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 2025-10-31 2025-04-30 N 1311289047.95 37478862.84 1273810185.11 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 WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922FNJ3 37300.41000000 PA USD 33998.24000000 0.002669019324 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.51608400 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAL0 3000000.00000000 PA USD 3081799.80000000 0.241935559632 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.64000000 N N N N N N CPS Auto Receivables Trust N/A 12598VAC8 4000000.00000000 PA USD 4094887.20000000 0.321467613296 Long ABS-O CORP US N 2 2030-01-15 Fixed 7.17000000 N N N N N N Navistar Financial Dealer Note Master Owner Trust N/A 63938PBX6 2080000.00000000 PA USD 2099641.23000000 0.164831562390 Long ABS-O CORP US N 2 2029-04-25 Fixed 5.79000000 N N N N N N Freddie Mac 5493000IS4CDPWRMWB65 35564KWS4 1300728.41000000 PA USD 1321011.71000000 0.103705538348 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 6.55369000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111GL1 1324000.00000000 PA USD 1320638.36000000 0.103676228643 Long DBT CORP US N 2 2027-11-18 Floating 4.88358900 N N N N N N Freddie Mac 529900MBUPRSJMB6GN48 35564NGZ0 4587631.47000000 PA USD 4578030.47000000 0.359396597979 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.50369000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05530SAA4 906906.06000000 PA USD 901245.06000000 0.070751911904 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.47200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3U5 1250000.00000000 PA USD 1258767.18000000 0.098819054417 Long DBT CORP US N 2 2029-04-23 Floating 5.74980100 N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 06428CAD6 75000.00000000 PA USD 75054.68000000 0.005892140043 Long DBT CORP US N 2 2025-08-18 Floating 5.14359000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4M0 3000000.00000000 PA USD 2985241.23000000 0.234355264614 Long DBT CORP US N 2 2028-03-06 Floating 5.31693200 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 17325FBD9 75000.00000000 PA USD 75250.56000000 0.005907517531 Long DBT CORP US N 2 2026-12-04 Floating 5.42845000 N N N N N N J.P. Morgan Mortgage Trust N/A 46651HBC0 11458.09000000 PA USD 11398.95000000 0.000894870376 Long ABS-MBS CORP US N 2 2050-03-25 Floating 5.29109000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBW8 125000.00000000 PA USD 125238.45000000 0.009831798447 Long DBT CORP JP N 2 2027-09-10 Floating 5.34660100 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFW0 3500000.00000000 PA USD 3523449.41000000 0.276607099800 Long DBT CORP US N 2 2029-04-12 Floating 5.75701200 N N N N N Freddie Mac 5493000ISA3AUOXQEF68 35564KRE1 864429.57000000 PA USD 864106.71000000 0.067836379399 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 5.65369000 N N N N N N Freddie Mac 5493000ISU5NYXNHD479 35564KHE2 1553278.27000000 PA USD 1558415.89000000 0.122342866167 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 6.00369000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HBC8 1200000.00000000 PA USD 1203340.52000000 0.094467804863 Long DBT CORP ES N 2 2028-03-14 Floating 5.74845300 N N N N N CPS Auto Receivables Trust N/A 22411JAC9 1558000.00000000 PA USD 1555841.55000000 0.122140768553 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.76000000 N N N N N N Freddie Mac 5299002OYNAPMJKK2A73 35564NDZ3 2059881.89000000 PA USD 2055816.10000000 0.161391086680 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 5.55369000 N N N N N N Wells Fargo Bank, N.A. KB1H1DSPRFMYMCUFXT09 94988J6G7 3000000.00000000 PA USD 3017770.86000000 0.236908991251 Long DBT CORP US N 2 2026-12-11 Floating 5.43845000 N N N N N N Freddie Mac 529900PGKDI4ZEXFQ523 35564NCA9 3000000.00000000 PA USD 3009738.00000000 0.236278374531 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 6.35369000 N N N N N N Banque Federative du Credit Mutuel VBHFXSYT7OG62HNT8T76 06675DCP5 5000000.00000000 PA USD 5003335.80000000 0.392785036458 Long DBT CORP FR N 2 2030-01-22 Floating 5.60833600 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668BY7 250000.00000000 PA USD 250306.79000000 0.019650242471 Long DBT CORP US N 2 2025-09-12 Floating 5.29824900 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754VAC1 1000000.00000000 PA USD 1008125.00000000 0.079142482277 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 6.60369000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 22534PAF0 175000.00000000 PA USD 176027.33000000 0.013818960788 Long DBT CORP FR N 2 2026-07-05 Floating 5.66668400 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXX7 2460000.00000000 PA USD 2461654.50000000 0.193251280981 Long DBT CORP US N 2 2027-03-09 Floating 5.17703300 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QYM6 2708112.39000000 PA USD 2818376.33000000 0.221255597022 Long ABS-MBS USGSE US N 2 2047-11-01 Floating 7.03700000 N N N N N N U.S. Treasury Floating Rate Notes 254900HROIFWPRGM1V77 91282CMJ7 194250000.00000000 PA USD 194160198.23000000 15.24247493854 Long DBT UST US N 2 2027-01-31 Floating 4.36861000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PET9 5200000.00000000 PA USD 5197463.39000000 0.408024951500 Long DBT CORP US N 2 2029-01-24 Floating 5.18024500 N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BJ1 6575000.00000000 PA USD 6626753.67000000 0.520230859154 Long DBT CORP NL N 2 2027-09-11 Floating 5.92845200 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754MBZ9 2282233.92000000 PA USD 2337901.26000000 0.183536078399 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 7.30269000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAX1 3274000.00000000 PA USD 3242591.01000000 0.254558414424 Long DBT CORP US N 2 2029-03-04 Floating 5.23693100 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XES1 6500000.00000000 PA USD 6443203.85000000 0.505821348056 Long DBT CORP US N 2 2027-05-08 Floating 5.71147200 N N N N N N MED Commercial Mortgage Trust 2024-MOB N/A 55287BAA1 5000000.00000000 PA USD 4981176.50000000 0.391045428763 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.91337000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HBE4 5000000.00000000 PA USD 4990530.10000000 0.391779729690 Long DBT CORP ES N 2 2028-07-15 Floating 5.49734000 N N N N N N CCG Receivables Trust N/A 12511QAB5 1914442.93000000 PA USD 1942207.33000000 0.152472271983 Long ABS-O CORP US N 2 2032-04-14 Fixed 6.28000000 N N N N N N BX Trust N/A 12434DAG7 3630000.00000000 PA USD 3600230.73000000 0.282634789082 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.29148000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NH0 6077000.00000000 PA USD 6123280.91000000 0.480705915337 Long DBT CORP US N 2 2028-02-24 Floating 5.64527400 N N N N N N OBX Trust N/A 67113CAL0 168812.20000000 PA USD 160418.57000000 0.012593600826 Long ABS-MBS CORP US N 2 2049-12-25 Floating 5.33459000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAN7 500000.00000000 PA USD 500130.63000000 0.039262571130 Long DBT CORP US N 2 2026-01-09 Floating 5.04679600 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137ATEJ7 122769.53000000 PA USD 121406.87000000 0.009531001668 Long ABS-APCP USGSE US N 2 2041-06-15 Floating 4.95919000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3W9 6775000.00000000 PA USD 6774415.79000000 0.531823019566 Long DBT CORP US N 2 2026-05-08 Floating 5.21147200 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753GAB7 1327912.36000000 PA USD 1327090.65000000 0.104182763296 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.45369000 N N N N N N Freddie Mac 5493000IRILHAKSCHN59 35564KP37 2311602.60000000 PA USD 2350953.47000000 0.184560737343 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 6.45269000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674ZX1 75000.00000000 PA USD 75085.62000000 0.005894568977 Long DBT CORP CH N 2 2025-09-11 Floating 5.29845300 N N N N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 44644MAL5 3103000.00000000 PA USD 3090764.47000000 0.242639327752 Long DBT CORP US N 2 2028-04-12 Floating 5.09622900 N N N N N N Freddie Mac 529900ZTXRUUVE8G8W08 35564NAA1 6000000.00000000 PA USD 6275844.60000000 0.492682871699 Long ABS-MBS USGSE US N 2 2043-11-25 Floating 7.70369000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AX8 4250000.00000000 PA USD 4233141.23000000 0.332321195063 Long DBT CORP US N 2 2027-09-25 Floating 5.33225400 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MB4 1882000.00000000 PA USD 1885651.80000000 0.148032400905 Long DBT CORP US N 2 2026-07-01 Floating 5.80922000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 207932AA2 4119069.63000000 PA USD 4216988.15000000 0.331053103460 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 6.75269000 N N N N N N Freddie Mac 5493000KIGZAWUOW4E32 35564K2G3 2500000.00000000 PA USD 2602876.50000000 0.204337862141 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.70369000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKH1 1685000.00000000 PA USD 1691349.20000000 0.132778746768 Long DBT CORP US N 2 2028-02-04 Floating 5.41186600 N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QHW7 2500000.00000000 PA USD 2511763.50000000 0.197185069593 Long ABS-O CORP US N 2 2028-05-15 Floating 5.59471000 N N N N N N Extended Stay America Trust N/A 30227FAE0 4297403.99000000 PA USD 4284997.38000000 0.336392143043 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.81648000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3M3 7075000.00000000 PA USD 7099519.54000000 0.557345169868 Long DBT CORP US N 2 2028-04-22 Floating 5.44833500 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BUS35 4848993.20000000 PA USD 4845548.48000000 0.380398000945 Long ABS-APCP USGSE US N 2 2054-07-25 Floating 5.55369000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755AAC6 700000.00000000 PA USD 728343.42000000 0.057178332259 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 7.70369000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439BB4 125000.00000000 PA USD 124757.33000000 0.009794028298 Long DBT CORP GB N 2 2028-11-26 Floating 5.42421500 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAR8 5625000.00000000 PA USD 5583346.59000000 0.438318570165 Long DBT CORP CA N 2 2029-02-14 Floating 5.25710000 N N N N N Freddie Mac 5493000IS4M3TZMRB410 35564KUW7 1745919.37000000 PA USD 1767395.57000000 0.138748739071 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.35369000 N N N N N N Merchants Fleet Funding LLC 254900Z2OOQUA5IN2X83 588926AA3 1415338.72000000 PA USD 1425676.64000000 0.111922220175 Long ABS-O CORP US N 2 2036-05-20 Fixed 7.21000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607L8D8 250000.00000000 PA USD 250188.41000000 0.019640949093 Long DBT CORP CA N 2 2027-06-28 Floating 5.31758400 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2V0 2265000.00000000 PA USD 2280385.83000000 0.179020850724 Long DBT CORP US N 2 2026-07-28 Floating 5.43180100 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136B0GG5 149416.78000000 PA USD 147897.99000000 0.011610677299 Long ABS-APCP USGSE US N 2 2047-12-25 Floating 4.78683000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CJ9 6700000.00000000 PA USD 6701210.89000000 0.526076095821 Long DBT CORP US N 2 2026-08-14 Floating 5.42215400 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853BB5 4000000.00000000 PA USD 3980404.76000000 0.312480211457 Long DBT CORP US N 2 2028-01-13 Floating 5.21622900 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754BAA9 736515.20000000 PA USD 736160.86000000 0.057792037511 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 5.55369000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 20753YCK6 4510000.00000000 PA USD 4635757.74000000 0.363928456075 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.45369000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FUZS6 619390.57000000 PA USD 617786.22000000 0.048499079943 Long ABS-APCP USGSE US N 2 2027-06-25 Floating 4.73365000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADN4 3000000.00000000 PA USD 2965062.00000000 0.232771101586 Long DBT CORP US N 2 2028-01-07 Floating 5.29668400 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 22535WAM9 75000.00000000 PA USD 75005.61000000 0.005888287821 Long DBT CORP FR N 2 2028-09-11 Floating 5.57845300 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00084DBB5 7000000.00000000 PA USD 7068297.46000000 0.554894091963 Long DBT CORP NL N 2 2027-09-18 Floating 6.15103300 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137HKQD9 7000000.00000000 PA USD 6961415.30000000 0.546503347309 Long ABS-APCP USGSE US N 2 2055-04-25 Floating 5.55369000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BULR9 6986556.26000000 PA USD 6983267.69000000 0.548218861148 Long ABS-APCP USGSE US N 2 2055-01-25 Floating 5.50369000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PJ21 4000000.00000000 PA USD 3985110.08000000 0.312849600873 Long DBT CORP CA N 2 2029-03-30 Floating 5.40735800 N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WFR7 5500000.00000000 PA USD 5494314.87000000 0.431329167738 Long DBT CORP US N 2 2026-05-11 Floating 4.91197900 N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBY2 125000.00000000 PA USD 124771.24000000 0.009795120298 Long DBT CORP US N 2 2028-07-21 Floating 5.20778400 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CY4 4000000.00000000 PA USD 4057349.44000000 0.318520725256 Long DBT CORP GB N 2 2028-02-08 Floating 6.39147000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BW8 75000.00000000 PA USD 75250.89000000 0.005907543437 Long DBT CORP GB N 2 2026-09-12 Floating 5.94036000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549XBC6 2685218.92000000 PA USD 2505046.10000000 0.196657722577 Long ABS-MBS CORP US N 2 2051-08-25 Floating 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137H9QW2 803151.68000000 PA USD 802909.13000000 0.063032085893 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 4.84365000 N N N N N N Freddie Mac 5493000ISONLNOUKGB71 35564KKY4 5350234.59000000 PA USD 5345084.99000000 0.419613930904 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.85369000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755CAA6 1150749.76000000 PA USD 1153045.62000000 0.090519422240 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 5.85369000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAW8 4320000.00000000 PA USD 4352101.32000000 0.341660113168 Long DBT CORP US N 2 2026-09-25 Floating 5.67543900 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 870195AA2 75000.00000000 PA USD 75599.91000000 0.005934943124 Long DBT CORP SE N 2 2026-06-15 Floating 5.74914500 N N N N N N BX Commercial Mortgage Trust N/A 05609VAJ4 4000000.00000000 PA USD 3947888.00000000 0.309927495175 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.53634000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AC2R0 2643606.80000000 PA USD 2671539.33000000 0.209728212352 Long ABS-MBS USGA US N 2 2049-08-20 Floating 5.00200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KQS6 410900.67000000 PA USD 426872.70000000 0.033511484284 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 7.17400000 N N N N N N Banque Federative du Credit Mutuel VBHFXSYT7OG62HNT8T76 06675DCH3 75000.00000000 PA USD 75270.75000000 0.005909102539 Long DBT CORP FR N 2 2027-01-23 Floating 5.50980100 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137HADA1 4343432.76000000 PA USD 4360107.63000000 0.342288645589 Long ABS-APCP USGSE US N 2 2033-07-25 Floating 5.05365000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEF9 7500000.00000000 PA USD 7507592.93000000 0.589380821236 Long DBT CORP US N 2 2028-04-22 Floating 5.29833500 N N N N N OBX Trust 549300T9OLE6UGS5GU41 67097XAU4 8652.48000000 PA USD 8657.99000000 0.000679692320 Long ABS-MBS CORP US N 2 2058-07-25 Floating 5.39109000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CN7 4050000.00000000 PA USD 4029257.40000000 0.316315369989 Long DBT CORP DE N 2 2027-11-16 Floating 5.58210200 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BTME0 5201707.27000000 PA USD 5162336.59000000 0.405267334987 Long ABS-APCP USGSE US N 2 2054-10-25 Floating 5.50369000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXP82 433306.25000000 PA USD 427521.35000000 0.033562406314 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 4.76683000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DY2 2500000.00000000 PA USD 2522967.20000000 0.198064611940 Long DBT CORP GB N 2 2027-08-14 Floating 5.93147300 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBE7 7000000.00000000 PA USD 6960754.92000000 0.546451504420 Long DBT CORP US N 2 2028-01-07 Floating 5.12668400 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBP0 7500000.00000000 PA USD 7525846.95000000 0.590813846362 Long DBT CORP US N 2 2029-03-20 Floating 5.98225400 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CS1 4000000.00000000 PA USD 4024176.80000000 0.315916519355 Long ABS-O CORP US N 2 2028-06-15 Floating 5.49471000 N N N N N N MHPA Commercial Mortgage Trust N/A 55293BAD7 2500000.00000000 PA USD 2485488.75000000 0.195122380010 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.33648000 N N N N N N OBX Trust N/A 67113KAL2 108652.83000000 PA USD 107411.13000000 0.008432271248 Long ABS-MBS CORP US N 2 2059-06-25 Floating 5.63459000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAD9 2500000.00000000 PA USD 2571081.45000000 0.201841803437 Long DBT CORP CA N 2 2028-06-12 Fixed 5.25000000 N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254DD9 4000000.00000000 PA USD 4005804.44000000 0.314474203992 Long DBT CORP GB N 2 2028-05-14 Floating 5.53215000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMN6 200000.00000000 PA USD 198483.46000000 0.015581871013 Long DBT CORP US N 2 2029-01-24 Floating 5.21024500 N N N N N N SMB Private Education Loan Trust N/A 83207QAB5 3627920.88000000 PA USD 3595209.37000000 0.282240589063 Long ABS-O CORP US N 2 2053-07-15 Floating 5.44737000 N N N N N N OBX 2025-HE1 TRUST 2549002GJHC7CO92J583 67121CAA4 2635000.00000000 PA USD 2627575.62000000 0.206276857471 Long ABS-MBS CORP US N 2 2055-02-25 Floating 5.95369000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LC61 3000000.00000000 PA USD 3022783.62000000 0.237302516131 Long DBT CORP CA N 2 2026-12-11 Floating 5.52845200 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECQ6 6500000.00000000 PA USD 6549326.36000000 0.514152456665 Long DBT CORP GB N 2 2028-03-12 Floating 5.85824900 N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CT7 8000000.00000000 PA USD 7963121.36000000 0.625141913063 Long DBT CORP US N 2 2027-03-25 Floating 5.43657100 N N N N N N Freddie Mac 529900GRKKKHILZX4347 35564NCW1 2768625.66000000 PA USD 2768528.76000000 0.217342331876 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.60369000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACZ8 4000000.00000000 PA USD 3993923.20000000 0.313541471616 Long DBT CORP US N 2 2027-03-19 Floating 5.41220500 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754LAA7 1184720.37000000 PA USD 1182748.76000000 0.092851256319 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.35369000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137BMSH0 333649.45000000 PA USD 325939.81000000 0.025587784884 Long ABS-APCP USGSE US N 2 2040-09-15 Floating 4.91683000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVX9 1220000.00000000 PA USD 1240156.83000000 0.097358055736 Long DBT CORP US N 2 2027-10-28 Floating 6.29423000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEE9 100000.00000000 PA USD 100027.49000000 0.007852621306 Long DBT CORP US N 2 2026-06-09 Floating 4.84700000 N N N N N N Freddie Mac 5493000IS4M3TZMRB410 35564KUX5 4730000.00000000 PA USD 4859584.97000000 0.381499930429 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.25369000 N N N N N N Fifth Third Bank, N.A. QFROUN1UWUYU0DVIWD51 31677QBV0 2634000.00000000 PA USD 2613722.84000000 0.205189350073 Long DBT CORP US N 2 2028-01-28 Floating 5.19180100 N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754AAA1 988585.08000000 PA USD 985990.93000000 0.077404855254 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.20369000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 85325C2F8 3500000.00000000 PA USD 3501656.97000000 0.274896292315 Long DBT CORP GB N 2 2029-01-21 Floating 5.61801000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2B7 100000.00000000 PA USD 100075.51000000 0.007856391098 Long DBT CORP CA N 2 2025-06-06 Floating 5.38693100 N N N N N N Citigroup Mortgage Loan Trust N/A 17332CBX3 3858393.09000000 PA USD 3875612.71000000 0.304253550120 Long ABS-MBS CORP US N 2 2054-07-25 Floating 5.70369000 N N N N N N Navient Student Loan Trust N/A 63942NAB4 3918301.44000000 PA USD 3829258.04000000 0.300614493804 Long ABS-O CORP US N 2 2069-12-26 Floating 5.06817000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MZ1 975000.00000000 PA USD 974531.01000000 0.076505198450 Long DBT CORP US N 2 2027-06-09 Floating 5.13700000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAR4 500000.00000000 PA USD 500268.71000000 0.039273411050 Long DBT CORP US N 2 2028-03-06 Floating 5.03693100 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754EAA3 1224929.28000000 PA USD 1230026.70000000 0.096562793607 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 6.05369000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC85 1308000.00000000 PA USD 1313029.02000000 0.103078860206 Long DBT CORP US N 2 2028-04-23 Floating 5.66980100 N N N N N OBX 2024-NQM5 Trust 254900RDM4XSF0B1E373 67448NAA6 713653.70000000 PA USD 717855.12000000 0.056354952126 Long ABS-MBS CORP US N 2 2064-01-25 Variable 5.98800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411KLT8 128162.92000000 PA USD 131476.46000000 0.010321511127 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 6.74700000 N N N N N N SMB Private Education Loan Trust N/A 78449UAC2 717658.38000000 PA USD 717330.84000000 0.056313793717 Long ABS-O CORP US N 2 2037-09-15 Floating 5.26634000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754LAB5 4994000.00000000 PA USD 5020050.70000000 0.394097233534 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 6.25369000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137HDUN8 7500000.00000000 PA USD 7467638.25000000 0.586244193781 Long ABS-APCP USGSE US N 2 2054-07-25 Floating 5.45369000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4B4 6000000.00000000 PA USD 6011158.68000000 0.471903800916 Long DBT CORP US N 2 2026-08-27 Floating 5.39418700 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QQF0 2447030.30000000 PA USD 2507772.39000000 0.196871748971 Long ABS-MBS USGSE US N 2 2048-11-01 Floating 5.10300000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFU1 4000000.00000000 PA USD 3997089.16000000 0.313790014142 Long DBT CORP US N 2 2027-09-16 Floating 5.18914400 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S4JW8 177521.37000000 PA USD 181467.53000000 0.014246041688 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 6.58500000 N N N N N N Freddie Mac 529900MBUPRSJMB6GN48 35564NGY3 2218750.00000000 PA USD 2208512.91000000 0.173378493579 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.30369000 N N N N N N Freddie Mac 5493000IRILHAKSCHN59 35564KP45 7125000.00000000 PA USD 7395747.86000000 0.580600465159 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 7.45269000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZU7 2917000.00000000 PA USD 2926664.78000000 0.229756741955 Long DBT CORP CA N 2 2027-01-19 Floating 5.32778400 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368RBU5 5575000.00000000 PA USD 5606962.76000000 0.440172548904 Long DBT CORP FR N 2 2028-01-19 Floating 6.03778600 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 207942AB9 1100000.00000000 PA USD 1144210.87000000 0.089825853441 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.45269000 N N N N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 723484AL5 200000.00000000 PA USD 199966.68000000 0.015698310653 Long DBT CORP US N 2 2026-06-10 Floating 5.18748000 N N N N N N Wells Fargo Bank, N.A. KB1H1DSPRFMYMCUFXT09 94988J6J1 150000.00000000 PA USD 150244.99000000 0.011794927671 Long DBT CORP US N 2 2026-01-15 Floating 5.08611800 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BSLC7 4617192.43000000 PA USD 4606378.50000000 0.361622049646 Long ABS-APCP USGSE US N 2 2054-07-25 Floating 5.45369000 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 639057AR9 3500000.00000000 PA USD 3507277.55000000 0.275337533880 Long DBT CORP GB N 2 2028-11-15 Floating 5.66081100 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368MJH8 125000.00000000 PA USD 124315.40000000 0.009759334746 Long DBT CORP CA N 2 2029-01-27 Floating 5.24180100 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 17325FAZ1 75000.00000000 PA USD 75088.60000000 0.005894802921 Long DBT CORP US N 2 2025-09-29 Floating 5.18236000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31347AUU6 161952.87000000 PA USD 168683.19000000 0.013242411779 Long ABS-MBS USGSE US N 2 2043-03-01 Floating 6.98700000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214ES8 75000.00000000 PA USD 75034.35000000 0.005890544044 Long DBT CORP AU N 2 2026-06-03 Floating 4.88759000 N N N N N N CarMax Auto Owner Trust N/A 14318WAG2 2000000.00000000 PA USD 2029467.80000000 0.159322623081 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.47000000 N N N N N N J.P. Morgan Mortgage Trust 2019-INV2 N/A 46651DAL0 155715.82000000 PA USD 148707.52000000 0.011674229154 Long ABS-MBS CORP US N 2 2050-02-25 Floating 5.34109000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AMED7 362095.71000000 PA USD 352861.87000000 0.027701291301 Long ABS-APCP USGSE US N 2 2045-01-25 Floating 4.78683000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BQ7 6858000.00000000 PA USD 6853049.55000000 0.537996133969 Long DBT CORP US N 2 2026-05-13 Floating 4.88092700 N N N N N N BX Trust N/A 12433EAG6 1000000.00000000 PA USD 994717.90000000 0.078089962823 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.62186000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAW3 3158000.00000000 PA USD 3178418.71000000 0.249520591619 Long DBT CORP GB N 2 2027-08-07 Floating 5.92135600 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MZV7 101011.49000000 PA USD 99984.74000000 0.007849265233 Long ABS-MBS CORP US N 2 2034-01-25 Variable 6.94474500 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEW2 4000000.00000000 PA USD 3932328.08000000 0.308705969379 Long DBT CORP US N 2 2027-07-15 Floating 5.42611800 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849CJN2 5000000.00000000 PA USD 4993520.50000000 0.392014489942 Long DBT CORP US N 2 2028-01-14 Floating 5.34622900 N N N N N N Freddie Mac 5493000IRHY5YZIPQD14 35564KX79 3902668.37000000 PA USD 3930465.52000000 0.308559749791 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 6.35369000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137HJWF0 4817487.40000000 PA USD 4766173.93000000 0.374166731096 Long ABS-APCP USGSE US N 2 2055-02-25 Floating 5.25369000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAY2 2716000.00000000 PA USD 2719812.31000000 0.213517864890 Long DBT CORP GB N 2 2028-03-14 Floating 5.20901900 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 59022CAA1 2706000.00000000 PA USD 2703630.63000000 0.212247528054 Long DBT CORP US N 2 2026-09-15 Floating 5.32089000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754EAB1 5180000.00000000 PA USD 5344491.94000000 0.419567373732 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 7.05369000 N N N N N N Angel Oak Mortgage Trust N/A 034936AA2 1755000.00000000 PA USD 1756096.88000000 0.137861739569 Long ABS-MBS CORP US N 2 2055-02-25 Floating 6.15269000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACS4 600000.00000000 PA USD 602156.02000000 0.047272036841 Long DBT CORP US N 2 2025-11-03 Floating 5.68236800 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00084DBE9 7600000.00000000 PA USD 7591452.05000000 0.595964150604 Long DBT CORP NL N 2 2028-12-03 Floating 5.36758800 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754QAA6 6516933.24000000 PA USD 6640311.82000000 0.521295236733 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 6.65269000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3S0 5596000.00000000 PA USD 5570127.40000000 0.437280802517 Long DBT CORP US N 2 2028-01-24 Floating 5.16024500 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BZ4 250000.00000000 PA USD 249732.33000000 0.019605144700 Long DBT CORP US N 2 2027-11-08 Floating 5.06164300 N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629TBR7 1000000.00000000 PA USD 1001819.53000000 0.078647473674 Long DBT CORP US N 2 2027-01-29 Floating 5.15257800 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754DAB3 1750000.00000000 PA USD 1790851.30000000 0.140590122526 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.35369000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137HFQP3 7020207.51000000 PA USD 6990620.85000000 0.548796118269 Long ABS-APCP USGSE US N 2 2054-10-25 Floating 5.40369000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CD2 4000000.00000000 PA USD 3999844.72000000 0.314006338366 Long DBT CORP US N 2 2026-03-20 Floating 5.20225400 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EP0 5000000.00000000 PA USD 4994389.00000000 0.392082671215 Long DBT CORP GB N 2 2030-11-19 Floating 5.65242800 N N N N N N Freddie Mac 5493000ISA3AUOXQEF68 35564KRF8 4250000.00000000 PA USD 4341296.80000000 0.340811908300 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.75369000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 20753YCH3 3330296.06000000 PA USD 3356211.76000000 0.263478169607 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.35369000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKV6 250000.00000000 PA USD 250811.29000000 0.019689848058 Long DBT CORP US N 2 2026-05-18 Floating 5.25358900 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020USM8 36147.84000000 PA USD 33782.93000000 0.002652116492 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.54067300 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADE4 5225000.00000000 PA USD 5197822.95000000 0.408053178625 Long DBT CORP US N 2 2027-06-24 Floating 5.41395800 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U8C7 3200000.00000000 PA USD 3195384.19000000 0.250852460386 Long DBT CORP US N 2 2028-05-26 Floating 5.23135800 N N N N N N SMB Private Education Loan Trust N/A 83192CAC1 1081987.36000000 PA USD 1083000.10000000 0.085020524459 Long ABS-O CORP US N 2 2037-06-15 Floating 5.43634000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U8D5 5000000.00000000 PA USD 5000707.55000000 0.392578706659 Long DBT CORP US N 2 2028-07-14 Floating 5.31711800 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S5MP6 199453.75000000 PA USD 206036.19000000 0.016174795303 Long ABS-MBS USGSE US N 2 2038-11-01 Floating 7.21600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCY0 3500000.00000000 PA USD 3514156.59000000 0.275877570385 Long DBT CORP US N 2 2028-02-24 Floating 5.54527400 N N N N N Standard Chartered Bank of New York RILFO74KP1CM8P6PCT96 85325X2A3 3000000.00000000 PA USD 2998207.20000000 0.235373153319 Long DBT CORP GB N 2 2026-10-08 Floating 5.02634700 N N N N N Freddie Mac Multifamily Structured Credit Risk N/A 35563JAA1 972421.21000000 PA USD 955630.80000000 0.075021444416 Long ABS-MBS USGSE US N 2 2041-07-25 Floating 6.15369000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753XAA2 964827.58000000 PA USD 973554.16000000 0.076428511200 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.45369000 N N N N N N Freddie Mac 529900P3PHNE8PW64Z68 35564NEY5 921875.00000000 PA USD 919317.90000000 0.072170713560 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.40369000 N N N N N N J.P. Morgan Mortgage Trust N/A 46593DAX5 2477653.86000000 PA USD 2464379.83000000 0.193465232010 Long ABS-MBS CORP US N 2 2055-02-25 Floating 5.70369000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FNAS9 1449708.20000000 PA USD 1447747.61000000 0.113654893556 Long ABS-APCP USGSE US N 2 2029-07-25 Floating 4.96813000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAN3 1350000.00000000 PA USD 1358438.54000000 0.106643717869 Long DBT CORP SE N 2 2026-06-15 Floating 5.61914400 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DJ0 1246000.00000000 PA USD 1260406.59000000 0.098947755696 Long DBT CORP JP N 2 2031-04-24 Floating 5.85778600 N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBU7 500000.00000000 PA USD 502285.17000000 0.039431712500 Long DBT CORP AU N 2 2027-07-02 Floating 5.29802400 N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYH1 3500000.00000000 PA USD 3500740.29000000 0.274824328688 Long DBT CORP US N 2 2027-09-10 Floating 5.18748000 N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55607PAE5 75000.00000000 PA USD 75113.75000000 0.005896777312 Long DBT CORP AU N 2 2027-09-23 Floating 5.29320800 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACW5 4700000.00000000 PA USD 4727966.55000000 0.371167274784 Long DBT CORP US N 2 2027-01-08 Floating 5.87911700 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3U3 5000000.00000000 PA USD 5027966.35000000 0.394718648725 Long DBT CORP US N 2 2027-03-25 Floating 5.58544000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U7Z7 250000.00000000 PA USD 250639.21000000 0.019676338981 Long DBT CORP US N 2 2028-01-14 Floating 5.45711800 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FJY29 650000.85000000 PA USD 649591.22000000 0.050995919768 Long ABS-APCP USGSE US N 2 2025-10-25 Floating 4.83813000 N N N N N N Chase Home Lending Mortgage Trust 529900UNQTJFSNGLF721 16160TAX6 4857704.36000000 PA USD 4793843.52000000 0.376338922080 Long ABS-MBS CORP US N 2 2055-11-25 Floating 5.55369000 N N N N N N Freddie Mac 5493000IS4CDPWRMWB65 35564KWT2 2500000.00000000 PA USD 2593266.50000000 0.203583432627 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.70369000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 06418GAG2 450000.00000000 PA USD 449593.59000000 0.035295179396 Long DBT CORP CA N 2 2027-06-04 Floating 5.14845000 N N N N N N J.P. Morgan Mortgage Trust 2019-INV3 N/A 46591LBC4 70887.75000000 PA USD 67780.10000000 0.005321051817 Long ABS-MBS CORP US N 2 2050-05-25 Floating 5.44109000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525BM2 150000.00000000 PA USD 150245.03000000 0.011794930811 Long DBT CORP AU N 2 2025-12-10 Floating 5.01748000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAG2 4000000.00000000 PA USD 4010676.92000000 0.314856716242 Long DBT CORP GB N 2 2028-02-16 Floating 5.65310200 N N N N N N BX Commercial Mortgage Trust N/A 05608KAC4 1645000.01000000 PA USD 1635735.04000000 0.128412777595 Long ABS-MBS CORP US N 2 2038-05-15 Floating 5.28881000 N N N N N N Carmax Select Receivables Trust 2024-A N/A 14319FAF0 1400000.00000000 PA USD 1410349.64000000 0.110718979678 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.62000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 3252772.00000000 PA USD 3220182.48000000 0.252799241020 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.38634000 N N N N N N Wheels Fleet Lease Funding 1 LLC 549300BSFY0E0XXREF43 96328GCE5 6750000.00000000 PA USD 6771780.90000000 0.531616168496 Long ABS-O CORP US N 2 2040-01-18 Fixed 4.57000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525BQ3 4000000.00000000 PA USD 4002829.52000000 0.314240658992 Long DBT CORP AU N 2 2027-06-11 Floating 4.98845300 N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZR1 275000.00000000 PA USD 275430.14000000 0.021622541821 Long DBT CORP CA N 2 2026-04-27 Floating 4.95180000 N N N N N N Invesco Private Prime Fund N/A N/A 22495217.14380000 NS USD 22495217.14380000 1.765978746814 Long STIV PF US N 2 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBWP7 1837846.17000000 PA USD 1903005.48000000 0.149394745170 Long ABS-MBS USGSE US N 2 2045-04-01 Floating 6.79700000 N N N N N N BX Trust N/A 05609WAJ2 2450000.01000000 PA USD 2453000.04000000 0.192571865782 Long ABS-MBS CORP US N 2 2037-04-15 Floating 6.61186000 N N N N N N Freddie Mac 5493000IRJ8RDHSNEL96 35564KE39 3227056.92000000 PA USD 3275024.54000000 0.257104596766 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 6.65369000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525BF7 650000.00000000 PA USD 650111.83000000 0.051036790064 Long DBT CORP AU N 2 2025-05-13 Floating 5.12092700 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZP5 150000.00000000 PA USD 150182.42000000 0.011790015636 Long DBT CORP CA N 2 2026-01-20 Floating 4.90278000 N N N N N N BBCMS Mortgage Trust N/A 05492NAC7 3250000.00000000 PA USD 273341.25000000 0.021458554280 Long ABS-MBS CORP US N 2 2034-11-15 Floating 5.74648000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PVR2 5000000.00000000 PA USD 4967818.60000000 0.389996771738 Long DBT CORP CA N 2 2028-01-13 Floating 5.09622900 N N N N N N Nelnet Student Loan Trust 2025-A N/A 64033XAE4 1530000.00000000 PA USD 1517553.30000000 0.119134963571 Long ABS-O CORP US N 2 2057-03-15 Floating 0.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368RCA8 2000000.00000000 PA USD 1993163.64000000 0.156472578355 Long DBT CORP FR N 2 2027-02-19 Floating 5.46338400 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BX5 3214000.00000000 PA USD 3211348.35000000 0.252105720894 Long DBT CORP US N 2 2026-10-01 Floating 5.12735800 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397F99 7625000.00000000 PA USD 7490296.29000000 0.588022954876 Long DBT CORP US N 2 2026-11-05 Floating 5.80964900 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BW7 6223000.00000000 PA USD 6252691.74000000 0.490865264942 Long DBT CORP US N 2 2027-04-04 Floating 5.43713400 N N N N N N Amur Equipment Finance Receivables XIII LLC 254900O8ABFLU3FOSN14 03237CAB8 2594075.32000000 PA USD 2619597.91000000 0.205650570282 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.38000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJV2 7114000.00000000 PA USD 7124326.33000000 0.559292617791 Long DBT CORP US N 2 2027-07-22 Floating 5.35024500 N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288QZN3 2588671.65000000 PA USD 2677113.41000000 0.210165803452 Long ABS-MBS USGSE US N 2 2049-01-01 Floating 6.92600000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXQ7 75000.00000000 PA USD 75095.52000000 0.005895346173 Long DBT CORP US N 2 2027-04-19 Floating 4.97714300 N N N N N N Freddie Mac 5493000IRODEKU3J3Q16 35564KTA7 1115082.09000000 PA USD 1120479.76000000 0.087962851380 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.45369000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DM8 100000.00000000 PA USD 100406.60000000 0.007882383197 Long DBT CORP US N 2 2026-10-30 Floating 5.73357900 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137FDD66 2128458.92000000 PA USD 2063599.67000000 0.162002132980 Long ABS-APCP USGSE US N 2 2048-01-15 Floating 4.80919000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 207942AA1 1184506.73000000 PA USD 1193816.95000000 0.093720160503 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 6.25269000 N N N N N N Nelnet Student Loan Trust 2020-5 N/A 64032VAA7 3199137.13000000 PA USD 3180329.08000000 0.249670564513 Long ABS-O CORP US N 2 2068-10-25 Floating 5.32109000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFQ0 5000000.00000000 PA USD 5000485.75000000 0.392561294331 Long DBT CORP US N 2 2027-02-05 Floating 5.15964900 N N N N N N BIG Commercial Mortgage Trust 2022-BIG N/A 05551UAA3 1460350.66000000 PA USD 1453107.32000000 0.114075655618 Long ABS-MBS CORP US N 2 2039-02-15 Floating 5.66376000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXJ3 300000.00000000 PA USD 300231.32000000 0.023569549333 Long DBT CORP US N 2 2025-10-22 Floating 4.85745600 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAN0 75000.00000000 PA USD 75127.66000000 0.005897869311 Long DBT CORP US N 2 2026-08-10 Floating 5.42747900 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 743672AE7 3000000.00000000 PA USD 3002157.75000000 0.235683289794 Long DBT CORP US N 2 2026-04-10 Floating 5.07734000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BZ7 4000000.00000000 PA USD 4020261.64000000 0.315609161160 Long DBT CORP US N 2 2027-03-03 Floating 5.41758800 N N N N N Freddie Mac 5493000KIGZAWUOW4E32 35564K2F5 869865.54000000 PA USD 874683.99000000 0.068666744874 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 6.35369000 N N N N N N J.P. Morgan Mortgage Trust N/A 46651BAL4 43854.83000000 PA USD 41912.83000000 0.003290351301 Long ABS-MBS CORP US N 2 2049-12-25 Floating 5.34109000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136BURK8 4772451.79000000 PA USD 4766468.09000000 0.374189824019 Long ABS-APCP USGSE US N 2 2055-02-25 Floating 5.45369000 N N N N N N Navient Student Loan Trust N/A 63942QAB7 1041047.51000000 PA USD 1021296.55000000 0.080176509965 Long ABS-O CORP US N 2 2070-02-25 Floating 5.01817000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DJ5 4294000.00000000 PA USD 4307520.52000000 0.338160313864 Long DBT CORP US N 2 2027-07-28 Floating 5.35180100 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754NAB1 822434.42000000 PA USD 838158.87000000 0.065799353765 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.10369000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBY4 150000.00000000 PA USD 150064.02000000 0.011780720687 Long DBT CORP JP N 2 2026-05-22 Floating 5.32289500 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EQZ4 147983.36000000 PA USD 147918.31000000 0.011612272513 Long ABS-APCP USGSE US N 2 2035-04-25 Floating 4.76817000 N N N N N N HSBC USA Inc. 549300LBOHZ4QSIWU288 40428HA51 5000000.00000000 PA USD 5022859.20000000 0.394317713793 Long DBT CORP US N 2 2027-03-04 Floating 5.32845200 N N N N N SMRT N/A 78457JAG7 4655000.00000000 PA USD 4589344.48000000 0.360284800172 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.67200000 N N N N N N Navistar Financial Dealer Note Master Owner Trust N/A 63938PBY4 850000.00000000 PA USD 857667.85000000 0.067330899063 Long ABS-O CORP US N 2 2029-04-25 Fixed 6.13000000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL3A5 6500000.00000000 PA USD 6506827.34000000 0.510816086734 Long DBT CORP US N 2 2027-02-05 Floating 5.20964900 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ART24 182389.47000000 PA USD 179403.85000000 0.014084033248 Long ABS-APCP USGSE US N 2 2046-05-25 Floating 4.96817000 N N N N N N OneMain Financial Issuance Trust N/A 68269HAE5 4000000.00000000 PA USD 4022350.00000000 0.315773107093 Long ABS-O CORP US N 2 2036-09-15 Floating 5.84304000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCF1 250000.00000000 PA USD 250561.55000000 0.019670242311 Long DBT CORP US N 2 2027-04-22 Floating 5.26333500 N N N N N N Freddie Mac 5493000IS349P4O9HR58 35564KYN3 4520116.78000000 PA USD 4611862.49000000 0.362052568264 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 7.30369000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCU2 2000000.00000000 PA USD 2013629.34000000 0.158079230605 Long DBT CORP JP N 2 2026-01-13 Floating 5.80701000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755CAB4 780000.00000000 PA USD 800727.72000000 0.062860835104 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 6.85369000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CE1 75000.00000000 PA USD 75008.79000000 0.005888537466 Long DBT CORP US N 2 2026-08-03 Floating 5.20736800 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FB4 75000.00000000 PA USD 75193.91000000 0.005903070243 Long DBT CORP AU N 2 2025-08-26 Floating 5.36443000 N N N N N N Chase Home Lending Mortgage Trust N/A 16159TAP6 4007572.70000000 PA USD 3970894.19000000 0.311733587658 Long ABS-MBS CORP US N 2 2055-06-25 Floating 5.65369000 N N N N N N Nextgear Floorplan Master Owner Trust N/A 65341KBY1 4000000.00000000 PA USD 4009448.80000000 0.314760303133 Long ABS-O CORP US N 2 2029-03-15 Floating 5.24737000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDK2 5000000.00000000 PA USD 4993491.80000000 0.392012236859 Long DBT CORP JP N 2 2031-05-13 Floating 5.44147300 N N N N N USB Realty Corp. N/A 903312AA4 1100000.00000000 PA USD 864317.41000000 0.067852920325 Long DBT CORP US N 2 N/A Variable 5.66471000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDQ6 7597000.00000000 PA USD 7518374.47000000 0.590227222068 Long DBT CORP US N 2 2027-02-26 Floating 5.40442900 N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZR4 500000.00000000 PA USD 503576.68000000 0.039533102018 Long DBT CORP CA N 2 2026-07-20 Floating 5.45778400 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754DAA5 1011755.95000000 PA USD 1015070.16000000 0.079687709508 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.25369000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036BU9 13666.31000000 PA USD 13564.45000000 0.001064872157 Long ABS-MBS CORP US N 2 2035-02-25 Variable 0.70613000 N N N N N N OBX Trust N/A 67112VAL9 2547266.57000000 PA USD 2449730.20000000 0.192315168196 Long ABS-MBS CORP US N 2 2049-05-27 Floating 5.38459000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2024-4 N/A 61777BBQ0 4132776.73000000 PA USD 4087310.40000000 0.320872799399 Long ABS-MBS CORP US N 2 2054-09-25 Floating 5.70369000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U7X2 175000.00000000 PA USD 176079.49000000 0.013823055590 Long DBT CORP US N 2 2026-10-30 Floating 5.54857800 N N N N N N Freddie Mac 529900PGKDI4ZEXFQ523 35564NBW2 10034864.44000000 PA USD 10030832.43000000 0.787466809988 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.60369000 N N N N N N Commonbond Student Loan Trust 5493005PJR3MYTKJFJ48 20269DAB1 209161.26000000 PA USD 206577.30000000 0.016217274945 Long ABS-O CORP US N 2 2044-02-25 Floating 4.94109000 N N N N N N Freddie Mac 5493000IRI80KQJUNK40 35564KT66 2700000.00000000 PA USD 2825417.70000000 0.221808377184 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 7.60269000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754BAB7 4000000.00000000 PA USD 4083338.80000000 0.320561010402 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 7.35369000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNU6 275000.00000000 PA USD 277052.03000000 0.021749867699 Long DBT CORP CA N 2 2026-06-05 Floating 5.69660100 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U7V6 75000.00000000 PA USD 75029.98000000 0.005890200979 Long DBT CORP US N 2 2025-07-16 Floating 5.15711800 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADS3 5000000.00000000 PA USD 4973205.05000000 0.390419633013 Long DBT CORP US N 2 2027-03-25 Floating 5.36657100 N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755DAA4 4193252.72000000 PA USD 4280391.87000000 0.336030589175 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 6.90369000 N N N N N N OBX Trust 549300ELWOCL265HSB73 67448QAT8 463524.05000000 PA USD 462996.98000000 0.036347407597 Long ABS-MBS CORP US N 2 2059-01-25 Floating 5.38459000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECM5 2750000.00000000 PA USD 2784524.11000000 0.218598040944 Long DBT CORP GB N 2 2027-09-13 Floating 6.24857900 N N N N N N Nelnet Student Loan Trust 2014-3 N/A 64033KAA0 539524.30000000 PA USD 533266.63000000 0.041863900621 Long ABS-O CORP US N 2 2041-06-25 Floating 5.04817000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05571AAP0 6250000.00000000 PA USD 6340863.88000000 0.497787186357 Long DBT CORP FR N 2 2027-10-19 Floating 6.35778400 N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C50 5025000.00000000 PA USD 5052562.93000000 0.396649594190 Long DBT CORP US N 2 2026-03-06 Floating 7.31693100 N N N N N Freddie Mac 5493000IRI80KQJUNK40 35564KT58 5154383.13000000 PA USD 5222285.94000000 0.409973636656 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 6.45269000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DD8 125000.00000000 PA USD 125269.36000000 0.009834225025 Long DBT CORP US N 2 2026-02-13 Floating 5.12092700 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407MSP1 24171.60000000 PA USD 24872.36000000 0.001952595472 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 6.38400000 N N N N N N SMB Private Education Loan Trust N/A 83207DAB4 1460752.50000000 PA USD 1476683.17000000 0.115926469050 Long ABS-O CORP US N 2 2052-11-15 Floating 5.89737000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BP7 5000000.00000000 PA USD 4966851.70000000 0.389920865609 Long DBT CORP NL N 2 2029-03-25 Floating 5.38543900 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448FP8 175000.00000000 PA USD 175284.96000000 0.013760681304 Long DBT CORP US N 2 2026-02-13 Floating 4.76092700 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 9597267.66000000 NS USD 9597267.66000000 0.753429967210 Long STIV RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31405RF84 40604.67000000 PA USD 41460.01000000 0.003254802833 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 6.64000000 N N N N N N BMW US Capital, LLC KK5MZM9DIXLXZL9DZL15 05565ECT0 150000.00000000 PA USD 150102.81000000 0.011783765882 Long DBT CORP US N 2 2027-08-13 Floating 5.28092700 N N N N N N Freddie Mac 5493000IS30HKV5IAS29 35564KH44 2750000.00000000 PA USD 2881404.35000000 0.226203588547 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 8.05369000 N N N N N N MHP N/A 55293BAF2 4353000.00000000 PA USD 4322605.61000000 0.339344563305 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.48648000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KZ3 3679000.00000000 PA USD 3663986.04000000 0.287639876241 Long DBT CORP US N 2 2026-09-15 Floating 4.65304000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 95000CBK8 2500000.00000000 PA USD 2490316.00000000 0.195501341495 Long ABS-MBS CORP US N 2 2059-01-15 Floating 5.99261000 N N N N N N Freddie Mac 5493000IRLADKYZNON28 35564KB24 998272.82000000 PA USD 1019133.93000000 0.080006734277 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 7.00369000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAY6 6000000.00000000 PA USD 6005410.14000000 0.471452513898 Long DBT CORP US N 2 2026-11-15 Floating 4.96703900 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAS9 5000000.00000000 PA USD 5013907.50000000 0.393614963878 Long DBT CORP US N 2 2027-03-15 Floating 5.24914300 N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFF8 5000000.00000000 PA USD 4917048.10000000 0.386011052311 Long DBT CORP US N 2 2028-04-04 Floating 5.55025800 N N N N N Fannie Mae Connecticut Avenue Securities N/A 207932AB0 1225000.00000000 PA USD 1285646.69000000 0.100929220462 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 8.10269000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAC8 2800000.00000000 PA USD 2794023.68000000 0.219343801192 Long ABS-MBS CORP US N 2 2038-04-15 Floating 5.53744200 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753AAA2 4046476.00000000 PA USD 4269639.96000000 0.335186514435 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 8.25369000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 5899292M9 29242.03000000 PA USD 27546.62000000 0.002162537269 Long ABS-MBS CORP US N 2 2028-10-25 Floating 5.08109000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDZ6 1667000.00000000 PA USD 1675980.33000000 0.131572219282 Long DBT CORP US N 2 2028-01-23 Floating 5.57980100 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DX4 4075000.00000000 PA USD 4091191.69000000 0.321177498643 Long DBT CORP US N 2 2028-07-26 Floating 5.31180100 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137BYKC3 383849.02000000 PA USD 378993.75000000 0.029752764927 Long ABS-APCP USGSE US N 2 2038-09-15 Floating 4.81683000 N N N N N N SMB Private Education Loan Trust N/A 78449CAB4 1738759.66000000 PA USD 1756659.84000000 0.137905934536 Long ABS-O CORP US N 2 2050-05-16 Floating 6.19471000 N N N N N N Freddie Mac 529900ZTXRUUVE8G8W08 35564K3G2 1090455.49000000 PA USD 1095956.07000000 0.086037628118 Long ABS-MBS USGSE US N 2 2043-11-25 Floating 6.20369000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZS6 3500000.00000000 PA USD 3548455.72000000 0.278570210968 Long DBT CORP US N 2 2028-03-15 Floating 6.21914400 N N N N N N Freddie Mac 529900WZAMS87JCAOC53 35564NFY4 2125000.00000000 PA USD 2115843.80000000 0.166103539187 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.30369000 N N N N N N Invesco Private Government Fund N/A N/A 8658231.87000000 NS USD 8658231.87000000 0.679711307949 Long STIV PF US N 2 N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410QDW8 79078.62000000 PA USD 81026.64000000 0.006360966566 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 7.15600000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36270AAA2 1180140.17000000 PA USD 1179740.93000000 0.092615127731 Long ABS-MBS CORP US N 2 2054-08-25 Floating 5.95369000 N N N N N N Tesla Auto Lease Trust N/A 88167PAE8 3500000.00000000 PA USD 3515874.60000000 0.276012442128 Long ABS-O CORP US N 2 2027-07-20 Fixed 6.41000000 N N N N N N BX Commercial Mortgage Trust N/A 05609QAC0 3429193.92000000 PA USD 3412087.04000000 0.267864637909 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.68648000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAK6 75000.00000000 PA USD 75015.17000000 0.005889038325 Long DBT CORP US N 2 2026-02-27 Floating 4.82418700 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419ALN5 45870.67000000 PA USD 46568.64000000 0.003655853952 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 6.71500000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBS2 4000000.00000000 PA USD 4029337.00000000 0.316321618958 Long DBT CORP AU N 2 2026-12-07 Floating 5.56726000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 700000.00000000 PA USD 693784.00000000 0.054465257705 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.13634000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377REC4 1300000.00000000 PA USD 1289448.81000000 0.101227704494 Long ABS-O CORP US N 2 2027-02-20 Fixed 4.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137HHDJ7 6923794.72000000 PA USD 6877146.35000000 0.539887844389 Long ABS-APCP USGSE US N 2 2054-11-25 Floating 5.50369000 N N N N N N Freddie Mac 529900GRKKKHILZX4347 35564NCX9 4500130.90000000 PA USD 4499096.32000000 0.353199901570 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.55369000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753ACJ1 2723106.38000000 PA USD 2757657.15000000 0.216488860132 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 6.85369000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAL9 1250000.00000000 PA USD 1232389.38000000 0.096748274931 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.08634000 N N N N N N U.S. Treasury Floating Rate Notes 254900HROIFWPRGM1V77 91282CLT6 97125000.00000000 PA USD 97219397.73000000 7.632173055799 Long DBT UST US N 2 2026-10-31 Floating 4.47561000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137F33L6 414459.05000000 PA USD 410181.34000000 0.032201135207 Long ABS-APCP USGSE US N 2 2043-08-15 Floating 4.78683000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754QAB4 4000000.00000000 PA USD 4202584.00000000 0.329922310963 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 7.90269000 N N N N N N Wells Fargo Bank, N.A. KB1H1DSPRFMYMCUFXT09 94988J6C6 75000.00000000 PA USD 75052.13000000 0.005891939857 Long DBT CORP US N 2 2025-08-01 Floating 5.18384700 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAH0 1000000.00000000 PA USD 1000245.88000000 0.078523934860 Long DBT CORP US N 2 2025-08-01 Floating 4.95208900 N N N N N N Commonbond Student Loan Trust 549300O1CSZVJJTIR319 20267XAB9 467486.56000000 PA USD 462530.03000000 0.036310749859 Long ABS-O CORP US N 2 2046-02-25 Floating 5.24109000 N N N N N N J.P. Morgan Mortgage Trust N/A 46592EBC9 566656.54000000 PA USD 527191.35000000 0.041386962999 Long ABS-MBS CORP US N 2 2051-06-25 Floating 4.98969000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KS5 1900000.00000000 PA USD 1898778.83000000 0.149062933566 Long DBT CORP US N 2 2025-09-04 Floating 5.31845000 N N N N N N Ford Credit Auto Lease Trust N/A 345279AF0 5000000.00000000 PA USD 5050972.00000000 0.396524698816 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.18000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FU2 125000.00000000 PA USD 125444.42000000 0.009847968046 Long DBT CORP AU N 2 2029-04-16 Floating 5.18711800 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280ET2 3636000.00000000 PA USD 3612546.64000000 0.283601645066 Long DBT CORP GB N 2 2029-03-03 Floating 5.39671100 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TMA0 75000.00000000 PA USD 75021.10000000 0.005889503858 Long DBT CORP US N 2 2027-03-19 Floating 5.02220500 N N N N N N J.P. Morgan Mortgage Trust N/A 46659AAW4 2770008.62000000 PA USD 2738940.76000000 0.215019536820 Long ABS-MBS CORP US N 2 2055-04-25 Floating 5.60369000 N N N N N N J.P. Morgan Mortgage Trust N/A 46652TBM1 177595.56000000 PA USD 167633.73000000 0.013160024308 Long ABS-MBS CORP US N 2 2051-03-25 Floating 5.23969000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A2T8 1914000.00000000 PA USD 1924310.47000000 0.151067285573 Long DBT CORP CA N 2 2026-07-17 Floating 5.45745100 N N N N N N SREIT Trust N/A 85237AAA1 3015000.00000000 PA USD 2995517.37000000 0.235161989204 Long ABS-MBS CORP US N 2 2034-10-15 Floating 5.02648000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FM0 150000.00000000 PA USD 150272.00000000 0.011797048081 Long DBT CORP AU N 2 2025-11-17 Floating 5.08359000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFE7 100000.00000000 PA USD 99907.88000000 0.007843231367 Long DBT CORP US N 2 2026-07-15 Floating 4.87611800 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20754TAC6 2804517.68000000 PA USD 2808165.24000000 0.220453979158 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.50269000 N N N N N N SMB Private Education Loan Trust N/A 78448YAK7 2399967.03000000 PA USD 2382143.43000000 0.187009293680 Long ABS-O CORP US N 2 2053-01-15 Floating 5.16634000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EM6 1172000.00000000 PA USD 1172044.54000000 0.092010925466 Long DBT CORP US N 2 2026-02-20 Floating 4.85338400 N N N N N N BMW US Capital, LLC KK5MZM9DIXLXZL9DZL15 05565ECD5 100000.00000000 PA USD 100037.42000000 0.007853400857 Long DBT CORP US N 2 2025-08-11 Floating 4.98197700 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLA1 75000.00000000 PA USD 75064.53000000 0.005892913314 Long DBT CORP US N 2 2025-09-11 Floating 5.01845300 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAN4 1629000.00000000 PA USD 1636742.96000000 0.128491903984 Long DBT CORP US N 2 2028-04-03 Fixed 4.90000000 N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAY9 4575000.00000000 PA USD 4615451.97000000 0.362334359071 Long DBT CORP GB N 2 2028-01-05 Floating 5.95704700 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2G3 4222000.00000000 PA USD 4228831.58000000 0.331982867575 Long DBT CORP US N 2 2026-06-04 Floating 4.98845200 N N N N N N Edsouth Indenture No. 9 LLC N/A 281378AA7 227979.02000000 PA USD 225178.23000000 0.017677534112 Long ABS-O CORP US N 2 2056-10-25 Floating 5.26817000 N N N N N N OBX Trust 549300ELWOCL265HSB73 67448QAV3 46352.79000000 PA USD 46509.09000000 0.003651179001 Long ABS-MBS CORP US N 2 2059-01-25 Floating 5.58459000 N N N N N N Wells Fargo Bank, N.A. KB1H1DSPRFMYMCUFXT09 94988J6E2 75000.00000000 PA USD 75274.91000000 0.005909429119 Long DBT CORP US N 2 2026-08-07 Floating 5.42113200 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFN0 7500000.00000000 PA USD 7523597.40000000 0.590637246266 Long DBT CORP US N 2 2028-04-13 Floating 5.39711800 N N N N N N Freddie Mac 5493000ISE4NWBTOSK36 35564KNK1 6843335.62000000 PA USD 6795054.52000000 0.533443255473 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.30369000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0KG3 150000.00000000 PA USD 150037.09000000 0.011778606558 Long DBT CORP AU N 2 2025-07-07 Floating 4.77668400 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755AAB8 2727838.57000000 PA USD 2782192.12000000 0.218414968927 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 6.65369000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753BAB8 2500000.00000000 PA USD 2590765.00000000 0.203387053289 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 7.60269000 N N N N N N MSC Trust 2021-ILP N/A 62479WAA9 4983520.18000000 PA USD 4961858.81000000 0.389528900616 Long ABS-MBS CORP US N 2 2036-11-15 Floating 5.21438000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629TBS5 2500000.00000000 PA USD 2496577.93000000 0.195992932006 Long DBT CORP US N 2 2027-04-09 Floating 5.11700700 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYR9 125000.00000000 PA USD 124742.10000000 0.009792832673 Long DBT CORP US N 2 2027-10-21 Floating 5.29778600 N N N N N N OBX Trust N/A 67448TBF1 204182.20000000 PA USD 201816.75000000 0.015843549718 Long ABS-MBS CORP US N 2 2060-02-25 Floating 5.39109000 N N N N N N HPEFS Equipment Trust N/A 44328UAF3 1500000.00000000 PA USD 1528779.60000000 0.120016280123 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZU0 200000.00000000 PA USD 199084.31000000 0.015629040521 Long DBT CORP CA N 2 2028-10-18 Floating 5.23744900 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEM4 5000000.00000000 PA USD 4999198.25000000 0.392460219618 Long DBT CORP US N 2 2028-07-22 Floating 5.30833500 N N N N N N RLGH Trust N/A 74969CAJ6 3000000.00000000 PA USD 2983437.30000000 0.234213647753 Long ABS-MBS CORP US N 2 2036-04-15 Floating 5.60101600 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46650FAG7 2385000.00000000 PA USD 1843904.32000000 0.144755030345 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.82900000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 207941AB1 4500000.00000000 PA USD 4508865.45000000 0.353966823527 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 6.30269000 N N N N N N Nelnet Student Loan Trust 2006-2 549300ICCIKZ4HWN5R47 640315AJ6 3857633.87000000 PA USD 3790152.67000000 0.297544541118 Long ABS-O CORP US N 2 2037-01-26 Floating 5.20494000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MYW6 77484.14000000 PA USD 73712.58000000 0.005786778977 Long ABS-MBS CORP US N 2 2033-10-25 Variable 6.36514900 N N N N N N SMB Private Education Loan Trust N/A 83207VAB4 6996501.22000000 PA USD 6929497.13000000 0.543997623115 Long ABS-O CORP US N 2 2054-03-16 Floating 5.34471000 N N N N N N J.P. Morgan Mortgage Trust N/A 46658RAP3 4726886.27000000 PA USD 4674660.32000000 0.366982488807 Long ABS-MBS CORP US N 2 2054-11-25 Floating 5.60369000 N N N N N N Nelnet Student Loan Trust N/A 64035DAC0 2680000.00000000 PA USD 2655729.92000000 0.208487100436 Long ABS-O CORP US N 2 2062-04-20 Floating 5.46442000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAP2 6597000.00000000 PA USD 6548579.93000000 0.514093858453 Long DBT CORP DE N 2 2029-01-10 Floating 5.58734000 N N N N N N SMB Private Education Loan Trust N/A 83206NAB3 1780967.98000000 PA USD 1795250.45000000 0.140935476178 Long ABS-O CORP US N 2 2055-02-16 Floating 5.79471000 N N N N N N OBX Trust N/A 67448WBE7 224010.41000000 PA USD 225054.03000000 0.017667783837 Long ABS-MBS CORP US N 2 2060-01-25 Floating 5.64109000 N N N N N N J.P. Morgan Mortgage Trust 2020-LTV1 N/A 46591NBC0 5998.92000000 PA USD 5961.52000000 0.000468006934 Long ABS-MBS CORP US N 2 2050-06-25 Floating 5.43459000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21688AAZ5 175000.00000000 PA USD 175895.87000000 0.013808640569 Long DBT CORP NL N 2 2026-10-05 Floating 5.27668500 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAM2 75000.00000000 PA USD 74904.94000000 0.005880384760 Long DBT CORP US N 2 2027-05-14 Floating 4.88215400 N N N N N N Commonbond Student Loan Trust 549300KDXV3I7WKXA522 20268KAB6 105856.09000000 PA USD 104144.66000000 0.008175838222 Long ABS-O CORP US N 2 2042-09-25 Floating 5.09109000 N N N N N N Chase Home Lending Mortgage Trust N/A 161931AP5 3752945.46000000 PA USD 3710864.81000000 0.291320076835 Long ABS-MBS CORP US N 2 2055-05-25 Floating 5.60369000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAR4 5475000.00000000 PA USD 5472380.32000000 0.429607203959 Long DBT CORP SE N 2 2027-05-28 Floating 5.02453900 N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137HKPK4 8500000.00000000 PA USD 8474148.10000000 0.665259879302 Long ABS-APCP USGSE US N 2 2055-04-25 Floating 5.85369000 N N N N N N 2025-05-30 Invesco Actively Managed Exchange-Traded Fund Trust Adrien Deberghes Adrien Deberghes Vice President