0001752724-22-298073.txt : 20221230
0001752724-22-298073.hdr.sgml : 20221230
20221230110602
ACCESSION NUMBER: 0001752724-22-298073
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221230
DATE AS OF CHANGE: 20221230
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: INVESCO ACTIVELY MANAGED EXCHANGE-TRADED FUND TRUST
CENTRAL INDEX KEY: 0001418144
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22148
FILM NUMBER: 221500830
BUSINESS ADDRESS:
STREET 1: 3500 LACEY ROAD
STREET 2: SUITE 700
CITY: DOWNERS GROVE
STATE: IL
ZIP: 60515
BUSINESS PHONE: 800-983-0903
MAIL ADDRESS:
STREET 1: 3500 LACEY ROAD
STREET 2: SUITE 700
CITY: DOWNERS GROVE
STATE: IL
ZIP: 60515
FORMER COMPANY:
FORMER CONFORMED NAME: Powershares Actively Managed Exchange-Traded Fund Trust
DATE OF NAME CHANGE: 20071109
0001418144
S000051678
Invesco Variable Rate Investment Grade ETF
C000162616
Invesco Variable Rate Investment Grade ETF
VRIG
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001418144
XXXXXXXX
S000051678
C000162616
Invesco Actively Managed Exchange-Traded Fund Trust
811-22148
0001418144
549300S7YWBLZ3UGI217
3500 Lacey Road
Suite 700
Downers Grove
60515
800-983-0903
Invesco Variable Rate Investment Grade ETF
S000051678
549300J21GX50YC4UV93
2022-10-31
2022-10-31
N
591017097.56
19691030.05
571326067.51
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
NRZ Advance Receivables Trust
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust, Series 2020-T2, Class AT2
62942QCW1
1999621.45000000
PA
USD
1907005.98000000
0.333785921638
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
1.47540000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641593V6
2500000.00000000
PA
USD
2408994.93000000
0.421649749065
Long
DBT
CORP
CA
N
2
2026-03-02
Floating
3.40660100
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2022-C, Class A1B
78449CAB4
2841604.98000000
PA
USD
2829426.71000000
0.495238511054
Long
ABS-O
CORP
US
N
2
2050-05-16
Floating
4.64135000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2E4
4000000.00000000
PA
USD
3878019.76000000
0.678775217959
Long
DBT
CORP
US
N
2
2024-09-13
Floating
3.43753400
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BR2
2161000.00000000
PA
USD
2147008.82000000
0.375793954117
Long
DBT
CORP
US
N
2
2024-03-05
Floating
3.11001200
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2
20755DAB2
1500000.00000000
PA
USD
1422188.40000000
0.248927623099
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
6.59682000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDT0
2500000.00000000
PA
USD
2439634.08000000
0.427012562306
Long
DBT
CORP
US
N
2
2025-04-07
Floating
4.35846200
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2020-8, Class A11
46652TBM1
228160.54000000
PA
USD
209883.28000000
0.036736163801
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
3.18069000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series T
30040WAM0
3000000.00000000
PA
USD
2983953.09000000
0.522285479289
Long
DBT
CORP
US
N
2
2023-08-15
Floating
2.94143800
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M1
20755DAA4
1906568.11000000
PA
USD
1899702.75000000
0.332507627085
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.54682000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp Trust, Series 2021-ROSS, Class A
36264YAA8
2500000.00000000
PA
USD
2325625.00000000
0.407057393711
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
4.56300000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FUZS6
1591656.94000000
PA
USD
1578887.24000000
0.276354840044
Long
ABS-APCP
USGSE
US
N
2
2027-06-25
Floating
2.86903000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-6, Class A11
46651BAL4
84815.17000000
PA
USD
78548.89000000
0.013748521985
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Floating
4.48557000
N
N
N
N
N
N
OBX Trust
549300ELWOCL265HSB73
OBX Trust, Series 2019-EXP1, Class 2A2
67448QAV3
196753.34000000
PA
USD
190568.26000000
0.033355428858
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Floating
4.73557000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-HQA2, Class M1
35564KB32
1500000.00000000
PA
USD
1466691.75000000
0.256717106641
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
6.99682000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-1, Class A11
46592EBC9
660448.63000000
PA
USD
595296.89000000
0.104195646558
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Floating
2.93069000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEE9
3000000.00000000
PA
USD
2900765.31000000
0.507725005904
Long
DBT
CORP
US
N
2
2026-06-09
Floating
3.40050000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA3, Class M1
35564KE47
1380000.00000000
PA
USD
1295843.32000000
0.226813267185
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
6.54682000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns Adjustable Rate Mortgage Trust, Series 2003-8, Class 4A1
07384MZV7
125695.92000000
PA
USD
120578.54000000
0.021105030359
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
3.32252900
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837BD4
2500000.00000000
PA
USD
2463314.48000000
0.431157375810
Long
DBT
CORP
NL
N
2
2026-03-28
Floating
4.69141000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VGE8
2000000.00000000
PA
USD
1952476.84000000
0.341744749808
Long
DBT
CORP
US
N
2
2026-03-20
Floating
3.78731000
N
N
N
N
N
N
Freddie Mac
5493003FQV7GR462GO02
Freddie Mac, Series 2020-DNA1, Class M2
35565HAH8
473652.27000000
PA
USD
465395.56000000
0.081458835237
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
5.28557000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AC4
4543000.00000000
PA
USD
4544048.52000000
0.795351162568
Long
DBT
CORP
US
N
2
2023-07-15
Floating
4.96914000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust, Series 2018-SFR1, Class B
46185JAC2
999856.60000000
PA
USD
979803.38000000
0.171496354834
Long
ABS-MBS
CORP
US
N
2
2037-03-17
Floating
4.36200000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2019-B, Class A2B
83192CAC1
2438796.95000000
PA
USD
2359478.98000000
0.412982903140
Long
ABS-O
CORP
US
N
2
2037-06-15
Floating
4.41214000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance Receivables Backed Notes
N/A
New Residential Advance Receivables Trust Advance Receivables Backed Notes, Series 2020-APT1, Class AT
64831JAA7
3500000.00000000
PA
USD
3475018.05000000
0.608237265480
Long
ABS-O
CORP
US
N
2
2052-12-16
Fixed
1.03470000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R07, Class 1M2
20754MCB1
600000.00000000
PA
USD
598479.42000000
0.104752689231
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
7.67454000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC, Series 2019-2A, Class C
165183CG7
400000.00000000
PA
USD
395537.40000000
0.069231463868
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
2.27000000
N
N
N
N
N
N
Commonbond Student Loan Trust
549300KDXV3I7WKXA522
Commonbond Student Loan Trust, Series 2017-BGS, Class A2
20268KAB6
364101.18000000
PA
USD
354966.79000000
0.062130333304
Long
ABS-O
CORP
US
N
2
2042-09-25
Floating
4.23557000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GD3
1478000.00000000
PA
USD
1472696.88000000
0.257768192937
Long
DBT
CORP
US
N
2
2023-05-10
Floating
2.92039100
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2019-R01, Class 2M2
20754FAK8
690786.35000000
PA
USD
688375.51000000
0.120487327490
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
6.03557000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2021-R01, Class 1M1
20754RAA4
1431490.06000000
PA
USD
1409527.71000000
0.246711604835
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
3.74682000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2021-LGCY, Class B
12434DAG7
3630000.00000000
PA
USD
3396293.70000000
0.594458032486
Long
ABS-MBS
CORP
US
N
2
2023-10-15
Floating
4.26700000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-LBA6, Class B
12433EAG6
1000000.00000000
PA
USD
943170.90000000
0.165084520667
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.67566000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2020-DNA5, Class M2
35566AAH2
1221255.62000000
PA
USD
1221715.54000000
0.213838578261
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
5.79682000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CJ6
2500000.00000000
PA
USD
2483100.85000000
0.434620611802
Long
DBT
CORP
US
N
2
2023-11-03
Floating
2.84185500
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AL7
4950000.00000000
PA
USD
4947898.33000000
0.866037559176
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
4.74286000
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JX6
600000.00000000
PA
USD
599582.22000000
0.104945713857
Long
DBT
CORP
US
N
2
2022-11-14
Floating
3.83722600
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
1075009.42000000
NS
USD
1075009.42000000
0.188160401062
Long
STIV
RF
US
N
1
N
N
N
RLGH Trust
N/A
RLGH Trust, Series 2021-TROT, Class B
74969CAJ6
3000000.00000000
PA
USD
2891232.00000000
0.506056377332
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
4.57753600
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GKW3
3000000.00000000
PA
USD
2999151.03000000
0.524945595966
Long
DBT
CORP
CA
N
2
2023-03-17
Floating
3.82322000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class A2A2
78448YAK7
4120966.13000000
PA
USD
3906654.87000000
0.683787261279
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
4.14214000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
5000000.00000000
PA
USD
4901425.45000000
0.857903346045
Long
DBT
CORP
US
N
2
2024-05-24
Floating
3.48792100
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG Mortgage Trust, Series 2017-BBG, Class C
233062AJ7
3750000.00000000
PA
USD
3609547.13000000
0.631784078351
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
4.41300000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust
N/A
GS Mortgage Securities Corp Trust, Series 2018-TWR, Class A
36251SAA6
3000000.00000000
PA
USD
2919943.50000000
0.511081791301
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
4.56200000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA4, Class M1
35564KWS4
2676091.70000000
PA
USD
2647426.21000000
0.463382709201
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
5.19682000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2021-DNA2, Class M1
35564KCU1
372718.32000000
PA
USD
371121.82000000
0.064957970781
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
3.79682000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A2TW3
5840.44000000
PA
USD
5828.61000000
0.001020189753
Long
ABS-APCP
USGSE
US
N
2
2041-09-25
Floating
3.93557000
N
N
N
N
N
N
BOC Aviation Ltd.
254900H06V5RMEB3KE72
BOC Aviation Ltd.
09681LAH3
3082000.00000000
PA
USD
3076514.04000000
0.538486551717
Long
DBT
CORP
SG
N
2
2023-09-26
Floating
4.76643000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137ATEJ7
175194.94000000
PA
USD
172832.09000000
0.030251042238
Long
ABS-APCP
USGSE
US
N
2
2041-06-15
Floating
3.91214000
N
N
N
N
N
N
Banco Santander S.A.
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAN9
2600000.00000000
PA
USD
2592828.19000000
0.453826341462
Long
DBT
CORP
ES
N
2
2024-05-24
Floating
3.98589400
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKH1
1685000.00000000
PA
USD
1612598.30000000
0.282255333986
Long
DBT
CORP
US
N
2
2028-02-04
Floating
3.68680300
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series D
25746UDH9
769000.00000000
PA
USD
766040.81000000
0.134081193483
Long
DBT
CORP
US
N
2
2023-09-15
Floating
3.82257000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA5, Class M2
35564KHE2
3538638.67000000
PA
USD
3445054.77000000
0.602992750709
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
4.64682000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2020-INV1, Class A11
67113CAL0
226185.56000000
PA
USD
209083.13000000
0.036596112428
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Floating
3.98400000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AX1
2999000.00000000
PA
USD
2863358.17000000
0.501177581915
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
4.06141000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZ91
4000000.00000000
PA
USD
3939712.04000000
0.689573303940
Long
DBT
CORP
CA
N
2
2025-04-14
Floating
3.89858100
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128S5MP6
283497.36000000
PA
USD
286587.32000000
0.050161779113
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Floating
3.28500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN2, Class M1
35563JAA1
3594480.19000000
PA
USD
3262774.73000000
0.571088020579
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Floating
4.79682000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2019-BWAY, Class B
05492NAC7
3250000.00000000
PA
USD
3062309.90000000
0.536000381244
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
4.72200000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCE4
1000000.00000000
PA
USD
997700.66000000
0.174628940763
Long
DBT
CORP
US
N
2
2023-01-05
Floating
4.73829000
N
N
N
N
N
N
STAR Trust
N/A
STAR Trust, Series 2022-SFR3, Class B
78474PAC1
5000000.00000000
PA
USD
4882742.00000000
0.854633155682
Long
ABS-MBS
CORP
US
N
2
2024-05-17
Floating
5.36566000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAN2
3000000.00000000
PA
USD
2997931.68000000
0.524732171431
Long
DBT
CORP
US
N
2
2022-12-15
Floating
3.64257000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R05, Class 2M1
20754DAA5
3131778.98000000
PA
USD
3075195.25000000
0.538255722061
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
4.89682000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAK0
2940000.00000000
PA
USD
2940139.80000000
0.514616777913
Long
DBT
CORP
US
N
2
2023-07-26
Floating
5.00686000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBV6
2500000.00000000
PA
USD
2499478.35000000
0.437487188514
Long
DBT
CORP
US
N
2
2023-01-30
Floating
5.13471000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0GG5
249754.30000000
PA
USD
243849.21000000
0.042681267995
Long
ABS-APCP
USGSE
US
N
2
2047-12-25
Floating
2.88400000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
3937000.00000000
PA
USD
3957051.81000000
0.692608308114
Long
DBT
CORP
US
N
2
2023-10-17
Floating
5.08914000
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R02, Class 2M2
20754BAB7
2000000.00000000
PA
USD
1792323.40000000
0.313712869397
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
5.99682000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410QDW8
133746.41000000
PA
USD
134001.99000000
0.023454555571
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
3.97200000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967NR8
3000000.00000000
PA
USD
2997510.12000000
0.524658385195
Long
DBT
CORP
US
N
2
2025-05-24
Floating
4.15992100
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2019-521F, Class C
20048GAG1
4000000.00000000
PA
USD
3785916.40000000
0.662654238148
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
4.71200000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust
N/A
GS Mortgage Securities Corp Trust, Series 2022-SHIP, Class B
36269CAC7
3000000.00000000
PA
USD
2949314.10000000
0.516222568463
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
4.79966000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2020-LTV1, Class A1
46591NBC0
20697.41000000
PA
USD
20458.82000000
0.003580935854
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Floating
4.08400000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RFY3
2669000.00000000
PA
USD
2669126.78000000
0.467180990293
Long
DBT
CORP
US
N
2
2023-02-15
Floating
3.79514000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA5, Class M1
35564KYP8
1500000.00000000
PA
USD
1498424.55000000
0.262271342970
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
7.49682000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust, Series 2019-WOLF, Class B
39152TAG5
3384000.00000000
PA
USD
3221931.44000000
0.563939162454
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
4.74600000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2015-C04, Class 1M2
30711XBF0
849600.38000000
PA
USD
895754.07000000
0.156785086650
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Floating
9.28557000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series 0000
06051GKT5
3500000.00000000
PA
USD
3489289.83000000
0.610735275078
Long
DBT
CORP
US
N
2
2025-04-25
Floating
4.16098300
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CJ1
2500000.00000000
PA
USD
2505630.60000000
0.438564025429
Long
DBT
CORP
JP
N
2
2025-07-18
Floating
4.70863800
N
N
N
N
N
N
United States Treasury Floating Rate Note
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CEL1
68750000.00000000
PA
USD
68650164.69000000
12.01593426135
Long
DBT
UST
US
N
2
2024-04-30
Floating
3.96585800
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZJ6
2535000.00000000
PA
USD
2492532.39000000
0.436271427429
Long
DBT
CORP
US
N
2
2025-01-24
Floating
3.75934000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJJ9
2000000.00000000
PA
USD
1976212.36000000
0.345899211042
Long
DBT
CORP
US
N
2
2024-10-24
Floating
3.79054500
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2020-EXP3, Class 2A2
67448WBE7
503657.03000000
PA
USD
492241.49000000
0.086157715881
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Floating
4.78557000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA5, Class M1
35564KYN3
2064994.82000000
PA
USD
2078051.78000000
0.363724307041
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
5.94682000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R07, Class 1M1
20754MBZ9
1375303.91000000
PA
USD
1382140.27000000
0.241917942939
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
5.97454000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2
20753YCK6
3400000.00000000
PA
USD
3193536.36000000
0.558969131921
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.09682000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAF9
2702000.00000000
PA
USD
2644656.64000000
0.462897947493
Long
DBT
CORP
US
N
2
2025-06-09
Floating
3.32048600
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBC8
3000000.00000000
PA
USD
2963855.40000000
0.518767752523
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
4.30157000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-LTV3, Class A1
46651HBC0
46540.45000000
PA
USD
46321.72000000
0.008107755384
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
3.93400000
N
N
N
N
N
N
INVESCO PRIVATE GOVERNMENT FUND
N/A
INVESCO PRIVATE GOVERNMENT FUND
N/A
5473022.58000000
NS
USD
5473022.58000000
0.957950790492
Long
STIV
PF
US
N
2
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R06, Class 1M1
20754NAB1
1459880.90000000
PA
USD
1453487.79000000
0.254405999070
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
5.74682000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R06, Class 1M2
20754NAK1
1250000.00000000
PA
USD
1201372.88000000
0.210277974053
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
6.84682000
N
N
N
N
N
N
Volkswagen Group of America Finance, LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BQ4
1667000.00000000
PA
USD
1661989.41000000
0.290900328991
Long
DBT
CORP
US
N
2
2024-06-07
Floating
3.83695100
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R01, Class 1M1
20754LAA7
1374567.18000000
PA
USD
1332593.40000000
0.233245685044
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
3.99682000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEP6
3000000.00000000
PA
USD
2981251.38000000
0.521812595212
Long
DBT
CORP
US
N
2
2025-04-17
Floating
4.22412100
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAZ0
1639000.00000000
PA
USD
1605225.21000000
0.280964811739
Long
DBT
CORP
US
N
2
2024-05-13
Floating
3.33723000
N
N
N
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBF8
3000000.00000000
PA
USD
2869203.03000000
0.502200615929
Long
DBT
CORP
FR
N
2
2026-01-21
Floating
4.10923000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance
N/A
Mello Mortgage Capital Acceptance, Series 2021-INV2, Class A1
58549XBC6
3136476.01000000
PA
USD
2850476.76000000
0.498922930722
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Floating
3.94682000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BT5
5215000.00000000
PA
USD
5211729.62000000
0.912216318557
Long
DBT
CORP
US
N
2
2023-02-27
Floating
3.69314000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R05, Class 2M2
20754DAB3
1750000.00000000
PA
USD
1610981.40000000
0.281972325719
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.99682000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMED7
694617.43000000
PA
USD
664446.65000000
0.116299025685
Long
ABS-APCP
USGSE
US
N
2
2045-01-25
Floating
2.88400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31407MSP1
45203.09000000
PA
USD
46114.31000000
0.008071452122
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
3.50000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MW8
2500000.00000000
PA
USD
2447128.00000000
0.428324233596
Long
DBT
CORP
US
N
2
2025-05-01
Floating
3.73064000
N
N
N
N
N
Commonbond Student Loan Trust
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust, Series 2018-AGS, Class A2
20269DAB1
648768.40000000
PA
USD
636600.42000000
0.111425061134
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
4.08557000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137F33L6
691271.88000000
PA
USD
681650.41000000
0.119310223839
Long
ABS-APCP
USGSE
US
N
2
2043-08-15
Floating
2.88400000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDG3
2000000.00000000
PA
USD
1999930.10000000
0.350050560219
Long
DBT
CORP
US
N
2
2023-05-10
Floating
3.28157000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class D
05609VAL9
1250000.00000000
PA
USD
1159810.25000000
0.203003208842
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
5.06214000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-IND, Class C
05609WAJ2
3326913.40000000
PA
USD
3134529.97000000
0.548641161020
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
5.70566000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA6, Class M2
35564KKY4
5571181.00000000
PA
USD
5124658.09000000
0.896976066983
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
4.49682000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
89788JAD1
3000000.00000000
PA
USD
2968416.12000000
0.519566021718
Long
DBT
CORP
US
N
2
2024-01-17
Floating
3.25869100
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419ALN5
112627.75000000
PA
USD
113113.77000000
0.019798461234
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Floating
2.85700000
N
N
N
N
N
N
SMRT
N/A
SMRT, Series 2022-MINI, Class B
78457JAG7
4655000.00000000
PA
USD
4433568.63000000
0.776013713031
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
4.72600000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust, Series 2004-5, Class M2
437084DX1
1106896.20000000
PA
USD
1092473.90000000
0.191217233402
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
4.53057000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCS3
3000000.00000000
PA
USD
2923999.26000000
0.511791676641
Long
DBT
CORP
US
N
2
2025-12-10
Floating
3.52214000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2020-A, Class A2B
78449UAC2
1435151.50000000
PA
USD
1383743.23000000
0.242198511268
Long
ABS-O
CORP
US
N
2
2037-09-15
Floating
4.24214000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCR4
3499000.00000000
PA
USD
3450033.52000000
0.603864188279
Long
DBT
CORP
US
N
2
2025-05-09
Floating
4.02881900
N
N
N
N
N
OBX Trust
549300T9OLE6UGS5GU41
OBX Trust, Series 2018-EXP2, Class 2A2
67097XAU4
293008.09000000
PA
USD
286994.27000000
0.050233008140
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Floating
4.53557000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBY0
897000.00000000
PA
USD
892690.06000000
0.156248788697
Long
DBT
CORP
US
N
2
2025-04-01
Floating
3.89432000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137FDD66
2908145.55000000
PA
USD
2808422.33000000
0.491562085069
Long
ABS-APCP
USGSE
US
N
2
2048-01-15
Floating
3.76214000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DB2
3500000.00000000
PA
USD
3423311.33000000
0.599186966020
Long
DBT
CORP
GB
N
2
2026-03-10
Floating
4.31460800
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVX9
1220000.00000000
PA
USD
1208762.45000000
0.211571380817
Long
DBT
CORP
US
N
2
2027-10-28
Floating
6.12386000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ART24
246616.33000000
PA
USD
241563.36000000
0.042281172475
Long
ABS-APCP
USGSE
US
N
2
2046-05-25
Floating
4.08557000
N
N
N
N
N
N
GSK Consumer Healthcare Capital US LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264GAB5
2500000.00000000
PA
USD
2492614.45000000
0.436285790505
Long
DBT
CORP
US
N
2
2024-03-24
Floating
3.93946000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHE2
3750000.00000000
PA
USD
3732216.04000000
0.653254989093
Long
DBT
CORP
US
N
2
2024-03-05
Floating
3.94814000
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VINO, Class B
05608KAC4
2350000.00000000
PA
USD
2212331.60000000
0.387227491586
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
4.26433000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2018-C06, Class 1M2
30711X3H5
2791113.09000000
PA
USD
2782030.81000000
0.486942740443
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
5.58557000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBA2
3000000.00000000
PA
USD
2936332.62000000
0.513950401877
Long
DBT
CORP
IE
N
2
2023-09-29
Floating
3.73277000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0KE8
3000000.00000000
PA
USD
2936512.23000000
0.513981839267
Long
DBT
CORP
AU
N
2
2026-06-15
Floating
3.49162600
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXW9
2069000.00000000
PA
USD
2043772.87000000
0.357724421521
Long
DBT
CORP
US
N
2
2024-03-08
Floating
3.49207400
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1
20753XAA2
1788730.29000000
PA
USD
1765359.28000000
0.308993301792
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
5.09682000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBT6
4000000.00000000
PA
USD
3993092.60000000
0.698916577953
Long
DBT
CORP
US
N
2
2023-02-22
Floating
3.25400000
N
N
N
N
N
N
Daimler Trucks Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AE0
3000000.00000000
PA
USD
2961128.16000000
0.518290399894
Long
DBT
CORP
US
N
2
2024-12-13
Floating
3.72162600
N
N
N
N
N
N
MHP Commercial Mortgage Trust
N/A
MHP Commercial Mortgage Trust, Series 2021-STOR, Class B
55293BAD7
2500000.00000000
PA
USD
2364143.75000000
0.413799384352
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
4.31200000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-VKNG, Class A
12433YAA5
1388819.58000000
PA
USD
1340565.32000000
0.234641021342
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
4.34214000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCL7
3000000.00000000
PA
USD
2923608.60000000
0.511723298875
Long
DBT
CORP
US
N
2
2024-12-06
Floating
3.60207000
N
N
N
N
N
N
INVESCO PRIVATE PRIME FUND
N/A
INVESCO PRIVATE PRIME FUND
N/A
14069884.47000000
NS
USD
14069884.47000000
2.462671540845
Long
STIV
PF
US
N
2
N
N
Qualcomm Inc.
H1J8DDZKZP6H7RWC0H53
Qualcomm Inc.
747525AS2
4950000.00000000
PA
USD
4952674.98000000
0.866873622900
Long
DBT
CORP
US
N
2
2023-01-30
Floating
5.14471000
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class B
05609VAG0
2000000.00000000
PA
USD
1882527.40000000
0.329501401573
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
4.36214000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1
007036BU9
85916.18000000
PA
USD
84031.62000000
0.014708171879
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
0.70613000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJJ5
3000000.00000000
PA
USD
2970887.85000000
0.519998652074
Long
DBT
CORP
US
N
2
2024-06-18
Floating
3.24878000
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series FRN
38141GXK5
3957000.00000000
PA
USD
3938298.47000000
0.689325884807
Long
DBT
CORP
US
N
2
2023-11-17
Floating
3.26925800
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc.
883556CN0
3000000.00000000
PA
USD
2995537.23000000
0.524313067501
Long
DBT
CORP
US
N
2
2023-04-18
Floating
3.40863500
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDB9
2400000.00000000
PA
USD
2366785.18000000
0.414261717536
Long
DBT
CORP
US
N
2
2026-04-26
Floating
4.38054500
N
N
N
N
N
N
WaMu Mortgage Pass-Through Ctfs. Trust
N/A
WaMu Mortgage Pass-Through Ctfs. Trust, Series 2004-AR3, Class A2
92922FNJ3
53510.00000000
PA
USD
49272.67000000
0.008624264286
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.09870700
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-HQA2, Class M1
35564KB24
1720995.13000000
PA
USD
1722000.71000000
0.301404190693
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
5.64682000
N
N
N
N
N
N
United States Treasury Floating Rate Note
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CFD8
17750000.00000000
PA
USD
17732733.69000000
3.103785158497
Long
DBT
UST
US
N
2
2024-07-31
Floating
4.07785800
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns Adjustable Rate Mortgage Trust, Series 2003-7, Class 6A
07384MYW6
128165.82000000
PA
USD
119857.71000000
0.020978862477
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
3.82112600
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-HQA3, Class M1
35564KJG5
2717289.82000000
PA
USD
2571998.51000000
0.450180493463
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Floating
3.84682000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
59022CAA1
2696000.00000000
PA
USD
2581233.41000000
0.451796890915
Long
DBT
CORP
US
N
2
2026-09-15
Floating
4.05257000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA2, Class M1
35564KRF8
4250000.00000000
PA
USD
3921199.18000000
0.686332972183
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
5.39682000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R01, Class 1M2
20754LAB5
1000000.00000000
PA
USD
910339.30000000
0.159337959839
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
4.89682000
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189WAN0
3250000.00000000
PA
USD
3238264.35000000
0.566797934516
Long
DBT
CORP
US
N
2
2023-03-02
Floating
3.59971000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2K0
4000000.00000000
PA
USD
3932213.44000000
0.688260813503
Long
DBT
CORP
US
N
2
2025-04-11
Floating
4.41905500
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2019-EXP2, Class 2A2
67113KAL2
302562.65000000
PA
USD
290872.14000000
0.050911757145
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
4.78557000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCG9
4000000.00000000
PA
USD
3916732.92000000
0.685551236454
Long
DBT
CORP
US
N
2
2025-06-01
Floating
3.38819000
N
N
N
N
N
Magallanes, Inc.
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAA1
3000000.00000000
PA
USD
2992514.46000000
0.523783987844
Long
DBT
CORP
US
N
2
2024-03-15
Floating
4.75162500
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M2
20753XAB0
4250000.00000000
PA
USD
4054977.70000000
0.709748413488
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.49682000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWU4
3000000.00000000
PA
USD
2998612.38000000
0.524851315303
Long
DBT
CORP
US
N
2
2023-02-23
Floating
3.70771000
N
N
N
N
N
N
Edsouth Indenture No 9 LLC
N/A
Edsouth Indenture No 9 LLC, Series 2015-1, Class A
281378AA7
425502.63000000
PA
USD
417717.00000000
0.073113590251
Long
ABS-O
CORP
US
N
2
2056-10-25
Floating
4.38557000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MA6
4010000.00000000
PA
USD
4003052.31000000
0.700659839913
Long
DBT
CORP
US
N
2
2024-06-01
Floating
4.10514000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137BYKC3
701964.68000000
PA
USD
699683.29000000
0.122466544026
Long
ABS-APCP
USGSE
US
N
2
2038-09-15
Floating
2.91400000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA1, Class M1
35564KTA7
2702454.79000000
PA
USD
2689583.00000000
0.470761471067
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
5.09682000
N
N
N
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International Inc.
071813CY3
3000000.00000000
PA
USD
2973879.21000000
0.520522233995
Long
DBT
CORP
US
N
2
2023-12-01
Floating
3.11318700
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
89788JAC3
2000000.00000000
PA
USD
1999674.22000000
0.350005773185
Long
DBT
CORP
US
N
2
2023-03-09
Floating
3.65048600
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 2021
842587DK0
1316000.00000000
PA
USD
1310404.92000000
0.229362004382
Long
DBT
CORP
US
N
2
2023-05-10
Floating
3.04039100
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3H2
3500000.00000000
PA
USD
3379930.65000000
0.591593984977
Long
DBT
CORP
US
N
2
2025-01-07
Floating
3.77346200
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA3, Class M1
35564KUW7
3499054.50000000
PA
USD
3431431.42000000
0.600608236721
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
4.99682000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R02, Class 2M1
20754BAA9
3116533.75000000
PA
USD
3029064.18000000
0.530181336412
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
4.19682000
N
N
N
N
N
N
Natwest Group PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BH3
4000000.00000000
PA
USD
3985729.88000000
0.697627870783
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
5.19143000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-HQA1, Class M1
35564KBK4
463254.66000000
PA
USD
460984.48000000
0.080686757740
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
3.69682000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAC2
571000.00000000
PA
USD
559906.67000000
0.098001246895
Long
DBT
CORP
GB
N
2
2024-08-12
Floating
3.21292100
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class B
46650FAG7
2385000.00000000
PA
USD
2282428.31000000
0.399496616695
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
4.87200000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VEP5
4127000.00000000
PA
USD
4126745.41000000
0.722310016062
Long
DBT
CORP
US
N
2
2025-05-15
Floating
4.00514000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KQS6
659508.70000000
PA
USD
674653.58000000
0.118085558906
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
3.75600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-INV2, Class A1
46651DAL0
215820.32000000
PA
USD
202378.49000000
0.035422589919
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
4.48557000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA4, Class M1
35564KWT2
1500000.00000000
PA
USD
1418171.25000000
0.248224495721
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
6.34682000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA3, Class M1
35564KED7
1444329.78000000
PA
USD
1420484.04000000
0.248629306586
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
3.74682000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A5
59020USM8
48061.62000000
PA
USD
44983.26000000
0.007873482859
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
2.76747900
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2020-EXP1, Class 2A2
67448TBF1
309214.90000000
PA
USD
298103.76000000
0.052177517700
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
4.53557000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2021-R03, Class 1M1
20754AAA1
3781355.93000000
PA
USD
3663957.68000000
0.641307632954
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
3.84682000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MB4
1882000.00000000
PA
USD
1859628.44000000
0.325493364604
Long
DBT
CORP
US
N
2
2026-07-01
Floating
4.99286000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAR8
4615000.00000000
PA
USD
4565273.38000000
0.799066179475
Long
DBT
CORP
SE
N
2
2025-04-04
Floating
3.96532000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RGD8
3832000.00000000
PA
USD
3845443.04000000
0.673073269133
Long
DBT
CORP
US
N
2
2024-06-12
Floating
4.41571000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWC9
678000.00000000
PA
USD
672208.43000000
0.117657580885
Long
DBT
CORP
US
N
2
2025-03-07
Floating
3.41556800
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137BMSH0
570538.71000000
PA
USD
557839.43000000
0.097639414989
Long
ABS-APCP
USGSE
US
N
2
2040-09-15
Floating
2.95172800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31411KLT8
197114.30000000
PA
USD
194281.44000000
0.034005351943
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Floating
2.53000000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2018-EXP1, Class 2A1
67097VAS3
201212.93000000
PA
USD
198828.44000000
0.034801219707
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
4.43557000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Y8
2000000.00000000
PA
USD
1981505.32000000
0.346825645228
Long
DBT
CORP
US
N
2
2026-04-25
Floating
4.37985800
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FKJH0
1031640.32000000
PA
USD
1022086.30000000
0.178897193410
Long
ABS-APCP
USGSE
US
N
2
2045-10-25
Floating
3.53271000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2G3
3000000.00000000
PA
USD
2871555.99000000
0.502612457806
Long
DBT
CORP
US
N
2
2026-06-04
Floating
3.49001200
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128S4JW8
274362.68000000
PA
USD
273722.59000000
0.047910047443
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Floating
2.27500000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGW3
2750000.00000000
PA
USD
2727559.42000000
0.477408536930
Long
DBT
CORP
US
N
2
2024-01-07
Floating
3.37846400
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class B
58403YAK2
3000000.00000000
PA
USD
2849447.10000000
0.498742707893
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.86300000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-ACNT, Class B
05609QAC0
4000000.00000000
PA
USD
3773111.60000000
0.660412996109
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
4.66300000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAG8
4105000.00000000
PA
USD
4085334.22000000
0.715061757606
Long
DBT
CORP
US
N
2
2023-12-15
Floating
4.30257000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BZ7
4000000.00000000
PA
USD
3916813.88000000
0.685565406996
Long
DBT
CORP
US
N
2
2027-03-03
Floating
3.92001200
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2019-R02, Class 1M2
20753KAB8
810741.04000000
PA
USD
809817.36000000
0.141743464205
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
5.88557000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class A6F
95000CBK8
2500000.00000000
PA
USD
2462124.75000000
0.430949135706
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Floating
4.96214000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAZ6
2987000.00000000
PA
USD
2992748.06000000
0.523824875179
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
3.98314000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEF2
2000000.00000000
PA
USD
2000624.28000000
0.350172063515
Long
DBT
CORP
US
N
2
2023-01-13
Floating
3.62858000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA3, Class M1
35564KE39
802053.43000000
PA
USD
798146.39000000
0.139700678017
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
5.29682000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31347AUU6
256178.87000000
PA
USD
256470.05000000
0.044890311257
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Floating
3.04500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA2, Class M1
35564KRE1
2351809.55000000
PA
USD
2301639.57000000
0.402859190379
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
4.29682000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BQ7
4303000.00000000
PA
USD
4176504.36000000
0.731019394616
Long
DBT
CORP
US
N
2
2026-05-13
Floating
3.20722600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2021-DNA2, Class M2
35564KDB2
4820000.00000000
PA
USD
4594128.53000000
0.804116736703
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
5.29682000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust, Series 2018-SFR4, Class C
46187XAE5
2999861.58000000
PA
USD
2923542.10000000
0.511711659287
Long
ABS-MBS
CORP
US
N
2
2038-01-17
Floating
4.81200000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA1, Class M1
35564KTB5
2000000.00000000
PA
USD
1916417.00000000
0.335433145620
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.49682000
N
N
N
N
N
N
Daimler Trucks Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AK6
3500000.00000000
PA
USD
3491146.72000000
0.611060289129
Long
DBT
CORP
US
N
2
2024-04-05
Floating
4.05780700
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHB8
1042000.00000000
PA
USD
1017182.20000000
0.178038821934
Long
DBT
CORP
US
N
2
2026-02-05
Floating
3.60229000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1
5899292M9
80635.95000000
PA
USD
75368.43000000
0.013191841627
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
4.22557000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BW8
3000000.00000000
PA
USD
2912452.98000000
0.509770715117
Long
DBT
CORP
GB
N
2
2026-09-12
Floating
4.61571000
N
N
N
N
N
N
BAMLL Commercial Mortgage Securities Trust
N/A
BAMLL Commercial Mortgage Securities Trust, Series 2019-RLJ, Class B
05492HAG1
4000000.00000000
PA
USD
3910368.00000000
0.684437175611
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
4.76200000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FJY29
1230989.42000000
PA
USD
1211883.23000000
0.212117615301
Long
ABS-APCP
USGSE
US
N
2
2025-10-25
Floating
3.53271000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDF0
1154000.00000000
PA
USD
1133941.05000000
0.198475286615
Long
DBT
CORP
US
N
2
2024-03-08
Floating
3.67207400
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCE8
4850000.00000000
PA
USD
4822887.24000000
0.844156693395
Long
DBT
CORP
US
N
2
2024-03-21
Floating
4.04321300
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBM6
1152000.00000000
PA
USD
1139480.44000000
0.199444853788
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
3.34178200
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AXP82
683885.38000000
PA
USD
665953.22000000
0.116562722737
Long
ABS-APCP
USGSE
US
N
2
2047-09-25
Floating
2.86400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-INV3, Class A1
46591LBC4
99135.79000000
PA
USD
91637.88000000
0.016039506196
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Floating
4.08400000
N
N
N
N
N
N
USB Realty Corp.
N/A
USB Realty Corp.
903312AA4
1100000.00000000
PA
USD
814000.00000000
0.142475557530
Long
DBT
CORP
US
N
2
N/A
Variable
5.22614000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAG2
2300000.00000000
PA
USD
2148792.80000000
0.376106206629
Long
DBT
CORP
GB
N
2
2028-02-16
Floating
4.00178500
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc., Series A
025537AS0
3000000.00000000
PA
USD
2979849.48000000
0.521567218696
Long
DBT
CORP
US
N
2
2023-11-01
Floating
3.26229000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc.
883556CR1
2500000.00000000
PA
USD
2490359.20000000
0.435891050946
Long
DBT
CORP
US
N
2
2023-10-18
Floating
3.44863500
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394EQZ4
1288474.88000000
PA
USD
1283035.84000000
0.224571556062
Long
ABS-APCP
USGSE
US
N
2
2035-04-25
Floating
3.88557000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FBA89
165691.01000000
PA
USD
165138.76000000
0.028904467937
Long
ABS-APCP
USGSE
US
N
2
2024-08-25
Floating
3.49271000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CK4
3108000.00000000
PA
USD
3043888.11000000
0.532775989596
Long
DBT
CORP
GB
N
2
2026-03-30
Floating
4.79354500
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M1
20753YCH3
2539038.78000000
PA
USD
2497386.61000000
0.437121068339
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
4.99682000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA3, Class M1
35564KUX5
4500000.00000000
PA
USD
4186775.70000000
0.732817201610
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.89682000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAH0
2500000.00000000
PA
USD
2492258.93000000
0.436223563343
Long
DBT
CORP
US
N
2
2023-04-06
Floating
3.44846400
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31405RF84
48530.95000000
PA
USD
47641.60000000
0.008338775825
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
2.01500000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBD6
357000.00000000
PA
USD
356369.91000000
0.062375923358
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
3.12926000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA3, Class M2
35564KEL9
3125000.00000000
PA
USD
2984379.38000000
0.522360093423
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
5.09682000
N
N
N
N
N
N
2022-11-30
Invesco Actively Managed Exchange-Traded Fund Trust
Sheri Morris
Sheri Morris
Vice President