TERM LOAN B
        57906HAD9
        
          
          
        
        210000.0000000000
        PA
        USD
        191800.3500000000
        0.2605739675
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Variable
          5.727900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 2020-FL4 Ltd
        N/A
        MF1 2020-FL4 Ltd 5.55
        58003UAJ7
        
          
          
        
        227000.0000000000
        PA
        USD
        223208.4600000000
        0.3032440452
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-11-15
          Variable
          5.548300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Med Trust 2021-MDLN
        N/A
        Med Trust 2021-MDLN 5.33
        58403YAX4
        
          
          
        
        219300.0000000000
        PA
        USD
        206193.0100000000
        0.2801273861
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-11-15
          Variable
          5.325000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3
        N/A
        Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 2.72
        59020UL45
        
          
          
        
        15107.2700000000
        PA
        USD
        14439.5600000000
        0.0196171354
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-11-25
          Variable
          2.721090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 2020-FL3 Ltd
        N/A
        MF1 2020-FL3 Ltd 5.89
        59319WAD3
        
          
          
        
        317500.0000000000
        PA
        USD
        325721.1900000000
        0.4425146398
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-07-15
          Variable
          5.893129999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2017-CLS
        N/A
        Morgan Stanley Capital I Trust 2017-CLS 3.92
        61691LAQ2
        
          
          
        
        179000.0000000000
        PA
        USD
        173815.5500000000
        0.2361403797
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-11-15
          Variable
          3.924000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley 2.48 09/16/2036
        61747YEF8
        
          
          
          
        
        56000.0000000000
        PA
        USD
        43118.7500000000
        0.0585797876
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-09-16
          Variable
          2.484000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley 2.63 02/18/2026
        61747YEM3
        
          
          
          
        
        156000.0000000000
        PA
        USD
        149028.0400000000
        0.2024648425
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-18
          Variable
          2.630000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medline Borrower LP
        254900QT3R363TVK6F09
        Medline Borrower LP 3.88 04/01/2029
        62482BAA0
        
          
          
          
        
        170000.0000000000
        PA
        USD
        145370.4000000000
        0.1974956870
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-01
          Fixed
          3.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NP SPE II LLC
        549300M4DFCB4G0UM882
        NP SPE II LLC 2.57
        62954JAA2
        
          
          
        
        289917.9800000000
        PA
        USD
        274211.9900000000
        0.3725358487
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-09-20
          Fixed
          2.574000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2021-NQM8
        N/A
        CSMC 2021-NQM8 4.21
        12659FAE5
        
          
          
        
        142899.0000000000
        PA
        USD
        105912.4200000000
        0.1438893072
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-10-25
          Variable
          4.211000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Callon Petroleum Co
        549300EFOWPEB0WLZW21
        Callon Petroleum Co 7.50 06/15/2030
        13123XBF8
        
          
          
          
        
        100000.0000000000
        PA
        USD
        92168.0000000000
        0.1252165673
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-15
          Fixed
          7.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp 4.93 05/10/2028
        14040HCS2
        
          
          
          
        
        24000.0000000000
        PA
        USD
        23788.7300000000
        0.0323186259
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-10
          Variable
          4.927000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corp
        F1OF2ZSX47CR0BCWA982
        Carnival Corp 5.75 03/01/2027
        143658BN1
        
          
          
          
        
        200000.0000000000
        PA
        USD
        145142.0000000000
        0.1971853899
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Structured Trust 2021-1
        N/A
        Castlelake Aircraft Structured Trust 2021-1 3.47
        14856GAA8
        
          
          
        
        232844.2600000000
        PA
        USD
        207635.1200000000
        0.2820865917
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-15
          Fixed
          3.474000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aviation Finance DAC
        N/A
        Castlelake Aviation Finance DAC 5.00 04/15/2027
        14856HAA6
        
          
          
          
        
        185000.0000000000
        PA
        USD
        153985.8300000000
        0.2092003412
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-04-15
          Fixed
          5.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp 3.38 02/15/2030
        15135BAV3
        
          
          
          
        
        230000.0000000000
        PA
        USD
        195710.4500000000
        0.2658861073
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          3.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC / Change Healthcare Finance Inc
        N/A
        Change Healthcare Holdings LLC / Change Healthcare Finance Inc 5.75 03/01/2025
        15911NAA3
        
          
          
          
        
        178000.0000000000
        PA
        USD
        173688.8400000000
        0.2359682355
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Fixed
          5.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc 2.33
        17307GLC0
        
          
          
        
        26909.7400000000
        PA
        USD
        26472.5100000000
        0.0359647256
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-08-25
          Variable
          2.328955000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cogent Communications Group Inc
        549300KFWFYF8Q1U0Y26
        Cogent Communications Group Inc 7.00 06/15/2027
        19240CAE3
        
          
          
          
        
        243000.0000000000
        PA
        USD
        233103.8300000000
        0.3166875860
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Fixed
          7.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cologix Canadian Issuer LP
        N/A
        Cologix Canadian Issuer LP 4.94
        19521DAD3
        
          
          
          
        
        250000.0000000000
        PA
        
        181688.9400000000
        0.2468369216
        Long
        ABS-MBS
        CORP
        CA
        
        N
        
        2
        
          2052-01-25
          Fixed
          4.940000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cologix Canadian Issuer LP
        N/A
        Cologix Canadian Issuer LP 7.74
        19521DAN1
        
          
          
        
        200000.0000000000
        PA
        
        146072.0900000000
        0.1984489811
        Long
        ABS-MBS
        CORP
        CA
        
        N
        
        2
        
          2052-01-25
          Fixed
          7.740000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colombia Government International Bond
        549300MHDRBVRF6B9117
        Colombia Government International Bond 6.13 01/18/2041
        195325BM6
        
          
          
          
        
        100000.0000000000
        PA
        USD
        78689.2500000000
        0.1069047584
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2041-01-18
          Fixed
          6.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comstock Resources Inc
        I03QQGEA4SS774AURI46
        Comstock Resources Inc 5.88 01/15/2030
        205768AT1
        
          
          
          
        
        260000.0000000000
        PA
        USD
        224311.1000000000
        0.3047420575
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          5.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Connecticut Avenue Securities Trust 2022-R06
        N/A
        Connecticut Avenue Securities Trust 2022-R06 3.70
        20754NAB1
        
          
          
        
        146386.3200000000
        PA
        USD
        146111.5200000000
        0.1985025495
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2042-05-25
          Variable
          3.697680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corebridge Financial Inc
        549300XY1661QCIA7J65
        Corebridge Financial Inc 3.85 04/05/2029
        21871XAE9
        
          
          
          
        
        36000.0000000000
        PA
        USD
        33301.7400000000
        0.0452427043
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-05
          Fixed
          3.850000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CrownRock LP / CrownRock Finance Inc
        N/A
        CrownRock LP / CrownRock Finance Inc 5.00 05/01/2029
        228701AG3
        
          
          
          
        
        200000.0000000000
        PA
        USD
        179677.7200000000
        0.2441045409
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-01
          Fixed
          5.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG 4.30 05/24/2028
        251525AM3
        
          
          
          
        
        200000.0000000000
        PA
        USD
        179371.4400000000
        0.2436884384
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2028-05-24
          Variable
          4.296000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Issuer
        N/A
        Diamond Issuer 2.31
        25267TAN1
        
          
          
        
        362000.0000000000
        PA
        USD
        318885.7300000000
        0.4332281972
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-11-20
          Fixed
          2.305000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Issuer
        N/A
        Diamond Issuer 3.79
        25267TAS0
        
          
          
        
        325000.0000000000
        PA
        USD
        276826.5800000000
        0.3760879491
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-11-20
          Fixed
          3.787000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Directv Financing LLC
        N/A
        DIRECTV FINANCING LLC TERM LOAN
        25460HAB8
        
          
          
        
        396312.5000000000
        PA
        USD
        366012.4300000000
        0.4972530605
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-08-02
          Variable
          6.797600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Directv Financing LLC / Directv Financing Co-Obligor Inc
        N/A
        Directv Financing LLC / Directv Financing Co-Obligor Inc 5.88 08/15/2027
        25461LAA0
        
          
          
          
        
        225000.0000000000
        PA
        USD
        192668.6300000000
        0.2617535856
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          5.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Financial Services
        Z1YLO2USPORE63VVUL20
        Discover Financial Services (pfd) 5.50% 04/30/2171 Perpetual
        254709AN8
        
          
          
          
        
        274000.0000000000
        NS
        USD
        214723.6600000000
        0.2917168608
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DISH DBS Corp
        N/A
        DISH DBS Corp 5.25 12/01/2026
        25470XBE4
        
          
          
          
        
        350000.0000000000
        PA
        USD
        275000.2500000000
        0.3736067542
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-01
          Fixed
          5.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Master Issuer LLC
        N/A
        Domino's Pizza Master Issuer LLC 4.47
        25755TAE0
        
          
          
          
        
        94500.0000000000
        PA
        USD
        94155.2600000000
        0.1279163967
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-25
          Fixed
          4.474000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Master Issuer LLC
        N/A
        Domino's Pizza Master Issuer LLC 4.12
        25755TAJ9
        
          
          
          
        
        302045.0000000000
        PA
        USD
        295652.0400000000
        0.4016636313
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-07-25
          Fixed
          4.116000000000001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Master Issuer LLC
        N/A
        Domino's Pizza Master Issuer LLC 4.33
        25755TAK6
        
          
          
          
        
        116765.0000000000
        PA
        USD
        113488.9100000000
        0.1541824900
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-07-25
          Fixed
          4.328000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty LP
        2549009GZDBNY1KE9O81
        Duke Realty LP 3.25 06/30/2026
        26441YAZ0
        
          
          
          
        
        180000.0000000000
        PA
        USD
        173553.3200000000
        0.2357841222
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-30
          Fixed
          3.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties 4.75 12/15/2026
        26884UAC3
        
          
          
          
        
        110000.0000000000
        PA
        USD
        103454.8800000000
        0.1405505701
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties 4.95 04/15/2028
        26884UAE9
        
          
          
          
        
        228000.0000000000
        PA
        USD
        209938.3300000000
        0.2852156609
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          4.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM Midstream Partners LP
        549300NELT611CL6XM83
        EQM Midstream Partners LP 7.50 06/01/2027
        26885BAM2
        
          
          
          
        
        240000.0000000000
        PA
        USD
        231981.6000000000
        0.3151629593
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          7.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EdgeConneX Data Centers Issuer
        N/A
        EdgeConneX Data Centers Issuer LLC 4.25
        28000XAA6
        
          
          
        
        174708.3300000000
        PA
        USD
        164618.5900000000
        0.2236456770
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-03-25
          Fixed
          4.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup COmmercial Mortgage Trust 2019-SMRT
        N/A
        Citigroup COmmercial Mortgage Trust 2019-SMRT 4.90
        29429MAL7
        
          
          
        
        280000.0000000000
        PA
        USD
        271567.3500000000
        0.3689429234
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-01-10
          Variable
          4.903100999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEL Energy VI Sarl
        254900H2U8PBIY32VI94
        FEL Energy VI Sarl 5.75 12/01/2040
        30260LAA3
        
          
          
          
        
        470944.1900000000
        PA
        USD
        342658.9900000000
        0.4655258060
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2040-12-01
          Fixed
          5.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR Capital Corp
        549300TYRSI1T21B1360
        FS KKR Capital Corp 3.13 10/12/2028
        302635AK3
        
          
          
          
        
        133000.0000000000
        PA
        USD
        106205.8300000000
        0.1442879249
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-12
          Fixed
          3.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR Capital Corp
        549300TYRSI1T21B1360
        FS KKR Capital Corp 4.25 02/14/2025
        30313RAA7
        
          
          
          
        
        466000.0000000000
        PA
        USD
        439755.6500000000
        0.5974382970
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-14
          Fixed
          4.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Falcon 2019-1 Aerospace Ltd
        N/A
        Falcon 2019-1 Aerospace Ltd 3.60
        30610GAA1
        
          
          
        
        312191.0400000000
        PA
        USD
        264240.8400000000
        0.3589893557
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2039-09-15
          Fixed
          3.597000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Connecticut Avenue
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities 5.62
        30711XAX2
        
          
          
          
        
        77264.6300000000
        PA
        USD
        77733.2600000000
        0.1056059802
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-05-25
          Variable
          5.623570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Connecticut Avenue
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities 2.47
        30711XZZ0
        
          
          
        
        113883.0900000000
        PA
        USD
        113306.5500000000
        0.1539347414
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-07-25
          Variable
          2.473570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FARM 21-1 Mortgage Trust
        N/A
        FARM 21-1 Mortgage Trust 3.24
        30768WAC2
        
          
          
        
        319633.8200000000
        PA
        USD
        266589.9500000000
        0.3621807832
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-07-25
          Variable
          3.236582000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Pool
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool 2.50
        3133KKB57
        
          
          
        
        289911.8400000000
        PA
        USD
        261588.4700000000
        0.3553859286
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-10-01
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS 4.00
        3136ATJJ4
        
          
          
        
        379347.0500000000
        PA
        USD
        72563.5900000000
        0.0985826279
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-08-25
          Fixed
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS 6.00
        3136AVGN3
        
          
          
        
        325013.6000000000
        PA
        USD
        63034.1500000000
        0.0856362283
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-02-25
          Fixed
          6.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Structured Agency
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes 4.07
        3137G0SN0
        
          
          
        
        127820.1800000000
        PA
        USD
        127246.4600000000
        0.1728730679
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2042-12-25
          Variable
          4.073570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Interest Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip 4.00
        31395QSM3
        
          
          
        
        270043.2500000000
        PA
        USD
        40644.5500000000
        0.0552184167
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-07-25
          Fixed
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool 2.50
        3140QNN24
        
          
          
        
        289749.3300000000
        PA
        USD
        261683.5400000000
        0.3555150877
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool 2.50
        3140XDS98
        
          
          
        
        290045.8400000000
        PA
        USD
        261489.9100000000
        0.3552520280
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust 2020-1
        N/A
        Ellington Financial Mortgage Trust 2020-1 5.16
        31574PAE5
        
          
          
        
        250000.0000000000
        PA
        USD
        245192.4500000000
        0.3331108077
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2065-05-25
          Variable
          5.160157000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstKey Homes 2021-SFR1 Trust
        N/A
        FirstKey Homes 2021-SFR1 Trust 3.24
        33767WAN3
        
          
          
        
        100000.0000000000
        PA
        USD
        87423.4700000000
        0.1187707970
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-08-17
          Fixed
          3.238000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust 2020-1NV
        N/A
        Flagstar Mortgage Trust 2020-1NV 4.23
        33851YBF2
        
          
          
        
        239593.2100000000
        PA
        USD
        210144.6200000000
        0.2854959200
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-03-25
          Variable
          4.229029000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc 4.50 05/15/2035
        00206RCP5
        
          
          
          
        
        97000.0000000000
        PA
        USD
        92317.4700000000
        0.1254196326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-05-15
          Fixed
          4.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026
        00253XAA9
        
          
          
          
        
        200000.0000000000
        PA
        USD
        184460.0000000000
        0.2506015972
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        MARKIT CDX.NA.HY.37 12/26
        SPES02HF4
        
          
          
        
        2013660.0000000000
        OU
        Swap Contract Amount
        USD
        30624.850000000093
        0.0416059651
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          2026-12-20
          None
          0.000000000000000
          N
          N
          N
        
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                Markit CDX North America High Yield Index
                Markit CDX North America High Yield Index Series 37
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-12-20
            0.000000000000
            USD
            96431.790000000040
            USD
            2013660.0000000000
            USD
            127056.64
          
        
        
          N
          N
          N
        
      
    
    
      2022-08-24
      American Century Investment Trust
      Amy R. Bitter
      Amy R. Bitter
      Assistant Treasurer
    
  
  XXXX

American Century Investments®
Quarterly Portfolio Holdings
Strategic Income Fund
June 30, 2022


Strategic Income - Schedule of Investments
JUNE 30, 2022 (UNAUDITED)
Shares/
Principal Amount ($)		Value ($)
CORPORATE BONDS — 34.8%
Aerospace and Defense — 0.2%
TransDigm, Inc., 4.625%, 1/15/29200,000 161,469 
Airlines — 1.4%
American Airlines, Inc., 11.75%, 7/15/25(1)(2)
280,000 290,730 
American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26(1)
200,000 184,460 
British Airways 2021-1 Class A Pass Through Trust, 2.90%, 9/15/36(1)
34,902 30,841 
Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.50%, 10/20/25(1)
285,000 277,194 
United Airlines 2020-1 Class B Pass Through Trust, 4.875%, 7/15/27254,810 242,351 
1,025,576 
Automobiles — 0.6%
Ford Motor Credit Co. LLC, 4.95%, 5/28/27200,000 186,208 
General Motors Financial Co., Inc., 3.80%, 4/7/25250,000 244,052 
430,260 
Banks — 1.4%
JPMorgan Chase & Co., VRN, 4.08%, 4/26/2647,000 46,479 
JPMorgan Chase & Co., VRN, 1.58%, 4/22/2726,000 23,181 
JPMorgan Chase & Co., VRN, 2.55%, 11/8/3238,000 31,610 
NatWest Group PLC, VRN, 5.52%, 9/30/28295,000 297,394 
PNC Financial Services Group, Inc., VRN, 4.63%, 6/6/33128,000 123,788 
Societe Generale SA, VRN, 3.65%, 7/8/35(1)
200,000 163,350 
Swedbank AB, 3.36%, 4/4/25(1)
200,000 196,643 
UniCredit SpA, VRN, 5.86%, 6/19/32(1)
200,000 176,217 
1,058,662 
Building Products — 0.6%
Builders FirstSource, Inc., 5.00%, 3/1/30(1)
354,000 300,448 
Standard Industries, Inc., 4.375%, 7/15/30(1)
210,000 166,023 
466,471 
Capital Markets — 4.7%
Bain Capital Specialty Finance, Inc., 2.55%, 10/13/26170,000 145,668 
Blackstone Private Credit Fund, 4.70%, 3/24/25(1)
205,000 197,130 
Blue Owl Finance LLC, 4.125%, 10/7/51(1)
58,000 38,622 
Coinbase Global, Inc., 3.375%, 10/1/28(1)(2)
107,000 67,656 
Deutsche Bank AG, VRN, 4.30%, 5/24/28200,000 179,371 
FS KKR Capital Corp., 4.25%, 2/14/25(1)
466,000 439,756 
FS KKR Capital Corp., 3.125%, 10/12/28133,000 106,206 
Goldman Sachs Group, Inc., VRN, 4.39%, 6/15/27182,000 179,805 
Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27628,000 556,220 
Hercules Capital, Inc., 2.625%, 9/16/26148,000 127,973 
Hercules Capital, Inc., 3.375%, 1/20/2725,000 21,907 
Intercontinental Exchange, Inc., 4.35%, 6/15/2929,000 28,612 
Main Street Capital Corp., 3.00%, 7/14/2621,000 18,351 
Morgan Stanley, VRN, 2.63%, 2/18/26156,000 149,028 
Morgan Stanley, VRN, 2.48%, 9/16/3656,000 43,119 
Owl Rock Capital Corp., 3.40%, 7/15/26654,000 575,253 
Owl Rock Capital Corp., 2.625%, 1/15/27155,000 129,991 
Owl Rock Technology Finance Corp., 4.75%, 12/15/25(1)
30,000 28,236 
Owl Rock Technology Finance Corp., 2.50%, 1/15/27145,000 122,553 
UBS Group AG, VRN, 4.49%, 5/12/26(1)
328,000 327,198 
3,482,655 


Chemicals — 0.2%
Braskem Idesa SAPI, 6.99%, 2/20/32(1)
200,000 154,969 
Consumer Finance — 1.6%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.00%, 10/29/28212,000 178,772 
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.40%, 10/29/33121,000 95,694 
Ally Financial, Inc., 4.75%, 6/9/27252,000 242,230 
Avolon Holdings Funding Ltd., 2.53%, 11/18/27(1)
64,000 52,225 
Capital One Financial Corp., VRN, 4.93%, 5/10/2824,000 23,789 
Castlelake Aviation Finance DAC, 5.00%, 4/15/27(1)
185,000 153,986 
Navient Corp., 5.50%, 1/25/23169,000 167,839 
OneMain Finance Corp., 6.125%, 3/15/24135,000 129,256 
SLM Corp., 3.125%, 11/2/26190,000 153,683 
1,197,474 
Containers and Packaging — 0.3%
Sealed Air Corp., 5.00%, 4/15/29(1)(2)
230,000 215,363 
Diversified Financial Services — 0.9%
Antares Holdings LP, 6.00%, 8/15/23(1)
245,000 247,489 
Antares Holdings LP, 3.75%, 7/15/27(1)
285,000 239,867 
Block Financial LLC, 3.875%, 8/15/30174,000 156,661 
Corebridge Financial, Inc., 3.85%, 4/5/29(1)
36,000 33,302 
677,319 
Diversified Telecommunication Services — 1.4%
AT&T, Inc., 4.50%, 5/15/3597,000 92,317 
Cogent Communications Group, Inc., 7.00%, 6/15/27(1)
243,000 233,104 
Level 3 Financing, Inc., 3.40%, 3/1/27(1)
375,000 323,711 
Telecom Italia SpA, 5.30%, 5/30/24(1)
410,000 394,986 
1,044,118 
Electric Utilities — 0.8%
American Electric Power Co., Inc., VRN, 3.875%, 2/15/62300,000 237,438 
FEL Energy VI Sarl, 5.75%, 12/1/40(1)
470,944 342,659 
580,097 
Energy Equipment and Services — 0.3%
Weatherford International Ltd., 8.625%, 4/30/30(1)
220,000 182,982 
Entertainment — 0.7%
Magallanes, Inc., 3.76%, 3/15/27(1)
84,000 78,863 
Magallanes, Inc., 5.14%, 3/15/52(1)
182,000 153,000 
Netflix, Inc., 5.875%, 11/15/28165,000 161,734 
Take-Two Interactive Software, Inc., 4.00%, 4/14/32122,000 114,665 
508,262 
Equity Real Estate Investment Trusts (REITs) — 3.0%
American Campus Communities Operating Partnership LP, 3.75%, 4/15/23265,000 265,350 
Duke Realty LP, 3.25%, 6/30/26180,000 173,553 
EPR Properties, 4.75%, 12/15/26110,000 103,455 
EPR Properties, 4.95%, 4/15/28228,000 209,938 
IIP Operating Partnership LP, 5.50%, 5/25/26355,000 322,190 
National Retail Properties, Inc., 4.30%, 10/15/28335,000 325,907 
SBA Tower Trust, 3.45%, 3/15/48(1)
284,000 281,727 
Tanger Properties LP, 2.75%, 9/1/3193,000 72,932 
VICI Properties LP, 4.375%, 5/15/25230,000 225,001 
VICI Properties LP / VICI Note Co., Inc., 4.125%, 8/15/30(1)
250,000 216,200 
2,196,253 
Food and Staples Retailing — 0.5%
United Natural Foods, Inc., 6.75%, 10/15/28(1)(2)
425,000 397,775 
Health Care Equipment and Supplies — 0.2%
Medline Borrower LP, 3.875%, 4/1/29(1)
170,000 145,370 


Health Care Providers and Services — 1.1%
Centene Corp., 3.375%, 2/15/30230,000 195,710 
Owens & Minor, Inc., 6.625%, 4/1/30(1)
180,000 164,648 
Tenet Healthcare Corp., 6.125%, 10/1/28(1)
495,000 425,141 
785,499 
Health Care Technology — 0.2%
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.75%, 3/1/25(1)
178,000 173,689 
Hotels, Restaurants and Leisure — 1.9%
Caesars Entertainment, Inc., 4.625%, 10/15/29(1)(2)
154,000 120,152 
Carnival Corp., 5.75%, 3/1/27(1)
200,000 145,142 
CDI Escrow Issuer, Inc., 5.75%, 4/1/30(1)
230,000 209,785 
Penn National Gaming, Inc., 4.125%, 7/1/29(1)(2)
273,000 207,529 
Scientific Games International, Inc., 7.25%, 11/15/29(1)(2)
284,000 266,730 
Station Casinos LLC, 4.625%, 12/1/31(1)(2)
300,000 234,375 
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.25%, 5/15/27(1)(2)
215,000 184,434 
1,368,147 
Household Durables — 0.1%
Safehold Operating Partnership LP, 2.85%, 1/15/32117,000 94,123 
Insurance — 0.5%
Global Atlantic Fin Co., 3.125%, 6/15/31(1)
98,000 78,063 
Sammons Financial Group, Inc., 4.75%, 4/8/32(1)
31,000 28,253 
SBL Holdings, Inc., VRN, 6.50%(1)(3)
273,000 220,447 
326,763 
Machinery — 0.3%
GrafTech Finance, Inc., 4.625%, 12/15/28(1)
250,000 202,803 
Media — 2.4%
Directv Financing LLC / Directv Financing Co-Obligor, Inc., 5.875%, 8/15/27(1)
225,000 192,669 
DISH DBS Corp., 5.00%, 3/15/23(2)
145,000 138,342 
DISH DBS Corp., 5.25%, 12/1/26(1)
350,000 275,000 
iHeartCommunications, Inc., 8.375%, 5/1/27(2)
145,000 115,539 
Paramount Global, VRN, 6.25%, 2/28/57270,000 236,757 
Paramount Global, VRN, 6.375%, 3/30/62245,000 219,269 
Sinclair Television Group, Inc., 4.125%, 12/1/30(1)
385,000 305,882 
VTR Finance NV, 6.375%, 7/15/28(1)
400,000 286,047 
1,769,505 
Metals and Mining — 1.4%
Alcoa Nederland Holding BV, 4.125%, 3/31/29(1)(2)
250,000 223,955 
Allegheny Technologies, Inc., 4.875%, 10/1/29180,000 143,797 
Cleveland-Cliffs, Inc., 4.625%, 3/1/29(1)(2)
328,000 290,021 
CSN Inova Ventures, 6.75%, 1/28/28(1)(2)
200,000 174,788 
GUSAP III LP, 4.25%, 1/21/30(1)
200,000 182,330 
1,014,891 
Mortgage Real Estate Investment Trusts (REITs) — 0.9%
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, 10/1/25(1)
271,000 245,717 
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.75%, 6/15/29(1)
298,000 229,811 
Starwood Property Trust, Inc., 4.375%, 1/15/27(1)
220,000 191,328 
666,856 
Multi-Utilities — 0.3%
Sempra Energy, VRN, 4.125%, 4/1/52300,000 241,190 
Multiline Retail — 0.1%
Macy's Retail Holdings LLC, 5.875%, 3/15/30(1)(2)
60,000 50,448 
Oil, Gas and Consumable Fuels — 4.3%
Antero Resources Corp., 7.625%, 2/1/29(1)
139,000 141,635 
Antero Resources Corp., 5.375%, 3/1/30(1)
130,000 118,742 
Blue Racer Midstream LLC / Blue Racer Finance Corp., 7.625%, 12/15/25(1)
250,000 236,735 


Callon Petroleum Co., 7.50%, 6/15/30(1)
100,000 92,168 
Comstock Resources, Inc., 5.875%, 1/15/30(1)
260,000 224,311 
CrownRock LP / CrownRock Finance, Inc., 5.00%, 5/1/29(1)
200,000 179,678 
EQM Midstream Partners LP, 7.50%, 6/1/27(1)
240,000 231,982 
Geopark Ltd., 5.50%, 1/17/27(1)
600,000 503,688 
Holly Energy Partners LP / Holly Energy Finance Corp., 6.375%, 4/15/27(1)
145,000 136,776 
MEG Energy Corp., 5.875%, 2/1/29(1)(2)
375,000 343,065 
Occidental Petroleum Corp., 6.375%, 9/1/28150,000 152,119 
Occidental Petroleum Corp., 6.125%, 1/1/31250,000 253,905 
Petroleos Mexicanos, 5.95%, 1/28/31(2)
300,000 220,335 
Southwestern Energy Co., 5.375%, 3/15/30400,000 368,812 
3,203,951 
Pharmaceuticals — 0.1%
Bausch Health Cos., Inc., 5.25%, 1/30/30(1)
165,000 85,723 
Semiconductors and Semiconductor Equipment — 0.5%
Broadcom, Inc., 4.00%, 4/15/29(1)
120,000 111,307 
KLA Corp., 4.65%, 7/15/32127,000 129,646 
Qorvo, Inc., 4.375%, 10/15/29177,000 155,912 
396,865 
Technology Hardware, Storage and Peripherals — 0.4%
Condor Merger Sub, Inc., 7.375%, 2/15/30(1)(2)
350,000 285,506 
Thrifts and Mortgage Finance — 0.3%
Freedom Mortgage Corp., 8.25%, 4/15/25(1)
220,000 185,480 
Wireless Telecommunication Services — 1.2%
Kenbourne Invest SA, 6.875%, 11/26/24(1)
135,000 123,038 
Kenbourne Invest SA, 4.70%, 1/22/28(1)
300,000 230,103 
Sprint Corp., 7.125%, 6/15/24155,000 159,549 
Sprint Corp., 7.625%, 2/15/25370,000 386,363 
899,053 
TOTAL CORPORATE BONDS
(Cost $29,107,336)

25,675,567 
U.S. TREASURY SECURITIES — 27.5%



U.S. Treasury Notes, 0.875%, 1/31/242,000,000 1,935,625 
U.S. Treasury Notes, 0.375%, 4/15/24100,000 95,477 
U.S. Treasury Notes, 2.50%, 5/31/242,000,000 1,982,109 
U.S. Treasury Notes, 1.125%, 1/15/251,300,000 1,239,977 
U.S. Treasury Notes, 1.50%, 2/15/25(4)
8,700,000 8,363,215 
U.S. Treasury Notes, 2.625%, 4/15/256,700,000 6,628,027 
U.S. Treasury Notes, 1.625%, 8/15/2950,000 45,535 
TOTAL U.S. TREASURY SECURITIES
(Cost $20,660,449)

20,289,965 
ASSET-BACKED SECURITIES — 10.1%



Aaset Trust, Series 2021-2A, Class B, 3.54%, 1/15/47(1)
242,716 198,001 
American Tower Trust, Series 2013, Class 2A SEQ, 3.07%, 3/15/48(1)
211,000 210,132 
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I SEQ, 4.19%, 6/5/49(1)
346,500 337,355 
Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.45%, 7/15/46(1)
234,646 189,663 
Capital Automotive LLC, Series 2017-1A, Class A2 SEQ, 4.18%, 4/15/47(1)
125,963 126,008 
CARS-DB4 LP, Series 2020-1A, Class B1, 4.17%, 2/15/50(1)
200,000 188,520 
CARS-DB4 LP, Series 2020-1A, Class B2, 4.52%, 2/15/50(1)
100,000 90,839 
Castlelake Aircraft Structured Trust, Series 2021-1A, Class A SEQ, 3.47%, 1/15/46(1)
232,844 207,635 
Clsec Holdings 22t LLC, Series 2021-1, Class C, 6.17%, 5/11/37(1)
322,808 276,048 
Cologix Canadian Issuer LP, Series 2022-1CAN, Class A2 SEQ, 4.94%, 1/25/52(1)
CAD250,000 181,689 
Cologix Canadian Issuer LP, Series 2022-1CAN, Class C, 7.74%, 1/25/52(1)
CAD200,000 146,072 
Diamond Issuer, Series 2021-1A, Class A SEQ, 2.31%, 11/20/51(1)
$362,000 318,886 
Diamond Issuer, Series 2021-1A, Class C, 3.79%, 11/20/51(1)
325,000 276,827 


Domino's Pizza Master Issuer LLC, Series 2015-1A, Class A2II SEQ, 4.47%, 10/25/45(1)
94,500 94,155 
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I SEQ, 4.12%, 7/25/48(1)
302,045 295,652 
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II SEQ, 4.33%, 7/25/48(1)
116,765 113,489 
Edgeconnex Data Centers Issuer LLC, Series 2022-1, Class A2 SEQ, 4.25%, 3/25/52(1)
174,708 164,619 
Falcon Aerospace Ltd., Series 2019-1, Class A SEQ, 3.60%, 9/15/39(1)
312,191 264,241 
FirstKey Homes Trust, Series 2021-SFR1, Class F1, 3.24%, 8/17/38(1)
100,000 87,423 
Flexential Issuer, Series 2021-1A, Class A2 SEQ, 3.25%, 11/27/51(1)
300,000 274,941 
GAIA Aviation Ltd., Series 2019-1, Class A, 3.97%, 12/15/44(1)
155,743 144,260 
Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class B, 3.43%, 10/15/46(1)
249,827 221,981 
MACH 1 Cayman Ltd., Series 2019-1, Class A SEQ, 3.47%, 10/15/39(1)
191,428 173,808 
MAPS Trust, Series 2021-1A, Class A SEQ, 2.52%, 6/15/46(1)
461,550 401,541 
NP SPE II LLC, Series 2019-1A, Class A1 SEQ, 2.57%, 9/20/49(1)
289,918 274,212 
Progress Residential Trust, Series 2021-SFR1, Class F, 2.76%, 4/17/38(1)
300,000 257,764 
Sabey Data Center Issuer LLC, Series 2021-1, Class A2 SEQ, 1.88%, 6/20/46(1)
195,000 171,228 
SAPPHIRE AVIATION FINANCE II Ltd., Series 2020-1A, Class A SEQ, 3.23%, 3/15/40(1)
195,634 171,492 
Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class B, 2.75%, 8/20/36(1)
54,698 52,567 
Slam Ltd., Series 2021-1A, Class B, 3.42%, 6/15/46(1)
234,375 198,726 
Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2 SEQ, 4.54%, 2/25/44(1)
358,633 356,041 
START Ireland, Series 2019-1, Class A SEQ, 4.09%, 3/15/44(1)
129,293 118,588 
Start Ltd., Series 2018-1, Class A SEQ, 4.09%, 5/15/43(1)
337,117 296,059 
Trinity Rail Leasing LP, Series 2009-1A, Class A SEQ, 6.66%, 11/16/39(1)
129,007 129,298 
Vantage Data Centers Issuer LLC, Series 2018-2A, Class A2 SEQ, 4.20%, 11/16/43(1)
221,758 220,027 
VB-S1 Issuer LLC, Series 2022-1A, Class D, 4.29%, 2/15/52(1)
250,000 227,488 
TOTAL ASSET-BACKED SECURITIES
(Cost $8,129,812)

7,457,275 
COLLATERALIZED MORTGAGE OBLIGATIONS — 8.8%



Private Sponsor Collateralized Mortgage Obligations — 7.2%
Agate Bay Mortgage Loan Trust, Series 2016-1, Class A3, VRN, 3.50%, 12/25/45(1)
10,712 10,264 
Angel Oak Mortgage Trust, Series 2019-4, Class A3 SEQ, VRN, 3.30%, 7/26/49(1)
6,195 6,165 
Angel Oak Mortgage Trust, Series 2020-2, Class A2, VRN, 3.86%, 1/26/65(1)
138,652 134,723 
Angel Oak Mortgage Trust, Series 2021-3, Class M1, VRN, 2.48%, 5/25/66(1)
400,000 318,763 
Arroyo Mortgage Trust, Series 2019-1, Class M1, VRN, 4.03%, 1/25/49(1)
300,000 273,472 
Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1, VRN, 2.40%, (1-year H15T1Y plus 2.25%), 2/25/3611,031 10,810 
Bellemeade Re Ltd., Series 2017-1, Class B1 SEQ, VRN, 6.37%, (1-month LIBOR plus 4.75%), 10/25/27(1)
250,000 249,466 
Bellemeade Re Ltd., Series 2017-1, Class M2, VRN, 4.97%, (1-month LIBOR plus 3.35%), 10/25/27(1)
47,680 47,702 
Bellemeade Re Ltd., Series 2018-1A, Class M2, VRN, 4.52%, (1-month LIBOR plus 2.90%), 4/25/28(1)
177,150 175,770 
Bellemeade Re Ltd., Series 2019-3A, Class M1C, VRN, 3.57%, (1-month LIBOR plus 1.95%), 7/25/29(1)
200,000 196,411 
Bellemeade Re Ltd., Series 2020-4A, Class M2B, VRN, 5.22%, (1-month LIBOR plus 3.60%), 6/25/30(1)
193,466 192,757 
Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 2.33%, 8/25/3426,910 26,472 
Credit Suisse Mortgage Trust, Series 2021-NQM8, Class B1, VRN, 4.21%, 10/25/66(1)
142,899 105,912 
Credit Suisse Mortgage Trust, Series 2021-NQM8, Class M1, VRN, 3.26%, 10/25/66(1)
300,000 231,177 
Ellington Financial Mortgage Trust, Series 2020-1, Class B1, VRN, 5.16%, 5/25/65(1)
250,000 245,192 
Farm Mortgage Trust, Series 2021-1, Class B, VRN, 3.24%, 7/25/51(1)
319,634 266,590 
Flagstar Mortgage Trust, Series 2020-1INV, Class B4, VRN, 4.23%, 3/25/50(1)
239,593 210,145 
Home RE Ltd., Series 2020-1, Class B1, VRN, 8.62%, (1-month LIBOR plus 7.00%), 10/25/30(1)
225,000 227,528 
Home RE Ltd., Series 2022-1, Class M1A, VRN, 3.78%, (30-day average SOFR plus 2.85%), 10/25/34(1)
75,000 74,631 
Homeward Opportunities Fund I Trust, Series 2020-2, Class B3, VRN, 5.49%, 5/25/65(1)
250,000 242,180 
J.P. Morgan Wealth Management, Series 2021-CL1, Class M5, VRN, 4.58%, (30-day average SOFR plus 3.65%), 3/25/51(1)
108,207 101,251 
JP Morgan Mortgage Trust, Series 2019-INV1, Class B4, VRN, 5.00%, 10/25/49(1)
283,172 262,207 
Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 2A, VRN, 2.72%, 11/25/3515,107 14,440 
Radnor RE Ltd., Series 2019-1, Class M1B, VRN, 3.57%, (1-month LIBOR plus 1.95%), 2/25/29(1)
258,604 257,790 
Shelter Growth Issuer Ltd., Series 2022-FL4, Class A, VRN, 3.42%, (1-month SOFR plus 2.30%), 6/17/37(1)
198,000 197,795 
Traingle Re Ltd., Series 2020-1, Class M2, VRN, 7.22%, (1-month LIBOR plus 5.60%), 10/25/30(1)
130,000 132,052 
Traingle Re Ltd., Series 2021-1, Class M1C, VRN, 5.02%, (1-month LIBOR plus 3.40%), 8/25/33(1)
237,952 237,830 


Traingle Re Ltd., Series 2021-1, Class M2, VRN, 5.52%, (1-month LIBOR plus 3.90%), 8/25/33(1)
150,000 148,485 
Triangle Re Ltd., Series 2021-3, Class M1A, VRN, 2.83%, (30-day average SOFR plus 1.90%), 2/25/34(1)
250,000 247,224 
Verus Securitization Trust, Series 2021-R3, Class M1 SEQ, VRN, 2.41%, 4/25/64(1)
315,000 295,905 
Vista Point Securitization Trust, Series 2020-1, Class B1, VRN, 5.375%, 3/25/65(1)
200,000 196,236 
Wells Fargo Mortgage-Backed Securities Trust, Series 2006-7, Class 3A1 SEQ, 6.00%, 6/25/362,041 2,069 
5,339,414 
U.S. Government Agency Collateralized Mortgage Obligations — 1.6%
FHLMC, Series 2017-HRP1, Class M2, VRN, 4.07%, (1-month LIBOR plus 2.45%), 12/25/42127,820 127,246 
FHLMC, Series 2019-DNA2, Class B1, VRN, 5.97%, (1-month LIBOR plus 4.35%), 3/25/49(1)
100,000 97,431 
FHLMC, Series 2022-DNA3, Class M1A, VRN, 2.93%, (30-day average SOFR plus 2.00%), 4/25/42(1)
190,553 187,675 
FHLMC, Series 2022-DNA5, Class M1A, VRN, 4.46%, (30-day average SOFR plus 2.95%), 6/25/42(1)
250,000 250,152 
FNMA, Series 2015-C02, Class 1M2, VRN, 5.62%, (1-month LIBOR plus 4.00%), 5/25/2577,265 77,733 
FNMA, Series 2016-55, Class PI, IO, 4.00%, 8/25/46379,347 72,564 
FNMA, Series 2017-7, Class AI, IO, 6.00%, 2/25/47325,014 63,034 
FNMA, Series 2018-C01, Class 1ED2, VRN, 2.47%, (1-month LIBOR plus 0.85%), 7/25/30113,883 113,307 
FNMA, Series 2022-R06, Class 1M1, VRN, 4.27%, (30-day average SOFR plus 2.75%), 5/25/42(1)
146,386 146,111 
FNMA, Series 413, Class C27, IO, 4.00%, 7/25/42270,043 40,645 
1,175,898 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $6,875,811)
6,515,312 
COLLATERALIZED LOAN OBLIGATIONS — 5.5%
Ares XL CLO Ltd., Series 2016-40A, Class CRR, VRN, 3.84%, (3-month LIBOR plus 2.80%), 1/15/29(1)
250,000 230,188 
CIFC Funding Ltd., Series 2017-3A, Class C, VRN, 4.71%, (3-month LIBOR plus 3.65%), 7/20/30(1)
250,000 230,429 
GPMT Ltd., Series 2019-FL2, Class B, VRN, 4.06%, (1-month LIBOR plus 1.90%), 2/22/36(1)
350,000 345,783 
KKR Static CLO I Ltd., Series 2022-1A, Class B, VRN, 5.08%, (3-month SOFR plus 2.60%), 7/20/31(1)(5)
250,000 250,000 
Madison Park Funding XIX Ltd., Series 2015-19A, Class DR, VRN, 5.49%, (3-month LIBOR plus 4.35%), 1/22/28(1)
275,000 269,223 
Marathon CLO V Ltd., Series 2013-5A, Class A1R, VRN, 2.375%, (3-month LIBOR plus 0.87%), 11/21/27(1)
397,976 396,790 
MF1 Ltd., Series 2020-FL4, Class D, VRN, 5.55%, (1-month SOFR plus 4.21%), 11/15/35(1)
227,000 223,208 
Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class BR2, VRN, 3.25%, (3-month LIBOR plus 2.15%), 10/21/30(1)
275,000 262,247 
Octagon Investment Partners XV Ltd., Series 2013-1A, Class CRR, VRN, 3.04%, (3-month LIBOR plus 2.00%), 7/19/30(1)
175,000 167,541 
Rockford Tower CLO Ltd., Series 2020-1A, Class C, VRN, 3.41%, (3-month LIBOR plus 2.35%), 1/20/32(1)
100,000 95,749 
Silver Creek CLO Ltd., Series 2014-1A, Class CR, VRN, 3.36%, (3-month LIBOR plus 2.30%), 7/20/30(1)
300,000 291,441 
Silver Creek CLO Ltd., Series 2014-1A, Class DR, VRN, 4.41%, (3-month LIBOR plus 3.35%), 7/20/30(1)
250,000 239,385 
Symphony CLO XIV Ltd., Series 2014-14A, Class CR, VRN, 3.14%, (3-month LIBOR plus 2.10%), 7/14/26(1)
275,000 272,370 
TCI-Symphony CLO Ltd., Series 2016 -1A, Class CR2, VRN, 3.17%, (3-month LIBOR plus 2.15%), 10/13/32(1)
350,000 334,199 
TICP CLO I-2 Ltd., Series 2018-IA, Class C, VRN, 4.25%, (3-month LIBOR plus 3.04%), 4/26/28(1)
250,000 244,343 
Vibrant CLO VII Ltd., Series 2017-7A, Class B, VRN, 3.46%, (3-month LIBOR plus 2.40%), 9/15/30(1)
200,000 191,624 
TOTAL COLLATERALIZED LOAN OBLIGATIONS
(Cost $4,147,115)
4,044,520 
COMMERCIAL MORTGAGE-BACKED SECURITIES — 5.1%
BBCMS Mortgage Trust, Series 2017-DELC, Class F, VRN, 4.82%, (1-month LIBOR plus 3.50%), 8/15/36(1)
160,000 150,223 
BBCMS Mortgage Trust, Series 2019-BWAY, Class D, VRN, 3.48%, (1-month LIBOR plus 2.16%), 11/15/34(1)
172,000 163,508 
BBCMS Mortgage Trust, Series 2019-BWAY, Class E, VRN, 4.17%, (1-month LIBOR plus 2.85%), 11/15/34(1)
183,000 170,042 
BDS Ltd., Series 2020-FL6, Class E, VRN, 4.16%, (30-day average SOFR plus 3.36%), 9/15/35(1)
146,000 139,663 
BDS Ltd., Series 2021-FL8, Class A, VRN, 2.53%, (1-month LIBOR plus 0.92%), 1/18/36(1)
162,698 158,726 
BX Commercial Mortgage Trust, Series 2020-VIVA, Class D, VRN, 3.67%, 3/11/44(1)
350,000 284,116 
BX Commercial Mortgage Trust, Series 2021-VOLT, Class E, VRN, 3.32%, (1-month LIBOR plus 2.00%), 9/15/36(1)
400,000 373,909 
BX Trust, Series 2021-ARIA, Class G, VRN, 4.47%, (1-month LIBOR plus 3.14%), 10/15/36(1)
186,000 168,847 
BXMT Ltd., Series 2021-FL4, Class A, VRN, 2.37%, (1-month LIBOR plus 1.05%), 5/15/38(1)
265,000 260,818 
Citigroup Commercial Mortgage Trust, Series 2019-SMRT, Class E, VRN, 4.90%, 1/10/36(1)
280,000 271,567 
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A SEQ, 4.13%, 7/5/31(1)
175,000 172,308 
Life Mortgage Trust, Series 2021-BMR, Class F, VRN, 3.67%, (1-month LIBOR plus 2.35%), 3/15/38(1)
142,531 133,164 
Med Trust, Series 2021-MDLN, Class F, VRN, 5.33%, (1-month LIBOR plus 4.00%), 11/15/38(1)
219,300 206,193 


MF1 Ltd., Series 2020-FL3, Class C, VRN, 5.89%, (1-month SOFR plus 4.61%), 7/15/35(1)
317,500 325,721 
MHP, Series 2022-MHIL, Class D, VRN, 2.89%, (1-month SOFR plus 1.61%), 1/15/27(1)
303,000 286,813 
Morgan Stanley Capital Trust, Series 2017-CLS, Class F, VRN, 3.92%, (1-month LIBOR plus 2.60%), 11/15/34(1)
179,000 173,816 
One Market Plaza Trust, Series 2017-1MKT, Class E, 4.14%, 2/10/32(1)
121,000 112,403 
Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class C, VRN, 3.52%, (1-month LIBOR plus 1.90%), 7/25/36(1)
250,000 231,852 
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $3,963,555)
3,783,689 
PREFERRED STOCKS — 3.4%
Banks — 1.7%
Banco Mercantil del Norte SA, 8.375%(1)
200,000 193,373 
Barclays PLC, 4.375%200,000 153,873 
ING Groep NV, 3.875%200,000 145,843 
JPMorgan Chase & Co., 4.60%745,000 631,031 
PNC Financial Services Group, Inc., 3.40%215,000 163,791 
1,287,911 
Capital Markets — 0.4%
Bank of New York Mellon Corp., 3.75%355,000 290,684 
Consumer Finance — 0.3%
Discover Financial Services, 5.50%274,000 214,724 
Insurance — 0.3%
Allianz SE, 3.20%(1)
255,000 186,787 
Trading Companies and Distributors — 0.7%
Air Lease Corp., 4.125%222,000 159,840 
Aircastle Ltd., 5.25%(1)
425,000 352,890 
512,730 
TOTAL PREFERRED STOCKS
(Cost $3,072,602)
2,492,836 
U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 3.1%
Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 3.1%
FHLMC, 2.50%, 10/1/50289,912 261,588 
FNMA, 2.50%, 12/1/51290,046 261,490 
FNMA, 2.50%, 3/1/52289,749 261,684 
UMBS, 3.50%, TBA787,000 757,057 
UMBS, 4.50%, TBA756,000 759,100 
TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES
(Cost $2,318,388)
2,300,919 
BANK LOAN OBLIGATIONS(6) — 1.5%
Food and Staples Retailing — 0.1%
United Natural Foods, Inc., Term Loan B, 4.89%, (1-month LIBOR plus 3.25%), 10/22/2546,560 44,988 
Media — 0.5%
DirecTV Financing, LLC, Term Loan, 6.67%, (1-month LIBOR plus 5.00%), 8/2/27396,313 366,013 
Pharmaceuticals — 0.7%
Horizon Therapeutics USA Inc., 2021 Term Loan B2, 3.38%, (1-month LIBOR plus 1.75%), 3/15/28166,320 161,071 
Jazz Financing Lux S.a.r.l., USD Term Loan, 5.17%, (1-month LIBOR plus 3.50%), 5/5/28346,996 331,923 
492,994 
Technology Hardware, Storage and Peripherals — 0.2%
McAfee, LLC, 2022 USD Term Loan B, 5.15%, (1-month SOFR plus 4.00%), 3/1/29210,000 191,800 
TOTAL BANK LOAN OBLIGATIONS
(Cost $1,167,345)
1,095,795 
SOVEREIGN GOVERNMENTS AND AGENCIES — 0.8%
Colombia — 0.1%
Colombia Government International Bond, 6.125%, 1/18/41100,000 78,689 
South Africa — 0.7%
Republic of South Africa Government International Bond, 5.875%, 6/22/30600,000 542,940 
TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES
(Cost $752,888)
621,629 


CONVERTIBLE BONDS — 0.4%
Mortgage Real Estate Investment Trusts (REITs) — 0.4%
Apollo Commercial Real Estate Finance, Inc., 4.75%, 8/23/22
(Cost $317,832)

315,000 315,001 
SHORT-TERM INVESTMENTS — 6.0%
Money Market Funds — 4.9%
State Street Navigator Securities Lending Government Money Market Portfolio(7)
3,616,038 3,616,038 
Repurchase Agreements — 1.1%
BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.125% - 4.25%, 5/15/23 - 11/15/43, valued at $114,919), in a joint trading account at 1.43%, dated 6/30/22, due 7/1/22 (Delivery value $112,228)112,224 
Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 3.625%, 4/15/28, valued at $687,594), at 1.44%, dated 6/30/22, due 7/1/22 (Delivery value $674,027)674,000 
786,224 
TOTAL SHORT-TERM INVESTMENTS
(Cost $4,402,262)
4,402,262 
TOTAL INVESTMENT SECURITIES — 107.0%
(Cost $84,915,395)
78,994,770 
OTHER ASSETS AND LIABILITIES — (7.0)%
(5,142,344)
TOTAL NET ASSETS — 100.0%
$73,852,426 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS
Currency PurchasedCurrency SoldCounterpartySettlement DateUnrealized Appreciation
(Depreciation)
USD357,496 CAD449,834 UBS AG9/14/22$7,976 

FUTURES CONTRACTS PURCHASED
Reference EntityContractsExpiration
Date		Notional
Amount		Unrealized
Appreciation
(Depreciation)^
U.S. Treasury 10-Year Notes20 September 2022$2,370,625 $30,695 
U.S. Treasury 10-Year Ultra Notes15 September 20221,910,625 27,283 
U.S. Treasury 2-Year Notes21 September 20224,410,328 (16,877)
U.S. Treasury 5-Year Notes24 September 20222,694,000 37,360 
$11,385,578 $78,461 
^Amount represents value and unrealized appreciation (depreciation).

FUTURES CONTRACTS SOLD
Reference EntityContractsExpiration
Date		Notional
Amount		Unrealized
Appreciation
(Depreciation)^
U.S. Treasury Long Bonds8 September 2022$1,109,000 $(7,023)
U.S. Treasury Ultra Bonds2 September 2022308,687 (3,098)
$1,417,687 $(10,121)
^Amount represents value and unrealized appreciation (depreciation).



CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS§
Reference Entity
Type
Fixed Rate
Received
(Paid)
Quarterly
Termination
Date
Notional
Amount
Premiums
Paid
(Received)
Unrealized
Appreciation
(Depreciation)
Value^
Markit CDX North America High Yield Index Series 37Buy(5.00)%12/20/26$2,013,660 $(96,432)$124,321 $27,889 
§Credit default swap agreements enable the fund to buy/sell protection against a credit event of a specific issuer or index. As a seller of credit protection against a security or basket of securities, the fund receives an upfront and/or periodic payment to compensate against potential default events. The fund may attempt to enhance returns by selling protection.

^The value for credit default swap agreements serves as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability or profit at the period end. Increasing values in absolute terms when compared to the notional amount of the credit default swap agreement represent a deterioration of the referenced entity's credit soundness and an increased likelihood or risk of a credit event occurring as defined in the agreement.

NOTES TO SCHEDULE OF INVESTMENTS
CAD-Canadian Dollar
CDX-Credit Derivatives Indexes
FHLMC-Federal Home Loan Mortgage Corporation
FNMA-Federal National Mortgage Association
H15T1Y-Constant Maturity U.S. Treasury Note Yield Curve Rate Index
IO-Interest Only
LIBOR-London Interbank Offered Rate
SEQ-Sequential Payer
SOFR-Secured Overnight Financing Rate
TBA-To-Be-Announced. Security was purchased on a forward commitment basis with an approximate principal amount and maturity date. Actual principal amount and maturity date will be determined upon settlement.
UMBS-Uniform Mortgage-Backed Securities
USD-United States Dollar
VRN-Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security’s offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown.
(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $37,256,732, which represented 50.4% of total net assets.
(2)Security, or a portion thereof, is on loan. At the period end, the aggregate value of securities on loan was $3,472,708. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(3)Perpetual maturity with no stated maturity date.
(4)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward commitments, forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $432,580.
(5)When-issued security. The issue price and yield are fixed on the date of the commitment, but payment and delivery are scheduled for a future date.
(6)The interest rate on a bank loan obligation adjusts periodically based on a predetermined schedule. Rate or range of rates shown is effective at period end. The maturity date on a bank loan obligation may be less than indicated as a result of contractual or optional prepayments. These prepayments cannot be predicted with certainty.
(7)Investment of cash collateral from securities on loan. At the period end, the aggregate value of the collateral held by the fund was $3,616,038.





SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS

1. Investment Valuations

The fund determines the fair value of its investments and computes its net asset value (NAV) per share at the close of regular trading (usually 4 p.m. Eastern time) on the New York Stock Exchange (NYSE) on each day the NYSE is open. The Board of Trustees has adopted valuation policies and procedures to guide the investment advisor in the fund’s investment valuation process and to provide methodologies for the oversight of the fund’s pricing function.

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Corporate bonds, U.S. Treasury and Government Agency securities, convertible bonds, bank loan obligations, municipal securities, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer. Collateralized loan obligations are valued based on discounted cash flow models that consider trade and economic data, prepayment assumptions and default projections. Fixed income securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

Equity securities that are listed or traded on a domestic securities exchange are valued at the last reported sales price or at the official closing price as provided by the exchange. Equity securities traded on foreign securities exchanges are generally valued at the closing price of such securities on the exchange where primarily traded or at the close of the NYSE, if that is earlier. If no last sales price is reported, or if local convention or regulation so provides, the mean of the latest bid and asked prices may be used. Securities traded over-the-counter are valued at the mean of the latest bid and asked prices, the last sales price, or the official closing price.

Hybrid securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Preferred stocks and convertible preferred stocks with perpetual maturities are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information.

Open-end management investment companies are valued at the reported NAV per share. Repurchase agreements are valued at cost, which approximates fair value. Exchange-traded futures contracts are valued at the settlement price as provided by the appropriate exchange. Swap agreements are valued at an evaluated mean as provided by independent pricing services or independent brokers. Forward foreign currency exchange contracts are valued at the mean of the appropriate forward exchange rate at the close of the NYSE as provided by an independent pricing service.

If the fund determines that the market price for an investment is not readily available or the valuation methods mentioned above do not reflect an investment’s fair value, such investment is valued as determined in good faith by the Board of Trustees or its delegate, in accordance with policies and procedures adopted by the Board of Trustees. In its determination of fair value, the fund may review several factors including, but not limited to, market information regarding the specific investment or comparable investments and correlation with other investment types, futures indices or general market indicators. Circumstances that may cause the fund to use these procedures to value an investment include, but are not limited to: an investment has been declared in default or is distressed; trading in a security has been suspended during the trading day or a security is not actively trading on its principal exchange; prices received from a regular pricing source are deemed unreliable; or there is a foreign market holiday and no trading occurred.

The fund monitors for significant events occurring after the close of an investment’s primary exchange but before the fund’s NAV per share is determined. Significant events may include, but are not limited to: corporate announcements and transactions; governmental action and political unrest that could impact a specific investment or an investment sector; or armed conflicts, natural disasters and similar events that could affect investments in a specific country or region. The fund also monitors for significant fluctuations between domestic and foreign markets, as evidenced by the U.S. market or such other indicators that the Board of Trustees, or its delegate, deems appropriate. The fund may apply a model-derived factor to the closing price of equity securities traded on foreign securities exchanges. The factor is based on observable market data as provided by an independent pricing service.

2. Fair Value Measurements

The fund’s investments valuation process is based on several considerations and may use multiple inputs to determine the fair value of the investments held by the fund. In conformity with accounting principles generally accepted in the United States of America, the inputs used to determine a valuation are classified into three broad levels.

•Level 1 valuation inputs consist of unadjusted quoted prices in an active market for identical investments.

•Level 2 valuation inputs consist of direct or indirect observable market data (including quoted prices for comparable investments, evaluations of subsequent market events, interest rates, prepayment speeds, credit risk, etc.). These inputs also consist of quoted prices for identical investments initially expressed in local currencies that are adjusted through translation into U.S. dollars.

•Level 3 valuation inputs consist of unobservable data (including a fund’s own assumptions).



The level classification is based on the lowest level input that is significant to the fair valuation measurement. The valuation inputs are not necessarily an indication of the risks associated with investing in these securities or other financial instruments.

The following is a summary of the level classifications as of period end. The Schedule of Investments provides additional information on the fund’s portfolio holdings.
Level 1 ($)Level 2 ($)Level 3 ($)
Assets
Investment Securities
Corporate Bonds— 25,675,567 — 
U.S. Treasury Securities— 20,289,965 — 
Asset-Backed Securities— 7,457,275 — 
Collateralized Mortgage Obligations— 6,515,312 — 
Collateralized Loan Obligations— 4,044,520 — 
Commercial Mortgage-Backed Securities— 3,783,689 — 
Preferred Stocks— 2,492,836 — 
U.S. Government Agency Mortgage-Backed Securities— 2,300,919 — 
Bank Loan Obligations— 1,095,795 — 
Sovereign Governments and Agencies— 621,629 — 
Convertible Bonds— 315,001 — 
Short-Term Investments3,616,038 786,224 — 
3,616,038 75,378,732 — 
Other Financial Instruments
Futures Contracts95,338 — — 
Swap Agreements— 27,889 — 
Forward Foreign Currency Exchange Contracts— 7,976 — 
95,338 35,865 — 
Liabilities
Other Financial Instruments
Futures Contracts26,998 — — 
This schedule of investments provides information about the fund’s portfolio holdings as of the date on the schedule. It is unaudited, and American Century Investments assumes no obligation to update or supplement the schedule to reflect subsequent changes. More information is available in the fund’s most recent annual or semiannual shareholder report.

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