0001752724-20-159708.txt : 20200819
0001752724-20-159708.hdr.sgml : 20200819
20200819093542
ACCESSION NUMBER: 0001752724-20-159708
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: 201115507
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
S000041806
Barings Global Credit Income Opportunities Fund
C000129739
Class A Shares
C000129740
Class C Shares
C000129741
Class Y Shares
C000129742
Class I Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001577579
XXXXXXXX
S000041806
C000129741
C000129742
C000129740
C000129739
Barings Funds Trust
811-22845
0001577579
549300UN1QV4ML2HJ387
300 South Tryon Street,
Suite 2500
Charlotte
28202
704-805-7200
Barings Global Credit Income Opportunities Fund
S000041806
549300O6P72SDNW5AF60
2020-06-30
2020-06-30
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171224178.81
7549895.40
163674283.41
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4351249.14000000
0.00000000
0.00000000
12703657.37000000
USD
GBP
EUR
N
Terrier Media Buyer, Inc.
N/A
Terrier Media Buyer, Inc. Term Loan B
88145LAB0
261246.82000000
PA
USD
248620.76000000
0.151899708873
Long
LON
CORP
US
N
2
2026-12-17
Floating
4.43000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
000000000
889327.68000000
PA
USD
844754.58000000
0.516119308666
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.75000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAB4
552000.00000000
PA
USD
507840.00000000
0.310274766090
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.25000000
N
N
N
N
N
N
CONSOLIDATED ENERGY FIN
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAD8
874000.00000000
PA
USD
742900.00000000
0.453889263800
Long
DBT
CORP
LU
N
3
2025-06-15
Fixed
6.88000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
203372AV9
618000.00000000
PA
USD
616516.80000000
0.376672979502
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.13000000
N
N
N
N
N
N
Berry Global, Inc.
549300AP2Q7ERHX6RI89
Berry Global, Inc. Term Loan Y
08579JBF8
589168.03000000
PA
USD
561919.01000000
0.343315393409
Long
LON
CORP
US
N
2
2026-07-01
Floating
2.18000000
N
N
N
N
N
N
Ares CLO Ltd
5493005WFBSWHJ1WGQ35
Ares XLVIII CLO Ltd
03990AAA1
800000.00000000
PA
USD
666890.40000000
0.407449714216
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.34000000
N
N
N
N
N
N
EIG Investors Corp
549300AWVC7LBOKRMB96
EIG Investors Corp
26854XAB5
352000.00000000
PA
USD
341440.00000000
0.208609436306
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
10.88000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAE6
270000.00000000
PA
USD
261900.00000000
0.160012919894
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
5.13000000
N
N
N
N
N
N
Innovation Group PLC (The)
N/A
Innovation Group PLC (The) 2019 GBP Super Senior Term Loan
000000000
56573.09000000
PA
63089.77000000
0.038545927121
Long
LON
CORP
GB
N
3
2024-04-09
None
0.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAN4
205000.00000000
PA
USD
215891.65000000
0.131903219920
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.13000000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc. Term Loan B
44932UAB0
437559.21000000
PA
USD
417322.10000000
0.254971087274
Long
LON
CORP
US
N
2
2026-06-28
Floating
2.44000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
790000.00000000
PA
USD
761362.50000000
0.465169288746
Long
DBT
CORP
KY
Y
2
2025-01-10
Fixed
6.50000000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2016 2nd Lien Term Loan
74274NAE3
500000.00000000
PA
USD
437500.00000000
0.267299169353
Long
LON
CORP
US
N
2
2024-11-18
Floating
9.50000000
N
N
N
N
N
N
Piraeus Bank SA
M6AD1Y1KW32H8THQ6F76
Piraeus Bank SA
000000000
100000.00000000
PA
94019.84000000
0.057443257450
Long
DBT
CORP
GR
Y
2
2029-06-26
Fixed
9.75000000
N
N
N
N
N
N
MUTHOOT FINANCE LTD
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
62828M2A8
685000.00000000
PA
USD
692706.25000000
0.423222411956
Long
DBT
CORP
IN
Y
2
2022-10-31
Fixed
6.13000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2017 1st Lien Term Loan
45567YAJ4
988549.63000000
PA
USD
949571.12000000
0.580159020841
Long
LON
CORP
US
N
2
2024-09-13
Floating
4.57000000
N
N
N
N
N
N
Innovation Group PLC (The)
N/A
Innovation Group PLC (The) GBP PIK Term Loan
000000000
145020.21000000
PA
35938.92000000
0.021957585059
Long
LON
CORP
GB
N
3
2024-04-09
None
0.00000000
N
N
N
N
N
N
Tempo Acquisition LLC
549300VV0B2RPMHQGA61
Tempo Acquisition LLC Term Loan
88023HAC4
486562.46000000
PA
USD
461017.93000000
0.281667907990
Long
LON
CORP
US
N
2
2024-05-01
Floating
2.93000000
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
500000.00000000
PA
523286.78000000
0.319712278005
Long
LON
CORP
LU
N
2
2026-10-12
Floating
4.00000000
N
N
N
N
N
N
GATES GLOBAL/GATES CORP
N/A
Gates Global LLC / Gates Corp
36740LAA0
550000.00000000
PA
USD
540375.00000000
0.330152659747
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Metro-Goldwyn-Mayer Inc.
8JA4NT75BITP5LG6P072
Metro-Goldwyn-Mayer Inc. 2018 2nd Lien Term Loan
591611AH1
893846.74000000
PA
USD
853623.64000000
0.521538034085
Long
LON
CORP
US
N
2
2026-07-03
Floating
5.50000000
N
N
N
N
N
N
Naviera Armas SA
959800Q0F0EGK197EM91
Naviera Armas SA
000000000
250000.00000000
PA
154481.19000000
0.094383300040
Long
DBT
CORP
ES
Y
2
2023-07-31
Floating
6.50000000
N
N
N
N
N
N
Tele Columbus AG
3912004GMFDLY04RUQ19
Tele Columbus AG
000000000
900000.00000000
PA
940369.14000000
0.574536891445
Long
DBT
CORP
DE
Y
2
2025-05-02
Fixed
3.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
232790.73000000
0.142228042884
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
29449332.00000000
EUR
33327464.47000000
USD
2020-07-14
232790.73000000
N
N
N
Jupiter Resources Inc
N/A
JUPITER RESOURCES INC. COMMON EQUITY
000000000
120272.00000000
NS
USD
90204.00000000
0.055111895479
Long
EC
CORP
CA
N
2
N
N
N
Boparan Finance PLC
213800GQSQIOBR3DHN70
Boparan Finance PLC
000000000
250000.00000000
PA
254024.94000000
0.155201498187
Long
DBT
CORP
GB
Y
2
2021-07-15
Fixed
4.38000000
N
N
N
N
N
N
SWAP CITIBANK COC SWAP CASH COLLATERAL USD
N/A
SWAP CITIBANK COC SWAP CASH COLLATERAL USD
000000000
10000.00000000
NS
USD
10000.00000000
0.006109695299
Long
STIV
CORP
US
N
2
N
N
N
Metinvest BV
635400TMCKVEU87EJ582
Metinvest BV
000000000
200000.00000000
PA
USD
195040.00000000
0.119163497121
Long
DBT
CORP
NL
Y
2
2026-04-23
Fixed
8.50000000
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
317270.70000000
PA
USD
232137.45000000
0.141828908710
Long
LON
CORP
LU
N
2
2021-08-29
Floating
5.50000000
N
N
N
N
N
N
AP NMT Acquisition BV
54930084VI6DY1Z0AV74
AP NMT Acquisition BV EUR 1st Lien Term Loan
000000000
382968.55000000
PA
423811.02000000
0.258935619677
Long
LON
CORP
NL
N
2
2021-08-13
Floating
7.00000000
N
N
N
N
N
N
Steele Creek CLO Ltd
N/A
Steele Creek Clo 2018-2 Ltd
85816MAA4
850000.00000000
PA
USD
613925.25000000
0.375089621417
Long
ABS-CBDO
CORP
KY
N
2
2031-08-18
Floating
6.59000000
N
N
N
N
N
N
BRASKEM IDESA SAPI
YH0V7ZHY352ITDGEYB83
Braskem Idesa SAPI
000000000
750000.00000000
PA
USD
702187.50000000
0.429015166812
Long
DBT
CORP
MX
Y
2
2029-11-15
Fixed
7.45000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm Inc
893647BL0
357000.00000000
PA
USD
311553.90000000
0.190349939837
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Wellfleet CLO Ltd
25490019KM1XIY7M0487
Wellfleet CLO 2018-1 Ltd
94950LAA4
1150000.00000000
PA
USD
918180.70000000
0.560980430688
Long
ABS-CBDO
CORP
KY
N
2
2031-07-17
Floating
6.63000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 USD Term Loan B
45673YAB2
370337.97000000
PA
USD
353672.76000000
0.216083279933
Long
LON
CORP
US
N
2
2027-02-25
Floating
3.43000000
N
N
N
N
N
N
VERITAS US INC/BERMUDA L
N/A
Veritas US Inc / Veritas Bermuda Ltd
92346LAA1
1419000.00000000
PA
USD
1270005.00000000
0.775934357884
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
10.50000000
N
N
N
N
N
N
Harbor Freight Tools USA, Inc.
549300Y48HLCFTTB4249
Harbor Freight Tools USA, Inc. 2018 Term Loan B
41151PAM7
494893.82000000
PA
USD
475409.85000000
0.290460932588
Long
LON
CORP
US
N
2
2023-08-18
Floating
3.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-573.17000000
-0.00035018940
N/A
DFE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
43570.67000000
USD
34698.00000000
GBP
2020-07-14
-573.17000000
N
N
N
Southcross Energy Partners, LP
N/A
SOUTHCROSS ENERGY PARTNERS, L. HOLDCO EQUITY
000000000
11.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
KCA DEUTAG UK FINANCE PL
529900T5G3VI71LSI184
KCA Deutag UK Finance PLC
48244LAC2
600000.00000000
PA
USD
285000.00000000
0.174126316035
Long
DBT
CORP
GB
N
2
2022-04-01
Fixed
9.88000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249MAA7
500000.00000000
PA
USD
422130.50000000
0.257908873162
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
6.18000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
285000.00000000
PA
USD
294094.35000000
0.179682686780
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
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
0.141566460639
Long
LON
CORP
GB
N
2
2023-02-28
Floating
8.20000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-104.05000000
-0.00006357137
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
263031.00000000
GBP
325842.01000000
USD
2020-07-14
-104.05000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
605000.00000000
PA
USD
638275.00000000
0.389966576729
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
000000000
623000.00000000
PA
USD
629230.00000000
0.384440357330
Long
DBT
CORP
MU
Y
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
RP Crown Parent, LLC
549300B1M4J69ECRY452
RP Crown Parent, LLC 2016 Term Loan B
74966FAJ2
717282.58000000
PA
USD
694867.50000000
0.424542869852
Long
LON
CORP
US
N
2
2023-10-12
Floating
3.75000000
N
N
N
N
N
N
Colouroz Investment 1 GmbH
N/A
COLOUROZ INVESTMENT 1 GMBH EUR TERM LOAN B3
000000000
23703.21000000
PA
23408.25000000
0.014301727499
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373TAA2
1492000.00000000
PA
USD
708700.00000000
0.432994105875
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
Proampac PG Borrower LLC 2016 1st Lien Term Loan
74274NAC7
500000.00000000
PA
USD
475625.00000000
0.290592382682
Long
LON
CORP
US
N
2
2023-11-20
Floating
4.50000000
N
N
N
N
N
N
Novafives SAS
9695005GQAG112FYVW69
Novafives SAS
000000000
250000.00000000
PA
192391.44000000
0.117545307663
Long
DBT
CORP
FR
Y
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BA4
455000.00000000
PA
USD
473882.50000000
0.289527768276
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
992500.00000000
PA
USD
937912.50000000
0.573035959259
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.43000000
N
N
N
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
Coty Inc.
549300BO9IWPF3S48F93
Coty Inc. 2018 USD Term Loan B
22207EBG8
1178947.41000000
PA
USD
1055157.93000000
0.644669344515
Long
LON
CORP
US
N
2
2025-04-07
Floating
2.43000000
N
N
N
N
N
N
Crown Finance US, Inc.
N/A
Crown Finance US, Inc. 2018 USD Term Loan
22834KAB7
1227334.69000000
PA
USD
918770.48000000
0.561340768298
Long
LON
CORP
US
N
2
2025-02-28
Floating
3.32000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
Appvion Holding Corp
03835B118
488.00000000
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
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
3425.29000000
0.002092747821
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
99551.00000000
GBP
126788.15000000
USD
2020-07-14
3425.29000000
N
N
N
Hyland Software, Inc.
N/A
Hyland Software, Inc. 2018 1st Lien Term Loan
44908XAT5
984962.38000000
PA
USD
954950.58000000
0.583445706988
Long
LON
CORP
US
N
2
2024-07-01
Floating
4.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
212000.00000000
PA
USD
224190.00000000
0.136973258919
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Appvion Holding Corp
549300KG8GQ03SX7CT73
APPVION HLDG CORP CALL 13JUN2023
03835B126
488.00000000
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
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2019 Term Loan B5
64072UAK8
1000000.00000000
PA
USD
946610.00000000
0.578349866746
Long
LON
CORP
US
N
2
2027-04-15
Floating
2.68000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-27703.81000000
-0.01692618377
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1109088.91000000
USD
872653.00000000
GBP
2020-07-14
-27703.81000000
N
N
N
CBAM CLO Management
254900EGQJ2K45U5LM27
CBAM 2017-3 Ltd
12481JAA9
750000.00000000
PA
USD
654534.75000000
0.399900788543
Long
ABS-CBDO
CORP
US
N
2
2029-10-17
Floating
7.63000000
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 B1
000000000
317270.74000000
PA
USD
232137.48000000
0.141828927039
Long
LON
CORP
LU
N
2
2021-08-29
Floating
5.50000000
N
N
N
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AJ6
422000.00000000
PA
USD
417303.14000000
0.254959503292
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.63000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH Hospitality Inc
26907YAB0
396000.00000000
PA
USD
370755.00000000
0.226520008076
Long
DBT
US
N
2
2027-10-01
Fixed
4.63000000
N
N
N
N
N
N
Fieldwood Energy LLC
549300KTQCELOBO6BF21
Fieldwood Energy LLC Exit 2nd Lien TL
31659HAN1
885630.85000000
PA
USD
5313.79000000
0.003246563778
Long
LON
CORP
US
N
2
2023-04-11
None
0.00000000
N
N
N
N
N
N
Vacalians Group
N/A
VACALIANS GROUP EUR TERM LOAN B
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
FR
N
2
2025-11-28
None
0.00000000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
12770RAA1
214000.00000000
PA
USD
215219.80000000
0.131492740042
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
TVL FINANCE PLC
549300DUQXE7VXG8YA50
TVL Finance PLC
000000000
500000.00000000
PA
508031.23000000
0.310391601793
Long
DBT
CORP
JE
Y
2
2025-07-15
Floating
6.04000000
N
N
N
N
N
N
LSF9 BALTA ISSUER SA
549300DCN8FSPHENRV93
LSF9 Balta Issuer SARL
000000000
769500.00000000
PA
549289.63000000
0.335599227047
Long
DBT
CORP
LU
Y
2
2022-09-15
Fixed
7.75000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
200000.00000000
PA
USD
189750.00000000
0.115931468308
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-4012.79000000
-0.00245169242
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
252638.19000000
USD
200635.00000000
GBP
2020-07-14
-4012.79000000
N
N
N
KAISA GROUP HOLDINGS LTD
254900N8L3L7NRJT0120
Kaisa Group Holdings Ltd
000000000
1000000.00000000
PA
USD
915000.00000000
0.559037119904
Long
DBT
CORP
KY
Y
2
2025-07-23
Fixed
9.95000000
N
N
N
N
N
N
SYNLAB UNSECURED BONDCO
549300US0Y3NXR23K397
Synlab Unsecured Bondco PLC
000000000
750000.00000000
PA
859477.17000000
0.525114362558
Long
DBT
CORP
GB
Y
2
2023-07-01
Fixed
8.25000000
N
N
N
N
N
N
Winebow Group, Inc. (The)
N/A
Winebow Group, Inc. (The) 1st Lien Term Loan
97382TAB6
1187368.43000000
PA
USD
889042.11000000
0.543177640052
Long
LON
CORP
US
N
2
2021-07-01
Floating
4.75000000
N
N
N
N
N
N
Eldorado Resorts LLC
5299000BKFWWVND5L441
Eldorado Resorts LLC 2017 Term Loan B
28470YAB3
437283.09000000
PA
USD
433732.35000000
0.264997250003
Long
LON
CORP
US
N
2
2024-04-17
Floating
3.25000000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
ViaSat Inc
92552VAN0
327000.00000000
PA
USD
327068.67000000
0.199828991571
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.50000000
N
N
N
N
N
N
Informatica LLC
5493007SV33RZV7RPS40
Informatica LLC 2020 USD 2nd Lien Term Loan
45673YAE6
133522.69000000
PA
USD
133355.79000000
0.081476324332
Long
LON
CORP
US
N
2
2025-02-25
Fixed
7.13000000
N
N
N
N
N
N
Houghton Mifflin Harcourt Publishing Company
549300DDRF1LRKBXUN11
Houghton Mifflin Harcourt Publishing Company 2019 Term Loan B
44157YAB0
109117.85000000
PA
USD
101752.40000000
0.062167615999
Long
LON
CORP
US
N
2
2024-11-22
Floating
7.25000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
993837.93000000
PA
USD
718674.02000000
0.439087928187
Long
LON
CORP
US
N
2
2026-04-22
Floating
4.08000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AV1
325000.00000000
PA
USD
334750.00000000
0.204522050150
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Solenis Holdings LLC
549300P0XTH2Z2N7QB86
Solenis Holdings LLC 2018 1st Lien Term Loan
83420LAK7
243633.34000000
PA
USD
233025.54000000
0.142371504640
Long
LON
CORP
US
N
2
2025-06-26
Floating
4.36000000
N
N
N
N
N
N
Tackle S.A.R.L
N/A
Tackle S.A.R.L EUR Incremental Term Loan B2
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
LU
N
2
2024-08-14
Floating
3.75000000
N
N
N
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
0.249270063384
Long
LON
CORP
GB
N
2
2026-07-03
Floating
4.25000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 1st Lien Term Loan
92531SAZ6
978037.44000000
PA
USD
919971.36000000
0.562074469387
Long
LON
CORP
US
N
2
2025-07-02
Floating
3.43000000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2018-2 Clo Ltd
88433LAA3
1450000.00000000
PA
USD
1170832.95000000
0.715343257112
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
6.97000000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
28470RAH5
382000.00000000
PA
USD
379612.50000000
0.231931670688
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
800000.00000000
PA
USD
974000.00000000
0.595084322171
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
600000.00000000
PA
698852.72000000
0.426977717843
Long
DBT
CORP
LU
Y
2
2022-11-01
Fixed
8.50000000
N
N
N
N
N
N
COLT MERGER SUB INC
N/A
Colt Merger Sub Inc
28470RAK8
279000.00000000
PA
USD
269583.75000000
0.164707457019
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.13000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B7
000000000
200549.59000000
PA
181817.61000000
0.111085019718
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Sunshine Mid BV
724500YPEUZJGV4VB176
Sunshine Mid BV
000000000
250000.00000000
PA
277363.96000000
0.169460928266
Long
DBT
CORP
NL
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
554000.00000000
PA
USD
545690.00000000
0.333399962798
Long
DBT
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Confie Seguros Holding II Co.
549300OPJ6GS39HUF828
Confie Seguros Holding II Co. 2018 2nd Lien Term Loan
20716EAQ5
464527.44000000
PA
USD
311618.94000000
0.190389677295
Long
LON
CORP
US
N
2
2025-10-31
Floating
8.67000000
N
N
N
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
750000.00000000
PA
USD
745965.00000000
0.455761885409
Long
DBT
CORP
KY
Y
2
2025-01-14
Fixed
5.75000000
N
N
N
N
N
N
NORTHWEST ACQ/DOMINION
N/A
Northwest Acquisitions ULC / Dominion Finco Inc
66727WAA0
1227000.00000000
PA
USD
12576.75000000
0.007684011035
Long
DBT
CORP
CA
N
2
2022-11-01
None
0.00000000
Y
N
N
N
N
N
VTR FINANCE NV
213800F4XI4RJB82XM19
VTR Finance NV
918370AB3
224000.00000000
PA
USD
229134.08000000
0.139993941153
Long
DBT
CORP
NL
N
2
2024-01-15
Fixed
6.88000000
N
N
N
N
N
N
Veritas Bermuda Ltd.
549300RFUWCPWS8FQ104
Veritas Bermuda Ltd. USD Repriced Term Loan B
000000000
819600.13000000
PA
USD
755671.32000000
0.461692151177
Long
LON
CORP
US
N
2
2023-01-27
Floating
5.50000000
N
N
N
N
N
N
CABOT FINANCIAL LUXEMBOU
2221003LZ2TH3GI7JG79
Cabot Financial Luxembourg SA
000000000
650000.00000000
PA
805370.26000000
0.492056689188
Long
DBT
CORP
LU
Y
2
2023-10-01
Fixed
7.50000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAC2
1000000.00000000
PA
USD
1004950.00000000
0.613993829123
Long
DBT
CORP
XX
N
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
S+P 500 INDEX DEC20 2800 PUT
000000000
56.00000000
NC
USD
777280.00000000
0.474894396239
N/A
DE
US
N
1
State Street Bank and Trust Company
571474TGEMMWANRLN572
Put
Purchased
S&P 500 Index
SPX Index
100.00000000
2800.00000000
USD
2020-12-18
XXXX
37712.32000000
N
N
N
UKRAINE RAIL(SHORTLINE)
213800HACLR54J8QCO54
Ukraine Railways Via Shortline PLC
000000000
150000.00000000
PA
USD
150749.96000000
0.092103632201
Long
DBT
CORP
GB
Y
2
2021-09-15
Fixed
9.88000000
N
N
N
N
N
N
Rodenstock GmbH
N/A
Rodenstock GmbH 2019 EUR Term Loan B
000000000
500000.00000000
PA
524185.58000000
0.320261417419
Long
LON
CORP
DE
N
2
2026-06-05
Floating
4.88000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
819000.00000000
PA
945450.16000000
0.577641239846
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
3.63000000
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
Madison Park Funding Ltd
N/A
Madison Park Funding XXVII Ltd
55820XAA7
500000.00000000
PA
USD
406116.00000000
0.248124501625
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
6.14000000
N
N
N
N
N
N
JBS USA LLC/JBS USA FINA
N/A
JBS USA LUX SA / JBS USA Finance Inc
466112AR0
344000.00000000
PA
USD
348300.00000000
0.212800687281
Long
DBT
CORP
XX
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Fieldwood Energy LLC
N/A
FIELDWOOD ENERGY LLC RESTRICTED COMMON EQUITY (OLD
000000000
3698.00000000
NS
USD
184.90000000
0.000112968266
Long
EC
CORP
US
N
2
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
308000.00000000
PA
USD
261800.00000000
0.159951822941
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Lifescan Global Corporation
N/A
Lifescan Global Corporation 2018 1st Lien Term Loan
53227PAC4
169511.21000000
PA
USD
152729.60000000
0.093313131921
Long
LON
CORP
US
N
2
2024-10-01
Floating
7.18000000
N
N
N
N
N
N
Deerfield Dakota Holding, LLC
549300FDREJLOIGXY104
Deerfield Dakota Holding, LLC 2020 2nd Lien Term Loan
24440EAF4
410077.47000000
PA
USD
388548.40000000
0.237391233311
Long
LON
CORP
US
N
2
2028-04-07
Floating
9.00000000
N
N
N
N
N
N
Vertafore, Inc.
549300C8UJDK6DDYSL16
Vertafore, Inc. 2018 2nd Lien Term Loan
92531SBC6
879451.73000000
PA
USD
862803.71000000
0.527146777138
Long
LON
CORP
US
N
2
2026-07-02
Floating
7.43000000
N
N
N
N
N
N
Fabric BC SpA
549300172HDSXGIYQ260
Fabric BC SpA
000000000
150000.00000000
PA
164311.81000000
0.100389509321
Long
DBT
CORP
IT
Y
2
2024-11-30
Floating
4.13000000
N
N
N
N
N
N
WALNUT BIDCO PLC
549300LGP4VBCHWQTD80
Walnut Bidco PLC
000000000
397000.00000000
PA
423192.63000000
0.258557802229
Long
DBT
CORP
JE
Y
2
2024-08-01
Fixed
6.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
569000.00000000
PA
USD
601717.50000000
0.367631058138
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
NOVA LJUBLJANSKA BANKA D
5493001BABFV7P27OW30
Nova Ljubljanska Banka dd
000000000
700000.00000000
PA
688143.48000000
0.420434698514
Long
DBT
CORP
SI
Y
2
2029-11-19
Fixed
3.65000000
N
N
N
N
N
N
AP NMT Acquisition BV
54930084VI6DY1Z0AV74
AP NMT Acquisition BV USD 2nd Lien Term Loan
000000000
739565.65000000
PA
USD
724774.34000000
0.442815037830
Long
LON
CORP
NL
N
2
2022-08-13
Floating
10.44000000
N
N
N
N
N
N
Solenis Holdings LLC
549300P0XTH2Z2N7QB86
Solenis Holdings LLC 2018 2nd Lien Term Loan
83420LAN1
47144.70000000
PA
USD
40702.38000000
0.024867913976
Long
LON
CORP
US
N
2
2026-06-26
Floating
8.86000000
N
N
N
N
N
N
Cairn CLO BV
54930036FO0EWQ03QK50
Cairn CLO XI DAC
000000000
1000000.00000000
PA
1068186.31000000
0.652629287720
Long
ABS-CBDO
CORP
IE
N
2
2035-07-15
Variable
4.15000000
N
N
N
N
N
N
Southcross Holdings LP
N/A
SOUTHCROSS HOLDINGS LP HOLDINGS GP LLC EQUITY
000000000
11.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
2
N
N
N
Tibco Software Inc.
04EEB871XLHVNY4RZJ65
Tibco Software Inc. 2020 2nd Lien Term Loan
88632NAN0
146642.46000000
PA
USD
140502.54000000
0.085842770820
Long
LON
CORP
US
N
2
2028-03-03
Floating
7.43000000
N
N
N
N
N
N
Tunstall Group Holdings Limited
N/A
TUNSTALL GROUP HOLDINGS LIMITE B1 ORDINARY SHARES
000000000
396.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Deoleo, S.A.
N/A
Deoleo, S.A. EUR Senior Term Loan
000000000
153875.75000000
PA
148676.24000000
0.090836652467
Long
LON
CORP
ES
N
2
2025-06-24
Floating
5.00000000
N
N
N
N
N
N
KCA DEUTAG UK FINANCE PL
529900T5G3VI71LSI184
KCA Deutag UK Finance PLC
48244LAE8
250000.00000000
PA
USD
119616.25000000
0.073081884036
Long
DBT
CORP
GB
N
2
2023-04-01
Fixed
9.63000000
N
N
N
N
N
N
U.S. Anesthesia Partners, Inc.
549300J001GMNRO7SQ51
U.S. Anesthesia Partners, Inc. 2017 Term Loan
90350HAF6
992327.26000000
PA
USD
873605.23000000
0.533746176735
Long
LON
CORP
US
N
2
2024-06-23
Floating
4.00000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
000000000
500000.00000000
PA
586244.73000000
0.358177667124
Long
DBT
CORP
GB
N
2
2026-06-18
Fixed
3.38000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
2000000.00000000
PA
USD
1340000.00000000
0.818699170133
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
Y
N
N
N
Serta Simmons Bedding, LLC
N/A
Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
81753HAG6
1073743.84000000
PA
USD
894782.95000000
0.546685118369
Long
LON
CORP
US
N
2
2023-08-10
Floating
8.50000000
N
N
N
N
N
N
RegionalCare Hospital Partners Holdings, Inc.
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B
75915TAD4
477558.01000000
PA
USD
446454.66000000
0.272770193764
Long
LON
CORP
US
N
2
2025-11-17
Floating
3.93000000
N
N
N
N
N
N
Garfunkelux Holdco 3 SA
2221007QVSNJV7EWBX69
Garfunkelux Holdco 3 SA
000000000
200000.00000000
PA
194068.82000000
0.118570135733
Long
DBT
CORP
LU
Y
2
2023-09-01
Floating
4.50000000
N
N
N
N
N
N
JUPITER RES INC
N/A
JUPITER RES INC
000000000
100396.00000000
PA
USD
90356.40000000
0.055205007236
Long
DBT
CORP
CA
N
3
2024-01-31
Fixed
10.00000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
1173307.46000000
PA
USD
1094848.39000000
0.668919006205
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.43000000
N
N
N
N
N
N
Par Pharmaceutical Inc
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc
69888XAA7
708000.00000000
PA
USD
726549.60000000
0.443899667597
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
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
280609.85000000
PA
USD
268582.91000000
0.164095974275
Long
LON
CORP
LU
N
2
2024-11-21
Floating
5.07000000
N
N
N
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 1st Lien Term Loan
81753HAB7
0.04000000
PA
USD
0.01000000
0.000000006109
Long
LON
CORP
US
N
2
2023-11-08
None
0.00000000
N
N
N
N
N
N
Mitchell International, Inc.
5493002RDNIGEM7SSV41
Mitchell International, Inc. 2017 1st Lien Term Loan
60662WAM4
989873.40000000
PA
USD
921205.88000000
0.562828723491
Long
LON
CORP
US
N
2
2024-11-29
Floating
3.43000000
N
N
N
N
N
N
EG Group Limited
2138003OUK4UQHRJLT65
EG Group Limited 2018 EUR Term Loan B1
000000000
489595.55000000
PA
513893.91000000
0.313973520637
Long
LON
CORP
GB
N
2
2025-02-06
Floating
4.00000000
N
N
N
N
N
N
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
N/A
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
000000000
150000.00000000
NS
USD
150000.00000000
0.091645429492
Long
STIV
CORP
US
N
2
N
N
N
EAB Global, Inc.
N/A
EAB Global, Inc. 1st Lien Term Loan
000000000
107434.86000000
PA
USD
101525.94000000
0.062029255839
Long
LON
CORP
US
N
2
2024-11-15
Floating
4.89000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XIII Ltd
55818NAE5
500000.00000000
PA
USD
185700.50000000
0.113457347196
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
None
0.00000000
N
N
N
N
N
N
JBS USA LUX/JBS USA FIN
N/A
JBS USA LUX SA / JBS USA Finance Inc
472141AA8
500000.00000000
PA
USD
528130.00000000
0.322671337852
Long
DBT
CORP
XX
N
2
2028-02-15
Fixed
6.75000000
N
N
N
N
N
N
SRS Distribution Inc.
549300ZQ3XP75BCYM468
SRS Distribution Inc. 2018 1st Lien Term Loan
78466YAL2
852634.17000000
PA
USD
803820.86000000
0.491110052998
Long
LON
CORP
US
N
2
2025-05-23
Floating
4.32000000
N
N
N
N
N
N
Dorna Sports, S.L.
N/A
Dorna Sports, S.L. 2017 USD Term Loan B
000000000
400000.00000000
PA
USD
371500.00000000
0.226975180376
Long
LON
CORP
ES
N
2
2024-05-03
Floating
3.36000000
N
N
N
N
N
N
TMF Group Holding B.V.
213800H27OKZZZ2CB779
TMF GROUP HOLDING B.V. 2018 EUR 2ND LIEN TERM LOAN
000000000
500000.00000000
PA
424121.09000000
0.259125062999
Long
LON
CORP
NL
N
2
2026-05-04
Floating
6.88000000
N
N
N
N
N
N
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
N/A
SWAP GOLDMAN SACHS BOC SWAP CASH COLLATERAL USD
000000000
-150000.00000000
NS
USD
-150000.00000000
-0.09164542949
Short
STIV
CORP
US
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2668.26000000
-0.00163022555
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
774001.80000000
USD
686372.00000000
EUR
2020-07-14
-2668.26000000
N
N
N
Casper BidCo SAS
N/A
Casper BidCo SAS 2020 EUR Term Loan B3A
000000000
500000.00000000
PA
483458.72000000
0.295378546908
Long
LON
CORP
FR
N
2
2026-07-31
Floating
3.88000000
N
N
N
N
N
N
PBF HOLDING CO LLC
N/A
PBF Holding Co LLC / PBF Finance Corp
69318FAG3
778000.00000000
PA
USD
706035.00000000
0.431365872078
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.25000000
N
N
N
N
N
N
Boomerang Tube, LLC
N/A
Boomerang Tube, LLC 2018 Term Loan
000000000
125483.72000000
PA
USD
15058.05000000
0.009200009730
Long
LON
CORP
US
N
3
2021-10-31
None
0.00000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B6
000000000
57318.76000000
PA
51965.00000000
0.031749031623
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK
5493003T55GS691ILI42
Arabian Centres Sukuk Ltd
000000000
500000.00000000
PA
USD
437700.00000000
0.267421363259
Long
DBT
CORP
KY
Y
2
2024-11-26
Fixed
5.38000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
91911KAP7
165000.00000000
PA
USD
177739.65000000
0.108593510414
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
1346000.00000000
PA
USD
1329336.52000000
0.812184108770
Long
DBT
CORP
KY
Y
2
2025-10-01
Fixed
6.00000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900TEETF3L54VTH19
Wellfleet CLO 2017-3 Ltd
94950KAA6
1000000.00000000
PA
USD
779667.00000000
0.476352780507
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
6.68000000
N
N
N
N
N
N
SWAPS BARCLAYS BOC SWAP CASH COLLATERAL USD
N/A
SWAPS BARCLAYS BOC SWAP CASH COLLATERAL USD
000000000
-500000.00000000
NS
USD
-500000.00000000
-0.30548476497
Short
STIV
CORP
US
N
2
N
N
N
Sunshine Mid BV
724500YPEUZJGV4VB176
Sunshine Mid BV
000000000
600000.00000000
PA
665673.49000000
0.406706219285
Long
DBT
CORP
NL
Y
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5552.47000000
-0.00339238998
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1808179.89000000
USD
1604070.00000000
EUR
2020-07-14
-5552.47000000
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AP6
750000.00000000
PA
USD
563437.50000000
0.344243144531
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
7.75000000
N
N
N
N
N
N
PIRAEUS BANK SA
M6AD1Y1KW32H8THQ6F76
Piraeus Bank SA
000000000
688000.00000000
PA
543009.81000000
0.331762448374
Long
DBT
CORP
GR
Y
2
2030-02-19
Fixed
5.50000000
N
N
N
N
N
N
Renaissance Holding Corp.
549300UKKEC0Y6TXNF09
Renaissance Holding Corp. 2018 1st Lien Term Loan
75972JAB0
977474.80000000
PA
USD
938698.37000000
0.573516101884
Long
LON
CORP
US
N
2
2025-05-30
Floating
4.01000000
N
N
N
N
N
N
MHP LUX SA
222100RHC7R1WZ1J3M44
MHP Lux SA
000000000
200000.00000000
PA
USD
190750.00000000
0.116542437838
Long
DBT
CORP
LU
Y
2
2029-09-19
Fixed
6.25000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer Inc
88146LAA1
376000.00000000
PA
USD
360490.00000000
0.220248405851
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.88000000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Islands XI Corp
000000000
1081000.00000000
PA
USD
925606.25000000
0.565517215481
Long
DBT
CORP
KY
Y
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
Colouroz Investment 1 GmbH
N/A
COLOUROZ INVESTMENT 1 GMBH EUR TERM LOAN
000000000
1300186.07000000
PA
1284006.71000000
0.784488976062
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Tunstall Group Holdings Limited
N/A
TUNSTALL GROUP HOLDINGS LIMITE B2 ORDINARY SHARES
000000000
261.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Kronos Incorporated
5493000E2HBSA8M27B95
Kronos Incorporated 2017 Term Loan B
50105JAM9
495554.99000000
PA
USD
494469.72000000
0.302105932403
Long
LON
CORP
US
N
2
2023-11-01
Floating
3.18000000
N
N
N
N
N
N
Titan Acquisition Limited
N/A
Titan Acquisition Limited 2018 Term Loan B
000000000
1460821.43000000
PA
USD
1332459.05000000
0.814091879456
Long
LON
CORP
CA
N
2
2025-03-28
Floating
3.36000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
S+P 500 INDEX DEC20 2500 PUT
000000000
-56.00000000
NC
USD
-439208.00000000
-0.26834270531
N/A
DE
US
N
1
State Street Bank and Trust Company
571474TGEMMWANRLN572
Put
Written
S&P 500 Index
SPX Index
100.00000000
2500.00000000
USD
2020-12-18
XXXX
-18451.35000000
N
N
N
C&W Senior Financing DAC
5493009O8OIWZPZRY516
C&W Senior Financing DAC
000000000
750000.00000000
PA
USD
744375.00000000
0.454790443856
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.88000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BW6
1040000.00000000
PA
USD
977808.00000000
0.597410894141
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.75000000
N
N
N
N
N
N
Amer Sports Oyj
7437004VPYN53GU01U11
AMER SPORTS OYJ EUR TERM LOAN B
000000000
600000.00000000
PA
606480.79000000
0.370541283190
Long
LON
CORP
FI
N
2
2026-03-30
Floating
4.50000000
N
N
N
N
N
N
TAKKO LUX 2 SCA
5493002T9MPWJ0VS7D31
Takko Luxembourg 2 SCA
000000000
200000.00000000
PA
116843.95000000
0.071388093209
Long
DBT
CORP
LU
Y
2
2023-11-15
Floating
5.38000000
N
N
N
N
N
N
Boluda Corporacion Maritima S.L.
N/A
Boluda Corporacion Maritima S.L. EUR Term Loan B
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
ES
N
2
2026-07-30
Floating
3.50000000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
000000000
435000.00000000
PA
USD
370030.55000000
0.226077391200
Long
DBT
CORP
SG
Y
2
2027-01-30
Fixed
6.38000000
N
N
N
N
N
N
Syniverse Holdings, Inc.
549300CYZBHMZC8VLL59
Syniverse Holdings, Inc. 2018 1st Lien Term Loan
87164GAM5
195576.23000000
PA
USD
138405.39000000
0.084561476070
Long
LON
CORP
US
N
2
2023-03-09
Floating
6.87000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAF6
61000.00000000
PA
USD
59393.43000000
0.036287576009
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
ALPHA BANK AE
5299009N55YRQC69CN08
Alpha Bank AE
000000000
275000.00000000
PA
259190.39000000
0.158357430745
Long
DBT
CORP
GR
Y
2
2030-02-13
Fixed
4.25000000
N
N
N
N
N
N
Triumph Group Inc
5493007L6S47Q14SL582
Triumph Group Inc
896818AL5
875000.00000000
PA
USD
748125.00000000
0.457081579594
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.25000000
N
N
N
N
N
N
BCA Marketplace PLC
N/A
BCA MARKETPLACE PLC GBP TERM LOAN B1
000000000
500000.00000000
PA
575797.64000000
0.351794813457
Long
LON
CORP
GB
N
2
2026-11-13
Floating
5.45000000
N
N
N
N
N
N
Maxeda DIY Holding BV
724500KEZU4CPEQLGZ87
MAXEDA DIY BV A ORDINARY SHARES (81.5 ECONO
000000000
10446.00000000
NS
55276.92000000
0.033772513829
Long
EC
CORP
NL
N
3
N
N
N
Flint Group GmbH
N/A
Flint Group GmbH 2017 EUR Incremental B7
000000000
14320.46000000
PA
14142.25000000
0.008640483834
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B5
000000000
11152.25000000
PA
10110.60000000
0.006177268529
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Aenova Holding GmbH
529900MPQ4WWJFDTB881
AENOVA HOLDING GMBH 2020 EUR TERM LOAN
000000000
500000.00000000
PA
550868.69000000
0.336563984593
Long
LON
CORP
DE
N
2
2025-03-06
Floating
5.00000000
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
Elmwood CLO III Ltd
N/A
Elmwood CLO III Ltd
29002HAJ8
500000.00000000
PA
USD
492135.00000000
0.300679489622
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
5.07000000
N
N
N
N
N
N
Mmodal, Inc. Escrow Rights Legacy MMODAL
N/A
Mmodal, Inc. Escrow Rights Legacy MMODAL
000000000
4725.00000000
NS
USD
3213.00000000
0.001963045099
N/A
DE
US
N
3
N/A
N/A
N/A
N/A
2099-12-31
XXXX
-7418.25000000
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
1080118.29000000
PA
1166707.26000000
0.712822586232
Long
LON
CORP
LU
N
2
2024-11-21
Floating
4.25000000
N
N
N
N
N
N
Nidda BondCo GmbH
391200JPUEK6AMI9PQ76
Nidda BondCo GmbH
000000000
500000.00000000
PA
571614.11000000
0.349238804099
Long
DBT
CORP
DE
Y
2
2025-09-30
Fixed
7.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
6242.94000000
0.003814246117
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
172646.00000000
GBP
220184.58000000
USD
2020-07-14
6242.94000000
N
N
N
Compass IV Limited
549300NU5WPBVSIGC216
Compass IV Limited 2018 EUR Term Loan B
000000000
500000.00000000
PA
494620.68000000
0.302198164363
Long
LON
CORP
GB
N
2
2025-04-30
Floating
4.50000000
N
N
N
N
N
N
Omnitracs, Inc.
549300WCQLYHCJZCR864
Omnitracs, Inc. 2018 Term Loan B
68216DAH1
960664.79000000
PA
USD
900863.41000000
0.550400094157
Long
LON
CORP
US
N
2
2025-03-21
Floating
3.05000000
N
N
N
N
N
N
MAUSER PACKAGING SOLUT
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co
000000000
950000.00000000
PA
1035330.47000000
0.632555370599
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
4.75000000
N
N
N
N
N
N
JONAH NRG LLC/FINANCE
N/A
Jonah Energy LLC / Jonah Energy Finance Corp
47987LAA9
891000.00000000
PA
USD
109147.50000000
0.066685796770
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
7.25000000
N
N
N
N
N
N
Pug LLC
N/A
PUG LLC USD Term Loan
74530DAC9
370999.86000000
PA
USD
321378.63000000
0.196352550507
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.68000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
546000.00000000
PA
USD
554736.00000000
0.338926793166
Long
DBT
CORP
MX
Y
2
2027-06-05
Fixed
7.38000000
N
N
N
N
N
N
Ultimate Software Group Inc/The
529900FKHWSTQ1GXK240
ULTIMATE SOFTWARE GRP INC THE 2020 INCREMENTAL TERM LOAN B
90385KAD3
372149.43000000
PA
USD
367091.92000000
0.224281977811
Long
LON
CORP
US
N
2
2026-05-04
None
0.00000000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
438000.00000000
PA
USD
409530.00000000
0.250210351600
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan E
89364MBQ6
984974.81000000
PA
USD
882172.99000000
0.538980817035
Long
LON
CORP
US
N
2
2025-05-30
Floating
2.43000000
N
N
N
N
N
N
Sedgwick Claims Management Services, Inc.
549300BIN4DWJG5VWF64
Sedgwick Claims Management Services, Inc. 2018 Term Loan B
81527CAL1
985000.00000000
PA
USD
927663.15000000
0.566773918707
Long
LON
CORP
US
N
2
2025-12-31
Floating
3.43000000
N
N
N
N
N
N
BANIJAY GROUP SAS
969500TVFVKI682L1144
Banijay Group SAS
000000000
750000.00000000
PA
751031.37000000
0.458857283107
Long
DBT
CORP
FR
Y
2
2026-03-01
Fixed
6.50000000
N
N
N
N
N
N
Bass Pro Group, LLC
N/A
Bass Pro Group, LLC Term Loan B
07014QAK7
987341.75000000
PA
USD
947492.64000000
0.578889132892
Long
LON
CORP
US
N
2
2024-09-25
Floating
6.07000000
N
N
N
N
N
N
IRB Holding Corp
549300HVW4WNWYBXN830
IRB Holding Corp 2020 Term Loan B
44988LAF4
1202892.57000000
PA
USD
1107948.26000000
0.676922627621
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AS3
1000000.00000000
PA
USD
802500.00000000
0.490303047785
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
Advanz Pharma Corp
549300WZSXRSISJ4VI31
Advanz Pharma Corp 2018 USD Exit Tern Loan B
000000000
1785250.00000000
PA
USD
1649571.00000000
1.007837618490
Long
LON
CORP
CA
N
2
2024-09-06
Floating
6.57000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAB2
586000.00000000
PA
USD
600650.00000000
0.366978848164
Long
DBT
CORP
XX
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B2
000000000
27513.03000000
PA
24943.22000000
0.015239547398
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Boparan Finance PLC
213800GQSQIOBR3DHN70
Boparan Finance PLC
000000000
1300000.00000000
PA
1457531.19000000
0.890507146042
Long
DBT
CORP
GB
Y
2
2021-07-15
Fixed
5.50000000
N
N
N
N
N
N
Travelex Financing PLC
6354009XFWVZER7G5X35
Travelex Financing PLC
000000000
1050000.00000000
PA
277832.23000000
0.169747026968
Long
DBT
CORP
GB
Y
2
2022-05-15
Fixed
8.00000000
N
N
N
N
N
N
BlackRock European CLO DAC
635400IDVZFM7YPKHY80
Blackrock European CLO VII DAC
000000000
725000.00000000
PA
719104.87000000
0.439351164409
Long
ABS-CBDO
CORP
IE
Y
2
2031-10-15
Floating
5.17000000
N
N
N
N
N
N
TAKKO LUX 2 SCA
5493002T9MPWJ0VS7D31
Takko Luxembourg 2 SCA
000000000
350000.00000000
PA
167120.56000000
0.102105569988
Long
DBT
CORP
LU
Y
2
2023-11-15
Fixed
5.38000000
N
N
N
N
N
N
EG America LLC
549300BY1CRYVPEG9R57
EG America LLC 2018 USD Term Loan
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
GB
N
2
2025-02-07
Floating
5.07000000
N
N
N
N
N
N
GFL Environmental Inc.
549300FYK4MBXWIVZU26
GFL Environmental Inc. 2018 USD Term Loan B
000000000
104817.42000000
PA
USD
101694.91000000
0.062132491361
Long
LON
CORP
CA
N
2
2025-05-30
Floating
4.00000000
N
N
N
N
N
N
HOUSE OF FRASER FUNDING
213800P7RKFZN1OO5R52
House of Fraser Funding PLC
000000000
150000.00000000
PA
4646.63000000
0.002838949346
Long
DBT
CORP
GB
Y
2
2020-09-15
None
0.00000000
Y
N
N
N
N
N
Change Healthcare Holdings LLC
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC 2017 Term Loan B
15911AAC7
666743.21000000
PA
USD
639053.36000000
0.390442130972
Long
LON
CORP
US
N
2
2024-03-01
Floating
3.50000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
415000.00000000
PA
USD
440418.75000000
0.269082436668
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
HNVR Holdco Limited
N/A
HNVR Holdco Limited EUR Term Loan B
000000000
500000.00000000
PA
445787.78000000
0.272362750404
Long
LON
CORP
ES
N
2
2023-09-12
Floating
4.25000000
N
N
N
N
N
N
SUNCOKE ENRGY PART LP/FI
N/A
SunCoke Energy Partners LP / SunCoke Energy Partners Finance Corp
86723CAF5
608000.00000000
PA
USD
513881.60000000
0.313965999602
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.50000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
237000.00000000
PA
USD
237592.50000000
0.145161778044
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
CLARK EQUIPMENT CO
549300X1FKNY520VPF71
Clark Equipment Co
000000000
326000.00000000
PA
USD
333335.00000000
0.203657528266
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.88000000
N
N
N
N
N
N
Parexel International Corporation
549300GCZVUYB6P2OA17
Parexel International Corporation Term Loan B
69946EAT8
1327676.98000000
PA
USD
1255491.18000000
0.767066856101
Long
LON
CORP
US
N
2
2024-09-27
Floating
2.93000000
N
N
N
N
N
N
Kirk Beauty One GmbH
N/A
Kirk Beauty One GmbH 2017 EUR Term Loan B8
000000000
500000.00000000
PA
451158.10000000
0.275643852290
Long
LON
CORP
US
N
2
2022-08-12
Floating
3.25000000
N
N
N
N
N
N
Flint Group GmbH
N/A
Flint Group GmbH 2017 EUR Incremental B6
000000000
5849.22000000
PA
5776.43000000
0.003529222721
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
153729.17000000
PA
USD
76864.59000000
0.046961922422
Long
LON
CORP
US
N
2
2024-03-11
Floating
10.87000000
N
N
N
N
N
N
LTI Holdings, Inc.
5493003GUY3WBOTOAP97
LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
50217UAS6
746586.75000000
PA
USD
632463.50000000
0.386415927305
Long
LON
CORP
US
N
2
2025-09-06
Floating
3.68000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc. Term Loan B
18452RAD7
554459.78000000
PA
USD
501231.64000000
0.306237259487
Long
LON
CORP
US
N
2
2026-08-21
Floating
4.26000000
N
N
N
N
N
N
Jerrold Finco Plc
213800F7AYNHLL1BPR31
Jerrold Finco Plc
000000000
650000.00000000
PA
770953.25000000
0.471028944766
Long
DBT
CORP
GB
Y
2
2024-01-15
Fixed
6.13000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
5861.13000000
0.003580971841
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
196409.00000000
GBP
249249.70000000
USD
2020-07-14
5861.13000000
N
N
N
Albea Beauty Holdings S.A
2221000LVW3T1WSQUG17
ALBEA BEAUTY HOLDINGS S.A 2018 USD TERM LOAN B2
000000000
67422.95000000
PA
USD
62703.34000000
0.038309830166
Long
LON
CORP
FR
N
2
2024-04-22
Floating
4.00000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
54930064GO7DB3TVDY21
Anchorage Capital CLO 6 Ltd
03328RAL3
500000.00000000
PA
USD
451631.50000000
0.275933085265
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.57000000
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
300000.00000000
PA
USD
188250.00000000
0.115015014013
Long
DBT
CORP
GB
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Innovation Group PLC (The)
N/A
Innovation Group PLC (The) 2019 EUR Opco Term Loan B2
000000000
83107.30000000
PA
79365.37000000
0.048489822803
Long
LON
CORP
GB
N
3
2024-04-10
None
0.00000000
N
N
N
N
N
N
RAC Bond Co PLC
2138008FCM2SUNLC7B21
RAC Bond Co PLC
000000000
600000.00000000
PA
694919.90000000
0.424574884656
Long
DBT
CORP
GB
Y
2
2022-11-06
Fixed
5.00000000
N
N
N
N
N
N
Tullow Oil PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
200000.00000000
PA
USD
146000.00000000
0.089201551372
Long
DBT
CORP
GB
Y
2
2022-04-15
Fixed
6.25000000
N
N
N
N
N
N
Vedanta Resources Ltd
2138007MYEKPEAZQTW83
Vedanta Resources Ltd
000000000
1075000.00000000
PA
USD
814984.38000000
0.497930623565
Long
DBT
CORP
GB
Y
2
2022-07-30
Fixed
6.38000000
N
N
N
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc. 2018 1st Lien Term Loan B
70757DAV1
997468.35000000
PA
USD
927366.27000000
0.566592534073
Long
LON
CORP
US
N
2
2025-10-15
Floating
3.00000000
N
N
N
N
N
N
Fieldwood Energy LLC
549300KTQCELOBO6BF21
Fieldwood Energy LLC Exit 1st Lien TL
31659HAQ4
649368.32000000
PA
USD
117970.74000000
0.072076527565
Long
LON
CORP
US
N
2
2022-04-11
None
0.00000000
N
N
N
N
N
N
Fieldwood Energy Inc
N/A
FIELDWOOD COMMON EQUITY
000000000
15071.00000000
NS
USD
753.55000000
0.000460396089
Long
EC
CORP
US
N
2
N
N
N
Reynolds Consumer Products LLC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC Term Loan
76171JAB7
110531.66000000
PA
USD
106327.04000000
0.064962581649
Long
LON
CORP
US
N
2
2027-02-04
Floating
1.93000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc. 2017 USD Term Loan B1
00216EAB5
496183.22000000
PA
USD
472614.52000000
0.288753071132
Long
LON
CORP
US
N
2
2024-10-17
Floating
4.07000000
N
N
N
N
N
N
Richmond UK Bidco Limited
213800T46ULFSS9OTP04
RICHMOND UK BIDCO LIMITED 2017 GBP TERM LOAN B
000000000
550000.00000000
PA
612502.90000000
0.374220608906
Long
LON
CORP
GB
N
2
2024-03-03
Floating
4.98000000
N
N
N
N
N
N
Panther BF Aggregator 2 LP
549300474L1ZLXZY2P98
Panther BF Aggregator 2 LP USD Term Loan B
000000000
1130139.04000000
PA
USD
1073632.09000000
0.655956493367
Long
LON
CORP
CA
N
2
2026-04-30
Floating
3.68000000
N
N
N
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
1000000.00000000
PA
1145969.56000000
0.700152483410
Long
DBT
CORP
DE
Y
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBG4
400000.00000000
PA
USD
373880.00000000
0.228429287857
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.63000000
N
N
N
N
N
N
Banijay Group US Holding Inc
5493008PW5N0VVCH7279
BANIJAY GROUP US HOLDING INC TERM LOAN
000000000
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
FR
N
2
2025-03-04
None
0.00000000
N
N
N
N
N
N
Financiere Mendel SAS
N/A
Financiere Mendel SAS 2019 EUR Term Loan B
000000000
500000.00000000
PA
552093.30000000
0.337312183989
Long
LON
CORP
FR
N
2
2026-04-13
Floating
4.75000000
N
N
N
N
N
N
KENAN ADVANTAGE GROUP
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc/The
67109EAA6
1367000.00000000
PA
USD
1202960.00000000
0.734971905749
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
7.88000000
N
N
N
N
N
N
Hilding Anders International AB
N/A
Hilding Anders International AB EUR 2017 Term Loan B
000000000
502190.39000000
PA
311726.40000000
0.190455332081
Long
LON
CORP
SE
N
2
2024-11-30
None
0.00000000
N
N
N
N
N
N
Radiology Partners Inc
549300SFTAG2177WUZ08
Radiology Partners Inc 2018 1st Lien Term Loan B
75041EAB8
1000000.00000000
PA
USD
926790.00000000
0.566240450662
Long
LON
CORP
US
N
2
2025-07-09
Floating
5.99000000
N
N
N
N
N
N
Starfruit Finco B.V
549300K7VB5G6LULFT41
Starfruit Finco B.V 2018 USD Term Loan B
000000000
1491380.73000000
PA
USD
1395678.83000000
0.852717238727
Long
LON
CORP
NL
N
2
2025-10-01
Floating
3.19000000
N
N
N
N
N
N
Bluemountain CLO Ltd
N/A
BlueMountain CLO 2014-1 Ltd
09627MAE5
250000.00000000
PA
USD
0.00000000
0.000000
Long
ABS-CBDO
CORP
KY
N
3
2026-04-30
None
0.00000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
Oak Hill Credit Partners X-R Ltd
67106KAE7
1000000.00000000
PA
USD
354195.00000000
0.216402352660
Long
ABS-O
CORP
KY
N
2
2026-07-20
None
0.00000000
N
N
N
N
N
N
Innovation Group PLC (The)
N/A
Innovation Group PLC (The) 2019 EUR Opco Term Loan B1
000000000
164084.32000000
PA
156696.36000000
0.095736701414
Long
LON
CORP
GB
N
3
2024-04-10
None
0.00000000
N
N
N
N
N
N
MANGROVE LUXCO III
549300GLJSZN1PU7T586
Mangrove Luxco III Sarl
000000000
300000.00000000
PA
302343.17000000
0.184722464458
Long
DBT
CORP
LU
Y
2
2025-10-09
Variable
7.78000000
N
N
Y
N
N
N
CB APPCION ESC
N/A
CB144A APPCION ESC 06/20 FIXED 9.0
038ESCAA7
500000.00000000
PA
USD
0.01000000
0.000000006109
Long
DBT
CORP
US
N
3
2025-06-01
Fixed
9.00000000
N
N
N
N
N
N
Resideo Funding Inc
5493000IFJ6XJKH66598
Resideo Funding Inc
76119LAA9
1000000.00000000
PA
USD
977500.00000000
0.597222715526
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
6.13000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AP0
1606000.00000000
PA
USD
1515662.50000000
0.926023605188
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
TRIDENT TPI HOLDINGS INC
549300TPLK304J3RNC85
Trident TPI Holdings Inc
89616RAB5
1125000.00000000
PA
USD
1153125.00000000
0.704524239224
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
9.25000000
N
N
N
N
N
N
INNOVATION INTERNATIONAL HOLD TOPCO EQUITY STAPLED TO HOL
N/A
INNOVATION INTERNATIONAL HOLD TOPCO EQUITY STAPLED TO HOL
000000000
403550.00000000
NS
0.50000000
0.000000305484
Long
EC
CORP
GB
N
3
N
N
N
Alinea CLO LTD
N/A
Alinea CLO 2018-1 Ltd
016268AA2
1250000.00000000
PA
USD
1074751.25000000
0.656640266026
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.14000000
N
N
N
N
N
N
Tunstall Group Holdings Limited
N/A
Tunstall Group Holdings Limited EUR Term Loan B
000000000
507730.85000000
PA
460626.58000000
0.281428805065
Long
LON
CORP
GB
N
2
2020-10-16
Floating
4.50000000
N
N
N
N
N
N
Apidos CLO
549300PPHIOJQEKPJH29
Apidos CLO XXIV
03762XAD1
1000000.00000000
PA
USD
859992.00000000
0.525428908001
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
6.94000000
N
N
N
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding 2017-V Ltd
12551NAA5
500000.00000000
PA
USD
441474.00000000
0.269727162265
Long
ABS-CBDO
CORP
KY
N
2
2030-11-16
Floating
7.23000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
204000.00000000
PA
USD
192063.96000000
0.117345227361
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B1
000000000
97246.02000000
PA
88162.92000000
0.053864857791
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Novacap S.A.
N/A
Novacap S.A. EUR Term Loan B1
000000000
500000.00000000
PA
521022.92000000
0.318329128525
Long
LON
CORP
FR
N
2
2023-06-22
Floating
3.50000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2018 Term Loan B6
04649VAV2
989545.76000000
PA
USD
955732.98000000
0.583923729548
Long
LON
CORP
US
N
2
2023-11-03
Floating
3.18000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
500000.00000000
PA
USD
715625.00000000
0.437225069870
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXVIII Ltd
55821BAC0
500000.00000000
PA
USD
351424.00000000
0.214709356093
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
8.82000000
N
N
N
N
N
N
Finastra USA, Inc.
549300ZB2RO6QC7YTK71
Finastra USA, Inc. USD 1st Lien Term Loan
02034DAC1
817568.47000000
PA
USD
712772.54000000
0.435482303725
Long
LON
CORP
US
N
2
2024-06-13
Floating
4.50000000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CO
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581AK4
1500000.00000000
PA
USD
1350000.00000000
0.824808865433
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.75000000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR Energy Inc
12662PAD0
573000.00000000
PA
USD
501375.00000000
0.306324848078
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.75000000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA Bond Co Ltd
000000000
1300000.00000000
PA
1368883.95000000
0.836346383488
Long
DBT
CORP
JE
Y
2
2022-07-31
Fixed
5.50000000
N
N
N
N
N
N
Bayan Resources Tbk PT
254900UPPX8UP6LW9723
Bayan Resources Tbk PT
000000000
905000.00000000
PA
USD
838337.70000000
0.512198790508
Long
DBT
CORP
ID
Y
2
2023-01-24
Fixed
6.13000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-994.72000000
-0.00060774361
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
96486.00000000
GBP
118570.01000000
USD
2020-07-14
-994.72000000
N
N
N
Deoleo, S.A.
N/A
Deoleo, S.A. EUR Junior Term Loan
000000000
66974.85000000
PA
82018.38000000
0.050110731075
Long
LON
CORP
ES
N
2
2026-06-24
Floating
3.50000000
N
N
N
N
N
N
BWay Holding Company
549300DNGHXL0OMHW304
BWAY Holding Company 2017 Term Loan B
05604XAP1
1309075.65000000
PA
USD
1172172.52000000
0.716161693565
Long
LON
CORP
US
N
2
2024-04-03
Floating
4.56000000
N
N
N
N
N
N
ICAHN ENTERPRISES/FIN
N/A
Icahn Enterprises LP / Icahn Enterprises Finance Corp
451102BM8
1162000.00000000
PA
USD
1170715.00000000
0.715271193256
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
247854.70000000
0.151431669555
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7833799.00000000
GBP
9955440.10000000
USD
2020-07-14
247854.70000000
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2019-2 Ltd
05875MAJ1
1000000.00000000
PA
USD
978272.00000000
0.597694384003
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
4.48000000
N
N
N
N
N
N
EFS Cogen Holdings I LLC
549300KDKPYR8NXXKI52
EFS Cogen Holdings I LLC 2016 Term Loan B
26844HAE7
424483.30000000
PA
USD
411396.48000000
0.251350714008
Long
LON
CORP
US
N
2
2023-06-28
Floating
4.25000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2018 USD Term Loan B
05988HAB3
1047749.31000000
PA
USD
988813.41000000
0.604134864316
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.43000000
N
N
N
N
N
N
Advanz Pharma Corp Ltd
549300WZSXRSISJ4VI31
Advanz Pharma Corp Ltd
20653PAB8
500000.00000000
PA
USD
460000.00000000
0.281045983777
Long
DBT
CORP
JE
N
2
2024-09-06
Fixed
8.00000000
N
N
N
N
N
N
APEX TOOL / BC MOUNTAIN
N/A
Apex Tool Group LLC / BC Mountain Finance Inc
03764BAB1
578000.00000000
PA
USD
417605.00000000
0.255143930554
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
9.00000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC/C
N/A
Outfront Media Capital LLC / Outfront Media Capital Corp
69007TAD6
298000.00000000
PA
USD
299951.90000000
0.183261471350
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.25000000
N
N
N
N
N
N
CeramTec BondCo GmbH
391200SCCALTCWGIF224
CeramTec BondCo GmbH
000000000
450000.00000000
PA
490831.23000000
0.299882925878
Long
DBT
CORP
DE
Y
2
2025-12-15
Fixed
5.25000000
N
N
N
N
N
N
Apex Tool Group, LLC
549300LWC59TPOM4ZR02
Apex Tool Group, LLC 2019 Term Loan B
03759DAF5
176580.02000000
PA
USD
157498.78000000
0.096226955584
Long
LON
CORP
US
N
2
2024-08-01
Floating
6.50000000
N
N
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
000000000
1300000.00000000
PA
573858.45000000
0.350610027454
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
6.38000000
N
N
N
N
N
N
Maxeda DIY Holding BV
724500KEZU4CPEQLGZ87
MAXEDA DIY BV 175M PREF SHARES
000000000
18859871.00000000
NS
423781.14000000
0.258917363907
Long
EC
CORP
NL
N
3
N
N
N
Caesars Resort Collection LLC
549300V3UCT773B1KR38
CAESARS RESORT COLLECTION LLC 2020 TERM LOAN
12769LAD1
250707.02000000
PA
USD
235195.78000000
0.143697455152
Long
LON
CORP
US
N
2
2025-06-19
None
0.00000000
N
N
N
N
N
N
Galaxy CLO Ltd
6354006LLTU5DRVJLQ86
Galaxy Xxiv Clo Ltd
36321CAA7
700000.00000000
PA
USD
577128.30000000
0.352607806172
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
6.72000000
N
N
N
N
N
N
PINNACLE OPERATING CORPORATION EARNOUT (UNITS)
N/A
PINNACLE OPERATING CORPORATION EARNOUT (UNITS)
000000000
48505.00000000
NS
USD
0.05000000
0.000000030548
Long
EC
CORP
US
N
3
N
N
N
CAESARS RESORT / FINCO
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
301000.00000000
PA
USD
261870.00000000
0.159994590808
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2020 Term Loan B
04621HAN3
971127.07000000
PA
USD
926736.85000000
0.566207977632
Long
LON
CORP
US
N
2
2027-02-12
Floating
3.68000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B4
000000000
46509.63000000
PA
42165.48000000
0.025761823495
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Anchorage Capital CLO LTD
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd
03328WAQ1
1250000.00000000
PA
USD
1200871.25000000
0.733695743143
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
5.22000000
N
N
N
N
N
N
Playtika Holding Corp
N/A
Playtika Holding Corp Term Loan B
72814CAE8
568749.99000000
PA
USD
567328.12000000
0.346620194804
Long
LON
CORP
US
N
2
2024-12-10
Floating
7.07000000
N
N
N
N
N
N
Flint Group GmbH
N/A
Flint Group GmbH EUR Term Loan B5
000000000
100949.10000000
PA
99692.90000000
0.060909324252
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Flint Group GmbH
N/A
FLINT GROUP GMBH EUR ADD ON TERM LOAN B4
000000000
159272.13000000
PA
157290.16000000
0.096099495121
Long
LON
CORP
DE
N
2
2021-09-07
Floating
3.75000000
N
N
N
N
N
N
Warrior Met Coal Inc
549300152B1S9YKBYV79
Warrior Met Coal Inc
93627CAA9
840000.00000000
PA
USD
819000.00000000
0.500384045029
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
8.00000000
N
N
N
N
N
N
IIFL FINANCE LTD
335800CZ46UJRS34JR78
IIFL Finance Ltd
000000000
805000.00000000
PA
USD
636330.59000000
0.388778601465
Long
DBT
CORP
IN
Y
2
2023-04-20
Fixed
5.88000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK Finance Ltd
000000000
300000.00000000
PA
353877.60000000
0.216208430932
Long
DBT
CORP
JE
Y
2
2022-08-28
Fixed
4.25000000
N
N
N
N
N
N
Briggs & Stratton Corp
549300OYTIWYSPR42284
Briggs & Stratton Corp
109043AG4
514000.00000000
PA
USD
168335.00000000
0.102847555824
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
6.88000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
1477272.72000000
PA
USD
1309690.90000000
0.800181233553
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.93000000
N
N
N
N
N
N
Gulf Finance, LLC
549300GL13V5C6ULWJ40
Gulf Finance, LLC Term Loan B
40227UAB2
1271767.88000000
PA
USD
813931.44000000
0.497287309308
Long
LON
CORP
US
N
2
2023-08-25
Floating
6.25000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300B54XJTQC6DWJ15
Magnetite VII Ltd
55952XAC3
2000000.00000000
PA
USD
836758.00000000
0.511233641942
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
None
0.00000000
N
N
N
N
N
N
ALGECO GLOBAL FINANCE
5493000PLZTCKZAJDO03
Algeco Global Finance PLC
000000000
950000.00000000
PA
1023436.20000000
0.625288334048
Long
DBT
CORP
GB
Y
2
2023-02-15
Fixed
6.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-7426.34000000
-0.00453726745
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1018831.50000000
USD
900000.00000000
EUR
2020-07-14
-7426.34000000
N
N
N
TDC A/S
N/A
TDC A/S EUR Term Loan
000000000
0.00000000
PA
0.00000000
0.000000
Long
LON
CORP
DK
N
2
2025-06-04
None
0.00000000
N
N
N
N
N
N
AP NMT Acquisition BV
54930084VI6DY1Z0AV74
AP NMT Acquisition BV USD 1st Lien Term Loan
000000000
2151489.22000000
PA
USD
2100391.35000000
1.283275115821
Long
LON
CORP
NL
N
2
2021-08-13
Floating
7.20000000
N
N
N
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
000000000
405000.00000000
PA
USD
400565.25000000
0.244733162507
Long
DBT
CORP
UA
Y
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
Kirk Beauty One GmbH
5299009RL189JFHRYU70
KIRK BEAUTY ONE GMBH 2017 EUR TERM LOAN B3
000000000
59710.72000000
PA
54133.55000000
0.033073949598
Long
LON
CORP
DE
N
2
2022-08-12
Floating
3.50000000
N
N
N
N
N
N
Verisure Midholding AB
549300496LYEZ55X1M49
Verisure Midholding AB
000000000
1250000.00000000
PA
1406509.11000000
0.859334209807
Long
DBT
CORP
SE
Y
2
2023-12-01
Fixed
5.75000000
N
N
N
N
N
N
2020-07-15
Barings Funds Trust
Carlene Pollock
Carlene Pollock
CFO for the funds