ETF constituents for GSY

Below, a list of constituents for GSY (Invesco Ultra Short Duration ETF) is shown. In total, GSY consists of 242 securities.

Note: The data shown here is as of date 01/31/2022 (the latest that can be sourced directly from the fund provider).

Click here to go back to the full list of ETFs.

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Holding Ticker Security Identifier Name CouponRate MaturityDate rating Shares/Par Value MarketValue
nan nan Citigroup Global Markets Inc 0.61 12/01/2059 A+/A1 50000000 50000000.0
nan nan SOCIETE GENERALE (PARIS BRANCH) 0.48 07/05/2022 A/A1 50000000 50000000.0
nan 75888XNJ1 Regatta Funding Co LLC 0.0 01/18/2023 NR/NR 41000000 40623292.0
nan 06743VP20 Barclays Capital Inc 0.0 02/02/2023 A/NR 36900000 36432099.88
nan 29251VCU8 Enbridge US Inc 0.0 03/28/2022 NR/NR 34800000 34784113.8
nan nan JP Morgan Securities LLC 0.37 12/01/2059 A+/Aa3 30000000 30000000.0
nan 89355QC95 TransCanada PipeLines Ltd 0.0 03/09/2022 BBB+/Baa1 30000000 29997678.3
nan 74457MDL5 Public Service Enterprise Group Inc 0.0 04/20/2022 BBB+/Baa2 30000000 29976620.1
nan 04273MC19 Arrow Electronics Inc 0.0 03/01/2022 BBB-/Baa3 26300000 26298820.97
nan 75611NCE0 Realty Income Corp 0.0 03/14/2022 A-/A3 26000000 25996926.28
nan nan JP Morgan Securities LLC 0.43 12/01/2059 A+/Aa3 25000000 25000000.0
nan nan Nomura Securities International Inc 0.74 05/31/2022 NR/NR 25000000 25000000.0
nan 42250RD55 Healthpeak Properties Inc 0.0 04/05/2022 BBB+/Baa1 25000000 24987443.75
nan 86565CKU2 Sumitomo Mitsui Banking Corp/New York 0.7 07/08/2022 A/A1 25000000 24984930.75
nan 40434RN65 HSBC USA Inc 0.0 01/06/2023 A-/A1 25000000 24706334.75
nan 31622GCA3 Fidelity National Information Services Inc 0.0 03/10/2022 BBB/Baa2 24500000 24497907.21
nan 62947QAV0 NXP BV / NXP Funding LLC 4.62 06/01/2023 BBB/Baa3 22725000 23441701.28
nan 83225MCP9 Smithfield Foods Inc 0.0 03/23/2022 BBB-/Ba1 22750000 22742338.26
nan 72650RBB7 Plains All American Pipeline LP / PAA Finance Corp 2.85 01/31/2023 BBB-/Baa3 22442000 22614579.43
nan nan Truist Securities Inc 0.5 03/17/2022 NR/NR 22500000 22500000.0
nan 29279HCA1 Enel Finance America LLC 0.0 03/10/2022 NR/NR 22000000 21998120.76
nan 233851DD3 Daimler Finance North America LLC 3.35 02/22/2023 A-/A3 21462000 21832195.68
nan 46652MBU8 Jabil Inc 0.0 02/28/2022 BBB-/Baa3 21000000 20998673.01
nan 136385AW1 Canadian Natural Resources Ltd 2.95 01/15/2023 BBB-/Baa2 20729000 20953983.03
nan 38141GXL3 Goldman Sachs Group Inc/The 0.63 11/17/2023 BBB+/A2 21111000 20911888.86
nan 04273MBR3 Arrow Electronics Inc 0.0 02/25/2022 BBB-/Baa3 20000000 19999726.6
nan 78355BC83 Ryder System Inc 0.0 03/08/2022 BBB/Baa2 20000000 19998613.4
nan 67705BCE0 Oglethorpe Power Corp 0.0 03/14/2022 NR/Baa2 20000000 19998184.4
nan 0255E3CE6 American Electric Power Co Inc 0.0 03/14/2022 A-/Baa2 20000000 19997635.6
nan 60678NCM4 Mitsubishi HC Capital America Inc 0.0 03/21/2022 NR/NR 20000000 19995016.6
nan 92344MEA7 Verizon Communications Inc 0.0 05/10/2022 BBB+/Baa1 20000000 19972428.8
nan 96437UGC2 White Plains Capital Co LLC 0.0 07/12/2022 NR/NR 20000000 19924245.0
nan 85521DAA0 STAR 2021-SFR1 Trust 0.72 04/17/2038 NR/Aaa 19775913 19695259.32
nan 0020A3M56 AT&T Inc 0.0 12/05/2022 BBB/Baa2 19500000 19289278.13
nan 60678NC77 Mitsubishi HC Capital America Inc 0.0 03/07/2022 NR/NR 18000000 17998644.06
nan 37046UC90 General Motors Financial Co Inc 0.0 03/09/2022 BBB/Baa3 18000000 17997942.06
nan 67705BC91 Oglethorpe Power Corp 0.0 03/09/2022 NR/Baa2 17772000 17771136.1
nan 04685A2M2 Athene Global Funding 2.8 05/26/2023 A+/NR 17500000 17696315.53
nan 67705BD58 Oglethorpe Power Corp 0.0 04/05/2022 NR/Baa2 17038000 17032644.45
nan 13638XC73 Canadian Natural Resources Ltd 0.0 03/07/2022 BBB-/Baa2 17000000 16998946.0
nan 37790BC90 Glencore Funding LLC 0.0 03/09/2022 NR/Baa1 17000000 16998889.39
nan 31622GCV7 Fidelity National Information Services Inc 0.0 03/29/2022 BBB/Baa2 17000000 16994075.5
nan 13607GRK2 Canadian Imperial Bank of Commerce 0.95 06/23/2023 A-/A2 17045000 16845184.36
nan PPEA2LLX8 UBS AG/London 0.24 06/16/2022 A+/Aa3 16500000 16500756.2
nan 11275NC85 Brookfield Infrastructure Holdings Canada Inc 0.0 03/08/2022 NR/NR 15500000 15498757.37
nan 29250NAF2 Enbridge Inc 4.0 10/01/2023 BBB+/Baa1 15000000 15396274.2
nan 57629WDC1 MassMutual Global Funding II 0.41 04/12/2024 AA+/Aa3 15022000 15046173.1
nan 9292E1C79 WGL Holdings Inc 0.0 03/07/2022 BBB-/NR 15000000 14999374.95
nan 41282KC48 Harley-Davidson Financial Services Inc 0.0 03/04/2022 NR/Baa3 15000000 14998980.0
nan 44486JCE7 Humana Inc 0.0 03/14/2022 BBB+/Baa3 15000000 14997846.6
nan 05369CCM7 Aviation Capital Group LLC 0.0 03/21/2022 BBB-/Baa2 15000000 14996999.1
nan 44486JCP2 Humana Inc 0.0 03/23/2022 BBB+/Baa3 15000000 14996406.6
nan 22823QD57 Crown Castle International Corp 0.0 04/05/2022 BBB-/Baa3 15000000 14990604.15
nan 88355MF10 Thermo Fisher Scientific Inc 0.0 06/01/2022 BBB+/A3 15000000 14967864.15
nan 0020A3HG8 AT&T Inc 0.0 08/16/2022 BBB/Baa2 15000000 14924020.05
nan 61744YAN8 Morgan Stanley 3.12 01/23/2023 BBB+/A1 14598000 14807366.41
nan 13607HVC3 Canadian Imperial Bank of Commerce 0.45 06/22/2023 A-/A2 15000000 14724741.0
nan 2546R3JP0 Walt Disney Co/The 0.0 09/23/2022 BBB+/A2 14800000 14710839.92
nan 96437UH23 White Plains Capital Co LLC 0.0 08/02/2022 NR/NR 14700000 14630616.0
nan 11275NCG7 Brookfield Infrastructure Holdings Canada Inc 0.0 03/16/2022 NR/NR 14350000 14347714.76
nan 19688GAA1 COLT 2021-4 Mortgage Loan Trust 1.4 10/25/2066 NR/NR 14532826 14081404.05
nan 38172FAQ1 Golub Capital Partners CLO 34M Ltd 1.59 03/14/2031 AAA/NR 14000000 14004830.0
nan 40434WES6 HSBC USA Inc 0.4 02/10/2023 A-/A1 14000000 14002035.32
nan 25675MC18 Dollarama Inc 0.0 03/01/2022 BBB/Baa2 14000000 13999640.62
nan 88355MC39 Thermo Fisher Scientific Inc 0.0 03/03/2022 BBB+/A3 14000000 13999502.16
nan 92276YCE7 Ventas Realty LP 0.0 03/14/2022 BBB+/Baa1 14000000 13998344.92
nan 83225MCR5 Smithfield Foods Inc 0.0 03/25/2022 BBB-/Ba1 14000000 13994225.0
nan 22550L2D2 Credit Suisse AG/New York NY 1.0 05/05/2023 A+/A1 13636000 13523587.41
nan 26249BAQ4 Dryden 30 Senior Loan Fund 1.33 11/15/2028 AAA/Aaa 13414895 13380244.81
nan 341081GD3 Florida Power & Light Co 0.3 05/10/2023 A/A1 13043000 13043473.2
nan 883556CP5 Thermo Fisher Scientific Inc 0.8 10/18/2023 BBB+/A3 13208000 13023524.26
nan 11275NC28 Brookfield Infrastructure Holdings Canada Inc 0.0 03/02/2022 NR/NR 13000000 12999608.18
nan 42250RDK2 Healthpeak Properties Inc 0.0 04/19/2022 BBB+/Baa1 13000000 12989572.96
nan 718546AU8 Phillips 66 3.7 04/06/2023 BBB+/A3 12500000 12778400.13
nan 44891ABM8 Hyundai Capital America 1.25 09/18/2023 BBB+/Baa1 12730000 12529682.25
nan 10921U2H0 Brighthouse Financial Global Funding 1.75 01/13/2025 A+/A3 12727000 12423093.24
nan 92538HAA8 Verus Securitization Trust 2021-4 0.94 07/25/2066 AAA/NR 12766168 12298662.06
nan 09261HAN7 Blackstone Private Credit Fund 2.7 01/15/2025 BBB-/Baa3 12645000 12296083.23
nan 110122DT2 Bristol-Myers Squibb Co 0.54 11/13/2023 A+/A2 12500000 12276472.75
nan 89236TFD2 Toyota Motor Credit Corp 0.87 05/17/2022 A+/A1 12260000 12268360.95
nan 85573PAA0 Starwood Mortgage Residential Trust 2021-4 1.16 08/25/2056 NR/NR 12458346 12207414.03
nan 05583JAB8 BPCE SA 1.7 05/22/2022 BBB+/Baa1 12000000 12030737.52
nan 606822AT1 Mitsubishi UFJ Financial Group Inc 3.46 03/02/2023 A-/A1 11785000 11996504.81
nan 86315TAA3 Stratus CLO 2021-2 Ltd nan 12/28/2029 NR/NR 12000000 11967960.0
nan 670857AA9 OBX 2021-NQM2 Trust 1.1 05/25/2061 AAA/NR 12331905 11904523.34
nan 42250RC80 Healthpeak Properties Inc 0.0 03/08/2022 BBB+/Baa1 11900000 11899045.98
nan 20826FAH9 ConocoPhillips Co 1.41 05/15/2022 A-/A3 11853000 11876959.42
nan 22822VAJ0 Crown Castle International Corp 3.15 07/15/2023 BBB-/Baa3 11626000 11808377.76
nan 38123HAN4 GoldenTree Loan Opportunities IX Ltd 1.41 10/29/2029 AAA/NR 11683446 11691811.04
nan 85573RAA6 Starwood Mortgage Residential Trust 2021-6 1.92 11/25/2066 NR/NR 11879483 11648022.34
nan 86723BEQ9 Suncor Energy Inc 0.0 05/24/2022 BBB+/Baa1 11250000 11228484.38
nan 13638XBR0 Canadian Natural Resources Ltd 0.0 02/25/2022 BBB-/Baa2 11000000 10999909.58
nan 63627BC12 National Grid North America Inc 0.0 03/01/2022 BBB+/Baa2 11000000 10999717.63
nan 44486JCR8 Humana Inc 0.0 03/25/2022 BBB+/Baa3 11000000 10997112.5
nan 94107NHG2 Waste Management Inc 0.0 08/16/2022 A-/Baa1 11000000 10948003.0
nan 86563VAQ2 Sumitomo Mitsui Trust Bank Ltd 0.8 09/12/2023 A/A1 11102000 10908971.86
nan 86787EBD8 Truist Bank 1.06 05/17/2022 A/A2 10833000 10840692.73
nan 05565EBU8 BMW US Capital LLC 0.75 08/12/2024 A/A2 11111000 10756427.66
nan 46654VAA1 J.P. Morgan Mortgage Trust 2021-LTV2 2.52 05/25/2052 NR/Aaa 10866737 10577373.95
nan 842587DK0 Southern Co/The 0.42 05/10/2023 BBB/Baa2 10526000 10527499.01
nan 92343VGD0 Verizon Communications Inc 0.55 03/22/2024 BBB+/Baa1 10417000 10450025.95
nan 36143L2C8 GA Global Funding Trust 0.8 09/13/2024 A-/A3 10909000 10440126.27
nan 05565EBM6 BMW US Capital LLC 3.8 04/06/2023 A/A2 10000000 10236868.1
nan 03073EAS4 AmerisourceBergen Corp 0.74 03/15/2023 BBB+/Baa2 10170000 10083704.4
nan 58989VAA2 Met Tower Global Funding 0.6 01/17/2023 AA-/Aa3 10000000 10035233.3
nan 46849LTN1 Jackson National Life Global Funding 0.65 01/06/2023 A/A2 10000000 10031079.2
nan 65341KBJ4 NextGear Floorplan Master Owner Trust 0.89 10/15/2024 AAA/Aaa 10000000 10027784.0
nan 89114Q3J5 Toronto-Dominion Bank/The 0.61 07/22/2022 A/A1 10000000 10007925.8
nan 38176VAA7 Golub Capital Partners Clo 47M Ltd 2.0 05/05/2032 AAA/NR 10000000 10006980.0
nan 64129JBE9 Neuberger Berman CLO XIV Ltd 1.31 01/28/2030 AAA/NR 10000000 10003250.0
nan 9292E1C38 WGL Holdings Inc 0.0 03/03/2022 BBB-/NR 10000000 9999722.2
nan 92557NC19 Viatris Inc 0.0 03/01/2022 BBB-/Baa3 10000000 9999451.7
nan 05369CC88 Aviation Capital Group LLC 0.0 03/08/2022 BBB-/Baa2 10000000 9999295.8
nan 41282KCB2 Harley-Davidson Financial Services Inc 0.0 03/11/2022 NR/Baa3 10000000 9998511.1
nan 05369CCG0 Aviation Capital Group LLC 0.0 03/16/2022 BBB-/Baa2 10000000 9998442.5
nan 22823QCH2 Crown Castle International Corp 0.0 03/17/2022 BBB-/Baa3 10000000 9997396.7
nan 05369CCU9 Aviation Capital Group LLC 0.0 03/28/2022 BBB-/Baa2 10000000 9997332.5
nan 41282KD13 Harley-Davidson Financial Services Inc 0.0 04/01/2022 NR/Baa3 10000000 9994388.3
nan 38136MAU2 Goldentree Loan Management US Clo 2 Ltd 1.16 11/20/2030 NR/Aaa 10000000 9976460.0
nan 37046UFM8 General Motors Financial Co Inc 0.0 06/21/2022 BBB/Baa3 10000000 9973187.8
nan 96437UGK4 White Plains Capital Co LLC 0.0 07/19/2022 NR/NR 10000000 9959079.4
nan 00206RMH2 AT&T Inc 0.69 03/25/2024 BBB/Baa2 9917000 9919285.57
nan 37046UL17 General Motors Financial Co Inc 0.0 11/01/2022 BBB/Baa3 10000000 9916403.1
nan 74982LAY6 Race Point VIII CLO Ltd 1.52 02/20/2030 AAA/NR 9873273 9871505.52
nan 04685A2X8 Athene Global Funding 0.75 05/24/2024 A+/NA 9750000 9763145.83
nan 049560AV7 Atmos Energy Corp 0.58 03/09/2023 A-/A1 9756000 9756655.9
nan 0020A3CF5 AT&T Inc 0.0 03/15/2022 BBB/Baa2 9750000 9748792.07
nan 64131JAL0 Neuberger Berman Loan Advisers CLO 25 Ltd 1.17 10/18/2029 AAA/NR 9750000 9735404.25
nan 70450YAF0 PayPal Holdings Inc 1.35 06/01/2023 A-/A3 9688000 9654876.34
nan 29279HFM2 Enel Finance America LLC 0.0 06/21/2022 NR/NR 9300000 9273753.82
nan 89688WAA9 TRK 2021-INV1 Trust 1.15 07/25/2056 AAA/NR 9384646 9101849.1
nan 302637AG8 FS KKR MM CLO 1 LLC 2.09 01/15/2031 AAA/NR 9000000 9005886.0
nan 23636AAM3 Danske Bank A/S 2.7 03/02/2022 A+/A3 9000000 9003970.89
nan 25675MC83 Dollarama Inc 0.0 03/08/2022 BBB/Baa2 9000000 8999376.03
nan 29380DC73 Enterprise Products Operating LLC 0.0 03/07/2022 BBB+/Baa1 8750000 8749457.5
nan 03465EAA9 Angel Oak Mortgage Trust 2021-3 1.07 05/25/2066 NR/NR 8860789 8721835.16
nan 37045XDM5 General Motors Financial Co Inc 1.2 10/15/2024 BBB/Baa3 8824000 8568405.43
nan 44891ABY2 Hyundai Capital America 1.0 09/17/2024 BBB+/Baa1 8721000 8377878.53
nan 15189WAN0 CenterPoint Energy Resources Corp 0.67 03/02/2023 BBB+/A3 8333000 8333988.38
nan 928563AG0 VMware Inc 0.6 08/15/2023 BBB-/Baa3 8064000 7914516.83
nan 06675FAV9 Banque Federative du Credit Mutuel SA 0.65 02/27/2024 A+/Aa3 7955000 7713960.95
nan 25746UDH9 Dominion Energy Inc 0.73 09/15/2023 BBB/Baa2 7692000 7695470.25
nan 24381WAA6 Deephaven Residential Mortgage Trust 2021-2 0.9 04/25/2066 AAA/NR 7905814 7689892.88
nan 00182EBQ1 ANZ New Zealand Int'l Ltd/London 0.65 02/18/2025 AA-/A1 7500000 7511238.98
nan 64952WDJ9 New York Life Global Funding 0.68 07/12/2022 AA+/Aaa 7407000 7416192.24
nan 04010LAU7 Ares Capital Corp 3.5 02/10/2023 BBB-/NA 7250000 7337885.15
nan 61747YEJ0 Morgan Stanley 0.67 01/24/2025 BBB+/A1 7228000 7249664.05
nan 00138CAM0 AIG Global Funding 0.8 07/07/2023 A+/A2 7317000 7223731.44
nan 037833DV9 Apple Inc 0.75 05/11/2023 AA+/Aaa 7143000 7086058.5
nan 00912XAT1 Air Lease Corp 3.0 09/15/2023 BBB/NA 7000000 7080462.06
nan 68268NAJ2 ONEOK Partners LP 3.38 10/01/2022 BBB/Baa3 6998000 7052981.54
nan 55608JBA5 Macquarie Group Ltd 1.2 10/14/2025 BBB+/A3 7143000 6890057.37
nan 10569EAA9 BRAVO Residential Funding Trust 2021-NQM2 0.97 03/25/2060 AAA/NR 6843695 6766373.73
nan 67107KAZ9 OCP CLO 2014-7 Ltd 1.37 07/20/2029 AAA/Aaa 6750000 6752504.25
nan 00914AAP7 Air Lease Corp 0.8 08/18/2024 BBB/NA 6650000 6387914.19
nan 855244BB4 Starbucks Corp 0.47 02/14/2024 BBB+/Baa1 6318000 6322875.79
nan 12481QAC9 CBAM 2018-5 Ltd 1.26 04/17/2031 NR/Aaa 6250000 6233725.0
nan 718546AY0 Phillips 66 0.9 02/15/2024 BBB+/A3 6250000 6139308.5
nan 05363LBC6 Avery Point VI CLO Ltd 1.22 08/05/2027 NR/Aaa 6035485 6033643.8
nan 6174468T9 Morgan Stanley 0.56 11/10/2023 BBB+/A1 6000000 5954156.88
nan 74256LEM7 Principal Life Global Funding II 0.5 04/12/2024 A+/A1 5882000 5896959.93
nan 14040HCD5 Capital One Financial Corp 2.6 05/11/2023 BBB/Baa1 5823000 5877446.86
nan 817826AA8 7-Eleven Inc 0.62 02/10/2023 A/Baa2 5882000 5835577.08
nan 87249TAC8 TICP CLO II-2 LTD 1.09 04/20/2028 NR/Aaa 5518481 5519849.47
nan 05552UAA2 BINOM Securitization Trust 2021-INV1 2.03 06/25/2056 AAA/NR 5419727 5308249.46
nan 67077MAV0 Nutrien Ltd 1.9 05/13/2023 BBB/Baa2 5300000 5302872.87
nan 05578QAB9 BPCE SA 5.15 07/21/2024 BBB/Baa2 5040000 5284400.18
nan 02005NBL3 Ally Financial Inc 1.45 10/02/2023 BBB-/Baa3 5309000 5242497.24
nan 928668BD3 Volkswagen Group of America Finance LLC 3.12 05/12/2023 BBB+/A3 5091000 5165457.2
nan 85573EAA5 Starwood Mortgage Residential Trust 2020-INV 1.03 11/25/2055 AAA/NR 5154320 5094094.16
nan 85573HAA8 Starwood Mortgage Residential Trust 2021-2 0.94 05/25/2065 AAA/NR 5144802 5080040.12
nan 92538CAA9 Verus Securitization Trust 2020-5 1.22 05/25/2065 AAA/NR 5084931 5024087.95
nan 718546AC8 Phillips 66 4.3 04/01/2022 BBB+/A3 5000000 5017760.0
nan 38172HAA2 Golub Capital Partners Clo 45M Ltd 1.97 10/20/2031 AAA/NR 5000000 5004825.0
nan 67590GBG3 Octagon Investment Partners XVII Ltd 1.26 01/25/2031 AAA/Aaa 5000000 5002675.0
nan 38175BAA2 Golub Capital Partners Clo 36m Ltd 1.61 02/05/2031 AAA/NR 5000000 4994635.0
nan 63307A2L8 National Bank of Canada 0.9 08/15/2023 BBB+/A3 5000000 4980925.15
nan 46124HAA4 Intuit Inc 0.65 07/15/2023 A-/A3 5000000 4932485.25
nan 92837MAA5 Visio 2020-1R Trust 1.31 11/25/2055 AAA/NR 4978939 4912754.94
nan 04685A2S9 Athene Global Funding 0.95 01/08/2024 A+/NR 5000000 4878065.4
nan 45866FAM6 Intercontinental Exchange Inc 0.7 06/15/2023 A-/A3 4938000 4871897.46
nan 29250NBM6 Enbridge Inc 0.68 02/16/2024 BBB+/Baa1 4606000 4615667.12
nan 63942GAA1 Navient Private Education Refi Loan Trust 2021-F 1.11 02/18/2070 NR/Aaa 4728228 4496621.91
nan 98389BAZ3 Xcel Energy Inc 0.5 10/15/2023 BBB+/Baa1 4372000 4272882.26
nan 205887CG5 Conagra Brands Inc 0.5 08/11/2023 BBB-/Baa3 4327000 4241230.03
nan 902674YK0 UBS AG/London 0.7 08/09/2024 A+/Aa3 4288000 4151626.21
nan 03464WAA0 Angel Oak Mortgage Trust 2020-5 1.37 05/25/2065 NR/NR 4176043 4143593.84
nan 853254BV1 Standard Chartered PLC 1.32 10/14/2023 BBB+/A3 3787000 3769981.41
nan 59217GEF2 Metropolitan Life Global Funding I 0.62 01/13/2023 AA-/Aa3 3749000 3762056.34
nan 025537AQ4 American Electric Power Co Inc 0.75 11/01/2023 BBB+/Baa2 3797000 3715715.08
nan 65339KBV1 NextEra Energy Capital Holdings Inc 0.59 03/01/2023 BBB+/Baa1 3704000 3715478.21
nan 29250NBD6 Enbridge Inc 0.45 02/17/2023 BBB+/Baa1 3571000 3566589.1
nan 12597VAA3 COLT 2020-1R Mortgage Loan Trust 1.25 09/25/2065 NR/NR 3549331 3525890.37
nan 31620MBP0 Fidelity National Information Services Inc 0.38 03/01/2023 BBB/Baa2 3571000 3520356.72
nan 723787AU1 Pioneer Natural Resources Co 0.55 05/15/2023 BBB/Baa1 3509000 3455018.53
nan 36259WAA9 GS Mortgage-Backed Securities Trust 2020-NQM1 1.38 09/27/2060 AAA/NR 3268949 3240144.76
nan 64952WDP5 New York Life Global Funding 1.1 05/05/2023 AA+/Aaa 3243000 3225627.83
nan 10921U2D9 Brighthouse Financial Global Funding 0.6 06/28/2023 A+/A3 3255000 3198388.97
nan 74368CAZ7 Protective Life Global Funding 0.63 10/13/2023 AA-/A1 3192000 3131837.54
nan 04966HAA4 Atrium XIII 1.44 11/21/2030 AAA/NR 3000000 3002364.0
nan 64828EAA3 New Residential Mortgage Loan Trust 2019-NQM4 2.49 09/25/2059 NR/NR 2937382 2940434.79
nan 444859BP6 Humana Inc 0.65 08/03/2023 BBB+/Baa3 2917000 2869054.35
nan 63941XAA5 Navient Private Education Refi Loan Trust 2020-F 1.22 07/15/2069 AAA/NR 2895262 2836800.25
nan 24422EVE6 John Deere Capital Corp 1.2 04/06/2023 A/A2 2687000 2681926.76
nan 12656GAA4 COLT 2020-2R Mortgage Loan Trust 1.32 10/26/2065 NR/NR 2648100 2649206.51
nan 76119NAA5 Residential Mortgage Loan Trust 2019-3 2.63 09/25/2059 AAA/NR 2606341 2590299.07
nan 87165BAQ6 Synchrony Financial 2.85 07/25/2022 BBB-/NA 2566000 2580304.68
nan 31573TAA6 Ellington Financial Mortgage Trust 2019-2 2.74 11/25/2059 AAA/NR 2569525 2560593.79
nan 76119CAA9 Residential Mortgage Loan Trust 2020-1 2.38 01/26/2060 AAA/NR 2522384 2499059.7
nan 92536PAA2 Verus Securitization Trust 2020-1 2.42 01/25/2060 AAA/NR 2484822 2483967.29
nan 03464RAA1 Angel Oak Mortgage Trust 2020-1 2.16 12/25/2059 AAA/NR 2430720 2428592.02
nan 12597KAA7 COLT 2020-1 Mortgage Loan Trust 2.49 02/25/2050 NR/NR 2170023 2168697.65
nan 097023DD4 Boeing Co/The 1.17 02/04/2023 BBB-/Baa2 2046000 2037266.89
nan 494550BL9 Kinder Morgan Energy Partners LP 3.95 09/01/2022 BBB/Baa2 2000000 2007779.28
nan 000823AJ3 ABPCI Direct Lending Fund CLO II LLC 1.85 04/20/2032 AAA/NR 2000000 1998396.0
nan 48252KAA7 KKR CLO 21 Ltd 1.24 04/15/2031 NR/Aaa 2000000 1990562.0
nan 64830VAA1 New Residential Mortgage Loan Trust 2020-NQM1 2.46 01/26/2060 NR/NR 1812632 1812046.54
nan 85573AAA3 Starwood Mortgage Residential Trust 2020-1 2.27 02/25/2050 AAA/NR 1745590 1739446.55
nan L3953TAD6 Fly Funding II Sarl 2.15 08/09/2025 BB+/Ba3 1717426 1684374.02
nan 165183BT0 Chesapeake Funding II LLC 3.39 01/15/2031 NR/Aaa 1520997 1536918.25
nan 40430HEB0 HSI Asset Securitization Corp Trust 2006-OPT2 0.69 01/25/2036 BB+/B1 1430190 1429668.69
nan 86562MCC2 Sumitomo Mitsui Financial Group Inc 0.51 01/12/2024 A-/A1 1364000 1329747.98
nan 03464MAA2 Angel Oak Mortgage Trust I LLC 2019-1 3.92 11/25/2048 NR/NR 1294847 1300772.87
nan 1266715K8 CWABS Inc Asset-Backed Certificates Trust 2004-4 0.83 07/25/2034 B-/WR 1169392 1162526.68
nan 03463WAA1 Angel Oak Mortgage Trust I LLC 2019-2 3.63 03/25/2049 NR/NR 1148464 1149518.88
nan 07389MAD9 Bear Stearns Asset Backed Securities I Trust 2006-HE9 0.25 11/25/2036 CCC/Ba3 1064944 1051653.5
nan 03463UAA5 Angel Oak Mortgage Trust I LLC 2019-4 2.99 07/26/2049 AAA/NR 1024190 1026456.13
nan 63860LAA8 Nationstar Home Equity Loan Trust 2007-B 0.33 04/25/2037 BBB-/A1 1028144 1025476.44
nan 126670ZH4 Countrywide Asset-Backed Certificates 0.45 09/25/2036 BBB+/Aa2 937275 935914.97
nan 12559QAA0 CIT Mortgage Loan Trust 2007-1 1.46 10/25/2037 BBB+/NR 801614 804961.33
nan 88355MC21 Thermo Fisher Scientific Inc 0.0 03/02/2022 BBB+/A3 691000 690979.17
nan 31573WAA9 Ellington Financial Mortgage Trust 2020-2 1.18 10/25/2065 NR/NR 634525 631792.25
nan 233851DU5 Daimler Finance North America LLC 2.55 08/15/2022 A-/A3 500000 503762.79
nan 67097VAS3 OBX 2018-EXP1 Trust 0.96 04/25/2048 NR/NR 456844 459715.08
nan 64828NAA3 New Residential Mortgage Loan Trust 2017-5 1.61 06/25/2057 NR/Aaa 425259 431532.36
nan 88167HAB2 Tesla Auto Lease Trust 2020-A 0.55 05/22/2023 NR/Aaa 368617 368547.98
nan 29374AAB0 Enterprise Fleet Financing 2019-1 LLC 2.98 10/20/2024 AAA/NR 251779 252313.24
nan 25257AAL8 Diamond CLO 2019-1 LTD 1.46 04/25/2029 AAA/NR 165314 165359.8
nan 12648ELS9 CSMC Series 2014-2R 0.3 02/27/2046 NR/NR 86006 85337.42
nan 1266716Y7 Countrywide Asset-Backed Certificates 1.04 06/25/2033 AA+/Ba2 33945 33950.58
nan -JapanYen- Cash/Receivables/Payables 0.0 nan NR/NR 100021 869.48
-CASH- CASHUSD00 Cash/Receivables/Payables 0.0 nan NR/NR -96711 -96711.42