0001752724-20-176176.txt : 20200827 0001752724-20-176176.hdr.sgml : 20200827 20200827142831 ACCESSION NUMBER: 0001752724-20-176176 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200827 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC. CENTRAL INDEX KEY: 0001259708 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21413 FILM NUMBER: 201141692 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 FLOATING RATE INCOME STRATEGIES FUND INC DATE OF NAME CHANGE: 20061020 FORMER COMPANY: FORMER CONFORMED NAME: FLOATING RATE INCOME STRATEGIES FUND INC DATE OF NAME CHANGE: 20030813 NPORT-P 1 primary_doc.xml NPORT-P false 0001259708 XXXXXXXX BlackRock Floating Rate Income Strategies Fund, Inc. 811-21413 0001259708 UZXE8UOGW61VMG5WLP57 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Floating Rate Income Strategies Fund, Inc. UZXE8UOGW61VMG5WLP57 2020-12-31 2020-06-30 N 697458306.17 234487368.56 462970937.61 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 191000000.00000000 0.00000000 0.00000000 0.00000000 38509883.04000000 0.00000000 0.00000000 0.00000000 USD EUR N Asurion LLC 549300KNQVXGIOXWK278 04649VAW0 1156400.00000000 PA USD 1113763.53000000 0.240568778625 Long LON CORP US N 2 2024-11-03 Floating 3.18000000 N N N N N N NCI Building Systems, Inc. N/A 72431HAB6 447017.55000000 PA USD 424107.90000000 0.091605728469 Long LON CORP US N 2 2025-04-12 Floating 3.94000000 N N N N N N Tibco Software Inc. 04EEB871XLHVNY4RZJ65 88632NAP5 4772690.79000000 PA USD 4498261.07000000 0.971607654947 Long LON CORP US N 3 2026-06-30 Floating 3.93000000 N N N N N N EnergySolutions, LLC 549300X3SKIUYR2MFH75 29276MAL1 572320.00000000 PA USD 525578.63000000 0.113523028618 Long LON CORP US N 2 2025-05-09 Floating 4.75000000 N N N N N N Emerald TopCo Inc 549300KISPZJ80F65D65 29102TAB8 2095577.94000000 PA USD 2027471.66000000 0.437926335174 Long LON CORP US N 3 2026-07-24 Floating 4.26000000 N N N N N N TruGreen Limited Partnership 549300QNRP2MNHR3QM19 89787RAG7 1874015.87000000 PA USD 1813110.35000000 0.391625089764 Long LON CORP US N 2 2026-03-19 Floating 3.93000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 000000000 3554958.80000000 PA USD 3410840.77000000 0.736728915989 Long LON CORP FR N 2 2026-08-14 Floating 4.18000000 N N N N N N Genuine Financial Holdings, LLC N/A 37190DAF0 2609597.43000000 PA USD 2330370.50000000 0.503351357653 Long LON CORP US N 2 2025-07-12 Floating 3.93000000 N N N N N N Sotera Health Holdings, LLC 549300OVT7MBXFLOFU20 83600VAD3 6534634.94000000 PA USD 6369896.79000000 1.375874006883 Long LON CORP US N 2 2026-12-11 Floating 5.50000000 N N N N N N Pug LLC N/A 74530DAC9 3244171.36000000 PA USD 2810263.44000000 0.607006447209 Long LON CORP US N 2 2027-02-12 Floating 3.68000000 N N N N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 04350TAB0 2578597.37000000 PA USD 2524885.19000000 0.545365806984 Long LON CORP US N 2 2026-08-27 Floating 6.25000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AS3 348000.00000000 PA USD 350214.43000000 0.075645013876 Long DBT CORP US N 2 2025-09-01 Fixed 4.25000000 N N N N N N Harland Clarke Holdings Corp. 549300J73P7FL8TVF308 181593AN4 454525.13000000 PA USD 329594.35000000 0.071191153315 Long LON CORP US N 2 2023-11-03 Floating 5.75000000 N N N N N N Boyd Gaming Corporation 254900787YGRYS2A1Z35 10330JAU2 1151480.87000000 PA USD 1079870.27000000 0.233247960568 Long LON CORP US N 2 2023-09-15 Floating 2.36000000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 03852JAL5 154727.81000000 PA USD 145830.96000000 0.031498944783 Long LON CORP US N 2 2025-03-11 Floating 1.93000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAE5 3273416.11000000 PA USD 3095636.88000000 0.668646048492 Long LON CORP US N 2 2025-05-09 Floating 2.93000000 N N N N N N Belron Finance US LLC N/A 08078UAE3 888535.00000000 PA USD 855214.94000000 0.184723245138 Long LON CORP US N 2 2026-10-30 Floating 3.26000000 N N N N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 01881UAF2 1042219.52000000 PA USD 991411.32000000 0.214141156487 Long LON CORP US N 2 2025-05-09 Floating 3.44000000 N N N N N N Solera, LLC N/A 83421MAB4 2935118.67000000 PA USD 2827399.81000000 0.610707839372 Long LON CORP US N 2 2023-03-03 Floating 2.93000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBR4 4372256.81000000 PA USD 3922526.47000000 0.847251123418 Long LON CORP US N 2 2025-12-09 Floating 2.43000000 N N N N N N COLT MERGER SUB INC N/A 12770RAA1 433000.00000000 PA USD 435468.10000000 0.094059489402 Long DBT CORP US N 2 2025-07-01 Fixed 5.75000000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAD1 3705000.00000000 PA USD 3475771.65000000 0.750753744488 Long LON CORP US N 2 2025-06-19 None 0.00000000 N N N N N N Stars Group Holdings B.V. (The) 549300RNFXC8F8RT6R13 000000000 1074011.74000000 PA USD 1066450.70000000 0.230349383377 Long LON CORP NL N 2 2025-07-10 Floating 3.81000000 N N N N N N McDermott International Inc ZAKWBIG8QLOPMZ888610 000000000 10754.00000000 NS USD 774.29000000 0.000167243759 Long EC CORP PA N 1 N N N Forterra Finance, LLC N/A 34960TAC7 2424444.59000000 PA USD 2351711.25000000 0.507960880253 Long LON CORP US N 2 2023-10-25 Floating 4.00000000 N N N N N N Edgewater Generation, L.L.C. 5493004PLDT1L28SWG83 28031FAD2 1512201.84000000 PA USD 1441944.94000000 0.311454742158 Long LON CORP US N 2 2025-12-13 Floating 3.93000000 N N N N N N FinCo I LLC 5493001RSEZ0X6VJMC68 31774BAD6 918386.06000000 PA USD 883946.58000000 0.190929172479 Long LON CORP US N 2 2022-12-27 Floating 2.18000000 N N N N N N Four Seasons Hotels Limited 5493009FUVX8LHYY2202 000000000 1355453.17000000 PA USD 1280903.25000000 0.276670336287 Long LON CORP CA N 2 2023-11-30 Floating 2.18000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBD5 1304956.62000000 PA USD 1246638.11000000 0.269269193534 Long LON CORP US N 2 2025-04-16 Floating 1.93000000 N N N N N N Invictus U.S., LLC N/A 46184GAB1 777139.62000000 PA USD 716266.27000000 0.154710849388 Long LON CORP US N 2 2025-03-28 Floating 4.78000000 N N N N N N MH Sub I, LLC N/A 45567YAL9 815000.00000000 PA USD 784437.50000000 0.169435581431 Long LON CORP US N 2 2024-09-13 Floating 4.06000000 N N N N N N Flex Acquisition Company, Inc. 549300HHED2KGPBEDW39 33936HAB8 2159053.71000000 PA USD 2058420.22000000 0.444611108988 Long LON CORP US N 2 2023-12-29 Floating 4.43000000 N N N N N N Xplornet Communications, Inc. 2138007ZVGYYNWEGU394 000000000 3823000.00000000 PA USD 3641407.50000000 0.786530471825 Long LON CORP CA N 2 2027-05-29 Floating 4.93000000 N N N N N N Reynolds Consumer Products LLC 549300DWNZYMOSR1X343 76171JAB7 1747620.00000000 PA USD 1681140.54000000 0.363120101809 Long LON CORP US N 2 2027-02-04 Floating 1.93000000 N N N N N N Connect Finco Sarl 2594001KNYIQ456J2792 000000000 11056315.77000000 PA USD 10372261.51000000 2.240369895256 Long LON CORP GB N 2 2026-12-11 Floating 5.50000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 02083JAC8 1572380.76000000 PA USD 1492786.85000000 0.322436405556 Long LON CORP US N 2 2024-07-12 Floating 4.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BB3 1575000.00000000 PA USD 1646968.74000000 0.355739120149 Long DBT CORP US N 2 2027-06-01 Fixed 2.25000000 N N N N N N Belron Finance US LLC N/A 08078UAC7 2913644.72000000 PA USD 2808025.10000000 0.606522974097 Long LON CORP US N 2 2024-11-07 Floating 2.97000000 N N N N N N Travelport Finance (Luxembourg) S.a.r.l. 2221005SGFWYZHL40F77 000000000 2344904.78000000 PA USD 1533520.83000000 0.331234793681 Long LON CORP LU N 2 2026-05-29 Floating 6.07000000 N N N N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 05351X101 66.00000000 NS USD 815.76000000 0.000176201124 Long EC CORP US N 1 N N N Ortho-Clinical Diagnostics SA 222100N2EDW8BU5UUT55 000000000 997500.00000000 PA 1047845.91000000 0.226330817957 Long LON CORP US N 2 2025-06-30 Floating 3.50000000 N N N N N N Cast and Crew Payroll, LLC 549300XE7OZGFGN5F466 14835JAN0 1139458.94000000 PA USD 1036201.17000000 0.223815597443 Long LON CORP US N 2 2026-02-09 Floating 3.93000000 N N N N N N AHP Health Partners, Inc. N/A 00130MAB0 800311.20000000 PA USD 768298.75000000 0.165949671477 Long LON CORP US N 2 2025-06-30 Floating 5.50000000 N N N N N N Sunshine Luxembourg VII SARL 254900CHQOBZNYV4DY60 000000000 4859409.50000000 PA USD 4642777.02000000 1.002822562463 Long LON CORP LU N 2 2026-10-01 Floating 5.32000000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 496000.00000000 PA USD 515840.00000000 0.111419520772 Long DBT CORP CA N 2 2025-05-15 Fixed 6.75000000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98310CAC6 553310.66000000 PA USD 521218.64000000 0.112581287000 Long LON CORP US N 2 2025-05-30 Floating 1.93000000 N N N N N N Encapsys, LLC 549300LIIAA7TJD21C84 29251LAF5 1251897.31000000 PA USD 1195561.93000000 0.258236928687 Long LON CORP US N 3 2024-11-07 Floating 4.25000000 N N N N N N Flexential Intermediate Corporation 549300M6D163XS0DO113 70469CAE0 975000.00000000 PA USD 416403.00000000 0.089941498736 Long LON CORP US N 2 2025-08-01 Floating 7.59000000 N N N N N N Ortho-Clinical Diagnostics SA 222100N2EDW8BU5UUT55 000000000 3569091.89000000 PA USD 3330426.72000000 0.719359780376 Long LON CORP LU N 2 2025-06-30 Floating 3.43000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 000000000 395000.00000000 PA USD 392286.35000000 0.084732392064 Long LON CORP LU N 2 2023-11-27 Floating 8.00000000 N N N N N N EG GROUP LTD 894500KFDM6GTUGDJJ54 000000000 1211254.45000000 PA USD 1134545.71000000 0.245057652183 Long LON CORP GB N 2 2025-02-07 Floating 5.07000000 N N N N N N Ziggo Financing Partnership N/A 000000000 1617000.00000000 PA USD 1522340.82000000 0.328819953118 Long LON CORP NL N 2 2028-04-30 Floating 2.68000000 N N N N N N BlackRock Liquidity Funds 5493002L9DNZ83RX7V61 09248U718 1722055.69000000 NS USD 1722055.69000000 0.371957621981 Long STIV RF US N 1 N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 88023HAC4 5286006.53000000 PA USD 5008491.19000000 1.081815462511 Long LON CORP US N 2 2024-05-01 Floating 2.93000000 N N N N N N Mediacom Illinois, LLC 549300C5ZH26WTW5DM15 58446HAR3 714456.38000000 PA USD 693022.69000000 0.149690322588 Long LON CORP US N 2 2024-02-15 Floating 1.86000000 N N N N N N Advisor Group, Inc. N/A 00775KAB4 1835592.95000000 PA USD 1694711.19000000 0.366051311719 Long LON CORP US N 2 2026-07-31 Floating 5.18000000 N N N N N N Electronics for Imaging, Inc. 549300PN42C4XYPSEV84 28608EAE6 1397331.24000000 PA USD 1089918.37000000 0.235418312783 Long LON CORP US N 3 2026-07-23 Floating 5.18000000 N N N N N N Chobani, LLC 549300ISVDMZ91KNTR38 17026YAD1 3768724.98000000 PA USD 3615639.37000000 0.780964651618 Long LON CORP US N 2 2023-10-10 Floating 4.50000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBA2 1987664.70000000 PA USD 1581306.53000000 0.341556327091 Long LON CORP US N 2 2023-12-14 Floating 2.18000000 N N N N N N VICI Properties 1 LLC 549300XI4XP4JVS3XU20 92565EAB9 4359485.77000000 PA USD 4053798.63000000 0.875605421568 Long LON CORP US N 2 2024-12-20 Floating 1.94000000 N N N N N N McDermott Technology Americas Inc 549300MSF84ZAB7RHN59 58004GAL2 784653.01000000 PA USD 777591.13000000 0.167956790984 Long LON CORP US N 2 2020-10-21 Floating 9.36000000 N N N N N N Froneri International Ltd. N/A 000000000 224000.00000000 PA USD 212240.00000000 0.045843050342 Long LON CORP GB N 2 2028-01-31 Floating 5.93000000 N N N N N N STG-Fairway Holdings, LLC 549300MRQE5MQEH3BI02 78477MAC5 1566000.00000000 PA USD 1455722.28000000 0.314430596338 Long LON CORP US N 2 2027-01-31 Floating 4.57000000 N N N N N N Pacific Gas & Electric Company 8YQ2GSDWYZXO2EDN3511 69338CAH4 2980000.00000000 PA USD 2924125.00000000 0.631600120537 Long LON CORP US N 2 2025-06-23 Floating 5.50000000 N N N N N N Hargray Communications Group, Inc. N/A 41254HAG4 1437451.03000000 PA USD 1373125.10000000 0.296589912768 Long LON CORP US N 2 2024-05-16 Floating 4.00000000 N N N N N N Neiman Marcus Group Ltd LLC 549300VXED5TMJSBCI17 64021SAD1 959336.33000000 PA USD 242712.09000000 0.052424908408 Long LON CORP US N 2 2023-10-25 Floating 8.25000000 N N N N N N Sequa Mezzanine Holdings L.L.C. N/A 81733HAB2 1340335.73000000 PA USD 1219705.51000000 0.263451852139 Long LON CORP US N 2 2021-11-28 Floating 6.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAE8 75000.00000000 PA USD 78621.24000000 0.016981895322 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 227000.00000000 PA USD 226239.55000000 0.048866901056 Long DBT CORP US N 2 2025-08-15 Fixed 6.13000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAP6 1059351.69000000 PA USD 934348.19000000 0.201815732716 Long LON CORP US N 2 2024-08-14 Floating 3.61000000 N N N N N N GFL Environmental Inc. 5493008HF9XC5H29ZX61 000000000 469290.04000000 PA USD 455309.89000000 0.098345242219 Long LON CORP CA N 2 2025-05-30 Floating 4.00000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAE4 2797213.87000000 PA USD 2734584.25000000 0.590660023740 Long LON CORP US N 2 2022-06-01 Floating 3.43000000 N N N N N N Filtration Group Corporation 549300ZA0D9WN5ECE978 31732FAM8 2843687.63000000 PA USD 2701503.25000000 0.583514650821 Long LON CORP US N 3 2025-03-29 Floating 3.18000000 N N N N N N AmWINS Group, Inc. 549300SJE7MUB8NMRG61 03234TAR9 2815623.40000000 PA USD 2730281.85000000 0.589730721348 Long LON CORP US N 2 2024-01-25 Floating 3.75000000 N N N N N N Invictus U.S., LLC N/A 46184JAD1 430000.00000000 PA USD 340418.10000000 0.073529043044 Long LON CORP US N 2 2026-03-30 Floating 8.53000000 N N N N N N Jaguar Holding Company II N/A 47009YAK3 3396200.74000000 PA USD 3350555.80000000 0.723707586764 Long LON CORP US N 2 2022-08-18 Floating 3.50000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740MAC5 5966878.30000000 PA USD 5822181.50000000 1.257569542065 Long LON CORP US N 2 2025-10-01 Floating 3.43000000 N N N N N N AssuredPartners Capital, Inc. 549300HNDSDQWQ3L2P80 04621HAP8 687277.50000000 PA USD 673531.95000000 0.145480395265 Long LON CORP US N 2 2027-02-12 Floating 5.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BD4 376000.00000000 PA USD 408470.31000000 0.088228067210 Long DBT CORP US N 2 2025-05-01 Fixed 5.75000000 N N N N N N Belron Finance US LLC N/A 000000000 446205.00000000 PA USD 430030.07000000 0.092884895155 Long LON CORP US N 2 2025-11-13 Floating 2.93000000 N N N N N N IRB Holding Corp 549300HVW4WNWYBXN830 44988LAF4 2565062.02000000 PA USD 2362601.67000000 0.510313170454 Long LON CORP US N 2 2025-02-05 Floating 3.75000000 N N N N N N Hostess Brands, LLC 549300SW7FLS4O41LD19 44108HAJ0 1391309.87000000 PA USD 1339831.40000000 0.289398597440 Long LON CORP US N 2 2025-08-03 Floating 3.01000000 N N N N N N Diamond (BC) B.V. 549300SWLHWJF3D4N658 000000000 1858799.52000000 PA USD 1703905.76000000 0.368037304629 Long LON CORP NL N 2 2024-09-06 Floating 3.76000000 N N N N N N Ellie Mae, Inc. 529900FJBZR4PG0LO239 28849TAC6 4293652.26000000 PA USD 4149814.91000000 0.896344580811 Long LON CORP US N 2 2026-04-17 Floating 4.06000000 N N N N N N Mileage Plus Holdings LLC N/A 000000000 2394000.00000000 PA USD 2375039.52000000 0.512999699778 Long LON CORP US N 2 2027-06-25 None 0.00000000 N N N N N N Aristocrat Technologies, Inc. 549300FMN7FEICZ8D332 04044PAF1 1396416.81000000 PA USD 1323104.93000000 0.285785742152 Long LON CORP AU N 2 2024-10-19 Floating 2.86000000 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 95810DAR2 1964433.21000000 PA USD 1907346.78000000 0.411979808029 Long LON CORP US N 2 2023-04-29 Floating 1.92000000 N N N N N N REALOGY GROUP/CO-ISSUER N/A 75606DAJ0 123000.00000000 PA USD 123024.60000000 0.026572855876 Long DBT CORP US N 2 2025-06-15 Fixed 7.63000000 N N N N N N 1011778 B.C. Unlimited Liability Company 549300RHSHNRWI5LLA86 000000000 3094269.17000000 PA USD 2927178.63000000 0.632259693256 Long LON CORP CA N 2 2026-11-19 Floating 1.93000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 000000000 6460154.66000000 PA USD 6268804.88000000 1.354038530444 Long LON CORP CA N 2 2025-06-02 Floating 3.19000000 N N N N N N Road Infrastructure Investment, LLC N/A 76970RAC0 1342556.16000000 PA USD 1172051.53000000 0.253158769760 Long LON CORP US N 2 2023-06-13 Floating 4.50000000 N N N N N N Sinclair Television Group Inc. N/A 829229AQ6 189255.84000000 PA USD 179950.13000000 0.038868558559 Long LON CORP US N 2 2024-01-03 Floating 2.43000000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LBW8 4373412.08000000 PA USD 4206960.02000000 0.908687711958 Long LON CORP US N 2 2025-04-30 Floating 1.93000000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 16125TAD4 616159.36000000 PA USD 588124.11000000 0.127032619592 Long LON CORP US N 2 2024-05-16 Floating 3.43000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08579JBF8 1552956.78000000 PA USD 1481132.53000000 0.319919115797 Long LON CORP US N 2 2026-07-01 Floating 2.18000000 N N N N N N Bleriot US Bidco Inc. 254900ALCQ2A2VYD5Z08 09353TAD2 627274.33000000 PA USD 601662.72000000 0.129956908981 Long LON CORP US N 2 2026-10-31 Floating 5.06000000 N N N N N N EG Group Limited 2138003OUK4UQHRJLT65 000000000 788900.00000000 PA USD 738938.96000000 0.159608066073 Long LON CORP GB N 2 2025-02-07 Floating 5.07000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CAX3 392414.00000000 PA USD 294899.12000000 0.063697112722 Long LON CORP US N 2 2027-01-29 Floating 1.93000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 1335000.00000000 PA USD 1297312.95000000 0.280214770434 Long DBT CORP US N 2 2028-01-15 Fixed 4.00000000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565TAH2 734580.19000000 PA USD 701524.08000000 0.151526591198 Long LON CORP US N 3 2026-08-15 Floating 1.93000000 N N N N N N DentalCorp Perfect Smile ULC 5493003HQR34Y0NUVR29 000000000 701345.78000000 PA USD 623321.06000000 0.134635029839 Long LON CORP CA N 2 2025-06-06 Floating 4.75000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AU6 227000.00000000 PA USD 216785.00000000 0.046824753432 Long DBT CORP US N 2 2027-06-01 Fixed 6.63000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 136000.00000000 PA USD 144870.47000000 0.031291482516 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N HD Supply, Inc. N/A 42206JAT9 3800137.55000000 PA USD 3667132.74000000 0.792087027952 Long LON CORP US N 2 2023-10-17 Floating 1.93000000 N N N N N N Texas Competitive Electric HOL Corp Bond N/A 000000000 1710000.00000000 PA USD 0.17000000 0.000000036719 Long LON CORP US N 3 2020-11-10 None 0.00000000 Y N N N N N CHG Healthcare Services Inc. 54930016Y1HPAVB9PZ54 12541HAR4 1904702.04000000 PA USD 1831923.38000000 0.395688634249 Long LON CORP US N 2 2023-06-07 Floating 4.07000000 N N N N N N Verscend Holding Corp. N/A 92531HAB3 2697593.25000000 PA USD 2601154.29000000 0.561839648818 Long LON CORP US N 2 2025-08-27 Floating 4.68000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAP3 1290000.00000000 PA USD 1447868.85000000 0.312734284677 Long DBT CORP US N 2 2025-04-13 Fixed 4.10000000 N N N N N N Gray Television, Inc. N/A 389376AY0 820561.22000000 PA USD 792457.00000000 0.171167763594 Long LON CORP US N 2 2026-01-02 Floating 2.67000000 N N N N N N SSH Group Holdings, Inc. N/A 78482HAE5 515560.32000000 PA USD 476893.30000000 0.103007178476 Long LON CORP US N 3 2025-07-30 Floating 4.56000000 N N N N N N Da Vinci Purchaser Corp. N/A 23343FAB0 968000.00000000 PA USD 940170.00000000 0.203073222015 Long LON CORP US N 2 2027-01-08 Floating 5.24000000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 48562RAL3 1000183.03000000 PA USD 946423.19000000 0.204423887789 Long LON CORP US N 2 2026-09-19 Floating 2.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 NC -38905.18000000 -0.00840337412 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3706000.00000000 EUR 4125123.03000000 USD 2020-07-06 -38905.18000000 N N N MH Sub I, LLC N/A 45567YAJ4 3570902.65000000 PA USD 3430101.96000000 0.740889261366 Long LON CORP US N 2 2024-09-13 Floating 4.57000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 000000000 1112600.41000000 PA USD 1050250.28000000 0.226850152932 Long LON CORP LU N 2 2025-07-15 Floating 2.93000000 N N N N N N USI, Inc. N/A 90351NAE5 3828641.90000000 PA USD 3625723.88000000 0.783142868258 Long LON CORP US N 2 2024-05-16 Floating 3.31000000 N N N N N N TierPoint, LLC 549300L53HPEWRGN5U22 88651BAK8 1220814.51000000 PA USD 1158907.01000000 0.250319602345 Long LON CORP US N 2 2024-05-06 Floating 4.75000000 N N N N N N iShares iBoxx $ Investment Grade Corporate Bond ETF 549300FYCXFXG8POR355 464287242 49000.00000000 NS USD 6590500.00000000 1.423523479469 Long EC RF US N 1 N N N Terex Corporation YAWJZJYEQ7M1SYMOS462 88078FBJ6 321750.00000000 PA USD 315315.00000000 0.068106866843 Long LON CORP US N 3 2024-01-31 Floating 3.50000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FAX9 3814562.43000000 PA USD 3701422.51000000 0.799493490694 Long LON CORP US N 2 2024-09-19 Floating 4.25000000 N N N N N N WOLVERINE ESCROW LLC N/A 97789LAB2 1555000.00000000 PA USD 1119600.00000000 0.241829434430 Long DBT CORP US N 2 2026-11-15 Fixed 9.00000000 N N N N N N USI, Inc. N/A 90351NAF2 218900.00000000 PA USD 212151.31000000 0.045823893632 Long LON CORP US N 2 2026-12-02 Floating 4.31000000 N N N N N N Camelot U.S. Acquisition 1 Co. N/A 000000000 3853329.67000000 PA USD 3725707.39000000 0.804738934420 Long LON CORP US N 2 2026-10-30 Floating 3.18000000 N N N N N N Playtika Holding Corp N/A 72814CAE8 1467109.70000000 PA USD 1463441.93000000 0.316098012016 Long LON CORP US N 2 2024-12-10 Floating 7.07000000 N N N N N N Gates Global LLC 549300XI79MQJV13DW27 36740UAP7 3852267.78000000 PA USD 3701374.45000000 0.799483109913 Long LON CORP US N 2 2024-04-01 Floating 3.75000000 N N N N N N Lineage Logistics Holdings, LLC 5493003V5XTRX1K1PV14 53566NAD6 4100588.30000000 PA USD 3963915.69000000 0.856191040945 Long LON CORP US N 2 2025-02-27 Floating 4.00000000 N N N N N N Wilsonart LLC N/A 97246FAF3 3604389.74000000 PA USD 3468107.76000000 0.749098372762 Long LON CORP US N 2 2023-12-19 Floating 4.25000000 N N N N N N nThrive, Inc. N/A 74036YAF5 1337328.78000000 PA USD 1096609.60000000 0.236863593568 Long LON CORP US N 2 2022-10-20 Floating 5.50000000 N N N N N N Ancestry.com Operations Inc. N/A 03280FAH4 3256755.86000000 PA USD 3110201.85000000 0.671792027822 Long LON CORP US N 3 2023-10-19 Floating 4.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 12872500.00000000 OU Notional Amount USD -71704.64000000 -0.01548793545 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S34.V6 2I65BRWX4 Y sell protection 2025-06-20 499.61000000 USD 0.00000000 USD 12872500.00000000 USD -72204.25000000 N N N Capri Finance LLC 549300PK2L64WNI8CG59 000000000 3546011.26000000 PA USD 3390873.27000000 0.732416010280 Long LON CORP JE N 2 2024-11-01 Floating 3.76000000 N N N N N N Evertec Group, LLC 54930056CPTQSUNQYB82 U3000JAL3 874238.48000000 PA USD 843272.95000000 0.182143819729 Long LON CORP US N 2 2024-11-27 Floating 3.68000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AQ7 2531000.00000000 PA USD 2605112.82000000 0.562694676570 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N GreenSky Holdings, LLC 549300MOPD0ZSYHGVQ20 39571LAE0 1575000.00000000 PA USD 1527750.00000000 0.329988315872 Long LON CORP US N 3 2025-03-29 Floating 5.50000000 N N N N N N Alpha 3 B.V. 549300RVASWYF4HCO804 000000000 3031213.63000000 PA USD 2912238.50000000 0.629032680762 Long LON CORP NL N 2 2024-01-31 Floating 4.00000000 N N N N N N Element Materials Technology Group US Holdings Inc. 213800MZCFTKB2RNBJ45 000000000 1168985.94000000 PA USD 1079558.52000000 0.233180623728 Long LON CORP US N 2 2024-06-28 Floating 4.50000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 96208UAP6 4795034.11000000 PA USD 4582662.05000000 0.989837952606 Long LON CORP US N 2 2026-05-15 Floating 2.43000000 N N N N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 181396AE2 119000.00000000 PA USD 121677.50000000 0.026281887288 Long DBT CORP US N 2 2025-06-01 Fixed 5.88000000 N N N N N N Ultimate Software Group Inc/The 529900FKHWSTQ1GXK240 000000000 1992000.00000000 PA USD 2021880.00000000 0.436718557419 Long LON CORP US N 2 2027-05-03 None 0.00000000 N N N N N N Banff Merger Sub Inc N/A 05988HAB3 2348983.48000000 PA USD 2216853.16000000 0.478832034564 Long LON CORP US N 2 2025-10-02 Floating 4.43000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 364965.86000000 PA USD 346261.36000000 0.074791165464 Long LON CORP US N 2 2023-06-07 Floating 3.75000000 N N N N N N Oxea Holding Drei GmbH N/A 000000000 2603175.30000000 PA USD 2388413.34000000 0.515888395139 Long LON CORP LU N 2 2024-10-14 Floating 3.69000000 N N N N N N Aristocrat Leisure Limited 549300FMN7FEICZ8D332 04044PAH7 1010000.00000000 PA USD 999900.00000000 0.215974679784 Long LON CORP AU N 2 2024-10-19 Floating 4.75000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 40416VAB1 5097953.63000000 PA USD 4844636.31000000 1.046423418067 Long LON CORP US N 2 2024-08-01 Floating 3.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -14129.30000000 -0.00305187623 N/A DFE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1556000.00000000 GBP 1914335.44000000 USD 2020-08-05 -14129.30000000 N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAG8 424000.00000000 PA USD 438308.48000000 0.094673000915 Long DBT CORP US N 2 2025-06-01 Fixed 1.65000000 N N N N N N Immucor, Inc. 549300CSHW546WORC082 45252HAH5 2897412.57000000 PA USD 2781516.07000000 0.600797122246 Long LON CORP US N 2 2021-06-15 Floating 6.00000000 N N N N N N Team Health Holdings, Inc. 549300PVTQ4UDTTMQT11 87817JAE8 854527.12000000 PA USD 651047.12000000 0.140623755642 Long LON CORP US N 2 2024-02-06 Floating 3.75000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 59501NAJ8 847841.05000000 PA USD 816309.84000000 0.176319888288 Long LON CORP US N 2 2025-05-29 Floating 2.18000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBQ5 3655992.10000000 PA USD 3519916.07000000 0.760288774965 Long LON CORP US N 2 2026-04-05 Floating 2.43000000 N N N N N N Hub International Limited 549300JQT6ATTUNS5E06 44332EAP1 3140637.56000000 PA USD 2980998.95000000 0.643884682133 Long LON CORP US N 2 2025-04-25 Floating 4.02000000 N N N N N N Columbus McKinnon Corporation 549300W3HQB0HO1F3G69 19933MAL7 132987.67000000 PA USD 127668.16000000 0.027575847559 Long LON CORP US N 3 2024-01-31 Floating 3.50000000 N N N N N N Momentive Performance Materials Inc. 54930021ZH8MCUXACZ50 60877JAB8 1054350.00000000 PA USD 984499.31000000 0.212648188044 Long LON CORP US N 2 2024-05-15 Floating 3.43000000 N N N N N N CityCenter Holdings, LLC N/A 17875LAL3 2551399.90000000 PA USD 2314757.56000000 0.499979020702 Long LON CORP US N 2 2024-04-18 Floating 3.00000000 N N N N N N Mitchell International, Inc. 5493002RDNIGEM7SSV41 000000000 850000.00000000 PA USD 752250.00000000 0.162483201188 Long LON CORP US N 2 2025-12-01 Floating 7.43000000 N N N N N N Titan Acquisition Limited N/A 000000000 5596650.30000000 PA USD 5104872.64000000 1.102633497116 Long LON CORP CA N 2 2025-03-28 Floating 3.36000000 N N N N N N Gateway Casinos & Entertainment Limited N/A 000000000 147000.00000000 PA USD 118518.75000000 0.025599609040 Long LON CORP CA N 2 2025-03-13 Floating 3.31000000 N N N N N N DTI Holdco, Inc. N/A 23358EAD1 1631183.94000000 PA USD 1299743.68000000 0.280739799070 Long LON CORP US N 2 2023-09-30 Floating 5.75000000 N N N N N N PIONEER ENERGY SERVICES CORP COMMON STOCK 529900NHYED469G7XK29 723664207 887.00000000 NS USD 34444.87000000 0.007439963764 Long EC CORP US N 3 N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAV2 3173919.92000000 PA USD 3065467.08000000 0.662129483942 Long LON CORP US N 2 2023-11-03 Floating 3.18000000 N N N N N N Golden Nugget, Inc. N/A 51509HAC5 176954.48000000 PA USD 176954.48000000 0.038221509305 Long LON CORP US N 3 2023-10-04 Floating 13.00000000 N N N N N N TMK Hawk Parent Corp. N/A 02337NAB5 3127502.47000000 PA USD 2336244.35000000 0.504620087399 Long LON CORP US N 2 2024-08-28 Floating 4.58000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 408000.00000000 PA USD 405042.00000000 0.087487565005 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Virgin Media SFA Finance Limited 549300ZM1VNUHR0FX008 000000000 1000000.00000000 PA 1191866.05000000 0.257438632358 Long LON CORP GB N 2 2027-01-15 Floating 3.34000000 N N N N N N JetBlue Airways Corporation 54930070J9H97ZO93T57 47714FAL8 778000.00000000 PA USD 760495.00000000 0.164264090512 Long LON CORP US N 2 2024-06-12 Floating 6.25000000 N N N N N N BW Gas & Convenience Holdings, LLC N/A 05604YAB0 805653.96000000 PA USD 774434.87000000 0.167275050567 Long LON CORP US N 2 2024-11-18 Floating 6.43000000 N N N N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAM6 3817518.70000000 PA USD 2729525.87000000 0.589567432480 Long LON CORP US N 2 2025-03-03 Floating 4.25000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAB1 281000.00000000 PA USD 273272.50000000 0.059025843265 Long DBT CORP US N 2 2028-03-01 Fixed 6.13000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAU4 1600000.00000000 PA USD 1588000.00000000 0.343002091707 Long LON CORP US N 2 2025-08-04 Floating 6.68000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 78466DBF0 1621548.88000000 PA USD 1543844.26000000 0.333464616152 Long LON CORP US N 2 2025-04-16 Floating 1.93000000 N N N N N N Catalent Pharma Solutions Inc. 549300HALRZ339MSTH85 14880BAG6 2060419.75000000 PA USD 2032954.35000000 0.439110575815 Long LON CORP US N 2 2026-05-18 Floating 3.25000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 46269KAJ3 1401942.50000000 PA USD 1372501.71000000 0.296455262847 Long LON CORP US N 2 2026-11-04 Floating 4.75000000 N N N N N N EyeCare Partners, LLC N/A 30233PAB6 1389036.77000000 PA USD 1247007.76000000 0.269349036558 Long LON CORP US N 2 2027-02-05 Floating 4.06000000 N N N N N N Ancestry.com Operations Inc. N/A 03280FAK7 795972.56000000 PA USD 753189.03000000 0.162686028174 Long LON CORP US N 2 2026-08-27 Floating 5.25000000 N N N N N N Castle US Holding Corporation N/A 14852DAC5 2991754.17000000 PA USD 2722496.29000000 0.588049069355 Long LON CORP US N 2 2027-01-29 Floating 4.06000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90351HAB4 2639283.65000000 PA USD 2474803.49000000 0.534548346117 Long LON CORP US N 2 2023-06-27 Floating 1.93000000 N N N N N N IQVIA Inc. N/A 44969CBF6 499230.38000000 PA USD 483005.39000000 0.104327367176 Long LON CORP US N 2 2024-03-07 Floating 2.50000000 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 3614267.60000000 PA USD 3464167.07000000 0.748247198384 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N CASTLE US HOLDING CORP N/A 14852LAA1 647000.00000000 PA USD 598475.00000000 0.129268373321 Long DBT CORP US N 2 2028-02-15 Fixed 9.50000000 N N N N N N EyeCare Partners, LLC N/A 30233PAF7 1260000.00000000 PA USD 1071000.00000000 0.231332015251 Long LON CORP US N 2 2028-02-18 Floating 8.56000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBB6 719000.00000000 PA USD 826274.61000000 0.178472241533 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N Vertiv Group Corporation 549300ZT8RQ5VK10E643 92537EAB4 8664000.00000000 PA USD 8165820.00000000 1.763786738354 Long LON CORP US N 2 2027-03-02 Floating 3.18000000 N N N N N N WestJet Airlines Ltd. N/A 000000000 3334989.00000000 PA USD 2665223.16000000 0.575678286364 Long LON CORP CA N 2 2026-12-11 Floating 4.00000000 N N N N N N Wink Holdco, Inc N/A 97417AAB6 939163.78000000 PA USD 897493.08000000 0.193855166078 Long LON CORP US N 2 2024-12-02 Floating 4.00000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAM9 1809715.03000000 PA USD 1732802.14000000 0.374278815198 Long LON CORP US N 2 2026-09-03 Floating 4.18000000 N N N N N N Tackle S.A.R.L N/A 000000000 974536.93000000 PA 1056176.44000000 0.228130181443 Long LON CORP LU N 2 2022-08-08 Floating 3.50000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBY1 669000.00000000 PA USD 743667.93000000 0.160629505998 Long DBT CORP US N 2 2025-05-15 Fixed 3.80000000 N N N N N N McDermott Technology Americas Inc N/A 58004GAB4 1717445.26000000 PA USD 589306.99000000 0.127288117271 Long LON CORP US N 2 2025-05-09 Floating 7.25000000 N N N N N N Diamond Sports Group, LLC 5493002K6DHWNZH8YA34 25277BAB4 517049.20000000 PA USD 419456.16000000 0.090600969936 Long LON CORP US N 2 2026-08-24 Floating 3.43000000 N N N N N N MED ParentCo LP 549300660CLPRNK19Z91 58401DAC8 1395542.33000000 PA USD 1259476.95000000 0.272042335206 Long LON CORP US N 2 2026-08-31 Floating 4.61000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 661000.00000000 PA USD 742755.57000000 0.160432439633 Long DBT CORP US N 2 2025-10-01 Fixed 6.13000000 N N N N N N Kronos Incorporated N/A 50105JAL1 2339476.00000000 PA USD 2338025.52000000 0.505004813492 Long LON CORP US N 2 2024-11-01 Floating 9.25000000 N N N N N N AUTONATION INC N/A 05329WAQ5 141000.00000000 PA USD 152783.14000000 0.033000589796 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Terrier Media Buyer, Inc. N/A 88145LAB0 3158782.09000000 PA USD 3006118.15000000 0.649310335875 Long LON CORP US N 2 2026-12-17 Floating 4.43000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90351JAE4 2138611.95000000 PA USD 2031681.35000000 0.438835612552 Long LON CORP US N 2 2023-07-13 Floating 3.68000000 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 76173FAU1 5934417.24000000 PA USD 5654906.19000000 1.221438697468 Long LON CORP US N 2 2023-02-05 Floating 2.93000000 N N N N N N Gentiva Health Services, Inc. 549300STP29LPEN7S547 37249UAU0 2333448.27000000 PA USD 2254694.39000000 0.487005599452 Long LON CORP US N 2 2025-07-02 Floating 3.44000000 N N N N N N SIRVA Worldwide, Inc. N/A 82968EAB3 1257043.78000000 PA USD 909257.48000000 0.196396232708 Long LON CORP US N 2 2025-08-04 Floating 6.26000000 N N N N N N TEMPO ACQUISITION LLC/FI N/A 88023JAD8 76000.00000000 PA USD 77900.00000000 0.016826110166 Long DBT CORP US N 2 2025-06-01 Fixed 5.75000000 N N N N N N Serta Simmons Bedding, LLC N/A 81753HAG6 745133.10000000 PA USD 620941.77000000 0.134121112051 Long LON CORP US N 2 2023-08-10 Floating 8.50000000 N N N N N N Nomad Foods Europe Midco Limited 213800FGWQXPVI86SE26 000000000 1142038.45000000 PA USD 1098138.49000000 0.237193828119 Long LON CORP GB N 2 2024-05-15 Floating 2.43000000 N N N N N N LSF10 XL Bidco S.C.A. N/A 000000000 1000000.00000000 PA 1046573.55000000 0.226055992931 Long LON CORP LU N 2 2026-10-12 Floating 4.00000000 N N N N N N Bleriot US Bidco Inc. 254900ALCQ2A2VYD5Z08 09353TAC4 98011.69000000 PA USD 94009.87000000 0.020305782148 Long LON CORP US N 2 2026-10-31 Floating 5.06000000 N N N N N N Ingersoll-Rand Services Company N/A 365556AU3 2281282.50000000 PA USD 2165803.98000000 0.467805601617 Long LON CORP BM N 2 2027-03-01 Floating 1.93000000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAK1 138000.00000000 PA USD 134947.44000000 0.029148144956 Long DBT US N 2 2025-06-15 Fixed 4.63000000 N N N N N N ExGen Renewables IV, LLC 5493004JBPWTPTK8LB51 30204KAB2 2132134.94000000 PA USD 2062840.55000000 0.445565883821 Long LON CORP US N 2 2024-11-28 Floating 4.00000000 N N N N N N Gray Television, Inc. N/A 389376AX2 607405.22000000 PA USD 586449.74000000 0.126670961902 Long LON CORP US N 2 2024-02-07 Floating 2.42000000 N N N N N N Pregis TopCo Corporation 549300LJXHJYHS1GM034 74045BAC1 631323.76000000 PA USD 607383.96000000 0.131192675534 Long LON CORP US N 2 2026-07-31 Floating 4.18000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 1395000.00000000 PA USD 1411763.45000000 0.304935652610 Long DBT CORP US N 2 2023-06-05 Fixed 3.05000000 N N N N N N Dun & Bradstreet Corporation (The) RI37BMPWE56BCJ747E14 26483NAN0 4809525.95000000 PA USD 4677263.99000000 1.010271619671 Long LON CORP US N 2 2026-02-06 Floating 4.18000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -11541.49000000 -0.00249291889 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1559000.00000000 GBP 1920260.83000000 USD 2020-07-06 -11541.49000000 N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08579JBD3 4782257.77000000 PA USD 4649645.76000000 1.004306184747 Long LON CORP US N 2 2022-10-01 Floating 2.18000000 N N N N N N Ultimate Software Group Inc(The) 529900FKHWSTQ1GXK240 90385KAB7 5842183.18000000 PA USD 5650325.88000000 1.220449367549 Long LON CORP US N 2 2026-05-04 Floating 3.93000000 N N N N N N RHP Hotel Properties, LP N/A 74958NAG1 736500.97000000 PA USD 690697.97000000 0.149188191717 Long LON CORP US N 2 2024-05-11 Floating 2.18000000 N N N N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 26812CAE6 4763816.12000000 PA USD 4055198.47000000 0.875907781800 Long LON CORP US N 2 2026-04-06 Floating 3.81000000 N N N N N N MILLENNIUM CORP CLAIM CORPORATE TRUST CLAIMS N/A 000000000 1508114.55000000 PA USD 0.15000000 0.000000032399 Long LON CORP US N 3 2049-12-31 None 0.00000000 N N N N N N Creative Artists Agency, LLC 5493008FV5TCFL3KHH96 22526WAM0 850761.91000000 PA USD 802693.86000000 0.173378887267 Long LON CORP US N 2 2026-11-27 Floating 3.93000000 N N N N N N Mallinckrodt International Finance S.A. 549300MQQ92LN1A0B514 000000000 794980.00000000 PA USD 592260.10000000 0.127925978044 Long LON CORP LU N 2 2024-09-24 Floating 3.50000000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 00900YAD8 433044.89000000 PA USD 374583.83000000 0.080908713608 Long LON CORP US N 2 2026-02-02 Floating 3.93000000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAH8 4282331.10000000 PA USD 4112836.44000000 0.888357368873 Long LON CORP US N 2 2025-04-11 Floating 1.93000000 N N N N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 12769LAB5 3442675.00000000 PA USD 3052137.95000000 0.659250441454 Long LON CORP US N 2 2024-12-23 Floating 2.93000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAL2 2248132.20000000 PA USD 2119426.63000000 0.457788266568 Long LON CORP US N 2 2025-05-23 Floating 4.32000000 N N N N N N SolarWinds Holdings, Inc. 549300GUYI8M0E3S0X29 83417UAH9 3351638.00000000 PA USD 3243983.39000000 0.700688342716 Long LON CORP US N 2 2024-02-05 Floating 2.93000000 N N N N N N CUSHMAN & WAKEFIELD US N/A 23166MAA1 1669000.00000000 PA USD 1739932.50000000 0.375818946429 Long DBT CORP US N 2 2028-05-15 Fixed 6.75000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 85769EAZ4 2094119.95000000 PA USD 1900413.85000000 0.410482320944 Long LON CORP US N 2 2027-02-08 Floating 2.50000000 N N N N N N PetSmart, Inc. N/A 71677HAG0 3251939.54000000 PA USD 3204266.11000000 0.692109558008 Long LON CORP US N 2 2022-03-11 Floating 5.00000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DAZ8 625000.00000000 PA USD 625000.00000000 0.134997674632 Long DBT CORP US N 2 2023-03-15 Fixed 3.88000000 N N N N N N Amneal Pharmaceuticals LLC 54930037VIXE7LRZ1M66 03167DAH7 1980334.86000000 PA USD 1804580.14000000 0.389782596142 Long LON CORP US N 2 2025-05-04 Floating 3.69000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 24440EAB3 3919474.00000000 PA USD 3801889.78000000 0.821194047217 Long LON CORP US N 2 2027-04-09 Floating 4.75000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBS1 720714.65000000 PA USD 691886.06000000 0.149444814737 Long LON CORP US N 2 2026-08-12 Floating 2.18000000 N N N N N N Verisure Holding AB N/A 000000000 1000000.00000000 PA 1091198.95000000 0.235694913299 Long LON CORP SE N 2 2022-10-20 Floating 3.00000000 N N N N N N Moda Ingleside Energy Center, LLC N/A 60749KAB1 729885.00000000 PA USD 707623.51000000 0.152844045385 Long LON CORP US N 2 2025-09-29 Floating 3.43000000 N N N N N N Kingpin Intermediate Holdings LLC N/A 49579GAF9 1716372.37000000 PA USD 1461061.98000000 0.315583951671 Long LON CORP US N 2 2024-07-03 Floating 4.50000000 N N N N N N LCPR Loan Financing LLC N/A 50183CAB3 1291000.00000000 PA USD 1278090.00000000 0.276062684754 Long LON CORP BM N 2 2026-10-15 Floating 5.19000000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 93369PAF1 936537.79000000 PA USD 887369.56000000 0.191668523424 Long LON CORP US N 2 2026-02-05 Floating 4.07000000 N N N N N N William Morris Endeavor Entertainment, LLC N/A 96925HAF9 3005718.17000000 PA USD 2441063.95000000 0.527260731008 Long LON CORP US N 2 2025-05-18 Floating 2.93000000 N N N N N N Research Now Group, Inc. N/A 76100LAH5 1233375.00000000 PA USD 1130079.84000000 0.244093040879 Long LON CORP US N 2 2024-12-20 Floating 6.50000000 N N N N N N UFC Holdings, LLC 549300JEOTH7UMZ3C491 90266UAF0 736088.08000000 PA USD 701734.85000000 0.151572116734 Long LON CORP US N 2 2026-04-29 Floating 4.25000000 N N N N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 26812CAF3 2561191.31000000 PA USD 2180214.10000000 0.470918133923 Long LON CORP US N 2 2026-04-06 Floating 3.81000000 N N N N N N eResearchTechnology, Inc. 2549003SUFVGC903CK03 29481PAH4 2155000.00000000 PA USD 2107051.25000000 0.455115230532 Long LON CORP US N 2 2027-02-04 Floating 5.50000000 N N N N N N Cushman & Wakefield U.S. Borrower, LLC N/A 23340DAP7 2181165.77000000 PA USD 2049205.24000000 0.442620707593 Long LON CORP US N 2 2025-08-21 Floating 2.93000000 N N N N N N Neiman Marcus Group Ltd LLC N/A 000000000 280888.43000000 PA USD 283697.31000000 0.061277563439 Long LON CORP US N 3 2025-05-08 None 0.00000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 023771S58 2362000.00000000 PA USD 2237262.78000000 0.483240436548 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N Claros Mortgage Trust, Inc. N/A 18269PAB8 732650.00000000 PA USD 677701.25000000 0.146380948553 Long LON CORP US N 3 2026-08-09 Floating 3.44000000 N N N N N N Hearthside Food Solutions, LLC 549300B7GQ818BSKC852 40422KAB7 844490.37000000 PA USD 801210.24000000 0.173058430867 Long LON CORP US N 2 2025-05-23 Floating 3.87000000 N N N N N N Whatabrands LLC 254900HMMX4HTWIP0085 96244UAD9 2405046.84000000 PA USD 2298334.91000000 0.496431789404 Long LON CORP US N 2 2026-07-31 Floating 2.93000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A60 209000.00000000 PA USD 209083.60000000 0.045161279686 Long DBT CORP US N 2 2025-06-16 Fixed 5.13000000 N N N N N N Amentum Government Services Holdings LLC N/A 57776DAB9 554000.00000000 PA USD 542687.32000000 0.117218442004 Long LON CORP US N 2 2027-02-01 Floating 4.18000000 N N N N N N Trader Corporation N/A 000000000 3760825.22000000 PA USD 3619794.27000000 0.781862094559 Long LON CORP CA N 3 2023-09-28 Floating 4.00000000 N N N N N N Starfruit Finco B.V N/A 000000000 208000.00000000 PA USD 194652.64000000 0.042044246017 Long LON CORP NL N 2 2025-10-01 None 0.00000000 N N N N N N Eyemart Express LLC N/A 30233FAF9 957912.50000000 PA USD 869305.59000000 0.187766773112 Long LON CORP US N 2 2024-08-04 Floating 4.00000000 N N N N N N TEXAS COHLD TCEH 10/20 11.5 N/A 882ESCAM8 1061000.00000000 PA USD 0.11000000 0.000000023759 Long DBT CORP US N 3 2020-10-01 Fixed 11.50000000 N N N N N N KCAD Holdings Inc N/A 000000000 309827230.00000000 NS USD 3098.27000000 0.000669214792 Long EC CORP GB N 3 N N N Mitchell International, Inc. 5493002RDNIGEM7SSV41 60662WAM4 2196578.95000000 PA USD 2044202.27000000 0.441540084687 Long LON CORP US N 2 2024-11-29 Floating 3.43000000 N N N N N N AlixPartners, LLP 5493005G2MHUFTGARL57 01642PAW6 4472720.44000000 PA USD 4314296.68000000 0.931872031162 Long LON CORP US N 2 2024-04-04 Floating 3.50000000 N N N N N N SunPower Corp 549300TXO070764WUH65 867652406 1860.00000000 NS USD 14247.60000000 0.003077428590 Long EC CORP US N 1 N N N Greeneden U.S. Holdings II, LLC 549300CVRD4OUCPHWQ42 39479UAJ2 4037777.98000000 PA USD 3878447.26000000 0.837730178058 Long LON CORP US N 2 2023-12-01 Floating 3.43000000 N N N N N N Greenhill & Co., Inc. 529900VEOQHHHSPI9C69 39525YAE9 1259292.14000000 PA USD 1183734.61000000 0.255682271572 Long LON CORP US N 3 2024-04-12 Floating 3.44000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508TAU6 164889.32000000 PA USD 162415.98000000 0.035081247397 Long LON CORP US N 2 2026-10-10 Floating 2.68000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 207000.00000000 PA USD 213354.90000000 0.046083864594 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF 549300WY6QQ9HGWLNX87 464288513 206000.00000000 NS USD 16813720.00000000 3.631700963088 Long EC RF US N 1 N N N Hub International Limited 549300JQT6ATTUNS5E06 44332EAT3 882358.04000000 PA USD 865593.24000000 0.186964919324 Long LON CORP US N 2 2025-04-25 Floating 5.00000000 N N N N N N CD&R Firefly Bidco Limited 213800OAU5VX61DYZ558 000000000 1000000.00000000 PA 1193873.39000000 0.257872210329 Long LON CORP GB N 2 2025-06-23 Floating 5.18000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 250000.00000000 PA USD 237890.00000000 0.051383354909 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N MND Holdings III Corp N/A 55292TAE7 1005215.64000000 PA USD 748885.65000000 0.161756514105 Long LON CORP US N 2 2024-06-19 Floating 4.50000000 N N N N N N Proppants Holdings LLC N/A 000000000 6099.00000000 NS USD 48792.00000000 0.010538890465 Long STIV RF US N 3 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 14096.94000000 0.003044886591 N/A DFE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 1913987.99000000 USD 1556000.00000000 GBP 2020-07-06 14096.94000000 N N N Informatica LLC 5493007SV33RZV7RPS40 45673YAE6 1294000.00000000 PA USD 1292382.50000000 0.279149811578 Long LON CORP US N 2 2025-02-25 Fixed 7.13000000 N N N N N N Hearthside Food Solutions, LLC 549300JY2LK0EQ95YT44 40422KAD3 954323.38000000 PA USD 909288.86000000 0.196403010671 Long LON CORP US N 2 2025-05-23 Floating 4.18000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404122BB8 444.67000000 PA USD 434.04000000 0.000093751025 Long LON CORP US N 2 2026-03-18 Floating 1.93000000 N N N N N N Advanced Disposal Services Inc. 549300ML1GEF4BKIM713 00100UAG7 3046194.07000000 PA USD 3006410.78000000 0.649373542866 Long LON CORP US N 2 2023-11-10 Floating 3.00000000 N N N N N N A-L Parent LLC N/A 00165HAB9 4328262.38000000 PA USD 3222391.34000000 0.696024540251 Long LON CORP US N 2 2023-12-01 Floating 4.25000000 N N N N N N Sophia, L.P. 549300RP8NIJ7FY7OS79 83578BAJ2 5114755.38000000 PA USD 4986886.50000000 1.077148929853 Long LON CORP US N 2 2022-09-30 Floating 4.25000000 N N N N N N Chemours Company (The) 549300M1BOLNXL8DOV14 16384YAF4 652471.13000000 PA USD 614138.45000000 0.132651620244 Long LON CORP US N 2 2025-04-03 Floating 1.93000000 N N N N N N CCC Information Services, Inc. 549300B6MA7UGSCNXP23 124886AH5 1895653.69000000 PA USD 1828509.64000000 0.394951279110 Long LON CORP US N 2 2024-04-29 Floating 4.00000000 N N N N N N Cornerstone OnDemand, Inc. 549300Z402F16H5EGH48 000000000 1206000.00000000 PA USD 1185654.78000000 0.256097021147 Long LON CORP US N 2 2027-04-22 Floating 5.35000000 N N N N N N HUSKY III HOLDING LTD N/A 44810RAA6 905000.00000000 PA USD 871062.50000000 0.188146259135 Long DBT CORP CA N 2 2025-02-15 Variable 13.00000000 N N Y N N N Rackspace Hosting, Inc. 549300QTYCKLMFSE8I97 75008QAL0 381837.87000000 PA USD 363223.27000000 0.078454874916 Long LON CORP US N 2 2023-11-03 Floating 4.00000000 N N N N N N RP Crown Parent, LLC 549300B1M4J69ECRY452 74966FAJ2 3876308.71000000 PA USD 3755174.06000000 0.811103625507 Long LON CORP US N 2 2023-10-12 Floating 3.75000000 N N N N N N SOLERA LLC / SOLERA FINA N/A 83422AAA1 666000.00000000 PA USD 677655.00000000 0.146370958725 Long DBT CORP US N 2 2024-03-01 Fixed 10.50000000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 03765VAJ9 2179397.90000000 PA USD 2090870.76000000 0.451620304892 Long LON CORP US N 2 2026-09-23 Floating 4.25000000 N N N N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414BAF3 1216397.00000000 PA USD 1157608.53000000 0.250039135496 Long LON CORP US N 2 2027-02-04 None 0.00000000 N N N N N N KFC Holding Co. 549300G2LG4YUB3MM115 72584DAE4 1400999.67000000 PA USD 1339705.93000000 0.289371496387 Long LON CORP US N 2 2025-04-03 Floating 1.94000000 N N N N N N IAA, Inc. 549300PZCOPC5178W747 44932UAB0 823596.94000000 PA USD 785505.58000000 0.169666282737 Long LON CORP US N 2 2026-06-28 Floating 2.44000000 N N N N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05350NAC8 1416175.32000000 PA USD 1377230.50000000 0.297476663893 Long LON CORP US N 2 2024-11-21 Floating 3.25000000 N N N N N N Midas Intermediate Holdco II, LLC 549300O5UULN1EULDF23 59562TAK8 1230740.80000000 PA USD 1106128.29000000 0.238919595193 Long LON CORP US N 2 2021-08-18 Floating 3.75000000 N N N N N N CCM Merger, Inc. 549300P77RSBKKFME089 12502TAJ3 1315217.48000000 PA USD 1273459.33000000 0.275062477263 Long LON CORP US N 2 2021-08-08 Floating 3.00000000 N N N N N N Ligado Networks LLC N/A 64646YAB7 172339.37000000 PA USD 151982.64000000 0.032827684775 Long LON CORP US N 2 2020-12-07 None 0.00000000 N N N N N N Pathway Vet Alliance LLC N/A 70323KAC2 542261.48000000 PA USD 525993.64000000 0.113612669234 Long LON CORP US N 2 2027-03-31 None 0.00000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90351HAD0 651852.10000000 PA USD 605544.53000000 0.130795365498 Long LON CORP US N 2 2026-09-13 Floating 3.07000000 N N N N N N Jefferies Finance LLC 549300SKVB18YSSIDT75 47232UAB0 1158815.12000000 PA USD 1092542.48000000 0.235985110780 Long LON CORP US N 2 2026-06-03 Floating 3.19000000 N N N N N N Froneri International Ltd. N/A 000000000 5215000.00000000 PA USD 4892347.95000000 1.056728954792 Long LON CORP GB N 2 2027-01-29 Floating 2.43000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 767000.00000000 PA USD 817064.52000000 0.176482896360 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 68218EAH7 636565.62000000 PA USD 609511.58000000 0.131652233538 Long LON CORP US N 2 2026-09-19 Floating 2.18000000 N N N N N N Golden Nugget, Inc. N/A 51508PAG9 1846273.04000000 PA USD 1458555.70000000 0.315042604516 Long LON CORP US N 2 2023-10-04 Floating 3.25000000 N N N N N N Radiate Holdco, LLC 5493000GQJ5RDX9DNJ71 75025KAB4 2281215.65000000 PA USD 2172857.91000000 0.469329224252 Long LON CORP US N 2 2024-02-01 Floating 3.75000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87265VAF5 6638000.00000000 PA USD 6623661.92000000 1.430686330808 Long LON CORP US N 2 2027-04-01 Floating 3.18000000 N N N N N N GrafTech Finance, Inc. 1Z010BU876CF2HDBIN43 38431EAB4 1544210.13000000 PA USD 1500462.66000000 0.324094351957 Long LON CORP US N 2 2025-02-12 Floating 4.50000000 N N N N N N IG Investment Holdings, LLC 549300E2BEZMEPIYGU19 44958AAJ6 3028807.44000000 PA USD 2804675.69000000 0.605799513999 Long LON CORP US N 2 2025-05-23 Floating 5.00000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CV0 2029000.00000000 PA USD 2145667.50000000 0.463456196856 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 02474RAH6 1454740.79000000 PA USD 1384913.23000000 0.299136104989 Long LON CORP US N 2 2027-01-15 Floating 2.18000000 N N N N N N SS&C Technologies Holdings Europe S.A.R.L. N/A 78466DBE3 917075.13000000 PA USD 876091.04000000 0.189232405066 Long LON CORP LU N 2 2025-04-16 Floating 1.93000000 N N N N N N Millennium Lender Claim N/A 000000000 1607332.61000000 PA USD 0.16000000 0.000000034559 Long LON CORP US N 3 2049-12-31 None 0.00000000 N N N N N N TDC A/S N/A 000000000 819410.03000000 PA 890539.80000000 0.192353283468 Long LON CORP DK N 2 2025-06-04 Floating 3.00000000 N N N N N N Kronos Incorporated N/A 50105JAM9 7262995.15000000 PA USD 7247089.19000000 1.565344301612 Long LON CORP US N 2 2023-11-01 Floating 3.18000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46611VAU9 518786.87000000 PA USD 494362.38000000 0.106780434761 Long LON CORP LU N 2 2026-05-01 Floating 3.07000000 N N N N N N California Resources Corporation 5493003Q8F0T4F4YMR48 000000000 1736515.00000000 PA USD 78143.18000000 0.016878636141 Long LON CORP US N 2 2021-12-31 Floating 11.38000000 N N N N N N PIONEER ENERGY SERVICES 529900NHYED469G7XK29 723664AG3 363793.00000000 PA USD 291034.40000000 0.062862347581 Long DBT CORP US N 2 2025-05-15 Fixed 11.00000000 N N Y N N N Travelport Finance (Luxembourg) S.a.r.l. 2221005SGFWYZHL40F77 000000000 1145000.00000000 PA USD 325180.00000000 0.070237670139 Long LON CORP LU N 2 2027-05-28 Floating 9.31000000 N N N N N N Creative Artists Agency, LLC 5493008FV5TCFL3KHH96 22526WAN8 2000285.00000000 PA USD 1887268.90000000 0.407643060651 Long LON CORP US N 2 2026-11-27 Floating 5.25000000 N N N N N N SMG US Midco 2, Inc. N/A 78453JAD8 1563526.26000000 PA USD 1375903.11000000 0.297189952592 Long LON CORP US N 3 2025-01-23 Floating 3.52000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAT8 660000.00000000 PA USD 702452.70000000 0.151727169663 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Playa Resorts Holding B.V. 5493005SPBUMPZZCIZ96 000000000 602795.19000000 PA USD 505847.64000000 0.109261208189 Long LON CORP NL N 2 2024-04-29 Floating 3.75000000 N N N N N N VS Buyer, LLC N/A 91834WAC4 2123677.50000000 PA USD 2044039.59000000 0.441504946412 Long LON CORP US N 2 2027-02-28 Floating 3.43000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAN7 1329000.00000000 PA USD 1286910.57000000 0.277967895056 Long LON CORP US N 2 2026-09-03 Floating 5.25000000 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 51000.00000000 PA USD 53167.50000000 0.011483982185 Long DBT CORP US N 2 2028-07-01 Fixed 9.00000000 N N N N N N Tibco Software Inc. 04EEB871XLHVNY4RZJ65 88632NAN0 3410163.00000000 PA USD 3267379.48000000 0.705741811109 Long LON CORP US N 2 2028-03-03 Floating 7.43000000 N N N N N N Serta Simmons Bedding, LLC N/A 81753HAF8 475628.00000000 PA USD 466115.44000000 0.100679200816 Long LON CORP US N 2 2023-08-10 None 0.00000000 N N N N N N Altice Financing SA N/A 000000000 1595947.81000000 PA USD 1502856.17000000 0.324611341212 Long LON CORP LU N 2 2026-01-31 Floating 2.93000000 N N N N N N Equinox Holdings, Inc. 549300W05QKLNGQIIA73 29446CAP9 3927150.01000000 PA USD 3011966.97000000 0.650573659234 Long LON CORP US N 2 2024-03-08 Floating 4.07000000 N N N N N N GoodRx, Inc. N/A 38245HAC1 1053861.13000000 PA USD 1003476.03000000 0.216747088959 Long LON CORP US N 2 2025-10-10 Floating 2.93000000 N N N N N N Calpine Construction Finance Company, L.P. V0Q3DOB0FIB2XI1KWU77 13134NAG6 514275.92000000 PA USD 494507.15000000 0.106811704543 Long LON CORP US N 2 2025-01-15 Floating 2.18000000 N N N N N N West Corporation 5493005Z5DB0O5S30R71 68162RAC5 2505889.24000000 PA USD 2128878.20000000 0.459829770522 Long LON CORP US N 2 2024-10-10 Floating 5.00000000 N N N N N N Project Investor Holdings, LLC N/A 000000000 6099.00000000 NS USD 0.06000000 0.000000012959 Long STIV RF US N 3 N N N Digicel International Finance Limited N/A 000000000 1162950.50000000 PA USD 972808.09000000 0.210122928022 Long LON CORP BM N 2 2024-05-28 Floating 4.25000000 N N N N N N Presidio, Inc. N/A 74101YAD0 842000.00000000 PA USD 809726.14000000 0.174897833583 Long LON CORP US N 2 2027-01-22 Floating 4.27000000 N N N N N N Virgin Media Bristol LLC N/A 000000000 2375215.00000000 PA USD 2262986.09000000 0.488796575802 Long LON CORP US N 2 2028-01-31 Floating 2.68000000 N N N N N N NEW MILLENNIUM HOLDCO INC N/A 000000000 14906.00000000 NS USD 14.91000000 0.000003220504 Long EC CORP US N 2 N N N McDermott Technology Americas Inc 549300MSF84ZAB7RHN59 58004GAK4 677848.07000000 PA USD 671747.44000000 0.145094947745 Long LON CORP US N 2 2020-10-21 Floating 10.01000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 318000.00000000 PA USD 334214.82000000 0.072189157644 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N Vertafore, Inc. 549300C8UJDK6DDYSL16 92531SAZ6 4568357.82000000 PA USD 4297134.42000000 0.928165046856 Long LON CORP US N 2 2025-07-02 Floating 3.43000000 N N N N N N Ball Metalpack, LLC N/A 05850FAB2 1786089.71000000 PA USD 1634272.08000000 0.352996688828 Long LON CORP US N 2 2025-07-31 Floating 4.86000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 53803HAM2 2269552.00000000 PA USD 2079477.02000000 0.449159299444 Long LON CORP US N 2 2026-10-17 Floating 2.00000000 N N N N N N BidFair MergerRight Inc 549300P5BAAMQQ7VL735 08883CAB4 3029911.83000000 PA USD 2822877.95000000 0.609731134436 Long LON CORP US N 2 2027-01-15 Floating 6.50000000 N N N N N N MTN Infrastructure TopCo Inc 54930040E6IYPRA4GM07 55377KAB0 2322212.39000000 PA USD 2219895.71000000 0.479489214044 Long LON CORP US N 2 2024-11-15 Floating 4.00000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAL1 3151019.12000000 PA USD 2967598.30000000 0.640990191591 Long LON CORP US N 2 2025-12-31 Floating 3.43000000 N N N N N N Renaissance Holding Corp. N/A 75972JAB0 690900.00000000 PA USD 663492.00000000 0.143311803420 Long LON CORP US N 2 2025-05-30 Floating 4.01000000 N N N N N N Grifols Worldwide Operations USA, Inc. N/A 39843PAG8 2202543.25000000 PA USD 2116930.39000000 0.457249088015 Long LON CORP US N 2 2027-11-15 Floating 2.11000000 N N N N N N CPG International Inc. N/A 12626JAE7 979805.84000000 PA USD 968479.28000000 0.209187921168 Long LON CORP US N 2 2024-05-05 Floating 4.75000000 N N N N N N PIONEER ENERGY SERVICES 529900NHYED469G7XK29 723664AC2 248000.00000000 PA USD 134030.62000000 0.028950115247 Long DBT CORP US N 2 2025-11-15 Fixed 5.00000000 N N Y N N Pioneer Energy Services Corp USD XXXX N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MBS2 754301.92000000 PA USD 680131.41000000 0.146905854071 Long LON CORP US N 2 2024-08-22 Floating 2.43000000 N N N N N N Informatica LLC 5493007SV33RZV7RPS40 45673YAB2 8256510.99000000 PA USD 7884968.00000000 1.703123751288 Long LON CORP US N 2 2027-02-25 Floating 3.43000000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 98919XAB7 12779333.49000000 PA USD 12101006.47000000 2.613772374669 Long LON CORP US N 2 2027-03-09 Floating 3.18000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A 18452RAD7 6593157.55000000 PA USD 5960214.43000000 1.287384141382 Long LON CORP US N 2 2026-08-21 Floating 4.26000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65336RAW8 1496653.88000000 PA USD 1420489.16000000 0.306820373506 Long LON CORP US N 2 2026-09-18 Floating 2.92000000 N N N N N N Northwest Fiber, LLC 254900LE3FBC16P2QY79 66743UAC0 965000.00000000 PA USD 955350.00000000 0.206352045536 Long LON CORP US N 3 2027-05-21 Floating 5.67000000 N N N N N N Panther BF Aggregator 2 LP 549300474L1ZLXZY2P98 000000000 6516967.96000000 PA USD 6191119.56000000 1.337258790359 Long LON CORP CA N 2 2026-04-30 Floating 3.68000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CAT2 1369462.51000000 PA USD 1078451.73000000 0.232941561206 Long LON CORP US N 2 2023-04-28 Floating 2.18000000 N N N N N N Dealer Tire, LLC 549300XTS06OMOCRSE50 24228HAM0 2346210.00000000 PA USD 2236712.38000000 0.483121552196 Long LON CORP US N 2 2025-12-12 Floating 4.43000000 N N N N N N Illuminate Buyer LLC N/A 45232UAB4 2259241.00000000 PA USD 2221963.52000000 0.479935853310 Long LON CORP US N 2 2027-06-16 None 0.00000000 N N N N N N McAfee, LLC N/A 57906PAG4 3505951.18000000 PA USD 3405645.92000000 0.735606847717 Long LON CORP US N 2 2024-09-30 Floating 3.93000000 N N N N N N Allied Universal Holdco LLC N/A 01957TAC1 2388394.98000000 PA USD 2316241.57000000 0.500299561341 Long LON CORP US N 2 2026-07-10 Floating 4.43000000 N N N N N N Nordam Group Inc, The 5493002LT07L4NHXC089 65557PAD6 784080.00000000 PA USD 595900.80000000 0.128712355699 Long LON CORP US N 3 2026-04-09 Floating 7.75000000 N N N N N N Lions Gate Capital Holdings LLC N/A 53627MAB9 1363225.87000000 PA USD 1285699.21000000 0.277706245803 Long LON CORP US N 2 2025-03-24 Floating 2.43000000 N N N N N N Brand Energy & Infrastructure Services, Inc. 549300B658W2BPDQMW42 10524MAN7 2835686.81000000 PA USD 2587564.21000000 0.558904242101 Long LON CORP US N 2 2024-06-21 Floating 5.64000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 350000.00000000 PA USD 331625.00000000 0.071629766160 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04621HAN3 1440205.43000000 PA USD 1374373.64000000 0.296859592762 Long LON CORP US N 2 2027-02-12 Floating 3.68000000 N N N N N N HC Group Holdings II, Inc. 549300DI3Q5ACSYJRI17 09071FAK7 2293475.00000000 PA USD 2224670.75000000 0.480520604918 Long LON CORP US N 2 2026-08-06 Floating 4.68000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 53000.00000000 NS USD 1131550.00000000 0.244410589969 Long EC RF US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCX2 925000.00000000 PA USD 913627.93000000 0.197340233647 Long DBT CORP US N 2 2025-06-20 Fixed 2.75000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FAZ4 725982.00000000 PA USD 722352.09000000 0.156025363866 Long LON CORP US N 2 2025-09-19 Floating 8.00000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAE2 2180568.50000000 PA USD 2057911.52000000 0.444501231680 Long LON CORP US N 2 2025-07-17 Floating 2.43000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 2453000.00000000 PA USD 2459132.50000000 0.531163470583 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N Envision Healthcare Corporation N/A 29373UAC5 2185087.52000000 PA USD 1425769.61000000 0.307960931059 Long LON CORP US N 2 2025-10-10 Floating 3.93000000 N N N N N N Hearthside Food Solutions, LLC 549300JY2LK0EQ95YT44 40422KAE1 167000.00000000 PA USD 162407.50000000 0.035079415748 Long LON CORP US N 2 2025-05-23 Floating 6.00000000 N N N N N N Charter NEX US, Inc. N/A 16125TAC6 2848912.58000000 PA USD 2720312.67000000 0.587577415559 Long LON CORP US N 2 2024-05-16 Floating 3.75000000 N N N N N N Axalta Coating Systems US Holdings Inc. 549300NZ43V4QV4UGN28 90347BAH1 1870469.92000000 PA USD 1787477.17000000 0.386088418255 Long LON CORP NL N 2 2024-06-01 Floating 2.06000000 N N N N N N Messer Industries GmbH N/A 000000000 2875948.98000000 PA USD 2735746.47000000 0.590911058936 Long LON CORP US N 2 2026-03-01 Floating 2.81000000 N N N N N N Clear Channel Outdoor Holdings Inc N/A 18453H106 114650.00000000 NS USD 119236.00000000 0.025754532372 Long EC CORP US N 1 N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 64072UAK8 2144238.97000000 PA USD 2029758.05000000 0.438420186908 Long LON CORP US N 2 2027-04-15 Floating 2.68000000 N N N N N N Level 3 Financing Inc. N/A 52729KAP1 1930846.62000000 PA USD 1822584.05000000 0.393671373717 Long LON CORP US N 2 2027-03-01 Floating 1.93000000 N N N N N N 8th Avenue Food & Provisions, Inc. N/A 28253PAC3 1099298.46000000 PA USD 1063802.11000000 0.229777297791 Long LON CORP US N 2 2025-10-01 Floating 3.68000000 N N N N N N Bright Horizons Family Solutions, LLC N/A 10919RAK5 1880648.44000000 PA USD 1820317.24000000 0.393181751190 Long LON CORP US N 2 2023-11-07 Floating 2.50000000 N N N N N N Albany Molecular Research, Inc. CHZJRCSC4ACUSUD2MV11 01242HAG3 395000.00000000 PA USD 375447.50000000 0.081095263114 Long LON CORP US N 2 2025-08-30 Floating 8.00000000 N N N N N N Ultimate Software Group Inc/The 529900FKHWSTQ1GXK240 90385KAD3 6129000.00000000 PA USD 6045706.89000000 1.305850194660 Long LON CORP US N 2 2026-05-04 None 0.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAF8 1771000.00000000 PA USD 1995517.41000000 0.431024336063 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N BWay Holding Company 549300DNGHXL0OMHW304 05604XAP1 2429663.92000000 PA USD 2175569.67000000 0.469914954323 Long LON CORP US N 2 2024-04-03 Floating 4.56000000 N N N N N N WP CityMD Bidco LLC N/A 92940KAG0 1757748.46000000 PA USD 1728358.91000000 0.373319094049 Long LON CORP US N 2 2026-08-13 Floating 5.50000000 N N N N N N Severin Acquisition, LLC N/A 81812HAB6 3706418.25000000 PA USD 3548895.47000000 0.766548217544 Long LON CORP US N 2 2025-08-01 Floating 3.43000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 3325359.33000000 PA USD 3174687.30000000 0.685720645098 Long LON CORP US N 2 2026-11-16 Floating 1.93000000 N N N N N N 2020-07-30 BlackRock Floating Rate Income Strategies Fund, Inc. Ann Frechette Ann Frechette Assistant Treasurer