NPORT-P false 0001710607 XXXXXXXX S000072410 C000228610 American Century ETF Trust 811-23305 0001710607 5493006IKK34YJD98183 4500 Main St Kansas City 64111 816-531-5575 American Century Multisector Income ETF S000072410 5493000I0UZ5BUDGGF98 2024-08-31 2024-02-29 N 193410530.850000000000 3965151.170000000000 189445379.680000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD UST N/A N/A Bombardier Inc W7L3VLU8EHQY34Z36697 097751BZ3 305000.0000000000 PA USD 309609.9500000000 0.1634296653 Long DBT CORP CA N 2 2029-02-01 Fixed 7.500000000000000 N N N N N GrafTech Global Enterprises Inc N/A 38431AAA4 590000.0000000000 PA USD 469197.5000000000 0.2476690119 Long DBT CORP US N 2 2028-12-15 Fixed 9.875000000000000 N N N N N Gray Television Inc 529900TM5726KDN7UU35 389284AA8 295000.0000000000 PA USD 266942.5500000000 0.1409073953 Long DBT CORP US N 2 2027-05-15 Fixed 7.000000000000000 N N N N N State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio 5493008BJIBKQ5KTIF74 N/A 752017.5000000000 NS USD 752017.5000000000 0.3969574245 Long STIV RF US N 1 N N ARES CLO 5493001J0ZSE1Y09WE50 04016VAG0 500000.0000000000 PA USD 500245.1500000000 0.2640577199 Long ABS-CBDO CORP US N 2 2030-04-15 Variable 7.325600000000001 N N N N N N Arsenal AIC Parent LLC N/A 04288BAB6 43000.0000000000 PA USD 45096.2500000000 0.0238043546 Long DBT CORP US N 2 2030-10-01 Fixed 8.000000000000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3J8 660000.0000000000 PA USD 659719.1600000000 0.3482371336 Long DBT CORP US N 2 2024-03-08 Fixed 2.514000000000000 N N N N N N Beacon Roofing Supply Inc 549300HDXQWWCBOYXP31 073685AK5 505000.0000000000 PA USD 508140.6000000000 0.2682253855 Long DBT CORP US N 2 2030-08-01 Fixed 6.500000000000000 N N N N N N Bellemeade Re 2019-3 Ltd 254900SCWI9IDKK5LV64 07877GAC3 114126.1700000000 PA USD 114303.8000000000 0.0603360189 Long ABS-MBS CORP BM N 2 2029-07-25 Variable 7.385409999999999 N N N N N N Benchmark 2020-B16 Mortgage Trust N/A 08161NAW7 363000.0000000000 PA USD 246264.4300000000 0.1299923125 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.500000000000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAK7 1015000.0000000000 PA USD 1009152.0900000000 0.5326876231 Long DBT CORP US N 2 2028-04-15 Fixed 5.500000000000000 N N N N N N Black Knight InfoServ LLC 549300H5PS5C68DAUX66 092174AA9 907000.0000000000 PA USD 855003.5000000000 0.4513192676 Long DBT CORP US N 2 2028-09-01 Fixed 3.625000000000000 N N N N N N Blackbird Capital II Aircraft Lease Ltd N/A 09229CAB5 379302.8200000000 PA USD 330710.6800000000 0.1745678256 Long ABS-MBS CORP US N 2 2046-07-15 Fixed 3.446000000000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HBB2 470000.0000000000 PA USD 485399.9600000000 0.2562215879 Long DBT CORP US N 2 2028-11-27 Fixed 7.300000000000000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AH1 395000.0000000000 PA USD 398773.0400000000 0.2104949937 Long DBT CORP US N 2 2025-12-15 Fixed 7.625000000000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CT0 855000.0000000000 PA USD 847317.1900000000 0.4472619979 Long DBT CORP US N 2 2025-05-01 Floating 4.875000000000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751CA7 220000.0000000000 PA USD 230727.2000000000 0.1217908826 Long DBT CORP CA N 2 2030-11-15 Fixed 8.750000000000000 N N N N N N Brand Industrial Services Inc 549300B658W2BPDQMW42 104931AA8 295000.0000000000 PA USD 314079.6100000000 0.1657890050 Long DBT CORP US N 2 2030-08-01 Fixed 10.375000000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAE3 850000.0000000000 PA USD 811224.6200000000 0.4282102954 Long DBT CORP US N 2 2027-03-15 Fixed 3.900000000000000 N N N N N N Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy N/A 11952AAA0 350000.0000000000 PA USD 371911.7500000000 0.1963160836 Long DBT CORP MX N 2 2039-02-15 Fixed 7.875000000000000 N N N N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008RAN7 765000.0000000000 PA USD 723095.0600000000 0.3816905227 Long DBT CORP US N 2 2030-03-01 Fixed 5.000000000000000 N N N N N N BX Commercial Mortgage Trust 2023-VLT2 N/A 123918AC8 386000.0000000000 PA USD 387183.9800000000 0.2043776315 Long ABS-MBS CORP US N 2 2040-06-15 Variable 8.446640000000000 N N N N N N BX Commercial Mortgage Trust 2020-VIVA N/A 12433XAG4 400000.0000000000 PA USD 336668.9600000000 0.1777129432 Long ABS-MBS CORP US N 2 2044-03-11 Variable 3.548750000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AF0 50000.0000000000 PA USD 40682.4000000000 0.0214744746 Long DBT CORP US N 2 2040-10-15 Fixed 5.900000000000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCT8 475000.0000000000 PA USD 460537.9600000000 0.2430980163 Long DBT CORP US N 2 2031-03-01 Floating 7.375000000000000 N N N N N N CARS-DB4 LP N/A 12510HAA8 210363.1900000000 PA USD 203620.1200000000 0.1074822307 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 2.690000000000000 N N N N N N CARS-DB4 LP N/A 12510HAG5 100000.0000000000 PA USD 96257.3100000000 0.0508100594 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 4.170000000000000 N N N N N N CARS-DB4 LP N/A 12510HAH3 100000.0000000000 PA USD 90870.6500000000 0.0479666752 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 4.520000000000000 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 26885BAM2 405000.0000000000 PA USD 414656.0100000000 0.2188789247 Long DBT CORP US N 2 2027-06-01 Fixed 7.500000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D59 250000.0000000000 PA USD 259240.9800000000 0.1368420705 Long DBT CORP US N 2 2028-11-07 Fixed 6.798000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D83 460000.0000000000 PA USD 459284.6100000000 0.2424364272 Long DBT CORP US N 2 2027-03-05 Fixed 5.800000000000000 N N N N N N Fortrea Holdings Inc 5493000FIVFABOVCDU97 34965KAA5 632000.0000000000 PA USD 647010.0000000000 0.3415285192 Long DBT CORP US N 2 2030-07-01 Fixed 7.500000000000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAN5 810000.0000000000 PA USD 851189.4100000000 0.4493059749 Long DBT CORP US N 2 2033-10-13 Fixed 6.500000000000000 N N N N N N Freddie Mac STACR REMIC Trust 2023-HQA2 5493000KIGZAWUOW4E32 35564K2F5 217915.8800000000 PA USD 219851.8400000000 0.1160502517 Long ABS-MBS CORP US N 2 2043-06-25 Variable 7.321650000000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA6 5493000IS30HKV5IAS29 35564KH36 164051.1500000000 PA USD 165740.0900000000 0.0874870056 Long ABS-MBS CORP US N 2 2042-09-25 Variable 7.471649999999999 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA6 5493000ISHRHX47NOH65 35564KJG5 345981.8200000000 PA USD 344662.4900000000 0.1819323810 Long ABS-MBS CORP US N 2 2041-09-25 Variable 6.171650000000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA3 5493000IS4M3TZMRB410 35564KUW7 313073.3200000000 PA USD 317201.0700000000 0.1674366884 Long ABS-MBS CORP US N 2 2042-04-25 Variable 7.321650000000000 N N N N N N Freedom Mortgage Corp 549300LYRWPSYPK6S325 35640YAK3 430000.0000000000 PA USD 466414.9800000000 0.2462002403 Long DBT CORP US N 2 2028-10-01 Fixed 12.000000000000000 N N N N N N Freedom Mortgage Holdings LLC N/A 35641AAA6 86000.0000000000 PA USD 87415.5600000000 0.0461428831 Long DBT CORP US N 2 2029-02-01 Fixed 9.250000000000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2L8 445000.0000000000 PA USD 440005.3600000000 0.2322597472 Long DBT CORP US N 2 2029-01-08 Fixed 5.500000000000000 N N N N N N GCAT 2021-CM2 Trust N/A 36167AAA8 343016.4500000000 PA USD 311735.6100000000 0.1645517091 Long ABS-MBS CORP US N 2 2066-08-25 Variable 2.352000000000000 N N N N N N GCAT 2021-NQM1 Trust N/A 36167TAC3 117174.3000000000 PA USD 95161.6500000000 0.0502317080 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.151000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WNE4 417461.3400000000 PA USD 353677.2800000000 0.1866908977 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.500000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 2082322.6900000000 PA USD 1764153.3800000000 0.9312200609 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.500000000000000 N N N N N N GS Mortgage Securities Corp Trust 2018-HULA N/A 36259AAL3 233267.0100000000 PA USD 231546.4800000000 0.1222233450 Long ABS-MBS CORP US N 2 2025-07-15 Variable 7.073010000000000 N N N N N N General Motors Financial Co In 5493008B6JBRUJ90QL97 37045XEF9 590000.0000000000 PA USD 590428.0800000000 0.3116613775 Long DBT CORP US N 2 2026-04-06 Fixed 5.400000000000000 N N N N N N Geopark Ltd 529900ZR5QI19AH4KZ07 37255BAB5 215000.0000000000 PA USD 194993.8200000000 0.1029287810 Long DBT CORP CO N 2 2027-01-17 Fixed 5.500000000000000 N N N N N N Global Partners LP / GLP Finance Corp N/A 37954FAK0 200000.0000000000 PA USD 205265.4300000000 0.1083507185 Long DBT CORP US N 2 2032-01-15 Fixed 8.250000000000000 N N N N N N Global Atlantic Fin Co N/A 37959GAA5 390000.0000000000 PA USD 356891.8700000000 0.1883877404 Long DBT CORP US N 2 2029-10-15 Fixed 4.400000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GA38 580000.0000000000 NS USD 611333.8100000000 0.3226966058 Long EP CORP US N 2 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GA46 435000.0000000000 PA USD 455969.7000000000 0.2406866300 Long DBT CORP US N 2 2029-10-24 Variable 6.484000000000000 N N N N N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 38173MAD4 615000.0000000000 PA USD 626959.0000000000 0.3309444659 Long DBT CORP US N 2 2028-12-05 Fixed 7.050000000000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HBA5 865000.0000000000 PA USD 716182.6000000000 0.3780417349 Long DBT CORP NL N 2 2031-05-11 Fixed 2.500000000000000 N N N N N N NP SPE II LLC 549300M4DFCB4G0UM882 62954JAA2 276647.9700000000 PA USD 265046.9300000000 0.1399067797 Long ABS-MBS CORP US N 2 2049-09-20 Fixed 2.574000000000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAJ0 295000.0000000000 PA USD 297204.2600000000 0.1568812396 Long DBT CORP US N 2 2034-02-15 Fixed 5.550000000000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AL0 1247000.0000000000 PA USD 1198336.4400000000 0.6325498368 Long DBT CORP US N 2 2028-10-15 Fixed 4.300000000000000 N N N N N N NNN REIT Inc 5493008JKH5SOTI0JS97 637417AS5 185000.0000000000 PA USD 184622.5000000000 0.0974542110 Long DBT CORP US N 2 2033-10-15 Fixed 5.600000000000001 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AP3 480000.0000000000 PA USD 480608.6000000000 0.2536924367 Long DBT CORP GB N 2 2034-06-01 Variable 6.475000000000001 N N N N N N Navient Corp 54930067J0ZNOEBRW338 63938CAB4 385000.0000000000 PA USD 384357.8600000000 0.2028858453 Long DBT CORP US N 2 2024-10-25 Fixed 5.875000000000000 N N N N N N Navigator Aircraft ABS Ltd N/A 63943BAB9 254241.0600000000 PA USD 214561.4800000000 0.1132577001 Long ABS-MBS CORP US N 2 2046-11-15 Floating 3.571000000000000 N N N N N N Newmark Group Inc N/A 65158NAC6 348000.0000000000 PA USD 354141.8700000000 0.1869361346 Long DBT CORP US N 2 2029-01-12 Fixed 7.500000000000000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAM4 309000.0000000000 PA USD 314355.2800000000 0.1659345192 Long DBT CORP US N 2 2029-01-15 Fixed 7.250000000000000 N N N N N N Nissan Motor Acceptance Co LLC 7D6DIU2QXTUJRFNNJA49 65480CAF2 655000.0000000000 PA USD 682645.0200000000 0.3603387009 Long DBT CORP US N 2 2028-09-15 Fixed 7.050000000000000 N N N N N N OBX 2021-NQM2 Trust N/A 670857AB7 1073170.5500000000 PA USD 845160.5500000000 0.4461236011 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.357000000000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EC5 765000.0000000000 PA USD 793159.9700000000 0.4186747501 Long DBT CORP US N 2 2028-09-01 Fixed 6.375000000000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EF8 684000.0000000000 PA USD 702095.2200000000 0.3706056179 Long DBT CORP US N 2 2031-01-01 Fixed 6.125000000000000 N N N N N N Octagon Investment Partners Lt 549300VYCI9AZ4NZBX86 67590EBL7 300000.0000000000 PA USD 298895.3100000000 0.1577738716 Long ABS-CBDO CORP US N 2 2030-07-19 Variable 7.571180000000000 N N N N N N One New York Plaza Trust 2020-1NYP N/A 68249DAE9 229000.0000000000 PA USD 214604.5100000000 0.1132804138 Long ABS-MBS CORP US N 2 2036-01-15 Variable 6.932480000000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680BL6 215000.0000000000 PA USD 221662.9000000000 0.1170062318 Long DBT CORP US N 2 2033-09-01 Fixed 6.050000000000000 N N N N N N Open Text Corp 549300HP7ONDQODZJV16 683715AF3 311000.0000000000 PA USD 321335.7700000000 0.1696192172 Long DBT CORP CA N 2 2027-12-01 Fixed 6.900000000000000 N N N N N N Organon & Co / Organon Foreign Debt Co-Issuer BV 549300SH15FO4Y2G3V63 68622TAB7 1095000.0000000000 PA USD 939301.8400000000 0.4958167054 Long DBT CORP US N 2 2031-04-30 Fixed 5.125000000000000 N N N N N N Owens & Minor Inc 549300LMT5KQQXCEZ733 690732AG7 690000.0000000000 PA USD 667423.2000000000 0.3523037622 Long DBT CORP US N 2 2030-04-01 Fixed 6.625000000000000 N N N N N N Owens-Brockway Glass Container Inc V2UQUCDZJ9WY98W8QU33 69073TAU7 583000.0000000000 PA USD 591593.4200000000 0.3122765100 Long DBT CORP US N 2 2031-05-15 Fixed 7.250000000000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CJ2 168000.0000000000 PA USD 173536.9200000000 0.0916026141 Long DBT CORP US N 2 2029-11-17 Variable 6.196000000000001 N N N N N N Light & Wonder International Inc RLTHESQ0RNFQJWPBJN60 80874YBE9 725000.0000000000 PA USD 742560.2800000000 0.3919653682 Long DBT CORP US N 2 2029-11-15 Fixed 7.250000000000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KBA7 760000.0000000000 PA USD 720645.6500000000 0.3803975854 Long DBT CORP US N 2 2029-04-15 Fixed 5.000000000000000 N N N N N N Shelter Growth CRE Issuer Ltd N/A 82286DAA2 305578.2300000000 PA USD 305555.9800000000 0.1612897504 Long ABS-CBDO CORP US N 2 2037-06-17 Variable 7.611850000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHY0 5355000.0000000000 PA USD 5370688.4900000000 2.8349535360 Long DBT UST US N 2 2026-09-15 Fixed 4.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CJK8 2100000.0000000000 PA USD 2108162.1100000000 1.1128073504 Long DBT UST US N 2 2026-11-15 Fixed 4.750000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CJN2 2530000.0000000000 PA USD 2541167.5700000000 1.3413721540 Long DBT UST US N 2 2028-11-30 Fixed 4.375000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CJP7 4300000.0000000000 PA USD 4291937.5000000000 2.2655276720 Long DBT UST US N 2 2026-12-15 Fixed 4.250000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CJT9 4000000.0000000000 PA USD 3953593.7600000000 2.0869306851 Long DBT UST US N 2 2027-01-15 Fixed 4.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CKA8 1000000.0000000000 PA USD 991835.9400000000 0.5235471784 Long DBT UST US N 2 2027-02-15 Fixed 4.000000000000000 N N N N N N VB-S1 Issuer LLC - VBTEL N/A 91823AAY7 425000.0000000000 PA USD 378005.3300000000 0.1995326202 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.288000000000000 N N N N N N Venture Global LNG Inc 54930011XLBUWMQUC829 92332YAC5 645000.0000000000 PA USD 688110.7700000000 0.3632238333 Long DBT CORP US N 2 2029-02-01 Fixed 9.500000000000000 N N N N N N Verus Securitization Trust 2021-7 N/A 92538QAB6 972274.5800000000 PA USD 799784.8100000000 0.4221717159 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.137000000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 925524AX8 385000.0000000000 PA USD 353431.8600000000 0.1865613511 Long DBT CORP US N 2 2036-04-30 Fixed 6.875000000000000 N N N N N N Vibrant CLO Ltd 5493007DQ2IM8HOLV582 92558BAE8 350000.0000000000 PA USD 350004.3100000000 0.1847520961 Long ABS-CBDO CORP US N 2 2030-09-15 Variable 7.979419999999999 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAE5 465000.0000000000 PA USD 417428.7100000000 0.2203425128 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000000 N N N N N N VICI Properties LP 254900X4QE7SGKQLLN38 925650AA1 485000.0000000000 PA USD 476751.6500000000 0.2516565201 Long DBT CORP US N 2 2025-05-15 Fixed 4.375000000000000 N N N N N N Chesapeake Energy Corp X2MT1W32SPAZ9WSKLE78 92735LAA0 267000.0000000000 PA USD 268268.1300000000 0.1416071115 Long DBT CORP US N 2 2029-04-15 Fixed 6.750000000000000 N N N N N N Viper Energy Inc 5299009LINL232255G03 92763MAB1 305000.0000000000 PA USD 314316.2600000000 0.1659139223 Long DBT CORP US N 2 2031-11-01 Fixed 7.375000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3D3 391000.0000000000 PA USD 384700.7800000000 0.2030668579 Long DBT CORP US N 2 2034-04-24 Variable 5.389000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3F8 670000.0000000000 PA USD 667652.8200000000 0.3524249687 Long DBT CORP US N 2 2034-07-25 Variable 5.557000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3G6 10000.0000000000 PA USD 10368.8800000000 0.0054732821 Long DBT CORP US N 2 2029-10-23 Variable 6.303000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95002YAA1 286000.0000000000 NS USD 303339.8900000000 0.1601199726 Long EP CORP US N 2 N N N Kyndryl Holdings Inc 549300LQ4LWX2R8ZV130 50155QAK6 467000.0000000000 PA USD 409468.3700000000 0.2161405946 Long DBT CORP US N 2 2028-10-15 Fixed 2.700000000000000 N N N N N N Kyndryl Holdings Inc 549300LQ4LWX2R8ZV130 50155QAN0 842000.0000000000 PA USD 850345.1800000000 0.4488603425 Long DBT CORP US N 2 2034-02-20 Fixed 6.350000000000001 N N N N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889AF6 555000.0000000000 PA USD 570720.2400000000 0.3012584635 Long DBT CORP US N 2 2033-06-15 Fixed 6.250000000000000 N N N N N N Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp N/A 505742AG1 19000.0000000000 PA USD 18734.2200000000 0.0098889823 Long DBT CORP US N 2 2025-10-01 Fixed 5.250000000000000 N N N N N N Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp N/A 505742AM8 403000.0000000000 PA USD 371308.9000000000 0.1959978653 Long DBT CORP US N 2 2027-02-01 Fixed 4.250000000000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529043AF8 525000.0000000000 PA USD 542484.2000000000 0.2863538825 Long DBT CORP US N 2 2028-11-15 Fixed 6.750000000000000 N N N N N N Life 2021-BMR Mortgage Trust N/A 53218CAG5 590765.0500000000 PA USD 581081.7600000000 0.3067278605 Long ABS-MBS CORP US N 2 2038-03-15 Variable 6.832479999999999 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AG4 750000.0000000000 NS USD 749527.5000000000 0.3956430615 Long EP CORP GB N 2 N N N LUNAR AIRCRAFT 2020-1 LTD N/A 55037LAA2 239258.4800000000 PA USD 218036.9000000000 0.1150922236 Long ABS-MBS CORP US N 2 2045-02-15 Fixed 3.376000000000000 N N N N N N MEG Energy Corp 5493002WXPTG5ZC1T326 552704AF5 470000.0000000000 PA USD 458623.7400000000 0.2420875826 Long DBT CORP CA N 2 2029-02-01 Fixed 5.875000000000000 N N N N N N MF1 Multifamily Housing Mortga N/A 55282XAJ9 400000.0000000000 PA USD 380984.0000000000 0.2011049310 Long ABS-CBDO CORP US N 2 2036-07-15 Variable 7.932119999999999 N N N N N N MAPS 2021-1 Trust N/A 55292RAA9 212451.5000000000 PA USD 188253.4000000000 0.0993708056 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 2.521000000000000 N N N N N N MACH 1 Cayman 2019-1 Ltd N/A 55446MAA5 234300.5000000000 PA USD 205045.2200000000 0.1082344792 Long ABS-MBS CORP US N 2 2039-10-15 Fixed 3.474000000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 625000.0000000000 PA USD 582328.1300000000 0.3073857652 Long DBT CORP US N 2 2032-03-15 Fixed 6.125000000000000 N N N N N N Magallanes Inc 549300DXR29GD4N0A520 55903VBA0 17000.0000000000 PA USD 16090.8300000000 0.0084936513 Long DBT CORP US N 2 2027-03-15 Fixed 3.755000000000000 N N N N N N Stratus CLO LTD 254900QVXP4GJ625LF86 86315TAE5 350000.0000000000 PA USD 350003.1900000000 0.1847515049 Long ABS-CBDO CORP US N 2 2029-12-28 Variable 7.479419999999999 N N N N N N Summit Materials LLC / Summit Materials Finance Corp N/A 86614RAP2 300000.0000000000 PA USD 311576.4000000000 0.1644676690 Long DBT CORP US N 2 2031-01-15 Fixed 7.250000000000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 486000.0000000000 PA USD 481582.9400000000 0.2542067486 Long DBT CORP US N 2 2024-08-15 Fixed 4.250000000000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 87169DAB1 390000.0000000000 PA USD 385614.4500000000 0.2035491447 Long LON CORP US N 2 2030-09-30 Variable 9.330200000000000 N N N N N N THPT 2023-THL Mortgage Trust N/A 87252LAE5 250000.0000000000 PA USD 255113.7000000000 0.1346634584 Long ABS-MBS CORP US N 2 2034-12-10 Variable 7.668740000000000 N N N N N N TPG Real Estate Finance Issuer N/A 87276WAA1 548784.8400000000 PA USD 538555.9300000000 0.2842803192 Long ABS-CBDO CORP US N 2 2038-03-15 Variable 6.635829999999999 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030AD9 530000.0000000000 PA USD 554786.3800000000 0.2928476698 Long DBT CORP US N 2 2028-11-27 Floating 7.350000000000001 N N N N N N TEGNA Inc 549300YC5EDBGX85AO10 87901JAH8 390000.0000000000 PA USD 343597.8000000000 0.1813703774 Long DBT CORP US N 2 2029-09-15 Fixed 5.000000000000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDK3 367000.0000000000 PA USD 363152.0100000000 0.1916921968 Long DBT CORP US N 2 2028-10-01 Fixed 6.125000000000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDM9 360000.0000000000 PA USD 331413.4400000000 0.1749387821 Long DBT CORP US N 2 2029-06-01 Fixed 4.250000000000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GDS6 100000.0000000000 PA USD 99845.6600000000 0.0527041938 Long DBT CORP US N 2 2027-02-01 Fixed 6.250000000000000 N N N N N N 3R Lux SARL N/A 88563PAA6 300000.0000000000 PA USD 310588.5000000000 0.1639461994 Long DBT CORP LU N 2 2031-02-05 Fixed 9.750000000000000 N N N N N N Warner Media LLC 5493004RSX004WU3UT62 887317BB0 334000.0000000000 PA USD 309560.7900000000 0.1634037159 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BP1 395000.0000000000 PA USD 362562.6000000000 0.1913810728 Long DBT CORP US N 2 2029-01-15 Fixed 4.625000000000000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BV8 200000.0000000000 PA USD 201499.6200000000 0.1063629107 Long DBT CORP US N 2 2032-03-01 Fixed 6.625000000000000 N N N N N N Triangle Re 2023-1 Ltd N/A 89589AAA7 325000.0000000000 PA USD 331585.4100000000 0.1750295576 Long ABS-MBS CORP US N 2 2033-11-25 Variable 8.721650000000000 N N N N N N Triangle Re 2021-1 Ltd N/A 89600FAD5 99760.9900000000 PA USD 100093.9500000000 0.0528352553 Long ABS-MBS CORP US N 2 2033-08-25 Variable 9.335410000000000 N N N N N N Triangle Re 2021-3 Ltd N/A 89600HAA7 19816.9200000000 PA USD 19826.0800000000 0.0104653278 Long ABS-MBS CORP US N 2 2034-02-25 Variable 7.221649999999999 N N N N N N Trinity Rail Leasing LP N/A 89655YAA4 151060.6600000000 PA USD 152282.1100000000 0.0803831216 Long ABS-MBS CORP US N 2 2039-11-16 Fixed 6.657000000000000 N N N N N N Tronox Inc 549300EPZ4YXC7E5P181 897051AC2 570000.0000000000 PA USD 505291.3800000000 0.2667214058 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAQ5 385000.0000000000 PA USD 407624.2700000000 0.2151671741 Long DBT CORP US N 2 2029-10-30 Variable 7.161000000000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAU4 400000.0000000000 PA USD 402077.4800000000 0.2122392643 Long DBT NUSS MX N 2 2028-02-09 Fixed 5.400000000000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAY6 100000.0000000000 PA USD 98492.6300000000 0.0519899879 Long DBT NUSS MX N 2 2029-05-07 Fixed 5.000000000000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAN5 965000.0000000000 PA USD 974309.6900000000 0.5142958311 Long DBT CORP IE N 2 2025-07-15 Fixed 6.500000000000000 N N N N N N Agree LP 549300DXY3G299V1BO77 008513AA1 440000.0000000000 PA USD 375309.4400000000 0.1981095768 Long DBT CORP US N 2 2030-10-01 Fixed 2.900000000000000 N N N N N N Aimco CDO N/A 00900GAJ4 725000.0000000000 PA USD 722434.8800000000 0.3813420423 Long ABS-CBDO CORP US N 2 2031-04-17 Variable 8.128140000000000 N N N N N N Aimco CDO 5493004I93856WYBB035 00901AAN7 250000.0000000000 PA USD 249127.1500000000 0.1315034183 Long ABS-CBDO CORP US N 2 2032-07-22 Variable 7.479419999999999 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAX9 880000.0000000000 PA USD 889589.6800000000 0.4695758120 Long DBT CORP US N 2 2028-07-18 Fixed 6.500000000000000 N N N N N N Aligned Data Centers Issuer LLC N/A 01627AAB4 400000.0000000000 PA USD 355374.7600000000 0.1875869238 Long ABS-MBS CORP US N 2 2046-08-15 Fixed 2.482000000000000 N N N N N N ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A N/A 01627AAC2 350000.0000000000 PA USD 348659.9600000000 0.1840424721 Long ABS-MBS CORP US N 2 2047-10-15 Fixed 6.3500000000 N N N N N N ATI Inc ZW1LRE7C3H17O2ZN9B45 01741RAL6 305000.0000000000 PA USD 281298.8800000000 0.1484854793 Long DBT CORP US N 2 2029-10-01 Fixed 4.875000000000000 N N N N N N Bread Financial Holdings Inc 549300G8S4PO686J7H97 018581AP3 197000.0000000000 PA USD 201755.5800000000 0.1064980209 Long DBT CORP US N 2 2029-03-15 Fixed 9.750000000000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBK0 480150.0000000000 PA USD 478723.9500000000 0.2526976117 Long LON CORP US N 2 2028-02-15 Variable 8.184300000000000 N N N N N N American Airlines 2017-2 Class B Pass Through Trust N/A 02377DAA0 411743.8700000000 PA USD 396548.2600000000 0.2093206288 Long DBT CORP US N 2 2027-04-15 Fixed 3.700000000000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XCD0 230000.0000000000 PA USD 229952.1300000000 0.1213817568 Long DBT CORP US N 2 2033-07-15 Fixed 5.550000000000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DQ0 480000.0000000000 PA USD 483803.9600000000 0.2553791287 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000000 N N N N N N Angel Oak Mortgage Trust 2021-7 N/A 03464JAC5 564991.1100000000 PA USD 470727.2600000000 0.2484765059 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.337000000000000 N N N N N N Angel Oak Mortgage Trust 2020-5 N/A 03464WAB8 450318.2400000000 PA USD 418891.4300000000 0.2211146193 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.579000000000000 N N N N N N Angel Oak Mortgage Trust 2020-2 N/A 03464XAB6 172729.5200000000 PA USD 164344.7500000000 0.0867504662 Long ABS-MBS CORP US N 2 2065-01-26 Variable 3.860000000000000 N N N N N N Angel Oak Mortgage Trust 2021-3 N/A 03465EAD3 600000.0000000000 PA USD 408484.9200000000 0.2156214740 Long ABS-MBS CORP US N 2 2066-05-25 Variable 2.479000000000000 N N N N N N Angel Oak Mortgage Trust 2021-5 N/A 03465HAA2 481662.9600000000 PA USD 404725.3900000000 0.2136369811 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.951000000000000 N N N N N N Angel Oak Mortgage Trust 2021-6 N/A 03465JAB6 1020128.0900000000 PA USD 832903.8800000000 0.4396538366 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.581000000000000 N N N N N N Antares Holdings LP 5493008EAIGV4283RM42 03666HAF8 430000.0000000000 PA USD 444891.5500000000 0.2348389550 Long DBT CORP CA N 2 2028-08-11 Fixed 7.950000000000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674XAS5 660000.0000000000 PA USD 629608.9100000000 0.3323432385 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000000 N N N N N N AON North America Inc N/A 03740MAC4 945000.0000000000 PA USD 944371.4900000000 0.4984927537 Long DBT CORP US N 2 2031-03-01 Fixed 5.300000000000000 N N N N N N Arbor Realty Trust Inc N/A 03880RAA7 262500.0000000000 PA USD 261022.9700000000 0.1377827057 Long ABS-CBDO CORP US N 2 2036-11-15 Variable 6.782120000000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275RBU5 119000.0000000000 PA USD 120536.2300000000 0.0636258484 Long DBT CORP US N 2 2054-02-26 Fixed 5.300000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967PF2 135000.0000000000 PA USD 133656.8100000000 0.0705516335 Long DBT CORP US N 2 2030-02-13 Variable 5.174000000000000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888HAA1 800000.0000000000 PA USD 838139.2000000000 0.4424173350 Long DBT CORP US N 2 2028-07-01 Fixed 8.375000000000000 N N N N N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496AQ0 515000.0000000000 PA USD 512347.4400000000 0.2704459939 Long DBT CORP US N 2 2031-02-01 Fixed 6.375000000000000 N N N N N N Cleveland-Cliffs Inc 549300TM2WLI2BJMDD86 185899AN1 705000.0000000000 PA USD 700722.1000000000 0.3698808074 Long DBT CORP US N 2 2030-04-15 Fixed 6.750000000000000 N N N N N N Cologix Canadian Issuer LP N/A 19521DAD3 450000.0000000000 PA 306758.6500000000 0.1619245877 Long ABS-MBS CORP CA N 2 2052-01-25 Fixed 4.940000000000000 N N N N N N Cologix Canadian Issuer LP N/A 19521DAN1 350000.0000000000 PA 236769.3300000000 0.1249802610 Long ABS-MBS CORP CA N 2 2052-01-25 Fixed 7.740000000000000 N N N N N N Cologix Data Centers US Issuer LLC N/A 19521UAA1 550000.0000000000 PA USD 499497.9600000000 0.2636633107 Long ABS-MBS CORP US N 2 2051-12-26 Fixed 3.300000000000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325DP7 500000.0000000000 PA USD 457051.4000000000 0.2412576125 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.500000000000000 N N N N N N Columbia Pipelines Holding Co N/A 19828AAB3 620000.0000000000 PA USD 631760.5800000000 0.3334790118 Long DBT CORP US N 2 2028-08-15 Fixed 6.042000000000001 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340AW7 161000.0000000000 PA USD 158143.2600000000 0.0834769685 Long DBT CORP US N 2 2030-01-30 Variable 5.982000000000000 N N N N N N Connecticut Avenue Securities Trust 2022-R09 N/A 20753DAA6 286854.9300000000 PA USD 291606.8000000000 0.1539265832 Long ABS-MBS CORP US N 2 2042-09-25 Variable 7.821310000000000 N N N N N N Connecticut Avenue Securities Trust 2024-R01 N/A 20753UAA8 933810.5100000000 PA USD 934567.8300000000 0.4933178268 Long ABS-MBS CORP US N 2 2044-01-25 Variable 6.371650000000000 N N N N N N Connecticut Avenue Securities Trust 2022-R03 N/A 20753XAA2 188922.4400000000 PA USD 191675.3400000000 0.1011770993 Long ABS-MBS CORP US N 2 2042-03-25 Variable 7.421650000000000 N N N N N N Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC N/A 22207AAA0 590000.0000000000 PA USD 600027.0500000000 0.3167282575 Long DBT CORP US N 2 2030-07-15 Fixed 6.625000000000000 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 224044CS4 221000.0000000000 PA USD 221400.1200000000 0.1168675216 Long DBT CORP US N 2 2033-06-15 Fixed 5.700000000000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AL9 195000.0000000000 NS USD 195039.3100000000 0.1029527932 Long EP CORP FR N 2 N N N CrownRock LP / CrownRock Finance Inc N/A 228701AG3 40000.0000000000 PA USD 39387.0000000000 0.0207906892 Long DBT CORP US N 2 2029-05-01 Fixed 5.000000000000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAD4 334000.0000000000 PA USD 328669.7700000000 0.1734905177 Long DBT CORP US N 2 2025-02-01 Fixed 3.625000000000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAF9 440000.0000000000 PA USD 432996.5100000000 0.2285600793 Long DBT CORP US N 2 2027-06-01 Fixed 4.700000000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 362000.0000000000 PA USD 362948.6300000000 0.1915848413 Long DBT CORP DK N 2 2030-03-01 Variable 5.705000000000000 N N N N N N Deephaven Residential Mortgage Trust 2021-3 N/A 24381VAA8 282740.8500000000 PA USD 239265.5400000000 0.1262979020 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.194000000000000 N N N N N N Diamond Issuer N/A 25267TAN1 691000.0000000000 PA USD 614867.6200000000 0.3245619508 Long ABS-MBS CORP US N 2 2051-11-20 Fixed 2.305000000000000 N N N N N N JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc N/A 46590XAS5 340000.0000000000 PA USD 312153.0800000000 0.1647720734 Long DBT CORP US N 2 2027-01-15 Fixed 2.500000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDW3 425000.0000000000 PA USD 433265.8100000000 0.2287022311 Long DBT CORP US N 2 2027-10-22 Variable 6.070000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PEA0 515000.0000000000 PA USD 512407.6100000000 0.2704777550 Long DBT CORP US N 2 2028-01-23 Variable 5.040000000000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON N/A 46649XAA5 282000.0000000000 PA USD 260031.8300000000 0.1372595259 Long ABS-MBS CORP US N 2 2031-07-05 Fixed 4.128300000000000 N N N N N N KKR Static CLO Trust N/A 48255QAM5 625000.0000000000 PA USD 624947.6300000000 0.3298827509 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 7.317810000000000 N N N N N N Kenbourne Invest SA 222100QGH6Y9KFYZ4B27 48855KAC4 173000.0000000000 PA USD 98875.3400000000 0.0521920039 Long DBT CORP LU N 2 2028-01-22 Fixed 4.700000000000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEL3 465000.0000000000 PA USD 460319.2900000000 0.2429825899 Long DBT CORP US N 2 2025-05-23 Variable 3.878000000000000 N N N N N N Kite Realty Group LP 549300X6R2GYI8Y3OD81 49803XAE3 88000.0000000000 PA USD 86071.7700000000 0.0454335546 Long DBT CORP US N 2 2034-03-01 Fixed 5.500000000000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3S8 755000.0000000000 PA USD 754929.0800000000 0.3984943213 Long DBT CORP US N 2 2026-02-23 Fixed 5.684000000000000 N N N N N N Avantor Funding Inc 5493003VM0XB4U8YD238 05352TAA7 470000.0000000000 PA USD 444191.5500000000 0.2344694554 Long DBT CORP US N 2 2028-07-15 Fixed 4.625000000000000 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 05401AAS0 650000.0000000000 PA USD 659822.8100000000 0.3482918460 Long DBT CORP IE N 2 2028-05-04 Fixed 6.375000000000000 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 05401AAU5 420000.0000000000 PA USD 414221.1400000000 0.2186493757 Long DBT CORP IE N 2 2029-03-01 Fixed 5.750000000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AHN6 235000.0000000000 NS USD 235904.7500000000 0.1245238867 Long EP CORP FR N 2 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 425000.0000000000 PA USD 453896.8300000000 0.2395924518 Long DBT CORP FR N 2 2034-10-19 Variable 7.003000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 735000.0000000000 PA USD 731721.8600000000 0.3862442363 Long DBT CORP FR N 2 2024-07-21 Fixed 5.150000000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAF8 545000.0000000000 PA USD 544996.2100000000 0.2876798637 Long DBT CORP FR N 2 2029-06-12 Variable 5.335000000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05581KAG6 5000.0000000000 PA USD 5114.2900000000 0.0026996119 Long DBT CORP FR N 2 2034-12-05 Variable 5.894000000000000 N N N N N N BX Trust 2018-BILT N/A 05606JAJ4 300000.0000000000 PA USD 299489.5500000000 0.1580875451 Long ABS-MBS CORP US N 2 2030-05-15 Variable 6.835010000000000 N N N N N N BXHPP Trust 2021-FILM N/A 05609JAQ5 250000.0000000000 PA USD 219052.2300000000 0.1156281723 Long ABS-MBS CORP US N 2 2036-08-15 Variable 7.432480000000000 N N N N N N BSPRT 2017-FL1 Co-Issuer LLC N/A 05610VAA0 428000.0000000000 PA USD 427932.2000000000 0.2258868497 Long ABS-CBDO CORP US N 2 2035-09-15 Variable 7.576639999999999 N N N N N N Bain Capital Credit CLO 549300WZ8E2KQS66KT95 05682LAN7 500000.0000000000 PA USD 499906.1000000000 0.2638787501 Long ABS-CBDO CORP US N 2 2032-10-17 Variable 7.678140000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAZ8 600000.0000000000 PA USD 654734.9100000000 0.3456061642 Long DBT CORP ES N 2 2033-11-07 Fixed 6.938000000000001 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GLH0 235000.0000000000 PA USD 231755.5700000000 0.1223337145 Long DBT CORP US N 2 2034-04-25 Variable 5.288000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GLS6 270000.0000000000 PA USD 275243.9200000000 0.1452893285 Long DBT CORP US N 2 2029-09-15 Variable 5.819000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GMA4 1210000.0000000000 PA USD 1206955.6800000000 0.6370995598 Long DBT CORP US N 2 2035-01-23 Variable 5.468000000000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBU0 200000.0000000000 PA USD 217033.4500000000 0.1145625459 Long DBT CORP US N 2 2034-10-25 Variable 6.474000000000000 N N N N N N BANK 2020-BNK26 N/A 06540JAJ1 991000.0000000000 PA USD 674418.1100000000 0.3559960719 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.500000000000000 N N N N N N Cerberus Onshore CLO LLC N/A 15673EAA1 113724.2900000000 PA USD 113721.2000000000 0.0600284896 Long ABS-CBDO CORP US N 2 2031-10-15 Variable 7.425600000000000 N N N N N N Cerberus Loan Funding LP N/A 15674EAA0 227164.3500000000 PA USD 227121.7100000000 0.1198877008 Long ABS-CBDO CORP US N 2 2032-04-15 Variable 7.075600000000001 N N N N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115QAG5 544000.0000000000 PA USD 584887.0400000000 0.3087365028 Long DBT CORP US N 2 2031-01-01 Fixed 9.500000000000000 N N N N N N Cisco Systems Inc/Delaware 549300LKFJ962MZ46593 17275RBS0 660000.0000000000 PA USD 660519.7800000000 0.3486597462 Long DBT CORP US N 2 2031-02-26 Fixed 4.950000000000000 N N N N N N Directv Financing LLC N/A 25461LAB8 1175000.0000000000 PA USD 1184082.7500000000 0.6250259320 Long DBT CORP US N 2 2030-02-01 Fixed 8.875000000000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAJ0 485000.0000000000 PA USD 460068.9700000000 0.2428504568 Long DBT CORP US N 2 2026-07-27 Fixed 3.450000000000000 N N N N N N Dryden Senior Loan Fund 549300AS2O1RYPD2ED41 26249BAU5 300000.0000000000 PA USD 297186.3300000000 0.1568717751 Long ABS-CBDO CORP US N 2 2028-11-15 Variable 7.268600000000000 N N N N N N Dryden Senior Loan Fund N/A 26252NAS8 500000.0000000000 PA USD 498428.6500000000 0.2630988683 Long ABS-CBDO CORP US N 2 2032-05-15 Variable 7.418600000000001 N N N N N N Gray Television Inc 529900TM5726KDN7UU35 389286AA3 380000.0000000000 PA USD 246240.0000000000 0.1299794170 Long DBT CORP US N 2 2031-11-15 Fixed 5.375000000000000 N N N N N N Gray Television Inc 529900TM5726KDN7UU35 389375AL0 325000.0000000000 PA USD 209753.2600000000 0.1107196493 Long DBT CORP US N 2 2030-10-15 Fixed 4.750000000000000 N N N N N N Great Wolf Trust 2019-WOLF N/A 39152TAJ9 253000.0000000000 PA USD 252552.3700000000 0.1333114433 Long ABS-MBS CORP US N 2 2036-12-15 Variable 7.265479999999999 N N N N N N Greystone Commercial Real Esta N/A 39809LAG9 197000.0000000000 PA USD 192840.2100000000 0.1017919837 Long ABS-CBDO CORP US N 2 2037-09-15 Variable 7.832120000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AS8 200000.0000000000 NS USD 198528.0400000000 0.1047943425 Long EP CORP GB N 2 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 675000.0000000000 PA USD 679613.8100000000 0.3587386566 Long DBT CORP GB N 2 2027-08-14 Variable 5.887000000000000 N N N N N N HGI CRE CLO Ltd 549300VYJ293N0KO2L78 40441LAC0 603000.0000000000 PA USD 588111.8100000000 0.3104387191 Long ABS-CBDO CORP US N 2 2036-06-16 Variable 6.835830000000000 N N N N N N Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd N/A 41984LAA5 535000.0000000000 PA USD 505569.6500000000 0.2668682925 Long DBT CORP US N 2 2026-01-20 Fixed 5.750000000000000 N N N N N N Home RE 2022-1 Ltd N/A 43730GAA9 78109.3800000000 PA USD 78714.4800000000 0.0415499603 Long ABS-MBS CORP US N 2 2034-10-25 Variable 8.171650000000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150BC7 365000.0000000000 PA USD 371321.8000000000 0.1960046746 Long DBT CORP US N 2 2029-08-21 Variable 6.208000000000000 N N N N N N Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC N/A 44805RAA3 65000.0000000000 PA USD 66500.7000000000 0.0351028355 Long DBT CORP CA N 2 2029-02-15 Fixed 9.000000000000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAB2 229000.0000000000 PA USD 233052.7300000000 0.1230184291 Long DBT CORP US N 2 2033-08-14 Fixed 5.700000000000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAT4 345000.0000000000 PA USD 342842.4700000000 0.1809716714 Long DBT CORP IT N 2 2024-06-26 Fixed 5.017000000000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBZ9 405000.0000000000 PA USD 409785.2900000000 0.2163078829 Long DBT CORP IT N 2 2033-06-20 Fixed 6.625000000000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAD0 368000.0000000000 PA USD 373560.4800000000 0.1971863767 Long DBT CORP US N 2 2030-05-15 Fixed 6.500000000000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAL5 970000.0000000000 PA USD 902622.9800000000 0.4764555259 Long DBT CORP US N 2 2032-07-15 Fixed 5.625000000000000 N N N N N N Iron Mountain Information Management Services Inc N/A 46285MAA8 50000.0000000000 PA USD 44757.2700000000 0.0236254218 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000000 N N N N N N ACRES Commercial Realty Ltd N/A 00103CAA7 387121.5000000000 PA USD 377334.8700000000 0.1991787135 Long ABS-CBDO CORP US N 2 2036-06-15 Variable 6.635829999999999 N N N N N N ACRES Commercial Realty Ltd N/A 00103CAC3 284500.0000000000 PA USD 276139.0000000000 0.1457618024 Long ABS-CBDO CORP US N 2 2036-06-15 Variable 7.035830000000000 N N N N N N AMMC CDO 5493004OOK6VXHQ8DQ60 00176ABB0 500000.0000000000 PA USD 502158.8000000000 0.2650678527 Long ABS-CBDO CORP US N 2 2031-04-30 Variable 7.179040000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 60000.0000000000 PA USD 55276.0900000000 0.0291778507 Long DBT CORP US N 2 2035-05-15 Fixed 4.500000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMT6 1265000.0000000000 PA USD 1267153.7500000000 0.6688755103 Long DBT CORP US N 2 2034-02-15 Fixed 5.400000000000000 N N N N N N American Airlines Inc/AAdvantage Loyalty IP Ltd N/A 00253XAA9 266250.0000000000 PA USD 264088.9300000000 0.1394010930 Long DBT CORP US N 2 2026-04-20 Fixed 5.500000000000000 N N N N N N Aaset 2021-2 Trust N/A 00258BAB0 415863.4900000000 PA USD 345078.4500000000 0.1821519483 Long ABS-MBS CORP US N 2 2047-01-15 Fixed 3.538000000000000 N N N N N N Arbor Realty Trust Inc N/A 03881CAA9 372833.6400000000 PA USD 370629.9700000000 0.1956394876 Long ABS-CBDO CORP US N 2 2035-12-15 Variable 6.402120000000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LBE2 865000.0000000000 PA USD 882575.5300000000 0.4658733464 Long DBT CORP US N 2 2027-01-15 Fixed 7.000000000000000 N N N N N N Churchill Downs Inc 529900FODTBQC8MIS994 12511VAA6 480000.0000000000 PA USD 461510.7800000000 0.2436115258 Long DBT CORP US N 2 2030-04-01 Fixed 5.750000000000000 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548JAJ1 500000.0000000000 PA USD 498019.6500000000 0.2628829749 Long ABS-CBDO CORP US N 2 2030-07-20 Variable 9.229419999999999 N N N N N N CIFC Funding Ltd 635400BTAKRBKGRV3X14 12551MAE9 200000.0000000000 PA USD 199424.6600000000 0.1052676293 Long ABS-CBDO CORP US N 2 2030-11-16 Variable 7.428140000000000 N N N N N N Clsec Holdings 22t LLC N/A 12567UAC7 501294.1500000000 PA USD 398438.0600000000 0.2103181723 Long ABS-MBS CORP US N 2 2037-05-11 Fixed 6.171000000000000 N N N N N N Credit Suisse Mortgage Capital Certificates 2019-ICE4 N/A 12653VAJ5 476813.7500000000 PA USD 476304.2700000000 0.2514203676 Long ABS-MBS CORP US N 2 2036-05-15 Variable 7.515009999999999 N N N N N N CSMC 2021-BHAR N/A 12659VAG5 232000.0000000000 PA USD 230673.2400000000 0.1217623995 Long ABS-MBS CORP US N 2 2038-11-15 Variable 6.932480000000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12768EAG1 317600.0000000000 PA USD 318482.9300000000 0.1681133267 Long LON CORP US N 2 2030-02-06 Variable 8.673100000000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769GAA8 665000.0000000000 PA USD 607557.9000000000 0.3207034666 Long DBT CORP US N 2 2029-10-15 Fixed 4.625000000000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769GAB6 255000.0000000000 PA USD 261438.5000000000 0.1380020460 Long DBT CORP US N 2 2030-02-15 Fixed 7.000000000000000 N N N N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769GAC4 157000.0000000000 PA USD 158272.9400000000 0.0835454210 Long DBT CORP US N 2 2032-02-15 Fixed 6.500000000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LNG4 760000.0000000000 PA USD 757614.6800000000 0.3999119331 Long DBT CORP CA N 2 2028-04-28 Fixed 5.001000000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607LWW9 250000.0000000000 PA USD 259684.4600000000 0.1370761643 Long DBT CORP CA N 2 2033-10-03 Fixed 6.092000000000001 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDB8 339000.0000000000 PA USD 351478.7000000000 0.1855303627 Long DBT CORP US N 2 2027-10-29 Variable 7.149000000000000 N N N N N N Castlelake Aircraft Securitization Trust 2018-1 N/A 14856CAA7 192556.0400000000 PA USD 175731.4800000000 0.0927610271 Long ABS-MBS CORP US N 2 2043-06-15 Fixed 4.125000000000000 N N N N N N Castlelake Aircraft Structured Trust 2021-1 N/A 14856GAA8 226444.8500000000 PA USD 213088.7500000000 0.1124803098 Long ABS-MBS CORP US N 2 2046-01-15 Fixed 3.474000000000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAW4 609000.0000000000 PA USD 626670.8800000000 0.3307923799 Long DBT CORP US N 2 2028-11-15 Floating 6.350000000000001 N N N N N N Centene Corp 549300Z7JJ4TQSQGT333 15135BAT8 480000.0000000000 PA USD 454706.4000000000 0.2400197887 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000000 N N N N N N Magallanes Inc 549300DXR29GD4N0A520 55903VBG7 510000.0000000000 PA USD 509959.5600000000 0.2691855356 Long DBT CORP US N 2 2026-03-15 Fixed 6.412000000000000 N N N N N N Magnetite CLO Ltd 549300Z6VW568TT64K70 55953HAS2 346917.3600000000 PA USD 347856.4300000000 0.1836183234 Long ABS-CBDO CORP US N 2 2031-10-15 Variable 6.675600000000000 N N N N N N Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd N/A 599191AA1 465500.0000000000 PA USD 465997.6200000000 0.2459799341 Long DBT CORP US N 2 2027-06-20 Fixed 6.500000000000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8A1 490000.0000000000 PA USD 487671.8600000000 0.2574208254 Long DBT CORP US N 2 2028-01-14 Variable 4.952000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEY7 815000.0000000000 PA USD 864090.6700000000 0.4561159905 Long DBT CORP US N 2 2033-10-18 Variable 6.342000000000001 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 475000.0000000000 PA USD 426311.6100000000 0.2250314105 Long DBT CORP US N 2 2029-04-01 Fixed 3.875000000000000 N N N N N N Shelter Growth CRE Issuer Ltd N/A 82286FAA7 224500.0000000000 PA USD 224098.7300000000 0.1182920008 Long ABS-CBDO CORP US N 2 2038-05-19 Variable 8.069849999999999 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBX9 981000.0000000000 PA USD 967655.1600000000 0.5107831934 Long DBT CORP FR N 2 2035-01-19 Variable 6.066000000000001 N N N N N N Lunar 2021-1 Structured Aircraft Portfolio Notes N/A 83438LAB7 323110.2100000000 PA USD 275897.3500000000 0.1456342459 Long ABS-MBS CORP US N 2 2046-10-15 Fixed 3.432000000000000 N N N N N N South32 Treasury Ltd 213800HFGZMXST64GP53 84055BAA1 520000.0000000000 PA USD 465718.5500000000 0.2458326251 Long DBT CORP AU N 2 2032-04-14 Fixed 4.350000000000001 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AS8 700000.0000000000 PA USD 669718.2100000000 0.3535151985 Long DBT CORP US N 2 2030-03-15 Fixed 5.375000000000000 N N N N N N Southwestern Energy Co EFWMP121W54QV9MGOP87 845467AT6 240000.0000000000 PA USD 218175.7900000000 0.1151655376 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAN0 90000.0000000000 PA USD 97434.3600000000 0.0514313731 Long DBT CORP US N 2 2029-11-30 Fixed 9.375000000000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AT9 385000.0000000000 PA USD 465283.2800000000 0.2456028649 Long DBT CORP US N 2 2032-03-15 Fixed 8.750000000000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAE2 167000.0000000000 PA USD 152523.9400000000 0.0805107732 Long ABS-MBS CORP US N 2 2046-03-26 Fixed 1.877000000000000 N N N N N N Standard Industries Inc/NJ 54930064UHXCIUWVI755 853496AG2 280000.0000000000 PA USD 249904.3100000000 0.1319136473 Long DBT CORP US N 2 2030-07-15 Fixed 4.375000000000000 N N N N N N Star Parent Inc 254900GRGCJYRMDRWT73 855170AA4 529000.0000000000 PA USD 558951.4500000000 0.2950462297 Long DBT CORP US N 2 2030-10-01 Fixed 9.000000000000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AQ6 505000.0000000000 NS USD 506254.9300000000 0.2672300221 Long EP CORP US N 2 N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AH2 660000.0000000000 PA USD 587376.9000000000 0.3100507919 Long DBT CORP US N 2 2031-12-01 Fixed 4.625000000000000 N N N N N N Stewart Park CLO 549300FC1IHOM4H6GL63 860444AS7 300000.0000000000 PA USD 298602.1200000000 0.1576191093 Long ABS-CBDO CORP US N 2 2030-01-15 Variable 7.375600000000000 N N N N N N Store Capital LLC 254900Z9PIEFQ6AYXK50 862121AA8 232000.0000000000 PA USD 217283.8800000000 0.1146947370 Long DBT CORP US N 2 2028-03-15 Fixed 4.500000000000000 N N N N N N Store Capital LLC 254900Z9PIEFQ6AYXK50 862121AB6 233000.0000000000 PA USD 217613.1400000000 0.1148685391 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000000 N N N N N N Store Capital LLC 254900Z9PIEFQ6AYXK50 862121AD2 1040000.0000000000 PA USD 811041.9400000000 0.4281138666 Long DBT CORP US N 2 2031-12-01 Fixed 2.700000000000000 N N N N N N United Rentals North America Inc NGIZXNT70J2LYT3FBI09 911365BQ6 545000.0000000000 PA USD 545976.6400000000 0.2881973902 Long DBT CORP US N 2 2029-12-15 Fixed 6.000000000000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 159000.0000000000 PA USD 160718.6600000000 0.0848364105 Long DBT CORP US N 2 2029-06-12 Variable 5.775000000000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJP6 740000.0000000000 PA USD 764789.5600000000 0.4036992411 Long DBT CORP US N 2 2027-10-26 Variable 6.787000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZQ6 585000.0000000000 PA USD 469748.1400000000 0.2479596709 Long DBT UST US N 2 2030-05-15 Fixed 0.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CDN8 1000000.0000000000 PA USD 968162.2200000000 0.5110508483 Long DBT UST US N 2 2024-12-15 Fixed 1.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CEM9 1155000.0000000000 PA USD 1080895.0200000000 0.5705576044 Long DBT UST US N 2 2029-04-30 Fixed 2.875000000000000 N N N N N N United States Treasury Note/Bond - When Issued 254900HROIFWPRGM1V77 91282CFX4 600000.0000000000 PA USD 596787.3200000000 0.3150181445 Long DBT UST US N 2 2024-11-30 Fixed 4.375000000000000 N N N N N N United States Treasury Note/Bond - When Issued 254900HROIFWPRGM1V77 91282CFY2 440000.0000000000 PA USD 431079.6900000000 0.2275482731 Long DBT UST US N 2 2029-11-30 Fixed 3.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CHU8 8800000.0000000000 PA USD 8772156.2700000000 4.6304408610 Long DBT UST US N 2 2026-08-15 Fixed 4.500000000000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBG9 865000.0000000000 NS USD 865148.0000000000 0.4566741092 Long EP CORP GB N 2 N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECD5 375000.0000000000 PA USD 396539.0900000000 0.2093157884 Long DBT CORP GB N 2 2028-11-02 Variable 7.385000000000001 N N N N N N Bausch + Lomb Corp 549300NY6OZM39SO6475 071705AA5 440000.0000000000 PA USD 460350.0000000000 0.2429988004 Long DBT CORP CA N 2 2028-10-01 Fixed 8.375000000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 731000.0000000000 PA USD 697523.7700000000 0.3681925477 Long DBT CORP US N 2 2029-09-17 Variable 2.636000000000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 395000.0000000000 PA USD 389011.8400000000 0.2053424795 Long DBT CORP CO N 2 2026-06-26 Fixed 5.375000000000000 N N N N N N EdgeConneX Data Centers Issuer N/A 28000XAA6 286772.5100000000 PA USD 263370.0100000000 0.1390216064 Long ABS-MBS CORP US N 2 2052-03-25 Fixed 4.250000000000000 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAD2 542000.0000000000 PA USD 556032.9200000000 0.2935056642 Long DBT CORP US N 2 2030-09-01 Fixed 6.500000000000000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAS6 257000.0000000000 PA USD 252074.8600000000 0.1330593865 Long DBT CORP US N 2 2034-02-01 Fixed 5.400000000000000 N N N N N N EXTENDED STAY AMERICA TRUST ESA 2021 ESH E 144A N/A 30227FAL4 294737.1400000000 PA USD 294741.8600000000 0.1555814454 Long ABS-MBS CORP US N 2 2038-07-15 Variable 8.282480000000000 N N N N N N Tierra Mojada Luxembourg II Sarl 254900H2U8PBIY32VI94 30260LAA3 303064.2500000000 PA USD 270859.2800000000 0.1429748672 Long DBT CORP LU N 2 2040-12-01 Fixed 5.750000000000000 N N N N N N FARM 21-1 Mortgage Trust N/A 30768WAC2 543136.4300000000 PA USD 383946.0200000000 0.2026684529 Long ABS-MBS CORP US N 2 2051-07-25 Variable 3.242181000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DPM96 1627681.7700000000 PA USD 1637843.2100000000 0.8645464000 Long ABS-MBS USGA US N 2 2053-01-01 Fixed 6.000000000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DQQF6 2143785.0600000000 PA USD 1940768.8700000000 1.0244477185 Long ABS-MBS USGA US N 2 2049-02-01 Fixed 3.500000000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KNWE9 2550331.0300000000 PA USD 2273021.4700000000 1.1998294568 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.500000000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KPKP2 234765.5100000000 PA USD 228080.8700000000 0.1203939998 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 5.000000000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133L8XH3 1852948.3200000000 PA USD 1647107.4800000000 0.8694366064 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 2.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNXA5 3480135.0900000000 PA USD 3100259.2000000000 1.6364923786 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QS4H1 1105459.2500000000 PA USD 1114026.6000000000 0.5880463286 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QS4T5 1518991.3000000000 PA USD 1528019.0000000000 0.8065749624 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XGMU0 3190163.2300000000 PA USD 2849704.6100000000 1.5042354766 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHWY9 1700205.5700000000 PA USD 1466302.3700000000 0.7739974300 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.000000000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3142GQLF7 2121451.5200000000 PA USD 2160789.6400000000 1.1405871411 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.500000000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 94000.0000000000 PA USD 96490.5200000000 0.0509331609 Long DBT CORP US N 2 2029-07-27 Variable 6.339000000000000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677AAB0 200000.0000000000 PA USD 192707.2500000000 0.1017217999 Long DBT CORP US N 2 2026-03-15 Fixed 3.850000000000000 N N N N N N Flexential Issuer 2021-1 N/A 33938MAA7 525000.0000000000 PA USD 475431.8600000000 0.2509598602 Long ABS-MBS CORP US N 2 2051-11-27 Fixed 3.250000000000000 N N N N N N Fontainebleau Miami Beach Trust 2019-FBLU N/A 34461LAL8 207000.0000000000 PA USD 201545.0500000000 0.1063868912 Long ABS-MBS CORP US N 2 2036-12-10 Variable 3.962873000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D42 310000.0000000000 PA USD 326743.3600000000 0.1724736494 Long DBT CORP US N 2 2030-06-10 Fixed 7.200000000000000 N N N N N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 38173MAE2 230000.0000000000 PA USD 223391.2000000000 0.1179185264 Long DBT CORP US N 2 2029-07-15 Fixed 6.000000000000000 N N N N N N Blue Owl Credit Income Corp 5493003I42XBWPE05N35 69120VAU5 1470000.0000000000 PA USD 1502165.6400000000 0.7929280949 Long DBT CORP US N 2 2029-01-15 Fixed 7.750000000000000 N N N N N N Blue Owl Capital Corp 2549000BD79OOCPF2L94 69121KAE4 843000.0000000000 PA USD 785391.8100000000 0.4145742754 Long DBT CORP US N 2 2026-07-15 Fixed 3.400000000000000 N N N N N N Blue Owl Capital Corp 2549000BD79OOCPF2L94 69121KAH7 167000.0000000000 PA USD 163255.1700000000 0.0861753241 Long DBT CORP US N 2 2029-03-15 Fixed 5.950000000000000 N N N N N N PFP III Ltd N/A 69291QAA3 759000.0000000000 PA USD 761826.4900000000 0.4021351649 Long ABS-CBDO CORP US N 2 2035-08-19 Variable 7.595650000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KM8 50000.0000000000 PA USD 52024.5000000000 0.0274614773 Long DBT CORP US N 2 2033-06-15 Fixed 6.400000000000000 N N N N N N Palmer Square CLO Ltd 5493008LHKT4A5V5Z173 69688AAQ4 415000.0000000000 PA USD 415380.4300000000 0.2192613146 Long ABS-CBDO CORP US N 2 2031-10-17 Variable 7.078139999999999 N N N N N N Palmer Square Loan Funding Ltd N/A 69702YAE1 255000.0000000000 PA USD 255322.9300000000 0.1347739018 Long ABS-CBDO CORP US N 2 2031-07-24 Variable 8.068579999999999 N N N N N N Palomino Funding Trust I N/A 69754AAA8 520000.0000000000 PA USD 542213.3200000000 0.2862108967 Long DBT CORP US N 2 2028-05-17 Fixed 7.233000000000001 N N N N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299BW3 136000.0000000000 PA USD 128814.2100000000 0.0679954350 Long DBT NUSS PA N 2 2036-01-31 Fixed 6.875000000000000 N N N N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299BX1 120000.0000000000 PA USD 123320.2200000000 0.0650953959 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.500000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 535000.0000000000 PA USD 415634.2400000000 0.2193952899 Long DBT CORP MX N 2 2031-01-28 Fixed 5.950000000000000 N N N N N N Radian Group Inc 54930005OUP720S5U385 750236AY7 383000.0000000000 PA USD 384352.6400000000 0.2028830899 Long DBT CORP US N 2 2029-05-15 Fixed 6.200000000000000 N N N N N N Radnor RE 2021-2 Ltd N/A 75049GAA7 132727.4500000000 PA USD 132806.0100000000 0.0701025331 Long ABS-MBS CORP US N 2 2031-11-25 Variable 7.171650000000000 N N N N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAA4 300000.0000000000 PA USD 298851.9000000000 0.1577509573 Long DBT CORP LU N 2 2027-01-20 Fixed 5.300000000000000 N N N N N N Ready Capital Corp N/A 75575RAA5 606592.9700000000 PA USD 609538.5200000000 0.3217489500 Long ABS-CBDO CORP US N 2 2039-10-25 Variable 7.694929999999999 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109CB8 575000.0000000000 PA USD 542628.3000000000 0.2864299467 Long DBT CORP US N 2 2029-07-15 Fixed 4.000000000000000 N N N N N N Kite Realty Group Trust 549300OVTYLM7DH6CM14 76131VAB9 285000.0000000000 PA USD 269177.5400000000 0.1420871496 Long DBT CORP US N 2 2030-09-15 Fixed 4.750000000000000 N N N N N N Romanian Government International Bond 315700IASY927EDWBK92 77586RAQ3 406000.0000000000 PA USD 417776.4400000000 0.2205260644 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.625000000000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 780153BT8 525000.0000000000 PA USD 546244.1300000000 0.2883385865 Long DBT CORP US N 2 2030-01-15 Fixed 7.250000000000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 5331194.6600000000 NS USD 5331194.6600000000 2.8141064559 Long STIV RF US N 1 N N N Slam 2021-1 Ltd N/A 78449AAC6 416650.0000000000 PA USD 351950.5500000000 0.1857794318 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.422000000000000 N N N N N N SAPPHIRE AVIATION FINANCE II LTD N/A 80307AAA7 159167.8600000000 PA USD 141030.4900000000 0.0744438794 Long ABS-MBS CORP US N 2 2040-03-15 Fixed 3.228000000000000 N N N N N N Saudi Government International Bond 635400FMICXSM3SI3H65 80413TBF5 400000.0000000000 PA USD 393603.2000000000 0.2077660594 Long DBT NUSS SA N 2 2030-01-16 Fixed 4.750000000000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513CH6 85000.0000000000 PA USD 88119.6000000000 0.0465145152 Long DBT CORP US N 2 2034-08-24 Variable 6.136000000000000 N N N N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp N/A 983130AX3 580000.0000000000 PA USD 568171.6900000000 0.2999131945 Long DBT CORP US N 2 2027-05-15 Fixed 5.250000000000000 N N N N N N CBOT 10 Year US Treasury Note N/A N/A 128.0000000000 NC USD 35629.9600000000 0.0188075107 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 10YR NOTE (CBT) US 10YR NOTE (CBT)Jun24 2024-06-18 14100370.0400000000 USD 35629.9600000000 N N N CME Ultra Long Term US Treasury N/A N/A -1.0000000000 NC USD -978.4600000000 -0.0005164866 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US ULTRA BOND CBT US ULTRA BOND CBT Jun24 2024-06-18 -126896.5400000000 USD -978.4600000000 N N N CBOT US Long Bond Future N/A N/A -23.0000000000 NC USD -15488.4300000000 -0.0081756705 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US LONG BOND(CBT) US LONG BOND(CBT) Jun24 2024-06-18 -2727261.5700000000 USD -15488.4300000000 N N N CBOT 10 Year Ultra US Treasury Note N/A N/A 149.0000000000 NC USD 40684.0100000000 0.0214753245 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 10yr Ultra Fut US 10yr Ultra Fut Jun24 2024-06-18 16970925.3700000000 USD 40684.0100000000 N N N CBOT 5 Year US Treasury Note N/A N/A 144.0000000000 NC USD 26398.1900000000 0.0139344597 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 5YR NOTE (CBT) US 5YR NOTE (CBT) Jun24 2024-06-28 15368101.8100000000 USD 26398.1900000000 N N N CBOT 2 Year US Treasury Note N/A N/A 128.0000000000 NC USD 16414.7100000000 0.0086646135 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 2YR NOTE (CBT) US 2YR NOTE (CBT) Jun24 2024-06-28 26191585.2900000000 USD 16414.7100000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 F1233ME32 270000.0000000000 NS USD 269851.5000000000 0.1424429038 Long EP CORP FR N 2 N N N Prosus NV 635400Z5LQ5F9OLVT688 N/A 300000.0000000000 PA USD 289592.4000000000 0.1528632688 Long DBT CORP NL N 2 2027-07-06 Fixed 4.850000000000001 N N N N N N 2024-04-19 American Century ETF Trust Amy R. Bitter Amy R. Bitter Assistant Treasurer