0001752724-22-097765.txt : 20220429
0001752724-22-097765.hdr.sgml : 20220429
20220429094006
ACCESSION NUMBER: 0001752724-22-097765
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220429
PERIOD START: 20220228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Invesco High Income Trust II
CENTRAL INDEX KEY: 0000846671
IRS NUMBER: 366900462
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05769
FILM NUMBER: 22870903
BUSINESS ADDRESS:
STREET 1: 1555 PEACHTREE STREET N.E.
STREET 2: SUITE 1800
CITY: ATLANTA
STATE: GA
ZIP: 30309
BUSINESS PHONE: 212-296-6963
MAIL ADDRESS:
STREET 1: 1555 PEACHTREE STREET N.E.
STREET 2: SUITE 1800
CITY: ATLANTA
STATE: GA
ZIP: 30309
FORMER COMPANY:
FORMER CONFORMED NAME: Invesco Van Kampen High Income Trust II
DATE OF NAME CHANGE: 20100601
FORMER COMPANY:
FORMER CONFORMED NAME: VAN KAMPEN HIGH INCOME TRUST II
DATE OF NAME CHANGE: 19981006
FORMER COMPANY:
FORMER CONFORMED NAME: VAN KAMPEN AMERICAN CAPITAL LIMITED TERM HIGH INCOME
DATE OF NAME CHANGE: 19960102
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000846671
XXXXXXXX
Invesco High Income Trust II
811-05769
0000846671
NWTWTK5C3HWITJJQZG91
1555 Peachtree St.
N.E.
Atlanta
30309
800-959-4246
Invesco High Income Trust II
NWTWTK5C3HWITJJQZG91
2022-02-28
2022-02-28
N
121322541.22
30939904.38
90382636.84
0.00000000
0.00000000
30550000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
128736.36000000
0.00000000
0.00000000
185704.55000000
USD
N
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
917090.79000000
NS
USD
917090.79000000
1.014675851539
Long
STIV
RF
US
N
1
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBD3
630000.00000000
PA
USD
599032.35000000
0.662773704047
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Genesis Energy L.P./Genesis Energy Finance Corp.
N/A
Genesis Energy L.P./Genesis Energy Finance Corp.
37185LAK8
816000.00000000
PA
USD
786183.36000000
0.869838928678
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EF8
792000.00000000
PA
USD
901794.96000000
0.997752435123
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
629571AA8
338000.00000000
PA
USD
330102.63000000
0.365227926005
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBB0
350000.00000000
PA
USD
332045.00000000
0.367376978155
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
345397B28
250000.00000000
PA
USD
246535.00000000
0.272768098629
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPBX0
890000.00000000
PA
USD
896470.30000000
0.991861192971
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Schweitzer-Mauduit International, Inc.
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International, Inc.
808541AA4
601000.00000000
PA
USD
567509.28000000
0.627896352487
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
N
N
N
N
N
N
Valaris Ltd.
N/A
Valaris Ltd.
91889FAA9
226000.00000000
PA
USD
235944.00000000
0.261050139992
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
N
N
N
N
Carriage Services, Inc.
N/A
Carriage Services, Inc.
143905AP2
1258000.00000000
PA
USD
1188778.55000000
1.315273144890
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAB1
309000.00000000
PA
USD
294171.09000000
0.325473011504
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
N/A
Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
26963PAA2
892000.00000000
PA
USD
808812.08000000
0.894875507374
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings LLC
55616XAM9
333000.00000000
PA
USD
296869.50000000
0.328458551752
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAJ7
534000.00000000
PA
USD
478827.12000000
0.529777772303
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
220000.00000000
PA
USD
225537.40000000
0.249536202843
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AW4
773000.00000000
PA
USD
755108.92000000
0.835457944579
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
DigitalBridge Group, Inc.
549300XG87L902AGBO89
DigitalBridge Group, Inc., Conv.
19624RAA4
310000.00000000
PA
USD
316915.48000000
0.350637568320
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
Y
N
DigitalBridge Group Inc
DigitalBridge Group, Inc.
USD
XXXX
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XAT9
631000.00000000
PA
USD
629264.75000000
0.696223049028
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.12500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
922000.00000000
PA
USD
934977.15000000
1.034465448994
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
924000.00000000
PA
USD
859384.68000000
0.950829396050
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Northern Oil and Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665531AG4
1120000.00000000
PA
USD
1178800.00000000
1.304232805341
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525PAB3
942000.00000000
PA
USD
810539.19000000
0.896786394310
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
CTR Partnership L.P./CareTrust Capital Corp.
N/A
CTR Partnership L.P./CareTrust Capital Corp.
126458AE8
642000.00000000
PA
USD
614182.14000000
0.679535540755
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
TransDigm UK Holdings PLC
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
351000.00000000
PA
USD
362905.92000000
0.401521722189
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.87500000
N
N
N
N
N
N
Great Lakes Dredge & Dock Corp.
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607AF6
632000.00000000
PA
USD
633636.88000000
0.701060405132
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
Ryan Specialty Group LLC
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78351MAA0
309000.00000000
PA
USD
297659.70000000
0.329332834720
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.37500000
N
N
N
N
N
N
Mohegan Gaming & Entertainment
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
1185000.00000000
PA
USD
1198272.00000000
1.325776766306
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
855000.00000000
PA
USD
902747.48000000
0.998806310108
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AC4
37000.00000000
PA
USD
34329.53000000
0.037982439105
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
612000.00000000
PA
USD
596577.60000000
0.660057750977
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
924000.00000000
PA
USD
913512.60000000
1.010716916366
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
02156LAA9
288000.00000000
PA
USD
303480.00000000
0.335772456536
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.
254900CEKKWIHTEAB172
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.
983133AA7
493000.00000000
PA
USD
475101.64000000
0.525655874414
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AM6
104000.00000000
PA
USD
113585.16000000
0.125671438642
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
802454.46000000
NS
USD
802454.46000000
0.887841390842
Long
STIV
RF
US
N
1
N
N
N
Covanta Energy Corp.
40XIFLS8XDQGGHGPGC04
Covanta Energy Corp., Term Loan C
22282GAD9
8993.65000000
PA
USD
8931.82000000
0.009882229941
Long
LON
CORP
US
N
2
2028-11-17
Floating
3.00000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BG6
587000.00000000
PA
USD
659664.73000000
0.729857805728
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
629571AB6
286000.00000000
PA
USD
273590.46000000
0.302702454326
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Genesis Energy L.P./Genesis Energy Finance Corp.
N/A
Genesis Energy L.P./Genesis Energy Finance Corp.
37185LAL6
308000.00000000
PA
USD
304588.90000000
0.336999351478
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc., Series P
156700AM8
547000.00000000
PA
USD
482385.63000000
0.533714933382
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBC3
584000.00000000
PA
USD
606729.28000000
0.671289642803
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAE0
244000.00000000
PA
USD
235699.12000000
0.260779202998
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.87500000
N
N
N
N
N
N
NESCO Holdings II, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
909000.00000000
PA
USD
874953.41000000
0.968054750990
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AT2
866000.00000000
PA
USD
921320.08000000
1.019355168439
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
Codere New Topco S.A.
N/A
Codere New Topco S.A.
944BCZ906
2609.00000000
NS
0.00000000
0.000000
Long
EC
CORP
LU
N
3
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd., Conv.
81141RAG5
353000.00000000
PA
USD
294966.80000000
0.326353390775
Long
DBT
CORP
KY
N
2
2026-09-15
Fixed
0.25000000
N
N
N
Y
N
Sea Ltd
Sea Ltd.
USD
XXXX
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBA7
286000.00000000
PA
USD
299021.58000000
0.330839628555
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Covanta Holding Corp.
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22303XAA3
428000.00000000
PA
USD
410081.18000000
0.453716769434
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
Iliad Holding S.A.S.
9695009PXA7OI9NXN582
Iliad Holding S.A.S.
449691AC8
789000.00000000
PA
USD
786151.71000000
0.869803910890
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
1225000.00000000
PA
USD
1224234.38000000
1.354501730423
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Prestige Brands, Inc.
549300JBVP4J6D42I235
Prestige Brands, Inc.
74112BAM7
954000.00000000
PA
USD
880351.20000000
0.974026904701
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AM7
478000.00000000
PA
USD
480416.29000000
0.531536041430
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Conv.
25470MAB5
1001000.00000000
PA
USD
910409.50000000
1.007283624189
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
Y
N
DISH Network Corp
DISH Network Corp.
USD
XXXX
N
N
N
Virgin Media Secured Finance PLC
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
92769XAP0
200000.00000000
PA
USD
200132.86000000
0.221428436917
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
00169QAF6
693990.00000000
PA
USD
691561.04000000
0.765148112711
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.25000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
306000.00000000
PA
USD
297428.94000000
0.329077520195
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Scientific Games Holdings L.P./Scientific Games US FinCo, Inc.
N/A
Scientific Games Holdings L.P./Scientific Games US FinCo, Inc.
80874DAA4
738000.00000000
PA
USD
734125.50000000
0.812241737646
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
Sensata Technologies B.V.
81725WAG8
549000.00000000
PA
USD
563326.16000000
0.623268118407
Long
DBT
CORP
NL
N
2
2023-10-15
Fixed
4.87500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBL3
636000.00000000
PA
USD
592268.64000000
0.655290286616
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.12500000
N
N
N
N
N
N
Genesis Energy L.P./Genesis Energy Finance Corp.
N/A
Genesis Energy L.P./Genesis Energy Finance Corp.
37185LAM4
423000.00000000
PA
USD
428287.50000000
0.473860372936
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Braskem Idesa S.A.P.I.
YH0V7ZHY352ITDGEYB83
Braskem Idesa S.A.P.I.
ZQ7727766
263000.00000000
PA
USD
261468.03000000
0.289290110514
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
Flex Acquisition Co., Inc.
549300HHED2KGPBEDW39
Flex Acquisition Co., Inc., Incremental Term Loan B
33936HAH5
693300.41000000
PA
USD
690974.39000000
0.764499038928
Long
LON
CORP
US
N
2
2025-06-29
Floating
3.21438000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
420000.00000000
PA
USD
464851.80000000
0.514315377656
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Hadrian Merger Sub, Inc.
5493008FRC0GRKBN1075
Hadrian Merger Sub, Inc.
42239PAA7
599000.00000000
PA
USD
605951.40000000
0.670428990772
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
PetSmart, Inc./PetSmart Finance Corp.
N/A
PetSmart, Inc./PetSmart Finance Corp.
71677KAB4
250000.00000000
PA
USD
263066.25000000
0.291058392626
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co. (The)
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co. (The)
50077LAB2
588000.00000000
PA
USD
603435.00000000
0.667644827698
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
623000.00000000
PA
USD
574259.60000000
0.635364955125
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp.
92933BAT1
638000.00000000
PA
USD
610400.12000000
0.675351086603
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
EnPro Industries, Inc.
29355XAG2
567000.00000000
PA
USD
588908.88000000
0.651573023967
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
589000.00000000
PA
USD
593069.99000000
0.656176906024
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Rayonier A.M. Products, Inc.
549300ZGRDDK1QM6MM16
Rayonier A.M. Products, Inc.
75508EAB4
1132000.00000000
PA
USD
1134128.16000000
1.254807560004
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
161000.00000000
PA
USD
158514.16000000
0.175381207654
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
496000.00000000
PA
USD
477697.60000000
0.528528063244
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AF3
357000.00000000
PA
USD
364588.04000000
0.403382831865
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BK2
200000.00000000
PA
USD
166736.00000000
0.184477910613
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAC6
253000.00000000
PA
USD
251497.18000000
0.278258290301
Long
DBT
CORP
US
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
Aethon United BR L.P./Aethon United Finance Corp.
5493007HPG2M9K9X5V41
Aethon United BR L.P./Aethon United Finance Corp.
00810GAC8
1732000.00000000
PA
USD
1836543.52000000
2.031964970496
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Tallgrass Energy Partners L.P./Tallgrass Energy Finance Corp.
549300IQ3DN0F3VERF65
Tallgrass Energy Partners L.P./Tallgrass Energy Finance Corp.
87470LAD3
664000.00000000
PA
USD
640906.08000000
0.709103100338
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AL9
121000.00000000
PA
USD
122596.60000000
0.135641760725
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.12500000
N
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPCP6
292000.00000000
PA
USD
268952.44000000
0.297570915613
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Four Seasons Hotels Ltd.
5493009FUVX8LHYY2202
Four Seasons Hotels Ltd.
35100DAR7
628385.41000000
PA
USD
624960.71000000
0.691461028190
Long
LON
CORP
CA
N
2
2023-11-30
Floating
2.20857000
N
N
N
N
N
N
CNX Midstream Partners L.P.
N/A
CNX Midstream Partners L.P.
12654AAA9
423000.00000000
PA
USD
409480.92000000
0.453052637449
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.75000000
N
N
N
N
N
N
Baytex Energy Corp.
549300R5LTV2H7I1I079
Baytex Energy Corp.
07317QAH8
549000.00000000
PA
USD
589159.35000000
0.651850145778
Long
DBT
CORP
CA
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAG7
887000.00000000
PA
USD
913060.06000000
1.010216222853
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
238000.00000000
PA
USD
243653.69000000
0.269580196505
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
720000.00000000
PA
USD
675943.20000000
0.747868422113
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DJ1
336000.00000000
PA
USD
374430.00000000
0.414272047254
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BW8
259000.00000000
PA
USD
289850.79000000
0.320693000485
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
iStar, Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCJ8
191000.00000000
PA
USD
195473.22000000
0.216272977680
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAA2
178000.00000000
PA
USD
173404.93000000
0.191856462770
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp., First Lien Term Loan B
44988LAG2
1275612.65000000
PA
USD
1265248.30000000
1.399879826741
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.25000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
261000.00000000
PA
USD
236417.72000000
0.261574267210
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
SCIL IV LLC/SCIL USA Holdings LLC
N/A
SCIL IV LLC/SCIL USA Holdings LLC
78397UAA8
603000.00000000
PA
USD
602879.40000000
0.667030107859
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
954000.00000000
PA
USD
852360.84000000
0.943058168914
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc./AAdvantage Loyalty IP Ltd.
00253XAA9
1554000.00000000
PA
USD
1592850.00000000
1.762340705792
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
90000.00000000
PA
USD
91466.55000000
0.101199249322
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Delek Logistics Partners L.P./Delek Logistics Finance Corp.
N/A
Delek Logistics Partners L.P./Delek Logistics Finance Corp.
24665FAC6
637000.00000000
PA
USD
623896.91000000
0.690284032213
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.12500000
N
N
N
N
N
N
Codere Finance 2 (Luxembourg) S.A.
2221005CUH65GSJUKB29
Codere Finance 2 (Luxembourg) S.A.
19200EAA5
64572.52000000
PA
USD
63603.93000000
0.070371845991
Long
DBT
CORP
LU
N
2
2027-11-30
Fixed
13.62500000
N
N
N
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050NAA1
949000.00000000
PA
USD
896055.29000000
0.991402022919
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
Gray Escrow II, Inc.
N/A
Gray Escrow II, Inc.
389286AA3
635000.00000000
PA
USD
612171.75000000
0.677311230788
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.37500000
N
N
N
N
N
N
NMG Holding Co., Inc./Neiman Marcus Group LLC
549300VXED5TMJSBCI17
NMG Holding Co., Inc./Neiman Marcus Group LLC
62929RAC2
634000.00000000
PA
USD
653654.00000000
0.723207490789
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAD1
642000.00000000
PA
USD
605316.12000000
0.669726112407
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
Papa John's International, Inc.
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813AA0
1282000.00000000
PA
USD
1194054.80000000
1.321110825869
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.87500000
N
N
N
N
N
N
iStar, Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCF6
1013000.00000000
PA
USD
1021818.17000000
1.130546978629
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
648000.00000000
PA
USD
590752.44000000
0.653612752022
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAW0
265000.00000000
PA
USD
271946.98000000
0.300884096224
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Gap, Inc. (The)
T2ZG1WRWZ4BUCMQL9224
Gap, Inc. (The)
364760AP3
991000.00000000
PA
USD
899332.50000000
0.995027951654
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
NGL Energy Partners L.P./NGL Energy Finance Corp.
N/A
NGL Energy Partners L.P./NGL Energy Finance Corp.
62913TAP7
474000.00000000
PA
USD
410784.99000000
0.454495469884
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Clarios Global L.P.
549300474L1ZLXZY2P98
Clarios Global L.P.
18060TAA3
149000.00000000
PA
USD
154785.67000000
0.171255979479
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Ritchie Bros Holdings, Inc.
N/A
Ritchie Bros Holdings, Inc.
76774LAA5
619000.00000000
PA
USD
615994.76000000
0.681541036571
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
4.75000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
935000.00000000
PA
USD
892687.51000000
0.987675886885
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
6354001JXMLKNZDZR978
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
03969AAQ3
599000.00000000
PA
USD
607604.64000000
0.672258147409
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
657000.00000000
PA
USD
654201.18000000
0.723812894680
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722AAD5
639000.00000000
PA
USD
613912.86000000
0.679237607425
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B36
654000.00000000
PA
USD
649866.72000000
0.719017216935
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Endo Luxembourg Finance Co I S.a.r.l.
222100B15VY0VVCTG251
Endo Luxembourg Finance Co I S.a.r.l., Term Loan
L2968EAE2
630237.50000000
PA
USD
611043.62000000
0.676063059635
Long
LON
CORP
LU
N
2
2028-03-27
Floating
5.75000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
589000.00000000
PA
USD
620258.23000000
0.686258170469
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Valaris Ltd.
N/A
Valaris Ltd., Series 1145
BP8218755
616000.00000000
PA
USD
643104.00000000
0.711534894847
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
N
N
N
N
Codere New Topco S.A.
2221005CUH65GSJUKB29
Codere New?Topco?S.A.
N/A
70000.00000000
PA
70442.51000000
0.077938100129
Long
DBT
CORP
LU
N
2
2027-11-30
Fixed
7.50000000
N
N
N
N
N
N
LCM Investments Holdings II LLC
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
1222000.00000000
PA
USD
1166026.29000000
1.290099880648
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
N/A
Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
AS1592466
100000.00000000
PA
107288.35000000
0.118704602732
Long
DBT
CORP
XX
N
2
2023-05-01
Fixed
5.37500000
N
N
N
N
N
N
USA Compression Partners L.P./USA Compression Finance Corp.
N/A
USA Compression Partners L.P./USA Compression Finance Corp.
91740PAF5
576000.00000000
PA
USD
577359.38000000
0.638794574030
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
Covanta Holding Corp.
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22282EAJ1
350000.00000000
PA
USD
336770.00000000
0.372604752167
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
599000.00000000
PA
USD
611776.67000000
0.676874111432
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
367000.00000000
PA
USD
366522.90000000
0.405523574897
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
NGL Energy Operating LLC/NGL Energy Finance Corp.
5493008CQD36WWZJ3O79
NGL Energy Operating LLC/NGL Energy Finance Corp.
62922LAA6
794000.00000000
PA
USD
798208.20000000
0.883143298212
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPCE1
1807000.00000000
PA
USD
1743339.39000000
1.928843250154
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
311000.00000000
PA
USD
311870.80000000
0.345056098055
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Schweitzer-Mauduit International, Inc. (SWM International)
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International, Inc. (SWM International), Term Loan B
80854EAH1
1290183.66000000
PA
USD
1264379.99000000
1.398919122306
Long
LON
CORP
US
N
3
2028-04-20
Floating
4.50000000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBD3
1225000.00000000
PA
USD
1275488.38000000
1.411209524964
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
Consolidated Energy Finance S.A.
549300PUNIS0USNSL750
Consolidated Energy Finance S.A.
20914UAE6
282000.00000000
PA
USD
282320.07000000
0.312360957669
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
592000.00000000
PA
USD
586968.00000000
0.649425620364
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBB7
11000.00000000
PA
USD
11811.86000000
0.013068726929
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
9.00000000
N
N
N
N
N
N
J.B. Poindexter & Co., Inc.
549300W6P81HOZZGPQ16
J.B. Poindexter & Co., Inc.
730481AJ7
789000.00000000
PA
USD
819771.00000000
0.907000535347
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BD8
641000.00000000
PA
USD
632026.00000000
0.699278115904
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
314000.00000000
PA
USD
286179.60000000
0.316631169443
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Camelot Finance S.A.
N/A
Camelot Finance S.A.
13323AAB6
1829000.00000000
PA
USD
1832795.18000000
2.027817780139
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBE9
281000.00000000
PA
USD
298843.50000000
0.330642599561
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAR8
257000.00000000
PA
USD
249076.69000000
0.275580242741
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
932000.00000000
PA
USD
879808.00000000
0.973425904311
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
Iliad Holding S.A.S.
9695009PXA7OI9NXN582
Iliad Holding S.A.S.
449691AA2
400000.00000000
PA
USD
399490.00000000
0.441998611643
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
372000.00000000
PA
USD
385291.56000000
0.426289355423
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Terminix Co. LLC (The)
HZPA4EQ289DXC7NQGK91
Terminix Co. LLC (The)
817609AB6
872000.00000000
PA
USD
1023475.12000000
1.132380240036
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
Covanta Energy Corp.
40XIFLS8XDQGGHGPGC04
Covanta Energy Corp., Term Loan B
22282GAC1
120065.35000000
PA
USD
119239.90000000
0.131927883683
Long
LON
CORP
US
N
2
2028-11-17
Floating
3.00000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525PAA5
23000.00000000
PA
USD
24324.34000000
0.026912624869
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
594000.00000000
PA
USD
590284.53000000
0.653095053029
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC
87422VAE8
907000.00000000
PA
USD
409728.18000000
0.453326207693
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
10.50000000
N
N
N
N
N
N
Hilcorp Energy I L.P./Hilcorp Finance Co.
549300ITPIHLG0LHEC09
Hilcorp Energy I L.P./Hilcorp Finance Co.
431318AS3
368000.00000000
PA
USD
375790.56000000
0.415777380632
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Crestwood Midstream Partners L.P./Crestwood Midstream Finance Corp.
N/A
Crestwood Midstream Partners L.P./Crestwood Midstream Finance Corp.
67421QAA0
1196000.00000000
PA
USD
1274098.80000000
1.409672083649
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAN0
1145000.00000000
PA
USD
1157904.15000000
1.281113486487
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
1073000.00000000
PA
USD
1026174.49000000
1.135366842435
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BZ3
624000.00000000
PA
USD
586731.60000000
0.649164065702
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC
N/A
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC
03969YAA6
629000.00000000
PA
USD
592266.40000000
0.655287808263
Long
DBT
CORP
XX
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
Mueller Water Products, Inc.
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
615000.00000000
PA
USD
588142.95000000
0.650725593502
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp.
5493005826VXDUREHL94
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp.
59833DAB6
637000.00000000
PA
USD
621871.25000000
0.688042827408
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio, Institutional Class
825252729
574302.17500000
NS
USD
574302.18000000
0.635412065944
Long
STIV
RF
US
N
1
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc.
024747AF4
927000.00000000
PA
USD
907699.86000000
1.004285658988
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Bristow Group, Inc.
5493005Q24EN3UC1PV68
Bristow Group, Inc.
11040GAA1
883000.00000000
PA
USD
894487.83000000
0.989667773892
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.87500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
397000.00000000
PA
USD
400410.23000000
0.443016760740
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAT9
381000.00000000
PA
USD
357648.51000000
0.395704885920
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAJ8
390000.00000000
PA
USD
369386.55000000
0.408691937870
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The)
26483EAL4
613000.00000000
PA
USD
589301.42000000
0.652007333049
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.00000000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
348000.00000000
PA
USD
332964.66000000
0.368394496599
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
906000.00000000
PA
USD
918901.44000000
1.016679167732
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Roller Bearing Co. of America, Inc.
N/A
Roller Bearing Co. of America, Inc.
775631AD6
615000.00000000
PA
USD
594243.75000000
0.657475562537
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
1243000.00000000
PA
USD
1200085.43000000
1.327783158312
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7554.38000000
0.008358220410
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
300000.00000000
EUR
344909.40000000
USD
2022-05-17
7554.38000000
N
N
N
EQM Midstream Partners L.P.
549300NELT611CL6XM83
EQM Midstream Partners L.P.
26885BAH3
229000.00000000
PA
USD
239866.05000000
0.265389524344
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
479000.00000000
PA
USD
489327.24000000
0.541395180654
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
Braskem Idesa S.A.P.I.
YH0V7ZHY352ITDGEYB83
Braskem Idesa S.A.P.I.
10554NAB4
352000.00000000
PA
USD
336800.64000000
0.372638652483
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
692000.00000000
PA
USD
644476.90000000
0.713053881290
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
Consolidated Energy Finance S.A.
549300PUNIS0USNSL750
Consolidated Energy Finance S.A.
20914UAF3
354000.00000000
PA
USD
327644.70000000
0.362508454560
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
1011778 BC ULC/New Red Finance, Inc.
N/A
1011778 BC ULC/New Red Finance, Inc.
68245XAM1
648000.00000000
PA
USD
599455.08000000
0.663241415562
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc., First Lien Term Loan B
71677HAL9
992346.34000000
PA
USD
988729.24000000
1.093937148293
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.50000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
81721MAK5
304000.00000000
PA
USD
298272.64000000
0.330010995948
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
N
FirstCash, Inc.
549300V2X3UU7K0DG350
FirstCash, Inc.
31944TAA8
629000.00000000
PA
USD
625625.42000000
0.692196468119
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
5.62500000
N
N
N
N
N
N
Howard Midstream Energy Partners LLC
N/A
Howard Midstream Energy Partners LLC
442722AA2
625000.00000000
PA
USD
621150.00000000
0.687244831216
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
786000.00000000
PA
USD
791895.00000000
0.876158328288
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI N.V.
67091GAE3
550000.00000000
PA
USD
552117.50000000
0.610866776300
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
352000.00000000
PA
USD
341711.04000000
0.378071554390
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
80000.00000000
PA
USD
77534.40000000
0.085784618274
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
Clarios Global L.P./Clarios US Finance Co.
549300474L1ZLXZY2P98
Clarios Global L.P./Clarios US Finance Co.
69867DAC2
857000.00000000
PA
USD
894279.50000000
0.989437276081
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CL7
499000.00000000
PA
USD
462375.90000000
0.511576024074
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
464000.00000000
PA
USD
479026.64000000
0.529998522667
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Audacy Capital Corp.
549300S5JUSXRHNCHD80
Audacy Capital Corp.
29365DAB5
644000.00000000
PA
USD
611349.20000000
0.676401155547
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
Nabors Industries, Inc.
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAJ4
608000.00000000
PA
USD
628523.04000000
0.695402415745
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
177000.00000000
PA
USD
164894.97000000
0.182440981769
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
696000.00000000
PA
USD
616669.92000000
0.682288038455
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAN9
330000.00000000
PA
USD
358127.55000000
0.396234899225
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BT7
25000.00000000
PA
USD
24105.75000000
0.026670775320
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings LLC
55617LAP7
590000.00000000
PA
USD
603974.15000000
0.668241347139
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
204000.00000000
PA
USD
213610.44000000
0.236340128445
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Standard Industries, Inc.
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AC1
605000.00000000
PA
USD
609552.63000000
0.674413417567
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CQ1
327000.00000000
PA
USD
316872.81000000
0.350590357925
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Everi Holdings, Inc.
5299006DK5S7BG10K532
Everi Holdings, Inc.
30034TAA1
626000.00000000
PA
USD
614661.58000000
0.680065996622
Long
DBT
CORP
US
N
2
2029-07-15
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
271000.00000000
PA
USD
277522.97000000
0.307053411698
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
097793AE3
600000.00000000
PA
USD
592050.00000000
0.655048381746
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
02156LAH4
385000.00000000
PA
USD
353301.03000000
0.390894802754
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc., Term Loan
86880NAX1
693944.72000000
PA
USD
688865.04000000
0.762165238904
Long
LON
CORP
US
N
2
2026-09-03
Floating
4.50000000
N
N
N
N
N
N
Codere Finance 2 (Luxembourg) S.A.
2221005CUH65GSJUKB29
Codere Finance 2 (Luxembourg) S.A.
BK6885085
135000.00000000
PA
160024.72000000
0.177052502111
Long
DBT
CORP
LU
N
2
2026-09-30
Fixed
11.00000000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
569000.00000000
PA
USD
588772.75000000
0.651422408755
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Hilcorp Energy I L.P./Hilcorp Finance Co.
549300ITPIHLG0LHEC09
Hilcorp Energy I L.P./Hilcorp Finance Co.
431318AU8
241000.00000000
PA
USD
242625.55000000
0.268442655008
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Valaris Ltd.
N/A
Valaris Ltd.
G9460G101
3515.00000000
NS
USD
143201.10000000
0.158438727842
Long
EC
CORP
BM
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
774000.00000000
PA
USD
770044.86000000
0.851983176108
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DZ5
254000.00000000
PA
USD
306504.34000000
0.339118608082
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
Jane Street Group / JSG Finance, Inc.
N/A
Jane Street Group / JSG Finance, Inc.
47077WAA6
635000.00000000
PA
USD
620309.28000000
0.686314652556
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
Match Group Holdings II LLC
549300BIJKT86CPCKK96
Match Group Holdings II LLC
57665RAN6
916000.00000000
PA
USD
920332.68000000
1.018262701971
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
2022-03-30
Invesco High Income Trust II
Sheri Morris
Sheri Morris
President