NT Diversified Bond Fund

Fund Profile

Fund profile

Tickers

ACLDX

Fund manager

American Century Investment Trust

Total assets

$4.90 bn

Liabilities

$465.68 mm

Net assets

$4.43 bn

Number of holdings

680.00

Top 200 of 680 Holdings

As of Mar 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Note/Bond 1.50 02/15/2025	126.37 mm	130.00 mm principal	2.85	Debt	Long	USA
United States Treasury Note/Bond 1.50 02/29/2024	88.70 mm	90.00 mm principal	2.00	Debt	Long	USA
United States Treasury Note/Bond 0.75 11/15/2024	86.04 mm	90.00 mm principal	1.94	Debt	Long	USA
United States Treasury Note/Bond 1.88 02/28/2029	80.39 mm	83.26 mm principal	1.81	Debt	Long	USA
United States Treasury Note/Bond - When Issued 1.63 03/15/2025	78.31 mm	80.00 mm principal	1.77	Debt	Long	USA
United States Treasury Note/Bond 1.88 02/28/2027	77.87 mm	80.00 mm principal	1.76	Debt	Long	USA
United States Treasury Note/Bond 1.00 12/15/2024	74.97 mm	78.00 mm principal	1.69	Debt	Long	USA
FNCL 3.5 4/22 MBS 30yr	73.65 mm	73.50 mm principal	1.66	ABS-mortgage backed security	Long	USA
Landesbank Baden-Wuerttemberg/New York NY 0.00 04/01/2022	60.00 mm	60.00 mm principal	1.35	Short-term investment vehicle	Long	USA
United States Treasury Note/Bond 0.38 04/15/2024	57.64 mm	60.00 mm principal	1.30	Debt	Long	USA
United States Treasury Note/Bond 1.88 02/15/2032	54.75 mm	57.00 mm principal	1.23	Debt	Long	USA
United States Treasury Note/Bond 3.38 11/15/2048	50.40 mm	43.00 mm principal	1.14	Debt	Long	USA
Freddie Mac Pool 2.50	45.88 mm	48.01 mm principal	1.03	ABS-mortgage backed security	Long	USA
FNCL 4 4/22 MBS 30yr	43.47 mm	42.58 mm principal	0.98	ABS-mortgage backed security	Long	USA
G2SF 4 4/22 MBS 30yr	43.45 mm	42.60 mm principal	0.98	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 2.25 02/15/2052	43.17 mm	45.00 mm principal	0.97	Debt	Long	USA
United States Treasury Note/Bond 0.50 04/30/2027	40.83 mm	45.00 mm principal	0.92	Debt	Long	USA
United States Treasury Note/Bond 1.75 01/31/2029	38.31 mm	40.00 mm principal	0.86	Debt	Long	USA
United States Treasury Note/Bond 3.00 05/15/2042	38.16 mm	36.00 mm principal	0.86	Debt	Long	USA
State Street Bank & Trust Co 0.25 04/01/2022 Fixed Income Clearing Corp.	37.84 mm	37.84 mm principal	0.85	Repurchase agreement	Long	USA
United States Treasury Note/Bond 1.25 04/30/2028	37.27 mm	40.00 mm principal	0.84	Debt	Long	USA
United States Treasury Note/Bond 2.00 08/15/2051	37.00 mm	41.00 mm principal	0.83	Debt	Long	USA
Fannie Mae Pool 3.00	36.01 mm	36.76 mm principal	0.81	ABS-mortgage backed security	Long	USA
Fannie Mae Pool 3.00	35.99 mm	36.73 mm principal	0.81	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 1.13 01/15/2025	28.89 mm	30.00 mm principal	0.65	Debt	Long	USA
United States Treasury Note/Bond 1.13 08/15/2040	25.90 mm	33.00 mm principal	0.58	Debt	Long	USA
United States Treasury Note/Bond 2.38 02/15/2042	25.57 mm	26.50 mm principal	0.58	Debt	Long	USA
United States Treasury Note/Bond 2.00 11/15/2041	25.43 mm	28.10 mm principal	0.57	Debt	Long	USA
Credit Agricole Corporate and Investment Bank/New York 0.00 04/01/2022	25.00 mm	25.00 mm principal	0.56	Short-term investment vehicle	Long	USA
United States Treasury Note/Bond 0.88 01/31/2024	24.37 mm	25.00 mm principal	0.55	Debt	Long	USA
United States Treasury Note/Bond 0.50 08/31/2027	24.32 mm	27.00 mm principal	0.55	Debt	Long	USA
United States Treasury Note/Bond 3.50 02/15/2039	24.08 mm	21.00 mm principal	0.54	Debt	Long	USA
United States Treasury Note/Bond 1.25 03/31/2028	23.32 mm	25.00 mm principal	0.53	Debt	Long	USA
United States Treasury Note/Bond 2.13 11/30/2024	23.28 mm	23.50 mm principal	0.52	Debt	Long	USA
United States Treasury Note/Bond 0.25 05/31/2025	23.09 mm	24.80 mm principal	0.52	Debt	Long	USA
United States Treasury Note/Bond 0.25 03/15/2024	23.06 mm	24.00 mm principal	0.52	Debt	Long	USA
United States Treasury Note/Bond 0.63 12/31/2027	22.54 mm	25.00 mm principal	0.51	Debt	Long	USA
New Economy Assets Phase 1 Sponsor LLC 2.41	21.42 mm	22.68 mm principal	0.48	ABS-mortgage backed security	Long	USA
DI Issuer LLC 3.72	21.28 mm	22.43 mm principal	0.48	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 2.38 05/15/2051	20.11 mm	20.50 mm principal	0.45	Debt	Long	USA
Fannie Mae Pool 2.50	20.10 mm	21.03 mm principal	0.45	ABS-mortgage backed security	Long	USA
Federal Home Loan Bank Discount Notes 0.00 04/07/2022	20.00 mm	20.00 mm principal	0.45	Short-term investment vehicle	Long	USA
Bennington Stark Capital Co LLC 0.00 04/06/2022	20.00 mm	20.00 mm principal	0.45	Short-term investment vehicle	Long	USA
Flexential Issuer 2021-1 3.25	19.87 mm	20.94 mm principal	0.45	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 2.00 02/15/2050	19.84 mm	22.00 mm principal	0.45	Debt	Long	USA
United States Treasury Note/Bond 0.13 08/31/2023	19.46 mm	20.00 mm principal	0.44	Debt	Long	USA
Federal National Mortgage Association 0.75 10/08/2027	19.13 mm	21.00 mm principal	0.43	Debt	Long	USA
United States Treasury Note/Bond 0.38 07/15/2024	19.09 mm	20.00 mm principal	0.43	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA6 1.60	19.05 mm	20.01 mm principal	0.43	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	18.87 mm	20.27 mm principal	0.43	Debt	Long	USA
United States Treasury Note/Bond 1.50 11/30/2028	18.84 mm	20.00 mm principal	0.42	Debt	Long	USA
United States Treasury Note/Bond 0.63 11/30/2027	18.06 mm	20.00 mm principal	0.41	Debt	Long	USA
United States Treasury Note/Bond 3.13 11/15/2041	17.70 mm	16.40 mm principal	0.40	Debt	Long	USA
New Economy Assets Phase 1 Sponsor LLC 1.91	17.62 mm	18.88 mm principal	0.40	ABS-mortgage backed security	Long	USA
GCAT 2021-CM2 Trust 2.35	17.19 mm	17.63 mm principal	0.39	ABS-mortgage backed security	Long	USA
ELP Commercial Mortgage Trust 2021-ELP 2.52	17.18 mm	17.69 mm principal	0.39	ABS-mortgage backed security	Long	USA
Clsec Holdings 22t LLC 3.46	17.11 mm	18.19 mm principal	0.39	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds 0.13 10/15/2025	17.04 mm	16.25 mm principal	0.38	Debt	Long	USA
Ginnie Mae II Pool 2.50	16.89 mm	17.38 mm principal	0.38	ABS-mortgage backed security	Long	USA
Aaset 2021-2 Trust 2.80	16.74 mm	18.14 mm principal	0.38	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool 3.50	16.52 mm	16.39 mm principal	0.37	ABS-mortgage backed security	Long	USA
OPG Trust 2021-PORT 1.93	16.20 mm	17.05 mm principal	0.37	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 2.25 08/15/2049	16.19 mm	17.00 mm principal	0.37	Debt	Long	USA
Freddie Mac Pool 3.00	15.63 mm	15.95 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool 3.00	15.63 mm	15.91 mm principal	0.35	ABS-mortgage backed security	Long	USA
Fannie Mae Pool 3.00	15.59 mm	15.88 mm principal	0.35	ABS-mortgage backed security	Long	USA
Freddie Mac Pool 3.00	15.58 mm	15.90 mm principal	0.35	ABS-mortgage backed security	Long	USA
MAPS 2021-1 Trust 2.52	15.20 mm	16.40 mm principal	0.34	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 1.88 02/15/2041	15.15 mm	17.00 mm principal	0.34	Debt	Long	USA
United States Treasury Note/Bond 1.38 02/29/2024	15.02 mm	15.00 mm principal	0.34	Debt	Long	USA
Chesham Finance Ltd / Chesham Finance LLC 0.00 04/01/2022	15.00 mm	15.00 mm principal	0.34	Short-term investment vehicle	Long	Cayman Islands
BX Commercial Mortgage Trust 2021-VOLT 2.80	14.71 mm	15.20 mm principal	0.33	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 0.50 06/30/2027	14.55 mm	16.10 mm principal	0.33	Debt	Long	USA
MS Morgan Stanley	13.86 mm	14.08 mm principal	0.31	Debt	Long	USA
KKR CLO 30 Ltd 1.84	13.77 mm	13.88 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
THL Credit Wind River 2013-2 CLO Ltd 1.81	13.35 mm	13.45 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
BDS 2021-FL7 Ltd 2.17	13.26 mm	13.55 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
Navigator Aircraft ABS Ltd 2.77	12.93 mm	14.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
AIMCO CLO 10 Ltd 1.86	12.88 mm	13.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
Lunar 2021-1 Structured Aircraft Portfolio Notes 2.64	12.64 mm	13.77 mm principal	0.29	ABS-mortgage backed security	Long	USA
MF1 2021-FL7 Ltd 1.88	12.47 mm	12.81 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
PSMC 2021-3 Trust 2.50	12.34 mm	12.86 mm principal	0.28	ABS-mortgage backed security	Long	USA
Freddie Mac Pool 2.50	12.32 mm	12.83 mm principal	0.28	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2021-13 2.50	12.30 mm	13.26 mm principal	0.28	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co 2.07 06/01/2029	12.24 mm	13.27 mm principal	0.28	Debt	Long	USA
TCW CLO 2018-1 Ltd 1.91	12.18 mm	12.28 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
Bank of America Corp 2.88 10/22/2030	11.85 mm	12.48 mm principal	0.27	Debt	Long	USA
HUM Humana Inc.	11.83 mm	13.47 mm principal	0.27	Debt	Long	USA
Bank of America Corp 3.42 12/20/2028	11.75 mm	11.86 mm principal	0.26	Debt	Long	USA
FirstKey Homes 2020-SFR2 Trust 1.97	11.74 mm	12.80 mm principal	0.26	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2020-VIVA 3.55	11.71 mm	13.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2021-12 2.50	11.70 mm	12.15 mm principal	0.26	ABS-mortgage backed security	Long	USA
Madison Park Funding XXXVII Ltd 1.89	11.68 mm	11.75 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
GS The Goldman Sachs Group, Inc.	11.66 mm	11.96 mm principal	0.26	Debt	Long	USA
FirstKey Homes 2021-SFR1 Trust 2.39	11.56 mm	12.80 mm principal	0.26	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 2.38 11/15/2049	11.26 mm	11.50 mm principal	0.25	Debt	Long	USA
Oceanview Mortgage Trust 2021-5 2.50	11.22 mm	11.71 mm principal	0.25	ABS-mortgage backed security	Long	USA
Societe Generale SA 5.00 01/17/2024	11.05 mm	10.84 mm principal	0.25	Debt	Long	France
SOUND POINT CLO XXII LTD 1.95	10.99 mm	11.08 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
Fannie Mae Connecticut Avenue Securities 6.01	10.89 mm	10.48 mm principal	0.25	ABS-mortgage backed security	Long	USA
MCHP Microchip Technology Incorporated	10.59 mm	10.46 mm principal	0.24	Debt	Long	USA
BX Commercial Mortgage Trust 2020-VIV2 3.54	10.49 mm	11.43 mm principal	0.24	ABS-mortgage backed security	Long	USA
FirstKey Homes 2021-SFR1 Trust 2.19	10.23 mm	11.25 mm principal	0.23	ABS-mortgage backed security	Long	USA
T AT&T Inc.	10.23 mm	9.66 mm principal	0.23	Debt	Long	USA
United States Treasury Note/Bond 1.38 11/15/2040	10.23 mm	12.50 mm principal	0.23	Debt	Long	USA
T AT&T Inc.	10.18 mm	8.93 mm principal	0.23	Debt	Long	USA
Ares XL CLO Ltd 2.04	10.18 mm	10.30 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	USA
PRMI Securitization Trust 2021-1 2.50	9.91 mm	10.81 mm principal	0.22	ABS-mortgage backed security	Long	USA
Utah Acquisition Sub Inc 3.95 06/15/2026	9.84 mm	9.90 mm principal	0.22	Debt	Long	USA
BNP Paribas SA 2.82 11/19/2025	9.83 mm	10.07 mm principal	0.22	Debt	Long	France
Parallel 2019-1 Ltd 2.05	9.83 mm	9.90 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Radnor RE 2021-1 Ltd 1.80	9.83 mm	10.00 mm principal	0.22	ABS-mortgage backed security	Long	USA
Cerberus Loan Funding XXXIII LP 1.80	9.80 mm	9.85 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Morgan Stanley 2.63 02/18/2026	9.79 mm	9.97 mm principal	0.22	Debt	Long	USA
PFP 2021-8 Ltd 2.23	9.78 mm	9.95 mm principal	0.22	ABS-mortgage backed security	Long	USA
Octagon Investment Partners XV Ltd 1.75	9.76 mm	9.85 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
T-Mobile USA Inc 4.75 02/01/2028	9.57 mm	9.41 mm principal	0.22	Debt	Long	USA
Wells Fargo Mortgage Backed Securities 2021-2 Trust 2.50	9.55 mm	9.91 mm principal	0.22	ABS-mortgage backed security	Long	USA
ZBH Zimmer Biomet Holdings, Inc.	9.54 mm	9.94 mm principal	0.22	Debt	Long	USA
BCSF Bain Capital Specialty Finance, Inc.	9.39 mm	10.40 mm principal	0.21	Debt	Long	USA
JP Morgan Mortgage Trust 2020-3 3.02	9.37 mm	9.97 mm principal	0.21	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 2.75 08/15/2047	9.34 mm	9.00 mm principal	0.21	Debt	Long	USA
Park Avenue Institutional Advisers CLO Ltd 2018-1 2.35	9.28 mm	9.45 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
NFLX Netflix, Inc.	9.19 mm	8.75 mm principal	0.21	Debt	Long	USA
CHNGE Mortgage Trust 2022-1 3.01	9.15 mm	9.37 mm principal	0.21	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond 0.50 03/31/2027	9.14 mm	10.00 mm principal	0.21	Debt	Long	USA
Verus Securitization Trust 2022-3 4.13	9.08 mm	9.10 mm principal	0.20	ABS-mortgage backed security	Long	USA
KREF 2021-FL2 Ltd 2.09	9.01 mm	9.20 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
NewRez Warehouse Securitization 2021-A 0.86	8.96 mm	9.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
General Motors Financial Co Inc 2.75 06/20/2025	8.94 mm	9.19 mm principal	0.20	Debt	Long	USA
Blackbird Capital Aircraft 2.44	8.94 mm	9.76 mm principal	0.20	ABS-mortgage backed security	Long	USA
Tanger Properties LP 2.75 09/01/2031	8.92 mm	10.26 mm principal	0.20	Debt	Long	USA
Bellemeade Re 2019-3 Ltd 2.96	8.91 mm	8.98 mm principal	0.20	ABS-mortgage backed security	Long	Bermuda
MFA 2021-INV2 Trust 2.26	8.85 mm	9.34 mm principal	0.20	ABS-mortgage backed security	Long	USA
Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029	8.79 mm	8.10 mm principal	0.20	Debt	Long	USA
GE Capital International Funding Co Unlimited Co 4.42 11/15/2035	8.73 mm	8.12 mm principal	0.20	Debt	Long	Ireland
C Citigroup Inc.	8.66 mm	8.73 mm principal	0.20	Debt	Long	USA
Federal National Mortgage Association 6.63 11/15/2030	8.52 mm	6.50 mm principal	0.19	Debt	Long	USA
United States Treasury Note/Bond 2.25 05/15/2041	8.50 mm	9.00 mm principal	0.19	Debt	Long	USA
Carlyle Global Market Strategies CLO 2013-1 Ltd 2.66	8.37 mm	8.43 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	USA
United States Treasury Note/Bond 1.88 02/15/2051	8.31 mm	9.50 mm principal	0.19	Debt	Long	USA
BXMT 2020-FL2 LTD 1.81	8.31 mm	8.47 mm principal	0.19	ABS-mortgage backed security	Long	USA
SA Global Sukuk Ltd 2.69 06/17/2031	8.30 mm	8.75 mm principal	0.19	Debt	Long	Cayman Islands
Sabine Pass Liquefaction LLC 5.63 03/01/2025	8.09 mm	7.65 mm principal	0.18	Debt	Long	USA
PG&E Energy Recovery Funding LLC 2.82 07/15/2048	8.09 mm	9.00 mm principal	0.18	Debt	Long	USA
United States Treasury Note/Bond 2.63 12/31/2025	8.03 mm	8.00 mm principal	0.18	Debt	Long	USA
LOW Lowe's Companies, Inc.	8.03 mm	7.75 mm principal	0.18	Debt	Long	USA
Minera Mexico SA de CV 4.50 01/26/2050	7.89 mm	8.40 mm principal	0.18	Debt	Long	Mexico
United States Treasury Note/Bond 2.50 02/15/2046	7.84 mm	8.00 mm principal	0.18	Debt	Long	USA
Telefonica Emisiones SA 4.90 03/06/2048	7.81 mm	7.53 mm principal	0.18	Debt	Long	Spain
Castlelake Aircraft Structured Trust 2017-1R 2.74	7.72 mm	8.73 mm principal	0.17	ABS-mortgage backed security	Long	USA
Applebee's Funding LLC / IHOP Funding LLC 4.72	7.70 mm	7.70 mm principal	0.17	ABS-mortgage backed security	Long	USA
LOW Lowe's Companies, Inc.	7.48 mm	7.97 mm principal	0.17	Debt	Long	USA
PSEC Prospect Capital Corporation	7.46 mm	7.32 mm principal	0.17	Debt	Long	USA
Cerberus Loan Funding XXXVI LP 1.64	7.44 mm	7.48 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
Goodgreen 2020-1 Trust 2.63	7.40 mm	7.85 mm principal	0.17	ABS-mortgage backed security	Long	USA
Cedar Funding X CLO Ltd 1.85	7.38 mm	7.45 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
BAX Baxter International Inc.	7.31 mm	8.00 mm principal	0.16	Debt	Long	USA
Hill City Funding Trust 4.05 08/15/2041	7.23 mm	8.60 mm principal	0.16	Debt	Long	USA
NHI National Health Investors, Inc.	7.23 mm	8.29 mm principal	0.16	Debt	Long	USA
STOR Store Capital Corp	7.18 mm	8.09 mm principal	0.16	Debt	Long	USA
ABPCI Direct Lending Fund CLO IV Ltd 2.17	7.08 mm	7.08 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Golden State Tobacco Securitization Corp 2.75% 06/01/2034	7.05 mm	7.74 mm principal	0.16	Debt	Long	USA
Global SC Finance VII Srl 1.95	7.01 mm	7.50 mm principal	0.16	ABS-mortgage backed security	Long	USA
Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028	7.00 mm	6.93 mm principal	0.16	Debt	Long	USA
Slam 2021-1 Ltd 2.43	6.98 mm	7.60 mm principal	0.16	ABS-mortgage backed security	Long	USA
DIRECTV FINANCING LLC TERM LOAN	6.97 mm	6.97 mm principal	0.16	Loan	Long	USA
Aligned Data Centers Issuer LLC 2.48	6.96 mm	7.55 mm principal	0.16	ABS-mortgage backed security	Long	USA
KKR CLO 18 Ltd 1.84	6.96 mm	7.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
ARES LII CLO Ltd 2.36	6.95 mm	7.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	USA
Deutsche Bank AG/New York NY 3.96 11/26/2025	6.94 mm	6.94 mm principal	0.16	Debt	Long	USA
Morgan Stanley 1.16 10/21/2025	6.88 mm	7.24 mm principal	0.16	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	6.88 mm	6.98 mm principal	0.16	Debt	Long	USA
Citigroup Inc 2.01 01/25/2026	6.85 mm	7.11 mm principal	0.15	Debt	Long	USA
SYY Sysco Corporation	6.77 mm	5.83 mm principal	0.15	Debt	Long	USA
Owl Rock Core Income Corp.	6.74 mm	7.45 mm principal	0.15	Debt	Long	USA
United States Treasury Note/Bond 2.88 05/15/2043	6.74 mm	6.50 mm principal	0.15	Debt	Long	USA
DAE Funding LLC 3.38 03/20/2028	6.71 mm	7.14 mm principal	0.15	Debt	Long	United Arab Emirates
Spectrum Management Holding Company, LLC	6.69 mm	7.22 mm principal	0.15	Debt	Long	USA
FARM 21-1 Mortgage Trust 2.18	6.69 mm	7.20 mm principal	0.15	ABS-mortgage backed security	Long	USA
Bean Creek CLO Ltd 1.27	6.65 mm	6.70 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
JP Morgan Mortgage Trust 3.52	6.64 mm	6.96 mm principal	0.15	ABS-mortgage backed security	Long	USA
Nationwide Building Society 4.13 10/18/2032	6.60 mm	6.69 mm principal	0.15	Debt	Long	UK
EPR EPR Properties	6.55 mm	6.54 mm principal	0.15	Debt	Long	USA
ARES LII CLO Ltd 1.91	6.55 mm	6.60 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
THL Credit Wind River 2019-3 Clo Ltd 1.89	6.52 mm	6.58 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	USA
Wells Fargo & Co 3.07 04/30/2041	6.51 mm	7.22 mm principal	0.15	Debt	Long	USA
United States Treasury Note/Bond 1.25 06/30/2028	6.51 mm	7.00 mm principal	0.15	Debt	Long	USA
Raytheon Technologies Corp 4.13 11/16/2028	6.50 mm	6.21 mm principal	0.15	Debt	Long	USA
PFP 2019-5 Ltd 2.08	6.49 mm	6.53 mm principal	0.15	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2021-7 1.83	6.36 mm	6.70 mm principal	0.14	ABS-mortgage backed security	Long	USA
CSMC 2022-NQM2 Trust 4.00	6.32 mm	6.50 mm principal	0.14	ABS-mortgage backed security	Long	USA
CarVal CLO III Ltd 1.85	6.20 mm	6.25 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Eagle RE 2021-1 Ltd 2.80	6.19 mm	6.15 mm principal	0.14	ABS-mortgage backed security	Long	USA
LXP Industrial Trust 2.38 10/01/2031	6.15 mm	6.92 mm principal	0.14	Debt	Long	USA
Progress Residential 2021-SFR3 2.09	6.12 mm	6.70 mm principal	0.14	ABS-mortgage backed security	Long	USA
ABBV AbbVie Inc.	6.10 mm	6.17 mm principal	0.14	Debt	Long	USA
CNC Centene Corporation	6.04 mm	6.60 mm principal	0.14	Debt	Long	USA
Imperial Fund Mortgage Trust 2021-NQM4 2.09	6.01 mm	6.35 mm principal	0.14	ABS-mortgage backed security	Long	USA
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046	6.01 mm	5.40 mm principal	0.14	Debt	Long	USA