0001752724-22-098415.txt : 20220429 0001752724-22-098415.hdr.sgml : 20220429 20220429170404 ACCESSION NUMBER: 0001752724-22-098415 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220228 FILED AS OF DATE: 20220429 PERIOD START: 20220228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Invesco Dynamic Credit Opportunity Fund CENTRAL INDEX KEY: 0001860151 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23665 FILM NUMBER: 22877197 BUSINESS ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: SUITE 1000 CITY: HOUSTON STATE: TX ZIP: 77046 BUSINESS PHONE: 800-959-4246 MAIL ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: SUITE 1000 CITY: HOUSTON STATE: TX ZIP: 77046 NPORT-P 1 primary_doc.xml NPORT-P false 0001860151 XXXXXXXX Invesco Dynamic Credit Opportunity Fund 811-23665 0001860151 UJGJ6DJQ6L11ZHIVZG65 1555 Peachtree St. N.E. Atlanta 30309 800-959-4246 Invesco Dynamic Credit Opportunity Fund UJGJ6DJQ6L11ZHIVZG65 2022-02-28 2022-02-28 N 867504456.78 195219352.80 672285103.98 0.00000000 0.00000000 217000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 83953496.93000000 0.00000000 0.00000000 23033675.07000000 EUR GBP USD N Caldic B.V. 2549005MTFX0VLL0UQ17 N/A 676221.41000000 PA USD 671430.38000000 0.099872862870 Long LON CORP NL N 2 2029-02-04 Floating 4.50000000 N N N N N N Tribune Resources, Inc. 549300IFWJYQ79PVEU45 N/A 376237.00000000 NS USD 470296.25000000 0.069954881822 Long EC CORP US N 3 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 8113812.67000000 NS USD 8113812.67000000 1.206900557808 Long STIV RF US N 1 N N N American Commercial Barge Line Holding Corp. N/A 00085Q142 245210.00000000 NS USD 77905.18000000 0.011588116342 Long EC CORP US Y 2 N N N Arxada 2221002FZ55AMAUX4G64 BL3835412 196623.91000000 PA USD 195747.95000000 0.029116806075 Long LON CORP CH N 2 2028-07-03 Floating 4 N N N N N N Commercial Barge Line Co. N/A 00085Q605 42058.00000000 NS USD 1156595.00000000 0.172039361448 Long EP CORP US Y 2 N N N BCA Marketplace 213800XQDK86MM9NB619 N/A 4668239.05000000 PA 6241590.55000000 0.928414226798 Long LON CORP GB N 2 2029-07-30 Floating 7.94490000 N N N N N N Vivarte S.A.S. N/A 931QTQ900 1181133.00000000 NS 735673.66000000 0.109428820547 Long EC CORP FR N 3 N N N Icebox Holdco III, Inc. N/A N/A 305410.16000000 PA USD 303310.47000000 0.045116345461 Long LON CORP US N 2 2028-12-15 Floating 4.25000000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 78466YAQ1 392325.47000000 PA USD 387992.24000000 0.057712455281 Long LON CORP US N 2 2028-06-04 Floating 4.00000000 N N N N N N Biscuit Intl. N/A N/A 1403098.91000000 PA 1496529.55000000 0.222603407563 Long LON CORP FR N 2 2027-02-14 Floating 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1015299.02000000 0.151022090775 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 48719483.24000000 EUR 55746635.34000000 USD 2022-04-20 1015299.02000000 N N N QuarterNorth Energy, Inc. 549300BC3OH5VUTNXB92 74771KAB3 5551641.59000000 PA USD 5593278.90000000 0.831980192166 Long LON CORP US Y 2 2026-08-27 Floating 9.00000000 N N N N N N Solera 254900LEPDAG7EDOA064 73108RAD0 1393368.91000000 PA 1851914.79000000 0.275465688446 Long LON CORP US N 2 2028-06-05 Floating 5.69530000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -74.12000000 -0.00001102508 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5745.40000000 USD 50000.00000000 NOK 2022-03-14 -74.12000000 N N N Quest Software US Holdings Inc. 549300LMV4JEXTGLE324 BL3833367 218497.76000000 PA USD 214583.37000000 0.031918507301 Long LON CORP US N 2 2030-01-20 Floating 8.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 220334.69000000 0.032773995540 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 19297024.50000000 GBP 26113466.84000000 USD 2022-04-20 220334.69000000 N N N Hoffmaster Group, Inc. 5493007J8Q5BFWUO1B64 43455JAT5 3616162.05000000 PA USD 3382521.82000000 0.503137999038 Long LON CORP US N 2 2023-11-21 Floating 5.00000000 N N N N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 81753HAG6 3200358.92000000 PA USD 3087546.27000000 0.459261443057 Long LON CORP US N 2 2023-08-10 Floating 0.08500000 N N N N N N Altice Finco S.A. 549300IGQP5SEZB5Z419 AP4431460 2932000.00000000 PA 2919283.94000000 0.434233024459 Long DBT CORP LU N 2 2028-01-15 Fixed 4.75000000 N N N N N N Aruba Investments, Inc. N/A 04317JAF5 1458812.24000000 PA USD 1458812.24000000 0.216993092865 Long LON CORP US N 2 2028-11-24 Floating 8.50000000 N N N N N N Ethypharm 969500TP61Y08TU11N50 N/A 2270249.72000000 PA 2920673.70000000 0.434439746278 Long LON CORP FR N 2 2028-04-17 Floating 4.69280000 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 68404XAB2 6455025.01000000 PA USD 6389151.48000000 0.950363386333 Long LON CORP US N 2 2024-02-01 Floating 4.25000000 N N N N N N Mavenir Systems, Inc. 549300Q70CXM8TJLTD42 57767EAE2 2229281.47000000 PA USD 2212573.01000000 0.329112306207 Long LON CORP US N 2 2028-08-13 Floating 5.25000000 N N N N N N VGI PCL 549300ZO77UNR6NRBR11 00165CBA1 705000.00000000 PA USD 695218.13000000 0.103411205437 Long DBT CORP US N 2 2029-02-15 Fixed 7.50000000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 00132UAL8 2147345.10000000 PA USD 2134375.14000000 0.317480653277 Long LON CORP US N 2 2028-07-30 Floating 4.50000000 N N N N N N Babson Euro CLO B.V. 549300D83T2O13OUPP03 BCC2R9ZM1 1023000.00000000 PA 1120524.66000000 0.166674027635 Long ABS-CBDO CORP IE N 2 2034-04-24 Floating 7.05000000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 N/A 9012832.97000000 PA 7516066.97000000 1.117988027029 Long LON CORP SE N 2 2024-11-29 Floating 5.00000000 N N Y N N N N/A N/A N/A 26541.00000000 NS USD 302567.40000000 0.045005816462 N/A DE N/A Y 2 Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 Call Purchased QuarterNorth Energy, Inc. 2959991 N/A 100 9.00000000 USD 2099-12-31 XXXX 63698.40000000 N N N McDermott International Ltd. N/A N5200EAB7 926794.47000000 PA USD 443869.68000000 0.066024024237 Long LON CORP NL Y 2 2025-06-30 Floating 1.20857000 N N N N N N Southcross Energy Partners L.P. 549300WNMFRZ945UFD66 N/A 78225.40000000 PA USD 76269.77000000 0.011344854965 Long LON CORP US N 2 2025-01-31 Floating 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4.55000000 -0.00000067679 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 9819.00000000 NOK 1109.18000000 USD 2022-03-14 -4.55000000 N N N Generation Bridge LLC 25490066N7XDZZBNGZ02 37147PAB6 1403958.24000000 PA USD 1404835.71000000 0.208964277459 Long LON CORP US N 3 2028-12-01 Floating 5.75000000 N N N N N N Hornblower Holdings, LLC N/A 44055EAF8 439703.38000000 PA USD 456557.21000000 0.067911248858 Long LON CORP US N 2 2025-11-25 Floating 9.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6369.14000000 0.000947386750 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 286026.32000000 EUR 327690.34000000 USD 2022-04-20 6369.14000000 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 N/A 395214.19000000 PA USD 392005.05000000 0.058309346388 Long LON CORP US N 2 2029-02-17 Floating 4.25000000 N N N N N N ICU Medical Inc. 5493003NRW7LS2QZRH60 44931YAD9 182522.07000000 PA USD 181761.87000000 0.027036426796 Long LON CORP US N 2 2028-12-15 Floating 3.00000000 N N N N N N Haya Real Estate S.A. 959800DZPPAB9N57RN35 AP9520101 4086000.00000000 PA 3491046.82000000 0.519280703875 Long DBT CORP ES N 2 2022-11-15 Floating 5.12500000 N N N N N N MedAssets Software Intermediate Holdings, Inc. N/A 58404KAK1 637884.14000000 PA USD 632704.52000000 0.094112529974 Long LON CORP US N 2 2029-11-22 Floating 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 212601.64000000 0.031623732065 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 47098249.46000000 SEK 5191211.72000000 USD 2022-04-20 212601.64000000 N N N Arctic Glacier U.S.A., Inc. 549300U4GC326QGP7Z68 03970JAD0 516929.93000000 PA USD 482267.19000000 0.071735516248 Long LON CORP US N 2 2024-03-20 Floating 4.50000000 N N N N N N New VAC US LLC 549300UJYMVEWJOVTC36 64911CAB3 1265159.36000000 PA USD 1241437.62000000 0.184659397129 Long LON CORP DE N 2 2025-03-08 Floating 5.00000000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 N/A 1213046.77000000 PA USD 1125100.88000000 0.167354723961 Long LON CORP LR N 3 2024-04-12 Floating 1.80130000 N N N N N N VC GB Holdings, Inc. 549300K4B21TSY42LF51 91823JAE2 565517.75000000 PA USD 551379.81000000 0.082015770799 Long LON CORP US N 2 2029-07-01 Floating 7.25000000 N N N N N N Anticimex 54930005SBU6WYFBEB41 BL3789163 670536.48000000 PA USD 666345.63000000 0.099116524530 Long LON CORP SE N 3 2028-11-16 Floating 4.50000000 N N N N N N Kantar 984500NRF59D5DB9B654 N/A 2500000.00000000 PA USD 2300000.00000000 0.342116757664 Long LON CORP LU N 3 2026-06-04 Floating 1.05000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -230691.37000000 -0.03431451457 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 26086170.29000000 USD 19271640.96000000 GBP 2022-03-14 -230691.37000000 N N N Parques Reunidos N/A N/A 1441920.08000000 PA 1579090.21000000 0.234884009871 Long LON CORP ES N 2 2026-09-16 Floating 3.75000000 N N N N N N Edelman Financial Center LLC (The) 549300Z31KZXNP05U733 27943TAB5 207312.21000000 PA USD 207636.65000000 0.030885207595 Long LON CORP US N 2 2026-07-20 Floating 6.95857000 N N N N N N Mesa Airlines, Inc. N/A 59048*AA8 968429.13000000 PA USD 1068758.39000000 0.158973980484 Long DBT CORP US N 3 2025-07-15 Fixed 5.75000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAK0 189571.10000000 PA USD 187393.88000000 0.027874168100 Long LON CORP US N 2 2028-11-18 Floating 3.74143000 N N N N N N AMC Entertainment, Inc. 549300ZO77UNR6NRBR11 00164DAQ6 4692886.36000000 PA USD 4268954.47000000 0.634991679084 Long LON CORP US N 2 2026-04-22 Floating 3.12471000 N N N N N N Mav Acquisition Corp. N/A 57767XAA8 3536000.00000000 PA USD 3362117.20000000 0.500102884936 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N Hyland Software, Inc. N/A 44908XAV0 372419.52000000 PA USD 375305.77000000 0.055825388332 Long LON CORP US N 2 2025-07-07 Floating 7.00000000 N N N N N N Ensono L.P. 5493003GTMBHX0VZAW67 29359DAB3 221764.89000000 PA USD 220338.94000000 0.032774627713 Long LON CORP US N 2 2028-05-19 Floating 4.75000000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 BT7271328 989000.00000000 PA 1313091.69000000 0.195317683260 Long DBT CORP JE N 2 2027-02-15 Fixed 6.50000000 N N N N N N Stamina BidCo B.V. N/A N/A 630696.31000000 PA 704219.16000000 0.104750076393 Long LON CORP NL N 2 2028-11-02 Floating 4.50000000 N N N N N N USF S&H Holdco LLC N/A N/A 1667130.60000000 PA USD 1667130.60000000 0.247979702380 Long LON CORP US N 3 2025-06-30 Floating 15.13013000 N N N N N N Thevelia (US) LLC N/A 88372KAC4 1208291.58000000 PA USD 1196208.66000000 0.177931751412 Long LON CORP US N 2 2029-02-10 Floating 4.50000000 N N N N N N Brook & Whittle Holding Corp. N/A 58985XAB0 574579.75000000 PA USD 572065.96000000 0.085092761480 Long LON CORP US N 2 2028-12-05 Floating 4.50000000 N N N N N N USF S&H Holdco LLC N/A N/A 11300196.05000000 PA USD 11300196.05000000 1.680863666783 Long LON CORP US N 3 2025-06-30 Floating 3.00000000 N N N N N N IRIS Bidco GmbH N/A N/A 2600469.64000000 PA 2907582.47000000 0.432492472730 Long LON CORP DE N 2 2028-06-29 Floating 5.00000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAB3 11285.24000000 PA USD 11238.24000000 0.001671647926 Long LON CORP US N 2 2028-02-01 Floating 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 236638.33000000 0.035199103564 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20938277.17000000 GBP 28328132.21000000 USD 2022-03-14 236638.33000000 N N N Thyssenkrupp Elevators (Vertical Midco GmbH) 549300C2AFWPAYWS5574 D9000BAD4 860422.66000000 PA USD 855810.79000000 0.127298788108 Long LON CORP US N 2 2027-07-31 Floating 4.00000000 N N N N N N INDIGOCYAN Midco Ltd. 213800FQZTI1W79G8Q70 G4763LAB1 8169481.42000000 PA 10819630.62000000 1.609381281237 Long LON CORP JE N 2 2024-06-23 Floating 5.19530000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483NAN0 10964.49000000 PA USD 10863.95000000 0.001615973630 Long LON CORP US N 2 2026-02-06 Floating 3.45857000 N N N N N N Cincinnati Bell Inc. 549300JYVZOCUJOHL272 17187MAS9 28911.14000000 PA USD 28676.24000000 0.004265487935 Long LON CORP US N 2 2028-11-17 Floating 3.75000000 N N N N N N TVL Finance PLC 549300DUQXE7VXG8YA50 AZ3223478 4783000.00000000 PA 6198238.88000000 0.921965821242 Long DBT CORP JE N 2 2025-07-15 Floating 5.77613300 N N N N N N Castor S.p.A. 213800OWLX4ZFFIAB390 BU3220649 1444000.00000000 PA 1610989.14000000 0.239628861395 Long DBT CORP IT N 2 2029-02-15 Floating 5.25000000 N N N N N N BCA Marketplace 213800XQDK86MM9NB619 N/A 1054323.25000000 PA 1396341.77000000 0.207700834323 Long LON CORP GB N 2 2028-06-30 Floating 4.94570000 N N N N N N Generation Bridge LLC 25490066N7XDZZBNGZ02 37147PAC4 29249.13000000 PA USD 29267.41000000 0.004353422354 Long LON CORP US N 3 2028-12-01 Floating 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 70.17000000 0.000010437536 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 6211.74000000 USD 55403.00000000 NOK 2022-04-20 70.17000000 N N N Modulaire 549300C6IE8LNURFZG55 BL3728898 1294525.81000000 PA 1412702.95000000 0.210134501216 Long LON CORP GB N 2 2028-10-08 Floating 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1129.59000000 -0.00016802246 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 41830.13000000 USD 385032.00000000 SEK 2022-04-20 -1129.59000000 N N N GEO Group, Inc. (The) 5493003VOR6NTY465495 37252KAP7 108035.31000000 PA USD 100202.75000000 0.014904799973 Long LON CORP US N 2 2024-03-22 Floating 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1063486.08000000 -0.15818974326 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 55715252.49000000 USD 48718752.45000000 EUR 2022-03-14 -1063486.08000000 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 L5137LAG0 4049.20000000 PA USD 4052.24000000 0.000602756178 Long LON CORP LU N 2 2049-12-31 Floating 5.50000000 Y Y N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 12170719.00000000 NS USD 12170719.00000000 1.810350835969 Long STIV RF US N 1 N N N B&B Hotels S.A.S. 969500OUD0VB2606MD53 N/A 2821444.91000000 PA 3049261.22000000 0.453566679069 Long LON CORP FR N 2 2026-07-31 Floating 3.87500000 N N N N N N Nidda Healthcare Holding AG 549300Q89C4WAO6L0L19 D6001BAJ6 2087690.25000000 PA 2730621.34000000 0.406170138804 Long LON CORP DE N 2 2026-08-21 Floating 4.94490000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 74274NAG8 428077.43000000 PA USD 425723.00000000 0.063324770618 Long LON CORP US N 2 2025-11-03 Floating 5.00000000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 78015EAM0 1136408.46000000 PA USD 1130726.42000000 0.168191502876 Long LON CORP LR N 2 2022-04-05 Floating 1.57560000 N N N N N N Hurtigruten 213800EVBYLGF87O9I05 R7809EAB4 2369737.72000000 PA 2470833.83000000 0.367527677673 Long LON CORP NO N 2 2025-02-24 Floating 4.00000000 N N N N N N Mediaocean LLC 549300DLTWSIMHEHII55 67526KAC3 1064358.06000000 PA USD 1059568.45000000 0.157607009842 Long LON CORP US N 2 2028-12-15 Floating 4.00000000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 06832EAG5 199656.53000000 PA USD 200031.88000000 0.029754025310 Long LON CORP US N 2 2028-10-30 Floating 7.50000000 N N N N N N Constant Contact N/A 21031HAE1 1513453.08000000 PA USD 1483184.02000000 0.220618307801 Long LON CORP US N 3 2029-02-15 Floating 8.25000000 N N N N N N Hilding Anders AB N/A N/A 5440128.08000000 PA 60997.42000000 0.009073147633 Long LON CORP SE N 3 2025-06-30 Floating -0.58800000 Y Y Y N N N Circor International, Inc. 5493007701O01N3FQM69 17273LAM9 1187108.03000000 PA USD 1180430.55000000 0.175584814093 Long LON CORP US N 2 2028-12-20 Floating 5.00000000 N N N N N N Adtalem Global Education, Inc. 549300Z467EZLMODV621 00737RAE0 812376.90000000 PA USD 805353.90000000 0.119793506539 Long LON CORP US N 2 2028-08-12 Floating 5.25000000 N N N N N N BASF Construction Chemicals 254900TIPQ0RBM2WVJ30 749301840 125438.78000000 PA USD 125243.10000000 0.018629462300 Long LON CORP LU N 2 2027-09-29 Floating 4.25000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 71360HAG2 2064199.96000000 PA USD 2090859.10000000 0.311007798272 Long LON CORP US N 2 2029-02-01 Floating 8.50000000 N N N N N N Lightning Finco Ltd. N/A N/A 18375145.70000000 PA USD 18007642.79000000 2.678572332391 Long LON CORP GB N 3 2028-09-01 Floating 6.50000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 01957TAH0 1200670.30000000 PA USD 1186466.37000000 0.176482620688 Long LON CORP US N 2 2028-05-12 Floating 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 54.31000000 0.000008078417 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 48559.00000000 NOK 5562.14000000 USD 2022-03-14 54.31000000 N N N NAS, LLC N/A N/A 919515.79000000 PA USD 924113.37000000 0.137458552112 Long LON CORP US N 3 2024-06-01 Floating 2.15000000 N N N N N N Women's Care Holdings, Inc. LLC N/A 97815UAE4 431237.05000000 PA USD 430158.96000000 0.063984603772 Long LON CORP US N 2 2029-01-15 Floating 9.00000000 N N N N N N Bach Bidco S.p.A. 984500C09F0Q4T78B635 BR7691479 522000.00000000 PA 582528.00000000 0.086648952438 Long DBT CORP IT N 2 2028-10-15 Floating 4.25000000 N N N N N N Dun & Bradford Corp. (The) RI37BMPWE56BCJ747E14 26483NAQ3 3813675.69000000 PA USD 3470444.88000000 0.516216239130 Long LON CORP US N 3 2025-09-11 Floating 3.35130000 N N N N N N Kirk Beauty One GmbH N/A N/A 933276.30000000 PA 1018966.84000000 0.151567665855 Long LON CORP NL N 2 2026-04-08 Floating 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 430193.58000000 0.063989753372 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 48890684.54000000 EUR 55274830.13000000 USD 2022-03-14 430193.58000000 N N N Maverick Bidco, Inc. N/A 57767KAF5 91957.27000000 PA USD 92417.06000000 0.013746706487 Long LON CORP US N 3 2029-05-18 Floating 7.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -62034.30000000 -0.00922737981 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 4789479.30000000 USD 4214232.00000000 EUR 2022-03-14 -62034.30000000 N N N Herens Midco S.a.r.l. 222100BJH5XPZD1JHF79 BP2693748 3345000.00000000 PA 3192737.70000000 0.474908291303 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -26.70000000 -0.00000397152 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 32134.00000000 NOK 3618.12000000 USD 2022-03-14 -26.70000000 N N N IAP Worldwide Services, Inc. N/A 44928PAB7 1444403.17000000 PA USD 1444403.17000000 0.214849795339 Long LON CORP US Y 3 2023-07-18 Floating 0.75000000 N N N N N N Scientific Games Lottery N/A N/A 1354399.94000000 PA 1509129.15000000 0.224477552911 Long LON CORP US N 2 2029-01-31 Floating 4.00000000 N N N N N N Crown Finance US, Inc. N/A 22834KAH4 4070919.94000000 PA USD 4826157.01000000 0.717873560105 Long LON CORP GB N 2 2024-05-23 Fixed 7.00000000 N N N N N N Bass Pro Group, LLC 549300IYLDI2E8I2AU46 07014QAN1 285056.54000000 PA USD 284058.84000000 0.042252734489 Long LON CORP US N 2 2028-03-06 Floating 4.50000000 N N N N N N ThermaSys Corp. N/A N/A 208860.00000000 NS USD 6265.80000000 0.000932015295 Long EP CORP US N 3 N N N Micro Holding L.P. N/A 45567YAL9 3051906.82000000 PA USD 3035685.94000000 0.451547404818 Long LON CORP US N 2 2024-09-13 Floating 4.75000000 N N N N N N Telesat LLC N/A 87951YAU5 2338447.60000000 PA USD 1685716.72000000 0.250744321125 Long LON CORP US N 2 2026-12-07 Floating 2.96000000 N N N N N N UnitedLex Corp. 254900IJ4XQXC5YWDN28 88830YAC0 949178.72000000 PA USD 953924.61000000 0.141892867230 Long LON CORP US N 3 2027-03-20 Floating 5.96425000 N N N N N N Learning Pool N/A N/A 633298.08000000 PA USD 623798.61000000 0.092787807777 Long LON CORP GB Y 3 2028-08-17 Floating 6.00000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168QAC9 200000.00000000 PA USD 191805.00000000 0.028530306393 Long DBT CORP US N 2 2028-11-01 Fixed 5.87500000 N N N N N N N/A N/A 933WMF906 97410.00000000 NS USD 2435.25000000 0.000362234710 N/A DE N/A N 3 Tribune Resources LLC 549300IFWJYQ79PVEU45 Call Purchased Tribune Resources LLC Tribune Resources, Inc. 1.00000000 0.01000000 USD 2023-04-03 XXXX -5628.35000000 N N N Kirk Beauty SUN GmbH 9845005056B369360745 N/A 4564512.00000000 PA 4725210.75000000 0.702858165683 Long DBT CORP DE N 2 2026-10-01 Fixed 8.25000000 N N N N N N Waterlogic Holdings Ltd. N/A 94155XAC7 1307965.06000000 PA USD 1303060.19000000 0.193825533584 Long LON CORP US N 2 2028-08-04 Floating 5.25000000 N N N N N N Novae LLC N/A 66988QAB5 1001162.52000000 PA USD 995530.98000000 0.148081665666 Long LON CORP US N 2 2029-02-03 Floating 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24.74000000 0.000003679986 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1190.28000000 USD 10712.00000000 NOK 2022-03-14 24.74000000 N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 71659MAH9 5642601.01000000 PA USD 4916116.13000000 0.731254656825 Long LON CORP NO N 2 2024-03-19 Floating 7.72375000 N N N N N N CNT Holdings I Corp. (1-800 Contacts) N/A 12656AAE9 711746.97000000 PA USD 710857.29000000 0.105737474442 Long LON CORP US N 2 2028-11-06 Floating 7.50000000 N N N N N N Emerald Technologies AcquisitionCo, Inc. N/A 29102UAB5 312731.37000000 PA USD 311949.54000000 0.046401376165 Long LON CORP US N 3 2027-12-29 Floating 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -56752.36000000 -0.00844171017 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 4543876.00000000 USD 4000000.00000000 EUR 2022-03-14 -56752.36000000 N N N Digi International Inc. 529900KG656HGROI4N27 25379TAE6 1548053.61000000 PA USD 1549988.68000000 0.230555261573 Long LON CORP US N 2 2028-12-01 Floating 5.50000000 N N N N N N NAC Aviation 8 Ltd. N/A N/A 3245566.12000000 PA USD 2304351.95000000 0.342764094631 Long LON CORP IE N 3 2021-12-31 Floating 6.59038000 Y Y N N N N Dotdash Meredith, Inc. 549300R2AA7U9CJUQO13 25849KAB3 3488478.96000000 PA USD 3475414.61000000 0.516955468658 Long LON CORP US N 2 2028-11-25 Floating 4.50000000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 84850XAK8 19933.86000000 PA USD 19861.90000000 0.002954386447 Long LON CORP US N 2 2028-03-04 Floating 4.75000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 00169QAF6 737929.26000000 PA USD 735346.51000000 0.109380158157 Long LON CORP US N 2 2025-10-02 Floating 5.25000000 N N N N N N Paragon Offshore Finance Co. N/A N/A 1280.00000000 NS USD 9996.80000000 0.001486988175 Long EC CORP KY N 3 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 H8817H100 232965.00000000 NS USD 824696.10000000 0.122670589474 Long EC CORP CH N 1 N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 26812CAF3 381749.87000000 PA USD 371226.93000000 0.055218675499 Long LON CORP CA N 2 2026-04-08 Floating 3.72375000 N N N N N N Crown Finance US, Inc. N/A 22834KAJ0 429233.86000000 PA USD 457134.06000000 0.067997053228 Long LON CORP GB N 2 2024-05-23 Floating 9.25000000 N N N N N N Hunter Douglas Inc. 549300XOR2688C8LK689 N/A 2060459.44000000 PA 2295850.22000000 0.341499492761 Long LON CORP NL N 2 2029-02-09 Floating 4.00000000 N N N N N N Merlin (Motion Finco S.a.r.l. and LLC) N/A L6526BAD6 160926.68000000 PA USD 158326.10000000 0.023550439993 Long LON CORP US N 2 2026-11-12 Floating 3.47375000 N N N N N N Aquadrill LLC N/A Y0271K100 94427.00000000 NS USD 3611832.75000000 0.537247178112 Long EC CORP US N 3 N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 N/A 5859166.06000000 PA USD 5888461.89000000 0.875887604104 Long LON CORP US N 2 2024-07-03 Floating 6.50000000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 40422KAB7 19792.07000000 PA USD 19286.98000000 0.002868869157 Long LON CORP US N 2 2025-05-23 Floating 3.89607000 N N N N N N Corialis Group Ltd. 9845004UA0038RFF8C33 N/A 677494.13000000 PA 890681.47000000 0.132485676795 Long LON CORP GB N 2 2028-05-24 Floating 4.59060000 N N N N N N Scientific Games Lottery N/A N/A 1814438.77000000 PA USD 1805366.58000000 0.268541809020 Long LON CORP US N 2 2029-02-04 Floating 4.00000000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 45321NAB2 1767488.45000000 PA USD 1771023.43000000 0.263433388530 Long LON CORP US N 2 2027-01-11 Floating 8.75000000 N N N N N N Infinite Electronics N/A 45674KAF2 552278.66000000 PA USD 552278.66000000 0.082149471515 Long LON CORP US N 2 2029-03-02 Floating 7.50786000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 00169QAD1 1133986.50000000 PA USD 1130544.85000000 0.168164494989 Long LON CORP US N 2 2025-03-14 Floating 5.25000000 N N N N N N Newday Bondco PLC 213800J8EWKKXHTQC490 AM1725374 5895000.00000000 PA 7897271.09000000 1.174690773787 Long DBT CORP GB N 2 2024-02-01 Fixed 7.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1033783.14000000 -0.15377153738 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 55686369.34000000 USD 48719483.24000000 EUR 2022-03-14 -1033783.14000000 N N N Florida Food Products LLC 254900J6FNIX7DTKUV52 34068GAG7 4908550.15000000 PA USD 4810379.15000000 0.715526659972 Long LON CORP US N 2 2028-10-18 Floating 5.75000000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 04349HAM6 645950.53000000 PA USD 646757.97000000 0.096202930300 Long LON CORP US N 2 2029-12-10 Floating 6.25000000 N N N N N N Kirk Beauty One GmbH N/A N/A 1350592.10000000 PA 1474599.28000000 0.219341358490 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 19.77000000 0.000002940716 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 62483.00000000 NOK 7106.94000000 USD 2022-03-14 19.77000000 N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840M110 422054.00000000 NS USD 575048.58000000 0.085536415517 Long EC CORP US N 2 N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168EAP7 2621416.10000000 PA 2934485.72000000 0.436494234756 Long LON CORP US N 2 2028-10-31 Floating 5.50000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 N/A 3196484.85000000 PA 3136050.47000000 0.466476268986 Long LON CORP CN Y 2 2025-12-26 Floating 7.50000000 Y Y N N N N Mayfair Mall LLC 549300HU605JTRKFFI65 N/A 1257894.80000000 PA USD 1150973.74000000 0.171203219167 Long LON CORP US N 3 2023-04-20 Floating 3.25000000 N N N N N N RealPage, Inc. 5493001RSFZX4122A604 75605VAD4 269383.14000000 PA USD 266894.04000000 0.039699532002 Long LON CORP US N 2 2028-04-24 Floating 3.75000000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A N/A 27.78000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Arizona (State of) Industrial Development Authority N/A 04052AEC6 3372000.00000000 PA USD 3053470.43000000 0.454192783972 Long DBT MUN US Y 2 2028-01-01 Fixed 9.00000000 N N N N N N Novae LLC N/A 66988QAC3 286046.43000000 PA USD 284437.42000000 0.042309046908 Long LON CORP US N 2 2029-02-03 Floating 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -92.45000000 -0.00001375160 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 41675.54000000 USD 366611.13000000 NOK 2022-03-14 -92.45000000 N N N Checkout Holding Corp. 5493000F1R60SFVQY311 N/A 8573.00000000 NS USD 6965.56000000 0.001036102088 Long EC CORP US Y 2 N N N Colouroz Investment LLC N/A N/A 2163.39000000 PA 2398.42000000 0.000356756379 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Sandvine Corp. N/A N/A 321685.40000000 PA USD 320278.03000000 0.047640209206 Long LON CORP CA N 2 2026-11-02 Floating 8.24143000 N N N N N N iHeartMedia, Inc. N/A 45174J608 42.00000000 NS USD 777.00000000 0.000115575965 Long EC CORP US N 3 N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 65290C105 46442.00000000 NS USD 369678.32000000 0.054988325311 Long EC CORP US N 1 N N N RJO Holdings Corp. 549300YNQA38HHOO8322 N/A 3333.33000000 NS USD 33.33000000 0.000004957718 Long EC CORP US N 3 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 78638JAG9 297396.82000000 PA USD 296003.52000000 0.044029462834 Long LON CORP US N 2 2026-02-02 Floating 7.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -226.73000000 -0.00003372527 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 13429.13000000 USD 116397.00000000 NOK 2022-03-14 -226.73000000 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 P2121YAS7 4759784.47000000 PA USD 4714161.94000000 0.701214694791 Long LON CORP PA N 2 2028-10-18 Floating 4.00000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 N/A 1602955.73000000 PA 1774290.05000000 0.263919286549 Long LON CORP CN Y 2 2025-06-26 Floating 4.50000000 Y Y N N N N N/A N/A N/A 1.00000000 NC N/A 235364.94000000 0.035009691365 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 20625765.57000000 GBP 27907582.79000000 USD 2022-03-14 235364.94000000 N N N RJO Holdings Corp. 549300YNQA38HHOO8322 N/A 2144.06000000 NS USD 2144.06000000 0.000318921241 Long EC CORP US N 3 N N N N/A N/A N/A 1.00000000 NC N/A 23140.51000000 0.003442067935 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2300000.00000000 EUR 2603236.60000000 USD 2022-03-14 23140.51000000 N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 75972JAE4 632365.39000000 PA USD 630784.48000000 0.093826930905 Long LON CORP US N 2 2026-05-29 Floating 7.20857000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 9.28000000 0.000001380366 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 16758.00000000 NOK 1909.40000000 USD 2022-04-20 9.28000000 N N N Karman Buyer Corp. 549300T4O24KQDED1182 00769EAZ3 2248794.03000000 PA USD 2229128.33000000 0.331574850729 Long LON CORP US N 2 2027-10-28 Floating 5.25000000 N N N N N N GI Revelation Acquisition LLC N/A 36171NAB2 2098480.00000000 PA USD 2076372.51000000 0.308852969924 Long LON CORP US N 2 2028-05-12 Floating 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 387507.57000000 0.057640362356 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 48160972.84000000 EUR 54413567.46000000 USD 2022-03-14 387507.57000000 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 N/A 32799.00000000 NS USD 323890.13000000 0.048177496137 Long EP CORP US N 2 N N N Driven Holdings LLC 2549009H8IC4YXR5FV18 26209HAC0 541103.41000000 PA USD 537045.13000000 0.079883538519 Long LON CORP US N 3 2028-11-20 Floating 3.51688000 N N N N N N ThermaSys Corp. N/A 00189AAC4 119.46000000 PA USD 86.61000000 0.000012882927 Long LON CORP US N 3 2023-10-02 Floating 6.12110000 N N N N N N Anastasia Parent LLC N/A 03275UAB1 554196.15000000 PA USD 482901.59000000 0.071829880974 Long LON CORP US N 2 2025-08-11 Floating 3.97375000 N N N N N N Parques Reunidos N/A E9000BAC5 2458810.46000000 PA 2467461.74000000 0.367026091369 Long LON CORP ES N 3 2026-03-16 Floating 3.50000000 N N N N N N Diamond Sports Holdings LLC 5493002K6DHWNZH8YA34 25277BAB4 2608338.75000000 PA USD 990294.93000000 0.147302821992 Long LON CORP US N 2 2026-08-24 Floating 5.50000000 N N N N N N PowerStop, LLC N/A 73931HAH6 1022315.60000000 PA USD 1015926.13000000 0.151115371140 Long LON CORP US N 2 2029-01-24 Floating 5.25000000 N N N N N N Fusion N/A 91204HAB1 1180648.18000000 PA USD 1210164.38000000 0.180007614750 Long LON CORP US N 3 2026-12-30 Floating 7.50000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 34634FAB5 2584448.31000000 PA USD 2577987.19000000 0.383466355975 Long LON CORP US N 2 2025-07-19 Floating 5.50000000 N N N N N N USIC Holding, Inc. 5493009ZYUWB7X699U62 90290HAR3 324781.65000000 PA USD 324174.31000000 0.048219766893 Long LON CORP US N 2 2029-05-07 Floating 7.25000000 N N N N N N My Alarm Center LLC N/A N/A 47742.62000000 NS USD 7614947.89000000 1.132696209527 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A -1073002.33000000 -0.15960525135 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 55725588.53000000 USD 48719483.24000000 EUR 2022-03-14 -1073002.33000000 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 N/A 5722266.23000000 PA USD 5274327.23000000 0.784537274256 Long LON CORP US Y 2 2026-12-08 Floating 7.00000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 53226GAG6 4310617.19000000 PA USD 3616888.01000000 0.537999129920 Long LON CORP US Y 2 2024-01-30 Floating 4.75000000 N N N N N N Ideal Standard International S.A. 5299004EW24BCHXOHD09 BQ6338256 1828000.00000000 PA 1752571.04000000 0.260688661644 Long DBT CORP LU N 2 2026-07-30 Fixed 6.37500000 N N N N N N Windstream Services LLC 549300KT9GVEBYCD2N29 97381JAE3 2650561.48000000 PA USD 2649726.55000000 0.394137328688 Long LON CORP US N 2 2027-09-21 Floating 7.25000000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 22860EAE2 720883.48000000 PA USD 723889.56000000 0.107675977902 Long LON CORP US N 2 2027-04-27 Floating 5.50000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 N/A 1142.28000000 NS USD 1142.28000000 0.000169910056 Long EC CORP US N 3 N N N iHeartMedia, Inc. N/A 45174J509 175479.00000000 NS USD 3764024.55000000 0.559885162963 Long EC CORP US N 1 N N N Klockner Pentaplast of America, Inc. 529900XJNR9VFZXAOS85 49865NAU4 2070396.45000000 PA 2168936.57000000 0.322621542134 Long LON CORP DE N 2 2026-02-12 Floating 4.75000000 N N N N N N MJH Healthcare Holdings, LLC 254900YSRB2CUEJCMV73 55315QAF3 734944.09000000 PA USD 730350.69000000 0.108637047835 Long LON CORP US N 3 2029-01-25 Floating 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 36.41000000 0.000005415857 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3875.51000000 USD 34501.00000000 NOK 2022-04-20 36.41000000 N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 BL2361295 1738157.84000000 PA USD 1724973.91000000 0.256583687454 Long LON CORP US N 2 2023-09-21 Floating 5.25000000 N N N N N N Adagio V CLO DAC 6354009XYAVGD2ZFCM19 BCC2HUUY4 263000.00000000 PA 274655.69000000 0.040854049624 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 5.15000000 N N N N N N Aernnova Aerospace S.A.U. 95980020140005473208 E6000AAC3 183298.86000000 PA 194734.82000000 0.028966106618 Long LON CORP ES N 2 2027-02-26 Floating 3.00000000 N N N N N N S2P Acquisiton Borrower, Inc. 2138009YGPT15LRTY307 78431EAB0 487541.53000000 PA USD 485715.69000000 0.072248468265 Long LON CORP US N 2 2026-08-14 Floating 4.24143000 N N N N N N Oberthur Technologies of America Corp. 5493008QGYPD024OYL95 BL3580596 1081129.63000000 PA USD 1076783.49000000 0.160167685350 Long LON CORP US Y 2 2026-01-09 Floating 5.25000000 N N N N N N AqGen Island Intermediate Holdings Inc. N/A 03836BAE9 32301.49000000 PA USD 32382.24000000 0.004816742154 Long LON CORP US N 2 2029-08-05 Floating 7.00000000 N N N N N N Icebox Holdco III, Inc. N/A 45114NAB3 1476149.09000000 PA USD 1466000.57000000 0.218062331192 Long LON CORP US N 2 2028-12-22 Floating 4.25000000 N N N N N N Kirk Beauty One GmbH N/A N/A 2863382.05000000 PA 3126288.90000000 0.465024270431 Long LON CORP FR N 2 2026-04-08 Floating 5.50000000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 55292HAE3 2201835.36000000 PA USD 2036873.85000000 0.302977685797 Long LON CORP US N 2 2026-11-30 Floating 8.85814000 N N N N N N F-Brasile S.p.A./F-Brasile US LLC N/A 30191BAB7 3835000.00000000 PA USD 3707812.23000000 0.551523781807 Long DBT CORP IT N 2 2026-08-15 Fixed 7.37500000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 40422KAE1 163705.02000000 PA USD 162204.66000000 0.024127361894 Long LON CORP US N 2 2025-05-23 Floating 6.00000000 N N N N N N Brush N/A N/A 3620998.31000000 PA 4760904.98000000 0.708167554481 Long LON CORP GB N 3 2028-06-09 Floating 7.04530000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 N/A 7.60000000 PA 8.42000000 0.000001252444 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N LABL, Inc. 5493004FUZN8R6Y3VB98 50168EAN2 3198966.63000000 PA USD 3187306.40000000 0.474100404892 Long LON CORP US N 2 2028-10-31 Floating 5.50000000 N N N N N N Learning Pool Ltd. N/A N/A 479335.52000000 PA 633383.36000000 0.094213504992 Long LON CORP GB Y 3 2028-08-17 Floating 6.00000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 00076VAY6 653712.93000000 PA USD 657798.64000000 0.097845190397 Long LON CORP US N 2 2029-12-10 Floating 6.50000000 N N N N N N LogMeIn 549300D12V5KRBV00592 54142KAD3 4185217.01000000 PA USD 4123296.72000000 0.613325610754 Long LON CORP US N 2 2027-08-28 Floating 4.88671000 N N N N N N DexKo Global Inc. 549300SMZ4OV1KBH1M19 25213YAV7 18807.43000000 PA USD 18611.55000000 0.002768401365 Long LON CORP US N 2 2028-09-30 Floating 4.25000000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 14886MAN1 702407.01000000 PA USD 299622.25000000 0.044567735954 Long LON CORP US Y 2 2023-08-15 Floating 2.00000000 N N Y N N N N/A N/A N/A 1.00000000 NC N/A 13.06000000 0.000001942628 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 12319.00000000 NOK 1410.35000000 USD 2022-03-14 13.06000000 N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 12769LAD1 67814.23000000 PA USD 67602.31000000 0.010055601351 Long LON CORP US N 2 2025-07-21 Floating 3.70857000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 N/A 223208.34000000 PA USD 222650.32000000 0.033118437204 Long LON CORP US N 2 2028-09-22 Floating 8.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 437665.03000000 0.065101104785 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 115970435.46000000 SEK 12684671.83000000 USD 2022-03-14 437665.03000000 N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 N/A 581996.52000000 PA 644135.56000000 0.095812856210 Long LON CORP CN Y 2 2024-06-26 Floating 4.25000000 Y Y N N N N N/A N/A N/A 1.00000000 NC N/A 549.31000000 0.000081707893 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 578344.00000000 SEK 61684.26000000 USD 2022-04-20 549.31000000 N N N AnaCap Financial Europe S.A. SICAV-RAIF 2221001M75L4SO9QJ626 N/A 8976000.00000000 PA 9557467.09000000 1.421638979269 Long DBT CORP LU N 2 2024-08-01 Floating 5.00000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 53226GAH4 243125.62000000 PA USD 203998.20000000 0.030344001197 Long LON CORP US Y 2 2024-01-30 Floating 4.75000000 N N N N N N Creation Technologies Inc. N/A 22526YAB0 1392148.07000000 PA USD 1376486.40000000 0.204747419190 Long LON CORP CA N 3 2028-10-05 Floating 6.00000000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 B10930B99 50381.00000000 NS USD 667548.25000000 0.099295409945 Long EC CORP US N 2 N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 00900YAE6 1970674.41000000 PA USD 1959993.35000000 0.291541986933 Long LON CORP US N 2 2026-02-02 Floating 5.50000000 N N N N N N McAfee Enterprise N/A 55910RAB9 3000669.46000000 PA USD 2977789.36000000 0.442935496022 Long LON CORP US N 2 2028-07-27 Floating 5.75000000 N N N N N N Natel Engineering Co., Inc. N/A 63229BAD0 3757730.51000000 PA USD 3679456.98000000 0.547306039984 Long LON CORP US N 2 2026-04-29 Floating 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 30.77000000 0.000004576927 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 97473.00000000 NOK 11086.71000000 USD 2022-03-14 30.77000000 N N N Crown Finance US, Inc. N/A 22834KAB7 3204767.63000000 PA USD 2490168.54000000 0.370403646497 Long LON CORP GB N 2 2025-02-28 Floating 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4798.97000000 0.000713829589 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1127814.00000000 SEK 123901.27000000 USD 2022-03-14 4798.97000000 N N N Kirk Beauty One GmbH 969500ZRJL8WNVOD6T37 N/A 636975.80000000 PA 695460.95000000 0.103447324041 Long LON CORP FR N 2 2026-04-08 Floating 5.50000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 N/A 1507904.70000000 PA USD 1495660.51000000 0.222474140977 Long LON CORP CA N 2 2029-02-11 Floating 4.38149000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 268.14000000 0.000039884864 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 128344.00000000 SEK 13834.99000000 USD 2022-04-20 268.14000000 N N N Fusion N/A 05710LAB9 783911.90000000 PA USD 779992.34000000 0.116021065375 Long LON CORP US N 3 2029-02-01 Floating 3.75 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 C4000KAD6 1022950.19000000 PA USD 1014531.31000000 0.150907896663 Long LON CORP CA N 2 2026-10-30 Floating 4.43000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 N/A 520.49000000 PA 577.04000000 0.000085832632 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Revint Intermediate II LLC N/A 76150KAB9 1924415.98000000 PA USD 1921202.21000000 0.285771943871 Long LON CORP US N 2 2027-10-15 Floating 4.75000000 N N N N N N McDermott International Ltd. N/A N/A 1017283.00000000 NS USD 661233.95000000 0.098356180448 Long EC CORP US Y 3 N N N N/A N/A N/A 7505.00000000 NS USD 56287.50000000 0.008372563911 N/A DE N/A Y 2 HGIM Corp 549300W0Q0ZDXP0FKI37 Call Purchased HGIM Corp HGIM Corp. 1.00000000 0.00000000 USD 2022-01-06 XXXX -606171.70000000 N N N N/A N/A N/A 1.00000000 NC N/A 171.86000000 0.000025563559 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 8008.74000000 USD 72123.00000000 NOK 2022-03-14 171.86000000 N N N ICP Group Holdings LLC 254900UFA4AMH3PZZW32 44931VAH6 304372.32000000 PA USD 299806.74000000 0.044595178180 Long LON CORP US N 2 2028-12-29 Floating 8.50000000 N N N N N N athenahealth, Inc. 5493004JZ4RQIZBHP241 04686RAC7 898282.73000000 PA USD 891208.75000000 0.132564107805 Long LON CORP US N 2 2029-02-15 Floating 4.00000000 N N N N N N Haya Real Estate S.A. 959800DZPPAB9N57RN35 AP9519988 1336000.00000000 PA 1138791.17000000 0.169391105538 Long DBT CORP ES N 2 2022-11-15 Fixed 5.25000000 N N N N N N QuarterNorth Energy, Inc. N/A N/A 51116.00000000 NS USD 410205.90000000 0.061016657601 Long EC CORP US Y 3 N N N Condor Merger Sub, Inc. 254900SAGUYT3MBUU161 N/A 4105023.95000000 PA USD 4055414.74000000 0.603228409493 Long LON CORP US N 2 2029-02-03 Floating 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -44439.46000000 -0.00661021042 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5411719.20000000 USD 4000000.00000000 GBP 2022-04-20 -44439.46000000 N N N N/A N/A N/A 1.00000000 NC N/A 975.91000000 0.000145163115 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 217577.89000000 SEK 23975.39000000 USD 2022-04-20 975.91000000 N N N N/A N/A N/A 1.00000000 NC N/A -231389.00000000 -0.03441828453 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 26086867.92000000 USD 19271640.96000000 GBP 2022-03-14 -231389.00000000 N N N Blucora, Inc. 5299001IO03J69IP6L77 09522UAD5 718185.83000000 PA USD 718185.83000000 0.106827568504 Long LON CORP US N 3 2024-05-22 Floating 5.00000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 N/A 27022.39000000 PA 29958.13000000 0.004456164478 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Bicent Power, LLC 549300QFOPQA45T3MK52 N/A 2024.30800000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Werner FinCo L.P. N/A 95075EAC3 971542.54000000 PA USD 970935.33000000 0.144423150870 Long LON CORP US N 2 2024-07-24 Floating 5.00000000 N N N N N N Kantar 984500NRF59D5DB9B654 BL3643592 1380105.93000000 PA USD 1374350.89000000 0.204429769730 Long LON CORP LU N 2 2026-12-04 Floating 5.25000000 N N N N N N Spirit Aerosystems, Inc. ZD2NBKV6GCC3UMGBM518 84857HAX8 1395593.14000000 PA USD 1393227.61000000 0.207237614183 Long LON CORP US N 2 2025-01-15 Floating 4.25000000 N N N N N N Gulf Finance, LLC 549300GL13V5C6ULWJ40 40227UAC0 2090539.28000000 PA USD 1941964.65000000 0.288860282416 Long LON CORP US N 2 2026-08-25 Floating 7.75000000 N N N N N N Thyssenkrupp Elevators (Vertical Midco GmbH) 2549008GCHWX9EEMIS56 92537VAA8 622000.00000000 PA USD 633507.00000000 0.094231895999 Long DBT CORP DE Y 2 2028-07-15 Fixed 7.62500000 N N N N N N NAS, LLC N/A N/A 2814880.29000000 PA USD 2828954.69000000 0.420796872227 Long LON CORP US N 3 2024-06-03 Floating 7.50000000 N N N N N N Endo Luxembourg Finance Co I S.a.r.l. 222100B15VY0VVCTG251 L2968EAE2 3504217.02000000 PA USD 3397496.09000000 0.505365368039 Long LON CORP LU N 2 2028-03-27 Floating 5.75000000 N N N N N N B&B Hotels S.A.S. N/A N/A 2618791.82000000 PA 2930813.95000000 0.435948072127 Long LON CORP FR N 2 2026-07-31 Floating 5.50000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 52989XAB9 1301176.03000000 PA USD 1350946.01000000 0.200948377704 Long LON CORP US Y 2 2025-11-12 Floating 5.00000000 N N N N N N McAfee Enterprise N/A 55910RAE3 1137531.28000000 PA USD 1128294.53000000 0.167829767954 Long LON CORP US N 2 2029-07-27 Floating 9.00000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 05875B106 134154.00000000 NS USD 4832227.08000000 0.718776461265 Long EC CORP US N 1 N N N ORBCOMM, Inc. 529900PSC8WVCY267I23 68558RAB9 683878.08000000 PA USD 679603.84000000 0.101088635755 Long LON CORP US N 2 2028-09-01 Floating 4.87683700 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 N/A 1079338.30000000 PA 1190729.45000000 0.177116738560 Long LON CORP CN Y 3 2024-06-28 Floating 4.02759500 Y Y N N N N Southcross Energy Partners L.P. N/A N/A 69977.31000000 NS USD 146952.35000000 0.021858635440 Long EC CORP US Y 3 N N N Windstream Escrow LLC/Windstream Escrow Finance Corp. N/A 97382WAA1 1758000.00000000 PA USD 1776529.32000000 0.264252369936 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 05988HAF4 132365.04000000 PA 146641.45000000 0.021812390179 Long LON CORP US N 2 2025-10-02 Floating 4.00000000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 40419BAM8 1468630.08000000 PA USD 1424571.18000000 0.211899857897 Long LON CORP US Y 2 2023-07-02 Floating 7.00000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65336RAW8 539.42000000 PA USD 537.32000000 0.000079924424 Long LON CORP US N 2 2026-09-18 Floating 2.60629000 N N N N N N BrightPet N/A N/A 600969.24000000 PA USD 603012.54000000 0.089695954354 Long LON CORP US N 3 2026-10-05 Floating 5.73125000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 00132UAM6 488032.98000000 PA USD 485085.26000000 0.072154694061 Long LON CORP US N 2 2028-07-31 Floating 4.50000000 N N N N N N Toys 'R' Us-Delaware, Inc. N/A N/A 13.74900000 NS USD 34372.50000000 0.005112786196 Long EC CORP US N 2 N N N Eastman Tire Additives N/A 33939NAC0 1292583.29000000 PA USD 1292583.29000000 0.192267132255 Long LON CORP US N 3 2028-11-01 Floating 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6.94000000 0.000001032300 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3759.36000000 USD 33205.00000000 NOK 2022-03-14 6.94000000 N N N Native Instruments N/A N/A 1266638.46000000 PA 1398914.72000000 0.208083551415 Long LON CORP DE N 3 2028-03-03 Floating 6.00000000 N N N N N N Berlin Packaging LLC 549300L1HNHO6QOXHH42 08511LAX6 1029279.25000000 PA USD 1024132.85000000 0.152336091330 Long LON CORP US N 2 2028-03-11 Floating 4.25000000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 90385KAJ0 241501.11000000 PA USD 241387.60000000 0.035905540457 Long LON CORP US N 2 2027-05-03 Floating 5.75000000 N N N N N N Quest Software US Holdings Inc. 549300LMV4JEXTGLE324 74834YAN2 5063117.84000000 PA USD 4999044.08000000 0.743589892205 Long LON CORP US N 2 2029-01-19 Floating 4.75000000 N N N N N N Claire's Stores, Inc. 549300N5HNYXI6JY7625 179ESCAP3 420.00000000 PA USD 137550.00000000 0.020460069572 Long DBT CORP US N 2 2020-03-15 None 6.12500000 Y Y N N N N McGraw-Hill Education, Inc. N/A 58063DAC7 3612300.88000000 PA USD 3582950.94000000 0.532951112376 Long LON CORP US N 2 2028-07-30 Floating 5.55292400 N N N N N N Acacium N/A N/A 955212.55000000 PA USD 945660.42000000 0.140663598583 Long LON CORP US N 3 2028-06-08 Floating 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 221622.89000000 0.032965610674 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 19296951.33000000 GBP 26114656.86000000 USD 2022-04-20 221622.89000000 N N N AqGen Island Intermediate Holdings Inc. N/A BL3622786 825221.41000000 PA USD 816969.20000000 0.121521240789 Long LON CORP US N 2 2028-08-02 Floating 4.00000000 N N N N N N Crown Finance US, Inc. N/A N/A 796119.35000000 PA USD 770245.47000000 0.114571253392 Long LON CORP US N 2 2024-05-23 Floating 5.00000000 N N N N N N North American Lifting Holdings, Inc. 5493008KV4SRQC7D1587 N/A 62889.00000000 NS USD 1092696.38000000 0.162534670712 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A 74311.06000000 0.011053503872 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 5129609.00000000 EUR 5828608.51000000 USD 2022-03-14 74311.06000000 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 N/A 17325568.39000000 PA USD 17195626.63000000 2.557787838552 Long LON CORP US N 3 2022-10-30 Floating 1.04640000 N N N N N N Devoteam (Castillon S.A.S. - Bidco) 96950033QHYLUKI72K73 N/A 1112712.38000000 PA 1245813.12000000 0.185310237074 Long LON CORP FR N 2 2027-12-09 Floating 4.50000000 N N N N N N Kantar 984500NRF59D5DB9B654 N/A 1473684.20000000 PA USD 1469078.94000000 0.218520227698 Long LON CORP LU N 2 2026-12-04 Floating 5.18013000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 6623.41000000 0.000985208501 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1119630.00000000 GBP 1508756.51000000 USD 2022-03-14 6623.41000000 N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 BM0610865 4278000.00000000 PA 4804280.21000000 0.714619464503 Long DBT CORP LU N 2 2026-05-01 Floating 6.25000000 N N N N N N UST Holdings Ltd. N/A 90355HAB0 1083872.13000000 PA USD 1073033.41000000 0.159609874389 Long LON CORP US N 2 2028-10-15 Floating 4.25000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 N/A 150.58000000 PA 166.94000000 0.000024831726 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 N/A 29936.07000000 PA USD 29561.87000000 0.004397222223 Long LON CORP US N 2 2024-09-21 Floating 5.25000000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 N/A 11834.00000000 NS USD 88755.00000000 0.013201988185 Long EC CORP US Y 2 N N N U.S. TelePacific Corp. 549300C81ZS48XBQR219 90343TAS2 1801019.83000000 PA USD 1301488.97000000 0.193591820240 Long LON CORP US N 2 2023-05-02 Floating 6.00000000 N N N N N N Perstorp Holding AB 549300ES84TRW7EWGU35 W7277YAC5 1775634.96000000 PA USD 1775634.96000000 0.264119337091 Long LON CORP SE N 2 2026-02-27 Floating 4.90788000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 77051UAH2 613026.98000000 PA USD 482758.75000000 0.071808634036 Long LON CORP US N 2 2026-02-28 Floating 9.00000000 N N N N N N Klockner Pentaplast of America, Inc. 5299004QDA11QZOG5N31 49865NAT7 294781.25000000 PA USD 277462.85000000 0.041271604614 Long LON CORP US N 2 2026-02-12 Floating 5.55443000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 245158.12000000 0.036466391795 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 20938277.17000000 GBP 28336652.00000000 USD 2022-03-14 245158.12000000 N N N BrightPet N/A N/A 4164716.86000000 PA USD 4178876.90000000 0.621592963351 Long LON CORP US N 3 2026-10-05 Floating 7.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4774.52000000 0.000710192739 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 412538.47000000 GBP 558249.95000000 USD 2022-03-14 4774.52000000 N N N MedAssets Software Intermediate Holdings, Inc. N/A 58404KAH8 1695117.66000000 PA USD 1686642.07000000 0.250881963621 Long LON CORP US N 2 2028-11-19 Floating 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 64805.08000000 0.009639523412 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3000000.00000000 EUR 3434997.00000000 USD 2022-04-20 64805.08000000 N N N Civica 2138007Q8KEKIR97JL53 N/A 2188261.23000000 PA 2886632.30000000 0.429376210020 Long LON CORP GB N 2 2024-10-14 Floating 5.01225000 N N N N N N Fertitta Entertainment LLC 91D14OD6M4H1RVBN7R43 31556PAB3 455717.80000000 PA USD 454293.68000000 0.067574556882 Long LON CORP US N 2 2029-01-31 Floating 4.50000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 92840M102 262754.00000000 NS USD 5996046.28000000 0.891890396574 Long EC CORP US N 1 N N N Commercial Barge Line Co. N/A N/A 8956.00000000 NS USD 230617.00000000 0.034303452305 Long EC CORP US Y 2 N N N Crown Finance US, Inc. N/A N/A 173934.00000000 NS 42699.85000000 0.006351449667 Long EC CORP US Y 2 N N N McDermott International Ltd. 54930004RAXI4B3L4752 G5924V106 392579.00000000 NS USD 242417.53000000 0.036058738854 Long EC CORP BM Y 1 N N N ThermaSys Corp. N/A N/A 980474.00000000 NS USD 29414.22000000 0.004375259815 Long EC CORP US N 2 N N N Blackhawk Network Holdings, Inc. 549300LFU3K8UIR03132 05549YAB8 384457.99000000 PA USD 382535.70000000 0.056900814510 Long LON CORP US N 2 2026-06-15 Floating 7.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 449798.74000000 0.066905950665 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 48890684.55000000 EUR 55294435.30000000 USD 2022-03-14 449798.74000000 N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 26658NAQ2 207367.30000000 PA USD 208663.35000000 0.031037925541 Long LON CORP US N 2 2029-05-21 Floating 6.75000000 N N N N N N IAP Worldwide Services, Inc. N/A 979UVH901 220.62600000 NS USD 4527245.52000000 0.673411547154 Long EC CORP US Y 3 N N N TMF Group Holdco B.V. 213800H27OKZZZ2CB779 N/A 2517840.80000000 PA 2822422.46000000 0.419825226424 Long LON CORP NL N 2 2026-05-04 Floating 6.87500000 N N N N N N TTF Holdings LLC 254900IIAWXPGAIX2Q35 85856CAB5 410771.71000000 PA USD 409744.78000000 0.060948067653 Long LON CORP US N 3 2028-03-31 Floating 5.00000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 N/A 258729.59000000 PA USD 256767.13000000 0.038193190430 Long LON CORP DE N 2 2023-09-21 Floating 5.25000000 N N N N N N Gloves Buyer, Inc. N/A 37987UAC6 184617.54000000 PA USD 183348.29000000 0.027272401086 Long LON CORP US N 2 2027-12-29 Floating 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 21429.09000000 0.003187500343 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1000000.00000000 EUR 1143210.00000000 USD 2022-03-14 21429.09000000 N N N ImageFirst N/A 45249TAJ1 393214.82000000 PA USD 389282.67000000 0.057904402119 Long LON CORP US N 2 2028-04-27 Floating 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -58735.86000000 -0.00873674868 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 8108536.80000000 USD 6000000.00000000 GBP 2022-03-14 -58735.86000000 N N N Project Leopard Holdings, Inc. N/A 74338UAD3 819021.00000000 PA USD 817997.22000000 0.121674155080 Long LON CORP US N 2 2024-07-05 Floating 5.75000000 N N N N N N Orchid Merger Sub II, LLC N/A 68572CAC2 2742071.58000000 PA USD 2646099.07000000 0.393597754038 Long LON CORP US N 3 2027-05-15 Floating 5.25000000 N N N N N N Mold-Rite Plastics LLC N/A 91889CAD0 404807.62000000 PA USD 398735.51000000 0.059310478194 Long LON CORP US N 3 2029-10-04 Floating 7.50000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 N/A 648.90000000 NS USD 3244.50000000 0.000482607747 Long EC CORP US N 3 N N N BrightPet N/A N/A 1201938.49000000 PA USD 1206025.08000000 0.179391908709 Long LON CORP US N 3 2026-10-05 Floating 1.00000000 N N N N N N Allied Universal Holdco LLC 549300ONXPZT3KQZDR65 01957TAK3 96168.05000000 PA 105671.83000000 0.015718306024 Long LON CORP LU N 2 2028-05-12 Floating 3.75000000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 55292HAB9 3597554.49000000 PA USD 3495060.16000000 0.519877673818 Long LON CORP US N 2 2025-11-30 Floating 4.60814000 N N N N N N Jubilee CLO 635400VJFOACD7V4YS84 BCC2R2NT4 2041000.00000000 PA 2145530.47000000 0.319139968638 Long ABS-CBDO CORP NL N 2 2035-04-15 Floating 6.07000000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A N/A 2338.58000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N NPC International, Inc. 549300VENVGR7A6TZR37 62936DAS9 343919.53000000 PA USD 6878.39000000 0.001023135862 Long LON CORP US N 2 2049-12-31 Floating 8.50000000 Y Y N N N N WebPros 549300TH5VH623DTW562 BL3364090 1582410.89000000 PA USD 1584388.90000000 0.235672171020 Long LON CORP LU N 2 2027-02-18 Floating 5.75000000 N N N N N N USF S&H Holdco LLC N/A N/A 11114.19900000 NS USD 10075243.68000000 1.498656391515 Long EC CORP US N 3 N N N Commercial Barge Line Co. N/A N/A 33324.00000000 NS USD 858093.00000000 0.127638258667 Long EP CORP US Y 2 N N N N/A N/A N/A 1.00000000 NC N/A -460999.66000000 -0.06857204737 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 7853318.85000000 USD 70000000.00000000 SEK 2022-03-14 -460999.66000000 N N N Imperva, Inc. 549300204GJIBLPF1S81 45321NAD8 106117.76000000 PA USD 105637.05000000 0.015713132624 Long LON CORP US N 2 2026-01-10 Floating 5.00000000 N N N N N N IAP Worldwide Services, Inc. N/A 44920JAM5 1576247.18000000 PA USD 1576247.18000000 0.234461119347 Long LON CORP US Y 3 2023-07-18 Floating 8.00000000 N N N N N N B&B Hotels S.A.S. 969500OUD0VB2606MD53 N/A 2217187.18000000 PA 2371042.01000000 0.352684002064 Long LON CORP FR N 2 2027-07-31 Floating 8.50000000 N N N N N N Delta Topco, Inc. N/A 24780DAE7 637366.86000000 PA USD 636837.85000000 0.094727348000 Long LON CORP US N 2 2028-12-01 Floating 8.00000000 N N N N N N Dorna Sports S.L. 95980020140005602218 N/A 890032.48000000 PA USD 889845.57000000 0.132361339665 Long LON CORP ES Y 2 2024-04-12 Floating 3.21788000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 8.31000000 0.000001236082 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 24650.00000000 NOK 2804.25000000 USD 2022-03-14 8.31000000 N N N Optiv, Inc. 549300VZRXJMEDMZX746 68404XAD8 772731.88000000 PA USD 767423.21000000 0.114151452331 Long LON CORP US N 2 2025-01-31 Floating 8.25000000 N N N N N N TruGreen L.P. 549300QNRP2MNHR3QM19 89787RAK8 1509219.52000000 PA USD 1520538.67000000 0.226174678123 Long LON CORP US N 3 2028-11-02 Floating 9.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 220970.65000000 0.032868592311 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 19296951.33000000 GBP 26114004.62000000 USD 2022-04-20 220970.65000000 N N N LHS Borrow, LLC N/A N/A 2119519.49000000 PA USD 2098324.30000000 0.312118220019 Long LON CORP US N 3 2029-02-17 Floating 5.25000000 N N N N N N Brook & Whittle Holding Corp. N/A 58985XAC8 152005.23000000 PA USD 151340.21000000 0.022511313891 Long LON CORP US N 2 2028-12-05 Floating 4.50000000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 BS1080362 1082000.00000000 PA 1380593.12000000 0.205358279073 Long DBT CORP GB N 2 2026-11-15 Fixed 6.00000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253657AA8 1380000.00000000 PA USD 1430383.80000000 0.212764464292 Long DBT CORP US N 2 2025-07-15 Fixed 9.37500000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 15134NAF3 3392770.80000000 PA USD 3392295.81000000 0.504591845024 Long LON CORP US N 2 2026-06-29 Floating 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -102223.25000000 -0.01520534210 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4859033.87000000 USD 45000000.00000000 SEK 2022-04-20 -102223.25000000 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769G100 7897.00000000 NS USD 664848.43000000 0.098893821395 Long EC CORP US N 1 N N N Claire's Stores, Inc. 549300N5HNYXI6JY7625 17958DAL1 732694.94000000 PA USD 727566.08000000 0.108222847076 Long LON CORP US N 2 2026-12-18 Floating 6.70857000 N N N N N N Curium BidCo S.a.r.l. 213800P2VV9KG6N9L140 L2210TAE5 314510.43000000 PA USD 312742.88000000 0.046519382647 Long LON CORP LU N 2 2027-12-02 Floating 5.00000000 N N N N N N Victory Buyer LLC N/A N/A 258451.56000000 PA USD 255867.04000000 0.038059305268 Long LON CORP US N 3 2029-11-15 Floating 7 N N N N N N Oberthur Tech 969500R8RGRC5PQLA538 BL3580604 955503.90000000 PA 1066976.61000000 0.158708947094 Long LON CORP FR Y 2 2026-01-10 Floating 4.50000000 N N N N N N QuarterNorth Energy, Inc. N/A N/A 104769.00000000 NS USD 12834202.50000000 1.909041628919 Long EC CORP US Y 2 N N N HotelBeds 213800OWSFFQ8A3HSD42 N/A 5773683.39000000 PA 6061072.16000000 0.901562763196 Long LON CORP GB N 2 2027-09-12 Floating 5.50000000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 BT7271153 791000.00000000 PA 877712.16000000 0.130556538409 Long DBT CORP JE N 2 2027-02-15 Fixed 5.00000000 N N N N N N Commercial Barge Line Co. N/A 00085Q167 29536.00000000 NS USD 812240.00000000 0.120817789237 Long EC CORP US Y 2 N N N Vectra Co. JUC8K6CTM7PVMRAKXF33 92243BAC3 195714.97000000 PA USD 186271.72000000 0.027707250822 Long LON CORP US N 2 2025-03-08 Floating 3.45857000 N N N N N N Aegion Corp. 549300AG3DVJURRIT691 00771PAJ0 921920.78000000 PA USD 924225.58000000 0.137475242948 Long LON CORP US N 2 2028-05-17 Floating 5.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -128.61000000 -0.00001913027 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 80692.00000000 NOK 9023.93000000 USD 2022-03-14 -128.61000000 N N N N/A N/A N/A 1.00000000 NC N/A -214011.00000000 -0.03183336931 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5187800.91000000 USD 47098249.46000000 SEK 2022-03-14 -214011.00000000 N N N Veritas US, Inc. 549300RFUWCPWS8FQ104 G9341JAN0 706654.15000000 PA USD 698926.89000000 0.103962870196 Long LON CORP US N 2 2025-09-01 Floating 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -232653.08000000 -0.03460631190 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 26382708.43000000 USD 19491206.46000000 GBP 2022-03-14 -232653.08000000 N N N Bicent Power, LLC 549300QFOPQA45T3MK52 N/A 3282.65400000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 N/A 1885472.71000000 PA USD 1850714.02000000 0.275287078211 Long LON CORP LR N 2 2022-10-12 Floating 1.50910000 N N N N N N athenahealth, Inc. 5493004JZ4RQIZBHP241 04686RAB9 5299868.10000000 PA USD 5258131.64000000 0.782128238283 Long LON CORP US N 2 2029-01-26 Floating 3.50000000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 N/A 936812.01000000 PA 972933.17000000 0.144720322410 Long LON CORP GB N 2 2027-09-12 Floating 4.50000000 N N N N N N City Brewing Co. LLC N/A 17776EAB1 1836438.72000000 PA USD 1740025.69000000 0.258822585789 Long LON CORP US N 2 2028-03-31 Floating 4.25000000 N N N N N N AutoScout24 (Speedster Bidco GmbH) N/A N/A 3052905.31000000 PA 3393973.07000000 0.504841331439 Long LON CORP DE N 2 2028-03-31 Floating 6.00000000 N N N N N N Crown Finance US, Inc. N/A 22834KAD3 2733181.10000000 PA USD 2066640.23000000 0.307405328150 Long LON CORP GB N 2 2026-09-30 Floating 3.75000000 N N N N N N International Textile Group, Inc. M4ZRS7E9USM0DKM0N876 46049BAB7 191055.62000000 PA USD 176930.88000000 0.026317834346 Long LON CORP US N 2 2024-05-01 Floating 5.21438000 N N N N N N Brush N/A N/A 4208404.70000000 PA 4618164.78000000 0.686935461258 Long LON CORP GB N 3 2028-06-09 Floating 7.00000000 N N N N N N Noble Corp. N/A G6610J209 1528.00000000 NS USD 39437.68000000 0.005866213570 Long EC CORP KY N 1 N N N Heritage Power LLC 9845009CA1DFDE381P22 42727CAC1 2918500.82000000 PA USD 1922299.75000000 0.285935199013 Long LON CORP US N 2 2026-07-30 Floating 7.00000000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 60945HAB0 7941083.11000000 PA USD 6671621.56000000 0.992379798466 Long LON CORP US N 2 2024-03-29 Floating 8.75000000 N N N N N N Florida Food Products LLC 254900J6FNIX7DTKUV52 34068GAD4 1027710.38000000 PA USD 1000732.98000000 0.148855444524 Long LON CORP US N 2 2029-10-08 Floating 8.75000000 N N N N N N Everi Payments, Inc. 5299006DK5S7BG10K532 30034UAC4 179740.69000000 PA USD 178541.82000000 0.026557455898 Long LON CORP US N 2 2028-07-31 Floating 3.00000000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 02932JAS6 96308.14000000 PA USD 96669.30000000 0.014379211948 Long LON CORP US N 3 2029-06-11 Floating 8.00000000 N N N N N N Propulsion (BC) Finco S.a.r.l. 254900S4YQSQVLEZ8D35 N/A 606569.85000000 PA USD 606569.85000000 0.090225091469 Long LON CORP LU N 3 2029-02-10 Floating 4.50000000 N N N N N N Inotiv, Inc. 549300FH5Z13X0Q5SK81 45783Q100 4854.00000000 NS USD 121876.66000000 0.018128716414 Long EC CORP US N 3 N N N Protect America 549300EML9KQOOMLDD16 74364NAE4 4191417.51000000 PA USD 4002803.72000000 0.595402708806 Long LON CORP US N 3 2024-09-01 Floating 3.18000000 N N N N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 12688EAE3 86350.74000000 PA USD 85918.99000000 0.012780141861 Long LON CORP US N 2 2026-08-08 Floating 7.42586000 N N N N N N Savers, Inc. 549300F6POVHG3ME8T95 30015FAG1 1884206.67000000 PA USD 1874785.64000000 0.278867645423 Long LON CORP US N 2 2028-04-21 Floating 6.25000000 N N N N N N Babson Euro CLO B.V. 549300EGZCEL8MUE5F06 BCC3553N4 1750000.00000000 PA 1888614.38000000 0.280924620941 Long ABS-CBDO CORP IE N 2 2036-04-15 Floating 7.21000000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 03759DAK4 1279640.36000000 PA USD 1276210.92000000 0.189831800889 Long LON CORP US N 2 2029-02-08 Floating 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 29.41000000 0.000004374632 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2410.31000000 USD 21517.00000000 NOK 2022-04-20 29.41000000 N N N Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding) N/A N/A 2609553.74000000 PA 2791688.98000000 0.415253731411 Long LON CORP FR N 2 2027-02-15 Floating 4.00000000 N N N N N N KDC/One N/A C4953EAF2 692026.11000000 PA 772830.34000000 0.114955743541 Long LON CORP CA N 2 2025-12-22 Floating 5.00000000 N N N N N N Virtusa Corp. C77OMXDER63WLJCSKT03 92828KAN2 1397771.27000000 PA USD 1386120.85000000 0.206180509101 Long LON CORP US N 2 2029-02-08 Floating 4.50000000 N N N N N N Southcross Energy Partners L.P. N/A N/A 288392.60000000 NS USD 194665.01000000 0.028955722631 Long EC CORP US Y 3 N N N N/A N/A 00085Q134 35030.00000000 NS USD 902022.50000000 0.134172614365 N/A DE N/A Y 2 Commercial Barge Line Co N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0.00000000 USD 2022-01-06 XXXX -842078.09000000 N N N Project Leopard Holdings, Inc. N/A 74338UAE1 2848978.04000000 PA USD 2846300.00000000 0.423376924931 Long LON CORP US N 2 2024-07-05 Floating 5.75000000 N N N N N N Eagle Broadband Investments LLC (Mega Broadband) 254900W09ZHD1OM4I757 26943PAB5 165816.39000000 PA USD 164745.22000000 0.024505261090 Long LON CORP US N 2 2027-11-12 Floating 3.75000000 N N N N N N Acacium Group 259400LN2RY29XJ6PM24 N/A 3083485.53000000 PA 4112360.57000000 0.611698897633 Long LON CORP GB N 2 2028-05-19 Floating 5.69530000 N N N N N N PetSmart, Inc. N/A 71677HAL9 88669.32000000 PA USD 88346.12000000 0.013141168750 Long LON CORP US N 2 2028-02-11 Floating 4.50000000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 14886MAM3 462668.69000000 PA USD 423536.17000000 0.062999487493 Long LON CORP US Y 2 2023-02-15 Floating 8.50000000 N N N N N N Lightning Finco Ltd. N/A N/A 2227290.39000000 PA USD 2182744.58000000 0.324675434139 Long LON CORP GB N 3 2028-09-01 Floating 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAH5 353.70000000 PA USD 343.79000000 0.000051137530 Long LON CORP US N 2 2026-01-15 Floating 2.44114000 N N N N N N N/A N/A N/A 9414.00000000 NS USD 242410.50000000 0.036057693166 N/A DE N/A Y 2 Commercial Barge Line Co N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0.00000000 USD 2022-01-06 XXXX -538772.73000000 N N N Merlin (Motion Finco S.a.r.l. and LLC) N/A L6526BAE4 19067.85000000 PA USD 18759.71000000 0.002790439634 Long LON CORP US N 2 2026-11-12 Floating 3.47375000 N N N N N N McDermott International Ltd. N/A 58004K109 1185624.00000000 NS USD 732122.82000000 0.108900645822 Long EC CORP US Y 3 N N N CRH Europe Distribution 549300Y5PCNMQXYRRY06 N/A 772651.85000000 PA 868501.49000000 0.129186484254 Long LON CORP NL N 2 2025-11-29 Floating 4.50000000 N N N N N N McAfee, LLC 254900SAGUYT3MBUU161 N/A 2658264.63000000 PA 2949535.69000000 0.438732863860 Long LON CORP US N 2 2029-02-02 Floating 4.25000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 N/A 3954.76000000 NS USD 476548.58000000 0.070884893504 Long EC CORP US Y 3 N N N Eastern Power LLC 5493000R3E1L1VM1V279 87264NAB3 3956310.15000000 PA USD 2625189.82000000 0.390487578031 Long LON CORP US N 2 2025-10-02 Floating 4.75000000 N N N N N N Oberthur Tech 969500R8RGRC5PQLA538 BL3580604 2898952.88000000 PA 3237155.70000000 0.481515309626 Long LON CORP FR N 2 2026-01-10 Floating 4.50000000 N N N N N N Pretium Packaging N/A 74142KAH2 345275.25000000 PA USD 344412.06000000 0.051230059681 Long LON CORP US N 2 2029-09-30 Floating 7.25000000 N N N N N N American Commercial Barge Line Holding Corp. N/A 00085Q183 206752.00000000 NS USD 87582.42000000 0.013027571112 Long EC CORP US Y 2 N N N Columbus Capital B.V. 549300RTLEY50LVEW969 N2109JAF6 1200164.00000000 PA 1263495.90000000 0.187940487230 Long LON CORP NL N 2 2027-02-27 Floating 3.75000000 N N N N N N Fitness International LLC N/A 33818XAH3 1106238.58000000 PA USD 1033182.58000000 0.153682206237 Long LON CORP US N 2 2025-04-18 Floating 4.25000000 N N N N N N Financiere Pax S.A.S. N/A N/A 2011560.95000000 PA 2083133.53000000 0.309858647420 Long LON CORP ES N 2 2026-07-01 Floating 4.75000000 N N N N N N Solera 254900LEPDAG7EDOA064 73108RAB4 167558.43000000 PA USD 166816.15000000 0.024813304506 Long LON CORP US N 2 2028-06-02 Floating 4.50000000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 B10930B99 14219.00000000 NS USD 188401.75000000 0.028024085151 Long EC CORP US N 2 N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 23338DAP1 616115.41000000 PA USD 613293.60000000 0.091225225186 Long LON CORP US N 2 2027-12-16 Floating 5.75000000 N N N N N N Very Group Funding PLC (The) 9845005CC91D50AF8202 BQ7202352 5493000.00000000 PA 7082581.36000000 1.053508595991 Long DBT CORP GB N 2 2026-08-01 Fixed 6.50000000 N N N N N N Kirk Beauty One GmbH N/A N/A 1620973.73000000 PA 1769806.51000000 0.263252376041 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 N/A 2386180.47000000 PA 2640950.00000000 0.392831848328 Long LON CORP CN Y 2 2024-06-26 Floating 4.00000000 Y Y N N N N HotelBeds 213800OWSFFQ8A3HSD42 BL2554998 6321150.10000000 PA 6555026.32000000 0.975036674350 Long LON CORP GB N 2 2025-09-12 Floating 4.25000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 BL2710749 2676229.78000000 PA 2962282.60000000 0.440628921043 Long LON CORP CN Y 2 2025-06-26 Floating 4.50000000 Y Y N N N N Keter Group B.V. N/A N/A 1762663.76000000 PA 1943657.26000000 0.289112052088 Long LON CORP NL N 2 2023-10-01 Floating 4.25 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 34634FAC3 1136641.77000000 PA USD 1150849.79000000 0.171184782049 Long LON CORP US N 3 2025-10-22 Floating 10.00000000 N N N N N N CCI Buyer, Inc. 254900TMV7DAFRQALU04 12510EAC1 4462126.55000000 PA USD 4421699.68000000 0.657711981690 Long LON CORP US N 2 2027-12-13 Floating 4.50000000 N N N N N N Viasat, Inc. N/A N/A 1000367.10000000 PA USD 984111.13000000 0.146383003903 Long LON CORP US N 3 2029-02-23 Floating 3.75 N N N N N N N/A N/A N/A 1.00000000 NC N/A 90.85000000 0.000013513611 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 409039.29000000 NOK 46470.06000000 USD 2022-04-20 90.85000000 N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 78015EAD0 3562279.01000000 PA USD 3281749.54000000 0.488148483518 Long LON CORP LR N 2 2024-04-05 Floating 1.50910000 N N N N N N Unified Womens Healthcare L.P. N/A 90470RAC6 582960.71000000 PA USD 581867.66000000 0.086550729230 Long LON CORP US N 2 2027-12-17 Floating 5.00000000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 BS1022166 3000000.00000000 PA 3321702.24000000 0.494091304468 Long DBT CORP GB N 2 2027-11-15 Floating 4.62500000 N N N N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 40435YAB2 1289.52000000 PA USD 1241.16000000 0.000184618102 Long LON CORP US N 3 2025-03-20 Floating 4.75000000 N N N N N N Parques Reunidos N/A N/A 9376368.49000000 PA 10579799.23000000 1.573707221440 Long LON CORP ES N 2 2026-09-17 Floating 7.50000000 N N N N N N Colorado Buyer, Inc. N/A 19633FAF8 2475356.33000000 PA USD 2450602.77000000 0.364518379998 Long LON CORP US N 2 2024-05-01 Floating 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 55.55000000 0.000008262863 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 5533.27000000 USD 49273.00000000 NOK 2022-03-14 55.55000000 N N N Diamond Sports Group LLC/Diamond Sports Finance Co. N/A 25277LAA4 1631000.00000000 PA USD 671515.32000000 0.099885497391 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 7.43000000 0.000001105185 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 33364.00000000 NOK 3790.43000000 USD 2022-04-20 7.43000000 N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 N/A 368.27000000 PA 408.28000000 0.000060730186 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Icebox Holdco III, Inc. N/A BL3791557 489095.86000000 PA USD 489403.99000000 0.072797089672 Long LON CORP US N 2 2029-12-21 Floating 7.25000000 N N N N N N McDermott International Ltd. 54930004RAXI4B3L4752 N/A 4083292.08000000 PA USD 3368715.97000000 0.501084428326 Long LON CORP US N 2 2024-06-30 Floating 4.75000000 N N N N N N ASP LS Acquisition Corp. N/A 51809EAB1 490892.16000000 PA USD 490278.54000000 0.072927175851 Long LON CORP US N 2 2028-05-07 Floating 5.25000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 N/A 13883.00000000 NS USD 159654.50000000 0.023748034733 Long EC CORP US Y 3 N N N Valeo Foods (Jersey) Ltd. 259400O9OX5WFOBC8C47 N/A 2804719.08000000 PA 3715518.91000000 0.552670122839 Long LON CORP GB N 2 2028-06-28 Floating 5.04900000 N N N N N N Nautilus Power LLC UU3WE4QD17GA2LF0I609 63909UAB9 2383386.93000000 PA USD 2009683.78000000 0.298933260323 Long LON CORP US N 2 2024-05-16 Floating 5.25000000 N N N N N N Crown Finance US, Inc. N/A 22834KAC5 456990.79000000 PA 398904.01000000 0.059335541965 Long LON CORP GB N 2 2025-02-28 Floating 2.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1041.02000000 0.000154847994 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 48326.12000000 USD 435238.00000000 NOK 2022-03-14 1041.02000000 N N N N/A N/A N/A 1.00000000 NC N/A -330.78000000 -0.00004920233 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18419.87000000 USD 171125.00000000 SEK 2022-04-20 -330.78000000 N N N NAS, LLC N/A N/A 8988043.68000000 PA USD 9032983.90000000 1.343623984307 Long LON CORP US N 3 2024-06-03 Floating 7.00000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 BL3836725 7204121.89000000 PA USD 7114070.37000000 1.058192473384 Long LON CORP LU N 2 2029-01-27 Floating 4.75000000 N N N N N N Aruba Investments, Inc. N/A 04317JAB4 127532.02000000 PA USD 127133.48000000 0.018910649551 Long LON CORP US N 2 2027-11-24 Floating 4.50000000 N N N N N N McDermott International Ltd. N/A N/A 1801284.94000000 PA USD 1504072.92000000 0.223725456818 Long LON CORP US Y 3 2024-06-30 Floating 4.21438000 N N N N N N Aernnova Aerospace S.A.U. 95980020140005473208 E6000AAB5 725999.50000000 PA 771294.39000000 0.114727276483 Long LON CORP ES N 2 2027-02-26 Floating 3.00000000 N N N N N N Mold-Rite Plastics LLC N/A 91889CAB4 12098.84000000 PA USD 11962.73000000 0.001779413217 Long LON CORP US N 3 2028-10-04 Floating 4.25000000 N N N N N N Sharp Midco LLC N/A 81989LAC2 550431.86000000 PA USD 548367.74000000 0.081567736181 Long LON CORP US N 3 2028-12-15 Floating 4.50000000 N N N N N N APCOA Parking Holdings GmbH 529900H8FIYAOV5FUW68 BQ4821790 1690000.00000000 PA 1869129.82000000 0.278026362466 Long DBT CORP DE N 2 2027-01-15 Floating 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -39.49000000 -0.00000587399 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 37619.00000000 NOK 4225.97000000 USD 2022-04-20 -39.49000000 N N N Panther BF Aggregator 2 L.P. 549300474L1ZLXZY2P98 C8000CAG8 25235.24000000 PA USD 25019.73000000 0.003721595176 Long LON CORP CA N 2 2026-04-30 Floating 3.45857000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1045148.39000000 0.155462077593 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 48718752.45000000 EUR 55775663.74000000 USD 2022-04-20 1045148.39000000 N N N KKR Apple Bidco LLC 2549001SCJD3WEYJFM53 48254EAE1 348086.07000000 PA USD 350696.72000000 0.052164880334 Long LON CORP US N 2 2029-09-21 Floating 6.25000000 N N N N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 931GSK906 163748.00000000 NS USD 102342.50000000 0.015223080117 Long EC CORP US N 2 N N N N/A N/A N/A 1.00000000 NC N/A -640.75000000 -0.00009530926 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 767930.13000000 NOK 86462.20000000 USD 2022-03-14 -640.75000000 N N N N/A N/A N/A 1.00000000 NC N/A -3.10000000 -0.00000046111 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 914.36000000 USD 8034.00000000 NOK 2022-03-14 -3.10000000 N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 26812CAE6 712928.55000000 PA USD 693276.67000000 0.103122420219 Long LON CORP US N 2 2026-04-08 Floating 3.72375000 N N N N N N QuarterNorth Energy, Inc. N/A N/A 58854.00000000 NS USD 7209615.00000000 1.072404394700 Long EC CORP US Y 2 N N N Leather 2 S.p.A. 815600BEB19DD60A6116 BR4162748 1346000.00000000 PA 1484745.48000000 0.220850569380 Long DBT CORP IT N 2 2028-09-30 Floating 4.50000000 N N N N N N Summit Behavioral Healthcare, LLC N/A 86602KAB2 2111874.83000000 PA USD 2072277.18000000 0.308243804262 Long LON CORP US N 3 2028-11-24 Floating 5.50000000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 G9420PAC4 2790993.58000000 PA 2918729.46000000 0.434150547546 Long LON CORP GB N 2 2026-07-03 Floating 4.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1.62000000 0.000000240969 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5534.00000000 NOK 629.32000000 USD 2022-03-14 1.62000000 N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 81753HAF8 1281499.41000000 PA USD 1293116.20000000 0.192346400707 Long LON CORP US N 2 2023-08-10 Floating 8.50000000 N N N N N N Southcross Energy Partners L.P. N/A N/A 72413.01000000 NS USD 5430.98000000 0.000807838812 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC N/A 1054907.96000000 0.156913778656 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 48719483.24000000 EUR 55786244.28000000 USD 2022-04-20 1054907.96000000 N N N Paragon Offshore Finance Co. N/A G6903KAB9 9308.82000000 PA USD 0.00000000 0.000000 Long LON CORP KY N 3 2022-07-18 Floating 3.75000000 Y Y N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 24440EAG2 1249213.00000000 PA USD 1261705.13000000 0.187674116610 Long LON CORP US N 3 2028-04-07 Floating 7.50000000 N N N N N N Colorado Buyer, Inc. N/A 19633FAD3 7383.87000000 PA USD 7307.41000000 0.001086951050 Long LON CORP US N 2 2024-05-01 Floating 4.00000000 N N N N N N Glass Mountain Pipeline Holdings LLC N/A 37713KAB1 981186.86000000 PA USD 345868.37000000 0.051446680575 Long LON CORP US N 2 2024-12-23 Floating 5.50000000 Y Y N N N N McDermott International Ltd. N/A N5200EAC5 180157.87000000 PA USD 112598.67000000 0.016748648651 Long LON CORP NL Y 3 2024-06-30 Floating 3.20857000 N N N N N N 2022-03-30 Invesco Dynamic Credit Opportunity Fund Sheri Morris Sheri Morris President