0001752724-22-052334.txt : 20220301 0001752724-22-052334.hdr.sgml : 20220301 20220228190416 ACCESSION NUMBER: 0001752724-22-052334 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220301 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CION Ares Diversified Credit Fund CENTRAL INDEX KEY: 0001678124 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23165 FILM NUMBER: 22692789 BUSINESS ADDRESS: STREET 1: 3 PARK AVENUE, 36TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 BUSINESS PHONE: 646-845-2577 MAIL ADDRESS: STREET 1: 3 PARK AVENUE, 36TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 NPORT-P 1 primary_doc.xml NPORT-P false 0001678124 XXXXXXXX CION Ares Diversified Credit Fund 811-23165 0001678124 549300F7A47KKXH50363 3 PARK AVENUE 36TH FLOOR New York 10016 646-845-2577 CION Ares Diversified Credit Fund 549300F7A47KKXH50363 2021-12-31 2021-12-31 N 2926058728.02 1022070711.10 1903988016.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 402467499.70000000 0.00000000 0.00000000 0.00000000 162906096.57 0.00000000 420000000.00000000 132014578.87000000 EUR USD GBP N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N N/A N/A N/A 16505870.78000000 PA USD 16505870.78000000 0.866910433958 Long LON CORP US N 3 2027-04-06 Floating 9.00000000 N N N N N N AMMC 2017-21 549300DYK366J47FIO80 00179TAB7 499950.00000000 PA USD 279395.06000000 0.014674202648 Long ABS-O CORP KY Y 3 N N N Ardonagh Midco 2 PLC 9845003AD1386OH58D80 03985RAA1 34269.00000000 PA USD 38165.04000000 0.002004479002 Long DBT CORP GB Y 2 2027-01-15 Fixed 11.50000000 N N Y N N N N/A N/A N/A 972260.85000000 PA USD 972260.85000000 0.051064441654 Long LON CORP US N 3 2025-08-04 Floating 6.75000000 N N N N N N Packers Software Intermediate Holdings, Inc. N/A N/A 18.00000000 NS USD 20230.53000000 0.001062534523 Long EP CORP US Y 3 N N N WSHP FC Acquisition LLC N/A N/A 587478.95000000 PA USD 587478.95000000 0.030855181060 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N OMH-HealthEdge Holdings, LLC N/A N/A 1405625.09000000 PA USD 1405625.09000000 0.073825311793 Long LON CORP US N 3 2025-10-24 Floating 6.50000000 N N N N N N N/A N/A N/A 309523.81000000 PA 418954.81000000 0.022004067582 Long LON CORP GB N 3 2028-12-11 Fixed 5.91500000 N N N N N N Wildcat BuyerCo, Inc. N/A N/A 1073915.14000000 PA USD 1073915.14000000 0.056403461075 Long LON CORP US N 3 2026-02-27 Floating 6.75000000 N N N N N N Kellermeyer Bergensons Services, LLC N/A N/A 387131.87000000 PA USD 387131.87000000 0.020332684163 Long LON CORP US N 3 2026-11-07 Floating 6.75000000 N N N N N N IRB Holding Corp. N/A N/A 8019279.16000000 PA USD 8000113.08000000 0.420176650740 Long LON CORP US N 2 2025-02-05 Floating 3.75000000 N N N N N N Movati Athletic (Group) Inc. N/A C5854HAB1 183760.28500000 PA 133649.12000000 0.007019430732 Long LON CORP CA N 3 2024-10-05 Floating 7.45000000 N N Y N N N N/A N/A N/A 8581.74480000 NS USD 8581744.80000000 0.450724727452 Long EP CORP US N 3 N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 131347CM6 1750000.00000000 PA USD 1811250.00000000 0.095129275179 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N HCRX Investments Holdco, L.P. N/A N/A 5066387.14000000 PA USD 5028389.24000000 0.264097735664 Long LON CORP US N 2 2028-07-14 Floating 0.00000000 N N N N N N N/A N/A N/A 315462.10000000 PA USD 309152.86000000 0.016237122148 Long LON CORP US N 3 2027-12-01 Fixed 0.00000000 N N N N N N Thermostat Purchaser III, Inc. N/A N/A 100000.00000000 PA USD 98000.00000000 0.005147091217 Long LON CORP US N 3 2026-08-31 Fixed 0.00000000 N N N N N N Crown Subsea Communications Holding, Inc. N/A N/A 1212319.09000000 PA USD 1216356.11000000 0.063884651541 Long LON CORP US N 2 2027-04-27 Floating 5.50000000 N N N N N N Dynamic NC Aerospace Holdings, LLC N/A N/A 1296180.83000000 PA USD 1283219.02000000 0.067396381100 Long LON CORP US N 3 2025-12-30 Floating 0.00000000 N N N N N N Savoyspecial LLC/Warrants N/A N/A 345508.00000000 NC USD 1627.34000000 0.000085470075 N/A DE CORP US Y 3 N/A N/A Call Purchased Savoyspecial LLC Savoyspecial LLC 1.00000000 0.01000000 USD 2026-07-14 XXXX 1627.34000000 N N N OHALF 2013-1 N/A 67706FAE2 876000.00000000 PA USD 412358.60000000 0.021657625800 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 122294.52000000 PA USD 119848.63000000 0.006294610519 Long LON CORP GB N 3 2028-05-26 Fixed 0.00000000 N N N N N N Organon & Co. N/A N/A 4993318.86000000 PA USD 4994367.46000000 0.262310866224 Long LON CORP US N 2 2028-06-02 Floating 3.50000000 N N N N N N Madison Park Funding Ltd N/A 55821BAC0 500000.00000000 PA USD 471820.00000000 0.024780618145 Long ABS-CBDO CORP KY Y 3 2030-07-15 Floating 7.72380000 N N N N N N Sera 2021 LLC N/A N/A 1444491.25000000 PA USD 1444491.25000000 0.075866614556 Long LON CORP US N 3 2026-03-30 Floating 6.25000000 N N N N N N Woodchester Funding Limited N/A N/A 1200000.00000000 PA 1624255.55000000 0.085308076288 Long LON CORP GB N 3 2026-03-15 Floating 6.80000000 N N N N N N N/A N/A N/A 1729401.56000000 PA USD 1729401.56000000 0.090830485519 Long LON CORP US N 3 2025-12-31 Fixed 8.00000000 N N N N N N N/A N/A N/A 562500.00000000 PA 640405.31000000 0.033634944354 Long LON CORP GB N 3 2027-06-21 Fixed 7.00000000 N N N N N N N/A N/A N/A 1200000.00000000 PA 1624255.55000000 0.085308076288 Long LON CORP JE N 3 2027-12-22 Fixed 0.00000000 N N N N N N Project Accelerate Parent LLC N/A 74339RAC1 1994818.65000000 PA USD 1984844.56000000 0.104246693905 Long LON CORP US N 3 2025-01-02 Floating 5.25000000 N N N N N N Abc Supply Co Inc 549300H5GQ4C1BEKG397 024747AG2 392000.00000000 PA USD 391020.00000000 0.020536893957 Long DBT CORP US Y 2 2029-11-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 552632.00000000 PA 748012.99000000 0.039286643789 Long LON CORP GB N 3 2027-04-27 Floating 0.00000000 N N N N N N Centric Brands L.P. N/A N/A 2308957.00000000 PA USD 2285867.43000000 0.120056818093 Long LON CORP US N 3 2025-10-09 Variable 10.00000000 N N N N N N Voya Clo Ltd N/A G9411CAC4 500000.00000000 PA USD 490000.00000000 0.025735456087 Long ABS-CBDO CORP KY N 3 2035-01-15 Floating 0.00000000 N N N N N N N/A N/A N/A 13.00000000 NS USD 32081.99000000 0.001684989071 Long EC CORP US N 3 N N N N/A N/A N/A 5000000.00000000 PA USD 5000000.00000000 0.262606694767 Long LON CORP US N 2 2028-12-14 Fixed 0.00000000 N N N N N N N/A N/A N/A 6434343.92000000 PA USD 6434343.92000000 0.337940357965 Long LON CORP US N 3 2026-11-16 Floating 6.75000000 N N N N N N Nest Topco Borrower Inc. N/A N/A 13161516.95000000 PA USD 13029901.78000000 0.684347887917 Long LON CORP US N 3 2029-08-31 Fixed 9.00000000 N N N N N N MRI Software LLC N/A N/A 436693.45000000 PA USD 436693.45000000 0.022935724706 Long LON CORP US N 3 2026-02-10 Variable 6.50000000 N N Y N N N SCIH Salt Holdings Inc. N/A N/A 5627811.69000000 PA USD 5566862.49000000 0.292379071744 Long LON CORP US N 2 2027-03-16 Floating 4.75000000 N N N N N N Sunshine Cadence HoldCo, LLC N/A N/A 383142.34000000 PA USD 329502.41000000 0.017305907761 Long LON CORP US N 3 2028-03-23 Variable 8.50650000 N N N N N N True Potential LLP N/A N/A 1943174.00000000 PA 2636751.41000000 0.138485714540 Long LON CORP GB N 3 2026-10-16 Floating 6.61100000 N N N N N N N/A N/A N/A 1192512.08000000 PA USD 1192512.08000000 0.062632331159 Long LON CORP US N 3 2026-02-27 Fixed 6.75000000 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 721283AA7 276000.00000000 PA USD 276629.28000000 0.014528940179 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N N/A N/A N/A 240.00000000 PA USD 240.00000000 0.000012605121 Long LON CORP US N 3 2022-01-31 Fixed 8.00000000 N N N N N N Sanderson Farms Inc 529900KZGVFTWHUO2759 800013104 2821.00000000 NS USD 539036.68000000 0.028310928178 Long EC CORP US N 1 N N N N/A N/A N/A 2382169.01000000 PA USD 2382169.01000000 0.125114706018 Long LON CORP US N 3 2026-05-14 Fixed 7.00000000 N N N N N N Radnet Management, Inc. 549300T3TJ6A0P5TXM13 75049EAM6 2493750.00000000 PA USD 2491405.88000000 0.130851972694 Long LON CORP US N 2 2028-04-23 Floating 3.75000000 N N N N N N N/A N/A N/A 1222669.00000000 PA 1392006.60000000 0.073110050464 Long LON CORP GB N 3 2027-06-21 Fixed 7.00000000 N N N N N N KeyStone Sub-Debt HoldCo, LLC N/A N/A 1048086.56000000 PA USD 1016643.96000000 0.053395502018 Long LON CORP US N 3 2027-01-20 Fixed 10.00000000 N N Y N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BD8 2000000.00000000 PA USD 1892500.00000000 0.099396633969 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N IntraPac Canada Corporation N/A N/A 794336.22000000 PA USD 794336.22000000 0.041719601853 Long LON CORP CA N 3 2026-01-11 Floating 6.25000000 N N N N N N Hoya Midco, LLC 549300LK73TSUP0YKH27 44325HAB4 4302615.39000000 PA USD 4298140.67000000 0.225744102998 Long LON CORP US N 2 2024-06-30 Floating 4.50000000 N N N N N N N/A N/A N/A 3.00000000 NS USD 3.00000000 0.000000157564 Long EC CORP US Y 3 N N N Corecivic Inc 529900JFA3K6PTLT8B15 21871NAB7 -275000.00000000 PA USD -288158.75000000 -0.01513448338 Short DBT CORP US N 2 2026-04-15 Fixed 8.25000000 N N N N N N N/A N/A N/A 4000000.00000000 PA 442663.95000000 0.023249303360 Long LON CORP SE N 3 2026-06-30 Fixed 0.00000000 N N N N N N N/A N/A N/A 1128323.76000000 PA USD 1117040.52000000 0.058668463775 Long LON CORP US N 3 2027-04-27 Fixed 6.50000000 N N N N N N Castle US Holding Corporation N/A 14852LAA1 594000.00000000 PA USD 619245.00000000 0.032523576540 Long DBT CORP US Y 2 2028-02-15 Fixed 9.50000000 N N N N N N Datix Bidco Limited N/A N/A 1000000.00000000 PA USD 1000000.00000000 0.052521338953 Long LON CORP GB N 3 2025-04-28 Floating 4.17960000 N N N N N N Floss Bidco Limited N/A N/A 839958.54000000 PA 1136922.77000000 0.059712706167 Long LON CORP GB N 3 2026-09-07 Floating 7.75000000 N N Y N N N N/A N/A N/A 8408460.00000000 PA USD 8324375.40000000 0.437207341959 Long LON CORP US N 3 2027-10-08 Fixed 6.75000000 N N N N N N BWAY Holding Company 549300DNGHXL0OMHW304 05604XAP1 2727169.10000000 PA USD 2688197.85000000 0.141187750453 Long LON CORP US N 2 2024-04-03 Floating 3.34930000 N N N N N N Magenta Buyer LLC N/A N/A 1178957.65000000 PA USD 1174902.04000000 0.061707428279 Long LON CORP US N 2 2028-07-27 Floating 5.75000000 N N N N N N N/A N/A N/A 1402303.82000000 PA USD 1398798.06000000 0.073466747036 Long LON CORP US N 2 2027-02-12 Floating 4.00000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 50505.45000000 0.002652613858 Long EC CORP US Y 3 N N N N/A N/A N/A 4711375.72000000 PA USD 4701952.97000000 0.246952865680 Long LON CORP US N 2 2028-03-11 Fixed 4.25000000 N N N N N N N/A N/A N/A 3570552.57000000 PA USD 3534847.04000000 0.185654899536 Long LON CORP US N 3 2027-06-14 Fixed 6.00000000 N N N N N N ThoughtWorks, Inc. N/A N/A 1814024.38000000 PA USD 1809035.81000000 0.095012982955 Long LON CORP US N 2 2028-03-24 Floating 3.50000000 N N N N N N N/A N/A N/A 2633025.66000000 PA USD 2606695.40000000 0.136907132651 Long LON CORP US N 3 2027-07-30 Fixed 7.50000000 N N N N N N N/A N/A N/A 2479516.00400000 PA USD 2479516.00000000 0.130227500276 Long LON CORP US N 3 2026-03-02 Floating 7.75000000 N N N N N N Laboratories Bidco LLC N/A N/A 1779665.12000000 PA 1406905.51000000 0.073892561166 Long LON CORP US N 3 2027-07-23 Floating 6.75000000 N N N N N N Majesco N/A N/A 8006275.70000000 PA USD 8006275.70000000 0.420500319794 Long LON CORP US N 3 2027-09-21 Floating 8.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -55987242.00000000 -2.94052491415 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -41364908.00000000 GBP -57015321.00000000 USD 2022-01-21 1028079.00000000 N N N N/A N/A N/A 8819005.61000000 PA USD 8730815.55000000 0.458554122841 Long LON CORP US N 3 2028-04-14 Fixed 6.75000000 N N N N N N Banyan Software Holdings, LLC N/A N/A 471360.59000000 PA USD 471360.59000000 0.024756489316 Long LON CORP US N 3 2025-10-30 Variable 7.75000000 N N N N N N N/A N/A N/A 906577.17000000 PA USD 897511.40000000 0.047138500454 Long LON CORP US N 3 2026-10-07 Fixed 7.00000000 N N N N N N Cargo Aircraft Management 549300GH5J7LOMV44F11 14180LAA4 2647000.00000000 PA USD 2693904.84000000 0.141487489210 Long DBT CORP US Y 2 2028-02-01 Fixed 4.75000000 N N N N N N MMIT Holdings, LLC N/A N/A 651494.02000000 PA USD 638464.14000000 0.033532991506 Long LON CORP US N 3 2027-09-15 Fixed 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -3966207.00000000 -0.20831050220 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -3482500.00000000 EUR -3938011.00000000 USD 2022-01-21 -28196.00000000 N N N N/A N/A N/A 1283746.51000000 PA USD 1283746.51000000 0.067424085582 Long LON CORP US N 3 2025-08-04 Floating 6.75000000 N N N N N N N/A N/A N/A 1.00000000 NC -9245145.00000000 -0.48556739421 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -83529804.00000000 SEK -9721472.00000000 USD 2022-01-21 476327.00000000 N N N Blackwood Bidco Limited N/A N/A 2658608.49000000 PA 3598549.66000000 0.189000646433 Long LON CORP GB N 3 2026-10-08 Floating 7.59700000 N N N N N N N/A N/A N/A 2464384.19630000 PA USD 2453097.32000000 0.128839955829 Long LON CORP US N 2 2028-07-21 Fixed 3.50000000 N N N N N N Shiba Bidco Spa 815600658C215B62EA21 BR7685554 3000000.00000000 PA 3449649.91000000 0.181180232193 Long DBT CORP IT N 2 2028-10-31 Fixed 4.50000000 N N N N N N CB-SDG LIMITED N/A N/A 385044.42000000 PA 416940.36000000 0.021898265970 Long LON CORP GB N 3 2026-04-03 Floating 7.87500000 N N Y N N N NSF Funding 2020 Limited N/A N/A 6900000.00000000 PA 9339469.41000000 0.490521438528 Long LON CORP GB N 3 2026-06-10 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -32775673.00000000 -1.72142223106 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -28778450.00000000 EUR -33578695.00000000 USD 2022-01-21 803022.00000000 N N N Frontline Technologies Holdings, LLC N/A N/A 2557536.29000000 PA USD 2557536.29000000 0.134325230372 Long LON CORP US N 3 2023-09-18 Floating 6.25000000 N N N N N N N/A N/A N/A 6154198.40000000 PA USD 6154198.40000000 0.323226740153 Long LON CORP US N 3 2028-04-24 Floating 6.50000000 N N N N N N Production Resource Group, LLC N/A N/A 297711.11000000 PA USD 297711.11000000 0.015636186118 Long LON CORP US N 3 2024-08-21 Floating 6.00000000 N N N N N N St. George's University Scholastic Services LLC N/A 91507EAF3 2481642.35000000 PA USD 2469234.14000000 0.129687483222 Long LON CORP US N 2 2025-07-17 Floating 3.37000000 N N N N N N N/A N/A 77366PAE0 1000000.00000000 PA USD 5112.00000000 0.000268489084 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 8077000.00000000 PA USD 8077000.00000000 0.424214854727 Long LON CORP US N 3 2026-07-30 Floating 8.34040000 N N N N N N Teligent, Inc. N/A N/A 64623.86000000 PA USD 24481.70000000 0.001285811663 Long LON CORP US N 3 2022-12-29 Floating 14.67000000 N N N N N N Reddy Ice LLC N/A N/A 685572.24000000 PA USD 685572.24000000 0.036007171994 Long LON CORP US N 3 2025-07-01 Floating 7.50000000 N N N N N N N/A N/A N/A 1687504.00000000 PA USD 1670628.96000000 0.087743669873 Long LON CORP US N 3 2027-12-22 Fixed 6.75000000 N N N N N N Bearcat Buyer, Inc. N/A N/A 2249302.33000000 PA USD 2249302.33000000 0.118136370082 Long LON CORP US N 3 2027-07-09 Floating 9.25000000 N N N N N N Jazz Financing Lux S.a.r.l. N/A N/A 2493192.29000000 PA USD 2501145.57000000 0.131363514253 Long LON CORP LU N 2 2028-05-05 Floating 4.00000000 N N N N N N Asurion, LLC 549300KNQVXGIOXWK278 04649VAY6 2124204.81000000 PA USD 2109335.38000000 0.110785118459 Long LON CORP US N 2 2027-07-31 Floating 3.35430000 N N N N N N Redwood Services, LLC N/A N/A 793372.63000000 PA USD 793372.63000000 0.041668992816 Long LON CORP US N 3 2025-12-31 Floating 8.00000000 N N N N N N Sunshine Sub, LLC N/A N/A 407145.32000000 PA USD 407145.32000000 0.021383817355 Long LON CORP US N 3 2024-05-28 Floating 5.75000000 N N N N N N N/A N/A N/A 3813925.02000000 PA USD 3813925.02000000 0.200312448718 Long LON CORP US N 3 2027-03-05 Floating 6.25000000 N N N N N N DRSLF 2018-58 549300YIDGL7GPSLZ840 G28548AB4 3125000.00000000 PA USD 2289034.38000000 0.120223150548 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 17521690.48000000 PA USD 17258865.12000000 0.906458704919 Long LON CORP US N 3 2029-10-15 Fixed 0.00000000 N N N N N N North American Science Associates, LLC N/A N/A 971934.29000000 PA USD 971934.29000000 0.051047290285 Long LON CORP US N 3 2027-09-15 Floating 6.50000000 N N N N N N Elevation Services Parent Holdings, LLC N/A N/A 385827.02000000 PA USD 385827.02000000 0.020264151694 Long LON CORP US N 3 2026-12-18 Floating 7.00000000 N N N N N N SaintMichelCo Limited N/A N/A 1521876.75000000 PA 2059930.63000000 0.108190314838 Long LON CORP JE N 3 2025-09-09 Floating 8.25000000 N N N N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 C7052BAH7 2575818.10000000 PA USD 2581330.35000000 0.135574926263 Long LON CORP CA N 2 2025-05-30 Floating 3.50000000 N N N N N N Grab Holdings Inc TLB N/A N/A 6511160.08000000 PA USD 6519299.03000000 0.342402314093 Long LON CORP SG N 2 2026-01-29 Fixed 5.50000000 N N N N N N Bearcat Buyer, Inc. N/A N/A 617307.55000000 PA USD 617307.55000000 0.032421819072 Long LON CORP US N 3 2027-07-09 Floating 9.25000000 N N N N N N N/A N/A N/A 6689442.24000000 PA USD 6689442.24000000 0.351338463296 Long LON CORP US N 3 2027-05-12 Fixed 8.50000000 N N N N N N Madison Park Funding Ltd N/A 55820XAA7 650000.00000000 PA USD 616194.80000000 0.032363375952 Long ABS-CBDO CORP KY Y 3 2030-04-20 Floating 5.13150000 N N N N N N Alterra Mountain Company 549300C5O4FSVNUEI843 46124CAJ6 2885594.23000000 PA USD 2878380.24000000 0.151176384222 Long LON CORP US N 2 2028-08-17 Floating 4.00000000 N N N N N N Micromeritics Instrument Corp. N/A N/A 2586282.56000000 PA USD 2586282.56000000 0.135835022963 Long LON CORP US N 3 2025-12-18 Floating 6.00000000 N N N N N N N/A N/A N/A 828911.38000000 PA USD 820622.27000000 0.043100180395 Long LON CORP US N 3 2027-08-20 Fixed 0.00000000 N N N N N N N/A N/A N/A 7000000.00000000 PA USD 6982500.00000000 0.366730249242 Long LON CORP US N 3 2028-11-17 Fixed 0.00000000 N N N N N N N/A N/A N/A 403372.18000000 PA USD 403372.18000000 0.021185646990 Long LON CORP US N 3 2025-04-29 Floating 6.50000000 N N N N N N Service Logic Acquisition, Inc. N/A N/A 1084817.92000000 PA USD 1080749.85000000 0.056762429195 Long LON CORP US N 3 2027-10-29 Variable 0.00000000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 -294000.00000000 NS USD -6497400.00000000 -0.34125214771 Short EC RF US N 1 N N N NFP Corp. VO2L9FZNXDJNQNEYH039 65342RAD2 2624000.00000000 PA USD 2630560.00000000 0.138160533397 Long DBT CORP US Y 2 2028-08-15 Fixed 6.87500000 N N N N N N TransDigm Inc N/A N/A 2969696.96000000 PA USD 2926279.99000000 0.153692143227 Long LON CORP US N 2 2025-12-09 Floating 2.35430000 N N N N N N CED Group Holding B.V. N/A N/A 335820.89000000 PA 382331.52000000 0.020080563354 Long LON CORP NL N 3 2025-12-09 Variable 6.00000000 N N N N N N Civitas Resources Inc IIVIHPH28S64K95M2381 17888H103 1950.33000000 NS USD 95507.66000000 0.005016190183 Long EC CORP US N 1 N N N N/A N/A N/A 3517090.10000000 PA USD 3493279.40000000 0.183471711426 Long LON CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N DRSLF 2018-57 N/A 26243KAL1 500000.00000000 PA USD 474151.00000000 0.024903045386 Long ABS-CBDO CORP KY Y 3 2031-05-15 Floating 5.35600000 N N N N N N N/A N/A N/A 788.59370000 NS USD 807870.40000000 0.042430435108 Long EP CORP US N 3 N N N Proofpoint, Inc. N/A N/A 5431100.65000000 PA USD 5478622.78000000 0.287744604026 Long LON CORP US N 3 2029-08-31 Fixed 6.75000000 N N N N N N N/A N/A N/A 1994624.00000000 PA 2270876.07000000 0.119269451793 Long LON CORP SE N 3 2027-06-03 Fixed 6.75000000 N N N N N N N/A N/A N/A 1000.00000000 PA USD 990.00000000 0.000051996125 Long LON CORP US N 3 2027-04-27 Floating 6.50000000 N N N N N N Idera, Inc. 549300VQ6S3PWR8NUC48 45168RAS2 3567142.86000000 PA USD 3567142.86000000 0.187351119245 Long LON CORP US N 2 2029-03-02 Floating 7.50000000 N N N N N N Thermostat Purchaser III, Inc. N/A N/A 611819.98000000 PA USD 605701.78000000 0.031812268492 Long LON CORP US N 3 2029-08-31 Fixed 0.00000000 N N N N N N Caesars Entertain Inc 549300FA4CTCW903Y781 28470RAH5 275000.00000000 PA USD 288646.88000000 0.015160120622 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Elmwood Clo Viii Ltd N/A 290021AC8 750000.00000000 PA USD 737526.75000000 0.038735892424 Long ABS-CBDO CORP KY Y 3 2034-01-20 Floating 8.13150000 N N N N N N Centric Brands L.P. N/A N/A 9495.00000000 NS USD 389985.28000000 0.020482549077 Long EC CORP US Y 3 N N N N/A N/A N/A 2924882.63000000 PA 3958964.04000000 0.207930092249 Long LON CORP JE N 3 2028-12-22 Fixed 0.00000000 N N N N N N HAT Holdings I LLC N/A 418751AD5 4880000.00000000 PA USD 4867800.00000000 0.255663373757 Long DBT CORP US Y 2 2030-09-15 Fixed 3.75000000 N N N N N N United AirLines, Inc. N/A N/A 2810.11000000 PA USD 2813.93000000 0.000147791371 Long LON CORP US N 2 2028-04-19 Floating 0.00000000 N N N N N N MDPK 2014-14 254900Q2IOW6JYPYIV98 55818TAJ1 1000000.00000000 PA USD 872070.00000000 0.045802284061 Long ABS-CBDO CORP KY Y 3 2030-10-22 Floating 7.89830000 N N N N N N N/A N/A N/A 16452011.18000000 PA USD 16452011.18000000 0.864081655651 Long LON CORP GB N 3 2026-07-14 Fixed 6.25000000 N N N N N N N/A N/A N/A 2284526.21000000 PA USD 2284526.21000000 0.119986375423 Long LON CORP US N 3 2027-04-20 Floating 6.25000000 N N N N N N N/A N/A N/A 2963.25820000 NS USD 3189121.55000000 0.167496933891 Long EP CORP US Y 3 N N N SG Acquisition, Inc. N/A N/A 2876400.81000000 PA USD 2876400.81000000 0.151072421908 Long LON CORP US N 3 2027-01-27 Floating 5.50000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 4000.00000000 NS USD 156320.00000000 0.008210135705 Long EC CORP US N 1 N N N Staysure Bidco Limited N/A N/A 1000000.00000000 PA 1272333.51000000 0.066824659540 Long LON CORP GB N 3 2025-07-01 Floating 8.00000000 N N N N N N Sigma Electric Manufacturing Corporation N/A N/A 119884.56000000 PA USD 119884.56000000 0.006296497611 Long LON CORP US N 3 2023-10-31 Floating 5.75000000 N N N N N N Cifc Funding Ltd N/A 12560GAC5 1000000.00000000 PA USD 921417.00000000 0.048394054574 Long ABS-O CORP KY Y 3 N N N Ascent Resources - Utica LLC N/A 04364VAK9 688000.00000000 PA USD 918480.00000000 0.048239799401 Long DBT CORP US Y 2 2027-11-01 Fixed 9.00000000 N N N N N N Dryden Senior Loan Fund 549300K4FV16ICO2FF98 26251DAE2 500000.00000000 PA USD 474773.50000000 0.024935739919 Long ABS-CBDO CORP US Y 3 2030-08-15 Floating 7.90600000 N N N N N N Parexel International Corporation N/A N/A 3000000.00000000 PA USD 2998650.00000000 0.157493113052 Long LON CORP US N 2 2028-11-15 Floating 4.00000000 N N N N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 L7300KAJ3 2097179.47000000 PA USD 2094558.00000000 0.110008990675 Long LON CORP US N 2 2025-06-30 Floating 3.10260000 N N N N N N Oak Hill Credit Partners N/A 67115MAC6 4575000.00000000 PA USD 4202663.63000000 0.220729521018 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 5591195.19000000 PA USD 5591195.19000000 0.293657057728 Long LON CORP US N 3 2025-10-31 Floating 6.75000000 N N N N N N Elevation Services Parent Holdings, LLC N/A N/A 1336573.54000000 PA USD 1336573.54000000 0.070198631930 Long LON CORP US N 3 2026-12-18 Floating 7.00000000 N N N N N N PetVet Care Centers, LLC 549300V0HK8MSXZNOM91 70476XAK1 9089212.10000000 PA USD 9077850.58000000 0.476780867281 Long LON CORP US N 2 2025-02-14 Floating 4.25000000 N N N N N N N/A N/A N/A 464583.51000000 PA 528927.55000000 0.027779983135 Long LON CORP NL N 3 2026-07-03 Fixed 5.75000000 N N N N N N N/A N/A N/A 5000000.00000000 PA USD 4981250.00000000 0.261621919661 Long LON CORP US N 2 2028-12-08 Fixed 0.00000000 N N N N N N Olympia Acquisition, Inc. N/A N/A 2491719.61000000 PA USD 2043210.08000000 0.107312129164 Long LON CORP US N 3 2026-09-24 Floating 8.50000000 N N Y N N N DRS Holdings I, Inc. N/A N/A 50.00000000 NS USD 66347.16000000 0.003484641678 Long EC CORP US Y 3 N N N N/A N/A N/A 354823.32000000 PA USD 347726.85000000 0.018263079752 Long LON CORP US N 3 2027-08-27 Fixed 0.00000000 N N N N N N Doxim Inc. N/A N/A 707192.67000000 PA USD 707192.67000000 0.037142705926 Long LON CORP US N 3 2024-02-28 Floating 7.00000000 N N N N N N N/A N/A N/A 988137.65000000 PA USD 988137.65000000 0.051898312448 Long LON CORP US N 3 2026-03-02 Floating 7.75000000 N N N N N N Right Choice Holdings Limited N/A N/A 1000000.00000000 PA 1353546.29000000 0.071090063486 Long LON CORP GB N 3 2024-06-06 Floating 7.75000000 N N N N N N N/A N/A N/A 933074.82000000 PA USD 923744.07000000 0.048516275406 Long LON CORP US N 3 2027-07-22 Fixed 8.50000000 N N N N N N Cheyenne Petroleum Company Limited Partnership N/A N/A 7244000.00000000 PA USD 7244000.00000000 0.380464579378 Long LON CORP US N 3 2024-01-10 Floating 10.00000000 N N N N N N N/A N/A N/A 1461370.50000000 PA USD 1461370.50000000 0.076753135367 Long LON CORP US N 3 2025-07-01 Fixed 7.50000000 N N N N N N United PF Holdings, LLC N/A N/A 2205062.22150000 PA USD 2123761.58000000 0.111542801799 Long LON CORP US N 2 2026-12-30 Floating 4.13150000 N N N N N N AffiniPay Midco, LLC N/A N/A 7141552.92000000 PA USD 7141552.92000000 0.375083921565 Long LON CORP US N 3 2026-03-02 Floating 6.25000000 N N N N N N TA/WEG Holdings, LLC N/A N/A 8365334.74000000 PA USD 8365334.74000000 0.439358581338 Long LON CORP US N 3 2027-10-04 Floating 6.75000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 -63000.00000000 PA USD -65375.73000000 -0.00343362087 Short DBT CORP US Y 2 2027-02-01 Fixed 6.25000000 N N N N N N Peninsula Pacific Entert N/A 70715XAA4 3085000.00000000 PA USD 3331800.00000000 0.174990597125 Long DBT CORP US Y 2 2027-11-15 Fixed 8.50000000 N N N N N N Whatabrands LLC N/A N/A 7200806.54000000 PA USD 7168042.87000000 0.376475209208 Long LON CORP US N 2 2028-08-03 Floating 3.75000000 N N N N N N Bearcat Buyer, Inc. N/A N/A 4638305.30000000 PA USD 4638305.30000000 0.243610004830 Long LON CORP US N 3 2026-07-09 Floating 5.25000000 N N N N N N Blackwood Bidco Limited N/A N/A 3320636.73000000 PA USD 3320636.73000000 0.174404287237 Long LON CORP GB N 3 2026-10-08 Floating 8.80000000 N N N N N N SRS Distribution Inc. N/A N/A 6107780.52000000 PA USD 6088296.70000000 0.319765494629 Long LON CORP US N 2 2028-06-02 Floating 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -5953734.00000000 -0.31269808145 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -5227634.00000000 EUR -5916636.00000000 USD 2022-01-21 -37098.00000000 N N N The Ultimus Group Midco, LLC 549300KYH9MGMV5RGT87 90385PAC4 3136323.89000000 PA USD 3136323.89000000 0.164723930094 Long LON CORP US N 3 2026-02-01 Floating 5.75000000 N N N N N N GraphPAD Software, LLC N/A N/A 1500.00000000 PA USD 1500.00000000 0.000078782008 Long LON CORP US N 3 2027-04-27 Floating 0.00000000 N N N N N N Teligent, Inc. N/A N/A 1797.25000000 NS USD 0.00000000 0.000000 Long EP CORP US Y 3 N N N Kene Acquisition, Inc. N/A N/A 2848070.49000000 PA USD 2848070.49000000 0.149584475568 Long LON CORP US N 3 2026-08-10 Floating 5.25000000 N N N N N N Redstone HoldCo 2 LP N/A N/A 1309999.99740000 PA USD 1248181.10000000 0.065556142628 Long LON CORP US N 2 2028-04-27 Floating 5.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -1755.36000000 -0.00009219385 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Tesla, Inc. Tesla, Inc. Y Underlying Performance 2026-06-20 5983.52000000 USD 0.00000000 USD -275000.00000000 USD -7738.88000000 N N N eResearch Technology, Inc. N/A N/A 1343232.32000000 PA USD 1343232.32000000 0.070548359971 Long LON CORP US N 3 2028-02-04 Floating 8.50000000 N N N N N N Waystar Technologies, Inc. 549300BIRBTAWWHCSZ09 63939WAG8 656184.61000000 PA USD 655088.78000000 0.034406139858 Long LON CORP US N 2 2026-10-22 Floating 4.10430000 N N N N N N Radius Aerospace Europe Limited N/A N/A 185714.29000000 PA 248859.16000000 0.013070416294 Long LON CORP GB N 3 2025-03-29 Floating 0.00000000 N N N N N N Cority Software Inc. N/A N/A 1741483.11000000 PA USD 1741483.11000000 0.091465024702 Long LON CORP CA N 3 2026-07-02 Floating 6.00000000 N N N N N N AlixPartners, LLP N/A N/A 1985000.00000000 PA USD 1975789.60000000 0.103771115282 Long LON CORP US N 2 2028-02-04 Floating 3.25000000 N N N N N N N/A N/A N/A 6027369.51000000 PA USD 5967095.81000000 0.313399861604 Long LON CORP US N 3 2028-07-19 Fixed 6.25000000 N N N N N N Applied Systems, Inc. N/A N/A 988604.03000000 PA USD 994782.81000000 0.052247325149 Long LON CORP US N 2 2025-09-19 Floating 6.25000000 N N N N N N Elemica Parent, Inc. N/A N/A 2836001.20000000 PA USD 2836001.20000000 0.148950580297 Long LON CORP US N 3 2025-09-18 Floating 6.50000000 N N N N N N Aspire Bidco Limited N/A N/A 3558824.00000000 PA 4817033.03000000 0.252997024518 Long LON CORP JE N 3 2028-09-04 Fixed 6.79610000 N N N N N N N/A N/A N/A 50.00000000 NS USD 51915.44000000 0.002726668421 Long EC CORP US Y 3 N N N N/A N/A N/A 3897305.08000000 PA USD 3785998.05000000 0.198845686861 Long LON CORP US N 2 2026-04-06 Fixed 3.63150000 N N N N N N Project Boost Purchaser, LLC N/A 74339NAB2 2485310.76000000 PA USD 2482204.12000000 0.130368683938 Long LON CORP US N 2 2026-06-01 Floating 3.59040000 N N N N N N Olympia TopCo, L.P. N/A N/A 50000.00000000 NS USD 148.55000000 0.000007802044 Long EC CORP US Y 3 N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCK7 969000.00000000 PA USD 977507.82000000 0.051340019543 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N MH Sub I, LLC (Micro Holding Corp.) N/A 45567YAJ4 5478019.01000000 PA USD 5446520.40000000 0.286058544045 Long LON CORP US N 2 2024-09-13 Floating 3.59040000 N N N N N N WSHP FC Acquisition LLC N/A N/A 106465.03000000 PA USD 106465.03000000 0.005591685927 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N N/A N/A N/A 2423676.00000000 NS USD 2423676.00000000 0.127294708709 Long EC CORP US N 3 N N N SFE Intermediate HoldCo LLC N/A N/A 1879872.67000000 PA USD 1879872.67000000 0.098733429690 Long LON CORP US N 3 2024-07-31 Floating 5.75000000 N N N N N N Summit Midstream Holdings LLC N/A 86614WAD8 596000.00000000 PA USD 539380.00000000 0.028328959804 Long DBT CORP US N 2 2025-04-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1114285.71000000 PA 1508237.29000000 0.079214641930 Long LON CORP GB N 3 2027-12-30 Floating 5.80000000 N N N N N N N/A N/A N/A 19758.95000000 PA USD 19758.95000000 0.001037766510 Long LON CORP US N 3 2026-04-17 Floating 6.75000000 N N N N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N N/A N/A N/A 4983400.00000000 PA USD 4883732.00000000 0.256500143729 Long LON CORP US N 3 2029-11-22 Fixed 8.25000000 N N N N N N N/A N/A N/A 11141741.07000000 PA 8106150.01000000 0.425745852282 Long LON CORP AU N 3 2027-12-23 Fixed 0.00000000 N N N N N N AMMC 2012-11 5493004OOK6VXHQ8DQ60 001747AJ3 1500000.00000000 PA USD 1404873.00000000 0.073785811019 Long ABS-CBDO CORP KY Y 3 2031-04-30 Floating 5.93160000 N N N N N N Rockland Park Clo Ltd N/A G76107AC8 1100000.00000000 PA USD 5623.20000000 0.000295337993 Long ABS-O CORP KY N 3 N N N Dynamic NC Aerospace Holdings, LLC N/A N/A 3292535.20000000 PA USD 3259609.85000000 0.171199073787 Long LON CORP US N 3 2026-12-30 Floating 7.50000000 N N N N N N WSHP FC Acquisition LLC N/A N/A 795755.12000000 PA USD 795755.12000000 0.041794124381 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N Olympia Acquisition, Inc. N/A N/A 9421.50000000 PA USD 7725.63000000 0.000405760431 Long LON CORP US N 3 2024-09-24 Floating 8.50000000 N N N N N N TA/WEG Holdings, LLC N/A N/A 1714341.14000000 PA USD 1714341.14000000 0.090039492095 Long LON CORP US N 3 2027-10-04 Fixed 6.75000000 N N N N N N Saldon Holdings, Inc. N/A N/A 569461.42000000 PA USD 569461.42000000 0.029908876260 Long LON CORP US N 3 2025-03-13 Floating 6.65000000 N N N N N N Mozart Debt Merger Sub N/A 62482BAA0 3500000.00000000 PA USD 3487645.00000000 0.183175785194 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N N/A N/A N/A 15929.00000000 NS USD 16281838.25000000 0.855143945513 Long EP CORP US N 3 N N N Cifc Funding Ltd N/A 12565HAC8 5200000.00000000 PA USD 4709213.60000000 0.247334203689 Long ABS-O CORP KY Y 3 N N N Lavatio Midco Sarl N/A N/A 792500.00000000 PA 857146.92000000 0.045018503918 Long LON CORP LU N 3 2026-11-30 Floating 7.50000000 N N N N N N N/A N/A N/A 603986.70000000 PA USD 603986.70000000 0.031722190194 Long LON CORP US N 3 2023-09-27 Floating 8.25000000 N N N N N N N/A N/A N/A 410144.00000000 PA USD 401941.12000000 0.021110485802 Long LON CORP US N 3 2027-12-22 Fixed 0.00000000 N N N N N N VLS Recovery Services, LLC N/A N/A 88203.53000000 PA USD 88203.53000000 0.004632567496 Long LON CORP US N 3 2024-10-17 Floating 6.50000000 N N N N N N N/A N/A N/A 1577021.22000000 PA USD 1561251.01000000 0.081998993487 Long LON CORP US N 3 2027-12-01 Fixed 6.75000000 N N N N N N OAKCL 2018-1 N/A 67400HAC1 2850000.00000000 PA USD 1481224.80000000 0.077795909787 Long ABS-O CORP KY Y 3 N N N Capnor Connery Bidco A/S N/A N/A 9254838.60000000 PA 1416835.24000000 0.074414083881 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N SSE Parent, LP N/A N/A 25.00000000 NS USD 7201.67000000 0.000378241351 Long EC CORP US Y 3 N N N Nelipak Holding Company N/A N/A 2670751.99000000 PA USD 2670751.99000000 0.140271470527 Long LON CORP US N 3 2026-07-02 Floating 5.25000000 N N N N N N MDPK 2018-28 N/A 55821BAE6 3000000.00000000 PA USD 2143629.00000000 0.112586265299 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 440370.32000000 PA USD 440370.32000000 0.023128838841 Long LON CORP US N 3 2025-04-29 Floating 6.50000000 N N N N N N N/A N/A N/A 3199201.46000000 PA USD 3167209.45000000 0.166346081060 Long LON CORP US N 3 2028-10-05 Fixed 7.00000000 N N N N N N RC V Tecmo Investor LLC N/A N/A 50000.00000000 NS USD 100053.75000000 0.005254956917 Long EC CORP US Y 3 N N N Oha Loan Funding Ltd 25490072LQI0R2J4XC93 G6723CAQ2 860000.00000000 PA USD 856833.48000000 0.045002041629 Long ABS-CBDO CORP KY N 3 2037-01-19 Floating 0.00000000 N N N N N N Woodchester Funding Limited N/A N/A 981818.18000000 PA 1328936.36000000 0.069797517011 Long LON CORP GB N 3 2026-03-15 Floating 6.80000000 N N N N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N N/A N/A N/A 5397837.96000000 PA USD 5411332.55000000 0.284210431048 Long LON CORP US N 3 2027-10-27 Fixed 5.50000000 N N N N N N NMC Skincare Intermediate Holdings II, LLC N/A N/A 653640.87000000 PA USD 647104.46000000 0.033986792681 Long LON CORP US N 3 2024-10-31 Floating 6.00000000 N N N N N N N/A N/A N/A 4444631.15000000 PA USD 4400184.84000000 0.231103599439 Long LON CORP US N 3 2027-12-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 830373.69000000 PA USD 830373.69000000 0.043612338030 Long LON CORP US N 3 2025-10-24 Floating 6.50000000 N N N N N N N/A N/A N/A 2721950.00000000 PA 3684285.33000000 0.193503598618 Long LON CORP GB N 3 2028-12-01 Fixed 7.16590000 N N N N N N Trident Tpi Holdings Inc 549300TPLK304J3RNC85 00216EAE9 7694364.65850000 PA USD 7681130.35000000 0.403423250658 Long LON CORP US N 2 2028-09-15 Floating 4.50000000 N N N N N N Wellman Park Clo Ltd N/A 94972AAG9 2550000.00000000 PA USD 255.00000000 0.000013392941 Long ABS-O CORP KY Y 3 N N N OMERS Wildcats Investment Holdings LLC N/A N/A 168.93700000 NS USD 82866.97000000 0.004352284219 Long EC CORP US Y 3 N N N American Residential Services L.L.C. N/A N/A 8314201.39000000 PA USD 8314201.39000000 0.436672989331 Long LON CORP US N 3 2028-10-16 Variable 9.50000000 N N N N N N Reddy Ice LLC N/A N/A 550713.47000000 PA USD 550713.47000000 0.028924208824 Long LON CORP US N 3 2025-07-01 Variable 7.50000000 N N N N N N N/A N/A N/A 49.50000000 NS USD 4504.09000000 0.000236560837 Long EP CORP US N 3 N N N Canopy Bidco Limited N/A N/A 508764.10000000 PA 688635.76000000 0.036168072166 Long LON CORP GB N 3 2024-12-18 Floating 7.75000000 N N N N N N N/A N/A N/A 2098181.00000000 PA 2868384.96000000 0.150651418733 Long LON CORP GB N 3 2028-12-13 Fixed 0.00000000 N N N N N N Wellman Park Clo Ltd N/A 94972AAE4 2550000.00000000 PA USD 255.00000000 0.000013392941 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1111055.28000000 PA USD 1111055.28000000 0.058354110956 Long LON CORP US N 3 2026-12-31 Fixed 7.75000000 N N N N N N Radius Aerospace Europe Limited N/A N/A 1598117.36000000 PA USD 1582136.19000000 0.083095911105 Long LON CORP GB N 3 2025-03-29 Floating 6.75000000 N N N N N N Osmosis Buyer, Ltd. N/A N/A 6696231.34330000 PA USD 6700985.67000000 0.351944739696 Long LON CORP US N 2 2028-07-31 Floating 4.50000000 N N N N N N Dynamic NC Investment Holdings, LP N/A N/A 50000.00000000 NS USD 43834.50000000 0.002302246632 Long EC CORP US Y 3 N N N Ww International Inc SGT8R1MU6ESIC7UJC518 98262PAA9 -769000.00000000 PA USD -738370.73000000 -0.03878021938 Short DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N GMR Buyer Corp N/A N/A 1926.57000000 NC USD 49320.19000000 0.002590362416 N/A DE CORP US N 3 Company Direct N/A Call Purchased GMR Buyer Corp GMR Buyer Corp 1.00000000 0.00000000 USD 2031-12-17 XXXX -679.81000000 N N N Benefytt Technologies, Inc. 529900S0AD0TZ77CHM29 08182MAC8 3644569.35000000 PA USD 3608123.66000000 0.189503485732 Long LON CORP US N 3 2027-08-12 Floating 6.75000000 N N N N N N N/A N/A N/A 358974.00000000 PA 485887.93000000 0.025519484664 Long LON CORP GB N 3 2027-07-09 Fixed 7.79670000 N N N N N N N/A N/A N/A 1337008.93000000 PA 972738.00000000 0.051089502210 Long LON CORP AU N 3 2027-11-15 Fixed 0.00000000 N N N N N N Rocket Parent, LLC N/A N/A 100000.00000000 NS USD 168130.00000000 0.008830412718 Long EC CORP US Y 3 N N N Hanger, Inc. 254900ZJJJYVLHJXSZ60 41043BAF5 2946428.58000000 PA USD 2940918.76000000 0.154460991028 Long LON CORP US N 2 2025-03-06 Floating 3.60430000 N N N N N N VLS Recovery Services, LLC N/A N/A 1384736.23000000 PA USD 1384736.23000000 0.072728200896 Long LON CORP US N 3 2024-10-17 Fixed 0.00000000 N N N N N N Autokiniton US Holdings, Inc. N/A N/A 3111381.75000000 PA USD 3113964.20000000 0.163549569237 Long LON CORP US N 2 2028-04-06 Floating 5.00000000 N N N N N N Trident TPI Holdings, Inc. N/A N/A 1092372.60000000 PA USD 1090493.72000000 0.057274190294 Long LON CORP US N 2 2028-09-15 Floating 4.50000000 N N N N N N United Digestive MSO Parent, LLC N/A N/A 1425596.65000000 PA USD 1425596.65000000 0.074874244865 Long LON CORP US N 3 2024-12-16 Floating 5.00000000 N N N N N N H&F Unite Partners, L.P. N/A N/A 50032.38000000 NS USD 59899.47000000 0.003146000367 Long EC CORP US Y 3 N N N CEP V I 5 UK Limited N/A N/A 6346154.00000000 PA USD 6028846.30000000 0.316643080020 Long LON CORP GB N 3 2027-02-18 Floating 0.00000000 N N N N N N Elemica Parent, Inc. N/A N/A 2260726.40000000 PA USD 2260726.40000000 0.118736377535 Long LON CORP US N 3 2025-09-18 Floating 6.50000000 N N N N N N N/A N/A N/A 1000.00000000 NS USD 122257.93000000 0.006421150181 Long EC CORP US N 3 N N N Ishtar Bidco Norway AS N/A N/A 1000000.00000000 PA 1353546.29000000 0.071090063486 Long LON CORP GB N 3 2025-11-26 Floating 8.50000000 N N N N N N ION Trading Technologies S.a.r.l. N/A N/A 4029900.00000000 PA USD 4035501.56000000 0.211949945280 Long LON CORP IE N 2 2028-04-01 Floating 4.97380000 N N N N N N Abc Supply Co Inc 549300H5GQ4C1BEKG397 024747AF4 3000000.00000000 PA USD 3069690.00000000 0.161224228972 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121K104 2500.00000000 NS USD 35400.00000000 0.001859255398 Long EC CORP US N 1 N N N VLS Recovery Services, LLC N/A N/A 43023.44000000 PA USD 43023.44000000 0.002259648675 Long LON CORP US N 3 2024-10-17 Floating 6.50000000 N N N N N N N/A N/A N/A 3999091.31000000 PA USD 3999091.31000000 0.210037630198 Long LON CORP US N 3 2027-06-29 Fixed 8.00000000 N N N N N N Aveanna Healthcare LLC 5493006D6JRLPIY8YV18 05549DAK4 51390.08080000 PA USD 51078.14000000 0.002682692304 Long LON CORP US N 2 2028-07-17 Floating 0.00000000 N N N N N N Berry Global Group Inc 549300G6KKUMMXM8NH73 08579W103 4487.00000000 NS USD 331050.86000000 0.017387234428 Long EC CORP US N 1 N N N N/A N/A N/A 1750000.00000000 PA 2368706.01000000 0.124407611232 Long LON CORP GB N 3 2028-12-04 Fixed 5.66500000 N N N N N N CC Fly Holding II A/S N/A N/A 2905290.30000000 PA 400297.19000000 0.021024144398 Long LON CORP DK N 3 2025-05-09 Floating 9.22000000 N N N N N N ICG 2018-2 N/A 44933HAC6 1650000.00000000 PA USD 1045166.10000000 0.054893523000 Long ABS-O CORP KY Y 3 N N N NMC Skincare Intermediate Holdings II, LLC N/A N/A 1940000.00000000 PA USD 1920600.00000000 0.100872483594 Long LON CORP US N 3 2024-10-31 Floating 6.00000000 N N N N N N ARKO Corp. N/A N/A 106.00000000 NS USD 896.76000000 0.000047099035 Long EC CORP US Y 3 N N N AVERY 2015-6 N/A 05363MAE1 314012.00000000 PA USD 51247.07000000 0.002691564733 Long ABS-O CORP KY Y 3 N N N CED France Holding N/A N/A 1037761.36000000 PA 1181489.57000000 0.062053414175 Long LON CORP FR N 3 2025-12-10 Variable 6.00000000 N N N N N N QF Holdings, Inc. N/A N/A 1312662.52000000 PA USD 1312662.52000000 0.068942793144 Long LON CORP US N 3 2027-12-15 Floating 7.25000000 N N N N N N MPLC Debtco Limited N/A N/A 2100000.00000000 PA USD 2100000.00000000 0.110294811802 Long LON CORP JE N 3 2027-01-07 Floating 8.75000000 N N N N N N IRI Holdings, Inc. 5493006U4KVBN1X1PI38 45004KAC0 1635114.16000000 PA USD 1635114.16000000 0.085878385024 Long LON CORP US N 3 2025-12-01 Floating 4.35430000 N N N N N N Eleda BidCo AB N/A N/A 21000000.00000000 PA 2323985.75000000 0.122058843298 Long LON CORP SE N 3 2026-06-30 Floating 6.50000000 N N N N N N Rockland Park Clo Ltd N/A G76107AB0 1100000.00000000 PA USD 912798.70000000 0.047941409918 Long ABS-O CORP KY N 3 N N N AQ Sunshine, Inc. N/A 00216CAF0 3577364.45000000 PA USD 3577364.45000000 0.187887970838 Long LON CORP US N 3 2025-04-15 Floating 7.00000000 N N N N N N Aero Operating LLC N/A N/A 2874478.87000000 PA USD 2874478.87000000 0.150971479045 Long LON CORP US N 3 2026-02-09 Floating 8.00000000 N N N N N N VLS Recovery Services, LLC N/A N/A 3911617.80000000 PA USD 3911617.80000000 0.205443404330 Long LON CORP US N 3 2024-10-17 Fixed 6.50000000 N N N N N N N/A N/A N/A 1750000.00000000 PA 2368706.01000000 0.124407611232 Long LON CORP GB N 3 2028-12-04 Fixed 0.00000000 N N N N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N AIMCO 2020-11 549300VLRW0CEQ83RF89 00140PAC9 7258062.00000000 PA USD 7325750.69000000 0.384758235078 Long ABS-O CORP KY Y 3 N N N Sorenson Communications, LLC 549300H02Z2SUR0GB419 83583KAH9 273135.00000000 PA USD 273307.08000000 0.014354453787 Long LON CORP US N 2 2026-03-17 Floating 6.25000000 N N N N N N Wind River Clo Ltd N/A G8830VAB9 250000.00000000 PA USD 193668.25000000 0.010171715802 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 1027331.00000000 PA 1169614.62000000 0.061429725901 Long LON CORP GB N 3 2027-06-21 Fixed 7.00000000 N N N N N N Mister Car Wash Holdings, Inc. 549300BARUQU0U2GQE05 60646CAF4 4690799.97000000 PA USD 4661482.47000000 0.244827300832 Long LON CORP US N 2 2026-05-14 Floating 3.10190000 N N N N N N Wildcat BuyerCo, Inc. N/A N/A 2027223.63000000 PA USD 2027223.63000000 0.106472499405 Long LON CORP US N 3 2026-02-27 Floating 6.75000000 N N N N N N Rr Ltd 54930006FTQV76P0VH16 74980NAC2 750000.00000000 PA USD 681729.75000000 0.035805359274 Long ABS-O CORP KY Y 3 N N N Bearcat Buyer, Inc. N/A N/A 993.07000000 PA USD 993.07000000 0.000052157366 Long LON CORP US N 3 2026-07-09 Variable 5.75000000 N N N N N N CabinCo Limited N/A N/A 112500.00000000 PA 152273.96000000 0.007997632266 Long LON CORP JE N 3 2025-09-09 Floating 0.00000000 N N Y N N N Visual Edge Technology, Inc. N/A N/A 224573.61000000 PA USD 202116.25000000 0.010615416074 Long LON CORP US N 3 2024-09-03 Floating 16.00000000 N N N N N N Riserva Clo, Ltd. 549300640C8OB2I8SN35 76761TAG0 500000.00000000 PA USD 495942.00000000 0.026047537883 Long ABS-CBDO CORP KY Y 3 2034-01-18 Floating 6.62230000 N N N N N N P27 BIDCO LIMITED N/A N/A 609527.33000000 PA USD 554669.87000000 0.029132004249 Long LON CORP GB N 3 2026-07-31 Floating 8.25000000 N N N N N N Capnor Connery Bidco A/S N/A N/A 45967742.00000000 PA 7037261.20000000 0.369606380789 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N Horizon Bidco S.A.S. N/A N/A 9567000.00000000 PA 12949377.37000000 0.680118638086 Long LON CORP FR N 3 2028-10-02 Fixed 6.80000000 N N N N N N N/A N/A N/A 1890000.00000000 PA USD 1876883.40000000 0.098576429227 Long LON CORP IT N 2 2028-10-13 Fixed 0.00000000 N N N N N N eCapital Finance Corp. N/A N/A 2379698.96000000 PA USD 2379698.96000000 0.124984975685 Long LON CORP CA N 3 2025-01-31 Floating 9.00000000 N N N N N N N/A N/A N/A 1655.00000000 NS USD 48836.46000000 0.002564956268 Long EC CORP US Y 3 N N N Sigma Electric Manufacturing Corporation N/A N/A 314063.54000000 PA USD 314063.54000000 0.016495037637 Long LON CORP US N 3 2023-10-31 Floating 5.75000000 N N N N N N Flow Control Solutions, Inc. N/A N/A 1268085.37000000 PA USD 1268085.37000000 0.066601541539 Long LON CORP US N 3 2024-11-21 Floating 6.50000000 N N N N N N Sigma Electric Manufacturing Corporation N/A N/A 1333.37000000 PA USD 1333.37000000 0.000070030377 Long LON CORP US N 3 2022-10-31 Floating 0.00000000 N N N N N N 285 Mezz LLC N/A N/A 1099903.33000000 PA USD 1088904.30000000 0.057190711828 Long LON CORP US N 3 2023-05-05 Floating 20.00000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N MDPK 2018-32 N/A 55817CAC4 1250000.00000000 PA USD 997807.50000000 0.052406185917 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 3800000.00000000 PA 4194687.77000000 0.220310618172 Long LON CORP LU N 2 2026-02-12 Floating 4.75000000 N N N N N N Visual Edge Technology, Inc. N/A N/A 1974367.82000000 PA USD 1875649.43000000 0.098511619470 Long LON CORP US N 3 2022-08-31 Floating 9.75000000 N N N N N N N/A N/A N/A 2024083.39000000 PA 2281371.39000000 0.119820680052 Long LON CORP GB N 3 2028-05-26 Fixed 6.25000000 N N N N N N Redwood Services, LLC N/A N/A 157902.72000000 PA USD 157902.72000000 0.008293262278 Long LON CORP US N 3 2025-12-31 Floating 9.25000000 N N N N N N N/A N/A N/A 410602.82000000 PA USD 410602.82000000 0.021565409884 Long LON CORP US N 3 2027-05-19 Fixed 0.00000000 N N N N N N Diligent Corporation N/A N/A 188460.92000000 PA USD 188460.92000000 0.009898219858 Long LON CORP US N 3 2025-08-04 Fixed 7.25000000 N N N N N N N/A N/A N/A 178014.74000000 PA USD 176234.59000000 0.009256076636 Long LON CORP US N 3 2026-11-30 Fixed 0.00000000 N N N N N N Safe Home Security, Inc. N/A N/A 287272.89000000 PA USD 287272.89000000 0.015087956827 Long LON CORP US N 3 2024-08-05 Floating 8.25000000 N N N N N N New Fortress Energy Inc N/A 644393AB6 5340000.00000000 PA USD 5299950.00000000 0.278360470386 Long DBT CORP US Y 2 2026-09-30 Fixed 6.50000000 N N N N N N Elemica Parent, Inc. N/A N/A 555922.54000000 PA USD 555922.54000000 0.029197796155 Long LON CORP US N 3 2025-09-18 Floating 6.50000000 N N N N N N N/A N/A N/A 311453.55000000 PA USD 305224.48000000 0.016030798370 Long LON CORP US N 3 2027-07-26 Fixed 7.00000000 N N N N N N Anchorage Capital Clo Ltd 549300AYL7KYENHY1C67 03331QAE6 3500000.00000000 PA USD 3100748.00000000 0.162855436717 Long ABS-O CORP KY Y 3 N N N MSG National Properties, LLC N/A N/A 742500.00000000 PA USD 757350.00000000 0.039777036056 Long LON CORP US N 3 2025-11-12 Variable 7.00000000 N N N N N N CPI Holdco, LLC 549300TMNYXLWYDEPJ03 12594WAG1 3435380.58000000 PA USD 3404359.09000000 0.178801497685 Long LON CORP US N 3 2024-11-04 Floating 0.00000000 N N N N N N United Digestive MSO Parent, LLC N/A N/A 1022019.88000000 PA USD 1022019.88000000 0.053677852534 Long LON CORP US N 3 2024-12-16 Floating 5.00000000 N N N N N N N/A N/A N/A 10480811.48000000 PA USD 10480811.48000000 0.550466252248 Long LON CORP US N 3 2026-11-16 Fixed 6.75000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 100103.13000000 0.005257550421 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 CMBX.NA.BBB- Series 9 137BERAI8 Y Underlying Performance 2058-09-17 246177.94000000 USD 0.00000000 USD 1030000.00000000 USD -146074.81000000 N N N N/A N/A N/A 363636.36000000 PA 413999.39000000 0.021743802288 Long LON CORP ES N 3 2028-07-17 Fixed 0.00000000 N N N N N N BFS Receivables I LLC N/A N/A 1250000.00000000 PA USD 1250000.00000000 0.065651673691 Long LON CORP US N 3 2025-03-14 Floating 0.00000000 N N N N N N Consolidated Communicati 549300WW675Y48HDVX34 20903XAH6 614000.00000000 PA USD 620140.00000000 0.032570583138 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N Project Falcon Parent, Inc. N/A N/A 47535.82000000 NS USD 1274.29000000 0.000066927417 Long EC CORP CA Y 3 N N N N/A N/A N/A 4835709.24870000 PA USD 4835709.25000000 0.253977924599 Long LON CORP US N 3 2026-10-01 Floating 7.37500000 N N N N N N True Potential LLP N/A N/A 8112754.00000000 PA 11008440.57000000 0.578178038526 Long LON CORP GB N 3 2026-10-16 Floating 6.61100000 N N N N N N BFS Receivables N/A N/A 34662.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 Company Direct N/A Call Purchased BFS Receivables BFS Receivables 1.00000000 0.21000000 USD 2026-08-16 XXXX 0.00000000 N N N Gilfoyle Bidco AB N/A N/A 19393939.00000000 PA 2146249.42000000 0.112723893266 Long LON CORP SE N 3 2028-09-04 Fixed 6.25000000 N N N N N N Goldman Sachs & Co. LLC N/A N/A 1.00000000 NC USD -204205.73000000 -0.01072515836 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC N/A CDX.NA.HY Series 33 2I65BRYN4 Y Underlying Performance 2024-12-20 0.00000000 USD 210076.56000000 USD 1813550.00000000 USD 5870.83000000 N N N Enigma Acquisition B.V. N/A N/A 4074363.52000000 PA 4638656.03000000 0.243628425640 Long LON CORP NL N 3 2028-01-26 Floating 7.45000000 N N N N N N IQS, Inc. N/A N/A 1096489.36000000 PA USD 1096489.36000000 0.057589089335 Long LON CORP US N 3 2026-07-02 Floating 6.00000000 N N N N N N Vistra Corp 549300KP43CPCUJOOG15 92840MAC6 7000000.00000000 PA USD 7090230.00000000 0.372388373088 Long DBT CORP US Y 2 2170-06-15 Variable 7.00000000 N N N N N N N/A N/A N/A 63529.00000000 NS 8598944.23000000 0.451628064545 Long EP CORP GB Y 3 N N N Electron Bidco Inc N/A 28542CAC3 7517127.66000000 PA USD 7491644.60000000 0.393471205355 Long LON CORP US N 2 2028-11-01 Floating 3.75000000 N N N N N N N/A N/A N/A 286889.40000000 PA USD 286889.40000000 0.015067815419 Long LON CORP US N 3 2027-03-05 Floating 7.00000000 N N N N N N N/A N/A N/A 1212643.71000000 PA USD 1212643.71000000 0.063689671322 Long LON CORP US N 2 2029-08-02 Fixed 7.00000000 N N N N N N N/A N/A N/A 50.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N Capstone Parent Holdings, LP N/A N/A 50.00000000 NS USD 67846.07000000 0.003563366439 Long EC CORP US Y 3 N N N Aspire Bidco Limited N/A N/A 1941176.00000000 PA 2627471.58000000 0.137998325443 Long LON CORP JE N 3 2028-09-04 Fixed 0.00000000 N N N N N N N/A N/A N/A 5017591.88000000 PA USD 4967415.96000000 0.260895337358 Long LON CORP US N 3 2028-08-28 Fixed 6.50000000 N N N N N N N/A N/A N/A 165345.04000000 PA USD 161624.78000000 0.008488749853 Long LON CORP US N 3 2027-10-18 Fixed 0.00000000 N N N N N N Frontline Technologies Parent, LLC N/A N/A 25.00000000 NS USD 36809.50000000 0.001933284226 Long EP CORP US Y 3 N N N N/A N/A N/A 3056165.25000000 PA USD 3056165.25000000 0.160513890993 Long LON CORP US N 3 2025-03-13 Fixed 6.65000000 N N N N N N Doxim Inc. N/A N/A 827616.81000000 PA USD 827616.81000000 0.043467543001 Long LON CORP US N 3 2024-02-28 Floating 8.00000000 N N N N N N Perforce Software, Inc. N/A N/A 1199656.15000000 PA USD 1189591.03000000 0.062478913702 Long LON CORP US N 2 2026-07-01 Floating 3.84040000 N N N N N N N/A N/A N/A 1.00000000 NC -177386.00000000 -0.00931655023 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -224388.00000000 CAD -175811.00000000 USD 2022-01-21 -1575.00000000 N N N DRS Holdings III, Inc. N/A N/A 172810.58000000 PA USD 172810.58000000 0.009076243046 Long LON CORP US N 3 2025-11-01 Floating 0.00000000 N N N N N N N/A N/A N/A 7881081.39000000 PA 10667408.49000000 0.560266577058 Long LON CORP GB N 3 2028-08-07 Fixed 7.16830000 N N N N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAU8 2026308.03000000 PA USD 1876503.08000000 0.098556454311 Long LON CORP US N 2 2026-10-15 Floating 6.50000000 N N N N N N TCP Hawker Intermediate LLC N/A N/A 458310.85000000 PA USD 458310.85000000 0.024071099498 Long LON CORP US N 3 2025-08-29 Floating 7.75000000 N N N N N N Wand Newco 3, Inc. 549300Y3VZEWMSQW8494 93369PAE4 3000000.00000000 PA USD 3000000.00000000 0.157564016860 Long LON CORP US N 3 2027-02-05 Floating 7.43030000 N N N N N N N/A N/A N/A 1847292.80000000 PA USD 1828819.87000000 0.096052068277 Long LON CORP US N 3 2027-12-06 Fixed 6.50000000 N N N N N N N/A N/A N/A 100000.00000000 PA USD 90500.00000000 0.004753181175 Long LON CORP US N 3 2026-10-15 Fixed 0.00000000 N N N N N N Essential Services Holding Corporation N/A N/A 5202004.20000000 PA USD 5202004.20000000 0.273216225825 Long LON CORP US N 3 2026-11-16 Variable 6.75000000 N N N N N N N/A N/A N/A 3495225.17000000 PA USD 3460272.92000000 0.181738166902 Long LON CORP US N 3 2028-10-29 Fixed 6.50000000 N N N N N N Avaya Inc. N/A N/A 663122.92000000 PA USD 664369.59000000 0.034893580426 Long LON CORP US N 2 2027-12-15 Floating 4.35980000 N N N N N N SLR BD Limited N/A N/A 752772.00000000 PA USD 752772.00000000 0.039536593366 Long LON CORP GB N 3 2028-09-22 Fixed 7.15250000 N N N N N N N/A N/A 92643PAB0 5786655.94000000 PA USD 5779422.62000000 0.303543014380 Long LON CORP US N 3 2028-11-19 Fixed 0.00000000 N N N N N N VLS Recovery Services, LLC N/A N/A 718446.75000000 PA USD 718446.75000000 0.037733785276 Long LON CORP US N 3 2024-10-17 Floating 6.50000000 N N N N N N ICON Luxembourg S.A.R.L. N/A N/A 1623888.16950000 PA USD 1623206.14000000 0.085252959870 Long LON CORP IE N 2 2028-07-03 Floating 2.75000000 N N N N N N Novipax Parent Holding Company, L.L.C. N/A N/A 50.00000000 NS USD 65915.29000000 0.003461959288 Long EP CORP US Y 3 N N N N/A N/A N/A 9193313.92000000 PA 10466572.46000000 0.549718399852 Long LON CORP LU N 3 2029-06-22 Fixed 3.75000000 N N N N N N Cority Software Inc. N/A N/A 230578.97000000 PA USD 230578.97000000 0.012110316238 Long LON CORP CA N 3 2025-07-02 Floating 0.00000000 N N N N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAL1 5371695.82000000 PA USD 5325821.54000000 0.279719278308 Long LON CORP US N 2 2025-12-31 Floating 3.35430000 N N N N N N Floss Bidco Limited N/A N/A 1209079.90000000 PA 1636545.61000000 0.085953566695 Long LON CORP GB N 3 2026-09-07 Floating 7.75000000 N N Y N N N Pretium PKG Holdings, Inc. N/A N/A 6034262.10000000 PA USD 6016943.77000000 0.316017943208 Long LON CORP US N 2 2028-10-02 Floating 4.50000000 N N N N N N TA/WEG Holdings, LLC N/A N/A 2165060.95000000 PA USD 2165060.95000000 0.113711900009 Long LON CORP US N 3 2027-10-04 Floating 6.75000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N Avaya Inc. J6LB5QIFSP2MFEFG4U76 053499AL3 1302000.00000000 PA USD 1380120.00000000 0.072485750316 Long DBT CORP US Y 2 2028-09-15 Fixed 6.12500000 N N N N N N N/A N/A N/A 3000000.00000000 PA 4008175.42000000 0.210514739818 Long LON CORP GB N 2 2025-07-23 Floating 4.92840000 N N N N N N Oak Hill Credit Partners N/A 67106KAE7 1492874.00000000 PA USD 731688.90000000 0.038429280725 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1.00000000 NC -1366676.00000000 -0.07177965343 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -1200000.00000000 EUR -1388880.00000000 USD 2022-01-21 22204.00000000 N N N N/A N/A N/A 1204319.54000000 PA USD 1204319.54000000 0.063252474768 Long LON CORP US N 3 2027-04-06 Floating 0.00000000 N N N N N N N/A N/A N/A 556613.63000000 PA USD 556613.63000000 0.029234093127 Long LON CORP US N 3 2027-03-30 Fixed 7.00000000 N N N N N N Rr Ltd N/A 74980GAC7 550000.00000000 PA USD 485568.60000000 0.025502713025 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1766087.43000000 PA USD 1748426.56000000 0.091829703993 Long LON CORP US N 3 2028-09-08 Fixed 0.00000000 N N N N N N TCP Hawker Intermediate LLC N/A N/A 490217.96000000 PA USD 490217.96000000 0.025746903638 Long LON CORP US N 3 2026-08-28 Floating 6.50000000 N N N N N N A.U.L. Corp. N/A N/A 27893.73000000 PA USD 27893.73000000 0.001465016048 Long LON CORP US N 3 2023-06-05 Floating 5.50000000 N N N N N N Benefytt Technologies, Inc. 529900S0AD0TZ77CHM29 08182MAB0 911142.34000000 PA USD 902030.92000000 0.047375871695 Long LON CORP US N 3 2027-08-12 Floating 0.00000000 N N N N N N Cheniere Energy Partners 5493005UEC8AZ34LDV29 16411QAK7 300000.00000000 PA USD 315000.01000000 0.016544222295 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Invesco Clo Ltd N/A 46145KAC8 270000.00000000 PA USD 74542.41000000 0.003915067182 Long ABS-O CORP KY Y 3 N N N Bearcat Buyer, Inc. N/A N/A 992.51000000 PA USD 992.51000000 0.000052127954 Long LON CORP US N 3 2026-07-09 Variable 5.75000000 N N N N N N N/A N/A N/A 1000.00000000 PA USD 975.00000000 0.000051208305 Long LON CORP US N 3 2026-10-08 Fixed 4.50000000 N N N N N N ELMW5 2020-2 N/A 29003AAC7 2500000.00000000 PA USD 2681197.50000000 0.140820082698 Long ABS-O CORP KY Y 3 N N N Flow Control Solutions, Inc. N/A N/A 1592811.46500000 PA USD 1592811.47000000 0.083656591104 Long LON CORP US N 3 2024-11-21 Floating 6.50000000 N N N N N N N/A N/A N/A 500.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N N/A N/A N/A 2247117.00000000 PA USD 2247117.00000000 0.118021593625 Long LON CORP US N 3 2027-01-20 Fixed 7.75000000 N N N N N N Invesco Clo Ltd N/A 46145KAE4 2700000.00000000 PA USD 2093202.00000000 0.109937771740 Long ABS-O CORP KY Y 3 N N N CB-SDG LIMITED N/A N/A 2444198.26000000 PA 2646668.39000000 0.139006567608 Long LON CORP GB N 3 2026-04-03 Floating 7.87500000 N N Y N N N N/A N/A N/A 1187999.89000000 PA 1608012.85000000 0.084454987936 Long LON CORP GB N 3 2028-08-17 Fixed 0.00000000 N N N N N N Srs Distribution Inc 549300ZQ3XP75BCYM468 78471RAD8 5000000.00000000 PA USD 5034979.50000000 0.264443864943 Long DBT CORP US Y 2 2029-12-01 Fixed 6.00000000 N N N N N N VENTR 2019-37 549300IW5Q3C6JHMIU22 92332JAA2 3000000.00000000 PA USD 2888721.00000000 0.151719494783 Long ABS-CBDO CORP KY Y 3 2032-07-15 Floating 7.07380000 N N N N N N RegionalCare Hospital Partners Holdings, Inc. 549300G8ZVHRTBBBSZ90 75915TAD4 2479917.94000000 PA USD 2475280.49000000 0.130005045620 Long LON CORP US N 2 2025-11-16 Floating 3.85190000 N N N N N N QF Holdings, Inc. N/A N/A 262532.50000000 PA USD 262532.50000000 0.013788558418 Long LON CORP US N 3 2027-12-15 Floating 7.50000000 N N N N N N Neovia Logistics Holdings Ltd. N/A N/A 194454.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 N/A N/A Call Purchased Neovia Logistics Holdings Ltd Neovia Logistics Holdings Ltd 1.00000000 0.01000000 USD 2039-05-08 XXXX 0.00000000 N N N N/A N/A N/A 268.34000000 NS USD 2683400.00000000 0.140935760947 Long EC CORP US N 3 N N N MRI Software LLC N/A N/A 34970.46000000 PA USD 34970.46000000 0.001836695383 Long LON CORP US N 3 2026-02-10 Floating 0.00000000 N N N N N N Appriss Health, LLC N/A N/A 2912483.51000000 PA USD 2912483.51000000 0.152967533625 Long LON CORP US N 3 2027-05-06 Floating 8.25000000 N N N N N N Essential Services Holding Corporation N/A N/A 9717473.70000000 PA USD 9717473.70000000 0.510374729969 Long LON CORP US N 3 2026-11-16 Variable 6.75000000 N N N N N N CIFC 2019-1 254900RRJV30GDUWIX97 12553BAC5 1500000.00000000 PA USD 1127610.00000000 0.059223587017 Long ABS-O CORP KY Y 3 N N N BCC 2019-1 549300B0VI605XM3L529 05683RAC7 1400000.00000000 PA USD 1055059.60000000 0.055413142867 Long ABS-O CORP KY Y 3 N N N Banyan Software Holdings, LLC N/A N/A 1526456.51000000 PA USD 1526456.51000000 0.080171539759 Long LON CORP US N 3 2026-10-30 Variable 7.75000000 N N N N N N Insightful Science Intermediate I, LLC N/A N/A 1279411.76000000 PA USD 1266617.64000000 0.066524454394 Long DBT CORP US N 3 2032-04-28 Fixed 10.50000000 N N N N N N Illuminate Merger Sub Corp. N/A N/A 3200000.00000000 PA USD 3166016.00000000 0.166283399468 Long LON CORP US N 2 2029-07-23 Floating 7.25000000 N N N N N N Hometown Food Company N/A N/A 977288.91000000 PA USD 977288.91000000 0.051328522097 Long LON CORP US N 3 2023-08-31 Floating 6.25000000 N N N N N N QF Holdings, Inc. N/A N/A 317388.87000000 PA USD 317388.87000000 0.016669688421 Long LON CORP US N 3 2027-12-15 Floating 0.00000000 N N N N N N N/A N/A N/A 100000.00000000 PA USD 98250.00000000 0.005160221552 Long LON CORP US N 3 2026-11-03 Fixed 3.59040000 N N N N N N Hub International Ltd 549300JQT6ATTUNS5E06 44332EAU0 1994962.22000000 PA USD 1993086.96000000 0.104679595789 Long LON CORP US N 2 2025-04-25 Floating 4.00000000 N N N N N N Spring Oaks Capital SPV, LLC N/A N/A 8860076.81000000 PA USD 8860076.81000000 0.465343097291 Long LON CORP US N 3 2025-11-12 Variable 9.50000000 N N N N N N Laredo Petroleum Inc 549300X0PTWU2QSLSL14 516806AF3 451000.00000000 PA USD 460020.00000000 0.024160866345 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N Magic Topco, L.P. N/A N/A 57.73730000 NS USD 91726.21000000 0.004817583366 Long EP CORP US Y 3 N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988LAG2 3656795.89000000 PA USD 3653358.50000000 0.191879280097 Long LON CORP US N 2 2027-12-15 Floating 4.25000000 N N N N N N N/A N/A N/A 10909091.00000000 PA 12419981.78000000 0.652314072863 Long LON CORP SE N 3 2028-12-20 Fixed 0.00000000 N N N N N N Rawlings Sporting Goods Company, Inc N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2025-12-31 Floating 4.75000000 N N N N N N N/A N/A N/A 2461904.52000000 PA USD 2461904.52000000 0.129302521765 Long LON CORP US N 3 2027-05-19 Fixed 0.00000000 N N N N N N Sunshine Cadence HoldCo, LLC N/A 65958CAC2 1063738.49000000 PA USD 989276.80000000 0.051958142131 Long LON CORP US N 3 2027-03-23 Floating 4.38150000 N N N N N N N/A N/A N/A 1542857.14000000 PA 2088328.56000000 0.109681812145 Long LON CORP GB N 3 2028-06-30 Fixed 5.80000000 N N N N N N N/A N/A N/A 121262.40000000 PA USD 119140.31000000 0.006257408604 Long LON CORP US N 3 2027-04-20 Floating 0.00000000 N N N N N N Toscafund Limited N/A N/A 4206000.00000000 PA 5693015.70000000 0.299004807247 Long LON CORP GB N 3 2025-04-02 Floating 7.32590000 N N N N N N N/A N/A N/A 515843.00000000 PA 587286.39000000 0.030845067551 Long LON CORP ES N 3 2028-07-17 Fixed 4.75000000 N N N N N N N/A N/A N/A 1979239.69000000 PA USD 1979239.69000000 0.103952318628 Long LON CORP US N 3 2028-04-24 Floating 6.50000000 N N N N N N N/A N/A N/A 8146463.85000000 PA USD 8146463.85000000 0.427863189138 Long LON CORP US N 3 2026-11-16 Fixed 0.00000000 N N N N N N N/A N/A N/A 2590121.00000000 PA USD 2564219.79000000 0.134676256741 Long LON CORP US N 3 2027-12-16 Fixed 6.75000000 N N N N N N Birch Permian, LLC N/A N/A 6351489.97000000 PA USD 6351489.97000000 0.333588757573 Long LON CORP US N 3 2023-04-12 Floating 9.50000000 N N N N N N ICG 2018-1 N/A G4711CAA6 500000.00000000 PA USD 450210.00000000 0.023645632010 Long ABS-CBDO CORP KY N 3 2031-04-21 Floating 5.27950000 N N N N N N McLaren Group Limited N/A N/A 4376.00000000 NC 451356.51000000 0.023705848250 N/A DE CORP GB Y 3 Company Direct N/A Call Purchased McLaren Group Limited McLaren Group Limited 1.00000000 0.33000000 GBP 2100-08-02 XXXX -41356.60000000 N N N Learning Care Group (US) No. 2 Inc. 5493000VMN44LK8QID23 52201CAF8 985000.00000000 PA USD 982537.50000000 0.051604185071 Long LON CORP US N 2 2025-03-13 Floating 9.50000000 N N N N N N Paysafe Group Holdings II Limited N/A N/A 1378075.00000000 PA USD 1336305.55000000 0.070184556736 Long LON CORP US N 2 2028-06-28 Floating 3.25000000 N N N N N N WOODS 2018-12 549300R06FSYRU75ZW78 66858EAA1 750000.00000000 PA USD 675875.25000000 0.035497873095 Long ABS-CBDO CORP KY Y 3 2031-06-15 Floating 5.99080000 N N N N N N MRI Software LLC N/A N/A 13786.27000000 PA USD 13786.27000000 0.000724073359 Long LON CORP US N 3 2026-02-10 Floating 0.00000000 N N N N N N Equinox Holdings Inc. 549300W05QKLNGQIIA73 29446CAK0 5736111.11000000 PA USD 5108752.64000000 0.268318529034 Long LON CORP US N 2 2024-09-06 Floating 8.00000000 N N N N N N Aveanna Healthcare LLC 5493006D6JRLPIY8YV18 05549DAJ7 220870.87920000 PA USD 219530.19000000 0.011530019519 Long LON CORP US N 2 2028-07-17 Floating 4.25000000 N N N N N N Aspire Bidco Limited N/A N/A 500000.00000000 PA 676773.15000000 0.035545032005 Long LON CORP JE N 3 2028-03-03 Fixed 0.00000000 N N N N N N Saldon Holdings, Inc. N/A N/A 3521630.65000000 PA USD 3521630.65000000 0.184960757037 Long LON CORP US N 3 2025-03-13 Floating 6.65000000 N N N N N N Mozart Debt Merger Sub N/A 62482BAB8 1885000.00000000 PA USD 1910711.40000000 0.100353121081 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N WSHP FC Acquisition LLC N/A N/A 862222.25000000 PA USD 862222.25000000 0.045285067045 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N N/A N/A N/A 3797468.00000000 PA 5140048.73000000 0.269962241585 Long LON CORP GB N 3 2028-07-24 Fixed 6.66450000 N N N N N N Asbury Automotive Group Inc. N/A 04941UAG2 1750000.00000000 PA USD 1414703.50000000 0.074302122042 Long ABS-CBDO CORP KY Y 3 2031-11-27 Floating 8.22560000 N N N N N N Wellman Park Clo Ltd N/A 94972AAC8 2550000.00000000 PA USD 2232420.45000000 0.117249711141 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 20065789.00000000 PA 3071897.64000000 0.161340177180 Long LON CORP DK N 3 2028-02-29 Fixed 6.90000000 N N N N N N Aragorn Parent Holdings LP N/A N/A 50000.00000000 NS USD 73783.15000000 0.003875189830 Long EP CORP US Y 3 N N N N/A N/A N/A 5000.00000000 NS USD 48376.55000000 0.002540801179 Long EP CORP US Y 3 N N N CVP Holdco, Inc. N/A N/A 3423521.07000000 PA USD 3423521.07000000 0.179807910531 Long LON CORP US N 3 2025-10-31 Floating 6.75000000 N N N N N N Invesco Clo Ltd N/A 46091AAB6 440000.00000000 PA USD 346321.36000000 0.018189261535 Long ABS-O CORP KY Y 3 N N N Ferrellgas, L.P. N/A N/A 8734.00000000 NS USD 8734000.00000000 0.458721374419 Long EP CORP US Y 3 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 90.00000000 NC USD 5400.00000000 0.000283615230 N/A DE CORP US N 1 Citibank N/A Call Purchased Chicago Board Options Exchange Volatility Index VIX 100.00000000 30.00000000 USD 2022-01-18 XXXX -9721.92000000 N N N Idera, Inc. 549300VQ6S3PWR8NUC48 45168RAQ6 4084671.52000000 PA USD 4078299.43000000 0.214197746716 Long LON CORP US N 2 2028-03-02 Floating 4.50000000 N N N N N N Hammersmith Bidco Limited N/A N/A 1678545.00000000 PA 2271988.36000000 0.119327870753 Long LON CORP GB N 3 2026-09-02 Floating 7.93750000 N N N N N N Ardonagh Midco 3 PLC N/A N/A 311684.20000000 PA 421878.99000000 0.022157649431 Long LON CORP GB N 3 2026-07-14 Floating 7.50000000 N N N N N N Winebow Holdings, Inc. N/A N/A 3439570.16000000 PA USD 3439570.16000000 0.180650830227 Long LON CORP US N 3 2025-07-01 Floating 7.25000000 N N N N N N DRS Holdings III, Inc. N/A N/A 1991129.31000000 PA USD 1991129.31000000 0.104576777390 Long LON CORP US N 3 2025-11-01 Floating 6.75000000 N N N N N N Canopy Bidco Limited N/A N/A 502261.92000000 PA 679834.76000000 0.035705831862 Long LON CORP GB N 3 2024-12-18 Floating 7.75000000 N N N N N N N/A N/A N/A 5000.00000000 NS USD 55289.64000000 0.002903885923 Long EC CORP US Y 3 N N N N/A N/A N/A 500.00000000 NS USD 45495.91000000 0.002389506110 Long EC CORP US N 3 N N N Sun Acquirer Corp. N/A N/A 1059132.51000000 PA USD 1037949.86000000 0.054514516413 Long LON CORP US N 3 2027-09-08 Fixed 0.00000000 N N N N N N Commercial Trailer Leasing, Inc. N/A N/A 2221630.43000000 PA USD 2221630.43000000 0.116683004843 Long LON CORP US N 3 2027-01-19 Floating 13.00000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N CEDF 2016-5 635400NWFWJ92O7QGD64 15032BAC9 2300000.00000000 PA USD 1891428.00000000 0.099340331094 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 648649.00000000 PA 868924.51000000 0.045637078714 Long LON CORP GB N 3 2028-02-21 Floating 0.00000000 N N N N N N Aruba Investments, Inc. N/A 04317JAF5 3000000.00000000 PA USD 3005010.00000000 0.157827148768 Long LON CORP US N 2 2028-11-24 Floating 8.50000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 63019.05000000 0.003309844885 Long EC CORP US Y 3 N N N N/A N/A N/A 5701655.28000000 PA 7717454.36000000 0.405331036299 Long LON CORP GB N 3 2028-08-17 Fixed 6.32670000 N N N N N N Frontline Technologies Intermediate Holdings, LLC N/A N/A 55863.64000000 PA USD 55863.64000000 0.002934033171 Long LON CORP US N 3 2023-09-18 Floating 6.25000000 N N N N N N N/A N/A N/A 1193226.59000000 PA USD 1193226.59000000 0.062669858181 Long LON CORP US N 3 2027-03-05 Floating 7.00000000 N N N N N N N/A N/A N/A 2000000.00000000 PA USD 2004160.00000000 0.105261166676 Long LON CORP US N 2 2028-03-03 Fixed 0.00000000 N N N N N N OHALF 2016-1 54930016024GMIAF7A82 67110VAC1 8800000.00000000 PA USD 6808577.60000000 0.357595611920 Long ABS-O CORP KY Y 3 N N N Asurion, LLC N/A N/A 1022947.71000000 PA USD 1015275.60000000 0.053323633918 Long LON CORP US N 2 2026-12-23 Floating 3.35430000 N N N N N N SCM Insurance Services Inc. N/A N/A 1000.00000000 PA 790.55000000 0.000041520744 Long LON CORP CA N 3 2022-08-29 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -1250637.00000000 -0.06568512978 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -1098476.00000000 EUR -1277198.00000000 USD 2022-01-05 26561.00000000 N N N N/A N/A N/A 2184.00000000 NS USD 1446.64000000 0.000075979469 Long EP CORP US Y 3 N N N N/A N/A N/A 4097809.28000000 PA USD 4015853.09000000 0.210917981327 Long LON CORP US N 3 2028-04-20 Floating 6.75000000 N N N N N N N/A N/A N/A 16445.36000000 PA USD 16445.36000000 0.000863732326 Long LON CORP US N 3 2024-08-21 Fixed 8.50000000 N N N N N N Setanta Aircraft Leasing N/A G8057JAB2 2000000.00000000 PA USD 1997500.00000000 0.104911374559 Long LON CORP IE N 2 2028-11-05 Floating 2.13980000 N N N N N N Atrium Cdo Corp 549300UTF8S11AHH4P70 04964LAJ8 1000000.00000000 PA USD 979450.00000000 0.051442025437 Long ABS-CBDO CORP KY Y 3 2030-05-28 Floating 6.62560000 N N N N N N VENTR 2019-36 549300AZL7IWJJ04HD37 92332MAA5 300000.00000000 PA USD 278453.70000000 0.014624761160 Long ABS-CBDO CORP KY Y 3 2032-04-20 Floating 7.05150000 N N N N N N Camelot Finance Sa N/A L2000AAC4 3989821.89000000 PA USD 3959060.36000000 0.207935151104 Long LON CORP US N 2 2026-10-30 Floating 3.12080000 N N N N N N N/A N/A 77366PAC4 1000000.00000000 PA USD 829817.00000000 0.043583099926 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 1.00000000 NC -1427603.00000000 -0.07497962105 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -12856086.00000000 SEK -1493418.00000000 USD 2022-09-16 65815.00000000 N N N N/A N/A N/A 1541822.00000000 PA USD 1526403.78000000 0.080168770309 Long LON CORP US N 3 2027-12-16 Fixed 0.00000000 N N N N N N WELF 2020-1 2549001JCRYETQY84B65 94949HAA7 5955000.00000000 PA USD 4332435.20000000 0.227545297633 Long ABS-O CORP KY Y 3 N N N MDPK 2019-36 N/A 55819NAA2 833333.00000000 PA USD 833309.67000000 0.043766539631 Long ABS-CBDO CORP KY Y 3 2033-01-15 Floating 7.37380000 N N N N N N Continental Acquisition Holdings, Inc. N/A N/A 1461022.60000000 PA USD 1461022.60000000 0.076734863193 Long LON CORP US N 3 2027-01-20 Floating 7.75000000 N N N N N N N/A N/A N/A 62340.15000000 NS USD 1781303.64000000 0.093556452255 Long EP CORP US Y 3 N N N N/A N/A N/A 0.81700000 NS USD 1062.22000000 0.000055789216 Long EP CORP US Y 3 N N N Highline Aftermarket Acquisition, LLC N/A N/A 5942296.55000000 PA USD 5585758.76000000 0.293371529146 Long LON CORP US N 3 2028-11-09 Variable 8.75000000 N N N N N N N/A N/A N/A 1081633.98000000 PA USD 1070817.64000000 0.056240776227 Long LON CORP US N 3 2027-10-18 Fixed 6.25000000 N N N N N N Neovia Logistics, LP N/A N/A 1372406.52000000 PA USD 1386130.58000000 0.072801434025 Long LON CORP US N 3 2024-11-08 Floating 11.39000000 N N N N N N P27 BIDCO LIMITED N/A N/A 325379.61000000 PA 400778.90000000 0.021049444452 Long LON CORP GB N 3 2026-07-31 Floating 8.25000000 N N N N N N Capstone Acquisition Holdings, Inc. N/A N/A 530797.75000000 PA USD 530797.75000000 0.027878208543 Long LON CORP US N 3 2028-11-13 Variable 0.00000000 N N N N N N Groupe Solmax Inc. 549300UUEKZ3HF9FNI46 C4127PAB7 1302883.24000000 PA USD 1298544.64000000 0.068201303183 Long LON CORP CA N 2 2028-05-29 Floating 5.50000000 N N N N N N Titan Acquisition, Ltd. N/A C8856UAB4 6000234.68000000 PA USD 5893550.51000000 0.309537163975 Long LON CORP CA N 2 2025-03-28 Floating 3.16660000 N N N N N N Csc Holdings Llc 3HG2WD2W22M120IUNG49 126307BH9 870000.00000000 PA USD 859125.00000000 0.045122395328 Long DBT CORP US Y 2 2031-11-15 Fixed 4.50000000 N N N N N N Stonegate Pub Fin 254900L5266ML3505282 BK6609873 2000000.00000000 PA 2747698.97000000 0.144312828945 Long DBT CORP GB Y 2 2025-07-13 Fixed 8.00000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 44234.15000000 0.002323236785 Long EC CORP US Y 3 N N N Diamond Sports Group, LLC 5493002K6DHWNZH8YA34 25277BAB4 1105754.30000000 PA USD 509564.75000000 0.026763022953 Long LON CORP US N 2 2026-08-24 Floating 3.35000000 N N N N N N N/A N/A N/A 3500000.00000000 PA 4701881.43000000 0.246949108304 Long LON CORP GB N 2 2025-06-21 Fixed 0.00000000 N N N N N N N/A N/A N/A 5297442.85000000 PA USD 5297442.85000000 0.278228791511 Long LON CORP US N 3 2028-02-04 Floating 8.50000000 N N N N N N Denali Holdco LLC N/A N/A 591632.51000000 PA USD 579799.86000000 0.030451864972 Long LON CORP US N 3 2027-09-15 Fixed 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -7843145.00000000 -0.41193247700 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -10779635.00000000 AUD -7741934.00000000 USD 2022-01-21 -101211.00000000 N N N Cifc Funding Ltd 549300KEIUMRD7WX5J42 12549RAG8 522000.00000000 PA USD 507820.91000000 0.026671434141 Long ABS-CBDO CORP KY Y 3 2031-10-22 Floating 6.22830000 N N N N N N WSHP FC Acquisition LLC N/A N/A 1086111.09000000 PA USD 1086111.09000000 0.057044008699 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N N/A N/A N/A 218667.28000000 PA USD 218667.28000000 0.011484698330 Long LON CORP US N 3 2027-04-20 Floating 0.00000000 N N N N N N ARKO Corp. N/A N/A 55.00000000 NC USD 89.10000000 0.000004679651 N/A DE CORP US Y 3 N/A N/A Call Purchased ARKO Corp. ARKO Corp. 1.00000000 0.01000000 USD 2025-12-31 XXXX 10.72000000 N N N N/A N/A N/A 50.00000000 NS USD 54486.92000000 0.002861725993 Long EC CORP US Y 3 N N N Invesco Clo Ltd N/A G6449KAB0 95675.00000000 PA USD 26414.24000000 0.001387311252 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 909393.00000000 PA USD 891205.14000000 0.046807287235 Long LON CORP US N 3 2027-12-29 Fixed 0.00000000 N N N N N N N/A N/A N/A 4258856.34000000 PA USD 4258856.34000000 0.223680837387 Long LON CORP US N 3 2025-11-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 386273.21000000 PA 435373.69000000 0.022866409143 Long LON CORP GB N 3 2028-05-26 Fixed 0.00000000 N N N N N N SCM Insurance Services Inc. N/A N/A 125000.00000000 PA 98818.14000000 0.005190061025 Long LON CORP CA N 3 2025-03-01 Floating 10.00000000 N N N N N N DEN12 2016-1 549300X36LAD54U6O618 24824AAG6 750000.00000000 PA USD 677186.25000000 0.035566728570 Long ABS-CBDO CORP KY Y 3 2031-04-15 Floating 6.02380000 N N N N N N N/A N/A N/A 1562365.30000000 PA USD 1562365.30000000 0.082057517490 Long LON CORP US N 3 2027-07-23 Fixed 0.00000000 N N N N N N N/A N/A N/A 11351797.73000000 PA USD 11402880.82000000 0.598894568593 Long LON CORP US N 2 2029-10-15 Fixed 7.00000000 N N N N N N Telenet Finance Luxembourg Notes Sarl 2138007RI9GLJPCC3E25 N/A 400000.00000000 PA USD 412000.00000000 0.021638791648 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N Goldman Sachs & Co. LLC N/A N/A 1.00000000 NC USD 0.00000000 0.000000 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC N/A Birch Grove CLO 3 WH Bespoke 20-25 Sept 2022 Birch Grove CLO 3 WH Bespoke 20-25 Sept 2022 Y Underlying Performance 2022-09-03 0.00000000 USD 0.02000000 USD -2989080.00000000 USD 0.02000000 N N N Global Medical Response Inc 549300ZFWD4ZFCEJCQ87 00169QAF6 6460253.91000000 PA USD 6426337.58000000 0.337519854268 Long LON CORP US N 2 2025-10-02 Floating 5.25000000 N N N N N N DRSLF 2016-43 5493002P75UIPU4MC757 26245BAA3 1610000.00000000 PA USD 1105814.01000000 0.058078832438 Long ABS-O CORP US Y 3 N N N DRSLF 2018-55 N/A 26245QAA0 375000.00000000 PA USD 360214.50000000 0.018918947850 Long ABS-CBDO CORP KY Y 3 2031-04-15 Floating 5.52380000 N N N N N N N/A N/A N/A 2102792.72000000 PA USD 2081764.79000000 0.109337074156 Long LON CORP US N 3 2025-11-24 Fixed 0.00000000 N N N N N N Novipax Parent Holding Company, L.L.C. N/A N/A 50.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N N/A N/A N/A 2095325.30000000 PA USD 2035482.81000000 0.106906282597 Long LON CORP US N 2 2026-04-06 Fixed 3.63150000 N N N N N N N/A N/A N/A 6098663.20000000 PA USD 6098663.20000000 0.320309957090 Long LON CORP US N 3 2026-11-07 Fixed 6.75000000 N N N N N N Tank Holding Corp. N/A 87583FAK4 2824141.55000000 PA USD 2831201.90000000 0.148698514635 Long LON CORP US N 2 2026-03-26 Floating 5.75000000 N N N N N N N/A N/A N/A 3147271.50000000 PA 4302577.45000000 0.225977128625 Long LON CORP GB N 3 2026-09-02 Floating 7.93750000 N N N N N N MDPK 2018-27 N/A 55820XAB5 250000.00000000 PA USD 193431.25000000 0.010159268245 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 450819.67000000 PA 513257.44000000 0.026956967976 Long LON CORP PL N 3 2027-12-03 Fixed 0.00000000 N N N N N N Aimco N/A 00889CAA7 1000000.00000000 PA USD 982649.00000000 0.051610041201 Long ABS-CBDO CORP KY Y 3 2034-10-17 Floating 6.04210000 N N N N N N N/A N/A N/A 836280.57000000 PA USD 827917.76000000 0.043483349298 Long LON CORP US N 3 2027-11-05 Fixed 6.75000000 N N N N N N Telesat Canada/telesat L N/A 87952VAR7 5001000.00000000 PA USD 4696439.10000000 0.246663269845 Long DBT CORP CA Y 2 2026-12-06 Fixed 5.62500000 N N N N N N N/A N/A N/A 1.00000000 NC -2390563.00000000 -0.12555556961 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -2099017.00000000 EUR -2377976.00000000 USD 2022-01-21 -12587.00000000 N N N Atlas Intermediate III L.L.C. N/A N/A 1135523.17000000 PA USD 1135523.17000000 0.059639197301 Long LON CORP US N 3 2025-04-29 Floating 6.50000000 N N N N N N N/A N/A N/A 2425832.63000000 PA USD 2425832.63000000 0.127407977804 Long LON CORP US N 3 2028-03-16 Floating 6.75000000 N N N N N N Cambrex Corporation N/A N/A 4437696.88000000 PA USD 4435833.05000000 0.232975891160 Long LON CORP US N 2 2026-12-04 Floating 4.25000000 N N N N N N Symplr Software Inc. N/A N/A 10159505.05000000 PA USD 10159505.05000000 0.533590808330 Long LON CORP US N 3 2028-12-22 Floating 8.62500000 N N N N N N Asurion, LLC N/A N/A 7000000.00000000 PA USD 6966470.00000000 0.365888332179 Long LON CORP US N 2 2029-01-20 Floating 5.35430000 N N N N N N RSC Acquisition, Inc. N/A N/A 3180212.58000000 PA USD 3180212.58000000 0.167029022858 Long LON CORP US N 3 2026-10-30 Floating 6.25000000 N N N N N N Mozart Debt Merger Sub, Inc. N/A N/A 12199246.61000000 PA USD 12193878.94000000 0.640438848965 Long LON CORP US N 2 2028-10-23 Fixed 3.75000000 N N N N N N Clarios Global LP N/A N/A 1242775.60000000 PA USD 1242775.60000000 0.065272238530 Long LON CORP US N 3 2027-08-06 Floating 8.50000000 N N N N N N NEUB 2016-23 549300Y4D7MPQZMHJR43 64131DAD1 29095.00000000 PA USD 2795.62000000 0.000146829705 Long ABS-O CORP KY Y 3 N N N Diligent Corporation N/A N/A 687480.73000000 PA USD 687480.73000000 0.036107408444 Long LON CORP US N 3 2025-08-04 Floating 0.00000000 N N N N N N N/A N/A N/A 7184429.94000000 PA 5679615.75000000 0.298301023931 Long LON CORP CA N 3 2028-02-18 Floating 7.25000000 N N N N N N 1011778 BC ULC / New Red Finance Inc N/A 68245XAJ8 1961000.00000000 PA USD 2000220.00000000 0.105054232601 Long DBT CORP CA Y 2 2028-01-15 Fixed 4.37500000 N N N N N N N/A N/A N/A 1.00000000 NC -10810088.00000000 -0.56776029596 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -13674406.00000000 CAD -10690647.00000000 USD 2022-01-19 -119441.00000000 N N N Petroleum Service Group LLC N/A N/A 5338403.93000000 PA USD 5338403.93000000 0.280380122278 Long LON CORP US N 3 2025-07-23 Floating 7.00000000 N N N N N N Rr Ltd N/A G7711BAB9 1166000.00000000 PA USD 1033280.05000000 0.054269251739 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 29366118.39000000 PA USD 29072457.21000000 1.526924379336 Long LON CORP US N 3 2029-12-17 Fixed 7.50000000 N N N N N N N/A N/A N/A 3276000.00000000 PA 4434217.65000000 0.232891048189 Long LON CORP GB N 3 2028-08-07 Fixed 5.04680000 N N N N N N N/A N/A N/A 6313148.40000000 PA USD 6250016.92000000 0.328259257120 Long LON CORP US N 3 2028-04-14 Floating 6.75000000 N N N N N N Lifepoint Health Inc 549300G8ZVHRTBBBSZ90 53219LAS8 1613000.00000000 PA USD 1625097.50000000 0.085352296629 Long DBT CORP US Y 2 2027-02-15 Fixed 4.37500000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 14276839.01000000 PA 1579960.49000000 0.082981640428 Long LON CORP LU N 3 2026-12-31 Fixed 5.17000000 N N N N N N Kkr Financial Clo Ltd N/A G5280CAA4 600000.00000000 PA USD 593812.80000000 0.031187843343 Long ABS-CBDO CORP KY N 3 2034-07-15 Floating 7.02480000 N N N N N N IRI Holdings, Inc. 5493006U4KVBN1X1PI38 45004KAE6 1471849.86000000 PA USD 1471849.86000000 0.077303525385 Long LON CORP US N 3 2026-11-30 Floating 8.10430000 N N N N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N Triton Water Holdings, Inc. N/A N/A 7013486.34000000 PA USD 6930586.93000000 0.364003705297 Long LON CORP US N 2 2028-03-31 Floating 4.00000000 N N N N N N McLaren Group Limited N/A N/A 15622.00000000 NC 1611309.73000000 0.084628144488 N/A DE CORP GB Y 3 Company Direct N/A Call Purchased McLaren Group Limited McLaren Group Limited 1.00000000 0.33000000 GBP 2100-08-02 XXXX -147629.28000000 N N N N/A N/A N/A 6969149.74000000 PA USD 6899458.24000000 0.362368784818 Long LON CORP US N 3 2027-11-30 Fixed 8.00000000 N N N N N N Aspire Bidco Limited N/A N/A 1200000.00000000 PA 1624255.55000000 0.085308076288 Long LON CORP JE N 3 2028-03-03 Fixed 6.79610000 N N N N N N N/A N/A N/A 7426831.17000000 PA USD 7352562.86000000 0.386166446146 Long LON CORP US N 3 2028-10-02 Fixed 6.00000000 N N N N N N N/A N/A N/A 723424.53000000 PA USD 723424.53000000 0.037995224947 Long LON CORP US N 3 2026-03-02 Floating 6.25000000 N N N N N N NxtGenPay Intressenter BidCo AB N/A N/A 2700000.00000000 PA 298798.17000000 0.015693279965 Long LON CORP SE N 3 2025-06-30 Floating 6.75000000 N N N N N N True Potential LLP N/A N/A 2159082.00000000 PA 2980865.78000000 0.156559062006 Long LON CORP GB N 3 2026-10-16 Variable 6.50000000 N N N N N N N/A N/A N/A 7229292.84000000 PA USD 7156999.91000000 0.375895218163 Long LON CORP US N 3 2027-12-16 Fixed 6.50000000 N N N N N N Elemica Parent, Inc. N/A N/A 872370.32000000 PA USD 872370.32000000 0.045818057269 Long LON CORP US N 3 2025-09-18 Floating 6.50000000 N N N N N N Bain Capital Credit Clo, Limited N/A 05683PAA5 500000.00000000 PA USD 491673.00000000 0.025823324287 Long ABS-CBDO CORP KY Y 3 2034-07-24 Floating 6.68580000 N N N N N N N/A N/A N/A 6784573.49000000 PA USD 6784573.49000000 0.356334883923 Long LON CORP US N 3 2024-12-30 Fixed 6.50000000 N N N N N N MAGNE 2020-28 54930077HHZ1QV5CPQ30 55955MAC4 5250000.00000000 PA USD 4498699.28000000 0.236277709734 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 209.00000000 NS USD 14324.86000000 0.000752360827 Long EC CORP US N 1 N N N Bank Of America Merrill Lynch FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -247431.24000000 -0.01299542002 N/A DCR CORP US N 2 Bank Of America Merrill Lynch FOR8UP27PHTHYVLBNG30 CDX.NA.HY Series 35 2I65BRYO2 Y Underlying Performance 2025-12-20 0.00000000 USD 183942.78000000 USD 3105000.00000000 USD -63488.46000000 N N N Cifc Funding Ltd 549300ZXX0SJBZWIWI81 12550VAE0 2251500.00000000 PA USD 1044621.70000000 0.054864930383 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 6784.00000000 NS 205198.32000000 0.010777290517 Long EC CORP JE N 3 N N N ARM Funding 2019-1, LLC N/A N/A 2190305.55900000 PA USD 2190305.56000000 0.115037780728 Long LON CORP US N 3 2024-02-29 Floating 8.95000000 N N N N N N Ingram Micro Inc. N/A N/A 2294813.65000000 PA USD 2293666.24000000 0.120466422037 Long LON CORP US N 2 2028-06-30 Floating 4.00000000 N N N N N N N/A N/A N/A 444097.74000000 PA USD 444097.74000000 0.023324607931 Long LON CORP US N 3 2027-04-22 Floating 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -6004283.00000000 -0.31535298261 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -4436129.00000000 GBP -5902270.00000000 USD 2022-01-21 -102013.00000000 N N N Oak Hill Credit Partners N/A G6720YAC8 750000.00000000 PA USD 367590.75000000 0.019306358376 Long ABS-O CORP KY N 3 N N N Symphony CLO XI Ltd N/A G8650G400 1000.00000000 NS USD 160.00000000 0.000008403414 Long ABS-O CORP KY N 3 N N N NueHealth Performance, LLC N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2023-09-27 Floating 8.25000000 N N N N N N IntraPac International LLC N/A N/A 1558878.62000000 PA USD 1558878.62000000 0.081874392388 Long LON CORP US N 3 2026-01-11 Floating 6.25000000 N N N N N N OAKCL 2019-3 N/A 67400GAC3 6229000.00000000 PA USD 4159763.57000000 0.218476352426 Long ABS-O CORP KY Y 3 N N N Teligent, Inc. N/A N/A 1160467.99000000 PA USD 439624.51000000 0.023089667901 Long LON CORP US N 3 2022-12-29 Floating 14.50000000 N N N N N N TerSera Therapeutics LLC N/A N/A 47750.00000000 PA USD 47750.00000000 0.002507893935 Long LON CORP US N 3 2025-03-30 Floating 6.60000000 N N N N N N Capstone Acquisition Holdings, Inc. N/A N/A 10976542.38000000 PA USD 10976542.38000000 0.576502702877 Long LON CORP US N 3 2027-11-12 Variable 5.75000000 N N N N N N Galway Borrower Llc N/A 36457WAD3 9941159.44000000 PA USD 9841747.85000000 0.516901774724 Long LON CORP US N 3 2028-09-29 Floating 6.25000000 N N N N N N CB-SDG LIMITED N/A N/A 317460.00000000 PA 343757.44000000 0.018054601024 Long LON CORP GB N 3 2026-04-03 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -251324.00000000 -0.01319987299 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -317918.00000000 CAD -256655.00000000 USD 2022-01-21 5331.00000000 N N N Icg Us Clo Ltd N/A G4720EAB9 600000.00000000 PA USD 476876.40000000 0.025046187043 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 5000.00000000 NS USD 48949.89000000 0.002570913764 Long EC CORP US N 3 N N N N/A N/A N/A 12015958.43000000 PA USD 11895798.85000000 0.624783283523 Long LON CORP US N 3 2025-11-24 Fixed 7.16960000 N N N N N N N/A N/A N/A 1346153.84000000 PA 1822081.54000000 0.095698162163 Long LON CORP GB N 3 2027-02-26 Floating 7.41930000 N N N N N N N/A N/A N/A 2420417.69000000 PA USD 2420417.69000000 0.127123577905 Long LON CORP US N 3 2025-11-20 Floating 9.25000000 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 24875.00000000 PA USD 24952.09000000 0.001310517176 Long ABS-O CORP US Y 3 2051-04-30 Fixed 3.58400000 N N N N N N N/A N/A N/A 1538708.27000000 PA USD 1523321.19000000 0.080006868554 Long LON CORP US N 3 2027-09-15 Fixed 7.25000000 N N N N N N Nelipak Holding Company N/A N/A 494820.13910000 PA USD 494820.14000000 0.025988616293 Long LON CORP US N 3 2024-07-02 Floating 5.25000000 N N N N N N Blackwood Bidco Limited N/A N/A 463768.00000000 PA 627731.46000000 0.032969296782 Long LON CORP GB N 3 2026-10-08 Floating 7.80000000 N N N N N N N/A N/A N/A 584672.10000000 PA USD 584672.10000000 0.030707761540 Long LON CORP US N 3 2028-04-19 Floating 0.00000000 N N N N N N NBCLO 2017-1 N/A 65023RAA4 250000.00000000 PA USD 151184.50000000 0.007940412369 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 2454799.40000000 PA USD 2454799.40000000 0.128929351350 Long LON CORP US N 3 2024-11-05 Floating 5.75000000 N N N N N N Air Medical Buyer Corp N/A N/A 121.95000000 NC USD 3121.92000000 0.000163967418 N/A DE CORP US Y 3 N/A N/A Call Purchased Air Medical Buyer Corp Air Medical Buyer Corp 1.00000000 0.00000000 USD 2028-03-14 XXXX 2121.92000000 N N N Nelipak Holding Company N/A N/A 297877.40000000 PA USD 297877.40000000 0.015644919891 Long LON CORP US N 3 2026-07-02 Floating 5.25000000 N N N N N N CVP Holdco, Inc. N/A N/A 2625330.17000000 PA USD 2625330.17000000 0.137885855723 Long LON CORP US N 3 2025-10-31 Floating 6.75000000 N N N N N N N/A N/A N/A 1000.00000000 PA USD 980.00000000 0.000051470912 Long LON CORP GB N 3 2028-05-26 Fixed 0.00000000 N N N N N N Service Logic Acquisition, Inc. N/A N/A 5436509.87070000 PA USD 5416122.96000000 0.284462029795 Long LON CORP US N 3 2027-10-29 Variable 4.75000000 N N N N N N N/A N/A N/A 216666.67000000 NS USD 150819.07000000 0.007921219496 Long EP CORP US Y 3 N N N N/A N/A N/A 149776.46000000 NS USD 8871148.74000000 0.465924609880 Long EC CORP US N 3 N N N Horizon Bidco S.A.S. N/A N/A 6010038.90000000 PA 6842419.20000000 0.359373018064 Long LON CORP FR N 3 2028-10-02 Fixed 6.75000000 N N N N N N AQ Sunshine, Inc. N/A N/A 654520.30000000 PA USD 654520.30000000 0.034376282528 Long LON CORP US N 3 2025-04-15 Fixed 7.00000000 N N N N N N Majesco N/A N/A 624322.19000000 PA USD 624322.19000000 0.032790237357 Long LON CORP US N 3 2026-09-21 Floating 0.00000000 N N N N N N Summit Mid Hlds Llc / Fi N/A 86614WAE6 482000.00000000 PA USD 502210.26000000 0.026376755291 Long DBT CORP US Y 2 2026-10-15 Fixed 8.50000000 N N N N N N Diligent Corporation N/A N/A 513047.57000000 PA USD 513047.57000000 0.026945945323 Long LON CORP US N 3 2025-08-04 Floating 0.00000000 N N N N N N N/A N/A N/A 297963.00000000 NS 403306.71000000 0.021182208418 Long EP CORP JE N 3 N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N BCC 2020-2 N/A 05683JAA9 800000.00000000 PA USD 645600.00000000 0.033907776428 Long ABS-O CORP KY Y 3 N N N Iridium Satellite Llc 254900615BJ7139TFM33 46269KAL8 2982284.34000000 PA USD 2979630.11000000 0.156494162963 Long LON CORP US N 2 2026-11-04 Floating 3.25000000 N N N N N N Bank Of America Merrill Lynch EYKN6V0ZCB8VD9IULB80 N/A 1.00000000 NC USD -463982.71000000 -0.02436899318 N/A DCR CORP US N 2 Bank Of America Merrill Lynch EYKN6V0ZCB8VD9IULB80 CDX.NA.HY Series 35 2I65BRYO2 Y Underlying Performance 2025-12-20 0.00000000 USD 521998.65000000 USD 5331480.00000000 USD 58015.94000000 N N N N/A N/A N/A 11928010.32000000 PA 9288185.44000000 0.487827935756 Long LON CORP CA N 3 2027-12-03 Fixed 6.50000000 N N N N N N Continental Acquisition Holdings, Inc. N/A N/A 3963580.06000000 PA USD 3963580.06000000 0.208172531800 Long LON CORP US N 3 2027-01-20 Floating 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC -491027.00000000 -0.02578939550 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -362784.00000000 GBP -479637.00000000 USD 2022-01-21 -11390.00000000 N N N eResearch Technology, Inc. N/A N/A 5305767.68000000 PA USD 5305767.68000000 0.278666022729 Long LON CORP US N 3 2028-02-04 Floating 8.50000000 N N N N N N N/A N/A N/A 719794.00000000 PA USD 705398.12000000 0.037048453757 Long LON CORP US N 3 2027-12-16 Fixed 0.00000000 N N N N N N Citibank N/A N/A 1.00000000 NC USD -79063.60000000 -0.00415252613 N/A DCR CORP US N 2 Citibank N/A CDX.NA.HY Series 37 2I65BRYQ7 Y Underlying Performance 2026-12-20 0.00000000 USD 78790.26000000 USD 865000.00000000 USD -273.34000000 N N N N/A N/A N/A 1250000.00000000 PA 900340.49000000 0.047287088048 Long LON CORP AU N 3 2027-03-31 Fixed 7.75000000 N N N N N N N/A N/A N/A 897551.33000000 PA 709554.79000000 0.037266767631 Long LON CORP CA N 3 2027-02-18 Floating 7.25000000 N N N N N N N/A N/A N/A 678867.96000000 PA USD 665290.60000000 0.034941953105 Long LON CORP US N 3 2026-07-20 Fixed 0.00000000 N N N N N N N/A N/A N/A 410065.24000000 PA USD 401863.94000000 0.021106432205 Long LON CORP US N 3 2027-11-16 Fixed 0.00000000 N N N N N N N/A N/A N/A 1505376.00000000 PA 1713868.05000000 0.090014644775 Long LON CORP SE N 3 2027-06-03 Fixed 6.75000000 N N N N N N AMMC 2018-22 549300ZW9D4NPX7LOC22 00176NAL1 750000.00000000 PA USD 703836.75000000 0.036966448514 Long ABS-CBDO CORP KY Y 3 2031-04-25 Floating 5.62390000 N N N N N N Automotive Keys Group, LLC N/A N/A 514001.34000000 PA USD 514001.34000000 0.026996038600 Long LON CORP US N 3 2025-11-06 Variable 6.00000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAJ0 4089000.00000000 PA USD 4309076.11000000 0.226318446949 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N SSE Buyer, Inc. N/A N/A 189399.15000000 PA USD 176141.21000000 0.009251172194 Long LON CORP US N 3 2026-06-30 Floating 0.00000000 N N N N N N Monica Holdco (US), Inc. N/A N/A 1008792.00000000 PA USD 1008792.00000000 0.052983106565 Long LON CORP US N 3 2026-01-08 Floating 0.00000000 N N N N N N Jim N Nicks Management LLC N/A N/A 47945.00000000 PA USD 47945.00000000 0.002518135596 Long LON CORP US N 3 2023-07-10 Floating 6.25000000 N N N N N N EuroParcs Topholding B.V. N/A N/A 2013195.22000000 PA 2292019.38000000 0.120379926744 Long LON CORP NL N 3 2026-07-03 Floating 6.25000000 N N N N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 N9000DAH0 3000000.00000000 PA USD 2988120.00000000 0.156940063353 Long LON CORP US N 2 2029-01-31 Floating 3.10980000 N N N N N N CGMS 2018-3 N/A 14317TAC9 750000.00000000 PA USD 421499.25000000 0.022137704977 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 8419865.94000000 PA USD 8335667.28000000 0.437800406616 Long LON CORP US N 3 2028-06-23 Fixed 6.25000000 N N N N N N N/A N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2027-05-12 Fixed 0.00000000 N N N N N N Commify Limited N/A N/A 760869.57000000 PA 866248.73000000 0.045496543166 Long LON CORP GB N 3 2026-09-14 Floating 6.50000000 N N N N N N NueHealth Performance, LLC N/A N/A 2144232.61000000 PA USD 2144232.61000000 0.112617967704 Long LON CORP US N 3 2023-09-27 Floating 8.25000000 N N N N N N Wilsonart LLC N/A N/A 6438100.57000000 PA USD 6432756.95000000 0.337857008176 Long LON CORP US N 2 2026-12-31 Floating 4.50000000 N N N N N N QF Holdings, Inc. N/A N/A 262532.50000000 PA USD 262532.50000000 0.013788558418 Long LON CORP US N 3 2027-12-15 Floating 0.00000000 N N N N N N ALLEG 2018-2 635400EGZEWLZ9KRXG08 01750MAC5 2150000.00000000 PA USD 1215962.60000000 0.063863983869 Long ABS-O CORP KY Y 3 N N N Freeport-mcmoran Inc 549300IRDTHJQ1PVET45 35671DBJ3 807000.00000000 PA USD 982522.50000000 0.051603397251 Long DBT CORP US N 2 2034-11-14 Fixed 5.40000000 N N N N N N N/A N/A N/A 4596774.18000000 PA USD 4570342.73000000 0.240040519655 Long LON CORP US N 2 2028-12-01 Fixed 0.00000000 N N N N N N N/A N/A N/A 333333.33000000 PA 451182.09000000 0.023696687478 Long LON CORP GB N 3 2027-12-30 Fixed 5.91000000 N N N N N N Mh Sub I Llc N/A 55303BAD5 3000000.00000000 PA USD 3013740.00000000 0.158285660057 Long LON CORP US N 2 2029-02-23 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -2305222.00000000 -0.12107334602 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -2024084.00000000 EUR -2268189.00000000 USD 2022-01-21 -37033.00000000 N N N APG Holdings, LLC N/A N/A 50000.00000000 NS USD 59056.90000000 0.003101747462 Long EC CORP US Y 3 N N N BCC 2020-1 N/A 05684EAC5 1250000.00000000 PA USD 1021846.25000000 0.053668733254 Long ABS-O CORP KY Y 3 N N N Monica Holdco (US), Inc. N/A N/A 8200001.96000000 PA USD 8200001.96000000 0.430675082360 Long LON CORP US N 3 2028-01-07 Floating 7.25000000 N N N N N N Venator Finance Sarl / Venator Materials LLC N/A 9226ALAA2 287000.00000000 PA USD 312830.00000000 0.016430250464 Long DBT CORP LU Y 2 2025-07-01 Fixed 9.50000000 N N N N N N N/A N/A N/A 3554290.22000000 PA USD 3518747.32000000 0.184809320685 Long LON CORP US N 3 2027-11-05 Fixed 6.75000000 N N N N N N TCP Hawker Intermediate LLC N/A N/A 495169.63000000 PA USD 495169.63000000 0.026006971976 Long LON CORP US N 3 2026-08-28 Floating 6.50000000 N N N N N N AQ Sunshine, Inc. N/A 00216CAC7 212643.39000000 PA USD 212643.39000000 0.011168315562 Long LON CORP US N 3 2024-04-15 Floating 7.00000000 N N N N N N WIN Waste Innovations Holdings, Inc. 549300DJBUN7Z75R2S83 38723BAJ0 3491243.73000000 PA USD 3481642.81000000 0.182860542138 Long LON CORP US N 2 2028-03-24 Floating 3.25000000 N N N N N N PRG III, LLC N/A N/A 2250.00000000 NS USD 14536.47000000 0.000763474868 Long EP CORP US Y 3 N N N Plaskolite PPC Intermediate II LLC N/A N/A 2959808.76000000 PA USD 2959808.76000000 0.155453119121 Long LON CORP US N 3 2026-12-14 Floating 8.00000000 N N N N N N TK Elevator Midco GmbH 549300C2AFWPAYWS5574 D9000BAD4 7473824.88000000 PA USD 7472778.54000000 0.392480334623 Long LON CORP DE N 2 2027-07-30 Floating 4.00000000 N N N N N N Frontline Technologies Intermediate Holdings, LLC N/A N/A 454799.34000000 PA USD 454799.34000000 0.023886670291 Long LON CORP US N 3 2023-09-18 Floating 6.25000000 N N N N N N Continental Acquisition Holdings, Inc. N/A N/A 1368.70000000 PA USD 1368.70000000 0.000071885956 Long LON CORP US N 3 2026-01-20 Floating 4.50000000 N N N N N N N/A N/A N/A 57623.58000000 NS USD 72992.37000000 0.003833657005 Long EP CORP US Y 3 N N N Goldcup 16786 AB N/A N/A 10000000.00000000 PA 1106659.88000000 0.058123258663 Long LON CORP SE N 3 2025-08-18 Floating 7.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -17463.00000000 -0.00091718014 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 American Axle & Manufacturing Inc American Axle & Manufacturing Inc Y Underlying Performance 2025-06-20 0.00000000 USD 2055.37000000 USD 250000.00000000 USD -15407.63000000 N N N Hse Finance Sarl 894500G58U7EW07EK366 BP1775314 4034000.00000000 PA 4651259.18000000 0.244290359953 Long DBT CORP LU N 2 2026-10-15 Floating 5.75000000 N N N N N N N/A N/A N/A 590.00000000 NS 297.57000000 0.000015628774 Long EC CORP LU Y 3 N N N Thermostat Purchaser III, Inc. N/A N/A 3575323.01000000 PA USD 3539569.78000000 0.185902944164 Long LON CORP US N 3 2029-08-31 Fixed 8.00000000 N N N N N N PROTON JVCO S.A R.L. N/A N/A 833333.33000000 PA 948748.60000000 0.049829546802 Long LON CORP LU N 3 2026-11-10 Floating 0.00000000 N N N N N N N/A N/A N/A 2475573.43000000 PA USD 2450817.70000000 0.128720227134 Long LON CORP US N 3 2028-10-02 Fixed 0.00000000 N N N N N N N/A N/A N/A 2500000.00000000 PA 2799282.75000000 0.147022078139 Long LON CORP IE N 3 2026-06-29 Fixed 9.25000000 N N N N N N Learning Care Group (US) No. 2 Inc. 5493000VMN44LK8QID23 52201CAC5 215646.77000000 PA USD 211118.19000000 0.011088210016 Long LON CORP US N 2 2025-03-13 Floating 4.25000000 N N N N N N Fluid-Flow Products, Inc. N/A N/A 1671600.00000000 PA USD 1666033.57000000 0.087502313837 Long LON CORP US N 2 2028-03-31 Floating 4.25000000 N N N N N N SFE Intermediate HoldCo LLC N/A N/A 605.93000000 PA USD 605.93000000 0.000031824254 Long LON CORP US N 3 2024-07-31 Floating 5.75000000 N N N N N N Capstone Acquisition Holdings, Inc. N/A N/A 1150061.80000000 PA USD 1150061.80000000 0.060402785615 Long LON CORP US N 3 2025-11-12 Variable 7.00000000 N N N N N N MMIT Holdings, LLC N/A N/A 6109662.01000000 PA USD 6048565.39000000 0.317678753030 Long LON CORP US N 3 2027-09-15 Fixed 7.25000000 N N N N N N Fluid-Flow Products, Inc. N/A N/A 314999.92000000 PA USD 313950.97000000 0.016489125310 Long LON CORP US N 2 2028-03-31 Floating 4.25000000 N N N N N N Petroleum Service Group LLC N/A N/A 106526.58800000 PA USD 106526.59000000 0.005594919140 Long LON CORP US N 3 2025-07-23 Floating 7.00000000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 7564557.40000000 PA USD 7555933.80000000 0.396847760219 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N N/A N/A N/A 376000.01000000 PA USD 371931.69000000 0.019534350358 Long LON CORP US N 3 2026-07-31 Floating 5.75000000 N N N N N N Reddy Ice LLC N/A N/A 955102.03700000 PA USD 955102.04000000 0.050163237977 Long LON CORP US N 3 2024-07-01 Floating 0.00000000 N N N N N N CVP Holdco, Inc. N/A N/A 326487.00000000 PA USD 326487.00000000 0.017147534390 Long LON CORP US N 3 2024-10-31 Floating 8.00000000 N N N N N N TGG TS Acquisition Company N/A 87242CAB4 1464509.36000000 PA USD 1463894.27000000 0.076885687146 Long LON CORP US N 2 2025-12-14 Floating 6.59040000 N N N N N N Aimco N/A G01351AB4 1000000.00000000 PA USD 917255.00000000 0.048175460761 Long ABS-O CORP KY N 3 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 7840.00000000 NS USD 227281.60000000 0.011937133951 Long EC CORP US N 1 N N N Madison Park Funding Ltd N/A G57038AB0 1500000.00000000 PA USD 1500000.00000000 0.078782008430 Long ABS-O CORP KY N 3 N N N TGP Holdings III LLC N/A N/A 985813.66570000 PA USD 980470.56000000 0.051495626615 Long LON CORP US N 2 2028-06-29 Floating 0.00000000 N N N N N N N/A N/A N/A 452976.26000000 PA USD 448446.50000000 0.023553010628 Long LON CORP US N 3 2027-07-02 Fixed 0.00000000 N N N N N N N/A N/A N/A 459884.50000000 PA USD 459884.50000000 0.024153749703 Long LON CORP US N 3 2027-06-29 Fixed 0.00000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FAX9 8565110.87000000 PA USD 8556545.76000000 0.449401240131 Long LON CORP US N 2 2024-09-19 Floating 3.75000000 N N N N N N TCP Hawker Intermediate LLC N/A N/A 2323335.89000000 PA USD 2323335.89000000 0.122024711781 Long LON CORP US N 3 2026-08-28 Floating 6.50000000 N N N N N N Specialty Building Products Holdings LLC / SBP Finance Corp N/A 84749AAA5 2340000.00000000 PA USD 2452483.80000000 0.128807732937 Long DBT CORP US Y 2 2026-09-30 Fixed 6.37500000 N N N N N N Symplr Software Inc. N/A 87190HAC3 992.50000000 PA USD 992.50000000 0.000052127428 Long LON CORP US N 3 2027-12-22 Floating 5.25000000 N N N N N N N/A N/A N/A 50.00000000 NS USD 55967.46000000 0.002939485937 Long EP CORP US N 3 N N N N/A N/A N/A 3000000.00000000 PA USD 2970000.00000000 0.155988376691 Long LON CORP US N 3 2029-12-10 Fixed 7.25000000 N N N N N N INGIM 2013-3 5493003QPCHR7P2XIW55 92917VAA8 1250000.00000000 PA USD 1160351.25000000 0.060943201306 Long ABS-CBDO CORP KY Y 3 2031-10-18 Floating 6.02230000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A -90.00000000 NC USD -2700.00000000 -0.00014180761 N/A DE CORP US N 1 Citibank N/A Call Written Chicago Board Options Exchange Volatility Index VIX 100.00000000 40.00000000 USD 2022-01-18 XXXX 5720.28000000 N N N PROTON JVCO S.A R.L. N/A N/A 1666666.67000000 PA 1897497.20000000 0.099659093604 Long LON CORP LU N 3 2026-11-10 Floating 7.50000000 N N N N N N N/A N/A N/A 4940264.38000000 PA USD 4937942.46000000 0.259347349674 Long LON CORP US N 2 2027-10-08 Floating 4.25000000 N N N N N N Neovia Logistics, LP 549300U8IBHL5NVONW09 64066NAC0 689000.00000000 PA USD 687519.60000000 0.036109449948 Long LON CORP US N 3 2024-05-08 Floating 6.63000000 N N N N N N Madison Park Funding Ltd N/A 55821VAE2 250000.00000000 PA USD 248382.00000000 0.013045355211 Long ABS-CBDO CORP KY Y 3 2034-10-15 Floating 6.37380000 N N N N N N N/A N/A N/A 137837.23000000 PA USD 137837.23000000 0.007239395877 Long LON CORP US N 3 2025-10-24 Floating 9.50000000 N N N N N N N/A N/A N/A 555038.71000000 PA USD 543937.94000000 0.028568348916 Long LON CORP US N 3 2027-12-06 Fixed 0.00000000 N N N N N N N/A N/A N/A 2159082.00000000 PA 2980865.78000000 0.156559062006 Long LON CORP GB N 3 2026-10-16 Floating 7.00000000 N N N N N N N/A N/A N/A 2200920.44000000 PA USD 2200920.44000000 0.115595288438 Long LON CORP US N 3 2027-07-23 Fixed 0.00000000 N N N N N N MDPK 2016-22 254900YXXBTCF4NGD347 55819VAC0 7400000.00000000 PA USD 5476984.20000000 0.287658543610 Long ABS-O CORP KY Y 3 N N N Rawlings Sporting Goods Company, Inc N/A N/A 5617630.51000000 PA USD 5617630.51000000 0.295045476131 Long LON CORP US N 3 2026-12-31 Floating 7.75000000 N N N N N N Acrisure, LLC N/A N/A 2969986.39000000 PA USD 2932861.56000000 0.154037816096 Long LON CORP US N 2 2027-02-15 Floating 3.72380000 N N N N N N N/A N/A N/A 1475.91200000 NS USD 1551731.96000000 0.081499040236 Long EP CORP US Y 3 N N N BCC 2018-1 N/A 05683MAC8 1420000.00000000 PA USD 923322.34000000 0.048494125582 Long ABS-O CORP KY Y 3 N N N Jim N Nicks Management LLC N/A N/A 1004.14000000 PA USD 1004.14000000 0.000052738777 Long LON CORP US N 3 2023-07-10 Floating 6.25000000 N N N N N N VLS Recovery Services, LLC N/A N/A 622117.20000000 PA USD 622117.20000000 0.032674428329 Long LON CORP US N 3 2024-10-17 Floating 6.50000000 N N N N N N Cvent, Inc. N/A 23248RAB0 1247748.99000000 PA USD 1245016.42000000 0.065389929397 Long LON CORP US N 2 2024-11-29 Floating 3.84040000 N N N N N N N/A N/A N/A 10000000.00000000 PA 11380884.61000000 0.597739298192 Long LON CORP US N 2 2028-06-29 Fixed 4.00000000 N N N N N N Apttus Corporation N/A N/A 2947190.53000000 PA USD 2949636.70000000 0.154918868910 Long LON CORP US N 2 2028-05-08 Floating 5.00000000 N N N N N N N/A N/A N/A 687541.55000000 PA USD 673790.72000000 0.035388390788 Long LON CORP US N 3 2027-04-16 Floating 0.00000000 N N N N N N Centric Brands L.P. N/A N/A 268882.56000000 PA USD 268882.56000000 0.014122072072 Long LON CORP US N 3 2024-10-09 Variable 6.50000000 N N N N N N NueHealth Performance, LLC N/A N/A 285396.58000000 PA USD 285396.58000000 0.014989410514 Long LON CORP US N 3 2023-09-27 Floating 8.25000000 N N N N N N Nelipak European Holdings Cooperatief U.A. N/A N/A 807951.41000000 PA 919851.32000000 0.048311822964 Long LON CORP NL N 3 2026-07-02 Floating 4.50000000 N N N N N N Brookfield WEC Holdings Inc. 5493002M6GRSU1IWMG57 11284EAM5 6913145.80000000 PA USD 6854798.85000000 0.360023213858 Long LON CORP US N 2 2025-08-01 Floating 3.25000000 N N N N N N TCP Hawker Intermediate LLC N/A N/A 440082.02000000 PA USD 440082.02000000 0.023113696939 Long LON CORP US N 3 2026-08-28 Floating 6.50000000 N N N N N N Horizon Bidco S.A.S. N/A N/A 2453077.03000000 PA 2792824.08000000 0.146682860143 Long LON CORP FR N 3 2028-10-02 Fixed 0.00000000 N N N N N N Nelipak European Holdings Cooperatief U.A. N/A N/A 581750.83000000 PA 662322.34000000 0.034786056115 Long LON CORP NL N 3 2024-07-02 Floating 0.00000000 N N N N N N Occidental Petroleum Cor IM7X0T3ECJW4C1T7ON55 674599CJ2 -980000.00000000 PA USD -1008204.40000000 -0.05295224502 Short DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N OMERS Bluejay Investment Holdings LP N/A N/A 25.00000000 NS USD 44739.21000000 0.002349763212 Long EC CORP US Y 3 N N N Wellfleet Clo Ltd 254900TEETF3L54VTH19 94950KAA6 1000000.00000000 PA USD 931090.00000000 0.048902093486 Long ABS-CBDO CORP US Y 3 2031-01-17 Floating 5.67230000 N N N N N N Ashton Woods Usa/finance N/A 045086AM7 1600000.00000000 PA USD 1580000.00000000 0.082983715546 Long DBT CORP US Y 2 2029-08-01 Fixed 4.62500000 N N N N N N N/A N/A N/A 1914611.74000000 PA USD 1895465.62000000 0.099552392302 Long LON CORP US N 3 2027-06-01 Fixed 7.00000000 N N N N N N Deerfield Dakota Holding, LLC 549300FDREJLOIGXY104 24440EAG2 2050000.00000000 PA USD 2085875.00000000 0.109552947889 Long LON CORP US N 2 2028-04-07 Floating 7.50000000 N N N N N N N/A N/A N/A 13662315.14000000 PA USD 13525691.99000000 0.710387453587 Long LON CORP US N 3 2029-11-05 Fixed 7.50000000 N N N N N N N/A N/A N/A 4000000.00000000 PA USD 3980000.00000000 0.209034929034 Long LON CORP US N 2 2028-12-15 Fixed 0.00000000 N N N N N N Turbo Acquisitions 10 Bidco Limited N/A N/A 2515625.00000000 PA 3405014.89000000 0.178835941179 Long LON CORP GB N 3 2027-02-26 Fixed 7.29900000 N N N N N N N/A N/A N/A 3592078.00000000 PA USD 3592078.00000000 0.188660746185 Long LON CORP US N 3 2025-07-23 Fixed 7.00000000 N N N N N N N/A N/A N/A 270669.05000000 PA USD 270669.05000000 0.014215900919 Long LON CORP US N 3 2024-02-14 Floating 7.00000000 N N N N N N Packers Holdings, LLC 549300X0L6OJNRPME518 69519UAF9 5205129.52000000 PA USD 5167392.33000000 0.271398364069 Long LON CORP US N 2 2028-03-09 Floating 4.00000000 N N N N N N Evercommerce Solutions, Inc. N/A 29977YAB9 3231912.50000000 PA USD 3218790.94000000 0.169055209980 Long LON CORP US N 2 2028-07-06 Floating 3.50000000 N N N N N N Elevation Services Parent Holdings, LLC N/A N/A 1786823.33190000 PA USD 1786823.33000000 0.093846353764 Long LON CORP US N 3 2026-12-18 Floating 7.00000000 N N N N N N Eleda BidCo AB N/A N/A 4000000.00000000 PA 442663.95000000 0.023249303360 Long LON CORP SE N 3 2026-06-30 Floating 0.00000000 N N N N N N Hammersmith Bidco Limited N/A N/A 2098181.00000000 PA 2868384.96000000 0.150651418733 Long LON CORP GB N 3 2026-09-02 Variable 7.93750000 N N N N N N DRSLF 2013-28 549300K4FV16ICO2FF98 26251DAA0 1406251.00000000 PA USD 460835.48000000 0.024203696446 Long ABS-O CORP US Y 3 N N N N/A N/A N/A 236368.90000000 PA USD 231641.52000000 0.012166122787 Long LON CORP US N 3 2027-07-16 Fixed 0.00000000 N N N N N N N/A N/A N/A 2571824.95000000 PA USD 2546106.70000000 0.133724933002 Long LON CORP GB N 3 2028-05-26 Fixed 6.75000000 N N N N N N Belron Finance 2019 LLC N/A N/A 1284327.14000000 PA USD 1274155.27000000 0.066920340815 Long LON CORP US N 2 2026-10-30 Fixed 2.43750000 N N N N N N PDI TA Holdings, Inc. N/A N/A 130998.50000000 PA USD 130998.50000000 0.006880216620 Long LON CORP US N 3 2025-10-24 Floating 9.50000000 N N N N N N Teligent, Inc. N/A N/A 11342.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 N/A N/A Call Purchased Teligent, Inc. Teligent, Inc. 1.00000000 0.01000000 USD 2025-04-07 XXXX 0.00000000 N N N Anchorage Capital Clo Ltd N/A G0426RAC3 1150000.00000000 PA USD 1018817.20000000 0.053509643492 Long ABS-O CORP KY N 3 N N N Kobe Us Midco 2 Inc N/A 499894AA1 666000.00000000 PA USD 682317.00000000 0.035836202430 Long DBT CORP US Y 2 2026-11-01 Fixed 9.25000000 N N Y N N N N/A N/A N/A 6138892.00000000 PA USD 6077503.08000000 0.319198599255 Long LON CORP US N 3 2028-12-29 Fixed 6.00000000 N N N N N N Banyan Software Holdings, LLC N/A N/A 2655604.41000000 PA USD 2655604.41000000 0.139475899343 Long LON CORP US N 3 2026-10-30 Variable 7.75000000 N N N N N N BCC 2019-2 549300WZ8E2KQS66KT95 05682MAC9 810000.00000000 PA USD 642988.53000000 0.033770618527 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 814285.72000000 PA 1102173.42000000 0.057887623777 Long LON CORP GB N 3 2027-12-30 Fixed 5.79900000 N N N N N N Wildcat BuyerCo, Inc. N/A N/A 255014.93000000 PA USD 255014.93000000 0.013393725576 Long LON CORP US N 3 2026-02-27 Floating 0.00000000 N N N N N N Aimbridge Acquisition Co., Inc. N/A N/A 4788079.47000000 PA USD 4548675.50000000 0.238902527724 Long LON CORP US N 3 2027-02-01 Floating 7.59930000 N N N N N N N/A N/A N/A 6244243.55000000 PA USD 6181801.11000000 0.324676471441 Long LON CORP US N 3 2027-12-29 Fixed 6.75000000 N N N N N N Apollo Tactical Income Fund Inc 549300JOTMM1DVBHF402 037638103 811.00000000 NS USD 12424.52000000 0.000652552426 Long EC RF US N 1 N N N CGMS 2013-1 549300CVBX8ZUYQV3Q10 14310CAC3 500000.00000000 PA USD 221089.50000000 0.011611916568 Long ABS-O CORP KY Y 3 N N N Entain PLC N/A N/A 4975000.00000000 PA USD 4957587.50000000 0.260379133478 Long LON CORP IM N 2 2027-03-29 Fixed 3.00000000 N N N N N N Conair Holdings LLC N/A N/A 3532412.50000000 PA USD 3530505.00000000 0.185426849781 Long LON CORP US N 2 2028-05-17 Floating 4.25000000 N N N N N N Magic Topco, L.P. N/A N/A 12975.29000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N KeyStone Sub-Debt HoldCo, LLC N/A N/A 7864289.48000000 PA USD 7628360.80000000 0.400651723236 Long LON CORP US N 3 2027-01-20 Floating 10.00000000 N N N N N N OpenMarket Inc. N/A N/A 6833568.98000000 PA USD 6765233.29000000 0.355319110723 Long LON CORP US N 3 2026-09-17 Fixed 7.00000000 N N N N N N Reddy Ice LLC N/A N/A 7263551.02000000 PA USD 7263551.02000000 0.381491425127 Long LON CORP US N 3 2025-07-01 Floating 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -507964.00000000 -0.02667894942 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -4474816.00000000 NOK -534785.00000000 USD 2022-01-21 26821.00000000 N N N Survitec Group Holdco Limited N/A N/A 9000000.00000000 PA 12181916.62000000 0.639810571901 Long LON CORP GB N 3 2027-04-06 Floating 7.55030000 N N N N N N Teligent, Inc. N/A N/A 1100.00000000 PA USD 1100.00000000 0.000057773472 Long LON CORP US N 3 2024-06-13 Floating 0.00000000 N N N N N N N/A N/A N/A 0.98000000 NS USD 49786.64000000 0.002614860994 Long EC CORP US N 3 N N N Spring Insurance Solutions, LLC N/A N/A 3453627.14000000 PA USD 3315482.05000000 0.174133556542 Long LON CORP US N 3 2025-11-24 Variable 7.50000000 N N N N N N eCapital Finance Corp. N/A N/A 423586.42000000 PA USD 423586.42000000 0.022247325940 Long LON CORP CA N 3 2025-01-31 Variable 9.00000000 N N N N N N Gfl Environmental Inc 549300FYK4MBXWIVZU26 36168QAP9 1475000.00000000 PA USD 1461171.88000000 0.076742703578 Long DBT CORP CA Y 2 2029-08-15 Fixed 4.37500000 N N N N N N N/A N/A N/A 1509920.89000000 PA USD 1494821.68000000 0.078510036130 Long LON CORP US N 3 2027-07-02 Fixed 7.75000000 N N N N N N Osmosis Buyer, Ltd. N/A N/A 870165.59670000 PA USD 870783.41000000 0.045734710631 Long LON CORP US N 2 2028-07-31 Floating 0.00000000 N N N N N N Symplr Software Inc. N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2025-12-22 Floating 0.00000000 N N N N N N N/A N/A N/A 1000.00000000 PA USD 980.00000000 0.000051470912 Long LON CORP US N 3 2026-11-05 Fixed 3.00000000 N N N N N N Optio Group Limited N/A N/A 500000.00000000 PA 676773.15000000 0.035545032005 Long LON CORP GB N 3 2026-03-30 Floating 8.25000000 N N N N N N N/A N/A N/A 3232762.39000000 PA USD 3200434.77000000 0.168091119353 Long LON CORP US N 3 2027-12-06 Fixed 6.50000000 N N N N N N N/A N/A N/A 4188132.25000000 PA USD 4146250.93000000 0.217766650480 Long LON CORP US N 3 2027-08-26 Fixed 6.50000000 N N N N N N IQS, Inc. N/A N/A 139318.67000000 PA USD 139318.67000000 0.007317203089 Long LON CORP US N 3 2026-07-02 Floating 8.00000000 N N N N N N N/A N/A N/A 5000000.00000000 PA 5486138.78000000 0.288139354410 Long LON CORP BE N 2 2028-10-19 Fixed 0.00000000 N N N N N N N/A N/A N/A 126710.56000000 PA USD 124176.35000000 0.006521908168 Long LON CORP US N 3 2026-10-07 Fixed 0.00000000 N N N N N N N/A N/A N/A 1501673.64000000 PA USD 1486897.17000000 0.078093830254 Long LON CORP US N 2 2027-12-17 Fixed 0.00000000 N N N N N N N/A N/A N/A 3175289.00000000 PA USD 3143536.11000000 0.165102725545 Long LON CORP US N 3 2028-12-29 Fixed 0.00000000 N N N N N N Premise Health Holding Corp. N/A N/A 999.99700000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2023-07-10 Floating 3.25000000 N N N N N N GraphPAD Software, LLC N/A N/A 4732512.24000000 PA USD 4732512.24000000 0.248557879458 Long LON CORP US N 3 2027-04-27 Floating 7.00000000 N N N N N N N/A N/A N/A 5000000.00000000 PA 5607104.23000000 0.294492621811 Long LON CORP NL N 2 2027-11-03 Fixed 0.00000000 N N N N N N N/A N/A N/A 786413.77000000 PA USD 770685.49000000 0.040477433846 Long LON CORP US N 3 2027-11-30 Fixed 0.00000000 N N N N N N LGDN Finco Limited N/A N/A 1282052.00000000 PA 1735316.73000000 0.091141158167 Long LON CORP GB N 3 2027-09-06 Fixed 7.79670000 N N N N N N ICG 2020-1 254900UXTGDH0QOBDH07 449252AC9 500000.00000000 PA USD 391197.00000000 0.020546190234 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1994566.40000000 PA USD 1990657.05000000 0.104551973663 Long LON CORP US N 2 2027-11-05 Fixed 4.00000000 N N N N N N N/A N/A N/A 821596.24000000 PA 1112068.54000000 0.058407328728 Long LON CORP JE N 3 2028-12-22 Fixed 0.00000000 N N N N N N Madison Park Funding Ltd 549300XQII222AK58E79 55821DAC6 2500000.00000000 PA USD 2519592.50000000 0.132332371717 Long ABS-O CORP KY Y 3 N N N Simmons Food Inc/simmons N/A 82873MAA1 3500000.00000000 PA USD 3447500.00000000 0.181067316042 Long DBT CORP US Y 2 2029-03-01 Fixed 4.62500000 N N N N N N N/A N/A N/A 275118.18000000 PA USD 275118.18000000 0.014449575184 Long LON CORP US N 3 2027-04-20 Floating 0.00000000 N N N N N N N/A N/A N/A 2790402.76000000 PA USD 2762498.73000000 0.145090132156 Long LON CORP US N 3 2028-06-23 Fixed 6.25000000 N N N N N N Specialty Buildings Prod 549300ICFD46O3KMJC06 84748EAF7 6000000.00000000 PA USD 5981280.00000000 0.314144834255 Long LON CORP US N 2 2028-10-15 Floating 0.00000000 N N N N N N N/A N/A N/A 311382.83000000 PA USD 311382.83000000 0.016354243158 Long LON CORP US N 3 2026-02-27 Fixed 0.00000000 N N N N N N Wellness AcquisitionCo, Inc. N/A N/A 2790162.54000000 PA USD 2790162.54000000 0.146543072498 Long LON CORP US N 3 2027-01-20 Floating 6.50000000 N N N N N N Radius Aerospace, Inc. N/A 75046TAB0 2415673.43000000 PA USD 2391516.70000000 0.125605659213 Long LON CORP US N 3 2025-03-29 Floating 6.75000000 N N N N N N Air Methods Corp. 54930081QGNZXVDOZF63 00912YAL6 1507530.78000000 PA USD 1429199.48000000 0.075063470321 Long LON CORP US N 2 2024-04-22 Floating 4.50000000 N N N N N N Bcp Modular Services 213800227GGD6UI7PI97 BR7688137 1280000.00000000 PA 1723876.56000000 0.090540305121 Long DBT CORP GB N 2 2028-11-30 Fixed 6.12500000 N N N N N N JDC Healthcare Management, LLC N/A N/A 116128.48000000 PA USD 82451.22000000 0.004330448472 Long LON CORP US N 3 2023-04-10 Floating 9.00000000 N N Y N N N N/A N/A N/A 2047206.00000000 PA USD 2047206.00000000 0.107522000233 Long LON CORP US N 3 2027-03-05 Floating 7.00000000 N N N N N N N/A N/A N/A 8684839.00000000 PA 9887674.62000000 0.519313910178 Long LON CORP SE N 3 2028-12-20 Fixed 0.00000000 N N N N N N Highline PPC Blocker LLC N/A N/A 500.00000000 NS USD 29899.52000000 0.001570362824 Long EC CORP US Y 3 N N N N/A N/A N/A 2555393.65000000 PA USD 2555393.65000000 0.134212696051 Long LON CORP US N 3 2027-03-05 Floating 6.25000000 N N N N N N N/A N/A N/A 5846720.99000000 PA USD 5846720.99000000 0.307077614882 Long LON CORP US N 3 2028-04-19 Floating 6.75000000 N N N N N N Citgo Holding, Inc. 549300NYHOALWZ2BSL72 17302WAB4 3300000.00000000 PA USD 3316500.00000000 0.174187020639 Long DBT CORP US Y 2 2024-08-01 Fixed 9.25000000 N N N N N N Assemblin Financing 254900WNCXRGD8D9R856 ZQ7668648 2000000.00000000 PA 2274451.85000000 0.119457256547 Long DBT CORP SE N 2 2025-05-15 Floating 5.00000000 N N N N N N Wellness AcquisitionCo, Inc. N/A N/A 504023.65000000 PA USD 504023.65000000 0.026471996962 Long LON CORP US N 3 2027-01-20 Floating 0.00000000 N N N N N N BCC Blueprint Holdings I, LLC N/A N/A 569310.98000000 NS USD 557028.66000000 0.029255891058 Long EC CORP US N 3 N N N Icg Us Clo Ltd N/A 449289AC1 2000000.00000000 PA USD 1589588.00000000 0.083487290144 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 272969.35000000 PA USD 272969.35000000 0.014336715755 Long LON CORP US N 3 2025-04-29 Fixed 6.50000000 N N N N N N Comprehensive EyeCare Partners, LLC N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2024-02-14 Floating 7.00000000 N N N N N N CC Fly Holding II A/S N/A N/A 2892167.01000000 PA 398489.04000000 0.020929177939 Long LON CORP DK N 3 2025-05-09 Floating 8.75000000 N N N N N N Laboratories Bidco LLC N/A N/A 1897101.86000000 PA USD 1897101.86000000 0.099638329818 Long LON CORP US N 3 2027-07-23 Floating 6.75000000 N N N N N N Pug LLC N/A N/A 2048488.30000000 PA USD 2035685.25000000 0.106916915017 Long LON CORP US N 2 2027-02-12 Floating 4.75000000 N N N N N N Sotera Health Holdings, LLC N/A N/A 7458677.69000000 PA USD 7423696.49000000 0.389902479638 Long LON CORP US N 2 2026-12-11 Floating 3.25000000 N N N N N N SFE Intermediate HoldCo LLC N/A N/A 2000.00000000 PA USD 2000.00000000 0.000105042677 Long LON CORP US N 3 2023-07-31 Variable 0.00000000 N N N N N N AffiniPay Intermediate Holdings, LLC N/A N/A 2872674.35000000 PA USD 2872674.35000000 0.150876703239 Long DBT CORP US N 3 2028-02-28 Variable 12.75000000 N N N N N N Spring Insurance Solutions, LLC N/A N/A 1151209.05000000 PA USD 1105160.69000000 0.058044519197 Long LON CORP US N 3 2025-11-24 Variable 7.50000000 N N N N N N NBC Funding LLC N/A 62878YAA2 24937.50000000 PA USD 24802.96000000 0.001302684669 Long ABS-MBS CORP US Y 3 2051-07-30 Fixed 2.98900000 N N N N N N N/A N/A N/A 2326740.14000000 PA USD 2303472.74000000 0.120981472547 Long LON CORP US N 3 2027-08-26 Fixed 0.00000000 N N N N N N Chemours Co 549300M1BOLNXL8DOV14 163851AH1 3003000.00000000 PA USD 2979726.75000000 0.156499238625 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N TIBCO Software Inc N/A N/A 2285845.71000000 PA USD 2266667.46000000 0.119048409961 Long LON CORP US N 2 2026-06-30 Floating 3.85000000 N N N N N N N/A N/A N/A 1000.00000000 PA 1353.55000000 0.000071090258 Long LON CORP GB N 3 2026-07-14 Fixed 0.00000000 N N N N N N N/A N/A N/A 597826.00000000 PA 809185.17000000 0.042499488589 Long LON CORP GB N 3 2026-03-16 Floating 8.25000000 N N N N N N BARDT 2019-2 549300KP12IHV6MTDK86 06744PAC6 2250000.00000000 PA USD 1961246.25000000 0.103007279067 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 21247.00000000 NS 30114.00000000 0.001581627601 Long EP CORP JE N 3 N N N Madison IAQ LLC N/A N/A 2961873.37000000 PA USD 2957341.70000000 0.155323545826 Long LON CORP US N 2 2028-06-21 Floating 3.75000000 N N N N N N Symbol Bidco I Limited N/A N/A 428571.00000000 PA 580090.69000000 0.030467139753 Long LON CORP GB N 3 2026-12-21 Floating 6.41590000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 119493.95000000 0.006275982250 Long EC CORP US Y 3 N N N RESPK 2020-1 N/A 758464AC5 703125.00000000 PA USD 531069.61000000 0.027892486994 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 358492.82000000 PA USD 358492.82000000 0.018828522911 Long LON CORP US N 3 2026-03-16 Floating 0.00000000 N N N N N N N/A N/A 77366PAG5 1000000.00000000 PA USD 11930.00000000 0.000626579573 Long ABS-O CORP KY N 3 N N N N/A N/A N/A 10964926.86000000 PA USD 10855277.59000000 0.570133713738 Long DBT CORP US N 3 2030-12-23 Fixed 10.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -405325.00000000 -0.02128821171 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -299465.00000000 GBP -396896.00000000 USD 2022-01-21 -8429.00000000 N N N Venator Finance Sarl / Venator Materials LLC N/A 9226APAA3 4245000.00000000 PA USD 4075200.00000000 0.214034960503 Long DBT CORP LU Y 2 2025-07-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC -5789373.00000000 -0.30406562166 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -7323385.00000000 CAD -5929386.00000000 USD 2022-01-21 140013.00000000 N N N Horizon Bidco S.A.S. N/A N/A 2044230.86000000 PA 2327353.40000000 0.122235716785 Long LON CORP FR N 3 2028-10-02 Fixed 0.00000000 N N N N N N IntraPac International LLC N/A N/A 415406.59000000 PA USD 415406.59000000 0.021817710316 Long LON CORP US N 3 2025-01-11 Floating 6.25000000 N N N N N N N/A N/A N/A 48978.21000000 PA USD 48978.21000000 0.002572401168 Long LON CORP US N 3 2027-03-30 Fixed 7.00000000 N N N N N N DRSLF 2020-78 N/A 26253JAC1 10625000.00000000 PA USD 9105848.13000000 0.478251336094 Long ABS-O CORP KY Y 3 N N N Wildcat Parent, LP N/A N/A 535.00000000 NS USD 83362.46000000 0.004378308017 Long EC CORP US Y 3 N N N Sun Acquirer Corp. N/A N/A 4869218.95000000 PA USD 4820526.76000000 0.253180519896 Long LON CORP US N 3 2028-09-08 Fixed 6.50000000 N N N N N N N/A N/A N/A 15023006.56000000 PA 3728579.62000000 0.195829994037 Long LON CORP PL N 3 2027-12-03 Fixed 0.00000000 N N N N N N Commify Limited N/A N/A 2770841.96000000 PA 3154598.92000000 0.165683759139 Long LON CORP GB N 3 2026-09-14 Floating 7.42000000 N N N N N N CGMS 2018-4 N/A 14315QAC7 2310000.00000000 PA USD 1628337.48000000 0.085522464717 Long ABS-O CORP KY Y 3 N N N Pluto Acquisition I, Inc. 254900MOXD90LKQ6AY47 72941DAF9 2463825.00000000 PA USD 2450742.09000000 0.128716255996 Long LON CORP US N 2 2026-06-22 Floating 4.17540000 N N N N N N MMax Investment Partners, Inc. N/A N/A 115111.00000000 NC USD 68574.39000000 0.003601618780 N/A DE CORP US Y 3 N/A N/A Call Purchased MMAX INVESTMENT PARTNERS, INC. MMAX INVESTMENT PARTNERS, INC. 1.00000000 2.50000000 USD 2027-01-19 XXXX 6906.73000000 N N N Babson Clo Ltd 549300ZI2PPUCDLS2Y70 06762KAC4 5000000.00000000 PA USD 4681415.00000000 0.245874183996 Long ABS-O CORP KY Y 3 N N N Bearcat Buyer, Inc. N/A N/A 580465.11500000 PA USD 580465.12000000 0.030486805318 Long LON CORP US N 3 2024-07-09 Floating 0.00000000 N N N N N N N/A N/A N/A 1000.00000000 PA USD 980.00000000 0.000051470912 Long LON CORP US N 3 2027-07-02 Fixed 7.75000000 N N N N N N N/A N/A N/A 4914529.92000000 PA 6618783.53000000 0.347627373238 Long LON CORP GB N 3 2028-12-11 Fixed 0.00000000 N N N N N N Laboratories Bidco LLC N/A N/A 3361077.36000000 PA USD 3361077.36000000 0.176528283273 Long LON CORP US N 3 2027-07-23 Variable 6.75000000 N N N N N N N/A N/A N/A 666666.67000000 PA 902364.20000000 0.047393376007 Long LON CORP GB N 3 2024-06-06 Floating 7.75000000 N N N N N N N/A N/A N/A 68175.37000000 NS USD 91057.96000000 0.004782485981 Long EC CORP US Y 3 N N N OMH-HealthEdge Holdings, LLC N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2024-10-24 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -333462.00000000 -0.01751387073 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -246371.00000000 GBP -338711.00000000 USD 2022-01-21 5249.00000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 385.14000000 0.000020228068 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Kohl's Corp. Kohl's Corp. Y Underlying Performance 2025-12-20 6824.84000000 USD 0.00000000 USD 62000.00000000 USD -6439.70000000 N N N Astorg VII Co-Invest ERT N/A N/A 1208500.00000000 NS 1636182.56000000 0.085934498823 Long EC CORP LU Y 3 N N N Commercial Trailer Leasing, Inc. N/A N/A 740543.48000000 PA USD 740543.48000000 0.038894335122 Long LON CORP US N 3 2026-01-19 Floating 0.00000000 N N N N N N Alpha Luxco 2 Sarl N/A N/A 1004765.64000000 PA 1143923.99000000 0.060080419615 Long LON CORP LU N 3 2025-01-09 Floating 6.25000000 N N Y N N N N/A N/A N/A 3460663.00000000 PA USD 3093784.27000000 0.162489692293 Long ABS-O CORP KY N 3 N N N Teligent, Inc. N/A N/A 2834.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 N/A N/A Call Purchased Teligent, Inc. Teligent, Inc. 1.00000000 0.01000000 USD 2025-07-20 XXXX 0.00000000 N N N N/A N/A N/A 4157289.67000000 PA USD 4115716.77000000 0.216162955513 Long LON CORP US N 3 2028-11-16 Fixed 6.50000000 N N N N N N PDI TA Holdings, Inc. N/A N/A 205023.07000000 PA USD 205023.07000000 0.010768086152 Long LON CORP US N 3 2024-10-24 Floating 0.00000000 N N N N N N N/A N/A N/A 385433.31000000 PA USD 377724.64000000 0.019838603848 Long LON CORP US N 3 2027-08-20 Fixed 0.00000000 N N N N N N Gamma Bidco Spa 549300JS6XODWD0TZD48 N/A 2000000.00000000 PA 2288381.62000000 0.120188866718 Long DBT CORP IT N 2 2025-07-15 Fixed 5.12500000 N N N N N N USI, Inc. N/A 90351NAF2 6500538.92000000 PA USD 6450614.78000000 0.338794925318 Long LON CORP US N 2 2026-12-02 Floating 3.47380000 N N N N N N A.U.L. Corp. N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2023-06-05 Floating 0.00000000 N N N N N N Saldon Holdings, Inc. N/A N/A 380952.38000000 PA USD 380952.38000000 0.020008129075 Long LON CORP US N 3 2024-03-13 Floating 0.00000000 N N N N N N N/A N/A N/A 2118116.94000000 PA USD 2096935.77000000 0.110133874339 Long LON CORP US N 3 2027-07-26 Fixed 7.00000000 N N N N N N Truck Hero, Inc. 54930007KT5CX7XNSD31 89778PAG2 7481171.53000000 PA USD 7432693.54000000 0.390375016751 Long LON CORP US N 2 2028-01-31 Floating 4.00000000 N N N N N N Sophia, L.P. N/A N/A 10498000.00000000 PA USD 10498000.00000000 0.551369016333 Long LON CORP US N 3 2028-10-09 Variable 9.00000000 N N N N N N N/A N/A N/A 8237180.40000000 PA USD 8154808.60000000 0.428301466581 Long LON CORP US N 3 2029-06-25 Fixed 7.25000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 58494.75000000 0.003072222591 Long EC CORP US Y 3 N N N OCT35 2018-1 549300EBYXJ9QVMC7X31 67591RAA2 1500000.00000000 PA USD 1401169.50000000 0.073591298240 Long ABS-CBDO CORP KY Y 3 2031-01-20 Floating 5.33150000 N N N N N N Icon Public, Ltd. Company N/A N/A 404592.75050000 PA USD 404422.82000000 0.021240828009 Long LON CORP IE N 2 2028-07-03 Floating 2.75000000 N N N N N N Exterran Energy Solutions LP N/A 30227KAE9 3100000.00000000 PA USD 2883000.00000000 0.151419020202 Long DBT CORP US N 2 2025-05-01 Fixed 8.12500000 N N N N N N MDPK 2018-31 N/A 55819EAC8 4250000.00000000 PA USD 3343615.25000000 0.175611149875 Long ABS-O CORP KY Y 3 N N N Kraton Polymers LLC / Kraton Polymers Capital Corp N/A 50076XAC5 4132000.00000000 PA USD 4277074.52000000 0.224637680594 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N Renaissance Holdings Cor 549300UKKEC0Y6TXNF09 75972JAB0 4632110.03000000 PA USD 4584121.37000000 0.240764192277 Long LON CORP US N 2 2025-05-30 Floating 3.35430000 N N N N N N N/A N/A N/A 5728351.94000000 PA USD 5698278.09000000 0.299281195016 Long LON CORP US N 2 2028-08-02 Fixed 4.00000000 N N N N N N N/A N/A N/A 3234375.00000000 PA 4377876.29000000 0.229931924523 Long LON CORP GB N 3 2028-08-23 Fixed 6.41610000 N N N N N N N/A N/A N/A 2826923.08000000 PA 3826371.25000000 0.200966141383 Long LON CORP GB N 3 2027-02-26 Floating 7.41830000 N N N N N N Premise Health Holding Corp. N/A N/A 2000000.00000000 PA USD 2000000.00000000 0.105042677906 Long LON CORP US N 3 2026-07-10 Floating 7.63150000 N N N N N N At Home Group Inc 549300LGPR0P05O30I24 04650YAB6 -946000.00000000 PA USD -932103.26000000 -0.04895531125 Short DBT CORP US Y 2 2029-07-15 Fixed 7.12500000 N N N N N N WINDR 2018-3 N/A 88432XAC4 3875000.00000000 PA USD 3001857.88000000 0.157661595205 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 2318840.00000000 PA 3138657.28000000 0.164846482861 Long LON CORP GB N 3 2026-10-08 Fixed 8.05000000 N N N N N N N/A N/A N/A 2000000.00000000 PA USD 1979380.00000000 0.103959687897 Long LON CORP US N 2 2028-11-17 Fixed 4.00000000 N N N N N N N/A N/A N/A 1284155.08000000 PA USD 1284155.08000000 0.067445544225 Long LON CORP US N 3 2029-05-18 Fixed 0.00000000 N N N N N N Packers Software Intermediate Holdings, Inc. N/A N/A 50.00000000 NS USD 56195.92000000 0.002951484962 Long EP CORP US Y 3 N N N N/A N/A N/A 641026.00000000 PA 867658.36000000 0.045570578821 Long LON CORP GB N 3 2027-07-09 Fixed 7.79670000 N N N N N N Fastsigns Holdings Inc. N/A N/A 50.00000000 NS USD 82808.41000000 0.004349208569 Long EC CORP US Y 3 N N N Zayo Group Holdings, Inc. N/A N/A 2630653.99110000 PA USD 2593377.62000000 0.136207665014 Long LON CORP US N 2 2027-03-09 Floating 3.10430000 N N N N N N KNPAK Holdings, LP N/A N/A 100000.00000000 NS USD 105054.20000000 0.005517587246 Long EC CORP US Y 3 N N N Insight PDI Holdings, LLC N/A N/A 26548.07000000 NS USD 36858.70000000 0.001935868276 Long EC CORP US Y 3 N N N DEN16 2018-1 2549008AB2W065F6TK51 22615EAG5 1500000.00000000 PA USD 1421055.00000000 0.074635711326 Long ABS-CBDO CORP KY Y 3 2030-01-20 Floating 2.73150000 N N N N N N N/A N/A N/A 3049868.32000000 PA USD 3049868.32000000 0.160183167798 Long LON CORP US N 3 2029-05-18 Fixed 7.50000000 N N N N N N Blackstone/GSO Long-Short Credit Income Fund 549300SM8M5F2TV58W35 09257D102 70.00000000 NS USD 1029.00000000 0.000054044457 Long EC RF US N 1 N N N Athenahealth, Inc. 5493004JZ4RQIZBHP241 04685YAL3 232108.32000000 PA USD 232108.32000000 0.012190639748 Long LON CORP US N 3 2024-02-12 Floating 0.00000000 N N N N N N EuroParcs Topholding B.V. N/A N/A 312500.00000000 PA 355780.73000000 0.018686080313 Long LON CORP NL N 3 2026-07-03 Floating 5.75000000 N N N N N N Equinox Holdings Inc. 549300W05QKLNGQIIA73 29446CAP9 2579334.80000000 PA USD 2444564.56000000 0.128391803849 Long LON CORP US N 2 2024-03-08 Floating 4.00000000 N N N N N N WELF 2018-3 254900LA1TLPGMVIGC76 94951EAC5 2400000.00000000 PA USD 1610904.00000000 0.084606835005 Long ABS-O CORP KY Y 3 N N N Flow Control Solutions, Inc. N/A N/A 372825.19000000 PA USD 372825.19000000 0.019581278174 Long LON CORP US N 3 2024-11-21 Floating 0.00000000 N N N N N N DEN14 2016-1 549300SBJ7CCHEFNE215 22615LAJ3 250000.00000000 PA USD 197057.50000000 0.010349723750 Long ABS-CBDO CORP KY Y 3 2031-10-23 Floating 8.22390000 N N N N N N IRI Parent, L.P. N/A N/A 250.00000000 NS USD 71975.64000000 0.003780256984 Long EC CORP US Y 3 N N N N/A N/A N/A 839233.09000000 PA USD 822448.43000000 0.043196092763 Long LON CORP US N 3 2027-12-29 Fixed 6.75000000 N N N N N N N/A N/A N/A 437658.66640000 NS USD 1045951.26000000 0.054934760655 Long EC CORP US Y 3 N N N Cardinal Parent, Inc. N/A N/A 985.71000000 PA USD 985.71000000 0.000051770809 Long LON CORP US N 3 2025-11-12 Variable 6.75000000 N N N N N N N/A N/A N/A 7298716.20000000 PA USD 7225729.04000000 0.379504964095 Long LON CORP US N 3 2029-10-18 Fixed 8.75000000 N N N N N N Shur-Co Acquisition, Inc. N/A N/A 2377913.84000000 PA USD 2377913.84000000 0.124891218792 Long LON CORP US N 3 2027-06-30 Fixed 7.00000000 N N N N N N N/A N/A N/A 867612.58000000 PA USD 858936.45000000 0.045112492429 Long LON CORP US N 3 2027-04-27 Fixed 6.50000000 N N N N N N Movati Athletic (Group) Inc. N/A C5854HAC9 253285.08000000 PA 184214.61000000 0.009675197971 Long LON CORP CA N 3 2024-10-05 Floating 7.45000000 N N Y N N N N/A N/A N/A 10000000.00000000 PA 11285364.60000000 0.592722459370 Long LON CORP DE N 2 2028-12-08 Fixed 0.00000000 N N N N N N N/A N/A N/A 6202532.00000000 PA 8395414.19000000 0.440938394327 Long LON CORP GB N 3 2028-07-24 Fixed 6.55020000 N N N N N N CCC Intelligent Solutions, Inc. N/A N/A 2020010.05000000 PA USD 2016858.83000000 0.105928126231 Long LON CORP US N 2 2028-09-21 Floating 3.00000000 N N N N N N Diligent Corporation N/A N/A 3051039.96000000 PA USD 3051039.96000000 0.160244703899 Long LON CORP US N 3 2025-08-04 Floating 7.25000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 5437030.95180000 PA USD 5383530.57000000 0.282750233833 Long LON CORP US N 2 2027-12-17 Floating 4.50000000 N N N N N N SSE Parent, LP N/A N/A 25.00000000 NS USD 7201.67000000 0.000378241351 Long EC CORP US Y 3 N N N N/A N/A N/A 2499686.14000000 PA USD 2499686.14000000 0.131286863036 Long LON CORP US N 3 2027-12-15 Fixed 7.25000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 4081.00000000 NS 463.41000000 0.000024338913 Long EC CORP LU N 3 N N N Capstone Acquisition Holdings, Inc. N/A N/A 1679249.46000000 PA USD 1679249.46000000 0.088196430076 Long LON CORP US N 3 2027-11-12 Variable 5.75000000 N N N N N N Sweetwater Borrower, LLC 254900JJU57789DC8283 87168EAB0 384615.39000000 PA USD 384615.39000000 0.020200515264 Long LON CORP US N 3 2028-08-07 Floating 5.50000000 N N N N N N N/A N/A N/A 100000.00000000 PA 135354.63000000 0.007109006401 Long LON CORP GB N 3 2027-07-09 Fixed 0.00000000 N N N N N N Proofpoint, Inc. N/A N/A 2080000.00000000 PA USD 2069766.40000000 0.108706902648 Long LON CORP US N 2 2028-08-31 Floating 3.75000000 N N N N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452AF7 -390000.00000000 PA USD -383691.75000000 -0.02015200445 Short DBT CORP US N 2 2030-06-11 Fixed 1.80000000 N N N N N N Sun Acquirer Corp. N/A N/A 6614788.01000000 PA USD 6548640.13000000 0.343943347952 Long LON CORP US N 3 2028-09-08 Fixed 6.50000000 N N N N N N APID 2015-20 5493008YDOADR1DMZM86 03765MAJ9 250000.00000000 PA USD 227863.25000000 0.011967682988 Long ABS-CBDO CORP KY Y 3 2031-07-16 Floating 8.82230000 N N N N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 12769LAD1 2105645.74000000 PA USD 2105119.33000000 0.110563685868 Long LON CORP US N 2 2025-07-21 Floating 3.59040000 N N N N N N Flutter Entertainment plc 549300RNFXC8F8RT6R13 N8233BAC6 4977525.00000000 PA USD 4956470.07000000 0.260320444559 Long LON CORP IE N 2 2026-07-21 Floating 2.38180000 N N N N N N Petroleum Service Group LLC N/A N/A 2105659.82100000 PA USD 2105659.82000000 0.110592073126 Long LON CORP US N 3 2025-07-23 Floating 7.00000000 N N N N N N Ivanti Software Inc N/A 46583DAG4 5920514.92000000 PA USD 5922350.28000000 0.311049766457 Long LON CORP US N 2 2027-12-01 Floating 5.00000000 N N N N N N Kellermeyer Bergensons Services, LLC N/A N/A 4569194.41000000 PA USD 4569194.41000000 0.239980208351 Long LON CORP US N 3 2026-11-07 Floating 6.75000000 N N N N N N Mavis Tire Express Services Topco Corp. N/A N/A 1000.00000000 PA USD 977.50000000 0.000051339608 Long LON CORP US N 3 2026-05-04 Fixed 3.85430000 N N N N N N Visual Edge Technology, Inc. N/A N/A 160511.21000000 PA USD 152485.65000000 0.008008750509 Long LON CORP US N 3 2022-08-31 Floating 9.75000000 N N N N N N N/A N/A N/A 921295.12000000 PA USD 921295.12000000 0.048387653273 Long LON CORP US N 3 2026-08-31 Fixed 6.50000000 N N N N N N WSHP FC Acquisition LLC N/A N/A 166660.80000000 PA USD 166660.80000000 0.008753248367 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N MARNR 2020-8 N/A 56845QAC7 6350000.00000000 PA USD 5670537.30000000 0.297824211581 Long ABS-O CORP KY Y 3 N N N Woof Holdings, Inc. N/A N/A 2985000.00000000 PA USD 2985000.00000000 0.156776196776 Long LON CORP US N 2 2027-12-21 Floating 4.50000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 81527CAM9 353188.78000000 PA USD 352598.95000000 0.018518968967 Long LON CORP US N 2 2026-09-03 Floating 3.85430000 N N N N N N Doxim Inc. N/A N/A 3421920.90000000 PA USD 3421920.90000000 0.179723867460 Long LON CORP US N 3 2024-02-28 Fixed 7.75000000 N N N N N N Denali Holdco LLC N/A N/A 4117721.13000000 PA USD 4076543.92000000 0.214105544981 Long LON CORP US N 3 2027-09-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 900457.70000000 PA USD 900457.70000000 0.047293244074 Long LON CORP US N 3 2026-10-30 Fixed 7.75000000 N N N N N N VLS Recovery Services, LLC N/A N/A 255768.60000000 PA USD 255768.60000000 0.013433309334 Long LON CORP US N 3 2024-10-17 Floating 6.50000000 N N N N N N Aimco N/A 00901GAC8 4600000.00000000 PA USD 4219373.00000000 0.221607119504 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 43500.00000000 NS USD 43167.62000000 0.002267221201 Long EC CORP US Y 3 N N N Asurion, LLC 549300KNQVXGIOXWK278 04649VAW0 2497778.15000000 PA USD 2484839.66000000 0.130507106027 Long LON CORP US N 2 2024-11-03 Floating 3.10430000 N N N N N N LGDN N/A N/A 25.00000000 NC 17232.67000000 0.000905082902 N/A DE CORP GB N 3 Company Direct N/A Call Purchased LGDN Shares LGDN Shares 1.00000000 0.01000000 GBP 2028-06-22 XXXX 17232.32000000 N N N Madison Park Funding Ltd N/A 55822FAC0 4500000.00000000 PA USD 4500000.00000000 0.236346025290 Long ABS-O CORP KY Y 3 N N N Star US Bidco LLC N/A N/A 3575605.48000000 PA USD 3564449.59000000 0.187209665098 Long LON CORP US N 2 2027-03-17 Floating 5.25000000 N N N N N N Automotive Keys Investor, LLC N/A N/A 37748.84000000 NS USD 5403.97000000 0.000283823740 Long EC CORP US Y 3 N N N N/A 549300RP8NIJ7FY7OS79 83578BAN3 1184789.46000000 PA USD 1183900.87000000 0.062180058880 Long LON CORP US N 2 2027-10-07 Fixed 4.00000000 N N N N N N N/A N/A N/A 4005675.21000000 PA USD 4005675.21000000 0.210383425441 Long LON CORP US N 3 2027-07-23 Fixed 6.75000000 N N N N N N PODS, LLC N/A 73044EAB0 6466215.54000000 PA USD 6439251.42000000 0.338198106436 Long LON CORP US N 2 2028-03-31 Floating 3.75000000 N N N N N N N/A N/A N/A 431604.23000000 PA USD 427288.19000000 0.022441747857 Long LON CORP US N 3 2027-04-27 Fixed 0.00000000 N N N N N N MRI Software LLC N/A N/A 507672.58500000 PA USD 507672.59000000 0.026663644176 Long LON CORP US N 3 2026-02-10 Floating 0.00000000 N N N N N N Shur-Co Acquisition, Inc. N/A N/A 440718.50000000 PA USD 440718.50000000 0.023147125721 Long LON CORP US N 3 2027-06-30 Fixed 7.00000000 N N N N N N Proofpoint, Inc. N/A 74345HAF8 240000.00000000 PA USD 215700.00000000 0.011328852812 Long LON CORP US N 3 2026-08-31 Fixed 0.00000000 N N N N N N eCapital Finance Corp. N/A N/A 2022744.11000000 PA USD 2022744.11000000 0.106237229017 Long LON CORP CA N 3 2025-01-31 Floating 9.00000000 N N N N N N N/A N/A N/A 9422545.66000000 PA USD 9422545.66000000 0.494884714413 Long LON CORP US N 3 2029-04-23 Floating 7.25000000 N N N N N N AQ Sunshine, Inc. N/A N/A 1085242.44000000 PA USD 1085242.44000000 0.056998386037 Long LON CORP US N 3 2025-04-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -379633.00000000 -0.01993883347 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -333334.00000000 EUR -376334.00000000 USD 2022-01-21 -3299.00000000 N N N Cast & Crew Payroll, LLC 549300XE7OZGFGN5F466 14835JAN0 2948116.21000000 PA USD 2943900.40000000 0.154617590753 Long LON CORP US N 2 2026-02-09 Floating 3.59040000 N N N N N N Capnor Connery Bidco A/S N/A N/A 2954438.71000000 PA 3363623.51000000 0.176662010480 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N Sunk Rock Foundry Partners LP N/A N/A 201874.00000000 PA USD 201874.00000000 0.010602692779 Long LON CORP US N 3 2023-10-31 Floating 5.75000000 N N N N N N MED ParentCo, LP 549300660CLPRNK19Z91 58401DAC8 11621401.58000000 PA USD 11587467.09000000 0.608589286646 Long LON CORP US N 2 2026-08-31 Floating 4.34040000 N N N N N N N/A N/A N/A 1607050.00000000 PA USD 1607050.00000000 0.084404417765 Long LON CORP US N 3 2025-07-23 Fixed 1.00000000 N N N N N N Capnor Connery Bidco A/S N/A N/A 12809677.40000000 PA 1961050.11000000 0.102996977532 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N SSE Buyer, Inc. N/A N/A 2698.42000000 PA USD 2698.42000000 0.000141724631 Long LON CORP US N 3 2025-06-30 Floating 3.00000000 N N N N N N AQ Sunshine, Inc. N/A 00216CAD5 1506475.03000000 PA USD 1506475.03000000 0.079122085675 Long LON CORP US N 3 2025-04-15 Floating 7.00000000 N N N N N N Team Health Holdings, Inc. 549300PVTQ4UDTTMQT11 88047PAA2 3898000.00000000 PA USD 3668992.50000000 0.192700398710 Long DBT CORP US Y 2 2025-02-01 Fixed 6.37500000 N N N N N N N/A N/A N/A 3635749.63000000 PA USD 3635749.63000000 0.190954438667 Long LON CORP US N 3 2022-07-28 Fixed 0.00000000 N N N N N N Automotive Keys Investor, LLC N/A N/A 37748.84000000 NS USD 41657.39000000 0.002187901900 Long EP CORP US Y 3 N N N EuroParcs Topholding B.V. N/A N/A 2187500.00000000 PA 2490465.08000000 0.130802560618 Long LON CORP NL N 3 2026-07-03 Floating 5.75000000 N N N N N N N/A N/A N/A 1129719.31000000 PA USD 1129719.31000000 0.059334370802 Long LON CORP US N 3 2025-11-06 Fixed 6.00000000 N N N N N N N/A N/A N/A 7683067.97000000 PA USD 7683067.97000000 0.403525017054 Long LON CORP US N 3 2029-04-16 Floating 7.50000000 N N N N N N Doxim Inc. N/A N/A 3514536.33000000 PA USD 3514536.33000000 0.184588153852 Long LON CORP US N 3 2024-02-28 Variable 9.00000000 N N N N N N SiroMed Physician Services, Inc. N/A N/A 1000.00000000 PA USD 860.00000000 0.000045168351 Long LON CORP US N 3 2024-03-26 Floating 0.00000000 N N N N N N Safe Home Security, Inc. N/A N/A 1300115.03000000 PA USD 1300115.03000000 0.068283782169 Long LON CORP US N 3 2024-08-05 Floating 8.25000000 N N N N N N SAVOYSPECIAL LLC N/A N/A 750000.00000000 PA USD 750000.00000000 0.039391004215 Long LON CORP US N 3 2024-07-01 Fixed 8.25000000 N N N N N N N/A N/A N/A 3042767.91000000 PA USD 3012340.23000000 0.158212142263 Long LON CORP US N 3 2027-08-20 Fixed 6.75000000 N N N N N N Coherus Biosciences Inc 5493007IL8W5MV932D26 19249H103 2456.00000000 NS USD 39197.76000000 0.002058718839 Long EC CORP US N 1 N N N PDI TA Holdings, Inc. N/A N/A 1106611.99000000 PA USD 1106611.99000000 0.058120743416 Long LON CORP US N 3 2025-10-24 Floating 9.50000000 N N N N N N Mauser Packaging Solut 549300DNGHXL0OMHW304 12429TAE4 5143000.00000000 PA USD 5156037.51000000 0.270801993719 Long DBT CORP US Y 2 2025-04-15 Fixed 7.25000000 N N N N N N NGL Energy Operating LLC N/A 62922LAA6 928000.00000000 PA USD 957046.40000000 0.050265358368 Long DBT CORP US Y 2 2026-02-01 Fixed 7.50000000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109AF5 2753000.00000000 PA USD 2774418.34000000 0.145716166033 Long DBT CORP US Y 2 2025-05-01 Fixed 6.87500000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AH1 1652000.00000000 PA USD 1751120.00000000 0.091971167068 Long DBT CORP US Y 2 2025-12-15 Fixed 7.62500000 N N N N N N Paganini Bidco Spa 8156004B4DE591612588 BS0094646 1250000.00000000 PA 1429242.33000000 0.075065720860 Long DBT CORP IT N 2 2028-10-30 Floating 4.25000000 N N N N N N N/A N/A N/A 1306038.96000000 PA USD 1306038.96000000 0.068594914904 Long LON CORP US N 3 2027-06-29 Fixed 8.00000000 N N N N N N TA/WEG Holdings, LLC N/A N/A 2494020.33000000 PA USD 2494020.33000000 0.130989287108 Long LON CORP US N 3 2027-10-04 Variable 6.75000000 N N N N N N N/A N/A N/A 1295514.98000000 PA USD 1295514.98000000 0.068042181383 Long LON CORP US N 3 2023-09-18 Fixed 6.25000000 N N N N N N N/A N/A N/A 4934211.00000000 PA 755384.76000000 0.039673819020 Long LON CORP DK N 3 2028-02-29 Fixed 0.00000000 N N N N N N Auris Luxembourg III S.a r.l. N/A N/A 4000000.00000000 PA 4539056.18000000 0.238397308158 Long LON CORP LU N 2 2026-02-27 Floating 4.00000000 N N N N N N N/A N/A N/A 3481923.07000000 PA 4677596.98000000 0.245673656474 Long LON CORP GB N 2 2028-11-01 Fixed 0.00000000 N N N N N N Affirm Operational Loans VI Trust N/A N/A 492050.95000000 PA USD 492050.95000000 0.025843174727 Long LON CORP US N 3 2026-12-17 Variable 10.35530000 N N Y N N N N/A N/A N/A 261816.80000000 PA USD 257235.01000000 0.013510327150 Long LON CORP US N 3 2026-07-30 Fixed 7.50000000 N N N N N N Delta Topco, Inc. N/A N/A 4922857.12000000 PA USD 4942843.92000000 0.259604780916 Long LON CORP US N 2 2028-12-01 Variable 8.00000000 N N N N N N N/A N/A N/A 5000000.00000000 PA USD 4990650.00000000 0.262115620248 Long LON CORP US N 2 2028-12-01 Fixed 7.75000000 N N N N N N The Ultimus Group, LLC N/A N/A 1609.07000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Rr Ltd 549300KSO6EE9C4GF767 74990GAC5 1000000.00000000 PA USD 1026235.00000000 0.053899236280 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 765748.39000000 PA USD 758090.91000000 0.039815949641 Long LON CORP US N 3 2027-06-14 Fixed 0.00000000 N N N N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 20903XAF0 5395000.00000000 PA USD 5664750.00000000 0.297520254836 Long DBT CORP US Y 2 2028-10-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 1835000.00000000 PA USD 1839587.50000000 0.096617598622 Long LON CORP US N 3 2028-11-01 Fixed 6.00000000 N N N N N N Appriss Health, LLC N/A N/A 211867.29000000 PA USD 211867.29000000 0.011127553751 Long LON CORP US N 3 2027-05-06 Floating 0.00000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N Eastland Investors Corp N/A 27734A806 300.00000000 NS USD 132000.00000000 0.006932816741 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1617896.67000000 PA USD 1601717.70000000 0.084124358229 Long LON CORP US N 3 2027-07-22 Fixed 8.50000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674X106 11111.00000000 NS USD 194442.50000000 0.010212380449 Long EC CORP US N 1 N N N N/A N/A N/A 1667000.00000000 PA 2256361.67000000 0.118507136071 Long LON CORP GB N 3 2028-12-01 Fixed 0.00000000 N N N N N N Atrium Cdo Corp 549300BF3YFW8EHN6F75 04965TAA9 900000.00000000 PA USD 879881.40000000 0.046212549248 Long ABS-CBDO CORP KY Y 3 2030-11-21 Floating 6.17390000 N N N N N N Invesco Clo Ltd N/A G6449KAC8 956750.00000000 PA USD 741730.01000000 0.038956653267 Long ABS-O CORP KY N 3 N N N Virence Holdings LLC N/A N/A 0.00100000 NS USD 125720.00000000 0.006602982733 Long EC CORP US Y 3 N N N N/A N/A N/A 2163934.43000000 PA 2463635.71000000 0.129393446182 Long LON CORP PL N 3 2027-12-03 Fixed 0.00000000 N N N N N N IRI Group Holdings, Inc. N/A N/A 25.00000000 NS USD 35164.58000000 0.001846890825 Long EP CORP US Y 3 N N N NxtGenPay Intressenter BidCo AB N/A N/A 5500000.00000000 PA 608662.93000000 0.031967792054 Long LON CORP SE N 3 2025-06-30 Floating 6.75000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N East West Investment Management Clo 2019-1, Ltd. N/A 27581MAC5 2175000.00000000 PA USD 1836128.48000000 0.096435926260 Long ABS-O CORP KY Y 3 N N N Dryden Senior Loan Fund 254900JFO9XUH2EREJ70 26252KAC9 1200000.00000000 PA USD 1165303.20000000 0.061203284350 Long ABS-O CORP KY Y 3 N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 05552BAA4 8174000.00000000 PA USD 8082042.50000000 0.424479693578 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N North American Science Associates, LLC N/A N/A 6261947.36000000 PA USD 6261947.36000000 0.328885859803 Long LON CORP US N 3 2027-09-15 Floating 6.50000000 N N N N N N Commercial Trailer Leasing, Inc. N/A N/A 12274508.16000000 PA USD 12274508.16000000 0.644673603558 Long LON CORP US N 3 2026-01-19 Floating 7.25000000 N N N N N N Visual Edge Technology, Inc. N/A N/A 27334.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 Conversion N/A Call Purchased Visual Edge Technology Inc. Visual Edge Technology Inc. 1.00000000 0.00000000 USD 2027-08-31 XXXX -10260.66000000 N N N N/A N/A N/A 1333141.61000000 PA USD 1319810.19000000 0.069318198343 Long LON CORP US N 3 2027-07-16 Fixed 6.50000000 N N N N N N Viasat Inc UFC8NYMNFSYIHNSM2I38 92552VAN0 2790000.00000000 PA USD 2796975.00000000 0.146900872019 Long DBT CORP US Y 2 2028-07-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US Y 3 N N N Production Resource Group, LLC N/A N/A 690796.11000000 PA USD 690796.11000000 0.036281536641 Long LON CORP US N 3 2024-08-21 Variable 9.75000000 N N N N N N Comprehensive EyeCare Partners, LLC N/A N/A 675973.01000000 PA USD 675973.01000000 0.035503007581 Long LON CORP US N 3 2024-02-14 Floating 7.00000000 N N N N N N N/A N/A N/A 2327115.25000000 PA USD 2327115.25000000 0.122223208829 Long LON CORP US N 3 2027-05-19 Fixed 7.00000000 N N N N N N N/A N/A N/A 1250000.00000000 PA 900340.49000000 0.047287088048 Long LON CORP AU N 3 2027-03-31 Fixed 0.00000000 N N N N N N Pretium PKG Holdings, Inc. N/A N/A 1025000.00000000 PA USD 1019875.00000000 0.053565200565 Long LON CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N N/A N/A N/A 2029201.19000000 PA USD 2008909.18000000 0.105510599969 Long LON CORP US N 3 2027-06-18 Fixed 6.75000000 N N N N N N North American Science Associates, LLC N/A N/A 915516.60000000 PA USD 915516.60000000 0.048084157666 Long LON CORP US N 3 2027-09-15 Floating 0.00000000 N N N N N N AMMC 2017-21 549300DYK366J47FIO80 00179TAA9 100000.00000000 PA USD 95339.30000000 0.005007347690 Long ABS-CBDO CORP KY Y 3 2030-11-02 Floating 6.63230000 N N N N N N Blackstone Strategic Credit Fund 549300YESIF051NRED20 09257R101 3073.00000000 NS USD 41454.77000000 0.002177260026 Long EC RF US N 1 N N N N/A N/A N/A 4991540.61000000 PA USD 4983204.74000000 0.261724585224 Long LON CORP US N 2 2026-12-04 Fixed 5.25000000 N N N N N N N/A N/A N/A 1190476.20000000 PA 1611364.65000000 0.084631028960 Long LON CORP GB N 3 2028-12-11 Fixed 0.00000000 N N N N N N Eleda BidCo AB N/A N/A 9070000.00000000 PA 1003740.51000000 0.052717795547 Long LON CORP SE N 3 2026-06-30 Variable 6.50000000 N N N N N N N/A N/A N/A 1191937.51000000 PA USD 1180018.13000000 0.061976132176 Long LON CORP US N 3 2026-02-17 Fixed 7.00000000 N N N N N N STCR 2017-1 N/A 85816UAB4 250000.00000000 PA USD 120028.50000000 0.006304057532 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 5000000.00000000 PA 5691068.48000000 0.298902536645 Long LON CORP DE N 2 2028-11-04 Fixed 0.00000000 N N N N N N N/A N/A N/A 1311565.95000000 PA USD 1311565.95000000 0.068885199819 Long LON CORP US N 3 2027-02-22 Floating 0.00000000 N N N N N N WSHP FC Acquisition LLC N/A N/A 550175.42000000 PA USD 550175.42000000 0.028895949717 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N VOYA 2020-1 N/A 92918GAC6 166667.00000000 PA USD 147776.80000000 0.007761435402 Long ABS-O CORP KY Y 3 N N N Cardinal Parent, Inc. N/A N/A 8633980.48000000 PA USD 8633980.48000000 0.453468215307 Long LON CORP US N 3 2028-11-13 Variable 8.50000000 N N N N N N Tempo Acquisition, LLC 549300VV0B2RPMHQGA61 88023HAD2 1312652.76000000 PA USD 1313886.65000000 0.069007086091 Long LON CORP US N 2 2026-11-02 Floating 3.75000000 N N N N N N Radius Aerospace, Inc. N/A 75046TAC8 428571.43000000 PA USD 424285.72000000 0.022284054113 Long LON CORP US N 3 2025-03-29 Floating 0.00000000 N N N N N N N/A N/A N/A 2627238.19000000 PA USD 2600965.81000000 0.136606206913 Long LON CORP US N 3 2027-10-29 Fixed 0.00000000 N N N N N N Kene Acquisition, Inc. N/A N/A 476348.48700000 PA USD 476348.49000000 0.025018460503 Long LON CORP US N 3 2026-08-10 Floating 5.25000000 N N N N N N ANCHF 2016-3 5493003NNQWXMTSTMF21 001011AJ4 520000.00000000 PA USD 426626.20000000 0.022406979256 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 2787659.90000000 PA USD 2759783.30000000 0.144947514137 Long LON CORP US N 3 2027-11-30 Fixed 0.00000000 N N N N N N N/A N/A N/A 50.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N Triton Water Holdings In 5493005IYCEL7QJFZZ63 89680EAA7 100000.00000000 PA USD 95910.00000000 0.005037321619 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N UFC Holdings LLC 549300JEOTH7UMZ3C491 90266UAJ2 6482333.56000000 PA USD 6446421.43000000 0.338574684961 Long LON CORP US N 2 2026-04-29 Floating 3.50000000 N N N N N N Skywalker TopCo, LLC N/A N/A 14925.00000000 NS USD 53320.76000000 0.002800477709 Long EC CORP US Y 3 N N N N/A N/A N/A 4720149.23000000 PA 3731490.75000000 0.195982890482 Long LON CORP US N 3 2026-06-28 Fixed 8.00000000 N N N N N N Doxim Inc. N/A N/A 2292808.18000000 PA USD 2292808.18000000 0.120421355577 Long LON CORP US N 3 2024-02-28 Floating 9.00000000 N N N N N N NSF Funding 2020 Limited N/A N/A 4600000.00000000 PA 6226312.94000000 0.327014292352 Long LON CORP GB N 3 2026-06-10 Floating 0.00000000 N N N N N N Commercial Trailer Leasing, Inc. N/A N/A 1465041.85000000 PA USD 1465041.85000000 0.076945959584 Long LON CORP US N 3 2026-01-19 Floating 7.25000000 N N N N N N N/A N/A N/A 2848235.82000000 PA USD 2819753.46000000 0.148097227237 Long LON CORP US N 3 2026-11-30 Fixed 7.00000000 N N N N N N N/A N/A N/A 6875259.62000000 PA USD 6806507.02000000 0.357486862286 Long LON CORP GB N 3 2028-05-26 Fixed 6.75000000 N N N N N N CEDF 2017-8 549300PTCF9P2JDL1E69 15032GAC8 365000.00000000 PA USD 218167.80000000 0.011458464972 Long ABS-O CORP KY Y 3 N N N Air Canada N/A N/A 1865543.12000000 PA USD 1857875.74000000 0.097578121473 Long LON CORP CA N 2 2028-08-11 Floating 4.25000000 N N N N N N Dolya Holdco 18 DAC 635400ZZNJSEA4CAJR23 92770QAA5 3000000.00000000 PA USD 3022635.00000000 0.158752837367 Long DBT CORP IE Y 2 2028-07-15 Fixed 5.00000000 N N N N N N Service Logic Acquisition, Inc. N/A N/A 1007000.00000000 PA USD 994966.35000000 0.052256964915 Long LON CORP US N 3 2025-10-30 Variable 0.00000000 N N N N N N Pregis Topco Llc 549300LJXHJYHS1GM034 74045BAE7 1294262.50000000 PA USD 1286173.36000000 0.067551546993 Long LON CORP US N 2 2026-07-31 Floating 4.50000000 N N N N N N Automotive Keys Group, LLC N/A N/A 155988.12000000 PA USD 155988.12000000 0.008192704923 Long LON CORP US N 3 2025-11-06 Floating 6.00000000 N N N N N N N/A N/A N/A 1994469.78000000 PA USD 1974525.08000000 0.103704700998 Long LON CORP US N 3 2026-10-07 Fixed 0.00000000 N N N N N N United Digestive MSO Parent, LLC N/A N/A 511363.64000000 PA USD 511363.64000000 0.026857503064 Long LON CORP US N 3 2023-12-14 Floating 0.00000000 N N N N N N PowerTeam Services, LLC 549300J2G34D0WX8Z443 73939VAA2 10505000.00000000 PA USD 11113607.18000000 0.583701529696 Long DBT CORP US Y 2 2025-12-04 Fixed 9.03300000 N N N N N N Bearcat Buyer, Inc. N/A N/A 580465.12000000 PA USD 580465.12000000 0.030486805318 Long LON CORP US N 3 2027-07-09 Floating 9.25000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N Dun & Bradstreet Corporation RI37BMPWE56BCJ747E14 26483NAN0 6789192.78000000 PA USD 6757690.93000000 0.354922975877 Long LON CORP US N 2 2026-02-06 Floating 3.35190000 N N N N N N Highline Aftermarket Acquisition, LLC N/A N/A 4209126.89000000 PA USD 3956579.28000000 0.207804841461 Long LON CORP US N 3 2028-11-09 Variable 8.75000000 N N N N N N Rockland Park Clo Ltd N/A G76107AD6 1100000.00000000 PA USD 13123.00000000 0.000689237531 Long ABS-O CORP KY N 3 N N N Elemica Parent, Inc. N/A N/A 406905.19700000 PA USD 406905.20000000 0.021371205931 Long LON CORP US N 3 2025-09-18 Floating 6.50000000 N N N N N N Lavatio Midco Sarl N/A N/A 981541.46000000 PA 1061609.14000000 0.055757133478 Long LON CORP LU N 3 2026-11-30 Floating 7.50000000 N N N N N N Alchemy Copyrights, LLC N/A N/A 916615.60000000 PA USD 916615.60000000 0.048141878617 Long LON CORP US N 3 2028-03-10 Floating 3.50000000 N N N N N N N/A N/A N/A 33333.00000000 NS USD 44089.96000000 0.002315663733 Long EC CORP US Y 3 N N N DCG Acquisition Corp. N/A 23308UAG9 5305519.02000000 PA USD 5292255.22000000 0.277956330237 Long LON CORP US N 3 2026-09-30 Floating 4.60190000 N N N N N N CC Fly Holding II A/S N/A N/A 611461.34000000 PA 84248.47000000 0.004424842449 Long LON CORP DK N 3 2025-05-09 Floating 9.22000000 N N N N N N N/A N/A N/A 7419632.26000000 PA USD 7419632.26000000 0.389689020837 Long LON CORP US N 3 2028-02-22 Floating 5.75000000 N N N N N N People Corporation N/A N/A 4115737.82000000 PA 3253676.29000000 0.170887435271 Long LON CORP CA N 3 2028-02-18 Fixed 6.25000000 N N N N N N eResearch Technology, Inc. N/A N/A 2042257.82000000 PA USD 2047363.46000000 0.107530270243 Long LON CORP US N 2 2027-02-04 Floating 5.50000000 N N N N N N Frontline Technologies Parent, LLC N/A N/A 2727.65000000 NS USD 43430.55000000 0.002281030637 Long EC CORP US Y 3 N N N CGMS 2019-3 N/A 14314KAC1 3875000.00000000 PA USD 3098298.88000000 0.162726805655 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N N/A N/A N/A 500.00000000 NS USD 56649.77000000 0.002975321771 Long EC CORP US Y 3 N N N N/A N/A N/A 909090.91000000 PA 1034998.47000000 0.054359505459 Long LON CORP ES N 3 2028-07-17 Fixed 0.00000000 N N N N N N Madison Park Funding Ltd 254900YXXBTCF4NGD347 55819VAG1 550000.00000000 PA USD 545237.55000000 0.028636606173 Long ABS-CBDO CORP KY Y 3 2033-01-15 Floating 6.82380000 N N N N N N SLR BD Limited N/A N/A 1232033.00000000 PA 1667613.70000000 0.087585304381 Long LON CORP GB N 3 2028-09-22 Fixed 7.32650000 N N N N N N CANYC 2018-1 N/A 13877AAA8 850000.00000000 PA USD 807126.85000000 0.042391382867 Long ABS-CBDO CORP KY Y 3 2031-07-15 Floating 5.87380000 N N N N N N N/A N/A N/A 471935.53000000 PA USD 467216.17000000 0.024538818829 Long LON CORP US N 3 2027-12-01 Fixed 6.75000000 N N N N N N N/A N/A N/A 21896841.96000000 PA USD 21896841.96000000 1.150051458591 Long LON CORP US N 3 2028-05-15 Fixed 9.00000000 N N N N N N The Ultimus Group Aggregator, LP N/A N/A 182.03000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N The Ultimus Group Midco, LLC 549300KYH9MGMV5RGT87 90385PAB6 396226.42000000 PA USD 396226.42000000 0.020810342107 Long LON CORP US N 3 2024-02-01 Floating 0.00000000 N N N N N N DEN14 2016-1 549300SBJ7CCHEFNE215 22615LAG9 750000.00000000 PA USD 681305.25000000 0.035783063966 Long ABS-CBDO CORP KY Y 3 2031-10-23 Floating 6.47390000 N N N N N N Doxim Inc. N/A N/A 490246.44000000 PA USD 490246.44000000 0.025748399445 Long LON CORP US N 3 2024-02-28 Floating 9.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -944492.00000000 -0.04960598447 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -697813.00000000 GBP -922509.00000000 USD 2022-01-19 -21983.00000000 N N N Ensemble RCM LLC N/A 29359BAB7 2207108.86000000 PA USD 2203422.99000000 0.115726725715 Long LON CORP US N 2 2026-08-03 Floating 3.87860000 N N N N N N Redwood Services, LLC N/A N/A 1067126.28000000 PA USD 1067126.28000000 0.056046901058 Long LON CORP US N 3 2025-12-31 Floating 8.00000000 N N N N N N N/A N/A N/A 2000000.00000000 PA 2691012.45000000 0.141335577014 Long LON CORP GB N 2 2028-03-20 Floating 4.32920000 N N N N N N Olympia Acquisition, Inc. N/A N/A 640538.74000000 PA USD 525241.77000000 0.027586401034 Long LON CORP US N 3 2024-09-24 Floating 8.50000000 N N N N N N N/A N/A N/A 250173.46000000 PA USD 245169.99000000 0.012876656146 Long LON CORP US N 3 2028-10-16 Fixed 0.00000000 N N N N N N Itt Holdings Llc 549300TH2PHOLK31LB42 45074JAA2 7137300.00000000 PA USD 7065927.00000000 0.371111946987 Long DBT CORP US Y 2 2029-08-01 Fixed 6.50000000 N N N N N N Kodiak BP, LLC N/A N/A 8533459.34000000 PA USD 8462375.62000000 0.444455298289 Long LON CORP US N 2 2028-03-12 Floating 4.00000000 N N N N N N Hometown Food Company N/A N/A 866.86000000 PA USD 866.86000000 0.000045528647 Long LON CORP US N 3 2023-08-31 Floating 0.00000000 N N N N N N N/A N/A N/A -7185074.58000000 PA USD -7185074.58000000 -0.37736973742 Short LON CORP US N 3 2026-06-28 Fixed 4.25000000 N N N N N N N/A N/A N/A 3861940.28000000 PA 3053037.89000000 0.160349637858 Long LON CORP US N 3 2026-06-28 Fixed 8.00000000 N N N N N N 285 Mezz LLC N/A N/A 2897661.81000000 PA USD 2868685.19000000 0.150667187214 Long LON CORP US N 3 2023-05-05 Floating 16.28200000 N N N N N N Galway Borrower Llc N/A 36457WAB7 968504.79000000 PA USD 949134.69000000 0.049849824765 Long LON CORP US N 3 2027-09-30 Floating 0.00000000 N N N N N N N/A N/A N/A 500000.00000000 PA USD 500000.00000000 0.026260669476 Long LON CORP US N 3 2027-01-20 Fixed 7.75000000 N N N N N N Capstone Acquisition Holdings, Inc. N/A N/A 3007853.93000000 PA USD 3007853.93000000 0.157976515780 Long LON CORP US N 3 2028-11-13 Variable 9.75000000 N N N N N N The Ultimus Group Aggregator, LP N/A N/A 0.18200000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Wellfleet Clo Ltd 254900LA1TLPGMVIGC76 94951EAA9 250000.00000000 PA USD 240170.25000000 0.012614063106 Long ABS-CBDO CORP KY Y 3 2032-01-20 Floating 6.38150000 N N N N N N N/A N/A N/A 2995820.09000000 PA USD 2966341.22000000 0.155796212667 Long LON CORP US N 2 2027-12-17 Fixed 4.50000000 N N N N N N OAKCL 2019-2 N/A 67401VAC9 3860000.00000000 PA USD 2283950.42000000 0.119956134161 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 2947368.00000000 PA 3989399.03000000 0.209528578675 Long LON CORP GB N 3 2027-04-27 Floating 7.04670000 N N N N N N N/A N/A N/A 1690625.00000000 PA USD 1690625.00000000 0.088793888668 Long LON CORP GB N 3 2028-11-24 Fixed 6.10000000 N N N N N N N/A N/A N/A 8505041.59380000 NS USD 8892539.79000000 0.467048096467 Long EP CORP US Y 3 N N N Ardonagh Midco 3 PLC N/A N/A 1491067.17000000 PA 2018228.44000000 0.106000059982 Long LON CORP GB N 3 2026-07-14 Floating 7.50000000 N N N N N N YCLO 2019-2 25490036G9JNQQPHIX69 98625FAC9 4000000.00000000 PA USD 3216380.00000000 0.168928584183 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N N/A N/A N/A 1569475.04000000 PA 1222129.66000000 0.064187886117 Long LON CORP CA N 3 2027-12-03 Fixed 0.00000000 N N N N N N Clarios Global LP N/A N/A -1022727.27000000 PA USD -1022727.27000000 -0.05371500560 Short LON CORP US N 3 2027-08-06 Floating 8.50000000 N N N N N N Sunshine Luxembourg Vii 254900CHQOBZNYV4DY60 L8908YAE8 4139368.64000000 PA USD 4152324.86000000 0.218085661416 Long LON CORP LU N 2 2026-10-01 Floating 4.50000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAN4 2438715.47000000 PA USD 2435350.04000000 0.127907844921 Long LON CORP US N 2 2027-07-30 Floating 4.00000000 N N N N N N Essential Services Holding Corporation N/A N/A 1560454.91000000 PA USD 1560454.91000000 0.081957181249 Long LON CORP US N 3 2025-11-17 Variable 0.00000000 N N N N N N Allegiant Travel Co 549300JM9OZXOHWL2K18 01748X102 823.00000000 NS USD 153933.92000000 0.008084815588 Long EC CORP US N 1 N N N N/A N/A N/A 4782922.98000000 PA USD 4735093.75000000 0.248693463820 Long LON CORP US N 3 2028-04-14 Floating 6.75000000 N N N N N N Olympia Acquisition, Inc. N/A N/A 45514.75000000 PA USD 37322.10000000 0.001960206664 Long LON CORP US N 3 2026-09-24 Floating 8.50000000 N N N N N N CANYC 2019-1 N/A 13887UAC8 2797500.00000000 PA USD 2082391.86000000 0.109370008713 Long ABS-O CORP KY Y 3 N N N OHALF 2016-1 54930016024GMIAF7A82 67110VAE7 4000000.00000000 PA USD 3979900.00000000 0.209029676900 Long ABS-CBDO CORP KY Y 3 2033-01-20 Floating 6.48150000 N N N N N N N/A N/A N/A 2338105.39000000 PA 1848377.71000000 0.097079272220 Long LON CORP CA N 3 2028-02-18 Floating 7.25000000 N N N N N N N/A N/A N/A 986214.78000000 PA 1122803.87000000 0.058971162634 Long LON CORP GB N 3 2028-08-07 Fixed 5.25000000 N N N N N N Ashton Woods Usa/finance N/A 045086AP0 520000.00000000 PA USD 510900.00000000 0.026833152071 Long DBT CORP US Y 2 2030-04-01 Fixed 4.62500000 N N N N N N Rr 2 Ltd 54930098CLSTWMH4JW47 78109RAC0 500000.00000000 PA USD 405702.00000000 0.021308012256 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 878325.00000000 PA 999971.54000000 0.052519844196 Long LON CORP GB N 3 2028-11-24 Fixed 7.83000000 N N N N N N Chobani, LLC 549300ISVDMZ91KNTR38 17026YAH2 2503224.12000000 PA USD 2506978.96000000 0.131669891707 Long LON CORP US N 2 2027-10-25 Floating 4.50000000 N N N N N N N/A N/A N/A 1016852.30000000 PA USD 1016852.30000000 0.053406444313 Long LON CORP US N 3 2028-02-22 Floating 0.00000000 N N N N N N N/A N/A N/A 5980.14400000 NS USD 6344264.20000000 0.333209250458 Long EP CORP US N 3 N N N American Residential Services L.L.C. N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2025-10-15 Variable 0.00000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N N/A N/A N/A 1.00000000 NC -71891.00000000 -0.00377581157 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -90940.00000000 CAD -71003.00000000 USD 2022-01-21 -888.00000000 N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 373000.00000000 PA USD 373000.00000000 0.019590459429 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 883035.36000000 PA USD 865374.65000000 0.045450635314 Long LON CORP US N 3 2027-12-16 Fixed 0.00000000 N N N N N N WELF 2017-3 254900TEETF3L54VTH19 94950KAC2 250000.00000000 PA USD 144104.50000000 0.007568561289 Long ABS-O CORP US Y 3 N N N N/A N/A N/A 608044.89000000 PA USD 608044.89000000 0.031935331766 Long LON CORP US N 3 2027-03-05 Floating 0.00000000 N N N N N N The Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 90385KAC5 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2024-05-03 Floating 0.00000000 N N N N N N Air Methods Corporation 54930081QGNZXVDOZF63 00215JAA7 8017000.00000000 PA USD 6864556.25000000 0.360535685571 Long DBT CORP US Y 2 2025-05-15 Fixed 8.00000000 N N N N N N 1011778 Bc / New Red Fin N/A 68245XAM1 2001000.00000000 PA USD 1965982.50000000 0.103256033259 Long DBT CORP CA Y 2 2030-10-15 Fixed 4.00000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 00216EAB5 3020413.12000000 PA USD 3018057.20000000 0.158512405182 Long LON CORP US N 2 2024-10-17 Floating 4.25000000 N N N N N N Kene Acquisition, Inc. N/A N/A 675812.10600000 PA USD 675812.11000000 0.035494556898 Long LON CORP US N 3 2024-08-08 Floating 0.00000000 N N N N N N Asurion, LLC 549300KNQVXGIOXWK278 04649VAZ3 570372.32000000 PA USD 571798.25000000 0.030031609701 Long LON CORP US N 2 2028-01-31 Floating 5.35430000 N N N N N N WebPT, Inc. N/A N/A 2041640.76000000 PA USD 2041640.76000000 0.107229706377 Long LON CORP US N 3 2024-08-28 Floating 7.75000000 N N N N N N Da Vinci Purchaser Corp. 254900CEZYHAWVXDTS47 23343FAB0 5254400.66000000 PA USD 5252771.80000000 0.275882608153 Long LON CORP US N 2 2027-01-08 Floating 5.00000000 N N N N N N N/A N/A N/A 3601830.79000000 PA USD 3601830.79000000 0.189172975774 Long LON CORP US N 3 2026-10-30 Fixed 0.00000000 N N N N N N Ivanti Software, Inc. N/A 46583DAF6 86025.13000000 PA USD 85505.54000000 0.004490865448 Long LON CORP US N 2 2027-12-01 Floating 4.75000000 N N N N N N N/A N/A N/A 633076.93000000 PA 850472.18000000 0.044667937636 Long LON CORP GB N 2 2028-11-01 Fixed 0.00000000 N N N N N N TGP Holdings III LLC N/A N/A 7476410.74430000 PA USD 7435888.60000000 0.390542825580 Long LON CORP US N 2 2028-06-29 Floating 4.25000000 N N N N N N Transdigm Inc 88Q84GB3X55CF5OC7582 89364MBS2 423326.62000000 PA USD 418212.83000000 0.021965097799 Long LON CORP US N 2 2024-08-22 Floating 2.35430000 N N N N N N Anchor Packaging, LLC N/A 03306UAB4 3139977.68000000 PA USD 3100727.96000000 0.162854384189 Long LON CORP US N 2 2026-07-18 Floating 4.10430000 N N N N N N N/A N/A N/A 497527.29000000 PA USD 488820.56000000 0.025673510319 Long LON CORP US N 3 2027-10-05 Fixed 0.00000000 N N N N N N N/A N/A N/A 50.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N EZ Elemica Holdings, Inc. N/A N/A 50.00000000 NS USD 59331.96000000 0.003116193981 Long EP CORP US Y 3 N N N Nest Topco Borrower Inc. N/A N/A 13161516.95000000 PA USD 13029901.78000000 0.684347887917 Long LON CORP US N 3 2029-08-31 Fixed 0.00000000 N N N N N N N/A N/A N/A 467376.04000000 PA USD 467376.04000000 0.024547215415 Long LON CORP US N 3 2024-05-28 Fixed 7.00000000 N N N N N N N/A N/A N/A 5.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N Clarios Global LP 549300474L1ZLXZY2P98 C8000CAG8 1922186.64000000 PA USD 1909211.88000000 0.100274364283 Long LON CORP CA N 2 2026-04-30 Floating 3.33700000 N N N N N N N/A N/A N/A 50.00000000 NS USD 69450.89000000 0.003647653734 Long EC CORP US Y 3 N N N Illuminate Merger Sub Corp. N/A N/A 735000.00000000 PA USD 728340.90000000 0.038253439282 Long LON CORP US N 2 2028-07-21 Floating 4.00000000 N N N N N N MH Sub I, LLC (Micro Holding Corp.) N/A 45567YAL9 2569381.33000000 PA USD 2572053.49000000 0.135087693154 Long LON CORP US N 2 2024-09-13 Floating 4.75000000 N N N N N N P27 BIDCO LIMITED N/A N/A 1705509.76000000 PA 2100722.63000000 0.110332765297 Long LON CORP GB N 3 2026-07-31 Floating 8.25000000 N N N N N N Teligent, Inc. N/A N/A 696279.67000000 PA USD 263774.28000000 0.013853778367 Long LON CORP US N 3 2022-12-29 Floating 14.50000000 N N N N N N Us Global Jets Etf 549300UL07KE1VGTTL75 26922A842 13838.00000000 NS USD 291843.42000000 0.015328007183 Long EC RF US N 1 N N N GLD10 2015-10 549300IGEA8MXF2YEF61 38137RAJ5 750000.00000000 PA USD 733326.00000000 0.038515263409 Long ABS-CBDO CORP KY Y 3 2031-07-20 Floating 5.78150000 N N N N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 1988188.34000000 PA USD 1987472.59000000 0.104384721560 Long LON CORP US N 2 2028-02-01 Floating 4.50000000 N N N N N N SaintMichelCo Limited N/A N/A 189876.84000000 PA 257007.09000000 0.013498356487 Long LON CORP JE N 3 2025-09-09 Floating 8.25000000 N N N N N N N/A N/A N/A 3203141.66000000 PA USD 3203141.66000000 0.168233288840 Long LON CORP US N 3 2022-07-29 Fixed 0.00000000 N N N N N N WSHP FC Acquisition LLC N/A N/A 349956.13000000 PA USD 349956.13000000 0.018380164522 Long LON CORP US N 3 2027-03-30 Floating 7.00000000 N N N N N N SiroMed Equity Holdings, LLC N/A N/A 3703.00000000 NS USD 3703.00000000 0.000194486518 Long EC CORP US Y 3 N N N N/A N/A N/A 23.50000000 NS USD 26412.08000000 0.001387197806 Long EP CORP US N 3 N N N N/A N/A N/A 1.00000000 NC -358138.00000000 -0.01880988729 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -264602.00000000 GBP -360891.00000000 USD 2022-01-21 2753.00000000 N N N Elmwood Clo Xi Ltd N/A 29002MAC2 4050000.00000000 PA USD 3981899.25000000 0.209134680187 Long ABS-O CORP KY Y 3 N N N DRSLF 2018-58 549300YIDGL7GPSLZ840 26245TAA4 1000000.00000000 PA USD 957031.00000000 0.050264549539 Long ABS-CBDO CORP KY Y 3 2031-07-17 Floating 5.47230000 N N N N N N Freeport-mcmoran Inc 549300IRDTHJQ1PVET45 35671DCH6 2597000.00000000 PA USD 2785282.50000000 0.146286766263 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAA2 1000000.00000000 PA USD 1051530.00000000 0.055227763549 Long DBT CORP FR Y 2 2028-06-15 Fixed 5.62500000 N N N N N N MDPK 2019-37 N/A 55817FAC7 7500000.00000000 PA USD 7507965.00000000 0.394328374615 Long ABS-O CORP KY Y 3 N N N Canyon Capital Clo Ltd 549300IVUME0ILZ1W208 13876MAE5 1452000.00000000 PA USD 1420660.03000000 0.074614966973 Long ABS-CBDO CORP KY Y 3 2034-07-15 Floating 6.47380000 N N N N N N Capnor Connery Bidco A/S N/A N/A 4209615.48000000 PA 465861.26000000 0.024467657141 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109108 12650.00000000 NS USD 156480.50000000 0.008218565380 Long EC CORP US N 1 N N N The E.W. Scripps Company 549300U1OW41QPKYW028 26928BAM1 2057472.35000000 PA USD 2054612.46000000 0.107910997429 Long LON CORP US N 2 2028-01-07 Floating 3.75000000 N N N N N N Tempo Acquisition, LLC 549300VV0B2RPMHQGA61 88023HAC4 170168.68000000 PA USD 170041.05000000 0.008930783623 Long LON CORP US N 2 2024-05-01 Floating 2.85430000 N N N N N N N/A N/A N/A 2602.00000000 NS USD 1129943.87000000 0.059346164994 Long EC CORP US Y 3 N N N North American Science Associates, LLC N/A N/A 808545.36000000 PA USD 808545.36000000 0.042465884911 Long LON CORP US N 3 2027-09-15 Floating 6.50000000 N N N N N N Anaqua Parent Holdings, Inc. N/A N/A 230769.23000000 PA USD 230769.23000000 0.012120308948 Long LON CORP US N 3 2025-10-10 Floating 0.00000000 N N N N N N Redwood Services Holdco, LLC N/A N/A 27075.95000000 NS USD 59359.90000000 0.003117661428 Long EP CORP US Y 3 N N N Berlin Packaging L.L.C. 549300L1HNHO6QOXHH42 08511LAU2 4035293.89000000 PA USD 3998532.36000000 0.210008273395 Long LON CORP US N 2 2028-03-11 Floating 3.75000000 N N N N N N N/A N/A N/A 1255314.39000000 PA USD 1242761.25000000 0.065271484849 Long LON CORP US N 3 2027-06-01 Fixed 0.00000000 N N N N N N OZLM 2017-21 5493002HF6D1C4B1AK86 67112EAC7 1500000.00000000 PA USD 757900.50000000 0.039805949053 Long ABS-O CORP KY Y 3 N N N Auris Luxembourg III S.a r.l. N/A N/A 2487214.26000000 PA USD 2465451.14000000 0.129488794997 Long LON CORP LU N 2 2026-02-27 Floating 3.85430000 N N N N N N N/A N/A N/A 3075.85910000 NS USD 50597.21000000 0.002657433216 Long EC CORP US Y 3 N N N Novipax Buyer, L.L.C. N/A N/A 4343952.66000000 PA USD 4343952.66000000 0.228150210053 Long LON CORP US N 3 2026-12-01 Floating 6.75000000 N N N N N N RESPK 2020-1 N/A 758464AG6 703125.00000000 PA USD 0.70000000 0.000000036764 Long ABS-O CORP KY Y 3 N N N CC Fly Holding II A/S N/A N/A 602534.40000000 PA 83018.49000000 0.004360242252 Long LON CORP DK N 3 2025-05-09 Floating 8.75000000 N N N N N N N/A N/A N/A 5347510.58000000 PA USD 5294035.47000000 0.278049831351 Long LON CORP US N 3 2027-06-01 Fixed 7.00000000 N N N N N N MA Financeco., LLC N/A 55280FAL5 2548060.68000000 PA USD 2581516.72000000 0.135584714665 Long LON CORP US N 2 2025-06-05 Floating 5.25000000 N N N N N N Highline Aftermarket Acquisition, LLC N/A N/A 1000.00000000 PA USD 980.00000000 0.000051470912 Long LON CORP US N 3 2025-11-10 Variable 3.85460000 N N N N N N N/A N/A N/A 16078035.64000000 PA USD 15917255.28000000 0.835995559769 Long LON CORP US N 3 2028-10-29 Fixed 6.50000000 N N N N N N N/A N/A N/A 129976.02000000 PA USD 129976.02000000 0.006826514602 Long LON CORP CA N 3 2026-07-02 Fixed 6.00000000 N N N N N N MARNR 2018-5 635400SMPSPMTZRZQF40 56845DAC6 2500000.00000000 PA USD 1600322.50000000 0.084051080457 Long ABS-O CORP KY Y 3 N N N SiroMed Physician Services, Inc. N/A N/A 728722.54000000 PA USD 626701.38000000 0.032915195601 Long LON CORP US N 3 2024-03-26 Floating 5.75000000 N N N N N N Plaskolite PPC Blocker LLC N/A N/A 10.00000000 NS USD 1526.63000000 0.000080180651 Long EC CORP US Y 3 N N N CC Fly Holding II A/S N/A N/A 1215470.15000000 PA 167470.11000000 0.008795754411 Long LON CORP DK N 3 2025-05-09 Floating 8.75000000 N N N N N N Bearcat Buyer, Inc. N/A N/A 969597.65000000 PA USD 969597.65000000 0.050924566824 Long LON CORP US N 3 2026-07-09 Floating 5.25000000 N N N N N N Aspire Bidco Limited N/A N/A 700000.00000000 PA 947482.40000000 0.049763044282 Long LON CORP JE N 3 2028-03-03 Fixed 0.00000000 N N N N N N N/A N/A N/A 811680.48000000 PA USD 803563.68000000 0.042204240407 Long LON CORP US N 3 2027-06-18 Fixed 0.00000000 N N N N N N N/A N/A N/A 389287.57000000 PA USD 389287.57000000 0.020445904414 Long LON CORP US N 3 2026-10-01 Floating 0.00000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAA1 3553000.00000000 PA USD 3648362.52000000 0.191616884538 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N TA/WEG Holdings, LLC N/A N/A 3484683.93000000 PA USD 3484683.93000000 0.183020265833 Long LON CORP US N 3 2027-10-04 Floating 6.75000000 N N N N N N Kene Holdings, L.P. N/A N/A 50000.00000000 NS USD 58310.15000000 0.003062527152 Long EC CORP US Y 3 N N N OAKC 2017-15 N/A 67707AAB8 1360000.00000000 PA USD 927794.72000000 0.048729020968 Long ABS-O CORP KY Y 3 N N N Ab Issuer Llc N/A 00091JAA6 24937.50000000 PA USD 24973.63000000 0.001311648486 Long ABS-O CORP US Y 3 2051-07-30 Fixed 3.73400000 N N N N N N N/A N/A N/A 420787.61000000 PA USD 420787.61000000 0.022100328692 Long LON CORP US N 3 2026-02-27 Fixed 0.00000000 N N N N N N Milano Acquisition Corp. N/A 59909TAC8 7112065.38000000 PA USD 7122733.48000000 0.374095499378 Long LON CORP US N 2 2027-10-01 Floating 4.75000000 N N N N N N OMERS Mahomes Investment Holdings LLC N/A N/A 15.54000000 NS USD 87639.33000000 0.004602934956 Long EC CORP US Y 3 N N N Tank Holding Corp. N/A N/A 5472781.07000000 PA USD 5418053.26000000 0.284563411736 Long LON CORP US N 2 2026-03-26 Floating 3.35430000 N N N N N N N/A N/A N/A 501365.80000000 PA USD 496352.14000000 0.026069078985 Long LON CORP US N 3 2028-10-16 Fixed 0.00000000 N N N N N N SelectQuote, Inc. N/A N/A 4853135.41000000 PA USD 4853135.41000000 0.254893169855 Long LON CORP US N 3 2024-11-05 Floating 5.75000000 N N N N N N Invesco Clo Ltd N/A 46091AAC4 44000.00000000 PA USD 11541.38000000 0.000606168730 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1406250.00000000 PA 1903424.47000000 0.099970401761 Long LON CORP GB N 3 2028-08-23 Fixed 0.00000000 N N N N N N Galway Borrower Llc N/A 36457WAC5 2285692.67000000 PA USD 2262835.74000000 0.118847162896 Long LON CORP US N 3 2028-09-29 Floating 0.00000000 N N N N N N Symbol Bidco I Limited N/A N/A 571429.00000000 PA 773455.60000000 0.040622923733 Long LON CORP GB N 3 2026-12-21 Floating 6.41590000 N N N N N N BCC Blueprint Holdings I, LLC N/A N/A 599252.13000000 PA USD 599252.13000000 0.031473524238 Long DBT CORP US N 3 2026-09-15 Fixed 9.30000000 N N N N N N N/A N/A N/A 1.00000000 NC -3172276.00000000 -0.16661218304 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -20713810.00000000 DKK -3247951.00000000 USD 2022-01-21 75675.00000000 N N N Micromeritics Instrument Corp. N/A N/A 331038.70000000 PA USD 331038.70000000 0.017386595769 Long LON CORP US N 3 2025-12-18 Floating 0.00000000 N N N N N N Oak Hill Credit Partners N/A 67114DAA1 950000.00000000 PA USD 942534.90000000 0.049503194958 Long ABS-CBDO CORP KY Y 3 2035-07-19 Floating 6.43360000 N N N N N N IQS, Inc. N/A N/A 541794.73000000 PA USD 541794.73000000 0.028455784657 Long LON CORP US N 3 2026-07-02 Floating 6.00000000 N N N N N N N/A N/A N/A 764463.13000000 PA USD 749173.87000000 0.039347614761 Long LON CORP US N 3 2027-08-26 Fixed 0.00000000 N N N N N N Atlas Intermediate III L.L.C. N/A N/A 37770.09000000 PA USD 37770.09000000 0.001983735699 Long LON CORP US N 3 2025-04-29 Floating 0.00000000 N N N N N N N/A N/A N/A 333333.33000000 PA 451182.09000000 0.023696687478 Long LON CORP GB N 3 2028-01-24 Fixed 4.05020000 N N N N N N N/A N/A N/A 3657.00000000 NS USD 3928680.12000000 0.206339540222 Long EP CORP US Y 3 N N N N/A N/A N/A 6000000.00000000 PA USD 5988780.00000000 0.314538744297 Long LON CORP US N 2 2028-11-10 Fixed 3.50000000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 210383AG0 250000.00000000 PA USD 253149.78000000 0.013295765401 Long DBT CORP FR Y 2 2026-02-15 Fixed 5.87500000 N N N N N N N/A N/A N/A 1298999.18000000 PA USD 1295751.68000000 0.068054613184 Long LON CORP US N 3 2027-09-01 Fixed 3.68750000 N N N N N N Brookfield Property REIT Inc. 5493006ZQ6LH85EKNL31 11283HAB3 4.63000000 PA USD 4.56000000 0.000000239497 Long LON CORP US N 2 2025-08-27 Floating 0.00000000 N N N N N N Bearcat Buyer, Inc. N/A N/A 725660.01000000 PA USD 725660.01000000 0.038112635350 Long LON CORP US N 3 2027-07-09 Variable 0.00000000 N N N N N N Datix Bidco Limited N/A N/A 1384626.90000000 PA USD 1384626.90000000 0.072722458738 Long LON CORP GB N 3 2025-04-28 Floating 4.17960000 N N N N N N N/A N/A N/A 147227.10000000 PA USD 147227.10000000 0.007732564422 Long LON CORP US N 3 2024-08-21 Fixed 6.00000000 N N N N N N NMC Skincare Intermediate Holdings II, LLC N/A N/A 293333.33100000 PA USD 290400.00000000 0.015252196832 Long LON CORP US N 3 2024-10-31 Floating 6.00000000 N N N N N N Kedleston Schools Limited N/A N/A 1000000.00000000 PA 1353546.29000000 0.071090063486 Long LON CORP GB N 3 2024-05-31 Floating 7.66610000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 50000.00000000 0.002626066947 Long EC CORP US N 3 N N N RSC Acquisition, Inc. N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2026-10-30 Floating 7.75000000 N N N N N N N/A N/A N/A 6676240.80370000 PA USD 6645663.62000000 0.349039151556 Long LON CORP US N 2 2028-07-21 Fixed 3.50000000 N N N N N N Hammersmith Bidco Limited N/A N/A 4112437.00000000 PA 5566373.85000000 0.292353407717 Long LON CORP GB N 3 2026-09-02 Floating 7.93750000 N N N N N N Bain Capital Credit Clo, Limited N/A 05684TAC2 1000000.00000000 PA USD 792602.00000000 0.041628518297 Long ABS-O CORP KY Y 3 N N N PDI TA Holdings, Inc. N/A N/A 2365203.69000000 PA USD 2365203.69000000 0.124223664696 Long LON CORP US N 3 2024-10-24 Floating 5.50000000 N N N N N N Laboratories Bidco LLC N/A N/A 582541.79000000 PA USD 582541.79000000 0.030595874807 Long LON CORP US N 3 2027-07-23 Floating 6.75000000 N N N N N N AffiniPay Midco, LLC N/A N/A 766307.25000000 PA USD 766307.25000000 0.040247482819 Long LON CORP US N 3 2026-03-02 Floating 0.00000000 N N N N N N Bearcat Buyer, Inc. N/A N/A 815975.77000000 PA USD 815975.77000000 0.042856139993 Long LON CORP US N 3 2026-07-09 Floating 5.25000000 N N N N N N Titan DI Preferred Holdings, Inc. N/A N/A 0.05000000 NS USD 64176.45000000 0.003370633083 Long EP CORP US Y 3 N N N N/A N/A N/A 1170.00000000 PA USD 1158.30000000 0.000060835466 Long LON CORP US N 3 2028-10-18 Fixed 5.75000000 N N N N N N Gilfoyle Bidco AB N/A N/A 60606061.00000000 PA 6707029.61000000 0.352262175517 Long LON CORP SE N 3 2028-09-04 Fixed 6.25000000 N N N N N N N/A N/A N/A 565553.89000000 PA USD 565553.89000000 0.029703647553 Long LON CORP US N 3 2023-09-27 Fixed 0.00000000 N N N N N N CEP V I 5 UK Limited N/A N/A 26653846.00000000 PA USD 25321153.70000000 1.329900896170 Long LON CORP GB N 3 2027-02-18 Floating 7.16000000 N N N N N N N/A N/A N/A 2133333.33000000 PA 2425760.41000000 0.127404184713 Long LON CORP GB N 2 2028-10-07 Fixed 0.00000000 N N N N N N N/A N/A N/A 769076.89000000 PA USD 769076.89000000 0.040392948020 Long LON CORP US N 3 2026-02-10 Floating 0.00000000 N N N N N N WebPT, Inc. N/A N/A 216015.21000000 PA USD 216015.21000000 0.011345408063 Long LON CORP US N 3 2024-08-28 Floating 7.75000000 N N N N N N N/A N/A N/A 22284.00000000 NS USD 23706517.84000000 1.245098058881 Long EP CORP US Y 3 N N N N/A N/A N/A 2759081.43000000 PA USD 2759081.43000000 0.144910650985 Long LON CORP US N 3 2026-01-11 Fixed 6.25000000 N N N N N N Ryan Specialty Group, LLC N/A N/A 985000.00000000 PA USD 983522.50000000 0.051655918590 Long LON CORP US N 2 2027-09-01 Floating 3.75000000 N N N N N N Univision Communications Inc 549300YQDE2JSGTL8V47 914908AX6 1700000.00000000 PA USD 1698538.00000000 0.089209490023 Long LON CORP US N 2 2024-03-15 Floating 3.75000000 N N N N N N Amynta Agency Borrower Inc. N/A 57810JAC2 2905157.96000000 PA USD 2905157.96000000 0.152582785930 Long LON CORP US N 3 2025-02-28 Floating 4.60430000 N N N N N N VOYA 2020-1 N/A 92918GAC6 400000.00000000 PA USD 354663.60000000 0.018627407150 Long ABS-O CORP KY Y 3 N N N Atlanta Bidco Limited N/A N/A 1000000.00000000 PA 1115728.35000000 0.058599546850 Long LON CORP GB N 3 2024-08-23 Floating 7.75000000 N N N N N N Anaqua Parent Holdings, Inc. N/A N/A 1800000.02000000 PA USD 1800000.02000000 0.094538411166 Long LON CORP US N 3 2026-04-10 Floating 7.00000000 N N N N N N N/A N/A N/A 113574.00000000 PA USD 113574.00000000 0.005965058550 Long LON CORP US N 3 2025-10-24 Fixed 9.50000000 N N N N N N PAKNK Netherlands Treasury B.V. N/A N/A 5253687.40000000 PA 5981314.28000000 0.314146634687 Long LON CORP NL N 3 2026-07-02 Floating 4.50000000 N N N N N N VLS Recovery Services, LLC N/A N/A 1068759.34000000 PA USD 1068759.34000000 0.056132671555 Long LON CORP US N 3 2024-10-17 Floating 6.50000000 N N N N N N Cardinal Topco Holdings, L.P. N/A N/A 99.85700000 NS USD 241820.32000000 0.012700726992 Long EP CORP US Y 3 N N N Microstrategy Inc 549300WQTWEJUEHXQX21 594972AD3 500000.00000000 PA USD 360650.00000000 0.018941820893 Long DBT CORP US Y 2 2027-02-15 None 0.00000000 N N N N N N TA/WEG Holdings, LLC N/A N/A 872510.04000000 PA USD 872510.04000000 0.045825395551 Long LON CORP US N 3 2027-10-04 Floating 6.75000000 N N N N N N N/A N/A N/A 1015726.94000000 PA USD 1005569.67000000 0.052813865479 Long LON CORP US N 3 2027-07-16 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -268643.00000000 -0.01410949006 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -198481.00000000 GBP -267592.00000000 USD 2022-01-21 -1051.00000000 N N N APG Intermediate Holdings Corporation N/A N/A 997313.79000000 PA USD 997313.79000000 0.052380255607 Long LON CORP US N 3 2025-01-03 Floating 6.75000000 N N N N N N Welbilt, Inc. 549300UR3W71YLZWI068 56356XAE9 7902255.65000000 PA USD 7866063.32000000 0.413136177859 Long LON CORP US N 2 2025-10-23 Floating 2.60430000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAF8 1049000.00000000 PA USD 1085694.02000000 0.057022103624 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N Datix Bidco Limited N/A N/A 466003.04000000 PA USD 466003.04000000 0.024475103617 Long LON CORP GB N 3 2025-04-28 Floating 4.17960000 N N N N N N Nexstar Broadcasting Inc 5493006PK6I4I2OOT688 65336RAW8 5000000.00000000 PA USD 4985650.00000000 0.261853013553 Long LON CORP US N 2 2026-09-18 Floating 2.59930000 N N N N N N N/A N/A N/A 3950876.00000000 PA USD 3950876.00000000 0.207505297559 Long LON CORP US N 3 2026-02-01 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC -247836.00000000 -0.01301667856 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -1618280.00000000 DKK -253054.00000000 USD 2022-01-21 5218.00000000 N N N KeyStone Sub-Debt HoldCo, LLC N/A N/A 3.67750000 NC USD 617508.60000000 0.032432378487 N/A DE CORP US Y 3 N/A N/A Call Purchased KEYSTONE SUB-DEBT HOLDCO, LLC KEYSTONE SUB-DEBT HOLDCO, LLC 1.00000000 1.00000000 USD 2027-01-20 XXXX 76723.87000000 N N N N/A N/A N/A 1996096.06000000 PA USD 1996096.06000000 0.104837637750 Long LON CORP US N 3 2026-04-10 Fixed 7.00000000 N N N N N N Anaqua Parent Holdings, Inc. N/A N/A 666894.10000000 PA 759257.81000000 0.039877236792 Long LON CORP US N 3 2026-04-10 Floating 6.25000000 N N N N N N SCM Insurance Services Inc. N/A N/A 120312.50000000 PA 95112.46000000 0.004995433750 Long LON CORP CA N 3 2024-08-29 Floating 6.00000000 N N N N N N Capnor Connery Bidco A/S N/A N/A 2551246.45000000 PA 289698.74000000 0.015215365717 Long LON CORP DK N 3 2026-04-30 Floating 8.49500000 N N N N N N SLR BD Limited N/A N/A 1226404.00000000 PA 1659994.59000000 0.087185138522 Long LON CORP GB N 3 2028-09-22 Fixed 7.32650000 N N N N N N N/A N/A N/A 7958.60240000 NS USD 8326436.09000000 0.437315572157 Long EP CORP US Y 3 N N N N/A N/A N/A 8582089.50000000 PA 6784528.64000000 0.356332528340 Long LON CORP US N 3 2026-06-28 Fixed 8.00000000 N N N N N N EuroParcs Topholding B.V. N/A N/A 816993.46000000 PA 930145.68000000 0.048852496535 Long LON CORP NL N 3 2026-07-03 Floating 6.25000000 N N N N N N Comprehensive EyeCare Partners, LLC N/A N/A 414923.54400000 PA USD 414923.54000000 0.021792339884 Long LON CORP US N 3 2024-02-14 Floating 7.00000000 N N N N N N MPLC Debtco Limited N/A N/A 1051603.70000000 PA 1423394.29000000 0.074758573969 Long LON CORP JE N 3 2027-01-07 Floating 7.75000000 N N N N N N APG Intermediate Holdings Corporation N/A N/A 59330.39800000 PA USD 59330.40000000 0.003116112048 Long LON CORP US N 3 2025-01-03 Floating 6.75000000 N N N N N N N/A N/A N/A 491621.00000000 NS 247949.15000000 0.013022621350 Long EC CORP LU Y 3 N N N AAdvantage Loyality IP, Ltd. N/A N/A 3796153.85000000 PA USD 3926969.31000000 0.206249686190 Long LON CORP US N 2 2028-04-20 Floating 5.50000000 N N N N N N Convey Health Solutions, Inc. N/A N/A 2698053.77000000 PA USD 2698053.77000000 0.141705396568 Long LON CORP US N 3 2026-09-04 Floating 5.50000000 N N N N N N SSE Buyer, Inc. N/A N/A 619827.90000000 PA USD 576439.95000000 0.030275398000 Long LON CORP US N 3 2026-06-30 Floating 10.22000000 N N N N N N CP Atlas Buyer, Inc. 2549006ZZ07G0NDDCR36 12658HAG7 8530214.39000000 PA USD 8483298.21000000 0.445554180730 Long LON CORP US N 2 2027-11-23 Floating 4.25000000 N N N N N N Pregis TopCo LLC 549300LJXHJYHS1GM034 74045BAC1 3882888.27000000 PA USD 3863473.83000000 0.202914818563 Long LON CORP US N 2 2026-07-31 Floating 4.09040000 N N N N N N Clarios Global LP N/A N/A 1022727.27000000 PA USD 1022727.27000000 0.053715005604 Long LON CORP US N 3 2027-08-06 Floating 8.50000000 N N N N N N N/A N/A N/A 1196631.46000000 PA USD 1184665.15000000 0.062220199889 Long LON CORP US N 3 2027-12-01 Fixed 0.00000000 N N N N N N N/A N/A N/A 5528571.43000000 PA 7483177.36000000 0.393026494573 Long LON CORP GB N 3 2028-06-30 Fixed 5.79900000 N N N N N N Sunshine Sub, LLC N/A N/A 144269.36000000 PA USD 144269.36000000 0.007577219957 Long LON CORP US N 3 2024-05-28 Floating 0.00000000 N N N N N N N/A N/A N/A 1303551.12000000 PA USD 1290515.61000000 0.067779607777 Long LON CORP US N 3 2028-10-16 Fixed 6.25000000 N N N N N N Delta Topco, Inc. N/A N/A 1464232.47000000 PA USD 1464759.59000000 0.076931134911 Long LON CORP US N 2 2027-12-01 Floating 4.50000000 N N N N N N MAGNE 2012-6 N/A G57473AB9 1241000.00000000 PA USD 496.40000000 0.000026071592 Long ABS-O CORP KY N 3 N N N Premise Health Holding Corp. N/A N/A 10945.62000000 PA USD 10945.62000000 0.000574878618 Long LON CORP US N 3 2025-07-10 Floating 3.64730000 N N N N N N CIFC 2018-5 2549007CW2XYI54L0R94 12551XAC9 625000.00000000 PA USD 438293.13000000 0.023019742041 Long ABS-O CORP KY Y 3 N N N Project Falcon Parent, Inc. N/A N/A 49.50000000 NS USD 138516.42000000 0.007275067845 Long EP CORP CA Y 3 N N N N/A N/A N/A 1.00000000 NC -262301.00000000 -0.01377639972 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -193795.00000000 GBP -267694.00000000 USD 2022-01-21 5393.00000000 N N N MMax Investment Partners, Inc. N/A N/A 536108.42000000 PA USD 482497.58000000 0.025341418943 Long LON CORP US N 3 2026-01-19 Floating 10.00000000 N N Y N N N BCC Blueprint Holdings I, LLC N/A N/A 7377069.45000000 PA USD 7303298.76000000 0.383579029652 Long LON CORP US N 3 2027-09-15 Fixed 7.00000000 N N N N N N Illinois Investment S.a.r.l. N/A N/A 3400700.00000000 NS 13582.18000000 0.000713354279 Long EC CORP LU N 3 N N N N/A N/A N/A 3998578.99000000 PA USD 4036885.38000000 0.212022625359 Long LON CORP US N 2 2026-11-24 Fixed 0.00000000 N N N N N N N/A N/A N/A 2215985.45000000 PA 2999438.89000000 0.157534546611 Long LON CORP JE N 3 2025-09-09 Floating 8.25000000 N N N N N N N/A N/A N/A 2769117.61000000 PA USD 2741426.43000000 0.143983386746 Long LON CORP US N 3 2028-04-14 Floating 6.75000000 N N N N N N Aero Operating LLC N/A N/A 824693.22000000 PA USD 824693.22000000 0.043313992140 Long LON CORP US N 3 2026-02-09 Floating 8.00000000 N N N N N N N/A N/A N/A 894868.49000000 PA USD 876971.12000000 0.046059697445 Long LON CORP US N 3 2027-10-01 Fixed 5.25000000 N N N N N N Doxim Inc. N/A N/A 325452.97000000 PA USD 325452.97000000 0.017093225750 Long LON CORP US N 3 2024-02-28 Floating 7.00000000 N N N N N N MRI Software LLC N/A N/A 6671436.29000000 PA USD 6671436.29000000 0.350392766693 Long LON CORP US N 3 2026-02-10 Floating 6.50000000 N N N N N N N/A N/A N/A 1784830.36000000 PA USD 1778690.54000000 0.093419208744 Long LON CORP US N 2 2027-11-16 Fixed 4.75000000 N N N N N N Altice Financing Sa 549300DIYGW8HVDF7Q17 02154CAF0 7000000.00000000 PA USD 6831230.00000000 0.358785346299 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.00000000 N N N N N N Telesat Canada / Telesat LLC N/A 87952VAM8 2509000.00000000 PA USD 1946984.00000000 0.102258206600 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.50000000 N N N N N N Bearcat Parent, Inc. N/A N/A 51.37000000 NS USD 131651.28000000 0.006914501500 Long EC CORP US Y 3 N N N Foundation Risk Partners, Corp. N/A N/A 765920.59000000 PA USD 765920.59000000 0.040227174918 Long LON CORP US N 3 2024-11-11 Floating 0.00000000 N N N N N N SERV 2020-1 N/A 81761TAC9 24875.00000000 PA USD 25032.56000000 0.001314743568 Long ABS-CBDO CORP US Y 3 2051-01-30 Fixed 3.33700000 N N N N N N N/A N/A N/A 523414.17000000 PA USD 523414.17000000 0.027490413035 Long LON CORP US N 3 2026-04-10 Fixed 0.00000000 N N N N N N N/A N/A N/A 1659353.34000000 PA 1292116.72000000 0.067863700218 Long LON CORP CA N 3 2026-12-03 Fixed 0.00000000 N N N N N N Sunshine Sub, LLC N/A N/A 692475.83000000 PA USD 692475.83000000 0.036369757784 Long LON CORP US N 3 2024-05-28 Floating 5.75000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BF3 4000000.00000000 PA USD 3745000.00000000 0.196692414380 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N N/A N/A N/A 124027.51000000 PA USD 124027.51000000 0.006514090892 Long LON CORP US N 3 2022-01-31 Fixed 10.00000000 N N N N N N N/A N/A N/A 2001975.86000000 PA USD 1981956.10000000 0.104094988118 Long LON CORP US N 3 2027-10-08 Fixed 6.75000000 N N N N N N Ivanti Software, Inc. (fka LANDesk Group, Inc.) N/A N/A 460000.00000000 PA USD 456370.60000000 0.023969194970 Long LON CORP US N 3 2025-12-01 Variable 0.00000000 N N N N N N Ardonagh Midco 3 PLC N/A N/A 190026.11000000 PA 216344.41000000 0.011362698088 Long LON CORP GB N 3 2026-07-14 Floating 7.75000000 N N N N N N N/A N/A N/A 460460.20000000 PA USD 455855.60000000 0.023942146481 Long LON CORP US N 3 2027-07-26 Fixed 0.00000000 N N N N N N Peachtree Parent, Inc. N/A N/A 25.00000000 NS USD 36141.84000000 0.001898217829 Long EP CORP US Y 3 N N N Kellermeyer Bergensons Services, LLC N/A N/A 1764256.65000000 PA USD 1764256.65000000 0.092661121515 Long LON CORP US N 3 2026-11-07 Floating 6.75000000 N N N N N N North American Science Associates, LLC N/A N/A 4157413.63000000 PA USD 4157413.63000000 0.218352930431 Long LON CORP US N 3 2027-09-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC -5246994.00000000 -0.27557915036 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -47406546.00000000 SEK -5243081.00000000 USD 2022-01-21 -3913.00000000 N N N APG Intermediate Holdings Corporation N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2025-01-03 Floating 6.75000000 N N N N N N N/A N/A N/A 320521.00000000 PA 364912.62000000 0.019165699403 Long LON CORP ES N 3 2028-07-17 Fixed 4.75000000 N N N N N N North American Science Associates, LLC N/A N/A 1000.00000000 PA USD 1000.00000000 0.000052521338 Long LON CORP US N 3 2027-03-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1332746.92000000 PA USD 1287766.71000000 0.067635231868 Long LON CORP US N 2 2025-03-06 Floating 3.64730000 N N N N N N ATRM 15 N/A 04965EAC8 4080000.00000000 PA USD 2831214.00000000 0.148699150143 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1925617.15000000 PA USD 1925617.15000000 0.101135991029 Long LON CORP US N 3 2026-03-02 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -3724398.00000000 -0.19561036975 N/A DFE CORP N/A N 2 Goldman Sachs & Co. N/A -15023007.00000000 PLN -3660131.00000000 USD 2022-01-21 -64267.00000000 N N N Wand Newco 3, Inc. 549300Y3VZEWMSQW8494 93369PAF1 4201851.05000000 PA USD 4136218.14000000 0.217239714916 Long LON CORP US N 2 2026-02-05 Floating 3.17540000 N N N N N N N/A N/A N/A 1653010.68000000 PA USD 1653010.68000000 0.086818334217 Long LON CORP CA N 3 2026-03-02 Floating 7.75000000 N N N N N N Woodchester Funding Limited N/A N/A -1644000.00000000 PA USD -1642359.88000000 -0.08625893994 Short LON CORP GB N 3 2026-03-15 Fixed 4.75000000 N N N N N N 2022-01-30 CION Ares Diversified Credit Fund Scott Lem Scott Lem Chief Accounting Officer