0001752724-24-086900.txt : 20240423
0001752724-24-086900.hdr.sgml : 20240423
20240423133417
ACCESSION NUMBER: 0001752724-24-086900
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240423
DATE AS OF CHANGE: 20240423
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PGIM ETF TRUST
CENTRAL INDEX KEY: 0001727074
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23324
FILM NUMBER: 24863738
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 6TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 802-5032
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 6TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
0001727074
S000075490
PGIM Floating Rate Income ETF
C000234636
PGIM Floating Rate Income ETF
PFRL
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001727074
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S000075490
C000234636
PGIM ETF Trust
811-23324
0001727074
549300OXS91LYTDQF355
655 Broad Street
Newark
07102-4077
1-800-225-1852
PGIM Floating Rate Income ETF
S000075490
549300CYXIT4H0WK8H76
2024-08-31
2024-02-29
N
59646707.11
8859060.89
50787646.22
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
168733.69000000
0.00000000
0.00000000
321088.36000000
USD
N
PGIM Floating Rate Income ETF_Ex Derivatives
N/A
INEOS US Petrochem LLC
N/A
INEOS QU 03/03/30
000000000
74625.00000000
PA
USD
74485.08000000
0.146659838649
Long
LON
CORP
US
N
2
2030-03-01
Floating
9.07140000
N
N
N
N
N
N
Charlotte Buyer Inc
N/A
CHARLOTTE BUYER 02/03/28
12568YAD6
265568.74000000
PA
USD
266066.68000000
0.523880706830
Long
LON
CORP
US
N
2
2028-02-11
Floating
10.57070000
N
N
N
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
TEKNI 09/15/28
00216EAG4
49874.06000000
PA
USD
49936.40000000
0.098323910865
Long
LON
CORP
US
N
2
2028-09-18
Floating
10.57560000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FINANCIN 03/01/27
52729KAP1
30000.00000000
PA
USD
29250.00000000
0.057592745828
Long
LON
CORP
US
N
2
2027-03-01
Floating
7.19010000
N
N
N
N
N
N
PERATON CORP 02/01/28
549300EQPCK07ZW63836
PERATON CORP 02/01/28
71360HAB3
294377.14000000
PA
USD
294324.45000000
0.579519768892
Long
LON
CORP
US
N
2
2028-02-01
Floating
9.07560000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
LIGHTSTONE HOLDC 02/01/27
53226GAK7
209662.66000000
PA
USD
201669.27000000
0.397083316534
Long
LON
CORP
US
N
2
2027-01-30
Floating
11.06590000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
BLACKSTONE MORTG 04/23/26
09259GAE3
98481.04000000
PA
USD
97742.43000000
0.192453159921
Long
LON
CORP
US
N
3
2026-04-23
Floating
8.18550000
N
N
N
N
N
N
Connect Finco SARL
2594001KNYIQ456J2792
CONNECT FINCO SA 12/11/26
000000000
176974.09000000
PA
USD
176642.26000000
0.347805565225
Long
LON
CORP
LU
N
2
2026-12-11
Floating
8.82410000
N
N
N
N
N
N
Vector WP HoldCo Inc
N/A
VECTOR WP HOLDCO 10/12/28
92243EAB9
148985.42000000
PA
USD
148985.42000000
0.293349723975
Long
LON
CORP
US
N
3
2028-10-12
Floating
10.32560000
N
N
N
N
N
N
ECO MATERIAL TECH INC
N/A
Eco Material Technologies Inc
27900QAA4
45000.00000000
PA
USD
45065.94000000
0.088734059075
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
7.87500000
N
N
N
N
N
N
Dexko Global Inc
549300SMZ4OV1KBH1M19
DEXKO GLOBAL 10/04/28
25213YAU9
73687.50000000
PA
USD
73399.68000000
0.144522704757
Long
LON
CORP
US
N
2
2028-10-04
Floating
9.07930000
N
N
N
N
N
N
LATHAM POOL PROD 03/31/29
5493003BF0K8YNW6X153
LATHAM POOL PROD 03/31/29
51822LAE2
215397.99000000
PA
USD
210551.54000000
0.414572353063
Long
LON
CORP
US
N
2
2029-02-23
Floating
9.18060000
N
N
N
N
N
N
Sonicwall US Holdings Inc
549300KJE1MHNCWBX302
SONICWALL US HOL 05/31/28
83547MAF4
70186.04000000
PA
USD
68913.92000000
0.135690320637
Long
LON
CORP
US
N
2
2028-05-16
Floating
10.32560000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO 11/22 CO 11/17/28
88037HAP9
274225.67000000
PA
USD
258029.35000000
0.508055342597
Long
LON
CORP
US
N
2
2028-11-17
Floating
10.31590000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
105000.00000000
PA
USD
104695.91000000
0.206144442186
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
MOUNTAIN VIEW CLO
2549000TWLB57V29ZR37
Mountain View CLO XVII Ltd
62431QAC5
200000.00000000
PA
USD
201102.80000000
0.395967946868
Long
ABS-CBDO
CORP
KY
N
2
2036-09-14
Floating
8.43037000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
60000.00000000
PA
USD
45538.74000000
0.089664994126
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
ORBCOMM Inc
529900PSC8WVCY267I23
ORBCOMM 06/17/28
68558RAB9
47497.76000000
PA
USD
45122.87000000
0.088846153264
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.57560000
N
N
N
N
N
N
Osmose Utilities Services Inc
549300FSLVHLFZ3S0D82
OSMOSE UTILITIES 06/23/28
68835HAH3
149617.35000000
PA
USD
148607.43000000
0.292605468180
Long
LON
CORP
US
N
2
2028-06-22
Floating
8.57090000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient U 01/31/31
00687MAH4
100000.00000000
PA
USD
100089.30000000
0.197074106499
Long
LON
CORP
US
N
2
2031-01-29
Floating
8.07560000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PE5
400000.00000000
PA
USD
412075.02000000
0.811368611600
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
Waystar Technologies Inc
549300BIRBTAWWHCSZ09
WAYSTAR TEC 10/31/29
63939WAK9
76666.67000000
PA
USD
76714.59000000
0.151049705410
Long
LON
CORP
US
N
2
2029-10-31
Floating
9.32560000
N
N
N
N
N
N
Aventiv Technologies LLC
549300EBCNNXVCJ2FW66
AVENTIV TEC 11/01/24
05358AAF1
99140.21000000
PA
USD
67580.91000000
0.133065646923
Long
LON
CORP
US
N
2
2024-11-01
Floating
10.33010000
N
N
N
N
N
N
DIGICEL COMMON EQUITY
N/A
DIGICEL COMMON EQUITY
000000000
9237.00000000
NS
USD
16718.97000000
0.032919363751
Long
EC
CORP
US
Y
3
N
N
N
AAdvantage Loyalty IP Ltd
N/A
AADVANTAGE LOYAL 04/20/28
02376CBJ3
330555.56000000
PA
USD
341573.97000000
0.672553259350
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.36270000
N
N
N
N
N
N
VeriFone Systems Inc
254900LTTVM8MM9RKV75
VERIFONE SYSTEMS 08/20/25
92346NAB5
221106.23000000
PA
USD
194794.59000000
0.383547190110
Long
LON
CORP
US
N
2
2025-08-20
Floating
9.32570000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
UNIV 06/09/29
914908BD9
49250.00000000
PA
USD
49262.31000000
0.096996639274
Long
LON
CORP
US
N
2
2029-06-24
Floating
9.60110000
N
N
N
N
N
N
Starwood Property Mortgage LLC
5493008SB15CNJRIOK13
STARWOOD 07/10/26
85570DAD4
146010.53000000
PA
USD
145645.50000000
0.286773479064
Long
LON
CORP
US
N
2
2026-07-27
Floating
7.82850000
N
N
N
N
N
N
Greystar Real Estate Partners LLC
254900HGC806SXAS4M46
GREYSTAR REAL ES 05/22/24
39806LAC1
149625.00000000
PA
USD
149437.97000000
0.294240787125
Long
LON
CORP
US
N
3
2030-08-21
Floating
8.57090000
N
N
N
N
N
N
Nuvei Technologies Corp
549300I2FE02T4WIS975
NUVEI TECHNOLOGI 12/31/30
000000000
108377.95000000
PA
USD
108323.76000000
0.213287616304
Long
LON
CORP
CA
N
2
2030-12-19
Floating
8.31590000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR BROADCAS 09/18/26
65336RAW8
200000.00000000
PA
USD
199250.00000000
0.392319815604
Long
LON
CORP
US
N
2
2026-09-18
Floating
7.93030000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
CINEMARK USA 05/15/30
172442AT2
47635.92000000
PA
USD
47645.83000000
0.093813818017
Long
LON
CORP
US
N
2
2030-05-24
Floating
9.07850000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
25000.00000000
PA
USD
25500.00000000
0.050209060466
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
CoreLogic Inc
54930086CD8K2UIL0516
CORELOGIC INC 06/02/28
21870FBA6
250039.46000000
PA
USD
242798.82000000
0.478066691549
Long
LON
CORP
US
N
2
2028-06-02
Floating
8.82560000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
725000.00000000
PA
USD
680771.58000000
1.340427506821
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
Guardian US Holdco LLC
254900OSYC6XQ21DY128
GUARDIAN US HOLD 01/31/30
000000000
174125.00000000
PA
USD
173961.67000000
0.342527529719
Long
LON
CORP
US
N
2
2030-01-31
Floating
8.81590000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
CHARTER COMMUNIC 12/02/30
16117LCB3
174562.50000000
PA
USD
171459.13000000
0.337600071594
Long
LON
CORP
US
N
2
2030-12-09
Floating
7.32560000
N
N
N
N
N
N
BIP PipeCo Holdings LLC
N/A
BROOKFIELD 12/04/30
05554DAB6
225000.00000000
PA
USD
224531.33000000
0.442098318609
Long
LON
CORP
US
N
2
2030-12-05
Floating
8.57630000
N
N
N
N
N
N
URSA MINOR US BIDCO LLC
N/A
URSA MINOR US BIDCO LLC
91728NAC3
100000.00000000
PA
USD
100042.00000000
0.196980973614
Long
LON
CORP
US
N
2
2030-08-23
Variable
0.01000000
N
N
N
N
N
N
Star US Bidco LLC
254900OZQJ575UUU6G40
STAR US BIDCO LL 03/17/27
85519WAC8
49870.42000000
PA
USD
49901.59000000
0.098255370575
Long
LON
CORP
US
N
2
2027-03-17
Floating
9.67850000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2024-1R
73015AAA5
125000.00000000
PA
USD
125000.00000000
0.246122845422
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Floating
8.81000000
N
N
N
N
N
N
Fastlane Parent Co Inc
5493001YM103764G0244
FLEETPRIDE 09/26/28
31187LAG8
49875.00000000
PA
USD
49843.83000000
0.098141642131
Long
LON
CORP
US
N
2
2028-09-29
Floating
9.82560000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle US CLO 2023-5 Ltd
14318QAE0
500000.00000000
PA
USD
502728.40000000
0.989863554263
Long
ABS-CBDO
CORP
KY
N
2
2036-01-27
Floating
8.01100000
N
N
N
N
N
N
Amentum Government Services Holdings LLC
5493008CT6B5L54YSE94
AMENTUM GOVERNME 02/15/29
57776DAE3
122125.02000000
PA
USD
122023.29000000
0.240261754741
Long
LON
CORP
US
N
2
2029-02-15
Floating
9.31980000
N
N
N
N
N
N
GREAT CANADIAN G 11/01/26
549300FU60SSFLTE0M84
GREAT CANADIAN G 11/01/26
000000000
124683.54000000
PA
USD
124590.03000000
0.245315621559
Long
LON
CORP
CA
N
2
2026-11-01
Floating
9.35110000
N
N
N
N
N
N
Arsenal AIC Parent LLC
N/A
ARCONIC 08/18/30
04287KAE1
174562.50000000
PA
USD
174671.60000000
0.343925369652
Long
LON
CORP
US
N
2
2030-08-19
Floating
9.07560000
N
N
N
N
N
N
VFH Parent LLC
549300FRO9M476YHHY64
VFH PARENT LLC 01/31/29
91820UAS9
234579.32000000
PA
USD
234286.10000000
0.461305292600
Long
LON
CORP
US
N
2
2029-01-16
Floating
8.41760000
N
N
N
N
N
N
DIGICEL INTL FIN LTD
N/A
DIGICEL INTL FIN LTD
000000000
2978.00000000
NS
USD
29780.00000000
0.058636306693
Long
EC
CORP
US
Y
3
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
-11.00000000
NC
USD
-611.95000000
-0.00120491900
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
-2251638.05000000
USD
-611.95000000
N
N
N
PEARLS NETHERLANDS BIDCO
2549005MTFX0VLL0UQ17
PEARLS NETHERLANDS BIDCO
000000000
100000.00000000
PA
USD
98875.00000000
0.194683170729
Long
LON
CORP
NL
N
2
2029-03-01
Floating
9.07560000
N
N
N
N
N
N
Indy US Holdco LLC
N/A
INDY US BIDCO LL 03/05/28
45674PAL8
75123.00000000
PA
USD
73996.16000000
0.145697163596
Long
LON
CORP
US
N
2
2028-03-06
Floating
11.57560000
N
N
N
N
N
N
City Brewing Co LLC
N/A
CITY BREWING 03/31/28
17776EAB1
96984.95000000
PA
USD
74112.70000000
0.145926628847
Long
LON
CORP
US
N
2
2028-04-05
Floating
8.82930000
N
N
N
N
N
N
Sound Inpatient Physicians Holdings LLC
N/A
SOUND INPATIENT 06/15/25
46322EAB9
246736.30000000
PA
USD
101161.88000000
0.199185998031
Long
LON
CORP
US
N
3
2025-06-28
Floating
8.59180000
N
N
N
N
N
N
PETCO HEALTH & WELLNESS
2549007TYGV6RVSE9M61
Petco Health & Wellness Co Inc
71601HAB2
25000.00000000
PA
USD
23866.08000000
0.046991900149
Long
LON
CORP
US
N
2
2028-03-06
Floating
8.69130000
N
N
N
N
N
N
HarbourVest Partners LP
54930029KR62LTFQ8M21
Harbour 04/22/30
41165QAL1
249375.00000000
PA
USD
248751.56000000
0.489787534004
Long
LON
CORP
US
N
2
2030-04-22
Floating
7.82560000
N
N
N
N
N
N
Kenan Advantage Group Inc/The
549300GVUXCXDWYPIY65
KENAN ADVANTAGE 01/31/29
48853UBN9
25000.00000000
PA
USD
24887.50000000
0.049003058523
Long
LON
CORP
US
N
2
2029-01-25
Floating
9.07410000
N
N
N
N
N
N
ORBCOMM Inc
529900PSC8WVCY267I23
ORBCOMM 06/17/28
68558RAB9
49735.89000000
PA
USD
47249.10000000
0.093032663485
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.57560000
N
N
N
N
N
N
Eisner Advisory Group LLC
549300TV33NKCG2ZE467
EISNER ADVISORY 07/28/28
28259HAE1
123995.60000000
PA
USD
123995.60000000
0.244145199135
Long
LON
CORP
US
N
2
2028-07-28
Floating
10.68580000
N
N
N
N
N
N
CPM Holdings Inc
549300FBUISJCXV8IB65
CPM HOL 09/21/28
12620BAR1
149030.71000000
PA
USD
148999.71000000
0.293377860739
Long
LON
CORP
US
N
2
2028-09-28
Floating
9.82560000
N
N
N
N
N
N
Maverick Gaming LLC
N/A
MAVERICK GAMING 09/03/26
57770JAC0
73551.00000000
PA
USD
51485.70000000
0.101374455860
Long
LON
CORP
US
N
2
2026-09-03
Floating
12.84130000
N
N
N
N
N
N
OFSI Fund LTD
N/A
OFSI BSL XII Ltd
67115UAE4
250000.00000000
PA
USD
250017.98000000
0.492281093155
Long
ABS-CBDO
CORP
KY
N
2
2035-01-20
Floating
8.46781000
N
N
N
N
N
N
Xplornet Communications Inc
N/A
XPLORNET COMMUNI 10/02/28
000000000
420079.79000000
PA
USD
190348.65000000
0.374793210883
Long
LON
CORP
CA
N
2
2028-10-02
Floating
9.32560000
N
N
N
N
N
N
Consolidated Energy Finance SA
549300PUNIS0USNSL750
CONSOLIDATED E 11/07/30
000000000
125000.00000000
PA
USD
121093.75000000
0.238431506503
Long
LON
CORP
LU
N
2
2030-11-08
Floating
9.82560000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRAN 02/28/31
89364MCA0
200000.00000000
PA
USD
200650.00000000
0.395076391472
Long
LON
CORP
US
N
2
2031-02-28
Floating
8.57560000
N
N
N
N
N
N
CP Atlas Buyer Inc
2549006ZZ07G0NDDCR36
AMERICAN BATH 12/27/27
12658HAG7
172654.11000000
PA
USD
170064.30000000
0.334853675366
Long
LON
CORP
US
N
2
2027-11-23
Floating
9.17560000
N
N
N
N
N
N
Alltech Inc
549300HV8FN6KMLFMN67
ALLTECH INC 10/13/28
02003DAX2
44205.41000000
PA
USD
43818.61000000
0.086278087805
Long
LON
CORP
US
N
2
2028-10-16
Floating
9.31980000
N
N
N
N
N
N
TRULITE GLASS ALUMINUM S
N/A
TRULITE GLASS & ALUMINUM SOLUTIONS LLC
000000000
75000.00000000
PA
USD
73687.50000000
0.145089417376
Long
LON
CORP
US
N
3
2030-02-22
Floating
11.32560000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BR3
75000.00000000
PA
USD
46125.00000000
0.090819329961
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
GRINDING MEDIA I 10/12/28
254900IYFJ03EGFQ8C34
GRINDING MEDIA I 10/12/28
39854KAB6
221827.60000000
PA
USD
220163.89000000
0.433498904529
Long
LON
CORP
US
N
3
2028-10-12
Floating
9.31650000
N
N
N
N
N
N
COTIVITI INC
N/A
COTIVITI INC
000000000
250000.00000000
PA
USD
250000.00000000
0.492245690845
Long
LON
CORP
US
N
2
2031-02-24
Floating
8.57140000
N
N
N
N
N
N
DIFL Secured Notes 9%
N/A
DIFL Secured Notes 9%
000000000
204326.00000000
PA
USD
200181.55000000
0.394154021497
Long
DBT
CORP
US
Y
2
2027-05-25
Fixed
9.00000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA 07/27/28
000000000
147750.00000000
PA
USD
147750.00000000
0.290917203289
Long
LON
CORP
CA
N
2
2028-08-11
Floating
8.80910000
N
N
N
N
N
N
Geon Performance Solutions LLC
N/A
GEON PERFORMANCE 08/18/28
37254YAB6
122414.14000000
PA
USD
119965.86000000
0.236210710534
Long
LON
CORP
US
N
3
2028-08-18
Floating
10.06400000
N
N
N
N
N
N
Altar Bidco Inc
N/A
ALTAR BIDCO INC 02/01/29
02090CAE0
122186.71000000
PA
USD
121859.37000000
0.239938999086
Long
LON
CORP
US
N
2
2029-02-01
Floating
8.42560000
N
N
N
N
N
N
GEON PERFORMANCE SOLUTIO
N/A
Geon Performance Solutions LLC
37254YAB6
50000.00000000
PA
USD
49000.00000000
0.096480155405
Long
LON
CORP
US
N
3
2028-08-18
Floating
10.06400000
N
N
N
N
N
N
Tikehau US CLO Ltd
254900B2V9LYKTKKHF52
Tikehau US Clo V Ltd
88675YAA2
500000.00000000
PA
USD
500581.55000000
0.985636443617
Long
ABS-CBDO
CORP
BM
N
2
2036-01-15
Floating
7.31130000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
400000.00000000
PA
USD
375994.18000000
0.740326059552
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
RYAN LLC 11/30/30
78350LBB0
13333.33000000
PA
USD
13366.66000000
0.026318723144
Long
LON
CORP
US
N
2
2030-11-14
Floating
9.82140000
N
N
N
N
N
N
HireRight Holdings Corp
N/A
HIRERIGHT HLDGS 09/30/28
37190DAL7
124687.50000000
PA
USD
124188.75000000
0.244525508156
Long
LON
CORP
US
N
2
2030-09-30
Floating
9.32560000
N
N
N
N
N
N
Global Tel*Link Corp
549300YI0BNF11FDQE44
GLOBAL TEL LINK 11/29/25
37959JAB7
52540.98000000
PA
USD
51063.26000000
0.100542678782
Long
LON
CORP
US
N
2
2025-11-29
Floating
9.59130000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
100000.00000000
PA
USD
100004.86000000
0.196907845594
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Gates Global LLC
549300XI79MQJV13DW27
GATES GLOBAL 10/31/23
36740UAX0
246875.00000000
PA
USD
247121.88000000
0.486578722174
Long
LON
CORP
US
N
2
2029-11-16
Floating
8.32560000
N
N
N
N
N
N
MLN US Holdco LLC
549300QKU7NPW6O86862
MLN US HOLDCO 10/18/27
55292HAJ2
49657.59000000
PA
USD
7448.64000000
0.014666243770
Long
LON
CORP
US
N
2
2027-10-18
Floating
12.21590000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIR 02/15/31
000000000
300000.00000000
PA
USD
299906.40000000
0.590510532228
Long
LON
CORP
US
N
2
2031-02-24
Floating
8.07090000
N
N
N
N
N
N
Sinclair Television Group Inc
549300CQGEN0CH65UD62
SINCLAIR TV GRP 04/21/29
82925BAG0
98246.88000000
PA
USD
81569.47000000
0.160608880448
Long
LON
CORP
US
N
2
2029-04-23
Floating
9.17100000
N
N
N
N
N
N
BCPE North Star US Holdco 2 Inc
254900AGB0JDUDNIJC95
BCPE NORTH STAR 06/09/28
05552DAD4
272694.43000000
PA
USD
253605.82000000
0.499345488273
Long
LON
CORP
US
N
2
2028-06-10
Floating
9.34130000
N
N
N
N
N
N
Starwood Property Mortgage LLC
5493008SB15CNJRIOK13
STARWOOD PROPERT 11/15/27
85570DAH5
99748.11000000
PA
USD
99415.65000000
0.195747701260
Long
LON
CORP
US
N
2
2027-11-18
Floating
8.56590000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
UNIVISION COMMUN 01/31/29
914908BB3
291335.09000000
PA
USD
289150.08000000
0.569331523550
Long
LON
CORP
US
N
2
2029-01-31
Floating
8.57560000
N
N
N
N
N
N
FOUNDATION BUILDING M
549300ZVE6MONHB01I28
FOUNDATION BUILDING MATERIALS INC
35039KAD8
100000.00000000
PA
USD
99812.50000000
0.196529092070
Long
LON
CORP
US
N
2
2031-01-29
Floating
9.32560000
N
N
N
N
N
N
iHeartCommunications Inc
54930076J6KDZL504O62
IHEARTCOMMUNICAT 05/01/26
45174UAG3
80000.00000000
PA
USD
67750.00000000
0.133398582219
Long
LON
CORP
US
N
2
2026-05-01
Floating
8.68030000
N
N
N
N
N
N
Hyster-Yale Group Inc
549300YQQLNL8QCBYH04
HYSTER-YALE GROU 05/26/28
44932EAD2
98734.20000000
PA
USD
97870.28000000
0.192704894367
Long
LON
CORP
US
N
2
2028-05-30
Floating
8.94010000
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
Numericable B12 01/26/31
000000000
124371.86000000
PA
USD
122039.89000000
0.240294439855
Long
LON
CORP
FR
N
2
2026-02-02
Floating
9.01310000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381HAM0
4942.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
BM
Y
3
2030-12-31
None
0.00000000
N
N
N
N
N
N
Fender Musical Instruments Corp
549300G8G1R16J8L5Q60
FENDER MUSICAL I 11/16/28
000000000
73763.73000000
PA
USD
70936.14000000
0.139672036960
Long
LON
CORP
US
N
2
2028-12-01
Floating
9.42560000
N
N
N
N
N
N
OLYMPUS WTR US H 11/09/28
549300YU2GGVCBN3MY89
OLYMPUS WTR US H 11/09/28
68163YAB1
98492.44000000
PA
USD
98318.99000000
0.193588396623
Long
LON
CORP
US
N
2
2028-11-09
Floating
9.05910000
N
N
N
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
38000.00000000
PA
USD
34225.78000000
0.067389970883
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.62500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
1.00000000
NC
USD
653.91000000
0.001287537518
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
118596.09000000
USD
653.91000000
N
N
N
Weld North Education LLC
254900W855WLN58WNJ32
WELD NORTH EDUCA 12/17/29
94935RAF0
125000.00000000
PA
USD
124492.25000000
0.245123094424
Long
LON
CORP
US
N
2
2029-12-03
Floating
8.82560000
N
N
N
N
N
N
Vantage Specialty Chemicals Inc
54930057U5S5AY44VU09
VANTAGE SPECIALT 10/26/26
92210XAE0
99000.00000000
PA
USD
96896.25000000
0.190787046086
Long
LON
CORP
US
N
2
2026-10-26
Floating
10.06760000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
PLAYTIKA 03/13/28
72814CAF5
149615.38000000
PA
USD
149241.34000000
0.293853626044
Long
LON
CORP
US
N
2
2028-03-13
Floating
8.07070000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS, LL 01/17/28
64072UAM4
196867.89000000
PA
USD
191084.90000000
0.376242874442
Long
LON
CORP
US
N
2
2028-01-18
Floating
9.81590000
N
N
N
N
N
N
AthenaHealth Group Inc
254900AA3KZN4Q7A5Z33
ATHENAHEALTH GRO 02/15/29
04686RAB9
276236.96000000
PA
USD
273604.15000000
0.538721855340
Long
LON
CORP
US
N
2
2029-02-15
Floating
8.56980000
N
N
N
N
N
N
Trinitas CLO Ltd
N/A
Trinitas CLO XV Ltd
89641XAC9
250000.00000000
PA
USD
249055.63000000
0.490386242593
Long
ABS-CBDO
CORP
KY
N
2
2034-04-22
Floating
7.27942000
N
N
N
N
N
N
AEGION CORP
549300AG3DVJURRIT691
AEGION CORP
00771PAK7
75000.00000000
PA
USD
74874.98000000
0.147427545028
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.57090000
N
N
N
N
N
N
GIP Pilot Acquisition Partners LP
254900NQOAOPPA12X060
GIP PILOT ACQUIS 09/15/30
31773HAB8
175000.00000000
PA
USD
174854.23000000
0.344284964974
Long
LON
CORP
US
N
2
2030-10-04
Floating
8.32930000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
COVANTA HOLDING 11/30/28
22282GAE7
199500.00000000
PA
USD
198627.19000000
0.391093513449
Long
LON
CORP
US
N
2
2028-11-30
Floating
8.33800000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
100000.00000000
PA
USD
97223.88000000
0.191432143909
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Sound Point CLO LTD
N/A
Sound Point CLO XXVII Ltd
83611VBC1
250000.00000000
PA
USD
241175.50000000
0.474870402450
Long
ABS-CBDO
CORP
KY
N
2
2034-10-25
Floating
8.93628000
N
N
N
N
N
N
Weber-Stephen Products LLC
549300XU8TJBBGLK8V26
WEBER-STEPHEN PR 10/20/27
94767KAN1
148596.24000000
PA
USD
134511.84000000
0.264851494431
Long
LON
CORP
US
N
2
2027-10-29
Floating
8.57560000
N
N
N
N
N
N
Petco Health & Wellness Co Inc
2549007TYGV6RVSE9M61
PETCO HEALTH AND 03/03/28
71601HAB2
200000.00000000
PA
USD
190928.60000000
0.375935122436
Long
LON
CORP
US
N
2
2028-03-06
Floating
8.69130000
N
N
N
N
N
N
Zelis Payments Buyer Inc
549300U8NGLZN5R1Y309
ZELIS PMTS BUYE 09/28/29
98932TAG8
150000.00000000
PA
USD
149729.10000000
0.294814017076
Long
LON
CORP
US
N
2
2029-09-28
Floating
8.07560000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
50000.00000000
PA
USD
51062.50000000
0.100541182355
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
Tank Holding Corp
549300WQKU58ILVYFJ26
TANK HOLDING 03/31/28
87583FAQ1
48632.50000000
PA
USD
48146.18000000
0.094798998542
Long
LON
CORP
US
N
2
2028-03-31
Floating
11.42090000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL 08/01/27
000000000
99500.00000000
PA
USD
99475.13000000
0.195864816355
Long
LON
CORP
US
N
2
2027-08-09
Floating
8.32560000
N
N
N
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
TEKNI-PLEX (TRID 07/29/28
00216EAE9
98277.33000000
PA
USD
98123.82000000
0.193204110257
Long
LON
CORP
US
N
2
2028-09-18
Floating
9.36400000
N
N
N
N
N
N
Grinding Media Inc
254900IYFJ03EGFQ8C34
MOLYCOP (GRINDIN 09/22/28
39854KAB6
61976.73000000
PA
USD
61511.90000000
0.121115870842
Long
LON
CORP
US
N
3
2028-10-12
Floating
9.31650000
N
N
N
N
N
N
Nouryon USA LLC
549300K7VB5G6LULFT41
AKZONOBEL AKA NOURYON
000000000
197352.69710000
PA
USD
197188.30000000
0.388260363840
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.41590000
N
N
N
N
N
N
PODS LLC 03/31/28
N/A
PODS LLC 03/31/28
73044EAB0
123553.37000000
PA
USD
121507.08000000
0.239245346149
Long
LON
CORP
US
N
2
2028-03-31
Floating
8.32560000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
500000.00000000
PA
USD
462140.32000000
0.909946324344
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Hunter Douglas Inc
529900811T142NS3H544
HUNTER DOUGLAS I 02/09/29
000000000
32833.11000000
PA
USD
32402.18000000
0.063799333916
Long
LON
CORP
US
N
2
2029-02-26
Floating
8.83060000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
-575.51000000
-0.00113316927
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-260168.05000000
USD
240145.00000000
EUR
2024-03-04
-575.51000000
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC
000000000
56250.00000000
PA
USD
56203.14000000
0.110663013908
Long
LON
CORP
US
N
2
2031-02-10
Floating
8.82560000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
PROLAMINA 10/23 12/29/23
74274NAJ2
66120.90000000
PA
USD
66120.90000000
0.130190912399
Long
LON
CORP
US
N
2
2028-09-15
Floating
9.82560000
N
N
N
N
N
N
Hunter Douglas Inc
529900811T142NS3H544
HUNTER DOUGLAS ( 02/09/29
000000000
89417.85000000
PA
USD
88244.24000000
0.173751387527
Long
LON
CORP
US
N
2
2029-02-26
Floating
8.83060000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
ENTEGRIS 07/06/29
29362LAM6
47751.68000000
PA
USD
47804.73000000
0.094126689378
Long
LON
CORP
US
N
2
2029-07-06
Floating
7.87920000
N
N
N
N
N
N
Lifetime Brands Inc
549300GS38DC0OHLYK32
LIFETIME BRANDS 08/26/27
53223UAJ2
48439.41000000
PA
USD
46501.83000000
0.091561301735
Long
LON
CORP
US
N
2
2027-10-26
Floating
10.93580000
N
N
N
N
N
N
Tank Holding Corp
549300WQKU58ILVYFJ26
TANK HOLDING 03/31/28
87583FAP3
7052.32000000
PA
USD
6981.80000000
0.013747043857
Long
LON
CORP
US
N
2
2028-03-31
Floating
11.42090000
N
N
N
N
N
N
ASP Unifrax Holdings Inc
549300RRU6BWJLD0YT71
ASP UNIFRAX HOLD 12/12/25
00216UAC7
171894.12000000
PA
USD
166135.67000000
0.327118270613
Long
LON
CORP
US
N
2
2025-12-12
Floating
9.12770000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MDK3
100000.00000000
PA
USD
100004.76000000
0.196907648696
Long
DBT
CORP
JP
N
2
2072-06-05
Fixed
6.60000000
N
N
N
N
N
N
CCI Buyer Inc
254900TMV7DAFRQALU04
CCI BUYER INC 12/17/27
12510EAC1
181615.41000000
PA
USD
180155.95000000
0.354723960270
Long
LON
CORP
US
N
2
2027-12-17
Floating
9.36400000
N
N
N
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI (COHERENT) 12/08/28
45173JAQ7
37780.28000000
PA
USD
37723.61000000
0.074277137862
Long
LON
CORP
US
N
2
2029-07-02
Floating
8.17560000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAI 02/03/31
12768EAH9
100000.00000000
PA
USD
99770.80000000
0.196446985488
Long
LON
CORP
US
N
2
2031-02-06
Floating
8.07560000
N
N
N
N
N
N
DML Unsecured Notes 10.5%
N/A
DML Unsecured Notes 10.5%
000000000
110322.00000000
PA
USD
88311.98000000
0.173884766420
Long
DBT
CORP
US
Y
2
2028-11-25
Fixed
10.50000000
N
N
N
N
N
N
LifePoint Health Inc
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH 11/16/28
75915TAG7
117222.75000000
PA
USD
117255.34000000
0.230873743374
Long
LON
CORP
US
N
2
2028-11-16
Floating
10.82560000
N
N
N
N
N
N
Mamba Purchaser Inc
549300EAB6F7TKRLOT57
MAMBA PURCHASER 10/16/28
56150KAB1
49125.00000000
PA
USD
49014.47000000
0.096508646586
Long
LON
CORP
US
N
2
2028-10-16
Floating
8.57140000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
ALLIANCE LAUNDRY 09/30/27
01862LAW8
64058.48000000
PA
USD
64094.10000000
0.126200178134
Long
LON
CORP
US
N
2
2027-10-08
Floating
8.82340000
N
N
N
N
N
N
INEOS US Finance LLC
5493008MHJ4R367SNK31
INEOS 02/10/30
000000000
74625.00000000
PA
USD
73894.27000000
0.145496543942
Long
LON
CORP
US
N
2
2030-02-19
Floating
8.91590000
N
N
N
N
N
N
LHS Borrower LLC
2549000R2CJY3YBDDU14
LHS BORROWER LLC 02/16/29
50204EAB4
73164.04000000
PA
USD
68134.01000000
0.134154691290
Long
LON
CORP
US
N
2
2029-02-18
Floating
10.16590000
N
N
N
N
N
N
Dun & Bradstreet Corp/The
RI37BMPWE56BCJ747E14
DUN & BRADS 01/18/29
26483NAV2
125000.00000000
PA
USD
124648.50000000
0.245430747981
Long
LON
CORP
US
N
2
2029-01-18
Floating
8.07560000
N
N
N
N
N
N
LSF11 Trinity Bidco Inc
2549000M6VOEWVW5JU51
TITAN/MHI 06/14/30
50221BAD5
147113.43000000
PA
USD
144538.94000000
0.284594681497
Long
LON
CORP
US
N
3
2030-06-17
Floating
9.31590000
N
N
N
N
N
N
GIP III Stetson I LP
549300MLKSDQYN3TMQ54
GIP III STETSON 10/31/28
36173DAC0
121561.85000000
PA
USD
121865.75000000
0.239951561196
Long
LON
CORP
US
N
2
2028-10-31
Floating
9.67560000
N
N
N
N
N
N
Learning Care Group US No 2 Inc
5493000VMN44LK8QID23
LEARNING CARE GR 08/08/28
52200MAJ9
37500.00000000
PA
USD
37399.54000000
0.073639049618
Long
LON
CORP
US
N
2
2028-08-11
Floating
10.07070000
N
N
N
N
N
N
BPR Nimbus LLC
5493006ZQ6LH85EKNL31
GGP/BROOKFIELD RT 8/27/25
11283HAB3
165743.97000000
PA
USD
164944.92000000
0.324773704387
Long
LON
CORP
US
N
2
2025-08-24
Floating
7.82410000
N
N
N
N
N
N
CMG Media Corp
N/A
TERRIER MEDIA BU 12/17/26
88145LAE4
181963.08000000
PA
USD
153474.58000000
0.302188802637
Long
LON
CORP
US
N
2
2026-12-17
Floating
8.77260000
N
N
N
N
N
N
Learning Care Group US No 2 Inc
5493000VMN44LK8QID23
LEARNING CARE GR 08/08/28
52200MAJ9
37500.00000000
PA
USD
37399.54000000
0.073639049618
Long
LON
CORP
US
N
2
2028-08-11
Floating
10.07070000
N
N
N
N
N
N
Sandvine Corp
N/A
SANDVINE CORPORA 10/31/25
74274XAC5
123314.16000000
PA
USD
97418.19000000
0.191814736950
Long
LON
CORP
CA
N
3
2025-11-02
Floating
9.82560000
N
N
N
N
N
N
Engineered Machinery Holdings Inc
5493008AR0NPSLW8EW07
DURAVANT (ENGINE 05/21/28
26658NAP4
49494.96000000
PA
USD
48893.94000000
0.096271325093
Long
LON
CORP
US
N
2
2028-05-22
Floating
9.18490000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAM1
5000.00000000
PA
USD
3983.48000000
0.007843403458
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Renaissance Holdings Corp
549300UKKEC0Y6TXNF09
RENAISSANCE HLDGS CORP
75972JAJ3
199687.50000000
PA
USD
199076.06000000
0.391977330742
Long
LON
CORP
US
N
2
2030-04-08
Floating
9.57560000
N
N
N
N
N
N
NCR Atleos Corp
N/A
NCR A 09/22/30
63001PAD3
224212.50000000
PA
USD
224212.50000000
0.441470547835
Long
LON
CORP
US
N
2
2029-03-27
Floating
10.17630000
N
N
N
N
N
N
Natel Engineering Co Inc
N/A
NATEL ENGINEERIN 04/30/26
63229BAD0
148156.67000000
PA
USD
130130.89000000
0.256225479393
Long
LON
CORP
US
N
2
2026-04-30
Floating
11.57560000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
80000.00000000
PA
USD
79906.73000000
0.157334974048
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
DS Parent Inc
254900EH8GRZUGRWRH57
DS P 12/13/30
000000000
50000.00000000
PA
USD
49000.00000000
0.096480155405
Long
LON
CORP
US
N
3
2031-01-31
Floating
10.82560000
N
N
N
N
N
N
Nouryon USA LLC
549300K7VB5G6LULFT41
AKZONOBEL AKA NOURYON
000000000
51228.05000000
PA
USD
51185.38000000
0.100783130957
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.41590000
N
N
N
N
N
N
Cloudera Inc
549300PGONC4JOI0RG62
CLOUDERA INC 10/08/28
74339VAB4
210913.87000000
PA
USD
209134.18000000
0.411781595654
Long
LON
CORP
US
N
2
2028-10-10
Floating
9.07560000
N
N
N
N
N
N
Gloves Buyer Inc
54930015O0Y94T5H8Z18
GLOVES BUYE 12/29/27
37987UAD4
44775.00000000
PA
USD
44327.25000000
0.087279591198
Long
LON
CORP
US
N
2
2027-12-29
Floating
10.42560000
N
N
N
N
N
N
LSF12 Badger Bidco LLC
254900AQINKZO1M1LS24
LSF12 BADGER BID 08/31/28
000000000
150000.00000000
PA
USD
149437.50000000
0.294239861703
Long
LON
CORP
US
N
2
2030-07-10
Floating
11.32560000
N
N
N
N
N
N
WHITEWATER DBR HOLDCO LL
21380025GXMNBTSJP816
WHITEWATER DBR HOLDCO LLC
96616PAB4
50000.00000000
PA
USD
49937.50000000
0.098326076746
Long
LON
CORP
US
N
2
2031-02-18
Floating
8.07560000
N
N
N
N
N
N
PREGIS TOPCO LLC
549300LJXHJYHS1GM034
Pregis TopCo LLC
74045BAC1
100000.00000000
PA
USD
99968.80000000
0.196836844076
Long
LON
CORP
US
N
2
2026-08-03
Floating
9.07560000
N
N
N
N
N
N
Pacific Dental Services Inc
N/A
PACIFIC DENTAL S 05/05/28
69417WAB7
174362.24000000
PA
USD
174071.58000000
0.342743940614
Long
LON
CORP
US
N
2
2028-05-05
Floating
8.82560000
N
N
N
N
N
N
Clydesdale Acquisition Holdings Inc
254900QKSDYFR3K5YD98
CLYDESDALE ACQUI 04/13/29
18972FAC6
137900.00000000
PA
USD
137696.87000000
0.271122763601
Long
LON
CORP
US
N
2
2029-04-13
Floating
9.59260000
N
N
N
N
N
N
Atlas Senior Loan Fund LTD
N/A
Atlas Senior Loan Fund XXI Ltd
04940QAE7
275000.00000000
PA
USD
278640.45000000
0.548638243231
Long
ABS-CBDO
CORP
JE
N
2
2035-07-20
Floating
8.31781000
N
N
N
N
N
N
Snap One Holdings Corp
254900UH1TKVPR8FDW43
SNAP ONE HOLDING 12/08/28
83304CAB8
198239.26000000
PA
USD
195513.47000000
0.384962652439
Long
LON
CORP
US
N
2
2028-12-08
Floating
9.92560000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
25000.00000000
PA
USD
1461.17000000
0.002877018544
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
6.62500000
Y
N
N
N
N
N
Roper Industrial Products Investment Co
N/A
ROPER TECHNOLOGI 11/22/29
000000000
49625.62000000
PA
USD
49774.50000000
0.098005132556
Long
LON
CORP
US
N
2
2029-11-22
Floating
9.32040000
N
N
N
N
N
N
Alltech Inc
549300HV8FN6KMLFMN67
ALLTECH 10/07/28
02003DAX2
4911.71000000
PA
USD
4868.73000000
0.009586445449
Long
LON
CORP
US
N
2
2028-10-16
Floating
9.31980000
N
N
N
N
N
N
BHN MERGER SUB INC
549300LFU3K8UIR03132
BLACKHAWK NETWORK HOLDINGS INC
000000000
125000.00000000
PA
USD
123437.50000000
0.243046309855
Long
LON
CORP
US
N
2
2029-02-26
Floating
10.32140000
N
N
N
N
N
N
Truck Hero Inc
54930007KT5CX7XNSD31
TRUCK HERO INC 01/31/28
89778PAG2
73232.30000000
PA
USD
71833.05000000
0.141438037291
Long
LON
CORP
US
N
2
2028-01-29
Floating
9.07410000
N
N
N
N
N
N
Lightstone Holdco LLC
549300VXK6UGDG7H3G98
LIGHTSTONE HOLDC 02/01/27
53226GAL5
11858.75000000
PA
USD
11406.64000000
0.022459477548
Long
LON
CORP
US
N
2
2027-01-30
Floating
11.06590000
N
N
N
N
N
N
Flutter Financing BV
635400VFWPBIKJK6GN11
STARS GROUP (A 11/10/30
000000000
225000.00000000
PA
USD
223762.50000000
0.440584505591
Long
LON
CORP
NL
N
2
2030-11-25
Floating
7.57560000
N
N
N
N
N
N
VT Topco Inc
5493007T812R37X02Y38
VERITEXT 8/23 CO 08/03/30
91838LAG5
75000.00000000
PA
USD
75180.45000000
0.148029010193
Long
LON
CORP
US
N
2
2030-08-12
Floating
9.57560000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
ACRISURE 02/15/27
00488PAN5
345083.37000000
PA
USD
344306.93000000
0.677934410483
Long
LON
CORP
US
N
2
2027-02-15
Floating
9.07560000
N
N
N
N
N
N
FIRST BRANDS GRO 03/30/27
N/A
FIRST BRANDS GRO 03/30/27
31935HAG2
173374.38000000
PA
USD
172940.94000000
0.340517729943
Long
LON
CORP
US
N
2
2027-03-30
Floating
10.43430000
N
N
N
N
N
N
ConvergeOne Holdings Inc
254900PRFQRQIU08WI18
CONVERGEONE HOLD 01/04/26
21249DAB4
196581.07000000
PA
USD
89075.80000000
0.175388714834
Long
LON
CORP
US
N
2
2026-01-04
Floating
10.44010000
N
N
N
N
N
N
Mitel Networks 1 10/18/27
549300QKU7NPW6O86862
Mitel Networks 1 10/18/27
55292HAL7
4000.00000000
PA
USD
400.00000000
0.000787593105
Long
LON
CORP
US
N
2
2027-10-18
Floating
14.76590000
N
N
N
N
N
N
Brand Industrial Services Inc
549300B658W2BPDQMW42
BRAND INDUSTRIAL 07/25/30
10524MAQ0
74812.50000000
PA
USD
74921.58000000
0.147519299625
Long
LON
CORP
US
N
2
2030-08-01
Floating
10.82560000
N
N
N
N
N
N
AmWINS Group Inc
549300SJE7MUB8NMRG61
AMWINS GROUP INC 02/19/28
03234TAZ1
79200.00000000
PA
USD
79101.00000000
0.155748505566
Long
LON
CORP
US
N
2
2028-02-22
Floating
8.16980000
N
N
N
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
RYAN LLC 11/30/30
78350LAZ8
126666.67000000
PA
USD
126983.34000000
0.250028007696
Long
LON
CORP
US
N
2
2030-11-14
Floating
9.82140000
N
N
N
N
N
N
Recess Holdings Inc
N/A
PLA 02/14/30
000000000
75000.00000000
PA
USD
74906.25000000
0.147489115119
Long
LON
CORP
US
N
3
2030-02-14
Floating
9.82560000
N
N
N
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
AMR 05/29/29
02376CBM6
200000.00000000
PA
USD
199750.00000000
0.393304306985
Long
LON
CORP
US
N
2
2029-06-04
Floating
8.82560000
N
N
N
N
N
N
VISTAJET MALTA/VM HOLDS
N/A
VistaJet Malta Finance PLC / Vista Management Holding Inc
92840JAD1
75000.00000000
PA
USD
63187.50000000
0.124415098361
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
7.87500000
N
N
N
N
N
N
Spectrum Group Buyer Inc
254900D4L3B6RODNRE33
SPECTRUM GROUP B 05/19/28
84762UAB1
70312.50000000
PA
USD
56664.35000000
0.111571128448
Long
LON
CORP
US
N
2
2028-05-19
Floating
11.81590000
N
N
N
N
N
N
INDY US HOLDCO LLC
N/A
Indy US Holdco LLC
45674PAL8
74625.00000000
PA
USD
73505.63000000
0.144731318481
Long
LON
CORP
US
N
2
2028-03-06
Floating
11.57560000
N
N
N
N
N
N
Sunset Debt Merger Sub Inc
5493000CMZKPQ7BKPB20
SUNSET DEBT MERG 10/06/28
78489HAB4
122368.48000000
PA
USD
110335.62000000
0.217248933967
Long
LON
CORP
US
N
2
2028-10-06
Floating
9.32560000
N
N
N
N
N
N
Golub Capital Partners CLO, LT
N/A
Golub Capital Partners CLO 68B Ltd
38179QAC1
150000.00000000
PA
USD
151260.18000000
0.297828687206
Long
ABS-CBDO
CORP
JE
N
2
2036-07-25
Floating
8.12467000
N
N
N
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING 10/31/27
000000000
124371.86000000
PA
USD
123957.33000000
0.244069846165
Long
LON
CORP
LU
N
2
2027-10-29
Floating
10.31590000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
1425000.00000000
PA
USD
1372447.01000000
2.702324506347
Long
DBT
CORP
US
N
2
N/A
Fixed
4.30000000
N
N
N
N
N
N
ASURION 01/31/28
549300KNQVXGIOXWK278
ASURION 01/31/28
04649VAZ3
50000.00000000
PA
USD
47642.85000000
0.093807950448
Long
LON
CORP
US
N
2
2028-02-03
Floating
10.57560000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
100000.00000000
PA
USD
91976.99000000
0.181101107937
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
ICG US CLO Ltd
213800Z9YRS87E5MLP40
ICG US CLO 2023-1 I Ltd
449278AC4
500000.00000000
PA
USD
501991.50000000
0.988412610865
Long
ABS-CBDO
CORP
JE
N
2
2036-07-18
Floating
8.29791000
N
N
N
N
N
N
McAfee Corp
2549009UKR8UEZYVCR93
CONDOR MERGER SU 03/01/29
57906HAD9
294990.60000000
PA
USD
292988.79000000
0.576889877374
Long
LON
CORP
US
N
2
2029-03-01
Floating
9.17560000
N
N
N
N
N
N
Charter Communications Operating LLC
549300TPZNMN50BJ3745
CHARTER COMMUNIC 12/02/30
16117LCB3
437.50000000
PA
USD
429.72000000
0.000846111273
Long
LON
CORP
US
N
2
2030-12-09
Floating
7.32560000
N
N
N
N
N
N
Clue Opco LLC
N/A
FORWARD AIR (CLU 09/20/30
000000000
325111.11000000
PA
USD
314951.39000000
0.620133858213
Long
LON
CORP
US
N
2
2030-12-19
Floating
9.56590000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BU6
50000.00000000
PA
USD
51452.11000000
0.101308317729
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
Bombardier Recreational Products Inc
N/A
BOMBARDIER RECRE 10/31/23
09776MAS3
221322.18000000
PA
USD
221322.18000000
0.435779557574
Long
LON
CORP
CA
N
2
2029-12-13
Floating
8.07560000
N
N
N
N
N
N
AIP RD Buyer Corp
5493000EBDLH9PYWBS30
AIP RD BUYER COR 12/22/28
00149HAD6
49750.00000000
PA
USD
49781.09000000
0.098018108152
Long
LON
CORP
US
N
2
2028-12-26
Floating
10.32560000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC 01/22/29
04649VBA7
200000.00000000
PA
USD
188312.40000000
0.370783869731
Long
LON
CORP
US
N
2
2029-01-20
Floating
10.57030000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
MILEAGE PLUS HOL 06/21/27
59921PAB2
140000.00000000
PA
USD
144088.70000000
0.283708166698
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.57730000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.41.V1
000000000
1.00000000
NC
USD
96196.05000000
0.189408364355
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.41.V1
Y
Default Event
2028-12-20
58671.66000000
USD
0.00000000
USD
-4250000.00000000
USD
37524.39000000
N
N
N
Pro Mach Group Inc
5493008SZGSVUCSNB151
PRO MACH GROUP I 08/31/28
74273JAE3
88742.57000000
PA
USD
88798.03000000
0.174841790492
Long
LON
CORP
US
N
2
2028-08-31
Floating
9.32560000
N
N
N
N
N
N
Patagonia Holdco LLC
254900OLXUIWWEAJZ984
PATAGONIA H 08/01/29
70289FAD3
236748.75000000
PA
USD
217690.48000000
0.428628802872
Long
LON
CORP
US
N
2
2029-08-01
Floating
11.02260000
N
N
N
N
N
N
Acrisure LLC
549300R0Z1Q47XRTGO22
ACRISURE LLC 02/ 02/15/27
00488PAP0
49620.26000000
PA
USD
49635.74000000
0.097731916507
Long
LON
CORP
US
N
2
2027-02-15
Floating
9.57410000
N
N
N
N
N
N
EVERTEC Group LLC
54930056CPTQSUNQYB82
EVERTEC GR 10/31/30
000000000
135000.00000000
PA
USD
134831.25000000
0.265480407215
Long
LON
CORP
US
N
2
2030-10-15
Floating
8.82560000
N
N
N
N
N
N
SILVER ROCK CLO LTD
N/A
Silver Rock CLO I Ltd
82811RAL1
250000.00000000
PA
USD
250092.55000000
0.492427920200
Long
ABS-CBDO
CORP
KY
N
2
2033-10-20
Floating
2.95317800
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO 11/17/28
88037HAN4
54722.92000000
PA
USD
51087.73000000
0.100590859790
Long
LON
CORP
US
N
2
2028-11-17
Floating
10.06590000
N
N
N
N
N
N
AL GCX Holdings LLC
2549009G4C2J89LNWS21
AL GCX HLDG 05/17/29
00162DAB1
188673.19000000
PA
USD
188555.27000000
0.371262076575
Long
LON
CORP
US
N
2
2029-05-17
Floating
8.92090000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381HAB4
1336.13000000
PA
USD
1500.87000000
0.002955187160
Long
DBT
CORP
BM
Y
3
2030-12-31
None
0.00000000
N
N
N
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGI 03/15/27
15669GAH7
141968.14000000
PA
USD
102690.24000000
0.202195312527
Long
LON
CORP
US
N
2
2027-03-15
Floating
7.69010000
N
N
N
N
N
N
Nuvei Technologies Corp
549300I2FE02T4WIS975
NUVEI TECHNOLOGI 12/31/30
000000000
72798.52000000
PA
USD
72762.12000000
0.143267360107
Long
LON
CORP
CA
N
2
2030-12-19
Floating
8.31590000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
571.33000000
0.001124938922
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-240145.00000000
EUR
260481.68000000
USD
2024-04-02
571.33000000
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
WAND NEWCO 01/17/31
93369PAK0
150000.00000000
PA
USD
150140.70000000
0.295624450382
Long
LON
CORP
US
N
2
2031-01-20
Floating
9.07560000
N
N
N
N
N
N
Cornerstone Building Brands Inc
549300IW41QEWQ6T0H29
CORNERSTONE BLDG 08/01/28
21925FAB0
197064.85000000
PA
USD
199035.50000000
0.391897468801
Long
LON
CORP
US
N
2
2028-08-01
Floating
10.94910000
N
N
N
N
N
N
VIASAT INC 03/31/29
UFC8NYMNFSYIHNSM2I38
VIASAT INC 03/31/29
92555WAD7
320495.30000000
PA
USD
314142.76000000
0.618541679681
Long
LON
CORP
US
N
2
2029-03-05
Floating
9.82560000
N
N
N
N
N
N
Camelot US Acquisition LLC
549300U6VBJHQP2SFL81
CLARIVATE (CAMEL 01/25/31
000000000
139674.42000000
PA
USD
139185.56000000
0.274053968551
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.07560000
N
N
N
N
N
N
TGP HOLDINGS III LLC
549300LURVM6CQ1MNO41
TGP Holdings III LLC
87251RAK9
150000.00000000
PA
USD
139392.90000000
0.274462217438
Long
LON
CORP
US
N
2
2028-06-29
Floating
8.57560000
N
N
N
N
N
N
GIP PILOT ACQUISITION PA
254900NQOAOPPA12X060
GIP PILOT ACQUISITION PARTNERS LP
31773HAB8
100000.00000000
PA
USD
99916.70000000
0.196734260074
Long
LON
CORP
US
N
2
2030-10-04
Floating
8.32930000
N
N
N
N
N
N
Learning Care Group US No 2 Inc
5493000VMN44LK8QID23
LEARNING CARE GR 08/08/28
52200MAJ9
66666.66000000
PA
USD
66488.06000000
0.130913844110
Long
LON
CORP
US
N
2
2028-08-11
Floating
10.07070000
N
N
N
N
N
N
Tank Holding Corp
549300WQKU58ILVYFJ26
TANK HOLDING 03/31/28
87583FAP3
13930.00000000
PA
USD
13790.70000000
0.027153650594
Long
LON
CORP
US
N
2
2028-03-31
Floating
11.42090000
N
N
N
N
N
N
Covanta Holding Corp
40XIFLS8XDQGGHGPGC04
COVANTA HLDG 11/30/28
22282GAF4
15000.00000000
PA
USD
14934.38000000
0.029405536801
Long
LON
CORP
US
N
2
2028-11-30
Floating
8.33800000
N
N
N
N
N
N
Rockwood Service Corp
549300PFYAJBMVGJ7074
ASP ACUREN MERGE 12/20/26
77447JAH0
74604.32000000
PA
USD
74674.30000000
0.147032409567
Long
LON
CORP
US
N
2
2027-01-23
Floating
9.68480000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION LLC 07/31/27
04649VAY6
243148.03000000
PA
USD
239240.40000000
0.471060223904
Long
LON
CORP
US
N
2
2027-07-31
Floating
8.57560000
N
N
N
N
N
N
OMNIA Partners LLC
254900ZD1P5CVG9GOS22
OMNIA PARTNER 07/25/30
000000000
200000.00000000
PA
USD
200416.60000000
0.394616830895
Long
LON
CORP
US
N
2
2030-07-25
Floating
9.07410000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
Nabors Industries Inc
62957HAJ4
75000.00000000
PA
USD
74704.25000000
0.147091380601
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.37500000
N
N
N
N
N
N
Daseke Cos Inc
N/A
DASEKE INC 03/09/28
23752RAJ1
147527.28000000
PA
USD
147573.31000000
0.290569303725
Long
LON
CORP
US
N
2
2028-03-09
Floating
9.44010000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381HAK4
50.39000000
PA
USD
115.32000000
0.000227063092
Long
DBT
CORP
BM
Y
3
2030-12-31
None
0.00000000
N
N
N
N
N
N
Radiate Holdco LLC
5493000GQJ5RDX9DNJ71
RADIATE HOLDCO L 09/25/26
75025KAH1
240565.73000000
PA
USD
197038.25000000
0.387964917977
Long
LON
CORP
US
N
2
2026-09-25
Floating
8.57560000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932RAJ3
99743.58970000
PA
USD
99664.29000000
0.196237269134
Long
LON
CORP
US
N
2
2028-04-21
Floating
9.06580000
N
N
N
N
N
N
EIG Management Co LLC
5493007EDFEL0IR8BD89
EIG MANAGEMENT C 02/24/25
26858HAB6
122721.36000000
PA
USD
122567.96000000
0.241334200583
Long
LON
CORP
US
N
3
2025-02-24
Floating
9.07090000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENTERTAI 01/20/30
12768EAG1
198001.26000000
PA
USD
197939.48000000
0.389739424313
Long
LON
CORP
US
N
2
2030-02-06
Floating
8.67560000
N
N
N
N
N
N
Golden Entertainment Inc
549300P8YYCKQVJ0Y638
Golden Entertain 05/19/30
38101JAE6
132666.68000000
PA
USD
132390.34000000
0.260674297498
Long
LON
CORP
US
N
2
2030-05-28
Floating
8.17850000
N
N
N
N
N
N
NORTHRIVER MIDS 08/10/30
549300SOLNLY3BL6GF18
NORTHRIVER MIDS 08/10/30
66679PAB1
99500.00000000
PA
USD
99475.13000000
0.195864816355
Long
LON
CORP
CA
N
2
2030-08-16
Floating
8.31400000
N
N
N
N
N
N
NAB Holdings LLC
549300G4QOYNTNBXSH82
NAB HOLDINGS LLC 11/18/28
62871NAM7
147863.37000000
PA
USD
147339.64000000
0.290109211523
Long
LON
CORP
US
N
2
2028-11-23
Floating
8.44130000
N
N
N
N
N
N
BROOKFIELD RETAI 08/27/25
5493006ZQ6LH85EKNL31
BROOKFIELD RETAI 08/27/25
11283HAB3
55327.43000000
PA
USD
55060.70000000
0.108413569239
Long
LON
CORP
US
N
2
2025-08-24
Floating
7.82410000
N
N
N
N
N
N
Hudson River Trading LLC
549300SMOBUC8O5UOE10
HUDSON RIVER TRA 03/20/28
44413EAF5
294939.22000000
PA
USD
292865.50000000
0.576647121489
Long
LON
CORP
US
N
2
2028-03-18
Floating
8.41590000
N
N
N
N
N
N
Windsor Holdings III LLC
254900IXUJZ9H146T437
UNIVAR/WINDSOR 06/21/30
97360BAB1
164650.00000000
PA
USD
164741.55000000
0.324373272363
Long
LON
CORP
US
N
2
2030-08-01
Floating
9.82560000
N
N
N
N
N
N
Diamond Sports Group LLC
5493002K6DHWNZH8YA34
DIAMOND SPORTS G 08/24/26
25277BAG3
396992.47000000
PA
USD
21503.89000000
0.042340788755
Long
LON
CORP
US
N
2
2026-08-24
Floating
8.67560000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
CINEMARK USA 05 05/15/30
172442AT2
67599.68000000
PA
USD
67613.74000000
0.133130288627
Long
LON
CORP
US
N
2
2030-05-24
Floating
9.07850000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
BLACKSTONE MORTG 05/31/29
09259GAF0
299866.22000000
PA
USD
291245.07000000
0.573456522750
Long
LON
CORP
US
N
2
2029-05-09
Floating
8.94010000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
CINEMARK USA 05/15/30
172442AT2
60627.54000000
PA
USD
60640.15000000
0.119399410118
Long
LON
CORP
US
N
2
2030-05-24
Floating
9.07850000
N
N
N
N
N
N
Crown Subsea Communications Holding Inc
5493003AYLUE132FIO27
CROWN SUBSEA COM 01/26/31
22860EAH5
150000.00000000
PA
USD
150421.80000000
0.296177931437
Long
LON
CORP
US
N
2
2031-01-30
Floating
10.07560000
N
N
N
N
N
N
Topgolf Callaway Brands Corp
5493005UB0KFRKBPCU72
TOPGOLF CAL 03/09/30
89071LAB6
248373.74000000
PA
USD
248347.91000000
0.488992754112
Long
LON
CORP
US
N
2
2030-03-18
Floating
8.91590000
N
N
N
N
N
N
MH Sub I LLC
2549005VFKP807SR8N49
Internet Brands 04/20/28
45567YAN5
271511.43000000
PA
USD
266975.83000000
0.525670807510
Long
LON
CORP
US
N
2
2028-05-03
Floating
9.57560000
N
N
N
N
N
N
Pegasus Bidco BV
254900U303DPAFR7MA71
REFRESCO (PEG 07/12/29
000000000
248248.11000000
PA
USD
248144.59000000
0.488592420536
Long
LON
CORP
NL
N
2
2029-07-12
Floating
9.07560000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAE8
25000.00000000
PA
USD
24062.50000000
0.047378647743
Long
LON
CORP
US
N
2
2026-05-25
Floating
13.42560000
N
N
N
N
N
N
Indy US Holdco LLC
N/A
INDY US BIDCO LL 03/05/28
45674PAL8
103478.25000000
PA
USD
101926.08000000
0.200690694659
Long
LON
CORP
US
N
2
2028-03-06
Floating
11.57560000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE INDUSTRI 09/30/28
58503UAC7
256733.65000000
PA
USD
256666.90000000
0.505372702031
Long
LON
CORP
US
N
2
2028-10-21
Floating
8.57100000
N
N
N
N
N
N
Avoca CLO
635400SFFWCTHJHBZK84
Avoca Capital CLO X Ltd
000000000
250000.00000000
PA
264143.71000000
0.520094412046
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
5.29200000
N
N
N
N
N
N
Trident TPI Holdings Inc
549300TPLK304J3RNC85
Tekni 09/15/28
00216EAH2
98460.83000000
PA
USD
98399.29000000
0.193746505939
Long
LON
CORP
US
N
2
2028-09-18
Floating
9.79050000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
150000.00000000
PA
USD
134511.56000000
0.264850943115
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Crosby US Acquisition Corp
549300V5HSWHDNVOWE35
CROSBY US ACQUIS 10/31/29
22739PAN6
175000.00000000
PA
USD
175601.65000000
0.345756622071
Long
LON
CORP
US
N
2
2029-08-13
Floating
9.32560000
N
N
N
N
N
N
Camelot US Acquisition LLC
549300U6VBJHQP2SFL81
CLARIVATE (CAMEL 01/25/31
000000000
2767.44000000
PA
USD
2757.75000000
0.005429962215
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.07560000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
-10.00000000
NC
USD
-3106.56000000
-0.00611676309
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-18
-1101268.44000000
USD
-3106.56000000
N
N
N
Sixth Street CLO XVI, Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd
83012DAU7
300000.00000000
PA
USD
300749.64000000
0.592170857253
Long
ABS-CBDO
CORP
KY
N
2
2037-01-20
Floating
7.78259000
N
N
N
N
N
N
Surgery Center Holdings Inc
54930054EVI5HWPPW113
SURGERY CENTER H 12/04/30
86880NAZ6
150000.00000000
PA
USD
150221.55000000
0.295783642638
Long
LON
CORP
US
N
2
2030-12-19
Floating
8.81590000
N
N
N
N
N
N
Generation Bridge Northeast LLC
254900T9J93GNTVC6J73
GENERATION BRIDG 08/03/29
37147YAB7
121215.90000000
PA
USD
121367.42000000
0.238970358016
Long
LON
CORP
US
N
2
2029-08-07
Floating
9.57410000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381HAD0
5677.00000000
PA
USD
0.01000000
0.000000019689
Long
DBT
CORP
BM
Y
3
2030-12-31
None
0.00000000
N
N
N
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
WYNDHAM WORLDWID 12/14/29
98309GAE6
100000.00000000
PA
USD
100000.00000000
0.196898276338
Long
LON
CORP
US
N
2
2029-12-14
Floating
8.67030000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BN2
25000.00000000
PA
USD
16125.00000000
0.031749847059
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
MPH ACQUISITION 09/01/28
5493002WXOPRPTXWTU06
MPH ACQUISITION 09/01/28
55328HAK7
157045.18000000
PA
USD
151843.06000000
0.298976367879
Long
LON
CORP
US
N
2
2028-09-01
Floating
9.68860000
N
N
N
N
N
N
LBM Acquisition LLC
549300FAEB3VWZL4NI86
LBM ACQUISITION 12/17/27
50179JAB4
111748.99000000
PA
USD
111361.00000000
0.219267889513
Long
LON
CORP
US
N
2
2027-12-20
Floating
9.07560000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
75000.00000000
PA
USD
68428.94000000
0.134735403376
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
ALTERRA MOUNTAIN COMPANY
549300C5O4FSVNUEI843
ALTERRA MOUNTAIN COMPANY
46124CAM9
25000.00000000
PA
USD
25015.63000000
0.049255344285
Long
LON
CORP
US
N
2
2030-05-31
Floating
9.17560000
N
N
N
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1071.89000000
0.002110532934
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-240145.00000000
EUR
260664.43000000
USD
2024-03-04
1071.89000000
N
N
N
J&J Ventures Gaming LLC
549300BYPH8FLKS5ZS70
J&J VENTURES GAM 04/26/28
46604BAB4
97928.11000000
PA
USD
96010.38000000
0.189042783325
Long
LON
CORP
US
N
2
2028-04-26
Floating
9.31740000
N
N
N
N
N
N
WALKER & DUNLOP 12/17/29
N/A
WALKER & DUNLOP 12/17/29
93148QAH3
49625.00000000
PA
USD
49500.94000000
0.097466497631
Long
LON
CORP
US
N
3
2028-12-18
Floating
8.42040000
N
N
N
N
N
N
COMMSCOPE 04/03/26
549300Z6K4JXMFE8QY54
COMMSCOPE 04/03/26
20337EAQ4
197682.34000000
PA
USD
177481.58000000
0.349458171838
Long
LON
CORP
US
N
2
2026-04-06
Floating
8.69010000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KBA7
50000.00000000
PA
USD
47589.36000000
0.093702629560
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.00000000
N
N
N
N
N
N
Instructure Holdings Inc
N/A
INSTRUCTURE 10/20/28
45783UAB7
225000.00000000
PA
USD
223875.00000000
0.440806016152
Long
LON
CORP
US
N
2
2028-10-30
Floating
8.19010000
N
N
N
N
N
N
TruGreen LP
549300QNRP2MNHR3QM19
TRUGREEN LP 11/02/27
89787RAH5
149230.76000000
PA
USD
144131.99000000
0.283793403962
Long
LON
CORP
US
N
2
2027-11-02
Floating
9.32560000
N
N
N
N
N
N
Sharp Services LLC
549300ZXMVUWBVXDAR03
SHARP 8/23 INCRE 12/31/28
81989LAD0
150000.00000000
PA
USD
149906.25000000
0.295162822373
Long
LON
CORP
US
N
2
2028-10-03
Floating
9.83020000
N
N
N
N
N
N
RED PLANET BORRO 10/02/28
254900LGTHBRY5NA0C90
RED PLANET BORRO 10/02/28
57165KAB2
222605.05000000
PA
USD
216960.45000000
0.427191386385
Long
LON
CORP
US
N
2
2028-09-30
Floating
9.07560000
N
N
N
N
N
N
Great Outdoors Group LLC
549300IYLDI2E8I2AU46
GREAT OUTDOORS G 03/06/28
07014QAN1
245214.72000000
PA
USD
245127.18000000
0.482651192256
Long
LON
CORP
US
N
2
2028-03-05
Floating
9.07410000
N
N
N
N
N
N
AP Gaming I LLC
N/A
AP GAMING 02/15/29
00185NAG1
75000.00000000
PA
USD
74906.25000000
0.147489115119
Long
LON
CORP
US
N
2
2029-02-15
Floating
9.07560000
N
N
N
N
N
N
Boxer Parent Co Inc
5493006T045HLTF7YX04
BMC SOFTWARE 11/ 12/02/28
05988HAG2
198115.73000000
PA
USD
198672.83000000
0.391183377822
Long
LON
CORP
US
N
2
2028-12-29
Floating
9.57560000
N
N
N
N
N
N
Belfor Holdings Inc
N/A
BELFOR HOLDING 10/25/30
07768YAM4
200000.00000000
PA
USD
200250.00000000
0.394288798367
Long
LON
CORP
US
N
3
2030-11-04
Floating
9.07560000
N
N
N
N
N
N
HPS Loan Management Ltd
N/A
HPS Loan Management 2023-18 Ltd
442911AE3
100000.00000000
PA
USD
101297.03000000
0.199452106051
Long
ABS-CBDO
CORP
KY
N
2
2036-07-20
Floating
8.26781000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
75000.00000000
PA
USD
65500.35000000
0.128969060145
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
FIRST STUDENT BI 07/21/28
2549006DRO2F06AA1391
FIRST STUDENT BI 07/21/28
33718FAE0
161975.40000000
PA
USD
161454.81000000
0.317901737955
Long
LON
CORP
US
N
2
2028-07-21
Floating
9.43140000
N
N
N
N
N
N
SUMMER BC HOLDCO B SARL
984500NRF59D5DB9B654
SUMMER BC HOLDCO B SARL
000000000
50000.00000000
PA
USD
49625.00000000
0.097710769632
Long
LON
CORP
LU
N
3
2029-02-13
Floating
10.44010000
N
N
N
N
N
N
Emerald Debt Merger Sub LLC
5493000GJYE7GAQCUC61
COPELAND (EME 05/04/30
26872NAC3
217044.65000000
PA
USD
216385.70000000
0.426059713542
Long
LON
CORP
US
N
2
2030-05-31
Floating
8.33000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAF3
75000.00000000
PA
USD
4457.63000000
0.008776996635
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
Y
N
N
N
N
N
Camelot US Acquisition LLC
549300U6VBJHQP2SFL81
CLARIVATE (CAMEL 01/25/31
000000000
32558.14000000
PA
USD
32444.19000000
0.063882050881
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.07560000
N
N
N
N
N
N
Audacy Capital Corp
549300S5JUSXRHNCHD80
AUDACY CAP 03/07/24
05068JAB2
5755.24000000
PA
USD
5755.24000000
0.011331968359
Long
LON
CORP
US
N
2
2024-03-07
Floating
11.43250000
N
N
N
N
N
N
Castlelake Aviation One DAC
2138003EQK2PETKID103
CASTLELAKE AVIAT 10/22/26
14855NAE6
132625.60000000
PA
USD
132490.85000000
0.260872199956
Long
LON
CORP
IE
N
2
2026-10-22
Floating
8.14850000
N
N
N
N
N
N
Atlas Static Senior Loan Fund
N/A
Atlas Static Senior Loan Fund I Ltd
04942PAL1
250000.00000000
PA
USD
250021.83000000
0.492288673739
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
7.96399000
N
N
N
N
N
N
Watlow Electric Manufacturing Co
54930089QP6NQUHLU558
WATLOW 3/21 COV 03/02/28
94254PAC4
47114.29000000
PA
USD
47114.29000000
0.092767224919
Long
LON
CORP
US
N
2
2028-03-02
Floating
9.19010000
N
N
N
N
N
N
J&J Ventures Gaming LLC
549300BYPH8FLKS5ZS70
J&J VENTURES GAM 04/26/28
46604BAD0
150000.00000000
PA
USD
146437.50000000
0.288332913412
Long
LON
CORP
US
N
2
2028-04-26
Floating
9.68430000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION 08/19/28
04649VBC3
74437.50000000
PA
USD
73935.05000000
0.145576839059
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.66980000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
75000.00000000
PA
USD
67481.62000000
0.132870146625
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
Cimpress USA Inc
549300IW5HMWD8APDH34
CIMPRESS USA INC 05/17/28
000000000
97357.81000000
PA
USD
96992.72000000
0.190976993853
Long
LON
CORP
US
N
2
2028-05-17
Floating
8.93030000
N
N
N
N
N
N
eResearchTechnology Inc
2549003SUFVGC903CK03
ERESEARCH TECHNO 02/04/27
29481PAH4
122709.92000000
PA
USD
122740.60000000
0.241674125767
Long
LON
CORP
US
N
2
2027-02-04
Floating
9.82560000
N
N
N
N
N
N
Gainwell Acquisition Corp
N/A
GAINWELL ACQUISI 10/01/27
59909TAC8
246069.56000000
PA
USD
240328.02000000
0.473201728938
Long
LON
CORP
US
N
2
2027-10-01
Floating
9.33140000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
N/A
LUMEN TECHNOLOGIES INC
000000000
6500.34000000
PA
USD
5991.15000000
0.011796471082
Long
DBT
CORP
US
N
2
2028-06-01
Floating
0.01000000
N
N
N
N
N
N
NCR Atleos Corp
N/A
NCR A 09/22/30
63001PAD3
787.50000000
PA
USD
787.50000000
0.001550573926
Long
LON
CORP
US
N
2
2029-03-27
Floating
10.17630000
N
N
N
N
N
N
AppLovin Corp
549300LLVXMUAOL3SQ07
APPLOVIN 08/15/30
03835EAG9
149250.00000000
PA
USD
149343.28000000
0.294054344147
Long
LON
CORP
US
N
2
2030-08-19
Floating
8.41590000
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
80000.00000000
PA
USD
82538.14000000
0.162516174981
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Amer Sports Co
549300NRKH9WF70VFC95
AMER S 02/08/31
02351YAB2
105000.00000000
PA
USD
105000.00000000
0.206743190155
Long
LON
CORP
US
N
3
2031-02-10
Floating
8.57560000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
25000.00000000
PA
USD
24947.43000000
0.049121059660
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYU2
600000.00000000
PA
USD
549178.96000000
1.081323906252
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
Skillsoft Finance II Inc
549300LDUD35NU8F0G43
SKILLSOFT (US) C 07/14/28
83066YAB8
146815.93000000
PA
USD
135804.74000000
0.267397192245
Long
LON
CORP
US
N
2
2028-07-14
Floating
10.68030000
N
N
N
N
N
N
Vertiv Group Corp
549300ZT8RQ5VK10E643
VERTIV 12/23 COV 03/02/27
92537EAD0
249375.00000000
PA
USD
249617.39000000
0.491492338350
Long
LON
CORP
US
N
2
2027-03-02
Floating
7.93210000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
5000.00000000
PA
USD
4979.69000000
0.009804923776
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
Nouryon USA LLC
549300K7VB5G6LULFT41
AKZO 03/02/28
000000000
99500.00000000
PA
USD
99406.67000000
0.195730019795
Long
LON
CORP
US
N
2
2028-04-03
Floating
9.42560000
N
N
N
N
N
N
Polaris Newco LLC
254900LEPDAG7EDOA064
POLARIS NEWCO LL 06/02/28
73108RAB4
256874.71000000
PA
USD
251384.01000000
0.494970782680
Long
LON
CORP
US
N
2
2028-06-05
Floating
9.32560000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1550000.00000000
PA
USD
1512555.92000000
2.978196535133
Long
DBT
CORP
US
Y
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
LSF11 A5 HoldCo LLC
254900FPK7P5WNA66Y10
AOC (LSF1 10/15/28
50216YAD2
189050.00000000
PA
USD
188482.85000000
0.371119482843
Long
LON
CORP
US
N
2
2028-10-16
Floating
9.67560000
N
N
N
N
N
N
Fly Funding II Sarl
54930033GL3A930IIN33
FLY FUNDING II S 08/11/25
000000000
303338.37000000
PA
USD
291529.71000000
0.574016974004
Long
LON
CORP
LU
N
2
2025-08-11
Floating
7.07380000
N
N
N
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS INSTRU 08/29/29
55314NAW4
49381.50000000
PA
USD
49268.32000000
0.097008472860
Long
LON
CORP
US
N
2
2029-08-17
Floating
7.82560000
N
N
N
N
N
N
Audacy Capital Corp
549300S5JUSXRHNCHD80
CBS RADIO INC 11/18/24
12506KAE9
75000.00000000
PA
USD
41203.13000000
0.081128252767
Long
LON
CORP
US
N
2
2024-11-18
Floating
7.81760000
N
N
N
N
N
N
Iris Holding Inc
54930013SPZ2NB3I3V40
IRIS HLDG INC 06/15/28
46271BAB6
63448.64000000
PA
USD
59932.51000000
0.118006079156
Long
LON
CORP
US
N
2
2028-06-28
Floating
10.07930000
N
N
N
N
N
N
Sonicwall US Holdings Inc
549300KJE1MHNCWBX302
SONICWALL US HOL 05/31/28
83547MAF4
54813.96000000
PA
USD
53820.46000000
0.105971558057
Long
LON
CORP
US
N
2
2028-05-16
Floating
10.32560000
N
N
N
N
N
N
Garda World Security Corp
549300ZF1NDXLMCHNO20
GARDA WORLD SEC 02/01/29
000000000
50000.00000000
PA
USD
49928.55000000
0.098308454350
Long
LON
CORP
CA
N
2
2029-02-01
Floating
9.57560000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO 03/9/27
98919XAB7
210000.00000000
PA
USD
188475.00000000
0.371104026328
Long
LON
CORP
US
N
2
2027-03-09
Floating
8.32560000
N
N
N
N
N
N
Alliance Laundry Systems LLC
549300YBOGK6MBI5ND34
ALLIANCE LAUNDRY 09/30/27
01862LAW8
4387.57000000
PA
USD
4390.01000000
0.008643854021
Long
LON
CORP
US
N
2
2027-10-08
Floating
8.82340000
N
N
N
N
N
N
ACCELERATED HEAL 02/15/29
549300FAKU4HJQC25564
ACCELERATED HEAL 02/15/29
04747LAM5
251586.36000000
PA
USD
187746.32000000
0.369669267968
Long
LON
CORP
US
N
2
2029-02-15
Floating
9.66910000
N
N
N
N
N
N
Hertz Corp/The
549300PD0C69OJ0NLB27
HERTZ 06/30/28
42804VBD2
325000.00000000
PA
USD
312676.98000000
0.615655584126
Long
LON
CORP
US
N
2
2028-06-30
Floating
9.18040000
N
N
N
N
N
N
DISCOVERY ENERGY HOLDING
254900T31FAYMRQSAA12
DISCOVERY ENERGY HOLDING CORP
000000000
125000.00000000
PA
USD
121562.50000000
0.239354467173
Long
LON
CORP
US
N
3
2031-01-30
Floating
10.07070000
N
N
N
N
N
N
Learning Care Group US No 2 Inc
5493000VMN44LK8QID23
LEARNING CARE GR 08/08/28
52200MAJ9
7958.34000000
PA
USD
7937.02000000
0.015627855572
Long
LON
CORP
US
N
2
2028-08-11
Floating
10.07070000
N
N
N
N
N
N
GTCR W Merger Sub LLC
N/A
WORLDPAY ( 09/21/30
92943EAB2
350000.00000000
PA
USD
350812.35000000
0.690743470332
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.32560000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.41.V1
000000000
1.00000000
NC
USD
305427.76000000
0.601381994898
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.41.V1
Y
Default Event
2028-12-20
31208.72000000
USD
0.00000000
USD
-4158000.00000000
USD
274219.04000000
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO 11/22 CO 11/17/28
88037HAP9
774.33000000
PA
USD
728.60000000
0.001434600841
Long
LON
CORP
US
N
2
2028-11-17
Floating
10.31590000
N
N
N
N
N
N
Alltech Inc
549300HV8FN6KMLFMN67
ALLTECH 10/15/26
02003DAW4
97368.42000000
PA
USD
95177.63000000
0.187403112929
Long
LON
CORP
US
N
3
2026-10-15
Floating
8.31980000
N
N
N
N
N
N
AL NGPL Holdings LLC
254900WKSN3ZUJ0TO315
AL NGPL/ARC 04/13/28
01021AAB6
48561.58000000
PA
USD
48622.28000000
0.095736431236
Long
LON
CORP
US
N
2
2028-04-17
Floating
8.94070000
N
N
N
N
N
N
EG America LLC
549300BY1CRYVPEG9R57
EURO GARAGES/EG 02/07/28
000000000
197042.39000000
PA
USD
194086.75000000
0.382153465351
Long
LON
CORP
US
N
2
2028-02-07
Floating
10.82560000
N
N
N
N
N
N
Cimpress USA Inc
549300IW5HMWD8APDH34
CIMPRESS 04/29/28
000000000
50611.75000000
PA
USD
50421.96000000
0.099279970136
Long
LON
CORP
US
N
2
2028-05-17
Floating
8.93030000
N
N
N
N
N
N
ArchKey Holdings Inc
N/A
GATEWAY MERGER S 06/29/28
03957NAB2
147987.98000000
PA
USD
147618.01000000
0.290657317254
Long
LON
CORP
US
N
3
2028-06-29
Floating
10.69010000
N
N
N
N
N
N
Proampac PG Borrower LLC
549300ZI6LTXYFEY1578
PROAMPAC PG BORR 09/15/28
74274NAJ2
32619.65000000
PA
USD
32619.65000000
0.064227528597
Long
LON
CORP
US
N
2
2028-09-15
Floating
9.82560000
N
N
N
N
N
N
Aegion Corp
549300AG3DVJURRIT691
AEGION 05/18/26
00771PAK7
50000.00000000
PA
USD
49916.65000000
0.098285023455
Long
LON
CORP
US
N
2
2028-05-17
Floating
9.57090000
N
N
N
N
N
N
BOMBARDIER RECREATIONAL
N/A
BOMBARDIER RECREATIONAL
09776MAS3
98978.11000000
PA
USD
98978.11000000
0.194886192542
Long
LON
CORP
CA
N
2
2029-12-13
Floating
8.07560000
N
N
N
N
N
N
Albion Financing 3 SARL
259400QTZA08U7DIP580
ALBION FINANCING 08/16/26
00847NAB2
74437.50000000
PA
USD
74623.59000000
0.146932562451
Long
LON
CORP
LU
N
2
2026-08-17
Floating
10.82560000
N
N
N
N
N
N
Nassau LTD
N/A
Nassau 2022-I Ltd
63171LAC8
250000.00000000
PA
USD
250095.48000000
0.492433689320
Long
ABS-CBDO
CORP
JE
N
2
2031-01-15
Floating
8.93399000
N
N
N
N
N
N
Kingpin Intermediate Holdings LLC
549300HRZOJTMNZCST05
KINGPIN INTERMED 02/08/28
49579GAH5
122899.21000000
PA
USD
122399.99000000
0.241003470548
Long
LON
CORP
US
N
2
2028-02-08
Floating
8.82560000
N
N
N
N
N
N
Tenneco Inc
549300U0EXXFAQFAD785
TENNECO 11/17/28
88037HAN4
138.54000000
PA
USD
129.34000000
0.000254668230
Long
LON
CORP
US
N
2
2028-11-17
Floating
10.06590000
N
N
N
N
N
N
Dexko Global Inc
549300SMZ4OV1KBH1M19
DEXKO G 10/04/28
25213YBC8
75000.00000000
PA
USD
75000.00000000
0.147673707253
Long
LON
CORP
US
N
2
2028-10-04
Floating
9.57850000
N
N
N
N
N
N
Vestis Corp
254900QDW0TA2TMFAP59
VESTIS TL B 1L USD
000000000
50000.00000000
PA
USD
50000.00000000
0.098449138169
Long
LON
CORP
US
N
2
2031-02-24
Floating
7.67090000
N
N
N
N
N
N
Cinemark USA Inc
54930008H2137JSCPQ09
CINEMARK USA 05/15/30
172442AT2
47635.92000000
PA
USD
47645.83000000
0.093813818017
Long
LON
CORP
US
N
2
2030-05-24
Floating
9.07850000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
-20.00000000
NC
USD
-465.76000000
-0.00091707341
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-06-28
-2137659.24000000
USD
-465.76000000
N
N
N
Wec US Holdings Ltd
5493002M6GRSU1IWMG57
WESTINGHOUSE (BR 01/21/31
92943LAC4
100000.00000000
PA
USD
99625.00000000
0.196159907802
Long
LON
CORP
US
N
2
2031-01-20
Floating
8.07560000
N
N
N
N
N
N
Digicel International Finance Ltd
5493007V023VOEW4FK27
Digicel Intl Fi 05/25/27
000000000
131802.54000000
PA
USD
124553.40000000
0.245243497720
Long
LON
CORP
JM
N
2
2027-05-27
Floating
10.57560000
N
N
N
N
N
N
(PIPA070) PGIM Core Government Money Market Fund
N/A
(PIPA070) PGIM Core Government Money Market Fund
000000000
618185.03000000
NS
USD
618185.03000000
1.217195668651
Long
STIV
RF
US
N
1
N
N
N
Perrigo Investments LLC
549300POZGC78VHAAJ73
PERRIGO 04/05/29
71429TAC4
100000.00000000
PA
USD
99406.20000000
0.195729094373
Long
LON
CORP
US
N
2
2029-04-20
Floating
7.67030000
N
N
N
N
N
N
Pretium PKG Holdings Inc
254900S6SXME9YWLU075
Pretium Packagin 10/02/28
74142KAK5
26695.26000000
PA
USD
23491.83000000
0.046255008350
Long
LON
CORP
US
N
2
2028-10-02
Floating
9.92560000
N
N
N
N
N
N
Entain Holdings Gibraltar Ltd
213800ATWJIEYQ8NF838
E 10/18/29
36270BAB8
247750.10000000
PA
USD
248163.10000000
0.488628866407
Long
LON
CORP
GI
N
2
2029-10-31
Floating
8.93060000
N
N
N
N
N
N
ALLEN MEDIA LLC 02/10/27
549300ERNJNM4RN5JP79
ALLEN MEDIA LLC 02/10/27
01771JAG8
185384.92000000
PA
USD
162119.11000000
0.319209733205
Long
LON
CORP
US
N
2
2027-02-10
Floating
10.80910000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
REDSTONE HOLDCO 04/27/28
75774EAG0
61460.53000000
PA
USD
50735.67000000
0.099897659718
Long
LON
CORP
US
N
2
2028-04-27
Floating
10.07560000
N
N
N
N
N
N
MLN US HOLDCO LL 10/18/27
N/A
MLN US HOLDCO LL 10/18/27
000000000
21988.62000000
PA
USD
12093.74000000
0.023812365604
Long
LON
CORP
US
N
2
2027-10-18
Floating
11.84960160
N
N
N
N
N
N
Allied Universal Holdco LLC
98450038B4549046D794
UNSEAM ALLIED UN 05/14/28
01957TAU1
139650.00000000
PA
USD
139650.00000000
0.274968442906
Long
LON
CORP
US
N
2
2028-05-15
Floating
10.07070000
N
N
N
N
N
N
Iridium Satellite LLC
254900615BJ7139TFM33
IRIDIUM COMMUNIC 09/15/30
46269KAQ7
92540.20000000
PA
USD
92405.28000000
0.181944403565
Long
LON
CORP
US
N
2
2030-09-20
Floating
7.92030000
N
N
N
N
N
N
Viasat Inc
UFC8NYMNFSYIHNSM2I38
VIASA 05/30/30
92555WAF2
99750.00000000
PA
USD
97817.34000000
0.192600656420
Long
LON
CORP
US
N
2
2030-05-30
Floating
9.94010000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
ASURION, LLC 08/17/28
04649VBB5
114550.00000000
PA
USD
113595.45000000
0.223667483048
Long
LON
CORP
US
N
2
2028-08-19
Floating
9.41400000
N
N
N
N
N
N
Dave & Buster's Inc
549300JAVWTAY1FT5Z45
DAVE & BUSTER 06/29/29
23833EAX2
223191.25000000
PA
USD
223191.25000000
0.439459724188
Long
LON
CORP
US
N
2
2029-06-29
Floating
8.56590000
N
N
N
N
N
N
Amer Sports Co
549300NRKH9WF70VFC95
AMER S 02/08/31
02351YAB2
45000.00000000
PA
USD
45000.00000000
0.088604224352
Long
LON
CORP
US
N
3
2031-02-10
Floating
8.57560000
N
N
N
N
N
N
Smyrna Ready Mix Concrete LLC
549300S7RFWHQFOIOY93
SMYRNA READY MIX 04/02/29
83283EAJ2
251164.64000000
PA
USD
251478.60000000
0.495157028759
Long
LON
CORP
US
N
3
2029-04-02
Floating
8.82030000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
CHART INDUS 03/17/30
16115EAS6
159287.58000000
PA
USD
159437.31000000
0.313929315230
Long
LON
CORP
US
N
2
2030-03-18
Floating
8.67560000
N
N
N
N
N
N
Genesys Cloud Services Holdings II LLC
549300CVRD4OUCPHWQ42
GENESYS TELECOM
39479UAT0
125000.00000000
PA
USD
125195.25000000
0.246507289307
Long
LON
CORP
US
N
2
2027-12-01
Floating
9.18030000
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
PRAIRIE ECI ACQUIROR LP
000000000
125000.00000000
PA
USD
124000.00000000
0.244153862659
Long
LON
CORP
US
N
2
2029-08-01
Floating
10.07140000
N
N
N
N
N
N
Alterra Mountain Co
549300C5O4FSVNUEI843
ALTMOU ALTERRA M 05/09/30
46124CAK3
124375.00000000
PA
USD
124452.73000000
0.245045280226
Long
LON
CORP
US
N
2
2030-05-31
Floating
9.17560000
N
N
N
N
N
N
Symphony CLO Ltd
25490001HYY3IX1I5Z32
Symphony CLO 40 Ltd
871989AC3
500000.00000000
PA
USD
501355.70000000
0.987160731624
Long
ABS-CBDO
CORP
BM
N
2
2034-01-14
Floating
7.89410000
N
N
N
N
N
N
Nuvei Technologies Corp
549300I2FE02T4WIS975
NUVEI TECHNOLOGI 12/31/30
000000000
18823.53000000
PA
USD
18814.12000000
0.037044677988
Long
LON
CORP
CA
N
2
2030-12-19
Floating
8.31590000
N
N
N
N
N
N
BROWN GROUP HOLDING LLC
25490094PF4HHK9QS109
Brown Group Holding LLC
11565HAB2
100000.00000000
PA
USD
99583.30000000
0.196077801220
Long
LON
CORP
US
N
2
2028-06-07
Floating
8.07560000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micr 06/30/28
45258FAC4
179890.27000000
PA
USD
179665.41000000
0.353758095466
Long
LON
CORP
US
N
2
2028-07-02
Floating
8.44070000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOB 05/06/30
000000000
174562.50000000
PA
USD
174518.86000000
0.343624627225
Long
LON
CORP
CA
N
2
2030-05-06
Floating
8.32040000
N
N
N
N
N
N
KUEHG 05/31/2030
549300YNT566T1NYJX62
KUEHG 05/31/2030
000000000
174562.50000000
PA
USD
174780.70000000
0.344140185672
Long
LON
CORP
US
N
2
2030-06-12
Floating
10.32040000
N
N
N
N
N
N
Ascend Performance Materials Operations LLC
549300NIMFUIRMMAGQ29
ASCEND PERFORMAN 08/27/26
04350TAC8
235504.70000000
PA
USD
228513.04000000
0.449938236968
Long
LON
CORP
US
N
2
2026-08-27
Floating
9.93870000
N
N
N
N
N
N
ACTION ENVIRONME 10/31/30
N/A
ACTION ENVIRONME 10/31/30
000000000
61956.52000000
PA
USD
61491.85000000
0.121076392738
Long
LON
CORP
US
N
3
2030-10-31
Floating
0.01000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS BKLN US EQUITY
000000000
1.00000000
NC
USD
-571.17000000
-0.00112462388
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Invesco Senior Loan ETF
Invesco Senior Loan ETF
Y
Performance Leg
2024-05-08
0.00000000
USD
0.00000000
USD
110375.46000000
USD
-571.17000000
N
N
N
Iris Holding Inc
54930013SPZ2NB3I3V40
IRIS HLDG INC 06/15/28
46271BAB6
65075.53000000
PA
USD
61469.24000000
0.121031874038
Long
LON
CORP
US
N
2
2028-06-28
Floating
10.07930000
N
N
N
N
N
N
CT Technologies Intermediate Holdings Inc
N/A
CT TECHNOLOGIES 12/16/25
12650JAR7
147910.90000000
PA
USD
145137.57000000
0.285773373649
Long
LON
CORP
US
N
2
2025-12-16
Floating
9.57560000
N
N
N
N
N
N
Action Environmental Group Inc/The
549300BB30QUQC86W666
Action Environme 11/24/23
00507JAF3
413043.48000000
PA
USD
413559.78000000
0.814292078448
Long
LON
CORP
US
N
3
2030-10-24
Floating
9.82410000
N
N
N
N
N
N
Avis Budget Car Rental LLC
XN8R4HH1TVC1XOCL5P21
AVIS BUDGET CAR 03/16/29
05377JAT9
400000.00000000
PA
USD
399300.00000000
0.786214817419
Long
LON
CORP
US
N
2
2029-03-16
Floating
8.42560000
N
N
N
N
N
N
Olympus Water US Holding Corp
549300YU2GGVCBN3MY89
OL 11/09/28
68163YAF2
97265.06000000
PA
USD
97317.19000000
0.191615869690
Long
LON
CORP
US
N
2
2028-11-09
Floating
9.57410000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
109000.00000000
PA
USD
109000.00000000
0.214619121208
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
75000.00000000
PA
USD
60370.71000000
0.118868887403
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
N
2024-04-22
PGIM ETF Trust
Christian J. Kelly
Christian J. Kelly
Chief Financial Officer