American Century Multisector Floating Income ETF - Schedule of Investments | ||
MAY 31, 2023 (UNAUDITED) |
Principal Amount ($)/ Shares | Value ($) | |||||||
COLLATERALIZED LOAN OBLIGATIONS — 38.6% | ||||||||
ACRES Commercial Realty Ltd., Series 2021-FL1, Class AS, VRN, 6.71%, (1-month LIBOR plus 1.60%), 6/15/36(1) | 247,000 | 238,150 | ||||||
AMMC CLO 21 Ltd., Series 2017-21A, Class A, VRN, 6.55%, (3-month LIBOR plus 1.25%), 11/2/30(1) | 242,892 | 240,937 | ||||||
AMMC CLO XI Ltd., Series 2012-11A, Class BR2, VRN, 6.90%, (3-month LIBOR plus 1.60%), 4/30/31(1) | 250,000 | 244,808 | ||||||
Apidos CLO XXV, Series 2016-25A, Class A1R, VRN, 6.42%, (3-month LIBOR plus 1.17%), 10/20/31(1) | 250,000 | 247,057 | ||||||
Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class D, VRN, 7.62%, (1-month SOFR plus 2.56%), 9/15/34(1) | 250,000 | 245,789 | ||||||
Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A, VRN, 6.46%, (1-month LIBOR plus 1.35%), 11/15/36(1) | 200,000 | 196,149 | ||||||
Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL2, Class A, VRN, 6.91%, (1-month SOFR plus 1.85%), 5/15/37(1) | 200,000 | 197,554 | ||||||
AREIT Trust, Series 2022-CRE6, Class A, SEQ, VRN, 6.16%, (30-day average SOFR plus 1.25%), 1/20/37(1) | 186,809 | 181,551 | ||||||
ARES LII CLO Ltd., Series 2019-52A, Class A1R, VRN, 6.32%, (3-month LIBOR plus 1.05%), 4/22/31(1) | 250,000 | 245,876 | ||||||
Babson CLO Ltd., Series 2015-IA, Class AR, VRN, 6.24%, (3-month LIBOR plus 0.99%), 1/20/31(1) | 268,985 | 266,235 | ||||||
BSPRT Issuer Ltd., Series 2021-FL6, Class A, VRN, 6.21%, (1-month LIBOR plus 1.10%), 3/15/36(1) | 200,000 | 194,490 | ||||||
Cerberus Loan Funding XXXI LP, Series 2021-1A, Class A, VRN, 6.76%, (3-month LIBOR plus 1.50%), 4/15/32(1) | 79,852 | 79,317 | ||||||
CIFC Funding Ltd., Series 2015-1A, Class ARR, VRN, 6.38%, (3-month LIBOR plus 1.11%), 1/22/31(1) | 250,000 | 248,043 | ||||||
Cook Park CLO Ltd., Series 2018-1A, Class B, VRN, 6.66%, (3-month LIBOR plus 1.40%), 4/17/30(1) | 250,000 | 243,265 | ||||||
Dryden 60 CLO Ltd., Series 2018-60A, Class A, VRN, 6.31%, (3-month LIBOR plus 1.05%), 7/15/31(1) | 250,000 | 247,418 | ||||||
FS Rialto Issuer LLC, Series 2022-FL6, Class A, SEQ, VRN, 7.65%, (1-month SOFR plus 2.58%), 8/17/37(1) | 200,000 | 200,248 | ||||||
Greystone CRE Notes Ltd., Series 2019-FL2, Class A, VRN, 6.29%, (1-month LIBOR plus 1.18%), 9/15/37(1) | 221,615 | 220,143 | ||||||
Grippen Park CLO Ltd., Series 2017-1A, Class A, VRN, 6.51%, (3-month LIBOR plus 1.26%), 1/20/30(1) | 219,490 | 218,327 | ||||||
HGI CRE CLO Ltd., Series 2021-FL1, Class A, VRN, 6.16%, (1-month LIBOR plus 1.05%), 6/16/36(1) | 139,813 | 136,059 | ||||||
HGI CRE CLO Ltd., Series 2021-FL2, Class A, VRN, 6.11%, (1-month LIBOR plus 1.00%), 9/17/36(1) | 178,411 | 172,208 | ||||||
LCM XV LP, Series 15A, Class AR2, VRN, 6.25%, (3-month LIBOR plus 1.00%), 7/20/30(1) | 208,719 | 206,752 | ||||||
LMREC LLC, Series 2021-CRE4, Class A, VRN, 6.18%, (1-month LIBOR plus 1.05%), 4/22/37(1) | 134,742 | 132,002 | ||||||
LoanCore Issuer Ltd., Series 2022-CRE7, Class A, VRN, 6.46%, (30-day average SOFR plus 1.55%), 1/17/37(1) | 300,000 | 294,479 | ||||||
Madison Park Funding XXXIV Ltd., Series 2019-34A, Class AR, VRN, 6.38%, (3-month LIBOR plus 1.12%), 4/25/32(1) | 250,000 | 247,033 | ||||||
Magnetite XII Ltd., Series 2015-12A, Class ARR, VRN, 6.36%, (3-month LIBOR plus 1.10%), 10/15/31(1) | 250,000 | 247,316 | ||||||
MF1 Ltd., Series 2020-FL4, Class AS, VRN, 7.28%, (1-month SOFR plus 2.21%), 11/15/35(1) | 200,000 | 197,050 | ||||||
MF1 Ltd., Series 2021-FL7, Class A, VRN, 6.19%, (1-month LIBOR plus 1.08%), 10/16/36(1) | 260,000 | 252,939 | ||||||
Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR, VRN, 6.80%, (3-month SOFR plus 1.75%), 1/20/35(1) | 250,000 | 242,933 | ||||||
OFSI BSL VIII Ltd., Series 2017-1A, Class AR, VRN, 6.26%, (3-month LIBOR plus 1.00%), 8/16/29(1) | 217,092 | 215,522 | ||||||
Owl Rock CLO IV Ltd., Series 2020-4A, Class A2R, VRN, 7.28%, (3-month LIBOR plus 1.90%), 8/20/33(1) | 250,000 | 236,676 | ||||||
Palmer Square Loan Funding Ltd., Series 2020-1A, Class A1, VRN, 6.18%, (3-month LIBOR plus 0.80%), 2/20/28(1) | 101,085 | 100,855 | ||||||
Palmer Square Loan Funding Ltd., Series 2020-1A, Class B, VRN, 7.28%, (3-month LIBOR plus 1.90%), 2/20/28(1) | 125,000 | 123,298 | ||||||
Rad CLO 5 Ltd., Series 2019-5A, Class AR, VRN, 6.39%, (3-month LIBOR plus 1.12%), 7/24/32(1) | 250,000 | 245,667 | ||||||
Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A, VRN, 6.34%, (1-month LIBOR plus 1.20%), 11/25/36(1) | 194,655 | 189,387 | ||||||
Shelter Growth CRE Issuer Ltd., Series 2023-FL5, Class A, VRN, 7.75%, (1-month SOFR plus 2.75%), 5/19/38(1)(2) | 90,000 | 90,000 | ||||||
Voya CLO Ltd., Series 2013-2A, Class A1R, VRN, 6.30%, (3-month SOFR plus 1.23%), 4/25/31(1) | 250,000 | 247,420 | ||||||
Voya CLO Ltd., Series 2016-2A, Class A2R, VRN, 7.04%, (3-month SOFR plus 2.01%), 7/19/28(1) | 250,000 | 248,000 | ||||||
TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost $7,796,333) | 7,780,953 | |||||||
U.S. TREASURY SECURITIES — 34.2% | ||||||||
U.S. Treasury Notes, VRN, 5.40%, (3-month USBMMY plus 0.03%), 7/31/23 | 3,440,000 | 3,439,990 | ||||||
U.S. Treasury Notes, VRN, 5.41%, (3-month USBMMY plus 0.04%), 10/31/23 | 3,450,000 | 3,450,658 | ||||||
TOTAL U.S. TREASURY SECURITIES (Cost $6,888,680) | 6,890,648 | |||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES — 15.4% | ||||||||
BX Commercial Mortgage Trust, Series 2021-XL2, Class A, VRN, 5.80%, (1-month LIBOR plus 0.69%), 10/15/38(1) | 208,511 | 201,729 |
BX Mortgage Trust, Series 2022-MVRK, Class A, VRN, 6.52%, (1-month SOFR plus 1.47%), 3/15/39(1) | 250,000 | 245,257 | ||||||
BX Trust, Series 2018-BILT, Class A, VRN, 6.16%, (1-month LIBOR plus 0.80%), 5/15/30(1) | 200,000 | 196,912 | ||||||
BX Trust, Series 2018-GW, Class A, VRN, 6.16%, (1-month LIBOR plus 0.80%), 5/15/35(1) | 300,000 | 295,724 | ||||||
BX Trust, Series 2021-SDMF, Class A, VRN, 5.70%, (1-month LIBOR plus 0.59%), 9/15/34(1) | 250,000 | 241,211 | ||||||
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class B, VRN, 6.34%, (1-month LIBOR plus 1.23%), 5/15/36(1) | 204,491 | 202,530 | ||||||
EQUS Mortgage Trust, Series 2021-EQAZ, Class A, VRN, 5.86%, (1-month LIBOR plus 0.75%), 10/15/38(1) | 199,996 | 193,739 | ||||||
GS Mortgage Securities Corp. Trust, Series 2018-HULA, Class C, VRN, 6.56%, (1-month LIBOR plus 1.45%), 7/15/25(1) | 91,477 | 89,635 | ||||||
GS Mortgage Securities Corp. Trust, Series 2021-ARDN, Class A, VRN, 6.36%, (1-month LIBOR plus 1.25%), 11/15/36(1) | 200,000 | 194,254 | ||||||
GS Mortgage Securities Corp. Trust, Series 2021-STAR, Class A, VRN, 6.06%, (1-month LIBOR plus 0.95%), 12/15/36(1) | 200,000 | 194,309 | ||||||
Life Mortgage Trust, Series 2021-BMR, Class A, VRN, 5.87%, (1-month SOFR plus 0.81%), 3/15/38(1) | 196,594 | 191,749 | ||||||
MBRT, Series 2019-MBR, Class A, VRN, 6.31%, (1-month LIBOR plus 1.20%), 11/15/36(1) | 225,000 | 224,261 | ||||||
Med Trust, Series 2021-MDLN, Class A, VRN, 6.06%, (1-month LIBOR plus 0.95%), 11/15/38(1) | 199,045 | 193,206 | ||||||
MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A, SEQ, VRN, 6.46%, (1-month SOFR plus 1.40%), 3/15/39(1) | 200,000 | 197,052 | ||||||
SMRT Commercial Mortgage Trust, Series 2022-MINI, Class A, VRN, 6.06%, (1-month SOFR plus 1.00%), 1/15/39(1) | 250,000 | 242,851 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost $3,111,054) | 3,104,419 | |||||||
COLLATERALIZED MORTGAGE OBLIGATIONS — 7.1% | ||||||||
Private Sponsor Collateralized Mortgage Obligations — 1.4% | ||||||||
Bellemeade RE Ltd., Series 2020-2A, Class M2, VRN, 11.14%, (1-month LIBOR plus 6.00%), 8/26/30(1) | 144,934 | 147,824 | ||||||
Eagle RE Ltd., Series 2021-1, Class M1C, VRN, 7.67%, (30-day average SOFR plus 2.70%), 10/25/33(1) | 141,747 | 141,977 | ||||||
289,801 | ||||||||
U.S. Government Agency Collateralized Mortgage Obligations — 5.7% | ||||||||
FHLMC, Series 2020-DNA5, Class M2, VRN, 7.77%, (30-day average SOFR plus 2.80%), 10/25/50(1) | 212,273 | 215,755 | ||||||
FHLMC, Series 2020-HQA2, Class M2, VRN, 8.24%, (1-month LIBOR plus 3.10%), 3/25/50(1) | 249,455 | 254,913 | ||||||
FHLMC, Series 2023-DNA1, Class M1A, VRN, 7.08%, (30-day average SOFR plus 2.10%), 3/25/43(1) | 263,487 | 264,045 | ||||||
FHLMC, Series 2023-DNA2, Class M1A, VRN, 7.08%, (30-day average SOFR plus 2.10%), 4/25/43(1) | 102,037 | 102,590 | ||||||
FNMA, Series 2022-RO4, Class 1M1, VRN, 6.97%, (30-day average SOFR plus 2.00%), 3/25/42(1) | 199,960 | 200,893 | ||||||
FNMA, Series 2023-RO4, Class 1M1, VRN, 7.27%, (30-day average SOFR plus 2.30%), 5/25/43(1) | 100,000 | 100,010 | ||||||
1,138,206 | ||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $1,426,215) | 1,428,007 | |||||||
ASSET-BACKED SECURITIES — 3.4% | ||||||||
321 Henderson Receivables I LLC, Series 2004-A, Class A1, VRN, 5.46%, (1-month LIBOR plus 0.35%), 9/15/45(1) | 12,523 | 12,378 | ||||||
321 Henderson Receivables I LLC, Series 2005-2A, Class A1, VRN, 5.34%, (1-month LIBOR plus 0.23%), 11/15/40(1) | 100,253 | 97,540 | ||||||
Brazos Higher Education Authority, Inc., Series 2011-1, Class A3, VRN, 6.45%, (3-month LIBOR plus 1.05%), 11/25/33 | 78,225 | 77,672 | ||||||
Citibank Credit Card Issuance Trust, Series 2017-A5, Class A5, VRN, 5.77%, (1-month LIBOR plus 0.62%), 4/22/26 | 200,000 | 200,372 | ||||||
Navistar Financial Dealer Note Master Owner Trust II, Series 2022-1, Class A, VRN, 6.18%, (30-day average SOFR plus 1.25%), 5/25/27(1) | 225,000 | 225,363 | ||||||
Northstar Education Finance, Inc., Series 2006-A, Class B, VRN, 6.01%, (3-month LIBOR plus 0.55%), 11/28/35 | 91,132 | 87,392 | ||||||
TOTAL ASSET-BACKED SECURITIES (Cost $694,419) | 700,717 | |||||||
SHORT-TERM INVESTMENTS — 1.3% | ||||||||
Money Market Funds — 1.3% | ||||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class (Cost $256,387) | 256,387 | 256,387 | ||||||
TOTAL INVESTMENT SECURITIES — 100.0% (Cost $20,173,088) | 20,161,131 | |||||||
OTHER ASSETS AND LIABILITIES | (2,005) | |||||||
TOTAL NET ASSETS — 100.0% | $ | 20,159,126 |
NOTES TO SCHEDULE OF INVESTMENTS | ||||||||
FHLMC | – | Federal Home Loan Mortgage Corporation | ||||||
FNMA | – | Federal National Mortgage Association | ||||||
LIBOR | – | London Interbank Offered Rate | ||||||
SEQ | – | Sequential Payer | ||||||
SOFR | – | Secured Overnight Financing Rate | ||||||
USBMMY | – | U.S. Treasury Bill Money Market Yield | ||||||
VRN | – | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security’s offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |
Level 1 | Level 2 | Level 3 | |||||||||
Assets | |||||||||||
Investment Securities | |||||||||||
Collateralized Loan Obligations | — | $ | 7,780,953 | — | |||||||
U.S. Treasury Securities | — | 6,890,648 | — | ||||||||
Commercial Mortgage-Backed Securities | — | 3,104,419 | — | ||||||||
Collateralized Mortgage Obligations | — | 1,428,007 | — | ||||||||
Asset-Backed Securities | — | 700,717 | — | ||||||||
Short-Term Investments | $ | 256,387 | — | — | |||||||
$ | 256,387 | $ | 19,904,744 | — |