0001752724-20-038003.txt : 20200227
0001752724-20-038003.hdr.sgml : 20200227
20200226212145
ACCESSION NUMBER: 0001752724-20-038003
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200227
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK DEBT STRATEGIES FUND, INC.
CENTRAL INDEX KEY: 0001051003
IRS NUMBER: 223564108
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08603
FILM NUMBER: 20658193
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
BUSINESS PHONE: 800-441-7762
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 19809
FORMER COMPANY:
FORMER CONFORMED NAME: BLACKROCK DEBT STRATEGIES FUND
DATE OF NAME CHANGE: 20070611
FORMER COMPANY:
FORMER CONFORMED NAME: DEBT STRATEGIES FUND
DATE OF NAME CHANGE: 20030428
FORMER COMPANY:
FORMER CONFORMED NAME: DEBT STRATEGIES FUND II INC
DATE OF NAME CHANGE: 19971208
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001051003
XXXXXXXX
BlackRock Debt Strategies Fund, Inc.
811-08603
0001051003
Y02PFSGMGNYKWM70AJ95
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock Debt Strategies Fund, Inc.
Y02PFSGMGNYKWM70AJ95
2019-12-31
2019-12-31
N
901298300.7
296067640.83
605230659.87
0
0
0
0
0
0
262000000
0
0
0
19493123
0
0
0
EUR
USD
N
NM Holdings Co LLC
N/A
NM Holdings Co LLC
92326YAD1
5125000.00000000
PA
USD
0.51000000
0.000000084265
Long
DBT
CORP
US
N
3
2005-07-01
Fixed
9.50000000
Y
N
N
N
N
N
Sensata Technologies BV
PUCKW5P5O3XMOZVH7T53
Sensata Technologies BV
81725WAJ2
47000.00000000
PA
USD
51053.75000000
0.008435420309
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pregis TopCo Corporation
549300LJXHJYHS1GM034
Pregis TopCo Corporation 1st Lien Term Loan
74045BAC1
959000.00000000
PA
USD
958702.71000000
0.158402865810
Long
LON
CORP
US
N
2
2026-07-31
Floating
5.80000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
118000.00000000
PA
USD
130500.63000000
0.021562131374
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
Carrizo Oil & Gas Inc
6X88M1NLGKDIRGWMPT94
Carrizo Oil & Gas Inc
144577AH6
129000.00000000
PA
USD
130915.65000000
0.021630703578
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
6.25000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAH6
28000.00000000
PA
USD
29890.00000000
0.004938612992
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.75000000
N
N
N
N
N
N
Altice Luxembourg SA
2221006ZDZREFLFIFQ42
Altice Luxembourg SA
02156DAA7
1361000.00000000
PA
USD
1551608.05000000
0.256366399272
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
N/A
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
4046106.30000000
PA
USD
4056868.94000000
0.670301293208
Long
LON
CORP
US
N
2
2024-03-01
Floating
4.30000000
N
N
N
N
N
N
WIRB COPERNICUS GROUP, INC 2019 TERM LOAN
N/A
WIRB COPERNICUS GROUP, INC 2019 TERM LOAN
23343FAB0
1120000.00000000
PA
USD
1120000.00000000
0.185053414220
Long
LON
CORP
US
N
2
2026-12-03
None
0.00000000
N
N
N
N
N
N
Immucor, Inc.
549300CSHW546WORC082
Immucor, Inc. Extended Term Loan B
45252HAH5
5297818.58000000
PA
USD
5272971.81000000
0.871233425473
Long
LON
CORP
US
N
2
2021-06-15
Floating
6.94000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
100000.00000000
PA
134711.80000000
0.022257927255
Long
DBT
CORP
GB
N
2
2024-09-15
Fixed
5.13000000
N
N
N
N
N
N
Banff Merger Sub Inc
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
05988LAA6
1525000.00000000
PA
USD
1544062.50000000
0.255119676245
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
9.75000000
N
N
N
N
N
N
Kingpin Intermediate Holdings LLC
N/A
Kingpin Intermediate Holdings LLC 2018 Term Loan B
49579GAF9
1505542.51000000
PA
USD
1511188.29000000
0.249687993388
Long
LON
CORP
US
N
3
2024-07-03
Floating
5.30000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAB7
12000.00000000
PA
USD
12505.08000000
0.002066167633
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCE8
1183000.00000000
PA
USD
1308693.75000000
0.216230577327
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.13000000
N
N
N
N
N
N
Belron Finance US LLC
N/A
BELRON FINANCE US LLC 2018 TERM LOAN B
000000000
2033632.50000000
PA
USD
2041258.62000000
0.337269532980
Long
LON
CORP
US
N
2
2025-11-13
Floating
4.15000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2018 Term Loan G
89364MBM5
765131.13000000
PA
USD
766936.84000000
0.126718107797
Long
LON
CORP
US
N
2
2024-08-22
Floating
4.30000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SCDS: (COFP)
000000000
3629.00000000
OU
Notional Amount
-584.27000000
-0.00009653674
N/A
DCR
FR
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2023-06-21
0
EUR
-291.17
EUR
3629
EUR
-235.69
N
N
N
Wink Holdco, Inc
N/A
Wink Holdco, Inc 1st Lien Term Loan B
97417AAB6
676200.00000000
PA
USD
676626.01000000
0.111796386875
Long
LON
CORP
US
N
2
2024-12-02
Floating
4.80000000
N
N
N
N
N
N
Tamko Building Products, Inc
549300Z7I3THDPEWUY31
Tamko Building Products, Inc Term Loan B
87510EAB5
836293.03000000
PA
USD
842565.23000000
0.139213904031
Long
LON
CORP
US
N
3
2026-06-01
Floating
5.16000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAA3
962000.00000000
PA
USD
990860.00000000
0.163716094656
Long
DBT
US
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
SIRVA Worldwide, Inc.
N/A
SIRVA Worldwide, Inc. 2018 1st Lien Term Loan
82968EAB3
1437887.86000000
PA
USD
1416319.54000000
0.234013184379
Long
LON
CORP
US
N
3
2025-08-04
Floating
7.44000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAU3
181000.00000000
PA
USD
179642.50000000
0.029681658896
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.88000000
N
N
N
N
N
N
Ameriforge Group Inc.
N/A
Ameriforge Group Inc Warrant
000000000
5283.00000000
NS
USD
0.05000000
0.000000008261
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
AMERIFORGE GROUP INC TERM LOAN
AMERIFORGE GROUP INC TERM LOAN
1.00000000
1
USD
2020-12-20
XXXX
0.05
N
N
N
Sundyne US Purchaser, Inc.
N/A
Sundyne US Purchaser, Inc. Term Loan
86732LAB3
2443224.84000000
PA
USD
2455440.96000000
0.405703333094
Long
LON
CORP
US
N
2
2026-05-15
Floating
5.80000000
N
N
N
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
Avantor Inc
05352AAA8
1111000.00000000
PA
USD
1184581.53000000
0.195723979061
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
122365.07000000
0.020217923200
Long
DBT
CORP
FR
N
2
2024-07-04
Variable
4.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
36000.00000000
PA
USD
39908.16000000
0.006593876127
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
Altice Luxembourg SA
2221006ZDZREFLFIFQ42
Altice Luxembourg SA
000000000
100000.00000000
PA
125630.40000000
0.020757441473
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
8.00000000
N
N
N
N
N
N
NIDDA HEALTHCARE HOLDING
549300Q89C4WAO6L0L19
Nidda Healthcare Holding GmbH
000000000
100000.00000000
PA
115675.31000000
0.019112599157
Long
DBT
CORP
DE
N
2
2024-09-30
Fixed
3.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAA9
534000.00000000
PA
USD
601417.50000000
0.099369965845
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
8.13000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBM3
368000.00000000
PA
USD
408480.00000000
0.067491623786
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
99000.00000000
PA
USD
104321.25000000
0.017236610257
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.63000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
5000.00000000
PA
USD
5650.15000000
0.000933553168
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBP6
255000.00000000
PA
USD
262012.50000000
0.043291346154
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Liberty Latin America Ltd.
N/A
Liberty Latin America Ltd. Term Loan B
50183CAB3
1488000.00000000
PA
USD
1504740.00000000
0.248622566530
Long
LON
CORP
BM
N
2
2026-10-22
Floating
6.74000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 1st Lien Term Loan
75025KAB4
2281884.38000000
PA
USD
2288730.03000000
0.378158309179
Long
LON
CORP
US
N
2
2024-02-01
Floating
4.80000000
N
N
N
N
N
N
Hostess Brands, LLC
549300SW7FLS4O41LD19
Hostess Brands, LLC 2019 Term Loan
44108HAJ0
197505.00000000
PA
USD
198146.89000000
0.032739070099
Long
LON
CORP
US
N
2
2025-08-03
None
0.00000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
03969AAN0
200000.00000000
PA
USD
205000.00000000
0.033871383852
Long
DBT
CORP
XX
N
2
2026-08-15
Fixed
4.13000000
N
N
N
N
N
N
DentalCorp Perfect Smile ULC
5493003HQR34Y0NUVR29
DentalCorp Perfect Smile ULC 1st Lien Term Loan
000000000
919454.22000000
PA
USD
913321.46000000
0.150904691476
Long
LON
CORP
CA
N
2
2025-06-06
Floating
5.55000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance SA
13323AAB6
487000.00000000
PA
USD
500392.50000000
0.082677982656
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
N/A
Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL
11284DAA3
128000.00000000
PA
USD
135040.00000000
0.022312154514
Long
DBT
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
657000.00000000
PA
USD
690756.66000000
0.114131141364
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc. 2018 Term Loan B
78571YBB5
1196080.69000000
PA
USD
1202061.09000000
0.198612061434
Long
LON
CORP
US
N
2
2024-02-22
Floating
3.80000000
N
N
N
N
N
N
Digicel International Finance Limited
N/A
Digicel International Finance Limited 2017 Term Loan B
000000000
341376.90000000
PA
USD
303654.75000000
0.050171739492
Long
LON
CORP
BM
N
2
2024-05-28
Floating
5.34000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP 2016 Term Loan B
55303KAC7
2989516.78000000
PA
USD
2999471.87000000
0.495591527145
Long
LON
CORP
US
N
2
2025-03-21
Floating
3.80000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BJ5
245000.00000000
PA
USD
247751.35000000
0.040935029638
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
SolarWinds Holdings, Inc.
549300GUYI8M0E3S0X29
SolarWinds Holdings, Inc. 2018 Term Loan B
83417UAH9
5128437.81000000
PA
USD
5158182.75000000
0.852267258090
Long
LON
CORP
US
N
2
2024-02-05
Floating
4.55000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
197000.00000000
PA
USD
212267.50000000
0.035072165717
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Boyd Gaming Corporation
254900787YGRYS2A1Z35
Boyd Gaming Corporation Term Loan B3
10330JAU2
1414668.11000000
PA
USD
1423113.68000000
0.235135754739
Long
LON
CORP
US
N
2
2023-09-15
Floating
3.85000000
N
N
N
N
N
N
EG Group Limited
2138003OUK4UQHRJLT65
EG Group Limited 2018 USD Term Loan B
000000000
727050.00000000
PA
USD
722963.98000000
0.119452636479
Long
LON
CORP
GB
N
2
2025-02-07
Floating
5.96000000
N
N
N
N
N
N
Flexential Intermediate Corporation
549300M6D163XS0DO113
Flexential Intermediate Corporation 2nd Lien Term Loan
70469CAE0
1121000.00000000
PA
USD
688484.57000000
0.113755732425
Long
LON
CORP
US
N
2
2025-08-01
Floating
9.16000000
N
N
N
N
N
N
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc. 2018 Term Loan B5
80875AAP6
2261449.16000000
PA
USD
2265225.78000000
0.374274789794
Long
LON
CORP
US
N
2
2024-08-14
Floating
4.59000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CF1
31000.00000000
PA
USD
31813.75000000
0.005256467014
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
549300IQ3DN0F3VERF65
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
26000.00000000
PA
USD
25480.00000000
0.004209965173
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Ziggo Bond Co BV
5493000YDO2OTY2PZU63
Ziggo Bond Co BV
98954UAB9
309000.00000000
PA
USD
325995.00000000
0.053862935507
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
BidFair MergerRight Inc
549300P5BAAMQQ7VL735
BidFair MergerRight Inc Term Loan B
08883CAB4
3104521.47000000
PA
USD
3069595.60000000
0.507177808979
Long
LON
CORP
US
N
2
2027-01-15
Floating
7.24000000
N
N
N
N
N
N
NVA Holdings, Inc.
549300PQXWQYUO44P605
NVA Holdings, Inc. Term Loan B3
62943XAJ6
2239382.06000000
PA
USD
2237053.10000000
0.369619923167
Long
LON
CORP
US
N
2
2025-02-02
Floating
6.50000000
N
N
N
N
N
N
Eyemart Express LLC
N/A
Eyemart Express LLC 2017 Term Loan B
30233FAF9
916300.00000000
PA
USD
917427.05000000
0.151583042768
Long
LON
CORP
US
N
2
2024-08-04
Floating
4.80000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAB4
180000.00000000
PA
USD
192600.00000000
0.031822578195
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
5.88000000
N
N
N
N
N
N
Virgin Media SFA Finance Limited
549300ZM1VNUHR0FX008
Virgin Media SFA Finance Limited GBP Term Loan L
000000000
1400000.00000000
PA
1854439.73000000
0.306402145984
Long
LON
CORP
GB
N
2
2027-01-15
Floating
3.96000000
N
N
N
N
N
N
SYNLAB UNSECURED BONDCO
549300US0Y3NXR23K397
Synlab Unsecured Bondco PLC
000000000
100000.00000000
PA
117498.07000000
0.019413766980
Long
DBT
CORP
GB
N
2
2023-07-01
Fixed
8.25000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc
00213MAK0
216000.00000000
PA
USD
217890.00000000
0.036001150379
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
7.88000000
N
N
N
N
N
N
Messer Industries GmbH
N/A
Messer Industries GmbH 2018 USD Term Loan
000000000
3328049.01000000
PA
USD
3343757.40000000
0.552476538567
Long
LON
CORP
US
N
2
2026-03-01
Floating
4.44000000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS
549300JTYP71LZZSE903
TransDigm UK Holdings PLC
89365DAB9
493000.00000000
PA
USD
525045.00000000
0.086751223097
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
6.88000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc. 2019 Term Loan B
85570DAD4
695257.50000000
PA
USD
699171.80000000
0.115521543497
Long
LON
CORP
US
N
2
2026-07-27
Floating
4.30000000
N
N
N
N
N
N
Bleriot US Bidco Inc.
N/A
Bleriot US Bidco Inc. Term Loan B
09353TAD2
1306597.08000000
PA
USD
1318029.80000000
0.217773137977
Long
LON
CORP
US
N
2
2026-10-31
Floating
6.69000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
68000.00000000
PA
USD
71353.76000000
0.011789515094
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC Term Loan B
01881UAF2
1205075.00000000
PA
USD
1205978.81000000
0.199259371668
Long
LON
CORP
US
N
2
2025-05-09
Floating
4.99000000
N
N
N
N
N
N
Cortes NP Acquisition Corporation
549300ZT8RQ5VK10E643
Cortes NP Acquisition Corporation 2017 Term Loan B
22051UAM7
5788672.43000000
PA
USD
5769048.83000000
0.953198377497
Long
LON
CORP
US
N
2
2023-11-30
Floating
5.93000000
N
N
N
N
N
N
Charter Communications Operating, LLC
549300TPZNMN50BJ3745
Charter Communications Operating, LLC 2019 Term Loan B1
16117LBW8
3626247.92000000
PA
USD
3649492.17000000
0.602991951991
Long
LON
CORP
US
N
2
2025-04-30
Floating
3.55000000
N
N
N
N
N
N
NOBLE HOLDING INTL LTD
549300GNEZBJHMST9U32
Noble Holding International Ltd
65504LAP2
20000.00000000
PA
USD
10390.00000000
0.001716700869
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
7.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
421000.00000000
PA
USD
432110.19000000
0.071395951767
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
STONEGATE PUB CO FIN PLC
2138008EBMUFWAZNMM68
Stonegate Pub Co Financing PLC
000000000
100000.00000000
PA
132797.49000000
0.021941632968
Long
DBT
CORP
GB
N
2
2022-03-15
Floating
5.17000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
54930066VBP7DZEGGJ87
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAF2
520000.00000000
PA
USD
542100.00000000
0.089569157008
Long
DBT
US
N
2
2028-01-15
Fixed
4.50000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
00191AAD8
541000.00000000
PA
USD
559366.95000000
0.092422110624
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
6.50000000
N
N
Y
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AG0
1176000.00000000
PA
USD
1243620.00000000
0.205478684815
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.88000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 1st Lien Term Loan
81753HAB7
1113490.31000000
PA
USD
714727.16000000
0.118091697494
Long
LON
CORP
US
N
2
2023-11-08
Floating
5.29000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
67054KAA7
1139000.00000000
PA
USD
1222875.96000000
0.202051224612
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
7.38000000
N
N
N
N
N
N
Gray Television, Inc.
N/A
Gray Television, Inc. 2018 Term Loan C
389376AY0
1461385.72000000
PA
USD
1469613.32000000
0.242818716473
Long
LON
CORP
US
N
2
2026-01-02
Floating
4.20000000
N
N
N
N
N
N
Nabors Industries Inc
549300VFQWRKICUFNU92
Nabors Industries Inc
629568AX4
447000.00000000
PA
USD
444206.25000000
0.073394538554
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
4.63000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 1st Lien Term Loan
44988LAC1
4286494.29000000
PA
USD
4309126.98000000
0.711980946392
Long
LON
CORP
US
N
2
2025-02-05
Floating
5.22000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SCDS: (CTL)
000000000
185000.00000000
OU
Notional Amount
USD
-12298.91000000
-0.00203210293
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CenturyLink Inc
CenturyLink Inc
Y
sell protection
2025-06-21
0
USD
-27402.79
USD
185000
USD
15103.88
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AJ1
105000.00000000
PA
USD
109824.75000000
0.018145932994
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
186000.00000000
PA
USD
240160.03000000
0.039680744206
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
15723RAC8
226000.00000000
PA
USD
246340.00000000
0.040701837552
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.38000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SCDS: (VMED)
000000000
10000.00000000
OU
Notional Amount
2242.92000000
0.000370589289
N/A
DCR
GB
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Virgin Media Finance PLC
Virgin Media Finance PLC
Y
sell protection
2026-12-20
2219.16
EUR
0
EUR
10000
EUR
-196.78
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SCDS: (UPCB)
000000000
20000.00000000
OU
Notional Amount
-3823.91000000
-0.00063181035
N/A
DCR
NL
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
UPC Holding BV
UPC Holding BV
Y
buy protection
2024-06-21
0
EUR
-3776.51
EUR
20000
EUR
433.68
N
N
N
CPG Merger Sub LLC
N/A
CPG Merger Sub LLC
12626CAA0
446000.00000000
PA
USD
447115.00000000
0.073875140445
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
8.00000000
N
N
N
N
N
N
Atlantic Aviation FBO Inc.
549300IFVVFYQ4SH7939
Atlantic Aviation FBO Inc. 2018 Term Loan B
04822DAJ8
1361250.00000000
PA
USD
1375720.09000000
0.227305088987
Long
LON
CORP
US
N
2
2025-12-06
Floating
5.55000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
100000.00000000
PA
118414.95000000
0.019565259635
Long
DBT
CORP
IT
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Project Investor Holdings, LLC
N/A
PROJECT INVESTOR HOLDINGS LLC BRTQNENB7
000000000
7288.00000000
NS
USD
0.07000000
0.000000011565
Long
STIV
RF
US
N
3
N
N
N
Microchip Technology Incorporated
5493007PTFULNYZJ1R12
Microchip Technology Incorporated 2018 Term Loan B
59501NAJ8
427185.70000000
PA
USD
429321.63000000
0.070935208419
Long
LON
CORP
US
N
2
2025-05-29
Floating
3.80000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SCDS: (TITIM)
000000000
10000.00000000
OU
Notional Amount
-61.85000000
-0.00001021924
N/A
DCR
IT
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
sell protection
2024-06-21
0
EUR
-734.35
EUR
10000
EUR
765.97
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
256000.00000000
PA
USD
259520.00000000
0.042879519695
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AD0
600000.00000000
PA
USD
624060.00000000
0.103111101498
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
SMG US Midco 2, Inc.
N/A
SMG US Midco 2, Inc. 2017 1st Lien Term Loan
78453JAC0
1294967.02000000
PA
USD
1299020.27000000
0.214632264379
Long
LON
CORP
US
N
2
2025-01-23
Floating
4.80000000
N
N
N
N
N
N
Realogy Group LLC
LF6PBYTYG3BDVEF4FI12
Realogy Group LLC 2018 Term Loan B
75605NAQ3
851656.06000000
PA
USD
843139.50000000
0.139308788517
Long
LON
CORP
US
N
2
2025-02-08
Floating
4.05000000
N
N
N
N
N
N
CROWNROCK LP/CROWNROCK F
WFBCP6PB6JZR80B7U482
CrownRock LP / CrownRock Finance Inc
228701AF5
625000.00000000
PA
USD
637500.00000000
0.105331742469
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.63000000
N
N
N
N
N
N
TruGreen Limited Partnership
549300QNRP2MNHR3QM19
TruGreen Limited Partnership 2019 Term Loan
89787RAG7
2642852.04000000
PA
USD
2665977.00000000
0.440489416146
Long
LON
CORP
US
N
2
2026-03-19
Floating
5.55000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AM8
181000.00000000
PA
USD
189145.00000000
0.031251721457
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.60000000
N
N
N
N
N
N
Millennium Lender Claim
N/A
MILLENNIUM LENDER CLAIM T 12/49 ZCP
000000000
1155735.34000000
PA
USD
0.12000000
0.000000019827
Long
LON
CORP
US
N
3
2049-12-31
None
0.00000000
N
N
N
N
N
N
Aristocrat Technologies, Inc.
549300FMN7FEICZ8D332
Aristocrat Technologies, Inc. 2018 1st Lien Term Loan
04044PAF1
1085172.68000000
PA
USD
1089242.08000000
0.179971398050
Long
LON
CORP
AU
N
2
2024-10-19
Floating
3.72000000
N
N
N
N
N
N
LABL ESCROW ISSUER LLC
N/A
LABL Escrow Issuer LLC
50168AAB6
243000.00000000
PA
USD
258187.50000000
0.042659355700
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.75000000
N
N
N
N
N
N
PetSmart Inc
N/A
PetSmart Inc
04021LAA8
41000.00000000
PA
USD
40180.00000000
0.006638791235
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
7.13000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
01883LAA1
705000.00000000
PA
USD
755019.75000000
0.124749091554
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
DTI Holdco, Inc.
N/A
DTI Holdco, Inc. 2018 Term Loan B
23358EAD1
1092097.16000000
PA
USD
1018380.60000000
0.168263220541
Long
LON
CORP
US
N
2
2023-09-30
Floating
6.68000000
N
N
N
N
N
N
WEX Inc.
T9M5IGROL1TL1G5OV478
WEX Inc. Term Loan B3
96208UAP6
2239406.37000000
PA
USD
2251543.95000000
0.372014192156
Long
LON
CORP
US
N
2
2026-05-15
Floating
4.05000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
961000.00000000
PA
USD
980892.70000000
0.162069234927
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.13000000
N
N
N
N
N
N
Calpine Construction Finance Company, L.P.
V0Q3DOB0FIB2XI1KWU77
Calpine Construction Finance Company, L.P. 2017 Term Loan B
13134NAG6
494650.64000000
PA
USD
496629.24000000
0.082056193271
Long
LON
CORP
US
N
2
2025-01-15
Floating
4.30000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCY4
1052000.00000000
PA
USD
1101864.80000000
0.182057002901
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.88000000
N
N
N
N
N
N
SunPower Corp
549300TXO070764WUH65
SunPower Corp
867652406
1707.00000000
NS
USD
13314.60000000
0.002199921597
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAE1
450000.00000000
PA
USD
462420.00000000
0.076403928396
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Cypress Intermediate Holdings III, Inc.
549300B6MA7UGSCNXP23
Cypress Intermediate Holdings III, Inc. 2017 2nd Lien Term Loan
23279EAB1
740000.00000000
PA
USD
741110.00000000
0.122450835547
Long
LON
CORP
US
N
2
2025-04-27
Floating
8.55000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
120111BN8
238000.00000000
PA
USD
250197.50000000
0.041339197861
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
6.00000000
N
N
N
N
N
N
AmWINS Group, Inc.
549300SJE7MUB8NMRG61
AmWINS Group, Inc. 2017 Term Loan B
03234TAR9
3698700.25000000
PA
USD
3724591.15000000
0.615400275789
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.55000000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
137828.88000000
0.022772950734
Long
DBT
CORP
IT
N
2
2047-10-27
Variable
5.50000000
N
N
N
N
N
N
Four Seasons Hotels Limited
5493009FUVX8LHYY2202
Four Seasons Hotels Limited New 1st Lien Term Loan
000000000
2894344.65000000
PA
USD
2912810.57000000
0.481272804425
Long
LON
CORP
CA
N
2
2023-11-30
Floating
3.80000000
N
N
N
N
N
N
RP Crown Parent LLC
549300B1M4J69ECRY452
RP Crown Parent LLC
47215YAA5
602000.00000000
PA
USD
625327.50000000
0.103320525786
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
7.38000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
136000.00000000
PA
USD
131933.60000000
0.021798895652
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
10524PAB6
248000.00000000
PA
USD
254200.00000000
0.042000515977
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.50000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18453HAA4
1341000.00000000
PA
USD
1396383.30000000
0.230719193951
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.13000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
364000.00000000
PA
USD
369687.50000000
0.061082083990
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications, Inc. Exit Term Loan
45175AAB7
2220446.93000000
PA
USD
2236167.69000000
0.369473630182
Long
LON
CORP
US
N
2
2026-05-01
Floating
5.69000000
N
N
N
N
N
N
Harland Clarke Holdings Corp.
549300J73P7FL8TVF308
Harland Clarke Holdings Corp. Term Loan B7
181593AN4
540930.43000000
PA
USD
429363.53000000
0.070942131400
Long
LON
CORP
US
N
2
2023-11-03
Floating
6.69000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
14000.00000000
PA
USD
16587.20000000
0.002740641064
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SCDS: (COFP)
000000000
9250.00000000
OU
Notional Amount
-1489.24000000
-0.00024606155
N/A
DCR
FR
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2023-06-21
0
EUR
-867.4
EUR
9250
EUR
-452.09
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2018 Term Loan F
89364MBP8
4502863.11000000
PA
USD
4515065.87000000
0.746007459531
Long
LON
CORP
US
N
2
2023-06-09
Floating
4.30000000
N
N
N
N
N
N
BANCO ESPIRITO SANTO SA SR UNSECURED REGS 01/18 4.75
N/A
BANCO ESPIRITO SANTO SA SR UNSECURED REGS 01/18 4.75
000000000
200000.00000000
PA
38137.80000000
0.006301366161
Long
DBT
CORP
LU
N
2
2020-01-15
Fixed
4.75000000
Y
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA 2017 USD Term Loan B
000000000
254933.93000000
PA
USD
253914.19000000
0.041953292659
Long
LON
CORP
LU
N
2
2025-07-15
Floating
4.49000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
80000.00000000
PA
USD
89100.00000000
0.014721660006
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.38000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300DMRA8DSL66G562
Parsley Energy LLC / Parsley Finance Corp
701885AB1
132000.00000000
PA
USD
137280.00000000
0.022682261343
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
6.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
126191.25000000
0.020850108622
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
5.88000000
N
N
N
N
N
N
Advanced Disposal Services Inc.
549300ML1GEF4BKIM713
Advanced Disposal Services Inc. Term Loan B3
00100UAG7
1847017.30000000
PA
USD
1852558.35000000
0.306091292598
Long
LON
CORP
US
N
2
2023-11-10
Floating
3.85000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAA9
21000.00000000
PA
USD
21105.00000000
0.003487100274
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.88000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SCDS: (COFP)
000000000
5443.00000000
OU
Notional Amount
-876.31000000
-0.00014478942
N/A
DCR
FR
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2023-06-21
0
EUR
-436.69
EUR
5443
EUR
-353.73
N
N
N
Rowan Companies Inc
5493006IFM30PWSM2474
Rowan Cos Inc
779382AP5
599000.00000000
PA
USD
437270.00000000
0.072248487889
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.88000000
N
N
N
N
N
N
Adelphia Communications Corp
2138003CXB8DBPZ4VU56
Adelphia Communications Corp
006848105
400000.00000000
NS
USD
4.00000000
0.000000660905
Long
EC
CORP
US
N
3
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAQ4
533000.00000000
PA
USD
548323.75000000
0.090597483960
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164VAE3
121000.00000000
PA
USD
121453.75000000
0.020067349203
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.75000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2019 Term Loan B
90351HAD0
2936640.00000000
PA
USD
2946742.04000000
0.486879174401
Long
LON
CORP
US
N
2
2026-09-13
Floating
3.80000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBC3
288000.00000000
PA
USD
296640.00000000
0.049012718566
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
AHP Health Partners, Inc.
N/A
AHP Health Partners, Inc. 2018 Term Loan
00130MAB0
846115.00000000
PA
USD
851665.51000000
0.140717509285
Long
LON
CORP
US
N
2
2025-06-30
Floating
6.30000000
N
N
N
N
N
N
AVSC Holding Corp.
549300CLJBQ9YSR4U689
AVSC Holding Corp. 2018 1st Lien Term Loan
00241YAM6
4007793.30000000
PA
USD
3987754.33000000
0.658881744499
Long
LON
CORP
US
N
3
2025-03-03
Floating
5.23000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
200000.00000000
PA
USD
216990.00000000
0.035852446742
Long
DBT
CORP
NL
N
2
2024-04-16
Variable
6.75000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
1698926.39000000
PA
USD
1715066.19000000
0.283373976851
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.80000000
N
N
N
N
N
N
F-BRASILE SPA/F-BRASILE
N/A
F-Brasile SpA / F-Brasile US LLC
30191BAB7
200000.00000000
PA
USD
211000.00000000
0.034862741429
Long
DBT
CORP
IT
N
2
2026-08-15
Fixed
7.38000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2018 USD Term Loan B
39479UAJ2
2525462.47000000
PA
USD
2531245.78000000
0.418228280197
Long
LON
CORP
US
N
2
2023-12-01
Floating
5.05000000
N
N
N
N
N
N
HD Supply Inc
549300G8FYZDYZMZED76
HD Supply Inc
40415RAS4
449000.00000000
PA
USD
475940.00000000
0.078637787468
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.38000000
N
N
N
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc. 2017 Term Loan B
07368RAD3
1267858.03000000
PA
USD
1272612.50000000
0.210269007236
Long
LON
CORP
US
N
2
2025-01-02
Floating
4.05000000
N
N
N
N
N
N
Severin Acquisition, LLC
N/A
Severin Acquisition, LLC 2018 Term Loan B
81812HAB6
1518797.15000000
PA
USD
1507877.00000000
0.249140881316
Long
LON
CORP
US
N
2
2025-08-01
Floating
4.89000000
N
N
N
N
N
N
ENTERTAINMENT ONE LTD
549300PPR3DPKV153240
Entertainment One Ltd
000000000
100000.00000000
PA
143038.23000000
0.023633672165
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
4.63000000
N
N
N
N
N
N
Eagle Holding Co II LLC
N/A
Eagle Holding Co II LLC
26959XAC7
262000.00000000
PA
USD
266029.56000000
0.043955069965
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
7.75000000
N
N
Y
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAA1
324000.00000000
PA
USD
322260.12000000
0.053245835243
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
10.00000000
N
N
N
N
N
N
Golden Nugget Inc
91D14OD6M4H1RVBN7R43
Golden Nugget Inc
38113YAE9
991000.00000000
PA
USD
1025685.00000000
0.169470099254
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
Ciena Corporation
W0CZ7N0GH8UIGXDM1H41
CIENA CORPORATION 2018 TERM LOAN B
17178HAL6
1261628.97000000
PA
USD
1265098.45000000
0.209027488837
Long
LON
CORP
US
N
2
2025-09-26
Floating
3.76000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAD5
1051000.00000000
PA
USD
1069392.50000000
0.176691726131
Long
DBT
CORP
LU
N
2
2023-02-15
Fixed
6.63000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC 2019 Term Loan B
01957TAC1
5808212.18000000
PA
USD
5837253.24000000
0.964467537261
Long
LON
CORP
US
N
2
2026-07-10
Floating
6.05000000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc. 2018 1st Lien Term Loan B
70757DAV1
642510.00000000
PA
USD
644514.63000000
0.106490743568
Long
LON
CORP
US
N
2
2025-10-15
Floating
4.05000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SCDS: (TITIM)
000000000
2500.00000000
OU
Notional Amount
-15.47000000
-0.00000255605
N/A
DCR
IT
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
sell protection
2024-06-21
0
EUR
-71.1
EUR
2500
EUR
63.55
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAF4
39000.00000000
PA
USD
36562.50000000
0.006041085229
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Research Now Group, Inc.
N/A
Research Now Group, Inc. 2017 1st Lien Term Loan
76100LAH5
1156400.00000000
PA
USD
1154665.40000000
0.190781048707
Long
LON
CORP
US
N
2
2024-12-20
Floating
7.41000000
N
N
N
N
N
N
Edgewater Generation, L.L.C.
5493004PLDT1L28SWG83
Edgewater Generation, L.L.C. Term Loan
28031FAD2
1764938.48000000
PA
USD
1685516.25000000
0.278491550702
Long
LON
CORP
US
N
2
2025-12-13
Floating
5.55000000
N
N
N
N
N
N
IG Investment Holdings, LLC
549300E2BEZMEPIYGU19
IG Investment Holdings, LLC 2018 1st Lien Term Loan
44958AAJ6
4253512.09000000
PA
USD
4266272.63000000
0.704900282301
Long
LON
CORP
US
N
2
2025-05-23
Floating
5.80000000
N
N
N
N
N
N
Welbilt, Inc.
N/A
Welbilt, Inc. 2018 Term Loan B
56356XAE9
1165649.99000000
PA
USD
1168564.11000000
0.193077480617
Long
LON
CORP
US
N
3
2025-10-23
Floating
4.30000000
N
N
N
N
N
N
Plaskolite, LLC
N/A
Plaskolite, LLC 1st Lien Term Loan
72753RAB4
2010.25000000
PA
USD
1914.76000000
0.000316368638
Long
LON
CORP
US
N
2
2025-12-15
Floating
6.04000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AB3
4000.00000000
PA
USD
4065.00000000
0.000671644757
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.50000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAF2
124000.00000000
PA
USD
131130.00000000
0.021666119827
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Simmons Foods Inc
5493002Z1TVWRIL6NM97
Simmons Foods Inc
82873LAB1
174000.00000000
PA
USD
187485.00000000
0.030977445861
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
7.75000000
N
N
N
N
N
N
Aimbridge Acquisition Co., Inc.
N/A
Aimbridge Acquisition Co., Inc. 2019 Term Loan B
00900YAD8
500789.43000000
PA
USD
504545.35000000
0.083364142541
Long
LON
CORP
US
N
3
2026-02-02
Floating
5.54000000
N
N
N
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
40.00000000
NS
USD
540.00000000
0.000089222181
Long
EC
CORP
US
N
1
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAJ4
89000.00000000
PA
USD
97664.15000000
0.016136682503
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
Infor US Inc
CIOT8TLNSHRE7MIBDR09
Infor US Inc
45672NAG6
861000.00000000
PA
USD
873915.00000000
0.144393709364
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.50000000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2018 1st Lien Term Loan
31732FAM8
3569645.48000000
PA
USD
3580568.60000000
0.591603968108
Long
LON
CORP
US
N
2
2025-03-29
Floating
4.80000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP
14987KAA1
473000.00000000
PA
USD
493102.50000000
0.081473483201
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.13000000
N
N
N
N
N
N
Sophia, L.P.
549300RP8NIJ7FY7OS79
Sophia, L.P. 2017 Term Loan B
83578BAJ2
6495865.13000000
PA
USD
6507492.73000000
1.075208703306
Long
LON
CORP
US
N
2
2022-09-30
Floating
5.19000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
283000.00000000
PA
USD
299272.50000000
0.049447676703
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.63000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAG8
261000.00000000
PA
USD
300150.00000000
0.049592662748
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
8.25000000
N
N
N
N
N
N
SSH Group Holdings, Inc.
N/A
SSH Group Holdings, Inc. 2018 1st Lien Term Loan
78482HAE5
1235491.51000000
PA
USD
1240124.60000000
0.204901152936
Long
LON
CORP
US
N
2
2025-07-30
Floating
6.05000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAN0
44000.00000000
PA
USD
43120.00000000
0.007124556447
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75000000
N
N
N
N
N
N
TIBCO Software Inc
04EEB871XLHVNY4RZJ65
TIBCO Software Inc
05765WAA1
675000.00000000
PA
USD
699502.50000000
0.115576183822
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
11.38000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
C6J3FGIWG6MBDGTE8F80
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAA8
7000.00000000
PA
USD
7105.00000000
0.001173932596
Long
DBT
CORP
CA
N
2
2022-07-01
Fixed
6.13000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B7
04649VAW0
1935179.62000000
PA
USD
1945203.85000000
0.321398762319
Long
LON
CORP
US
N
2
2024-11-03
Floating
4.80000000
N
N
N
N
N
N
Rackspace Hosting, Inc.
549300QTYCKLMFSE8I97
Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan
75008QAL0
1538603.60000000
PA
USD
1490953.05000000
0.246344600308
Long
LON
CORP
US
N
2
2023-11-03
Floating
4.90000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc. Term Loan B2
14880BAG6
2352743.07000000
PA
USD
2359354.28000000
0.389827290062
Long
LON
CORP
US
N
2
2026-05-18
Floating
4.05000000
N
N
N
N
N
N
Mulhacen Pte Ltd
549300LN5KFKPPLPJ238
Mulhacen Pte Ltd
000000000
100000.00000000
PA
92127.46000000
0.015221875907
Long
DBT
CORP
SG
N
2
2023-08-01
Fixed
6.50000000
N
N
Y
N
N
N
Bausch Health Companies Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Companies Inc. 2018 Term Loan B
000000000
8244899.37000000
PA
USD
8286123.87000000
1.369085279285
Long
LON
CORP
CA
N
2
2025-06-02
Floating
4.74000000
N
N
N
N
N
N
JBS USA Lux S.A.
P77IMDGVZE8EFBTF2M92
JBS USA Lux S.A. 2019 Term Loan B
46611VAU9
785777.71000000
PA
USD
790358.79000000
0.130588029061
Long
LON
CORP
LU
N
2
2026-05-01
Floating
3.80000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAE4
344000.00000000
PA
USD
378400.00000000
0.062521617804
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
8.50000000
N
N
N
N
N
N
Diamond Sports Group, LLC
N/A
Diamond Sports Group, LLC Term Loan
25277BAB4
1790512.50000000
PA
USD
1786788.23000000
0.295224341474
Long
LON
CORP
US
N
2
2026-08-24
Floating
5.03000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
5381381.46000000
PA
USD
5285269.99000000
0.873265407792
Long
LON
CORP
CA
N
2
2025-03-28
Floating
4.80000000
N
N
N
N
N
N
Diplomat Pharmacy, Inc.
549300JMF6BE0NGN4Q45
Diplomat Pharmacy, Inc. 2017 Term Loan B
25456QAG3
966190.99000000
PA
USD
943002.41000000
0.155808763918
Long
LON
CORP
US
N
2
2024-12-20
Floating
6.41000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AL3
38000.00000000
PA
USD
34853.60000000
0.005758730069
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
6.20000000
N
N
N
N
N
N
Emerald TopCo Inc
549300KISPZJ80F65D65
Emerald TopCo Inc Term Loan
29102TAB8
2707215.00000000
PA
USD
2719911.84000000
0.449400868188
Long
LON
CORP
US
N
2
2026-07-24
Floating
5.30000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2017 1st Lien Term Loan
60662WAM4
3659192.59000000
PA
USD
3623186.13000000
0.598645503315
Long
LON
CORP
US
N
2
2024-11-29
Floating
5.05000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
000000000
149000.00000000
PA
176743.46000000
0.029202661351
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.88000000
N
N
N
N
N
N
Jefferies Finance LLC
549300SKVB18YSSIDT75
Jefferies Finance LLC 2019 Term Loan
47232UAB0
1544240.00000000
PA
USD
1539097.68000000
0.254299357592
Long
LON
CORP
US
N
2
2026-06-03
Floating
5.50000000
N
N
N
N
N
N
US Ecology Holdings, Inc.
549300DG4KZA2L1YBS33
US Ecology Holdings, Inc. Term Loan B
90349YAF3
468000.00000000
PA
USD
471219.84000000
0.077857893071
Long
LON
CORP
US
N
2
2026-08-14
Floating
4.30000000
N
N
N
N
N
N
GCP APPLIED TECHNOLOGIES
5493007G654QKQVEKV09
GCP Applied Technologies Inc
36164YAB7
134000.00000000
PA
USD
140700.00000000
0.023247335161
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
100000.00000000
PA
117778.50000000
0.019460101381
Long
DBT
CORP
GB
N
2
2079-01-03
Variable
3.10000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. 2017 Incremental Term Loan
02376CBA2
2103246.05000000
PA
USD
2109387.53000000
0.348526218161
Long
LON
CORP
US
N
2
2023-12-14
Floating
3.74000000
N
N
N
N
N
N
TierPoint, LLC
549300L53HPEWRGN5U22
TierPoint, LLC 2017 1st Lien Term Loan
88651BAK8
1355070.12000000
PA
USD
1317236.56000000
0.217642073896
Long
LON
CORP
US
N
2
2024-05-06
Floating
5.55000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAB1
133000.00000000
PA
USD
79800.00000000
0.013185055763
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.63000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SCDS: (COFP)
000000000
9062.00000000
OU
Notional Amount
-1458.98000000
-0.00024106181
N/A
DCR
FR
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2023-06-21
0
EUR
-776.71
EUR
9062
EUR
-529.67
N
N
N
Level 3 Financing Inc.
N/A
Level 3 Financing Inc. 2019 Term Loan B
52729KAP1
1676360.03000000
PA
USD
1681607.04000000
0.277845646544
Long
LON
CORP
US
N
2
2027-03-01
Floating
3.55000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BE8
558000.00000000
PA
USD
589387.50000000
0.097382293905
Long
DBT
CORP
KY
N
2
2023-07-15
Fixed
9.00000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
168000.00000000
PA
USD
167160.00000000
0.027619222072
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
000000000
340000.00000000
PA
386145.21000000
0.063801329906
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
4.50000000
N
N
N
N
N
N
Charter NEX US, Inc.
N/A
Charter NEX US, Inc. 2017 Term Loan B
16125TAC6
3425981.65000000
PA
USD
3408851.74000000
0.563231833088
Long
LON
CORP
US
N
2
2024-05-16
Floating
4.80000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC 2019 Term Loan B
24702NBE9
1964566.58000000
PA
USD
1976609.37000000
0.326587779017
Long
LON
CORP
US
N
2
2025-09-19
Floating
3.80000000
N
N
N
N
N
N
Geo Group, Inc. (The)
5493003VOR6NTY465495
Geo Group, Inc. (The) 2018 Term Loan B
37252KAP7
1463612.50000000
PA
USD
1310343.00000000
0.216503076741
Long
LON
CORP
US
N
2
2024-03-22
Floating
3.80000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAB1
149000.00000000
PA
USD
156822.50000000
0.025911195581
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.75000000
N
N
N
N
N
N
Oxea Holding Drei GmbH
N/A
Oxea Holding Drei GmbH 2017 USD Term Loan B2
000000000
2431366.05000000
PA
USD
2438976.23000000
0.402982927289
Long
LON
CORP
LU
N
2
2024-10-14
Floating
5.56000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAG6
66000.00000000
PA
USD
66825.00000000
0.011041245004
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.13000000
N
N
N
N
N
N
Evertec Group, LLC
N/A
Evertec Group, LLC 2018 Term Loan B
U3000JAL3
1069200.00000000
PA
USD
1077219.00000000
0.177984869476
Long
LON
CORP
US
N
2
2024-11-27
Floating
5.30000000
N
N
N
N
N
N
CONSOL Energy Inc
549300YJCTPJBTK7IJ81
CONSOL Energy Inc
20854LAA6
555000.00000000
PA
USD
472793.40000000
0.078117886509
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
11.00000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AK7
14000.00000000
PA
USD
13860.00000000
0.002290036000
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.35000000
N
N
N
N
N
N
Western Digital Corporation
549300QQXOOYEF89IC56
Western Digital Corporation 2018 Term Loan B4
95810DAR2
2966415.13000000
PA
USD
2978162.13000000
0.492070598445
Long
LON
CORP
US
N
2
2023-04-29
Floating
3.45000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AE7
103000.00000000
PA
USD
104931.25000000
0.017337398277
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.25000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508EAJ0
105000.00000000
PA
USD
112612.50000000
0.018606542507
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.25000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
216000.00000000
PA
USD
238420.80000000
0.039393377733
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2017 1st Lien Add-On Term Loan
04621HAK9
3080672.71000000
PA
USD
3087604.22000000
0.510153305958
Long
LON
CORP
US
N
2
2024-10-22
Floating
5.30000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
142000.00000000
PA
168440.07000000
0.027830723254
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2016 Term Loan B
90351HAB4
3041075.71000000
PA
USD
3049317.03000000
0.503827256645
Long
LON
CORP
US
N
2
2023-06-27
Floating
3.55000000
N
N
N
N
N
N
Financial & Risk US Holdings, Inc.
N/A
Financial & Risk US Holdings, Inc. 2018 EUR Term Loan
31740MAD3
960882.12000000
PA
1084191.36000000
0.179136886461
Long
LON
CORP
US
N
2
2025-10-01
Floating
4.00000000
N
N
N
N
N
N
ASGN Incorporated
LZBNYYCBUKY537072438
ASGN Inc 2019 Term Loan B3
68216FAX1
631019.53000000
PA
USD
633026.17000000
0.104592548258
Long
LON
CORP
US
N
2
2025-04-02
Floating
3.55000000
N
N
N
N
N
N
Cast and Crew Payroll, LLC
549300XE7OZGFGN5F466
Cast and Crew Payroll, LLC 2019 1st Lien Term Loan
14835JAN0
2471325.00000000
PA
USD
2481111.45000000
0.409944772218
Long
LON
CORP
US
N
2
2026-02-09
Floating
5.80000000
N
N
N
N
N
N
Altran Technologies
969500T0V37NV3M8PR58
Altran Technologies 2018 USD Term Loan B
000000000
620550.00000000
PA
USD
620550.00000000
0.102531157316
Long
LON
CORP
FR
N
2
2025-03-20
Floating
4.26000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAG8
236000.00000000
PA
USD
256820.46000000
0.042433484789
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
4.90000000
N
N
N
N
N
N
Greenhill & Co., Inc.
529900VEOQHHHSPI9C69
Greenhill & Co., Inc. Term Loan B
000000000
1762800.00000000
PA
USD
1748115.88000000
0.288834653613
Long
LON
CORP
US
N
2
2024-04-12
Floating
4.99000000
N
N
N
N
N
N
HBOS Capital Funding LP
213800KYUD5TC7VH5419
HBOS Capital Funding LP
000000000
200000.00000000
PA
USD
204200.00000000
0.033739202842
Long
DBT
CORP
JE
N
2
2020-03-23
Fixed
6.85000000
N
N
N
N
N
N
USI, Inc.
N/A
USI, Inc. 2019 Incremental Term Loan B
90351NAF2
253000.00000000
PA
USD
254371.26000000
0.042028812627
Long
LON
CORP
US
N
2
2026-12-02
Floating
5.80000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAA2
274000.00000000
PA
USD
288385.00000000
0.047648775767
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
Vertiv Group Corp
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAA2
2314000.00000000
PA
USD
2475980.00000000
0.409096921912
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
10.00000000
N
N
N
N
N
N
Element Materials Technology Group US Holdings Inc.
213800MZCFTKB2RNBJ45
Element Materials Technology Group US Holdings Inc. 2017 USD Term Loan B
000000000
776025.00000000
PA
USD
770204.81000000
0.127258062267
Long
LON
CORP
US
N
2
2024-06-28
Floating
5.44000000
N
N
N
N
N
N
Albany Molecular Research, Inc.
CHZJRCSC4ACUSUD2MV11
Albany Molecular Research, Inc. 2017 2nd Lien Term Loan
01242HAG3
75000.00000000
PA
USD
74718.75000000
0.012345499815
Long
LON
CORP
US
N
2
2025-08-30
Floating
8.80000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
549300EE20907QZ9GT38
Hughes Satellite Systems Corp
444454AD4
105000.00000000
PA
USD
115237.50000000
0.019040261447
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
5.25000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAC8
142000.00000000
PA
USD
144485.00000000
0.023872716565
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.63000000
N
N
N
N
N
N
Vertiv Group Corp
549300ZT8RQ5VK10E643
Vertiv Group Corp
220517AA4
630000.00000000
PA
USD
677250.00000000
0.111899486411
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
9.25000000
N
N
N
N
N
N
RPI Finance Trust
549300W9M1577I3BNU94
RPI Finance Trust Term Loan B6
74966UAP5
1916687.09000000
PA
USD
1931368.91000000
0.319112866888
Long
LON
CORP
US
N
2
2023-03-27
Floating
3.80000000
N
N
N
N
N
N
KFC Holding Co.
549300G2LG4YUB3MM115
KFC Holding Co. 2018 Term Loan B
72584DAE4
880708.57000000
PA
USD
882910.34000000
0.145879975774
Long
LON
CORP
US
N
2
2025-04-03
Floating
3.49000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2017 2nd Lien Term Loan
000000000
886666.67000000
PA
USD
848983.34000000
0.140274344360
Long
LON
CORP
US
N
3
2025-12-01
Floating
9.05000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2017 2nd Lien Term Loan
04649VAU4
2164000.00000000
PA
USD
2188886.00000000
0.361661453249
Long
LON
CORP
US
N
2
2025-08-04
Floating
8.30000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
285000.00000000
PA
USD
298537.50000000
0.049326235399
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
RADIATE HOLDCO / FINANCE
N/A
Radiate Holdco LLC / Radiate Finance Inc
75026JAA8
252000.00000000
PA
USD
254520.00000000
0.042053388381
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.63000000
N
N
N
N
N
N
SRC Energy Inc
549300RFZV39PJ73PH67
SRC Energy Inc
78470VAC2
29000.00000000
PA
USD
29217.50000000
0.004827498330
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
6.25000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B5
78466DBF0
4781801.62000000
PA
USD
4811209.70000000
0.794938197782
Long
LON
CORP
US
N
2
2025-04-16
Floating
4.05000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AJ8
90000.00000000
PA
USD
98784.00000000
0.016321711134
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
NEPTUNE ENERGY BONDCO
549300CPMT8I2QBRYF88
Neptune Energy Bondco PLC
64073KAA1
200000.00000000
PA
USD
199876.00000000
0.033024764482
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
6.63000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2019 2nd Lien Term Loan
000000000
1370000.00000000
PA
USD
1143950.00000000
0.189010583212
Long
LON
CORP
LU
N
3
2027-05-28
Floating
10.94000000
N
N
N
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AA1
109000.00000000
PA
USD
114450.00000000
0.018910145765
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
Albany Molecular Research, Inc.
CHZJRCSC4ACUSUD2MV11
Albany Molecular Research, Inc. 2017 1st Lien Term Loan
01242HAJ7
1269517.42000000
PA
USD
1260795.84000000
0.208316584667
Long
LON
CORP
US
N
2
2024-08-30
Floating
5.05000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
118000.00000000
PA
USD
122425.00000000
0.020227825210
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.13000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SCDS: (GFKLDE)
000000000
20000.00000000
OU
Notional Amount
568.45000000
0.000093922869
N/A
DCR
LU
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Garfunkelux Holdco 2 SA
Garfunkelux Holdco 2 SA
Y
sell protection
2024-12-21
0
EUR
0
EUR
20000
EUR
568.45
N
N
N
Gardner Denver, Inc.
549300MJL50HVCB7RP74
Gardner Denver, Inc. 2017 USD Term Loan B
365556AM1
2307039.09000000
PA
USD
2320442.99000000
0.383398123039
Long
LON
CORP
US
N
2
2024-07-30
Floating
4.55000000
N
N
N
N
N
N
MILLENNIUM CORP CLAIM CORPORATE TRUST CLAIMS
N/A
MILLENNIUM CORP CLAIM CORPORATE TRUST CLAIMS
000000000
1084393.65000000
PA
USD
0.11000000
0.000000018174
Long
LON
CORP
US
N
3
2049-12-31
None
0.00000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
260000.00000000
PA
USD
273325.00000000
0.045160468251
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Invictus U.S., LLC
N/A
Invictus U.S., LLC 2nd Lien Term Loan
000000000
390000.00000000
PA
USD
361725.00000000
0.059766469874
Long
LON
CORP
US
N
2
2026-03-30
Floating
8.68000000
N
N
N
N
N
N
Forterra Finance, LLC
N/A
Forterra Finance, LLC 2017 Term Loan B
34960TAC7
953453.70000000
PA
USD
931009.40000000
0.153827203697
Long
LON
CORP
US
N
2
2023-10-25
Floating
4.80000000
N
N
N
N
N
N
Bankia SA
549300685QG7DJS55M76
Bankia SA
000000000
200000.00000000
PA
243128.47000000
0.040171208453
Long
DBT
CORP
ES
N
2
2023-09-19
Variable
6.38000000
N
N
N
N
N
N
VICI Properties 1 LLC
549300XI4XP4JVS3XU20
VICI Properties 1 LLC Replacement Term Loan B
92565EAB9
5209401.18000000
PA
USD
5230916.01000000
0.864284702814
Long
LON
CORP
US
N
2
2024-12-20
Floating
3.79000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAS0
1287000.00000000
PA
USD
1353087.45000000
0.223565582465
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
000000000
90000.00000000
PA
104183.49000000
0.017213848687
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.13000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAC2
344000.00000000
PA
USD
361200.00000000
0.059679726086
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AQ1
365000.00000000
PA
USD
370018.75000000
0.061136815190
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.63000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan
000000000
2164540.42000000
PA
USD
2017351.67000000
0.333319476979
Long
LON
CORP
LU
N
2
2026-05-29
Floating
6.94000000
N
N
N
N
N
N
CPG International Inc.
N/A
CPG International Inc. 2017 Term Loan
12626JAE7
1421575.43000000
PA
USD
1420395.52000000
0.234686643321
Long
LON
CORP
US
N
2
2024-05-05
Floating
5.93000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
155000.00000000
PA
USD
179025.00000000
0.029579631679
Long
DBT
CORP
US
N
2
2026-03-10
Variable
6.30000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAK1
121000.00000000
PA
USD
133438.80000000
0.022047594222
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AZ9
170000.00000000
PA
USD
180633.50000000
0.029845398122
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.63000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SCDS: (COFP)
000000000
9071.00000000
OU
Notional Amount
-1460.42000000
-0.00024129973
N/A
DCR
FR
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2023-06-21
0
EUR
-777.48
EUR
9071
EUR
-529.97
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SCDS: (GFKLDE)
000000000
10000.00000000
OU
Notional Amount
284.24000000
0.000046963912
N/A
DCR
LU
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Garfunkelux Holdco 2 SA
Garfunkelux Holdco 2 SA
Y
sell protection
2024-12-21
0
EUR
-122.31
EUR
10000
EUR
417.72
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
Cedar Fair LP
150190AC0
176000.00000000
PA
USD
189640.00000000
0.031333508457
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.25000000
N
N
N
N
N
N
Hilton Worldwide Finance, LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance, LLC 2019 Term Loan B2
43289DAH6
3440286.37000000
PA
USD
3461788.16000000
0.571978319925
Long
LON
CORP
US
N
2
2026-06-22
Floating
3.54000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
4041331.08000000
PA
USD
4045534.06000000
0.668428473347
Long
LON
CORP
US
N
2
2024-12-23
Floating
4.55000000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
Summer BC Holdco B SARL
000000000
100000.00000000
PA
116768.97000000
0.019293300512
Long
DBT
CORP
LU
N
2
2026-10-31
Fixed
5.75000000
N
N
N
N
N
N
PQ Corp
2H1FRGMQKKSWC9PFJY28
PQ Corp
693522AH7
507000.00000000
PA
USD
529815.00000000
0.087539352370
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.75000000
N
N
N
N
N
N
Allied Universal
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
800000.00000000
PA
USD
859760.00000000
0.142054931616
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc. 2017 1st Lien Term Loan B
12541HAR4
3056664.25000000
PA
USD
3074820.84000000
0.508041155856
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.80000000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAC6
292000.00000000
PA
USD
287999.60000000
0.047585097566
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
Advisor Group, Inc.
N/A
Advisor Group, Inc. 2019 Term Loan
00775KAB4
3543362.00000000
PA
USD
3510160.70000000
0.579970733927
Long
LON
CORP
US
N
2
2026-08-01
Floating
6.80000000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
200000.00000000
PA
USD
206462.00000000
0.034112944648
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Wilsonart LLC
N/A
Wilsonart LLC 2017 Term Loan B
97246FAF3
3790447.12000000
PA
USD
3796777.17000000
0.627327302092
Long
LON
CORP
US
N
2
2023-12-19
Floating
5.20000000
N
N
N
N
N
N
IQVIA Inc.
N/A
IQVIA Inc. 2017 USD Term Loan B
44969CBF6
279200.05000000
PA
USD
280422.95000000
0.046333236002
Long
LON
CORP
US
N
2
2024-03-07
Floating
3.69000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply Inc
073685AD1
35000.00000000
PA
USD
35175.00000000
0.005811833790
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48127FAA1
780000.00000000
PA
USD
785850.00000000
0.129843058540
Long
DBT
CORP
US
N
2
2020-04-01
Variable
5.23000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
391000.00000000
PA
USD
394468.17000000
0.065176501482
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
SPIE SA
969500TJNS5GSFWJ8X85
SPIE SA
000000000
100000.00000000
PA
117217.65000000
0.019367434231
Long
DBT
CORP
FR
N
2
2026-06-18
Fixed
2.63000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
80000.00000000
PA
USD
78400.00000000
0.012953738995
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
CORE & MAIN HOLDING LP
N/A
Core & Main Holdings LP
21871MAA1
336000.00000000
PA
USD
349440.00000000
0.057736665236
Long
DBT
CORP
US
N
2
2024-09-15
Variable
8.63000000
N
N
Y
N
N
N
Hargray Communications Group, Inc.
N/A
Hargray Communications Group, Inc. 2017 Term Loan B
41254HAG4
1334254.74000000
PA
USD
1337590.38000000
0.221005059506
Long
LON
CORP
US
N
2
2024-05-16
Floating
4.80000000
N
N
N
N
N
N
Renaissance Holding Corp.
N/A
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
595925.00000000
PA
USD
591878.67000000
0.097793900614
Long
LON
CORP
US
N
2
2025-05-30
Floating
5.05000000
N
N
N
N
N
N
Bright Horizons Family Solutions, LLC
N/A
Bright Horizons Family Solutions, LLC 2017 Term Loan B
10919RAK5
2034116.47000000
PA
USD
2048111.19000000
0.338401757511
Long
LON
CORP
US
N
2
2023-11-07
Floating
3.55000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
100000.00000000
PA
115254.67000000
0.019043098382
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.63000000
N
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
Ziggo BV
98954NAA7
188000.00000000
PA
USD
199750.00000000
0.033003945973
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
5.50000000
N
N
N
N
N
N
CHANGE HEALTH / FIN INC
549300WZWOM80UCFSF54
Change Healthcare Holdings LLC / Change Healthcare Finance Inc
15911NAA3
229000.00000000
PA
USD
235297.50000000
0.038877326546
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.75000000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AD1
198000.00000000
PA
USD
209137.50000000
0.034555007514
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.38000000
N
N
N
N
N
N
SURGERY CENTER HOLDINGS
54930054EVI5HWPPW113
Surgery Center Holdings Inc
86881WAD4
193000.00000000
PA
USD
211817.50000000
0.034997813898
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
10.00000000
N
N
N
N
N
N
Nomad Foods Europe Midco Limited
213800FGWQXPVI86SE26
Nomad Foods Europe Midco Limited 2017 USD Term Loan B4
000000000
1132438.67000000
PA
USD
1133854.22000000
0.187342495213
Long
LON
CORP
GB
N
2
2024-05-15
Floating
3.99000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
Gates Global LLC 2017 USD Repriced Term Loan B
36740UAP7
4247863.22000000
PA
USD
4247863.22000000
0.701858564288
Long
LON
CORP
US
N
2
2024-04-01
Floating
4.55000000
N
N
N
N
N
N
CityCenter Holdings, LLC
N/A
CityCenter Holdings, LLC 2017 Term Loan B
17875LAL3
3988530.12000000
PA
USD
4002210.78000000
0.661270329705
Long
LON
CORP
US
N
2
2024-04-18
Floating
4.05000000
N
N
N
N
N
N
Kronos Incorporated
N/A
Kronos Incorporated 2017 Term Loan B
50105JAM9
7220178.06000000
PA
USD
7252235.65000000
1.198259792647
Long
LON
CORP
US
N
2
2023-11-01
Floating
4.91000000
N
N
N
N
N
N
Arconic Inc
549300HO5WFZUT5N2T22
Arconic Inc
013817AW1
441000.00000000
PA
USD
480690.00000000
0.079422612215
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
FERROVIAL NL BV
72450048UYBX1IY3XM22
Ferrovial Netherlands BV
000000000
100000.00000000
PA
109590.09000000
0.018107160999
Long
DBT
CORP
NL
N
2
2023-02-04
Variable
2.12000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
15000.00000000
PA
USD
15694.50000000
0.002593143579
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAE8
251000.00000000
PA
USD
262922.50000000
0.043441702053
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Intelsat Jackson Holdings S.A.
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings S.A. 2017 Term Loan B3
000000000
455000.00000000
PA
USD
455404.95000000
0.075244857902
Long
LON
CORP
LU
N
2
2023-11-27
Floating
5.68000000
N
N
N
N
N
N
POLARIS INTERMEDIATE
N/A
Polaris Intermediate Corp
73107GAA1
301508.00000000
PA
USD
280779.33000000
0.046392119338
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
8.50000000
N
N
Y
N
N
N
Ascend Learning LLC
549300T466HKRLVCD610
Ascend Learning LLC
043502AB9
449000.00000000
PA
USD
471450.00000000
0.077895921548
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
6.88000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
10000.00000000
PA
11374.51000000
0.001879367777
Long
DBT
CORP
DE
N
2
2075-04-21
Variable
2.75000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SCDS: (TITIM)
000000000
5098.00000000
OU
Notional Amount
-280.63000000
-0.00004636744
N/A
DCR
IT
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
sell protection
2026-06-20
0
EUR
-632.08
EUR
5098
EUR
427.2
N
N
N
GKN Holdings Ltd
213800WS7P9FYSAIJ240
GKN Holdings Ltd
000000000
100000.00000000
PA
136394.04000000
0.022535877483
Long
DBT
CORP
GB
N
2
2032-05-12
Fixed
4.63000000
N
N
N
N
N
N
Verscend Escrow Corp
N/A
Verscend Escrow Corp
92535WAA8
977000.00000000
PA
USD
1068593.75000000
0.176559751653
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Rossini Sarl
549300EC5JCCW6F83R11
Rossini Sarl
000000000
168000.00000000
PA
209645.72000000
0.034638978806
Long
DBT
CORP
LU
N
2
2025-10-30
Fixed
6.75000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
84000.00000000
PA
USD
87570.00000000
0.014468863824
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDA5
642000.00000000
PA
USD
678112.50000000
0.112041994063
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.13000000
N
N
N
N
N
N
Cerence Inc.
N/A
Cerence Inc. Term Loan B
15672UAC2
991000.00000000
PA
USD
938972.50000000
0.155142916950
Long
LON
CORP
US
N
3
2024-10-01
Floating
7.69000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 1st Lien Term Loan
92531SAZ6
4624820.08000000
PA
USD
4565946.12000000
0.754414213083
Long
LON
CORP
US
N
2
2025-07-02
Floating
5.05000000
N
N
N
N
N
N
Ziggo Secured Finance Partnership
N/A
Ziggo Secured Finance Partnership USD Term Loan E
000000000
2578104.00000000
PA
USD
2584884.41000000
0.427090790568
Long
LON
CORP
US
N
2
2025-04-15
Floating
4.24000000
N
N
N
N
N
N
Chobani, LLC
549300ISVDMZ91KNTR38
Chobani, LLC 2017 Term Loan B
17026YAD1
4109264.85000000
PA
USD
4108237.53000000
0.678788733353
Long
LON
CORP
US
N
2
2023-10-10
Floating
5.30000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
890000.00000000
PA
USD
938950.00000000
0.155139199359
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
BCPE Empire Holdings, Inc.
N/A
BCPE Empire Holdings, Inc. 2019 Term Loan B
05550HAB1
1216539.22000000
PA
USD
1218826.31000000
0.201382116078
Long
LON
CORP
US
N
2
2026-06-11
Floating
5.80000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
198000.00000000
PA
USD
214085.52000000
0.035372550367
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
LHC THREE PLC
213800Q3UJN3YFW7VT63
LHC3 PLC
000000000
100000.00000000
PA
115927.69000000
0.019154298961
Long
DBT
CORP
JE
N
2
2024-08-15
Fixed
4.13000000
N
N
Y
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
415000.00000000
PA
USD
430355.00000000
0.071105948282
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AF6
99000.00000000
PA
USD
100732.50000000
0.016643654507
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
408000.00000000
PA
USD
438600.00000000
0.072468238818
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
ViaSat Inc
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAL4
558000.00000000
PA
USD
597060.00000000
0.098649992405
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.63000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
31000.00000000
PA
USD
31968.44000000
0.005282025865
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B3
78466DBD5
976839.65000000
PA
USD
983130.50000000
0.162438978258
Long
LON
CORP
US
N
2
2025-04-16
Floating
4.05000000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co., Inc. 2019 Term Loan B1
26812CAC0
4072661.37000000
PA
USD
4097463.88000000
0.677008643428
Long
LON
CORP
US
N
2
2026-04-06
Floating
5.94000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
350000.00000000
PA
USD
388937.50000000
0.064262689547
Long
DBT
CORP
US
N
2
2024-09-05
Variable
6.25000000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. USD 2017 Term Loan
76173FAU1
7089058.13000000
PA
USD
7105717.42000000
1.174051133088
Long
LON
CORP
US
N
2
2023-02-05
Floating
4.55000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
54930066VBP7DZEGGJ87
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAB1
139000.00000000
PA
USD
146297.50000000
0.024172189166
Long
DBT
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. Term Loan B
88145LAB0
1698000.00000000
PA
USD
1713927.24000000
0.283185792399
Long
LON
CORP
US
N
2
2026-12-17
Floating
6.15000000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL USD 1st Lien Term Loan
000000000
3250355.00000000
PA
USD
3277625.48000000
0.541549808581
Long
LON
CORP
LU
N
2
2026-10-01
Floating
6.19000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
236000.00000000
PA
USD
240130.00000000
0.039675782461
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
Moda Ingleside Energy Center, LLC
N/A
Moda Ingleside Energy Center, LLC 2018 Term Loan B
60749KAB1
878130.00000000
PA
USD
879008.13000000
0.145235228200
Long
LON
CORP
US
N
2
2025-09-29
Floating
5.05000000
N
N
N
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
000000000
100000.00000000
PA
119999.46000000
0.019827062301
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
4.13000000
N
N
N
N
N
N
Envision Healthcare Corp
N/A
Envision Healthcare Corp
29373TAA2
262000.00000000
PA
USD
162440.00000000
0.026839354112
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
HUB International Ltd
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAD3
826000.00000000
PA
USD
873495.00000000
0.144324314334
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
7.00000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CE9
110000.00000000
PA
USD
123200.00000000
0.020355875564
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAB2
1154000.00000000
PA
USD
1283825.00000000
0.212121606707
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
Chesapeake Energy Corporation
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corporation 2019 Last Out Term Loan
16516FAH2
588000.00000000
PA
USD
604658.04000000
0.099905388158
Long
LON
CORP
US
N
2
2024-06-09
None
0.00000000
N
N
N
N
N
N
athenahealth, Inc.
549300Z86PUW4ENZCD61
Athenahealth, Inc. 2019 Term Loan B
04685YAK5
5801676.20000000
PA
USD
5823432.49000000
0.962183986391
Long
LON
CORP
US
N
2
2026-02-11
Floating
6.40000000
N
N
N
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
1099960.30000000
PA
USD
887183.98000000
0.146586093340
Long
LON
CORP
US
N
2
2024-02-06
Floating
4.55000000
N
N
N
N
N
N
TKC Holdings, Inc.
N/A
TKC Holdings, Inc. 2017 2nd Lien Term Loan
87256FAE4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-02-01
None
0.00000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
231000.00000000
PA
USD
237440.28000000
0.039231370078
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.63000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BX4
253000.00000000
PA
USD
258725.39000000
0.042748229254
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
100000.00000000
PA
125630.40000000
0.020757441473
Long
DBT
CORP
LU
N
2
2024-01-29
Variable
5.63000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AL9
92000.00000000
PA
USD
94836.36000000
0.015669457330
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.38000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SCDS: (CHK)
000000000
168000.00000000
OU
Notional Amount
USD
-64549.33000000
-0.01066524455
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Chesapeake Energy Corp
Chesapeake Energy Corp
Y
sell protection
2023-12-21
259.16
USD
0
USD
168000
USD
-64808.49
N
N
N
LSF10 XL Bidco S.C.A.
N/A
LSF10 XL Bidco S.C.A. EUR Term Loan B3
000000000
1000000.00000000
PA
1104672.55000000
0.182520916940
Long
LON
CORP
LU
N
2
2026-10-12
Floating
4.00000000
N
N
N
N
N
N
Terex Corporation
N/A
Terex Corporation 2019 Term Loan B1
88078FBJ6
386082.50000000
PA
USD
388012.91000000
0.064109922997
Long
LON
CORP
US
N
2
2024-01-31
Floating
4.59000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
100000.00000000
PA
114222.71000000
0.018872591488
Long
DBT
CORP
NL
N
2
2024-11-08
Variable
2.00000000
N
N
N
N
N
N
Charter NEX US, Inc.
549300KRNU8RNVGYXG75
Charter NEX US, Inc. Incremental Term Loan
16125TAD4
870625.00000000
PA
USD
874978.13000000
0.144569366361
Long
LON
CORP
US
N
2
2024-05-16
Floating
5.30000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAJ4
674000.00000000
PA
USD
714440.00000000
0.118044251121
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.88000000
N
N
N
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485AE6
361000.00000000
PA
USD
361902.50000000
0.059795797535
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
nThrive, Inc.
N/A
nThrive, Inc. 2016 1st Lien Term Loan
74036YAF5
2874412.88000000
PA
USD
2378576.66000000
0.393003332070
Long
LON
CORP
US
N
2
2022-10-20
Floating
6.30000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
956000.00000000
PA
USD
1022920.00000000
0.169013248638
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.38000000
N
N
N
N
N
N
EnergySolutions, LLC
549300X3SKIUYR2MFH75
EnergySolutions, LLC 2018 Term Loan B
29276MAL1
481665.00000000
PA
USD
453819.95000000
0.074982974275
Long
LON
CORP
US
N
2
2025-05-09
Floating
5.69000000
N
N
N
N
N
N
Capri Finance LLC
549300PK2L64WNI8CG59
Capri Finance LLC USD 2017 1st Lien Term Loan
000000000
4074162.36000000
PA
USD
4025272.41000000
0.665080716641
Long
LON
CORP
JE
N
2
2024-11-01
Floating
4.93000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AR3
22000.00000000
PA
USD
21945.00000000
0.003625890334
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
5.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAD0
182000.00000000
PA
USD
183365.00000000
0.030296713659
Long
DBT
CORP
US
N
2
2022-11-10
Variable
5.00000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
549300DMRA8DSL66G562
Parsley Energy LLC / Parsley Finance Corp
701885AH8
477000.00000000
PA
USD
504427.50000000
0.083344670626
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.63000000
N
N
N
N
N
N
VZ VENDOR FINANCING
724500PCPZM8UDR8VL53
VZ Vendor Financing BV
000000000
100000.00000000
PA
114413.40000000
0.018904098484
Long
DBT
CORP
NL
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBB5
628000.00000000
PA
USD
665680.00000000
0.109987818552
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.63000000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP / Archrock Partners Finance Corp
03959KAA8
107000.00000000
PA
USD
113152.50000000
0.018695764689
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.88000000
N
N
N
N
N
N
GEO SPECIALTY CHEMICALS BRTWHHW08 ESCROW
N/A
GEO SPECIALTY CHEMICALS BRTWHHW08 ESCROW
000000000
494718.00000000
NS
USD
494718.00000000
0.081740406228
Long
STIV
RF
US
N
3
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
20000.00000000
PA
USD
15800.00000000
0.002610574950
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Prime Security Services Borrower, LLC
549300O6QPZVWXV2DC15
Prime Security Services Borrower, LLC 2019 Term Loan B1
03765VAJ9
1865752.87000000
PA
USD
1869484.38000000
0.308887917277
Long
LON
CORP
US
N
2
2026-09-23
Floating
4.94000000
N
N
N
N
N
N
Envision Healthcare Corporation
N/A
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
2593647.25000000
PA
USD
2205896.99000000
0.364472115552
Long
LON
CORP
US
N
2
2025-10-10
Floating
5.55000000
N
N
N
N
N
N
Ultimate Software Group Inc(The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc(The) Term Loan B
90385KAB7
3287760.00000000
PA
USD
3306763.25000000
0.546364133421
Long
LON
CORP
US
N
2
2026-05-04
Floating
5.55000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
SCDS: (UPCB)
000000000
4129.00000000
OU
Notional Amount
-789.45000000
-0.00013043787
N/A
DCR
NL
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
UPC Holding BV
UPC Holding BV
Y
buy protection
2024-06-21
0
EUR
-814.03
EUR
4129
EUR
140.09
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
58000.00000000
PA
USD
64380.00000000
0.010637266792
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2019 Term Loan B4
65336RAW8
1790000.00000000
PA
USD
1798341.40000000
0.297133228575
Long
LON
CORP
US
N
2
2026-09-18
Floating
4.45000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
2587053.09000000
PA
USD
2575747.67000000
0.425581161164
Long
LON
CORP
US
N
2
2024-04-03
Floating
5.23000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
1067000.00000000
PA
USD
1139022.50000000
0.188196430802
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Banff Merger Sub Inc
N/A
Banff Merger Sub Inc 2018 USD Term Loan B
05988HAB3
3327542.60000000
PA
USD
3286480.72000000
0.543012926791
Long
LON
CORP
US
N
2
2025-10-02
Floating
6.05000000
N
N
N
N
N
N
Avantor Inc
5493003VM0XB4U8YD238
Avantor Inc
05352AAC4
266000.00000000
PA
USD
297262.98000000
0.049115651223
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
9.00000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
315000.00000000
PA
USD
344925.00000000
0.056990668660
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.88000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CC4
326000.00000000
PA
USD
353710.00000000
0.058442181378
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
Hertz Corp/The
428040CZ0
235000.00000000
PA
USD
235000.00000000
0.038828171733
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
Equinox Holdings, Inc.
549300W05QKLNGQIIA73
Equinox Holdings, Inc. 2017 1st Lien Term Loan
29446CAP9
3909448.71000000
PA
USD
3919926.03000000
0.647674727985
Long
LON
CORP
US
N
2
2024-03-08
Floating
4.80000000
N
N
N
N
N
N
WOLVERINE ESCROW LLC
N/A
Wolverine Escrow LLC
97789LAB2
1790000.00000000
PA
USD
1875025.00000000
0.309803373213
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
9.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST DEC19 299 PUT
000000000
200.00000000
NC
USD
300.00000000
0.000049567878
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
299
USD
2019-12-31
XXXX
-20497.76
N
N
N
Albertson's LLC
549300MBYHQDK18CKL60
Albertsons, LLC 2019 Term Loan B7
01310TAX7
506311.65000000
PA
USD
510448.22000000
0.084339451690
Long
LON
CORP
US
N
2
2025-11-17
Floating
4.55000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAB6
675000.00000000
PA
USD
678375.00000000
0.112085365957
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.38000000
N
N
N
N
N
N
Ligado Networks LLC
N/A
Ligado Networks LLC PIK Exit Term Loan
64646YAB7
522305.39000000
PA
USD
334275.45000000
0.055231083314
Long
LON
CORP
US
N
2
2020-12-07
Floating
10.69463000
N
N
N
N
N
N
Leslie's Poolmart, Inc.
549300MZRH1GJYUMRM83
Leslie's Poolmart, Inc. 2016 Term Loan
52706YAH6
757730.41000000
PA
USD
707530.77000000
0.116902664870
Long
LON
CORP
US
N
2
2023-08-16
Floating
5.34000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC 2019 Delayed Draw Term Loan
01957TAD9
575070.51000000
PA
USD
577945.86000000
0.095491834489
Long
LON
CORP
US
N
2
2026-07-10
Floating
6.05000000
N
N
N
N
N
N
TRIVIUM PACKAGING FIN
724500GMZWW3PVYET548
Trivium Packaging Finance BV
89686QAA4
748000.00000000
PA
USD
788205.00000000
0.130232166389
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
262000.00000000
PA
USD
280995.00000000
0.046427753686
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.13000000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2017 Term Loan B
02083JAC8
1207411.99000000
PA
USD
1214209.72000000
0.200619334166
Long
LON
CORP
US
N
2
2024-07-12
Floating
4.80000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FET1
96000.00000000
PA
USD
104160.00000000
0.017209967522
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
6.13000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL
549300V3TCHCBOBTGH07
Williams Scotsman International Inc
96950GAB8
531000.00000000
PA
USD
558877.50000000
0.092341240630
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
6.88000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SCDS: (TITIM)
000000000
2536.00000000
OU
Notional Amount
-15.68000000
-0.00000259074
N/A
DCR
IT
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
sell protection
2024-06-21
0
EUR
-72.14
EUR
2536
EUR
64.48
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
420000.00000000
PA
USD
454125.00000000
0.075033376547
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR20 XEUR 20200320
000000000
1.00000000
NC
-192.80000000
-0.00003185562
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGH0 Index
2020-03-20
37461.88
EUR
-192.8
N
N
N
NCI Building Systems, Inc.
N/A
NCI Building Systems, Inc. 2018 Term Loan
72431HAB6
529636.60000000
PA
USD
527814.65000000
0.087208842016
Long
LON
CORP
US
N
2
2025-04-12
Floating
5.49000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
625116.17000000
PA
USD
559704.01000000
0.092477801788
Long
LON
CORP
US
N
2
2025-09-06
Floating
5.30000000
N
N
N
N
N
N
Altice Luxembourg SA
2221006ZDZREFLFIFQ42
Altice Luxembourg SA
02154VAB7
530000.00000000
PA
USD
550537.50000000
0.090963253599
Long
DBT
CORP
LU
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
421924BK6
69000.00000000
PA
USD
69776.25000000
0.011528869012
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.75000000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA USD 2017 1ST LIEN TERM LOAN
000000000
1356515.74000000
PA
USD
1347196.48000000
0.222592239509
Long
LON
CORP
LU
N
2
2026-01-31
Floating
4.51000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AB4
147000.00000000
PA
USD
147367.50000000
0.024348981268
Long
DBT
CORP
CA
N
2
2023-01-30
Fixed
6.38000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
200000.00000000
PA
251821.64000000
0.041607548443
Long
DBT
CORP
ES
N
2
2024-06-13
Variable
6.75000000
N
N
N
N
N
N
USA COM PART/USA COM FIN
N/A
USA Compression Partners LP / USA Compression Finance Corp
91740PAF5
362000.00000000
PA
USD
377059.20000000
0.062300082431
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.88000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BB6
246000.00000000
PA
USD
263835.00000000
0.043592471018
Long
DBT
CORP
GB
N
2
2021-08-15
Variable
8.63000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
514000.00000000
PA
USD
552550.00000000
0.091295771453
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30000000
N
N
N
N
N
N
WP CityMD Bidco LLC
N/A
WP CityMD Bidco LLC 2019 Term Loan B
92940KAG0
2724000.00000000
PA
USD
2724572.04000000
0.450170855618
Long
LON
CORP
US
N
2
2026-08-13
Floating
6.44000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
20854PAL3
334000.00000000
PA
USD
334233.80000000
0.055224201641
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
5.88000000
N
N
N
N
N
N
CONSOL Energy, Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc. 1st Lien Term Loan B
20855DAJ4
919391.32000000
PA
USD
811362.84000000
0.134058449744
Long
LON
CORP
US
N
2
2024-09-27
Floating
6.30000000
N
N
N
N
N
N
MEDNAX Inc
N/A
MEDNAX Inc
58502BAA4
122000.00000000
PA
USD
124745.00000000
0.020611150140
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
5.25000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AV1
223000.00000000
PA
USD
230526.25000000
0.038088990741
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
Invictus U.S., LLC
N/A
Invictus U.S., LLC 1st Lien Term Loan
46184GAB1
1208853.49000000
PA
USD
1166543.62000000
0.192743642605
Long
LON
CORP
US
N
2
2025-03-28
Floating
4.93000000
N
N
N
N
N
N
Dun & Bradstreet Corp
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAJ9
410000.00000000
PA
USD
452537.50000000
0.074771079855
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.88000000
N
N
N
N
N
N
USIC Holdings, Inc.
5493009ZYUWB7X699U62
USIC Holdings, Inc. 2017 Term Loan B
90290HAM4
1017726.88000000
PA
USD
1013279.41000000
0.167420369982
Long
LON
CORP
US
N
2
2023-12-08
Floating
5.05000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC 2016 Term Loan B
55328HAE1
2185805.74000000
PA
USD
2151838.32000000
0.355540203541
Long
LON
CORP
US
N
2
2023-06-07
Floating
4.69000000
N
N
N
N
N
N
Sotera Health Holdings, LLC
549300OVT7MBXFLOFU20
Sotera Health Holdings, LLC 2019 Term Loan
83600VAD3
11579339.36000000
PA
USD
11604698.11000000
1.917400898443
Long
LON
CORP
US
N
2
2026-12-11
Floating
6.29000000
N
N
N
N
N
N
Allsup's Convenience Stores Inc
N/A
Allsup's Convenience Stores Inc Term Loan
05604YAB0
1240762.00000000
PA
USD
1231456.29000000
0.203468920471
Long
LON
CORP
US
N
3
2024-11-18
Floating
8.00000000
N
N
N
N
N
N
ExGen Renewables IV, LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV, LLC Term Loan B
30204KAB2
2188065.81000000
PA
USD
2155244.82000000
0.356103046805
Long
LON
CORP
US
N
2
2024-11-28
Floating
4.91000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
683000.00000000
PA
USD
712027.50000000
0.117645642762
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
250000.00000000
PA
USD
262500.00000000
0.043371893957
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BD5
2000.00000000
PA
USD
2078.13000000
0.000343361653
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.50000000
N
N
N
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 1st Lien Term Loan
33936HAB8
3050272.99000000
PA
USD
3021051.37000000
0.499157027280
Long
LON
CORP
US
N
2
2023-12-29
Floating
5.10000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
114000.00000000
PA
USD
118993.20000000
0.019660801722
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
1633218.04000000
PA
USD
1641678.11000000
0.271248338666
Long
LON
CORP
US
N
2
2023-11-03
Floating
4.80000000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA Senior Finance II LLC 2018 Term Loan B
78404XAH8
3404351.97000000
PA
USD
3414292.68000000
0.564130819270
Long
LON
CORP
US
N
2
2025-04-11
Floating
3.55000000
N
N
N
N
N
N
Neiman Marcus Group Ltd LLC
549300VXED5TMJSBCI17
Neiman Marcus Group Ltd LLC Cash Pay Extended Term Loan
64021SAD1
393698.11000000
PA
USD
323816.70000000
0.053503023139
Long
LON
CORP
US
N
2
2023-10-25
Floating
7.71000000
N
N
N
N
N
N
TMK Hawk Parent Corp.
N/A
TMK Hawk Parent Corp. 2017 1st Lien Term Loan
02337NAB5
3303837.24000000
PA
USD
2684367.76000000
0.443528052689
Long
LON
CORP
US
N
2
2024-08-28
Floating
5.30000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
544000.00000000
PA
USD
580720.00000000
0.095950195273
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
Virgin Media Finance PLC
92769VAG4
456000.00000000
PA
USD
469110.00000000
0.077509292093
Long
DBT
CORP
GB
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072TAA3
1357000.00000000
PA
USD
1516447.50000000
0.250556953001
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.88000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAH3
453000.00000000
PA
USD
431482.50000000
0.071292240894
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BF0
324000.00000000
PA
USD
347091.48000000
0.057348628054
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BD3
152000.00000000
PA
USD
160170.00000000
0.026464290496
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.88000000
N
N
N
N
N
N
Cushman & Wakefield U.S. Borrower, LLC
N/A
Cushman & Wakefield U.S. Borrower, LLC 2018 Add On Term Loan B
23340DAN2
3500271.70000000
PA
USD
3501356.78000000
0.578516095128
Long
LON
CORP
US
N
2
2025-08-21
Floating
5.05000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2017 Term Loan B
40416VAB1
4854525.48000000
PA
USD
4852486.58000000
0.801758222401
Long
LON
CORP
US
N
2
2024-08-01
Floating
4.66000000
N
N
N
N
N
N
Banco Espirito Santo SA
635400JV7IJL16OWIT96
Banco Espirito Santo SA
000000000
100000.00000000
PA
19068.90000000
0.003150683080
Long
DBT
CORP
PT
N
2
2017-05-08
Fixed
2.63000000
Y
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
6309336.42000000
PA
USD
6359053.99000000
1.050682725056
Long
LON
CORP
NL
N
2
2025-07-10
Floating
5.44000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
89000.00000000
PA
USD
94100.59000000
0.015547888803
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
MND Holdings III Corp
N/A
MND Holdings III Corp 2018 1st Lien Term Loan
55292TAE7
791775.00000000
PA
USD
740309.63000000
0.122318593403
Long
LON
CORP
US
N
3
2024-06-19
Floating
5.44000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2017 Term Loan B
15670BAB8
1890806.23000000
PA
USD
1897424.05000000
0.313504284533
Long
LON
CORP
US
N
2
2025-01-31
Floating
4.55000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINA
N/A
Solera LLC / Solera Finance Inc
83422AAA1
981000.00000000
PA
USD
1040899.86000000
0.171983993709
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
10.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BE3
46000.00000000
PA
USD
49346.50000000
0.008153337772
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.88000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AF2
300000.00000000
PA
USD
311280.00000000
0.051431631052
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
6.63000000
N
N
N
N
N
N
GFL Environmental Inc
5493008HF9XC5H29ZX61
GFL Environmental Inc
36168QAD6
21000.00000000
PA
USD
21630.00000000
0.003573844062
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
5.38000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
561000.00000000
PA
USD
571114.83000000
0.094363168931
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
GATES GLOBAL LLC
N/A
Gates Global LLC / Gates Global Co
36740LAA0
167000.00000000
PA
USD
169874.07000000
0.028067657715
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc. Term Loan B
44932UAB0
941457.74000000
PA
USD
948518.67000000
0.156720194942
Long
LON
CORP
US
N
3
2026-06-28
Floating
4.06000000
N
N
N
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAG6
2000.00000000
PA
USD
2107.50000000
0.000348214348
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
Comstock Resources Inc
I03QQGEA4SS774AURI46
Comstock Resources Inc
205677AB3
97000.00000000
PA
USD
88027.50000000
0.014544454839
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
9.75000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2018 USD Term Loan
45673DAG7
5133963.26000000
PA
USD
5151367.40000000
0.851141183281
Long
LON
CORP
US
N
2
2022-08-05
Floating
5.05000000
N
N
N
N
N
N
McDermott Technology Americas Inc
N/A
McDermott Technology Americas Inc 2018 1st Lien Term Loan
58004GAB4
1960655.93000000
PA
USD
1141591.92000000
0.188620966466
Long
LON
CORP
US
N
2
2025-05-09
Floating
6.94000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AR0
33000.00000000
PA
USD
34155.00000000
0.005643303002
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 BANK MAR20 XEUR 20200320
000000000
1.00000000
NC
-35.54000000
-0.00000587214
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
STOXX Europe 600 Banks Index
BJH0 Index
2020-03-20
7166.68
EUR
-35.54
N
N
N
Chemours Company (The)
549300M1BOLNXL8DOV14
Chemours Company (The) 2018 USD Term Loan B
16384YAF4
1144865.11000000
PA
USD
1116243.48000000
0.184432738460
Long
LON
CORP
US
N
2
2025-04-03
Floating
3.55000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAB8
221000.00000000
PA
USD
226801.25000000
0.037473522912
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.25000000
N
N
N
N
N
N
BIG RIVER STEEL/BRS FIN
N/A
Big River Steel LLC / BRS Finance Corp
08949LAA8
317000.00000000
PA
USD
334435.00000000
0.055257445165
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
7.25000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. Repriced TL B due 2023
02376CAT2
1257187.43000000
PA
USD
1259613.80000000
0.208121280615
Long
LON
CORP
US
N
2
2023-04-28
Floating
3.80000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
SCDS: (UPCB)
000000000
10000.00000000
OU
Notional Amount
-1911.96000000
-0.00031590600
N/A
DCR
NL
N
2
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
UPC Holding BV
UPC Holding BV
Y
buy protection
2024-06-21
0
EUR
-1970.13
EUR
10000
EUR
309
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBK7
165000.00000000
PA
USD
180675.00000000
0.029852255012
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Pioneer Energy Services Corp.
N/A
PIONEER ENERGY SERVICES CORP. TERM LOAN
000000000
770000.00000000
PA
USD
739200.00000000
0.122135253385
Long
LON
CORP
US
N
3
2022-11-08
Floating
9.55000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P OIL + GAS EXPLORATION JAN20 23 CALL
000000000
255.00000000
NC
USD
27030.00000000
0.004466065880
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
100.00000000
23
USD
2020-01-17
XXXX
12944.11
N
N
N
Hearthside Food Solutions, LLC
549300JY2LK0EQ95YT44
Hearthside Food Solutions, LLC 2018 Incremental Term Loan
40422KAD3
1947925.50000000
PA
USD
1936978.16000000
0.320039662302
Long
LON
CORP
US
N
2
2025-05-23
Floating
5.80000000
N
N
N
N
N
N
MPH ACQUISITION HOLDINGS
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AB8
588000.00000000
PA
USD
568890.00000000
0.093995568585
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
7.13000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAC4
165000.00000000
PA
USD
163350.00000000
0.026989710011
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.25000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
3128000.00000000
PA
USD
3145204.00000000
0.519670302339
Long
LON
CORP
US
N
2
2026-10-31
Floating
5.05000000
N
N
N
N
N
N
GMAC Capital Trust I
549300JBN1OSM8YNAI90
GMAC Capital Trust I
361860208
4196.00000000
NS
USD
109305.80000000
0.018060188825
Long
EP
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
306000.00000000
PA
USD
319005.00000000
0.052708003931
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Avolon TLB Borrower 1 (US) LLC
635400O84AGITYFZQB55
Avolon TLB Borrower 1 (US) LLC Term Loan B3
05400KAE0
1980022.42000000
PA
USD
1991565.95000000
0.329058998833
Long
LON
CORP
US
N
2
2025-01-15
Floating
3.51000000
N
N
N
N
N
N
ON Semiconductor Corporation
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corporation 2019 Term Loan B
68218EAH7
735875.83000000
PA
USD
740570.72000000
0.122361732328
Long
LON
CORP
US
N
2
2026-09-19
Floating
3.80000000
N
N
N
N
N
N
Dun & Bradstreet Corp
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corp/The
26483EAK6
600000.00000000
PA
USD
690000.00000000
0.114006121260
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
10.25000000
N
N
N
N
N
N
RYMAN HOSPITALITY PROP
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
749571AE5
742000.00000000
PA
USD
766115.00000000
0.126582318246
Long
DBT
US
N
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAA4
368000.00000000
PA
USD
372251.14000000
0.061505664646
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
KAR Auction Services, Inc.
5493004HKD20LBSG7D03
KAR Auction Services, Inc. 2019 Term Loan B6
48562RAL3
726519.80000000
PA
USD
731060.55000000
0.120790402481
Long
LON
CORP
US
N
2
2026-09-19
Floating
4.06000000
N
N
N
N
N
N
Creative Artists Agency, LLC
5493008FV5TCFL3KHH96
Creative Artists Agency, LLC 2019 Term Loan B
22526WAM0
3980000.00000000
PA
USD
4009850.00000000
0.662532529475
Long
LON
CORP
US
N
2
2026-11-27
Floating
5.55000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC Term Loan
88023HAC4
5283195.42000000
PA
USD
5310720.87000000
0.877470561577
Long
LON
CORP
US
N
2
2024-05-01
Floating
4.55000000
N
N
N
N
N
N
EIRCOM FINANCE DAC
254900NA4DUH50UERM85
eircom Finance DAC
000000000
100000.00000000
PA
118195.99000000
0.019529081693
Long
DBT
CORP
IE
N
2
2026-05-15
Fixed
3.50000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
Kaiser Aluminum Corp
483007AJ9
100000.00000000
PA
USD
102600.00000000
0.016952214552
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.63000000
N
N
N
N
N
N
IHO Verwaltungs GmbH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
000000000
100000.00000000
PA
117356.74000000
0.019390415552
Long
DBT
CORP
DE
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
213000.00000000
PA
USD
221243.10000000
0.036555170560
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
TEMPO ACQUISITION LLC/FI
N/A
Tempo Acquisition LLC / Tempo Acquisition Finance Corp
88023JAA4
587000.00000000
PA
USD
606077.50000000
0.100139920229
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.75000000
N
N
N
N
N
N
Vistra Operations Company LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Company LLC 1st Lien Term Loan B3
88233FAK6
1553539.19000000
PA
USD
1562005.98000000
0.258084410385
Long
LON
CORP
US
N
2
2025-12-31
Floating
3.55000000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
88000.00000000
PA
USD
91520.00000000
0.015121507562
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
COVEY PARK ENERGY LLC/FI
N/A
Covey Park Energy LLC / Covey Park Finance Corp
22304LAA8
221000.00000000
PA
USD
190060.00000000
0.031402903488
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
Sunoco LP / Sunoco Finance Corp
86765LAN7
151000.00000000
PA
USD
160332.56000000
0.026491149677
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2019 Term Loan B
88632NAK6
4542679.47000000
PA
USD
4558306.29000000
0.753151912525
Long
LON
CORP
US
N
2
2026-06-30
Floating
5.71000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
N/A
Lions Gate Capital Holdings LLC 2018 Term Loan B
53627MAB9
1579068.42000000
PA
USD
1574141.73000000
0.260089555003
Long
LON
CORP
US
N
2
2025-03-24
Floating
4.05000000
N
N
N
N
N
N
Ellie Mae, Inc.
N/A
Ellie Mae, Inc. Term Loan
28849TAC6
3850350.00000000
PA
USD
3867214.53000000
0.638965403839
Long
LON
CORP
US
N
2
2026-04-17
Floating
5.94000000
N
N
N
N
N
N
AlixPartners, LLP
5493005G2MHUFTGARL57
AlixPartners, LLP 2017 Term Loan B
01642PAW6
5053953.41000000
PA
USD
5077656.45000000
0.838962198493
Long
LON
CORP
US
N
2
2024-04-04
Floating
4.55000000
N
N
N
N
N
N
Tervita Corp
5493005AXW2L27ADO786
Tervita Corp
88158UAA6
380000.00000000
PA
USD
382375.00000000
0.063178392198
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
7.63000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
119655.10000000
0.019770164985
Long
DBT
CORP
JP
N
2
2023-04-20
Fixed
4.00000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
26000.00000000
PA
USD
27170.52000000
0.004489283475
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.38000000
N
N
N
N
N
N
Dun & Bradstreet Corporation (The)
RI37BMPWE56BCJ747E14
Dun & Bradstreet Corporation (The) Term Loan
26483NAN0
4557000.00000000
PA
USD
4593091.44000000
0.758899332857
Long
LON
CORP
US
N
2
2026-02-06
Floating
6.79000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
52000.00000000
PA
USD
52468.00000000
0.008669091551
Long
DBT
CORP
US
N
2
2020-01-30
Variable
5.41000000
N
N
N
N
N
N
HARLAND CLARKE HOLDINGS
549300J73P7FL8TVF308
Harland Clarke Holdings Corp
412690AF6
712000.00000000
PA
USD
580280.00000000
0.095877495717
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
8.38000000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc. Consenting Term Loan
71677HAG0
4825247.00000000
PA
USD
4767440.54000000
0.787706383054
Long
LON
CORP
US
N
2
2022-03-11
Floating
5.74000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
N/A
Uber Technologies Inc
90353TAA8
241000.00000000
PA
USD
251845.00000000
0.041611408128
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
7.50000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
9000.00000000
PA
USD
8977.50000000
0.001483318773
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Ball Metalpack, LLC
N/A
Ball Metalpack, LLC 2018 1st Lien Term Loan B
05850FAB2
1716386.69000000
PA
USD
1506129.32000000
0.248852118682
Long
LON
CORP
US
N
2
2025-07-31
Floating
6.41000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2017 Term Loan B4
04649VAT7
1497762.18000000
PA
USD
1505565.52000000
0.248758964115
Long
LON
CORP
US
N
2
2022-08-04
Floating
4.80000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P 500 ETF TRUST DEC19 295 PUT
000000000
195.00000000
NC
USD
292.50000000
0.000048328681
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
SPDR S&P 500 ETF Trust
SPDR S&P 500 ETF Trust
100.00000000
295
USD
2019-12-31
XXXX
-29540.32
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBC3
196000.00000000
PA
USD
210210.00000000
0.034732212681
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
344000.00000000
PA
USD
370660.00000000
0.061242766531
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAL4
29000.00000000
PA
USD
27525.93000000
0.004548006541
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
13550.00000000
NS
USD
363411.00000000
0.060045041353
Long
EP
CORP
US
N
1
N
N
N
Foundation Building Materials Holding Company LLC
549300GFR91SRBCKY046
Foundation Building Materials Holding Company LLC 2018 Term Loan B
35039HAB9
686340.28000000
PA
USD
688488.53000000
0.113756386721
Long
LON
CORP
US
N
2
2025-08-13
Floating
4.80000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
SPDR S+P OIL + GAS EXPLORATION JAN20 22 CALL
000000000
305.00000000
NC
USD
56272.50000000
0.009297694867
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Purchased
SPDR S&P Oil & Gas Exploration & Production ETF
SPDR S&P Oil & Gas Exploration & Production ETF
100.00000000
22
USD
2020-01-17
XXXX
36984.67
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. USD Term Loan
000000000
1881843.19000000
PA
USD
1838560.80000000
0.303778529725
Long
LON
CORP
NL
N
2
2024-09-06
Floating
4.93000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
200000.00000000
PA
234435.29000000
0.038734866811
Long
DBT
CORP
ES
N
2
2022-05-18
Variable
6.50000000
N
N
N
N
N
N
Wand NewCo 3, Inc.
549300Y3VZEWMSQW8494
Wand NewCo 3, Inc. 2019 1st Lien Term Loan
93369PAB0
1684535.00000000
PA
USD
1696646.81000000
0.280330611533
Long
LON
CORP
US
N
2
2026-02-05
Floating
5.30000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP
549300Q10QN3IXF3HZ69
Chobani LLC / Chobani Finance Corp Inc
17027NAA0
479000.00000000
PA
USD
481395.00000000
0.079539096731
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
125069.55000000
0.020664774323
Long
DBT
CORP
NL
N
2
2024-12-14
Variable
4.38000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SCDS: (COFP)
000000000
5791.00000000
OU
Notional Amount
-932.35000000
-0.00015404870
N/A
DCR
FR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2023-06-21
0
EUR
-450.1
EUR
5791
EUR
-398.99
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
135000.00000000
PA
USD
140737.50000000
0.023253531146
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Adelphia Recovery Trust
N/A
Adelphia Recovery Trust
00685R409
396568.00000000
NS
USD
3.97000000
0.000000655948
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CT9
143000.00000000
PA
USD
156585.00000000
0.025871954344
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
249000.00000000
PA
USD
201690.00000000
0.033324484923
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Banco Espirito Santo SA
UBGVXZLX4SCS302CM391
BANCO ESPIRITO SANTO SA SR UNSECURED REGS 01/19 4
000000000
100000.00000000
PA
19068.90000000
0.003150683080
Long
DBT
CORP
PT
N
2
2021-01-21
Fixed
4.00000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAN8
807000.00000000
PA
USD
893752.50000000
0.147671385351
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
ATOTECH ALPHA 3 BV
N/A
Atotech Alpha 3 BV / Alpha US Bidco Inc
02079UAA3
1030000.00000000
PA
USD
1055750.00000000
0.174437626842
Long
DBT
CORP
NL
N
2
2025-02-01
Fixed
6.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DD6
400000.00000000
PA
USD
378000.00000000
0.062455527299
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
11.50000000
N
N
N
N
N
N
KCAD Holdings Inc
N/A
KCAD HOLDINGS I LIMITED COMMON STOCK
000000000
1075282733.00000000
NS
USD
731192.26000000
0.120812164432
Long
EC
CORP
GB
N
3
N
N
N
PERFORMANCE FOOD GROUP I
549300OMUOGBYK0FFO76
Performance Food Group Inc
69346VAA7
201000.00000000
PA
USD
214818.75000000
0.035493699219
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
Gentiva Health Services, Inc.
549300STP29LPEN7S547
Gentiva Health Services, Inc. 2018 1st Lien Term Loan
37249UAN6
2705212.15000000
PA
USD
2717060.98000000
0.448929831245
Long
LON
CORP
US
N
2
2025-07-02
Floating
5.56000000
N
N
N
N
N
N
Ancestry.com Operations Inc.
N/A
Ancestry.com Operations Inc. Non-Extended Term Loan B
03280FAH4
1551093.99000000
PA
USD
1527052.03000000
0.252309099860
Long
LON
CORP
US
N
2
2023-10-19
Floating
5.55000000
N
N
N
N
N
N
8th Avenue Food & Provisions, Inc.
N/A
8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan
28253PAC3
1158376.31000000
PA
USD
1162233.70000000
0.192031530631
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.49000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
752000.00000000
PA
USD
837577.60000000
0.138389816566
Long
DBT
CORP
US
N
2
2025-03-17
Variable
6.10000000
N
N
N
N
N
N
HOLCIM FINANCE LUX SA
529900XU3Z9D2HLBR716
Holcim Finance Luxembourg SA
000000000
100000.00000000
PA
118339.35000000
0.019552768530
Long
DBT
CORP
LU
N
2
2024-07-05
Variable
3.00000000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
Murphy Oil USA Inc
626738AE8
119000.00000000
PA
USD
125672.33000000
0.020764369410
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.75000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global Inc 2019 Term Loan Y
08579JBF8
2822925.00000000
PA
USD
2833059.30000000
0.468095800138
Long
LON
CORP
US
N
2
2026-07-01
None
0.00000000
N
N
N
N
N
N
A-L Parent LLC
N/A
A-L Parent LLC 2016 1st Lien Term Loan
00165HAB9
3229970.88000000
PA
USD
2831069.48000000
0.467767029616
Long
LON
CORP
US
N
2
2023-12-01
Floating
5.05000000
N
N
N
N
N
N
SRS Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution Inc
78471RAA4
258000.00000000
PA
USD
266385.00000000
0.044013797988
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
8.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AH2
80000.00000000
PA
USD
88432.00000000
0.014611288862
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
Hub International Limited 2018 Term Loan B
44332EAP1
2558378.60000000
PA
USD
2555001.54000000
0.422153355639
Long
LON
CORP
US
N
2
2025-04-25
Floating
4.69000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SCDS: (TSCOLN)
000000000
50000.00000000
OU
Notional Amount
904.67000000
0.000149475243
N/A
DCR
GB
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Tesco PLC
Tesco PLC
Y
sell protection
2023-12-21
0
EUR
-521.68
EUR
50000
EUR
1500.92
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
865000.00000000
PA
USD
899600.00000000
0.148637545922
Long
DBT
CORP
US
N
2
2024-08-01
Variable
5.00000000
N
N
N
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
64000.00000000
PA
74017.84000000
0.012229691076
Long
DBT
CORP
DE
N
2
2024-02-22
Fixed
2.88000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
93369KAA3
174000.00000000
PA
USD
184182.48000000
0.030431782824
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
8.13000000
N
N
N
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc. 2019 Term Loan
02474RAH6
3763091.69000000
PA
USD
3779574.03000000
0.624484891563
Long
LON
CORP
US
N
2
2027-01-15
Floating
3.80000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CL9
72000.00000000
PA
USD
48735.36000000
0.008052361393
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.75000000
N
N
N
N
N
N
Telenet Financing USD LLC
N/A
Telenet Financing USD LLC USD Term Loan AN
000000000
1568224.00000000
PA
USD
1575735.79000000
0.260352935579
Long
LON
CORP
BE
N
2
2026-08-15
Floating
3.99000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
5755943.40000000
PA
USD
5754159.06000000
0.950738196448
Long
LON
CORP
US
N
2
2025-12-31
Floating
5.05000000
N
N
N
N
N
N
WELLCARE HEALTH PLANS
529900JCT1MMTWHZ5P23
WellCare Health Plans Inc
94946TAD8
117000.00000000
PA
USD
124605.00000000
0.020588018463
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.38000000
N
N
N
N
N
N
Claros Mortgage Trust, Inc.
N/A
Claros Mortgage Trust, Inc. Term Loan B
18269PAB8
1848367.50000000
PA
USD
1857609.34000000
0.306925848799
Long
LON
CORP
US
N
3
2026-08-09
Floating
4.96000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CF8
5000.00000000
PA
USD
6927.48000000
0.001144601630
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
7.30000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
200000.00000000
PA
231070.19000000
0.038178863914
Long
DBT
CORP
FR
N
2
2027-09-03
Variable
3.00000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
Novelis Corp
670001AC0
251000.00000000
PA
USD
267090.36000000
0.044130341985
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
5.88000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAH3
58000.00000000
PA
USD
58797.50000000
0.009714891180
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
SCDS: (TITIM)
000000000
2532.00000000
OU
Notional Amount
-15.67000000
-0.00000258909
N/A
DCR
IT
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Telecom Italia SpA/Milano
Telecom Italia SpA/Milano
Y
sell protection
2024-06-21
0
EUR
-74.13
EUR
2532
EUR
66.76
N
N
N
GENESYS/GREENEDEN LUX/US
N/A
Genesys Telecommunications Laboratories Inc/Greeneden Lux 3 Sarl/Greeneden US Ho
39479TAA4
287000.00000000
PA
USD
310318.75000000
0.051272807307
Long
DBT
CORP
US
N
2
2024-11-30
Fixed
10.00000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAA6
535000.00000000
PA
USD
565952.43000000
0.093510204873
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.00000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160RAE1
168000.00000000
PA
USD
162960.00000000
0.026925271769
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.30000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AP9
2000.00000000
PA
USD
2132.60000000
0.000352361527
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.50000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 2nd Lien Term Loan
03827FAZ4
764247.00000000
PA
USD
776987.00000000
0.128378658174
Long
LON
CORP
US
N
2
2025-09-19
Floating
8.94000000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2018 Term Loan B1
68162RAD3
1418400.00000000
PA
USD
1185697.30000000
0.195908333569
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.43000000
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AN9
16000.00000000
PA
USD
14819.20000000
0.002448521032
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.75000000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
74166NAA2
583000.00000000
PA
USD
534902.50000000
0.088379940982
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.88000000
N
N
N
N
N
N
Eagle Holding Co II LLC
N/A
Eagle Holding Co II LLC
26959XAA1
114000.00000000
PA
USD
115794.36000000
0.019132269344
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
7.63000000
N
N
Y
N
N
N
Callon Petroleum Co
549300EFOWPEB0WLZW21
Callon Petroleum Co
13123XAZ5
110000.00000000
PA
USD
111606.55000000
0.018440333149
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.38000000
N
N
N
N
N
N
APX Group Inc
549300OMQVKPRU98OE64
APX Group Inc
00213MAD6
215000.00000000
PA
USD
215000.00000000
0.035523646479
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
8.75000000
N
N
N
N
N
N
United Rentals, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals, Inc. Term Loan B
91136EAJ4
264255.00000000
PA
USD
265718.97000000
0.043903752340
Long
LON
CORP
US
N
2
2025-10-31
Floating
3.55000000
N
N
N
N
N
N
Whatabrands LLC
N/A
Whatabrands LLC Term Loan B
96244UAB3
3018435.00000000
PA
USD
3032983.86000000
0.501128588008
Long
LON
CORP
US
N
2
2026-08-02
Floating
4.94000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc Term Loan B12
404122BA0
948148.69000000
PA
USD
952652.40000000
0.157403195701
Long
LON
CORP
US
N
2
2025-03-13
Floating
3.55000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc. Term Loan W
08579JBD3
5589648.05000000
PA
USD
5605131.38000000
0.926114909843
Long
LON
CORP
US
N
2
2022-10-01
Floating
3.72000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
382000.00000000
PA
USD
434410.40000000
0.071776006868
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
Iridium Satellite LLC Term Loan
46269KAJ3
1303000.00000000
PA
USD
1318479.64000000
0.217847463359
Long
LON
CORP
US
N
2
2026-11-04
Floating
5.55000000
N
N
N
N
N
N
Hearthside Food Solutions, LLC
549300B7GQ818BSKC852
Hearthside Food Solutions, LLC 2018 Term Loan B
40422KAB7
690864.99000000
PA
USD
682574.61000000
0.112779251822
Long
LON
CORP
US
N
2
2025-05-23
Floating
5.49000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
1397000.00000000
PA
USD
1445895.00000000
0.238899827102
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Trader Corporation
N/A
TRADER CORPORATION 2017 TERM LOAN B
000000000
4338125.91000000
PA
USD
4348971.22000000
0.718564261257
Long
LON
CORP
CA
N
3
2023-09-28
Floating
4.80000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
000000000
100000.00000000
PA
116224.94000000
0.019203412468
Long
DBT
CORP
NL
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
1338368.00000000
NS
USD
30541557.76000000
5.046267445631
Long
EC
RF
US
N
1
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBE9
193000.00000000
PA
USD
209405.00000000
0.034599205540
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AC2
73000.00000000
PA
USD
73456.25000000
0.012136901659
Long
DBT
CORP
CA
N
2
2024-03-31
Fixed
7.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAV0
208000.00000000
PA
USD
225704.96000000
0.037292387012
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.13000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SCDS: (CHK)
000000000
478000.00000000
OU
Notional Amount
USD
-183658.19000000
-0.03034515634
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Chesapeake Energy Corp
Chesapeake Energy Corp
Y
sell protection
2023-12-21
3718.16
USD
0
USD
478000
USD
-187376.35
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AS1
166000.00000000
PA
USD
164132.50000000
0.027118999562
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.13000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
8330122.50000000
PA
USD
8368774.27000000
1.382741295987
Long
LON
CORP
US
N
2
2026-08-21
Floating
5.30000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAU2
92000.00000000
PA
USD
97980.00000000
0.016188869219
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.75000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
218000.00000000
PA
USD
218545.00000000
0.036109373581
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
Avantor, Inc.
5493003VM0XB4U8YD238
Avantor, Inc. 2017 1st Lien Term Loan
05350NAC8
1708129.38000000
PA
USD
1722358.10000000
0.284578791889
Long
LON
CORP
US
N
2
2024-11-21
Floating
4.80000000
N
N
N
N
N
N
Platin 1426 GmbH
213800NMYXIGFN77O655
Platin 1426 GmbH
000000000
100000.00000000
PA
112966.40000000
0.018665016082
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
5.38000000
N
N
N
N
N
N
Clark Equipment Company
549300X1FKNY520VPF71
Clark Equipment Company 2019 Term Loan B
18143EAE9
547103.35000000
PA
USD
548881.44000000
0.090689628994
Long
LON
CORP
US
N
2
2024-05-18
Floating
3.69000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674PAL7
117000.00000000
PA
USD
111405.94000000
0.018407187108
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
5.38000000
N
N
N
N
N
N
eG Global Finance PLC
549300TL8Q5207VYET27
eG Global Finance PLC
28228PAA9
303000.00000000
PA
USD
307545.00000000
0.050814510961
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
6.75000000
N
N
N
N
N
N
Road Infrastructure Investment, LLC
N/A
Road Infrastructure Investment, LLC 2016 1st Lien Term Loan
76970RAC0
1286613.00000000
PA
USD
1187543.80000000
0.196213423863
Long
LON
CORP
US
N
2
2023-06-13
Floating
5.30000000
N
N
N
N
N
N
ARAMARK SERVICES INC 2019 TERM LOAN B4
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC 2019 TERM LOAN B4
03852JAR2
1143000.00000000
PA
USD
1148360.67000000
0.189739341732
Long
LON
CORP
US
N
2
2027-01-27
None
0.00000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CK0
226000.00000000
PA
USD
235322.50000000
0.038881457203
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Midas Intermediate Holdco II, LLC
N/A
Midas Intermediate Holdco II, LLC Incremental Term Loan B
59562TAK8
1416882.15000000
PA
USD
1389720.52000000
0.229618327713
Long
LON
CORP
US
N
2
2021-08-18
Floating
4.70000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
SCDS: (COFP)
000000000
10000.00000000
OU
Notional Amount
-1609.99000000
-0.00026601263
N/A
DCR
FR
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2023-06-21
0
EUR
-596.05
EUR
10000
EUR
-881.85
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
284000.00000000
PA
USD
283659.20000000
0.046867949495
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.63000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
117000.00000000
PA
USD
126213.75000000
0.020853826213
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Intrum AB
549300UNCO2FCUWXX470
Intrum AB
000000000
50000.00000000
PA
56843.27000000
0.009392001061
Long
DBT
CORP
SE
N
2
2022-07-15
Fixed
2.75000000
N
N
N
N
N
N
MTN Infrastructure TopCo Inc
54930040E6IYPRA4GM07
MTN Infrastructure TopCo Inc 1st Lien Term Loan B
55377KAB0
1799940.57000000
PA
USD
1798140.63000000
0.297100056098
Long
LON
CORP
US
N
2
2024-11-15
Floating
4.80000000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBC0
123544.00000000
PA
USD
134045.24000000
0.022147794037
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Blue Cube Spinco LLC
549300GKK294V7W57P06
Blue Cube Spinco LLC
095370AD4
355000.00000000
PA
USD
392548.35000000
0.064859296798
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
10.00000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
549300IQ3DN0F3VERF65
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAA9
62000.00000000
PA
USD
62310.00000000
0.010295248428
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.50000000
N
N
N
N
N
N
Cypress Intermediate Holdings III, Inc.
549300B6MA7UGSCNXP23
Cypress Intermediate Holdings III, Inc. 2017 1st Lien Term Loan
124886AH5
2763731.11000000
PA
USD
2767185.77000000
0.457211762965
Long
LON
CORP
US
N
2
2024-04-29
Floating
4.55000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-143135.60000000
-0.02364976024
N/A
DFE
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
7508000.00000000
EUR
8295859.49000000
USD
2020-02-05
-143135.6
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
393000.00000000
PA
USD
409211.25000000
0.067612445491
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
58000.00000000
PA
USD
60936.54000000
0.010068316765
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBA7
897000.00000000
PA
USD
988942.50000000
0.163399273297
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.25000000
N
N
N
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc. 2018 Term Loan B
38431EAB4
1837610.35000000
PA
USD
1830719.31000000
0.302482909638
Long
LON
CORP
US
N
3
2025-02-12
Floating
5.30000000
N
N
N
N
N
N
Carrizo Oil & Gas Inc
6X88M1NLGKDIRGWMPT94
Carrizo Oil & Gas Inc
144577AJ2
281000.00000000
PA
USD
287322.50000000
0.047473222863
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
8.25000000
N
N
N
N
N
N
Sequa Mezzanine Holdings L.L.C.
N/A
Sequa Mezzanine Holdings L.L.C. 1st Lien Term Loan
81733HAB2
1828289.24000000
PA
USD
1827722.47000000
0.301987752965
Long
LON
CORP
US
N
2
2021-11-28
Floating
6.90000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BB4
99000.00000000
PA
USD
101475.00000000
0.016766335007
Long
DBT
CORP
KY
N
2
2021-12-15
Fixed
8.38000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. Term Loan C5
914908AX6
815653.23000000
PA
USD
804250.40000000
0.132883287864
Long
LON
CORP
US
N
2
2024-03-15
Floating
4.55000000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
200000.00000000
PA
USD
212000.00000000
0.035027967691
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
5363101.58000000
PA
USD
5294936.56000000
0.874862579026
Long
LON
CORP
LU
N
2
2025-06-30
Floating
5.31000000
N
N
N
N
N
N
ERESEARCHTECHNOLOGY INC 2019 TERM LOAN
N/A
ERESEARCHTECHNOLOGY INC 2019 TERM LOAN
000000000
2482000.00000000
PA
USD
2497512.50000000
0.412654656414
Long
LON
CORP
US
N
2
2026-11-05
None
0.00000000
N
N
N
N
N
N
Femur Buyer, Inc.
N/A
Femur Buyer, Inc. 1st Lien Term Loan
31446JAC9
728340.00000000
PA
USD
710131.50000000
0.117332373768
Long
LON
CORP
US
N
3
2026-03-05
Floating
6.44000000
N
N
N
N
N
N
MED ParentCo LP
N/A
MED ParentCo LP 1st Lien Term Loan
58401DAC8
1514833.97000000
PA
USD
1512470.83000000
0.249899902679
Long
LON
CORP
US
N
2
2026-08-31
Floating
6.05000000
N
N
N
N
N
N
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
BRW0HQER5 JAN20 XLE CALL JAN20 59.21 CALL
000000000
205.00000000
NC
USD
31467.50000000
0.005199257421
N/A
DE
US
N
2
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8NAV47T0Y26Q87Y0QP81
Call
Purchased
Energy Select Sector SPDR Fund
Energy Select Sector SPDR Fund
100.00000000
59.21
USD
2020-01-17
XXXX
17324.8
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
294000.00000000
PA
USD
315785.40000000
0.052176041456
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
William Morris Endeavor Entertainment, LLC
N/A
William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
96925HAF9
2434162.00000000
PA
USD
2419459.66000000
0.399758277368
Long
LON
CORP
US
N
2
2025-05-18
Floating
4.68000000
N
N
N
N
N
N
Albertsons, LLC
549300MBYHQDK18CKL60
Albertsons, LLC 2019 Term Loan B8
01310TAW9
13148.61000000
PA
USD
13254.19000000
0.002189940278
Long
LON
CORP
US
N
2
2026-08-17
Floating
4.55000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BQ9
308000.00000000
PA
USD
323015.00000000
0.053370561245
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
6.38000000
N
N
N
N
N
N
MONITCHEM HOLDCO 3 S.A.
222100SJHJ1CNJMSW162
Monitchem HoldCo 3 SA
000000000
100000.00000000
PA
117441.99000000
0.019404501091
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
SOFTBANK GROUP CORP
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
100000.00000000
PA
116353.94000000
0.019224726656
Long
DBT
CORP
JP
N
2
2029-09-19
Fixed
4.00000000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp. 2018 Term Loan B
92531HAB3
6123279.71000000
PA
USD
6158978.43000000
1.017624988020
Long
LON
CORP
US
N
2
2025-08-27
Floating
6.30000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAC0
12000.00000000
PA
USD
13042.56000000
0.002154973444
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Infor (US), Inc.
CIOT8TLNSHRE7MIBDR09
Infor (US), Inc. Term Loan B6
45672LAE5
8485866.96000000
PA
USD
8519216.42000000
1.407598290184
Long
LON
CORP
US
N
2
2022-02-01
Floating
4.69000000
N
N
N
N
N
N
McAfee, LLC
N/A
McAfee, LLC 2018 USD Term Loan B
57906PAG4
4872793.56000000
PA
USD
4891066.54000000
0.808132645006
Long
LON
CORP
US
N
2
2024-09-30
Floating
5.55000000
N
N
N
N
N
N
Extraction Oil & Gas Inc
5493002FL3WIE1JVUP20
Extraction Oil & Gas Inc
30227MAA3
383000.00000000
PA
USD
239375.00000000
0.039551036633
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
7.38000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
5493003QENHHS261UR94
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBB7
75000.00000000
PA
USD
77812.50000000
0.012856668566
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.13000000
N
N
N
N
N
N
HC Group Holdings II, Inc.
549300DI3Q5ACSYJRI17
HC Group Holdings II, Inc. Term Loan B
09071FAK7
1765000.00000000
PA
USD
1756175.00000000
0.290166231892
Long
LON
CORP
US
N
2
2026-08-06
Floating
6.30000000
N
N
N
N
N
N
RBS GLOBAL & REXNORD LLC
N/A
RBS Global Inc / Rexnord LLC
75524DAP5
205000.00000000
PA
USD
211662.50000000
0.034972203828
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.88000000
N
N
N
N
N
N
HONGKONG & SHANGHAI BANK
2HI3YI5320L3RW6NJ957
Hongkong & Shanghai Banking Corp Ltd/The
000000000
100000.00000000
PA
USD
77005.75000000
0.012723372278
Long
DBT
CORP
HK
N
2
2020-01-27
Floating
1.93000000
N
N
N
N
N
N
AHP HEALTH PARTNERS
549300QMM8MQ6SM5KX05
AHP Health Partners Inc
00150LAA9
200000.00000000
PA
USD
219750.00000000
0.036308471227
Long
DBT
US
N
2
2026-07-15
Fixed
9.75000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation Term Loan B9
13134MBQ5
1942240.00000000
PA
USD
1952048.31000000
0.322529646865
Long
LON
CORP
US
N
2
2026-04-05
Floating
4.20000000
N
N
N
N
N
N
Trans Union, LLC
X8NPN6PWJOM1QCTYFV34
Trans Union, LLC 2019 Term Loan B5
89334GAX2
3239183.02000000
PA
USD
3250228.63000000
0.537023129445
Long
LON
CORP
US
N
2
2026-11-16
Floating
3.55000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
1584937.50000000
PA
USD
1590215.34000000
0.262745337511
Long
LON
CORP
US
N
2
2027-04-15
Floating
4.24000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAK6
101000.00000000
PA
USD
102010.00000000
0.016854731057
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.13000000
N
N
N
N
N
N
California Resources Corporation
5493003Q8F0T4F4YMR48
California Resources Corporation Second Out Term Loan
000000000
2001937.00000000
PA
USD
1484776.61000000
0.245324090210
Long
LON
CORP
US
N
2
2021-12-31
Floating
12.18000000
N
N
N
N
N
N
ESH Hospitality, Inc.
54930042FMK7X7SQ2896
ESH Hospitality, Inc. 2019 Term Loan B
26908BAK9
893695.59000000
PA
USD
900720.04000000
0.148822605945
Long
LON
CORP
US
N
2
2026-09-18
Floating
3.80000000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
000000000
855000.00000000
PA
1043689.93000000
0.172444986548
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
Epicor Software Corporation
JGNXVGGGXR4O1L5I7S73
Epicor Software Corporation 1st Lien Term Loan
29426NAE4
3003326.60000000
PA
USD
3016841.57000000
0.498461457760
Long
LON
CORP
US
N
2
2022-06-01
Floating
5.05000000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2018 Term Loan B
03167DAH7
1749799.87000000
PA
USD
1566945.78000000
0.258900595078
Long
LON
CORP
US
N
2
2025-05-04
Floating
5.31000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
515000.00000000
PA
USD
539220.45000000
0.089093379723
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAF2
424000.00000000
PA
USD
467811.92000000
0.077294815186
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.88000000
N
N
N
N
N
N
Genuine Financial Holdings, LLC
N/A
Genuine Financial Holdings, LLC 2018 1st Lien Term Loan
37190DAF0
1981972.35000000
PA
USD
1963401.27000000
0.324405454016
Long
LON
CORP
US
N
2
2025-07-12
Floating
5.55000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BE6
4263000.00000000
PA
USD
4615166.43000000
0.762546700953
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AX3
165000.00000000
PA
USD
175312.50000000
0.028966229179
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Encapsys, LLC
N/A
Encapsys, LLC 1st Lien Term Loan
29251LAC2
1282660.46000000
PA
USD
1289881.84000000
0.213122355744
Long
LON
CORP
US
N
2
2024-11-07
Floating
5.30000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BT3
306000.00000000
PA
USD
325890.00000000
0.053845586750
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Belron Finance US LLC
N/A
BELRON FINANCE US LLC 2019 USD TERM LOAN B
000000000
1163000.00000000
PA
USD
1166640.19000000
0.192759598505
Long
LON
CORP
US
N
2
2026-10-30
Floating
4.44000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2018 1st Lien Term Loan
78466YAL2
2296092.91000000
PA
USD
2275428.07000000
0.375960476042
Long
LON
CORP
US
N
2
2025-05-23
Floating
5.05000000
N
N
N
N
N
N
GFL Environmental Inc.
5493008HF9XC5H29ZX61
GFL Environmental Inc. 2018 USD Term Loan B
000000000
1221791.28000000
PA
USD
1222658.75000000
0.202015335816
Long
LON
CORP
CA
N
2
2025-05-30
Floating
4.80000000
N
N
N
N
N
N
Allegiant Travel Company
549300JM9OZXOHWL2K18
Allegiant Travel Company Term Loan B
01748LAD0
1771612.50000000
PA
USD
1782685.08000000
0.294546393334
Long
LON
CORP
US
N
3
2024-02-05
Floating
6.39000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
54930001NJU8E40NQ561
Sunoco LP / Sunoco Finance Corp
86765LAL1
57000.00000000
PA
USD
59137.50000000
0.009771068110
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
TURBO CAYMAN LIMITED WARRANTS EQUITY WARRANT EXP 15MAR18
N/A
TURBO CAYMAN LIMITED WARRANTS EQUITY WARRANT EXP 15MAR18
000000000
1.00000000
NS
0.00000000
0.000000
N/A
DE
KY
N
3
N/A
N/A
Call
Purchased
KCA DEUTAG ALPHA LTD
KCA DEUTAG ALPHA LTD
1.00000000
1
GBP
2099-12-31
XXXX
0
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAG7
88000.00000000
PA
USD
87954.24000000
0.014532350363
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
E58DKGMJYYYJLN8C3868
BRW0HQ8W1 JAN20 XLE CALL JAN20 60.21 CALL
000000000
305.00000000
NC
USD
27907.50000000
0.004611051926
N/A
DE
US
N
2
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
Call
Purchased
Energy Select Sector SPDR Fund
Energy Select Sector SPDR Fund
100.00000000
60.21
USD
2020-01-17
XXXX
8619.67
N
N
N
USI, Inc.
N/A
USI, Inc. 2017 Repriced Term Loan
90351NAE5
4438515.57000000
PA
USD
4434077.05000000
0.732625979482
Long
LON
CORP
US
N
2
2024-05-16
Floating
4.94000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
600000.00000000
PA
USD
639000.00000000
0.105579581863
Long
DBT
CORP
GB
N
2
2027-05-22
Variable
6.00000000
N
N
N
N
N
N
1199169 B.C. Unlimited Liability Company
N/A
1199169 B.C. Unlimited Liability Company 2019 Term Loan B2
26812CAD8
2189603.05000000
PA
USD
2202937.73000000
0.363983168082
Long
LON
CORP
CA
N
2
2026-04-06
Floating
5.94000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
338000.00000000
PA
USD
355322.50000000
0.058708608727
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
GoodRx, Inc.
N/A
GoodRx, Inc. 1st Lien Term Loan
38245HAC1
1066121.01000000
PA
USD
1071003.84000000
0.176957961817
Long
LON
CORP
US
N
2
2025-10-10
Floating
4.55000000
N
N
N
N
N
N
Ascend Performance Materials Operations LLC
549300NIMFUIRMMAGQ29
Ascend Performance Materials Operations LLC 2019 Term Loan B
04350TAB0
2988530.95000000
PA
USD
3010944.93000000
0.497487177970
Long
LON
CORP
US
N
3
2026-08-27
Floating
7.19000000
N
N
N
N
N
N
Belron Finance US LLC
N/A
Belron Finance US LLC USD Term Loan B
000000000
1461096.60000000
PA
USD
1465363.00000000
0.242116451984
Long
LON
CORP
LU
N
2
2024-11-07
Floating
4.14000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
2000.00000000
PA
USD
2152.60000000
0.000355666053
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Panther BF Aggregator 2 L P
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP USD Term Loan B
000000000
7553070.00000000
PA
USD
7567269.77000000
1.250311702917
Long
LON
CORP
CA
N
2
2026-04-30
Floating
5.30000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-56378.63000000
-0.00931523033
N/A
DFE
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1658000.00000000
GBP
2141880.83000000
USD
2020-02-05
-56378.63
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SCDS: (CTL)
000000000
170000.00000000
OU
Notional Amount
USD
-3159.97000000
-0.00052211003
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CenturyLink Inc
CenturyLink Inc
Y
sell protection
2023-12-21
0
USD
-10530.77
USD
170000
USD
7370.8
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
49922.41000000
PA
75779.79000000
0.012520811489
Long
ABS-O
CORP
GB
N
2
2027-06-30
Fixed
5.66000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
1072194.82000000
PA
USD
1078059.73000000
0.178123780152
Long
LON
CORP
US
N
2
2026-08-12
Floating
4.30000000
N
N
N
N
N
N
TELESAT CANADA/TELESAT L
N/A
Telesat Canada / Telesat LLC
87952VAP1
235000.00000000
PA
USD
239112.50000000
0.039507664739
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BU0
60000.00000000
PA
USD
61650.00000000
0.010186199095
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
CCM Merger, Inc.
549300P77RSBKKFME089
CCM Merger, Inc. New Term Loan B
12502TAJ3
597862.64000000
PA
USD
600463.34000000
0.099212313554
Long
LON
CORP
US
N
2
2021-08-08
Floating
4.05000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2018 Incremental Term Loan
90351JAE4
3971908.05000000
PA
USD
3959833.45000000
0.654268481846
Long
LON
CORP
US
N
2
2023-07-13
Floating
5.30000000
N
N
N
N
N
N
CONNECT FINCO SARL/CONNE
N/A
Connect Finco SARL / Connect US Finco LLC
20752TAA2
1065000.00000000
PA
USD
1134225.00000000
0.187403757807
Long
DBT
CORP
XX
N
2
2026-10-01
Fixed
6.75000000
N
N
N
N
N
N
QEP Resources Inc
Q6JQDZPXKEDQKVK58165
QEP Resources Inc
74733VAD2
117000.00000000
PA
USD
114104.25000000
0.018853018785
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.63000000
N
N
N
N
N
N
Brand Energy & Infrastructure Services, Inc.
549300B658W2BPDQMW42
Brand Energy & Infrastructure Services, Inc. 2017 Term Loan
10524MAN7
3287393.50000000
PA
USD
3275065.77000000
0.541126877264
Long
LON
CORP
US
N
2
2024-06-21
Floating
6.29000000
N
N
N
N
N
N
GFL Environmental Inc
549300CUGI6SDCOZU108
GFL Environmental Inc
44485HAA2
400000.00000000
PA
USD
422560.00000000
0.069818009565
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
7.00000000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems, Inc. 2017 1st Lien Term Loan
03827FAX9
4426873.76000000
PA
USD
4440287.19000000
0.733652057705
Long
LON
CORP
US
N
2
2024-09-19
Floating
5.19000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
755000.00000000
PA
USD
839016.40000000
0.138627544113
Long
DBT
CORP
XX
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SCDS: (COFP)
000000000
5308.00000000
OU
Notional Amount
-358.19000000
-0.00005918239
N/A
DCR
FR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2024-06-21
0
EUR
-322.6
EUR
5308
EUR
-2.36
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
173000.00000000
PA
USD
197012.40000000
0.032551622556
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
02156LAC5
726000.00000000
PA
USD
746001.30000000
0.123259006766
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Venture Holdings
N/A
VENTURE HLDGS TR 07/49 FIXED 12.00
92326YAH2
5150000.00000000
PA
USD
0.52000000
0.000000085917
Long
DBT
CORP
US
N
3
2049-07-01
Fixed
12.00000000
Y
N
N
N
N
N
Blue Cube Spinco LLC
549300GKK294V7W57P06
Blue Cube Spinco LLC
095370AB8
313000.00000000
PA
USD
336575.16000000
0.055611055803
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
9.75000000
N
N
N
N
N
N
SPX FLOW Inc
5493003YXEKRBINIEM78
SPX FLOW Inc
78469XAE7
209000.00000000
PA
USD
221017.50000000
0.036517895515
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.88000000
N
N
N
N
N
N
REFINITIV US HOLDINGS
549300NF240HXJO7N016
Refinitiv US Holdings Inc
000000000
100000.00000000
PA
122069.00000000
0.020169004661
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
120000.00000000
PA
USD
123112.80000000
0.020341467834
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
ORTHO-CLINICAL INC/SA
N/A
Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
22663AAA7
1676000.00000000
PA
USD
1665525.00000000
0.275188471178
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
6.63000000
N
N
N
N
N
N
Hub International Limited
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LIMITED 2019 INCREMENTAL TERM LOAN B
44332EAT3
2503000.00000000
PA
USD
2525977.54000000
0.417357828590
Long
LON
CORP
US
N
2
2025-04-25
Floating
5.90000000
N
N
N
N
N
N
Texas Competitive Electric HOL Corp Bond
N/A
Texas Competitive Electric HOL Corp Bond
000000000
2375000.00000000
PA
USD
0.24000000
0.000000039654
Long
LON
CORP
US
N
3
2020-11-10
None
0.00000000
Y
N
N
N
N
N
Deerfield Dakota Holding, LLC
N/A
Deerfield Dakota Holding, LLC 2018 Term Loan B
24440TAB0
4014167.76000000
PA
USD
3996946.98000000
0.660400611703
Long
LON
CORP
US
N
2
2025-02-13
Floating
5.05000000
N
N
N
N
N
N
BRTCDC1M3 AMERIFORGE GROUP INC COMMON STOCK
N/A
BRTCDC1M3 AMERIFORGE GROUP INC COMMON STOCK
000000000
1664.00000000
NS
USD
85696.00000000
0.014159229808
Long
EC
CORP
US
N
2
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2018 Term Loan B13
000000000
2032824.80000000
PA
USD
2034512.04000000
0.336154820781
Long
LON
CORP
FR
N
2
2026-08-14
Floating
5.74000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
549300WY5QI80P9WHD46
Endeavor Energy Resources LP / EER Finance Inc
29260FAD2
368000.00000000
PA
USD
379960.00000000
0.062779370774
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
Team Health Holdings Inc
549300PVTQ4UDTTMQT11
Team Health Holdings Inc
88047PAA2
118000.00000000
PA
USD
78765.00000000
0.013014046581
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.38000000
N
N
N
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
106000.00000000
PA
USD
107865.60000000
0.017822229961
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
3457794.94000000
PA
USD
3455858.57000000
0.570998595930
Long
LON
CORP
US
N
2
2025-05-09
Floating
4.80000000
N
N
N
N
N
N
Solera, LLC
N/A
Solera, LLC USD Term Loan B
83421MAB4
3506116.79000000
PA
USD
3509412.54000000
0.579847118246
Long
LON
CORP
US
N
2
2023-03-03
Floating
4.55000000
N
N
N
N
N
N
FinCo I LLC
5493001RSEZ0X6VJMC68
FinCo I LLC 2018 Term Loan B
31774BAD6
1250276.27000000
PA
USD
1256065.05000000
0.207534933915
Long
LON
CORP
US
N
2
2022-12-27
Floating
3.80000000
N
N
N
N
N
N
Proppants Holdings LLC
N/A
PROPPANTS HOLDINGS LLC NEWCO E BRTQNEP90
000000000
7288.00000000
NS
USD
32796.00000000
0.005418760511
Long
STIV
RF
US
N
3
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
211000.00000000
PA
USD
220758.75000000
0.036475143220
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
393000.00000000
PA
USD
477003.75000000
0.078813546904
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
549300SO59UL53O4D221
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
100000.00000000
PA
138950.52000000
0.022958275119
Long
DBT
CORP
XX
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
Spin Holdco Inc.
549300QAS44U2GUXGK45
Spin Holdco Inc. 2017 Term Loan B
84850XAG7
5524678.86000000
PA
USD
5470426.51000000
0.903858127606
Long
LON
CORP
US
N
2
2022-11-14
Floating
5.25000000
N
N
N
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700AT3
443000.00000000
PA
USD
464042.50000000
0.076672008007
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
7.65000000
N
N
N
N
N
N
Westjet Airlines Ltd Term Loan B
5493004LHNGMD0JHE251
Westjet Airlines Ltd Term Loan B
000000000
3671000.00000000
PA
USD
3700514.84000000
0.611422237068
Long
LON
CORP
CA
N
2
2026-12-11
Floating
4.72000000
N
N
N
N
N
N
TITAN ACQ/CO-BORROWER
N/A
Titan Acquisition Ltd / Titan Co-Borrower LLC
88827AAA1
699000.00000000
PA
USD
692010.00000000
0.114338226048
Long
DBT
CORP
XX
N
2
2026-04-15
Fixed
7.75000000
N
N
N
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
266000.00000000
PA
USD
269990.00000000
0.044609438665
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
840000.00000000
PA
USD
934500.00000000
0.154403942490
Long
DBT
CORP
US
N
2
2025-06-15
Variable
5.88000000
N
N
N
N
N
N
Forest City Enterprises, L.P.
54930078MCT017XXRD21
Forest City Enterprises, L.P. 2019 Term Loan B
34555QAF7
2499750.00000000
PA
USD
2509898.99000000
0.414701229864
Long
LON
CORP
US
N
2
2025-12-08
Floating
5.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
232000.00000000
PA
USD
263320.00000000
0.043507379493
Long
DBT
CORP
US
N
2
2024-10-23
Variable
6.50000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
N/A
Lehman Brothers Holdings Inc
000000000
861890.95000000
PA
USD
8.62000000
0.000001424250
Long
LON
CORP
US
N
3
N/A
None
0.00000000
Y
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAJ2
78000.00000000
PA
USD
82290.00000000
0.013596469157
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC 2016 Term Loan B
85769EAR2
3301088.03000000
PA
USD
3313599.15000000
0.547493603630
Long
LON
CORP
US
N
2
2023-06-08
Floating
4.30000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2nd Lien Term Loan
81753HAD3
115099.67000000
PA
USD
33858.87000000
0.005594374549
Long
LON
CORP
US
N
2
2024-11-08
Floating
9.79000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
93369KAB1
139000.00000000
PA
USD
153942.50000000
0.025435343945
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
9.13000000
N
N
N
N
N
N
EG GROUP LTD
894500KFDM6GTUGDJJ54
EG America LLC 2018 USD Term Loan
000000000
1345611.74000000
PA
USD
1338049.40000000
0.221080901666
Long
LON
CORP
GB
N
2
2025-02-07
Floating
5.96000000
N
N
N
N
N
N
RP Crown Parent, LLC
N/A
RP Crown Parent, LLC 2016 Term Loan B
74966FAJ2
2648663.88000000
PA
USD
2663575.86000000
0.440092684757
Long
LON
CORP
US
N
2
2023-10-12
Floating
4.55000000
N
N
N
N
N
N
Playa Resorts Holding B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding B.V. 2017 Term Loan B
000000000
1437178.64000000
PA
USD
1431789.22000000
0.236569181790
Long
LON
CORP
NL
N
2
2024-04-29
Floating
4.55000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
389000.00000000
PA
USD
413312.50000000
0.068290079700
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253AB9
367000.00000000
PA
USD
389937.50000000
0.064427915810
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CN5
430000.00000000
PA
USD
339700.00000000
0.056127361438
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.88000000
N
N
N
N
N
N
HERTZ CORP
549300PD0C69OJ0NLB27
Hertz Corp/The
428040CT4
133000.00000000
PA
USD
138320.00000000
0.022854096656
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
7.63000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAC5
302000.00000000
PA
USD
311815.00000000
0.051520027102
Long
DBT
US
N
2
2027-09-15
Fixed
4.88000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company Term Loan B4
000000000
3865185.27000000
PA
USD
3869011.80000000
0.639262360044
Long
LON
CORP
CA
N
2
2026-11-19
Floating
3.55000000
N
N
N
N
N
N
PQ Corporation
2H1FRGMQKKSWC9PFJY28
PQ Corporation 2018 Term Loan B
69353FAX2
2197262.24000000
PA
USD
2207853.04000000
0.364795306383
Long
LON
CORP
US
N
2
2025-02-08
Floating
4.43000000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
N/A
Greystar Real Estate Partners LLC
39807UAB2
218000.00000000
PA
USD
226175.00000000
0.037370049965
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.75000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CL5
181000.00000000
PA
USD
166996.03000000
0.027592129922
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
4.80000000
N
N
N
N
N
N
GRINDING MED/MOLY-COP
N/A
Grinding Media Inc / Moly-Cop AltaSteel Ltd
398545AA1
309000.00000000
PA
USD
314793.75000000
0.052012194832
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
7.38000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
479000.00000000
PA
USD
513727.50000000
0.084881274869
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
West Corporation
5493005Z5DB0O5S30R71
West Corporation 2017 Term Loan
68162RAC5
2141602.29000000
PA
USD
1809953.76000000
0.299051895419
Long
LON
CORP
US
N
2
2024-10-10
Floating
5.93000000
N
N
N
N
N
N
Vizient, Inc.
N/A
Vizient, Inc. 2019 Term Loan B5
92855LAK2
985845.28000000
PA
USD
988615.51000000
0.163345245961
Long
LON
CORP
US
N
2
2026-05-06
Floating
4.55000000
N
N
N
N
N
N
CROWN AMER/CAP CORP V
NYLWZIOY8PUNIT4JOE22
Crown Americas LLC / Crown Americas Capital Corp V
22819KAB6
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
4.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
616000.00000000
PA
USD
701993.60000000
0.115987778965
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BF7
664000.00000000
PA
USD
680932.00000000
0.112507849510
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
6.13000000
N
N
N
N
N
N
SIGNATURE AVIATION US
213800CSNQ87U1MC8N11
Signature Aviation US Holdings Inc
05545MAA0
42000.00000000
PA
USD
44209.62000000
0.007304590287
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.38000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91831AAC5
3000.00000000
PA
USD
3099.69000000
0.000512150194
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.13000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2019 Term Loan B
81527CAM9
2098647.02000000
PA
USD
2115709.02000000
0.349570694329
Long
LON
CORP
US
N
2
2026-09-03
Floating
5.80000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
69867DAA6
122000.00000000
PA
USD
131455.00000000
0.021719818362
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
2000.00000000
PA
USD
2170.00000000
0.000358540990
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454LAP5
39000.00000000
PA
USD
38331.35000000
0.006333345704
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.63000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SCDS: (COFP)
000000000
4692.00000000
OU
Notional Amount
-316.62000000
-0.00005231393
N/A
DCR
FR
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Casino Guichard Perrachon SA
Casino Guichard Perrachon SA
Y
sell protection
2024-06-21
0
EUR
-329.02
EUR
4692
EUR
46.3
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2017 1st Lien Term Loan
45567YAJ4
2427810.46000000
PA
USD
2430505.33000000
0.401583312141
Long
LON
CORP
US
N
2
2024-09-13
Floating
5.55000000
N
N
N
N
N
N
Golden Nugget, Inc.
91D14OD6M4H1RVBN7R43
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
1123971.19000000
PA
USD
1126781.12000000
0.186173833335
Long
LON
CORP
US
N
2
2023-10-04
Floating
4.72000000
N
N
N
N
N
N
Jaguar Holding Company II
N/A
Jaguar Holding Company II 2018 Term Loan
47009YAK3
7685337.76000000
PA
USD
7721151.43000000
1.275736994497
Long
LON
CORP
US
N
2
2022-08-18
Floating
4.30000000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2
N/A
Panther BF Aggregator 2 LP / Panther Finance Co Inc
000000000
134000.00000000
PA
157552.63000000
0.026031832232
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
4.38000000
N
N
N
N
N
N
Axalta Coating Systems US Holdings Inc.
549300NZ43V4QV4UGN28
Axalta Coating Systems US Holdings Inc. USD Term Loan B3
90347BAH1
965753.57000000
PA
USD
967095.97000000
0.159789652792
Long
LON
CORP
NL
N
2
2024-06-01
Floating
3.69000000
N
N
N
N
N
N
Kronos Incorporated
N/A
Kronos Incorporated New 2nd Lien Term Loan
50105JAL1
2510000.00000000
PA
USD
2556008.30000000
0.422319698831
Long
LON
CORP
US
N
2
2024-11-01
Floating
10.16000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311RAA4
226000.00000000
PA
USD
237300.00000000
0.039208192138
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
Grifols Worldwide Operations USA, Inc.
N/A
Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B
39843PAG8
2404142.99000000
PA
USD
2422919.35000000
0.400329909016
Long
LON
CORP
US
N
2
2027-11-15
Floating
3.74000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
5493003QENHHS261UR94
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBE1
17000.00000000
PA
USD
17637.50000000
0.002914178208
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
5.38000000
N
N
N
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BB1
559000.00000000
PA
USD
568855.17000000
0.093989813755
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
684000.00000000
PA
USD
724633.02000000
0.119728405721
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.88000000
N
N
N
N
N
N
Nordam Group Inc, The
5493002LT07L4NHXC089
Nordam Group Inc, The Term Loan B
65557PAD6
786060.00000000
PA
USD
782129.70000000
0.129228367275
Long
LON
CORP
US
N
3
2026-04-09
Floating
7.25000000
N
N
N
N
N
N
SS&C Technologies Holdings Europe S.A.R.L.
N/A
SS&C Technologies Holdings Europe S.A.R.L. 2018 Term Loan B4
78466DBE3
677004.09000000
PA
USD
681364.00000000
0.112579227256
Long
LON
CORP
LU
N
2
2025-04-16
Floating
4.05000000
N
N
N
N
N
N
Tata Chemicals North America Inc.
549300TP6NHS5PMXX264
Tata Chemicals North America Inc. Term Loan B
87656DAC9
525699.69000000
PA
USD
523071.19000000
0.086425097848
Long
LON
CORP
US
N
2
2020-08-07
Floating
4.56000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
100000.00000000
PA
USD
105000.00000000
0.017348757583
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.88000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
Naturgy Finance BV
000000000
100000.00000000
PA
120291.10000000
0.019875248888
Long
DBT
CORP
NL
N
2
2024-04-24
Variable
3.38000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
22000.00000000
PA
USD
23925.00000000
0.003953038335
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Lehman Brothers SPV
N/A
LEHMAN BROTHERS SPV
000000000
861890.95000000
PA
USD
8618.91000000
0.001424070287
Long
LON
CORP
US
N
3
N/A
None
0.00000000
Y
N
N
N
N
N
NVA HOLDINGS
549300PQXWQYUO44P605
NVA Holdings Inc
62953QAA7
65000.00000000
PA
USD
70281.25000000
0.011612308275
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.88000000
N
N
N
N
N
N
UNIQUE PUB FINANCE CO
213800FOMWLKHQTI5562
Unique Pub Finance Co PLC/The
000000000
100000.00000000
PA
168231.13000000
0.027796200879
Long
ABS-O
CORP
GB
N
2
2032-03-30
Fixed
6.46000000
N
N
N
N
N
N
Allied Irish Banks PLC
3U8WV1YX2VMUHH7Z1Q21
Allied Irish Banks PLC
000000000
100000.00000000
PA
115899.65000000
0.019149666017
Long
DBT
CORP
IE
N
2
2025-11-26
Variable
4.13000000
N
N
N
N
N
N
Momentive Performance Materials Inc.
54930021ZH8MCUXACZ50
Momentive Performance Materials Inc. Term Loan B
60877JAB8
925350.00000000
PA
USD
918992.85000000
0.151841754050
Long
LON
CORP
US
N
2
2024-05-15
Floating
5.05000000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP
N/A
Zayo Group LLC / Zayo Capital Inc
989194AP0
1287000.00000000
PA
USD
1307913.75000000
0.216101700842
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.75000000
N
N
N
N
N
N
NEW MILLENNIUM HOLDCO INC
N/A
NEW MILLENNIUM HOLDCO INC
000000000
10718.00000000
NS
USD
64.31000000
0.000010625700
Long
EC
CORP
US
N
2
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
100000.00000000
PA
137812.69000000
0.022770275720
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
4.88000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
51000.00000000
PA
USD
62730.00000000
0.010364643458
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
N/A
Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B
000000000
1831501.22000000
PA
USD
1749083.67000000
0.288994557938
Long
LON
CORP
LU
N
2
2024-04-29
Floating
6.06000000
N
N
N
N
N
N
HD Supply, Inc.
N/A
HD Supply, Inc. Term Loan B5
42206JAT9
4126087.51000000
PA
USD
4149771.25000000
0.685651194685
Long
LON
CORP
US
N
2
2023-10-17
Floating
3.55000000
N
N
N
N
N
N
DUFRY ONE BV
7245003K5MN9U7XW0808
Dufry One BV
000000000
100000.00000000
PA
113661.79000000
0.018779912773
Long
DBT
CORP
NL
N
2
2027-02-15
Fixed
2.00000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
000000000
100000.00000000
PA
121892.67000000
0.020139870314
Long
DBT
CORP
NL
N
2
2026-06-22
Variable
3.88000000
N
N
N
N
N
N
Alpha 3 B.V.
549300RVASWYF4HCO804
Alpha 3 B.V. 2017 Term Loan B1
000000000
3845336.77000000
PA
USD
3851758.48000000
0.636411658462
Long
LON
CORP
NL
N
2
2024-01-31
Floating
4.94000000
N
N
N
N
N
N
Financial & Risk US Holdings, Inc.
N/A
Financial & Risk US Holdings, Inc. 2018 USD Term Loan
31740MAC5
7027575.80000000
PA
USD
7087310.19000000
1.171009775268
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.05000000
N
N
N
N
N
N
Midcontinent Communications
549300ZI9GDQBS28C408
Midcontinent Communications 2019 Term Loan B
59565TAH2
848342.32000000
PA
USD
854000.76000000
0.141103353915
Long
LON
CORP
US
N
2
2026-08-15
Floating
3.99000000
N
N
N
N
N
N
PCI Gaming Authority
549300KPXAJ1LRW5LP59
PCI Gaming Authority Term Loan
70455DAG9
1566775.08000000
PA
USD
1575909.38000000
0.260381617206
Long
LON
CORP
US
N
2
2026-05-29
Floating
4.30000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
329000.00000000
PA
USD
338870.00000000
0.055990223640
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc. 2018 Term Loan B
46284NAQ2
1334200.33000000
PA
USD
1329610.68000000
0.219686603498
Long
LON
CORP
US
N
2
2026-01-02
Floating
3.55000000
N
N
N
N
N
N
2020-01-29
BlackRock Debt Strategies Fund, Inc.
Ann Frechette
Ann Frechette
Assistant Treasurer