0001752724-20-159704.txt : 20200819
0001752724-20-159704.hdr.sgml : 20200819
20200819093541
ACCESSION NUMBER: 0001752724-20-159704
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200819
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Barings Funds Trust
CENTRAL INDEX KEY: 0001577579
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22845
FILM NUMBER: 201115505
BUSINESS ADDRESS:
STREET 1: C/O BARINGS LLC
STREET 2: 300 SOUTH TRYON STREET, SUITE 2500
CITY: CHARLOTTE
STATE: NC
ZIP: 28202
BUSINESS PHONE: 704-805-7200
MAIL ADDRESS:
STREET 1: C/O BARINGS LLC
STREET 2: 300 SOUTH TRYON STREET, SUITE 2500
CITY: CHARLOTTE
STATE: NC
ZIP: 28202
FORMER COMPANY:
FORMER CONFORMED NAME: Babson Capital Funds Trust
DATE OF NAME CHANGE: 20130522
0001577579
S000041805
Barings Global Floating Rate Fund
C000129735
Class A Shares
C000129736
Class C Shares
C000129737
Class Y Shares
C000129738
Class I Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001577579
XXXXXXXX
S000041805
C000129738
C000129737
C000129736
C000129735
Barings Funds Trust
811-22845
0001577579
549300UN1QV4ML2HJ387
300 South Tryon Street,
Suite 2500
Charlotte
28202
704-805-7200
Barings Global Floating Rate Fund
S000041805
549300SBNB93IVKGYJ23
2020-06-30
2020-06-30
N
220745403.36
6911639.53
213833763.83
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2940279.23000000
0.00000000
0.00000000
12937882.47000000
USD
GBP
EUR
N
Lifescan Global Corporation
N/A
Lifescan Global Corporation 2018 1st Lien Term Loan
53227PAC4
358000.00000000
PA
USD
322558.00000000
0.150845214629
Long
LON
CORP
US
N
2
2024-10-01
Floating
7.18000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc. Term Loan Y
08579JBF8
736889.17000000
PA
USD
702808.05000000
0.328670289205
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.18000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. CAD Term Loan B
48853UAZ3
366912.97000000
PA
USD
330067.57000000
0.154357087528
Long
LON
CORP
US
N
2
2022-07-31
Floating
4.00000000
N
N
N
N
N
N
LSF9 BALTA ISSUER SA
549300DCN8FSPHENRV93
LSF9 Balta Issuer SARL
000000000
445500.00000000
PA
318009.79000000
0.148718230603
Long
DBT
CORP
LU
Y
2
2022-09-15
Fixed
7.75000000
N
N
N
N
N
N
VIRIDIAN GROUP/VIR POWER
N/A
Viridian Group FinanceCo PLC / Viridian Power & Energy
000000000
350000.00000000
PA
427685.60000000
0.200008451583
Long
DBT
CORP
GB
Y
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Rouge Beachhouse B.V.
N/A
Rouge Beachhouse B.V. 2018 EUR Term Loan B
000000000
500000.00000000
PA
528044.80000000
0.246941731998
Long
LON
CORP
NL
N
2
2025-09-04
Floating
3.75000000
N
N
N
N
N
N
Polar US Borrower, LLC
549300VWTN2NKZWJ5F70
Polar US Borrower, LLC 2018 1st Lien Term Loan
80643UAB4
827919.73000000
PA
USD
778244.55000000
0.363948394332
Long
LON
CORP
US
N
2
2025-10-15
Floating
4.93000000
N
N
N
N
N
N
Imagina Media Audiovisual, S.L.
549300UHNTWQ62CHRT96
Imagina Media Audiovisual, S.L. 2018 EUR Term Loan B2
000000000
187393.87000000
PA
183693.47000000
0.085904801332
Long
LON
CORP
ES
N
2
2025-06-26
Floating
4.75000000
N
N
N
N
N
N
Diamond (BC) B.V.
549300SWLHWJF3D4N658
Diamond (BC) B.V. EUR Term Loan
000000000
977449.76000000
PA
1018547.46000000
0.476326769803
Long
LON
CORP
NL
N
2
2024-09-06
Floating
3.25000000
N
N
N
N
N
N
Columbus Capital BV
N/A
Columbus Capital BV 2020 EUR Term Loan B
000000000
500000.00000000
PA
460634.82000000
0.215417252986
Long
LON
CORP
NL
N
2
2027-03-05
Floating
3.75000000
N
N
N
N
N
N
CTI Foods Holding Co, LLC
N/A
CTI Foods Holding Co, LLC Second Out Term Loan
12644HAW9
198688.40000000
PA
USD
186767.10000000
0.087342193606
Long
LON
CORP
US
N
3
2024-05-03
Floating
10.77000000
N
N
N
N
N
N
HOUSE OF FRASER FUNDING
213800P7RKFZN1OO5R52
House of Fraser Funding PLC
000000000
300000.00000000
PA
9293.25000000
0.004346016191
Long
DBT
CORP
GB
Y
2
2020-09-15
None
0.00000000
Y
N
N
N
N
N
Deoleo, S.A.
N/A
Deoleo, S.A. EUR Junior Term Loan
000000000
66974.85000000
PA
82018.38000000
0.038356141018
Long
LON
CORP
ES
N
2
2026-06-24
Floating
3.50000000
N
N
N
N
N
N
Men's Wearhouse, Inc. (The)
NKFP7BJ6WYEV4I24P532
Men's Wearhouse, Inc. (The) 2018 Term Loan B2
58711PAQ5
308940.48000000
PA
USD
49430.48000000
0.023116311996
Long
LON
CORP
US
N
2
2025-04-09
Floating
4.68000000
N
N
N
N
N
N
Solenis Holdings LLC
549300P0XTH2Z2N7QB86
Solenis Holdings LLC 2018 1st Lien Term Loan
83420LAK7
628526.50000000
PA
USD
601160.46000000
0.281134489349
Long
LON
CORP
US
N
2
2025-06-26
Floating
4.36000000
N
N
N
N
N
N
Murray Energy Corporation
549300WM5IIFYHZYTT63
Murray Energy Corporation 2018 Term Loan B2
627048AQ4
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2022-10-17
None
0.00000000
N
N
N
N
N
N
REYNOLDS GRP ISS/REYNOLD
N/A
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
761735AT6
178000.00000000
PA
USD
179351.02000000
0.083874041586
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
5.13000000
N
N
N
N
N
N
Bass Pro Group, LLC
N/A
Bass Pro Group, LLC Term Loan B
07014QAK7
1483524.97000000
PA
USD
1423649.90000000
0.665774138985
Long
LON
CORP
US
N
2
2024-09-25
Floating
6.07000000
N
N
N
N
N
N
Omnitracs, Inc.
549300WCQLYHCJZCR864
Omnitracs, Inc. 2018 Term Loan B
68216DAH1
1472689.81000000
PA
USD
1381014.87000000
0.645835739531
Long
LON
CORP
US
N
2
2025-03-21
Floating
3.05000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
N/A
Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
81753HAG6
1521420.21000000
PA
USD
1267845.10000000
0.592911557693
Long
LON
CORP
US
N
2
2023-08-10
Floating
8.50000000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2016 1st Lien Term Loan
74274NAC7
1224336.12000000
PA
USD
1164649.73000000
0.544651933885
Long
LON
CORP
US
N
2
2023-11-20
Floating
4.50000000
N
N
N
N
N
N
U.S. Silica Company
549300LB0THBBEFBXE82
U.S. Silica Company 2018 Term Loan B
90343KAR3
864758.16000000
PA
USD
613053.00000000
0.286696071293
Long
LON
CORP
US
N
2
2025-05-01
Floating
5.00000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2017 1st Lien Term Loan
45567YAJ4
2025477.20000000
PA
USD
1945612.63000000
0.909871572735
Long
LON
CORP
US
N
2
2024-09-13
Floating
4.57000000
N
N
N
N
N
N
CB APPCION ESC
N/A
CB144A APPCION ESC 06/20 FIXED 9.0
038ESCAA7
460000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2025-06-01
Fixed
9.00000000
N
N
N
N
N
N
BCA Marketplace PLC
N/A
BCA MARKETPLACE PLC GBP TERM LOAN B1
000000000
500000.00000000
PA
575797.64000000
0.269273490625
Long
LON
CORP
GB
N
2
2026-11-13
Floating
5.45000000
N
N
N
N
N
N
Carlson Travel Inc
5493002YB4LSO97BF704
Carlson Travel Inc
000000000
1200000.00000000
PA
807571.49000000
0.377663225645
Long
DBT
CORP
US
Y
2
2023-06-15
Floating
4.75000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
1272663.92000000
PA
USD
920301.46000000
0.430381733696
Long
LON
CORP
US
N
2
2026-04-22
Floating
4.08000000
N
N
N
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
1050000.00000000
PA
1222992.25000000
0.571935988075
Long
DBT
CORP
LU
Y
2
2022-11-01
Fixed
8.50000000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. Repriced TL B due 2023
02376CAT2
1969282.56000000
PA
USD
1550810.02000000
0.725240949896
Long
LON
CORP
US
N
2
2023-04-28
Floating
2.18000000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc. 2018 1st Lien Term Loan B
70757DAV1
1995607.56000000
PA
USD
1855356.26000000
0.867662911024
Long
LON
CORP
US
N
2
2025-10-15
Floating
3.00000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
568749.99000000
PA
USD
567328.12000000
0.265312694234
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07000000
N
N
N
N
N
N
Capri Finance LLC
549300PK2L64WNI8CG59
Capri Finance LLC USD 2017 1st Lien Term Loan
000000000
1135028.11000000
PA
USD
1085370.63000000
0.507576825361
Long
LON
CORP
JE
N
2
2024-11-01
Floating
3.76000000
N
N
N
N
N
N
Imagina Media Audiovisual, S.L.
549300UHNTWQ62CHRT96
Imagina Media Audiovisual, S.L. 2018 EUR 2nd Lien Term Loan
000000000
500000.00000000
PA
413942.18000000
0.193581300064
Long
LON
CORP
ES
N
2
2024-12-26
Floating
7.50000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2017 USD Term Loan B1
00216EAB5
1492330.39000000
PA
USD
1421444.70000000
0.664742870602
Long
LON
CORP
US
N
2
2024-10-17
Floating
4.07000000
N
N
N
N
N
N
Winebow Group, Inc. (The)
N/A
Winebow Group, Inc. (The) 1st Lien Term Loan
97382TAB6
2313288.37000000
PA
USD
1732074.67000000
0.810009906282
Long
LON
CORP
US
N
2
2021-07-01
Floating
4.75000000
N
N
N
N
N
N
DexKo Global Inc.
549300SMZ4OV1KBH1M19
DexKo Global Inc. 2018 USD Term Loan
25213YAK1
303436.94000000
PA
USD
282766.82000000
0.132236750144
Long
LON
CORP
US
N
2
2024-07-24
Floating
4.50000000
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
1484501.93000000
PA
USD
1425923.48000000
0.666837385481
Long
LON
CORP
US
N
2
2023-12-01
Floating
3.43000000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2016 2nd Lien Term Loan
74274NAE3
750000.00000000
PA
USD
656250.00000000
0.306897277701
Long
LON
CORP
US
N
2
2024-11-18
Floating
9.50000000
N
N
N
N
N
N
Deoleo, S.A.
N/A
Deoleo, S.A. EUR Senior Term Loan
000000000
153875.75000000
PA
148676.24000000
0.069528888860
Long
LON
CORP
ES
N
2
2025-06-24
Floating
5.00000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 1st Lien Term Loan
92531SAZ6
1969999.99000000
PA
USD
1853041.09000000
0.866580214840
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.43000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B1
000000000
437484.09000000
PA
396621.65000000
0.185481302342
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Unilabs Holding AB
N/A
Unilabs Holding AB EUR 2017 Term Loan B2
000000000
500000.00000000
PA
536706.98000000
0.250992626415
Long
LON
CORP
SE
N
2
2024-04-19
Floating
3.00000000
N
N
N
N
N
N
SIWF Holdings Inc.
54930062TONRLKZV7B16
SIWF Holdings Inc. 1st Lien Term Loan
78489JAB0
982456.11000000
PA
USD
913684.18000000
0.427287142888
Long
LON
CORP
US
N
2
2025-06-15
Floating
5.32000000
N
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
1346078.41000000
PA
USD
1290175.77000000
0.603354562390
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
1973364.65000000
PA
USD
1749506.16000000
0.818161794781
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.93000000
N
N
N
N
N
N
Reynolds Consumer Products LLC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC Term Loan
76171JAB7
283898.46000000
PA
USD
273098.96000000
0.127715546463
Long
LON
CORP
US
N
2
2027-02-04
Floating
1.93000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
APPVION HLDG CORP CALL 13JUN2023
03835B126
449.00000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
APPVION HLDG
APPVION HLDG
1.00000000
1.00000000
USD
2023-06-13
XXXX
0.00000000
N
N
N
EG Group Limited
2138003OUK4UQHRJLT65
EG Group Limited 2018 USD Term Loan B
000000000
220555.69000000
PA
USD
206587.90000000
0.096611450081
Long
LON
CORP
GB
N
2
2025-02-07
Floating
5.07000000
N
N
N
N
N
N
PCF GmbH
5299001ZMR76CCHGY076
PCF GMBH EUR TERM LOAN
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
DE
N
2
2024-08-01
Floating
6.00000000
N
N
N
N
N
N
Arbor Pharmaceuticals, Inc.
549300KF2BE7P33CQW43
Arbor Pharmaceuticals, Inc. Term Loan B
03879RAB8
1394522.80000000
PA
USD
1265097.14000000
0.591626465970
Long
LON
CORP
US
N
2
2023-07-05
Floating
6.00000000
N
N
N
N
N
N
RAC Bond Co PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
200000.00000000
PA
231639.96000000
0.108327120961
Long
DBT
CORP
GB
Y
2
2022-11-06
Fixed
5.00000000
N
N
N
N
N
N
Travelex Financing PLC
6354009XFWVZER7G5X35
Travelex Financing PLC
000000000
250000.00000000
PA
66150.53000000
0.030935493448
Long
DBT
CORP
GB
Y
2
2022-05-15
Fixed
8.00000000
N
N
N
N
N
N
Horizon Therapeutics USA Inc.
N/A
Horizon Therapeutics USA Inc. Term Loan B
44055UAC9
494266.63000000
PA
USD
477585.13000000
0.223344116217
Long
LON
CORP
US
N
2
2026-05-22
Floating
2.44000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2018 USD Term Loan B
05988HAB3
985000.00000000
PA
USD
929593.75000000
0.434727300941
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.43000000
N
N
N
N
N
N
Eircom Finco S.a.r.l.
6354009LHESIJBCL1Y98
Eircom Finco S.a.r.l. 2019 EUR Term Loan B
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
IE
N
2
2026-05-15
None
0.00000000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 2nd Lien Term Loan
02034DAF4
6482.26000000
PA
USD
5581.94000000
0.002610410956
Long
LON
CORP
US
N
2
2025-06-13
Floating
8.25000000
N
N
N
N
N
N
Project Leopard Holdings, Inc.
N/A
Project Leopard Holdings, Inc. 2018 Term Loan
74338UAD3
1468937.42000000
PA
USD
1429760.86000000
0.668631947729
Long
LON
CORP
US
N
2
2023-07-07
Floating
5.50000000
N
N
N
N
N
N
CABOT FINANCIAL LUXEMBOU
2221003LZ2TH3GI7JG79
Cabot Financial Luxembourg SA
000000000
300000.00000000
PA
371709.35000000
0.173830990645
Long
DBT
CORP
LU
Y
2
2023-10-01
Fixed
7.50000000
N
N
N
N
N
N
Albea Beauty Holdings S.A
2221000LVW3T1WSQUG17
ALBEA BEAUTY HOLDINGS S.A 2018 USD TERM LOAN B2
000000000
202751.37000000
PA
USD
188558.77000000
0.088180073447
Long
LON
CORP
FR
N
2
2024-04-22
Floating
4.00000000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 1st Lien Term Loan
02034DAC1
3450921.87000000
PA
USD
3008582.70000000
1.406972709132
Long
LON
CORP
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
Aveanna Healthcare, LLC
5493006D6JRLPIY8YV18
Aveanna Healthcare, LLC 2018 Incremental Term Loan B
05549DAF5
1277146.14000000
PA
USD
1130810.74000000
0.528827028877
Long
LON
CORP
US
N
2
2024-03-18
Floating
6.50000000
N
N
N
N
N
N
Flint Group GmbH
N/A
Flint Group GmbH 2017 EUR Incremental B6
000000000
5399.27000000
PA
5332.08000000
0.002493563179
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Confie Seguros Holding II Co.
549300OPJ6GS39HUF828
Confie Seguros Holding II Co. 2018 2nd Lien Term Loan
20716EAQ5
1633626.40000000
PA
USD
1095885.60000000
0.512494182570
Long
LON
CORP
US
N
2
2025-10-31
Floating
8.67000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
2930961.80000000
PA
USD
2624441.81000000
1.227328071579
Long
LON
CORP
US
N
2
2024-04-03
Floating
4.56000000
N
N
N
N
N
N
A-L Parent LLC
549300177GK4LMS8T214
A-L Parent LLC 2016 1st Lien Term Loan
00165HAB9
1989690.72000000
PA
USD
1481324.74000000
0.692745950624
Long
LON
CORP
US
N
2
2023-12-01
Floating
4.25000000
N
N
N
N
N
N
Alliant Holdings Intermediate, LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate, LLC 2018 Term Loan B
01881UAE5
2264435.65000000
PA
USD
2141454.15000000
1.001457446029
Long
LON
CORP
US
N
2
2025-05-09
Floating
2.93000000
N
N
N
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC 2019 Term Loan B
01957TAC1
526774.76000000
PA
USD
510860.89000000
0.238905625028
Long
LON
CORP
US
N
2
2026-07-10
Floating
4.43000000
N
N
N
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
12769LAD1
732742.41000000
PA
USD
687407.64000000
0.321468241351
Long
LON
CORP
US
N
2
2025-06-19
None
0.00000000
N
N
N
N
N
N
Calpine Corporation
43R4VPJBXTU2O15HEF41
Calpine Corporation 2019 Term Loan B10
13134MBS1
221180.26000000
PA
USD
212333.05000000
0.099298186683
Long
LON
CORP
US
N
2
2026-08-12
Floating
2.18000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
2266044.63000000
PA
USD
2142839.78000000
1.002105440048
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.93000000
N
N
N
N
N
N
Deoleo, S.A.
N/A
Deoleo, S.A. EUR Mandatory Convertible Term Loan
000000000
231063.23000000
PA
0.00000000
0.000000
Long
LON
CORP
ES
N
3
2020-09-24
None
0.00000000
N
N
N
N
N
N
SWAP CANADIAN IMPERIAL BANK BO SWAP CANADIAN IMPERIAL BANK BO
N/A
SWAP CANADIAN IMPERIAL BANK BO SWAP CANADIAN IMPERIAL BANK BO
000000000
-360000.00000000
NS
USD
-360000.00000000
-0.16835507805
Short
STIV
CORP
US
N
2
N
N
N
Veritas Bermuda Ltd.
549300RFUWCPWS8FQ104
Veritas Bermuda Ltd. USD Repriced Term Loan B
000000000
1257716.38000000
PA
USD
1159614.50000000
0.542297193497
Long
LON
CORP
US
N
2
2023-01-27
Floating
5.50000000
N
N
N
N
N
N
William Morris Endeavor Entertainment, LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
96925HAF9
2291006.95000000
PA
USD
1860618.38000000
0.870123757200
Long
LON
CORP
US
N
2
2025-05-18
Floating
2.93000000
N
N
N
N
N
N
Acrisure, LLC
549300R0Z1Q47XRTGO22
Acrisure, LLC 2020 Term Loan B
00488PAL9
997500.00000000
PA
USD
940143.75000000
0.439661040034
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.68000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
Appvion Holding Corp
03835B118
449.00000000
NS
USD
0.00000000
0.000000
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
APPVION HLDG
APPVION HLDG
1.00000000
11.50000000
USD
2023-06-13
XXXX
0.00000000
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 2018 Incremental Term Loan
33936HAH5
852140.00000000
PA
USD
801011.60000000
0.374595473443
Long
LON
CORP
US
N
2
2025-06-29
Floating
4.68000000
N
N
N
N
N
N
Gulf Finance, LLC
549300GL13V5C6ULWJ40
Gulf Finance, LLC Term Loan B
40227UAB2
1623487.67000000
PA
USD
1039032.11000000
0.485906477718
Long
LON
CORP
US
N
2
2023-08-25
Floating
6.25000000
N
N
N
N
N
N
Flint Group US LLC
549300Q6D2JN1G0T8E41
Flint Group US LLC USD 1st Lien Term Loan B2
000000000
3028261.11000000
PA
USD
2602427.03000000
1.217032793786
Long
LON
CORP
US
N
2
2021-09-07
Floating
4.02000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
1488750.00000000
PA
USD
1345830.00000000
0.629381429711
Long
LON
CORP
US
N
2
2026-08-21
Floating
4.26000000
N
N
N
N
N
N
ExGen Renewables IV, LLC
5493004JBPWTPTK8LB51
ExGen Renewables IV, LLC Term Loan B
30204KAB2
1189021.27000000
PA
USD
1150378.08000000
0.537977754025
Long
LON
CORP
US
N
2
2024-11-28
Floating
4.00000000
N
N
N
N
N
N
Golden Nugget, Inc.
N/A
Golden Nugget, Inc. 2017 Incremental Term Loan B
51508PAG9
314859.21000000
PA
USD
248738.78000000
0.116323435338
Long
LON
CORP
US
N
2
2023-10-04
None
0.00000000
N
N
N
N
N
N
Southcross Energy Partners, LP
N/A
SOUTHCROSS ENERGY PARTNERS, L. HOLDCO EQUITY
000000000
22.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Vacalians Group
N/A
VACALIANS GROUP EUR TERM LOAN B
000000000
500000.00000000
PA
406218.12000000
0.189969120275
Long
LON
CORP
FR
N
2
2025-11-28
Floating
4.00000000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC USD Term Loan
74530DAC9
976705.70000000
PA
USD
846071.31000000
0.395667781759
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.68000000
N
N
N
N
N
N
Banijay Group US Holding Inc
5493008PW5N0VVCH7279
BANIJAY GROUP US HOLDING INC TERM LOAN
000000000
1312308.99000000
PA
USD
1240132.00000000
0.579951443489
Long
LON
CORP
FR
N
2
2025-03-04
None
0.00000000
N
N
N
N
N
N
Harbor Freight Tools USA, Inc.
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc. 2018 Term Loan B
41151PAM7
1984302.18000000
PA
USD
1906180.20000000
0.891430878762
Long
LON
CORP
US
N
2
2023-08-18
Floating
3.25000000
N
N
N
N
N
N
Aenova Holding GmbH
529900MPQ4WWJFDTB881
AENOVA HOLDING GMBH 2020 EUR TERM LOAN
000000000
500000.00000000
PA
550868.69000000
0.257615392505
Long
LON
CORP
DE
N
2
2025-03-06
Floating
5.00000000
N
N
N
N
N
N
ALGECO GLOBAL FINANCE
5493000PLZTCKZAJDO03
Algeco Global Finance PLC
000000000
650000.00000000
PA
700245.82000000
0.327472054673
Long
DBT
CORP
GB
Y
2
2023-02-15
Fixed
6.50000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 2nd Lien Term Loan
24440EAF4
1000000.00000000
PA
USD
947500.00000000
0.443101212376
Long
LON
CORP
US
N
2
2028-04-07
Floating
9.00000000
N
N
N
N
N
N
Fieldwood Energy LLC
549300KTQCELOBO6BF21
Fieldwood Energy LLC Exit 2nd Lien TL
31659HAN1
864968.22000000
PA
USD
5189.81000000
0.002427030187
Long
LON
CORP
US
N
2
2023-04-11
None
0.00000000
N
N
N
N
N
N
Colouroz Investment 1 GmbH
N/A
COLOUROZ INVESTMENT 1 GMBH EUR TERM LOAN B3
000000000
21879.87000000
PA
21607.60000000
0.010104858845
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
GYP Holdings III Corp.
549300055I1KJWZH9690
GYP Holdings III Corp. 2018 Term Loan B
36249VAG1
2209184.47000000
PA
USD
2129101.53000000
0.995680706295
Long
LON
CORP
US
N
2
2025-06-01
Floating
2.93000000
N
N
N
N
N
N
KCA DEUTAG UK FINANCE PL
529900T5G3VI71LSI184
KCA Deutag UK Finance PLC
48244LAC2
1000000.00000000
PA
USD
475000.00000000
0.222135172431
Long
DBT
CORP
GB
N
2
2022-04-01
Fixed
9.88000000
N
N
N
N
N
N
Flint Group GmbH
N/A
Flint Group GmbH 2017 EUR Incremental B7
000000000
504335.56000000
PA
498059.67000000
0.232919096161
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Amphora Finance Limited
N/A
AMPHORA FINANCE LIMITED 2018 GBP TERM LOAN B
000000000
500000.00000000
PA
556560.60000000
0.260277231261
Long
LON
CORP
GB
N
2
2025-05-23
Floating
4.84000000
N
N
N
N
N
N
Flint Group GmbH
N/A
FLINT GROUP GMBH EUR ADD ON TERM LOAN B4
000000000
147020.40000000
PA
145190.89000000
0.067898954495
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
GrafTech Finance, Inc.
1Z010BU876CF2HDBIN43
GrafTech Finance, Inc. 2018 Term Loan B
38431EAB4
2391441.01000000
PA
USD
2323691.49000000
1.086681283806
Long
LON
CORP
US
N
2
2025-02-12
Floating
4.50000000
N
N
N
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG Acquisition Corp
92933BAK0
63000.00000000
PA
USD
63787.50000000
0.029830415392
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.00000000
N
N
N
N
N
N
SS&C Technologies Inc.
549300KY09TR3J12JU49
SS&C Technologies Inc. 2018 Term Loan B5
78466DBF0
472578.57000000
PA
USD
449932.60000000
0.210412327754
Long
LON
CORP
US
N
2
2025-04-16
Floating
1.93000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 USD Term Loan B
45673YAB2
997500.00000000
PA
USD
952612.50000000
0.445492088310
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.43000000
N
N
N
N
N
N
Fugue Finance B.V.
N/A
FUGUE FINANCE B.V. EUR TERM LOAN
000000000
500000.00000000
PA
530252.47000000
0.247974155485
Long
LON
CORP
NL
N
2
2024-09-01
None
0.00000000
N
N
N
N
N
N
Core & Main LP
549300ZSLF8Q660SCD17
Core & Main LP 2017 Term Loan B
40416VAB1
1958683.22000000
PA
USD
1861356.25000000
0.870468824315
Long
LON
CORP
US
N
2
2024-08-01
Floating
3.75000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1622.18000000
0.000758617334
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
666059.00000000
EUR
750128.30000000
USD
2020-07-14
1622.18000000
N
N
N
Team Health Holdings, Inc.
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc. 1st Lien Term Loan
87817JAE8
1947172.94000000
PA
USD
1483512.12000000
0.693768885431
Long
LON
CORP
US
N
2
2024-02-06
Floating
3.75000000
N
N
N
N
N
N
Templar Energy LLC
549300D8BNY4UFWFMM39
TEMPLAR ENERGY LLC NEW PREFERRED EQUITY
000000000
6068.63000000
NS
USD
0.01000000
0.000000004676
Long
EC
CORP
US
N
3
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
872823.78000000
PA
USD
739403.94000000
0.345784466754
Long
LON
CORP
US
N
2
2025-09-06
Floating
3.68000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-34.70000000
-0.00001622755
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2578.76000000
USD
2053.00000000
GBP
2020-07-14
-34.70000000
N
N
N
Vue International Bidco p.l.c.
2138002KEV3Y56IJTC64
Vue International Bidco p.l.c. 2019 EUR Term Loan B
000000000
423796.79000000
PA
407990.99000000
0.190798208240
Long
LON
CORP
GB
N
2
2026-07-03
Floating
4.25000000
N
N
N
N
N
N
NFP Corp.
VO2L9FZNXDJNQNEYH039
NFP Corp. 2020 Term Loan
62910PAF0
1491334.52000000
PA
USD
1386941.10000000
0.648607158737
Long
LON
CORP
US
N
2
2027-02-15
Floating
3.43000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B3
000000000
558398.52000000
PA
506242.28000000
0.236745718231
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
HNVR Holdco Limited
N/A
HNVR Holdco Limited EUR Term Loan B
000000000
500000.00000000
PA
445787.78000000
0.208473990269
Long
LON
CORP
ES
N
2
2023-09-12
Floating
4.25000000
N
N
N
N
N
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. Term Loan B
88145LAB0
712271.01000000
PA
USD
677846.95000000
0.316997156042
Long
LON
CORP
US
N
2
2026-12-17
Floating
4.43000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
733771.91000000
PA
USD
704663.18000000
0.329537846305
Long
LON
CORP
US
N
2
2025-05-30
Floating
4.01000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-355.48000000
-0.00016624128
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
14638.41000000
USD
11526.00000000
GBP
2020-07-14
-355.48000000
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc. USD Term Loan
98919XAB7
963902.71000000
PA
USD
912738.75000000
0.426845009717
Long
LON
CORP
US
N
2
2027-03-09
Floating
3.18000000
N
N
N
N
N
N
RP Crown Parent, LLC
549300B1M4J69ECRY452
RP Crown Parent, LLC 2016 Term Loan B
74966FAJ2
969647.08000000
PA
USD
939345.61000000
0.439287787473
Long
LON
CORP
US
N
2
2023-10-12
Floating
3.75000000
N
N
N
N
N
N
Digicel International Finance Limited
N/A
Digicel International Finance Limited 2017 Term Loan B
000000000
152210.11000000
PA
USD
127323.76000000
0.059543337646
Long
LON
CORP
BM
N
2
2024-05-28
Floating
4.25000000
N
N
N
N
N
N
CeramTec AcquiCo GmbH
3912006DWJ216KSA8A82
CeramTec AcquiCo GmbH USD 2017 Term Loan B2
000000000
1250000.00000000
PA
USD
1171875.00000000
0.548030853037
Long
LON
CORP
DE
N
2
2025-03-07
Floating
3.11000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAB9
817000.00000000
PA
USD
804745.00000000
0.376341409133
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
7.50000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B6
000000000
289344.98000000
PA
262319.22000000
0.122674368772
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
MANGROVE LUXCO III
549300GLJSZN1PU7T586
Mangrove Luxco III Sarl
000000000
265415.00000000
PA
267488.05000000
0.125091587600
Long
DBT
CORP
LU
Y
2
2025-10-09
Variable
7.78000000
N
N
Y
N
N
N
Flex Acquisition Company, Inc.
549300HHED2KGPBEDW39
Flex Acquisition Company, Inc. 1st Lien Term Loan
33936HAB8
1412098.98000000
PA
USD
1346281.05000000
0.629592364595
Long
LON
CORP
US
N
2
2023-12-29
Floating
4.43000000
N
N
N
N
N
N
TVL FINANCE PLC
549300DUQXE7VXG8YA50
TVL Finance PLC
000000000
600000.00000000
PA
609637.48000000
0.285098793137
Long
DBT
CORP
JE
Y
2
2025-07-15
Floating
6.04000000
N
N
N
N
N
N
Auris Luxembourg III S.a.r.l.
213800VO63L2OE6QXG55
Auris Luxembourg III S.a.r.l. 2019 USD Term Loan B2
000000000
987429.15000000
PA
USD
859063.36000000
0.401743552848
Long
LON
CORP
LU
N
2
2026-02-27
Floating
3.93000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2017 1st Lien Term Loan
60662WAM4
994910.94000000
PA
USD
925893.97000000
0.432997087745
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.43000000
N
N
N
N
N
N
Orphea Limited
N/A
ORPHEA LIMITED GBP TERM LOAN
000000000
500000.00000000
PA
595158.59000000
0.278327696870
Long
LON
CORP
FR
N
2
2023-07-21
Floating
5.48000000
N
N
N
N
N
N
Rodenstock GmbH
N/A
Rodenstock GmbH 2019 EUR Term Loan B
000000000
500000.00000000
PA
524185.58000000
0.245136956208
Long
LON
CORP
DE
N
2
2026-06-05
Floating
4.88000000
N
N
N
N
N
N
Tunstall Group Holdings Limited
N/A
TUNSTALL GROUP HOLDINGS LIMITE B1 ORDINARY SHARES
000000000
469.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Novafives SAS
9695005GQAG112FYVW69
Novafives SAS
000000000
425000.00000000
PA
327065.44000000
0.152953132443
Long
DBT
CORP
FR
Y
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
1948640.72000000
PA
USD
1777413.66000000
0.831212820727
Long
LON
CORP
CA
N
2
2025-03-28
Floating
3.36000000
N
N
N
N
N
N
ION Trading Technologies S.a.r.l.
N/A
ION Trading Technologies S.a.r.l. USD Incremental Term Loan B
000000000
1399924.21000000
PA
USD
1339923.46000000
0.626619218593
Long
LON
CORP
LU
N
2
2024-11-21
Floating
5.07000000
N
N
N
N
N
N
Sunshine Investments B.V.
7245000VQPPP2TVGEK53
Sunshine Investments B.V. USD Term Loan B3
000000000
155877.02000000
PA
USD
151200.71000000
0.070709464815
Long
LON
CORP
NL
N
2
2025-03-28
Floating
3.67000000
N
N
N
N
N
N
Amneal Pharmaceuticals LLC
54930037VIXE7LRZ1M66
Amneal Pharmaceuticals LLC 2018 Term Loan B
03167DAH7
1484844.96000000
PA
USD
1353064.97000000
0.632764885098
Long
LON
CORP
US
N
2
2025-05-04
Floating
3.69000000
N
N
N
N
N
N
Verisure Holding AB
N/A
VERISURE HOLDING AB 2018 EUR TERM LOAN B
000000000
500000.00000000
PA
548599.22000000
0.256554068063
Long
LON
CORP
SE
N
2
2022-10-21
Floating
3.50000000
N
N
N
N
N
N
Sabine Oil & Gas LLC
T7K3QSNC10011LFR5667
SABINE OIL GAS LLC NEW COMMON STOCK
000000000
394.00000000
NS
USD
5122.00000000
0.002395318638
Long
EC
CORP
US
N
2
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
857940.86000000
PA
USD
802063.17000000
0.375087243302
Long
LON
CORP
US
N
2
2025-11-17
Floating
3.93000000
N
N
N
N
N
N
Amer Sports Oyj
7437004VPYN53GU01U11
AMER SPORTS OYJ EUR TERM LOAN B
000000000
500000.00000000
PA
505400.66000000
0.236352132117
Long
LON
CORP
FI
N
2
2026-03-30
Floating
4.50000000
N
N
N
N
N
N
Tunstall Group Holdings Limited
N/A
TUNSTALL GROUP HOLDINGS LIMITE B2 ORDINARY SHARES
000000000
310.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc. Term Loan B
000000000
500000.00000000
PA
USD
491565.00000000
0.229881844286
Long
LON
CORP
US
N
2
2027-04-22
Floating
5.35000000
N
N
N
N
N
N
GALAPAGOS SA
222100VNOODNFC2EMH65
Galapagos SA/Luxembourg
000000000
20000.00000000
PA
0.00000000
0.000000
Long
DBT
CORP
LU
Y
3
2021-06-15
None
0.00000000
Y
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. Term Loan B5
78488CAG5
2520677.35000000
PA
USD
2220716.75000000
1.038524838278
Long
LON
CORP
US
N
2
2024-03-31
Floating
3.75000000
N
N
N
N
N
N
Alison Bidco S.a.r.l.
N/A
Alison Bidco S.a.r.l. EUR 1st Lien Term Loan B1
000000000
849544.77000000
PA
739708.97000000
0.345927114947
Long
LON
CORP
LU
N
2
2021-08-29
Floating
5.50000000
N
N
N
N
N
N
Roy Bidco ApS
N/A
Roy Bidco ApS EUR Term Loan B
000000000
1000000.00000000
PA
1040922.35000000
0.486790454115
Long
LON
CORP
DK
N
2
2024-08-23
Floating
3.50000000
N
N
N
N
N
N
Southcross Holdings LP
N/A
SOUTHCROSS HOLDINGS LP HOLDINGS GP LLC EQUITY
000000000
22.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
Thom Europe S.A.S
N/A
THOM EUROPE S.A.S EUR TERM LOAN B
000000000
500000.00000000
PA
514001.05000000
0.240374130255
Long
LON
CORP
FR
N
2
2024-08-07
Floating
4.00000000
N
N
N
N
N
N
WestJet Airlines Ltd.
N/A
WestJet Airlines Ltd. Term Loan B
000000000
2116872.05000000
PA
USD
1691740.64000000
0.791147576369
Long
LON
CORP
CA
N
2
2026-12-11
Floating
4.00000000
N
N
N
N
N
N
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. 2018 USD Term Loan B
22207EBG8
1478658.70000000
PA
USD
1323399.54000000
0.618891757922
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.43000000
N
N
N
N
N
N
EG America LLC
549300BY1CRYVPEG9R57
EG America LLC 2018 USD Term Loan
000000000
1080763.94000000
PA
USD
1012319.16000000
0.473414086656
Long
LON
CORP
GB
N
2
2025-02-07
Floating
5.07000000
N
N
N
N
N
N
Dorna Sports, S.L.
N/A
Dorna Sports, S.L. 2017 EUR Term Loan B
000000000
978281.72000000
PA
1045979.62000000
0.489155501575
Long
LON
CORP
ES
N
2
2024-05-03
Floating
2.75000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
1757101.49000000
PA
USD
1676784.38000000
0.784153236592
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.68000000
N
N
N
N
N
N
Cvent, Inc.
N/A
Cvent, Inc. 1st Lien Term Loan
23248RAB0
1366205.60000000
PA
USD
1167531.98000000
0.545999826729
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.93000000
N
N
N
N
N
N
Syniverse Holdings, Inc.
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc. 2018 1st Lien Term Loan
87164GAM5
1118761.37000000
PA
USD
791725.05000000
0.370252590526
Long
LON
CORP
US
N
2
2023-03-09
Floating
6.87000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3171.18000000
-0.00148301182
N/A
DFE
XX
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
1148327.93000000
USD
1019019.00000000
EUR
2020-07-14
-3171.18000000
N
N
N
I-Logic Technologies Bidco Limited
N/A
I-Logic Technologies Bidco Limited 2018 USD Term Loan
000000000
1008008.85000000
PA
USD
957608.41000000
0.447828440583
Long
LON
CORP
GB
N
2
2024-12-21
Floating
3.82000000
N
N
N
N
N
N
Imagina Media Audiovisual, S.L.
549300UHNTWQ62CHRT96
Imagina Media Audiovisual, S.L. 2018 EUR Term Loan B1
000000000
312606.13000000
PA
306433.21000000
0.143304408298
Long
LON
CORP
ES
N
2
2025-06-26
Floating
4.75000000
N
N
N
N
N
N
Garrett LX III S.a r.l.
5493000E8W5HMUNLBO09
Garrett LX III S.a r.l. 2018 EUR Term Loan B
36641DAE0
818666.67000000
PA
856537.35000000
0.400562256707
Long
LON
CORP
LU
N
2
2025-09-27
Floating
3.50000000
N
N
N
N
N
N
AP NMT Acquisition BV
54930084VI6DY1Z0AV74
AP NMT Acquisition BV USD 1st Lien Term Loan
000000000
2040539.35000000
PA
USD
1992076.54000000
0.931600559387
Long
LON
CORP
NL
N
2
2021-08-13
Floating
7.20000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B5
000000000
60141.68000000
PA
54524.25000000
0.025498428790
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Fieldwood Energy Inc
N/A
FIELDWOOD COMMON EQUITY
000000000
26365.00000000
NS
USD
1318.25000000
0.000616483560
Long
EC
CORP
US
N
2
N
N
N
Eyemart Express LLC
N/A
Eyemart Express LLC 2017 Term Loan B
30233FAF9
982323.25000000
PA
USD
891458.35000000
0.416893166931
Long
LON
CORP
US
N
2
2024-08-04
Floating
4.00000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC Term Loan
88023HAC4
1084415.88000000
PA
USD
1027484.05000000
0.480505992878
Long
LON
CORP
US
N
2
2024-05-01
Floating
2.93000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
270266.94000000
0.126391143830
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
8462252.00000000
GBP
10756626.62000000
USD
2020-07-14
270266.94000000
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 USD Term Loan
22834KAB7
2078082.17000000
PA
USD
1555631.53000000
0.727495743486
Long
LON
CORP
US
N
2
2025-02-28
Floating
3.32000000
N
N
N
N
N
N
AP NMT Acquisition BV
54930084VI6DY1Z0AV74
AP NMT Acquisition BV EUR 1st Lien Term Loan
000000000
513175.57000000
PA
567904.25000000
0.265582123154
Long
LON
CORP
NL
N
2
2021-08-13
Floating
7.00000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B7
000000000
139044.90000000
PA
126057.65000000
0.058951237513
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Parques Reunidos SAU
N/A
Parques Reunidos SAU 2019 EUR Term Loan B1
000000000
500000.00000000
PA
469459.91000000
0.219544332752
Long
LON
CORP
ES
N
2
2026-09-16
Floating
3.75000000
N
N
N
N
N
N
Sunshine Luxembourg VII SARL
254900CHQOBZNYV4DY60
Sunshine Luxembourg VII SARL USD Term Loan B1
000000000
1475589.50000000
PA
USD
1409807.72000000
0.659300802057
Long
LON
CORP
LU
N
2
2026-10-01
Floating
5.32000000
N
N
N
N
N
N
Nidda Healthcare Holding AG
549300Q89C4WAO6L0L19
Nidda Healthcare Holding AG 2020 EUR Term Loan F
000000000
1000000.00000000
PA
1076312.58000000
0.503340801154
Long
LON
CORP
DE
N
2
2026-08-21
Floating
3.50000000
N
N
N
N
N
N
Allnex (Luxembourg) & Cy S.C.A.
N/A
Allnex (Luxembourg) & Cy S.C.A. 2016 EUR Term Loan B1
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
LU
N
2
2023-09-13
Floating
3.25000000
N
N
N
N
N
N
Consolidated Energy Finance, S.A.
549300PUNIS0USNSL750
Consolidated Energy Finance, S.A. Term Loan B
000000000
2476092.50000000
PA
USD
2240863.71000000
1.047946624454
Long
LON
CORP
LU
N
2
2025-05-07
Floating
2.69000000
N
N
N
N
N
N
International Park Holdings B.V.
N/A
International Park Holdings B.V. EUR Term Loan B
000000000
500000.00000000
PA
495042.00000000
0.231507873748
Long
LON
CORP
NL
N
2
2024-06-13
Floating
3.25000000
N
N
N
N
N
N
Templar Energy LLC
549300D8BNY4UFWFMM39
TEMPLAR ENERGY LLC NEW COMMON EQUITY
000000000
8762.55000000
NS
USD
0.01000000
0.000000004676
Long
EC
CORP
US
N
3
N
N
N
Alison Bidco S.a.r.l.
N/A
Alison Bidco S.a.r.l. USD 1st Lien Term Loan B1
000000000
121907.53000000
PA
USD
89196.08000000
0.041712813917
Long
LON
CORP
LU
N
2
2021-08-29
Floating
5.50000000
N
N
N
N
N
N
VTR FINANCE NV
213800F4XI4RJB82XM19
VTR Finance NV
918370AB3
200000.00000000
PA
USD
204584.00000000
0.095674320245
Long
DBT
CORP
NL
N
2
2024-01-15
Fixed
6.88000000
N
N
N
N
N
N
Wilsonart LLC
549300SAZRUMYKDJBY14
Wilsonart LLC 2017 Term Loan B
97246FAF3
594149.49000000
PA
USD
571684.70000000
0.267350061917
Long
LON
CORP
US
N
2
2023-12-19
Floating
4.25000000
N
N
N
N
N
N
Advanz Pharma Corp
N/A
Advanz Pharma Corp 2018 EUR Exit Term Loan B
000000000
482500.00000000
PA
504819.96000000
0.236080566023
Long
LON
CORP
US
N
2
2024-09-06
Floating
6.25000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
600000.00000000
PA
686017.42000000
0.320818100805
Long
DBT
CORP
JE
Y
2
2025-08-28
Fixed
4.88000000
N
N
N
N
N
N
PINNACLE OPERATING CORPORATION EARNOUT (UNITS)
N/A
PINNACLE OPERATING CORPORATION EARNOUT (UNITS)
000000000
40420.00000000
NS
USD
0.04000000
0.000000018706
Long
EC
CORP
US
N
3
N
N
N
Naviera Armas SA
959800Q0F0EGK197EM91
Naviera Armas SA
000000000
250000.00000000
PA
154481.19000000
0.072243591111
Long
DBT
CORP
ES
Y
2
2023-07-31
Floating
6.50000000
N
N
N
N
N
N
Veritas Bermuda Ltd.
549300RFUWCPWS8FQ104
Veritas Bermuda Ltd. EUR Repriced Term Loan B
000000000
774000.00000000
PA
816169.83000000
0.381684265095
Long
LON
CORP
US
N
2
2023-01-27
Floating
5.50000000
N
N
N
N
N
N
SGB-SMIT Management GmbH
N/A
SGB-SMIT Management GmbH EUR Term Loan B
000000000
501848.67000000
PA
239626.37000000
0.112061989513
Long
LON
CORP
DE
N
2
2024-07-18
Floating
4.50000000
N
N
N
N
N
N
AVSC Holding Corp.
549300CLJBQ9YSR4U689
AVSC Holding Corp. Incremental Term Loan B
00241YAR5
511694.72000000
PA
USD
358186.30000000
0.167506895816
Long
LON
CORP
US
N
2
2026-10-15
Floating
5.50000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
547133.88000000
PA
USD
514612.24000000
0.240659955089
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.43000000
N
N
N
N
N
N
Infor (US), Inc.
CIOT8TLNSHRE7MIBDR09
Infor (US), Inc. EUR 2017 Term Loan B
45672LAF2
0.01000000
PA
0.01000000
0.000000004676
Long
LON
CORP
US
N
3
2022-02-01
None
0.00000000
N
N
N
N
N
N
Allnex USA, Inc.
N/A
Allnex USA, Inc. USD Term Loan B3
000000000
269638.23000000
PA
USD
254066.62000000
0.118815015668
Long
LON
CORP
US
N
2
2023-09-13
Floating
4.00000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
1992408.08000000
PA
USD
1882825.64000000
0.880509048840
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.43000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 USD Term Loan B
24440EAB3
332364.09000000
PA
USD
322393.17000000
0.150768131386
Long
LON
CORP
US
N
2
2027-04-09
None
0.00000000
N
N
N
N
N
N
Ultimate Software Group Inc/The
529900FKHWSTQ1GXK240
ULTIMATE SOFTWARE GRP INC THE 2020 INCREMENTAL TERM LOAN B
90385KAD3
1000000.00000000
PA
USD
986410.00000000
0.461297590395
Long
LON
CORP
US
N
2
2026-05-04
None
0.00000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2018 1st Lien Term Loan
78466YAL2
2410460.43000000
PA
USD
2272461.57000000
1.062723458305
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.32000000
N
N
N
N
N
N
Quikrete Holdings, Inc.
5493007KIN86DIZWZT22
Quikrete Holdings, Inc. 2016 1st Lien Term Loan
74839XAF6
1492500.00000000
PA
USD
1431874.65000000
0.669620467953
Long
LON
CORP
US
N
2
2027-02-01
Floating
2.68000000
N
N
N
N
N
N
Richmond UK Bidco Limited
213800T46ULFSS9OTP04
RICHMOND UK BIDCO LIMITED 2017 GBP TERM LOAN B
000000000
482094.17000000
PA
536880.14000000
0.251073605208
Long
LON
CORP
GB
N
2
2024-03-03
Floating
4.98000000
N
N
N
N
N
N
ALGECO GLOBAL FINANCE
5493000PLZTCKZAJDO03
Algeco Global Finance PLC
000000000
150000.00000000
PA
156728.19000000
0.073294407390
Long
DBT
CORP
GB
Y
2
2023-02-15
Floating
6.25000000
N
N
N
N
N
N
ARROW GLOBAL FINANCE
213800X2NPSOGFBX9Q67
Arrow Global Finance PLC
000000000
1000000.00000000
PA
1136061.92000000
0.531282758930
Long
DBT
CORP
GB
Y
2
2024-09-15
Fixed
5.13000000
N
N
N
N
N
N
CGG Holding US Inc
529900JBHEI5OYZ4YS46
CGG Holding US Inc
12532MAA1
500000.00000000
PA
USD
505000.00000000
0.236164762269
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
9.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-16370.57000000
-0.00765574608
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
2151559.24000000
USD
1900000.00000000
EUR
2020-07-14
-16370.57000000
N
N
N
Seadrill Partners Finco LLC
N/A
Seadrill Partners Finco LLC Term Loan B
81172UAB1
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2021-02-21
Floating
7.00000000
N
N
N
N
N
N
Reynolds Group Holdings Inc.
5493002QNV81KCX40V06
Reynolds Group Holdings Inc. USD 2017 Term Loan
76173FAU1
1460649.22000000
PA
USD
1391852.64000000
0.650904055126
Long
LON
CORP
US
N
2
2023-02-05
Floating
2.93000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 2nd Lien Term Loan
92531SBC6
1000000.00000000
PA
USD
981070.00000000
0.458800323404
Long
LON
CORP
US
N
2
2026-07-02
Floating
7.43000000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2016 Term Loan B
42804VAS0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2023-06-30
None
3.51000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
2556390.65000000
PA
USD
2354614.74000000
1.101142634271
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75000000
N
N
N
N
N
N
BORMIOLI PHARMA BIDCO
8156005FA529B177B435
Bormioli Pharma Bidco SpA
000000000
100000.00000000
PA
100159.99000000
0.046840119261
Long
DBT
CORP
IT
Y
2
2024-11-15
Floating
3.50000000
N
N
N
N
N
N
LSF10 XL Bidco S.C.A.
N/A
LSF10 XL Bidco S.C.A. EUR Term Loan B3
000000000
1500000.00000000
PA
1569860.33000000
0.734149884415
Long
LON
CORP
LU
N
2
2026-10-12
Floating
4.00000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B4
000000000
559241.94000000
PA
507006.92000000
0.237103304416
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Jerrold Finco Plc
213800F7AYNHLL1BPR31
Jerrold Finco Plc
000000000
100000.00000000
PA
118608.19000000
0.055467475236
Long
DBT
CORP
GB
Y
2
2024-01-15
Fixed
6.13000000
N
N
N
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
150000.00000000
PA
145551.62000000
0.068067650960
Long
DBT
CORP
LU
Y
2
2023-09-01
Floating
4.50000000
N
N
N
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
Refinitiv US Holdings Inc. 2018 USD Term Loan
31740MAC5
980025.26000000
PA
USD
956259.65000000
0.447197688930
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.43000000
N
N
N
N
N
N
CTI Foods Holding Co, LLC
N/A
CTI Foods Holding Co, LLC First Out Term Loan
12644HAV1
310064.33000000
PA
USD
310064.33000000
0.145002512440
Long
LON
CORP
US
N
3
2024-05-03
Floating
8.77000000
N
N
N
N
N
N
Nidda Healthcare Holding AG
N/A
Nidda Healthcare Holding AG 2020 GBP Term Loan F
000000000
500000.00000000
PA
596317.15000000
0.278869500924
Long
LON
CORP
DE
N
2
2026-08-21
Floating
4.76000000
N
N
N
N
N
N
Virgin Media SFA Finance Limited
N/A
Virgin Media SFA Finance Limited GBP Term Loan M
000000000
1250000.00000000
PA
1489832.56000000
0.696724658124
Long
LON
CORP
GB
N
2
2027-11-15
Floating
3.34000000
N
N
N
N
N
N
Fieldwood Energy LLC
N/A
FIELDWOOD ENERGY LLC RESTRICTED COMMON EQUITY (OLD
000000000
6469.00000000
NS
USD
323.45000000
0.000151262361
Long
EC
CORP
US
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
310932.20000000
0.145408374445
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
35548971.00000000
EUR
40260279.68000000
USD
2020-07-14
310932.20000000
N
N
N
Surf Holdings, LLC
N/A
Surf Holdings, LLC USD Term Loan
86875TAB3
184391.23000000
PA
USD
176357.30000000
0.082474019463
Long
LON
CORP
US
N
2
2027-03-05
Floating
3.83000000
N
N
N
N
N
N
Univision Communications Inc.
549300YQDE2JSGTL8V47
Univision Communications Inc. Term Loan C5
914908AX6
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2024-03-15
None
0.00000000
N
N
N
N
N
N
Colouroz Investment 1 GmbH
N/A
COLOUROZ INVESTMENT 1 GMBH EUR TERM LOAN
000000000
300940.92000000
PA
297196.05000000
0.138984622763
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Syniverse Holdings, Inc.
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc. 2018 2nd Lien Term Loan
87164GAN3
2175481.82000000
PA
USD
1087740.91000000
0.508685293901
Long
LON
CORP
US
N
2
2024-03-11
Floating
10.87000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
255000.00000000
PA
USD
249846.45000000
0.116841440530
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2019 Term Loan B
03759DAF5
1344044.99000000
PA
USD
1198807.49000000
0.560625912637
Long
LON
CORP
US
N
2
2024-08-01
Floating
6.50000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 USD 2nd Lien Term Loan
45673YAE6
350241.91000000
PA
USD
349804.11000000
0.163586939562
Long
LON
CORP
US
N
2
2025-02-25
Fixed
7.13000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan E
89364MBQ6
492487.39000000
PA
USD
441086.48000000
0.206275413246
Long
LON
CORP
US
N
2
2025-05-30
Floating
2.43000000
N
N
N
N
N
N
Allnex (Luxembourg) & Cy S.C.A.
N/A
Allnex (Luxembourg) & Cy S.C.A. 2016 USD Term Loan B2
000000000
357900.42000000
PA
USD
337231.67000000
0.157707400346
Long
LON
CORP
LU
N
2
2023-09-13
Floating
4.00000000
N
N
N
N
N
N
ION Trading Technologies S.a.r.l.
N/A
ION Trading Technologies S.a.r.l. EUR Incremental Term Loan B
000000000
1368793.33000000
PA
1478524.27000000
0.691436302442
Long
LON
CORP
LU
N
2
2024-11-21
Floating
4.25000000
N
N
N
N
N
N
Advanz Pharma Corp
549300WZSXRSISJ4VI31
Advanz Pharma Corp 2018 USD Exit Tern Loan B
000000000
2267750.00000000
PA
USD
2095401.00000000
0.979920552521
Long
LON
CORP
CA
N
2
2024-09-06
Floating
6.57000000
N
N
N
N
N
N
Surgery Center Holdings, Inc.
54930054EVI5HWPPW113
Surgery Center Holdings, Inc. 2017 Term Loan B
86880NAU7
1492327.37000000
PA
USD
1305249.21000000
0.610403701745
Long
LON
CORP
US
N
2
2024-09-03
Floating
4.25000000
N
N
N
N
N
N
EAB Global, Inc.
N/A
EAB Global, Inc. 1st Lien Term Loan
000000000
740064.30000000
PA
USD
699360.76000000
0.327058153714
Long
LON
CORP
US
N
2
2024-11-15
Floating
4.89000000
N
N
N
N
N
N
AP NMT Acquisition BV
54930084VI6DY1Z0AV74
AP NMT Acquisition BV USD 2nd Lien Term Loan
000000000
2182720.59000000
PA
USD
2139066.18000000
1.000340704707
Long
LON
CORP
NL
N
2
2022-08-13
Floating
10.44000000
N
N
N
N
N
N
Technicolor SA
N/A
TECHNICOLOR SA 2017 EUR TERM LOAN B
000000000
500000.00000000
PA
272448.64000000
0.127411422368
Long
LON
CORP
FR
N
2
2023-12-06
Floating
3.00000000
N
N
N
N
N
N
Verisure Holding AB
N/A
VERISURE HOLDING AB EUR TERM LOAN B1E
000000000
2700000.00000000
PA
2946237.18000000
1.377816640005
Long
LON
CORP
SE
N
2
2022-10-20
Floating
3.00000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2017 1st Lien Term Loan
64072UAE2
1162472.65000000
PA
USD
1097083.56000000
0.513054412151
Long
LON
CORP
US
N
2
2025-07-17
Floating
2.43000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group, Inc. 2015 Term Loan
48853UAY6
1542941.40000000
PA
USD
1387999.22000000
0.649101991724
Long
LON
CORP
US
N
2
2022-07-31
Floating
4.00000000
N
N
N
N
N
N
GTT Communications, Inc.
549300ETSL7K1ZX05H30
GTT Communications, Inc. 2018 USD Term Loan B
36250LAP9
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-05-31
None
0.00000000
N
N
N
N
N
N
Tele Columbus AG
3912004GMFDLY04RUQ19
Tele Columbus AG
000000000
800000.00000000
PA
835883.68000000
0.390903506082
Long
DBT
CORP
DE
Y
2
2025-05-02
Fixed
3.88000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 1st Lien Term Loan
81753HAB7
0.02000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2023-11-08
None
0.00000000
N
N
N
N
N
N
KCA Deutag Alpha Limited
N/A
KCA Deutag Alpha Limited 2018 Term Loan B
000000000
491250.00000000
PA
USD
231707.89000000
0.108358888629
Long
LON
CORP
GB
N
2
2023-02-28
Floating
8.20000000
N
N
N
N
N
N
CTI Foods Holding Co. LLC
N/A
CTI FOODS HOLDING CO. LLC EQUITY
000000000
4657.00000000
NS
USD
559585.12000000
0.261691657097
Long
EC
CORP
US
N
3
N
N
N
Associated Asphalt Partners, LLC
549300PL0QXFQ2Q2XC93
Associated Asphalt Partners, LLC 2017 Term Loan B
04546DAB0
251095.57000000
PA
USD
178905.59000000
0.083665734912
Long
LON
CORP
US
N
2
2024-04-05
Floating
6.25000000
N
N
N
N
N
N
FABRIC BC SPA
549300172HDSXGIYQ260
Fabric BC SpA
000000000
100000.00000000
PA
109091.81000000
0.051017111631
Long
DBT
CORP
IT
Y
2
2026-08-31
Floating
4.13000000
N
N
N
N
N
N
Radiate Holdco, LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco, LLC 1st Lien Term Loan
75025KAB4
546729.64000000
PA
USD
520759.98000000
0.243534964110
Long
LON
CORP
US
N
2
2024-02-01
Floating
3.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2759.54000000
-0.00129050714
N/A
DFE
XX
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
707531.38000000
USD
627142.00000000
EUR
2020-07-14
-2759.54000000
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
595421.34000000
PA
USD
388512.42000000
0.181688996649
Long
LON
CORP
US
N
2
2025-10-10
Floating
3.93000000
N
N
N
N
N
N
TAKKO LUX 2 SCA
5493002T9MPWJ0VS7D31
Takko Luxembourg 2 SCA
000000000
1200000.00000000
PA
572984.78000000
0.267958048222
Long
DBT
CORP
LU
Y
2
2023-11-15
Fixed
5.38000000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP USD Term Loan B
000000000
1139537.04000000
PA
USD
1082560.19000000
0.506262514679
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.68000000
N
N
N
N
N
N
Mallinckrodt International Finance S.A.
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A. USD Term Loan B
000000000
357214.90000000
PA
USD
266125.10000000
0.124454199951
Long
LON
CORP
LU
N
2
2024-09-24
Floating
3.50000000
N
N
N
N
N
N
Springer Nature Deutschland GmbH
549300WM0X4AUT710770
Springer Nature Deutschland GmbH EUR Term Loan B15
000000000
1658997.80000000
PA
1811955.52000000
0.847366424995
Long
LON
CORP
DE
N
2
2024-08-14
Floating
3.75000000
N
N
N
N
N
N
Project Alpha Intermediate Holding, Inc.
N/A
Project Alpha Intermediate Holding, Inc. 2017 Term Loan B
74339DAB4
1358581.72000000
PA
USD
1301969.62000000
0.608869991660
Long
LON
CORP
US
N
2
2024-04-26
Floating
5.38000000
N
N
N
N
N
N
TMF Group Holding B.V.
N/A
TMF GROUP HOLDING B.V. 2018 EUR TERM LOAN B
000000000
500000.00000000
PA
512995.52000000
0.239903891140
Long
LON
CORP
NL
N
2
2025-05-05
Floating
3.25000000
N
N
N
N
N
N
U.S. Farathane, LLC
549300HLVY1RVM0MPI20
U.S. Farathane, LLC 2017 Term Loan B4
90350DAE8
1116472.77000000
PA
USD
831772.21000000
0.388980764824
Long
LON
CORP
US
N
2
2021-12-23
Floating
4.50000000
N
N
N
N
N
N
Tackle S.A.R.L
N/A
TACKLE S.A.R.L 2017 EUR TERM LOAN
000000000
974536.93000000
PA
1056176.44000000
0.493924074983
Long
LON
CORP
LU
N
2
2022-08-08
Floating
3.50000000
N
N
N
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 2nd Lien Term Loan
88632NAN0
385440.56000000
PA
USD
369302.16000000
0.172705261033
Long
LON
CORP
US
N
2
2028-03-03
Floating
7.43000000
N
N
N
N
N
N
Compass IV Limited
549300NU5WPBVSIGC216
Compass IV Limited 2018 EUR 2nd Lien Term Loan
000000000
500000.00000000
PA
367243.92000000
0.171742718933
Long
LON
CORP
GB
N
2
2026-04-30
Floating
9.00000000
N
N
N
N
N
N
Compass IV Limited
549300NU5WPBVSIGC216
Compass IV Limited 2018 EUR Term Loan B
000000000
500000.00000000
PA
494620.68000000
0.231310842189
Long
LON
CORP
GB
N
2
2025-04-30
Floating
4.50000000
N
N
N
N
N
N
BOOMERANG TUBE HOLDINGS, INC. COMMON STOCK
N/A
BOOMERANG TUBE HOLDINGS, INC. COMMON STOCK
000000000
1769.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG Acquisition Corp. 2018 Term Loan F
92929LAT5
500000.00000000
PA
USD
485140.00000000
0.226877173796
Long
LON
CORP
US
N
2
2023-11-01
Floating
2.30000000
N
N
N
N
N
N
Indivior Finance S.a.r.l.
N/A
Indivior Finance S.a.r.l. USD 2017 Term Loan B
45577NAE7
784337.08000000
PA
USD
674529.89000000
0.315445923000
Long
LON
CORP
LU
N
2
2022-12-18
Floating
5.50000000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
700000.00000000
PA
737091.36000000
0.344702981791
Long
DBT
CORP
JE
Y
2
2022-07-31
Fixed
5.50000000
N
N
N
N
N
N
Novacap S.A.
N/A
Novacap S.A. EUR Term Loan B1
000000000
1000000.00000000
PA
1042045.85000000
0.487315862254
Long
LON
CORP
FR
N
2
2023-06-22
Floating
3.50000000
N
N
N
N
N
N
Alison Bidco S.a.r.l.
N/A
Alison Bidco S.a.r.l. USD 1st Lien Term Loan B2
000000000
121907.53000000
PA
USD
89196.08000000
0.041712813917
Long
LON
CORP
LU
N
2
2021-08-29
Floating
5.50000000
N
N
N
N
N
N
Kronos Incorporated
5493000E2HBSA8M27B95
Kronos Incorporated 2017 Term Loan B
50105JAM9
2056202.86000000
PA
USD
2051699.78000000
0.959483546120
Long
LON
CORP
US
N
2
2023-11-01
Floating
3.18000000
N
N
N
N
N
N
Endo Luxembourg Finance Company I S.a r.l.
5493007TBMWZWGZIB256
Endo Luxembourg Finance Company I S.a r.l. 2017 Term Loan B
000000000
2147570.58000000
PA
USD
2024085.27000000
0.946569537825
Long
LON
CORP
LU
N
2
2024-04-29
Floating
5.00000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
2393788.94000000
PA
USD
2233716.27000000
1.044604102734
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.43000000
N
N
N
N
N
N
Metro-Goldwyn-Mayer Inc.
8JA4NT75BITP5LG6P072
Metro-Goldwyn-Mayer Inc. 2018 2nd Lien Term Loan
591611AH1
3000000.00000000
PA
USD
2865000.00000000
1.339825829506
Long
LON
CORP
US
N
2
2026-07-03
Floating
5.50000000
N
N
N
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300DDRF1LRKBXUN11
Houghton Mifflin Harcourt Publishing Company 2019 Term Loan B
44157YAB0
295820.35000000
PA
USD
275852.48000000
0.129003238337
Long
LON
CORP
US
N
2
2024-11-22
Floating
7.25000000
N
N
N
N
N
N
Flint Group GmbH
N/A
Flint Group GmbH EUR Term Loan B5
000000000
93183.74000000
PA
92024.18000000
0.043035383351
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
1394967.01000000
PA
USD
1324353.78000000
0.619338011116
Long
LON
CORP
LU
N
2
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
Naviera Armas SA
959800Q0F0EGK197EM91
Naviera Armas SA
000000000
250000.00000000
PA
148021.07000000
0.069222496648
Long
DBT
CORP
ES
Y
2
2024-11-15
Floating
4.25000000
N
N
N
N
N
N
Tunstall Group Holdings Limited
N/A
Tunstall Group Holdings Limited GBP Term Loan B
000000000
523355.04000000
PA
518791.62000000
0.242614454662
Long
LON
CORP
GB
N
2
2020-10-16
Floating
5.50000000
N
N
N
N
N
N
Flint Group GmbH
549300Q6D2JN1G0T8E41
FLINT GROUP GMBH USD TERM LOAN C
000000000
521270.72000000
PA
USD
447969.63000000
0.209494338955
Long
LON
CORP
DE
N
2
2021-09-07
Floating
4.02000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B2
000000000
206343.90000000
PA
187070.71000000
0.087484177731
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
EXC Holdings III Corp.
5493001KJFQIB7D17Q74
EXC Holdings III Corp. USD 2017 1st Lien Term Loan
26929CAC0
484740.80000000
PA
USD
471812.76000000
0.220644650100
Long
LON
CORP
US
N
2
2024-12-02
Floating
4.50000000
N
N
N
N
N
N
Boomerang Tube, LLC
N/A
Boomerang Tube, LLC 2018 Term Loan
000000000
62600.30000000
PA
USD
7512.04000000
0.003513028001
Long
LON
CORP
US
N
3
2020-07-31
Floating
5.18000000
N
N
N
N
N
N
2020-07-15
Barings Funds Trust
Carlene Pollock
Carlene Pollock
CFO for the funds