0001752724-22-165219.txt : 20220725
0001752724-22-165219.hdr.sgml : 20220725
20220725172716
ACCESSION NUMBER: 0001752724-22-165219
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220725
DATE AS OF CHANGE: 20220725
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Credit Opportunities Fund, Inc.
CENTRAL INDEX KEY: 0001600600
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0514
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22939
FILM NUMBER: 221104379
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-4981
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
0001600600
S000045403
T. Rowe Price Credit Opportunities Fund, Inc.
C000141380
T. Rowe Price Credit Opportunities Fund, Inc.
PRCPX
C000141381
T. Rowe Price Credit Opportunities Fund-Advisor Class
PAOPX
C000177210
T. Rowe Price Credit Opportunities Fund-I Class
TCRRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001600600
XXXXXXXX
S000045403
C000177210
C000141380
C000141381
T. ROWE PRICE CREDIT OPPORTUNITIES FUND, INC.
811-22939
0001600600
549300BWLHQSLJ8OPO96
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Credit Opportunities Fund, Inc.
S000045403
549300EYLGFRZ8FLF034
2022-05-31
2022-05-31
N
92025522.63
763075.28
91262447.35
0.00000000
0.00000000
188253.92000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
202706.00000000
USD
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
000000000
20000.00000000
PA
USD
19179.20000000
0.021015434668
Long
LON
CORP
US
N
2
2026-03-23
Floating
6.55957000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AG6
30000.00000000
PA
USD
30375.00000000
0.033283131103
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
200000.00000000
PA
USD
195000.00000000
0.213669483629
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
RIVIAN HLD/AUTO LLC
N/A
Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC
76954LAA7
1890000.00000000
PA
USD
1795500.00000000
1.967402860800
Long
DBT
CORP
US
N
2
2026-10-15
Floating
7.17657000
N
N
N
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
220000.00000000
PA
USD
221650.00000000
0.242870979725
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.62500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
150000.00000000
PA
USD
153375.00000000
0.168059266931
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
80000.00000000
PA
USD
79100.00000000
0.086673108487
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAQ4
245000.00000000
PA
USD
224175.00000000
0.245637725602
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.12500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAH1
255000.00000000
PA
USD
256912.50000000
0.281509544681
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
6.75000000
N
N
N
N
N
N
TMS INTERNATIONAL CORP
549300L4K0F1YF8WKF23
TMS International Corp/DE
87261QAC7
250000.00000000
PA
USD
201250.00000000
0.220517864514
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
BCP RAPTOR LLC
549300T77NXSQHG00684
BCP Raptor LLC
05549KAB8
523109.86639900
PA
USD
515169.06000000
0.564491830932
Long
LON
CORP
US
N
2
2024-06-30
Floating
5.30957000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
Hecla Mining Co
422704AH9
300000.00000000
PA
USD
293625.00000000
0.321736934003
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BC5
20000.00000000
PA
USD
20400.00000000
0.022353115210
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A100
7872.00000000
NS
USD
252218.88000000
0.276366553082
Long
EC
CORP
US
N
1
N
N
N
GAINWELL ACQUISITION COR
N/A
Gainwell Acquisition Corp
59909TAC8
237593.99620000
PA
USD
231654.15000000
0.253832936466
Long
LON
CORP
US
N
2
2027-10-01
Floating
5.00600000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VBA7
1470000.00000000
PA
USD
1315650.00000000
1.441611569931
Long
LON
CORP
US
N
2
2029-01-15
Floating
6.30957000
N
N
N
N
N
N
SHUTTERFLY INC
549300I1C8WJQ5FZE154
Shutterfly LLC
82568QAN4
315550.00000000
PA
USD
270322.22000000
0.296203123901
Long
LON
CORP
US
N
2
2026-09-25
Floating
6.04000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS ROYAL CARIBBEAN CRUISES
000000000
1.00000000
NC
USD
22.76000000
0.000024939063
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ROYAL CARIBBEAN CRUISES
Royal Caribbean Cruises Ltd
Y
Default Event
2023-12-20
0.00000000
USD
-640.02000000
USD
35000.00000000
USD
662.78000000
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AU8
150000.00000000
PA
USD
162000.00000000
0.177510032553
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
260000.00000000
PA
USD
239850.00000000
0.262813464863
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAD8
645000.00000000
PA
USD
520837.50000000
0.570702972716
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
460000.00000000
PA
USD
417450.00000000
0.457417056107
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.87500000
N
N
N
N
N
N
GTCR AP FINANCE INC
N/A
GTCR AP Finance Inc
40060QAA3
165000.00000000
PA
USD
165000.00000000
0.180797255378
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BW0
500000.00000000
PA
USD
491250.00000000
0.538282737604
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.87500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AF4
456000.00000000
PA
USD
301530.00000000
0.330398766147
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
PHOTO HOLDINGS MERGER SU
N/A
Photo Holdings Merger Sub Inc
719245AD4
290000.00000000
PA
USD
247587.50000000
0.271291760400
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
RENAISSANCE HOLDINGS COR
549300UKKEC0Y6TXNF09
Renaissance Holdings Corp
75972JAE4
185000.00000000
PA
USD
179118.85000000
0.196267857372
Long
LON
CORP
US
N
2
2026-05-29
Floating
8.05957000
N
N
N
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAG7
280000.00000000
PA
USD
251300.00000000
0.275359698646
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
135000.00000000
PA
USD
137025.00000000
0.150143902534
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
295000.00000000
PA
USD
262550.00000000
0.287686784240
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
TK Elevator US Newco Inc
92537RAA7
690000.00000000
PA
USD
672750.00000000
0.737159718520
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AH4
165000.00000000
PA
USD
168093.75000000
0.184187203916
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
80000.00000000
PA
USD
80800.00000000
0.088535868088
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AM6
110000.00000000
PA
USD
98450.00000000
0.107875695709
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAR0
150000.00000000
PA
USD
139125.00000000
0.152444958512
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAF9
65000.00000000
PA
USD
63862.50000000
0.069976755888
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corp
71360HAB3
194422.49190000
PA
USD
188152.37000000
0.206166255084
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.80957000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAG5
190000.00000000
PA
USD
156987.50000000
0.172017631083
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
5.00000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAA2
235000.00000000
PA
USD
199750.00000000
0.218874253102
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAP4
25000.00000000
PA
USD
25281.25000000
0.027701700682
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
6.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
74000.00000000
PA
USD
88430.00000000
0.096896371473
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
DELTA TOPCO INC
N/A
Delta Topco Inc
24780DAE7
205000.00000000
PA
USD
193382.65000000
0.211897287017
Long
LON
CORP
US
N
2
2028-12-01
Floating
8.00000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAB6
250000.00000000
PA
USD
225950.00000000
0.247582665774
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
6.25000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AJ1
200000.00000000
PA
USD
178000.00000000
0.195041887620
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DH5
465000.00000000
PA
USD
562650.00000000
0.616518640840
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
1830.00000000
NS
USD
243920.70000000
0.267273897515
Long
EC
CORP
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS ROYAL CARIBBEAN CRUISES
000000000
1.00000000
NC
USD
22.76000000
0.000024939063
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
ROYAL CARIBBEAN CRUISES
Royal Caribbean Cruises Ltd
Y
Default Event
2023-12-20
0.00000000
USD
-661.49000000
USD
35000.00000000
USD
684.25000000
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
120000.00000000
PA
USD
118650.00000000
0.130009662731
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
300000.00000000
PA
USD
302250.00000000
0.331187699625
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557T307
2249.00000000
NS
USD
127203.44000000
0.139382017131
Long
EP
CORP
US
N
2
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAH4
185000.00000000
PA
USD
189625.00000000
0.207779876067
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
ACRISURE LLC / FIN INC
N/A
Acrisure LLC / Acrisure Finance Inc
00489LAD5
448000.00000000
PA
USD
456960.00000000
0.500709780713
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
10.12500000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAA8
135000.00000000
PA
USD
114750.00000000
0.125736273058
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.62500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AY8
105000.00000000
PA
USD
108937.50000000
0.119367278835
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
240000.00000000
PA
USD
220800.00000000
0.241939599924
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
Cano Health LLC
13782CAA8
140000.00000000
PA
USD
123550.00000000
0.135378793345
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.25000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816196AT6
400000.00000000
PA
USD
397000.00000000
0.435009153849
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
1156.93000000
0.001267695567
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-188533.80000000
USD
240000.00000000
CAD
2022-07-22
1156.93000000
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AT2
285000.00000000
PA
USD
278231.25000000
0.304869371881
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.12500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
275000.00000000
PA
USD
275025.58000000
0.301356788017
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAB8
840000.00000000
PA
USD
741300.00000000
0.812272760072
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
165000.00000000
PA
USD
162525.00000000
0.178085296547
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AF8
540000.00000000
PA
USD
507600.00000000
0.556198102000
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.25000000
N
N
N
N
N
N
CLARIV SCI HLD CORP
N/A
Clarivate Science Holdings Corp
18064PAD1
200000.00000000
PA
USD
178000.00000000
0.195041887620
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.87500000
N
N
N
N
N
N
ADVISOR GROUP HOLDINGS I
N/A
Advisor Group Holdings Inc
00791GAA5
210000.00000000
PA
USD
218400.00000000
0.239309821664
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
10.75000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAL2
175000.00000000
PA
USD
154000.00000000
0.168744105019
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.87500000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NextEra Energy Inc
65339F770
7144.00000000
NS
USD
350718.02000000
0.384296093501
Long
EP
CORP
US
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
295000.00000000
PA
USD
290575.00000000
0.318394924130
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
200000.00000000
PA
USD
198500.00000000
0.217504576924
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
300000.00000000
PA
USD
268500.00000000
0.294206442843
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-2596.78000000
-0.00284539816
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-77719.62000000
EUR
81206.51000000
USD
2022-08-19
-2596.78000000
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
145000.00000000
PA
USD
122887.50000000
0.134652864971
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AM5
395000.00000000
PA
USD
382656.25000000
0.419292119717
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.62500000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAJ7
108000.00000000
PA
USD
86509.51000000
0.094792011952
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
5.65000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS ROYAL CARIBBEAN CRUISES
000000000
1.00000000
NC
USD
42.28000000
0.000046327927
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ROYAL CARIBBEAN CRUISES
Royal Caribbean Cruises Ltd
Y
Default Event
2023-12-20
0.00000000
USD
-1229.60000000
USD
65000.00000000
USD
1271.88000000
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAH1
213000.00000000
PA
USD
200752.50000000
0.219972733396
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAX4
345000.00000000
PA
USD
365700.00000000
0.400712462375
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761LAA0
285000.00000000
PA
USD
281807.15000000
0.308787631915
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
360000.00000000
PA
USD
367200.00000000
0.402356073787
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERT
N/A
Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
70715XAA4
165000.00000000
PA
USD
179231.25000000
0.196391018654
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
8.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
350000.00000000
PA
USD
338187.50000000
0.370565889716
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
023551AF1
10000.00000000
PA
USD
11862.50000000
0.012998226920
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
7.87500000
N
N
N
N
N
N
KOBE US MIDCO 2 INC
N/A
Kobe US Midco 2 Inc
499894AA1
145000.00000000
PA
USD
141375.00000000
0.154910375631
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
9.25000000
N
N
N
N
N
N
PERATON CORP
549300EQPCK07ZW63836
Peraton Corp
71360HAG2
135913.18650000
PA
USD
130024.07000000
0.142472696903
Long
LON
CORP
US
N
2
2029-02-01
Floating
8.59443000
N
N
N
N
N
N
ALBION FINANCING 2SARL
2594009X2UW7EQPIKY23
Albion Financing 2SARL
013305AA5
200000.00000000
PA
USD
182500.00000000
0.199972721857
Long
DBT
CORP
LU
N
2
2027-04-15
Fixed
8.75000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
490000.00000000
PA
USD
399350.00000000
0.437584145062
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAA5
225000.00000000
PA
USD
221906.25000000
0.243151763341
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851409
211.00000000
NS
USD
300126.81000000
0.328861233415
Long
EP
CORP
US
N
2
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18452RAD7
303509.29100000
PA
USD
277015.96000000
0.303537728872
Long
LON
CORP
US
N
2
2026-08-21
Floating
4.73000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AV4
260000.00000000
PA
USD
241800.00000000
0.264950159700
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AB8
100000.00000000
PA
USD
88000.00000000
0.096425202868
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.62500000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
357000.00000000
PA
USD
342720.00000000
0.375532335535
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS COMMUNITY HEALTH SYSTEMS INC
000000000
1.00000000
NC
USD
-48107.71000000
-0.05271358745
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CHS/COMMUNITY HEALTH SYS
CHS/Community Health Systems Inc
Y
Default Event
2026-12-20
0.00000000
USD
-8139.99000000
USD
216000.00000000
USD
-39967.72000000
N
N
N
WOOF HOLDINGS INC
N/A
Woof Holdings Inc
98082EAD6
555000.00000000
PA
USD
546675.00000000
0.599014179297
Long
LON
CORP
US
N
2
2028-12-21
Floating
8.17786000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BS0
230000.00000000
PA
USD
233450.00000000
0.255800722836
Long
DBT
CORP
PA
N
2
2030-06-01
Fixed
10.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
325000.00000000
PA
USD
364599.95000000
0.399507092552
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
TACALA INVESTMENT CORP
549300XTM341KBSTDI88
Tacala Investment Corp
873412AC4
350000.00000000
PA
USD
331625.00000000
0.363375089787
Long
LON
CORP
US
N
2
2026-02-01
Floating
8.55957000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
185000.00000000
PA
USD
182225.00000000
0.199671393099
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO Petroleum Corp
17302XAK2
180000.00000000
PA
USD
179100.00000000
0.196247202656
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
290000.00000000
PA
USD
271875.00000000
0.297904568521
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AmWINS Group Inc
031921AB5
80000.00000000
PA
USD
73200.00000000
0.080208236931
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.87500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BG6
230000.00000000
PA
USD
194637.50000000
0.213272277537
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
Pike Corp
721283AA7
385000.00000000
PA
USD
323400.00000000
0.354362620541
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
CDI ESCROW ISSUER INC
N/A
CDI Escrow Issuer Inc
12511VAA6
455000.00000000
PA
USD
444762.50000000
0.487344480577
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75000000
N
N
N
N
N
N
FERRELLGAS LP/FERRELLGAS
N/A
Ferrellgas LP / Ferrellgas Finance Corp
315289AA6
415000.00000000
PA
USD
380762.50000000
0.417217060309
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.37500000
N
N
N
N
N
N
MIDCAP FINANCIAL
N/A
Midcap Financial Issuer Trust
59590AAA7
200000.00000000
PA
USD
156000.00000000
0.170935586903
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
ALLIANT SERVICES SERIES A CVT PFD PP
N/A
ALLIANT SERVICES SERIES A CVT PFD PP
000000000
170.00000000
NS
USD
166175.00000000
0.182084750984
Long
EP
CORP
US
Y
2
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAA6
380000.00000000
PA
USD
349600.00000000
0.383071033213
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
190000.00000000
PA
USD
177650.00000000
0.194658378290
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
SOLARIS MIDSTREAM HOLDIN
5493007AWQW8ZKCHVV46
Solaris Midstream Holdings LLC
83419MAA0
165000.00000000
PA
USD
165000.00000000
0.180797255378
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
7.62500000
N
N
N
N
N
N
HOME POINT CAPITAL INC
549300DQF6YN0E43PM71
Home Point Capital Inc
43734LAA4
220000.00000000
PA
USD
180400.00000000
0.197671665880
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
PETSMART INC/PETSMART FI
N/A
PetSmart Inc / PetSmart Finance Corp
71677KAB4
580000.00000000
PA
USD
545200.00000000
0.597397961408
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
65000.00000000
PA
USD
64593.75000000
0.070778016452
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBH2
205000.00000000
PA
USD
186550.00000000
0.204410472671
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
155000.00000000
PA
USD
29450.00000000
0.032269570732
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CX6
240000.00000000
PA
USD
290259.12000000
0.318048801482
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
PG&E CORP
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331CAJ7
545000.00000000
PA
USD
502081.25000000
0.550150981678
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
Rockcliff Energy II LLC
77289KAA3
140000.00000000
PA
USD
132650.00000000
0.145350035914
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
220000.00000000
PA
USD
196900.00000000
0.215751391418
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
375000.00000000
PA
USD
292500.00000000
0.320504225443
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAB4
400000.00000000
PA
USD
345000.00000000
0.378030624882
Long
DBT
CORP
N/A
N
2
2029-09-01
Fixed
4.00000000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
205000.00000000
PA
USD
188856.25000000
0.206937525218
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR Finance NV
918374AA7
200000.00000000
PA
USD
168553.00000000
0.184690422944
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
6.37500000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BR1
405000.00000000
PA
USD
368550.00000000
0.403835324058
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
5.25000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAM0
775000.00000000
PA
USD
676187.50000000
0.740926328007
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AR6
365000.00000000
PA
USD
340362.50000000
0.372949126265
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.00000000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
103186AB8
30000.00000000
PA
USD
28950.00000000
0.031721700261
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
7.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EA9
820000.00000000
PA
USD
1019875.00000000
1.117518792903
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
8.87500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
USD/CAD FORWARD
000000000
1.00000000
NC
USD
759.33000000
0.000832028969
N/A
DFE
CORP
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
-240000.00000000
CAD
190450.06000000
USD
2022-07-22
759.33000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
420000.00000000
PA
USD
464100.00000000
0.508533371037
Long
DBT
CORP
US
N
2
2030-02-01
Variable
7.50000000
N
N
N
N
N
N
CONDOR MERGER SUB INC
254900SAGUYT3MBUU161
Condor Merger Sub Inc
579063AB4
200000.00000000
PA
USD
176000.00000000
0.192850405737
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BB2
15000.00000000
PA
USD
14850.00000000
0.016271752984
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
MINERVA MERGER SUB INC
N/A
Minerva Merger Sub Inc
60337JAA4
425000.00000000
PA
USD
393125.00000000
0.430763157700
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
220000.00000000
PA
USD
202400.00000000
0.221777966597
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
BellRing Brands Inc
07831CAA1
340000.00000000
PA
USD
335325.00000000
0.367429331271
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.00000000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAY6
554400.00000000
PA
USD
523630.80000000
0.573763705888
Long
LON
CORP
US
N
2
2027-07-31
Floating
4.30957000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAF7
325000.00000000
PA
USD
318500.00000000
0.348993489927
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
8.25000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
225000.00000000
PA
USD
210937.50000000
0.231132854887
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAM1
155000.00000000
PA
USD
157518.75000000
0.172599743458
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAB7
400000.00000000
PA
USD
400000.00000000
0.438296376675
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.50000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
400000.00000000
PA
USD
409500.00000000
0.448705915621
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBD8
1163249.00000000
PA
USD
1090545.94000000
1.194955835249
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.37500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
150000.00000000
PA
USD
155062.50000000
0.169908329770
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
315000.00000000
PA
USD
310668.75000000
0.340412468677
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
Townsquare Media Inc
892231AB7
474000.00000000
PA
USD
462150.00000000
0.506396676200
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
200000.00000000
PA
USD
176250.00000000
0.193124340972
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
625000.00000000
PA
USD
575000.00000000
0.630051041470
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
250000.00000000
PA
USD
265312.50000000
0.290713768591
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
CORELOGIC INC
54930086CD8K2UIL0516
CoreLogic Inc
000000000
220000.00000000
PA
USD
190300.00000000
0.208519501203
Long
LON
CORP
US
N
3
2029-06-04
Floating
7.55957000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BN0
432000.00000000
PA
USD
395280.00000000
0.433124479430
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
800000.00000000
PA
USD
768000.00000000
0.841529043216
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
LOYALTY VENTURES INC
549300Q3YKVWNY6JIJ44
Loyalty Ventures Inc
54912FAD2
40031.25000000
PA
USD
37229.06000000
0.040793405262
Long
LON
CORP
US
N
2
2027-11-03
Floating
5.55957000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
215000.00000000
PA
USD
233275.00000000
0.255608968172
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAC4
145000.00000000
PA
USD
140650.00000000
0.154115963448
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBD1
200000.00000000
PA
USD
199000.00000000
0.218052447395
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
240000.00000000
PA
USD
222000.00000000
0.243254489054
Long
DBT
CORP
NL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
190000.00000000
PA
USD
185250.00000000
0.202986009447
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
MILEAGE PLUS HOLDINGS IN
N/A
Mileage Plus Holdings LLC
59921PAB2
505000.00000000
PA
USD
511731.65000000
0.560725320062
Long
LON
CORP
US
N
2
2027-06-20
Floating
6.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
45000.00000000
PA
USD
54337.50000000
0.059539823418
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
05352TAA7
215000.00000000
PA
USD
209087.50000000
0.229105734145
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
620000.00000000
PA
USD
644800.00000000
0.706533759200
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBJ6
85000.00000000
PA
USD
78625.00000000
0.086152631540
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples Inc
855031AQ3
195674.30030000
PA
USD
178145.80000000
0.195201646649
Long
LON
CORP
US
N
2
2026-04-12
Floating
6.28600000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BJ0
425000.00000000
PA
USD
372937.50000000
0.408642887440
Long
DBT
CORP
LR
N
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM Merger Inc
14985VAE1
120000.00000000
PA
USD
115800.00000000
0.126886801047
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
Asurion LLC
04649VAZ3
1590545.45000000
PA
USD
1426194.39000000
1.562739583928
Long
LON
CORP
US
N
2
2028-02-03
Floating
6.30957000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AH5
120000.00000000
PA
USD
107762.40000000
0.118079673654
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
TRITON WATER HOLDINGS IN
5493005IYCEL7QJFZZ63
Triton Water Holdings Inc
89680EAA7
202000.00000000
PA
USD
157560.00000000
0.172644942772
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
225000.00000000
PA
USD
222187.50000000
0.243459940481
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635AR7
155000.00000000
PA
USD
158875.00000000
0.174085842110
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
2549008GCHWX9EEMIS56
TK Elevator Holdco GmbH
92537VAA8
439000.00000000
PA
USD
408270.00000000
0.447358154262
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
7.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1265.04000000
-0.00138615612
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-41849.02000000
EUR
43859.80000000
USD
2022-08-19
-1265.04000000
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BK2
275000.00000000
PA
USD
285656.25000000
0.313005248373
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AE1
250000.00000000
PA
USD
232187.50000000
0.254417349898
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
237000.00000000
PA
USD
188711.25000000
0.206778642782
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
195000.00000000
PA
USD
193537.50000000
0.212066962501
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
195000.00000000
PA
USD
162337.50000000
0.177879845121
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBE4
245000.00000000
PA
USD
207637.50000000
0.227516909779
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
225000.00000000
PA
USD
242156.25000000
0.265340517410
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield US Borrower LLC
23166MAA1
370000.00000000
PA
USD
372775.00000000
0.408464829537
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
525000.00000000
PA
USD
492187.50000000
0.539309994736
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAB3
115000.00000000
PA
USD
89700.00000000
0.098287962469
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.87500000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
1920000.00000000
PA
USD
1905600.00000000
2.088043938479
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
75000.00000000
PA
USD
66792.75000000
0.073187550782
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
700000.00000000
PA
USD
712250.00000000
0.780441485716
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
880349AS4
825000.00000000
PA
USD
828093.75000000
0.907376225430
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.87500000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AW4
315000.00000000
PA
USD
311456.25000000
0.341275364669
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
745000.00000000
PA
USD
729168.75000000
0.798980052774
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AB6
160000.00000000
PA
USD
143200.00000000
0.156910102849
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1156.53000000
-0.00126725727
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS, LLC
549300FDEDF5ORXCMQ56
-51243.70000000
EUR
54098.38000000
USD
2022-08-19
-1156.53000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
400000.00000000
PA
USD
323904.00000000
0.354914873976
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
265000.00000000
PA
USD
290175.00000000
0.317956627754
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BH9
100000.00000000
PA
USD
101250.00000000
0.110943770345
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
260000.00000000
PA
USD
273325.00000000
0.299493392886
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAF8
335000.00000000
PA
USD
291031.25000000
0.318894855935
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
333000.00000000
PA
USD
319680.00000000
0.350286464238
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
405000.00000000
PA
USD
425250.00000000
0.465963835452
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAH5
325000.00000000
PA
USD
304281.25000000
0.333413423412
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
405000.00000000
PA
USD
386775.00000000
0.423805202721
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
MIDAS OPCO HOLDINGS LLC
N/A
Stagwell Global LLC
59565JAA9
575000.00000000
PA
USD
520375.00000000
0.570196192530
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
Life Time Inc
53190FAA3
158000.00000000
PA
USD
152075.00000000
0.166634803707
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG Inc
000000000
1850000.00000000
PA
USD
1770228.00000000
1.939711295721
Long
LON
CORP
US
N
2
2027-05-03
Floating
6.21157000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
682000.00000000
PA
USD
774070.00000000
0.848180190732
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
80000.00000000
PA
USD
74600.00000000
0.081742274249
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC
04349HAK0
463837.50000000
PA
USD
440149.32000000
0.482289630379
Long
LON
CORP
US
N
2
2028-12-10
Floating
4.55957000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
130000.00000000
PA
USD
139912.50000000
0.153307854503
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
15800.00000000
NS
USD
266862.00000000
0.292411619180
Long
EC
CORP
FR
N
1
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3T2
937807.00000000
PA
USD
485315.12000000
0.531779646604
Long
DBT
MUN
US
N
2
2043-11-01
Variable
0.01000000
N
N
N
N
N
N
ENGINEERED MACHINERY HOL
5493008AR0NPSLW8EW07
Engineered Machinery Holdings Inc
26658NAN9
250000.00000000
PA
USD
244167.50000000
0.267544326379
Long
LON
CORP
US
N
2
2029-05-21
Floating
7.50600000
N
N
N
N
N
N
ENGINEERED MACHINERY HOL
5493008AR0NPSLW8EW07
Engineered Machinery Holdings Inc
26658NAQ2
365000.00000000
PA
USD
355875.00000000
0.389946807623
Long
LON
CORP
US
N
2
2029-05-21
Floating
7.00600000
N
N
N
N
N
N
TRANSOCEAN PROTEUS LTD
5493000CTMQ2LH21VM89
Transocean Proteus Ltd
893829AA9
72500.00000000
PA
USD
70143.75000000
0.076859378678
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
6.25000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP
IWUQB36BXD6OWD6X4T14
AAdvantage Loyalty IP Ltd
02376CBJ3
320000.00000000
PA
USD
318640.00000000
0.349146893659
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.81271000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493002Y0IYARJVQ5N24
T. ROWE PRICE GOVERNMENT RESERVE FUND
76105Y109
1000.00000000
NS
USD
1000.00000000
0.001095740941
Long
STIV
RF
US
N
1
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AB3
325000.00000000
PA
USD
303875.00000000
0.332968278655
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
9.75000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
501797AR5
70000.00000000
PA
USD
72275.00000000
0.079194676560
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCL5
200000.00000000
PA
USD
172000.00000000
0.188467441970
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.50000000
N
N
N
N
N
N
NEW ALBERTSONS LP
N/A
New Albertsons LP
013104AF1
15000.00000000
PA
USD
15600.00000000
0.017093558690
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
7.45000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599ED3
265000.00000000
PA
USD
296137.50000000
0.324489983118
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
2020000.00000000
PA
USD
1939200.00000000
2.124860834120
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAA4
255000.00000000
PA
USD
232687.50000000
0.254965220368
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
NEW ENTERPRISE STONE & L
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co Inc
644274AH5
200000.00000000
PA
USD
176000.00000000
0.192850405737
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
933.00000000
NS
USD
176943.45000000
0.193884182528
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
300.00000000
NS
USD
38817.00000000
0.042533376133
Long
EC
CORP
US
N
1
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
225000.00000000
PA
USD
157500.00000000
0.172579198315
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
LEGACY LIFEPOINT HEALTH
N/A
Legacy LifePoint Health LLC
53219LAS8
10000.00000000
PA
USD
9325.00000000
0.010217784281
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C27
490000.00000000
PA
USD
487972.87000000
0.534691852091
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
230000.00000000
PA
USD
236037.50000000
0.258635952523
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
305000.00000000
PA
USD
299662.50000000
0.328352469938
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAC6
215000.00000000
PA
USD
221450.00000000
0.242651831536
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
NGL ENRGY OP/FIN CORP
N/A
NGL Energy Operating LLC / NGL Energy Finance Corp
62922LAA6
1040000.00000000
PA
USD
975000.00000000
1.068347418145
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.50000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
120000.00000000
PA
USD
114900.00000000
0.125900634199
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAB5
185000.00000000
PA
USD
140719.88000000
0.154192533825
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
N
Y
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BJ0
345000.00000000
PA
USD
366562.50000000
0.401657538937
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBM1
275000.00000000
PA
USD
235125.00000000
0.257636088914
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
EPICOR SOFTWARE CORP
JGNXVGGGXR4O1L5I7S73
Epicor Software Corp
29426NAQ7
100000.00000000
PA
USD
99000.00000000
0.108478353227
Long
LON
CORP
US
N
2
2028-07-31
Floating
8.80957000
N
N
N
N
N
N
BCP RAPTOR II LLC
254900ZZQV4TQNP45753
BCP Raptor II LLC
05550DAB0
435280.15790000
PA
USD
428859.78000000
0.469919219189
Long
LON
CORP
US
N
2
2025-11-03
Floating
5.80957000
N
N
N
N
N
N
TRANSOCEAN PONTUS LTD
N/A
Transocean Pontus Ltd
89382PAA3
101475.00000000
PA
USD
99699.19000000
0.109244484336
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
6.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
300000.00000000
PA
USD
345750.00000000
0.378852430588
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
NEW ALBERTSONS LP
N/A
New Albertsons LP
013104AL8
5000.00000000
PA
USD
5356.25000000
0.005869062418
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
8.00000000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAJ4
675000.00000000
PA
USD
730687.50000000
0.800644209329
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
180000.00000000
PA
USD
175950.00000000
0.192795618689
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
500000.00000000
PA
USD
580000.00000000
0.635529746178
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
MIDCAP FINANCIAL ISSR TR
N/A
Midcap Financial Issuer Trust
59567LAA2
530000.00000000
PA
USD
454475.00000000
0.497986864473
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAC7
46000.00000000
PA
USD
52670.00000000
0.057712675398
Long
DBT
CORP
US
N
2
2030-08-16
Fixed
8.12500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAB0
235000.00000000
PA
USD
230887.50000000
0.252992886673
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
420000.00000000
PA
USD
409500.00000000
0.448705915621
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
290000.00000000
PA
USD
281300.00000000
0.308231926896
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
720000.00000000
PA
USD
713484.00000000
0.781793630039
Long
DBT
CORP
N/A
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
EXTERRAN NRG SOLUTIONS/F
N/A
Exterran Energy Solutions LP / EES Finance Corp
30227KAE9
116000.00000000
PA
USD
116000.00000000
0.127105949235
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.12500000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550BK6
236000.00000000
PA
USD
208860.00000000
0.228856453080
Long
DBT
CORP
US
N
2
2033-04-30
Fixed
5.62500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
290000.00000000
PA
USD
285650.00000000
0.312998399993
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
Altice France Holding SA
02156TAA2
815000.00000000
PA
USD
679506.25000000
0.744562818257
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAH4
470000.00000000
PA
USD
407725.00000000
0.446760975449
Long
DBT
CORP
FR
N
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
APPLIED SYSTEMS INC
549300NSKGF0SY5SWQ62
Applied Systems Inc
03827FBA8
208541.99000000
PA
USD
204148.01000000
0.223693332721
Long
LON
CORP
US
N
2
2025-09-19
Floating
6.50600000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HO
N/A
Clear Channel Outdoor Holdings Inc
18453HAC0
480000.00000000
PA
USD
403200.00000000
0.441802747688
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
Ascend Learning LLC
04349HAM6
710000.00000000
PA
USD
673314.30000000
0.737778045133
Long
LON
CORP
US
N
2
2029-12-10
Floating
6.80957000
N
N
N
N
N
N
MAGNOLIA OIL GAS/MAG FIN
N/A
Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp
559665AA2
670000.00000000
PA
USD
653250.00000000
0.715792770157
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.00000000
N
N
N
N
N
N
REALPAGE INC
5493001RSFZX4122A604
RealPage Inc
75605VAG7
510000.00000000
PA
USD
496995.00000000
0.544577769314
Long
LON
CORP
US
N
2
2029-04-22
Floating
7.55957000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
315000.00000000
PA
USD
315787.50000000
0.346021292623
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AK2
605000.00000000
PA
USD
594412.50000000
0.651322112500
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
165000.00000000
PA
USD
167475.00000000
0.183509214209
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AE6
180000.00000000
PA
USD
171450.00000000
0.187864784452
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
320000.00000000
PA
USD
313600.00000000
0.343624359313
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
170000.00000000
PA
USD
192100.00000000
0.210491834898
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL / Aggreko Holdings Inc
013304AA8
290000.00000000
PA
USD
263900.00000000
0.289166034511
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
6.12500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
76000.00000000
PA
USD
72960.00000000
0.079945259105
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS AMERICAN AIRLINES GROUP
000000000
1.00000000
NC
USD
-1028.84000000
-0.00112734211
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
AMERICAN AIRLINES GROUP
American Airlines Group Inc
Y
Default Event
2023-06-20
0.00000000
USD
-2194.99000000
USD
58000.00000000
USD
1166.15000000
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAM0
82000.00000000
PA
USD
79335.00000000
0.086930607608
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
5.12500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
257000.00000000
PA
USD
262140.00000000
0.287237530453
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
505000.00000000
PA
USD
446031.15000000
0.488734592322
Long
DBT
CORP
KY
N
2
2028-08-08
Variable
5.40000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBE9
180000.00000000
PA
USD
124650.00000000
0.136584108381
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.87500000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAF0
345000.00000000
PA
USD
311362.50000000
0.341172638956
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
405000.00000000
PA
USD
365512.50000000
0.400507010948
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
1075000.00000000
PA
USD
1096500.00000000
1.201479942560
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
205000.00000000
PA
USD
197312.50000000
0.216203384556
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.87500000
N
N
N
N
N
N
LOIRE FINCO LUXEMBOURG
N/A
Loire Finco Luxembourg Sarl
000000000
200310.29200000
PA
USD
188626.19000000
0.206685439057
Long
LON
CORP
LU
N
2
2027-04-20
Floating
4.30957000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAG6
220000.00000000
PA
USD
210100.00000000
0.230215171848
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
6.00000000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
285000.00000000
PA
USD
247950.00000000
0.271688966491
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.38.V1
000000000
1.00000000
NC
USD
23762.33000000
0.026037357850
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.38.V1
Y
Default Event
2027-06-20
0.00000000
USD
-9111.48000000
USD
908000.00000000
USD
32873.81000000
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
110000.00000000
PA
USD
102850.00000000
0.112696955852
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
435000.00000000
PA
USD
377906.25000000
0.414087350244
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
115000.00000000
PA
USD
101200.00000000
0.110888983298
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887406
4500.00000000
NS
USD
233220.00000000
0.255548702420
Long
EP
CORP
US
N
2
N
N
N
WATCO COS LLC/FINANCE CO
N/A
Watco Cos LLC / Watco Finance Corp
941130AB2
370000.00000000
PA
USD
352425.00000000
0.386166501374
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.50000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65343HAA9
200000.00000000
PA
USD
199500.00000000
0.218600317866
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
SC GAMES HOLDIN/US FINCO
549300W5GPFXXB6TQ330
Scientific Games Holdings LP/Scientific Games US FinCo Inc
80874DAA4
355000.00000000
PA
USD
328375.00000000
0.359813931726
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.62500000
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
Crocs Inc
227046AA7
380000.00000000
PA
USD
312550.00000000
0.342473831324
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
130000.00000000
PA
USD
131950.00000000
0.144583017255
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
400000.00000000
PA
USD
373500.00000000
0.409259241720
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
SPOTIFY USA INC
N/A
Spotify USA Inc
84921RAB6
230000.00000000
PA
USD
186743.67000000
0.204622684819
Long
DBT
CORP
US
N
2
2026-03-15
None
0.00000000
N
N
N
N
Y
Spotify Technology SA
Spotify Technology SA
USD
XXXX
N
N
N
ROLLER BEARING CO OF AME
N/A
Roller Bearing Co of America Inc
775631AD6
120000.00000000
PA
USD
106350.00000000
0.116532049148
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AB2
350000.00000000
PA
USD
340375.00000000
0.372962823026
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.37500000
N
N
N
N
N
N
CITGO HOLDING INC
549300NYHOALWZ2BSL72
Citgo Holding Inc
17302WAB4
705000.00000000
PA
USD
697950.00000000
0.764772390250
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
EG FINCO LTD
2138003OUK4UQHRJLT65
EG Finco Ltd
000000000
165000.00000000
PA
166507.60000000
0.182449194422
Long
LON
CORP
GB
N
2
2027-04-12
Floating
7.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAL8
230000.00000000
PA
USD
207000.00000000
0.226818374929
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
395000.00000000
PA
USD
372722.00000000
0.408406755267
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
2022-07-22
T. ROWE PRICE CREDIT OPPORTUNITIES FUND, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President