Invesco Oppenheimer Fundamental Alternatives Fund

as of 03/31/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
STIT - Treasury Portfolio 28.13
CASH COLLATERAL USD CITI 12/31/2049 19.24
JP Morgan Securities LLC 12/31/2049 8.74
OPPENHEIMER FLEXIBLE STRATEGIES FUN 8.29
Invesco Oppenheimer Master Loan Fun 2.27
USD/THB FWD 20200416 000006219 USD 04/16/2020 2.09
CASH & EQUIVALENTS 1.97
RASC Series 2006-KS2 Trust 2.21 03/25/2036 1.75
Alphabet Inc 1.66
Philip Morris International Inc 1.64
Lukoil International Finance BV 144 6.12 11/09/2020 1.57
Cisco Systems Inc 1.40
RAMP Series 2006-NC3 Trust 1.90 03/25/2036 1.38
Verizon Communications Inc 1.37
ON Semiconductor Corp 2.99 09/19/2026 1.31
USD/CNY FWD 20201117 11/17/2020 1.25
Hilton Worldwide Finance LLC 2.70 06/22/2026 1.21
Taiwan Semiconductor Manufacturing 1.19
Axalta Coating Systems US Holdings 3.20 06/01/2024 1.15
Bank of America Corp 6.25 12/31/2049 1.09
Citigroup Inc 5.90 12/31/2049 1.08
Apple Inc 1.05
Goldman Sachs Group Inc/The 5.38 12/31/2049 1.03
McDonald's Corp 0.98
Northrop Grumman Corp 0.94
Lockheed Martin Corp 0.94
GSAMP Trust 2005-HE5 2.32 11/25/2035 0.94
USD/DKK FWD 20200415 000000908 USD 04/15/2020 0.90
Delos Finance Sarl 3.20 10/06/2023 0.89
Microsoft Corp 0.88
First NLC Trust 2005-4 2.02 02/25/2036 0.87
UnitedHealth Group Inc 0.82
GSAMP Trust 2007-HSBC1 3.88 02/25/2047 0.78
Merck & Co Inc 0.78
Novartis AG ADR 0.76
Toronto-Dominion Bank/The 1.98 07/02/2020 0.75
Lowe's Cos Inc 0.75
CNY/USD FWD 20201120 11/20/2020 0.72
USD/CAD FWD 20200415 000000908 USD 04/15/2020 0.72
CAD/USD FWD 20200415 000000908 USD 04/15/2020 0.71
CASH & EQUIVALENTS 0.70
L3Harris Technologies Inc 0.70
ASML Holding NV 0.69
Cigna Corp 0.68
Roche Holding AG 0.68
New Century Home Equity Loan Trust 2.36 06/25/2035 0.67
Medtronic PLC 0.66
Live Nation Entertainment Inc 2.56 10/19/2026 0.65
RAMP Series 2006-EFC1 Trust 2.23 02/25/2036 0.65
American Electric Power Co Inc 0.64
Republic Services Inc 0.64
Chubb Ltd 0.64
Premier Inc 0.61
CASH & EQUIVALENTS 0.00 0.60
JP Morgan Mortgage Acquisition Trus 1.93 07/25/2036 0.58
JP Morgan Mortgage Acquisition Trus 2.63 11/25/2036 0.58
CMS Energy Corp 0.57
Abbott Laboratories 0.56
Ascend Learning LLC 4.00 07/12/2024 0.54
QUALCOMM Inc 0.53
JPMorgan Chase & Co 0.52
Quest Diagnostics Inc 0.51
Allstate Corp/The 0.48
RAMP Series 2005-RS2 Trust 2.71 02/25/2035 0.47
Wells Fargo Bank NA 2.31 10/22/2021 0.45
0.45
USD/GBP FWD 20200415 000010098 USD 04/15/2020 0.42
Asset-Backed Pass-Through Certifica 2.27 04/25/2034 0.42
Merlin Aviation Holdings DAC 4.50 12/15/2032 0.42
Eaton Corp PLC 0.40
GSAMP Trust 2005-HE4 2.41 07/25/2045 0.40
Honeywell International Inc 0.40
Accredited Mortgage Loan Trust 2005 1.43 09/25/2035 0.39
Opteum Mortgage Acceptance Corp Tru 1.98 04/25/2036 0.38
Goldman Sachs Group Inc/The 0.36
AMN Healthcare Services Inc 0.35
Packaging Corp of America 0.35
Avery Dennison Corp 0.35
RASC Series 2005-KS8 Trust 2.59 08/25/2035 0.34
Sonoco Products Co 0.34
Mylan NV 0.31
Celanese Corp 0.30
CenturyLink Inc 3.24 03/15/2027 0.29
Park Place Securities Inc Asset-Bac 2.35 08/25/2035 0.28
Stanley Black & Decker Inc 0.27
CSC Holdings LLC 2.86 07/17/2025 0.26
Magnolia Oil & Gas Operating LLC / 6.00 08/01/2026 0.25
Travelers Cos Inc/The 0.22
Dell International LLC 2.99 09/19/2025 0.22
ABFC 2005-HE2 Trust 2.41 06/25/2035 0.22
FedEx Corp 0.21
Charter Communications Operating LL 2.74 04/30/2025 0.21
iStar Inc 4.20 06/28/2023 0.21
DaVita Inc 2.74 08/12/2026 0.21
Iron Mountain Inc 2.74 01/02/2026 0.21
United Rentals North America Inc 2.74 10/31/2025 0.21
JP Morgan Mortgage Acquisition Corp 2.08 12/25/2035 0.20
TOTAL SA ADR 0.19
Southern Copper Corp 0.19
Steel Dynamics Inc 0.18
BNP Paribas SA 0.17
Allergan PLC 0.17
Raytheon Co 0.16
Intercontinental Exchange Inc 5.00 12/20/2024 0.16
Xilinx Inc 0.16
Raymond James Financial Inc 0.16
International Bank for Reconstructi 3.99 02/15/2021 0.15
Citigroup Mortgage Loan Trust Serie 2.57 10/25/2034 0.15
Structured Asset Securities Corp Mo 1.95 05/25/2037 0.14
Valero Energy Corp 0.14
PNC Financial Services Group Inc/Th 0.13
Alcon Inc 0.12
Kizuna Re II Ltd 1.94 04/11/2023 0.12
Acorn Re Ltd 4.39 11/10/2021 0.12
International Bank for Reconstructi 4.49 02/15/2021 0.12
Home Equity Mortgage Loan Asset-Bac 2.36 08/25/2035 0.11
0.11
Concho Resources Inc 0.10
CASH & EQUIVALENTS 0.00 0.09
Nakama Re Ltd 3.88 10/13/2021 0.09
CASH & EQUIVALENTS 0.09
Golden State RE II Ltd 4.06 01/08/2023 0.09
Regency Entertainment SA 1.45 10/13/2022 0.09
Western Express Inc 9.86 02/23/2022 0.08
Xcel Energy Inc 0.08
Murray Energy Corp 13.00 07/31/2020 0.07
Chevron Corp 0.07
ConocoPhillips 0.06
Merna Re Ltd 2.05 04/08/2020 0.06
Pioneer Natural Resources Co 0.06
EOG Resources Inc 0.06
Goldman Sachs International 11/02/2020 0.06
Quikrete Holdings Inc 3.49 02/01/2027 0.06
Sprint Communications Inc 3.50 02/02/2024 0.05
WideOpenWest Finance LLC 4.25 08/18/2023 0.05
Hostess Brands LLC 3.24 08/03/2025 0.05
Ziggo Financing Partnership 3.20 04/15/2028 0.05
Avaya Inc 4.95 12/15/2024 0.05
Schlumberger Ltd 0.05
Radiate Holdco LLC 3.99 02/01/2024 0.05
Mauser Packaging Solutions Holding 5.08 04/03/2024 0.05
ION Media Networks Inc 4.00 12/18/2024 0.05
Infor US Inc 3.75 02/01/2022 0.05
Home Equity Asset Trust 2005-5 2.14 11/25/2035 0.05
TTM Technologies Inc 4.08 09/28/2024 0.05
Ortho-Clinical Diagnostics SA 4.77 06/30/2025 0.05
Seattle SpinCo Inc 3.70 06/21/2024 0.05
Bausch Health Americas Inc 3.61 06/02/2025 0.05
Goldman Sachs International 1.00 12/20/2023 0.05
Stars Group Holdings BV 4.95 07/10/2025 0.05
Nexstar Broadcasting Inc 3.19 01/17/2024 0.05
Coty Inc 3.26 04/05/2025 0.05
Consolidated Communications Inc 4.00 10/05/2023 0.05
TransDigm Inc 3.24 08/22/2024 0.05
Upfield USA Corp 4.91 07/02/2025 0.04
Reynolds Consumer Products LLC 3.50 01/29/2027 0.04
Surgery Center Holdings Inc 4.25 09/02/2024 0.04
Virgin Media Bristol LLC 3.20 01/31/2028 0.04
Aretec Group Inc 5.24 10/01/2025 0.04
Scientific Games International Inc 4.44 08/14/2024 0.04
Sprint Communications Inc 4.00 02/02/2024 0.04
Dole Food Co Inc 3.75 04/06/2024 0.04
Goldman Sachs International 11/02/2020 0.04
Nouryon USA LLC 3.86 10/01/2025 0.04
Change Healthcare Holdings LLC 3.50 03/01/2024 0.04
Red Ventures LLC 3.49 11/08/2024 0.04
Telesat LLC 3.74 12/07/2026 0.04
iHeartCommunications Inc 3.99 05/01/2026 0.04
Diamond Sports Group LLC 4.18 08/24/2026 0.04
Altice Financing SA 4.41 07/15/2025 0.04
Altice France SA/France 3.74 07/31/2025 0.04
USI Inc/NY 3.99 05/16/2024 0.04
Station Casinos LLC 3.24 02/08/2027 0.04
HUB International Ltd 4.80 04/25/2025 0.04
Gardner Denver Inc 2.67 03/01/2027 0.04
Tenneco Inc 3.99 10/01/2025 0.04
Veritas US Inc 5.95 01/27/2023 0.04
Riverbed Technology Inc 4.25 04/24/2022 0.04
Sinclair Television Group Inc 3.21 09/30/2026 0.04
Caesars Resort Collection LLC 3.74 12/23/2024 0.04
Flex Acquisition Co Inc 5.16 06/29/2025 0.04
PetSmart Inc 5.00 03/11/2022 0.04
Bass Pro Group LLC 6.07 09/25/2024 0.04
Granite Generation LLC 4.75 10/31/2026 0.04
Solera LLC 4.36 03/03/2023 0.04
Finastra USA Inc 4.50 06/13/2024 0.04
Blackhawk Network Holdings Inc 3.99 06/15/2025 0.04
Atotech Alpha 3 BV 4.45 01/31/2024 0.04
Sinclair Television Group Inc 3.24 01/03/2024 0.04
Inmar Inc 5.07 05/01/2024 0.04
Jaguar Holding Co II 3.50 08/18/2022 0.03
Boxer Parent Co Inc 5.24 10/02/2025 0.03
Refinitiv US Holdings Inc 4.24 10/01/2025 0.03
Telenet Financing USD LLC 2.70 04/15/2028 0.03
Maxar Technologies Ltd 3.74 10/04/2024 0.03
Cincinnati Bell Inc 4.25 10/02/2024 0.03
Everi Payments Inc 3.82 05/09/2024 0.03
Berry Global Inc 2.86 07/01/2026 0.03
Altice France SA/France 4.70 08/14/2026 0.03
SIWF Holdings Inc 5.32 06/15/2025 0.03
iQor US Inc 6.91 04/01/2021 0.03
Select Medical Corp 3.43 03/06/2025 0.03
Merna Re Ltd 2.05 04/08/2021 0.03
AVSC Holding Corp 4.71 03/03/2025 0.03
MediArena Acquisition BV 7.66 08/13/2021 0.03
Intelsat Jackson Holdings SA 5.68 11/27/2023 0.03
Navistar Inc 4.28 11/06/2024 0.03
Alliant Holdings Intermediate LLC 3.99 05/09/2025 0.03
NeuStar Inc 4.40 08/08/2024 0.03
Eastern Power LLC 4.75 10/02/2025 0.03
SS&C Technologies Inc 2.74 04/16/2025 0.03
Gentiva Health Services Inc 4.25 07/02/2025 0.03
Tempo Acquisition LLC 3.74 05/01/2024 0.03
H-Food Holdings LLC 4.68 05/23/2025 0.03
McAfee LLC 5.35 09/30/2024 0.03
INEOS US Finance LLC 2.99 03/31/2024 0.03
Univision Communications Inc 3.75 03/15/2024 0.03
Sunshine Luxembourg VII Sarl 5.32 07/23/2026 0.03
Messer Industries USA Inc 3.95 03/02/2026 0.03
Plantronics Inc 3.46 07/02/2025 0.03
Cyxtera DC Holdings Inc 4.00 05/01/2024 0.03
VM Consolidated Inc 4.24 02/28/2025 0.03
TIBCO Software Inc 4.74 06/30/2026 0.03
Global Tel*Link Corp 5.70 11/29/2025 0.03
Momentive Performance Materials USA 4.24 05/15/2024 0.03
MH Sub I LLC 4.82 09/13/2024 0.03
Nomad Foods Lux Sarl 2.95 05/15/2024 0.03
Quest Software US Holdings Inc 6.03 05/16/2025 0.03
AHP Health Partners Inc 5.50 06/30/2025 0.03
AI Aqua Merger Sub Inc 4.32 12/13/2023 0.03
NEP Group Inc 4.70 10/20/2025 0.03
Murray Energy Corp 8.24 10/17/2022 0.03
iHeartMedia Inc 0.03
CityCenter Holdings LLC 3.24 04/18/2024 0.03
Deerfield Dakota Holding LLC 4.75 03/05/2027 0.03
MPH Acquisition Holdings LLC 4.20 06/07/2023 0.02
Calpine Corp 4.21 05/27/2022 0.02
Lightstone Holdco LLC 4.75 01/30/2024 0.02
Frontera Generation Holdings LLC 5.25 05/02/2025 0.02
Endo International PLC 5.25 04/29/2024 0.02
IG Investments Holdings LLC 5.45 05/23/2025 0.02
Intercontinental Exchange Inc 1.00 12/20/2024 0.02
Tronox Finance LLC 3.93 09/23/2024 0.02
Genuine Financial Holdings LLC 4.74 07/11/2025 0.02
Frontier Communications Corp 4.59 06/15/2024 0.02
NFP Corp 4.24 02/15/2027 0.02
VVC Holding Corp 5.28 02/11/2026 0.02
Cogeco Communications USA II LP 2.99 01/03/2025 0.02
TransDigm Inc 3.24 05/30/2025 0.02
Limetree Bay Terminals LLC 4.99 02/15/2024 0.02
Clarios Global LP 4.44 04/30/2026 0.02
Xperi Corp 3.49 12/01/2023 0.02
Gray Television Inc 4.02 01/02/2026 0.02
Refresco Holding BV 4.95 03/28/2025 0.02
Metro-Goldwyn-Mayer Inc 3.49 07/03/2025 0.02
GVC Holdings PLC 3.31 03/29/2024 0.02
SS&C European Holdings Sarl 2.74 04/16/2025 0.02
Ultra Resources Inc/US 5.45 04/12/2024 0.02
CommScope Inc 4.24 04/06/2026 0.02
Cushman & Wakefield PLC 3.74 08/21/2025 0.02
Daseke Cos Inc 6.00 02/27/2024 0.02
Blackstone CQP Holdco LP 4.62 09/30/2024 0.02
1011778 BC ULC 2.74 11/19/2026 0.02
TI Group Automotive Systems LLC 3.49 06/30/2022 0.02
Avaya Holdings Corp 0.02
Ventia Deco LLC 5.44 05/21/2026 0.02
Revlon Consumer Products Corp 4.49 09/07/2023 0.02
Spin Holdco Inc 5.09 11/14/2022 0.02
Froneri US Inc 3.24 01/29/2027 0.02
Talen Energy Supply LLC 4.74 07/08/2026 0.02
MLN US Holdco LLC 6.02 11/30/2025 0.02
Formula One Management Ltd 3.50 02/01/2024 0.02
AI Aqua Merger Sub Inc 4.32 12/13/2023 0.02
Altice France SA/France 4.39 01/31/2026 0.02
Zayo Group Holdings Inc 3.99 02/20/2027 0.02
Digicel International Finance Ltd 4.87 05/27/2024 0.02
Ancestry.com Operations Inc 5.25 08/21/2026 0.02
Elanco Animal Health Inc 2.67 02/04/2027 0.02
RPI 2019 Intermediate Finance Trust 2.74 02/11/2027 0.02
Fieldwood Energy LLC 7.03 04/11/2022 0.02
SeaWorld Parks & Entertainment Inc 3.99 04/01/2024 0.02
American Builders & Contractors Sup 2.99 01/15/2027 0.02
Sandy Creek Energy Associates LP 5.45 11/09/2020 0.02
United Natural Foods Inc 5.24 10/22/2025 0.02
Amneal Pharmaceuticals LLC 4.50 05/04/2025 0.02
Kenan Advantage Group Inc/The 4.00 07/29/2022 0.02
Mavis Tire Express Services Corp 4.85 03/20/2025 0.02
Securus Technologies Holdings LLC 5.48 11/01/2024 0.02
GGP Nimbus LLC 3.49 08/27/2025 0.02
Team Health Holdings Inc 3.75 02/06/2024 0.02
RPI Intermediate Finance Trust 2.74 02/11/2027 0.02
CenturyLink Inc 4.00 02/15/2027 0.02
Gateway Casinos & Entertainment Ltd 4.45 12/01/2023 0.02
LCPR Loan Financing LLC 5.70 10/15/2026 0.02
Heritage Power LLC 7.77 07/30/2026 0.02
MASTR Adjustable Rate Mortgages Tru 4.56 04/21/2034 0.02
Connect Finco SARL 5.49 12/11/2026 0.02
Paysafe Holdings US Corp 4.70 01/03/2025 0.01
Peabody Energy Corp 6.38 03/31/2025 0.01
PAREXEL International Corp 3.74 09/27/2024 0.01
AmWINS Group Inc 4.55 01/25/2024 0.01
Superior Industries International I 4.99 05/22/2024 0.01
Acadia Healthcare Co Inc 3.50 02/16/2023 0.01
Gates Global LLC 3.75 04/01/2024 0.01
Envision Healthcare Corp 4.74 10/10/2025 0.01
North American Lifting Holdings Inc 5.95 11/27/2020 0.01
Calpine Construction Finance Co LP 2.99 01/15/2025 0.01
Serta Simmons Bedding LLC 4.50 11/08/2023 0.01
Alliance HealthCare Services Inc 5.50 10/24/2023 0.01
McDermott Technology Americas Inc 10.72 10/23/2020 0.01
Nexstar Broadcasting Inc 4.33 09/18/2026 0.01
Dynasty Acquisition Co Inc 4.95 04/08/2026 0.01
Brookfield WEC Holdings Inc 3.99 08/01/2025 0.01
New Arclin US Holding Corp 4.50 02/14/2024 0.01
Rodan & Fields LLC 4.70 06/16/2025 0.01
McDermott Technology Americas Inc 0.50 10/23/2020 0.01
Lions Gate Capital Holdings LLC 3.85 03/24/2025 0.01
Polar US Borrower LLC 6.61 10/15/2025 0.01
Mission Broadcasting Inc 3.83 01/17/2024 0.01
WP CityMD Bidco LLC 5.76 08/13/2026 0.01
EFS Cogen Holdings I LLC 5.02 06/28/2023 0.01
JBS USA LUX SA 3.07 05/01/2026 0.01
Beacon Roofing Supply Inc 3.24 01/02/2025 0.01
Diebold Nixdorf Inc 5.81 04/30/2022 0.01
Monitronics International Inc 7.75 03/29/2024 0.01
KAR Auction Services Inc 3.19 09/15/2026 0.01
Ingersoll-Rand Services Co 2.74 03/31/2027 0.01
Intercontinental Exchange Inc 1.00 12/20/2024 0.01
Helios Software Holdings Inc 5.32 10/02/2025 0.01
UPC Financing Partnership 2.95 04/30/2028 0.01
IRB Holding Corp 3.75 02/05/2025 0.01
ABG Intermediate Holdings 2 LLC 4.95 09/27/2024 0.01
Cengage Learning Inc 5.25 06/07/2023 0.01
Option Care Health Inc 5.49 08/06/2026 0.01
WEX Inc 3.24 05/17/2026 0.01
Ball Metalpack Finco LLC 6.11 07/31/2025 0.01
SCIH Salt Holdings Inc 5.24 03/01/2027 0.01
BCP Renaissance Parent LLC 4.95 10/31/2024 0.01
Kestrel Acquisition LLC 5.25 06/02/2025 0.01
Boing US Holdco Inc 4.25 10/03/2024 0.01
Aramark Services Inc 2.74 01/15/2027 0.01
Checkout Holding Corp 8.50 02/15/2023 0.01
1232743 BC Ltd 3.61 02/28/2027 0.01
Fusion Connect Inc 10.00 07/14/2025 0.01
Seadrill Operating LP 7.45 02/21/2021 0.01
Castle US Holding Corp 4.74 02/01/2027 0.01
CEOC LLC 2.99 10/06/2024 0.01
KFC Holding Co 2.36 04/03/2025 0.01
Elevate Textiles Inc 6.58 05/01/2024 0.01
Eldorado Resorts Inc 3.25 04/17/2024 0.01
Realogy Group LLC 3.83 02/08/2025 0.01
Navitas Midstream Midland Basin LLC 5.50 12/13/2024 0.01
Wyndham Hotels & Resorts Inc 2.74 05/30/2025 0.01
eResearchTechnology Inc 5.95 02/04/2027 0.01
Consolidated Energy Finance SA 4.23 05/07/2025 0.01
Berry Global Inc 2.86 10/01/2022 0.01
Fusion Connect Inc 11.50 01/14/2025 0.01
Nielsen Finance LLC 3.01 10/04/2023 0.01
Surf Holdings LLC 4.81 01/15/2027 0.01
Deluxe Entertainment Services Group 6.45 03/25/2024 0.01
PGX Holdings Inc 6.25 09/29/2020 0.01
GI Revelation Acquisition LLC 5.99 04/16/2025 0.01
Optiv Security Inc 4.25 02/01/2024 0.01
Verscend Holding Corp 5.49 08/27/2025 0.01
Outfront Media Capital LLC 2.55 11/18/2026 0.01
Visual Comfort Group Inc 4.00 02/28/2024 0.01
CommScope Inc 6.00 03/01/2026 0.01
Alphabet Holding Co Inc 4.49 09/26/2024 0.01
IPC Corp 6.28 08/06/2021 0.01
iQor US Inc 7.41 04/01/2021 0.01
Clearwater Paper Corp 4.25 07/26/2026 0.01
Greenrock Finance Inc 4.95 06/28/2024 0.01
MoneyGram International Inc 6.99 06/30/2023 0.01
MA FinanceCo LLC 3.70 06/21/2024 0.01
Mitchell International Inc 4.24 11/29/2024 0.01
Cornerstone Building Brands Inc 4.56 04/12/2025 0.01
Kestrel Bidco Inc 4.00 08/07/2026 0.01
Intelsat Jackson Holdings SA 6.43 01/02/2024 0.01
Learning Care Group US No 2 Inc 4.25 03/13/2025 0.01
TGP Holdings III LLC 6.03 09/25/2024 0.01
Brave Parent Holdings Inc 5.78 04/18/2025 0.01
WW International Inc 6.72 11/29/2024 0.01
Standard Aero Ltd 4.95 04/08/2026 0.01
Deerfield Dakota Holding LLC 9.00 03/06/2028 0.01
CWGS Group LLC 3.77 11/08/2023 0.01
WP CPP Holdings LLC 5.53 04/30/2025 0.01
Intercontinental Exchange Inc 5.00 12/20/2024 0.01
CDS US Intermediate Holdings Inc 5.20 07/08/2022 0.01
KBR Inc 3.74 02/05/2027 0.01
Calpine Corp 2.99 08/12/2026 0.01
Arconic Corp 3.71 04/30/2027 0.01
Bausch Health Americas Inc 3.36 11/27/2025 0.01
MA FinanceCo LLC 3.24 11/19/2021 0.01
0.01
Advantage Sales & Marketing Inc 4.70 07/23/2021 0.01
McDermott Technology Americas Inc 6.94 12/31/2049 0.01
Town Sports International LLC 4.50 11/15/2020 0.01
Mallinckrodt International Finance 4.20 09/24/2024 0.01
Clear Channel Outdoor Holdings Inc 0.01
CM ACQUISITION CO 0.01
0.01
Froneri US Inc 6.74 01/29/2028 0.01
PGS ASA 6.96 03/19/2024 0.01
CM Acquisition Co 11.45 07/26/2023 0.01
Murray Energy Corp 9.20 10/17/2022 0.01
Berry Global Inc 4.88 07/15/2026 0.01
Informatica LLC 4.24 02/26/2027 0.01
Callaway Golf Co 5.30 01/02/2026 0.01
Compass Power Generation LLC 4.50 12/20/2024 0.01
Reynolds Group Issuer Inc / Reynold 5.12 07/15/2023 0.01
TransDigm Inc 3.24 12/09/2025 0.01
APLP Holdings LP 4.10 04/19/2025 0.01
Fastball Mergersub LLC 4.57 01/21/2027 0.01
Fiserv Investment Solutions Inc 6.44 02/10/2027 0.01
Internap Corp 7.25 04/06/2022 0.00
American Airlines Inc 2.71 06/27/2025 0.00
Lifetime Brands Inc 4.50 02/28/2025 0.00
Tribune Resources LLC 7.50 03/30/2023 0.00
Checkout Holding Corp 2.00 08/15/2023 0.00
Aristocrat International Pty Ltd 3.58 10/19/2024 0.00
American Teleconferencing Services 8.02 06/08/2023 0.00
0.00
HGIM Corp 7.71 07/02/2023 0.00
Deluxe Entertainment Services Group 7.45 09/25/2024 0.00
Cast & Crew Payroll LLC 4.75 02/09/2026 0.00
0.00
Hexion Inc 5.41 07/01/2026 0.00
Kenan Advantage Group Inc/The 4.00 07/29/2022 0.00
US Foods Inc 3.07 08/15/2026 0.00
TIBCO Software Inc 8.74 02/14/2028 0.00
0.00
SpeedCast International Ltd 5.00 05/15/2025 0.00
Engineered Machinery Holdings Inc 4.45 07/19/2024 0.00
FleetCor Technologies Operating Co 2.74 08/02/2024 0.00
Acproducts Inc 8.19 07/31/2025 0.00
TruGreen LP 4.75 03/19/2026 0.00
Ziggo BV 144A 5.50 01/15/2027 0.00
0.00
Mavenir Systems Inc 7.00 05/08/2025 0.00
Mauser Packaging Solutions Holding 5.50 04/15/2024 0.00
0.00
Tribune Resources LLC 0.00
Clark Equipment Co 3.20 05/18/2024 0.00
Sedgwick Claims Management Services 4.99 08/08/2026 0.00
0.00
0.00
Technicolor SA 4.36 12/06/2023 0.00
Camelot Finance SA 4.24 10/30/2026 0.00
Sandvine Corp 5.49 10/31/2025 0.00
Altice Financing SA 5.00 01/15/2028 0.00
MX Holdings US Inc 3.74 07/31/2025 0.00
0.00
Iridium Satellite LLC 4.75 11/04/2026 0.00
Panther BF Aggregator 2 LP / Panthe 6.25 05/15/2026 0.00
Southcross Energy Partners LLC 10.00 01/31/2025 0.00
Topgolf International Inc 6.39 02/09/2026 0.00
VS Buyer LLC 4.24 02/19/2027 0.00
Engineered Machinery Holdings Inc 6.05 07/19/2024 0.00
Southcross Energy Partners LLC 5.00 01/31/2025 0.00
Brazos Delaware II LLC 4.92 05/21/2025 0.00
0.00
iHeartCommunications Inc 4.75 01/15/2028 0.00
IPC Corp 13.28 02/06/2022 0.00
ADT Security Corp/The 3.50 07/15/2022 0.00
Calpine Corp 4.50 02/15/2028 0.00
CommScope Inc 5.50 03/01/2024 0.00
Calpine Corp 5.25 06/01/2026 0.00
Vistra Operations Co LLC 3.55 07/15/2024 0.00
Charter Communications Operating LL 2.74 02/01/2027 0.00
Ciena Corp 2.52 09/26/2025 0.00
0.00
0.00
IPC Corp 11.28 02/04/2022 0.00
0.00
Lightstone Holdco LLC 4.75 01/30/2024 0.00
Acadia Healthcare Co Inc 3.50 02/11/2022 0.00
MKS Instruments Inc 3.35 02/02/2026 0.00
PQ Corp 4.03 02/07/2027 0.00
0.00
iQor US Inc 10.66 04/01/2022 0.00
Arch Coal Inc 0.00
Patriot Container Corp 4.49 03/20/2025 0.00
SS&C Technologies Inc 2.74 04/16/2025 0.00
Advantage Sales & Marketing Inc 4.70 07/23/2021 0.00
0.00
0.00
Vistra Operations Co LLC 4.30 07/15/2029 0.00
24 Hour Fitness Worldwide Inc 4.95 05/30/2025 0.00
Dun & Bradstreet Corp/The 6.88 08/15/2026 0.00
PGX Holdings Inc 1.91 09/29/2021 0.00
WCA Waste Systems Inc 3.49 08/11/2023 0.00
Wand NewCo 3 Inc 4.07 02/05/2026 0.00
Harvey Gulf International Marine LL 0.00
PACIFCCO INC (CATALINA MARKETING) 0.00
Akibare Re Ltd 2.25 04/07/2023 0.00
Eyecare Partners LLC 5.40 02/05/2027 0.00
Petco Animal Supplies Inc 5.03 01/26/2023 0.00
Atmos RE Dac 4.50 02/14/2022 0.00
TransDigm Inc 6.25 03/15/2026 0.00
Crown Finance US Inc 3.57 09/20/2026 0.00
Crown Finance US Inc 3.32 02/28/2025 0.00
Dentalcorp Health Services ULC 4.75 06/06/2025 0.00
Sabine Oil & Gas Holdings Inc 0.00
Invenergy Thermal Operating I LLC 3.99 08/28/2025 0.00
0.00
0.00
Mastronardi Produce Ltd 3.74 05/01/2025 0.00
Eyecare Partners LLC 5.40 02/05/2027 0.00
IPC Systems Inc 0.00
CASH & EQUIVALENTS 0.00
Templar Energy LLC 0.00
PENDING 0.00
Encapsys LLC 4.25 11/07/2024 0.00
GlobalLogic Holdings Inc 3.74 08/01/2025 0.00
ASCENT RESOURCES MARCELLUS WARRANTS 0.00
0.00
0.00
Asurion LLC 3.99 08/04/2022 0.00
CASH & EQUIVALENTS 0.00 -0.00
CASH & EQUIVALENTS 0.00 -0.00
Citibank NA 5.00 12/20/2020 -0.00
Citibank NA 5.00 12/20/2020 -0.00
Intercontinental Exchange Inc 1.00 12/20/2023 -0.00
Intercontinental Exchange Inc 1.00 12/20/2022 -0.00
Intercontinental Exchange Inc 1.00 06/20/2023 -0.00
Goldman Sachs International 5.00 12/20/2020 -0.00
Intercontinental Exchange Inc 1.00 06/20/2024 -0.01
Chefs' Warehouse Inc/The -0.02
Intercontinental Exchange Inc 5.00 12/20/2024 -0.02
Intercontinental Exchange Inc 5.00 12/20/2024 -0.02
Intercontinental Exchange Inc 5.00 12/20/2024 -0.03
Goldman Sachs International 11/30/2020 -0.03
Barclays Bank PLC 5.00 12/20/2024 -0.03
CarMax Inc -0.03
Goldman Sachs International 5.00 12/20/2024 -0.03
Regions Financial Corp -0.04
Texas Roadhouse Inc -0.04
US Foods Holding Corp -0.05
Performance Food Group Co -0.06
Prosperity Bancshares Inc -0.12
Bank of Hawaii Corp -0.12
Exxon Mobil Corp -0.13
Sysco Corp -0.14
Commerce Bancshares Inc/MO -0.15
Apache Corp -0.15
Church & Dwight Co Inc -0.15
KeyCorp -0.19
CNH Industrial NV -0.20
General Mills Inc -0.20
Kirby Corp -0.21
Westlake Chemical Corp -0.23
Fulton Financial Corp -0.24
Huntington Bancshares Inc/OH -0.25
LyondellBasell Industries NV -0.25
Hewlett Packard Enterprise Co -0.26
Boeing Co/The -0.27
Nokia Oyj ADR -0.37
Weingarten Realty Investors -0.38
Franklin Resources Inc -0.38
Dril-Quip Inc -0.39
Intel Corp -0.43
USD/GBP FWD 20200415 000010098 USD 04/15/2020 -0.43
Ally Financial Inc -0.43
Darden Restaurants Inc -0.43
GlaxoSmithKline PLC ADR -0.44
Splunk Inc -0.45
Amgen Inc -0.45
Corning Inc -0.45
Shake Shack Inc -0.46
Fastenal Co -0.47
Hess Corp -0.49
WW Grainger Inc -0.49
Jones Lang LaSalle Inc -0.49
US Bancorp -0.51
Cummins Inc -0.51
PACCAR Inc -0.52
DaVita Inc -0.54
Federal Realty Investment Trust -0.55
Western Union Co/The -0.57
Rio Tinto PLC ADR -0.59
Demant A/S -0.59
Edwards Lifesciences Corp -0.59
Caterpillar Inc -0.63
Hikma Pharmaceuticals PLC -0.64
International Business Machines Cor -0.66
Novo Nordisk A/S ADR -0.68
USD/CAD FWD 20200415 000000908 USD 04/15/2020 -0.71
CAD/USD FWD 20200415 000000908 USD 04/15/2020 -0.71
CNY/USD FWD 20201120 11/20/2020 -0.73
Community Bank System Inc -0.79
USD/DKK FWD 20200415 000000908 USD 04/15/2020 -0.89
USD/CNY FWD 20201117 11/17/2020 -1.24
CASH & EQUIVALENTS 12/31/2022 -1.97
USD/THB FWD 20200416 000006219 USD 04/16/2020 -2.05
CASH & EQUIVALENTS 0.00 -13.72