0001752724-23-149109.txt : 20230629
0001752724-23-149109.hdr.sgml : 20230629
20230629095855
ACCESSION NUMBER: 0001752724-23-149109
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230629
DATE AS OF CHANGE: 20230629
PERIOD START: 20231031
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: 231055056
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
2023-10-31
2023-04-30
N
552573086.30
15002647.99
537570438.31
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
14571.77000000
USD
N
NRZ Advance Receivables Trust
549300RNWDDBV4LFKJ17
NRZ Advance Receivables Trust, Series 2020-T2, Class AT2
62942QCW1
2100000.00000000
PA
USD
2052244.11000000
0.381762828412
Long
ABS-O
CORP
US
N
2
2053-09-15
Fixed
1.47540000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2023-R01, Class 1M2
207932AB0
1225000.00000000
PA
USD
1248057.44000000
0.232166308088
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
8.57367000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641593V6
2500000.00000000
PA
USD
2452855.83000000
0.456285475390
Long
DBT
CORP
CA
N
2
2026-03-02
Floating
5.31979800
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2022-C, Class A1B
78449CAB4
2519533.11000000
PA
USD
2535325.04000000
0.471626573806
Long
ABS-O
CORP
US
N
2
2050-05-16
Floating
6.59172000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2E4
4000000.00000000
PA
USD
3883423.92000000
0.722402804032
Long
DBT
CORP
US
N
2
2024-09-13
Floating
5.30055900
N
N
N
N
N
N
Roche Holdings, Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings, Inc.
771196BR2
2161000.00000000
PA
USD
2156892.95000000
0.401229828928
Long
DBT
CORP
US
N
2
2024-03-05
Floating
5.01957700
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
1537596.90000000
0.286027056255
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
8.41533000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDT0
2500000.00000000
PA
USD
2491114.05000000
0.463402351109
Long
DBT
CORP
US
N
2
2025-04-07
Floating
6.13655900
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2020-8, Class A11
46652TBM1
217363.25000000
PA
USD
204612.24000000
0.038062405485
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Floating
5.45979000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series T
30040WAM0
3000000.00000000
PA
USD
2997338.31000000
0.557571268134
Long
DBT
CORP
US
N
2
2023-08-15
Floating
4.97420600
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2023-R01, Class 1M1
207932AA2
1439075.61000000
PA
USD
1445436.47000000
0.268883176415
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
7.22367000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M1
20755DAA4
2804730.94000000
PA
USD
2846164.11000000
0.529449520875
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
7.36533000
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
2262055.00000000
0.420792297863
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Floating
6.09800000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FUZS6
1437907.39000000
PA
USD
1432707.63000000
0.266515330438
Long
ABS-APCP
USGSE
US
N
2
2027-06-25
Floating
5.03004000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-6, Class A11
46651BAL4
73738.69000000
PA
USD
70023.65000000
0.013025948789
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Floating
5.74529000
N
N
N
N
N
N
OBX Trust
549300ELWOCL265HSB73
OBX Trust, Series 2019-EXP1, Class 2A2
67448QAV3
144179.30000000
PA
USD
142483.04000000
0.026504999130
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Floating
5.43342100
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-HQA2, Class M1
35564KB32
1500000.00000000
PA
USD
1537851.00000000
0.286074324480
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
8.81533000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-1, Class A11
46592EBC9
642061.41000000
PA
USD
592468.01000000
0.110212163425
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Floating
5.20979000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEE9
4000000.00000000
PA
USD
3942160.16000000
0.733329044728
Long
DBT
CORP
US
N
2
2026-06-09
Floating
5.27480000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA3, Class M1
35564KE47
3130000.00000000
PA
USD
3148825.07000000
0.585751158471
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
8.36533000
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
122110.50000000
PA
USD
118115.17000000
0.021972035957
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Variable
4.08101000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837BD4
2500000.00000000
PA
USD
2514214.83000000
0.467699607497
Long
DBT
CORP
NL
N
2
2026-03-28
Floating
6.48073000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VGE8
2000000.00000000
PA
USD
1987160.76000000
0.369655884770
Long
DBT
CORP
US
N
2
2026-03-20
Floating
5.60970000
N
N
N
N
N
N
Freddie Mac
5493003FQV7GR462GO02
Freddie Mac, Series 2020-DNA1, Class M2
35565HAH8
384562.89000000
PA
USD
382774.13000000
0.071204460424
Long
ABS-MBS
USGSE
US
N
2
2050-01-25
Floating
6.72043000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523AC4
4543000.00000000
PA
USD
4544849.23000000
0.845442551545
Long
DBT
CORP
US
N
2
2023-07-15
Floating
6.15029000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2019-B, Class A2B
83192CAC1
2128890.88000000
PA
USD
2100531.07000000
0.390745271745
Long
ABS-O
CORP
US
N
2
2037-06-15
Floating
5.94771000
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
636873.84000000
0.118472630675
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
9.47367000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC, Series 2019-2A, Class C
165183CG7
174185.40000000
PA
USD
173981.78000000
0.032364461957
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
290002.18000000
PA
USD
279276.07000000
0.051951530459
Long
ABS-O
CORP
US
N
2
2042-09-25
Floating
5.67043000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GD3
1478000.00000000
PA
USD
1477716.58000000
0.274887991357
Long
DBT
CORP
US
N
2
2023-05-10
Floating
4.96258000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2019-R01, Class 2M2
20754FAK8
518736.34000000
PA
USD
520140.71000000
0.096757684748
Long
ABS-MBS
USGSE
US
N
2
2031-07-25
Floating
7.47043000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2021-R01, Class 1M1
20754RAA4
917239.20000000
PA
USD
913670.22000000
0.169962883910
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
5.56533000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2021-LGCY, Class B
12434DAG7
3630000.00000000
PA
USD
3473713.25000000
0.646187550959
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.80300000
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-LBA6, Class B
12433EAG6
1000000.00000000
PA
USD
964265.40000000
0.179374707253
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.18952000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TKP9
2500000.00000000
PA
USD
2490288.93000000
0.463248860526
Long
DBT
CORP
US
N
2
2025-01-10
Floating
5.39692700
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2020-DNA5, Class M2
35566AAH2
1028807.60000000
PA
USD
1045542.08000000
0.194493968694
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
7.61533000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CJ6
2500000.00000000
PA
USD
2493119.05000000
0.463775325488
Long
DBT
CORP
US
N
2
2023-11-03
Floating
4.91928400
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AL7
4950000.00000000
PA
USD
4958717.84000000
0.922431273488
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
6.17657000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
8754801.34000000
NS
USD
8754801.34000000
1.628586826225
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
2879620.50000000
0.535673149932
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
6.11253600
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust, Series 2021-MHC, Class B
55316VAC8
2500000.00000000
PA
USD
2427656.25000000
0.451597795747
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
6.10544200
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-A, Class A2A2
78448YAK7
3535404.62000000
PA
USD
3413751.35000000
0.635033310375
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
5.67771000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
5000000.00000000
PA
USD
4949646.25000000
0.920743756959
Long
DBT
CORP
US
N
2
2024-05-24
Floating
5.45396600
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG Mortgage Trust, Series 2017-BBG, Class C
233062AJ7
3750000.00000000
PA
USD
3651346.88000000
0.679231337846
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
5.94800000
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
2658000.00000000
0.494446831629
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Floating
6.09800000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA4, Class M1
35564KWS4
2419014.07000000
PA
USD
2438253.70000000
0.453569156009
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
7.01533000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2021-DNA2, Class M1
35564KCU1
928.26000000
PA
USD
927.17000000
0.000172474141
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
5.61533000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A2TW3
1152.30000000
PA
USD
1151.92000000
0.000214282616
Long
ABS-APCP
USGSE
US
N
2
2041-09-25
Floating
5.37043000
N
N
N
N
N
N
BOC Aviation Ltd.
254900H06V5RMEB3KE72
BOC Aviation Ltd.
09681LAH3
3082000.00000000
PA
USD
3082385.25000000
0.573391881385
Long
DBT
CORP
SG
N
2
2023-09-26
Floating
6.25871000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137ATEJ7
162180.87000000
PA
USD
159841.74000000
0.029734101544
Long
ABS-APCP
USGSE
US
N
2
2041-06-15
Floating
5.44771000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M2
20755AAC6
700000.00000000
PA
USD
701781.43000000
0.130546879066
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
8.17367000
N
N
N
N
N
N
Banco Santander S.A.
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAN9
2600000.00000000
PA
USD
2602797.47000000
0.484177939207
Long
DBT
CORP
ES
N
2
2024-05-24
Floating
5.97768700
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKH1
1685000.00000000
PA
USD
1660672.61000000
0.308921862448
Long
DBT
CORP
US
N
2
2028-02-04
Floating
5.75307700
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series D
25746UDH9
769000.00000000
PA
USD
768415.40000000
0.142942272349
Long
DBT
CORP
US
N
2
2023-09-15
Floating
5.39629000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA5, Class M2
35564KHE2
3197647.36000000
PA
USD
3173981.57000000
0.590430824280
Long
ABS-MBS
USGSE
US
N
2
2034-01-25
Floating
6.46533000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2020-INV1, Class A11
67113CAL0
216074.59000000
PA
USD
200795.67000000
0.037352438990
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Floating
5.74529000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AX1
2999000.00000000
PA
USD
2930419.38000000
0.545122865984
Long
DBT
CORP
NL
N
2
2027-04-01
Floating
5.85014000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZ91
4000000.00000000
PA
USD
3983462.24000000
0.741012145780
Long
DBT
CORP
CA
N
2
2025-04-14
Floating
5.67703700
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128S5MP6
266096.17000000
PA
USD
270720.55000000
0.050360014373
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Floating
3.92100000
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
3521752.81000000
PA
USD
3290495.15000000
0.612104929047
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Floating
6.61533000
N
N
N
N
N
N
BBCMS Mortgage Trust
N/A
BBCMS Mortgage Trust, Series 2019-BWAY, Class B
05492NAC7
3250000.00000000
PA
USD
2729883.98000000
0.507818842974
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
6.31448000
N
N
N
N
N
N
STAR Trust
N/A
STAR Trust, Series 2022-SFR3, Class B
78474PAC1
5000000.00000000
PA
USD
5013657.00000000
0.932651173260
Long
ABS-MBS
CORP
US
N
2
2024-05-17
Floating
6.84306000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R05, Class 2M1
20754DAA5
2759520.75000000
PA
USD
2760431.67000000
0.513501389451
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.71533000
N
N
N
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261FAK0
2940000.00000000
PA
USD
2933561.69000000
0.545707405195
Long
DBT
CORP
US
N
2
2023-07-26
Floating
5.94814000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0GG5
222816.96000000
PA
USD
217511.35000000
0.040461925451
Long
ABS-APCP
USGSE
US
N
2
2047-12-25
Floating
4.02580000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CC6
3937000.00000000
PA
USD
3948903.01000000
0.734583364073
Long
DBT
CORP
US
N
2
2023-10-17
Floating
6.27029000
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
1958016.20000000
0.364234351530
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
7.81533000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410QDW8
129830.81000000
PA
USD
129167.35000000
0.024027986063
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
3.97300000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967NR8
3000000.00000000
PA
USD
3004208.13000000
0.558849206709
Long
DBT
CORP
US
N
2
2025-05-24
Floating
6.12599000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Trust, Series 2019-521F, Class C
20048GAG1
4000000.00000000
PA
USD
3483310.00000000
0.647972758872
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
6.24800000
N
N
N
N
N
N
United States Treasury Floating Rate Note
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CGY1
1250000.00000000
PA
USD
1251108.64000000
0.232733898823
Long
DBT
UST
US
N
2
2025-04-30
Floating
5.29968900
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2020-LTV1, Class A1
46591NBC0
17619.69000000
PA
USD
17328.06000000
0.003223402695
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Floating
5.84529000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
2500000.00000000
PA
USD
2472614.10000000
0.459960950935
Long
DBT
CORP
US
N
2
2024-04-12
Floating
5.59693000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA5, Class M1
35564KYP8
1500000.00000000
PA
USD
1591452.90000000
0.296045464293
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
9.31533000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust, Series 2019-WOLF, Class B
39152TAG5
3384000.00000000
PA
USD
3312955.63000000
0.616283075463
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
6.33848000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKT5
3500000.00000000
PA
USD
3490187.54000000
0.649252133538
Long
DBT
CORP
US
N
2
2025-04-25
Floating
5.93803900
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CJ1
2500000.00000000
PA
USD
2516256.80000000
0.468079459114
Long
DBT
CORP
JP
N
2
2025-07-18
Floating
6.48726100
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1
20755AAB8
597307.28000000
PA
USD
600387.89000000
0.111685436402
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Floating
7.12367000
N
N
N
N
N
N
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1, Series 2020-T1, Class AT1
62942QCR2
1850000.00000000
PA
USD
1817690.68000000
0.338130698874
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.42570000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZJ6
2535000.00000000
PA
USD
2522520.75000000
0.469244692459
Long
DBT
CORP
US
N
2
2025-01-24
Floating
5.53793000
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJJ9
2000000.00000000
PA
USD
1995496.58000000
0.371206531793
Long
DBT
CORP
US
N
2
2024-10-24
Floating
5.56837300
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2020-EXP3, Class 2A2
67448WBE7
466528.22000000
PA
USD
454973.39000000
0.084635120828
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Floating
6.22043000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA5, Class M1
35564KYN3
1869535.31000000
PA
USD
1904305.68000000
0.354243005993
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
7.76533000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R07, Class 1M1
20754MBZ9
3345225.92000000
PA
USD
3403307.74000000
0.633090567758
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
7.77367000
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
3438043.96000000
0.639552273523
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.91533000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAF9
2702000.00000000
PA
USD
2601200.32000000
0.483880833956
Long
DBT
CORP
US
N
2
2025-06-09
Floating
5.19483900
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBC8
3000000.00000000
PA
USD
2999938.68000000
0.558054994510
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
6.25157000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-LTV3, Class A1
46651HBC0
35402.56000000
PA
USD
35204.01000000
0.006548725058
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
5.69529000
N
N
N
N
N
N
Invesco Private Government Fund
N/A
Invesco Private Government Fund
N/A
3813581.10000000
NS
USD
3813581.10000000
0.709410493625
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
1332441.08000000
PA
USD
1359320.41000000
0.252863683180
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
7.56533000
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
1289144.13000000
0.239809341833
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
8.66533000
N
N
N
N
N
N
Volkswagen Group of America Finance, LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BQ4
1667000.00000000
PA
USD
1670547.98000000
0.310758899847
Long
DBT
CORP
US
N
2
2024-06-07
Floating
5.73318000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R01, Class 1M1
20754LAA7
1188050.43000000
PA
USD
1179541.61000000
0.219420847193
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
5.81533000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEP6
3000000.00000000
PA
USD
3003137.64000000
0.558650071875
Long
DBT
CORP
US
N
2
2025-04-17
Floating
6.00214900
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189TAZ0
1639000.00000000
PA
USD
1631772.27000000
0.303545759534
Long
DBT
CORP
US
N
2
2024-05-13
Floating
5.36885000
N
N
N
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBF8
3000000.00000000
PA
USD
2933821.02000000
0.545755646315
Long
DBT
CORP
FR
N
2
2026-01-21
Floating
5.88781700
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C50
3000000.00000000
PA
USD
3029320.53000000
0.563520668942
Long
DBT
CORP
US
N
2
2026-03-06
Floating
7.73053900
N
N
N
N
N
N
Mello Mortgage Capital Acceptance
N/A
Mello Mortgage Capital Acceptance, Series 2021-INV2, Class A1
58549XBC6
3041529.81000000
PA
USD
2826239.99000000
0.525743193558
Long
ABS-MBS
CORP
US
N
2
2051-08-25
Floating
5.00000000
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
1734634.83000000
0.322680472433
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.81533000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMED7
637045.04000000
PA
USD
618258.33000000
0.115009733783
Long
ABS-APCP
USGSE
US
N
2
2045-01-25
Floating
3.92614300
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31407MSP1
41199.38000000
PA
USD
41728.51000000
0.007762426470
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
5.52700000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MW8
2500000.00000000
PA
USD
2480339.53000000
0.461398051908
Long
DBT
CORP
US
N
2
2025-05-01
Floating
5.50803400
N
N
N
N
N
Commonbond Student Loan Trust
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust, Series 2018-AGS, Class A2
20269DAB1
520287.58000000
PA
USD
505342.01000000
0.094004798996
Long
ABS-O
CORP
US
N
2
2044-02-25
Floating
5.52043000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137F33L6
619745.97000000
PA
USD
601716.88000000
0.111932657958
Long
ABS-APCP
USGSE
US
N
2
2043-08-15
Floating
3.71728800
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
1185689.38000000
0.220564468486
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.59772000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822CW2
3500000.00000000
PA
USD
3461818.92000000
0.643974942313
Long
DBT
CORP
JP
N
2
2026-02-20
Floating
5.67184200
N
N
N
N
N
N
BX Trust
N/A
BX Trust, Series 2022-IND, Class C
05609WAJ2
3267553.28000000
PA
USD
3148532.98000000
0.585696823266
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.17952000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA6, Class M2
35564KKY4
5571181.00000000
PA
USD
5371088.69000000
0.999141378920
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
6.31533000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK
89788JAD1
3000000.00000000
PA
USD
2964925.47000000
0.551541762475
Long
DBT
CORP
US
N
2
2024-01-17
Floating
5.03714900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31419ALN5
97159.57000000
PA
USD
95986.11000000
0.017855540996
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Floating
3.98600000
N
N
N
N
N
N
SMRT
N/A
SMRT, Series 2022-MINI, Class B
78457JAG7
4655000.00000000
PA
USD
4493224.32000000
0.835839175629
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.24000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust, Series 2004-5, Class M2
437084DX1
997305.42000000
PA
USD
988576.21000000
0.183897056004
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
5.96543000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCS3
3000000.00000000
PA
USD
2973502.80000000
0.553137335703
Long
DBT
CORP
US
N
2
2025-12-10
Floating
5.39770000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2020-A, Class A2B
78449UAC2
1265213.81000000
PA
USD
1242838.88000000
0.231195540422
Long
ABS-O
CORP
US
N
2
2037-09-15
Floating
5.77771000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCR4
3499000.00000000
PA
USD
3468774.80000000
0.645268889953
Long
DBT
CORP
US
N
2
2025-05-09
Floating
6.06555800
N
N
N
N
N
OBX Trust
549300T9OLE6UGS5GU41
OBX Trust, Series 2018-EXP2, Class 2A2
67097XAU4
260514.36000000
PA
USD
253153.37000000
0.047092130065
Long
ABS-MBS
CORP
US
N
2
2058-07-25
Floating
5.97043000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBY0
897000.00000000
PA
USD
894650.18000000
0.166424735484
Long
DBT
CORP
US
N
2
2025-04-01
Floating
5.67958000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137FDD66
2726615.73000000
PA
USD
2639797.83000000
0.491060825126
Long
ABS-APCP
USGSE
US
N
2
2048-01-15
Floating
5.29771000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2023-DNA1, Class M1
35564KP37
442139.80000000
PA
USD
443540.85000000
0.082508415342
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
6.92367000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DB2
3500000.00000000
PA
USD
3500902.62000000
0.651245375583
Long
DBT
CORP
GB
N
2
2026-03-10
Floating
6.21520300
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVX9
1220000.00000000
PA
USD
1242299.51000000
0.231095205663
Long
DBT
CORP
US
N
2
2027-10-28
Floating
7.02271000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ART24
231648.40000000
PA
USD
226877.35000000
0.042204208756
Long
ABS-APCP
USGSE
US
N
2
2046-05-25
Floating
5.52043000
N
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
2256473.29000000
0.419753976259
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.80033000
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
2988888.75000000
0.555999462953
Long
DBT
CORP
IE
N
2
2023-09-29
Floating
5.52047100
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0KE8
3000000.00000000
PA
USD
2961480.48000000
0.550900918084
Long
DBT
CORP
AU
N
2
2026-06-15
Floating
5.33199900
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1
20753XAA2
1618279.03000000
PA
USD
1623584.88000000
0.302022723776
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.91533000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AE0
3000000.00000000
PA
USD
2973047.31000000
0.553052604482
Long
DBT
CORP
US
N
2
2024-12-13
Floating
5.56199900
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
2399161.50000000
0.446297141550
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.84800000
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2020-VKNG, Class A
12433YAA5
1192675.56000000
PA
USD
1172857.47000000
0.218177449207
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
5.93400000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCL7
3000000.00000000
PA
USD
2937497.04000000
0.546439467399
Long
DBT
CORP
US
N
2
2024-12-06
Floating
5.48198000
N
N
N
N
N
N
Invesco Private Prime Fund
N/A
Invesco Private Prime Fund
N/A
9806351.39000000
NS
USD
9806351.39000000
1.824198410319
Long
STIV
PF
US
N
2
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class B
05609VAG0
3252772.00000000
PA
USD
3111865.17000000
0.578875799008
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
5.89772000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1
007036BU9
74359.64000000
PA
USD
73047.90000000
0.013588526227
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
2984539.17000000
0.555190344800
Long
DBT
CORP
US
N
2
2024-06-18
Floating
5.07970000
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
58769JAD9
2000000.00000000
PA
USD
2005436.70000000
0.373055614126
Long
DBT
CORP
US
N
2
2025-03-30
Floating
5.77003100
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDB9
2400000.00000000
PA
USD
2406961.75000000
0.447748160700
Long
DBT
CORP
US
N
2
2026-04-26
Floating
6.15837300
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
50339.98000000
PA
USD
45988.25000000
0.008554832394
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Variable
3.68217700
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-HQA2, Class M1
35564KB24
1598275.59000000
PA
USD
1621489.90000000
0.301633011126
Long
ABS-MBS
USGSE
US
N
2
2042-07-25
Floating
7.46533000
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
110835.76000000
PA
USD
103408.36000000
0.019236243779
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
4.27040000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-HQA3, Class M1
35564KJG5
2488757.78000000
PA
USD
2417975.02000000
0.449796872685
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Floating
5.66533000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
59022CAA1
2696000.00000000
PA
USD
2637784.46000000
0.490686293742
Long
DBT
CORP
US
N
2
2026-09-15
Floating
5.62629000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA2, Class M1
35564KRF8
4250000.00000000
PA
USD
4190990.88000000
0.779617066216
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
7.21533000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCU2
2000000.00000000
PA
USD
2012252.72000000
0.374323544710
Long
DBT
CORP
JP
N
2
2026-01-13
Floating
6.26692700
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
969540.00000000
0.180355899600
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
6.71533000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2K0
4000000.00000000
PA
USD
3889532.12000000
0.723539064429
Long
DBT
CORP
US
N
2
2025-04-11
Floating
6.19692700
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2019-EXP2, Class 2A2
67113KAL2
236110.55000000
PA
USD
227011.58000000
0.042229178507
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Floating
5.38940000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PCG9
4000000.00000000
PA
USD
3962128.72000000
0.737043638868
Long
DBT
CORP
US
N
2
2025-06-01
Floating
5.30695900
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAA1
3000000.00000000
PA
USD
3017323.71000000
0.561288994887
Long
DBT
CORP
US
N
2
2024-03-15
Floating
6.59197800
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
4332214.55000000
0.805887794652
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.31533000
N
N
N
N
N
N
Edsouth Indenture No. 9 LLC
N/A
Edsouth Indenture No. 9 LLC, Series 2015-1, Class A
281378AA7
372054.47000000
PA
USD
363639.57000000
0.067645008744
Long
ABS-O
CORP
US
N
2
2056-10-25
Floating
5.82043000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MA6
4010000.00000000
PA
USD
4009723.19000000
0.745897263734
Long
DBT
CORP
US
N
2
2024-06-01
Floating
5.98543000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137BYKC3
627758.83000000
PA
USD
610728.86000000
0.113609085707
Long
ABS-APCP
USGSE
US
N
2
2038-09-15
Floating
4.10170200
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA1, Class M1
35564KTA7
2405981.80000000
PA
USD
2406796.95000000
0.447717504252
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.91533000
N
N
N
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International Inc.
071813CY3
3000000.00000000
PA
USD
2986897.74000000
0.555629091024
Long
DBT
CORP
US
N
2
2023-12-01
Floating
5.03193700
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2023-DNA1, Class M1
35564KP45
475000.00000000
PA
USD
475812.16000000
0.088511593289
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
7.92367000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 2021
842587DK0
1316000.00000000
PA
USD
1315853.62000000
0.244777898155
Long
DBT
CORP
US
N
2
2023-05-10
Floating
5.08258000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3H2
3500000.00000000
PA
USD
3407035.14000000
0.633783946660
Long
DBT
CORP
US
N
2
2025-01-07
Floating
5.55190500
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA3, Class M1
35564KUW7
3154864.94000000
PA
USD
3166101.62000000
0.588964979166
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.81533000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R02, Class 2M1
20754BAA9
2659437.21000000
PA
USD
2639794.07000000
0.491060125683
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
6.01533000
N
N
N
N
N
N
Natwest Group PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BH3
4000000.00000000
PA
USD
3999912.92000000
0.744072336376
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
6.68371000
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAC2
571000.00000000
PA
USD
566247.20000000
0.105334512399
Long
DBT
CORP
GB
N
2
2024-08-12
Floating
5.24723100
N
N
N
N
N
N
United States Treasury Floating Rate Note
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CGF2
78575000.00000000
PA
USD
78734444.39000000
14.64634934865
Long
DBT
UST
US
N
2
2025-01-31
Floating
5.33068900
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
2190340.83000000
0.407451874936
Long
ABS-MBS
CORP
US
N
2
2035-06-15
Floating
6.40800000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VEP5
4127000.00000000
PA
USD
4155772.33000000
0.773065636396
Long
DBT
CORP
US
N
2
2025-05-15
Floating
5.96357000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31410KQS6
587401.93000000
PA
USD
603410.72000000
0.112247749689
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
4.39000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-INV2, Class A1
46651DAL0
207088.17000000
PA
USD
194606.22000000
0.036201064294
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
5.74529000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA4, Class M1
35564KWT2
1500000.00000000
PA
USD
1524328.50000000
0.283558840175
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
8.16533000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA3, Class M1
35564KED7
1038971.67000000
PA
USD
1032674.25000000
0.192100267501
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
5.56533000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A5
59020USM8
45517.27000000
PA
USD
42456.45000000
0.007897839422
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
4.19319700
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2020-EXP1, Class 2A2
67448TBF1
338057.69000000
PA
USD
315459.75000000
0.058682495821
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
5.97043000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2021-R03, Class 1M1
20754AAA1
3204537.31000000
PA
USD
3166477.98000000
0.589034990457
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
5.66533000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MB4
1882000.00000000
PA
USD
1890230.80000000
0.351624766782
Long
DBT
CORP
US
N
2
2026-07-01
Floating
6.42657000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAR8
4615000.00000000
PA
USD
4598597.51000000
0.855440921278
Long
DBT
CORP
SE
N
2
2025-04-04
Floating
5.74947000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RGD8
3832000.00000000
PA
USD
3856094.04000000
0.717318841438
Long
DBT
CORP
US
N
2
2024-06-12
Floating
6.33371000
N
N
N
N
N
N
DBWF 2018-GLKS Mortgage Trust
N/A
DBWF 2018-GLKS Mortgage Trust, Series 2018-GLKS, Class A
23307GAA4
2500000.00000000
PA
USD
2458991.25000000
0.457426799310
Long
ABS-MBS
CORP
US
N
2
2030-12-19
Floating
6.08100000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWC9
678000.00000000
PA
USD
673872.13000000
0.125355131528
Long
DBT
CORP
US
N
2
2025-03-07
Floating
5.33481900
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137BMSH0
519057.49000000
PA
USD
505541.70000000
0.094041945756
Long
ABS-APCP
USGSE
US
N
2
2040-09-15
Floating
3.88359800
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31411KLT8
191092.22000000
PA
USD
188537.97000000
0.035072235480
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Floating
4.53000000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2018-EXP1, Class 2A1
67097VAS3
112924.97000000
PA
USD
112032.31000000
0.020840489360
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
5.87043000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2Y8
2000000.00000000
PA
USD
2007304.18000000
0.373403006740
Long
DBT
CORP
US
N
2
2026-04-25
Floating
6.15803900
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FKJH0
721371.52000000
PA
USD
718481.06000000
0.133653379873
Long
ABS-APCP
USGSE
US
N
2
2045-10-25
Floating
5.24771000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2G3
4222000.00000000
PA
USD
4083470.99000000
0.759615986853
Long
DBT
CORP
US
N
2
2026-06-04
Floating
5.39957700
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128S4JW8
267938.03000000
PA
USD
265384.80000000
0.049367446772
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Floating
4.06900000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGW3
2750000.00000000
PA
USD
2743587.11000000
0.510367928457
Long
DBT
CORP
US
N
2
2024-01-07
Floating
5.15692700
N
N
N
N
N
N
Med Trust
N/A
Med Trust, Series 2021-MDLN, Class B
58403YAK2
2991113.84000000
PA
USD
2885630.71000000
0.536791182021
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.39800000
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
3854096.80000000
0.716947310591
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.19800000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAG8
4105000.00000000
PA
USD
4097189.21000000
0.762167879409
Long
DBT
CORP
US
N
2
2023-12-15
Floating
5.87629000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BZ7
4000000.00000000
PA
USD
3849825.40000000
0.716152735649
Long
DBT
CORP
US
N
2
2027-03-03
Floating
5.82765800
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2019-R02, Class 1M2
20753KAB8
299596.38000000
PA
USD
299617.29000000
0.055735447607
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
7.32043000
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
2466564.50000000
0.458835591435
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Floating
6.49771000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAZ6
2987000.00000000
PA
USD
2988719.20000000
0.555967922900
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
5.89343000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA3, Class M1
35564KE39
763757.61000000
PA
USD
768593.88000000
0.142975473580
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
7.11533000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31347AUU6
236605.80000000
PA
USD
239151.70000000
0.044487509534
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Floating
4.00500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2022-DNA2, Class M1
35564KRE1
2080787.56000000
PA
USD
2067923.72000000
0.384679582921
Long
ABS-MBS
USGSE
US
N
2
2042-02-25
Floating
6.11533000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BQ7
4303000.00000000
PA
USD
4131320.15000000
0.768516989696
Long
DBT
CORP
US
N
2
2026-05-13
Floating
5.23885000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac, Series 2021-DNA2, Class M2
35564KDB2
4820000.00000000
PA
USD
4810953.34000000
0.894943805899
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
7.11533000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust, Series 2018-SFR4, Class C
46187XAE5
2999861.58000000
PA
USD
2972529.54000000
0.552956287802
Long
ABS-MBS
CORP
US
N
2
2038-01-17
Floating
6.34800000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-HQA1, Class M1
35564KTB5
2000000.00000000
PA
USD
2035841.40000000
0.378711561297
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.31533000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AK6
3500000.00000000
PA
USD
3496026.07000000
0.650338229347
Long
DBT
CORP
US
N
2
2024-04-05
Floating
5.83648900
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHB8
1042000.00000000
PA
USD
1041862.73000000
0.193809528156
Long
DBT
CORP
US
N
2
2026-02-05
Floating
5.57614000
N
N
N
N
N
N
Merrill Lynch Mortgage Investors Trust
N/A
Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1
5899292M9
62865.12000000
PA
USD
58618.25000000
0.010904291944
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
5.66043000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BW8
3000000.00000000
PA
USD
2998513.32000000
0.557789846001
Long
DBT
CORP
GB
N
2
2026-09-12
Floating
6.53371000
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
3932947.20000000
0.731615230250
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
6.29800000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FJY29
978703.98000000
PA
USD
973573.22000000
0.181106167790
Long
ABS-APCP
USGSE
US
N
2
2025-10-25
Floating
5.24771000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDF0
1154000.00000000
PA
USD
1148952.21000000
0.213730541733
Long
DBT
CORP
US
N
2
2024-03-08
Floating
5.55197800
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KCE8
4850000.00000000
PA
USD
4838408.31000000
0.900051038001
Long
DBT
CORP
US
N
2
2024-03-21
Floating
5.84236500
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBM6
1152000.00000000
PA
USD
1148975.02000000
0.213734784898
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
5.35723000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AXP82
609118.48000000
PA
USD
593390.07000000
0.110383686994
Long
ABS-APCP
USGSE
US
N
2
2047-09-25
Floating
4.14594400
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2019-INV3, Class A1
46591LBC4
95813.02000000
PA
USD
89806.64000000
0.016706022801
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Floating
5.84529000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550UAD3
975000.00000000
PA
USD
963268.09000000
0.179189185519
Long
DBT
CORP
CH
N
2
2023-08-09
Floating
5.08607400
N
N
N
N
N
N
USB Realty Corp.
N/A
USB Realty Corp.
903312AA4
1100000.00000000
PA
USD
783750.00000000
0.145794847362
Long
DBT
CORP
US
N
2
N/A
Variable
6.40729000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAG2
4000000.00000000
PA
USD
3850378.84000000
0.716255687739
Long
DBT
CORP
GB
N
2
2028-02-16
Floating
6.01725200
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc., Series A
025537AS0
3000000.00000000
PA
USD
2995444.17000000
0.557218916169
Long
DBT
CORP
US
N
2
2023-11-01
Floating
5.29357000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc.
883556CR1
2500000.00000000
PA
USD
2496792.78000000
0.464458720581
Long
DBT
CORP
US
N
2
2023-10-18
Floating
5.22725900
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394EQZ4
1086662.08000000
PA
USD
1083712.12000000
0.201594440982
Long
ABS-APCP
USGSE
US
N
2
2035-04-25
Floating
5.32043000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Ctfs.
3137FBA89
84290.07000000
PA
USD
84183.93000000
0.015660074289
Long
ABS-APCP
USGSE
US
N
2
2024-08-25
Floating
5.20771000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CK4
3108000.00000000
PA
USD
3120581.74000000
0.580497273959
Long
DBT
CORP
GB
N
2
2026-03-30
Floating
6.58047100
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M1
20753YCH3
2298044.08000000
PA
USD
2301265.94000000
0.428086400590
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.81533000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2022-DNA3, Class M1
35564KUX5
4500000.00000000
PA
USD
4494131.10000000
0.836007856780
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.71533000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31405RF84
46823.38000000
PA
USD
45990.12000000
0.008555180255
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
4.01500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA3, Class M2
35564KEL9
3125000.00000000
PA
USD
3046386.88000000
0.566695387785
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
6.91533000
N
N
N
N
N
N
2023-05-30
Invesco Actively Managed Exchange-Traded Fund Trust
Sheri Morris
Sheri Morris
Vice President