0001752724-22-298076.txt : 20221230
0001752724-22-298076.hdr.sgml : 20221230
20221230110606
ACCESSION NUMBER: 0001752724-22-298076
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221230
DATE AS OF CHANGE: 20221230
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: INVESCO ACTIVELY MANAGED EXCHANGE-TRADED FUND TRUST
CENTRAL INDEX KEY: 0001418144
IRS NUMBER: 000000000
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22148
FILM NUMBER: 221500836
BUSINESS ADDRESS:
STREET 1: 3500 LACEY ROAD
STREET 2: SUITE 700
CITY: DOWNERS GROVE
STATE: IL
ZIP: 60515
BUSINESS PHONE: 800-983-0903
MAIL ADDRESS:
STREET 1: 3500 LACEY ROAD
STREET 2: SUITE 700
CITY: DOWNERS GROVE
STATE: IL
ZIP: 60515
FORMER COMPANY:
FORMER CONFORMED NAME: Powershares Actively Managed Exchange-Traded Fund Trust
DATE OF NAME CHANGE: 20071109
0001418144
S000060783
Invesco Ultra Short Duration ETF
C000197599
Invesco Ultra Short Duration ETF
GSY
NPORT-P
1
primary_doc.xml
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
2022-10-31
2022-10-31
N
2149221462.25
41182240.93
2108039221.32
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
162614.55000000
JPY
USD
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077VLJ5
12292000.00000000
PA
USD
12267938.41000000
0.581959684901
Long
DBT
CORP
CA
N
2
2022-11-18
Fixed
0.00000000
N
N
N
N
N
N
HSBC USA Inc.
549300LBOHZ4QSIWU288
HSBC USA Inc.
40434WES6
14000000.00000000
PA
USD
13994817.06000000
0.663878400290
Long
DBT
CORP
US
N
2
2023-02-10
Floating
3.40000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust, Series 2020-NQM1, Class A1
36259WAA9
2208036.51000000
PA
USD
2016771.31000000
0.095670483243
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVC3
15000000.00000000
PA
USD
14554690.95000000
0.690437388583
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
0020A3LN8
15000000.00000000
PA
USD
14964112.50000000
0.709859301888
Long
DBT
CORP
US
N
2
2022-11-22
Fixed
0.00000000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK Inc.
68269FL31
11000000.00000000
PA
USD
10996624.87000000
0.521651815525
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
0.00000000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana Inc.
44486JLJ6
2000000.00000000
PA
USD
1996075.00000000
0.094688703123
Long
DBT
CORP
US
N
2
2022-11-18
Fixed
0.00000000
N
N
N
N
N
N
Fly Funding II S.a.r.l.
54930033GL3A930IIN33
Fly Funding II S.a.r.l., First Lien Term Loan
L3953TAD6
1662609.92000000
PA
USD
1403608.55000000
0.066583606974
Long
LON
CORP
LU
N
2
2025-08-09
Floating
4.62000000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2021-4, Class A1
19688GAA1
12989522.54000000
PA
USD
10281839.68000000
0.487744230563
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.39700000
N
N
N
N
N
N
White Plains Capital Co. LLC
N/A
White Plains Capital Co. LLC
96437UNQ3
20000000.00000000
PA
USD
19787594.40000000
0.938672971540
Long
ABS-APCP
CORP
US
N
2
2023-01-24
Fixed
0.00000000
N
N
N
N
N
N
Jabil Inc.
5493000CGCQY2OQU7669
Jabil Inc.
46652ML78
17150000.00000000
PA
USD
17135810.78000000
0.812879125145
Long
DBT
CORP
US
N
2
2022-11-07
Fixed
0.00000000
N
N
N
N
N
N
Crown Castle Inc.
54930012H97VSM0I2R19
Crown Castle Inc.
22823QLV1
15000000.00000000
PA
USD
14948235.00000000
0.709106113815
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
0.00000000
N
N
N
N
N
N
HSI Asset Securitization Corp. Trust
N/A
HSI Asset Securitization Corp. Trust, Series 2006-OPT2, Class M2
40430HEB0
933360.27000000
PA
USD
917218.74000000
0.043510515872
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
4.17057000
N
N
N
N
N
N
Enbridge US Inc.
5493003FRODSVHJWFS32
Enbridge US Inc.
29251VL95
15000000.00000000
PA
USD
14985123.75000000
0.710856021958
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBL3
7895000.00000000
PA
USD
7742800.74000000
0.367298704013
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
Volkswagen Group of America Finance, LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BJ0
7000000.00000000
PA
USD
6665960.70000000
0.316216161093
Long
DBT
CORP
US
N
2
2023-11-22
Fixed
0.87500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2M2
17500000.00000000
PA
USD
17257444.23000000
0.818649105550
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
2.80000000
N
N
N
N
N
N
Piedmont Operating Partnership, L.P.
549300WKGDPAS39FBD10
Piedmont Operating Partnership, L.P.
720198AC4
7000000.00000000
PA
USD
6903371.30000000
0.327478313979
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40000000
N
N
N
N
N
N
BPCE S.A.
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAB9
5040000.00000000
PA
USD
4860660.97000000
0.230577349834
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NAF2
15000000.00000000
PA
USD
14798750.25000000
0.702014938827
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2021-4, Class A1
85573PAA0
9828099.81000000
PA
USD
7985426.43000000
0.378808247457
Long
ABS-MBS
CORP
US
N
2
2056-08-25
Variable
1.16200000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2019-2, Class A1
31573TAA6
1683614.91000000
PA
USD
1589877.63000000
0.075419736688
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.73900000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VGD0
10417000.00000000
PA
USD
10332695.32000000
0.490156692318
Long
DBT
CORP
US
N
2
2024-03-22
Floating
3.53185000
N
N
N
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust, Series 2020-2, Class A1
31573WAA9
400990.95000000
PA
USD
356276.37000000
0.016900841616
Long
ABS-MBS
CORP
US
N
2
2065-10-25
Variable
1.17800000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
0020A3M56
19500000.00000000
PA
USD
19423692.80000000
0.921410408476
Long
DBT
CORP
US
N
2
2022-12-05
Fixed
0.00000000
N
N
N
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
91820NLU8
10000000.00000000
PA
USD
9970498.90000000
0.472975018641
Long
DBT
CORP
US
N
2
2022-11-28
Fixed
0.00000000
N
N
N
N
N
N
BINOM Securitization Trust
N/A
BINOM Securitization Trust, Series 2021-INV1, Class A1
05552UAA2
4434039.73000000
PA
USD
3760236.84000000
0.178376037882
Long
ABS-MBS
CORP
US
N
2
2056-06-25
Variable
2.03400000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2H0
12727000.00000000
PA
USD
11596725.95000000
0.550119079033
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.75000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAP7
6650000.00000000
PA
USD
6056957.79000000
0.287326617490
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel
06675FAV9
7955000.00000000
PA
USD
7460453.08000000
0.353904851700
Long
DBT
CORP
FR
N
2
2024-02-27
Fixed
0.65000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122DT2
12500000.00000000
PA
USD
11962631.13000000
0.567476686819
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.53700000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GD3
13043000.00000000
PA
USD
12996201.19000000
0.616506612332
Long
DBT
CORP
US
N
2
2023-05-10
Floating
2.92039100
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank, Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAQ2
11102000.00000000
PA
USD
10667684.54000000
0.506047725872
Long
DBT
CORP
JP
N
2
2023-09-12
Fixed
0.80000000
N
N
N
N
N
N
CWABS Asset-Backed Certificates Trust
N/A
CWABS Asset-Backed Certificates Trust, Series 2006-6, Class 1A1
126670ZH4
172405.19000000
PA
USD
172213.06000000
0.008169348001
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
3.92557000
N
N
N
N
N
N
Arrow Electronics Inc.
549300YNNLBXT8N8R512
Arrow Electronics Inc.
04273ML76
10000000.00000000
PA
USD
9991998.60000000
0.473994909532
Long
DBT
CORP
US
N
2
2022-11-07
Fixed
0.00000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AG0
8064000.00000000
PA
USD
7765897.39000000
0.368394350136
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
6000000.00000000
PA
USD
5992270.14000000
0.284258000486
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.56000000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy Inc.
86723BL99
15000000.00000000
PA
USD
14985798.75000000
0.710888042235
Long
DBT
CORP
CA
N
2
2022-11-09
Fixed
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAH2
13043000.00000000
PA
USD
12960433.90000000
0.614809903389
Long
DBT
CORP
CA
N
2
2024-03-08
Floating
3.62207300
N
N
N
N
N
N
Harley-Davidson Financial Services Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc.
41282KL48
15000000.00000000
PA
USD
14993893.35000000
0.711272029398
Long
DBT
CORP
US
N
2
2022-11-04
Fixed
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBV1
3704000.00000000
PA
USD
3699248.51000000
0.175482907176
Long
DBT
CORP
US
N
2
2023-03-01
Floating
3.39319000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
6250000.00000000
PA
USD
5914219.56000000
0.280555480191
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust, Series 2021-LTV2, Class A1
46654VAA1
9887950.61000000
PA
USD
7625870.31000000
0.361751822872
Long
ABS-MBS
CORP
US
N
2
2052-05-25
Variable
2.51950000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit Inc.
46124HAA4
5000000.00000000
PA
USD
4852656.60000000
0.230197642952
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
9750000.00000000
PA
USD
9557779.63000000
0.453396669916
Long
DBT
CORP
US
N
2
2024-05-24
Floating
3.48792100
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEJ0
7228000.00000000
PA
USD
7096639.56000000
0.336646466926
Long
DBT
CORP
US
N
2
2025-01-24
Floating
3.68554000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077VLG1
16000000.00000000
PA
USD
15972302.24000000
0.757685249802
Long
DBT
CORP
CA
N
2
2022-11-16
Fixed
0.00000000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
67705BL34
15000000.00000000
PA
USD
14995545.00000000
0.711350379458
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
0.00000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369CLA3
10000000.00000000
PA
USD
9989902.80000000
0.473895490129
Long
DBT
CORP
US
N
2
2022-11-10
Fixed
0.00000000
N
N
N
N
N
N
Blackstone Private Credit Fund
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAP2
12645000.00000000
PA
USD
11554725.47000000
0.548126683466
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.70000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A3J8
10173000.00000000
PA
USD
9696260.06000000
0.459965828051
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.51400000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series D
25746UDH9
7692000.00000000
PA
USD
7662400.41000000
0.363484717575
Long
DBT
CORP
US
N
2
2023-09-15
Floating
3.82257000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HRH0
15000000.00000000
PA
USD
14594490.00000000
0.692325353930
Long
DBT
CORP
US
N
2
2023-04-17
Fixed
0.00000000
N
N
N
N
N
N
Enbridge US Inc.
5493003FRODSVHJWFS32
Enbridge US Inc.
29251VLJ3
1825000.00000000
PA
USD
1821317.15000000
0.086398636779
Long
DBT
CORP
US
N
2
2022-11-18
Fixed
0.00000000
N
N
N
N
N
N
TICP CLO II-2 Ltd.
N/A
TICP CLO II-2 Ltd., Series 2018-IIA, Class A1
87249TAC8
3927080.41000000
PA
USD
3878914.77000000
0.184005815962
Long
ABS-CBDO
CORP
KY
N
2
2028-04-20
Floating
5.08257000
N
N
N
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc.
98389BAZ3
4372000.00000000
PA
USD
4173867.08000000
0.197997600698
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK Inc.
68269FL98
18300000.00000000
PA
USD
18281850.98000000
0.867244347026
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
0.00000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAB7
12000000.00000000
PA
USD
11980810.92000000
0.568339089654
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
Energy Transfer L.P.
MTLVN9N7JE8MIBIJ1H73
Energy Transfer L.P.
29277FL17
20000000.00000000
PA
USD
19997965.60000000
0.948652444306
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.00000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO II LLC
N/A
ABPCI Direct Lending Fund CLO II LLC, Series 2017-1A, Class A1R
000823AJ3
2000000.00000000
PA
USD
1895703.40000000
0.089927330612
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
5.84257000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2021-3, Class A1
03465EAA9
6787892.87000000
PA
USD
5203217.19000000
0.246827342554
Long
ABS-MBS
CORP
US
N
2
2066-05-25
Variable
1.06800000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAV0
5300000.00000000
PA
USD
5202193.59000000
0.246778785583
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
Brookfield Infrastructure Holdings Canada Inc.
549300GV8LYH0T7DZO77
Brookfield Infrastructure Holdings Canada Inc.
11275NM19
25000000.00000000
PA
USD
24912748.00000000
1.181797176638
Long
DBT
CORP
CA
N
2
2022-12-01
Fixed
0.00000000
N
N
N
N
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
Barclays Capital Inc.
06743VP20
36900000.00000000
PA
USD
36454670.14000000
1.729316502810
Long
DBT
CORP
US
N
2
2023-02-02
Fixed
0.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-5, Class A1
03464WAA0
2583023.55000000
PA
USD
2268898.96000000
0.107630775416
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.37300000
N
N
N
N
N
N
ANZ New Zealand (Int'l) Ltd.
213800VD256NU2D97H12
ANZ New Zealand (Int'l) Ltd.
00182EBQ1
7500000.00000000
PA
USD
7418647.88000000
0.351921719718
Long
DBT
CORP
NZ
N
2
2025-02-18
Floating
3.33757600
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023DD4
2046000.00000000
PA
USD
2025998.59000000
0.096108201854
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.16700000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92344MLM3
12900000.00000000
PA
USD
12870524.53000000
0.610544832365
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.00000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-1, Class A1
85573AAA3
265271.34000000
PA
USD
263068.00000000
0.012479274452
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
2.27500000
N
N
N
N
N
N
Met Tower Global Funding
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989VAA2
10000000.00000000
PA
USD
9997786.20000000
0.474269458503
Long
DBT
CORP
US
N
2
2023-01-17
Floating
3.60852800
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial Inc.
02005NBL3
5309000.00000000
PA
USD
5092644.50000000
0.241582056372
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1
85573EAA5
3387347.72000000
PA
USD
3122122.12000000
0.148105504320
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.02700000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1
10569EAA9
3643705.50000000
PA
USD
3434978.38000000
0.162946606745
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
0.97000000
N
N
N
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887CG5
4327000.00000000
PA
USD
4163885.77000000
0.197524112829
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.50000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244BB4
6318000.00000000
PA
USD
6292850.82000000
0.298516780729
Long
DBT
CORP
US
N
2
2024-02-14
Floating
3.10722600
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
187083.72000000
PA
USD
185999.21000000
0.008823327769
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
3.92000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDM5
8824000.00000000
PA
USD
8064424.17000000
0.382555698605
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2021-4, Class A1
92538HAA8
11035314.85000000
PA
USD
8510495.51000000
0.403716184401
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.93800000
N
N
N
N
N
N
Octagon Investment Partners XVII Ltd.
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2
67590GBG3
5000000.00000000
PA
USD
4897550.00000000
0.232327271260
Long
ABS-CBDO
CORP
KY
N
2
2031-01-25
Floating
5.35843000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy Inc.
86723BLV0
11160000.00000000
PA
USD
11124004.09000000
0.527694360593
Long
DBT
CORP
CA
N
2
2022-11-29
Fixed
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YK0
4288000.00000000
PA
USD
3940189.17000000
0.186912517098
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank, Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank, Ltd.
86563VAZ2
5122000.00000000
PA
USD
4773036.76000000
0.226420680968
Long
DBT
CORP
JP
N
2
2025-03-10
Fixed
2.55000000
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
4828024.00000000
0.229029135282
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
4.13229000
N
N
N
N
N
N
INVESCO PRIVATE GOVERNMENT FUND
N/A
INVESCO PRIVATE GOVERNMENT FUND
N/A
546141.99000000
NS
USD
546141.99000000
0.025907582006
Long
STIV
PF
US
N
2
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2020-1, Class A1
76119CAA9
1426800.45000000
PA
USD
1350205.52000000
0.064050303540
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.37600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
14598000.00000000
PA
USD
14549182.54000000
0.690176083673
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBU8
11111000.00000000
PA
USD
10263008.59000000
0.486850931719
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.75000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc.
N/A
50000000.00000000
PA
USD
50000000.00000000
2.371872377625
Long
RA
CORP
US
N
2
Repurchase
Y
3.70500000
2023-04-20
51566600
USD
51010246.83
USD
CDS
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVE6
2687000.00000000
PA
USD
2647820.50000000
0.125605846097
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
1.20000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1
64828EAA3
2095011.66000000
PA
USD
1896248.90000000
0.089953207740
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49188000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRK2
17045000.00000000
PA
USD
16560555.02000000
0.785590460201
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369CLF2
10000000.00000000
PA
USD
9984645.80000000
0.473646111467
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.00000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBP0
3571000.00000000
PA
USD
3515646.75000000
0.166773308316
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp.
86565FMJ8
2700000.00000000
PA
USD
2658609.68000000
0.126117657257
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.00000000
N
N
N
N
N
N
Regatta Funding Co. LLC
549300WUYTMY4HKCQ621
Regatta Funding Co. LLC
75888XSG2
10000000.00000000
PA
USD
9718508.90000000
0.461021256232
Long
ABS-APCP
CORP
US
N
2
2023-05-16
Fixed
0.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2017-5A, Class A1
64828NAA3
341373.08000000
PA
USD
335613.40000000
0.015920643060
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
5.08557000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
67705BLE0
20000000.00000000
PA
USD
19969736.60000000
0.947313332599
Long
DBT
CORP
US
N
2
2022-11-14
Fixed
0.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc.
31622GL70
14000000.00000000
PA
USD
13989750.88000000
0.663638073642
Long
DBT
CORP
US
N
2
2022-11-07
Fixed
0.00000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBM6
10000000.00000000
PA
USD
9951575.80000000
0.472077355077
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.80000000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AA8
5882000.00000000
PA
USD
5810462.53000000
0.275633511522
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
Stratus CLO Ltd.
N/A
Stratus CLO Ltd., Series 2021-2A, Class A
86315TAA3
10679204.96000000
PA
USD
10416229.54000000
0.494119342498
Long
ABS-CBDO
CORP
KY
N
2
2029-12-28
Floating
5.14257000
N
N
N
N
N
N
Electricite de France S.A.
549300X3UK4GG3FNMO06
Electricite de France S.A.
28504HLU6
7500000.00000000
PA
USD
7476824.18000000
0.354681454898
Long
DBT
CORP
FR
N
2
2022-11-28
Fixed
0.00000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2020-FA, Class A
63941XAA5
2358996.76000000
PA
USD
2075844.73000000
0.098472775506
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Crown Castle Inc.
54930012H97VSM0I2R19
Crown Castle Inc.
22823QLF6
9300000.00000000
PA
USD
9283988.47000000
0.440408716123
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.00000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2D9
3255000.00000000
PA
USD
3152718.79000000
0.149556932248
Long
DBT
CORP
US
N
2
2023-06-28
Fixed
0.60000000
N
N
N
N
N
N
General Motors Financial Co. Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co. Inc.
37046URC7
10000000.00000000
PA
USD
9751968.30000000
0.462608484764
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
0.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-1, Class A1
92536PAA2
1592060.61000000
PA
USD
1504439.01000000
0.071366746632
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.41700000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc., Series M
025537AQ4
3797000.00000000
PA
USD
3623348.53000000
0.171882405856
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.75000000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana Inc.
444859BP6
2917000.00000000
PA
USD
2818539.03000000
0.133704297410
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2021-NQM2, Class A1
670857AA9
9831046.11000000
PA
USD
7616283.46000000
0.361297047178
Long
ABS-MBS
CORP
US
N
2
2061-05-25
Variable
1.10100000
N
N
N
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAF0
9688000.00000000
PA
USD
9481742.09000000
0.449789643100
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
Atrium XIII
549300BF3YFW8EHN6F75
Atrium XIII
04966HAA4
3000000.00000000
PA
USD
2953884.00000000
0.140124717326
Long
ABS-CBDO
CORP
KY
N
2
2030-11-21
Floating
5.50457000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833DV9
7143000.00000000
PA
USD
7004000.08000000
0.332251886452
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-1, Class A1
03464RAA1
1457284.74000000
PA
USD
1354808.62000000
0.064268662854
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
2.15613000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LAU7
7250000.00000000
PA
USD
7208410.96000000
0.341948616851
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
TRK Trust
N/A
TRK Trust, Series 2021-INV1, Class A1
89688WAA9
7466186.16000000
PA
USD
6223417.08000000
0.295223021329
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
1.15300000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
5000000.00000000
PA
USD
4721771.45000000
0.223988785514
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust, Series 2019-3, Class A1
76119NAA5
1195001.64000000
PA
USD
1158317.96000000
0.054947647476
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.63300000
N
N
N
N
N
N
Dryden 30 Senior Loan Fund
549300AS2O1RYPD2ED41
Dryden 30 Senior Loan Fund, Series 2013-30A, Class AR
26249BAQ4
12827641.55000000
PA
USD
12619577.20000000
0.598640531559
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
3.72514000
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
882423.87000000
PA
USD
849621.26000000
0.040303863960
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
3.72557000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
12500000.00000000
PA
USD
12434998.13000000
0.589884571607
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2D2
13636000.00000000
PA
USD
13224423.25000000
0.627332884334
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust, Series 2020-5, Class A1
92538CAA9
3622285.46000000
PA
USD
3290738.03000000
0.156104212707
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21800000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABY2
8721000.00000000
PA
USD
7896068.14000000
0.374569318262
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
1.00000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851DD3
21462000.00000000
PA
USD
21359811.91000000
1.013254957212
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
3.35000000
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
2546R3LJ1
19000000.00000000
PA
USD
18965467.50000000
0.899673369840
Long
DBT
CORP
US
N
2
2022-11-18
Fixed
0.00000000
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
218358.81000000
PA
USD
216792.98000000
0.010284105618
Long
ABS-MBS
CORP
US
N
2
2049-07-26
Variable
2.99300000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK Inc.
68269FL80
9000000.00000000
PA
USD
8992088.01000000
0.426561703361
Long
DBT
CORP
US
N
2
2022-11-08
Fixed
0.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAT1
7000000.00000000
PA
USD
6833252.02000000
0.324152034311
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Arrow Electronics Inc.
549300YNNLBXT8N8R512
Arrow Electronics Inc.
04273ML27
19200000.00000000
PA
USD
19195892.35000000
0.910604136576
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
0.00000000
N
N
N
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
42250RLV9
18500000.00000000
PA
USD
18439882.22000000
0.874740945685
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
0.00000000
N
N
N
N
N
N
Nationstar Home Equity Loan Trust
N/A
Nationstar Home Equity Loan Trust, Series 2007-B, Class 1AV1
63860LAA8
539887.84000000
PA
USD
534347.62000000
0.025348087198
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
3.80557000
N
N
N
N
N
N
KKR CLO 21 Ltd.
5493008X0MRR4A6VYF15
KKR CLO 21 Ltd.
48252KAA7
2000000.00000000
PA
USD
1952020.00000000
0.092598846371
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.07914000
N
N
N
N
N
N
Constellation Brands Inc.
5493005GKEG8QCVY7037
Constellation Brands Inc.
21037DL28
15000000.00000000
PA
USD
14996892.45000000
0.711414299047
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
0.00000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC, Series 2018-3A, Class A1
165183BT0
3710.42000000
PA
USD
3709.20000000
0.000175954980
Long
ABS-O
CORP
US
N
2
2031-01-15
Fixed
3.39000000
N
N
N
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787AU1
3509000.00000000
PA
USD
3424443.28000000
0.162446848491
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
INVESCO PRIVATE PRIME FUND
N/A
INVESCO PRIVATE PRIME FUND
N/A
1403999.91000000
NS
USD
1403999.91000000
0.066602172094
Long
STIV
PF
US
N
2
N
N
General Motors Financial Co. Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co. Inc.
37046UL17
10000000.00000000
PA
USD
9999004.40000000
0.474327246802
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.00000000
N
N
N
N
N
N
White Plains Capital Co. LLC
N/A
White Plains Capital Co. LLC
96437UP16
20000000.00000000
PA
USD
19763986.60000000
0.937553077765
Long
ABS-APCP
CORP
US
N
2
2023-02-01
Fixed
0.00000000
N
N
N
N
N
N
United States Treasury Bills
254900HROIFWPRGM1V77
United States Treasury Bills
912796YJ2
40000000.00000000
PA
USD
38337290.40000000
1.818623202655
Long
DBT
UST
US
N
2
2023-10-05
None
0.00000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2021-2, Class A1
85573HAA8
3454570.24000000
PA
USD
3205898.87000000
0.152079659504
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
0.94300000
N
N
N
N
N
N
Plains All American Pipeline L.P./ PAA Finance Corp.
N/A
Plains All American Pipeline L.P./ PAA Finance Corp.
72650RBB7
22442000.00000000
PA
USD
22297164.94000000
1.057720592410
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDC1
15022000.00000000
PA
USD
14879950.17000000
0.705866855773
Long
DBT
CORP
US
N
2
2024-04-12
Floating
3.41905500
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AV7
9756000.00000000
PA
USD
9733717.10000000
0.461742694422
Long
DBT
CORP
US
N
2
2023-03-09
Floating
3.57400000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc.
41282KL97
7000000.00000000
PA
USD
6993189.00000000
0.331739036412
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
0.00000000
N
N
N
N
N
N
Arrow Electronics Inc.
549300YNNLBXT8N8R512
Arrow Electronics Inc.
04273ML43
15000000.00000000
PA
USD
14993406.60000000
0.711248939220
Long
DBT
CORP
US
N
2
2022-11-04
Fixed
0.00000000
N
N
N
N
N
N
Japan Treasury Discount Bill
353800WZS8AXZXFUC241
Japan Treasury Discount Bill
BZ2230283
8800000000.00000000
PA
59223638.25000000
2.809418233353
Long
DBT
NUSS
JP
N
2
2023-01-11
None
0.00000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAZ7
3192000.00000000
PA
USD
3059976.23000000
0.145157461922
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1
64830VAA1
1356998.83000000
PA
USD
1205982.64000000
0.057208738234
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46413000
N
N
N
N
N
N
Banco Santander S.A.
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAM1
17000000.00000000
PA
USD
16484986.53000000
0.782005683920
Long
DBT
CORP
ES
N
2
2024-05-24
Fixed
3.89200000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AW1
20729000.00000000
PA
USD
20648414.35000000
0.979508072770
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
Brookfield Infrastructure Holdings Canada Inc.
549300GV8LYH0T7DZO77
Brookfield Infrastructure Holdings Canada Inc.
11275NL36
17524000.00000000
PA
USD
17518894.73000000
0.831051649932
Long
DBT
CORP
CA
N
2
2022-11-03
Fixed
0.00000000
N
N
N
N
N
N
Crown Castle Inc.
54930012H97VSM0I2R19
Crown Castle Inc.
22822VAJ0
11626000.00000000
PA
USD
11448167.08000000
0.543071825429
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.15000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCC2
1364000.00000000
PA
USD
1285407.33000000
0.060976442800
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.50800000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
11205000.00000000
PA
USD
11109226.94000000
0.526993370315
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189WAN0
8333000.00000000
PA
USD
8302909.79000000
0.393868847696
Long
DBT
CORP
US
N
2
2023-03-02
Floating
3.59971000
N
N
N
N
N
N
Golub Capital Partners Clo 47M Ltd.
N/A
Golub Capital Partners Clo 47M Ltd., Series 2020-47A, Class A1
38176VAA7
10000000.00000000
PA
USD
9583193.00000000
0.454602215323
Long
ABS-CBDO
CORP
KY
N
2
2032-05-05
Floating
4.51229000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2C8
10909000.00000000
PA
USD
9847495.83000000
0.467140066959
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.80000000
N
N
N
N
N
N
Mohawk Industries Inc.
549300JI1115MG3Q6322
Mohawk Industries Inc.
60819KL81
4000000.00000000
PA
USD
3996639.12000000
0.189590358641
Long
DBT
CORP
US
N
2
2022-11-08
Fixed
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AT1
11785000.00000000
PA
USD
11732308.68000000
0.556550777677
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.45500000
N
N
N
N
N
N
OCP CLO Ltd.
254900NUK1R46EK6YF62
OCP CLO Ltd., Series 2014-7A, Class A1RR
67107KAZ9
6332199.35000000
PA
USD
6214350.79000000
0.294792939673
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
5.36257000
N
N
N
N
N
N
General Motors Financial Co. Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co. Inc.
37046UT68
12500000.00000000
PA
USD
12080501.38000000
0.573068150621
Long
DBT
CORP
US
N
2
2023-06-06
Fixed
0.00000000
N
N
N
N
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan Securities LLC
N/A
30000000.00000000
PA
USD
30000000.00000000
1.423123426575
Long
RA
CORP
US
N
2
Repurchase
Y
3.37000000
2059-12-01
51566600
USD
51010246.83
USD
UST
N
N
N
Neuberger Berman CLO XIV Ltd.
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV Ltd., Series 2013-14A, Class AR2
64129JBE9
9751572.59000000
PA
USD
9565093.27000000
0.453743610330
Long
ABS-CBDO
CORP
KY
N
2
2030-01-28
Floating
5.40386000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348BQ8
4808000.00000000
PA
USD
4719388.32000000
0.223875735909
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
4.05000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc.
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc.
41282KLH9
20000000.00000000
PA
USD
19962184.40000000
0.946955075508
Long
DBT
CORP
US
N
2
2022-11-17
Fixed
0.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAZ6
3650000.00000000
PA
USD
3630309.56000000
0.172212619351
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.35000000
N
N
N
N
N
N
GoldenTree Loan Opportunities IX, Ltd.
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX, Ltd., Series 2014-9A, Class AR2
38123HAN4
11518098.15000000
PA
USD
11377727.09000000
0.539730332098
Long
ABS-CBDO
CORP
KY
N
2
2029-10-29
Floating
5.52471000
N
N
N
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAS4
4588000.00000000
PA
USD
4516788.96000000
0.214264939395
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
Golub Capital Partners Clo 45M Ltd.
254900SGGS5FSVUNJG17
Golub Capital Partners Clo 45M Ltd., Series 2019-45A, Class A
38172HAA2
5000000.00000000
PA
USD
4818498.00000000
0.228577246156
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
5.96257000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBS4
13500000.00000000
PA
USD
12888643.32000000
0.611404341515
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.65300000
N
N
N
N
N
N
STAR Trust
N/A
STAR Trust, Series 2021-SFR1, Class A
85521DAA0
19775913.41000000
PA
USD
19056141.36000000
0.903974706318
Long
ABS-MBS
CORP
US
N
2
2038-04-17
Floating
4.01300000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTN1
10000000.00000000
PA
USD
9995295.90000000
0.474151325028
Long
DBT
CORP
US
N
2
2023-01-06
Floating
3.65835400
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RMH2
9917000.00000000
PA
USD
9860640.20000000
0.467763602321
Long
DBT
CORP
US
N
2
2024-03-25
Floating
3.68946000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The), Series 2021
842587DK0
10526000.00000000
PA
USD
10481247.87000000
0.497203646117
Long
DBT
CORP
US
N
2
2023-05-10
Floating
3.04039100
N
N
N
N
N
N
Alimentation Couche-Tard Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc.
01626VLH4
5000000.00000000
PA
USD
4990685.40000000
0.236745376913
Long
DBT
CORP
CA
N
2
2022-11-17
Fixed
0.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159TE6
25000000.00000000
PA
USD
24838800.00000000
1.178289272267
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
1.95000000
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEM7
5882000.00000000
PA
USD
5846947.63000000
0.277364271540
Long
DBT
CORP
US
N
2
2024-04-12
Floating
3.50905500
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust, Series 2021-6, Class A1
85573RAA6
10512453.80000000
PA
USD
8229824.79000000
0.390401881841
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.92000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
PPE1EH9R1
20000000.00000000
PA
USD
20002680.00000000
0.948876083409
Long
DBT
CORP
AU
N
2
2023-03-02
Floating
3.64000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077VLM8
5200000.00000000
PA
USD
5188033.50000000
0.246107067056
Long
DBT
CORP
CA
N
2
2022-11-21
Fixed
0.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDP5
3243000.00000000
PA
USD
3179751.87000000
0.150839312563
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.10000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAM0
7317000.00000000
PA
USD
7108277.89000000
0.337198559595
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.80000000
N
N
N
N
N
N
CSMC Trust
N/A
CSMC Trust, Series 2014-2R, Class 27A1
12648ELS9
52167.06000000
PA
USD
51474.72000000
0.002441829330
Long
ABS-MBS
CORP
US
N
2
2046-02-27
Floating
3.28400000
N
N
N
N
N
N
CIT Mortgage Loan Trust
N/A
CIT Mortgage Loan Trust, Series 2007-1, Class 1A
12559QAA0
382726.31000000
PA
USD
380155.84000000
0.018033622721
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
4.93557000
N
N
N
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
91820NL20
1641000.00000000
PA
USD
1640704.26000000
0.077830822282
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
0.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCD5
13823000.00000000
PA
USD
13641600.08000000
0.647122688327
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
91820NLM6
20000000.00000000
PA
USD
19956635.00000000
0.946691826137
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2J3
25000000.00000000
PA
USD
24821454.00000000
1.177466422302
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
2.10000000
N
N
N
N
N
N
Goldentree Loan Management US Clo 2 Ltd.
549300UYD6YMBA6XSE43
Goldentree Loan Management US Clo 2 Ltd., Series 2017-2A, Class AR
38136MAU2
10000000.00000000
PA
USD
9765820.00000000
0.463265574057
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
5.15257000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2020-2R, Class A1
12656GAA4
2117595.44000000
PA
USD
1888697.35000000
0.089594981483
Long
ABS-MBS
CORP
US
N
2
2065-10-26
Variable
1.32500000
N
N
N
N
N
N
OBX Trust
N/A
OBX Trust, Series 2018-EXP1, Class 2A1
67097VAS3
192270.13000000
PA
USD
189991.61000000
0.009012717034
Long
ABS-MBS
CORP
US
N
2
2048-04-25
Floating
4.43557000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
67705BLU4
12000000.00000000
PA
USD
11961574.68000000
0.567426571527
Long
DBT
CORP
US
N
2
2022-11-28
Fixed
0.00000000
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 25 Ltd.
549300YJLHTYDSFV8K03
Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR
64131JAL0
9750000.00000000
PA
USD
9534486.00000000
0.452291679565
Long
ABS-CBDO
CORP
KY
N
2
2029-10-18
Floating
5.12371000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series VAR
38141GXL3
21111000.00000000
PA
USD
21056897.78000000
0.998885484057
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.62700000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JBA5
7143000.00000000
PA
USD
6470710.98000000
0.306954012741
Long
DBT
CORP
AU
N
2
2025-10-14
Variable
1.20100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
12230000.00000000
PA
USD
11819531.24000000
0.560688393292
Long
DBT
CORP
US
N
2
2025-04-17
Variable
3.62000000
N
N
N
N
N
N
UDR Inc.
P3CH2EG5X6Z1XWU1OO74
UDR Inc.
90352QLM7
13000000.00000000
PA
USD
12970296.04000000
0.615277738138
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZV9
4165000.00000000
PA
USD
4162882.56000000
0.197476523107
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
Race Point VIII CLO Ltd.
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd., Series 2013-8A, Class AR2
74982LAY6
9494097.89000000
PA
USD
9335945.21000000
0.442873411252
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
4.02400000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AS8
16883000.00000000
PA
USD
16686482.56000000
0.791564141275
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05000000
N
N
N
N
N
N
ONEOK Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK Inc.
68269FLG2
5500000.00000000
PA
USD
5490112.21000000
0.260436910019
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
0.00000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEF2
3749000.00000000
PA
USD
3750170.21000000
0.177898502649
Long
DBT
CORP
US
N
2
2023-01-13
Floating
3.62858000
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
744705.02000000
PA
USD
728207.57000000
0.034544308409
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
4.30557000
N
N
N
N
N
N
Golub Capital Partners CLO 34M Ltd.
254900VU8TXTV5P0H178
Golub Capital Partners CLO 34M Ltd., Series 2017-34A, Class AR2
38172FAQ1
14000000.00000000
PA
USD
13474164.90000000
0.639179990757
Long
ABS-CBDO
CORP
KY
N
2
2031-03-14
Floating
4.28229000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GZP2
14085000.00000000
PA
USD
13618821.43000000
0.646042127312
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.00000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust
N/A
Navient Private Education Refi Loan Trust, Series 2021-FA, Class A
63942GAA1
4157449.17000000
PA
USD
3373804.09000000
0.160044654571
Long
ABS-O
CORP
US
N
2
2070-02-18
Fixed
1.11000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HLE3
11000000.00000000
PA
USD
10983034.37000000
0.521007116894
Long
DBT
CORP
US
N
2
2022-11-14
Fixed
0.00000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAK7
25000000.00000000
PA
USD
24884522.50000000
1.180458230962
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc.
01626VLE1
32000000.00000000
PA
USD
31951280.00000000
1.515687169235
Long
DBT
CORP
CA
N
2
2022-11-14
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1719512.80000000
0.081569298265
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
7H6GLXDRUGQFU57RNE97
8800000000.00000000
JPY
61514888.00000000
USD
2023-01-11
1719512.80000000
N
N
N
FS KKR MM CLO 1 LLC
N/A
FS KKR MM CLO 1 LLC, Series 2019-1A, Class A1R
302637AG8
9000000.00000000
PA
USD
8724917.70000000
0.413887825793
Long
ABS-CBDO
CORP
US
N
2
2031-01-15
Floating
5.92914000
N
N
N
N
N
N
Volkswagen Group of America Finance, LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance, LLC
928668BD3
5091000.00000000
PA
USD
5032395.97000000
0.238724019890
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
3.12500000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBM6
4606000.00000000
PA
USD
4555943.51000000
0.216122331307
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
3.34178200
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
26877KLH1
500000.00000000
PA
USD
499085.31000000
0.023675333217
Long
DBT
CORP
DE
N
2
2022-11-17
Fixed
0.00000000
N
N
N
N
N
N
Visio Trust
N/A
Visio Trust, Series 2020-1R, Class A1
92837MAA5
3145246.99000000
PA
USD
2887843.12000000
0.136991906544
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Fixed
1.31200000
N
N
N
N
N
N
Tampa Electric Co.
WS423EPRKJIIJUITXD73
Tampa Electric Co.
875127BK7
3188000.00000000
PA
USD
3106508.57000000
0.147364837360
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
3.87500000
N
N
N
N
N
N
CBAM Ltd.
25490038OT2B8HTRW786
CBAM Ltd., Series 2018-5A, Class A
12481QAC9
6250000.00000000
PA
USD
6101968.75000000
0.289461822545
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
5.09914000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust, Series 2021-2, Class A1
24381WAA6
5889244.09000000
PA
USD
4896991.27000000
0.232300766535
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
12730000.00000000
PA
USD
12232165.47000000
0.580262707936
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25000000
N
N
N
N
N
N
HSBC USA Inc.
549300LBOHZ4QSIWU288
HSBC USA Inc.
40434RN65
25000000.00000000
PA
USD
24806444.50000000
1.176754409932
Long
DBT
CORP
US
N
2
2023-01-06
Fixed
0.00000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc.
883556CP5
13208000.00000000
PA
USD
12683112.23000000
0.601654471213
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.79700000
N
N
N
N
N
N
Cerberus Loan Funding XXXIV L.P.
N/A
Cerberus Loan Funding XXXIV L.P., Series 2021-4A, Class A
15674TAA7
5623710.56000000
PA
USD
5602385.45000000
0.265762865953
Long
ABS-CBDO
CORP
KY
N
2
2033-08-13
Floating
5.57914000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250NBD6
3571000.00000000
PA
USD
3564697.36000000
0.169100144055
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
3.12926000
N
N
N
N
N
N
2022-11-30
Invesco Actively Managed Exchange-Traded Fund Trust
Sheri Morris
Sheri Morris
Vice President