0001752724-21-232250.txt : 20211101
0001752724-21-232250.hdr.sgml : 20211101
20211101141451
ACCESSION NUMBER: 0001752724-21-232250
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211101
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: 211366537
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
2021-08-31
N
131286622.87
34044150.57
97242472.30
0.00000000
0.00000000
30550000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3128048.00000000
0.00000000
0.00000000
852046.95000000
EUR
USD
N
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
789919.34000000
NS
USD
789919.34000000
0.812319268851
Long
STIV
RF
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
633000.00000000
PA
USD
635607.96000000
0.653632044688
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.37500000
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
816000.00000000
PA
USD
786420.00000000
0.808720697242
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
451000.00000000
PA
USD
545978.35000000
0.561460786718
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBB0
350000.00000000
PA
USD
377082.13000000
0.387775136811
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
259062.50000000
0.266408796354
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
1240000.00000000
PA
USD
1300574.00000000
1.337454683368
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
630298.75000000
0.648172280169
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
234745.07000000
0.241401791262
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
694000.00000000
PA
USD
695950.14000000
0.715685362104
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
306239.86000000
0.314923975868
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
491000.00000000
PA
USD
457243.75000000
0.470209918757
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
995317.47000000
1.023541922020
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.62500000
N
N
N
N
N
N
Macy's Retail Holdings LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings LLC
55616XAM9
333000.00000000
PA
USD
326340.00000000
0.335594100274
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
915000.00000000
PA
USD
792957.30000000
0.815443376998
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
229363.20000000
0.235867306306
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Medline Industries, Inc.
BFU6OK7LIKHO5ZXU3397
Medline Industries, Inc.
BL3685965
953000.00000000
PA
USD
953000.00000000
0.980024445552
Long
LON
CORP
US
N
2
2022-08-04
Floating
0.12850000
N
N
N
N
N
N
Colony Capital, Inc.
549300XG87L902AGBO89
Colony Capital, Inc.
19624RAA4
310000.00000000
PA
USD
319204.12000000
0.328255866444
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
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
536000.00000000
PA
USD
627317.72000000
0.645106716399
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
539000.00000000
PA
USD
610417.50000000
0.627727252878
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
205037.63000000
0.210851930386
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
759135.00000000
0.780661970067
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
924133.98000000
0.950339865022
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
1169000.00000000
PA
USD
1215824.30000000
1.250301716156
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
720000.00000000
PA
USD
707418.00000000
0.727478418913
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
660544.17000000
0.679275376670
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
801000.00000000
PA
USD
845055.00000000
0.869018423753
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
653330.00000000
0.671856632752
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25000000
N
N
N
N
N
N
Mohegan Gaming & Entertainment
549300UB083Z2NRDHC48
Mohegan Gaming & Entertainment
608328BH2
1185000.00000000
PA
USD
1244688.45000000
1.279984373659
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
967299.98000000
0.994729933455
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
337000.00000000
PA
USD
338794.53000000
0.348401806316
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
641835.00000000
0.660035666328
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
624000.00000000
PA
USD
655075.20000000
0.673651321800
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
313200.00000000
0.322081486198
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.12500000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The)
26483EAJ9
438000.00000000
PA
USD
462090.00000000
0.475193595011
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.87500000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LBF2
615000.00000000
PA
USD
710589.35000000
0.730739699632
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.
254900CEKKWIHTEAB172
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.
983133AA7
604000.00000000
PA
USD
629029.76000000
0.646867305120
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
132649.40000000
0.136410970291
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
691179.46000000
NS
USD
691179.46000000
0.710779398808
Long
STIV
RF
US
N
1
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBG4
238000.00000000
PA
USD
257239.32000000
0.264533916009
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BG6
587000.00000000
PA
USD
677996.74000000
0.697222853310
Long
DBT
CORP
PA
N
2
2026-02-01
Fixed
10.50000000
N
N
N
N
N
N
Bombardier, Inc.
W7L3VLU8EHQY34Z36697
Bombardier, Inc.
097751BJ9
247000.00000000
PA
USD
247605.15000000
0.254626547581
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
302332.80000000
0.310906122447
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc., Series P
156700AM8
547000.00000000
PA
USD
607938.54000000
0.625177996425
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
625872.80000000
0.643620822462
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
248575.00000000
0.255623899846
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
612000.00000000
PA
USD
635592.60000000
0.653616249121
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
Medline Industries, Inc.
BFU6OK7LIKHO5ZXU3397
Medline Industries, Inc.
N/A
635000.00000000
PA
USD
635000.00000000
0.653006844623
Long
LON
CORP
US
N
2
2022-08-04
Floating
0.12850000
N
N
N
N
N
N
Maxeda DIY Holding B.V.
724500KEZU4CPEQLGZ87
Maxeda DIY Holding B.V.
N/A
579000.00000000
PA
707459.37000000
0.727520962051
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
5.87500000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc.
80874YBA7
342000.00000000
PA
USD
364188.11000000
0.374515478047
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
925000.00000000
PA
USD
962490.25000000
0.989783812808
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
943300.89000000
0.970050295605
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.75000000
N
N
N
N
N
N
JBS USA LUX S.A. / JBS USA Finance, Inc.
P77IMDGVZE8EFBTF2M92
JBS USA LUX S.A. / JBS USA Finance, Inc.
46590XAA4
826000.00000000
PA
USD
936477.50000000
0.963033413127
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
6.50000000
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
1082000.00000000
PA
USD
1200533.10000000
1.234576899995
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.87500000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AM7
478000.00000000
PA
USD
481541.98000000
0.495197179391
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
256000.00000000
PA
USD
269120.00000000
0.276751499252
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
534303.56000000
0.549454931947
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
214500.00000000
0.220582627042
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
697495.00000000
PA
USD
701345.17000000
0.721233380241
Long
LON
CORP
US
N
2
2025-10-02
Floating
5.75000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
306000.00000000
PA
USD
315424.80000000
0.324369375376
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAG8
549000.00000000
PA
USD
588176.59000000
0.604855652153
Long
DBT
CORP
NL
N
2
2023-10-15
Fixed
4.87500000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBL3
636000.00000000
PA
USD
641962.50000000
0.660166781876
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
420580.44000000
0.432506938637
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Sylvamo Corp.
5493001AOYU1ZOWOC971
Sylvamo Corp.
87133LAA8
635000.00000000
PA
USD
658263.23000000
0.676929755517
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
7.00000000
N
N
N
N
N
N
Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.
N/A
Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.
89668QAF5
617000.00000000
PA
USD
623817.85000000
0.641507599761
Long
DBT
CORP
LU
N
2
2029-04-01
Fixed
5.12500000
N
N
N
N
N
N
Flex Acquisition Co., Inc.
549300HHED2KGPBEDW39
Flex Acquisition Co., Inc., Incremental Term Loan B
33936HAH5
699428.77000000
PA
USD
691605.66000000
0.711217684661
Long
LON
CORP
US
N
2
2025-06-29
Floating
3.39488000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
501797AL8
420000.00000000
PA
USD
539700.00000000
0.555004400068
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
466911.20000000
0.480151510915
Long
DBT
CORP
US
N
2
2045-06-15
Variable
6.50000000
N
N
N
N
N
N
Hadrian Merger Sub, Inc.
5493008FRC0GRKBN1075
Hadrian Merger Sub, Inc.
42239PAA7
863000.00000000
PA
USD
898365.74000000
0.923840908968
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
Schweitzer-Mauduit International, Inc. (SWM International)
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International, Inc. (SWM International), Term Loan B
80854EAH1
1296667.00000000
PA
USD
1296667.00000000
1.333436891649
Long
LON
CORP
US
N
2
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
577000.00000000
PA
USD
634700.00000000
0.652698337452
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
623000.00000000
PA
USD
633008.50000000
0.650958871188
Long
DBT
CORP
GB
N
2
2081-06-04
Variable
4.12500000
N
N
N
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
EnPro Industries, Inc.
29355XAG2
888000.00000000
PA
USD
933736.44000000
0.960214624242
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
259265.40000000
0.266617450037
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
241000.00000000
PA
USD
248832.50000000
0.255888701834
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
721000.00000000
PA
USD
764223.95000000
0.785895228622
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
1192000.00000000
PA
USD
1259050.00000000
1.294753177516
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.62500000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
496000.00000000
PA
USD
507333.60000000
0.521720178436
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
377081.25000000
0.387774231856
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
710000.00000000
PA
USD
702545.00000000
0.722467234103
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.
5493007HPG2M9K9X5V41
Aethon United BR L.P. / Aethon United Finance Corp.
00810GAC8
1732000.00000000
PA
USD
1881462.94000000
1.934816027913
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
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
295089.36000000
0.303457278512
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
631692.71000000
PA
USD
628088.90000000
0.645899764932
Long
LON
CORP
CA
N
2
2023-11-30
Floating
2.08463000
N
N
N
N
N
N
Taylor Morrison Communities, Inc.
549300O1Z08HI2MRK572
Taylor Morrison Communities, Inc.
87724RAG7
887000.00000000
PA
USD
946872.50000000
0.973723186591
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
Natwest Group PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
730000.00000000
PA
USD
819169.50000000
0.842398882530
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
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
632000.00000000
PA
USD
642270.00000000
0.660483001726
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825AG1
238000.00000000
PA
USD
256128.46000000
0.263391555091
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
724701.60000000
0.745252134030
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
401182.32000000
0.412558741577
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
314383.27000000
0.323298310464
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Credit Agricole S.A.
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
JV6342804
688000.00000000
PA
USD
838930.00000000
0.862719735684
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
iStar, Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCJ8
191000.00000000
PA
USD
200311.25000000
0.205991523315
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp., First Lien Term Loan B
44988LAG2
1282055.14000000
PA
USD
1283388.48000000
1.319781829528
Long
LON
CORP
US
N
2
2027-12-01
Floating
4.25000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AW3
697000.00000000
PA
USD
745790.00000000
0.766938542758
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.45000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
954000.00000000
PA
USD
931342.50000000
0.957752798722
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
1639858.50000000
1.686360353880
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAA9
299000.00000000
PA
USD
318808.75000000
0.327849284843
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.12500000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAP5
90000.00000000
PA
USD
90563.40000000
0.093131527673
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
676016.25000000
0.695186202089
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
248550.00000000
PA
USD
177713.25000000
0.182752706504
Long
DBT
CORP
LU
N
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
696752.00000000
0.716509960637
Long
LON
CORP
US
N
2
2025-07-09
Floating
4.33250000
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
672040.00000000
0.691097196631
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
663006.24000000
0.681807264170
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
iStar, Inc.
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCF6
703000.00000000
PA
USD
746972.65000000
0.768154729443
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
636387.84000000
0.654434039929
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
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
397709.70000000
0.408987647674
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
157940.00000000
0.162418741794
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAW1
935000.00000000
PA
USD
970268.20000000
0.997782323969
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
627452.50000000
0.645245318387
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
306000.00000000
PA
USD
321148.53000000
0.330255414536
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
648016.29000000
0.666392240625
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
904000.00000000
PA
USD
954881.64000000
0.981959443661
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Endo LLC
222100B15VY0VVCTG251
Endo LLC, Term Loan
L2968EAE2
633412.50000000
PA
USD
617003.95000000
0.634500476393
Long
LON
CORP
LU
N
2
2028-03-10
Floating
5.75000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389284AA8
589000.00000000
PA
USD
632468.20000000
0.650403249774
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
639836.12000000
0.657980103617
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
N
N
N
N
LCM Investments Holdings II LLC
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
653000.00000000
PA
USD
671780.28000000
0.690830111689
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
112976.57000000
0.116180273215
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
97403.13000000
0.100165213508
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
OCI N.V.
549300NCMRGIBJYUOE57
OCI N.V.
67091GAC7
307000.00000000
PA
USD
316977.50000000
0.325966105656
Long
DBT
CORP
NL
N
2
2024-11-01
Fixed
5.25000000
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
719387.62000000
0.739787464247
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12306.39000000
-0.01265536520
N/A
DFE
N/A
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
1500000.00000000
EUR
1761436.65000000
USD
2021-11-17
-12306.39000000
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
299000.00000000
PA
USD
321051.25000000
0.330155375944
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
640000.00000000
PA
USD
665203.20000000
0.684066523882
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
806902.50000000
0.829784024320
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
1890447.26000000
1.944055118392
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
398000.00000000
PA
USD
403472.50000000
0.414913864751
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
AT5191917
540000.00000000
PA
USD
583470.00000000
0.600015596271
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
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBD3
1007000.00000000
PA
USD
970763.11000000
0.998291268248
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CA5
592000.00000000
PA
USD
636189.84000000
0.654230425196
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
J.B. Poindexter & Co., Inc.
549300W6P81HOZZGPQ16
J.B. Poindexter & Co., Inc.
730481AJ7
674000.00000000
PA
USD
711912.50000000
0.732100370508
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
638596.25000000
0.656705074332
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.87500000
N
N
N
N
N
N
SEG Holding LLC / SEG Finance Corp.
N/A
SEG Holding LLC / SEG Finance Corp.
78397KAA0
594000.00000000
PA
USD
624451.41000000
0.642159125771
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.62500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
314000.00000000
PA
USD
316427.22000000
0.325400221236
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
1910939.20000000
1.965128153163
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AF9
388000.00000000
PA
USD
399155.00000000
0.410473932386
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Waste Pro USA, Inc.
549300BY1QXU5BI3UF28
Waste Pro USA, Inc.
94107JAA1
1524000.00000000
PA
USD
1555104.84000000
1.599203314373
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
895000.00000000
PA
USD
928562.50000000
0.954893965607
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
401295.00000000
0.412674616871
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
975053.97000000
1.002703805176
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.45000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525PAA5
23000.00000000
PA
USD
25328.75000000
0.026047003331
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
294000.00000000
PA
USD
309430.59000000
0.318205186150
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102AM7
471000.00000000
PA
USD
527246.82000000
0.542198082308
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446AN4
409000.00000000
PA
USD
430983.75000000
0.443205257750
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
368000.00000000
PA
USD
380880.00000000
0.391680703905
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Oasis Midstream Partners L.P. / OMP Finance Corp.
N/A
Oasis Midstream Partners L.P. / OMP Finance Corp.
67421QAA0
1196000.00000000
PA
USD
1239420.78000000
1.274567327099
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
1152167.70000000
1.184839990951
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
753416.09000000
0.774780887589
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
440000.00000000
PA
USD
448888.00000000
0.461617222786
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
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
945000.00000000
PA
USD
953268.75000000
0.980300816559
Long
DBT
CORP
XX
N
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262AZ6
300000.00000000
PA
USD
307807.50000000
0.316536069805
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.37500000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAM1
259000.00000000
PA
USD
266446.25000000
0.274001929093
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAD7
544000.00000000
PA
USD
553514.56000000
0.569210702801
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Mueller Water Products, Inc.
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
615000.00000000
PA
USD
641026.80000000
0.659204548011
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Midwest Gaming Borrower LLC
5493005826VXDUREHL94
Midwest Gaming Borrower LLC
59833DAB6
637000.00000000
PA
USD
642573.75000000
0.660795365236
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
543083.53400000
NS
USD
543300.77000000
0.558707277951
Long
STIV
RF
US
N
1
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50076QAR7
373000.00000000
PA
USD
558113.18000000
0.573939726952
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.87500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BX8
624000.00000000
PA
USD
623341.68000000
0.641017926896
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc.
024747AF4
622000.00000000
PA
USD
643241.30000000
0.661481845109
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
696000.00000000
PA
USD
731422.85000000
0.752163980100
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.87500000
N
N
N
N
N
N
MEDNAX, Inc.
N/A
MEDNAX, Inc.
58502BAC0
608000.00000000
PA
USD
641440.00000000
0.659629465220
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5328.66000000
0.005479766067
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
502000.00000000
GBP
695596.30000000
USD
2021-11-17
5328.66000000
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
397000.00000000
PA
USD
412423.45000000
0.424118638949
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc.
5493002Z1TVWRIL6NM97
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc.
82873MAA1
938000.00000000
PA
USD
955728.20000000
0.982830009763
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
797758.65000000
0.820380880011
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
604000.00000000
PA
USD
640240.00000000
0.658395436538
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Graham Packaging Co., Inc.
N/A
Graham Packaging Co., Inc., Term Loan
38469EAD5
703237.50000000
PA
USD
701131.30000000
0.721013445479
Long
LON
CORP
US
N
2
2027-08-04
Floating
3.75000000
N
N
N
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
930000.00000000
PA
USD
947730.45000000
0.974605465681
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
578647.55000000
0.595056394920
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
479000.00000000
PA
USD
528741.76000000
0.543735414674
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
73633.00000000
0.075721028330
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
555000.00000000
PA
USD
580757.55000000
0.597226228687
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A.
67054KAA7
764000.00000000
PA
USD
793964.08000000
0.816478706496
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
711030.00000000
0.731192845248
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.87500000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAN9
385000.00000000
PA
USD
407555.23000000
0.419112369688
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.62500000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AR6
325000.00000000
PA
USD
340023.32000000
0.349665441404
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
6.87500000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc., First Lien Term Loan B
71677HAL9
997333.00000000
PA
USD
1000135.51000000
1.028496588316
Long
LON
CORP
US
N
2
2028-02-11
Floating
4.50000000
N
N
N
N
N
N
AdaptHealth LLC
N/A
AdaptHealth LLC
00653VAE1
328000.00000000
PA
USD
332711.72000000
0.342146504640
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.12500000
N
N
N
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAR0
1368000.00000000
PA
USD
1496434.68000000
1.538869430821
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
613000.00000000
PA
USD
642577.25000000
0.660798964487
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
Iceland Bondco PLC
2138002DRBYIA8QXHO36
Iceland Bondco PLC
AP0117279
542000.00000000
PA
728493.38000000
0.749151438429
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
4.62500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
640000.00000000
PA
USD
650400.00000000
0.668843546052
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
605000.00000000
PA
USD
626453.30000000
0.644217783837
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
412000.00000000
PA
USD
440325.00000000
0.452811399777
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
488578.39000000
0.502433122527
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
616000.00000000
PA
USD
656040.00000000
0.674643480860
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Entercom Media Corp.
549300S5JUSXRHNCHD80
Entercom Media Corp.
29365DAB5
924000.00000000
PA
USD
933720.48000000
0.960198211661
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.75000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAH3
559000.00000000
PA
USD
556903.75000000
0.572696000860
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
225000.00000000
PA
USD
238054.50000000
0.244805067548
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Macy's Retail Holdings LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings LLC
55617LAP7
98000.00000000
PA
USD
107197.30000000
0.110237119094
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
224145.00000000
0.230501132579
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
304000.00000000
PA
USD
314640.00000000
0.323562320617
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
353168.18000000
0.363183053296
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
641493.50000000
0.659684482332
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
293010.62000000
0.301319591192
Long
DBT
CORP
XX
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
Akumin, Inc.
N/A
Akumin, Inc.
01021FAA7
1452000.00000000
PA
USD
1372793.40000000
1.411722025911
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
547406.69000000
0.562929630492
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc., Term Loan
86880NAX1
697440.66000000
PA
USD
698640.26000000
0.718451766471
Long
LON
CORP
US
N
2
2026-09-03
Floating
4.50000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CX6
114000.00000000
PA
USD
162618.72000000
0.167230137360
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
220000.00000000
PA
USD
217239.00000000
0.223399297510
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
168692.00000000
0.173475638792
Long
DBT
CORP
LU
N
2
2023-09-30
Fixed
10.75000000
N
N
N
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163AA1
569000.00000000
PA
USD
615231.25000000
0.632677507521
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
280000.00000000
PA
USD
307479.20000000
0.316198460124
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
244916.25000000
0.251861397810
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
848000.00000000
PA
USD
891739.84000000
0.917027116761
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
Valaris Ltd.
N/A
Valaris Ltd.
G9460G101
3515.00000000
NS
USD
104360.35000000
0.107319721035
Long
EC
CORP
BM
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
774000.00000000
PA
USD
813706.20000000
0.836780658444
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
320815.97000000
0.329913424054
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AG7
471000.00000000
PA
USD
522732.29000000
0.537555532717
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
9.75000000
N
N
N
N
N
N
Dun & Bradstreet Corp. (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp. (The)
26483EAK6
145000.00000000
PA
USD
157506.98000000
0.161973442544
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
10.25000000
N
N
N
N
N
N
2021-09-30
Invesco High Income Trust II
Sheri Morris
Sheri Morris
President