0001752724-22-197600.txt : 20220826
0001752724-22-197600.hdr.sgml : 20220826
20220826145643
ACCESSION NUMBER: 0001752724-22-197600
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220826
DATE AS OF CHANGE: 20220826
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Apollo Diversified Credit Fund
CENTRAL INDEX KEY: 0001676197
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23159
FILM NUMBER: 221204489
BUSINESS ADDRESS:
STREET 1: APOLLO CAPITAL CREDIT ADVISER, LLC
STREET 2: 9 W 57TH ST
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-515-3200
MAIL ADDRESS:
STREET 1: APOLLO CAPITAL CREDIT ADVISER, LLC
STREET 2: 9 W 57TH ST
CITY: NEW YORK
STATE: NY
ZIP: 10019
FORMER COMPANY:
FORMER CONFORMED NAME: Griffin Institutional Access Credit Fund
DATE OF NAME CHANGE: 20161027
FORMER COMPANY:
FORMER CONFORMED NAME: Griffin-Bain Institutional Access Credit Fund
DATE OF NAME CHANGE: 20161021
FORMER COMPANY:
FORMER CONFORMED NAME: Griffin Institutional Access Global Credit Fund
DATE OF NAME CHANGE: 20160602
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001676197
XXXXXXXX
APOLLO DIVERSIFIED CREDIT FUND
811-23159
0001676197
549300OM28GL3UQRWD92
9 W 57th St
NEW YORK
10019
8889262688
Apollo Diversified Credit Fund
549300OM28GL3UQRWD92
2022-12-31
2022-06-30
N
881744709.56
347459991.44
534284718.12
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
167545324.40000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
46485499.80000000
EUR
GBP
USD
N
Asbury Automotive Group
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AW4
7500000.00000000
PA
USD
6201562.50000000
1.160722418155
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
National Mentor Holdings
5493004QULJVJP3CNZ62
National Mentor Holdings, Inc., Second Lien Initial Term Loan
63689EAW5
1609441.86000000
PA
USD
1448497.67000000
0.271109695051
Long
LON
CORP
US
N
2
2029-03-02
Floating
8.26000000
N
N
N
N
N
N
N/A
N/A
Access Group TL-DD SONIA+575 06/28/29 PIK
N/A
2057000.00000000
PA
2441386.99000000
0.456944941002
Long
LON
CORP
GB
N
3
2029-06-28
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
Patagonia BidCo, Ltd., Facility B2
N/A
118860.79850000
PA
133114.13000000
0.024914455810
Long
LON
CORP
GB
N
2
2028-10-15
Floating
5.94030000
N
N
N
N
N
N
Auris Luxembourg III S.a r.l.
N/A
Auris Luxembourg III SARL, First Lien Facility B1A Term Loan
N/A
795719.54000000
PA
750490.01000000
0.140466306549
Long
LON
CORP
LU
N
2
2026-02-27
Floating
4.00000000
N
N
N
N
N
N
Aegion Corp.
549300AG3DVJURRIT691
Aegion Corp., First Lien Initial Term Loan
00771PAJ0
529653.99000000
PA
USD
485957.54000000
0.090954789369
Long
LON
CORP
US
N
2
2028-05-17
Floating
5.50000000
N
N
N
N
N
N
Ryan Specialty Group
549300K52N7QBO3PYY45
Ryan Specialty Group LLC
78351MAA0
5000000.00000000
PA
USD
4360325.75000000
0.816105271613
Long
DBT
CORP
US
Y
2
2030-02-01
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CAD 09/02/2022
N/A
1.00000000
NC
-4965013.00000000
-0.92928224065
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-6390000.00000000
CAD
-5046237.00000000
USD
2022-09-02
81224.00000000
N
N
N
Cco Hldgs Llc/cap Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCB7
2500000.00000000
PA
USD
2285937.50000000
0.427850062424
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6060332.00000000
-1.13428885282
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5750000.00000000
EUR
-6087640.00000000
USD
2022-09-21
27308.00000000
N
N
N
Scientific Games Holdin
549300W5GPFXXB6TQ330
Scientific Games Holdings LP, First Lien Term Loan
80875CAB3
4000000.00000000
PA
USD
3714160.00000000
0.695164932485
Long
LON
CORP
US
N
2
2029-04-04
Floating
4.17510000
N
N
N
N
N
N
N/A
N/A
ACUITY DD B2 L+525 05/30/29
N/A
1137500.00000000
PA
USD
1109062.50000000
0.207578929807
Long
LON
CORP
US
N
3
2029-05-30
Fixed
0.00000000
N
N
N
N
N
N
Tory Burch LLC
549300GGL74W33KY2650
Tory Burch LLC, First Lien Initial B Term Loan
89148GAF7
4432025.01000000
PA
USD
3995758.63000000
0.747870656690
Long
LON
CORP
US
N
2
2028-04-16
Floating
3.76370000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-8302651.00000000
-1.55397500965
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-6810000.00000000
GBP
-8377730.00000000
USD
2022-09-21
75079.00000000
N
N
N
N/A
N/A
Rainbow Finco SARL, First Lien Term Loan
N/A
1493490.13000000
PA
1588500.16000000
0.297313418506
Long
LON
CORP
LU
N
2
2029-01-29
Floating
5.44490000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-7630748.00000000
-1.42821752919
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-7240000.00000000
EUR
-7706111.00000000
USD
2022-09-21
75363.00000000
N
N
N
Anarafe Slu
959800AW60HWZ3N4R995
Anarafe SL
BT5230342
797488.00000000
PA
881696.26000000
0.165023671854
Long
DBT
CORP
ES
Y
2
2026-03-31
Floating
11.75000000
N
N
Y
N
N
N
N/A
N/A
Zacapa SARL, First Lien B Term Loan
N/A
3500208.98000000
PA
USD
3278383.24000000
0.613602285226
Long
LON
CORP
US
N
2
2029-02-12
Floating
4.76600000
N
N
N
N
N
N
Rolls-royce Plc
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
419000.00000000
PA
USD
380073.73000000
0.071136927018
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
Associations TLA L+400 07/02/27 PIK
N/A
3000000.00000000
PA
USD
2970000.00000000
0.555883389375
Long
LON
CORP
US
N
3
2027-07-02
Fixed
0.00000000
N
N
N
N
N
N
Novaria Holdings LLC
549300LFE5UTEWEMQJ77
Novaria Holdings LLC, First Lien Initial Term Loan
66989BAF8
1529175.84000000
PA
USD
1429779.41000000
0.267606270872
Long
LON
CORP
US
N
2
2027-01-27
Floating
6.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6060332.00000000
-1.13428885282
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5750000.00000000
EUR
-6067860.00000000
USD
2022-09-21
7528.00000000
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-2779742.00000000
-0.52027353688
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2280000.00000000
GBP
-2804548.00000000
USD
2022-09-21
24806.00000000
N
N
N
Cifc European Funding Clo
6354004PQUAJERUBIO61
CIFC European Funding CLO IV DAC
BCC313L03
1020000.00000000
PA
852842.24000000
0.159623176758
Long
ABS-CBDO
CORP
IE
N
2
2035-08-18
Floating
5.97000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/02/2022
N/A
1.00000000
NC
-9135828.00000000
-1.70991751966
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-8680000.00000000
EUR
-10392651.00000000
USD
2022-09-02
1256823.00000000
N
N
N
IRB Holding Corp.
549300HVW4WNWYBXN830
IRB Holding Corp., First Lien 2020 Replacement B Term Loan
44988LAF4
3967193.38000000
PA
USD
3771313.21000000
0.705862077296
Long
LON
CORP
US
N
2
2025-02-05
Floating
3.75600000
N
N
N
N
N
N
N/A
N/A
Bahia De Las Isletas A3
N/A
294.00000000
NS
8857.83000000
0.001657885711
Long
EC
CORP
ES
N
3
N
N
N
Life Time Inc
549300PALKE96VYH4X17
Life Time, Inc.
53190FAA3
7500000.00000000
PA
USD
6755625.00000000
1.264424148939
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
AMH Litigation Trust Initial Loan
N/A
1043.55000000
PA
USD
1043.55000000
0.000195317209
Long
LON
CORP
US
N
3
2025-06-06
Floating
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6060332.00000000
-1.13428885282
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5750000.00000000
EUR
-6108196.00000000
USD
2022-09-21
47864.00000000
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding 13, Ltd.
03290BAE8
850000.00000000
PA
USD
633843.30000000
0.118633993918
Long
ABS-O
CORP
KY
Y
2
N
N
N
Freddie Mac - Stacr
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KWA3
2000000.00000000
PA
USD
1858712.00000000
0.347887921357
Long
ABS-MBS
USGSE
US
Y
2
2042-04-25
Floating
6.57570000
N
N
N
N
N
N
Petco Health & Wellness
N/A
Petco Health & Wellness Co., Inc., First Lien Term Loan
71601HAB2
10000000.00000000
PA
USD
9451550.00000000
1.769009982777
Long
LON
CORP
US
N
2
2028-03-04
Floating
4.25600000
N
N
N
N
N
N
Ascena Retail Group, Inc.
549300315OFTD1VN3V49
Ascena Retail Group, Inc., First Lien Tranche B Term Loan
04349TAF5
1435368.54000000
PA
USD
5081.20000000
0.000951028511
Long
LON
CORP
US
N
2
2022-08-21
Floating
5.25000000
Y
N
N
N
N
N
N/A
N/A
Forward Contracts: CAD 09/02/2022
N/A
1.00000000
NC
1406365.00000000
0.263223886497
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
1398547.00000000
USD
1810000.00000000
CAD
2022-09-02
7818.00000000
N
N
N
Alliant Hold / Co-issuer
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer
01883LAA1
7500000.00000000
PA
USD
6683475.00000000
1.250920113065
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
OVG Business Services, LLC, First Lien Term Loan
62955EAC8
3044912.46000000
PA
USD
2892666.84000000
0.541409241532
Long
LON
CORP
US
N
3
2028-11-20
Fixed
7.25000000
N
N
N
N
N
N
Albertsons Cos/safeway
549300YKWOC0AOR16R51
Albertsons Cos. Inc.
013092AB7
6682000.00000000
PA
USD
6256957.98000000
1.171090575455
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.87500000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell, Inc., First Lien Term Loan
17187MAS9
689394.98000000
PA
USD
656907.24000000
0.122950782180
Long
LON
CORP
US
N
2
2028-11-17
Floating
4.05110000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-2779742.00000000
-0.52027353688
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2280000.00000000
GBP
-2800729.00000000
USD
2022-09-21
20987.00000000
N
N
N
Srs Distribution Inc
549300ZQ3XP75BCYM468
SRS Distribution, Inc., First Lien Term Loan
78466YAQ1
321444.27000000
PA
USD
297035.40000000
0.055594964618
Long
LON
CORP
US
N
2
2028-06-05
Floating
4.00000000
N
N
N
N
N
N
Athenahealth Group Inc
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc., First Lien Term Loan
04686RAB9
9044724.00680000
PA
USD
8355109.03000000
1.563793375823
Long
LON
CORP
US
N
2
2029-02-15
Floating
4.00900000
N
N
N
N
N
N
N/A
N/A
GBT Group Services BV TLB3 1L
N/A
15000000.00000000
PA
USD
15049950.00000000
2.816840813444
Long
LON
CORP
US
N
2
2026-12-02
Floating
7.54970000
N
N
N
N
N
N
Peraton Corp.
549300EQPCK07ZW63836
Peraton Corp., First Lien B Term Loan
71360HAB3
5500005.11000000
PA
USD
5179822.31000000
0.969487266681
Long
LON
CORP
US
N
2
2028-02-01
Floating
4.80960000
N
N
N
N
N
N
N/A
N/A
Bahia De Las Isletas A2
N/A
1696.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
N/A
N/A
ACUITY TL B1 L+525 05/30/29
N/A
6362500.00000000
PA
USD
6203437.50000000
1.161073354639
Long
LON
CORP
US
N
3
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Aimbridge Acquisition Co., Inc.
549300SPGKLVE9WYCQ20
Aimbridge Acquisition Co., Inc., First Lien Initial (2019) Term Loan
00900YAD8
1177380.15000000
PA
USD
1055715.57000000
0.197594191672
Long
LON
CORP
US
N
2
2026-02-02
Floating
4.51370000
N
N
N
N
N
N
Cab
9695008EGX5O9K1MS743
CAB SELAS
BN7192352
3000000.00000000
PA
2547760.63000000
0.476854482936
Long
DBT
CORP
FR
N
2
2028-02-01
Fixed
3.37500000
N
N
N
N
N
N
Playpower, Inc.
549300SUBBD4NQQD2G45
Playpower, Inc., First Lien Initial Term Loan
72813NAU9
1457907.71000000
PA
USD
1286603.55000000
0.240808600052
Long
LON
CORP
US
N
2
2026-05-08
Floating
6.49630000
N
N
N
N
N
N
N/A
N/A
Bruin Blocker LLC
N/A
27864.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Phoenix Newco Inc
254900PHGVI5379Z9791
Phoenix Newco, Inc., First Lien Term Loan
71911KAC8
3450815.94000000
PA
USD
3249805.91000000
0.608253577125
Long
LON
CORP
US
N
2
2028-11-15
Floating
4.26370000
N
N
N
N
N
N
Octagon Investment Partners 53 Ltd
N/A
Octagon 53, Ltd.
67592UAA4
2000000.00000000
PA
USD
1774872.00000000
0.332195913490
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-15
Floating
7.54430000
N
N
N
N
N
N
N/A
N/A
GALAXY US OPCO INC. TL 1L
N/A
3000000.00000000
PA
USD
2823750.00000000
0.528510343686
Long
LON
CORP
US
N
2
2029-04-19
Floating
5.45040000
N
N
N
N
N
N
Verscend Holding Corp.
N/A
Verscend Holding Corp., First Lien B-1 Term Loan
92531HAD9
106286.03000000
PA
USD
102034.59000000
0.019097418761
Long
LON
CORP
US
N
2
2025-08-27
Floating
4.76370000
N
N
N
N
N
N
Allegiant Travel Co
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748XAC6
3722000.00000000
PA
USD
3677336.00000000
0.688272727121
Long
DBT
CORP
US
Y
2
2024-02-05
Fixed
8.50000000
N
N
N
N
N
N
United AirLines, Inc.
K1OQBWM7XEOO08LDNP29
United AirLines, Inc., First Lien Class B Term Loan
90932RAJ3
2711029.78000000
PA
USD
2531437.61000000
0.473799366545
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
Guitar Center Inc
N/A
Guitar Center, Inc.
40204BAA3
7501000.00000000
PA
USD
6629008.75000000
1.240725876144
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
8.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CAD 09/21/2022
N/A
1.00000000
NC
372956.00000000
0.069804729080
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
371990.00000000
USD
480000.00000000
CAD
2022-09-21
966.00000000
N
N
N
N/A
N/A
Neptune Husky US Bidco, LLC TLB 1L
N/A
4000000.00000000
PA
USD
3780000.00000000
0.707487950114
Long
LON
CORP
DE
N
2
2029-01-03
Fixed
5.65110000
N
N
N
N
N
N
LOGIX Holding Company LLC
N/A
LOGIX Holding Company LLC, First Lien Initial Term Loan
54142EAB1
251911.69160000
PA
USD
234718.72000000
0.043931393139
Long
LON
CORP
US
N
2
2024-12-22
Floating
6.51370000
N
N
N
N
N
N
Cogent Communications Gr
549300KFWFYF8Q1U0Y26
Cogent Communications Group, Inc.
19240CAE3
5000000.00000000
PA
USD
4794666.50000000
0.897399146445
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Runner Buyer Inc
N/A
Runner Buyer, Inc., First Lien Term Loan
78158EAB1
1288667.57000000
PA
USD
1008382.37000000
0.188735020074
Long
LON
CORP
US
N
2
2028-10-23
Floating
6.26370000
N
N
N
N
N
N
Moss Creek Resources Hld
54930037SLMSPWKYIX36
Moss Creek Resources Holdings, Inc.
61965RAB1
10000000.00000000
PA
USD
9543055.50000000
1.786136712571
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
10.50000000
N
N
N
N
N
N
Advantage Sales & Market
549300T4O24KQDED1182
Advantage Sales & Marketing, Inc.
00775PAA5
7500000.00000000
PA
USD
6436875.00000000
1.204764946796
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
Barracuda Networks, Inc.
549300CXGRZWNMPU8080
Barracuda Networks, Inc., Second Lien 2nd Lien Term Loan
06832EAG5
401326.39000000
PA
USD
402831.36000000
0.075396384425
Long
LON
CORP
US
N
2
2028-10-30
Floating
7.98890000
N
N
N
N
N
N
Edelman Financial Center
549300Z31KZXNP05U733
Edelman Financial Engines Center LLC, First Lien Term Loan
27943UAK2
3500000.00000000
PA
USD
3248437.50000000
0.607997457129
Long
LON
CORP
US
N
2
2028-04-07
Floating
4.26370000
N
N
N
N
N
N
Medline Borrower Lp
254900QT3R363TVK6F09
Medline Borrower LP, First Lien Term Loan
58503UAC7
10000000.00000000
PA
USD
9304700.00000000
1.741524637414
Long
LON
CORP
US
N
2
2028-10-23
Floating
4.30960000
N
N
N
N
N
N
N/A
N/A
ANAPLAN RC SOFR+650 06/21/28
N/A
582451.94000000
PA
USD
570802.90000000
0.106834966571
Long
LON
CORP
US
N
3
2028-06-21
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: AUD 09/21/2022
N/A
1.00000000
NC
2679962.00000000
0.501598100995
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
2691777.00000000
USD
3880000.00000000
AUD
2022-09-21
-11815.00000000
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6060332.00000000
-1.13428885282
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5750000.00000000
EUR
-6070591.00000000
USD
2022-09-21
10259.00000000
N
N
N
Aimbridge Acquisition Co., Inc.
549300SPGKLVE9WYCQ20
Aimbridge Acquisition Co., Inc., First Lien 2021 Term Loan
00900YAE6
139837.82510000
PA
USD
127223.05000000
0.023811845198
Long
LON
CORP
US
N
2
2026-02-02
Floating
5.50000000
N
N
N
N
N
N
Getty Images, Inc.
N/A
Getty Images, Inc., First Lien Initial Euro Term Loan
37427UAK6
290568.46890000
PA
286993.61000000
0.053715481702
Long
LON
CORP
US
N
2
2026-02-19
Floating
5.00000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
7500000.00000000
PA
USD
7091250.00000000
1.327241779430
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Quidditch Acquisition Inc
N/A
Quidditch Acquisition, Inc.
74841PAA0
1750000.00000000
PA
USD
1813766.33000000
0.339475614496
Long
DBT
CORP
US
Y
3
2025-03-21
Fixed
11.25000000
N
N
N
N
N
N
N/A
N/A
PureWest LLC Common
N/A
72777.00000000
NS
USD
2529000.75000000
0.473343268903
Long
EC
CORP
US
N
2
N
N
N
Bilbao Clo
6354005WQLZBA5LJUW27
Bilbao CLO II DAC
N/A
2000000.00000000
PA
1631509.89000000
0.305363382980
Long
ABS-CBDO
CORP
IE
Y
2
2035-08-20
Floating
5.97000000
N
N
N
N
N
N
N/A
N/A
FERTITTA ENTERTAINMENT, LLC TLB
N/A
7000000.00000000
PA
USD
6475035.00000000
1.211907206102
Long
LON
CORP
US
N
2
2029-01-27
Floating
4.70040000
N
N
N
N
N
N
Ca Magnum Holdings
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
4899000.00000000
PA
USD
4280393.47000000
0.801144656553
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
AMH Litigation Trust DDTL
N/A
1118.09000000
PA
USD
1118.09000000
0.000209268571
Long
LON
CORP
US
N
3
2049-12-31
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
Bahia De Las Isletas B3
N/A
375.00000000
NS
11298.26000000
0.002114651536
Long
EC
CORP
ES
N
3
N
N
N
Trident Tpi Holdings Inc
549300TPLK304J3RNC85
Trident TPI Holdings, Inc., First Lien Delayed Draw Tem Term Loan
00216EAF6
422180.32000000
PA
USD
397271.68000000
0.074355800667
Long
LON
CORP
US
N
2
2028-09-15
Floating
4.76370000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6060332.00000000
-1.13428885282
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5750000.00000000
EUR
-6105063.00000000
USD
2022-09-21
44731.00000000
N
N
N
N/A
N/A
ANAPLAN TL SOFR+650 06/21/29
N/A
9417548.06000000
PA
USD
9229197.10000000
1.727393052242
Long
LON
CORP
US
N
3
2029-06-21
Fixed
8.00910000
N
N
N
N
N
N
EVERSANA/LSCS (dba Dohmen Life Sciences Services)
N/A
LSCS Holdings/Eversana 11/21, First Lien Term Loan
50219NAH4
3702724.33000000
PA
USD
3536101.74000000
0.661838458049
Long
LON
CORP
US
N
2
2028-12-16
Floating
5.26370000
N
N
N
N
N
N
Truck Hero, Inc.
54930007KT5CX7XNSD31
Truck Hero, Inc., First Lien Initial Term Loan
89778PAG2
2396415.29000000
PA
USD
2153179.14000000
0.403002194705
Long
LON
CORP
US
N
2
2028-01-31
Floating
4.01370000
N
N
N
N
N
N
Edelman Financial Center
549300Z31KZXNP05U733
Edelman Financial Engines Center LLC, Second Lien Term Loan
27943TAB5
2500000.00000000
PA
USD
2303125.00000000
0.431066980186
Long
LON
CORP
US
N
2
2026-07-20
Floating
7.51370000
N
N
N
N
N
N
Polaris Newco Llc
254900LEPDAG7EDOA064
Polaris Newco LLC, First Lien Term Loan
73108RAB4
4185890.45000000
PA
USD
3880173.94000000
0.726237118226
Long
LON
CORP
US
N
2
2028-06-04
Floating
4.76370000
N
N
N
N
N
N
Mavis Tire Express Services Topco Corp.
254900NVDM4GTLBL9E56
Mavis Tire Express Services Topco Corp., First Lien Initial Term Loan
57777YAB2
5380634.42000000
PA
USD
4990538.42000000
0.934059734585
Long
LON
CORP
US
N
2
2028-05-04
Floating
4.75000000
N
N
N
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc., First Lien Initial Term Loan
24022KAB5
3499755.87000000
PA
USD
3354760.98000000
0.627897610810
Long
LON
CORP
US
N
2
2026-10-16
Floating
4.76370000
N
N
N
N
N
N
Comet Bidco, Ltd.
213800GG9JVA975FIA21
Comet Bidco, Ltd., First Lien Facility B2 Term Loan
G2300HAB4
2228275.25530000
PA
USD
1838327.09000000
0.344072556757
Long
LON
CORP
GB
N
2
2024-09-30
Floating
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6060332.00000000
-1.13428885282
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5750000.00000000
EUR
-6028243.00000000
USD
2022-09-21
-32089.00000000
N
N
N
Lbm Acquisition Llc
549300FAEB3VWZL4NI86
LBM Acquisition LLC, First Lien Term Loan
50179JAB4
4839350.56000000
PA
USD
3990213.91000000
0.746832872937
Long
LON
CORP
US
N
2
2027-12-18
Floating
4.51370000
N
N
N
N
N
N
Sovos Compliance Llc
549300M9XYG5WP2QHH07
Sovos Compliance LLC, First Lien Initial Term Loan
84611YAB6
3889396.66450000
PA
USD
3674274.13000000
0.687699648780
Long
LON
CORP
US
N
2
2028-08-11
Floating
5.26370000
N
N
N
N
N
N
MB Aerospace Holdings II Corp.
549300OP50KFTDKATL31
MB Aerospace Holdings II Corp., First Lien Initial Term Loan
55281RAC8
2599576.17000000
PA
USD
2279828.30000000
0.426706627137
Long
LON
CORP
US
N
2
2025-01-22
Floating
4.50600000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: AUD 09/21/2022
N/A
1.00000000
NC
-3923243.00000000
-0.73429818726
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5680000.00000000
AUD
-4107151.00000000
USD
2022-09-21
183908.00000000
N
N
N
N/A
N/A
Vertex Aerospace Srv Corp T1 1L
N/A
790220.11000000
PA
USD
756635.76000000
0.141616582758
Long
LON
CORP
US
N
2
2028-12-06
Fixed
0.00000000
N
N
N
N
N
N
RealPage, Inc.
5493001RSFZX4122A604
RealPage, Inc., First Lien Initial Term Loan
75605VAD4
6431406.68000000
PA
USD
5962428.51000000
1.115964636042
Long
LON
CORP
US
N
2
2028-04-24
Floating
4.30960000
N
N
N
N
N
N
N/A
N/A
SPX FLOW, Inc. TL
N/A
4000000.00000000
PA
USD
3738000.00000000
0.699626972890
Long
LON
CORP
US
N
2
2029-04-05
Floating
5.30040000
N
N
N
N
N
N
Vmed O2 Uk Finan
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I PLC
BQ1812982
5000000.00000000
PA
4836486.14000000
0.905226366387
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
William Morris Endeavor Entertainment LLC
5493008R7J9HEQ30DZ33
William Morris Endeavor Entertainment LLC, First Lien B-1 Term Loan
96925HAF9
1453008.42000000
PA
USD
1372315.60000000
0.256850992262
Long
LON
CORP
US
N
2
2025-05-18
Floating
3.52000000
N
N
N
N
N
N
Atlas Luxco 4 / All Uni
98450038B4549046D794
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl
019579AA9
7500000.00000000
PA
USD
6170580.00000000
1.154923543707
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Minerva Merger Sub Inc
N/A
Minerva Merger Sub, Inc.
60337JAA4
10000000.00000000
PA
USD
8337500.00000000
1.560497561924
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
Financiere Storage, Second Lien Term Loan
N/A
2387114.88000000
PA
2401524.02000000
0.449483943401
Long
LON
CORP
FR
N
2
2026-08-08
Floating
8.25000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-274032.00000000
-0.05128950739
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-260000.00000000
EUR
-275518.00000000
USD
2022-09-21
1486.00000000
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
1032891.00000000
0.193322205365
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
1042945.00000000
USD
980000.00000000
EUR
2022-09-21
-10054.00000000
N
N
N
Marriott Ownership Resor
BW4532OH033VURR0IT68
Marriott Ownership Resorts, Inc.
57164PAG1
5000000.00000000
PA
USD
4957875.00000000
0.927946248854
Long
DBT
CORP
US
Y
2
2025-09-15
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
CDK GLOBAL, INC. TLB 1L
N/A
3846154.00000000
PA
USD
3646173.22000000
0.682440110364
Long
LON
CORP
US
N
2
2029-06-08
Fixed
0.00000000
N
N
N
N
N
N
Trident Tpi Holdings Inc
549300TPLK304J3RNC85
Tekni-Plex, Inc., First Lien Tranche B-3 Initial Term Loan
00216EAE9
2969134.85000000
PA
USD
2793955.90000000
0.522933897460
Long
LON
CORP
US
N
2
2028-09-15
Floating
4.76370000
N
N
N
N
N
N
N/A
N/A
ZAYO GROUP HLDNG TLB 1L
N/A
2000000.00000000
PA
USD
1874580.00000000
0.350857873419
Long
LON
CORP
US
N
2
2027-03-09
Floating
5.29500000
N
N
N
N
N
N
N/A
N/A
Spa Holdings 3 Oy TLB 1L
N/A
2000000.00000000
PA
USD
1865000.00000000
0.349064821947
Long
LON
CORP
FI
N
2
2028-02-04
Fixed
4.50000000
N
N
N
N
N
N
Basswood Park Clo Ltd
5493005HSAGIQZIVAS94
Basswood Park CLO, Ltd.
07025AAA1
2000000.00000000
PA
USD
1811018.00000000
0.338961220222
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
7.21270000
N
N
N
N
N
N
Flexera Software Llc
FHBIRN3K4PSRU4ZOQQ49
Flexera Software LLC, First Lien Term Loan
33937KAV6
3487623.01000000
PA
USD
3314113.77000000
0.620289830048
Long
LON
CORP
US
N
2
2028-03-03
Floating
4.50000000
N
N
N
N
N
N
Delivery Hero Ag
529900C3EX1FZGE48X78
Delivery Hero SE
ZP5363111
5000000.00000000
PA
4508262.33000000
0.843793987943
Long
DBT
CORP
DE
N
2
2024-01-23
Fixed
0.25000000
N
N
N
N
Y
Delivery Hero SE
Delivery Hero SE NPV
EUR
XXXX
N
N
N
Altice France Sa
5493001ZMCICV4N02J21
Altice France SA
02156LAH4
10000000.00000000
PA
USD
7650000.00000000
1.431820851421
Long
DBT
CORP
FR
Y
2
2029-10-15
Fixed
5.50000000
N
N
N
N
N
N
Pro Mach Group Inc
5493008SZGSVUCSNB151
Pro Mach Group, Inc., First Lien Closing Date Initial Term Loan
74273JAE3
1462110.66000000
PA
USD
1383068.96000000
0.258863656977
Long
LON
CORP
US
N
2
2028-08-31
Floating
5.00000000
N
N
N
N
N
N
N/A
N/A
Bahia De Las Isletas B2
N/A
2162.00000000
NS
USD
0.00000000
0.000000
Long
EP
CORP
US
N
3
N
N
N
N/A
N/A
ABG Intermediate Holdings 2, First Lien Tranche 1 Term Loan
N/A
3630086.48000000
PA
USD
3403206.08000000
0.636964892421
Long
LON
CORP
US
N
2
2028-12-10
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
OSCAR ACQUISITIONCO, LLC TLB
N/A
921947.45000000
PA
USD
827447.84000000
0.154870205330
Long
LON
CORP
US
N
2
2029-04-14
Floating
6.10850000
N
N
N
N
N
N
Venture Global Calcasieu
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAC7
5000000.00000000
PA
USD
4131225.00000000
0.773225372145
Long
DBT
CORP
US
Y
2
2033-11-01
Fixed
3.87500000
N
N
N
N
N
N
Deerfield Dakota Holding
549300FDREJLOIGXY104
Deerfield Dakota Holding LLC, First Lien Term Loan
24440EAB3
4000000.00000000
PA
USD
3756260.00000000
0.703044626321
Long
LON
CORP
US
N
2
2027-04-09
Floating
4.75000000
N
N
N
N
N
N
Valcour Packaging Llc
N/A
Valcour Packaging LLC, Second Lien Term Loan
91889CAD0
1057165.99000000
PA
USD
935591.90000000
0.175111109913
Long
LON
CORP
US
N
3
2029-10-04
Floating
8.46990000
N
N
N
N
N
N
Ukg Inc
529900FKHWSTQ1GXK240
UKG, Inc., First Lien Initial Term Loan
90385KAB7
3500000.00000000
PA
USD
3317142.50000000
0.620856705704
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.75600000
N
N
N
N
N
N
Digital Media Solutions LLC
N/A
Digital Media Solutions LLC, First Lien Initial Term Loan
25401HAC8
849444.78000000
PA
USD
777241.97000000
0.145473367221
Long
LON
CORP
US
N
2
2026-05-25
Floating
5.84380000
N
N
N
N
N
N
Frontier Communications
N/A
Frontier Communications Holdings LLC
35908MAD2
10000000.00000000
PA
USD
10118750.00000000
1.893887220956
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
8.75000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6945667.00000000
-1.29999357354
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-6590000.00000000
EUR
-7107051.00000000
USD
2022-09-21
161384.00000000
N
N
N
Dynasty Acquisition Co., Inc.
N/A
Dynasty Acquisition Co., Inc., First Lien 2020 B-2 Term Loan
26812CAF3
1212008.50940000
PA
USD
1121107.87000000
0.209833415027
Long
LON
CORP
CA
N
2
2026-04-06
Floating
4.50600000
N
N
N
N
N
N
Primary Products Finance
549300D4W5WVUVR3LC81
Primary Products Finance LLC, First Lien Term Loan
74167NAC7
3500000.00000000
PA
USD
3413042.50000000
0.638805937031
Long
LON
CORP
US
N
2
2029-04-01
Floating
4.65090000
N
N
N
N
N
N
Athenahealth Group Inc
254900AA3KZN4Q7A5Z33
AthenaHealth Group, Inc., First Lien Term Loan
04686RAC7
1533004.06320000
PA
USD
1416120.17000000
0.265049723859
Long
LON
CORP
US
N
2
2029-02-15
Floating
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-2779742.00000000
-0.52027353688
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2280000.00000000
GBP
-2802257.00000000
USD
2022-09-21
22515.00000000
N
N
N
Ensemble RCM LLC
N/A
Ensemble RCM LLC, First Lien Closing Date Term Loan
29359BAB7
1225937.50000000
PA
USD
1188901.93000000
0.222522166492
Long
LON
CORP
US
N
2
2026-08-03
Floating
4.98890000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-2779742.00000000
-0.52027353688
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2280000.00000000
GBP
-2799407.00000000
USD
2022-09-21
19665.00000000
N
N
N
N/A
N/A
R.R Donnelley & Sons Co TLB 1L
N/A
7500000.00000000
PA
USD
7275000.00000000
1.361633554783
Long
LON
CORP
US
N
3
2026-11-01
Floating
6.13410000
N
N
N
N
N
N
Sovos Compliance Llc
549300M9XYG5WP2QHH07
Sovos Compliance LLC, First Lien Term Loan
84611YAC4
673346.24550000
PA
USD
636103.46000000
0.119057019305
Long
LON
CORP
US
N
2
2028-08-11
Floating
6.15230000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
12363077.00000000
2.313949207363
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
12438081.00000000
USD
11730000.00000000
EUR
2022-09-21
-75004.00000000
N
N
N
SRS Distribution, Inc.
549300ZQ3XP75BCYM468
SRS Distribution, Inc., First Lien 2021 Refinancing Term Loan
78466YAN8
1157063.77000000
PA
USD
1071441.05000000
0.200537468818
Long
LON
CORP
US
N
2
2028-06-02
Floating
4.07450000
N
N
N
N
N
N
Lorca Telecom Bondco
9598004HFBAS82YM7X35
Lorca Telecom Bondco SA
N/A
5000000.00000000
PA
4404028.60000000
0.824284964671
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.00000000
N
N
N
N
N
N
Energy Transfer Lp
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
7500000.00000000
PA
USD
6638839.13000000
1.242565790270
Long
DBT
CORP
US
N
2
2049-12-31
Variable
6.50000000
N
N
N
N
N
N
Trident TPI Holdings, Inc.
549300TPLK304J3RNC85
Trident TPI Holdings, Inc., First Lien Tranche B-1 Term Loan
00216EAB5
549225.89000000
PA
USD
531032.78000000
0.099391347345
Long
LON
CORP
US
N
2
2024-10-17
Floating
4.25600000
N
N
N
N
N
N
Olympus Wtr Us Hldg Corp
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp., First Lien B Term Loan
68163YAB1
3999218.26000000
PA
USD
3736769.56000000
0.699396676204
Long
LON
CORP
US
N
2
2028-11-09
Floating
4.81250000
N
N
N
N
N
N
Cornerstone Ondemand Inc
549300Z402F16H5EGH48
Cornerstone OnDemand, Inc., First Lien Initial Term Loan
86803YAB9
3120551.88000000
PA
USD
2800695.31000000
0.524195286710
Long
LON
CORP
US
N
2
2028-10-16
Floating
4.51370000
N
N
N
N
N
N
Genesis Care Finance Pty, Ltd.
N/A
Genesis Care Finance Pty, Ltd., First Lien Facility B5 Term Loan
N/A
1274911.69000000
PA
USD
977436.55000000
0.182943010879
Long
LON
CORP
GB
N
2
2027-05-14
Floating
6.00000000
N
N
N
N
N
N
N/A
N/A
Access Group TLB SONIA+575 06/28/29 PIK
N/A
3943000.00000000
PA
4679819.60000000
0.875903697277
Long
LON
CORP
GB
N
3
2029-06-28
Fixed
0.00000000
N
N
N
N
N
N
Gfl Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAL8
5000000.00000000
PA
USD
4145909.00000000
0.775973719515
Long
DBT
CORP
CA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Cimpress Plc
549300X1IFD75XISOR81
Cimpress PLC
17186HAC6
875000.00000000
PA
USD
697935.00000000
0.130629789011
Long
DBT
CORP
IE
Y
2
2026-06-15
Fixed
7.00000000
N
N
N
N
N
N
Jazz Pharmaceuticals Public, Ltd. Company
635400WUEO2NSG5OIU34
Jazz Pharmaceuticals Public, Ltd. Company, First Lien Initial Dollar Term Loan
G5080AAF9
3910410.81000000
PA
USD
3740542.56000000
0.700102853991
Long
LON
CORP
LU
N
2
2028-05-05
Floating
4.26370000
N
N
N
N
N
N
Premier Entertainment Su
549300KRDMIL2NJVZ267
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.
74052HAB0
2018000.00000000
PA
USD
1395473.64000000
0.261185392857
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
5.87500000
N
N
N
N
N
N
Dynasty Acquisition Co., Inc.
549300L1RCRPOAUCB870
Dynasty Acquisition Co., Inc., First Lien 2020 B-1 Term Loan
26812CAE6
2254335.86060000
PA
USD
2085260.67000000
0.390290157902
Long
LON
CORP
US
N
2
2026-04-06
Floating
4.50600000
N
N
N
N
N
N
Anchorage Credit Funding Ltd.
5493004401VVOEJOJK67
Anchorage Credit Funding 14, Ltd.
03331CAA5
850000.00000000
PA
USD
687777.50000000
0.128728649103
Long
ABS-CBDO
CORP
KY
Y
2
2040-01-21
Fixed
7.45200000
N
N
N
N
N
N
Electronics for Imaging, Inc.
549300PN42C4XYPSEV84
Electronics for Imaging, Inc., First Lien Initial Term Loan
28608EAE6
2965613.28000000
PA
USD
2659176.46000000
0.497707752030
Long
LON
CORP
US
N
2
2026-07-23
Floating
5.76370000
N
N
N
N
N
N
N/A
N/A
ABG Intermediate Holdings 2, Second Lien Term Loan
N/A
341397.85000000
PA
USD
319206.99000000
0.059744735189
Long
LON
CORP
US
N
3
2030-01-31
Floating
6.80110000
N
N
N
N
N
N
Getty Images, Inc.
5493005NV20IG4VEKZ40
Getty Images, Inc., First Lien Initial Dollar Term Loan
37427UAJ9
3982040.66000000
PA
USD
3860588.42000000
0.722571372354
Long
LON
CORP
US
N
2
2026-02-19
Floating
5.06250000
N
N
N
N
N
N
N/A
N/A
Patagonia BidCo, Ltd., Facility B1
N/A
653734.39150000
PA
732127.77000000
0.137029517253
Long
LON
CORP
GB
N
2
2028-10-15
Floating
5.94030000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-1219185.00000000
-0.22819013133
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-1000000.00000000
GBP
-1230675.00000000
USD
2022-09-21
11490.00000000
N
N
N
Asurion Llc
549300KNQVXGIOXWK278
Asurion LLC, Second Lien Term Loan
04649VAZ3
2500000.00000000
PA
USD
2146875.00000000
0.401822273254
Long
LON
CORP
US
N
2
2028-02-03
Floating
6.01370000
N
N
N
N
N
N
LSF10 XL Bidco S.C.A.
N/A
LSF10 XL Bidco S.C.A., First Lien Facility B4 Term Loan
N/A
1280205.66000000
PA
1156081.09000000
0.216379217071
Long
LON
CORP
LU
N
2
2028-04-12
Floating
4.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-3060155.00000000
-0.57275735131
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2510000.00000000
GBP
-3089584.00000000
USD
2022-09-21
29429.00000000
N
N
N
DCert Buyer, Inc.
549300EF826JEEUCHZ67
DCert Buyer, Inc., Second Lien First Amendment Refinancing Term Loan
24022KAJ8
1403692.73000000
PA
USD
1312452.70000000
0.245646685276
Long
LON
CORP
US
N
2
2029-02-19
Floating
7.76370000
N
N
N
N
N
N
Asurion Llc
549300KNQVXGIOXWK278
Asurion LLC, First Lien Term Loan
04649VAX8
3500000.00000000
PA
USD
3182830.00000000
0.595717955624
Long
LON
CORP
US
N
2
2026-12-23
Floating
4.01370000
N
N
N
N
N
N
N/A
N/A
Delivery Hero SE TLB
N/A
4000000.00000000
PA
USD
3770000.00000000
0.705616288870
Long
LON
CORP
DE
N
2
2027-07-09
Floating
6.25000000
N
N
N
N
N
N
N/A
N/A
CHG HEALTHCARE SERVICES TL
N/A
5500000.00000000
PA
USD
5216750.00000000
0.976398879300
Long
LON
CORP
US
N
2
2028-09-29
Fixed
4.99850000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
1962888.00000000
0.367386139530
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
1970672.00000000
USD
1610000.00000000
GBP
2022-09-21
-7784.00000000
N
N
N
Cineworld Group PLC
N/A
Cineworld Group PLC Warrant
N/A
84898.00000000
NC
13590.05000000
0.002543596988
N/A
DE
CORP
GB
N
2
Corporate Action
N/A
Call
Purchased
Cineworld Group PLC
Cineworld Group PLC
1.00000000
41.49000000
GBP
2049-12-31
XXXX
13590.05000000
N
N
N
Amentum Government Servi
5493008CT6B5L54YSE94
Amentum Government Services Holdings LLC, First Lien Term Loan
57776DAE3
3998075.15000000
PA
USD
3818181.76000000
0.714634282154
Long
LON
CORP
US
N
2
2029-02-01
Floating
4.47800000
N
N
N
N
N
N
N/A
N/A
Almonde, Inc TLB
N/A
2991722.28000000
PA
USD
2705175.12000000
0.506317142949
Long
LON
CORP
US
N
2
2024-04-26
Fixed
4.73640000
N
N
N
N
N
N
Pathway Vet Alliance LLC
N/A
Pathway Vet Alliance LLC, First Lien 2021 Replacement Term Loan
70323KAE8
3730351.30000000
PA
USD
3473889.65000000
0.650194462275
Long
LON
CORP
US
N
2
2027-03-31
Floating
4.75600000
N
N
N
N
N
N
Claire's Stores Inc
549300N5HNYXI6JY7625
Claire's Stores, Inc., First Lien Term Loan
17958DAL1
1814814.81000000
PA
USD
1783055.55000000
0.333727596827
Long
LON
CORP
US
N
2
2026-12-18
Floating
7.55960000
N
N
N
N
N
N
Us Acute Care Solutions
N/A
US Acute Care Solutions LLC
90367UAA9
266000.00000000
PA
USD
237863.85000000
0.044520054931
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
Loarre Investments Sarl
549300VE6QY38GTUE732
Loarre Investments Sarl
BW3700943
7000000.00000000
PA
6860695.42000000
1.284089772236
Long
DBT
CORP
LU
Y
2
2029-05-15
Fixed
6.50000000
N
N
N
N
N
N
Atlas CC Acquisition Corp.
6HHLXIOGCDNZ4IRAIW26
Atlas CC Acquisition Corp., First Lien B Term Loan
04921TAB0
707522.86000000
PA
USD
655788.79000000
0.122741446228
Long
LON
CORP
US
N
2
2028-05-25
Floating
5.00000000
N
N
N
N
N
N
N/A
N/A
Univision Communications, Inc. TLB 1L
N/A
1098902.00000000
PA
USD
1050363.50000000
0.196592465473
Long
LON
CORP
US
N
2
2029-06-08
Fixed
6.25430000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BJ0
5000000.00000000
PA
USD
4884375.00000000
0.914189538713
Long
DBT
CORP
PA
Y
2
2027-08-01
Fixed
9.87500000
N
N
N
N
N
N
Labl Inc
5493004FUZN8R6Y3VB98
LABL, Inc., First Lien Term Loan
50168EAN2
6934084.22000000
PA
USD
6440030.72000000
1.205355590678
Long
LON
CORP
US
N
2
2028-10-29
Floating
5.76370000
N
N
N
N
N
N
Mcgraw-hill Education
N/A
McGraw-Hill Education, Inc., First Lien Term Loan
58063DAC7
6442205.87000000
PA
USD
5851648.86000000
1.095230438293
Long
LON
CORP
US
N
2
2028-07-30
Floating
5.55370000
N
N
N
N
N
N
Csc Holdings Llc
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AZ0
7500000.00000000
PA
USD
6822975.00000000
1.277029787415
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc., First Lien Term Loan
C9413PBD4
4688828.63000000
PA
USD
4039871.30000000
0.756127054169
Long
LON
CORP
CA
N
2
2027-02-01
Floating
5.75000000
N
N
N
N
N
N
Ukg Inc
529900FKHWSTQ1GXK240
UKG, Inc., First Lien Term Loan
90385KAK7
130152.64000000
PA
USD
122282.96000000
0.022887227699
Long
LON
CORP
US
N
2
2026-05-04
Floating
4.21160000
N
N
N
N
N
N
Mgm Resorts Intl
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
5000000.00000000
PA
USD
4939843.75000000
0.924571409674
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
Hunkemoller B.V.
N/A
Hunkemoller B.V., First Lien Term Loan
N/A
2269445.01000000
PA
2328723.51000000
0.435858154093
Long
LON
CORP
NL
N
2
2023-02-10
Floating
3.75000000
N
N
N
N
N
N
Cabinteely Park Clo
254900SLP85PQ7ZD2Y17
Cabinteely Park CLO DAC
N/A
2000000.00000000
PA
1643605.38000000
0.307627248966
Long
ABS-CBDO
CORP
IE
N
2
2034-08-15
Floating
6.26000000
N
N
N
N
N
N
Ziggo Bv
213800TQASLF9JXH5J59
Ziggo BV
98955DAA8
6000000.00000000
PA
USD
5078250.00000000
0.950476371075
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
Allied Universal Holdco
98450038B4549046D794
Allied Universal Holdco LLC, First Lien Term Loan
01957TAH0
226590.05000000
PA
USD
208179.61000000
0.038964170776
Long
LON
CORP
US
N
2
2028-05-14
Floating
0.00000000
N
N
N
N
N
N
Hertz Corp/the
549300PD0C69OJ0NLB27
Hertz Corp.
428040DB2
5000000.00000000
PA
USD
3853125.00000000
0.721174472958
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
5.00000000
N
N
N
N
N
N
Cco Hldgs Llc/cap Corp
N/A
CCO Holdings LLC / CCO Holdings Capital Corp.
1248EPCP6
7500000.00000000
PA
USD
5782856.63000000
1.082354863217
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
4.25000000
N
N
N
N
N
N
Gannett Holdings Llc
N/A
Gannett Holdings LLC
36474GAA3
7500000.00000000
PA
USD
6295312.50000000
1.178269242315
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
6.00000000
N
N
N
N
N
N
Radiate Holdco Llc
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC, First Lien Facility B3 Term Loan
75025KAH1
2133938.48000000
PA
USD
1989502.85000000
0.372367537855
Long
LON
CORP
US
N
2
2026-09-25
Floating
4.01370000
N
N
N
N
N
N
Ardagh Metal Packaging
635400YUJMWFYRBL5293
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
03969YAC2
7500000.00000000
PA
USD
7419806.25000000
1.388736379379
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
6.00000000
N
N
N
N
N
N
Froneri International, Ltd.
N/A
Froneri International, Ltd., First Lien Facility B1 Term Loan
G3679YAD4
408853.04000000
PA
377399.84000000
0.070636465390
Long
LON
CORP
LU
N
2
2027-01-29
Floating
2.37500000
N
N
N
N
N
N
Mcgraw-hill Education
N/A
McGraw-Hill Education, Inc.
57767XAA8
7500000.00000000
PA
USD
6438125.25000000
1.204998951243
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC, First Lien 2018 Initial Term Loan
01881UAE5
3100142.19000000
PA
USD
2926317.22000000
0.547707452741
Long
LON
CORP
US
N
2
2025-05-09
Floating
4.01370000
N
N
N
N
N
N
Embecta Corp
549300RPG8GXVDHNXZ62
Embecta Corp.
29082KAA3
7500000.00000000
PA
USD
6342187.50000000
1.187042654395
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
Imperva Inc
549300204GJIBLPF1S81
Imperva, Inc., First Lien Term Loan
45321NAD8
6500000.00000000
PA
USD
5869500.00000000
1.098571566982
Long
LON
CORP
US
N
2
2026-01-10
Floating
5.00000000
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group, Inc.
BP5483253
672000.00000000
PA
672648.94000000
0.125897095160
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Apollo Cmmrl Real Est Fi
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762UAC9
1216000.00000000
PA
USD
1200180.20000000
0.224633076578
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
5.37500000
N
N
N
N
Y
Apollo Commercial Real Estate Finance, Inc.
Apollo Commercial Real Estate Finance, Inc. COM
USD
XXXX
N
N
N
Allwyn Entertainment Fin
315700J7ZTIN8XGCX365
Allwyn Entertainment Financing UK PLC
BU1337163
764000.00000000
PA
731476.52000000
0.136907625315
Long
DBT
CORP
GB
Y
2
2028-02-15
Floating
4.12500000
N
N
N
N
N
N
Genesis Care Finance Pty, Ltd.
N/A
Genesis Care Finance Pty, Ltd., First Lien Facility B4 Term Loan
N/A
561618.20000000
PA
407847.67000000
0.076335267726
Long
LON
CORP
GB
N
2
2027-05-14
Floating
4.75000000
N
N
N
N
N
N
Gannett Co Inc
549300JQ2PU0RI3ZBA32
Gannett Co., Inc.
36472TAA7
5000000.00000000
PA
USD
5657972.00000000
1.058980691027
Long
DBT
CORP
US
N
3
2027-12-01
Fixed
6.00000000
N
N
N
N
Y
Gannett Co Inc
Gannett Co Inc COM
USD
XXXX
N
N
N
Standard Industries Inc
54930064UHXCIUWVI755
Standard Industries, Inc.
853496AD9
7500000.00000000
PA
USD
6426562.50000000
1.202834796138
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Forming Machining Industries Holdings LLC
N/A
Forming Machining Industries Holdings LLC, Second Lien Initial Term Loan
34639HAE0
310000.00000000
PA
USD
207053.65000000
0.038753429206
Long
LON
CORP
US
N
2
2026-10-09
Floating
9.25600000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22282EAJ1
7500000.00000000
PA
USD
6050625.00000000
1.132472031259
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.00000000
N
N
N
N
N
N
Kaixo Bondco Telecom Sa
959800ULWB3MZHZ69055
Kaixo Bondco Telecom SA
BR7071656
876000.00000000
PA
699954.15000000
0.131007705491
Long
DBT
CORP
ES
Y
2
2029-09-30
Fixed
5.12500000
N
N
N
N
N
N
Dt Midstream Inc
N/A
DT Midstream, Inc.
23345MAB3
5000000.00000000
PA
USD
4196916.00000000
0.785520502021
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
Ares Clo Ltd
549300VDFIIXSFET0S73
Ares XXXIV CLO, Ltd.
G3304VAE1
3750000.00000000
PA
USD
1440780.53000000
0.269665307866
Long
ABS-O
CORP
KY
N
2
N
N
N
Travel Leaders Group LLC
549300ELYRGQJOXAK024
Travel Leaders Group LLC, First Lien 2018 Refinancing Term Loan
89416FAQ0
3304507.67790000
PA
USD
2963730.32000000
0.554709917668
Long
LON
CORP
US
N
2
2024-01-25
Floating
4.76370000
N
N
N
N
N
N
N/A
N/A
Bain Capital Credit CC Fund
N/A
1671.69300000
NS
USD
2155305.09000000
0.403400100527
Long
EC
RF
US
Y
3
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding Ltd.
03290BAF5
350000.00000000
PA
USD
266850.85000000
0.049945439379
Long
ABS-CBDO
CORP
KY
Y
2
2039-07-27
Fixed
6.84200000
N
N
N
N
N
N
N/A
N/A
Tivity Health TL SOFR+600 06/28/29
N/A
7500000.00000000
PA
USD
7387500.00000000
1.382689743774
Long
LON
CORP
US
N
3
2029-06-28
Fixed
8.00920000
N
N
N
N
N
N
Marnix SAS
N/A
Marnix SAS, First Lien Facility B (EUR) Term Loan
N/A
464704.56000000
PA
441791.72000000
0.082688444010
Long
LON
CORP
FR
N
2
2026-11-19
Floating
3.00000000
N
N
N
N
N
N
Spx Flow Inc
5493003YXEKRBINIEM78
SPX FLOW, Inc.
758071AA2
5000000.00000000
PA
USD
4112500.00000000
0.769720686466
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
8.75000000
N
N
N
N
N
N
eResearchTechnology, Inc.
2549003SUFVGC903CK03
eResearchTechnology, Inc., Initial Term Loan
29481PAH4
8436436.79000000
PA
USD
7816021.23000000
1.462894401603
Long
LON
CORP
US
N
2
2027-02-04
Floating
5.50000000
N
N
N
N
N
N
Mattress Firm Inc
N/A
Mattress Firm, Inc., First Lien -2021 Term Loan
57723CAR0
779249.15000000
PA
USD
675998.64000000
0.126524045527
Long
LON
CORP
US
N
2
2028-09-25
Floating
5.64000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: EUR 09/21/2022
N/A
1.00000000
NC
-6060332.00000000
-1.13428885282
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-5750000.00000000
EUR
-6113601.00000000
USD
2022-09-21
53269.00000000
N
N
N
Garda World Security
549300ZF1NDXLMCHNO20
Garda World Security Corp.
36485MAK5
5000000.00000000
PA
USD
4309713.50000000
0.806632372934
Long
DBT
CORP
CA
Y
2
2027-02-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-2779742.00000000
-0.52027353688
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2280000.00000000
GBP
-2800091.00000000
USD
2022-09-21
20349.00000000
N
N
N
Vertex Aerospace Service
N/A
Vertex Aerospace Services Corp., First Lien Term Loan
92532MAE5
2925790.37000000
PA
USD
2785001.34000000
0.521257907169
Long
LON
CORP
US
N
2
2028-12-06
Floating
4.76370000
N
N
N
N
N
N
Premier Entertainment Su
549300KRDMIL2NJVZ267
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.
74052HAA2
2018000.00000000
PA
USD
1434041.25000000
0.268403942947
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
5.62500000
N
N
N
N
N
N
Fortress Credit Bsl Limited
N/A
Fortress Credit Bsl XVII, Ltd.
34964NAA0
3000000.00000000
PA
USD
2861541.00000000
0.535583538692
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-23
Floating
9.26640000
N
N
N
N
N
N
Proofpoint Inc
529900C5FODDK0WSR085
Proofpoint, Inc., First Lien Initial Term Loan
74345HAB7
5000000.00000000
PA
USD
4659825.00000000
0.872161385486
Long
LON
CORP
US
N
2
2028-08-31
Floating
3.81010000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-2779742.00000000
-0.52027353688
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2280000.00000000
GBP
-2754445.00000000
USD
2022-09-21
-25297.00000000
N
N
N
Anchorage Credit Funding Ltd.
549300N5JCR10GGBIT41
Anchorage Credit Funding 13, Ltd.
03290BAA6
2300000.00000000
PA
USD
1772874.50000000
0.331822049157
Long
ABS-CBDO
CORP
KY
Y
2
2039-07-27
Fixed
6.91700000
N
N
N
N
N
N
Atlas CC Acquisition Corp.
6HHLXIOGCDNZ4IRAIW26
Atlas CC Acquisition Corp., First Lien C Term Loan
04921TAC8
143902.95000000
PA
USD
133380.77000000
0.024964361786
Long
LON
CORP
US
N
2
2028-05-25
Floating
5.00000000
N
N
N
N
N
N
Pro Mach Group Inc
5493008SZGSVUCSNB151
Pro Mach Group, Inc., First Lien Delayed Draw Term Loan
74273JAF0
73070.62000000
PA
USD
69120.42000000
0.012937001126
Long
LON
CORP
US
N
2
2028-08-31
Floating
5.00000000
N
N
N
N
N
N
Alta Mesa Hldgs/financ S
HROZ6NCTLXP3O5I0RF49
Alta Mesa Holdings LP
021332AF8
968000.00000000
PA
USD
3630.00000000
0.000679413031
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
7.87500000
Y
N
N
N
N
N
Transdigm Inc
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
12500000.00000000
PA
USD
12084375.00000000
2.261785634169
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Aadvantage Loyalty Ip
N/A
AAdvantage Loyalty IP, Ltd., First Lien Term Loan
02376CBJ3
4000000.00000000
PA
USD
3826420.00000000
0.716176201607
Long
LON
CORP
KY
N
2
2028-04-20
Floating
5.81270000
N
N
N
N
N
N
Market Bidco Finco Plc
549300UGYX6EBVHRVG53
Market Bidco Finco PLC
BW2015822
5500000.00000000
PA
5210501.65000000
0.975229399847
Long
DBT
CORP
GB
Y
2
2027-11-04
Fixed
5.50000000
N
N
N
N
N
N
Virgin Media Ireland, Ltd.
213800K1R3GMY77CNR32
Virgin Media Ireland, Ltd., First Lien Facility B1 Term Loan
G9463MAB1
893223.82000000
PA
854396.14000000
0.159914014199
Long
LON
CORP
IE
N
2
2029-07-15
Floating
3.50000000
N
N
N
N
N
N
Entegris Escrow Corp
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp.
29365BAA1
5000000.00000000
PA
USD
4681250.00000000
0.876171419701
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Milano Acquisition Corp., First Lien B Term Loan
59909TAC8
4927175.51000000
PA
USD
4673130.34000000
0.874651694408
Long
LON
CORP
US
N
2
2027-10-01
Floating
5.00600000
N
N
N
N
N
N
Houghton Mifflin Harcour
N/A
Houghton Mifflin Harcourt Co., First Lien Term Loan
44157YAE4
4000000.00000000
PA
USD
3637520.00000000
0.680820520714
Long
LON
CORP
US
N
2
2029-04-07
Floating
6.05040000
N
N
N
N
N
N
UKG
529900FKHWSTQ1GXK240
Ultimate Software, 2021 Incremental Term Loan (Second Lien)
90385KAJ0
2499586.14000000
PA
USD
2325864.90000000
0.435323119138
Long
LON
CORP
US
N
2
2027-05-03
Floating
6.21160000
N
N
N
N
N
N
Quidditch Acquisition, Inc.
N/A
Quidditch Acquisition, Inc., First Lien B Term Loan
74840UAC6
3466220.24190000
PA
USD
3048107.43000000
0.570502454332
Long
LON
CORP
US
N
2
2025-03-21
Floating
8.00000000
N
N
N
N
N
N
N/A
N/A
PacificCo
N/A
1260.00000000
NS
USD
556.29000000
0.000104118643
Long
EC
CORP
US
N
3
N
N
N
Aag Fh Lp/aag Fh Finco
N/A
AAG FH LP
00033AAA6
1303000.00000000
PA
USD
1477846.31000000
0.276602766255
Long
DBT
CORP
CA
Y
2
2024-07-15
Fixed
9.75000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC, First Lien 2019 New Term Loan
01881UAF2
760544.10000000
PA
USD
721566.21000000
0.135052751001
Long
LON
CORP
US
N
2
2025-05-09
Floating
4.01370000
N
N
N
N
N
N
Freddie Mac - Stacr
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
3887176.00000000
PA
USD
3596533.79000000
0.673149290635
Long
ABS-MBS
USGSE
US
Y
2
2042-04-25
Floating
5.27570000
N
N
N
N
N
N
Boxer Parent Company, Inc.
5493006T045HLTF7YX04
Boxer Parent Company, Inc., First Lien 2021 Replacement Dollar Term Loan
05988HAE7
2911227.56000000
PA
USD
2719581.45000000
0.509013519901
Long
LON
CORP
US
N
2
2025-10-02
Floating
4.51370000
N
N
N
N
N
N
Csc Holdings Llc
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
341000.00000000
PA
USD
253515.73000000
0.047449556650
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co.
146869AJ1
14208000.00000000
PA
USD
11686080.00000000
2.187238302663
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
10.25000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: GBP 09/21/2022
N/A
1.00000000
NC
-2779742.00000000
-0.52027353688
N/A
DFE
CORP
N/A
N
2
Bank of New York Mellon
N/A
-2280000.00000000
GBP
-2795679.00000000
USD
2022-09-21
15937.00000000
N
N
N
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC, First Lien 2021 Refinancing Term Loan
00076VAW0
237940.63000000
PA
USD
228720.43000000
0.042808716447
Long
LON
CORP
US
N
2
2024-09-29
Floating
4.00000000
N
N
N
N
N
N
Dodge Data & Analytics L
N/A
Dodge Data & Analytics LLC, Second Lien Term Loan
25646CAE0
1513157.89000000
PA
USD
1286184.21000000
0.240730113810
Long
LON
CORP
US
N
3
2030-02-10
Floating
9.05110000
N
N
N
N
N
N
2022-07-30
APOLLO DIVERSIFIED CREDIT FUND
Kenneth Seifert
Kenneth Seifert
Treasurer (Principal Financial Officer)