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Form NPORT-P AMERICAN CENTURY INVESTM For: Jun 30

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StreetInsider.com Top Tickers, 4/19/2024

1. NFLX
2. TSM
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4. SPY
5. INFY
6. SNV
7. TSLA
8. SMCI
9. SLB
10. PPG


August 24, 2022 4:28 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000908406
          XXXXXXXX
        
      
      
      
      
        S000014385
        C000039179
        C000039175
        C000039177
        C000189692
        C000224786
        C000039178
        C000194393
        C000039176
      
      
      
    
  
  
    
      American Century Investment Trust
      811-07822
      0000908406
      549300RGSU9J1L1HFF90
      4500 Main St
      Kansas City
      
      64111
      816-531-5575
      Short Duration Fund
      S000014385
      3VTVXMH1JRM312VF5K71
      2023-03-31
      2022-06-30
      N
    
    
      1538122001.120000000000
      16965943.660000000000
      1521156057.460000000000
      0.000000000000
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      0.000000000000
      0.000000000000
      0.000000000000
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      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Credit Agricole Corporate and Investment Bank/New York
        254900BN8XS34XZDJ223
        Credit Agricole Corporate and Investment Bank/New York 0.00 07/01/2022
        22533UG15
        
          
          
        
        27000000.0000000000
        PA
        USD
        26998833.8700000000
        1.7748891534
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-07-01
          None
          0.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Bill 0.00 05/18/2023
        912796W47
        
          
          
          
        
        10000000.0000000000
        PA
        USD
        9769117.8000000000
        0.6422166715
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-05-18
          None
          0.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust 2020-1
        N/A
        Vista Point Securitization Trust 2020-1 2.77
        92838WAB0
        
          
          
        
        1641000.0000000000
        PA
        USD
        1629428.1600000000
        0.1071177511
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2065-03-25
          Variable
          2.770000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMware Inc 3.90 08/21/2027
        928563AC9
        
          
          
          
        
        2125000.0000000000
        PA
        USD
        2041572.5200000000
        0.1342119048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-21
          Fixed
          3.900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC 0.75 11/23/2022
        928668BG6
        
          
          
          
        
        4000000.0000000000
        PA
        USD
        3968451.2400000000
        0.2608838995
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-23
          Fixed
          0.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        254900DLL625KV2D0Z30
        Wellfleet CLO 2015-1 Ltd 3.16
        949496BN2
        
          
          
        
        10000000.0000000000
        PA
        USD
        9735640.0000000000
        0.6400158585
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-07-20
          Variable
          3.162710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellfleet CLO Ltd
        N/A
        Wellfleet CLO 2022-1 Ltd 0.00
        94950TAE9
        
          
          
        
        2125000.0000000000
        PA
        USD
        2125000.0000000000
        0.1396963835
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-04-15
          Variable
          0.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc 3.63 03/15/2024
        95040QAG9
        
          
          
          
        
        3500000.0000000000
        PA
        USD
        3474517.1300000000
        0.2284129306
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp 2.89 02/04/2030
        961214EM1
        
          
          
          
        
        4500000.0000000000
        PA
        USD
        4269048.7500000000
        0.2806450219
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2030-02-04
          Variable
          2.894000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc 6.25 05/01/2025
        983793AH3
        
          
          
          
        
        2261000.0000000000
        PA
        USD
        2247840.9800000000
        0.1477718850
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          6.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc 1.45 11/22/2024
        98956PAU6
        
          
          
          
        
        3920000.0000000000
        PA
        USD
        3693552.3800000000
        0.2428121929
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-22
          Fixed
          1.450000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBOT 10 Year Ultra US Treasury Note
        N/A
        US 10yr Ultra Fut Sep22
        N/A
        
          
        
        -95.0000000000
        NC
        USD
        110323.6400000000
        0.0072526181
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                US 10yr Ultra Fut
                US 10yr Ultra Fut Sep22
                
                  
                
              
            
            2022-09-21
            -12210948.6400000000
            USD
            110323.6400000000
          
        
        
          N
          N
          N
        
      
      
        CBOT 10 Year US Treasury Note
        N/A
        US 10YR NOTE (CBT)Sep22
        N/A
        
          
        
        -180.0000000000
        NC
        USD
        -180194.7400000000
        -0.0118459075
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                US 10YR NOTE (CBT)
                US 10YR NOTE (CBT)Sep22
                
                  
                
              
            
            2022-09-21
            -21155430.2600000000
            USD
            -180194.7400000000
          
        
        
          N
          N
          N
        
      
      
        CBOT 5 Year US Treasury Note
        N/A
        US 5YR NOTE (CBT) Sep22
        N/A
        
          
        
        -1510.0000000000
        NC
        USD
        1148748.2400000000
        0.0755181057
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Short
            
              
                US 5YR NOTE (CBT)
                US 5YR NOTE (CBT) Sep22
                
                  
                
              
            
            2022-09-30
            -170646248.2400000000
            USD
            1148748.2400000000
          
        
        
          N
          N
          N
        
      
      
        CBOT 2 Year US Treasury Note
        N/A
        US 2YR NOTE (CBT) Sep22
        N/A
        
          
        
        1125.0000000000
        NC
        USD
        -795080.7100000000
        -0.0522681881
        N/A
        DIR
        UST
        US
        
        N
        
        1
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                US 2YR NOTE (CBT)
                US 2YR NOTE (CBT) Sep22
                
                  
                
              
            
            2022-09-30
            237062659.9600000000
            USD
            -795080.7100000000
          
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp 1.44 07/01/2022
        549300H47WTHXPU08X20
        Fixed Income Clearing Corp 1.44 07/01/2022
        RPE13TRY0
        
          
        
        359000.0000000000
        PA
        USD
        359000.0000000000
        0.0236004714
        Long
        RA
        CORP
        US
        
        N
        
        2
        
          2022-07-01
          Fixed
          1.44
          N
          N
          N
        
        
          Repurchase
          
          N
          1.44
          2022-07-01
          
            
              175900
              USD
              366286.35
              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
        
          
        
        60455.6400000000
        PA
        USD
        60455.6400000000
        0.0039743220
        Long
        RA
        CORP
        US
        
        N
        
        2
        
          2022-07-01
          Fixed
          1.43
          N
          N
          N
        
        
          Repurchase
          
          N
          1.43
          2022-07-01
          
            
              59709.01166
              USD
              61907.35151
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Jazz Financing Lux Sarl
        635400WUEO2NSG5OIU34
        JAZZ FINANCING LUX SARL USD TERM LOAN
        N/A
        
          
          
        
        7773981.1900000000
        PA
        USD
        7436279.4500000000
        0.4888571040
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-05
          Variable
          5.291000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA Bancomer SA/Texas
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas 6.75 09/30/2022
        N/A
        
          
          
          
        
        3600000.0000000000
        PA
        USD
        3612420.0000000000
        0.2374785928
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-30
          Fixed
          6.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Ports & Special Economic Zone Ltd
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd 3.38 07/24/2024
        N/A
        
          
          
          
        
        2500000.0000000000
        PA
        USD
        2436960.3500000000
        0.1602044930
        Long
        DBT
        CORP
        IN
        
        N
        
        2
        
          2024-07-24
          Fixed
          3.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMMC CDO
        549300LU2QIHE9T9V444
        AMMC CLO XIV Ltd 4.78
        00175LAN2
        
          
          
        
        2500000.0000000000
        PA
        USD
        2413100.0000000000
        0.1586359262
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-07-25
          Variable
          4.784000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMMC CDO
        549300R4YQWFRASHVE93
        AMMC CLO XIII Ltd 3.46
        00176DAS8
        
          
          
        
        7500000.0000000000
        PA
        USD
        7285965.7500000000
        0.4789755603
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-07-24
          Variable
          3.463710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMMC CDO
        549300I1YCI83LUUYL82
        AMMC CLO 16 Ltd 2.99
        00176JAX4
        
          
          
        
        5300000.0000000000
        PA
        USD
        5160538.9800000000
        0.3392511212
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-04-14
          Variable
          2.988430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc 4.25 03/01/2027
        00206RDQ2
        
          
          
          
        
        3865000.0000000000
        PA
        USD
        3858663.1000000000
        0.2536664848
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          4.250000000000000
          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
        
          
          
          
        
        6000000.0000000000
        PA
        USD
        5533800.0000000000
        0.3637891045
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc 2.30 11/21/2022
        00287YBM0
        
          
          
          
        
        4670000.0000000000
        PA
        USD
        4661692.7700000000
        0.3064572334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-21
          Fixed
          2.300000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc 2.60 11/21/2024
        00287YBZ1
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4845542.6500000000
        0.3185434280
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Fixed
          2.600000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.15 10/29/2023
        00774MAT2
        
          
          
          
        
        2002000.0000000000
        PA
        USD
        1908899.7700000000
        0.1254900679
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-10-29
          Fixed
          1.150000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Canada
        4B4HI3CGXMBDC0G6BM51
        Air Canada 3.88 08/15/2026
        008911BK4
        
          
          
          
        
        7000000.0000000000
        PA
        USD
        5935615.0000000000
        0.3902042115
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-08-15
          Fixed
          3.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aircastle Ltd
        549300PNK8AKY3OIKP58
        Aircastle Ltd 5.25 08/11/2025
        00928QAT8
        
          
          
          
        
        2850000.0000000000
        PA
        USD
        2754717.0300000000
        0.1810936502
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-11
          Fixed
          5.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 3.50 02/15/2023
        013092AD3
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        989920.0000000000
        0.0650768207
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-15
          Fixed
          3.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aligned Data Centers Issuer LLC
        N/A
        Aligned Data Centers Issuer LLC 2.48
        01627AAB4
        
          
          
        
        8725000.0000000000
        PA
        USD
        7460318.2300000000
        0.4904374008
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-08-15
          Fixed
          2.482000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc 4.75 06/09/2027
        02005NBQ2
        
          
          
          
        
        1218000.0000000000
        PA
        USD
        1170779.4700000000
        0.0769664272
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-09
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bemis Co Inc
        PTVU09TE3QPJPL7K4E13
        Amcor Flexibles North America Inc 4.00 05/17/2025
        02343JAA8
        
          
          
          
        
        1045000.0000000000
        PA
        USD
        1034598.8200000000
        0.0680139828
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-17
          Fixed
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc 2.03 03/15/2024
        025537AK7
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4840195.7000000000
        0.3181919223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          2.031000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc 0.75 11/01/2023
        025537AQ4
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4811395.4500000000
        0.3162986090
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-01
          Fixed
          0.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        American Honda Finance Corp 0.55 07/12/2024
        02665WDS7
        
          
          
          
        
        6000000.0000000000
        PA
        USD
        5639778.6000000000
        0.3707560820
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-12
          Fixed
          0.550000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group Inc
        ODVCVCQG2BP6VHV36M30
        American International Group Inc 3.90 04/01/2026
        026874DH7
        
          
          
          
        
        4710000.0000000000
        PA
        USD
        4622863.7300000000
        0.3039046328
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          3.900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Trust #1
        5493004YGM0MQZJOEJ36
        American Tower Trust #1 3.07
        03027WAJ1
        
          
          
          
        
        4470000.0000000000
        PA
        USD
        4451609.5300000000
        0.2926464716
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-03-15
          Fixed
          3.070000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp 3.65 03/15/2027
        03027XBV1
        
          
          
          
        
        889000.0000000000
        PA
        USD
        845032.5100000000
        0.0555519932
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.650000000000000
          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
        
          
          
        
        340717.0300000000
        PA
        USD
        339061.6200000000
        0.0222897328
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-07-26
          Variable
          3.301000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust I LLC 2019-1
        N/A
        Angel Oak Mortgage Trust I LLC 2019-1 4.50
        03464MAD6
        
          
          
        
        1971000.0000000000
        PA
        USD
        1952831.7200000000
        0.1283781313
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-11-25
          Variable
          4.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust I LLC 2019-1
        N/A
        Angel Oak Mortgage Trust I LLC 2019-1 5.40
        03464MAE4
        
          
          
        
        4700000.0000000000
        PA
        USD
        4628177.4200000000
        0.3042539519
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-11-25
          Variable
          5.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust 2019-6
        N/A
        Angel Oak Mortgage Trust 2019-6 2.83
        03464VAB0
        
          
          
        
        460655.1100000000
        PA
        USD
        452338.0300000000
        0.0297364644
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2059-11-25
          Variable
          2.825000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust 2021-3
        N/A
        Angel Oak Mortgage Trust 2021-3 1.46
        03465EAC5
        
          
          
        
        1817727.5600000000
        PA
        USD
        1645582.7600000000
        0.1081797461
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-05-25
          Variable
          1.459000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antares Holdings LP
        5493008EAIGV4283RM42
        Antares Holdings LP 2.75 01/15/2027
        03666HAD3
        
          
          
          
        
        1091000.0000000000
        PA
        USD
        872215.0300000000
        0.0573389578
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applebee's Funding LLC / IHOP Funding LLC
        N/A
        Applebee's Funding LLC / IHOP Funding LLC 4.19
        03789XAD0
        
          
          
        
        4074840.0000000000
        PA
        USD
        3967294.3800000000
        0.2608078481
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-06-05
          Fixed
          4.194000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust 2021-1R
        N/A
        Arroyo Mortgage Trust 2021-1R 1.48
        042853AB7
        
          
          
        
        1486990.3300000000
        PA
        USD
        1384911.2700000000
        0.0910433393
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-25
          Variable
          1.483000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arroyo Mortgage Trust 2021-1R
        N/A
        Arroyo Mortgage Trust 2021-1R 1.64
        042853AC5
        
          
          
        
        1177200.6800000000
        PA
        USD
        1097384.8300000000
        0.0721415022
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-10-25
          Variable
          1.637000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding
        549300LM1QSI4MSIL320
        Athene Global Funding 1.72 01/07/2025
        04685A3F6
        
          
          
          
        
        4700000.0000000000
        PA
        USD
        4389793.6100000000
        0.2885827255
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-07
          Fixed
          1.716000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp 0.63 03/09/2023
        049560AU9
        
          
          
          
        
        3750000.0000000000
        PA
        USD
        3684765.4100000000
        0.2422345421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-09
          Fixed
          0.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding Inc
        5493003VM0XB4U8YD238
        AVANTOR INC 2021 TERM LOAN B5
        05350NAL8
        
          
          
        
        3680022.3500000000
        PA
        USD
        3547780.7500000000
        0.2332292425
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-06
          Variable
          4.041000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd 4.38 05/01/2026
        05401AAG6
        
          
          
          
        
        1936000.0000000000
        PA
        USD
        1795965.9800000000
        0.1180658599
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-05-01
          Fixed
          4.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd 5.50 01/15/2026
        05401AAK7
        
          
          
          
        
        2110000.0000000000
        PA
        USD
        2049892.8900000000
        0.1347588816
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd 4.25 04/15/2026
        05401AAL5
        
          
          
          
        
        5769000.0000000000
        PA
        USD
        5349704.3500000000
        0.3516867532
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd 2.13 02/21/2026
        05401AAM3
        
          
          
          
        
        4160000.0000000000
        PA
        USD
        3601464.5500000000
        0.2367583873
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-02-21
          Fixed
          2.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS 2019-BWAY Mortgage Trust
        N/A
        BBCMS 2019-BWAY Mortgage Trust 3.48
        05492NAG8
        
          
          
        
        4370000.0000000000
        PA
        USD
        4154228.1900000000
        0.2730967786
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-11-15
          Variable
          3.484000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS 2020-FL6 Ltd
        N/A
        BDS 2020-FL6 Ltd 4.16
        05492XAJ0
        
          
          
        
        3186000.0000000000
        PA
        USD
        3047716.1300000000
        0.2003552571
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-09-15
          Variable
          4.156720000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS 2021-FL10 Ltd
        N/A
        BDS 2021-FL10 Ltd 3.31
        05493FAE9
        
          
          
        
        4800000.0000000000
        PA
        USD
        4489476.4800000000
        0.2951358250
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-06-16
          Variable
          3.312290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC 3.25 04/01/2025
        05565EBZ7
        
          
          
          
        
        2137000.0000000000
        PA
        USD
        2112962.2100000000
        0.1389050255
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA 5.15 07/21/2024
        05578QAB9
        
          
          
          
        
        2180000.0000000000
        PA
        USD
        2181720.6100000000
        0.1434251666
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2024-07-21
          Fixed
          5.150000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA 4.63 07/11/2024
        05578QAC7
        
          
          
          
        
        4683000.0000000000
        PA
        USD
        4659166.9000000000
        0.3062911841
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2024-07-11
          Fixed
          4.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Specialty Finance Inc
        549300V2JL72R0EYBK64
        Bain Capital Specialty Finance Inc 2.55 10/13/2026
        05684BAC1
        
          
          
          
        
        2449000.0000000000
        PA
        USD
        2098469.0700000000
        0.1379522541
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-13
          Fixed
          2.550000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
        N/A
        Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 1.23 12/15/2023
        05724BAB5
        
          
          
          
        
        4000000.0000000000
        PA
        USD
        3885507.0400000000
        0.2554311914
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          1.231000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA 1.72 09/14/2027
        05964HAN5
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        868683.4200000000
        0.0571067916
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2027-09-14
          Variable
          1.722000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        Banco Santander SA 5.18 11/19/2025
        05971KAA7
        
          
          
          
        
        3200000.0000000000
        PA
        USD
        3203784.6100000000
        0.2106151170
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2025-11-19
          Fixed
          5.179000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp 4.18 11/25/2027
        06051GGC7
        
          
          
          
        
        3441000.0000000000
        PA
        USD
        3347323.8300000000
        0.2200513099
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-25
          Fixed
          4.183000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp 1.32 06/19/2026
        06051GJD2
        
          
          
          
        
        4375000.0000000000
        PA
        USD
        3982763.5800000000
        0.2618247852
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-19
          Variable
          1.319000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp 1.73 07/22/2027
        06051GJS9
        
          
          
          
        
        1356000.0000000000
        PA
        USD
        1207673.4100000000
        0.0793918155
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-22
          Variable
          1.734000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp 3.38 04/02/2026
        06051GKM0
        
          
          
          
        
        1630000.0000000000
        PA
        USD
        1582115.5700000000
        0.1040074463
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-02
          Variable
          3.384000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Ireland Group PLC
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC 2.03 09/30/2027
        06279JAB5
        
          
          
          
        
        3035000.0000000000
        PA
        USD
        2644262.8100000000
        0.1738324478
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-30
          Variable
          2.029000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal 3.70 06/07/2025
        06368D3S1
        
          
          
          
        
        801000.0000000000
        PA
        USD
        795032.2700000000
        0.0522650037
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-06-07
          Fixed
          3.700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp/The
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp/The 3.43 06/13/2025
        06406RBF3
        
          
          
          
        
        2930000.0000000000
        PA
        USD
        2908503.0900000000
        0.1912034650
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-13
          Variable
          3.430000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2020-SFR3 Trust
        N/A
        Progress Residential 2020-SFR3 Trust 1.50
        74333AAC4
        
          
          
        
        2937000.0000000000
        PA
        USD
        2652176.7900000000
        0.1743527087
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-10-17
          Fixed
          1.495000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2020-SFR3 Trust
        N/A
        Progress Residential 2020-SFR3 Trust 1.90
        74333AAG5
        
          
          
        
        7550000.0000000000
        PA
        USD
        6819047.5100000000
        0.4482806006
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-10-17
          Fixed
          1.896000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2021-SFR8 Trust
        N/A
        Progress Residential 2021-SFR8 Trust 2.38
        74333TAJ8
        
          
          
        
        2000000.0000000000
        PA
        USD
        1705954.0000000000
        0.1121485196
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-10-17
          Fixed
          2.382000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prospect Capital Corp
        549300FSD8T39P5Q0O47
        Prospect Capital Corp 3.71 01/22/2026
        74348TAU6
        
          
          
          
        
        2577000.0000000000
        PA
        USD
        2285924.0900000000
        0.1502754486
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-22
          Fixed
          3.706000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Inc
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc 0.84 11/08/2023
        744573AT3
        
          
          
          
        
        7000000.0000000000
        PA
        USD
        6718848.1500000000
        0.4416935473
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-08
          Fixed
          0.841000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quanta Services Inc
        SHVRXXEACT60MMH07S24
        Quanta Services Inc 0.95 10/01/2024
        74762EAG7
        
          
          
          
        
        4000000.0000000000
        PA
        USD
        3702706.8800000000
        0.2434140049
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-01
          Fixed
          0.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor RE 2021-2 Ltd
        N/A
        Radnor RE 2021-2 Ltd 2.78
        75049GAA7
        
          
          
        
        4350000.0000000000
        PA
        USD
        4308806.8100000000
        0.2832586958
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-11-25
          Variable
          2.775660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ready Capital Mortgage Financing 2020-FL4 LLC
        N/A
        Ready Capital Mortgage Financing 2020-FL4 LLC 5.47
        75575JAE5
        
          
          
        
        4250000.0000000000
        PA
        USD
        4224583.3000000000
        0.2777218865
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-02-25
          Variable
          5.473570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ready Capital Mortgage Financing 2021-FL6 LLC
        N/A
        Ready Capital Mortgage Financing 2021-FL6 LLC 3.22
        75575TAE3
        
          
          
        
        8400000.0000000000
        PA
        USD
        7970940.6000000000
        0.5240054471
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-07-25
          Variable
          3.223570000000000
          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
        
          
          
        
        2000000.0000000000
        PA
        USD
        1854818.4000000000
        0.1219347871
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-07-25
          Variable
          3.523570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Realogy Group LLC / Realogy Co-Issuer Corp
        N/A
        Realogy Group LLC / Realogy Co-Issuer Corp 4.88 06/01/2023
        75606DAE1
        
          
          
          
        
        3945000.0000000000
        PA
        USD
        3804873.6000000000
        0.2501303914
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royalty Pharma PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC 0.75 09/02/2023
        78081BAG8
        
          
          
          
        
        6220000.0000000000
        PA
        USD
        5992197.7900000000
        0.3939239344
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SA Global Sukuk Ltd
        5493007DFAVKU7UOGR47
        SA Global Sukuk Ltd 0.95 06/17/2024
        78397PAA9
        
          
          
          
        
        1140000.0000000000
        PA
        USD
        1077254.4000000000
        0.0708181383
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-17
          Fixed
          0.946000000000000
          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
        
          
          
        
        6138000.0000000000
        PA
        USD
        6088868.3800000000
        0.4002790082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.4480000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBL Holdings Inc
        N/A
        SBL Holdings Inc 5.13 11/13/2026
        78432MAA3
        
          
          
          
        
        9875000.0000000000
        PA
        USD
        9595414.9500000000
        0.6307975374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-13
          Floating
          5.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stonepeak 2021-1 ABS
        N/A
        Stonepeak 2021-1 ABS 2.30
        78433XAA8
        
          
          
        
        3183723.7600000000
        PA
        USD
        2973138.9000000000
        0.1954525892
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-02-28
          Fixed
          2.301000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp
        N/A
        SLM Corp 3.13 11/02/2026
        78442PGE0
        
          
          
          
        
        1541000.0000000000
        PA
        USD
        1246453.2600000000
        0.0819411824
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-02
          Fixed
          3.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC Aviation Capital Finance DAC
        549300OD7VKRVNWB2J98
        SMBC Aviation Capital Finance DAC 4.13 07/15/2023
        78448TAD4
        
          
          
          
        
        2700000.0000000000
        PA
        USD
        2678310.1400000000
        0.1760707014
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-07-15
          Fixed
          4.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slam 2021-1 Ltd
        N/A
        Slam 2021-1 Ltd 2.43
        78449AAA0
        
          
          
        
        3107812.5000000000
        PA
        USD
        2687289.7300000000
        0.1766610149
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-15
          Fixed
          2.434000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMRT 2022-MINI
        N/A
        SMRT 2022-MINI 2.83
        78457JAJ1
        
          
          
        
        4500000.0000000000
        PA
        USD
        4242795.3000000000
        0.2789191339
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-01-15
          Variable
          2.829000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK Group Holdings PL
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC 4.75 09/15/2025
        80281LAA3
        
          
          
          
        
        3140000.0000000000
        PA
        USD
        3104360.0900000000
        0.2040790013
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-15
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co 1.25 11/24/2023
        80414L2G9
        
          
          
          
        
        750000.0000000000
        PA
        USD
        725954.2500000000
        0.0477238510
        Long
        DBT
        CORP
        SA
        
        N
        
        2
        
          2023-11-24
          Fixed
          1.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy 3.30 04/01/2025
        816851BN8
        
          
          
          
        
        3006000.0000000000
        PA
        USD
        2939599.5900000000
        0.1932477326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-01
          Fixed
          3.300000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia/The
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The 3.45 04/11/2025
        06417XAH4
        
          
          
          
        
        1438000.0000000000
        PA
        USD
        1420946.6900000000
        0.0934122888
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-11
          Fixed
          3.450000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International Inc
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc 1.32 11/29/2024
        071813CH0
        
          
          
          
        
        7000000.0000000000
        PA
        USD
        6579565.5800000000
        0.4325371843
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-29
          Fixed
          1.322000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns ARM Trust 2006-1
        N/A
        Bear Stearns ARM Trust 2006-1 2.40
        07387AGZ2
        
          
          
          
        
        153405.6200000000
        PA
        USD
        150327.8600000000
        0.0098824745
        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 6.37
        078767AC4
        
          
          
        
        500000.0000000000
        PA
        USD
        498931.6000000000
        0.0327995012
        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
        
          
          
        
        3294998.0100000000
        PA
        USD
        3269321.0800000000
        0.2149234501
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-04-25
          Variable
          4.523569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Global Inc
        549300AP2Q7ERHX6RI89
        Berry Global Inc 0.95 02/15/2024
        08576PAG6
        
          
          
          
        
        5200000.0000000000
        PA
        USD
        4928560.3100000000
        0.3240009653
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          0.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Hills Corp
        3MGELCRSTNSAMJ962671
        Black Hills Corp 1.04 08/23/2024
        092113AU3
        
          
          
          
        
        7000000.0000000000
        PA
        USD
        6550043.7800000000
        0.4305964367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-23
          Fixed
          1.037000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbird Capital Aircraft
        N/A
        Blackbird Capital Aircraft 3.45
        09229CAB5
        
          
          
        
        2346455.1600000000
        PA
        USD
        1896635.0100000000
        0.1246837891
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Fixed
          3.446000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA 2.82 11/19/2025
        09659W2J2
        
          
          
          
        
        4455000.0000000000
        PA
        USD
        4260839.1200000000
        0.2801053251
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2025-11-19
          Variable
          2.819000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA 2.22 06/09/2026
        09659W2L7
        
          
          
          
        
        3600000.0000000000
        PA
        USD
        3328377.5500000000
        0.2188057914
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2026-06-09
          Variable
          2.219000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The 1.43 02/04/2024
        097023DE2
        
          
          
          
        
        4390000.0000000000
        PA
        USD
        4197007.7400000000
        0.2759090837
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-04
          Floating
          1.433000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trust 2021-NQM2
        N/A
        BRAVO Residential Funding Trust 2021-NQM2 2.29
        10569EAD3
        
          
          
        
        3475000.0000000000
        PA
        USD
        3150164.3000000000
        0.2070901460
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-03-25
          Variable
          2.289000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP 3.65 06/15/2024
        11120VAF0
        
          
          
          
        
        5200000.0000000000
        PA
        USD
        5128769.1000000000
        0.3371625860
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp / Broadcom Cayman Finance Ltd
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd 3.88 01/15/2027
        11134LAH2
        
          
          
          
        
        1680000.0000000000
        PA
        USD
        1617983.8100000000
        0.1063654056
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Floating
          3.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brunswick Corp/DE
        YM4O38W15AX4YLLQKU27
        Brunswick Corp/DE 0.85 08/18/2024
        117043AS8
        
          
          
          
        
        4000000.0000000000
        PA
        USD
        3699701.1200000000
        0.2432164078
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-18
          Fixed
          0.850000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunker Hill Loan Depositary Trust 2019-2
        N/A
        Bunker Hill Loan Depositary Trust 2019-2 3.08
        12061RAB7
        
          
          
        
        813438.6700000000
        PA
        USD
        804193.3700000000
        0.0528672496
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-07-25
          Floating
          3.083000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT 2020-FL2 LTD
        N/A
        BXMT 2020-FL2 LTD 3.54
        12434LAJ3
        
          
          
        
        3995000.0000000000
        PA
        USD
        3756925.1700000000
        0.2469782868
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-02-15
          Variable
          3.541870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        635400BTAKRBKGRV3X14
        CIFC Funding 2017-V Ltd 2.89
        12551MAE9
        
          
          
        
        3000000.0000000000
        PA
        USD
        2861476.5000000000
        0.1881119617
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-11-16
          Variable
          2.894290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First-Citizens Bank & Trust Co
        L9VVX1KT5TFTKS0MLF66
        First-Citizens Bank & Trust Co 3.93 06/19/2024
        125581HA9
        
          
          
          
        
        785000.0000000000
        PA
        USD
        780261.6700000000
        0.0512939922
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-19
          Variable
          3.929000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clsec Holdings 22t LLC
        N/A
        Clsec Holdings 22t LLC 6.17
        12567UAC7
        
          
          
        
        6358333.8500000000
        PA
        USD
        5437307.5700000000
        0.3574457429
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-05-11
          Fixed
          6.171000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC 3.95 05/23/2025
        12592BAN4
        
          
          
          
        
        4543000.0000000000
        PA
        USD
        4499823.9200000000
        0.2958160603
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-23
          Fixed
          3.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2020-AFC1 Trust
        N/A
        CSMC 2020-AFC1 Trust 2.51
        12597MAC9
        
          
          
        
        827478.9300000000
        PA
        USD
        791323.2300000000
        0.0520211734
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-02-25
          Variable
          2.514000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4 3.47
        12653VAJ5
        
          
          
          
        
        3703000.0000000000
        PA
        USD
        3560443.0200000000
        0.2340616535
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-05-15
          Variable
          3.474000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSL Finance PLC
        2549007CCNBNAF4HBC02
        CSL Finance PLC 3.85 04/27/2027
        12661PAA7
        
          
          
          
        
        2500000.0000000000
        PA
        USD
        2478469.3300000000
        0.1629332716
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-04-27
          Fixed
          3.850000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2021-NQM6
        N/A
        CSMC 2021-NQM6 1.59
        12662KAC3
        
          
          
        
        3486295.2000000000
        PA
        USD
        2894668.1200000000
        0.1902939613
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-07-25
          Variable
          1.585000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHL Mortgage Pass-Through Trust 2005-17
        N/A
        CHL Mortgage Pass-Through Trust 2005-17 5.50
        12669G5X5
        
          
          
        
        832.5000000000
        PA
        USD
        773.3600000000
        0.0000508403
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-09-25
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce 3.30 04/07/2025
        13607HR46
        
          
          
          
        
        3830000.0000000000
        PA
        USD
        3761176.0500000000
        0.2472577374
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-07
          Fixed
          3.300000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cantor Fitzgerald LP
        549300RLUEEVQEMX0450
        Cantor Fitzgerald LP 4.50 04/14/2027
        138616AK3
        
          
          
          
        
        4619000.0000000000
        PA
        USD
        4443374.8100000000
        0.2921051255
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-14
          Fixed
          4.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp 4.17 05/09/2025
        14040HCQ6
        
          
          
          
        
        4940000.0000000000
        PA
        USD
        4870894.5900000000
        0.3202100512
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-09
          Variable
          4.166000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care LP
        549300OVKLRFSIQG0H81
        Sabra Health Care LP 5.13 08/15/2026
        14162VAB2
        
          
          
          
        
        4200000.0000000000
        PA
        USD
        4092638.9300000000
        0.2690479330
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          5.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Group Inc/The
        549300CVBX8ZUYQV3Q10
        Carlyle Global Market Strategies CLO 2013-1 Ltd 3.61
        14310BAW1
        
          
          
        
        2150000.0000000000
        PA
        USD
        2073289.2900000000
        0.1362969486
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-08-14
          Variable
          3.611290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Castlelake Aircraft Structured Trust 2017-1R
        N/A
        Castlelake Aircraft Structured Trust 2017-1R 2.74
        14856JAA2
        
          
          
        
        2735410.1200000000
        PA
        USD
        2458968.4800000000
        0.1616512959
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2041-08-15
          Fixed
          2.741000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corp
        EDBQKYOPJUCJKLOJDE72
        Caterpillar Financial Services Corp 3.40 05/13/2025
        14913R2V8
        
          
          
          
        
        5580000.0000000000
        PA
        USD
        5573157.8600000000
        0.3663764696
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-13
          Fixed
          3.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp 4.25 12/15/2027
        15135BAR2
        
          
          
          
        
        8370000.0000000000
        PA
        USD
        7839090.9000000000
        0.5153377171
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          4.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Resources Corp
        2JADVB0458J06WCD4N56
        CenterPoint Energy Resources Corp 0.70 03/02/2023
        15189WAM2
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4897760.5000000000
        0.3219762020
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-02
          Fixed
          0.700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus Onshore CLO LLC
        N/A
        Cerberus Loan Funding XXXVI LP 2.44
        15674UAA4
        
          
          
        
        2590242.8600000000
        PA
        USD
        2578331.8900000000
        0.1694981838
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-11-22
          Variable
          2.444290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC
        549300GHXFJ3EKF50583
        CHANGE HEALTHCARE HLDGS INC TERM LOAN B
        15911AAC7
        
          
          
        
        8459468.4300000000
        PA
        USD
        8255426.0500000000
        0.5427073711
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Variable
          4.297600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cintas Corp No 2
        549300QVUQTTKMTE0G41
        Cintas Corp No 2 3.45 05/01/2025
        17252MAP5
        
          
          
          
        
        1555000.0000000000
        PA
        USD
        1551208.1500000000
        0.1019756088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          3.450000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc 3.11 04/08/2026
        172967MQ1
        
          
          
          
        
        2700000.0000000000
        PA
        USD
        2595244.9700000000
        0.1706100408
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-08
          Variable
          3.106000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc 4.14 05/24/2025
        172967NQ0
        
          
          
          
        
        1080000.0000000000
        PA
        USD
        1076553.0800000000
        0.0707720339
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-24
          Variable
          4.140000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc 2.33
        17307GLC0
        
          
          
        
        358796.5000000000
        PA
        USD
        352966.7400000000
        0.0232038480
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-08-25
          Variable
          2.328955000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc 2.01 01/25/2026
        17327CAN3
        
          
          
          
        
        1956000.0000000000
        PA
        USD
        1834665.8400000000
        0.1206099684
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-25
          Variable
          2.014000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO Global Funding
        6354008GTNR4833ULD48
        CNO Global Funding 1.65 01/06/2025
        18977W2B5
        
          
          
          
        
        1808000.0000000000
        PA
        USD
        1707044.5700000000
        0.1122202131
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-06
          Fixed
          1.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coinbase Global Inc
        5493004G3J2SC154DU06
        Coinbase Global Inc 3.38 10/01/2028
        19260QAC1
        
          
          
          
        
        153000.0000000000
        PA
        USD
        96741.9000000000
        0.0063597617
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-01
          Fixed
          3.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        Conagra Brands Inc 0.50 08/11/2023
        205887CG5
        
          
          
          
        
        3000000.0000000000
        PA
        USD
        2892943.7100000000
        0.1901805995
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-11
          Fixed
          0.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBWF 2018-GLKS Mortgage Trust
        N/A
        DBWF 2018-GLKS Mortgage Trust 2.63
        23307GAA4
        
          
          
        
        4189000.0000000000
        PA
        USD
        4070720.2300000000
        0.2676070092
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-12-19
          Variable
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co 2.25 11/01/2022
        233331BE6
        
          
          
          
        
        1500000.0000000000
        PA
        USD
        1497129.6200000000
        0.0984205146
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          2.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE Funding LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC 2.63 03/20/2025
        23371DAF1
        
          
          
          
        
        3925000.0000000000
        PA
        USD
        3655431.0000000000
        0.2403061134
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2025-03-20
          Fixed
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE Funding LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC 1.55 08/01/2024
        23371DAJ3
        
          
          
          
        
        4478000.0000000000
        PA
        USD
        4197731.2500000000
        0.2759566469
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.550000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Finance North America LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC 0.75 03/01/2024
        233851EB6
        
          
          
          
        
        5500000.0000000000
        PA
        USD
        5229336.0400000000
        0.3437738038
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          0.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust 2021-3
        N/A
        Deephaven Residential Mortgage Trust 2021-3 1.55
        24381VAC4
        
          
          
        
        3877710.3300000000
        PA
        USD
        3523370.5900000000
        0.2316245314
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-08-25
          Variable
          1.554000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Capital Corp
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp 3.40 06/06/2025
        24422EWF2
        
          
          
          
        
        4660000.0000000000
        PA
        USD
        4643610.7300000000
        0.3052685296
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-06
          Fixed
          3.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC / EMC Corp
        N/A
        Dell International LLC / EMC Corp 6.02 06/15/2026
        24703TAD8
        
          
          
          
        
        2285000.0000000000
        PA
        USD
        2375936.7600000000
        0.1561928343
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Floating
          6.020000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG 4.30 05/24/2028
        251525AM3
        
          
          
          
        
        4500000.0000000000
        PA
        USD
        4035857.4000000000
        0.2653151450
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2028-05-24
          Variable
          4.296000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG/New York NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY 2.31 11/16/2027
        251526CP2
        
          
          
          
        
        2927000.0000000000
        PA
        USD
        2528190.9500000000
        0.1662019447
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-16
          Variable
          2.311000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Issuer
        N/A
        Diamond Issuer 3.79
        25267TAS0
        
          
          
        
        8825000.0000000000
        PA
        USD
        7516906.4300000000
        0.4941574793
        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
        
          
          
        
        1809050.0000000000
        PA
        USD
        1670739.0800000000
        0.1098335093
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-08-02
          Variable
          6.797600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        Discover Bank 4.68 08/09/2028
        25466AAN1
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4862820.9000000000
        0.3196792910
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-09
          Variable
          4.682000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB Bank ASA 2.97 03/28/2025
        25601B2D6
        
          
          
          
        
        3265000.0000000000
        PA
        USD
        3197111.7000000000
        0.2101764434
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2025-03-28
          Variable
          2.968000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Domino's Pizza Master Issuer LLC
        N/A
        Domino's Pizza Master Issuer LLC 4.47
        25755TAE0
        
          
          
          
        
        2598750.0000000000
        PA
        USD
        2589269.7600000000
        0.1702172336
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-25
          Fixed
          4.474000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties 4.75 12/15/2026
        26884UAC3
        
          
          
          
        
        6165000.0000000000
        PA
        USD
        5798175.9700000000
        0.3811690419
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Vance CDO Ltd
        5493008YP5U5LTXAO749
        Eaton Vance Clo 2015-1 Ltd 2.96
        27830KAY0
        
          
          
          
        
        11000000.0000000000
        PA
        USD
        10417440.0000000000
        0.6848370323
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-01-20
          Variable
          2.962710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emera US Finance LP
        N/A
        Emera US Finance LP 0.83 06/15/2024
        29103DAS5
        
          
          
          
        
        6000000.0000000000
        PA
        USD
        5606529.4800000000
        0.3685703023
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          0.833000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc 0.87 02/16/2024
        29250NBM6
        
          
          
          
        
        5500000.0000000000
        PA
        USD
        5434606.2100000000
        0.3572681569
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-02-16
          Variable
          0.874610000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP 4.25 03/15/2023
        29278NAL7
        
          
          
          
        
        5552000.0000000000
        PA
        USD
        5550680.1200000000
        0.3648987948
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        Entergy Louisiana LLC 0.62 11/17/2023
        29364WBF4
        
          
          
          
        
        3023000.0000000000
        PA
        USD
        2913700.1100000000
        0.1915451144
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-17
          Fixed
          0.620000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equitable Financial Life Global Funding
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding 1.30 07/12/2026
        29449W7M3
        
          
          
          
        
        4490000.0000000000
        PA
        USD
        3982750.3300000000
        0.2618239142
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.300000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNB Corp/PA
        PCYSKIGYNYFDTBLVZU83
        FNB Corp/PA 2.20 02/24/2023
        30260NAA9
        
          
          
          
        
        530000.0000000000
        PA
        USD
        524188.7700000000
        0.0344598943
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-24
          Fixed
          2.200000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Connecticut Avenue
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities 6.02
        30711XAD6
        
          
          
          
        
        4950439.4100000000
        PA
        USD
        5065562.8700000000
        0.3330074416
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-01-25
          Variable
          6.023569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Connecticut Avenue
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities 4.22
        30711XAH7
        
          
          
          
        
        463537.4200000000
        PA
        USD
        463788.1500000000
        0.0304891893
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-05-25
          Variable
          4.223570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Connecticut Avenue
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities 5.17
        30711XEP5
        
          
          
          
        
        823381.4700000000
        PA
        USD
        841614.1000000000
        0.0553272687
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-07-25
          Variable
          5.173570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Connecticut Avenue
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities 2.62
        30711XVK7
        
          
          
        
        2291673.8400000000
        PA
        USD
        2265130.0700000000
        0.1489084607
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-05-25
          Variable
          2.623570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool 2.39
        3128QLQ61
        
          
          
        
        129876.1800000000
        PA
        USD
        134140.2900000000
        0.0088183122
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-09-01
          Variable
          2.390000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool 2.31
        31300L3K9
        
          
          
        
        66233.0500000000
        PA
        USD
        68358.5200000000
        0.0044938532
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-07-01
          Variable
          2.307000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool 2.69
        31300LWG6
        
          
          
        
        17855.0800000000
        PA
        USD
        18341.6900000000
        0.0012057731
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-07-01
          Variable
          2.692000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Non Gold Pool
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool 1.90
        31326FDH8
        
          
          
        
        64365.1400000000
        PA
        USD
        64991.0700000000
        0.0042724788
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-12-01
          Variable
          1.900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS 4.00
        3136ATJJ4
        
          
          
        
        11157728.9300000000
        PA
        USD
        2134311.7600000000
        0.1403085337
        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
        
          
          
        
        8192462.3200000000
        PA
        USD
        1588871.5400000000
        0.1044515802
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-02-25
          Fixed
          6.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STACR Trust 2018-HRP1
        549300D2VO9JVX6KU482
        STACR Trust 2018-HRP1 3.27
        3137G0VC0
        
          
          
          
        
        681478.2700000000
        PA
        USD
        676440.7100000000
        0.0444688569
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-04-25
          Variable
          3.273570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS 1.92
        31395NSC2
        
          
          
        
        369158.9700000000
        PA
        USD
        366800.1500000000
        0.0241132491
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-07-25
          Variable
          1.923570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Interest Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip 4.00
        31395QSM3
        
          
          
        
        3751152.3400000000
        PA
        USD
        564590.6300000000
        0.0371158914
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-07-25
          Fixed
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae REMICS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS 2.44
        31397NXK6
        
          
          
        
        366282.3200000000
        PA
        USD
        372736.0700000000
        0.0245034734
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-03-25
          Variable
          2.443570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool 3.25
        31407GYE2
        
          
          
        
        87318.4000000000
        PA
        USD
        89752.8400000000
        0.0059003045
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-06-01
          Variable
          3.248000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool 3.29
        31407GYH5
        
          
          
        
        40616.3700000000
        PA
        USD
        41758.7600000000
        0.0027451989
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-06-01
          Variable
          3.286000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae Pool
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool 3.50
        3140JN4K3
        
          
          
        
        103087.9100000000
        PA
        USD
        102917.7500000000
        0.0067657588
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2034-03-01
          Fixed
          3.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp 4.06 04/25/2028
        316773DE7
        
          
          
          
        
        1216000.0000000000
        PA
        USD
        1186716.3500000000
        0.0780141093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-25
          Variable
          4.055000000000001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstKey Homes 2020-SFR2 Trust
        N/A
        FirstKey Homes 2020-SFR2 Trust 1.67
        33767JAE2
        
          
          
        
        2300000.0000000000
        PA
        USD
        2100280.6500000000
        0.1380713464
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-10-19
          Fixed
          1.667000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstKey Homes 2020-SFR2 Trust
        N/A
        FirstKey Homes 2020-SFR2 Trust 2.67
        33767JAJ1
        
          
          
        
        3100000.0000000000
        PA
        USD
        2837104.5000000000
        0.1865097592
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-10-19
          Fixed
          2.668000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstKey Homes 2021-SFR1 Trust
        N/A
        FirstKey Homes 2021-SFR1 Trust 3.24
        33767WAN3
        
          
          
        
        4300000.0000000000
        PA
        USD
        3759209.2100000000
        0.2471284384
        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
        
          
          
        
        2248294.8000000000
        PA
        USD
        1971955.0900000000
        0.1296352915
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-03-25
          Variable
          4.229029000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flexential Issuer 2021-1
        N/A
        Flexential Issuer 2021-1 3.25
        33938MAA7
        
          
          
        
        7650000.0000000000
        PA
        USD
        7010992.4400000000
        0.4608989594
        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 3.38 11/13/2025
        345397B28
        
          
          
          
        
        1000000.0000000000
        PA
        USD
        903620.0000000000
        0.0594035040
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-13
          Fixed
          3.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC 2.30 02/10/2025
        345397B85
        
          
          
          
        
        5500000.0000000000
        PA
        USD
        4950522.5000000000
        0.3254447481
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-10
          Fixed
          2.300000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR REMIC Trust 2021-DNA6
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3 1.78
        35564KJG5
        
          
          
        
        7006548.4100000000
        PA
        USD
        6770364.6700000000
        0.4450802162
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2041-09-25
          Variable
          1.775660000000000
          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
        
          
          
        
        3715781.6900000000
        PA
        USD
        3659671.5300000000
        0.2405848836
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2042-04-25
          Variable
          2.925660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR Trust 2019-DNA2
        549300Y6KOVOWQ8OJC33
        Freddie Mac STACR Trust 2019-DNA2 5.97
        35564LBD8
        
          
          
        
        5000000.0000000000
        PA
        USD
        4871540.0000000000
        0.3202524801
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-03-25
          Variable
          5.973570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR Trust 2019-DNA3
        549300KB1O80CETXGJ21
        Freddie Mac STACR Trust 2019-DNA3 3.67
        35564TAH3
        
          
          
          
        
        2120007.4500000000
        PA
        USD
        2109908.7900000000
        0.1387042953
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-07-25
          Variable
          3.673570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR 2019-HQA3
        N/A
        Freddie Mac STACR 2019-HQA3 3.47
        35564XAH4
        
          
          
        
        2482291.8900000000
        PA
        USD
        2444185.7300000000
        0.1606794857
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-09-25
          Variable
          3.473570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR REMIC Trust 2020-HQA3
        N/A
        Freddie Mac STACR REMIC Trust 2020-HQA3 5.22
        35565MAH7
        
          
          
          
        
        1648534.0700000000
        PA
        USD
        1647739.4800000000
        0.1083215277
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-07-25
          Variable
          5.223570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac STACR REMIC Trust 2020-HQA4
        N/A
        Freddie Mac STACR REMIC Trust 2020-HQA4 4.77
        35565RAH6
        
          
          
          
        
        282091.0800000000
        PA
        USD
        281780.8600000000
        0.0185241257
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-09-25
          Variable
          4.773569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Mortgage Corp
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp 8.25 04/15/2025
        35640YAB3
        
          
          
          
        
        7466000.0000000000
        PA
        USD
        6294514.6400000000
        0.4137980853
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          8.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA Global Funding Trust
        54930029I8ROQ4OROZ88
        GA Global Funding Trust 0.80 09/13/2024
        36143L2C8
        
          
          
          
        
        3200000.0000000000
        PA
        USD
        2934178.8500000000
        0.1928913760
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-13
          Fixed
          0.800000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT 2021-CM2 Trust
        N/A
        GCAT 2021-CM2 Trust 2.35
        36167AAA8
        
          
          
        
        5346059.5700000000
        PA
        USD
        5144221.2300000000
        0.3381784009
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-08-25
          Variable
          2.352000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc
        549300K23JPL0SS3LB18
        7-Eleven Inc 0.80 02/10/2024
        817826AB6
        
          
          
          
        
        6000000.0000000000
        PA
        USD
        5689586.5800000000
        0.3740304325
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-10
          Fixed
          0.800000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Timeshare 2019-2 Receivables Funding LLC
        N/A
        Sierra Timeshare 2019-2 Receivables Funding LLC 4.54
        82652MAD2
        
          
          
          
        
        242511.2600000000
        PA
        USD
        234336.2300000000
        0.0154051406
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-05-20
          Fixed
          4.540000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Timeshare 2019-3 Receivables Funding LLC
        N/A
        Sierra Timeshare 2019-3 Receivables Funding LLC 4.18
        82652NAD0
        
          
          
        
        300837.1900000000
        PA
        USD
        288139.3900000000
        0.0189421321
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-08-20
          Fixed
          4.180000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Timeshare 2021-1 Receivables Funding LLC
        N/A
        Sierra Timeshare 2021-1 Receivables Funding LLC 3.17
        82652QAD3
        
          
          
        
        964162.2700000000
        PA
        USD
        900403.5700000000
        0.0591920576
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-11-20
          Fixed
          3.170000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Timeshare 2018-3 Receivables Funding LLC
        N/A
        Sierra Timeshare 2018-3 Receivables Funding LLC 4.17
        82653GAC6
        
          
          
        
        388353.1600000000
        PA
        USD
        381540.6700000000
        0.0250822832
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-09-20
          Fixed
          4.170000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB 3.70 06/09/2025
        830505AX1
        
          
          
          
        
        2322000.0000000000
        PA
        USD
        2298791.8000000000
        0.1511213651
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2025-06-09
          Fixed
          3.700000000000000
          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
        
          
          
          
        
        3240000.0000000000
        PA
        USD
        3151259.5800000000
        0.2071621491
        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 1.79 06/09/2027
        83368RBC5
        
          
          
          
        
        3820000.0000000000
        PA
        USD
        3338726.7200000000
        0.2194861404
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2027-06-09
          Variable
          1.792000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA 2.23 01/21/2026
        83368RBG6
        
          
          
          
        
        4530000.0000000000
        PA
        USD
        4226237.1400000000
        0.2778306091
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2026-01-21
          Variable
          2.226000000000000
          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
        
          
          
        
        5814147.2700000000
        PA
        USD
        5166093.1100000000
        0.3396162468
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-10-15
          Fixed
          3.432000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp
        5493008I795YYBFWFU90
        OneMain Finance Corp 8.25 10/01/2023
        85172FAF6
        
          
          
          
        
        4005000.0000000000
        PA
        USD
        4023616.6400000000
        0.2645104439
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-01
          Fixed
          8.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp
        549300ZTTY7CXOLJ6539
        Sprint Corp 7.13 06/15/2024
        85207UAH8
        
          
          
          
        
        3975000.0000000000
        PA
        USD
        4091666.2500000000
        0.2689839895
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          7.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stack Infrastructure Issuer LLC
        N/A
        Stack Infrastructure Issuer LLC 4.54
        85236KAA0
        
          
          
        
        7753633.1900000000
        PA
        USD
        7697583.7300000000
        0.5060351101
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2044-02-25
          Fixed
          4.540000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Start Ltd/Bermuda
        549300VIQYFIDJQCKZ43
        Start Ltd/Bermuda 4.09
        85572RAA7
        
          
          
          
        
        7175767.4800000000
        PA
        USD
        6301819.9900000000
        0.4142783352
        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
        
          
          
          
        
        3439191.1700000000
        PA
        USD
        3154445.7400000000
        0.2073716056
        Long
        ABS-MBS
        CORP
        GB
        
        N
        
        2
        
          2044-03-15
          Fixed
          4.089000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stratus CLO LTD
        254900QVXP4GJ625LF86
        Stratus CLO 2021-2 Ltd 2.96
        86315TAE5
        
          
          
        
        5175000.0000000000
        PA
        USD
        4888918.2400000000
        0.3213949165
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-12-28
          Variable
          2.962710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mortgage Loan Trust
        N/A
        Structured Adjustable Rate Mortgage Loan Trust 2.89
        86359BWE7
        
          
          
        
        37010.5100000000
        PA
        USD
        36381.9600000000
        0.0023917309
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-07-25
          Variable
          2.886937000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        Swedbank AB 3.36 04/04/2025
        87020PAQ0
        
          
          
          
        
        422000.0000000000
        PA
        USD
        414916.7300000000
        0.0272764078
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2025-04-04
          Fixed
          3.356000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCI-Symphony CLO Ltd
        5493005WLG3H3B8NI222
        TCI-Symphony CLO 2016-1 Ltd 3.17
        87229WAU5
        
          
          
        
        3000000.0000000000
        PA
        USD
        2864562.9000000000
        0.1883148600
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2032-10-13
          Variable
          3.171430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCI-Symphony CLO Ltd
        N/A
        TCI-Symphony CLO 2017-1 Ltd 2.84
        87232BAK8
        
          
          
        
        6125000.0000000000
        PA
        USD
        5829695.3800000000
        0.3832411114
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Variable
          2.844290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCP Whitney Ltd
        549300HQR4ENRKHLM113
        TCP Whitney CLO Ltd 3.38
        87240PAL5
        
          
          
        
        8400000.0000000000
        PA
        USD
        8063423.7600000000
        0.5300852414
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-08-20
          Variable
          3.378000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO Ltd
        N/A
        TICP CLO I-2 LTD 4.25
        87248VAJ9
        
          
          
        
        1500000.0000000000
        PA
        USD
        1466061.4500000000
        0.0963781095
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-04-26
          Variable
          4.253710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc 4.75 02/01/2028
        87264AAV7
        
          
          
          
        
        2255000.0000000000
        PA
        USD
        2190281.5000000000
        0.1439879550
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc 2.63 04/15/2026
        87264ABU8
        
          
          
          
        
        3963000.0000000000
        PA
        USD
        3603833.3100000000
        0.2369141083
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRTX 2019-FL3 Issuer Ltd
        N/A
        TRTX 2019-FL3 Issuer Ltd 2.74
        87276VAA3
        
          
          
        
        2326324.6800000000
        PA
        USD
        2319225.4300000000
        0.1524646612
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-10-15
          Variable
          2.741870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software Inc
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc 3.55 04/14/2025
        874054AF6
        
          
          
          
        
        2430000.0000000000
        PA
        USD
        2392462.0900000000
        0.1572792008
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-14
          Fixed
          3.550000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telecom Italia SpA/Milano
        549300W384M3RI3VXU42
        Telecom Italia SpA/Milano 5.30 05/30/2024
        87927YAA0
        
          
          
          
        
        4225000.0000000000
        PA
        USD
        4070280.5000000000
        0.2675781015
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2024-05-30
          Fixed
          5.303000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teledyne Technologies Inc
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc 0.95 04/01/2024
        879360AB1
        
          
          
          
        
        5250000.0000000000
        PA
        USD
        4967813.3900000000
        0.3265814422
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          0.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc 1.22 10/18/2024
        883556CS9
        
          
          
          
        
        5250000.0000000000
        PA
        USD
        4979582.6900000000
        0.3273551498
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-18
          Fixed
          1.215000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The 3.77 06/06/2025
        89115A2A9
        
          
          
          
        
        3055000.0000000000
        PA
        USD
        3041874.1900000000
        0.1999712110
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-06-06
          Fixed
          3.766000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toronto-Dominion Bank/The
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The 4.11 06/08/2027
        89115A2C5
        
          
          
          
        
        2325000.0000000000
        PA
        USD
        2301061.7800000000
        0.1512705924
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-06-08
          Fixed
          4.108000000000001
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        Global Payments Inc 3.75 06/01/2023
        891906AB5
        
          
          
          
        
        689000.0000000000
        PA
        USD
        684284.3900000000
        0.0449844963
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          3.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp 2.50 03/22/2024
        89236TJX4
        
          
          
          
        
        2821000.0000000000
        PA
        USD
        2780060.2400000000
        0.1827596995
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-22
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp 3.95 06/30/2025
        89236TKC8
        
          
          
          
        
        3000000.0000000000
        PA
        USD
        3013747.9800000000
        0.1981222088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-30
          Fixed
          3.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traingle Re 2021-1 Ltd
        N/A
        Traingle Re 2021-1 Ltd 5.02
        89600FAC7
        
          
          
        
        4759045.1600000000
        PA
        USD
        4756609.4800000000
        0.3126970081
        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
        
          
          
        
        4000000.0000000000
        PA
        USD
        3959588.4000000000
        0.2603012610
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-08-25
          Variable
          5.523569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traingle Re 2020-1 Ltd
        N/A
        Traingle Re 2020-1 Ltd 6.12
        89600MAC2
        
          
          
        
        1077591.0500000000
        PA
        USD
        1079737.6100000000
        0.0709813832
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Variable
          6.123570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traingle Re 2020-1 Ltd
        N/A
        Traingle Re 2020-1 Ltd 7.22
        89600MAD0
        
          
          
        
        2200000.0000000000
        PA
        USD
        2234718.6400000000
        0.1469092293
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Variable
          7.223570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes 2020-SFR1
        N/A
        Tricon American Homes 2020-SFR1 2.25
        89613GAC0
        
          
          
        
        4000000.0000000000
        PA
        USD
        3677426.0000000000
        0.2417520531
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-07-17
          Fixed
          2.249000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes 2020-SFR2 Trust
        N/A
        Tricon American Homes 2020-SFR2 Trust 2.03
        89613JAE0
        
          
          
        
        1800000.0000000000
        PA
        USD
        1570293.5400000000
        0.1032302723
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-11-17
          Fixed
          2.032000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG 4.49 05/12/2026
        902613AM0
        
          
          
          
        
        2186000.0000000000
        PA
        USD
        2180657.3500000000
        0.1433552685
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2026-05-12
          Variable
          4.488000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA 2.57 09/22/2026
        904678AU3
        
          
          
          
        
        4455000.0000000000
        PA
        USD
        3990008.1700000000
        0.2623010407
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2026-09-22
          Variable
          2.569000000000000
          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
        
          
          
          
        
        4150000.0000000000
        PA
        USD
        3947079.1100000000
        0.2594789069
        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
        
          
          
        
        6380400.5000000000
        PA
        USD
        6165061.9800000000
        0.4052879354
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-10-22
          Variable
          4.782100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Inflation Indexed Bonds
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds 0.38 07/15/2025
        912828XL9
        
          
          
          
        
        13410430.0000000000
        PA
        USD
        13548805.9200000000
        0.8906913826
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          0.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 2.75 06/30/2025
        912828XZ8
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        1984921.8800000000
        0.1304877215
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-06-30
          Fixed
          2.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 1.50 09/30/2024
        912828YH7
        
          
          
          
        
        26000000.0000000000
        PA
        USD
        25155000.0000000000
        1.6536764835
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-09-30
          Fixed
          1.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.25 06/15/2023
        912828ZU7
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        1949232.4200000000
        0.1281415152
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          0.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.13 08/15/2023
        91282CAF8
        
          
          
          
        
        3000000.0000000000
        PA
        USD
        2906601.5700000000
        0.1910784601
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          0.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Inflation Indexed Bonds
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds 0.13 10/15/2025
        91282CAQ4
        
          
          
          
        
        27855750.0000000000
        PA
        USD
        27843124.9400000000
        1.8303924047
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          0.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.13 01/15/2024
        91282CBE0
        
          
          
          
        
        25000000.0000000000
        PA
        USD
        23935547.0000000000
        1.5735102840
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.38 07/15/2024
        91282CCL3
        
          
          
          
        
        20000000.0000000000
        PA
        USD
        18972265.6000000000
        1.2472267725
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          0.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.38 09/15/2024
        91282CCX7
        
          
          
          
        
        30000000.0000000000
        PA
        USD
        28319531.4000000000
        1.8617111151
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          0.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Inflation Indexed Bonds
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds 0.13 10/15/2026
        91282CDC2
        
          
          
          
        
        6348060.0000000000
        PA
        USD
        6292888.6900000000
        0.4136911962
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          0.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 0.50 11/30/2023
        91282CDM0
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4830859.4000000000
        0.3175781588
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-30
          Fixed
          0.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 1.13 01/15/2025
        91282CDS7
        
          
          
          
        
        49000000.0000000000
        PA
        USD
        46737577.8800000000
        3.0725038138
        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
        
          
          
          
        
        35000000.0000000000
        PA
        USD
        33873437.5000000000
        2.2268219841
        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
        
          
          
          
        
        95000000.0000000000
        PA
        USD
        91322460.7000000000
        6.0034905855
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          1.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 1.50 02/29/2024
        91282CEA5
        
          
          
          
        
        20000000.0000000000
        PA
        USD
        19530468.8000000000
        1.2839227576
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-02-29
          Fixed
          1.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 2.25 03/31/2024
        91282CEG2
        
          
          
          
        
        20000000.0000000000
        PA
        USD
        19750781.2000000000
        1.2984059790
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-03-31
          Fixed
          2.250000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 2.63 04/15/2025
        91282CEH0
        
          
          
          
        
        40000000.0000000000
        PA
        USD
        39570312.4000000000
        2.6013315469
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Inflation Indexed Bonds
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds 0.13 04/15/2027
        91282CEJ6
        
          
          
          
        
        2559875.0000000000
        PA
        USD
        2521578.7600000000
        0.1657672628
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          0.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Note/Bond - When Issued
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 2.75 05/15/2025
        91282CEQ0
        
          
          
          
        
        11000000.0000000000
        PA
        USD
        10916640.6800000000
        0.7176542227
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          2.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. TREASURY
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond 2.75 06/15/2025
        91282CEU1
        
          
          
          
        
        4000000.0000000000
        PA
        USD
        3984375.0000000000
        0.2619307191
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-06-15
          Fixed
          2.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Universal Health Services Inc
        549300YGMGQDO0NMJD09
        Universal Health Services Inc 1.65 09/01/2026
        913903AX8
        
          
          
          
        
        4387000.0000000000
        PA
        USD
        3807948.8100000000
        0.2503325541
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-01
          Fixed
          1.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VSE 2018-A Voi Mortgage LLC
        549300E4XED7XGXU7L27
        VSE 2018-A Voi Mortgage LLC 3.72
        918286AB1
        
          
          
        
        242568.6600000000
        PA
        USD
        237667.3200000000
        0.0156241247
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-02-20
          Fixed
          3.720000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust 2020-1
        N/A
        Verus Securitization Trust 2020-1 2.72
        92536PAE4
        
          
          
        
        3904146.1800000000
        PA
        USD
        3834754.2800000000
        0.2520947316
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2060-01-25
          Variable
          2.724000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust 2019-INV2
        N/A
        Verus Securitization Trust 2019-INV2 2.91
        92537HAA9
        
          
          
        
        387985.9700000000
        PA
        USD
        387506.7300000000
        0.0254744888
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2059-07-25
          Variable
          2.913000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust 2019-INV3
        N/A
        Verus Securitization Trust 2019-INV3 3.10
        92537MAE0
        
          
          
        
        5634550.8100000000
        PA
        USD
        5503339.5900000000
        0.3617866532
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2059-11-25
          Variable
          3.100000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paramount Global
        5KYC8KF17ROCY24M3H09
        Paramount Global 4.75 05/15/2025
        92556HAA5
        
          
          
          
        
        1330000.0000000000
        PA
        USD
        1343740.1200000000
        0.0883367695
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          4.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc 1.65 06/22/2025
        92556VAB2
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4531380.2500000000
        0.2978905568
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-22
          Fixed
          1.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vibrant CLO Ltd
        5493007DQ2IM8HOLV582
        Vibrant Clo VII Ltd 3.46
        92558BAE8
        
          
          
        
        2000000.0000000000
        PA
        USD
        1916238.2000000000
        0.1259724925
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Variable
          3.462710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        254900X4QE7SGKQLLN38
        VICI Properties LP 4.38 05/15/2025
        925650AA1
        
          
          
          
        
        7000000.0000000000
        PA
        USD
        6847848.5600000000
        0.4501739665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          4.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust 2004-5
        N/A
        GSR Mortgage Loan Trust 2004-5 2.78
        36228FW93
        
          
          
        
        40551.8300000000
        PA
        USD
        38460.1600000000
        0.0025283507
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-05-25
          Variable
          2.780832000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust 2005-AR1
        N/A
        GSR Mortgage Loan Trust 2005-AR1 2.74
        36242DUN1
        
          
          
        
        32140.9200000000
        PA
        USD
        31682.7300000000
        0.0020828060
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-01-25
          Variable
          2.740252000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK Consumer Healthcare Capital UK PLC
        5493004B26DRJNN0OV17
        GSK Consumer Healthcare Capital UK PLC 3.13 03/24/2025
        36264NAA2
        
          
          
          
        
        3236000.0000000000
        PA
        USD
        3155504.3400000000
        0.2074411974
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-24
          Fixed
          3.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc 3.70 05/09/2023
        37045XBK1
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        5000514.1000000000
        0.3287311697
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-09
          Fixed
          3.700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc 1.05 03/08/2024
        37045XDG8
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4743093.7000000000
        0.3118084878
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-08
          Fixed
          1.050000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co Inc
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc 1.20 10/15/2024
        37045XDM5
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4653654.2500000000
        0.3059287854
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          1.200000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Georgia-Pacific LLC
        L2EVHWFHVAQK72TMH265
        Georgia-Pacific LLC 0.63 05/15/2024
        37331NAM3
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4702349.4000000000
        0.3091299789
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          0.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global SC Finance VII Srl
        N/A
        Global SC Finance VII Srl 2.17
        37959PAA5
        
          
          
        
        3579883.1600000000
        PA
        USD
        3281752.2800000000
        0.2157406707
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2040-10-17
          Fixed
          2.170000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global SC Finance VII Srl
        549300JZYOMTAKV6RT73
        Global SC Finance VII Srl 1.95
        37959PAG2
        
          
          
        
        2867223.0000000000
        PA
        USD
        2561355.9700000000
        0.1683821957
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2041-08-17
          Fixed
          1.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The 1.95 10/21/2027
        38141GYM0
        
          
          
          
        
        1118000.0000000000
        PA
        USD
        990212.9900000000
        0.0650960817
        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 1.76 01/24/2025
        38141GZH0
        
          
          
          
        
        12430000.0000000000
        PA
        USD
        11958577.4600000000
        0.7861505992
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-24
          Variable
          1.757000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group Inc/The
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The 4.39 06/15/2027
        38141GZT4
        
          
          
          
        
        2709000.0000000000
        PA
        USD
        2676321.9300000000
        0.1759399975
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-15
          Variable
          4.387000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs BDC Inc
        6D01AGSGBNZIJSN77043
        Goldman Sachs BDC Inc 2.88 01/15/2026
        38147UAD9
        
          
          
          
        
        2347000.0000000000
        PA
        USD
        2118370.8900000000
        0.1392605893
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          2.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital BDC Inc
        2549005WE0QLGK9APF78
        Golub Capital BDC Inc 2.50 08/24/2026
        38173MAB8
        
          
          
          
        
        1181000.0000000000
        PA
        USD
        990067.0300000000
        0.0650864864
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-24
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodgreen 2018-1
        549300X0P2BXCQULUH20
        Goodgreen 2018-1 3.93
        38218GAA0
        
          
          
        
        403073.9800000000
        PA
        USD
        380604.7800000000
        0.0250207583
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-10-15
          Variable
          3.930000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graphic Packaging International LLC
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC 0.82 04/15/2024
        38869PAN4
        
          
          
          
        
        8500000.0000000000
        PA
        USD
        8001921.3400000000
        0.5260421047
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          0.821000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HF Sinclair Corp
        N/A
        HF Sinclair Corp 2.63 10/01/2023
        403949AD2
        
          
          
          
        
        1350000.0000000000
        PA
        USD
        1311656.0900000000
        0.0862275822
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-01
          Floating
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC 0.73 08/17/2024
        404280CU1
        
          
          
          
        
        2485000.0000000000
        PA
        USD
        2383791.2700000000
        0.1567091856
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-08-17
          Variable
          0.732000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC 1.16 11/22/2024
        404280CW7
        
          
          
          
        
        5262000.0000000000
        PA
        USD
        5027235.2400000000
        0.3304878034
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-11-22
          Variable
          1.162000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC 4.18 12/09/2025
        404280DE6
        
          
          
          
        
        2325000.0000000000
        PA
        USD
        2290706.7400000000
        0.1505898575
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-12-09
          Variable
          4.180000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hercules Capital Inc
        549300UJ5OC256GR2B73
        Hercules Capital Inc 2.63 09/16/2026
        427096AH5
        
          
          
          
        
        2168000.0000000000
        PA
        USD
        1874637.9000000000
        0.1232377106
        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
        
          
          
          
        
        477000.0000000000
        PA
        USD
        417989.6000000000
        0.0274784167
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-20
          Fixed
          3.375000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust 2018-A
        N/A
        Hilton Grand Vacations Trust 2018-A 3.70
        43284BAB8
        
          
          
        
        753542.6300000000
        PA
        USD
        737446.5100000000
        0.0484793461
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-02-25
          Fixed
          3.700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home RE 2022-1 Ltd
        N/A
        Home RE 2022-1 Ltd 3.78
        43730GAA9
        
          
          
        
        1675000.0000000000
        PA
        USD
        1666762.1800000000
        0.1095720700
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-10-25
          Variable
          3.775660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re 2018-1 Ltd
        254900E6IUAJSN9WD709
        Home Re 2018-1 Ltd 4.62
        43730MAB4
        
          
          
        
        3850000.0000000000
        PA
        USD
        3811332.1400000000
        0.2505549724
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-10-25
          Variable
          4.623570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home RE 2020-1 Ltd
        N/A
        Home RE 2020-1 Ltd 5.77
        43731WAC9
        
          
          
        
        1900000.0000000000
        PA
        USD
        1905859.0300000000
        0.1252901713
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Variable
          5.773569999999999
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Horizon Therapeutics USA Inc
        254900IS87RLPXY88S03
        HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B
        44055UAD7
        
          
          
        
        5305923.6000000000
        PA
        USD
        5138468.6500000000
        0.3378002293
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Variable
          3.273400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc 0.65 08/03/2023
        444859BP6
        
          
          
          
        
        6725000.0000000000
        PA
        USD
        6509848.5500000000
        0.4279540234
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-03
          Fixed
          0.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corp
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp 1.30 10/01/2023
        448579AL6
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4844201.7500000000
        0.3184552779
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-01
          Floating
          1.300000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America 1.00 09/17/2024
        44891ABY2
        
          
          
          
        
        7000000.0000000000
        PA
        USD
        6503343.7000000000
        0.4275263980
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-17
          Fixed
          1.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IIP Operating Partnership LP
        N/A
        IIP Operating Partnership LP 5.50 05/25/2026
        44988FAD2
        
          
          
        
        3240000.0000000000
        PA
        USD
        2940553.5300000000
        0.1933104441
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-25
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc 0.55 03/23/2023
        452327AL3
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4896298.7000000000
        0.3218801040
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-23
          Fixed
          0.550000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund Mortgage Trust 2021-NQM1
        N/A
        Imperial Fund Mortgage Trust 2021-NQM1 1.62
        452764AC7
        
          
          
        
        1461193.4900000000
        PA
        USD
        1335762.4500000000
        0.0878123217
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2056-06-25
          Variable
          1.617000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc 4.00 09/15/2027
        45866FAU8
        
          
          
          
        
        3548000.0000000000
        PA
        USD
        3495290.9100000000
        0.2297785880
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Game Technology PLC
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC 6.50 02/15/2025
        460599AC7
        
          
          
          
        
        6500000.0000000000
        PA
        USD
        6479525.0000000000
        0.4259605691
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          6.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2019-5 4.00
        46591FAR5
        
          
          
        
        516293.4700000000
        PA
        USD
        506890.2200000000
        0.0333226967
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-11-25
          Variable
          4.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust 2014-5
        N/A
        JP Morgan Mortgage Trust 2014-5 2.84
        46643KAA9
        
          
          
        
        129382.4100000000
        PA
        USD
        124739.3500000000
        0.0082002993
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-10-25
          Variable
          2.839441000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co 2.08 04/22/2026
        46647PBK1
        
          
          
          
        
        2362000.0000000000
        PA
        USD
        2211615.1200000000
        0.1453904160
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-22
          Variable
          2.083000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co 1.58 04/22/2027
        46647PCB0
        
          
          
          
        
        3260000.0000000000
        PA
        USD
        2906491.1700000000
        0.1910712024
        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 1.56 12/10/2025
        46647PCT1
        
          
          
          
        
        3820000.0000000000
        PA
        USD
        3570506.9400000000
        0.2347232503
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-10
          Variable
          1.561000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co 4.08 04/26/2026
        46647PCZ7
        
          
          
          
        
        1844000.0000000000
        PA
        USD
        1823549.4900000000
        0.1198791854
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-26
          Variable
          4.080000000000000
          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
        
          
          
        
        3575000.0000000000
        PA
        USD
        3519999.3400000000
        0.2314029072
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-07-05
          Fixed
          4.128300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust 2020-5
        N/A
        JP Morgan Mortgage Trust 2020-5 3.00
        46653JBM2
        
          
          
        
        3437848.8000000000
        PA
        USD
        3069703.3200000000
        0.2018006834
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-12-25
          Variable
          3.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Mortgage Trust 2021-LTV2
        N/A
        J.P. Morgan Mortgage Trust 2021-LTV2 2.77
        46654VAB9
        
          
          
        
        6051382.1100000000
        PA
        USD
        5024368.1600000000
        0.3302993230
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-05-25
          Variable
          2.774000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jackson National Life Global Funding
        635400PQXLYXWJI5QD78
        Jackson National Life Global Funding 1.75 01/12/2025
        46849LUV1
        
          
          
          
        
        2326000.0000000000
        PA
        USD
        2195534.8200000000
        0.1443333055
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-12
          Fixed
          1.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KVK CLO 2013-1 Ltd
        5493007VGL59COTLZY21
        KVK CLO 2013-1 Ltd 3.99
        482739AJ8
        
          
          
        
        2195000.0000000000
        PA
        USD
        2145073.6300000000
        0.1410160134
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-01-14
          Variable
          3.988430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc 0.75 03/15/2024
        49271VAL4
        
          
          
          
        
        2744000.0000000000
        PA
        USD
        2611713.1300000000
        0.1716926490
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          0.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Level 3 Financing Inc
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc 3.40 03/01/2027
        527298BP7
        
          
          
          
        
        4040000.0000000000
        PA
        USD
        3487442.3700000000
        0.2292626291
        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
        
          
          
        
        3088492.2000000000
        PA
        USD
        2885518.6500000000
        0.1896924800
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-03-15
          Variable
          3.674000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNAR AIRCRAFT 2020-1 LTD
        N/A
        LUNAR AIRCRAFT 2020-1 LTD 3.38
        55037LAA2
        
          
          
        
        6453106.5300000000
        PA
        USD
        5525968.7100000000
        0.3632742796
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-02-15
          Fixed
          3.376000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAPS 2021-1 Trust
        N/A
        MAPS 2021-1 Trust 2.52
        55292RAA9
        
          
          
          
        
        8168511.8900000000
        PA
        USD
        7106477.9200000000
        0.4671761247
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-06-15
          Fixed
          2.521000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2019-2 LLC
        N/A
        MVW 2019-2 LLC 2.44
        55400DAB7
        
          
          
        
        1054371.7500000000
        PA
        USD
        988152.6700000000
        0.0649606373
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-10-20
          Fixed
          2.440000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc
        549300DXR29GD4N0A520
        Magallanes Inc 3.64 03/15/2025
        55903VAE3
        
          
          
          
        
        1317000.0000000000
        PA
        USD
        1277192.3600000000
        0.0839619547
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-15
          Fixed
          3.638000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc
        549300DXR29GD4N0A520
        Magallanes Inc 3.76 03/15/2027
        55903VAG8
        
          
          
          
        
        2017000.0000000000
        PA
        USD
        1893652.3800000000
        0.1244877125
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          3.428000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Main Street Capital Corp
        5493001FS9QJLJNF3E20
        Main Street Capital Corp 3.00 07/14/2026
        56035LAE4
        
          
          
          
        
        672000.0000000000
        PA
        USD
        587246.7900000000
        0.0386052954
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-14
          Fixed
          3.000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Adjustable Rate Mortgages Trust 2004-13
        N/A
        MASTR Adjustable Rate Mortgages Trust 2004-13 3.05
        576433UM6
        
          
          
          
        
        137016.9400000000
        PA
        USD
        131038.8600000000
        0.0086144258
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-11-21
          Variable
          3.051828000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2
        N/A
        Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 2.82
        59020USH9
        
          
          
          
        
        144681.8300000000
        PA
        USD
        138732.5000000000
        0.0091202017
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-02-25
          Variable
          2.820148000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc 2.13 03/17/2024
        609207AZ8
        
          
          
          
        
        904000.0000000000
        PA
        USD
        881721.6800000000
        0.0579639200
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-17
          Fixed
          2.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust 2017-CLS
        N/A
        Morgan Stanley Capital I Trust 2017-CLS 3.27
        61691LAN9
        
          
          
        
        2326000.0000000000
        PA
        USD
        2266195.9800000000
        0.1489785331
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-11-15
          Variable
          3.274000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley 0.79 05/30/2025
        61747YEA9
        
          
          
          
        
        1570000.0000000000
        PA
        USD
        1462885.7100000000
        0.0961693380
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-30
          Variable
          0.790000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley 1.16 10/21/2025
        61747YEG6
        
          
          
          
        
        3118000.0000000000
        PA
        USD
        2892116.9000000000
        0.1901262455
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-21
          Variable
          1.164000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley 2.63 02/18/2026
        61747YEM3
        
          
          
          
        
        2538000.0000000000
        PA
        USD
        2424571.6500000000
        0.1593900664
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-18
          Variable
          2.630000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada 3.75 06/09/2025
        63307A2S3
        
          
          
          
        
        2065000.0000000000
        PA
        USD
        2051040.8700000000
        0.1348343492
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-06-09
          Variable
          3.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC 5.52 09/30/2028
        639057AF5
        
          
          
          
        
        1984000.0000000000
        PA
        USD
        2000098.2800000000
        0.1314854101
        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 02/15/2025
        64110LAL0
        
          
          
          
        
        1815000.0000000000
        PA
        USD
        1845410.3300000000
        0.1213163055
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-15
          Floating
          5.875000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc 0.65 03/01/2023
        65339KBU3
        
          
          
          
        
        7000000.0000000000
        PA
        USD
        6882242.7800000000
        0.4524350244
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-01
          Fixed
          0.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc 4.45 06/20/2025
        65339KCG3
        
          
          
          
        
        5280000.0000000000
        PA
        USD
        5321769.9200000000
        0.3498503585
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-20
          Fixed
          4.450000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Aviation USA Corp
        254900QKLTY6MF4Y3P65
        BOC Aviation USA Corp 1.63 04/29/2024
        66980P2A6
        
          
          
          
        
        3030000.0000000000
        PA
        USD
        2904500.5800000000
        0.1909403421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          1.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp 3.95 05/23/2025
        670346AX3
        
          
          
          
        
        2016000.0000000000
        PA
        USD
        2006717.2100000000
        0.1319205351
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-23
          Fixed
          3.950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGE Energy Corp
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp 0.70 05/26/2023
        670837AC7
        
          
          
          
        
        2000000.0000000000
        PA
        USD
        1949615.6000000000
        0.1281667052
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-26
          Fixed
          0.703000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Office Properties Income Trust
        N/A
        Office Properties Income Trust 2.40 02/01/2027
        67623CAE9
        
          
          
          
        
        1742000.0000000000
        PA
        USD
        1424843.8500000000
        0.0936684861
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-01
          Fixed
          2.400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One Market Plaza Trust 2017-1MKT
        N/A
        One Market Plaza Trust 2017-1MKT 3.85
        68245HAC8
        
          
          
        
        3533000.0000000000
        PA
        USD
        3427134.3600000000
        0.2252980122
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-02-10
          Fixed
          3.845300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One Market Plaza Trust 2017-1MKT
        N/A
        One Market Plaza Trust 2017-1MKT 4.14
        68245HAJ3
        
          
          
          
        
        6380762.0000000000
        PA
        USD
        5927406.3100000000
        0.3896645766
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-02-10
          Fixed
          4.141600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Technology Finance Corp
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp 6.75 06/30/2025
        691205AA6
        
          
          
        
        5767000.0000000000
        PA
        USD
        5787650.3000000000
        0.3804770899
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-30
          Floating
          6.750000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Technology Finance Corp
        254900G5EZJSOD3UKL16
        Owl Rock Technology Finance Corp 4.75 12/15/2025
        691205AC2
        
          
          
          
        
        124000.0000000000
        PA
        USD
        116710.4500000000
        0.0076724837
        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
        
          
          
          
        
        566000.0000000000
        PA
        USD
        478379.1500000000
        0.0314483940
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL Rock Core Income Corp
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp 3.13 09/23/2026
        69120VAA9
        
          
          
          
        
        2469000.0000000000
        PA
        USD
        2132208.0100000000
        0.1401702343
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-23
          Fixed
          3.125000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL Rock Core Income Corp
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp 5.50 03/21/2025
        69120VAJ0
        
          
          
          
        
        177000.0000000000
        PA
        USD
        170095.7700000000
        0.0111820066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-21
          Fixed
          5.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock Capital Corp
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp 3.40 07/15/2026
        69121KAE4
        
          
          
          
        
        4372000.0000000000
        PA
        USD
        3845575.2600000000
        0.2528060971
        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
        
          
          
          
        
        2533000.0000000000
        PA
        USD
        2124306.6300000000
        0.1396508017
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          2.625000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM 2021-AFC1 Trust
        N/A
        PRKCM 2021-AFC1 Trust 2.07
        69357TAC4
        
          
          
        
        6395113.2200000000
        PA
        USD
        5640711.7700000000
        0.3708174281
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2056-08-25
          Variable
          2.069000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III Ltd
        N/A
        PFP 2021-8 Ltd 3.66
        69357XAJ0
        
          
          
        
        3500000.0000000000
        PA
        USD
        3299584.4000000000
        0.2169129448
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-08-09
          Variable
          3.659290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding 2019-4 Ltd 3.28
        69689HAE5
        
          
          
        
        2250000.0000000000
        PA
        USD
        2210547.6000000000
        0.1453202378
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2027-10-24
          Variable
          3.284000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding 2020-1 Ltd 6.33
        69701DAA6
        
          
          
        
        5500000.0000000000
        PA
        USD
        5361412.6500000000
        0.3524564507
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2028-02-20
          Variable
          6.328000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding 2022-2 Ltd 2.99
        69701NAC0
        
          
          
        
        2350000.0000000000
        PA
        USD
        2287719.6000000000
        0.1503934845
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Variable
          2.987810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding 2021-3 Ltd 2.81
        69702BAE1
        
          
          
        
        5000000.0000000000
        PA
        USD
        4751247.0000000000
        0.3123444815
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-07-20
          Variable
          2.812710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp 3.65 06/15/2024
        701094AQ7
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4971017.1000000000
        0.3267920524
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        PerkinElmer Inc 0.85 09/15/2024
        714046AL3
        
          
          
          
        
        5000000.0000000000
        PA
        USD
        4631655.9000000000
        0.3044826254
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-15
          Fixed
          0.850000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos 3.50 01/30/2023
        71654QBG6
        
          
          
          
        
        2050000.0000000000
        PA
        USD
        2020900.2500000000
        0.1328529207
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2023-01-30
          Fixed
          3.500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Aircraft Finance Ltd
        N/A
        Pioneer Aircraft Finance Ltd 3.97
        72353PAA4
        
          
          
        
        2671375.9300000000
        PA
        USD
        2446368.8700000000
        0.1608230042
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2044-06-15
          Fixed
          3.967000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2020-SFR1 Trust
        N/A
        Progress Residential 2020-SFR1 Trust 2.18
        74331CAC2
        
          
          
        
        1250000.0000000000
        PA
        USD
        1175651.5000000000
        0.0772867119
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-04-17
          Fixed
          2.183000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential 2021-SFR1
        N/A
        Progress Residential 2021-SFR1 2.11
        74331FAJ0
        
          
          
        
        2600000.0000000000
        PA
        USD
        2251929.9400000000
        0.1480406911
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-04-17
          Fixed
          2.106000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH.Clearnet Group Ltd
        WAM6YERMS7OXFZUOY219
        ZC 2.29 02/24/26
        SLPU28754
        
          
          
        
        17000000.0000000000
        OU
        Swap Contract Amount
        USD
        1693645.2300000004
        0.1113393476
        N/A
        DCO
        CORP
        US
        
        N
        
        2
        
          2026-02-24
          None
          0.000000000000000
          N
          N
          N
        
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                U.S. CPI Urban Consumers NSA Index
                U.S. CPI Urban Consumers NSA Index
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-02-24
            603.699999999254
            USD
            0.000000000000
            USD
            17000000.0000000000
            USD
            1693041.53
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        MARKIT CDX.NA.HY.37 12/26
        SPES02HF4
        
          
          
        
        60390000.0000000000
        OU
        Swap Contract Amount
        USD
        918444.3299999982
        0.0603780477
        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
            3064324.469999999000
            USD
            60390000.0000000000
            USD
            3982768.8
          
        
        
          N
          N
          N
        
      
      
        LCH.Clearnet Group Ltd
        WAM6YERMS7OXFZUOY219
        ZC 2.33 02/08/26
        SLP40POF5
        
          
          
        
        17000000.0000000000
        OU
        Swap Contract Amount
        USD
        1680189.0500000007
        0.1104547454
        N/A
        DCO
        CORP
        US
        
        N
        
        2
        
          2026-02-08
          None
          0.000000000000000
          N
          N
          N
        
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                U.S. CPI Urban Consumers NSA Index
                U.S. CPI Urban Consumers NSA Index
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-02-08
            602.000000000000
            USD
            0.000000000000
            USD
            17000000.0000000000
            USD
            1679587.05
          
        
        
          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
Short Duration Fund
June 30, 2022


Short Duration - Schedule of Investments
JUNE 30, 2022 (UNAUDITED)
Shares/
Principal Amount ($)		Value ($)
CORPORATE BONDS — 41.7%
Aerospace and Defense — 0.3%
Boeing Co., 1.43%, 2/4/244,390,000 4,197,008 
Airlines — 1.2%
Air Canada, 3.875%, 8/15/26(1)
7,000,000 5,935,615 
American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26(1)
6,000,000 5,533,800 
Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.50%, 10/20/25(1)
3,240,000 3,151,260 
United Airlines 2020-1 Class B Pass Through Trust, 4.875%, 7/15/274,150,000 3,947,079 
18,567,754 
Automobiles — 3.3%
American Honda Finance Corp., 0.55%, 7/12/246,000,000 5,639,779 
BMW US Capital LLC, 3.25%, 4/1/25(1)
2,137,000 2,112,962 
Daimler Finance North America LLC, 0.75%, 3/1/24(1)
5,500,000 5,229,336 
Ford Motor Credit Co. LLC, 2.30%, 2/10/255,500,000 4,950,523 
Ford Motor Credit Co. LLC, 3.375%, 11/13/251,000,000 903,620 
General Motors Financial Co., Inc., 3.70%, 5/9/235,000,000 5,000,514 
General Motors Financial Co., Inc., 1.05%, 3/8/245,000,000 4,743,094 
General Motors Financial Co., Inc., 1.20%, 10/15/245,000,000 4,653,654 
Hyundai Capital America, 1.00%, 9/17/24(1)
7,000,000 6,503,344 
Toyota Motor Credit Corp., 2.50%, 3/22/242,821,000 2,780,060 
Toyota Motor Credit Corp., 3.95%, 6/30/253,000,000 3,013,748 
Volkswagen Group of America Finance LLC, 0.75%, 11/23/22(1)
4,000,000 3,968,451 
49,499,085 
Banks — 7.1%
Banco Santander SA, 5.18%, 11/19/253,200,000 3,203,785 
Banco Santander SA, VRN, 1.72%, 9/14/271,000,000 868,683 
Bank of America Corp., 4.18%, 11/25/273,441,000 3,347,324 
Bank of America Corp., VRN, 3.38%, 4/2/261,630,000 1,582,115 
Bank of America Corp., VRN, 1.32%, 6/19/264,375,000 3,982,764 
Bank of America Corp., VRN, 1.73%, 7/22/271,356,000 1,207,673 
Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27(1)
3,035,000 2,644,263 
Bank of Montreal, 3.70%, 6/7/25801,000 795,032 
Bank of Nova Scotia, 3.45%, 4/11/251,438,000 1,420,947 
BBVA Bancomer SA, 6.75%, 9/30/223,600,000 3,612,420 
BNP Paribas SA, VRN, 2.82%, 11/19/25(1)
4,455,000 4,260,839 
BNP Paribas SA, VRN, 2.22%, 6/9/26(1)
3,600,000 3,328,377 
BPCE SA, 4.625%, 7/11/24(1)
4,683,000 4,659,167 
BPCE SA, 5.15%, 7/21/24(1)
2,180,000 2,181,721 
Canadian Imperial Bank of Commerce, 3.30%, 4/7/253,830,000 3,761,176 
Citigroup, Inc., VRN, 4.14%, 5/24/251,080,000 1,076,553 
Citigroup, Inc., VRN, 2.01%, 1/25/261,956,000 1,834,666 
Citigroup, Inc., VRN, 3.11%, 4/8/262,700,000 2,595,245 
Discover Bank, VRN, 4.68%, 8/9/285,000,000 4,862,821 
DNB Bank ASA, VRN, 2.97%, 3/28/25(1)
3,265,000 3,197,112 
Fifth Third Bancorp, VRN, 4.06%, 4/25/281,216,000 1,186,716 
First-Citizens Bank & Trust Co., VRN, 3.93%, 6/19/24785,000 780,262 
FNB Corp., 2.20%, 2/24/23530,000 524,189 
HSBC Holdings PLC, VRN, 0.73%, 8/17/242,485,000 2,383,791 
HSBC Holdings PLC, VRN, 1.16%, 11/22/245,262,000 5,027,235 
HSBC Holdings PLC, VRN, 4.18%, 12/9/252,325,000 2,290,707 


JPMorgan Chase & Co., VRN, 1.56%, 12/10/253,820,000 3,570,507 
JPMorgan Chase & Co., VRN, 2.08%, 4/22/262,362,000 2,211,615 
JPMorgan Chase & Co., VRN, 4.08%, 4/26/261,844,000 1,823,549 
JPMorgan Chase & Co., VRN, 1.58%, 4/22/273,260,000 2,906,491 
National Bank of Canada, 3.75%, 6/9/252,065,000 2,051,041 
NatWest Group PLC, VRN, 5.52%, 9/30/282,270,000 2,288,419 
Santander UK Group Holdings PLC, 4.75%, 9/15/25(1)
3,140,000 3,104,360 
Skandinaviska Enskilda Banken AB, 3.70%, 6/9/252,322,000 2,298,792 
Societe Generale SA, VRN, 2.23%, 1/21/26(1)
4,530,000 4,226,237 
Societe Generale SA, VRN, 1.79%, 6/9/27(1)
3,820,000 3,338,727 
Swedbank AB, 3.36%, 4/4/25(1)
422,000 414,917 
Toronto-Dominion Bank, 3.77%, 6/6/253,055,000 3,041,874 
Toronto-Dominion Bank, 4.11%, 6/8/272,325,000 2,301,062 
UniCredit SpA, VRN, 2.57%, 9/22/26(1)
4,455,000 3,990,008 
Westpac Banking Corp., VRN, 2.89%, 2/4/304,500,000 4,269,049 
108,452,231 
Beverages — 0.2%
Keurig Dr Pepper, Inc., 0.75%, 3/15/242,744,000 2,611,713 
Biotechnology — 0.8%
AbbVie, Inc., 2.30%, 11/21/224,670,000 4,661,693 
AbbVie, Inc., 2.60%, 11/21/245,000,000 4,845,543 
CSL Finance PLC, 3.85%, 4/27/27(1)
2,500,000 2,478,469 
11,985,705 
Capital Markets — 4.4%
Bain Capital Specialty Finance, Inc., 2.55%, 10/13/262,449,000 2,098,469 
Bank of New York Mellon Corp., VRN, 3.43%, 6/13/252,930,000 2,908,503 
Cantor Fitzgerald LP, 4.50%, 4/14/27(1)
4,619,000 4,443,375 
Coinbase Global, Inc., 3.375%, 10/1/28(1)
153,000 96,742 
Deutsche Bank AG, VRN, 2.31%, 11/16/272,927,000 2,528,191 
Deutsche Bank AG, VRN, 4.30%, 5/24/284,500,000 4,035,857 
Goldman Sachs BDC, Inc., 2.875%, 1/15/262,347,000 2,118,371 
Goldman Sachs Group, Inc., VRN, 1.76%, 1/24/2512,430,000 11,958,577 
Goldman Sachs Group, Inc., VRN, 4.39%, 6/15/272,709,000 2,676,322 
Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/271,118,000 990,213 
Golub Capital BDC, Inc., 2.50%, 8/24/261,181,000 990,067 
Hercules Capital, Inc., 2.625%, 9/16/262,168,000 1,874,638 
Hercules Capital, Inc., 3.375%, 1/20/27477,000 417,990 
Intercontinental Exchange, Inc., 4.00%, 9/15/273,548,000 3,495,291 
Main Street Capital Corp., 3.00%, 7/14/26672,000 587,247 
Morgan Stanley, VRN, 0.79%, 5/30/251,570,000 1,462,886 
Morgan Stanley, VRN, 1.16%, 10/21/253,118,000 2,892,117 
Morgan Stanley, VRN, 2.63%, 2/18/262,538,000 2,424,572 
Owl Rock Capital Corp., 3.40%, 7/15/264,372,000 3,845,575 
Owl Rock Capital Corp., 2.625%, 1/15/272,533,000 2,124,307 
Owl Rock Core Income Corp., 5.50%, 3/21/25(1)
177,000 170,096 
Owl Rock Core Income Corp., 3.125%, 9/23/26(1)
2,469,000 2,132,208 
Owl Rock Technology Finance Corp., 6.75%, 6/30/25(1)
5,767,000 5,787,650 
Owl Rock Technology Finance Corp., 4.75%, 12/15/25(1)
124,000 116,710 
Owl Rock Technology Finance Corp., 2.50%, 1/15/27566,000 478,379 
Prospect Capital Corp., 3.71%, 1/22/262,577,000 2,285,924 
UBS Group AG, VRN, 4.49%, 5/12/26(1)
2,186,000 2,180,657 
67,120,934 
Commercial Services and Supplies — 0.1%
Cintas Corp. No 2, 3.45%, 5/1/251,555,000 1,551,208 


Construction and Engineering — 0.2%
Quanta Services, Inc., 0.95%, 10/1/244,000,000 3,702,707 
Consumer Finance — 1.9%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.15%, 10/29/232,002,000 1,908,900 
Ally Financial, Inc., 4.75%, 6/9/271,218,000 1,170,779 
Avolon Holdings Funding Ltd., 5.50%, 1/15/26(1)
2,110,000 2,049,893 
Avolon Holdings Funding Ltd., 2.125%, 2/21/26(1)
4,160,000 3,601,464 
Avolon Holdings Funding Ltd., 4.25%, 4/15/26(1)
5,769,000 5,349,704 
Avolon Holdings Funding Ltd., 4.375%, 5/1/26(1)
1,936,000 1,795,966 
BOC Aviation USA Corp., 1.625%, 4/29/24(1)
3,030,000 2,904,501 
Capital One Financial Corp., VRN, 4.17%, 5/9/254,940,000 4,870,895 
OneMain Finance Corp., 8.25%, 10/1/234,005,000 4,023,617 
SLM Corp., 3.125%, 11/2/261,541,000 1,246,453 
28,922,172 
Containers and Packaging — 0.9%
Amcor Flexibles North America, Inc., 4.00%, 5/17/251,045,000 1,034,599 
Berry Global, Inc., 0.95%, 2/15/245,200,000 4,928,560 
Graphic Packaging International LLC, 0.82%, 4/15/24(1)
8,500,000 8,001,922 
13,965,081 
Diversified Financial Services — 0.1%
Antares Holdings LP, 2.75%, 1/15/27(1)
1,091,000 872,215 
Diversified Telecommunication Services — 0.7%
AT&T, Inc., 4.25%, 3/1/273,865,000 3,858,663 
Level 3 Financing, Inc., 3.40%, 3/1/27(1)
4,040,000 3,487,442 
Telecom Italia SpA, 5.30%, 5/30/24(1)
4,225,000 4,070,281 
11,416,386 
Electric Utilities — 2.6%
American Electric Power Co., Inc., 0.75%, 11/1/235,000,000 4,811,395 
American Electric Power Co., Inc., 2.03%, 3/15/245,000,000 4,840,196 
Black Hills Corp., 1.04%, 8/23/247,000,000 6,550,044 
Emera US Finance LP, 0.83%, 6/15/246,000,000 5,606,529 
Entergy Louisiana LLC, 0.62%, 11/17/233,023,000 2,913,700 
NextEra Energy Capital Holdings, Inc., 0.65%, 3/1/237,000,000 6,882,243 
NextEra Energy Capital Holdings, Inc., 4.45%, 6/20/255,280,000 5,321,770 
OGE Energy Corp., 0.70%, 5/26/232,000,000 1,949,616 
38,875,493 
Electronic Equipment, Instruments and Components — 0.3%
Teledyne Technologies, Inc., 0.95%, 4/1/245,250,000 4,967,813 
Energy Equipment and Services — 0.3%
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 1.23%, 12/15/234,000,000 3,885,507 
Entertainment — 0.5%
Magallanes, Inc., 3.64%, 3/15/25(1)
1,317,000 1,277,192 
Magallanes, Inc., 3.76%, 3/15/27(1)
2,017,000 1,893,653 
Netflix, Inc., 5.875%, 2/15/251,815,000 1,845,410 
Take-Two Interactive Software, Inc., 3.55%, 4/14/252,430,000 2,392,462 
7,408,717 
Equity Real Estate Investment Trusts (REITs) — 2.4%
American Tower Corp., 3.65%, 3/15/27889,000 845,032 
Brixmor Operating Partnership LP, 3.65%, 6/15/245,200,000 5,128,769 
EPR Properties, 4.75%, 12/15/266,165,000 5,798,176 
IIP Operating Partnership LP, 5.50%, 5/25/263,240,000 2,940,554 
Office Properties Income Trust, 2.40%, 2/1/271,556,000 1,272,708 
Sabra Health Care LP, 5.125%, 8/15/264,200,000 4,092,639 
SBA Tower Trust, 3.45%, 3/15/48(1)
6,138,000 6,088,868 
VICI Properties LP, 4.375%, 5/15/257,000,000 6,847,849 


Welltower, Inc., 3.625%, 3/15/243,500,000 3,474,517 
36,489,112 
Food and Staples Retailing — 0.1%
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC, 3.50%, 2/15/23(1)
1,000,000 989,920 
Food Products — 0.2%
Conagra Brands, Inc., 0.50%, 8/11/233,000,000 2,892,944 
Mondelez International, Inc., 2.125%, 3/17/24904,000 881,721 
3,774,665 
Gas Utilities — 0.6%
Atmos Energy Corp., 0.625%, 3/9/233,750,000 3,684,765 
CenterPoint Energy Resources Corp., 0.70%, 3/2/235,000,000 4,897,761 
8,582,526 
Health Care Equipment and Supplies — 0.7%
Baxter International, Inc., 1.32%, 11/29/247,000,000 6,579,566 
Zimmer Biomet Holdings, Inc., 1.45%, 11/22/243,920,000 3,693,552 
10,273,118 
Health Care Providers and Services — 1.2%
Centene Corp., 4.25%, 12/15/278,370,000 7,839,091 
Humana, Inc., 0.65%, 8/3/236,725,000 6,509,848 
Universal Health Services, Inc., 1.65%, 9/1/26(1)
4,387,000 3,807,949 
18,156,888 
Hotels, Restaurants and Leisure — 0.7%
Hyatt Hotels Corp., 1.30%, 10/1/235,000,000 4,844,202 
International Game Technology PLC, 6.50%, 2/15/25(1)
6,500,000 6,479,525 
11,323,727 
Insurance — 1.9%
American International Group, Inc., 3.90%, 4/1/264,710,000 4,622,864 
Athene Global Funding, 1.72%, 1/7/25(1)
4,700,000 4,389,794 
CNO Global Funding, 1.65%, 1/6/25(1)
1,808,000 1,707,044 
Equitable Financial Life Global Funding, 1.30%, 7/12/26(1)
4,490,000 3,982,750 
GA Global Funding Trust, 0.80%, 9/13/24(1)
3,200,000 2,934,179 
Jackson National Life Global Funding, 1.75%, 1/12/25(1)
2,326,000 2,195,535 
SBL Holdings, Inc., 5.125%, 11/13/26(1)
9,875,000 9,595,415 
29,427,581 
IT Services†
Global Payments, Inc., 3.75%, 6/1/23689,000 684,284 
Leisure Products — 0.2%
Brunswick Corp., 0.85%, 8/18/244,000,000 3,699,701 
Life Sciences Tools and Services — 1.0%
Illumina, Inc., 0.55%, 3/23/235,000,000 4,896,299 
PerkinElmer, Inc., 0.85%, 9/15/245,000,000 4,631,656 
Thermo Fisher Scientific, Inc., 1.22%, 10/18/245,250,000 4,979,582 
14,507,537 
Machinery — 1.3%
Caterpillar Financial Services Corp., 3.40%, 5/13/255,580,000 5,573,158 
CNH Industrial Capital LLC, 3.95%, 5/23/254,543,000 4,499,824 
John Deere Capital Corp., 3.40%, 6/6/254,660,000 4,643,611 
Parker-Hannifin Corp., 3.65%, 6/15/245,000,000 4,971,017 
19,687,610 
Media — 0.1%
Paramount Global, 4.75%, 5/15/251,330,000 1,343,740 
Metals and Mining — 0.1%
Nucor Corp., 3.95%, 5/23/252,016,000 2,006,717 
Multi-Utilities — 0.7%
DTE Energy Co., 2.25%, 11/1/221,500,000 1,497,130 


Public Service Enterprise Group, Inc., 0.84%, 11/8/237,000,000 6,718,848 
Sempra Energy, 3.30%, 4/1/253,006,000 2,939,599 
11,155,577 
Multiline Retail — 0.4%
7-Eleven, Inc., 0.80%, 2/10/24(1)
6,000,000 5,689,587 
Oil, Gas and Consumable Fuels — 1.1%
Enbridge, Inc., VRN, 1.85%, 2/16/245,500,000 5,434,606 
Energy Transfer LP, 4.25%, 3/15/235,552,000 5,550,680 
HF Sinclair Corp., 2.625%, 10/1/23(1)
1,350,000 1,311,656 
Petroleos Mexicanos, 3.50%, 1/30/232,050,000 2,020,900 
SA Global Sukuk Ltd., 0.95%, 6/17/24(1)
1,140,000 1,077,255 
Saudi Arabian Oil Co., 1.25%, 11/24/23(1)
750,000 725,954 
16,121,051 
Paper and Forest Products — 0.3%
Georgia-Pacific LLC, 0.625%, 5/15/24(1)
5,000,000 4,702,349 
Personal Products — 0.2%
GSK Consumer Healthcare Capital UK PLC, 3.125%, 3/24/25(1)
3,236,000 3,155,504 
Pharmaceuticals — 0.7%
Royalty Pharma PLC, 0.75%, 9/2/236,220,000 5,992,198 
Viatris, Inc., 1.65%, 6/22/255,000,000 4,531,380 
10,523,578 
Real Estate Management and Development — 0.3%
Realogy Group LLC / Realogy Co-Issuer Corp., 4.875%, 6/1/23(1)
3,945,000 3,804,874 
Road and Rail — 0.8%
DAE Funding LLC, 1.55%, 8/1/24(1)
4,478,000 4,197,731 
DAE Funding LLC, 2.625%, 3/20/25(1)
3,925,000 3,655,431 
SMBC Aviation Capital Finance DAC, 4.125%, 7/15/23(1)
2,700,000 2,678,310 
XPO Logistics, Inc., 6.25%, 5/1/25(1)
2,261,000 2,247,841 
12,779,313 
Semiconductors and Semiconductor Equipment — 0.1%
Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 1/15/271,680,000 1,617,984 
Software — 0.1%
VMware, Inc., 3.90%, 8/21/272,125,000 2,041,573 
Technology Hardware, Storage and Peripherals — 0.2%
Dell International LLC / EMC Corp., 6.02%, 6/15/262,285,000 2,375,937 
Thrifts and Mortgage Finance — 0.4%
Freedom Mortgage Corp., 8.25%, 4/15/25(1)
7,466,000 6,294,515 
Trading Companies and Distributors — 0.2%
Aircastle Ltd., 5.25%, 8/11/25(1)
2,850,000 2,754,717 
Transportation Infrastructure — 0.2%
Adani Ports & Special Economic Zone Ltd., 3.375%, 7/24/242,500,000 2,436,960 
Wireless Telecommunication Services — 0.6%
Sprint Corp., 7.125%, 6/15/243,975,000 4,091,666 
T-Mobile USA, Inc., 2.625%, 4/15/263,963,000 3,603,833 
T-Mobile USA, Inc., 4.75%, 2/1/282,255,000 2,190,282 
9,885,781 
TOTAL CORPORATE BONDS
(Cost $673,444,954)
634,288,155 
U.S. TREASURY SECURITIES — 29.1%


U.S. Treasury Inflation Indexed Notes, 0.375%, 7/15/2513,410,430 13,548,806 
U.S. Treasury Inflation Indexed Notes, 0.125%, 10/15/2527,855,750 27,843,125 
U.S. Treasury Inflation Indexed Notes, 0.125%, 10/15/266,348,060 6,292,889 
U.S. Treasury Inflation Indexed Notes, 0.125%, 4/15/272,559,875 2,521,579 
U.S. Treasury Notes, 0.125%, 1/15/2425,000,000 23,935,547 


U.S. Treasury Notes, 0.375%, 9/15/2430,000,000 28,319,531 
U.S. Treasury Notes, 0.50%, 11/30/235,000,000 4,830,859 
U.S. Treasury Notes, 1.50%, 9/30/2426,000,000 25,155,000 
U.S. Treasury Notes, 1.125%, 1/15/2549,000,000 46,737,578 
U.S. Treasury Notes, 0.875%, 1/31/2435,000,000 33,873,437 
U.S. Treasury Notes, 1.50%, 2/15/25(2)
95,000,000 91,322,461 
U.S. Treasury Notes, 0.375%, 7/15/2420,000,000 18,972,266 
U.S. Treasury Notes, 1.50%, 2/29/2420,000,000 19,530,469 
U.S. Treasury Notes, 2.25%, 3/31/2420,000,000 19,750,781 
U.S. Treasury Notes, 2.75%, 6/30/252,000,000 1,984,922 
U.S. Treasury Notes, 2.625%, 4/15/2540,000,000 39,570,312 
U.S. Treasury Notes, 0.25%, 6/15/232,000,000 1,949,232 
U.S. Treasury Notes, 0.125%, 8/15/233,000,000 2,906,602 
U.S. Treasury Notes, 2.75%, 5/15/2511,000,000 10,916,641 
U.S. Treasury Notes, 2.875%, 6/15/2524,000,000 23,906,250 
TOTAL U.S. TREASURY SECURITIES
(Cost $454,085,741)
443,868,287 
ASSET-BACKED SECURITIES — 8.2%


Aligned Data Centers Issuer LLC, Series 2021-1A, Class B, 2.48%, 8/15/46(1)
8,725,000 7,460,318 
American Tower Trust, Series 2013, Class 2A SEQ, 3.07%, 3/15/48(1)
4,470,000 4,451,610 
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I SEQ, 4.19%, 6/5/49(1)
4,074,840 3,967,294 
Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.45%, 7/15/46(1)
2,346,455 1,896,635 
Castlelake Aircraft Structured Trust, Series 2017-1R, Class A SEQ, 2.74%, 8/15/41(1)
2,735,410 2,458,968 
Clsec Holdings 22t LLC, Series 2021-1, Class C, 6.17%, 5/11/37(1)
6,358,334 5,437,308 
Diamond Issuer, Series 2021-1A, Class C, 3.79%, 11/20/51(1)
8,825,000 7,516,906 
Domino's Pizza Master Issuer LLC, Series 2015-1A, Class A2II SEQ, 4.47%, 10/25/45(1)
2,598,750 2,589,270 
FirstKey Homes Trust, Series 2020-SFR2, Class C, 1.67%, 10/19/37(1)
2,300,000 2,100,281 
FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.67%, 10/19/37(1)
3,100,000 2,837,104 
FirstKey Homes Trust, Series 2021-SFR1, Class F1, 3.24%, 8/17/38(1)
4,300,000 3,759,209 
Flexential Issuer, Series 2021-1A, Class A2 SEQ, 3.25%, 11/27/51(1)
7,650,000 7,010,992 
Global SC Finance VII Srl, Series 2020-1A, Class A SEQ, 2.17%, 10/17/40(1)
3,579,883 3,281,752 
Global SC Finance VII Srl, Series 2021-2A, Class A SEQ, 1.95%, 8/17/41(1)
2,867,223 2,561,356 
Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53(1)
403,074 380,605 
Hilton Grand Vacations Trust, Series 2018-AA, Class B, 3.70%, 2/25/32(1)
753,543 737,446 
Lunar Aircarft Ltd., Series 2020-1A, Class A SEQ, 3.38%, 2/15/45(1)
6,453,107 5,525,969 
Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class B, 3.43%, 10/15/46(1)
5,814,147 5,166,093 
MAPS Trust, Series 2021-1A, Class A SEQ, 2.52%, 6/15/46(1)
8,168,512 7,106,478 
MVW LLC, Series 2019-2A, Class B, 2.44%, 10/20/38(1)
1,054,372 988,153 
Pioneer Aircraft Finance Ltd., Series 2019-1, Class A SEQ, 3.97%, 6/15/44(1)
2,671,376 2,446,369 
Progress Residential Trust, Series 2020-SFR1, Class C, 2.18%, 4/17/37(1)
1,250,000 1,175,651 
Progress Residential Trust, Series 2020-SFR3, Class B SEQ, 1.50%, 10/17/27(1)
2,937,000 2,652,177 
Progress Residential Trust, Series 2020-SFR3, Class D SEQ, 1.90%, 10/17/27(1)
7,550,000 6,819,047 
Progress Residential Trust, Series 2021-SFR1, Class E, 2.11%, 4/17/38(1)
2,600,000 2,251,930 
Progress Residential Trust, Series 2021-SFR8, Class E1, 2.38%, 10/17/38(1)
2,000,000 1,705,954 
Sierra Timeshare Receivables Funding LLC, Series 2018-3A, Class C, 4.17%, 9/20/35(1)
388,353 381,541 
Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class D, 4.54%, 5/20/36(1)
242,511 234,336 
Sierra Timeshare Receivables Funding LLC, Series 2019-3A, Class D, 4.18%, 8/20/36(1)
300,837 288,139 
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class D, 3.17%, 11/20/37(1)
964,162 900,404 
Slam Ltd., Series 2021-1A, Class A SEQ, 2.43%, 6/15/46(1)
3,107,813 2,687,290 
Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2 SEQ, 4.54%, 2/25/44(1)
7,753,633 7,697,584 
START Ireland, Series 2019-1, Class A SEQ, 4.09%, 3/15/44(1)
3,439,191 3,154,446 
Start Ltd., Series 2018-1, Class A SEQ, 4.09%, 5/15/43(1)
7,175,767 6,301,820 
Stonepeak ABS, Series 2021-1A, Class AA, 2.30%, 2/28/33(1)
3,183,724 2,973,139 
Tricon American Homes, Series 2020-SFR1, Class C, 2.25%, 7/17/38(1)
4,000,000 3,677,426 
Tricon American Homes Trust, Series 2020-SFR2, Class C, 2.03%, 11/17/39(1)
1,800,000 1,570,294 


VSE VOI Mortgage LLC, Series 2018-A, Class B, 3.72%, 2/20/36(1)
242,569 237,667 
TOTAL ASSET-BACKED SECURITIES
(Cost $138,317,025)
124,388,961 
COLLATERALIZED MORTGAGE OBLIGATIONS — 8.0%


Private Sponsor Collateralized Mortgage Obligations — 5.6%
Angel Oak Mortgage Trust, Series 2019-4, Class A3 SEQ, VRN, 3.30%, 7/26/49(1)
340,717 339,062 
Angel Oak Mortgage Trust, Series 2019-6, Class A2 SEQ, VRN, 2.83%, 11/25/59(1)
460,655 452,338 
Angel Oak Mortgage Trust, Series 2021-3, Class A3, VRN, 1.46%, 5/25/66(1)
1,817,728 1,645,583 
Angel Oak Mortgage Trust LLC, Series 2019-1, Class B1 SEQ, VRN, 5.40%, 11/25/48(1)
4,700,000 4,628,177 
Angel Oak Mortgage Trust LLC, Series 2019-1, Class M1 SEQ, VRN, 4.50%, 11/25/481,971,000 1,952,832 
Arroyo Mortgage Trust, Series 2021-1R, Class A2, VRN, 1.48%, 10/25/48(1)
1,486,990 1,384,911 
Arroyo Mortgage Trust, Series 2021-1R, Class A3, VRN, 1.64%, 10/25/48(1)
1,177,201 1,097,385 
Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1, VRN, 2.40%, (1-year H15T1Y plus 2.25%), 2/25/36153,406 150,328 
Bellemeade Re Ltd., Series 2017-1, Class B1 SEQ, VRN, 6.37%, (1-month LIBOR plus 4.75%), 10/25/27(1)
500,000 498,932 
Bellemeade Re Ltd., Series 2018-1A, Class M2, VRN, 4.52%, (1-month LIBOR plus 2.90%), 4/25/28(1)
3,294,998 3,269,321 
BRAVO Residential Funding Trust, Series 2021-NQM2, Class M1, VRN, 2.29%, 3/25/60(1)
3,475,000 3,150,164 
Bunker Hill Loan Depositary Trust, Series 2019-2, Class A2 SEQ, 3.08%, 7/25/49(1)
813,439 804,193 
Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 2.33%, 8/25/34358,797 352,967 
Countrywide Home Loan Mortgage Pass-Through Trust, Series 2005-17, Class 1A11, 5.50%, 9/25/35833 773 
Credit Suisse Mortgage Trust, Series 2020-AFC1, Class A3, VRN, 2.51%, 2/25/50(1)
827,479 791,323 
Credit Suisse Mortgage Trust, Series 2021-NQM6, Class A3 SEQ, VRN, 1.59%, 7/25/66(1)
3,486,295 2,894,668 
Deephaven Residential Mortgage Trust, Series 2021-3, Class A3, VRN, 1.55%, 8/25/66(1)
3,877,710 3,523,371 
Flagstar Mortgage Trust, Series 2020-1INV, Class B4, VRN, 4.23%, 3/25/50(1)
2,248,295 1,971,955 
GCAT Trust, Series 2021-CM2, Class A1 SEQ, VRN, 2.35%, 8/25/66(1)
5,346,060 5,144,221 
GSR Mortgage Loan Trust, Series 2004-5, Class 3A3, VRN, 2.78%, 5/25/3440,552 38,460 
GSR Mortgage Loan Trust, Series 2005-AR1, Class 3A1, VRN, 2.74%, 1/25/3532,141 31,683 
Home RE Ltd., Series 2018-1, Class M2, VRN, 4.62%, (1-month LIBOR plus 3.00%), 10/25/28(1)
3,850,000 3,811,332 
Home RE Ltd., Series 2020-1, Class M1C, VRN, 5.77%, (1-month LIBOR plus 4.15%), 10/25/30(1)
1,900,000 1,905,859 
Home RE Ltd., Series 2022-1, Class M1A, VRN, 3.78%, (30-day average SOFR plus 2.85%), 10/25/34(1)
1,675,000 1,666,762 
Imperial Fund Mortgage Trust, Series 2021-NQM1, Class A3 SEQ, VRN, 1.62%, 6/25/56(1)
1,461,193 1,335,762 
JP Morgan Mortgage Trust, Series 2014-5, Class A1, VRN, 2.84%, 10/25/29(1)
129,382 124,739 
JP Morgan Mortgage Trust, Series 2019-5, Class A15, VRN, 4.00%, 11/25/49(1)
516,293 506,890 
JP Morgan Mortgage Trust, Series 2020-5, Class A15, VRN, 3.00%, 12/25/50(1)
3,437,849 3,069,703 
JP Morgan Mortgage Trust, Series 2021-LTV2, Class A2, VRN, 2.77%, 5/25/52(1)
6,051,382 5,024,368 
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, VRN, 3.05%, 11/21/34137,017 131,039 
Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1, VRN, 2.82%, 2/25/35144,682 138,733 
PRKCM Trust, Series 2021-AFC1, Class A3, VRN, SEQ, 2.07%, 8/25/56(1)
6,395,113 5,640,712 
Radnor RE Ltd., Series 2021-2, Class M1A, VRN, 2.78%, (30-day average SOFR plus 1.85%), 11/25/31(1)
4,350,000 4,308,807 
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 2A1, VRN, 2.89%, 7/25/3437,011 36,382 
Traingle Re Ltd., Series 2020-1, Class M1C, VRN, 6.12%, (1-month LIBOR plus 4.50%), 10/25/30(1)
1,077,591 1,079,738 
Traingle Re Ltd., Series 2020-1, Class M2, VRN, 7.22%, (1-month LIBOR plus 5.60%), 10/25/30(1)
2,200,000 2,234,719 
Traingle Re Ltd., Series 2021-1, Class M1C, VRN, 5.02%, (1-month LIBOR plus 3.40%), 8/25/33(1)
4,759,045 4,756,610 
Traingle Re Ltd., Series 2021-1, Class M2, VRN, 5.52%, (1-month LIBOR plus 3.90%), 8/25/33(1)
4,000,000 3,959,588 
Verus Securitization Trust, Series 2019-INV2, Class A1, VRN, 2.91%, 7/25/59(1)
387,986 387,507 
Verus Securitization Trust, Series 2019-INV3, Class A3 SEQ, VRN, 3.10%, 11/25/59(1)
5,634,551 5,503,340 
Verus Securitization Trust, Series 2020-1, Class A3 SEQ, 2.72%, 1/25/60(1)
3,904,146 3,834,754 
Vista Point Securitization Trust, Series 2020-1, Class A2 SEQ, VRN, 2.77%, 3/25/65(1)
1,641,000 1,629,428 
85,209,419 
U.S. Government Agency Collateralized Mortgage Obligations — 2.4%
FHLMC, Series 2018-HRP1, Class M2, VRN, 3.27%, (1-month LIBOR plus 1.65%), 4/25/43(1)
681,478 676,441 
FHLMC, Series 2019-DNA2, Class B1, VRN, 5.97%, (1-month LIBOR plus 4.35%), 3/25/49(1)
5,000,000 4,871,540 
FHLMC, Series 2019-DNA3, Class M2, VRN, 3.67%, (1-month LIBOR plus 2.05%), 7/25/49(1)
2,120,007 2,109,909 
FHLMC, Series 2019-HQA3, Class M2, VRN, 3.47%, (1-month LIBOR plus 1.85%), 9/25/49(1)
2,482,292 2,444,186 
FHLMC, Series 2020-HQA3, Class M2, VRN, 5.22%, (1-month LIBOR plus 3.60%), 7/25/50(1)
1,648,534 1,647,739 


FHLMC, Series 2020-HQA4, Class M2, VRN, 4.77%, (1-month LIBOR plus 3.15%), 9/25/50(1)
282,091 281,781 
FHLMC, Series 2021-HQA3, Class M1, VRN, 1.78%, (30-day average SOFR plus 0.85%), 9/25/41(1)
7,006,548 6,770,365 
FHLMC, Series 2022-DNA3, Class M1A, VRN, 2.93%, (30-day average SOFR plus 2.00%), 4/25/42(1)
3,715,782 3,659,671 
FNMA, Series 2006-60, Class KF, VRN, 1.92%, (1-month LIBOR plus 0.30%), 7/25/36369,159 366,800 
FNMA, Series 2009-33, Class FB, VRN, 2.44%, (1-month LIBOR plus 0.82%), 3/25/37366,282 372,736 
FNMA, Series 2014-C01, Class M2, VRN, 6.02%, (1-month LIBOR plus 4.40%), 1/25/244,950,439 5,065,563 
FNMA, Series 2014-C02, Class 2M2, VRN, 4.22%, (1-month LIBOR plus 2.60%), 5/25/24463,537 463,788 
FNMA, Series 2016-55, Class PI, IO, 4.00%, 8/25/4611,157,729 2,134,312 
FNMA, Series 2017-7, Class AI, IO, 6.00%, 2/25/478,192,462 1,588,871 
FNMA, Series 2017-C01, Class 1M2, VRN, 5.17%, (1-month LIBOR plus 3.55%), 7/25/29823,381 841,614 
FNMA, Series 2017-C07, Class 1EB2, VRN, 2.62%, (1-month LIBOR plus 1.00%), 5/25/302,291,674 2,265,130 
FNMA, Series 413, Class C27, IO, 4.00%, 7/25/423,751,152 564,591 
36,125,037 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $125,820,682)
121,334,456 
COLLATERALIZED LOAN OBLIGATIONS — 6.1%
AMMC CLO Ltd., Series 2015-16A, Class CR2, VRN, 2.99%, (3-month LIBOR plus 1.95%), 4/14/29(1)
5,300,000 5,160,539 
AMMC CLO XIII Ltd., Series 2013-13A, Class A3R2, VRN, 3.43%, (3-month LIBOR plus 2.25%), 7/24/29(1)
7,500,000 7,285,966 
AMMC CLO XIV Ltd., Series 2014-14A, Class BL1R, VRN, 4.78%, (3-month LIBOR plus 3.60%), 7/25/29(1)
2,500,000 2,413,100 
BDS Ltd., Series 2021-FL7, Class C, VRN, 3.31%, (1-month LIBOR plus 1.70%), 6/16/36(1)
4,800,000 4,489,476 
Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class BRR, VRN, 3.61%, (3-month LIBOR plus 2.20%), 8/14/30(1)
2,150,000 2,073,289 
Cerberus Loan Funding XXXVI LP, Series 2021-6A, Class A, VRN, 2.44%, (3-month LIBOR plus 1.40%), 11/22/33(1)
2,590,243 2,578,332 
CIFC Funding Ltd., Series 2017-5A, Class B, VRN, 2.89%, (3-month LIBOR plus 1.85%), 11/16/30(1)
3,000,000 2,861,477 
Eaton Vance CLO Ltd., Series 2015-1A, Class CR, VRN, 2.96%, (3-month LIBOR plus 1.90%), 1/20/30(1)
11,000,000 10,417,440 
KVK CLO Ltd., Series 2013-1A, Class DR, VRN, 3.99%, (3-month LIBOR plus 2.95%), 1/14/28(1)
2,195,000 2,145,074 
Palmer Square Loan Funding Ltd., Series 2020-1A, Class D, VRN, 6.33%, (3-month LIBOR plus 4.85%), 2/20/28(1)
5,500,000 5,361,413 
Palmer Square Loan Funding Ltd., Series 2021-3A, Class B, VRN, 2.81%, (3-month LIBOR plus 1.75%), 7/20/29(1)
5,000,000 4,751,247 
Palmer Square Loan Funding Ltd., Series 2019-4A, Class B, VRN, 3.28%, (3-month LIBOR plus 2.10%), 10/24/27(1)
2,250,000 2,210,548 
Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2, VRN, 2.99%, (3-month SOFR plus 1.90%), 10/15/30(1)
2,350,000 2,287,720 
Stratus CLO Ltd., Series 2021-2A, Class C, VRN, 1.99%, (3-month LIBOR plus 1.90%), 12/28/29(1)
5,175,000 4,888,918 
TCI-Symphony CLO Ltd., Series 2016 -1A, Class CR2, VRN, 3.17%, (3-month LIBOR plus 2.15%), 10/13/32(1)
3,000,000 2,864,563 
TCI-Symphony CLO Ltd., Series 2017-1A, Class CR, VRN, 2.84%, (3-month LIBOR plus 1.80%), 7/15/30(1)
6,125,000 5,829,695 
TCP Whitney CLO Ltd., Series 2017-1A, Class BR, VRN, 3.38%, (3-month LIBOR plus 1.90%), 8/20/33(1)
8,400,000 8,063,424 
TICP CLO I-2 Ltd., Series 2018-IA, Class C, VRN, 4.25%, (3-month LIBOR plus 3.04%), 4/26/28(1)
1,500,000 1,466,061 
TRTX Issuer Ltd., Series 2019-FL3, Class A, VRN, 2.74%, (30-day average SOFR plus 1.26%), 10/15/34(1)
2,326,325 2,319,225 
Vibrant CLO VII Ltd., Series 2017-7A, Class B, VRN, 3.46%, (3-month LIBOR plus 2.40%), 9/15/30(1)
2,000,000 1,916,238 
Wellfleet CLO Ltd., Series 2015-1A, Class CR4, VRN, 3.16%, (3-month LIBOR plus 2.10%), 7/20/29(1)
10,000,000 9,735,640 
Wellfleet CLO Ltd., Series 2022-1A, Class B1, VRN, 4.14%, (3-month SOFR plus 2.35%), 4/15/34(1)
2,125,000 2,125,000 
TOTAL COLLATERALIZED LOAN OBLIGATIONS
(Cost $96,755,460)
93,244,385 
COMMERCIAL MORTGAGE-BACKED SECURITIES — 3.8%
BBCMS Mortgage Trust, Series 2019-BWAY, Class D, VRN, 3.48%, (1-month LIBOR plus 2.16%), 11/15/34(1)
4,370,000 4,154,228 
BDS Ltd., Series 2020-FL6, Class E, VRN, 4.16%, (30-day average SOFR plus 3.36%), 9/15/35(1)
3,186,000 3,047,716 
BXMT Ltd., Series 2020-FL2, Class D, VRN, 3.54%, (1-month SOFR plus 2.06%), 2/15/38(1)
3,995,000 3,756,925 
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E, VRN, 3.47%, (1-month LIBOR plus 2.15%), 5/15/36(1)
3,703,000 3,560,443 
DBWF Mortgage Trust, Series 2018-GLKS, Class A, VRN, 2.625%, (1-month LIBOR plus 1.03%), 12/19/30(1)
4,189,000 4,070,720 
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A SEQ, 4.13%, 7/5/31(1)
3,575,000 3,519,999 
Life Mortgage Trust, Series 2021-BMR, Class F, VRN, 3.67%, (1-month LIBOR plus 2.35%), 3/15/38(1)
3,088,492 2,885,519 
Morgan Stanley Capital Trust, Series 2017-CLS, Class E, VRN, 3.27%, (1-month LIBOR plus 1.95%), 11/15/34(1)
2,326,000 2,266,196 
One Market Plaza Trust, Series 2017-1MKT, Class B, 3.85%, 2/10/32(1)
3,533,000 3,427,134 
One Market Plaza Trust, Series 2017-1MKT, Class E, 4.14%, 2/10/32(1)
6,380,762 5,927,406 
PFP Ltd., Series 2021-8, Class D, VRN, 3.66%, (1-month LIBOR plus 2.15%), 8/9/37(1)
3,500,000 3,299,585 
Ready Capital Mortgage Financing LLC, Series 2020-FL4, Class B, VRN, 5.47%, (1-month LIBOR plus 3.85%), 2/25/35(1)
4,250,000 4,224,583 


Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class B, VRN, 3.22%, (1-month LIBOR plus 1.60%), 7/25/36(1)
8,400,000 7,970,941 
Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class C, VRN, 3.52%, (1-month LIBOR plus 1.90%), 7/25/36(1)
2,000,000 1,854,819 
SMRT, Series 2022-MINI, Class C, VRN, 2.83%, (1-month SOFR plus 1.55%), 1/15/39(1)
4,500,000 4,242,795 
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $60,696,418)
58,209,009 
BANK LOAN OBLIGATIONS(3) — 2.1%
Food and Staples Retailing — 0.4%
United Natural Foods, Inc., Term Loan B, 4.89%, (1-month LIBOR plus 3.25%), 10/22/256,380,401 6,165,062 
Health Care Equipment and Supplies — 0.2%
Avantor Funding, Inc., 2021 Term Loan B5, 3.92%, (1-month LIBOR plus 2.25%), 11/8/273,680,022 3,547,781 
Health Care Providers and Services — 0.6%
Change Healthcare Holdings LLC, 2017 Term Loan B, 4.17%, (1-month LIBOR plus 2.50%), 3/1/248,459,468 8,255,426 
Media — 0.1%
DirecTV Financing, LLC, Term Loan, 6.67%, (1-month LIBOR plus 5.00%), 8/2/271,809,050 1,670,739 
Pharmaceuticals — 0.8%
Horizon Therapeutics USA Inc., 2021 Term Loan B2, 3.38%, (1-month LIBOR plus 1.75%), 3/15/285,305,924 5,138,469 
Jazz Financing Lux S.a.r.l., USD Term Loan, 5.17%, (1-month LIBOR plus 3.50%), 5/5/287,773,981 7,436,279 
12,574,748 
TOTAL BANK LOAN OBLIGATIONS
(Cost $33,422,194)
32,213,756 
U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES†
Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities†
FHLMC, VRN, 2.39%, (1-year H15T1Y plus 2.25%), 9/1/35129,876 134,140 
FHLMC, VRN, 2.69%, (12-month LIBOR plus 1.87%), 7/1/3617,855 18,342 
FHLMC, VRN, 2.31%, (12-month LIBOR plus 1.86%), 7/1/4166,233 68,358 
FHLMC, VRN, 1.90%, (12-month LIBOR plus 1.65%), 12/1/4264,365 64,991 
FNMA, VRN, 3.25%, (6-month LIBOR plus 1.57%), 6/1/3587,318 89,753 
FNMA, VRN, 3.29%, (6-month LIBOR plus 1.57%), 6/1/3540,616 41,759 
417,343 
Fixed-Rate U.S. Government Agency Mortgage-Backed Security†
FNMA, 3.50%, 3/1/34103,088 102,918 
TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES
(Cost $526,237)
520,261 
SHORT-TERM INVESTMENTS — 2.5%
Commercial Paper(4) — 1.8%
Credit Agricole Corporate and Investment Bank, 1.57%, 7/1/22 (LOC: Credit Agricole SA)(1)
27,000,000 26,998,834 
Repurchase Agreements†
BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.125% - 4.25%, 5/15/23 - 11/15/43, valued at $61,907), in a joint trading account at 1.43%, dated 6/30/22, due 7/1/22 (Delivery value $60,457)60,455 
Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 3.625%, 4/15/28, valued at $366,286), at 1.44%, dated 6/30/22, due 7/1/22 (Delivery value $359,014)359,000 
419,455 
Treasury Bills(4) — 0.7%
U.S. Treasury Bill, 2.13%, 5/18/2310,000,000 9,769,118 
TOTAL SHORT-TERM INVESTMENTS
(Cost $37,234,702)
37,187,407 
TOTAL INVESTMENT SECURITIES — 101.5%
(Cost $1,620,303,413)
1,545,254,677 
OTHER ASSETS AND LIABILITIES — (1.5)%
(22,133,412)
TOTAL NET ASSETS — 100.0%
$1,523,121,265 



FUTURES CONTRACTS PURCHASED
Reference EntityContractsExpiration
Date		Notional
Amount		Unrealized
Appreciation
(Depreciation)^
U.S. Treasury 2-Year Notes1,125 September 2022$236,267,579 $(795,081)
^Amount represents value and unrealized appreciation (depreciation).

FUTURES CONTRACTS SOLD
Reference EntityContractsExpiration
Date		Notional
Amount		Unrealized
Appreciation
(Depreciation)^
U.S. Treasury 10-Year Notes180 September 2022$21,335,625 $(180,195)
U.S. Treasury 10-Year Ultra Notes95 September 202212,100,625 110,324 
U.S. Treasury 5-Year Notes1,446 September 2022162,313,500 1,070,189 
$195,749,750 $1,000,318 
^Amount represents value and unrealized appreciation (depreciation).

CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS§
Reference EntityTypeFixed 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$60,390,000 $(3,064,325)$3,900,389 $836,064 
§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.

CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS
Floating
Rate Index		Pay/Receive Floating Rate Index
at Termination		Fixed
Rate		Termination DateNotional AmountPremiums Paid (Received)Unrealized Appreciation (Depreciation)Value
CPURNSAReceive2.33%2/8/26$17,000,000 $602 $1,679,587 $1,680,189 
CPURNSAReceive2.29%2/24/26$17,000,000 604 1,693,041 1,693,645 
$1,206 $3,372,628 $3,373,834 



NOTES TO SCHEDULE OF INVESTMENTS
CDX-Credit Derivatives Indexes
CPURNSA-U.S. Consumer Price Index Urban Consumers Not Seasonally Adjusted Index
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
LOC-Letter of Credit
SEQ-Sequential Payer
SOFR-Secured Overnight Financing Rate
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.
†Category is less than 0.05% of total net assets.
(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 $612,636,382, which represented 40.2% of total net assets.
(2)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $7,837,389.
(3)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.
(4)The rate indicated is the yield to maturity at purchase for non-interest bearing securities. For interest bearing securities, the stated coupon rate is shown.






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, bank loan obligations, 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. Commercial paper is valued using a curve-based approach that considers money market rates for specific instruments, programs, currencies and maturity points from a variety of active market makers.

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.

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— 634,288,155 — 
U.S. Treasury Securities— 443,868,287 — 
Asset-Backed Securities— 124,388,961 — 
Collateralized Mortgage Obligations— 121,334,456 — 
Collateralized Loan Obligations— 93,244,385 — 
Commercial Mortgage-Backed Securities— 58,209,009 — 
Bank Loan Obligations— 32,213,756 — 
U.S. Government Agency Mortgage-Backed Securities— 520,261 — 
Short-Term Investments— 37,187,407 — 
— 1,545,254,677 — 
Other Financial Instruments
Futures Contracts1,180,513 — — 
Swap Agreements— 4,209,898 — 
1,180,513 4,209,898 — 
Liabilities
Other Financial Instruments
Futures Contracts975,276 — — 

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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