0001752724-22-298250.txt : 20221230
0001752724-22-298250.hdr.sgml : 20221230
20221230163936
ACCESSION NUMBER: 0001752724-22-298250
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: 221502393
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
S000068054
Invesco High Yield Bond Factor ETF
C000218086
Invesco High Yield Bond Factor ETF
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001418144
XXXXXXXX
S000068054
C000218086
Invesco Actively Managed Exchange-Traded Fund Trust
811-22148
0001418144
549300S7YWBLZ3UGI217
3500 Lacey Road
Suite 700
Downers Grove
60515
800-983-0903
Invesco High Yield Bond Factor ETF
S000068054
549300RW20HYQZ1T7698
2022-10-31
2022-10-31
N
36687546.99
2679780.73
34007766.26
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Bloomberg US High Yield 2% Issuer Cap Index
100% BB-US HY 2% Issr Cap UH
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AJ0
79000.00000000
PA
USD
48708.64000000
0.143227989829
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
NuStar Logistics, L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, L.P.
67059TAF2
70000.00000000
PA
USD
67989.25000000
0.199922716123
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
94000.00000000
PA
USD
72293.99000000
0.212580824765
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
N
AMC Networks Inc.
549300VGG9K75226LR46
AMC Networks Inc.
00164VAD5
55000.00000000
PA
USD
53470.18000000
0.157229321065
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.00000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AY9
125000.00000000
PA
USD
100143.16000000
0.294471442888
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAL0
72000.00000000
PA
USD
72519.12000000
0.213242820612
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZZ4
138000.00000000
PA
USD
141104.31000000
0.414917901167
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AG2
108000.00000000
PA
USD
87950.88000000
0.258619984998
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBB0
176000.00000000
PA
USD
134233.44000000
0.394714074937
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AU8
66000.00000000
PA
USD
68559.15000000
0.201598509810
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XL2
200000.00000000
PA
USD
186474.00000000
0.548327692487
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
CVR Energy, Inc.
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAB4
244000.00000000
PA
USD
235283.10000000
0.691851085429
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
Bed Bath & Beyond Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond Inc.
075896AA8
97000.00000000
PA
USD
20212.86000000
0.059436011896
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.74900000
N
N
N
N
N
N
AG Issuer, LLC
N/A
AG Issuer, LLC
00119LAA9
92000.00000000
PA
USD
85787.20000000
0.252257673568
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
549300IQ3DN0F3VERF65
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
87470LAG6
51000.00000000
PA
USD
48172.35000000
0.141651026508
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
Consolidated Communications, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAF0
53000.00000000
PA
USD
43740.90000000
0.128620326503
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Beazer Homes USA, Inc.
549300DUPYT2T0F60I45
Beazer Homes USA, Inc.
07556QBR5
126000.00000000
PA
USD
105350.49000000
0.309783621760
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FAZ1
62000.00000000
PA
USD
43834.00000000
0.128894087500
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232AA0
145000.00000000
PA
USD
138389.04000000
0.406933636693
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
WW International, Inc.
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
62000.00000000
PA
USD
34109.69000000
0.100299707246
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
JPW Industries Holding Corp.
2549006C25X8KUBSYI24
JPW Industries Holding Corp.
48128TAA0
65000.00000000
PA
USD
56306.90000000
0.165570709847
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
9.00000000
N
N
N
N
N
N
Necessity Retail REIT Inc./The / American Finance Operating Partner L.P.
549300GN4H0K3IUS8983
Necessity Retail REIT Inc./The / American Finance Operating Partner L.P.
02608AAA7
116000.00000000
PA
USD
84866.76000000
0.249551115328
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
4.50000000
N
N
N
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209AA5
81000.00000000
PA
USD
81032.00000000
0.238274985132
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAK4
153000.00000000
PA
USD
129276.08000000
0.380136934051
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AZ0
200000.00000000
PA
USD
188823.00000000
0.555234938267
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
U.S. Acute Care Solutions, LLC
N/A
U.S. Acute Care Solutions, LLC
90367UAA9
192000.00000000
PA
USD
174548.16000000
0.513259702697
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
CrownRock L.P./ CrownRock Finance Inc.
N/A
CrownRock L.P./ CrownRock Finance Inc.
228701AF5
119000.00000000
PA
USD
115237.82000000
0.338857363106
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
505742AG1
82000.00000000
PA
USD
75722.49000000
0.222662345480
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
AMC Networks Inc.
549300VGG9K75226LR46
AMC Networks Inc.
00164VAE3
72000.00000000
PA
USD
65975.76000000
0.194002039109
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
Albertsons Cos Inc / Safeway Inc / New Albertsons L.P./ Albertsons LLC
549300YKWOC0AOR16R51
Albertsons Cos Inc / Safeway Inc / New Albertsons L.P./ Albertsons LLC
013092AC5
64000.00000000
PA
USD
59414.72000000
0.174709269482
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AD3
155000.00000000
PA
USD
98663.70000000
0.290121083653
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
8.50000000
N
N
N
N
N
N
Manitowoc Co., Inc. (The)
2RTSLGQ89VMY18RHX631
Manitowoc Co., Inc. (The)
563571AL2
40000.00000000
PA
USD
36437.60000000
0.107144937781
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.00000000
N
N
N
N
N
N
Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
549300K1JD1LDRNBET48
Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
68000.00000000
PA
USD
63274.68000000
0.186059500398
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
Varex Imaging Corp.
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214XAC0
96000.00000000
PA
USD
93831.80000000
0.275912858500
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
92000.00000000
PA
USD
74391.03000000
0.218747180956
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Rite Aid Corp.
529900W353T1JY1DKT44
Rite Aid Corp.
767754CL6
160000.00000000
PA
USD
104072.00000000
0.306024215775
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Hughes Satellite Systems Corp.
N/A
Hughes Satellite Systems Corp.
444454AF9
79000.00000000
PA
USD
74627.35000000
0.219442081051
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
Lcpr Senior Secured Financing DAC
549300LE5FM8IKMXSP90
Lcpr Senior Secured Financing DAC
50201DAA1
200000.00000000
PA
USD
186756.00000000
0.549156914841
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series U
156700AT3
75000.00000000
PA
USD
49799.99000000
0.146437109745
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.65000000
N
N
N
N
N
N
1375209 BC Ltd.
N/A
1375209 BC Ltd.
68251PAA5
79000.00000000
PA
USD
76827.50000000
0.225911632691
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
P&L Development LLC / PLD Finance Corp.
549300TSXG3VFTR8PB29
P&L Development LLC / PLD Finance Corp.
69306RAA4
34000.00000000
PA
USD
26292.88000000
0.077314339903
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.75000000
N
N
N
N
N
N
Bausch Health Cos. Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos. Inc.
91911KAN2
230000.00000000
PA
USD
185025.80000000
0.544069253432
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Buckeye Partners, L.P.
549300C1PQJLVEIUBK50
Buckeye Partners, L.P.
118230AT8
110000.00000000
PA
USD
103824.60000000
0.305296734887
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.12500000
N
N
N
N
N
N
Koppers Inc.
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc.
500605AH3
112000.00000000
PA
USD
100385.60000000
0.295184338872
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
Enstar Finance LLC
N/A
Enstar Finance LLC
29360AAB6
136000.00000000
PA
USD
107072.80000000
0.314848082586
Long
DBT
CORP
US
N
2
2042-01-15
Variable
5.50000000
N
N
N
N
N
N
United Wholesale Mortgage, LLC
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AC4
47000.00000000
PA
USD
38352.71000000
0.112776327932
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Telecom Italia Capital S.A.
549300777DJZOR5C4L39
Telecom Italia Capital S.A.
87927VAR9
177000.00000000
PA
USD
138278.60000000
0.406608887343
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAF2
235000.00000000
PA
USD
239232.01000000
0.703462874247
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Cogent Communications Group, Inc.
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAC7
43000.00000000
PA
USD
38680.33000000
0.113739696116
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc.
46284VAF8
127000.00000000
PA
USD
109858.18000000
0.323038505852
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.87500000
N
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AA1
86000.00000000
PA
USD
85756.19000000
0.252166488514
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAB7
74000.00000000
PA
USD
71410.00000000
0.209981447925
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
NortonLifeLock Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc.
871503AU2
150000.00000000
PA
USD
145902.00000000
0.429025531652
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25160PAG2
200000.00000000
PA
USD
136304.30000000
0.400803448712
Long
DBT
CORP
DE
N
2
2033-01-07
Variable
3.74200000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc.
78573NAF9
117000.00000000
PA
USD
109660.59000000
0.322457491508
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Frontier North Inc.
N/A
Frontier North Inc., Series G
362337AK3
154000.00000000
PA
USD
141805.69000000
0.416980312425
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.73000000
N
N
N
N
N
N
Pitney Bowes Inc.
549300N2O26NW4ST6W55
Pitney Bowes Inc.
724479AQ3
75000.00000000
PA
USD
48375.00000000
0.142246919806
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
Methanex Corp.
549300TSJHRXT9QXRD13
Methanex Corp.
59151KAL2
127000.00000000
PA
USD
109338.75000000
0.321511119442
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc.
410345AL6
81000.00000000
PA
USD
74174.54000000
0.218110591071
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.
53219LAR0
26000.00000000
PA
USD
20817.68000000
0.061214488010
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
81721MAM1
52000.00000000
PA
USD
35179.30000000
0.103444900588
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAM1
72000.00000000
PA
USD
70064.28000000
0.206024351803
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
28000.00000000
PA
USD
27642.02000000
0.081281492552
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.37500000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAJ0
187000.00000000
PA
USD
140797.91000000
0.414016930496
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Blue Racer Midstream LLC / Blue Racer Finance Corp.
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp.
095796AH1
54000.00000000
PA
USD
53450.87000000
0.157172539917
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
Grand Canyon University
N/A
Grand Canyon University
38528UAC0
118000.00000000
PA
USD
110625.00000000
0.325293343744
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.12500000
N
N
N
N
N
N
Triton Water Holdings, Inc.
5493005IYCEL7QJFZZ63
Triton Water Holdings, Inc.
89680EAA7
45000.00000000
PA
USD
34190.86000000
0.100538388021
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
302214.07000000
NS
USD
302214.07000000
0.888661924130
Long
STIV
RF
US
N
1
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
40000.00000000
PA
USD
37394.40000000
0.109958412775
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
CCO Holdings, LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings, LLC/CCO Holdings Capital Corp.
1248EPBR3
88000.00000000
PA
USD
84820.12000000
0.249413970184
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
Condor Merger Sub, Inc.
254900SAGUYT3MBUU161
Condor Merger Sub, Inc.
579063AB4
114000.00000000
PA
USD
94475.26000000
0.277804955720
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
N/A
Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAC9
83000.00000000
PA
USD
70792.36000000
0.208165274539
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
Embarq Corp.
N/A
Embarq Corp.
29078EAA3
217000.00000000
PA
USD
88468.73000000
0.260142725410
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
Altera Infrastructure L.P../Teekay Offshore Finance Corp.
N/A
Altera Infrastructure L.P../Teekay Offshore Finance Corp.
87901BAB8
107000.00000000
PA
USD
6687.50000000
0.019664625864
Long
DBT
CORP
MH
N
2
2023-07-15
Fixed
8.50000000
Y
Y
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
150000.00000000
PA
USD
122400.00000000
0.359917787790
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAD9
62000.00000000
PA
USD
54201.64000000
0.159380182707
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BC0
145000.00000000
PA
USD
145594.43000000
0.428121120590
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
HUB International Ltd.
549300JQT6ATTUNS5E06
HUB International Ltd.
44332PAD3
96000.00000000
PA
USD
94977.12000000
0.279280677460
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BG6
107000.00000000
PA
USD
105020.50000000
0.308813284580
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
73179PAM8
149000.00000000
PA
USD
145717.53000000
0.428483096731
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Genesis Energy L.P./ Genesis Energy Finance Corp.
N/A
Genesis Energy L.P./ Genesis Energy Finance Corp.
37185LAL6
58000.00000000
PA
USD
55459.31000000
0.163078367382
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series P
156700AM8
177000.00000000
PA
USD
117089.93000000
0.344303501455
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBC3
270000.00000000
PA
USD
233400.15000000
0.686314261911
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Pitney Bowes Inc.
549300N2O26NW4ST6W55
Pitney Bowes Inc.
724479AP5
78000.00000000
PA
USD
50146.59000000
0.147456288709
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.87500000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BD8
200000.00000000
PA
USD
144333.50000000
0.424413349869
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
118000.00000000
PA
USD
100053.95000000
0.294209120455
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.37500000
N
N
N
N
N
N
United Wholesale Mortgage, LLC
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
913229AA8
85000.00000000
PA
USD
64768.73000000
0.190452761598
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232AB8
41000.00000000
PA
USD
36643.55000000
0.107750534745
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
AmeriGas Partners L.P./ AmeriGas Finance Corp.
N/A
AmeriGas Partners L.P./ AmeriGas Finance Corp.
030981AL8
114000.00000000
PA
USD
105289.26000000
0.309603574651
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AW4
77000.00000000
PA
USD
69462.86000000
0.204255873405
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
CD&R Smokey Buyer, Inc.
N/A
CD&R Smokey Buyer, Inc.
12510CAA9
57000.00000000
PA
USD
54471.48000000
0.160173648523
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.75000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBM1
196000.00000000
PA
USD
136111.22000000
0.400235696044
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAJ2
120000.00000000
PA
USD
111713.00000000
0.328492612969
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AV8
73000.00000000
PA
USD
70238.78000000
0.206537469891
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240MBL1
106000.00000000
PA
USD
93008.64000000
0.273492352567
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
FXI Holdings, Inc.
549300VLKCUZW3MSVS50
FXI Holdings, Inc.
35166FAA0
101000.00000000
PA
USD
87839.70000000
0.258293059674
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
12.25000000
N
N
N
N
N
N
Michaels Cos., Inc. (The)
549300H9LWMBP7HYLR98
Michaels Cos., Inc. (The)
55916AAB0
39000.00000000
PA
USD
21711.11000000
0.063841623216
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
N
Bombardier Inc.
W7L3VLU8EHQY34Z36697
Bombardier Inc.
097751BM2
52000.00000000
PA
USD
51688.26000000
0.151989576747
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAE3
161000.00000000
PA
USD
161589.26000000
0.475153995015
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
TransDigm Inc.
88Q84GB3X55CF5OC7582
TransDigm Inc.
893647BE6
274000.00000000
PA
USD
270184.55000000
0.794478966758
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Scientific Games Holdings LP/Scientific Games US FinCo Inc.
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc.
80874DAA4
163000.00000000
PA
USD
140508.32000000
0.413165389710
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBL3
84000.00000000
PA
USD
34647.48000000
0.101881081324
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
49000.00000000
PA
USD
39740.47000000
0.116857042877
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Genesis Energy L.P./ Genesis Energy Finance Corp.
N/A
Genesis Energy L.P./ Genesis Energy Finance Corp.
37185LAM4
112000.00000000
PA
USD
108670.24000000
0.319545362577
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBJ8
102000.00000000
PA
USD
41293.05000000
0.121422411822
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
Patrick Industries Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc.
703343AD5
180000.00000000
PA
USD
136185.30000000
0.400453528640
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.75000000
N
N
N
N
N
N
EQM Midstream Partners, L.P.
549300NELT611CL6XM83
EQM Midstream Partners, L.P.
26885BAC4
62000.00000000
PA
USD
55519.76000000
0.163256120897
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
Trinseo Materials Operating S.C.A. / Trinseo Materials Finance Inc.
N/A
Trinseo Materials Operating S.C.A. / Trinseo Materials Finance Inc.
89668QAF5
78000.00000000
PA
USD
44378.10000000
0.130494016163
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AH0
69000.00000000
PA
USD
67002.80000000
0.197022055161
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
Prime Security Services Borrower LLC/Prime Finance, Inc.
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC/Prime Finance, Inc.
74166MAC0
120000.00000000
PA
USD
116992.59000000
0.344017272718
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAE4
28000.00000000
PA
USD
25244.17000000
0.074230603112
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond Future
N/A
1.00000000
NC
USD
-439.27000000
-0.00129167554
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-20
120939.27000000
USD
-439.27000000
N
N
N
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A.
46115HBQ9
200000.00000000
PA
USD
135467.84000000
0.398343834065
Long
DBT
CORP
IT
N
2
2032-06-01
Variable
4.19800000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAF5
152000.00000000
PA
USD
154532.67000000
0.454404058233
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
Y
Y
N
N
N
N
Affinity Gaming
N/A
Affinity Gaming
00842XAA7
187000.00000000
PA
USD
156358.86000000
0.459773978698
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
Newell Brands Inc.
549300LWGYFM1TVO1Z12
Newell Brands Inc.
651229AW6
183000.00000000
PA
USD
170573.39000000
0.501571872424
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.45000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Future
N/A
7.00000000
NC
USD
-61561.30000000
-0.18102129828
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-12-20
873451.93000000
USD
-61561.30000000
N
N
N
Banijay Entertainment
969500CE0IE2EZ5VBG13
Banijay Entertainment
060335AA4
200000.00000000
PA
USD
185622.00000000
0.545822382396
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
5.37500000
N
N
N
N
N
N
Trinity Industries, Inc.
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522AH2
100000.00000000
PA
USD
94636.00000000
0.278277612462
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.55000000
N
N
N
N
N
N
Tri Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265HAF6
118000.00000000
PA
USD
101739.78000000
0.299166311665
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
129000.00000000
PA
USD
131117.54000000
0.385551756024
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc.
37960BAA3
10000.00000000
PA
USD
7972.65000000
0.023443615611
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327RAG6
77000.00000000
PA
USD
76603.23000000
0.225252165679
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.12500000
N
N
N
N
N
N
Rayonier A.M. Products Inc.
549300ZGRDDK1QM6MM16
Rayonier A.M. Products Inc.
75508EAB4
240000.00000000
PA
USD
208948.80000000
0.614414949816
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
Ferrellgas L.P./ Ferrellgas Finance Corp.
N/A
Ferrellgas L.P./ Ferrellgas Finance Corp.
315289AC2
75000.00000000
PA
USD
63033.00000000
0.185348839197
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAA8
45000.00000000
PA
USD
35990.92000000
0.105831473095
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
PRA Group, Inc.
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAC0
140000.00000000
PA
USD
134299.62000000
0.394908677545
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
W. R. Grace Holdings LLC
N/A
W. R. Grace Holdings LLC
92943GAA9
90000.00000000
PA
USD
69300.00000000
0.203776982793
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
549300IQ3DN0F3VERF65
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
87470LAJ0
138000.00000000
PA
USD
125270.88000000
0.368359624217
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp.
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp.
015857AH8
114000.00000000
PA
USD
91235.91000000
0.268279631489
Long
DBT
CORP
CA
N
2
2082-01-18
Variable
4.75000000
N
N
N
N
N
N
Jaguar Land Rover Automotive PLC
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
47010BAJ3
200000.00000000
PA
USD
184960.00000000
0.543875768216
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
7.75000000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
70000.00000000
PA
USD
69814.41000000
0.205289607868
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
INVESCO PRIVATE GOVERNMENT FUND
N/A
INVESCO PRIVATE GOVERNMENT FUND
N/A
745328.90000000
NS
USD
745328.90000000
2.191643209676
Long
STIV
PF
US
N
2
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
50000.00000000
PA
USD
49828.57000000
0.146521149372
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
204000.00000000
PA
USD
192659.64000000
0.566516596612
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
189000.00000000
PA
USD
124107.59000000
0.364938964385
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
549300IQ3DN0F3VERF65
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
87470LAD3
55000.00000000
PA
USD
49443.35000000
0.145388408112
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Midcap Financial Issuer Trust
N/A
Midcap Financial Issuer Trust
59590AAA7
209000.00000000
PA
USD
161270.67000000
0.474217179590
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
200000.00000000
PA
USD
181268.00000000
0.533019424487
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAH8
235000.00000000
PA
USD
237741.51000000
0.699080051839
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Western Midstream Operating, L.P.
L6D8A6MLSY454J2JXJ60
Western Midstream Operating, L.P.
958667AB3
40000.00000000
PA
USD
38215.80000000
0.112373743420
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.35000000
N
N
N
N
N
N
Photo Holdings Merger Sub, Inc.
549300I1C8WJQ5FZE154
Photo Holdings Merger Sub, Inc.
719245AD4
79000.00000000
PA
USD
52174.37000000
0.153418985537
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
Ligado Networks LLC
N/A
Ligado Networks LLC
53225HAA8
33883.07000000
PA
USD
14188.54000000
0.041721470006
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
15.50000000
N
N
Y
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAS4
63000.00000000
PA
USD
62284.01000000
0.183146430505
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
Century Communities, Inc.
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AL6
107000.00000000
PA
USD
102323.28000000
0.300882096217
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.75000000
N
N
N
N
N
N
Global Atlantic (Fin) Co.
N/A
Global Atlantic (Fin) Co.
37959GAC1
165000.00000000
PA
USD
122003.52000000
0.358751936446
Long
DBT
CORP
US
N
2
2051-10-15
Variable
4.70000000
N
N
N
N
N
N
Macy's Retail Holdings, LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings, LLC
55617LAR3
93000.00000000
PA
USD
77541.92000000
0.228012388132
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.12500000
N
N
N
N
N
N
ZF North America Capital, Inc.
529900JYGMS9CW9IQX78
ZF North America Capital, Inc.
98877DAC9
192000.00000000
PA
USD
179919.85000000
0.529055182938
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
Viasat, Inc.
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552VAK6
130000.00000000
PA
USD
120068.00000000
0.353060530591
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.62500000
N
N
N
N
N
N
Abercrombie & Fitch Management Co.
5493003QMCFDA98NPT74
Abercrombie & Fitch Management Co.
003000AA4
147000.00000000
PA
USD
138625.93000000
0.407630212875
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBE0
139000.00000000
PA
USD
99529.56000000
0.292667149141
Long
DBT
CORP
KY
N
2
2031-07-15
Fixed
3.37500000
N
N
N
N
N
N
Intelligent Packaging Ltd. Finco Inc / Intelligent Packaging Ltd. Co-Issuer LLC
549300D73EZIFX49H897
Intelligent Packaging Ltd. Finco Inc / Intelligent Packaging Ltd. Co-Issuer LLC
45827MAA5
49000.00000000
PA
USD
36600.72000000
0.107624592924
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6.00000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
101000.00000000
PA
USD
98399.76000000
0.289344966816
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
United Wholesale Mortgage, LLC
549300HW662MN1WU8550
United Wholesale Mortgage, LLC
91153LAA5
121000.00000000
PA
USD
108913.92000000
0.320261904787
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Altice Financing S.A.
549300DIYGW8HVDF7Q17
Altice Financing S.A.
02154CAH6
200000.00000000
PA
USD
158431.50000000
0.465868586571
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
5.75000000
N
N
N
N
N
N
FAGE International S.A. / FAGE USA Dairy Industry Inc.
N/A
FAGE International S.A. / FAGE USA Dairy Industry Inc.
30257WAA4
232000.00000000
PA
USD
203822.04000000
0.599339687416
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAA9
82000.00000000
PA
USD
76380.95000000
0.224598550272
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.50000000
N
N
N
N
N
Under Armour, Inc.
549300D4549QKWETZ406
Under Armour, Inc.
904311AA5
122000.00000000
PA
USD
105262.21000000
0.309524033996
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Directv Financing LLC / Directv Financing Co-Obligor Inc.
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc.
25461LAA0
334000.00000000
PA
USD
301428.32000000
0.886351422482
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAA7
89000.00000000
PA
USD
55374.76000000
0.162829747701
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.12500000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AW3
68000.00000000
PA
USD
43028.58000000
0.126525746122
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
TEGNA Inc.
549300YC5EDBGX85AO10
TEGNA Inc.
87901JAF2
50000.00000000
PA
USD
48680.40000000
0.143144949973
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
American Airlines Inc./AAdvantage Loyalty IP Ltd.
IWUQB36BXD6OWD6X4T14
American Airlines Inc./AAdvantage Loyalty IP Ltd.
00253XAA9
140000.00000000
PA
USD
133822.12000000
0.393504586502
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
FS Energy and Power Fund
54930004XHN0QROEGZ58
FS Energy and Power Fund
30264DAA7
47000.00000000
PA
USD
47197.40000000
0.138784181351
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
New Home Co. Inc. (The)
549300PLCE8TB3TVRQ85
New Home Co. Inc. (The)
645370AC1
80000.00000000
PA
USD
62243.86000000
0.183028369238
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BL5
99000.00000000
PA
USD
96424.02000000
0.283535293858
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.62500000
N
N
N
N
N
N
Prime Healthcare Services, Inc.
N/A
Prime Healthcare Services, Inc.
74165HAB4
75000.00000000
PA
USD
65539.13000000
0.192718126497
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.25000000
N
N
N
N
N
N
Bausch Health Cos. Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos. Inc.
071734AP2
35000.00000000
PA
USD
23075.96000000
0.067854971195
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
Veritas US Inc. / Veritas Bermuda Ltd.
549300RFUWCPWS8FQ104
Veritas US Inc. / Veritas Bermuda Ltd.
92346LAE3
171000.00000000
PA
USD
144251.45000000
0.424172081450
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796W62
123000.00000000
PA
USD
122844.97000000
0.361226224212
Long
DBT
UST
US
N
2
2022-11-17
None
0.00000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series A
02376WAA9
26431.34000000
PA
USD
20779.53000000
0.061102307752
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.10000000
N
N
N
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AP3
98000.00000000
PA
USD
69247.29000000
0.203621988785
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
263000.00000000
PA
USD
228952.02000000
0.673234514285
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Drax Finco PLC
5493000MW6H7G7JFNQ88
Drax Finco PLC
26151AAA7
200000.00000000
PA
USD
186273.00000000
0.547736651022
Long
DBT
CORP
GB
N
2
2025-11-01
Fixed
6.62500000
N
N
N
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310AN1
80000.00000000
PA
USD
75287.20000000
0.221382373145
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
5.12500000
N
N
N
N
N
N
LSF9 Atlantis Holdings LLC / Victra Finance Corp.
N/A
LSF9 Atlantis Holdings LLC / Victra Finance Corp.
50220MAA8
111000.00000000
PA
USD
100435.08000000
0.295329835050
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Sizzling Platter LLC / Sizzling Platter Finance Corp.
N/A
Sizzling Platter LLC / Sizzling Platter Finance Corp.
830146AB2
52000.00000000
PA
USD
45500.57000000
0.133794644588
Long
DBT
CORP
US
N
2
2025-11-28
Fixed
8.50000000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace Inc.
013817AW1
51000.00000000
PA
USD
50529.53000000
0.148582325618
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.12500000
N
N
N
N
N
N
Sunnova Energy Corp.
549300TH3GCD8YQUDR46
Sunnova Energy Corp.
86745GAF0
115000.00000000
PA
USD
101378.83000000
0.298104936457
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
Albion Financing 2 S.a.r.l.
2594009X2UW7EQPIKY23
Albion Financing 2 S.a.r.l.
013305AA5
200000.00000000
PA
USD
170000.00000000
0.499885816375
Long
DBT
CORP
LU
N
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc.
6354001JXMLKNZDZR978
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc.
03969AAQ3
200000.00000000
PA
USD
189045.00000000
0.555887730333
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Five Point Operating Co. L.P./ Five Point Capital Corp.
N/A
Five Point Operating Co. L.P./ Five Point Capital Corp.
33834YAA6
51000.00000000
PA
USD
42214.95000000
0.124133263200
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
7.87500000
N
N
N
N
N
N
Moss Creek Resources Holdings, Inc.
54930037SLMSPWKYIX36
Moss Creek Resources Holdings, Inc.
61965RAB1
46000.00000000
PA
USD
44235.21000000
0.130073847431
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
ASG Finance DAC
5493005UOB0OMEJ4WK10
ASG Finance DAC
00217AAA4
200000.00000000
PA
USD
188900.00000000
0.555461357137
Long
DBT
CORP
IE
N
2
2024-12-03
Fixed
7.87500000
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAA4
57000.00000000
PA
USD
51594.41000000
0.151713610372
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
Likewize Corp.
TF9O1XIG83ZLXX7WN472
Likewize Corp.
10947XAA0
141000.00000000
PA
USD
127770.61000000
0.375710092286
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
9.75000000
N
N
N
N
N
N
N/A
N/A
Intercontinental Exchange, Inc.
N/A
1.00000000
NC
USD
46959.30000000
0.138084047158
N/A
DCR
N/A
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
MARKIT CDX.NA.HY.38 06/27* CDX HY CDSI S38 5Y PRC
CXPHY538
Y
The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument
2027-06-20
19780.76000000
USD
0.00000000
USD
13257.90000000
USD
27178.54000000
N
N
N
Enstar Finance LLC
N/A
Enstar Finance LLC
29360AAA8
65000.00000000
PA
USD
57899.21000000
0.170252905049
Long
DBT
CORP
US
N
2
2040-09-01
Variable
5.75000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FET1
163000.00000000
PA
USD
160295.13000000
0.471348599536
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.12500000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
36000.00000000
PA
USD
35681.94000000
0.104922915922
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
Moss Creek Resources Holdings, Inc.
54930037SLMSPWKYIX36
Moss Creek Resources Holdings, Inc.
61965RAA3
57000.00000000
PA
USD
52292.75000000
0.153767082495
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
87000.00000000
PA
USD
67451.65000000
0.198341900742
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
Howmet Aerospace Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace Inc.
443201AA6
115000.00000000
PA
USD
117248.25000000
0.344769042175
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AP2
41000.00000000
PA
USD
42271.75000000
0.124300283872
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
N
N
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
179000.00000000
PA
USD
144384.74000000
0.424564021335
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
Windstream Escrow LLC / Windstream Escrow Finance Corp.
N/A
Windstream Escrow LLC / Windstream Escrow Finance Corp.
97382WAA1
198000.00000000
PA
USD
171878.85000000
0.505410583823
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAS6
118000.00000000
PA
USD
109902.25000000
0.323168093898
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.60000000
N
N
N
N
N
N
Eco Material Technologies Inc.
N/A
Eco Material Technologies Inc.
27900QAA4
78000.00000000
PA
USD
73010.34000000
0.214687255381
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
7.87500000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AU1
102000.00000000
PA
USD
95988.12000000
0.282253527815
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
INVESCO PRIVATE PRIME FUND
N/A
INVESCO PRIVATE PRIME FUND
N/A
1916066.66000000
NS
USD
1916066.66000000
5.634203215086
Long
STIV
PF
US
N
2
N
N
N/A
N/A
U.S. Treasury Ultra Bonds Future
N/A
1.00000000
NC
USD
-21220.57000000
-0.06239918799
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-20
148876.82000000
USD
-21220.57000000
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
45000.00000000
PA
USD
40500.79000000
0.119092767488
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
Arcosa, Inc.
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653AA8
120000.00000000
PA
USD
103627.80000000
0.304718043542
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AD5
148000.00000000
PA
USD
145984.89000000
0.429269270095
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
Crestwood Midstream Partners L.P./ Crestwood Midstream Finance Corp.
N/A
Crestwood Midstream Partners L.P./ Crestwood Midstream Finance Corp.
226373AR9
51000.00000000
PA
USD
47806.89000000
0.140576389623
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Bausch Health Cos. Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos. Inc.
071734AN7
127000.00000000
PA
USD
78057.38000000
0.229528100738
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
108000.00000000
PA
USD
101854.72000000
0.299504293287
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.65000000
N
N
N
N
N
N
Southwestern Energy Co.
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AL3
88000.00000000
PA
USD
87078.20000000
0.256053865267
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.70000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBF1
166000.00000000
PA
USD
134484.90000000
0.395453494274
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
EnLink Midstream Partners, L.P.
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, L.P.
29336UAE7
28000.00000000
PA
USD
26325.88000000
0.077411376562
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
EQM Midstream Partners, L.P.
549300NELT611CL6XM83
EQM Midstream Partners, L.P.
26885BAN0
37000.00000000
PA
USD
36032.45000000
0.105953592260
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
EQM Midstream Partners, L.P.
549300NELT611CL6XM83
EQM Midstream Partners, L.P.
26885BAA8
118000.00000000
PA
USD
112844.58000000
0.331820029393
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
4.00000000
N
N
N
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc.
549300V3UCT773B1KR38
Caesars Resort Collection LLC / CRC Finco Inc.
12770RAA1
193000.00000000
PA
USD
188778.13000000
0.555102997817
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
169000.00000000
PA
USD
154547.47000000
0.454447577704
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
NGL Energy Operating LLC / NGL Energy Finance Corp.
5493008CQD36WWZJ3O79
NGL Energy Operating LLC / NGL Energy Finance Corp.
62922LAA6
235000.00000000
PA
USD
212735.61000000
0.625550082806
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
183000.00000000
PA
USD
140324.77000000
0.412625660054
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
Y
Y
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
114000.00000000
PA
USD
115281.36000000
0.338985392685
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc.
78573NAC6
154000.00000000
PA
USD
149402.30000000
0.439318180611
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Urban One, Inc.
549300PLGIGPBRQUP240
Urban One, Inc.
91705JAC9
67000.00000000
PA
USD
58708.08000000
0.172631391168
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
Rackspace Technology Global, Inc.
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc.
750098AB1
52000.00000000
PA
USD
34433.75000000
0.101252607233
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAD0
200000.00000000
PA
USD
171614.00000000
0.504631791126
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.37500000
N
N
Y
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700BD7
51000.00000000
PA
USD
36096.65000000
0.106142372668
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Northriver Midstream Finance L.P.
549300SOLNLY3BL6GF18
Northriver Midstream Finance L.P.
66679NAA8
73000.00000000
PA
USD
69215.32000000
0.203527980846
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
5.62500000
N
N
N
N
N
N
Rithm Capital Corp.
549300WNTHGEO5LP2G31
Rithm Capital Corp.
64828TAA0
115000.00000000
PA
USD
100239.73000000
0.294755407437
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
Connect Finco S.a.r.l. / Connect US Finco LLC
2594001KNYIQ456J2792
Connect Finco S.a.r.l. / Connect US Finco LLC
20752TAA2
200000.00000000
PA
USD
188330.00000000
0.553785269400
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Ally Financial Inc.
549300JBN1OSM8YNAI90
Ally Financial Inc.
02005NBF6
92000.00000000
PA
USD
89034.68000000
0.261806904103
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Qwest Corp.
549300R2L4N683OO1509
Qwest Corp.
912920AK1
77000.00000000
PA
USD
77852.78000000
0.228926473455
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.25000000
N
N
N
N
N
N
Masonite International Corp.
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AE9
90000.00000000
PA
USD
71653.50000000
0.210697460845
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
Melco Resorts Finance Ltd.
529900NRV6LBR3T6B421
Melco Resorts Finance Ltd.
58547DAE9
200000.00000000
PA
USD
116000.00000000
0.341098557056
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
Domtar Corp.
XYSIJOU3HNVROZWNA008
Domtar Corp.
70478JAA2
283000.00000000
PA
USD
241248.02000000
0.709390961333
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.75000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
282000.00000000
PA
USD
196501.83000000
0.577814574758
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AG7
90000.00000000
PA
USD
71105.74000000
0.209086769934
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.12500000
N
N
N
N
N
N
Midland Cogeneration Venture L.P.
A7EF7IZXZY5NPHMMPV49
Midland Cogeneration Venture L.P.
59748TAA7
70650.31000000
PA
USD
71710.06000000
0.210863775796
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.00000000
N
N
N
N
N
N
EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.
2549002TO75PYMY3VY07
EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.
29280LAA1
270000.00000000
PA
USD
138360.15000000
0.406848685509
Long
DBT
CORP
ES
N
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
Emergent BioSolutions Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions Inc.
29089QAC9
84000.00000000
PA
USD
50430.54000000
0.148291245048
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
98310WAN8
188000.00000000
PA
USD
174611.00000000
0.513444484018
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
N/A
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
41984LAA5
102000.00000000
PA
USD
95017.13000000
0.279398327057
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
Sensata Technologies B.V.
81725WAJ2
109000.00000000
PA
USD
106029.21000000
0.311779401179
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Radiate Holdco LLC / Radiate Finance Inc.
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC / Radiate Finance Inc.
75026JAE0
40000.00000000
PA
USD
25297.00000000
0.074385949981
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.50000000
N
N
N
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAD9
219000.00000000
PA
USD
130189.47000000
0.382822761732
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AL4
185000.00000000
PA
USD
148658.56000000
0.437131209569
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Specialty Building Products Holdings LLC / SBP Finance Corp.
549300ICFD46O3KMJC06
Specialty Building Products Holdings LLC / SBP Finance Corp.
84749AAA5
117000.00000000
PA
USD
94298.98000000
0.277286603533
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.37500000
N
N
N
N
N
N
Corecivic, Inc.
529900JFA3K6PTLT8B15
Corecivic, Inc.
21871NAA9
153000.00000000
PA
USD
127184.56000000
0.373986809447
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
G-III Apparel Group, Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group, Ltd.
36237HAA9
88000.00000000
PA
USD
83506.28000000
0.245550617354
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.87500000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525PAA5
73000.00000000
PA
USD
68945.22000000
0.202733750499
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AH0
81000.00000000
PA
USD
60797.79000000
0.178776193458
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.37500000
N
N
N
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481AC5
71000.00000000
PA
USD
62351.62000000
0.183345238035
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.15000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771S58
127000.00000000
PA
USD
139065.95000000
0.408924093799
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Hilcorp Energy I, L.P.
549300ITPIHLG0LHEC09
Hilcorp Energy I, L.P.
431318AS3
185000.00000000
PA
USD
174422.63000000
0.512890581129
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Crestwood Midstream Partners L.P./ Crestwood Midstream Finance Corp.
N/A
Crestwood Midstream Partners L.P./ Crestwood Midstream Finance Corp.
67421QAA0
35000.00000000
PA
USD
35050.23000000
0.103065369633
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
Enact Holdings, Inc.
N/A
Enact Holdings, Inc.
37255LAA5
137000.00000000
PA
USD
135275.17000000
0.397777287004
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
Hilcorp Energy I, L.P.
549300ITPIHLG0LHEC09
Hilcorp Energy I, L.P.
431318AY0
75000.00000000
PA
USD
68016.99000000
0.200004285726
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
Masonite International Corp.
549300H0H07ZFT4JYM32
Masonite International Corp.
575385AD1
100000.00000000
PA
USD
91689.00000000
0.269611944809
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc.
185899AG6
106000.00000000
PA
USD
105407.99000000
0.309952700786
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
TreeHouse Foods, Inc.
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469AAD6
28000.00000000
PA
USD
23661.12000000
0.069575636985
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.00000000
N
N
N
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849AA2
67000.00000000
PA
USD
51321.00000000
0.150909646954
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes Future
N/A
4.00000000
NC
USD
-6897.11000000
-0.02028098507
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-30
433272.11000000
USD
-6897.11000000
N
N
N
Glatfelter Corp.
549300LDQLQBT38QDY28
Glatfelter Corp.
377320AA4
101000.00000000
PA
USD
65222.27000000
0.191786398146
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.75000000
N
N
N
N
N
N
Six Flags Theme Parks Inc.
5493003MX0ZXTM8EVY68
Six Flags Theme Parks Inc.
83001WAC8
66000.00000000
PA
USD
66739.20000000
0.196246938095
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
7.00000000
N
N
N
N
N
Telenet Finance Luxembourg Notes S.a.r.l.
2138007RI9GLJPCC3E25
Telenet Finance Luxembourg Notes S.a.r.l.
AQ2322842
200000.00000000
PA
USD
175720.00000000
0.516705503844
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
NuStar Logistics, L.P.
N62BF2PKP51FIIOIUN20
NuStar Logistics, L.P.
67059TAE5
65000.00000000
PA
USD
60404.50000000
0.177619722325
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBC0
72000.00000000
PA
USD
68798.71000000
0.202302937140
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBD6
119000.00000000
PA
USD
80261.75000000
0.236010061308
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
57000.00000000
PA
USD
50518.82000000
0.148550832812
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
AmeriGas Partners L.P./ AmeriGas Finance Corp.
N/A
AmeriGas Partners L.P./ AmeriGas Finance Corp.
030981AH7
122000.00000000
PA
USD
119486.80000000
0.351351509200
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
5.62500000
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAB2
189000.00000000
PA
USD
149865.66000000
0.440680692916
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AC4
81000.00000000
PA
USD
66972.42000000
0.196932722625
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
PBF Holding Co. LLC / PBF Finance Corp.
N/A
PBF Holding Co. LLC / PBF Finance Corp.
69318FAJ7
36000.00000000
PA
USD
32779.98000000
0.096389688606
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AY6
96000.00000000
PA
USD
69837.60000000
0.205357798174
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
StoneX Group Inc.
549300JUF07L8VF02M60
StoneX Group Inc.
46116VAE5
26000.00000000
PA
USD
25642.24000000
0.075401129859
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.62500000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAB4
77000.00000000
PA
USD
74984.91000000
0.220493487948
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.87500000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
200000.00000000
PA
USD
199336.20000000
0.586149053354
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.12500000
N
N
N
N
N
N
Builders FirstSource, Inc.
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008RAP2
194000.00000000
PA
USD
155565.69000000
0.457441658504
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25000000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AD2
60000.00000000
PA
USD
44843.10000000
0.131861350896
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.87500000
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAB8
80000.00000000
PA
USD
73431.20000000
0.215924796232
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
189000.00000000
PA
USD
203783.58000000
0.599226595601
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
549300IQ3DN0F3VERF65
Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.
87470LAH4
75000.00000000
PA
USD
75917.25000000
0.223235038195
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
C&S Group Enterprises LLC
N/A
C&S Group Enterprises LLC
12467AAF5
224000.00000000
PA
USD
165913.59000000
0.487869708147
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
Open Text Corp.
549300HP7ONDQODZJV16
Open Text Corp.
683715AD8
91000.00000000
PA
USD
72667.60000000
0.213679426765
Long
DBT
CORP
CA
N
2
2029-12-01
Fixed
3.87500000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
104000.00000000
PA
USD
85116.32000000
0.250284947706
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
119000.00000000
PA
USD
101521.61000000
0.298524781733
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
Iron Mountain Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc.
46284VAJ0
188000.00000000
PA
USD
162475.00000000
0.477758517739
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081TAK4
171000.00000000
PA
USD
136596.51000000
0.401662693620
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
138000.00000000
PA
USD
106660.20000000
0.313634830304
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Seaspan Corp.
5493007Z8Q1H45KT7W98
Seaspan Corp.
81254UAK2
81000.00000000
PA
USD
62591.85000000
0.184051635504
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
Camelot Return Merger Sub, Inc.
N/A
Camelot Return Merger Sub, Inc.
13323NAA0
70000.00000000
PA
USD
58450.00000000
0.171872505689
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
LGI Homes, Inc.
549300W02B4WNV8CV109
LGI Homes, Inc.
50187TAF3
202000.00000000
PA
USD
155217.81000000
0.456418715693
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZX4
200000.00000000
PA
USD
191686.93000000
0.563656338186
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc.
914906AS1
73000.00000000
PA
USD
70657.43000000
0.207768512226
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
161000.00000000
PA
USD
132154.44000000
0.388600765453
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
USA Compression Partners L.P./ USA Compression Finance Corp.
N/A
USA Compression Partners L.P./ USA Compression Finance Corp.
91740PAC2
190000.00000000
PA
USD
182847.45000000
0.537663804797
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.87500000
N
N
N
N
N
N
Artera Services, LLC
549300J2G34D0WX8Z443
Artera Services, LLC
73939VAA2
46000.00000000
PA
USD
38545.93000000
0.113344492270
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
81721MAK5
92000.00000000
PA
USD
78956.70000000
0.232172555516
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
N
PM General Purchaser LLC
N/A
PM General Purchaser LLC
69356MAA4
123000.00000000
PA
USD
106049.06000000
0.311837770199
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAA5
30000.00000000
PA
USD
28948.08000000
0.085121968254
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
8.50000000
N
N
N
N
N
N
American Airlines Pass-Through Trust
N/A
American Airlines Pass-Through Trust, Series A
02377AAA6
11514.63000000
PA
USD
9731.92000000
0.028616757494
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.70000000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AH0
200000.00000000
PA
USD
181316.67000000
0.533162538855
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
Jaguar Land Rover Automotive PLC
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
47010BAK0
216000.00000000
PA
USD
160293.60000000
0.471344100563
Long
DBT
CORP
GB
N
2
2028-01-15
Fixed
5.87500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EB7
134000.00000000
PA
USD
135168.48000000
0.397463564547
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.87500000
N
N
N
N
N
Cedar Fair L.P./ Canada's Wonderland Co. / Magnum Management Corp.
549300TUVLNQQ6BVKH61
Cedar Fair L.P./ Canada's Wonderland Co. / Magnum Management Corp.
150190AF3
110000.00000000
PA
USD
109311.95000000
0.321432313914
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Clarios Global L.P./ Clarios US Finance Co.
549300474L1ZLXZY2P98
Clarios Global L.P./ Clarios US Finance Co.
69867DAC2
37000.00000000
PA
USD
36491.81000000
0.107304342546
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Telecom Italia S.p.A.
549300W384M3RI3VXU42
Telecom Italia S.p.A.
87927YAA0
200000.00000000
PA
USD
188500.00000000
0.554285155216
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Infrabuild Australia Pty Ltd.
549300W2CPB5W6GFH859
Infrabuild Australia Pty Ltd.
45682RAA8
102000.00000000
PA
USD
94881.42000000
0.278999271150
Long
DBT
CORP
AU
N
2
2024-10-01
Fixed
12.00000000
N
N
N
N
N
N
Herbalife Nutrition Ltd. / HLF Financing Inc.
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd. / HLF Financing Inc.
42704MAA0
95000.00000000
PA
USD
88911.02000000
0.261443281279
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.87500000
N
N
N
N
N
N
AmeriGas Partners L.P./ AmeriGas Finance Corp.
N/A
AmeriGas Partners L.P./ AmeriGas Finance Corp.
030981AJ3
60000.00000000
PA
USD
56289.42000000
0.165519309823
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
80000.00000000
PA
USD
70297.60000000
0.206710430383
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co.
5493002K6DHWNZH8YA34
Diamond Sports Group LLC / Diamond Sports Finance Co.
25277LAA4
101000.00000000
PA
USD
9468.75000000
0.027842904845
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
AthenaHealth Group Inc.
254900AA3KZN4Q7A5Z33
AthenaHealth Group Inc.
60337JAA4
135000.00000000
PA
USD
105370.20000000
0.309841579109
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BA4
200000.00000000
PA
USD
155067.00000000
0.455975258164
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Macy's Retail Holdings, LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings, LLC
55617LAP7
121000.00000000
PA
USD
104840.45000000
0.308283846690
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Telesat Canada / Telesat LLC
N/A
Telesat Canada / Telesat LLC
87952VAR7
180000.00000000
PA
USD
85235.92000000
0.250636632080
Long
DBT
CORP
CA
N
2
2026-12-06
Fixed
5.62500000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
50000.00000000
PA
USD
45679.75000000
0.134321524238
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
New Fortress Energy Inc.
N/A
New Fortress Energy Inc.
644393AB6
141000.00000000
PA
USD
136839.80000000
0.402378089033
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
6.50000000
N
N
N
N
N
N
EnLink Midstream Partners, L.P.
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners, L.P.
29336UAF4
118000.00000000
PA
USD
111236.83000000
0.327092432797
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Endo Dac / Endo Finance LLC / Endo Finco Inc.
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc.
29273DAC4
36000.00000000
PA
USD
1710.00000000
0.005028263211
Long
DBT
CORP
XX
N
2
2028-06-30
Fixed
6.00000000
Y
Y
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
200000.00000000
PA
USD
193838.00000000
0.569981569850
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc.
36168QAJ3
267000.00000000
PA
USD
255286.71000000
0.750671796695
Long
DBT
CORP
CA
N
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
156000.00000000
PA
USD
141523.98000000
0.416151942818
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
New Fortress Energy Inc.
N/A
New Fortress Energy Inc.
644393AA8
189000.00000000
PA
USD
186209.74000000
0.547550634688
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
VOC Escrow Ltd.
N/A
VOC Escrow Ltd.
91832VAA2
163000.00000000
PA
USD
134620.07000000
0.395850962308
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
Sally Holdings LLC / Sally Capital Inc.
N/A
Sally Holdings LLC / Sally Capital Inc.
79546VAL0
117000.00000000
PA
USD
110559.15000000
0.325099711503
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAJ4
199000.00000000
PA
USD
204741.15000000
0.602042334785
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes Future
N/A
31.00000000
NC
USD
-191189.12000000
-0.56219252549
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-20
3619595.37000000
USD
-191189.12000000
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
138000.00000000
PA
USD
126797.16000000
0.372847657886
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
Akumin Inc.
N/A
Akumin Inc.
01021FAA7
155000.00000000
PA
USD
125598.64000000
0.369323404071
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Notes Future
N/A
-13.00000000
NC
USD
55498.18000000
0.163192664803
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
United States Treasury Note/Bond
2022-12-30
2712474.74000000
USD
55498.18000000
N
N
N
Aramark Services, Inc.
42YMHYH0XMHJEXDUB065
Aramark Services, Inc.
038522AR9
131000.00000000
PA
USD
129937.59000000
0.382082107382
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.
549300KRDMIL2NJVZ267
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.
74052HAB0
234000.00000000
PA
USD
166486.12000000
0.489553235361
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.87500000
N
N
N
N
N
N
Carnival Holdings Bermuda Ltd.
N/A
Carnival Holdings Bermuda Ltd.
14366RAA7
125000.00000000
PA
USD
127061.88000000
0.373626068317
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
Xerox Corp.
4KF48RN45X1OO8UBLY20
Xerox Corp.
984121CB7
147000.00000000
PA
USD
108555.34000000
0.319207498575
Long
DBT
CORP
US
N
2
2039-12-15
Fixed
6.75000000
N
N
N
N
N
N
Tripadvisor, Inc.
549300XVG45PT5BART17
Tripadvisor, Inc.
896945AA0
157000.00000000
PA
USD
155387.01000000
0.456916249106
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
Uniti Group L.P./ Uniti Fiber Holdings Inc. / CSL Capital LLC
N/A
Uniti Group L.P./ Uniti Fiber Holdings Inc. / CSL Capital LLC
91327AAA0
113000.00000000
PA
USD
112270.43000000
0.330131738561
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
Summit Midstream Holdings LLC / Summit Midstream Finance Corp.
N/A
Summit Midstream Holdings LLC / Summit Midstream Finance Corp.
86614WAE6
104000.00000000
PA
USD
99966.88000000
0.293953090702
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.50000000
N
N
N
N
N
N
Harvest Midstream I, L.P.
549300DW5M17KJOXCY66
Harvest Midstream I, L.P.
417558AA1
84000.00000000
PA
USD
81063.36000000
0.238367199363
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAA1
157000.00000000
PA
USD
145987.24000000
0.429276180281
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.25000000
N
N
N
N
N
N
2022-11-30
Invesco Actively Managed Exchange-Traded Fund Trust
Sheri Morris
Sheri Morris
Vice President