NPORT-P
false
0001418144
XXXXXXXX
S000060783
C000197599
Invesco Actively Managed Exchange-Traded Fund Trust
811-22148
0001418144
549300S7YWBLZ3UGI217
3500 Lacey Road
Suite 700
Downers Grove
60515
800-983-0903
Invesco Ultra Short Duration ETF
S000060783
549300XCPLYCS9LWYT95
2020-10-31
2020-01-31
N
2946330273.65
57894746.83
2888435526.82
0
0
0
0
0
0
0
0
0
0
0
0
0
215340.19
USD
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCQ0
5402000.00000000
PA
USD
5414149.15000000
0.187442271074
Long
DBT
CORP
US
Y
2
2020-09-07
Floating
2.15000000
N
N
N
N
N
N
Bemis Co., Inc.
PTVU09TE3QPJPL7K4E13
Bemis Co., Inc.
08143TBD8
35000.00000000
PA
USD
34978.10000000
0.001210970425
Long
DBT
CORP
US
Y
2
2020-02-13
Fixed
0.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85325T4J1
20000000.00000000
PA
USD
20030840.20000000
0.693484068244
Long
DBT
CORP
GB
N
2
2020-11-06
Floating
2.18825000
N
N
N
N
N
N
Crown Point CLO III Ltd.
549300WLF3VYVWNLRP29
Crown Point CLO III Ltd., Series 2015-3A, Class A2R
22845TAU3
2000000.00000000
PA
USD
2000570.20000000
0.069261376320
Long
ABS-CBDO
CORP
KY
Y
2
2027-12-31
Floating
3.28125000
N
N
N
N
N
N
KKR CLO 21 Ltd.
5493008X0MRR4A6VYF15
KKR CLO 21 Ltd., Series A
48252KAA7
2000000.00000000
PA
USD
1989809.40000000
0.068888828624
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
2.83125000
N
N
N
N
N
N
Nationstar Home Equity Loan Trust
N/A
Nationstar Home Equity Loan Trust, Series 2007-B, Class 1AV1
63860LAA8
2358310.89000000
PA
USD
2342781.18000000
0.081109000296
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
1.88088000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust, Series 2019-A1, Class A1
14041NFT3
12000000.00000000
PA
USD
12326040.00000000
0.426737584604
Long
ABS-O
CORP
US
N
2
2024-12-15
Fixed
2.84000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCK6
9500000.00000000
PA
USD
9534057.41000000
0.330076864152
Long
DBT
CORP
US
N
2
2020-06-30
Floating
2.89050000
N
N
N
N
N
N
FS KKR Capital Corp.
N/A
FS KKR Capital Corp., Series 2019-1A, Class A1
302637AA1
9000000.00000000
PA
USD
9005221.80000000
0.311768142871
Long
ABS-CBDO
CORP
US
Y
2
2030-07-15
Floating
3.70088000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017DA4
4631000.00000000
PA
USD
4735912.16000000
0.163961151842
Long
DBT
CORP
US
N
2
2021-08-16
Fixed
3.35000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XBE3
12260000.00000000
PA
USD
12636440.97000000
0.437483920020
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
Golub Capital Partners Clo 36m Ltd.
N/A
Golub Capital Partners Clo 36m Ltd., Series 2018-36A, Class A
38175BAA2
5000000.00000000
PA
USD
4918642.00000000
0.170287408333
Long
ABS-CBDO
CORP
KY
Y
2
2031-02-05
Floating
3.19050000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JB40
10000000.00000000
PA
USD
10035153.80000000
0.347425230953
Long
DBT
CORP
US
N
2
2020-06-16
Floating
2.87363000
N
N
N
N
N
N
Fortress Credit Opportunities IX CLO Ltd.
2549008RD44HDM6DNP14
Fortress Credit Opportunities IX CLO Ltd., Series 2017-9A, Class A1T
34961JAC8
2000000.00000000
PA
USD
1993074.00000000
0.069001851746
Long
ABS-CBDO
CORP
KY
Y
2
2029-11-15
Floating
3.45988000
N
N
N
N
N
N
Omnicom Group, Inc./Omnicom Capital, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc./Omnicom Capital, Inc.
682134AC5
5253000.00000000
PA
USD
5325274.24000000
0.184365349011
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
4.45000000
N
N
N
N
N
N
Hunt CRE Ltd.
N/A
Hunt CRE Ltd., Series 2017-FL1, Class A
445608AA0
5500000.00000000
PA
USD
5504431.35000000
0.190567914668
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
2.67625000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AL9
11789000.00000000
PA
USD
11943534.46000000
0.413494930009
Long
DBT
CORP
US
N
2
2021-12-05
Fixed
2.50000000
N
N
N
N
N
N
Great Bridge Capital Co., LLC
N/A
Great Bridge Capital Co., LLC
39021UBL9
11000000.00000000
PA
USD
10990375.00000000
0.380495770044
Long
ABS-APCP
CORP
US
Y
2
2020-02-20
Fixed
0.00000000
N
N
N
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109AN4
3798000.00000000
PA
USD
3940270.31000000
0.136415380347
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.25000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAC7
13606000.00000000
PA
USD
13670668.37000000
0.473289718363
Long
DBT
CORP
US
Y
2
2021-06-25
Floating
2.57663000
N
N
N
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
91127KAB8
2500000.00000000
PA
USD
2507917.90000000
0.086826168585
Long
DBT
CORP
SG
Y
2
2021-04-23
Floating
2.28625000
N
N
N
N
N
N
Volkswagen Group of America Finance, LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AV4
6775000.00000000
PA
USD
6806365.47000000
0.235641938578
Long
DBT
CORP
US
Y
2
2020-11-13
Floating
2.67463000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAW3
3000000.00000000
PA
USD
3004918.47000000
0.104032734748
Long
DBT
CORP
FI
Y
2
2020-05-29
Floating
2.38375000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114Q3J5
10000000.00000000
PA
USD
9990741.50000000
0.345887640808
Long
DBT
CORP
CA
N
2
2022-07-22
Variable
2.75000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust, Series 2019-A2, Class A
254683CL7
7500000.00000000
PA
USD
7535947.50000000
0.260900665084
Long
ABS-O
CORP
US
N
2
2023-12-15
Floating
1.94625000
N
N
N
N
N
N
Repurchase Agreement
VYVVCKR63DVZZN70PB21
Repurchase Agreement
N/A
17000000.00000000
PA
USD
17000000.00000000
0.588553902005
Long
RA
CORP
US
N
2
Repurchase
Y
2.29000000
2020-07-01
47486148
USD
8235542.47
USD
131488532
USD
10464457.54
USD
ABS
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSR3
10350000.00000000
PA
USD
10429826.34000000
0.361089117037
Long
DBT
CORP
US
Y
2
2021-10-25
Fixed
2.10000000
N
N
N
N
N
N
MET Tower Global Funding
635400OFJCY9IOGBGY57
MET Tower Global Funding
58989VAA2
10000000.00000000
PA
USD
10018806.90000000
0.346859287907
Long
DBT
CORP
US
Y
2
2023-01-17
Floating
2.08871500
N
N
N
N
N
N
Sudbury Mill CLO Ltd.
2549002BXC788OTPUW39
Sudbury Mill CLO Ltd., Series 2013-1A, Class B1R
864662AP6
2500000.00000000
PA
USD
2502021.50000000
0.086622030395
Long
ABS-CBDO
CORP
KY
Y
2
2026-01-17
Floating
3.48613000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Class 2019-NQM3, Class A1
64829PAA7
10487104.06000000
PA
USD
10594007.50000000
0.366773203058
Long
ABS-MBS
CORP
US
Y
2
2049-07-25
Variable
2.80181000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135MBR6
20000000.00000000
PA
USD
19964833.40000000
0.691198858850
Long
DBT
CORP
US
Y
2
2020-02-25
Fixed
0.00000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AX0
15455000.00000000
PA
USD
15606028.27000000
0.540293460771
Long
DBT
CORP
US
Y
2
2021-09-24
Fixed
2.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TFD2
12260000.00000000
PA
USD
12310370.58000000
0.426195096469
Long
DBT
CORP
US
N
2
2022-05-17
Floating
2.30413000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013GKP9
5000000.00000000
PA
USD
5006747.00000000
0.173337675482
Long
DBT
CORP
CA
N
2
2020-10-26
Floating
2.03413000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp., Series B
24422EUW7
9639000.00000000
PA
USD
9674667.87000000
0.334944913264
Long
DBT
CORP
US
N
2
2021-06-07
Floating
2.28500000
N
N
N
N
N
N
Fly Funding II S.a.r.l.
54930033GL3A930IIN33
Fly Funding II S.a.r.l., Term Loan B
L3953TAD6
1962259.74000000
PA
USD
1969206.14000000
0.068175526914
Long
LON
CORP
LU
Y
2
2025-08-09
Floating
3.40940000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
86723AB35
23500000.00000000
PA
USD
23496729.51000000
0.813475990439
Long
DBT
CORP
CA
Y
2
2020-02-03
Fixed
0.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBL2
8000000.00000000
PA
USD
8083254.56000000
0.279848883069
Long
DBT
CORP
US
Y
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AF2
6757000.00000000
PA
USD
6782885.19000000
0.234829032083
Long
DBT
CORP
GB
N
2
2021-05-14
Floating
2.25925000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-1, Class A1
92536PAA2
14975000.00000000
PA
USD
15019574.59000000
0.519989954788
Long
ABS-MBS
CORP
US
Y
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-2, Class A1
92537GAA1
6761862.57000000
PA
USD
6831924.93000000
0.236526827985
Long
ABS-MBS
CORP
US
Y
2
2059-05-25
Variable
3.21100000
N
N
N
N
N
N
Woodmont Trust
254900PE376ILSXG5546
Woodmont Trust, Series 2017-2A, Class A
97988QAA2
3600000.00000000
PA
USD
3597531.84000000
0.124549494236
Long
ABS-CBDO
CORP
US
Y
2
2028-07-18
Floating
3.61913000
N
N
N
N
N
N
Ventas Realty L.P.
32SXKSJ72K64GM3HOU64
Ventas Realty L.P.
92276VBA2
11250000.00000000
PA
USD
11244584.36000000
0.389296705970
Long
DBT
CORP
US
Y
2
2020-02-10
Fixed
0.00000000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
44486HCS0
27700000.00000000
PA
USD
27614303.13000000
0.956029756371
Long
DBT
CORP
US
Y
2
2020-03-26
Fixed
0.00000000
N
N
N
N
N
N
Kinder Morgan Energy Partners L.P.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners L.P.
494550BE5
16742000.00000000
PA
USD
17091421.78000000
0.591718998790
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
5.30000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAD2
1000000.00000000
PA
USD
1016024.77000000
0.035175608406
Long
DBT
CORP
JP
N
2
2021-03-09
Floating
3.56500000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEF2
3749000.00000000
PA
USD
3763829.69000000
0.130306861796
Long
DBT
CORP
US
Y
2
2023-01-13
Floating
2.11266000
N
N
N
N
N
N
China Construction Bank Corp.
5493001KQW6DM7KEDR62
China Construction Bank Corp.
16891MBS7
16200000.00000000
PA
USD
16181151.30000000
0.560204690385
Long
DBT
CORP
US
Y
2
2020-02-26
Fixed
0.00000000
N
N
N
N
N
N
Great Bridge Capital Co. LLC
N/A
Great Bridge Capital Co. LLC
39021UD29
19808000.00000000
PA
USD
19753486.21000000
0.683881846299
Long
ABS-APCP
CORP
US
Y
2
2020-04-02
Fixed
0.00000000
N
N
N
N
N
N
Avery Point VI CLO Ltd.
N/A
Avery Point VI CLO Ltd., Series 2015-6A, Class AR
05363LAU7
9000000.00000000
PA
USD
9013536.00000000
0.312055987274
Long
ABS-CBDO
CORP
KY
Y
2
2027-08-05
Floating
2.94050000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBM6
10000000.00000000
PA
USD
10118224.50000000
0.350301206519
Long
DBT
CORP
US
N
2
2022-03-09
Floating
2.83500000
N
N
N
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271VAE0
12500000.00000000
PA
USD
12794172.38000000
0.442944710422
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
3.55100000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05568TFN4
6850000.00000000
PA
USD
6802355.78000000
0.235503119832
Long
DBT
CORP
GB
Y
2
2020-06-22
Fixed
0.00000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCM2
9685000.00000000
PA
USD
9728906.95000000
0.336822714568
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
2.70000000
N
N
N
N
N
N
ANZ New Zealand (Int'l) Ltd.
213800VD256NU2D97H12
ANZ New Zealand (Int'l) Ltd.
00182EAX7
10000000.00000000
PA
USD
10056933.20000000
0.348179251592
Long
DBT
CORP
NZ
Y
2
2020-08-06
Fixed
2.85000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCU4
1735000.00000000
PA
USD
1745314.77000000
0.060424224594
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.12500000
N
N
N
N
N
N
US Bank N.A.
6BYL5QZYBDK8S7L73M02
US Bank N.A.
90331HNY5
9091000.00000000
PA
USD
9137528.37000000
0.316348704520
Long
DBT
CORP
US
N
2
2021-11-16
Floating
2.28413000
N
N
N
N
N
N
Brookfield US Holdings, Inc.
N/A
Brookfield US Holdings, Inc.
11289QBA8
25000000.00000000
PA
USD
24987319.50000000
0.865081434845
Long
DBT
CORP
CA
Y
2
2020-02-10
Fixed
0.00000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij N.V.
82620KAJ2
6904000.00000000
PA
USD
6915541.76000000
0.239421711019
Long
DBT
CORP
NL
Y
2
2021-09-15
Fixed
1.70000000
N
N
N
N
N
N
Deephave Residential Mortgage Trust
N/A
Deephave Residential Mortgage Trust, Series 2019-2A, Class A1
24381PAA1
5937851.20000000
PA
USD
6005475.01000000
0.207914455913
Long
ABS-MBS
CORP
US
Y
2
2059-04-25
Variable
3.55800000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust, Series 2019-FA, Class A1
63935CAA9
5835635.18000000
PA
USD
5859234.49000000
0.202851489520
Long
ABS-O
CORP
US
Y
2
2068-08-15
Fixed
2.18000000
N
N
N
N
N
N
FMC Technologies, Inc.
EMQFUEY7DV1MVNKAUT87
FMC Technologies, Inc.
3024X2B39
17000000.00000000
PA
USD
16997634.11000000
0.588471992958
Long
DBT
CORP
US
Y
2
2020-02-03
Fixed
0.00000000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411AX3
1626000.00000000
PA
USD
1645219.89000000
0.056958857995
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
3.62500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAG1
7257000.00000000
PA
USD
7272376.71000000
0.251775628795
Long
DBT
CORP
US
N
2
2021-06-01
Floating
2.58688000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
865622CN2
6667000.00000000
PA
USD
6682028.82000000
0.231337302077
Long
DBT
CORP
JP
N
2
2020-10-16
Floating
2.21263000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCE1
5000000.00000000
PA
USD
5024610.95000000
0.173956140039
Long
DBT
CORP
US
Y
2
2021-04-13
Fixed
2.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing LLC, Series 2019-1, Class A2
29374AAB0
4455154.05000000
PA
USD
4510783.78000000
0.156167023224
Long
ABS-O
CORP
US
Y
2
2024-10-20
Fixed
2.98000000
N
N
N
N
N
N
MPLX L.P.
5493000CZJ19CK4P3G36
MPLX L.P.
55336VBH2
2844000.00000000
PA
USD
2857279.03000000
0.098921336601
Long
DBT
CORP
US
N
2
2022-09-09
Floating
2.98500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339MDF0
7700000.00000000
PA
USD
7671044.77000000
0.265577843049
Long
DBT
CORP
US
Y
2
2020-04-15
Fixed
0.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468H5
18000000.00000000
PA
USD
18080472.06000000
0.625960728294
Long
DBT
CORP
US
N
2
2022-06-10
Floating
2.37156000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDE0
3500000.00000000
PA
USD
3508058.96000000
0.121451869963
Long
DBT
CORP
US
Y
2
2021-01-28
Floating
2.07538000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AB0
3342000.00000000
PA
USD
3401652.06000000
0.117767976069
Long
DBT
CORP
JP
N
2
2021-03-01
Floating
3.78688000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAE1
1775000.00000000
PA
USD
1778716.73000000
0.061580627764
Long
DBT
CORP
US
Y
2
2021-07-30
Floating
2.43950000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTE1
10000000.00000000
PA
USD
10309904.30000000
0.356937317944
Long
DBT
CORP
US
Y
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NAP0
22100000.00000000
PA
USD
22147985.51000000
0.766781370203
Long
DBT
CORP
CA
N
2
2020-06-15
Floating
2.59363000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
7562E0BL9
13000000.00000000
PA
USD
12987902.72000000
0.449651813218
Long
DBT
CORP
GB
Y
2
2020-02-20
Fixed
0.00000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FG6
4762000.00000000
PA
USD
4778804.76000000
0.165446128730
Long
DBT
CORP
US
N
2
2021-09-01
Floating
2.15688000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2019-3, Class A1
76119NAA5
11335437.84000000
PA
USD
11405650.68000000
0.394872953683
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
2.63300000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
44328MAC8
4500000.00000000
PA
USD
4555173.60000000
0.157703835093
Long
DBT
CORP
GB
Y
2
2020-08-12
Fixed
4.12500000
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
01527LBB0
17000000.00000000
PA
USD
16990494.11000000
0.588224800319
Long
DBT
CORP
US
Y
2
2020-02-11
Fixed
0.00000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp., Series 2019-B, Class A2B
02665WDA6
5625000.00000000
PA
USD
5645450.31000000
0.195450106383
Long
DBT
CORP
US
N
2
2021-06-11
Floating
2.23838000
N
N
N
N
N
N
CWABS Inc. Asset-Backed Certificates Trust
N/A
CWABS Inc. Asset-Backed Certificates Trust, Series 2004-4, Class M1
1266715K8
1984316.99000000
PA
USD
1983123.82000000
0.068657368377
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
2.38088000
N
N
N
N
N
N
RELX Investments PLC
549300W2IQWS6TR7MH81
RELX Investments PLC
74949TB38
25000000.00000000
PA
USD
24996352.00000000
0.865394147381
Long
DBT
CORP
GB
Y
2
2020-02-03
Fixed
0.00000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BE1
5000000.00000000
PA
USD
5080464.65000000
0.175889840809
Long
DBT
CORP
US
N
2
2020-12-29
Fixed
3.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2016-2, Class C
03066DAF3
5419615.86000000
PA
USD
5430690.85000000
0.188014958255
Long
ABS-O
CORP
US
N
2
2021-11-08
Fixed
2.87000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962G4Y7
6176000.00000000
PA
USD
6327823.56000000
0.219074426319
Long
DBT
CORP
US
N
2
2021-01-07
Fixed
4.62500000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135MBC9
17500000.00000000
PA
USD
17485072.50000000
0.605347508630
Long
DBT
CORP
US
Y
2
2020-02-12
Fixed
0.00000000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BM6
3583000.00000000
PA
USD
3635575.37000000
0.125866592355
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
3.65000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05531MBD9
13500000.00000000
PA
USD
13491551.57000000
0.467088548272
Long
DBT
CORP
GB
Y
2
2020-02-13
Fixed
0.00000000
N
N
N
N
N
N
Chevron Corp.
LJOF0JWZSCIUPEC3LQ45
Chevron Corp.
166764BP4
12735000.00000000
PA
USD
12737730.00000000
0.440990629069
Long
DBT
CORP
US
N
2
2020-03-03
Fixed
1.99100000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
Social Professional Loan Program LLC, Series 2019-B, Class A1FX
83404WAA5
4354546.93000000
PA
USD
4382611.98000000
0.151729610694
Long
ABS-O
CORP
US
Y
2
2048-08-17
Fixed
2.78000000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
446438RV7
10000000.00000000
PA
USD
10006994.50000000
0.346450332959
Long
DBT
CORP
US
N
2
2020-03-10
Floating
2.40050000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TDP7
6000000.00000000
PA
USD
6114021.84000000
0.211672435933
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
2.60000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-1, Class A1
92537DAA8
8183912.11000000
PA
USD
8276366.58000000
0.286534579122
Long
ABS-MBS
CORP
US
Y
2
2059-02-25
Variable
3.83600000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
30161MAH6
10000000.00000000
PA
USD
10090399.70000000
0.349337889189
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Agricole Corporate & Investment Bank S.A.
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate & Investment Bank S.A.
22533AA98
7360000.00000000
PA
USD
7382462.43000000
0.255586886446
Long
DBT
CORP
FR
N
2
2021-10-03
Floating
2.53338000
N
N
N
N
N
N
UBS Group Funding Switzerland AG
549300SZJ9VS8SGXAN81
UBS Group Funding Switzerland AG
90351DAE7
8550000.00000000
PA
USD
8714452.67000000
0.301701477809
Long
DBT
CORP
CH
Y
2
2021-04-14
Floating
3.61775000
N
N
N
N
N
N
DXC Capital Funding Ltd.
6354001BJH7XSHGTD882
DXC Capital Funding Ltd.
23355GCK1
15000000.00000000
PA
USD
14964259.95000000
0.518074916717
Long
DBT
CORP
IE
Y
2
2020-03-19
Fixed
0.00000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFG4
10652000.00000000
PA
USD
10704778.53000000
0.370608186701
Long
DBT
CORP
US
N
2
2021-10-28
Floating
2.22538000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53944VAQ2
6521000.00000000
PA
USD
6547960.03000000
0.226695730931
Long
DBT
CORP
GB
N
2
2021-05-07
Floating
2.38350000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906AAA8
17600000.00000000
PA
USD
18333076.78000000
0.634706110272
Long
DBT
CORP
GB
Y
2
2022-09-29
Fixed
3.62500000
N
N
N
N
N
N
Repurchase Agreement
OXTKY6Q8X53C9ILVV871
Repurchase Agreement
N/A
28000000.00000000
PA
USD
28000000.00000000
0.969382897420
Long
RA
CORP
US
N
2
Repurchase
Y
2.45938000
2020-06-30
31646130
USD
30800000.39
USD
PLCMO
N
N
N
Octagon Investment Partners XVII Ltd.
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2
67590GBG3
5000000.00000000
PA
USD
4986578.50000000
0.172639425519
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-25
Floating
2.79413000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series Y
571903AZ6
6667000.00000000
PA
USD
6686218.63000000
0.231482356726
Long
DBT
CORP
US
N
2
2020-12-01
Floating
2.50688000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AS3
1900000.00000000
PA
USD
1900264.59000000
0.065788714075
Long
DBT
CORP
US
N
2
2021-02-26
Floating
2.51725000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AL7
10000000.00000000
PA
USD
10014469.60000000
0.346709127034
Long
DBT
CORP
US
N
2
2020-05-20
Floating
2.44850000
N
N
N
N
N
N
Countrywide Asset-Backed Ctfs.
N/A
Countrywide Asset-Backed Ctfs., Series 2006-6, Class 1A1
126670ZH4
1894037.03000000
PA
USD
1878943.44000000
0.065050558426
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
1.83088000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CD4
6000000.00000000
PA
USD
6109604.88000000
0.211519517166
Long
DBT
CORP
US
N
2
2021-04-16
Fixed
3.20000000
N
N
N
N
N
N
Express Scripts Holding Co.
5493003UA6VMND084504
Express Scripts Holding Co.
30219GAS7
10700000.00000000
PA
USD
10702411.25000000
0.370526229532
Long
DBT
CORP
US
N
2
2020-11-30
Floating
2.66375000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AF1
5000000.00000000
PA
USD
5065620.10000000
0.175375910348
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
2.94738000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AA3
16952000.00000000
PA
USD
16995794.14000000
0.588408291692
Long
DBT
CORP
US
N
2
2020-08-21
Fixed
2.30000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DD9
3250000.00000000
PA
USD
3269868.00000000
0.113205504143
Long
DBT
CORP
US
N
2
2021-03-09
Floating
2.60500000
N
N
N
N
N
N
Citigroup Global Markets, Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets, Inc.
N/A
50000000.00000000
PA
USD
50000000.00000000
1.731040888250
Long
RA
CORP
US
N
2
Repurchase
Y
2.25713000
2059-12-01
51218311
USD
35817838.22
USD
ABS
724
USD
497.85
USD
137681950
USD
19181663.97
USD
PLCMO
N
N
N
Halcyon Loan Advisors Funding Ltd.
549300PJT7LMFYT62C07
Halcyon Loan Advisors Funding Ltd., Series 2012-1A, Class B
40536AAE6
929418.22000000
PA
USD
930716.90000000
0.032222180185
Long
ABS-CBDO
CORP
KY
Y
2
2023-08-15
Floating
4.90988000
N
N
N
N
N
N
Golub Capital BDC CLO LLC
254900LXHYWX8HYU1V40
Golub Capital BDC CLO LLC, Series 2014-1A, Class BR
38174AAQ0
1000000.00000000
PA
USD
998890.30000000
0.034582399043
Long
ABS-CBDO
CORP
US
Y
2
2026-04-25
Floating
3.19413000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2019-1, Class A1
19687XAA5
2300494.05000000
PA
USD
2342566.41000000
0.081101564783
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
3.70500000
N
N
N
N
N
N
Diamond CLO Ltd.
N/A
Diamond CLO Ltd., Series 2019-1A, Class A1
25257AAA2
12000000.00000000
PA
USD
12002652.00000000
0.415541627588
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-25
Floating
3.39413000
N
N
N
N
N
N
Homeward Opportunities Fund I Trust
N/A
Homeward Opportunities Fund I Trust, Series 2019-1, Class A1
43789EAA4
8630050.43000000
PA
USD
8756040.54000000
0.303141283878
Long
ABS-MBS
CORP
US
Y
2
2059-01-25
Variable
3.45400000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906EN73
10000000.00000000
PA
USD
9799360.00000000
0.339261856773
Long
DBT
CORP
GB
Y
2
2021-01-07
Fixed
0.00000000
N
N
N
N
N
N
Bell Canada, Inc.
549300O5ZKB2MUUSKB97
Bell Canada, Inc.
07787PDF2
8500000.00000000
PA
USD
8466885.45000000
0.293130498201
Long
DBT
CORP
CA
Y
2
2020-04-15
Fixed
0.00000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding, Series 2019-A2, Class A
00138CAK4
5000000.00000000
PA
USD
5064604.50000000
0.175340749446
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
2.30000000
N
N
N
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank N.V.
00084DAS9
4834000.00000000
PA
USD
4864115.82000000
0.168399667392
Long
DBT
CORP
NL
Y
2
2021-08-27
Floating
2.48863000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAH1
4000000.00000000
PA
USD
4015079.36000000
0.139005330834
Long
DBT
CORP
US
Y
2
2021-06-25
Floating
2.40663000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20271RAK6
5995000.00000000
PA
USD
5998938.83000000
0.207688168016
Long
DBT
CORP
AU
N
2
2020-03-12
Fixed
2.30000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAW8
4000000.00000000
PA
USD
4000000.00000000
0.138483271060
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
5.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2017-2, Class A3
14314PAC0
2957722.29000000
PA
USD
2960659.31000000
0.102500446435
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
1.93000000
N
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
46652LB30
12500000.00000000
PA
USD
12497229.13000000
0.432664292277
Long
DBT
CORP
US
Y
2
2020-02-03
Fixed
0.00000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAG9
2000000.00000000
PA
USD
2020744.52000000
0.069959827776
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.12500000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
74457LB47
12000000.00000000
PA
USD
11997765.36000000
0.415372448115
Long
DBT
CORP
US
Y
2
2020-02-04
Fixed
0.00000000
N
N
N
N
N
N
Aon PLC
VVT2B79I2Z4U3R6BY589
Aon PLC
00185AAJ3
7510000.00000000
PA
USD
7597803.77000000
0.263042179735
Long
DBT
CORP
GB
N
2
2021-03-15
Fixed
2.80000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBC2
7500000.00000000
PA
USD
7507030.73000000
0.259899542859
Long
DBT
CORP
US
Y
2
2020-06-26
Floating
2.24663000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHJ1
12000000.00000000
PA
USD
12077884.92000000
0.418146252802
Long
DBT
CORP
US
N
2
2022-06-25
Floating
2.59663000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAJ9
2300000.00000000
PA
USD
2333130.42000000
0.080774883092
Long
DBT
CORP
JP
N
2
2021-10-19
Floating
2.95913000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2017-5A, Class A1
64828NAA3
921618.56000000
PA
USD
938713.48000000
0.032499028324
Long
ABS-MBS
CORP
US
Y
2
2057-06-25
Floating
3.16088000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDJ9
7407000.00000000
PA
USD
7449652.10000000
0.257913047766
Long
DBT
CORP
US
Y
2
2022-07-12
Floating
2.28788000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ADC2
4737000.00000000
PA
USD
4759295.59000000
0.164770705311
Long
DBT
CORP
AU
Y
2
2021-05-17
Floating
2.36413000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC, Series 2018-3A, Class A1
165183BT0
5282859.78000000
PA
USD
5389661.24000000
0.186594479605
Long
ABS-O
CORP
US
Y
2
2031-01-15
Fixed
3.39000000
N
N
N
N
N
N
B.A.T. Capital Corp.
2138005GYEXN7XRHFA84
B.A.T. Capital Corp.
05526DAV7
12685000.00000000
PA
USD
12944751.63000000
0.448157887195
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.76400000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
68269EB68
32500000.00000000
PA
USD
32489756.98000000
1.124821955633
Long
DBT
CORP
US
Y
2
2020-02-06
Fixed
0.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBJ7
10000000.00000000
PA
USD
10035609.10000000
0.347440993811
Long
DBT
CORP
US
Y
2
2021-11-19
Floating
2.35463000
N
N
N
N
N
N
Societe Generale
N/A
Societe Generale
N/A
50000000.00000000
PA
USD
50000000.00000000
1.731040888250
Long
RA
CORP
US
N
2
Repurchase
Y
2.29713000
2059-12-01
5831030
USD
5141224.11
USD
PLCMO
2406268
USD
601302.57
USD
ABS
49857997
USD
49197365.36
USD
CDS
N
N
N
FMC Technologies, Inc.
EMQFUEY7DV1MVNKAUT87
FMC Technologies, Inc.
3024X2D11
12000000.00000000
PA
USD
11963481.36000000
0.414185507999
Long
DBT
CORP
US
Y
2
2020-04-01
Fixed
0.00000000
N
N
N
N
N
N
Golub Capital Partners CLO 16 Ltd.
N/A
Golub Capital Partners CLO 16 Ltd., Series 2013-16A, Class A1R
38172XAG4
4800000.00000000
PA
USD
4797587.04000000
0.166096386623
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-25
Floating
3.63963000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAE1
10000000.00000000
PA
USD
10082911.40000000
0.349078638120
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
4.40000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAM0
1250000.00000000
PA
USD
1250147.39000000
0.043281124968
Long
DBT
CORP
US
N
2
2021-02-10
Floating
2.45063000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CB8
8100000.00000000
PA
USD
8141591.15000000
0.281868543521
Long
DBT
CORP
US
N
2
2021-04-16
Floating
2.38263000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBA2
17300000.00000000
PA
USD
17382527.92000000
0.601797331413
Long
DBT
CORP
US
Y
2
2021-05-14
Floating
2.40925000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCM9
16100000.00000000
PA
USD
16133356.46000000
0.558549993939
Long
DBT
CORP
US
Y
2
2021-01-08
Floating
2.10225000
N
N
N
N
N
N
Mondelez International Holdings Netherlands B.V.
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands B.V.
60920LAC8
18052000.00000000
PA
USD
18124415.78000000
0.627482095816
Long
DBT
CORP
NL
Y
2
2021-10-28
Fixed
2.00000000
N
N
N
N
N
N
Reckson Operating Partnership L.P.
549300Z8X84XIDB6JE13
Reckson Operating Partnership L.P.
75625AAB0
3866000.00000000
PA
USD
3891240.38000000
0.134717924075
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
7.75000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAQ4
2600000.00000000
PA
USD
2603449.45000000
0.090133548968
Long
DBT
CORP
LU
N
2
2020-03-12
Floating
3.14225000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBS3
4100000.00000000
PA
USD
4109779.03000000
0.142283910852
Long
DBT
CORP
US
N
2
2020-10-30
Floating
2.21950000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAB5
12000000.00000000
PA
USD
12109561.08000000
0.419242907364
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
2.40000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369BBR9
12800000.00000000
PA
USD
12783866.62000000
0.442587916583
Long
DBT
CORP
US
Y
2
2020-02-25
Fixed
0.00000000
N
N
N
N
N
N
DXC Capital Funding Ltd.
6354001BJH7XSHGTD882
DXC Capital Funding Ltd.
23355GBT3
15500000.00000000
PA
USD
15479435.38000000
0.535910711396
Long
DBT
CORP
IE
Y
2
2020-02-27
Fixed
0.00000000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust, Series 2017-1A, Class A1
65341KAS5
10000000.00000000
PA
USD
10011431.00000000
0.346603928217
Long
ABS-O
CORP
US
Y
2
2022-04-18
Floating
2.52625000
N
N
N
N
N
N
Bear Stearns Asset Backed Securities I Trust
N/A
Bear Stearns Asset Backed Securities I Trust, Series 2006-HE9, Class 2A
07389MAD9
1933622.74000000
PA
USD
1900340.65000000
0.065791347335
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
1.80088000
N
N
N
N
N
N
Golub Capital Partners CLO 39B Ltd.
254900UTQO35BUTIHC49
Golub Capital Partners CLO 39B Ltd., Series 2018-39A, Class A1
38176LAA9
10000000.00000000
PA
USD
10004859.00000000
0.346376400203
Long
ABS-CBDO
CORP
KY
Y
2
2028-10-20
Floating
2.96913000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22550UAA9
15000000.00000000
PA
USD
15008966.85000000
0.519622706154
Long
DBT
CORP
CH
N
2
2022-02-04
Floating
2.03305000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCW9
20000000.00000000
PA
USD
20111732.60000000
0.696284629283
Long
DBT
CORP
US
N
2
2021-10-01
Floating
2.34938000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBD0
4580000.00000000
PA
USD
4602270.25000000
0.159334359630
Long
DBT
CORP
US
N
2
2021-03-12
Floating
2.56725000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
09702LBS3
21000000.00000000
PA
USD
20973230.88000000
0.726110404239
Long
DBT
CORP
US
Y
2
2020-02-26
Fixed
0.00000000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
225313AH8
9750000.00000000
PA
USD
9788220.00000000
0.338876180863
Long
DBT
CORP
FR
Y
2
2020-06-10
Floating
2.86050000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
3454G0D21
13600000.00000000
PA
USD
13538961.70000000
0.468729925743
Long
DBT
CORP
US
Y
2
2020-04-02
Fixed
0.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RBD3
2006000.00000000
PA
USD
2054757.66000000
0.071137390498
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.00000000
N
N
N
N
N
N
OCP CLO Ltd.
254900NUK1R46EK6YF62
OCP CLO Ltd., Series 2014-7A, Class A1RR
67107KAZ9
6750000.00000000
PA
USD
6751092.83000000
0.233728354582
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-20
Floating
2.93913000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AX2
6000000.00000000
PA
USD
6035840.22000000
0.208965724315
Long
DBT
CORP
JP
N
2
2021-07-26
Floating
2.44413000
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
26055ACW4
25000000.00000000
PA
USD
24926495.75000000
0.862975666880
Long
DBT
CORP
US
N
2
2020-03-30
Fixed
0.00000000
N
N
N
N
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
46652LB71
20600000.00000000
PA
USD
20589525.52000000
0.712826210895
Long
DBT
CORP
US
Y
2
2020-02-07
Fixed
0.00000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAS8
3470000.00000000
PA
USD
3495737.86000000
0.121025303405
Long
DBT
CORP
US
Y
2
2020-11-19
Fixed
2.62500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
90261XGD8
10250000.00000000
PA
USD
10412953.58000000
0.360504968288
Long
DBT
CORP
CH
N
2
2020-08-04
Fixed
4.87500000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVQ4
250000.00000000
PA
USD
251480.93000000
0.008706475448
Long
DBT
CORP
US
N
2
2020-09-15
Floating
3.09363000
N
N
N
N
N
N
Georgia Power Co., Series C
D981X4Z4RWS7PDMJUZ03
Georgia Power Co., Series C
373334KJ9
15000000.00000000
PA
USD
15030867.30000000
0.520380917643
Long
DBT
CORP
US
N
2
2020-09-08
Fixed
2.00000000
N
N
N
N
N
N
ACIS CLO Ltd.
549300KBPN4VDPV9ZF83
ACIS CLO Ltd., Series 2015-6A, Classs A1
00452PAA5
1569544.12000000
PA
USD
1570841.19000000
0.054383806576
Long
ABS-CBDO
CORP
KY
Y
2
2027-05-01
Floating
3.49913000
N
N
N
N
N
N
Reynolds Group Issuer, Inc./LLC
N/A
Reynolds Group Issuer, Inc./LLC
761735AR0
2800000.00000000
PA
USD
2806328.00000000
0.097157370276
Long
DBT
CORP
US
Y
2
2021-07-15
Floating
5.33125000
N
N
N
N
N
N
TRI-PARTY CITIGROUP GLOBAL MARKETS
MBNUM2BPBDO7JBLYG310
TRI-PARTY CITIGROUP GLOBAL MARKETS
N/A
10000000.00000000
PA
USD
10000000.00000000
0.346208177650
Long
RA
CORP
US
N
2
Repurchase
Y
2.25113000
2059-12-01
8517000
USD
10237086
USD
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AD2
15000000.00000000
PA
USD
15129175.80000000
0.523784438306
Long
DBT
CORP
US
N
2
2020-09-17
Fixed
3.20000000
N
N
N
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621XAL2
510000.00000000
PA
USD
510054.92000000
0.017658518435
Long
DBT
CORP
US
N
2
2021-03-26
Floating
3.19663000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO I LLC
N/A
ABPCI Direct Lending Fund CLO I LLC, Series 2017-1A, Class A1
000823AA2
1800000.00000000
PA
USD
1799789.04000000
0.062310168369
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-20
Floating
3.59913000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135MCA2
3000000.00000000
PA
USD
2991663.75000000
0.103573845502
Long
DBT
CORP
US
Y
2
2020-03-10
Fixed
0.00000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KD2
10000000.00000000
PA
USD
10052138.50000000
0.348013255157
Long
DBT
CORP
US
N
2
2021-05-13
Floating
2.30463000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790ABE2
10650000.00000000
PA
USD
10642126.67000000
0.368439128074
Long
DBT
CORP
US
Y
2
2020-02-14
Fixed
0.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2019-INV1, Class A1
92537FAA3
7331601.74000000
PA
USD
7416984.11000000
0.256782055238
Long
ABS-MBS
CORP
US
Y
2
2059-12-25
Variable
3.40200000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDV1
11315000.00000000
PA
USD
11437595.31000000
0.395978902897
Long
DBT
CORP
US
N
2
2021-07-15
Floating
2.78125000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAT6
16183000.00000000
PA
USD
16203433.30000000
0.560976111446
Long
DBT
CORP
US
N
2
2020-05-14
Fixed
2.50000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CZ0
6772000.00000000
PA
USD
6773329.14000000
0.234498193818
Long
DBT
CORP
US
N
2
2021-08-16
Floating
2.55413000
N
N
N
N
N
N
WEA Finance LLC/Westfield UK & Europe Finance PLC
N/A
WEA Finance LLC/Westfield UK & Europe Finance PLC
92890HAE2
9397000.00000000
PA
USD
9472334.53000000
0.327939967572
Long
DBT
CORP
US
Y
2
2020-10-05
Fixed
3.25000000
N
N
N
N
N
N
NXT Capital CLO LLC
549300YAYHVI0LX76040
NXT Capital CLO LLC, Series 2017-1A, Class A
62959AAA6
7500000.00000000
PA
USD
7499283.75000000
0.259631336076
Long
ABS-CBDO
CORP
US
Y
2
2029-04-20
Floating
3.51913000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XAY2
9666000.00000000
PA
USD
9708736.87000000
0.336124409904
Long
DBT
CORP
US
N
2
2020-07-13
Fixed
3.20000000
N
N
N
N
N
N
Plains All American Pipeline L.P.
5521FA2ITF25TVH63740
Plains All American Pipeline L.P.
72650WB59
25000000.00000000
PA
USD
24994156.25000000
0.865318128721
Long
DBT
CORP
US
Y
2
2020-02-05
Fixed
0.00000000
N
N
N
N
N
N
Wells Fargo Bank, N.A.
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank, N.A.
94988J5V5
15000000.00000000
PA
USD
15015747.00000000
0.519857440492
Long
DBT
CORP
US
N
2
2021-05-21
Floating
2.27463000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CD9
9134000.00000000
PA
USD
9334613.42000000
0.323171950120
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
Nissan Motor Acceptance Corp.
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp.
65475LEC2
10000000.00000000
PA
USD
9945401.70000000
0.344317939855
Long
DBT
CORP
US
Y
2
2020-05-12
Fixed
0.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CE6
7500000.00000000
PA
USD
7510155.60000000
0.260007728414
Long
DBT
CORP
US
Y
2
2020-11-16
Floating
2.10413000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBB4
7059000.00000000
PA
USD
7060036.19000000
0.244424226348
Long
DBT
CORP
US
N
2
2021-10-05
Floating
2.62025000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DB3
3450000.00000000
PA
USD
3451931.52000000
0.119508692091
Long
DBT
CORP
US
N
2
2020-03-09
Floating
2.51500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XKH0
10000000.00000000
PA
USD
10039969.60000000
0.347591957887
Long
DBT
CORP
CA
N
2
2021-04-30
Floating
2.15950000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29366EDU7
8000000.00000000
PA
USD
7960849.76000000
0.275611128795
Long
DBT
CORP
US
Y
2
2020-04-28
Fixed
0.00000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GBR9
15794000.00000000
PA
USD
15914471.89000000
0.550972031129
Long
DBT
CORP
US
Y
2
2020-12-03
Fixed
2.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37046TB45
10000000.00000000
PA
USD
9997056.70000000
0.346106278197
Long
DBT
CORP
US
Y
2
2020-02-04
Fixed
0.00000000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2019-4, Class A1
196860AA8
11135783.61000000
PA
USD
11252992.19000000
0.389587791921
Long
ABS-MBS
CORP
US
Y
2
2049-11-25
Variable
2.57900000
N
N
N
N
N
N
TICP CLO II-2 Ltd.
N/A
TICP CLO II-2 Ltd., Series 2018-IIA, Class A1
87249TAC8
11000000.00000000
PA
USD
10980457.40000000
0.380152414621
Long
ABS-CBDO
CORP
KY
Y
2
2028-04-20
Floating
2.65913000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust, Series 2007-1, Class 1A
12559QAA0
1765728.53000000
PA
USD
1789304.71000000
0.061947192290
Long
ABS-MBS
CORP
US
Y
2
2037-10-25
Floating
3.01088000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTN1
10000000.00000000
PA
USD
10032946.90000000
0.347348826270
Long
DBT
CORP
US
Y
2
2023-01-06
Floating
2.13931500
N
N
N
N
N
N
Credit Agricole Corporate & Investment Bank S.A.
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate & Investment Bank S.A.
22533B2G9
10000000.00000000
PA
USD
10017836.60000000
0.346825695328
Long
DBT
CORP
FR
Y
2
2021-05-03
Floating
2.30225000
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BK7
6000000.00000000
PA
USD
6005491.38000000
0.207915022656
Long
DBT
CORP
US
N
2
2021-12-29
Floating
3.16050000
N
N
N
N
N
N
KeyBank N.A.
HUX2X73FUCYHUVH1BK78
KeyBank N.A.
49327M2Y9
11538000.00000000
PA
USD
11629789.52000000
0.402632823617
Long
DBT
CORP
US
N
2
2022-02-01
Floating
2.56913000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAA9
8794000.00000000
PA
USD
9038606.52000000
0.312923949178
Long
DBT
CORP
US
Y
2
2021-02-15
Fixed
5.00000000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
3016E2BB8
8000000.00000000
PA
USD
7995575.52000000
0.276813363004
Long
DBT
CORP
US
Y
2
2020-02-11
Fixed
0.00000000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAB9
10105000.00000000
PA
USD
10220205.59000000
0.353831875252
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
N
GoldenTree Loan Management US CLO1, Ltd.
549300UYD6YMBA6XSE43
GoldenTree Loan Management US CLO1, Ltd., Series 2017-2A, Class A
38136MAC2
10000000.00000000
PA
USD
10009803.00000000
0.346547565526
Long
ABS-CBDO
CORP
KY
Y
2
2030-11-28
Floating
2.96913000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAP1
8350000.00000000
PA
USD
8366245.26000000
0.289646252523
Long
DBT
CORP
US
N
2
2021-02-10
Floating
2.47063000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38143U8F1
8050000.00000000
PA
USD
8136239.81000000
0.281683275754
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
2.87500000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BV0
5000000.00000000
PA
USD
5022316.50000000
0.173876704304
Long
DBT
CORP
US
N
2
2021-05-17
Floating
2.42913000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGU7
8850000.00000000
PA
USD
8884070.64000000
0.307573790638
Long
DBT
CORP
US
N
2
2021-10-01
Floating
2.55938000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAP6
9155000.00000000
PA
USD
9157748.88000000
0.317048755112
Long
DBT
CORP
LU
N
2
2020-03-12
Fixed
3.00000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij N.V.
82620KAN3
5000000.00000000
PA
USD
5002926.85000000
0.173205418765
Long
DBT
CORP
NL
Y
2
2020-03-16
Floating
2.23363000
N
N
N
N
N
N
Mylan N.V.
549300A0CD4KNFGIIS89
Mylan N.V.
62854AAM6
15000000.00000000
PA
USD
15239653.80000000
0.527609277011
Long
DBT
CORP
NL
N
2
2021-06-15
Fixed
3.15000000
N
N
N
N
N
N
Recette Clo Ltd.
549300392I5L5XOJ0016
Recette Clo Ltd., Series 2015-1A, Class BR
75620TAS7
2000000.00000000
PA
USD
1999399.20000000
0.069220835342
Long
ABS-CBDO
CORP
KY
Y
2
2027-10-20
Floating
3.11913000
N
N
N
N
N
N
Golden Credit Card Trust
549300BEDPMEONLTJX58
Golden Credit Card Trust, Series 2019-1A, Class A
380881EX6
14500000.00000000
PA
USD
14549880.00000000
0.503728743982
Long
ABS-O
CORP
CA
Y
2
2022-12-15
Floating
2.12625000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2020-NQM1, Series A1
64830VAA1
5750000.00000000
PA
USD
5783379.90000000
0.200225341583
Long
ABS-MBS
CORP
US
Y
2
2060-01-26
Variable
2.46413000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PAV6
13000000.00000000
PA
USD
13128574.29000000
0.454521978008
Long
DBT
CORP
AU
Y
2
2021-01-15
Fixed
2.85000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust, Series 2019-A, Class A1
63941BAA3
1575251.02000000
PA
USD
1585638.86000000
0.054896114013
Long
ABS-O
CORP
US
Y
2
2043-01-15
Fixed
3.03000000
N
N
N
N
N
N
Countrywide Asset-Backed Ctfs.
N/A
Countrywide Asset-Backed Ctfs., Series 2004-SD2, Class M1
1266716Y7
332983.87000000
PA
USD
334534.91000000
0.011581872155
Long
ABS-MBS
CORP
US
Y
2
2033-06-25
Floating
2.28088000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Class 2020-1, Class A1
12597KAA7
11830000.00000000
PA
USD
11857911.70000000
0.410530600039
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
2.48800000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust, Series 2019-3A, Class A
26253KAA2
3883647.68000000
PA
USD
3896122.73000000
0.134886955025
Long
ABS-O
CORP
US
Y
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDZ4
23826000.00000000
PA
USD
23861133.82000000
0.826091965648
Long
DBT
CORP
US
N
2
2020-05-22
Floating
2.44875000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571900BA6
1986000.00000000
PA
USD
1994884.89000000
0.069064546238
Long
DBT
CORP
US
N
2
2021-03-08
Floating
2.53500000
N
N
N
N
N
N
HSI Asset Securitization Corp. Trust
N/A
HSI Asset Securitization Corp. Trust, Series 2006-OPT2, Class M2
40430HEB0
2500000.00000000
PA
USD
2491500.50000000
0.086257784771
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.05088000
N
N
N
N
N
N
Volkswagen Group of America Finance, LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668AZ5
6385000.00000000
PA
USD
6495377.62000000
0.224875284896
Long
DBT
CORP
US
Y
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
008117AN3
12000000.00000000
PA
USD
12296356.68000000
0.425709923791
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
4.12500000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Series N
571903AM5
11412000.00000000
PA
USD
11631918.48000000
0.402706529953
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.12500000
N
N
N
N
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank, N.A.
48125LRS3
10730000.00000000
PA
USD
10734295.86000000
0.371630100804
Long
DBT
CORP
US
N
2
2021-02-19
Floating
2.27263000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
6325C0DW8
12000000.00000000
PA
USD
12116123.64000000
0.419470108558
Long
DBT
CORP
AU
Y
2
2021-11-04
Floating
2.61225000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc., Series H
65339KAQ3
7200000.00000000
PA
USD
7260394.46000000
0.251360793501
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
3.34200000
N
N
N
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690BM1
2000000.00000000
PA
USD
2021320.50000000
0.069979768675
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
3.50000000
N
N
N
N
N
N
Industrial & Commercial Bank of China Ltd.
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd.
45581BCX3
12500000.00000000
PA
USD
12462812.50000000
0.431472760401
Long
DBT
CORP
US
Y
2
2020-03-31
Fixed
0.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406HDD8
9000000.00000000
PA
USD
9038426.76000000
0.312917725740
Long
DBT
CORP
US
N
2
2020-08-17
Fixed
2.60000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAP7
4450000.00000000
PA
USD
4450927.91000000
0.154094764057
Long
DBT
CORP
US
N
2
2021-03-19
Floating
2.65250000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CU7
17896000.00000000
PA
USD
18087741.14000000
0.626212389788
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
2.60000000
N
N
N
N
N
N
GCAT LLC
N/A
GCAT LLC, Series 2019-NQM1, Class A1
36166PAA6
12298126.37000000
PA
USD
12412134.92000000
0.429718261139
Long
ABS-MBS
CORP
US
Y
2
2059-02-25
Variable
2.98500000
N
N
N
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
05348EBD0
5350000.00000000
PA
USD
5351462.64000000
0.185272012835
Long
DBT
CORP
US
N
2
2021-01-15
Floating
2.26125000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust, Series 2019-2A, Class A1
65341KBJ4
10000000.00000000
PA
USD
10030248.00000000
0.347255388145
Long
ABS-O
CORP
US
Y
2
2024-10-15
Floating
2.37625000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAG6
9574000.00000000
PA
USD
9632698.19000000
0.333491888621
Long
DBT
CORP
US
Y
2
2021-06-01
Floating
2.85688000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAY6
8000000.00000000
PA
USD
8016927.60000000
0.277552589474
Long
DBT
CORP
US
N
2
2021-05-04
Floating
2.38225000
N
N
N
N
N
N
White Plains Capital Co., LLC
N/A
White Plains Capital Co., LLC
96437TBL0
20000000.00000000
PA
USD
19979077.80000000
0.691692011626
Long
DBT
CORP
US
Y
2
2020-02-20
Fixed
0.00000000
N
N
N
N
N
N
CSMC
N/A
CSMC, Series 2014-2R, Class 27A1
12648ELS9
202340.62000000
PA
USD
198134.48000000
0.006859577725
Long
ABS-MBS
CORP
US
Y
2
2046-02-27
Floating
1.99200000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26244HCK7
7500000.00000000
PA
USD
7482129.98000000
0.259037458531
Long
DBT
CORP
US
Y
2
2020-03-19
Fixed
0.00000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WCR0
10666000.00000000
PA
USD
10703585.28000000
0.370566875411
Long
DBT
CORP
US
N
2
2021-01-08
Floating
2.34225000
N
N
N
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
1518T2C69
15000000.00000000
PA
USD
14975033.40000000
0.518447902366
Long
DBT
CORP
US
Y
2
2020-03-06
Fixed
0.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAM2
6552000.00000000
PA
USD
6565194.22000000
0.227292392682
Long
DBT
CORP
US
N
2
2020-08-07
Floating
2.69350000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-1, Class A1
03464MAA2
8269770.19000000
PA
USD
8446097.40000000
0.292410798910
Long
ABS-MBS
CORP
US
Y
2
2048-11-25
Variable
3.92000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAH9
11853000.00000000
PA
USD
12041805.61000000
0.416897157585
Long
DBT
CORP
US
N
2
2022-05-15
Floating
2.80988000
N
N
N
N
N
N
GS Mortgage Securities Corp. Trust
N/A
GS Mortgage Securities Corp. Trust, Series 2017-STAY, Class A
36253VAA7
12200000.00000000
PA
USD
12203441.62000000
0.422493128431
Long
ABS-MBS
CORP
US
Y
2
2032-07-15
Floating
2.59000000
N
N
N
N
N
N
Energy Transfer Operating L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating L.P.
29273RAX7
3140000.00000000
PA
USD
3174178.18000000
0.109892644323
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.15000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
0020A2BS0
20000000.00000000
PA
USD
19974476.60000000
0.691532714319
Long
DBT
CORP
US
Y
2
2020-02-26
Fixed
0.00000000
N
N
N
N
N
N
MUFG Union Bank, N.A.
OX3PU53ZLPQKJ4700D47
MUFG Union Bank, N.A.
90520EAH4
7500000.00000000
PA
USD
7711474.95000000
0.266977568943
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
TRI-PARTY J.P. MORGAN SECURITIES L
ZBUT11V806EZRVTWT807
TRI-PARTY J.P. MORGAN SECURITIES L
N/A
25000000.00000000
PA
USD
25000000.00000000
0.865520444125
Long
RA
CORP
US
N
2
Repurchase
Y
2.48213000
2059-12-01
231377584
USD
10515070.55
USD
ABS
7569311
USD
7749644.71
USD
91445000
USD
8900925.97
USD
PLCMO
N
N
N
Venture XII CLO Ltd.
549300C7PSULF5Z6ZE61
Venture XII CLO Ltd., Series 2012-12A, Class ARR
92329JAY5
4274070.43000000
PA
USD
4274072.57000000
0.147971887560
Long
ABS-CBDO
CORP
KY
Y
2
2026-02-28
Floating
2.71375000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-4, Class A1
03463UAA5
6446726.71000000
PA
USD
6508034.44000000
0.225313474355
Long
ABS-MBS
CORP
US
Y
2
2049-07-26
Variable
2.99300000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBB0
10000000.00000000
PA
USD
10183545.80000000
0.352562683343
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.50000000
N
N
N
N
N
N
BPCE S.A.
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAB8
12000000.00000000
PA
USD
12206091.24000000
0.422584860443
Long
DBT
CORP
FR
Y
2
2022-05-22
Floating
3.11875000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
7265000.00000000
PA
USD
7295879.16000000
0.252589302833
Long
ABS-MBS
CORP
US
Y
2
2059-12-25
Variable
2.46600000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80285PFV9
28300000.00000000
PA
USD
28097773.01000000
0.972767878981
Long
DBT
CORP
GB
N
2
2020-06-29
Fixed
0.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCZ4
6665000.00000000
PA
USD
6683810.76000000
0.231398994297
Long
DBT
CORP
US
Y
2
2021-08-06
Floating
2.22825000
N
N
N
N
N
N
Newstar Commercial Loan Funding LLC
549300HA6DDD2ONJSM48
Newstar Commercial Loan Funding LLC, Series 2017-1A, Class BN
65252AAE5
2500000.00000000
PA
USD
2503528.00000000
0.086674186657
Long
ABS-CBDO
CORP
US
Y
2
2027-03-20
Floating
4.40800000
N
N
N
N
N
N
Bank of China Ltd.
549300OGSFI8KL1WUU09
Bank of China Ltd.
06119QD20
12000000.00000000
PA
USD
11957592.00000000
0.413981613540
Long
DBT
CORP
HK
N
2
2020-04-02
Fixed
0.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCV3
12000000.00000000
PA
USD
12024720.12000000
0.416305643949
Long
DBT
CORP
US
Y
2
2020-09-28
Fixed
1.95000000
N
N
N
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040WB59
9265000.00000000
PA
USD
9262786.68000000
0.320685249644
Long
DBT
CORP
US
Y
2
2020-02-05
Fixed
0.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BZ1
12000000.00000000
PA
USD
12083500.56000000
0.418340670851
Long
DBT
CORP
US
N
2
2021-11-05
Floating
2.49050000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGN3
2250000.00000000
PA
USD
2256154.99000000
0.078109930758
Long
DBT
CORP
US
N
2
2021-07-21
Floating
2.47913000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAF7
8423000.00000000
PA
USD
8440271.11000000
0.292209087986
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
2.80000000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2019-2, Class A1
31573TAA6
7499388.57000000
PA
USD
7560222.12000000
0.261741072279
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.73900000
N
N
N
N
N
N
Citizens Bank N.A.
DRMSV1Q0EKMEXLAU1P80
Citizens Bank N.A.
17401QAK7
2884000.00000000
PA
USD
2888860.03000000
0.100014696647
Long
DBT
CORP
US
N
2
2020-05-26
Floating
2.48725000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2019-1A, Class A1
24380RAA8
7150319.95000000
PA
USD
7222659.74000000
0.250054386637
Long
ABS-MBS
CORP
US
Y
2
2059-01-25
Variable
3.74300000
N
N
N
N
N
N
TRI-PARTY SOCIETE GENERALE
N/A
TRI-PARTY SOCIETE GENERALE
N/A
17000000.00000000
PA
USD
17000000.00000000
0.588553902005
Long
RA
CORP
US
N
2
Repurchase
Y
1.76000000
2059-12-01
43735909
USD
16992974.7
USD
PLCMO
1552702
USD
1671834.66
USD
CDS
34224
USD
35140.22
USD
ABS
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAB2
8000000.00000000
PA
USD
8012278.88000000
0.277391646986
Long
DBT
CORP
US
N
2
2020-04-23
Floating
2.96625000
N
N
N
N
N
N
GSAMP Trust
N/A
GSAMP Trust, Series 2005-HE6, Class M1
362341G45
691771.50000000
PA
USD
695180.27000000
0.024067709441
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
2.10088000
N
N
N
N
N
N
Hertz Vehicle Financing II L.P.
549300FPK70TCB78NG05
Hertz Vehicle Financing II L.P., Series 2015-1A, Class A
42806DAA7
19000000.00000000
PA
USD
19016946.10000000
0.658382225375
Long
ABS-O
CORP
US
Y
2
2021-03-25
Fixed
2.73000000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21037CBC9
10000000.00000000
PA
USD
9991470.00000000
0.345912862074
Long
DBT
CORP
US
Y
2
2020-02-12
Fixed
0.00000000
N
N
N
N
N
N
Ovintiv Canada ULC
CZ72ZHBVKZXQRV3XFE26
Ovintiv Canada ULC
29250ABD4
14500000.00000000
PA
USD
14490925.76000000
0.501687699983
Long
DBT
CORP
CA
Y
2
2020-02-13
Fixed
0.00000000
N
N
N
N
N
N
Venture XVI CLO Ltd.
549300OT41NOT6O55015
Venture XVI CLO Ltd., Series 2014-16A, Class ARR
92329XAQ1
1500000.00000000
PA
USD
1498891.05000000
0.051892833891
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
2.68125000
N
N
N
N
N
N
Citizens Bank N.A.
DRMSV1Q0EKMEXLAU1P80
Citizens Bank N.A.
17401QAH4
10000000.00000000
PA
USD
10004904.30000000
0.346377968526
Long
DBT
CORP
US
N
2
2020-03-02
Floating
2.44688000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust, Series 2019-1A, Class A1
65341KBF2
12750000.00000000
PA
USD
12787856.03000000
0.442726033219
Long
ABS-O
CORP
US
Y
2
2024-02-15
Floating
2.32625000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAV9
10000000.00000000
PA
USD
10032248.50000000
0.347324647091
Long
DBT
CORP
US
Y
2
2021-07-08
Floating
2.81225000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
7562E0FP6
9000000.00000000
PA
USD
8933004.00000000
0.309267903578
Long
DBT
CORP
GB
Y
2
2020-06-23
Fixed
0.00000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LAW9
5893000.00000000
PA
USD
5963864.86000000
0.206473878493
Long
DBT
CORP
US
N
2
2020-06-30
Fixed
4.75000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790ABA0
11350000.00000000
PA
USD
11344053.85000000
0.392740421057
Long
DBT
CORP
US
Y
2
2020-02-10
Fixed
0.00000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DJ6
9875000.00000000
PA
USD
9906799.87000000
0.342981512933
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.00000000
N
N
N
N
N
N
Avery Point V CLO Ltd.
549300V091GOUE8M6G49
Avery Point V CLO Ltd., Series 2014-5A, Class AR
05363XAN7
3518415.78000000
PA
USD
3519447.03000000
0.121846134259
Long
ABS-CBDO
CORP
KY
Y
2
2026-07-17
Floating
2.81613000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCD0
7500000.00000000
PA
USD
7647190.73000000
0.264751996677
Long
DBT
CORP
US
Y
2
2022-04-13
Fixed
2.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140BA7
1155000.00000000
PA
USD
1155260.54000000
0.039996064626
Long
DBT
CORP
US
N
2
2020-05-11
Floating
1.98063000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29366ED37
10500000.00000000
PA
USD
10463985.00000000
0.362271717780
Long
DBT
CORP
US
Y
2
2020-04-03
Fixed
0.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DA5
5000000.00000000
PA
USD
5006250.05000000
0.173320470667
Long
DBT
CORP
US
N
2
2020-03-09
Fixed
3.12500000
N
N
N
N
N
N
SunTrust Bank
JJKC32MCHWDI71265Z06
SunTrust Bank
86787EBD8
10833000.00000000
PA
USD
10905190.68000000
0.377546619224
Long
DBT
CORP
US
N
2
2022-05-17
Floating
2.49413000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
17325FAD0
2000000.00000000
PA
USD
2003618.26000000
0.069366902650
Long
DBT
CORP
US
N
2
2020-06-12
Floating
2.38725000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BA5
10000000.00000000
PA
USD
10031544.30000000
0.347300267111
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.87500000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC
N/A
Angel Oak Mortgage Trust I LLC, Series 2019-2, Class A1
03463WAA1
8609390.74000000
PA
USD
8759071.02000000
0.303246201574
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2018-EXP1, Class 2A1
67097VAS3
2672243.12000000
PA
USD
2684345.98000000
0.092934252991
Long
ABS-MBS
CORP
US
Y
2
2048-04-25
Floating
2.51088000
N
N
N
N
N
N
Aon Corp.
LTS3U8DGK38SETRUWX71
Aon Corp.
037389AW3
12500000.00000000
PA
USD
12759818.88000000
0.441755364158
Long
DBT
CORP
US
N
2
2020-09-30
Fixed
5.00000000
N
N
N
N
N
N
AutoNation, Inc.
N/A
AutoNation, Inc.
05330LB77
2500000.00000000
PA
USD
2498728.83000000
0.086508035467
Long
DBT
CORP
US
Y
2
2020-02-07
Fixed
0.00000000
N
N
N
N
N
N
CBAM Ltd.
25490038OT2B8HTRW786
CBAM Ltd., Series 2018-5, Class A
12481QAC9
6250000.00000000
PA
USD
6219669.38000000
0.215330040163
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-17
Floating
2.85613000
N
N
N
N
N
N
SunTrust Bank
JJKC32MCHWDI71265Z06
SunTrust Bank
86787EAZ0
8277000.00000000
PA
USD
8299591.33000000
0.287338638959
Long
DBT
CORP
US
N
2
2021-10-26
Floating
2.29413000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBQ7
2250000.00000000
PA
USD
2253050.51000000
0.078002451122
Long
DBT
CORP
US
N
2
2020-05-12
Floating
2.66063000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53944TAC8
15000000.00000000
PA
USD
15025677.45000000
0.520201240792
Long
DBT
CORP
GB
N
2
2020-08-19
Floating
2.10775000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2019-NQM2, Class A1
36166MAA3
11142000.63000000
PA
USD
11237623.51000000
0.389055715651
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
2.85500000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1
64828EAA3
11143821.46000000
PA
USD
11251020.56000000
0.389519532478
Long
ABS-MBS
CORP
US
Y
2
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAF6
6850000.00000000
PA
USD
6949276.57000000
0.240589637728
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
3.02738000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2019-1, Class M1
76119MAA7
7507301.41000000
PA
USD
7636499.06000000
0.264381842318
Long
ABS-MBS
CORP
US
Y
2
2058-10-25
Variable
3.93600000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BV0
10714000.00000000
PA
USD
10746296.28000000
0.372045565158
Long
DBT
CORP
GB
N
2
2021-09-11
Floating
2.53725000
N
N
N
N
N
N
Citizens Bank N.A.
DRMSV1Q0EKMEXLAU1P80
Citizens Bank N.A.
17401QAS0
3061000.00000000
PA
USD
3150077.61000000
0.109058262881
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
3.25000000
N
N
N
N
N
N
Bell Canada, Inc.
549300O5ZKB2MUUSKB97
Bell Canada, Inc.
07787PDD7
20000000.00000000
PA
USD
19924282.80000000
0.689794963917
Long
DBT
CORP
CA
Y
2
2020-04-13
Fixed
0.00000000
N
N
N
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio, Institutional Class
825252729
437582.89000000
NS
USD
437757.93000000
0.015155537519
Long
STIV
RF
US
N
1
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
1313273.78000000
NS
USD
1313273.78000000
0.045466612212
Long
STIV
RF
US
N
1
N
N
2020-03-23
Invesco Actively Managed Exchange-Traded Fund Trust
Sheri Morris
Sheri Morris
Vice President
XXXX