0001752724-24-168730.txt : 20240729 0001752724-24-168730.hdr.sgml : 20240729 20240729142403 ACCESSION NUMBER: 0001752724-24-168730 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240729 DATE AS OF CHANGE: 20240729 PERIOD START: 20240531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PROSHARES TRUST CENTRAL INDEX KEY: 0001174610 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21114 FILM NUMBER: 241151495 BUSINESS ADDRESS: STREET 1: 7272 WISCONSIN AVENUE STREET 2: 21ST FLOOR CITY: BETHESDA STATE: MD ZIP: 20814 BUSINESS PHONE: 240-497-6400 MAIL ADDRESS: STREET 1: 7272 WISCONSIN AVENUE STREET 2: 21ST FLOOR CITY: BETHESDA STATE: MD ZIP: 20814 FORMER COMPANY: FORMER CONFORMED NAME: XTRASHARES TRUST DATE OF NAME CHANGE: 20030409 FORMER COMPANY: FORMER CONFORMED NAME: PROFUNDS ETF TRUST DATE OF NAME CHANGE: 20020531 0001174610 S000039732 ProShares High Yield-Interest Rate Hedged C000123089 ProShares High Yield-Interest Rate Hedged HYHG NPORT-P 1 primary_doc.xml NPORT-P false 0001174610 XXXXXXXX S000039732 C000123089 ProShares Trust 811-21114 0001174610 5493005D9DS7C1P5AM59 7272 Wisconsin Avenue Bethesda 20814 240-497-6400 ProShares High Yield-Interest Rate Hedged S000039732 549300FV6XUZGOJNSR91 2024-05-31 2024-05-31 N 138681991.56 2015718.39 136666273.17 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 325591.37000000 USD UST FTSE High Yield (Treasury Rate-Hedged) Index CFIIHYHG Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 Clydesdale Acquisition Holdings, Inc. 18972EAB1 457000.00000000 PA USD 440762.84000000 0.322510323707 Long DBT CORP US Y 2 2030-04-15 Fixed 8.75000000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 Standard Industries, Inc. 853496AG2 642000.00000000 PA USD 572292.86000000 0.418752078860 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Allied Universal Holdco LLC N/A Allied Universal Holdco LLC 019576AB3 606000.00000000 PA USD 600859.36000000 0.439654456116 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 Nexstar Media, Inc. 65343HAA9 503000.00000000 PA USD 474844.73000000 0.347448363803 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Trivium Packaging Finance BV 724500GMZWW3PVYET548 Trivium Packaging Finance BV 89686QAA4 367000.00000000 PA USD 361804.42000000 0.264735703702 Long DBT CORP NL Y 2 2026-08-15 Fixed 5.50000000 N N N N N N CITGO Petroleum Corp. YX52P86PXMLYDOTUQ225 CITGO Petroleum Corp. 17302XAK2 484000.00000000 PA USD 484245.39000000 0.354326915315 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc. 71677KAA6 438000.00000000 PA USD 406899.87000000 0.297732469439 Long DBT CORP US Y 2 2028-02-15 Fixed 4.75000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 Performance Food Group, Inc. 71376LAE0 993000.00000000 PA USD 903027.64000000 0.660753834178 Long DBT CORP US Y 2 2029-08-01 Fixed 4.25000000 N N N N N N Frontier Communications Holdings LLC N/A Frontier Communications Holdings LLC 35908MAD2 504000.00000000 PA USD 520447.03000000 0.380815996462 Long DBT CORP US Y 2 2030-05-15 Fixed 8.75000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply LLC 87422VAK4 542000.00000000 PA USD 578437.58000000 0.423248228390 Long DBT CORP US Y 2 2030-06-01 Fixed 8.62500000 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAL4 407000.00000000 PA USD 373602.92000000 0.273368777339 Long DBT CORP US Y 2 2031-01-15 Fixed 4.75000000 N N N N N N Albertsons Cos., Inc. N/A Albertsons Cos., Inc. 013092AG6 847000.00000000 PA USD 755585.92000000 0.552869338187 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 Allison Transmission, Inc. 019736AG2 634000.00000000 PA USD 549344.14000000 0.401960284170 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAN1 967000.00000000 PA USD 860617.04000000 0.629721598487 Long DBT CORP US Y 2 2031-02-15 Fixed 4.50000000 N N N N N N Albertsons Cos., Inc. N/A Albertsons Cos., Inc. 013092AC5 171000.00000000 PA USD 164782.22000000 0.120572703255 Long DBT CORP US Y 2 2027-01-15 Fixed 4.62500000 N N N N N N ITT Holdings LLC 549300TH2PHOLK31LB42 ITT Holdings LLC 45074JAA2 509000.00000000 PA USD 465905.29000000 0.340907291311 Long DBT CORP US Y 2 2029-08-01 Fixed 6.50000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 Cloud Software Group, Inc. 88632QAE3 1719000.00000000 PA USD 1630087.18000000 1.192750151291 Long DBT CORP US Y 2 2029-03-31 Fixed 6.50000000 N N N N N N DISH DBS Corp. N/A DISH DBS Corp. 25470XBE4 1284000.00000000 PA USD 1025666.79000000 0.750490055965 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 Smyrna Ready Mix Concrete LLC 85236FAA1 523000.00000000 PA USD 504837.83000000 0.369394597723 Long DBT CORP US Y 2 2028-11-01 Fixed 6.00000000 N N N N N N RHP Hotel Properties LP N/A RHP Hotel Properties LP 749571AK1 464000.00000000 PA USD 461558.00000000 0.337726338250 Long DBT CORP US Y 2 2032-04-01 Fixed 6.50000000 N N N N N N Mohegan Tribal Gaming Authority 549300UB083Z2NRDHC48 Mohegan Tribal Gaming Authority 608328BH2 486000.00000000 PA USD 456635.88000000 0.334124776660 Long DBT CORP US Y 2 2026-02-01 Fixed 8.00000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914906AU6 862000.00000000 PA USD 833773.64000000 0.610080029739 Long DBT CORP US Y 2 2027-06-01 Fixed 6.62500000 N N N N N N CCO Holdings LLC N/A CCO Holdings LLC 1248EPCD3 491000.00000000 PA USD 417415.74000000 0.305427030618 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 071734AQ0 899000.00000000 PA USD 784377.50000000 0.573936408600 Long DBT CORP CA Y 2 2028-09-30 Fixed 11.00000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 Hertz Corp. (The) 428040DB2 366000.00000000 PA USD 239253.47000000 0.175064018686 Long DBT CORP US Y 2 2029-12-01 Fixed 5.00000000 N N N N N Vericast Corp. 549300J73P7FL8TVF308 Vericast Corp. 92348BAA1 453000.00000000 PA USD 486975.00000000 0.356324196675 Long DBT CORP US Y 2 2026-09-15 Fixed 11.00000000 N N N N N N Tullow Oil plc 2138003EYHWO75RKS857 Tullow Oil plc 899415AG8 612000.00000000 PA USD 590413.90000000 0.432011414597 Long DBT CORP GB Y 2 2026-05-15 Fixed 10.25000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453HAA4 705000.00000000 PA USD 666112.06000000 0.487400471637 Long DBT CORP US Y 2 2027-08-15 Fixed 5.12500000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc. 538034AV1 443000.00000000 PA USD 445307.14000000 0.325835430842 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Prime Security Services Borrower LLC N/A Prime Security Services Borrower LLC 74166MAF3 500000.00000000 PA USD 458847.80000000 0.335743259369 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N TK Elevator US Newco, Inc. 549300C2AFWPAYWS5574 TK Elevator US Newco, Inc. 92537RAA7 721000.00000000 PA USD 693553.26000000 0.507479456279 Long DBT CORP US Y 2 2027-07-15 Fixed 5.25000000 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 Triumph Group, Inc. 896818AU5 417000.00000000 PA USD 430516.23000000 0.315012782608 Long DBT CORP US Y 2 2028-03-15 Fixed 9.00000000 N N N N N eG Global Finance plc 549300TL8Q5207VYET27 eG Global Finance plc 28228PAC5 400000.00000000 PA USD 414408.74000000 0.303226780380 Long DBT CORP GB Y 2 2028-11-30 Fixed 12.00000000 N N N N N N DISH Network Corp. 529900U350CWHH15G169 DISH Network Corp. 25470MAG4 1294000.00000000 PA USD 1299891.93000000 0.951143175158 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp. 143658BQ4 1042000.00000000 PA USD 961772.98000000 0.703738353063 Long DBT CORP PA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 NCR Voyix Corp. 62886EBA5 476000.00000000 PA USD 441591.63000000 0.323116757161 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N McAfee Corp. 2549009UKR8UEZYVCR93 McAfee Corp. 579063AB4 848000.00000000 PA USD 784179.86000000 0.573791793549 Long DBT CORP US Y 2 2030-02-15 Fixed 7.37500000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co. 57763RAB3 1285000.00000000 PA USD 1286184.31000000 0.941113180426 Long DBT CORP US Y 2 2026-08-15 Fixed 7.87500000 N N N N N N Rocket Mortgage LLC N/A Rocket Mortgage LLC 77313LAA1 165000.00000000 PA USD 153297.57000000 0.112169276621 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 Zayo Group Holdings, Inc. 98919VAB1 514000.00000000 PA USD 349591.29000000 0.255799241386 Long DBT CORP US Y 2 2028-03-01 Fixed 6.12500000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBG4 822000.00000000 PA USD 778242.64000000 0.569447473724 Long DBT CORP US Y 2 2027-03-15 Fixed 5.62500000 N N N N N N Panther Escrow Issuer LLC N/A Panther Escrow Issuer LLC 69867RAA5 500000.00000000 PA USD 504118.50000000 0.368868257183 Long DBT CORP US Y 2 2031-06-01 Fixed 7.12500000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CN4 409000.00000000 PA USD 390962.40000000 0.286070872448 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd. 335934AT2 1161000.00000000 PA USD 1143521.15000000 0.836725201818 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.87500000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761LAC6 420000.00000000 PA USD 439548.48000000 0.321621765051 Long DBT CORP US Y 2 2031-11-15 Fixed 8.62500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BD8 425000.00000000 PA USD 178575.35000000 0.130665266461 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 Paramount Global 92556HAE7 392000.00000000 PA USD 356841.79000000 0.261104500564 Long DBT CORP US N 2 2062-03-30 Variable 6.37500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GDK3 1342000.00000000 PA USD 1328732.45000000 0.972246055431 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Sunrise FinCo. I BV 213800MNFBDEQRS6HZ22 Sunrise FinCo. I BV 90320BAA7 519000.00000000 PA USD 463295.73000000 0.338997851667 Long DBT CORP NL Y 2 2031-07-15 Fixed 4.87500000 N N N N N N NGL Energy Operating LLC N/A NGL Energy Operating LLC 62922LAD0 611000.00000000 PA USD 622391.43000000 0.455409674650 Long DBT CORP US Y 2 2032-02-15 Fixed 8.37500000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 Lumen Technologies, Inc. 156700BC9 500000.00000000 PA USD 257500.00000000 0.188415176639 Long DBT CORP US Y 2 2027-02-15 Fixed 4.00000000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 Yum! Brands, Inc. 988498AN1 238000.00000000 PA USD 207274.84000000 0.151664953753 Long DBT CORP US N 2 2031-03-15 Fixed 3.62500000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 Community Health Systems, Inc. 12543DBM1 576000.00000000 PA USD 478200.10000000 0.349903519652 Long DBT CORP US Y 2 2030-05-15 Fixed 5.25000000 N N N N N N CQP Holdco LP N/A CQP Holdco LP 12657NAA8 589000.00000000 PA USD 551892.76000000 0.403825133442 Long DBT CORP US Y 2 2031-06-15 Fixed 5.50000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 Medline Borrower LP 62482BAA0 1196000.00000000 PA USD 1088985.75000000 0.796821135705 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N CCO Holdings LLC N/A CCO Holdings LLC 1248EPCK7 1942000.00000000 PA USD 1565207.53000000 1.145277099971 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 SBA Communications Corp. 78410GAD6 60000.00000000 PA USD 56771.78000000 0.041540446434 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Michaels Cos., Inc. (The) 549300H9LWMBP7HYLR98 Michaels Cos., Inc. (The) 55916AAB0 523000.00000000 PA USD 354483.70000000 0.259379063888 Long DBT CORP US Y 2 2029-05-01 Fixed 7.87500000 N N N N N N N/A N/A U.S. Treasury 5 Year Note N/A -481.00000000 NC USD -83505.15000000 -0.06110150519 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 5 Year Note 2024-09-30 -50888296.88000000 USD -83505.15000000 N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 Virgin Media Secured Finance plc 92769XAP0 353000.00000000 PA USD 319604.36000000 0.233857522113 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.50000000 N N N N N N Vmed O2 UK Financing I plc 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I plc 92858RAA8 561000.00000000 PA USD 461851.63000000 0.337941190088 Long DBT CORP GB Y 2 2031-01-31 Fixed 4.25000000 N N N N N N Select Medical Corp. 549300X05KS0JKR8CB50 Select Medical Corp. 816196AT6 619000.00000000 PA USD 619138.04000000 0.453029138527 Long DBT CORP US Y 2 2026-08-15 Fixed 6.25000000 N N N N N N MPT Operating Partnership LP N/A MPT Operating Partnership LP 55342UAM6 853000.00000000 PA USD 553168.28000000 0.404758443447 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 PG&E Corp. 69331CAJ7 622000.00000000 PA USD 591595.40000000 0.432875929282 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 Kinetik Holdings LP 49461MAA8 256000.00000000 PA USD 249503.21000000 0.182563850036 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAH0 1116000.00000000 PA USD 1031506.23000000 0.754762829243 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 Altice France SA 02156LAF8 1061000.00000000 PA USD 710364.94000000 0.519780720965 Long DBT CORP FR Y 2 2029-07-15 Fixed 5.12500000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 Novelis Corp. 670001AE6 624000.00000000 PA USD 576628.48000000 0.421924492872 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N USA Compression Partners LP N/A USA Compression Partners LP 91740PAG3 319000.00000000 PA USD 319278.28000000 0.233618926304 Long DBT CORP US Y 2 2029-03-15 Fixed 7.12500000 N N N N N N Fertitta Entertainment LLC N/A Fertitta Entertainment LLC 31556TAA7 324000.00000000 PA USD 291490.23000000 0.213286148249 Long DBT CORP US Y 2 2029-01-15 Fixed 4.62500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAP7 300000.00000000 PA USD 311525.29000000 0.227945990458 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 Ball Corp. 058498AW6 380000.00000000 PA USD 320449.71000000 0.234476072674 Long DBT CORP US N 2 2030-08-15 Fixed 2.87500000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc. 71677KAB4 393000.00000000 PA USD 376121.38000000 0.275211558254 Long DBT CORP US Y 2 2029-02-15 Fixed 7.75000000 N N N N N N Jane Street Group N/A Jane Street Group 47077WAC2 500000.00000000 PA USD 508871.00000000 0.372345706220 Long DBT CORP US Y 2 2031-04-30 Fixed 7.12500000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co. 57763RAC1 334000.00000000 PA USD 332333.41000000 0.243171487954 Long DBT CORP US Y 2 2027-04-15 Fixed 9.25000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings SA 45824TBC8 1144000.00000000 PA USD 1076643.11000000 0.787789909702 Long DBT CORP LU Y 2 2030-03-15 Fixed 6.50000000 N N N N N N Repurchase Agreement N/A Repurchase Agreement 000000000 1783947.67000000 PA USD 1783947.67000000 1.305331321781 Long RA CORP US N 2 Repurchase N 5.32000000 2024-06-03 1783947.67000000 USD 1819626.62350000 USD UST N N N Air Canada 4B4HI3CGXMBDC0G6BM51 Air Canada 008911BK4 711000.00000000 PA USD 674597.30000000 0.493609201709 Long DBT CORP CA Y 2 2026-08-15 Fixed 3.87500000 N N N N N N Imola Merger Corp. N/A Imola Merger Corp. 45258LAA5 826000.00000000 PA USD 770670.22000000 0.563906662649 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N DT Midstream, Inc. N/A DT Midstream, Inc. 23345MAB3 873000.00000000 PA USD 784084.51000000 0.573722025056 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N Valaris Ltd. N/A Valaris Ltd. 91889FAC5 506000.00000000 PA USD 522938.67000000 0.382639152930 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.37500000 N N N N N N Uniti Group LP N/A Uniti Group LP 91327TAA9 966000.00000000 PA USD 965963.65000000 0.706804705794 Long DBT CORP US Y 2 2028-02-15 Fixed 10.50000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBJ6 1206000.00000000 PA USD 1077321.61000000 0.788286374546 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 WR Grace Holdings LLC 92943GAA9 558000.00000000 PA USD 512073.70000000 0.374689151992 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353TAE0 791000.00000000 PA USD 805332.92000000 0.589269686895 Long DBT CORP US Y 2 2027-09-15 Fixed 7.50000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 DaVita, Inc. 23918KAT5 340000.00000000 PA USD 284929.96000000 0.208485936867 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 Yum! Brands, Inc. 988498AP6 862000.00000000 PA USD 785241.40000000 0.574568532371 Long DBT CORP US N 2 2032-01-31 Fixed 4.62500000 N N N N N N CITGO Petroleum Corp. YX52P86PXMLYDOTUQ225 CITGO Petroleum Corp. 17302XAN6 450000.00000000 PA USD 465723.00000000 0.340773908000 Long DBT CORP US Y 2 2029-01-15 Fixed 8.37500000 N N N N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 Coinbase Global, Inc. 19260QAC1 384000.00000000 PA USD 328790.36000000 0.240579004880 Long DBT CORP US Y 2 2028-10-01 Fixed 3.37500000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CM6 1002000.00000000 PA USD 942261.26000000 0.689461443664 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Husky Injection Molding Systems Ltd. N/A Husky Injection Molding Systems Ltd. 44805RAA3 514000.00000000 PA USD 528101.39000000 0.386416763807 Long DBT CORP CA Y 2 2029-02-15 Fixed 9.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc. 46266TAA6 412000.00000000 PA USD 400277.01000000 0.292886460364 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N Ardagh Packaging Finance plc N/A Ardagh Packaging Finance plc 03969AAN0 493000.00000000 PA USD 418485.32000000 0.306209652383 Long DBT CORP US Y 2 2026-08-15 Fixed 4.12500000 N N N N N Jefferies Finance LLC N/A Jefferies Finance LLC 47232MAF9 422000.00000000 PA USD 388168.60000000 0.284026622659 Long DBT CORP US Y 2 2028-08-15 Fixed 5.00000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 Avantor Funding, Inc. 05352TAA7 646000.00000000 PA USD 607313.90000000 0.444377303860 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Vital Energy, Inc. 549300X0PTWU2QSLSL14 Vital Energy, Inc. 516806AK2 451000.00000000 PA USD 456904.50000000 0.334321328446 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N Howden UK Refinance plc N/A Howden UK Refinance plc 44287GAA4 370000.00000000 PA USD 367220.26000000 0.268698524868 Long DBT CORP GB Y 2 2031-02-15 Fixed 7.25000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co., Inc. 432833AN1 488000.00000000 PA USD 413777.64000000 0.302764998563 Long DBT CORP US Y 2 2032-02-15 Fixed 3.62500000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 Wand NewCo 3, Inc. 933940AA6 463000.00000000 PA USD 474606.48000000 0.347274034032 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N Repurchase Agreement N/A Repurchase Agreement 000000000 304320.49000000 PA USD 304320.49000000 0.222674170401 Long RA CORP US N 2 Repurchase N 5.32000000 2024-06-03 304320.49000000 USD 310407.52290000 USD UST N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAK8 100000.00000000 PA USD 101858.10000000 0.074530531664 Long DBT CORP US Y 2 2027-07-01 Fixed 8.12500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BL0 2491000.00000000 PA USD 2431743.84000000 1.779329884100 Long DBT CORP US N 2 2027-11-15 Fixed 5.50000000 N N N N N N Directv Financing LLC N/A Directv Financing LLC 25461LAA0 1869000.00000000 PA USD 1754683.55000000 1.283918489397 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N LifePoint Health, Inc. 549300G8ZVHRTBBBSZ90 LifePoint Health, Inc. 53219LAW9 477000.00000000 PA USD 524823.54000000 0.384018330072 Long DBT CORP US Y 2 2030-10-15 Fixed 11.00000000 N N N N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 Darling Ingredients, Inc. 237266AJ0 336000.00000000 PA USD 327433.88000000 0.239586455681 Long DBT CORP US Y 2 2030-06-15 Fixed 6.00000000 N N N N N N American Airlines, Inc. N/A American Airlines, Inc. 00253XAA9 905999.99100000 PA USD 897052.79000000 0.656381980127 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 904678AS8 605000.00000000 PA USD 567723.93000000 0.415408949722 Long DBT CORP IT Y 2 2035-06-30 Variable 5.45900000 N N N N N N Midcap Financial Issuer Trust N/A Midcap Financial Issuer Trust 59567LAA2 394000.00000000 PA USD 367231.99000000 0.268707107819 Long DBT CORP US Y 2 2028-05-01 Fixed 6.50000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 90353TAK6 364000.00000000 PA USD 343788.54000000 0.251553314527 Long DBT CORP US Y 2 2029-08-15 Fixed 4.50000000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 Gray Television, Inc. 389286AA3 458000.00000000 PA USD 253360.40000000 0.185386192308 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N NMG Holding Co., Inc. N/A NMG Holding Co., Inc. 62929RAC2 354000.00000000 PA USD 352110.99000000 0.257642929621 Long DBT CORP US Y 2 2026-04-01 Fixed 7.12500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446AQ7 1048000.00000000 PA USD 951445.04000000 0.696181302036 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Icahn Enterprises LP N/A Icahn Enterprises LP 451102BT3 917000.00000000 PA USD 894033.54000000 0.654172766449 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N Cloud Software Group, Inc. 04EEB871XLHVNY4RZJ65 Cloud Software Group, Inc. 18912UAA0 1249000.00000000 PA USD 1207780.20000000 0.883744154271 Long DBT CORP US Y 2 2029-09-30 Fixed 9.00000000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 Smyrna Ready Mix Concrete LLC 83283WAE3 628000.00000000 PA USD 661210.12000000 0.483813675944 Long DBT CORP US Y 2 2031-11-15 Fixed 8.87500000 N N N N N N CMG Media Corp. N/A CMG Media Corp. 88146LAA1 353000.00000000 PA USD 176782.37000000 0.129353326098 Long DBT CORP US Y 2 2027-12-15 Fixed 8.87500000 N N N N N Veritas US, Inc. N/A Veritas US, Inc. 92346LAE3 690000.00000000 PA USD 630336.46000000 0.461223127973 Long DBT CORP US Y 2 2025-09-01 Fixed 7.50000000 N N N N N N News Corp. 549300ITS31QK8VRBQ14 News Corp. 65249BAA7 813000.00000000 PA USD 740203.57000000 0.541613927731 Long DBT CORP US Y 2 2029-05-15 Fixed 3.87500000 N N N N N N Pactiv Evergreen Group Issuer, Inc. N/A Pactiv Evergreen Group Issuer, Inc. 76174LAA1 455000.00000000 PA USD 424658.23000000 0.310726428803 Long DBT CORP US Y 2 2027-10-15 Fixed 4.00000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 Herc Holdings, Inc. 42704LAA2 420000.00000000 PA USD 410274.90000000 0.300202010696 Long DBT CORP US Y 2 2027-07-15 Fixed 5.50000000 N N N N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBM9 146000.00000000 PA USD 116584.55000000 0.085306013909 Long DBT CORP US Y 2 2031-09-01 Fixed 3.87500000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 TEGNA, Inc. 87901JAH8 42000.00000000 PA USD 36906.13000000 0.027004563118 Long DBT CORP US N 2 2029-09-15 Fixed 5.00000000 N N N N N N Ardonagh Group Finance Ltd. 254900SRT1BTAJ76NW62 Ardonagh Group Finance Ltd. 039956AA5 367000.00000000 PA USD 361671.75000000 0.264638627812 Long DBT CORP JE Y 2 2032-02-15 Fixed 8.87500000 N N N N N N Ardagh Metal Packaging Finance USA LLC N/A Ardagh Metal Packaging Finance USA LLC 03969YAB4 424000.00000000 PA USD 351300.45000000 0.257049849865 Long DBT CORP US Y 2 2029-09-01 Fixed 4.00000000 N N N N N H&E Equipment Services, Inc. 254900KVLRCDMQRYY541 H&E Equipment Services, Inc. 404030AJ7 650000.00000000 PA USD 581599.85000000 0.425562091150 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N Star Parent, Inc. 254900GRGCJYRMDRWT73 Star Parent, Inc. 855170AA4 453000.00000000 PA USD 471224.94000000 0.344799729347 Long DBT CORP US Y 2 2030-10-01 Fixed 9.00000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BV4 500000.00000000 PA USD 512647.02000000 0.375108655639 Long DBT CORP US Y 2 2029-11-15 Fixed 11.00000000 N N N N N N Windstream Escrow LLC N/A Windstream Escrow LLC 97382WAA1 556000.00000000 PA USD 522225.56000000 0.382117363623 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 SBA Communications Corp. 78410GAG9 1099000.00000000 PA USD 966817.67000000 0.707429600276 Long DBT CORP US N 2 2029-02-01 Fixed 3.12500000 N N N N N N LCM Investments Holdings II LLC 549300P5V78NNQTG4428 LCM Investments Holdings II LLC 50190EAA2 415000.00000000 PA USD 385021.31000000 0.281723720907 Long DBT CORP US Y 2 2029-05-01 Fixed 4.87500000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 Weatherford International Ltd. 947075AU1 592000.00000000 PA USD 612036.24000000 0.447832684541 Long DBT CORP BM Y 2 2030-04-30 Fixed 8.62500000 N N N N N N Brand Industrial Services, Inc. 549300B658W2BPDQMW42 Brand Industrial Services, Inc. 104931AA8 500000.00000000 PA USD 536944.43000000 0.392887299511 Long DBT CORP US Y 2 2030-08-01 Fixed 10.37500000 N N N N N N AMC Networks, Inc. 549300VGG9K75226LR46 AMC Networks, Inc. 00164VAF0 440000.00000000 PA USD 310482.59000000 0.227183037042 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 071734AN7 615000.00000000 PA USD 453783.90000000 0.332037956018 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N Endo Finance Holdings, Inc. N/A Endo Finance Holdings, Inc. 29281RAA7 331000.00000000 PA USD 339202.18000000 0.248197431694 Long DBT CORP US Y 2 2031-04-15 Fixed 8.50000000 N N N N N N Alliant Holdings Intermediate LLC N/A Alliant Holdings Intermediate LLC 01883LAF0 916000.00000000 PA USD 918365.43000000 0.671976639662 Long DBT CORP US Y 2 2031-01-15 Fixed 7.00000000 N N N N N N Organon & Co. N/A Organon & Co. 68622TAA9 2068000.00000000 PA USD 1910115.44000000 1.397649468076 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 Venture Global LNG, Inc. 92332YAB7 922000.00000000 PA USD 949398.15000000 0.694683573334 Long DBT CORP US Y 2 2031-06-01 Fixed 8.37500000 N N N N N N Repurchase Agreement N/A Repurchase Agreement 000000000 421819.79000000 PA USD 421819.79000000 0.308649515506 Long RA CORP US N 2 Repurchase N 5.30000000 2024-06-03 421819.79000000 USD 430256.34310000 USD UST N N N EMRLD Borrower LP N/A EMRLD Borrower LP 29103CAA6 1169000.00000000 PA USD 1168545.96000000 0.855036091125 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 PG&E Corp. 69331CAH1 164000.00000000 PA USD 157247.19000000 0.115059250795 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAG2 471000.00000000 PA USD 453872.23000000 0.332102587911 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 WESCO Distribution, Inc. 95081QAN4 723000.00000000 PA USD 723000.00000000 0.529025913438 Long DBT CORP US Y 2 2025-06-15 Fixed 7.12500000 N N N N N N Prime Security Services Borrower LLC N/A Prime Security Services Borrower LLC 74166MAE6 614000.00000000 PA USD 603746.76000000 0.441767193906 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N SCIH Salt Holdings, Inc. N/A SCIH Salt Holdings, Inc. 78433BAA6 443000.00000000 PA USD 414583.90000000 0.303354946603 Long DBT CORP US Y 2 2028-05-01 Fixed 4.87500000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAK9 361000.00000000 PA USD 327930.31000000 0.239949698190 Long DBT CORP NL Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 Civitas Resources, Inc. 17888HAB9 665000.00000000 PA USD 710001.22000000 0.519514583614 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 Permian Resources Operating LLC 71424VAA8 400000.00000000 PA USD 408433.20000000 0.298854421450 Long DBT CORP US Y 2 2032-01-15 Fixed 7.00000000 N N N N N N Allied Universal Holdco LLC N/A Allied Universal Holdco LLC 019579AA9 198000.00000000 PA USD 178703.13000000 0.130758764291 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N Neptune Bidco US, Inc. 549300VG15T3VCYZ4531 Neptune Bidco US, Inc. 640695AA0 1023000.00000000 PA USD 978700.41000000 0.716124313116 Long DBT CORP US Y 2 2029-04-15 Fixed 9.29000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp. 143658BN1 1265000.00000000 PA USD 1241760.03000000 0.908607516102 Long DBT CORP PA Y 2 2027-03-01 Fixed 5.75000000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 HUB International Ltd. 44332PAH4 178000.00000000 PA USD 180874.53000000 0.132347598134 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914906AY8 373000.00000000 PA USD 367414.51000000 0.268840659423 Long DBT CORP US Y 2 2028-08-15 Fixed 8.00000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc. 911365BR4 770000.00000000 PA USD 755287.53000000 0.552651003412 Long DBT CORP US Y 2 2034-03-15 Fixed 6.12500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CR1 456000.00000000 PA USD 390801.90000000 0.285953433085 Long DBT CORP US Y 2 2031-02-15 Fixed 3.62500000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 Zayo Group Holdings, Inc. 98919VAA3 373000.00000000 PA USD 290907.62000000 0.212859847021 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N Ball Corp. 0BGI85ALH27ZJP15DY16 Ball Corp. 058498AZ9 564000.00000000 PA USD 564389.72000000 0.412969276844 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N UKG, Inc. 529900FKHWSTQ1GXK240 UKG, Inc. 90279XAA0 1032000.00000000 PA USD 1039266.18000000 0.760440857787 Long DBT CORP US Y 2 2031-02-01 Fixed 6.87500000 N N N N N N Tenneco, Inc. 549300U0EXXFAQFAD785 Tenneco, Inc. 880349AU9 748000.00000000 PA USD 683040.61000000 0.499787251204 Long DBT CORP US Y 2 2028-11-17 Fixed 8.00000000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 Comstock Resources, Inc. 205768AS3 449000.00000000 PA USD 433917.69000000 0.317501662945 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N Hawaiian Brand Intellectual Property Ltd. N/A Hawaiian Brand Intellectual Property Ltd. 41984LAA5 518000.00000000 PA USD 477648.94000000 0.349500230686 Long DBT CORP KY Y 2 2026-01-20 Fixed 5.75000000 N N N N N N INVESCO GOVT AND AGCY LEX O37NHJVF7S22I1ONOU83 INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD 825252885 1956427.50000000 NS USD 1956427.50000000 1.431536438815 Long STIV RF US N 1 N N Radiate Holdco LLC N/A Radiate Holdco LLC 75026JAE0 659000.00000000 PA USD 302674.90000000 0.221470076690 Long DBT CORP US Y 2 2028-09-15 Fixed 6.50000000 N N N N N N Iliad Holding SASU 9695009PXA7OI9NXN582 Iliad Holding SASU 449691AA2 391000.00000000 PA USD 388435.94000000 0.284222237857 Long DBT CORP FR Y 2 2026-10-15 Fixed 6.50000000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 Crescent Energy Finance LLC 45344LAC7 411000.00000000 PA USD 435176.24000000 0.318422555840 Long DBT CORP US Y 2 2028-02-15 Fixed 9.25000000 N N N N N N Compass Group Diversified Holdings LLC 549300I6PTUQPX21TE93 Compass Group Diversified Holdings LLC 20451RAB8 746000.00000000 PA USD 699020.87000000 0.511480158041 Long DBT CORP US Y 2 2029-04-15 Fixed 5.25000000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 Standard Industries, Inc. 853496AH0 374000.00000000 PA USD 312119.72000000 0.228380940491 Long DBT CORP US Y 2 2031-01-15 Fixed 3.37500000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 Nexstar Media, Inc. 65336YAN3 552000.00000000 PA USD 486714.15000000 0.356133330272 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453HAD8 268000.00000000 PA USD 220109.31000000 0.161056056402 Long DBT CORP US Y 2 2029-06-01 Fixed 7.50000000 N N N N N N Icahn Enterprises LP N/A Icahn Enterprises LP 451102BZ9 69000.00000000 PA USD 63282.66000000 0.046304518687 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Vmed O2 UK Financing I plc 213800MRR46ECNGZ7L69 Vmed O2 UK Financing I plc 92858RAB6 783000.00000000 PA USD 650000.40000000 0.475611418181 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.75000000 N N N N N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 Transocean, Inc. 893830BX6 228600.00000000 PA USD 238602.16000000 0.174587449021 Long DBT CORP KY Y 2 2030-02-15 Fixed 8.75000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 Southwestern Energy Co. 845467AT6 600000.00000000 PA USD 543842.52000000 0.397934696970 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Nationstar Mortgage Holdings, Inc. N/A Nationstar Mortgage Holdings, Inc. 63861CAF6 500000.00000000 PA USD 497627.20000000 0.364118511800 Long DBT CORP US Y 2 2032-02-01 Fixed 7.12500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BU0 100000.00000000 PA USD 99809.35000000 0.073031441982 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAF9 828000.00000000 PA USD 800830.12000000 0.585974945701 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 Venture Global LNG, Inc. 92332YAC5 1132000.00000000 PA USD 1227889.05000000 0.898457989318 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N Stagwell Global LLC N/A Stagwell Global LLC 59565JAA9 432000.00000000 PA USD 395383.72000000 0.289305993958 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd. 780153BU5 644000.00000000 PA USD 641272.98000000 0.469225482721 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Olympus Water US Holding Corp. 549300YU2GGVCBN3MY89 Olympus Water US Holding Corp. 25259KAA8 662000.00000000 PA USD 703473.54000000 0.514738218642 Long DBT CORP US Y 2 2028-11-15 Fixed 9.75000000 N N N N N Fortress Transportation and Infrastructure Investors LLC 529900E7PUVK6BC8PE80 Fortress Transportation and Infrastructure Investors LLC 34960PAD3 865000.00000000 PA USD 834720.68000000 0.610772987832 Long DBT CORP US Y 2 2028-05-01 Fixed 5.50000000 N N N N N N Repurchase Agreement N/A Repurchase Agreement 000000000 577159.55000000 PA USD 577159.55000000 0.422313081796 Long RA CORP US N 2 Repurchase N 5.32000000 2024-06-03 577159.55000000 USD 588702.76010000 USD UST N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 Builders FirstSource, Inc. 12008RAP2 398000.00000000 PA USD 347573.38000000 0.254322717622 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25000000 N N N N N N N/A N/A U.S. Treasury 2 Year Note N/A -217.00000000 NC USD -42753.03000000 -0.03128279494 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 2 Year Note 2024-09-30 -44203578.34000000 USD -42753.03000000 N N N VistaJet Malta Finance plc N/A VistaJet Malta Finance plc 92840JAB5 552000.00000000 PA USD 443241.21000000 0.324323770392 Long DBT CORP US Y 2 2030-02-01 Fixed 6.37500000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC 55760LAB3 410000.00000000 PA USD 379541.10000000 0.277713799605 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 Southwestern Energy Co. 845467AS8 440000.00000000 PA USD 423217.12000000 0.309671955035 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 DaVita, Inc. 23918KAS7 1384000.00000000 PA USD 1239155.68000000 0.906701888664 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N Repurchase Agreement N/A Repurchase Agreement 000000000 57715.95000000 PA USD 57715.95000000 0.042231304521 Long RA CORP US N 2 Repurchase N 5.25000000 2024-06-03 57715.95000000 USD 58870.31650000 USD UST N N N Uniti Group LP N/A Uniti Group LP 91327BAA8 500000.00000000 PA USD 350392.38000000 0.256385406488 Long DBT CORP US Y 2 2029-02-15 Fixed 6.50000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAJ0 211000.00000000 PA USD 197293.38000000 0.144361425407 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N TEGNA, Inc. 549300YC5EDBGX85AO10 TEGNA, Inc. 87901JAJ4 735000.00000000 PA USD 662311.62000000 0.484619653874 Long DBT CORP US N 2 2028-03-15 Fixed 4.62500000 N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd. 780153BG6 474000.00000000 PA USD 462963.64000000 0.338754858284 Long DBT CORP LR Y 2 2028-04-01 Fixed 5.50000000 N N N N N N Boost Newco Borrower LLC 254900S8RE1OL7TTCU64 Boost Newco Borrower LLC 36268NAA8 1000000.00000000 PA USD 1036505.00000000 0.758420476360 Long DBT CORP US Y 2 2031-01-15 Fixed 7.50000000 N N N N N N N/A N/A U.S. Treasury 10 Year Note N/A -315.00000000 NC USD -64831.80000000 -0.04743803902 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A US Treasury 10 Year Note (CBT) BOND 19/SEP/2024 TYU4 COMDTY 2024-09-19 -34271015.63000000 USD -64831.80000000 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 203372AX5 495000.00000000 PA USD 356400.00000000 0.260781238657 Long DBT CORP US Y 2 2029-09-01 Fixed 4.75000000 N N N N N N 1011778 BC ULC N/A 1011778 BC ULC 68245XAM1 1469000.00000000 PA USD 1277802.01000000 0.934979772522 Long DBT CORP CA Y 2 2030-10-15 Fixed 4.00000000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 NCL Corp. Ltd. 62886HBA8 831000.00000000 PA USD 816657.26000000 0.597555813191 Long DBT CORP BM Y 2 2026-03-15 Fixed 5.87500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GDQ0 500000.00000000 PA USD 495183.45000000 0.362330396896 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 MPH Acquisition Holdings LLC 553283AD4 435000.00000000 PA USD 323678.63000000 0.236838703867 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N Spirit AeroSystems, Inc. ZD2NBKV6GCC3UMGBM518 Spirit AeroSystems, Inc. 85205TAR1 548000.00000000 PA USD 597554.00000000 0.437235893055 Long DBT CORP US Y 2 2030-11-15 Fixed 9.75000000 N N N N N N Wynn Resorts Finance LLC N/A Wynn Resorts Finance LLC 983133AC3 301000.00000000 PA USD 309085.46000000 0.226160743854 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 WESCO Distribution, Inc. 95081QAP9 477000.00000000 PA USD 485921.81000000 0.355553567627 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N Fertitta Entertainment LLC N/A Fertitta Entertainment LLC 31556TAC3 549000.00000000 PA USD 485403.45000000 0.355174278730 Long DBT CORP US Y 2 2030-01-15 Fixed 6.75000000 N N N N N N Tronox, Inc. 549300EPZ4YXC7E5P181 Tronox, Inc. 897051AC2 432000.00000000 PA USD 391202.05000000 0.286246226611 Long DBT CORP US Y 2 2029-03-15 Fixed 4.62500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 Block, Inc. 852234AN3 1089000.00000000 PA USD 1025968.90000000 0.750711112699 Long DBT CORP US N 2 2026-06-01 Fixed 2.75000000 N N N N N N NCR Atleos Corp. N/A NCR Atleos Corp. 638962AA8 550000.00000000 PA USD 593532.71000000 0.434293477266 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N Rocket Mortgage LLC N/A Rocket Mortgage LLC 74841CAB7 932000.00000000 PA USD 805479.79000000 0.589377153058 Long DBT CORP US Y 2 2031-03-01 Fixed 3.87500000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 AthenaHealth Group, Inc. 60337JAA4 914000.00000000 PA USD 829200.63000000 0.606733915227 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BA4 1386000.00000000 PA USD 592536.21000000 0.433564328825 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 VZ Secured Financing BV 91845AAA3 598000.00000000 PA USD 507958.21000000 0.371677809175 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N Alliant Holdings Intermediate LLC N/A Alliant Holdings Intermediate LLC 01883LAA1 430000.00000000 PA USD 421457.28000000 0.308384263523 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N New Fortress Energy, Inc. 254900EICTYTCHA5X705 New Fortress Energy, Inc. 644393AB6 858000.00000000 PA USD 807389.59000000 0.590774571715 Long DBT CORP US Y 2 2026-09-30 Fixed 6.50000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc. 911363AM1 332000.00000000 PA USD 292128.89000000 0.213753461789 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc. 16115QAF7 596000.00000000 PA USD 613744.71000000 0.449082788140 Long DBT CORP US Y 2 2030-01-01 Fixed 7.50000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 Medline Borrower LP 62482BAB8 1324000.00000000 PA USD 1247594.89000000 0.912876938151 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N American Airlines, Inc. N/A American Airlines, Inc. 00253XAB7 967000.00000000 PA USD 933937.11000000 0.683370584663 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 EquipmentShare.com, Inc. 29450YAA7 419000.00000000 PA USD 432198.08000000 0.316243408102 Long DBT CORP US Y 2 2028-05-15 Fixed 9.00000000 N N N N N N Frontier Communications Holdings LLC N/A Frontier Communications Holdings LLC 35906ABF4 652000.00000000 PA USD 608859.40000000 0.445508160775 Long DBT CORP US Y 2 2028-05-01 Fixed 5.00000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 Altice France SA 02156LAH4 928000.00000000 PA USD 623763.53000000 0.456413653150 Long DBT CORP FR Y 2 2029-10-15 Fixed 5.50000000 N N N N N N ROBLOX Corp. N/A ROBLOX Corp. 771049AA1 360000.00000000 PA USD 313641.40000000 0.229494368087 Long DBT CORP US Y 2 2030-05-01 Fixed 3.87500000 N N N N N N Organon & Co. N/A Organon & Co. 68622TAB7 103000.00000000 PA USD 90923.77000000 0.066529779360 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N 1011778 BC ULC N/A 1011778 BC ULC 68245XAH2 358000.00000000 PA USD 332529.98000000 0.243315320076 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 Churchill Downs, Inc. 12511VAA6 500000.00000000 PA USD 478596.80000000 0.350193788781 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 GFL Environmental, Inc. 36168QAQ7 446000.00000000 PA USD 454971.29000000 0.332906780471 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.75000000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 HUB International Ltd. 44332PAJ0 1523000.00000000 PA USD 1526215.14000000 1.116746000749 Long DBT CORP US Y 2 2032-01-31 Fixed 7.37500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769GAB6 1614000.00000000 PA USD 1631494.15000000 1.193779644499 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 Civitas Resources, Inc. 17888HAA1 400000.00000000 PA USD 419536.38000000 0.306978722891 Long DBT CORP US Y 2 2028-07-01 Fixed 8.37500000 N N N N N N 2024-07-01 ProShares Trust Maria Clem Sell Maria Clem Sell Treasurer