0001752724-21-088385.txt : 20210429
0001752724-21-088385.hdr.sgml : 20210429
20210429114252
ACCESSION NUMBER: 0001752724-21-088385
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210429
PERIOD START: 20210228
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: 21868442
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
2021-02-28
2021-02-28
N
131516656.66
34147137.43
97369519.23
0.00000000
0.00000000
30550000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1532303.05000000
0.00000000
0.00000000
0.00000000
EUR
USD
N
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
1581315.17000000
NS
USD
1581315.17000000
1.624035101030
Long
STIV
RF
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
979000.00000000
PA
USD
978021.00000000
1.004442671314
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
932000.00000000
PA
USD
976614.84000000
1.002998523278
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBC3
352000.00000000
PA
USD
373609.28000000
0.383702500489
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZZ4
256000.00000000
PA
USD
300139.10000000
0.308247490974
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
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
475000.00000000
PA
USD
450953.13000000
0.463135828918
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
804000.00000000
PA
USD
899736.30000000
0.924043075405
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAM1
375000.00000000
PA
USD
381093.75000000
0.391389166767
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
250000.00000000
PA
USD
254402.50000000
0.261275296429
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653CAC2
669000.00000000
PA
USD
716666.25000000
0.736027306766
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
CCO Holdings LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPBX0
1240000.00000000
PA
USD
1300140.00000000
1.335263859040
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
870000.00000000
PA
USD
928925.10000000
0.954020423789
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.87500000
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
26963PAA2
491000.00000000
PA
USD
429625.00000000
0.441231510022
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
7.50000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FAZ1
1026000.00000000
PA
USD
940713.75000000
0.966127549400
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
Talen Energy Supply LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply LLC
87422VAJ7
655000.00000000
PA
USD
698508.38000000
0.717378893850
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.62500000
N
N
N
N
N
N
Mueller Industries, Inc.
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756AE2
847000.00000000
PA
USD
866565.70000000
0.889976356926
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
Colony Capital, Inc.
549300XG87L902AGBO89
Colony Capital, Inc.
19624RAA4
310000.00000000
PA
USD
312358.65000000
0.320797157539
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.00000000
N
N
N
Y
N
Colony Capital Inc
Colony Capital, Inc.
USD
XXXX
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAT7
503000.00000000
PA
USD
566820.64000000
0.582133551117
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
10.00000000
N
N
N
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp.
44988MAC9
115000.00000000
PA
USD
125014.78000000
0.128392109757
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
1062000.00000000
PA
USD
1238159.84000000
1.271609277514
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc.
629209AA5
337000.00000000
PA
USD
381296.97000000
0.391597876846
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
7.37500000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAK4
195000.00000000
PA
USD
191369.10000000
0.196539021157
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
687000.00000000
PA
USD
761075.78000000
0.781636579926
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AE3
191000.00000000
PA
USD
200908.13000000
0.206335752285
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AG2
1064000.00000000
PA
USD
1019445.00000000
1.046985759056
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
998000.00000000
PA
USD
985849.35000000
1.012482507663
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
642000.00000000
PA
USD
636382.50000000
0.653574655634
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EC5
377000.00000000
PA
USD
419176.88000000
0.430501129424
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AE7
295000.00000000
PA
USD
299056.25000000
0.307135387300
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
TransDigm UK Holdings PLC
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
801000.00000000
PA
USD
844554.38000000
0.867370391349
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.87500000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
AN1315471
600000.00000000
PA
801037.63000000
0.822678017037
Long
DBT
CORP
AT
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
Erste Group Bank AG
Erste Group Bank AG
EUR
XXXX
N
N
N
Graham Packaging Co. Inc.
N/A
Graham Packaging Co. Inc., Term Loan
38469EAC7
705000.00000000
PA
USD
707404.05000000
0.726514884323
Long
LON
CORP
US
N
2
2027-07-29
Floating
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAE6
348000.00000000
PA
USD
410458.85000000
0.421547577975
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Meredith Corp.
549300YC8BC386CCTS24
Meredith Corp.
589433AB7
1047000.00000000
PA
USD
1070259.11000000
1.099172634787
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
Mohegan Gaming & Entertainment
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
730000.00000000
PA
USD
722700.00000000
0.742224061200
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Antero Midstream Partners L.P./Antero Midstream Finance Corp.
N/A
Antero Midstream Partners L.P./Antero Midstream Finance Corp.
03690AAC0
59000.00000000
PA
USD
59590.00000000
0.061199850293
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.37500000
N
N
N
N
N
N
Ford Motor Credit Co., LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co., LLC
345397ZR7
395000.00000000
PA
USD
433018.75000000
0.444716943684
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
74022DAJ9
372000.00000000
PA
USD
348517.50000000
0.357932854918
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
5.25000000
N
N
N
N
N
N
Telecom Italia Capital S.A.
549300777DJZOR5C4L39
Telecom Italia Capital S.A.
87927VAR9
212000.00000000
PA
USD
272515.40000000
0.279877524460
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAF2
1059000.00000000
PA
USD
1223992.20000000
1.257058892433
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The)
26483EAJ9
212000.00000000
PA
USD
227237.50000000
0.233376421899
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.87500000
N
N
N
N
N
N
Valaris PLC
7N0UJMJLXD0MDT5D5086
Valaris PLC
91889DAE6
628000.00000000
PA
USD
62015.00000000
0.063690362744
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
7.75000000
Y
Y
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AM6
104000.00000000
PA
USD
125255.00000000
0.128638819407
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
Blue Racer Midstream LLC / Blue Racer Finance Corp.
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp.
095796AH1
600000.00000000
PA
USD
646251.00000000
0.663709757540
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.62500000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
1383650.84000000
NS
USD
1383650.84000000
1.421030781441
Long
STIV
RF
US
N
1
N
N
N
CCM Merger, Inc.
549300P77RSBKKFME089
CCM Merger, Inc.
14985VAE1
674000.00000000
PA
USD
716125.00000000
0.735471434657
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBG4
178000.00000000
PA
USD
191907.14000000
0.197091596546
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
Embarq Corp.
N/A
Embarq Corp.
29078EAA3
759000.00000000
PA
USD
903210.00000000
0.927610618952
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.99500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BG6
587000.00000000
PA
USD
683121.25000000
0.701576073705
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BJ9
475000.00000000
PA
USD
466571.13000000
0.479175756119
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
6.00000000
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
304599.68000000
0.312828575522
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBC3
704000.00000000
PA
USD
752364.80000000
0.772690268936
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAB6
654000.00000000
PA
USD
692952.24000000
0.711672652263
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp.
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp.
04364VAK9
743000.00000000
PA
USD
952897.50000000
0.978640448813
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7220.09000000
0.007415143935
N/A
DFE
N/A
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1315000.00000000
EUR
1596541.11000000
USD
2021-05-17
7220.09000000
N
N
N
Maxeda DIY Holding B.V.
724500KEZU4CPEQLGZ87
Maxeda DIY Holding B.V.
N/A
579000.00000000
PA
721004.36000000
0.740482612733
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
5.87500000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBD1
333000.00000000
PA
USD
365675.63000000
0.375554519414
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Cardtronics Inc./Cardtronics USA, Inc.
N/A
Cardtronics Inc./Cardtronics USA, Inc.
14161TAA0
954000.00000000
PA
USD
987390.00000000
1.014064779007
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBA7
163000.00000000
PA
USD
173062.81000000
0.177738178609
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
Holly Energy Partners L.P. / Holly Energy Finance Corp.
N/A
Holly Energy Partners L.P. / Holly Energy Finance Corp.
435765AH5
710000.00000000
PA
USD
716627.85000000
0.735987869373
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Ashton Woods USA LLC/Ashton Woods Finance Co.
N/A
Ashton Woods USA LLC/Ashton Woods Finance Co.
045086AH8
553000.00000000
PA
USD
624093.68000000
0.640953847708
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.87500000
N
N
N
N
N
N
Simmons Foods, Inc.
5493002Z1TVWRIL6NM97
Simmons Foods, Inc.
82873LAA3
838000.00000000
PA
USD
865737.80000000
0.889126090840
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.75000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
256000.00000000
PA
USD
270117.12000000
0.277414453862
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Conv.
25470MAB5
511000.00000000
PA
USD
481784.52000000
0.494800142601
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
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc., Term Loan
00169QAF6
701000.00000000
PA
USD
702973.32000000
0.721964456186
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.75000000
N
N
N
N
N
N
GCP Applied Technologies, Inc.
5493007G654QKQVEKV09
GCP Applied Technologies, Inc.
36164YAB7
335000.00000000
PA
USD
345907.60000000
0.355252447311
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
Rayonier A.M. Products, Inc.
549300ZGRDDK1QM6MM16
Rayonier A.M. Products, Inc.
75508EAA6
477000.00000000
PA
USD
455058.00000000
0.467351593803
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AK3
408000.00000000
PA
USD
435393.12000000
0.447155458343
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAG8
549000.00000000
PA
USD
586057.50000000
0.601890103427
Long
DBT
CORP
NL
N
2
2023-10-15
Fixed
4.87500000
N
N
N
N
N
N
Sally Holdings LLC / Sally Capital, Inc.
N/A
Sally Holdings LLC / Sally Capital, Inc.
79546VAM8
252000.00000000
PA
USD
277672.50000000
0.285173945805
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
8.75000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
78442FEL8
225000.00000000
PA
USD
233859.38000000
0.240177194926
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
7.25000000
N
N
N
N
N
N
Cumulus Media New Holdings, Inc.
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings, Inc.
23110AAA4
422000.00000000
PA
USD
431691.23000000
0.443353560142
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
EQM Midstream Partners L.P.
549300NELT611CL6XM83
EQM Midstream Partners L.P.
26885BAC4
353000.00000000
PA
USD
364341.89000000
0.374184747836
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788CAA3
728000.00000000
PA
USD
728910.00000000
0.748601827105
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
N/A
Antero Midstream Partners L.P. / Antero Midstream Finance Corp.
03690AAD8
67000.00000000
PA
USD
67376.88000000
0.069197096311
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Flex Acquisition Co., Inc.
549300HHED2KGPBEDW39
Flex Acquisition Co., Inc., Incremental Term Loan B
33936HAH5
705000.00000000
PA
USD
700949.78000000
0.719886249355
Long
LON
CORP
US
N
2
2025-06-29
Floating
3.23750000
N
N
N
N
N
N
L Brands, Inc.
GR3KVMWVCR54YWQNXU90
L Brands, Inc.
501797AL8
946000.00000000
PA
USD
1149087.28000000
1.180130382779
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
AerCap Global Aviation Trust
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
430000.00000000
PA
USD
449410.20000000
0.461551215980
Long
DBT
CORP
US
N
2
2045-06-15
Variable
6.50000000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AK1
92000.00000000
PA
USD
92650.90000000
0.095153905177
Long
DBT
CORP
CA
N
2
2023-12-15
Fixed
7.75000000
N
N
N
N
N
N
Hadrian Merger Sub, Inc.
5493008FRC0GRKBN1075
Hadrian Merger Sub, Inc.
42239PAA7
696000.00000000
PA
USD
726317.76000000
0.745939556591
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
UPC Holding B.V.
213800G1DU7LKI6ZCD69
UPC Holding B.V.
90320LAG2
660000.00000000
PA
USD
680212.50000000
0.698588742533
Long
DBT
CORP
NL
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Schweitzer-Mauduit International, Inc. (SWM International)
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International, Inc. (SWM International), Term Loan B
N/A
636667.00000000
PA
USD
636667.00000000
0.653866841527
Long
LON
CORP
US
N
3
2028-02-23
Floating
4.50000000
N
N
N
N
N
N
PetSmart, Inc. / PetSmart Finance Corp.
N/A
PetSmart, Inc. / PetSmart Finance Corp.
71677KAB4
256000.00000000
PA
USD
274880.00000000
0.282306005178
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A.
45824TAP0
463000.00000000
PA
USD
295162.50000000
0.303136445916
Long
DBT
CORP
LU
N
2
2049-12-31
Fixed
5.50000000
Y
Y
N
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
EnPro Industries, Inc.
29355XAG2
888000.00000000
PA
USD
941111.28000000
0.966535818850
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.75000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CW8
212000.00000000
PA
USD
256744.72000000
0.263680792542
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
Global Medical Response, Inc.
549300ZFWD4ZFCEJCQ87
Global Medical Response, Inc.
37960BAA3
714000.00000000
PA
USD
743452.50000000
0.763537199196
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
659000.00000000
PA
USD
704925.71000000
0.723969590868
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Rayonier AM Products, Inc.
549300ZGRDDK1QM6MM16
Rayonier AM Products, Inc.
75508EAB4
686000.00000000
PA
USD
733162.50000000
0.752969210280
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
NextEra Energy Operating Partners L.P.
549300KJEC5IUVJWR786
NextEra Energy Operating Partners L.P.
65342QAL6
446000.00000000
PA
USD
478051.79000000
0.490966571243
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
Acadia Healthcare Co., Inc.
5493005CW985Y9D0NC11
Acadia Healthcare Co., Inc.
00404AAP4
668000.00000000
PA
USD
698895.00000000
0.717775958561
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AF3
357000.00000000
PA
USD
373734.38000000
0.383830980121
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
QEP Resources, Inc.
Q6JQDZPXKEDQKVK58165
QEP Resources, Inc.
74733VAC4
140000.00000000
PA
USD
148715.00000000
0.152732601717
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
1327000.00000000
PA
USD
1267046.14000000
1.301275953727
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Aethon United BR L.P. / Aethon United Finance Corp.
N/A
Aethon United BR L.P. / Aethon United Finance Corp.
00810GAC8
1547000.00000000
PA
USD
1612747.50000000
1.656316589373
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp.
44988MAA3
889000.00000000
PA
USD
916781.25000000
0.941548502293
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.75000000
N
N
N
N
N
N
Calumet Specialty Products Partners L.P. / Calumet Finance Corp.
529900QWK0FGLES9BA18
Calumet Specialty Products Partners L.P. / Calumet Finance Corp.
131477AU5
433000.00000000
PA
USD
474135.00000000
0.486943967423
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
9.25000000
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAG7
887000.00000000
PA
USD
952416.25000000
0.978146197631
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723AP8
1096000.00000000
PA
USD
1097370.00000000
1.127015937511
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
Natwest Group PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
730000.00000000
PA
USD
810300.00000000
0.832190614072
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC
USD
XXXX
N
N
N
Nabors Industries, Inc.
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAF2
830000.00000000
PA
USD
660368.75000000
0.678208904821
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.75000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
70000.00000000
PA
USD
74401.95000000
0.076411951695
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
708480.00000000
0.727619901590
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
363720.00000000
0.373546057201
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751AY7
123000.00000000
PA
USD
124968.00000000
0.128344065974
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
5.75000000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
JV6342804
688000.00000000
PA
USD
833582.18000000
0.856101772497
Long
DBT
CORP
FR
N
2
N/A
Variable
8.12500000
N
N
N
N
Y
Credit Agricole S.A.
Credit Agricole S.A.
USD
XXXX
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AC7
230000.00000000
PA
USD
238361.65000000
0.244801095748
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.25000000
N
N
N
N
N
N
Expedia Group, Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212PBF1
130000.00000000
PA
USD
128810.71000000
0.132290588490
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AW3
697000.00000000
PA
USD
738820.00000000
0.758779550153
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
Level 3 Financing, Inc.
OKXQCBALRQBU7RU5WQ22
Level 3 Financing, Inc.
527298BT9
954000.00000000
PA
USD
952807.50000000
0.978548017423
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.75000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AJ0
287000.00000000
PA
USD
335790.00000000
0.344861515857
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
9.87500000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
90000.00000000
PA
USD
85050.00000000
0.087347663491
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Codere Finance 2 (Luxembourg) S.A.
2221005CUH65GSJUKB29
Codere Finance 2 (Luxembourg) S.A.
19200EAA5
240000.00000000
PA
USD
142776.00000000
0.146633156997
Long
DBT
CORP
LU
Y
2
2023-11-01
Fixed
11.62500000
N
N
N
N
N
N
Radiology Partners, Inc.
549300SFTAG2177WUZ08
Radiology Partners, Inc., First Lien Term Loan B
75041EAB8
700000.00000000
PA
USD
698981.50000000
0.717864795397
Long
LON
CORP
US
N
2
2025-07-09
Floating
4.36850000
N
N
N
N
N
N
iStar, Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCF6
703000.00000000
PA
USD
722701.58000000
0.742225683884
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Kenan Advantage Group, Inc. (The)
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. (The), Term Loan
48853UAZ3
163634.84000000
PA
USD
162803.58000000
0.167201790958
Long
LON
CORP
US
N
2
2022-07-29
Floating
4.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DF9
85000.00000000
PA
USD
97027.50000000
0.099648740968
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
780000.00000000
PA
USD
754033.80000000
0.774404357711
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAC5
412000.00000000
PA
USD
413170.08000000
0.424332053056
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc., Term Loan
05988HAB3
312121.21000000
PA
USD
312811.00000000
0.321261727975
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.48840000
N
N
N
N
N
N
Mercer International, Inc.
549300Z5IAG39VRTY874
Mercer International, Inc.
588056BA8
730000.00000000
PA
USD
741088.70000000
0.761109540090
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12500000
N
N
N
N
N
N
Macy's, Inc.
529900NZQ81TIOW3CW52
Macy's, Inc.
55616PAA2
1734000.00000000
PA
USD
1918566.96000000
1.970397897793
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.37500000
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
390161.25000000
0.400701629303
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
166000.00000000
PA
USD
178463.28000000
0.183284544702
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc.
P77IMDGVZE8EFBTF2M92
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc.
46590XAB2
536000.00000000
PA
USD
600990.00000000
0.617226011541
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAM6
459000.00000000
PA
USD
449246.25000000
0.461382836798
Long
DBT
CORP
CA
N
2
2028-09-01
Fixed
3.50000000
N
N
N
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
70000.00000000
PA
USD
71645.00000000
0.073580521467
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
548000.00000000
PA
USD
557288.60000000
0.572343998827
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.
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.
03969AAQ3
200000.00000000
PA
USD
211269.00000000
0.216976525786
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DBJ3
1016000.00000000
PA
USD
1260475.00000000
1.294527291464
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBF6
318000.00000000
PA
USD
335013.57000000
0.344064110256
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
Boxer Parent Co., Inc.
5493006T045HLTF7YX04
Boxer Parent Co., Inc.
103186AC6
565000.00000000
PA
USD
601725.00000000
0.617980867892
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
9.12500000
N
N
N
N
N
N
Kenan Advantage Group, Inc. (The)
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. (The), Term Loan
48853UAY6
688119.68000000
PA
USD
684624.03000000
0.703119451974
Long
LON
CORP
US
N
2
2022-07-29
Floating
4.00000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAM3
290000.00000000
PA
USD
305950.00000000
0.314215375016
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
105000.00000000
PA
USD
114843.75000000
0.117946304868
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
N/A
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
87612BBJ0
267000.00000000
PA
USD
278527.73000000
0.286052280223
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC / ARU Finance Corp.
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp.
04364VAR4
94000.00000000
PA
USD
97936.25000000
0.100582041253
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc.
00165C104
2575.00000000
NS
USD
20625.75000000
0.021182963788
Long
EC
CORP
US
N
1
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
102556.80000000
0.105327417461
Long
DBT
CORP
XX
N
2
2023-05-01
Fixed
5.37500000
N
N
N
N
N
N
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAB6
99000.00000000
PA
USD
111684.38000000
0.114701583085
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
9.50000000
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
686000.00000000
PA
USD
721459.34000000
0.740949884219
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
Dell International LLC/EMC Corp.
N/A
Dell International LLC/EMC Corp.
25272KAN3
97000.00000000
PA
USD
144260.48000000
0.148157740883
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906AAW8
231000.00000000
PA
USD
131814.38000000
0.135375403968
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
10.50000000
Y
Y
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
299000.00000000
PA
USD
316144.66000000
0.324685448279
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
87854XAE1
787000.00000000
PA
USD
824691.19000000
0.846970588456
Long
DBT
CORP
GB
N
2
2026-02-01
Fixed
6.50000000
N
N
N
N
N
N
Motors Liquidation Co.
54930070NSV60J38I987
Motors Liquidation Co.
370ESCBT1
1640000.00000000
PA
USD
0.02000000
0.000000020540
Long
DBT
CORP
US
N
3
2033-07-15
Fixed
0.00000000
Y
Y
N
N
N
N
NGL Energy Operating LLC / NGL Energy Finance Corp.
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp.
62922LAA6
570000.00000000
PA
USD
588747.30000000
0.604652569567
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
56000.00000000
PA
USD
58058.28000000
0.059626750197
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
1104000.00000000
PA
USD
1188246.24000000
1.220347239461
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc., First Lien Term Loan
86880NAU7
701000.00000000
PA
USD
699370.18000000
0.718263975760
Long
LON
CORP
US
N
2
2024-09-02
Floating
4.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
AT5191917
740000.00000000
PA
USD
811262.00000000
0.833178602929
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
Antero Midstream Partners L.P./Antero Midstream Finance Corp.
N/A
Antero Midstream Partners L.P./Antero Midstream Finance Corp.
03690AAF3
632000.00000000
PA
USD
638320.00000000
0.655564498056
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAZ9
625000.00000000
PA
USD
732899.86000000
0.752699474944
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
478000.00000000
PA
USD
491790.30000000
0.505076233187
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
N/A
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
87612BBQ4
115000.00000000
PA
USD
123085.65000000
0.126410863454
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
J.B. Poindexter & Co., Inc.
549300W6P81HOZZGPQ16
J.B. Poindexter & Co., Inc.
730481AJ7
674000.00000000
PA
USD
712755.00000000
0.732010392612
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.12500000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
18683KAC5
181000.00000000
PA
USD
175902.14000000
0.180654214369
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
6.25000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc., First Lien Term Loan B
71677HAL9
705333.00000000
PA
USD
711173.16000000
0.730385818502
Long
LON
CORP
US
N
2
2028-01-28
Floating
4.25000000
N
N
N
N
N
N
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
N/A
Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
87612BBR2
108000.00000000
PA
USD
110916.00000000
0.113912444959
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
SEG Holding LLC / SEG Finance Corp.
N/A
SEG Holding LLC / SEG Finance Corp.
78397KAA0
1011000.00000000
PA
USD
1074187.50000000
1.103207151986
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
Core & Main Holdings L.P.
N/A
Core & Main Holdings L.P.
21871MAA1
1110000.00000000
PA
USD
1130412.90000000
1.160951506117
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
8.62500000
N
N
N
N
N
N
Camelot Finance S.A.
N/A
Camelot Finance S.A.
13323AAB6
1236000.00000000
PA
USD
1284667.50000000
1.319373362587
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CW3
340000.00000000
PA
USD
331306.20000000
0.340256584011
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AF9
341000.00000000
PA
USD
351869.38000000
0.361375287443
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205677AB3
649000.00000000
PA
USD
709253.16000000
0.728413948850
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CC3
335000.00000000
PA
USD
357612.50000000
0.367273560379
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
6.00000000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
613000.00000000
PA
USD
631950.90000000
0.649023333993
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AL9
695000.00000000
PA
USD
718456.25000000
0.737865664410
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Bausch Health Americas, Inc.
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc.
91911XAV6
372000.00000000
PA
USD
412827.00000000
0.423979704598
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
ServiceMaster Co., LLC (The)
HZPA4EQ289DXC7NQGK91
ServiceMaster Co., LLC (The)
817609AB6
814000.00000000
PA
USD
973495.16000000
0.999794563738
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
294000.00000000
PA
USD
310905.00000000
0.319304236539
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
409000.00000000
PA
USD
430104.40000000
0.441723861226
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Hilcorp Energy I L.P. / Hilcorp Finance Co.
549300ITPIHLG0LHEC09
Hilcorp Energy I L.P. / Hilcorp Finance Co.
431318AS3
618000.00000000
PA
USD
646196.25000000
0.663653528445
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAN0
470000.00000000
PA
USD
446441.25000000
0.458502058478
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAE8
685000.00000000
PA
USD
744509.38000000
0.764622631278
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
Global Partners L.P. / GLP Finance Corp.
N/A
Global Partners L.P. / GLP Finance Corp.
37954FAJ3
678000.00000000
PA
USD
736901.25000000
0.756808964270
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio, Institutional Class
825252729
987926.61800000
NS
USD
988321.79000000
1.015021741727
Long
STIV
RF
US
N
1
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAR7
373000.00000000
PA
USD
524199.82000000
0.538361310752
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.87500000
N
N
N
N
N
N
Bristow Group, Inc.
5493005Q24EN3UC1PV68
Bristow Group, Inc.
11040GAA1
696000.00000000
PA
USD
703830.00000000
0.722844279776
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.87500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAX9
1091000.00000000
PA
USD
1056578.95000000
1.085122899194
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
MEDNAX, Inc.
N/A
MEDNAX, Inc.
58502BAC0
608000.00000000
PA
USD
642947.84000000
0.660317361207
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc.
N/A
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc.
82873MAA1
905000.00000000
PA
USD
918371.38000000
0.943181590360
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AA8
795000.00000000
PA
USD
772708.20000000
0.793583254914
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
SunCoke Energy Partners L.P./SunCoke Energy Partners Finance Corp.
N/A
SunCoke Energy Partners L.P./SunCoke Energy Partners Finance Corp.
86723CAF5
1227000.00000000
PA
USD
1275681.23000000
1.310144324515
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
401000.00000000
PA
USD
421551.25000000
0.432939644083
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABH1
1067000.00000000
PA
USD
1148705.53000000
1.179738319634
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
441000.00000000
PA
USD
445961.25000000
0.458009091065
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAU0
470000.00000000
PA
USD
555869.00000000
0.570886047703
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAG8
164000.00000000
PA
USD
169227.50000000
0.173799256007
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345AN2
416000.00000000
PA
USD
441388.48000000
0.453312785654
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.37500000
N
N
N
N
N
N
Calumet Specialty Products Partners L.P. / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners L.P. / Calumet Finance Corp.
131477AL5
236000.00000000
PA
USD
235649.54000000
0.242015716893
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
7.62500000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
479000.00000000
PA
USD
531690.00000000
0.546053841288
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AB0
70000.00000000
PA
USD
73806.25000000
0.075800158595
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
265000.00000000
PA
USD
269803.13000000
0.277091981282
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15137TAA8
335000.00000000
PA
USD
350456.90000000
0.359924648669
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.37500000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
67054KAA7
1738000.00000000
PA
USD
1814385.10000000
1.863401518615
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.37500000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp.
65342RAD2
692000.00000000
PA
USD
715479.56000000
0.734808557809
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance, Inc.
N/A
1011778 BC ULC / New Red Finance, Inc.
68245XAM1
867000.00000000
PA
USD
846582.15000000
0.869452942455
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Titan International, Inc.
54930043H7SFLNS88586
Titan International, Inc.
88830MAK8
1285000.00000000
PA
USD
1261041.18000000
1.295108767068
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
6.50000000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
1368000.00000000
PA
USD
1446660.00000000
1.485742161859
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Iceland Bondco PLC
2138002DRBYIA8QXHO36
Iceland Bondco PLC
AP0117279
542000.00000000
PA
753496.99000000
0.773853045551
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
4.62500000
N
N
N
N
N
N
United States Steel Corp.
JNLUVFYJT1OZSIQ24U47
United States Steel Corp.
912909AU2
142000.00000000
PA
USD
139426.25000000
0.143192912014
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.87500000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
605000.00000000
PA
USD
629272.60000000
0.646272678530
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.
N/A
Clarios Global L.P./Clarios US Finance Co.
69867DAC2
324000.00000000
PA
USD
350130.60000000
0.359589533530
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
425085.63000000
0.436569506927
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBJ4
1025000.00000000
PA
USD
1323254.98000000
1.359003300482
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAP7
616000.00000000
PA
USD
671954.36000000
0.690107505217
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Sensata Technologies, Inc.
N/A
Sensata Technologies, Inc.
81728UAB0
106000.00000000
PA
USD
106530.00000000
0.109407955222
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co.
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co.
25277LAA4
598000.00000000
PA
USD
423653.10000000
0.435098276493
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
225000.00000000
PA
USD
240402.38000000
0.246896956974
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAC4
125000.00000000
PA
USD
109875.00000000
0.112843321882
Long
DBT
CORP
XX
N
2
2028-06-30
Fixed
6.00000000
N
N
N
N
N
N
Frontier Communications Corp.
549300ZCZ76HYCS0H445
Frontier Communications Corp.
35906AAZ1
344000.00000000
PA
USD
196725.00000000
0.202039613172
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
11.00000000
Y
Y
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
204000.00000000
PA
USD
220575.00000000
0.226533931505
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CQ1
327000.00000000
PA
USD
331954.05000000
0.340921935966
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Sprint Corp.
549300ZTTY7CXOLJ6539
Sprint Corp.
85207UAJ4
218000.00000000
PA
USD
259692.50000000
0.266708208126
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
Akumin, Inc.
N/A
Akumin, Inc.
01021FAA7
1198000.00000000
PA
USD
1254905.00000000
1.288806815442
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
7.00000000
N
N
N
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAT3
441000.00000000
PA
USD
529618.95000000
0.543926840954
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
240000.00000000
PA
USD
254772.00000000
0.261654778635
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CX6
114000.00000000
PA
USD
161458.77000000
0.165820650319
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
Cleaver-Brooks, Inc.
549300TRZDD68CZBS255
Cleaver-Brooks, Inc.
185401AG1
811000.00000000
PA
USD
799763.60000000
0.821369568551
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
7.87500000
N
N
N
N
N
N
Codere Finance 2 Luxembourg S.A.
2221005CUH65GSJUKB29
Codere Finance 2 Luxembourg S.A.
BK6885085
135000.00000000
PA
172658.57000000
0.177323017886
Long
DBT
CORP
LU
Y
2
2023-09-30
Variable
10.75000000
N
N
N
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AF0
96000.00000000
PA
USD
100980.00000000
0.103708019510
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
280000.00000000
PA
USD
302482.60000000
0.310654301666
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
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
245970.63000000
0.252615635719
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Brink's Co. (The)
XFP140TFNOQMIVFTVQ13
Brink's Co. (The)
109696AA2
379000.00000000
PA
USD
391285.29000000
0.401856035743
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
163000.00000000
PA
USD
175938.13000000
0.180691176654
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
304566.32000000
0.312794314286
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
NextEra Energy Operating Partners L.P.
549300KJEC5IUVJWR786
NextEra Energy Operating Partners L.P.
65342QAB8
171000.00000000
PA
USD
190870.20000000
0.196026643152
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AG7
282000.00000000
PA
USD
317250.00000000
0.325820649530
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953BX8
327000.00000000
PA
USD
345598.13000000
0.354934616842
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5080.93000000
-0.00521819357
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
502000.00000000
GBP
694536.08000000
USD
2021-05-17
-5080.93000000
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The)
26483EAK6
145000.00000000
PA
USD
162554.43000000
0.166945910060
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
10.25000000
N
N
N
N
N
N
2021-03-30
Invesco High Income Trust II
Sheri Morris
Sheri Morris
President