0001752724-22-243795.txt : 20221031
0001752724-22-243795.hdr.sgml : 20221031
20221031164424
ACCESSION NUMBER: 0001752724-22-243795
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220831
FILED AS OF DATE: 20221031
DATE AS OF CHANGE: 20221031
PERIOD START: 20230228
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: 221346690
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
2023-02-28
2022-08-31
N
108768562.20
31072700.62
77695861.58
0.00000000
0.00000000
30550000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
337840.00000000
0.00000000
0.00000000
280388.15000000
USD
N
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
1235495.18000000
NS
USD
1235495.18000000
1.590168581537
Long
STIV
RF
US
N
1
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc.
83545GBD3
991000.00000000
PA
USD
848350.51000000
1.091886353723
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Sensata Technologies B.V.
PUCKW5P5O3XMOZVH7T53
Sensata Technologies B.V.
81725WAL7
649000.00000000
PA
USD
635202.26000000
0.817549670063
Long
DBT
CORP
NL
N
2
2030-09-01
Fixed
5.87500000
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
725000.00000000
PA
USD
656275.02000000
0.844671783868
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
1282000.00000000
PA
USD
1334163.29000000
1.717161329920
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
52000.00000000
PA
USD
47355.88000000
0.060950324813
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
7.25000000
N
N
N
N
N
N
PetSmart Inc / PetSmart Finance Corp.
N/A
PetSmart Inc / PetSmart Finance Corp.
71677KAA6
305000.00000000
PA
USD
272336.01000000
0.350515464352
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B28
250000.00000000
PA
USD
228585.00000000
0.294204858986
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
740000.00000000
PA
USD
677100.00000000
0.871474987509
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Mativ Holdings, Inc.
549300Z1FU4IDULG1R21
Mativ Holdings, Inc.
808541AA4
928000.00000000
PA
USD
847315.04000000
1.090553631518
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
380000.00000000
PA
USD
382454.80000000
0.492246037591
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
1208000.00000000
PA
USD
1028400.59000000
1.323623381074
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
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.
435765AJ1
575000.00000000
PA
USD
562647.92000000
0.724167167411
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.37500000
N
N
N
N
N
N
Hilcorp Energy I, L.P.
549300ITPIHLG0LHEC09
Hilcorp Energy I, L.P.
431318AZ7
468000.00000000
PA
USD
420124.14000000
0.540729108933
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Macy's Retail Holdings, LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings, LLC
55616XAM9
791000.00000000
PA
USD
554775.76000000
0.714035147713
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAB8
220000.00000000
PA
USD
212012.90000000
0.272875408919
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
663790.56000000
0.854344808721
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
277000.00000000
PA
USD
277346.25000000
0.356963993139
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
EQM Midstream Partners, L.P.
549300NELT611CL6XM83
EQM Midstream Partners, L.P.
26885BAL4
297000.00000000
PA
USD
257398.02000000
0.331289227978
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307AZ0
922000.00000000
PA
USD
849484.70000000
1.093346135463
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
749895.30000000
0.965167622509
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.75000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525PAB3
942000.00000000
PA
USD
647756.88000000
0.833708342796
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
544770.05000000
0.701157100161
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
Global Partners L.P./ GLP Finance Corp.
N/A
Global Partners L.P./ GLP Finance Corp.
37954FAG9
350000.00000000
PA
USD
331184.88000000
0.426258069947
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
7.00000000
N
N
N
N
N
N
Patagonia Holdco LLC
N/A
Patagonia Holdco LLC, First Lien Term Loan
70289FAB7
412000.00000000
PA
USD
351915.98000000
0.452940443472
Long
LON
CORP
US
N
2
2029-08-01
Floating
8.03000000
N
N
N
N
N
N
TransDigm UK Holdings PLC
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
601000.00000000
PA
USD
581147.83000000
0.747977843583
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
539974.48000000
0.694984866657
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
604000.00000000
PA
USD
532199.50000000
0.684977924405
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Bausch Health Cos. Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos. Inc.
071734AL1
796000.00000000
PA
USD
307236.10000000
0.395434317545
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
Rogers Communications Inc.
775109CD1
303000.00000000
PA
USD
266447.78000000
0.342936901118
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZR7
855000.00000000
PA
USD
791268.30000000
1.018417562929
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
28910.32000000
0.037209600887
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
295000.00000000
PA
USD
264582.55000000
0.340536219844
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Encompass Health Corp.
549300FVRPM9DRQZRG64
Encompass Health Corp.
29261AAA8
612000.00000000
PA
USD
536433.49000000
0.690427365230
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
1076000.00000000
PA
USD
910032.38000000
1.171275228170
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Earthstone Energy Holdings, LLC
549300HGVO86L8G72J25
Earthstone Energy Holdings, LLC
27034RAA1
568000.00000000
PA
USD
554123.76000000
0.713195978178
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
Altice France
5493001ZMCICV4N02J21
Altice France
02156LAA9
277000.00000000
PA
USD
263950.53000000
0.339722765965
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
615000.00000000
PA
USD
516993.60000000
0.665406869151
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
1081058.29000000
NS
USD
1081058.29000000
1.391397518498
Long
STIV
RF
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
609000.00000000
PA
USD
579207.72000000
0.745480786519
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Entegris Escrow Corp.
N/A
Entegris Escrow Corp.
29365BAA1
858000.00000000
PA
USD
790278.06000000
1.017143054892
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BG6
587000.00000000
PA
USD
605373.10000000
0.779157457925
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
360000.00000000
PA
USD
317942.83000000
0.409214626795
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
285983.86000000
0.368081200445
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
431112.58000000
0.554871998627
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBC3
584000.00000000
PA
USD
546770.00000000
0.703731175484
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
NESCO Holdings II, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
596000.00000000
PA
USD
525528.96000000
0.676392473566
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
1114000.00000000
PA
USD
1063970.26000000
1.369404030489
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBM1
502000.00000000
PA
USD
380900.03000000
0.490244940018
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd., Conv.
81141RAG5
353000.00000000
PA
USD
259989.64000000
0.334624823913
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
Entegris Escrow Corp.
N/A
Entegris Escrow Corp.
29365BAB9
281000.00000000
PA
USD
266961.24000000
0.343597759997
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Medline Borrower, L.P.
254900QT3R363TVK6F09
Medline Borrower, L.P.
62482BAA0
323000.00000000
PA
USD
274146.25000000
0.352845369656
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Iliad Holding
9695009PXA7OI9NXN582
Iliad Holding
449691AC8
789000.00000000
PA
USD
715275.84000000
0.920609959725
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
1131000.00000000
PA
USD
1031768.30000000
1.327957859039
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
1342000.00000000
PA
USD
1075834.43000000
1.384674045852
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
439812.58000000
0.566069506220
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
722783.39000000
0.930272700889
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
178138.00000000
0.229276046854
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.50000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AG2
306000.00000000
PA
USD
263568.51000000
0.339231079545
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAB8
304000.00000000
PA
USD
303130.56000000
0.390150200841
Long
DBT
CORP
US
N
2
2023-04-30
Fixed
5.00000000
N
N
N
N
N
N
Scientific Games Holdings LP/Scientific Games US FinCo Inc.
N/A
Scientific Games Holdings LP/Scientific Games US FinCo Inc.
80874DAA4
914000.00000000
PA
USD
813931.43000000
1.047586593993
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
840000.00000000
PA
USD
848534.51000000
1.092123174573
Long
DBT
CORP
NL
N
2
2023-10-15
Fixed
4.87500000
N
N
N
N
N
N
Select Medical Corp.
549300X05KS0JKR8CB50
Select Medical Corp.
816196AT6
845000.00000000
PA
USD
809383.25000000
1.041732768696
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
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
140000.00000000
PA
USD
132911.10000000
0.171065867984
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
538000.00000000
PA
USD
465370.00000000
0.598963690647
Long
DBT
CORP
MX
N
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
CrowdStrike Holdings, Inc.
549300YBY08K9KM4HX32
CrowdStrike Holdings, Inc.
22788CAA3
649000.00000000
PA
USD
575299.56000000
0.740450711660
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.00000000
N
N
N
N
N
N
Altice France
5493001ZMCICV4N02J21
Altice France
02156LAF8
985000.00000000
PA
USD
749496.35000000
0.964654145997
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AE6
590000.00000000
PA
USD
514008.00000000
0.661564193442
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAY8
473000.00000000
PA
USD
347234.03000000
0.446914446842
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
Hadrian Merger Sub Inc.
5493008FRC0GRKBN1075
Hadrian Merger Sub Inc.
42239PAA7
384000.00000000
PA
USD
368192.64000000
0.473889641626
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
1035000.00000000
PA
USD
814353.53000000
1.048129866172
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
955000.00000000
PA
USD
817718.75000000
1.052461139333
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
855000.00000000
PA
USD
840383.78000000
1.081632615830
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
552555.63000000
0.711177685353
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
599000.00000000
PA
USD
569574.13000000
0.733081683396
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
144004.04000000
0.185343256476
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
432760.00000000
0.556992343220
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BK2
200000.00000000
PA
USD
142920.48000000
0.183948639082
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.00000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAC6
574000.00000000
PA
USD
530238.24000000
0.682453645814
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
1634000.00000000
PA
USD
1636124.20000000
2.105806109525
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GCY4
862000.00000000
PA
USD
819999.05000000
1.055396044685
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Precision Drilling Corp.
549300WF2OE8T5BP4B84
Precision Drilling Corp.
740212AL9
88000.00000000
PA
USD
84742.38000000
0.109069361323
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
602000.00000000
PA
USD
459091.22000000
0.590882462288
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Bellis Acquisition Co. PLC
259400CYE2267UB4A481
Bellis Acquisition Co. PLC
BN9675073
554000.00000000
PA
509386.89000000
0.655616502142
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
Intercontinental Exchange, Inc.
N/A
1.00000000
NC
-84862.88000000
-0.10922445323
N/A
DCR
N/A
N
2
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
MARKIT ITRX EUR SNR FIN
3195310
N/A
Y
The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument
2027-06-20
2134.94000000
EUR
0.00000000
EUR
2500000.00000000
EUR
-87017.79000000
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DJ1
457000.00000000
PA
USD
464590.77000000
0.597960767217
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
264334.11000000
0.340216460213
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BQ5
326000.00000000
PA
USD
277070.89000000
0.356609585588
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
iStar Inc.
QFFLKWYYS3UPWD86E794
iStar Inc.
45031UCJ8
191000.00000000
PA
USD
195065.44000000
0.251062844317
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
158865.00000000
0.204470349860
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-608.26000000
-0.00078287309
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
312000.00000000
EUR
314545.86000000
USD
2022-11-17
-608.26000000
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MBB7
261000.00000000
PA
USD
197605.71000000
0.254332349215
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.95000000
N
N
N
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BT9
1020000.00000000
PA
USD
820794.00000000
1.056419200853
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
849000.00000000
PA
USD
808808.34000000
1.040992819375
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
87875.10000000
0.113101390747
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
906000.00000000
PA
USD
847680.78000000
1.091024364440
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
56694.67000000
0.072969999749
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
657000.00000000
PA
USD
563090.12000000
0.724736309694
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
924000.00000000
PA
USD
782064.36000000
1.006571449361
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
873000.00000000
PA
USD
818257.95000000
1.053155127390
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.12500000
N
N
N
N
N
N
Macy's Retail Holdings, LLC
549300JMONK27O4SQQ19
Macy's Retail Holdings, LLC
55617LAQ5
283000.00000000
PA
USD
242349.88000000
0.311921220862
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
Clarivate Science Holdings Corp.
N/A
Clarivate Science Holdings Corp.
18064PAD1
642000.00000000
PA
USD
531810.33000000
0.684477035436
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
1097827.88000000
1.412981151987
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
1014711.97000000
1.306005171144
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DF9
72000.00000000
PA
USD
77037.84000000
0.099153080271
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CR5
648000.00000000
PA
USD
538458.84000000
0.693034132127
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
SS&C Technologies, Inc.
549300KY09TR3J12JU49
SS&C Technologies, Inc.
78466CAC0
999000.00000000
PA
USD
947826.23000000
1.219918552578
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454LAW0
265000.00000000
PA
USD
255615.03000000
0.328994395327
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Hudbay Minerals Inc.
549300WI524AL577IX21
Hudbay Minerals Inc.
443628AJ1
304000.00000000
PA
USD
276336.00000000
0.355663730835
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc.
82967NBM9
90000.00000000
PA
USD
72784.80000000
0.093679120766
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.87500000
N
N
N
N
N
N
The Gap, Inc.
T2ZG1WRWZ4BUCMQL9224
The Gap, Inc.
364760AP3
1474000.00000000
PA
USD
1028815.15000000
1.324156948746
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Clarios Global L.P.
549300474L1ZLXZY2P98
Clarios Global L.P.
18060TAA3
149000.00000000
PA
USD
148412.22000000
0.191016891996
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
782814.73000000
1.007537227956
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Allison Transmission, Inc.
MWKQ3I0U1GXP2YDSZW75
Allison Transmission, Inc.
019736AE7
957000.00000000
PA
USD
891617.76000000
1.147574326184
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
531120.83000000
0.683589600783
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
547156.02000000
0.704228010183
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Endo LLC
222100B15VY0VVCTG251
Endo LLC, First Lien Term Loan
L2968EAE2
627062.50000000
PA
USD
550394.70000000
0.708396417527
Long
LON
CORP
LU
N
2
2028-03-27
Floating
7.49340000
N
N
N
N
N
N
Valaris Ltd.
N/A
Valaris Ltd., Series 1145
BP8218755
717000.00000000
PA
USD
721631.82000000
0.928790549876
Long
DBT
CORP
BM
N
2
2028-04-30
Fixed
8.25000000
N
N
N
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp., First Lien Term Loan
44988LAH0
581914.47000000
PA
USD
564579.24000000
0.726652911131
Long
LON
CORP
US
N
2
2027-12-15
Floating
5.38736000
N
N
N
N
N
N
LCM Investments Holdings II, LLC
549300P5V78NNQTG4428
LCM Investments Holdings II, LLC
50190EAA2
692000.00000000
PA
USD
578712.22000000
0.744843043415
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AU1
597000.00000000
PA
USD
540675.29000000
0.695886858070
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
CCO Holdings, LLC/CCO Holdings Capital Corp.
N/A
CCO Holdings, LLC/CCO Holdings Capital Corp.
1248EPCN1
294000.00000000
PA
USD
238941.15000000
0.307533947292
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
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
886000.00000000
PA
USD
820436.00000000
1.055958429851
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
Bausch Health Cos. Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos. Inc.
071734AN7
331000.00000000
PA
USD
229224.12000000
0.295027451061
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBF8
571000.00000000
PA
USD
528817.38000000
0.680624899764
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XU2
899000.00000000
PA
USD
847882.86000000
1.091284455513
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.38900000
N
N
N
N
N
N
NGL Energy Operating LLC / NGL Energy Finance Corp.
5493008CQD36WWZJ3O79
NGL Energy Operating LLC / NGL Energy Finance Corp.
62922LAA6
595000.00000000
PA
USD
545237.18000000
0.701758329095
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
1521855.40000000
1.958734183587
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
797000.00000000
PA
USD
678430.31000000
0.873187189386
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
Y
Y
N
N
N
N
Schweitzer-Mauduit International, Inc. (SWM International)
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International, Inc. (SWM International), First Lien Term Loan
80854EAH1
1182843.01000000
PA
USD
1120743.75000000
1.442475477083
Long
LON
CORP
US
N
3
2028-04-20
Floating
6.31250000
N
N
N
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123XBD3
294000.00000000
PA
USD
282544.29000000
0.363654233641
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.00000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
404119CA5
942000.00000000
PA
USD
822896.06000000
1.059124698878
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
1118000.00000000
PA
USD
1084784.22000000
1.396193050620
Long
DBT
CORP
US
N
2
2026-04-15
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.
1248EPBT9
126000.00000000
PA
USD
119763.00000000
0.154143345043
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Altice USA, Inc.
54930064K3612MGCER95
Altice USA, Inc., Class A
02156K103
30000.00000000
NS
USD
300000.00000000
0.386120951488
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CL4
623000.00000000
PA
USD
564908.50000000
0.727076691746
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC
126307BH9
314000.00000000
PA
USD
252458.06000000
0.324931154460
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
1703676.92000000
2.192751177932
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2146.96000000
0.002763287460
N/A
DFE
N/A
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
422000.00000000
GBP
493094.17000000
USD
2022-11-17
2146.96000000
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAR8
257000.00000000
PA
USD
232150.53000000
0.298793945107
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
Iliad Holding
9695009PXA7OI9NXN582
Iliad Holding
449691AA2
400000.00000000
PA
USD
366044.00000000
0.471124191889
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
6.50000000
N
N
N
N
N
N
The Terminix Co., LLC
HZPA4EQ289DXC7NQGK91
The Terminix Co., LLC
817609AB6
872000.00000000
PA
USD
1013242.20000000
1.304113474508
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
11000.00000000
PA
USD
10826.70000000
0.013934719018
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275YAC6
1206000.00000000
PA
USD
1099305.18000000
1.414882540260
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.37500000
N
N
N
N
N
N
Hilcorp Energy I, L.P.
549300ITPIHLG0LHEC09
Hilcorp Energy I, L.P.
431318AS3
222000.00000000
PA
USD
210078.60000000
0.270385829731
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
1187384.67000000
1.528246995211
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
795000.00000000
PA
USD
782939.85000000
1.007698266134
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
Hilcorp Energy I, L.P.
549300ITPIHLG0LHEC09
Hilcorp Energy I, L.P.
431318AY0
468000.00000000
PA
USD
431491.32000000
0.555359463458
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc.
82967NBL1
1015000.00000000
PA
USD
905258.20000000
1.165130525089
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
978000.00000000
PA
USD
820913.64000000
1.056573185889
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.62500000
N
N
N
N
N
N
Mueller Water Products, Inc.
549300F7ZU4P1F8V8L60
Mueller Water Products, Inc.
624758AF5
939000.00000000
PA
USD
846489.72000000
1.089491387039
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
65000.00000000
PA
USD
50862.50000000
0.065463589650
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
VMED O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED O2 UK Financing I PLC
92858RAB6
725000.00000000
PA
USD
597671.88000000
0.769245449945
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.75000000
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
560075.88000000
0.720856772304
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
825252729
773309.01800000
NS
USD
773463.68000000
0.995501773545
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
839955.22000000
1.081081029180
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBD6
903000.00000000
PA
USD
536391.03000000
0.690372716245
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
60000.00000000
PA
USD
55914.00000000
0.071965222938
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8105.54000000
0.010432396057
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
273000.00000000
EUR
283865.40000000
USD
2022-11-17
8105.54000000
N
N
N
The Dun & Bradstreet Corp.
RI37BMPWE56BCJ747E14
The Dun & Bradstreet Corp.
26483EAL4
613000.00000000
PA
USD
544711.80000000
0.701082128343
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
1271000.00000000
PA
USD
1083527.50000000
1.394575564213
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651AC1
743000.00000000
PA
USD
687144.98000000
0.884403578294
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
552731.25000000
0.711403720558
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
981000.00000000
PA
USD
839740.91000000
1.080805197243
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Apache Corp.
72ZZ1XRHOOU9P9X16K08
Apache Corp.
03746AAA8
525000.00000000
PA
USD
558571.13000000
0.718920053965
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75000000
N
N
N
N
N
N
EQM Midstream Partners, L.P.
549300NELT611CL6XM83
EQM Midstream Partners, L.P.
26885BAH3
536000.00000000
PA
USD
518343.48000000
0.667144258985
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
268000.00000000
PA
USD
223656.72000000
0.287861818444
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
273363.20000000
0.351837529619
Long
DBT
CORP
MX
N
2
2032-02-20
Fixed
6.99000000
N
N
N
N
N
N
EQM Midstream Partners, L.P.
549300NELT611CL6XM83
EQM Midstream Partners, L.P.
26885BAM2
185000.00000000
PA
USD
183158.33000000
0.235737562175
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
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
526707.36000000
0.677909156664
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
71677HAL9
579419.98000000
PA
USD
567591.12000000
0.730529411036
Long
LON
CORP
US
N
2
2028-02-11
Floating
6.27000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBK5
335000.00000000
PA
USD
247799.50000000
0.318935262394
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.75000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
81721MAK5
304000.00000000
PA
USD
274403.33000000
0.353176249570
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
N
Hudbay Minerals Inc.
549300WI524AL577IX21
Hudbay Minerals Inc.
443628AH5
588000.00000000
PA
USD
518405.35000000
0.667223889996
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
FirstCash, Inc.
549300V2X3UU7K0DG350
FirstCash, Inc.
31944TAA8
866000.00000000
PA
USD
776221.78000000
0.999051640866
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
891000.00000000
PA
USD
807423.46000000
1.039210382098
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
245000.00000000
PA
USD
203314.48000000
0.261679934896
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! Brands, Inc.
988498AR2
582000.00000000
PA
USD
536534.16000000
0.690556934551
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.37500000
N
N
N
N
N
N
Rockies Express Pipeline LLC
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
80000.00000000
PA
USD
67422.80000000
0.086777852293
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
843116.60000000
1.085149946026
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Nabors Industries, Inc.
549300VFQWRKICUFNU92
Nabors Industries, Inc.
62957HAJ4
157000.00000000
PA
USD
151771.12000000
0.195340030876
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
Cogent Communications Group, Inc.
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
554000.00000000
PA
USD
530112.04000000
0.682291217601
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Sensata Technologies, Inc.
5493002MMDDCUNV7NY90
Sensata Technologies, Inc.
81728UAB0
411000.00000000
PA
USD
340088.97000000
0.437718255623
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
540148.20000000
0.695208456429
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
307791.00000000
0.396148512598
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
21804.38000000
0.028063759840
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
VZ Secured Financing B.V.
549300MG611MYCOWY949
VZ Secured Financing B.V.
91845AAA3
650000.00000000
PA
USD
535447.25000000
0.689158005473
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
204000.00000000
PA
USD
199547.70000000
0.256831825971
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
633000.00000000
PA
USD
474253.10000000
0.610396860728
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
563093.69000000
0.724740904533
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Altice France
5493001ZMCICV4N02J21
Altice France
02156LAH4
385000.00000000
PA
USD
304509.98000000
0.391925610717
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc.
N/A
1011778 BC ULC / New Red Finance Inc.
68245XAH2
313000.00000000
PA
USD
278634.17000000
0.358621636125
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Codere Finance 2 (Luxembourg) S.A.
2221005CUH65GSJUKB29
Codere Finance 2 (Luxembourg) S.A.
BK6885085
136474.00000000
PA
139023.34000000
0.178932747733
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
547451.97000000
0.704608918502
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.75000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DZ5
254000.00000000
PA
USD
284791.15000000
0.366546099378
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
Nidda Healthcare Holding GmbH
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
AP1725724
582000.00000000
PA
540919.12000000
0.696200684309
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
Jane Street Group / JSG Finance Inc.
5493002N1IVX6KHGYO08
Jane Street Group / JSG Finance Inc.
47077WAA6
606000.00000000
PA
USD
550323.75000000
0.708305099922
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.50000000
N
N
N
N
N
N
Match Group Holdings II, LLC
5493003RFFE030RC9167
Match Group Holdings II, LLC
57665RAN6
916000.00000000
PA
USD
816723.92000000
1.051180723646
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
2022-09-30
Invesco High Income Trust II
Sheri Morris
Sheri Morris
President