0001752724-22-154198.txt : 20220629
0001752724-22-154198.hdr.sgml : 20220629
20220629161957
ACCESSION NUMBER: 0001752724-22-154198
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220430
FILED AS OF DATE: 20220629
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: 221054892
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
2022-04-30
N
40726192.90
2090668.93
38635523.97
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
51708.49000000
USD
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AJ0
79000.00000000
PA
USD
69897.62000000
0.180915418810
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
8.25000000
N
N
N
N
N
N
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.
N/A
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.
983130AV7
261000.00000000
PA
USD
252869.85000000
0.654500894555
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AT7
94000.00000000
PA
USD
81931.34000000
0.212062194532
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.37500000
N
N
N
N
N
Western Midstream Operating L.P.
L6D8A6MLSY454J2JXJ60
Western Midstream Operating L.P.
958667AA5
258000.00000000
PA
USD
227834.64000000
0.589702472203
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.75000000
N
N
N
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAD5
55000.00000000
PA
USD
54519.30000000
0.141111843189
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
112280.00000000
0.290613374590
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
Clearwater Paper Corp.
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538RAH6
75000.00000000
PA
USD
75041.25000000
0.194228632846
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Encino Acquisition Partners Holdings LLC
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
161000.00000000
PA
USD
161586.85000000
0.418233877520
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
Plantronics, Inc.
5493006O3W5M472F6668
Plantronics, Inc.
727493AC2
145000.00000000
PA
USD
147507.05000000
0.381791250235
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBB0
176000.00000000
PA
USD
155102.64000000
0.401450851605
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XL2
200000.00000000
PA
USD
192238.00000000
0.497567989887
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
236389.64000000
0.611845306365
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPBX0
294000.00000000
PA
USD
280426.02000000
0.725824296359
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Bed Bath & Beyond, Inc.
529900ZBUWWUV7BKGX39
Bed Bath & Beyond, Inc.
075896AA8
97000.00000000
PA
USD
89533.43000000
0.231738619798
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.74900000
N
N
N
N
N
N
Avon Products, Inc.
5493007RY69UEB1F1B45
Avon Products, Inc.
054303AZ5
116000.00000000
PA
USD
134262.78000000
0.347511218184
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
8.45000000
N
N
N
N
N
N
AG Issuer LLC
N/A
AG Issuer LLC
00119LAA9
92000.00000000
PA
USD
90055.58000000
0.233090096228
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
goeasy Ltd.
5493009DJVZG2P8YV435
goeasy Ltd.
380355AD9
129000.00000000
PA
USD
126683.16000000
0.327892951829
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
5.37500000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FAZ1
62000.00000000
PA
USD
49099.04000000
0.127082630063
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
140460.05000000
0.363551559722
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note Future
N/A
-23.00000000
NC
USD
45921.69000000
0.118858721925
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-30
4894609.19000000
USD
45921.69000000
N
N
N
WW International, Inc.
SGT8R1MU6ESIC7UJC518
WW International, Inc.
98262PAA9
62000.00000000
PA
USD
49135.62000000
0.127177309768
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
CoreCivic, Inc.
529900JFA3K6PTLT8B15
CoreCivic, Inc.
22025YAP5
120000.00000000
PA
USD
120509.40000000
0.311913461025
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.62500000
N
N
N
N
N
N
JPW Industries Holding Corp.
2549006C25X8KUBSYI24
JPW Industries Holding Corp.
48128TAA0
65000.00000000
PA
USD
65430.30000000
0.169352692229
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
9.00000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
197677AG2
28000.00000000
PA
USD
30542.54000000
0.079052998022
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209AA5
81000.00000000
PA
USD
84552.26000000
0.218845899606
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
139566.60000000
0.361239050642
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
190334.00000000
0.492639882787
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
US Acute Care Solutions LLC
N/A
US Acute Care Solutions LLC
90367UAA9
192000.00000000
PA
USD
186708.48000000
0.483255980027
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
119145.78000000
0.308384014909
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
80665.04000000
0.208784640950
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Albertson's Cos., Inc./Safeway, Inc./New Albertson's L.P./Albertson's LLC
549300YKWOC0AOR16R51
Albertson's Cos., Inc./Safeway, Inc./New Albertson's L.P./Albertson's LLC
013092AC5
225000.00000000
PA
USD
210989.25000000
0.546101691706
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
135000.00000000
PA
USD
140934.60000000
0.364779833475
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
Liberty Interactive LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AD3
155000.00000000
PA
USD
139785.20000000
0.361804851174
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
41455.80000000
0.107299696600
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 LLC
549300K1JD1LDRNBET48
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC
11284DAA3
68000.00000000
PA
USD
65963.40000000
0.170732510451
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
98998.08000000
0.256235893362
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
7.87500000
N
N
N
N
N
N
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
6354001JXMLKNZDZR978
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
03969AAP5
208000.00000000
PA
USD
177985.60000000
0.460678623481
Long
DBT
CORP
XX
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
92000.00000000
PA
USD
81944.40000000
0.212095997620
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
134701.84000000
0.348647633469
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
8.00000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series U
156700AT3
75000.00000000
PA
USD
67277.27000000
0.174133189062
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.65000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
251000.00000000
PA
USD
258169.19000000
0.668217131468
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
P&L Development LLC/PLD Finance Corp.
549300TSXG3VFTR8PB29
P&L Development LLC/PLD Finance Corp.
69306RAA4
146000.00000000
PA
USD
129010.71000000
0.333917329813
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
222955.10000000
0.577072800081
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
VICI Properties L.P./VICI Note Co., Inc.
N/A
VICI Properties L.P./VICI Note Co., Inc.
92564RAC9
157000.00000000
PA
USD
150914.68000000
0.390611190150
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
Buckeye Partners L.P.
549300C1PQJLVEIUBK50
Buckeye Partners L.P.
118230AT8
110000.00000000
PA
USD
105596.70000000
0.273315045712
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
108524.64000000
0.280893408056
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
Telecom Italia Capital S.A.
549300777DJZOR5C4L39
Telecom Italia Capital S.A.
87927VAR9
177000.00000000
PA
USD
160019.30000000
0.414176601110
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
245585.58000000
0.635647080108
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475AD3
63000.00000000
PA
USD
57564.05000000
0.148992543868
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.50000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAF8
127000.00000000
PA
USD
116566.95000000
0.301709251026
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
87478.34000000
0.226419447728
Long
DBT
CORP
AU
N
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285AL7
172000.00000000
PA
USD
171686.96000000
0.444375906829
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note Future
N/A
7.00000000
NC
USD
-38185.98000000
-0.09883644914
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-30
826889.11000000
USD
-38185.98000000
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
871503AU2
150000.00000000
PA
USD
150000.00000000
0.388243731640
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAF9
117000.00000000
PA
USD
118402.25000000
0.306459542497
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479AQ3
75000.00000000
PA
USD
68671.13000000
0.177740905114
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.25000000
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond Future
N/A
-2.00000000
NC
USD
19058.96000000
0.049330145010
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Bonds
2022-06-21
300433.96000000
USD
19058.96000000
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
26754.13000000
0.069247488453
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
9.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAM1
72000.00000000
PA
USD
72675.72000000
0.188105951549
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Stericycle, Inc.
B8PTJH2P0AXSWSMP2136
Stericycle, Inc.
858912AF5
187000.00000000
PA
USD
186599.82000000
0.482974736268
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
154000.00000000
PA
USD
127558.20000000
0.330157810462
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
Neptune Energy Bondco PLC
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
200000.00000000
PA
USD
198503.00000000
0.513783636412
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.62500000
N
N
N
N
N
N
Grand Canyon University
N/A
Grand Canyon University
38528UAC0
118000.00000000
PA
USD
115165.64000000
0.298082252202
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.12500000
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
141000.00000000
PA
USD
136394.94000000
0.353029869883
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
40000.00000000
PA
USD
34850.00000000
0.090201960317
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
88334.84000000
0.228636319436
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CS9
163000.00000000
PA
USD
136308.75000000
0.352806785035
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Condor Merger Sub, Inc.
254900SAGUYT3MBUU161
Condor Merger Sub, Inc.
579063AB4
114000.00000000
PA
USD
102127.47000000
0.264335667038
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AS0
127000.00000000
PA
USD
131605.02000000
0.340632160449
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
Embarq Corp.
N/A
Embarq Corp.
29078EAA3
217000.00000000
PA
USD
196347.03000000
0.508203357491
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
59117.50000000
0.153013325368
Long
DBT
CORP
MH
N
2
2023-07-15
Fixed
8.50000000
N
N
N
N
N
N
Methanex Corp.
549300TSJHRXT9QXRD13
Methanex Corp.
59151KAM0
190000.00000000
PA
USD
182631.80000000
0.472704343654
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.12500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
150000.00000000
PA
USD
129201.75000000
0.334411797029
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BC0
145000.00000000
PA
USD
151266.18000000
0.391520974628
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
95129.28000000
0.246222311036
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
117831.61000000
0.304982559810
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
150691.15000000
0.390032629341
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series P
156700AM8
177000.00000000
PA
USD
158314.11000000
0.409763072251
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479AP5
78000.00000000
PA
USD
72203.82000000
0.186884536770
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
6.87500000
N
N
N
N
N
N
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AX9
111000.00000000
PA
USD
113152.29000000
0.292871115421
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.62500000
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
200000.00000000
PA
USD
153354.00000000
0.396924861480
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
United Wholesale Mortgage LLC
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
85000.00000000
PA
USD
70700.88000000
0.182994489876
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796U49
32000.00000000
PA
USD
31870.95000000
0.082491310392
Long
DBT
UST
US
N
2
2022-09-15
None
0.00000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AW4
77000.00000000
PA
USD
76730.50000000
0.198600904337
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240MBL1
106000.00000000
PA
USD
93190.43000000
0.241204001975
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
107817.50000000
0.279063123574
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
30756.38000000
0.079606478286
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.87500000
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BM2
52000.00000000
PA
USD
50511.24000000
0.130737815382
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Markit CDX North America High Yield Index, Series 37 Swap
N/A
1.00000000
NC
USD
-46772.12
-0.12105988270
N/A
DCR
N/A
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
CDS CDX.NA.HY.37.V1 5Y CLRD
N/A
Y
The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument
2026-12-20
197196.50000000
USD
0.00000000
USD
42492.80000000
USD
-46772.12
N
N
N
WPX Energy, Inc.
ZXZE9GCS2BB547GJW219
WPX Energy, Inc.
98212BAE3
161000.00000000
PA
USD
163087.37000000
0.422117660748
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
AAG FH L.P./AAG FH Finco, Inc.
N/A
AAG FH L.P./AAG FH Finco, Inc.
00033AAA6
45000.00000000
PA
USD
51158.70000000
0.132413630625
Long
DBT
CORP
CA
N
2
2024-07-15
Fixed
9.75000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
274000.00000000
PA
USD
273278.01000000
0.707323162517
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Oriflame Investment Holding PLC
549300LGP4VBCHWQTD80
Oriflame Investment Holding PLC
68621CAA7
200000.00000000
PA
USD
146400.00000000
0.378925882081
Long
DBT
CORP
JE
N
2
2026-05-04
Fixed
5.12500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AK3
215000.00000000
PA
USD
156709.20000000
0.405609097269
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBL3
84000.00000000
PA
USD
69180.30000000
0.179058785520
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
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
109994.63000000
0.284698170744
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBJ8
102000.00000000
PA
USD
89602.92000000
0.231918480177
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
Cumulus Media New Holdings, Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings, Inc.
23110AAA4
74000.00000000
PA
USD
73734.71000000
0.190846926412
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
12429TAE4
28000.00000000
PA
USD
26637.94000000
0.068946754858
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
Global Aircraft Leasing Co. Ltd.
N/A
Global Aircraft Leasing Co. Ltd.
37960JAA6
232120.00000000
PA
USD
200491.33000000
0.518930014138
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAF5
152000.00000000
PA
USD
145749.76000000
0.377242871387
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.25000000
N
N
N
N
N
N
Affinity Gaming
N/A
Affinity Gaming
00842XAA7
187000.00000000
PA
USD
175400.39000000
0.453987346298
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
138000.00000000
PA
USD
135109.59000000
0.349703009346
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Banijay Entertainment S.A.S.U.
969500CE0IE2EZ5VBG13
Banijay Entertainment S.A.S.U.
060335AA4
200000.00000000
PA
USD
196858.40000000
0.509526932138
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
99507.50000000
0.257554420841
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.55000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DC6
129000.00000000
PA
USD
132372.06000000
0.342617483595
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CW8
81000.00000000
PA
USD
90434.88000000
0.234071835211
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Imola Merger Corp.
N/A
Imola Merger Corp.
45258LAA5
221000.00000000
PA
USD
205811.78000000
0.532700889885
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
ViaSat, Inc.
UFC8NYMNFSYIHNSM2I38
ViaSat, Inc.
92552VAL4
238000.00000000
PA
USD
221175.78000000
0.572467401171
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.62500000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc.
37960BAA3
112000.00000000
PA
USD
108647.84000000
0.281212285575
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
77272.58000000
0.200003965417
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
228296.40000000
0.590897641707
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
PRA Group, Inc.
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354NAC0
140000.00000000
PA
USD
145030.90000000
0.375382252127
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
WR Grace Holdings LLC
N/A
WR Grace Holdings LLC
92943GAA9
90000.00000000
PA
USD
76896.00000000
0.199029266588
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
127819.05000000
0.330832966311
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
Vail Resorts, Inc.
529900PSZHRNU9HKH870
Vail Resorts, Inc.
91879QAL3
184000.00000000
PA
USD
188381.04000000
0.487585052932
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
200000.00000000
PA
USD
203757.00000000
0.527382520185
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Invesco Private Government Fund
N/A
Invesco Private Government Fund
N/A
619391.31000000
NS
USD
619391.31000000
1.603165290267
Long
STIV
PF
US
N
2
N
N
Advantage Sales & Marketing, Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing, Inc.
00775PAA5
118000.00000000
PA
USD
107384.13000000
0.277941435667
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc.
90290MAC5
112000.00000000
PA
USD
115220.00000000
0.298222951730
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
198812.28000000
0.514584143221
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Midcap Financial Issuer Trust
N/A
Midcap Financial Issuer Trust
59590AAA7
209000.00000000
PA
USD
166801.86000000
0.431731843806
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AJ6
172000.00000000
PA
USD
119588.16000000
0.309529023322
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
200000.00000000
PA
USD
193133.00000000
0.499884510819
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Calumet Specialty Products Partners L.P./Calumet Finance Corp.
529900QWK0FGLES9BA18
Calumet Specialty Products Partners L.P./Calumet Finance Corp.
131477AU5
118000.00000000
PA
USD
125669.41000000
0.325269071276
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
9.25000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAH8
235000.00000000
PA
USD
247641.83000000
0.640969254596
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
190000.00000000
PA
USD
181949.70000000
0.470938869992
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
Photo Holdings Merger Sub, Inc.
549300I1C8WJQ5FZE154
Photo Holdings Merger Sub, Inc.
719245AD4
79000.00000000
PA
USD
73182.05000000
0.189416481207
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
TriMas Corp.
75G1WUQ8QK4P5MZOYD78
TriMas Corp.
896215AH3
81000.00000000
PA
USD
72602.73000000
0.187917032149
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.12500000
N
N
N
N
N
N
Ligado Networks LLC
N/A
Ligado Networks LLC
53225HAA8
31446.00000000
PA
USD
23977.58000000
0.062060967566
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
15.50000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BT7
109000.00000000
PA
USD
101674.66000000
0.263163662744
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAR3
31000.00000000
PA
USD
30349.00000000
0.078552060077
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.50000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAS4
63000.00000000
PA
USD
63551.57000000
0.164489991256
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
Abercrombie & Fitch Management Co.
5493003QMCFDA98NPT74
Abercrombie & Fitch Management Co.
003000AA4
147000.00000000
PA
USD
153946.60000000
0.398458683049
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.75000000
N
N
N
N
N
N
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236AU5
49000.00000000
PA
USD
47779.66000000
0.123667689966
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc.
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc.
15911NAA3
36000.00000000
PA
USD
35955.54000000
0.093063420151
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
101000.00000000
PA
USD
105665.19000000
0.273492317800
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
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
216274.88000000
0.559782443142
Long
DBT
CORP
LU
N
2
2026-08-15
Fixed
5.62500000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership L.P./MGP Finance Co-Issuer, Inc.
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership L.P./MGP Finance Co-Issuer, Inc.
55303XAC9
226000.00000000
PA
USD
229209.20000000
0.593260234228
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc.
08576PAA9
82000.00000000
PA
USD
80765.49000000
0.209044634835
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.50000000
N
N
N
N
N
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc
N/A
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc
25461LAA0
334000.00000000
PA
USD
315003.75000000
0.815321542538
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
74160.59000000
0.191949228015
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
54615.90000000
0.141361872152
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
00253XAA9
290000.00000000
PA
USD
287800.35000000
0.744911212343
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
47854.70000000
0.123861915363
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
7.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABR5
99000.00000000
PA
USD
90939.92000000
0.235379025972
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AR1
177000.00000000
PA
USD
147063.99000000
0.380644481783
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
New Home Co., Inc. (The)
549300PLCE8TB3TVRQ85
New Home Co., Inc. (The)
645370AC1
80000.00000000
PA
USD
75751.20000000
0.196066190428
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
iStar, Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCF6
139000.00000000
PA
USD
135347.08000000
0.350317702705
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Icahn Enterprises L.P./Icahn Enterprises Finance Corp.
N/A
Icahn Enterprises L.P./Icahn Enterprises Finance Corp.
451102BT3
93000.00000000
PA
USD
92368.53000000
0.239076685155
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A.
46115HBS5
200000.00000000
PA
USD
156999.65000000
0.406360866548
Long
DBT
CORP
IT
N
2
2042-06-01
Variable
4.95000000
N
N
N
N
N
N
PDC Energy, Inc.
5493008W8H2T511J5Y59
PDC Energy, Inc.
69327RAJ0
80000.00000000
PA
USD
77939.20000000
0.201729372327
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AP2
35000.00000000
PA
USD
33667.55000000
0.087141434981
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
150963.08000000
0.390736463460
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
Staples, Inc.
XQM2JINI1UL7642TU573
Staples, Inc.
855030AN2
263000.00000000
PA
USD
251583.17000000
0.651170591591
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
201513.00000000
0.521574393960
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
79148.00000000
0.204858099145
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
100267.97000000
0.259522738912
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
47417.78000000
0.122731039022
Long
DBT
CORP
US
N
2
2025-11-28
Fixed
8.50000000
N
N
N
N
N
N
Ritchie Bros Holdings, Inc.
N/A
Ritchie Bros Holdings, Inc.
76774LAA5
81000.00000000
PA
USD
81124.74000000
0.209974478573
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
4.75000000
N
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
013817AW1
184000.00000000
PA
USD
187454.60000000
0.485187156114
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.12500000
N
N
N
N
N
N
Albion Financing 2SARL
2594009X2UW7EQPIKY23
Albion Financing 2SARL
013305AA5
200000.00000000
PA
USD
190171.00000000
0.492217991265
Long
DBT
CORP
LU
N
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACC7
80000.00000000
PA
USD
73486.80000000
0.190205263055
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Ladder Capital Finance Holdings L.L.L.P. / Ladder Capital Finance Corp.
N/A
Ladder Capital Finance Holdings L.L.L.P. / Ladder Capital Finance Corp.
505742AP1
85000.00000000
PA
USD
76624.95000000
0.198327710165
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.75000000
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
198880.00000000
0.514759422324
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
ASG Finance Designated Activity Co.
5493005UOB0OMEJ4WK10
ASG Finance Designated Activity Co.
00217AAA4
200000.00000000
PA
USD
191000.00000000
0.494363684955
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
54663.00000000
0.141483780684
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
137310.74000000
0.355400227279
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
9.75000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series Y
156700BA3
140000.00000000
PA
USD
144130.00000000
0.373050460275
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
EnLink Midstream LLC
29336TAA8
194000.00000000
PA
USD
189091.80000000
0.489424707030
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
Enstar Finance LLC
N/A
Enstar Finance LLC
29360AAA8
65000.00000000
PA
USD
64052.59000000
0.165786777085
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
164133.67000000
0.424825790191
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
168000.00000000
PA
USD
172188.24000000
0.445673365614
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
208000.00000000
PA
USD
181108.82000000
0.468762427398
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201AA6
115000.00000000
PA
USD
121764.88000000
0.315163009293
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Endo Luxembourg Finance Co. I S.a.r.l./Endo US, Inc.
222100B15VY0VVCTG251
Endo Luxembourg Finance Co. I S.a.r.l./Endo US, Inc.
29280BAA3
210000.00000000
PA
USD
183971.55000000
0.476172007251
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AP2
51000.00000000
PA
USD
52603.19000000
0.136152391878
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
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
188922.69000000
0.488987001047
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZU5
211000.00000000
PA
USD
201497.62000000
0.521534586036
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Eco Material Technologies, Inc.
N/A
Eco Material Technologies, Inc.
27900QAA4
78000.00000000
PA
USD
75615.15000000
0.195714053363
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
7.87500000
N
N
N
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637AC4
134000.00000000
PA
USD
133129.00000000
0.344576664997
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.25000000
N
N
N
N
N
N
Invesco Private Prime Fund
N/A
Invesco Private Prime Fund
N/A
1446095.29000000
NS
USD
1446095.29000000
3.742916211315
Long
STIV
PF
US
N
2
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc.
45174HBD8
45000.00000000
PA
USD
44628.30000000
0.115511051525
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
Arcosa, Inc.
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653AA8
120000.00000000
PA
USD
109643.40000000
0.283789085105
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.37500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAS1
108000.00000000
PA
USD
102212.28000000
0.264555180044
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
89375.88000000
0.231330834465
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.95000000
N
N
N
N
N
N
EnLink Midstream Partners L.P.
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners L.P.
29336UAE7
70000.00000000
PA
USD
68166.35000000
0.176434387308
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.15000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AM3
213000.00000000
PA
USD
209058.97000000
0.541105564304
Long
DBT
CORP
DE
N
2
2028-05-24
Variable
4.29600000
N
N
N
N
N
N
EQM Midstream Partners L.P.
549300NELT611CL6XM83
EQM Midstream Partners L.P.
26885BAA8
118000.00000000
PA
USD
114243.47000000
0.295695407389
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
197312.59000000
0.510702508275
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
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
221439.33000000
0.573149545407
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
167181.48000000
0.432714411042
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
114000.00000000
PA
USD
118561.14000000
0.306870796141
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AS4
130000.00000000
PA
USD
131524.90000000
0.340424786530
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
Urban One, Inc.
549300PLGIGPBRQUP240
Urban One, Inc.
91705JAC9
67000.00000000
PA
USD
64989.33000000
0.168211333306
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAE8
170000.00000000
PA
USD
171445.00000000
0.443749643807
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
44963BAD0
200000.00000000
PA
USD
190609.00000000
0.493351662961
Long
DBT
CORP
DE
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
Audacy Capital Corp.
549300S5JUSXRHNCHD80
Audacy Capital Corp.
29365DAA7
120000.00000000
PA
USD
103355.40000000
0.267513907874
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.50000000
N
N
N
N
N
N
Sinclair Television Group, Inc.
549300CQGEN0CH65UD62
Sinclair Television Group, Inc.
829259BA7
83000.00000000
PA
USD
68946.03000000
0.178452426460
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.12500000
N
N
N
N
N
N
New Residential Investment Corp.
549300WNTHGEO5LP2G31
New Residential Investment Corp.
64828TAA0
115000.00000000
PA
USD
109693.90000000
0.283919793828
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
194733.00000000
0.504025777290
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
Qwest Corp.
549300R2L4N683OO1509
Qwest Corp.
912920AK1
77000.00000000
PA
USD
84030.49000000
0.217495406727
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.25000000
N
N
N
N
N
N
Genesis Energy L.P./Genesis Energy Finance Corp.
N/A
Genesis Energy L.P./Genesis Energy Finance Corp.
37185LAF9
221000.00000000
PA
USD
217004.32000000
0.561670446526
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.62500000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
Sensata Technologies B.V.
81725WAH6
106000.00000000
PA
USD
107326.06000000
0.277791133577
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.62500000
N
N
N
N
N
N
Melco Resorts Finance Ltd.
529900NRV6LBR3T6B421
Melco Resorts Finance Ltd.
58547DAE9
200000.00000000
PA
USD
167100.00000000
0.432503517047
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
281028.91000000
0.727384751448
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.75000000
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AG7
90000.00000000
PA
USD
81390.15000000
0.210661437031
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
6.37500000
N
N
N
N
N
N
Midland Cogeneration Venture L.P.
A7EF7IZXZY5NPHMMPV49
Midland Cogeneration Venture L.P.
59748TAA7
83286.31000000
PA
USD
85160.25000000
0.220419554982
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CW3
203000.00000000
PA
USD
198691.33000000
0.514271089358
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
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
194316.30000000
0.502947236203
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
71442.42000000
0.184913811588
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., Series J
98310WAN8
188000.00000000
PA
USD
189643.12000000
0.490851683925
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
99164.40000000
0.256666378012
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
5.75000000
N
N
N
N
N
N
Radiate Holdco LLC/Radiate Finance, Inc.
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC/Radiate Finance, Inc.
75026JAE0
40000.00000000
PA
USD
34970.40000000
0.090513590619
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
162742.19000000
0.421224234273
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
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
114996.38000000
0.297644157975
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
136606.91000000
0.353578510041
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
91747.48000000
0.237469226692
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.87500000
N
N
N
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481AC5
71000.00000000
PA
USD
67670.96000000
0.175152173560
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
132000.00000000
PA
USD
152054.76000000
0.393562049574
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
Enact Holdings, Inc.
N/A
Enact Holdings, Inc.
37255LAA5
137000.00000000
PA
USD
136936.98000000
0.354432827431
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
EnLink Midstream Partners L.P.
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners L.P.
29336UAG2
96000.00000000
PA
USD
77944.32000000
0.201742624379
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
5.45000000
N
N
N
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849AA2
67000.00000000
PA
USD
55831.77000000
0.144508898192
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
Diebold Nixdorf, Inc.
549300XZK6EWDBAZSY16
Diebold Nixdorf, Inc.
253657AA8
113000.00000000
PA
USD
99095.35000000
0.256487656481
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
9.37500000
N
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
193000.00000000
0.499540268044
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
Endeavor Energy Resources L.P./EER Finance, Inc.
N/A
Endeavor Energy Resources L.P./EER Finance, Inc.
29260FAF7
137000.00000000
PA
USD
140779.15000000
0.364377483554
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
6.62500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBD6
133000.00000000
PA
USD
104004.67000000
0.269194407925
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
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
122010.98000000
0.315799987842
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
170449.65000000
0.441173387818
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
Vermilion Energy, Inc.
WT03B8BB1IX8WI9ZGV02
Vermilion Energy, Inc.
923725AB1
144000.00000000
PA
USD
143421.12000000
0.371215672165
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
5.62500000
N
N
N
N
N
N
JELD-WEN, Inc.
549300XWE6NM0N1HFW16
JELD-WEN, Inc.
475795AC4
81000.00000000
PA
USD
76451.85000000
0.197879676898
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.62500000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BS7
145000.00000000
PA
USD
149916.95000000
0.388028774027
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.87500000
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
31749.30000000
0.082176444726
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717AH5
75000.00000000
PA
USD
75189.38000000
0.194612036472
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.87500000
N
N
N
N
N
N
StoneX Group, Inc.
549300JUF07L8VF02M60
StoneX Group, Inc.
46116VAE5
26000.00000000
PA
USD
27227.59000000
0.070472940967
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
76519.91000000
0.198055836021
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
208341.41000000
0.539248309824
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.12500000
N
N
N
N
N
Telesat Canada/Telesat LLC
N/A
Telesat Canada/Telesat LLC
87952VAP1
137000.00000000
PA
USD
93344.95000000
0.241603944785
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AZ5
112000.00000000
PA
USD
121895.20000000
0.315500315447
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
76683.75000000
0.198479901707
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
190967.84000000
0.494280445499
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
5.00000000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
104000.00000000
PA
USD
99001.76000000
0.256245418275
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Q36
107000.00000000
PA
USD
106978.05000000
0.276890382237
Long
DBT
UST
US
N
2
2022-05-26
None
0.00000000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
119000.00000000
PA
USD
105163.28000000
0.272193228391
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
172634.76000000
0.446829089555
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
148983.75000000
0.385613380358
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Seaspan Corp.
5493007Z8Q1H45KT7W98
Seaspan Corp.
81254UAK2
81000.00000000
PA
USD
71624.25000000
0.185384440639
Long
DBT
CORP
MH
N
2
2029-08-01
Fixed
5.50000000
N
N
N
N
N
N
LGI Homes, Inc.
549300W02B4WNV8CV109
LGI Homes, Inc.
50187TAF3
202000.00000000
PA
USD
167051.29000000
0.432377441366
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
195877.50000000
0.506988076962
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership L.P./MGP Finance Co-Issuer, Inc.
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership L.P./MGP Finance Co-Issuer, Inc.
55303XAK1
58000.00000000
PA
USD
57952.15000000
0.149997059817
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBA8
161000.00000000
PA
USD
148925.81000000
0.385463414746
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370BV1
114000.00000000
PA
USD
135490.71000000
0.350689459020
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.90000000
N
N
N
N
N
N
Artera Services LLC
549300J2G34D0WX8Z443
Artera Services LLC
73939VAA2
159000.00000000
PA
USD
150462.50000000
0.389440816479
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
9.03300000
N
N
N
N
N
N
InterGen N.V.
549300E3XRGX2JMPEC79
InterGen N.V.
45867XAG9
200000.00000000
PA
USD
195864.00000000
0.506953135026
Long
DBT
CORP
NL
N
2
2023-06-30
Fixed
7.00000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
81721MAK5
92000.00000000
PA
USD
87533.40000000
0.226561959061
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
118856.13000000
0.307634316263
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
Melco Resorts Finance Ltd.
529900NRV6LBR3T6B421
Melco Resorts Finance Ltd.
58547DAD1
200000.00000000
PA
USD
161042.00000000
0.416823646872
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAA5
30000.00000000
PA
USD
30355.05000000
0.078567719240
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 2014-1, Class A
02377AAA6
12005.85000000
PA
USD
11455.60000000
0.029650432614
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.70000000
N
N
N
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
130000.00000000
PA
USD
129929.65000000
0.336295814444
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
Jaguar Land Rover Automotive PLC
529900L73GEWN1O5NH84
Jaguar Land Rover Automotive PLC
47010BAK0
216000.00000000
PA
USD
189848.88000000
0.491384250793
Long
DBT
CORP
GB
N
2
2028-01-15
Fixed
5.87500000
N
N
N
N
N
N
Icahn Enterprises L.P./Icahn Enterprises Finance Corp.
N/A
Icahn Enterprises L.P./Icahn Enterprises Finance Corp.
451102BW6
161000.00000000
PA
USD
157580.34000000
0.407863861565
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Western Gas Partners LP
L6D8A6MLSY454J2JXJ60
Western Gas Partners LP
958254AE4
39000.00000000
PA
USD
37666.21000000
0.097491132847
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
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
37023.68000000
0.095828077881
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
196485.00000000
0.508560464075
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
Talos Production, Inc.
549300GZ2DZZE2Y8TX15
Talos Production, Inc.
87485LAC8
78000.00000000
PA
USD
83968.95000000
0.217336123266
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
12.00000000
N
N
N
N
N
N
Infrabuild Australia Pty. Ltd.
549300W2CPB5W6GFH859
Infrabuild Australia Pty. Ltd.
45682RAA8
102000.00000000
PA
USD
103360.17000000
0.267526254025
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
247000.00000000
PA
USD
243438.26000000
0.630089189909
Long
DBT
CORP
XX
N
2
2025-09-01
Fixed
7.87500000
N
N
N
N
N
N
Audacy Capital Corp.
549300S5JUSXRHNCHD80
Audacy Capital Corp.
29365DAB5
150000.00000000
PA
USD
130104.75000000
0.336749024294
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AS2
108000.00000000
PA
USD
108002.70000000
0.279542475168
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note Future
N/A
34.00000000
NC
USD
-190569.38000000
-0.49324911485
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-21
4241881.88000000
USD
-190569.38000000
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAH2
137000.00000000
PA
USD
142637.55000000
0.369187564560
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.62500000
N
N
N
N
N
N
Diamond Sports Group LLC/Diamond Sports Finance Co.
N/A
Diamond Sports Group LLC/Diamond Sports Finance Co.
25277LAA4
101000.00000000
PA
USD
25770.66000000
0.066701981368
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Minerva Merger Sub, Inc.
N/A
Minerva Merger Sub, Inc.
60337JAA4
135000.00000000
PA
USD
124453.13000000
0.322120984036
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
164849.00000000
0.426677272781
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732AE2
78000.00000000
PA
USD
77793.30000000
0.201351740590
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.37500000
N
N
N
N
N
N
Macy's Retail Holdings LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings LLC
55617LAP7
121000.00000000
PA
USD
114981.46000000
0.297605540665
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
128486.70000000
0.332561039161
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
47338.50000000
0.122525839268
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
136616.31000000
0.353602839982
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
114892.47000000
0.297375208601
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
15750.00000000
0.040765591822
Long
DBT
CORP
XX
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
200000.00000000
PA
USD
199730.00000000
0.516959470137
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Provident Financing Trust I
N/A
Provident Financing Trust I
743863AA0
75000.00000000
PA
USD
85962.75000000
0.222496658947
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAJ3
267000.00000000
PA
USD
259279.70000000
0.671091455110
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
147993.30000000
0.383049806998
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
186046.88000000
0.481543566341
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
6.75000000
N
N
N
N
N
N
PBF Holding Co. LLC/PBF Finance Corp.
N/A
PBF Holding Co. LLC/PBF Finance Corp.
69318FAK4
198000.00000000
PA
USD
205548.75000000
0.532020091560
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
9.25000000
N
N
N
N
N
VOC Escrow Ltd.
N/A
VOC Escrow Ltd.
91832VAA2
163000.00000000
PA
USD
147751.35000000
0.382423569859
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
5.00000000
N
N
N
N
N
N
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
00253XAB7
176000.00000000
PA
USD
169875.20000000
0.439686543741
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AJ1
143000.00000000
PA
USD
142998.57000000
0.370121989573
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
4.62500000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAJ4
199000.00000000
PA
USD
211909.13000000
0.548482609332
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
138000.00000000
PA
USD
127851.48000000
0.330916904606
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
130800.63000000
0.338550164614
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAT3
147000.00000000
PA
USD
151777.50000000
0.392844419860
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Xerox Corp.
4KF48RN45X1OO8UBLY20
Xerox Corp.
984121CB7
147000.00000000
PA
USD
138268.94000000
0.357880328237
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
161135.38000000
0.417065341536
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
296000.00000000
PA
USD
301692.08000000
0.780867059637
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AH0
151000.00000000
PA
USD
111645.63000000
0.288971440083
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Future
N/A
12.00000000
NC
USD
-119919.81000000
-0.31038743021
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-21
1667919.81000000
USD
-119919.81000000
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
97298.76000000
0.251837557775
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
85409.52000000
0.221064738416
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BC5
111000.00000000
PA
USD
114734.04000000
0.296965145571
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
2022-05-30
Invesco Actively Managed Exchange-Traded Fund Trust
Sheri Morris
Sheri Morris
Vice President