0001752724-22-243844.txt : 20221031 0001752724-22-243844.hdr.sgml : 20221031 20221031165037 ACCESSION NUMBER: 0001752724-22-243844 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220831 FILED AS OF DATE: 20221031 DATE AS OF CHANGE: 20221031 PERIOD START: 20230228 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: 221346813 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 2023-02-28 2022-08-31 N 782825496.18 312979824.90 469845671.28 0.00000000 0.00000000 207000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16777759.30000000 0.00000000 0.00000000 16848018.35000000 EUR GBP USD N Tribune Resources, LLC 549300IFWJYQ79PVEU45 Tribune Resources, LLC N/A 376237.00000000 NS USD 1046503.22000000 0.222733396084 Long EC CORP US N 2 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 Invesco Treasury Portfolio, Institutional Class 825252406 15675359.97000000 NS USD 15675359.97000000 3.336278469331 Long STIV RF US N 1 N N N Diamond Sports Holdings, LLC 5493002K6DHWNZH8YA34 Diamond Sports Holdings, LLC, First Lien Term Loan 25277BAE8 1611978.37000000 PA USD 1527349.51000000 0.325074722054 Long LON CORP US N 2 2026-05-25 Floating 10.52220000 N N N N N N American Commercial Barge Line Holding Corp. N/A American Commercial Barge Line Holding Corp., Series A, Wts., expiring 08/18/2030 00085Q142 315270.00000000 NS USD 147782.81000000 0.031453479096 Long EC CORP US Y 2 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Pfd. 00085Q605 42058.00000000 NS USD 2050327.50000000 0.436383183953 Long EP CORP US Y 2 N N N BCA Marketplace 213800XQDK86MM9NB619 BCA Marketplace, Second Lien Term Loan N/A 4668239.05000000 PA 4785882.27000000 1.018607292254 Long LON CORP GB N 2 2029-07-27 Floating 9.19000000 N N N N N N Vivarte N/A Vivarte 931QTQ900 1181133.00000000 NS 527541.42000000 0.112279723374 Long EC CORP FR N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 19991.19000000 0.004254841796 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 387363.00000000 GBP 470220.06000000 USD 2022-09-29 19991.19000000 N N N Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding) N/A Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding), First Lien Term Loan N/A 1403098.91000000 PA 1070851.46000000 0.227915574295 Long LON CORP FR N 2 2027-02-14 Floating 4.00000000 N N N N N N QuarterNorth Energy, Inc (fka Fieldwood Energy) 549300BC3OH5VUTNXB92 QuarterNorth Energy, Inc (fka Fieldwood Energy), Second Lien Term Loan 74771KAB3 5551641.59000000 PA USD 5539511.25000000 1.179006552281 Long LON CORP US Y 2 2026-08-27 Floating 10.52386000 N N N N N N Solera (Polaris Newco, LLC) 254900LEPDAG7EDOA064 Solera (Polaris Newco, LLC), First Lien Term Loan 73108RAD0 1386384.61000000 PA 1487758.32000000 0.316648297715 Long LON CORP US N 2 2028-06-05 Floating 6.94070000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -497402.44000000 -0.10586506812 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 9558574.20000000 USD 9000000.00000000 EUR 2022-09-30 -497402.44000000 N N N Hoffmaster Group, Inc. 5493007J8Q5BFWUO1B64 Hoffmaster Group, Inc., First Lien Term Loan 43455JAT5 2742275.73000000 PA USD 2516037.98000000 0.535503067027 Long LON CORP US N 2 2023-11-21 Floating 6.25043000 N N N N N N Maxar Technologies Ltd. 549300OEN2G821MIJ922 Maxar Technologies Ltd., First Lien Term Loan C5400EAG6 2361818.54000000 PA USD 2274726.48000000 0.484143330256 Long LON CORP US N 2 2029-06-09 Floating 6.80529000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC, First Lien Term Loan 81753HAG6 3184113.45000000 PA USD 1844397.72000000 0.392553945421 Long LON CORP US N 2 2023-08-10 Floating 0.08500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -231050.66000000 -0.04917586222 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6100059.83000000 USD 5049514.00000000 GBP 2022-09-29 -231050.66000000 N N N Altice Finco S.A. 549300IGQP5SEZB5Z419 Altice Finco S.A. AP4431460 2932000.00000000 PA 2342149.05000000 0.498493269847 Long DBT CORP LU Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Haya (Holdco2 PLC / Real Estate SAU) N/A Haya (Holdco2 PLC / Real Estate SAU), Term Loan N/A 5422.00000000 PA 0.00000000 0.000000 Long LON CORP ES N 3 2025-11-30 None 0 N N N N N N Ethypharm (Financiere Verdi, Orphea Ltf) 969500TP61Y08TU11N50 Ethypharm (Financiere Verdi, Orphea Ltf), First Lien Term Loan N/A 2270249.72000000 PA 2348560.57000000 0.499857871117 Long LON CORP FR N 2 2028-04-17 Floating 5.68850000 N N N N N N Optiv Inc. 549300VZRXJMEDMZX746 Optiv Inc., First Lien Term Loan 68404XAB2 2425443.10000000 PA USD 2364431.08000000 0.503235684508 Long LON CORP US N 2 2024-02-01 Floating 5.77386000 N N N N N N Mavenir Systems, Inc. 549300Q70CXM8TJLTD42 Mavenir Systems, Inc., First Lien Term Loan 57767EAE2 2218135.07000000 PA USD 2029593.59000000 0.431970264719 Long LON CORP US N 3 2028-08-13 Floating 7.71057000 N N N N N N Barings Euro Clo 2021-1 DAC 549300D83T2O13OUPP03 Barings Euro Clo 2021-1 DAC, Series 2021-1A, Class E BCC2R9ZM1 1023000.00000000 PA 878745.11000000 0.187028457154 Long ABS-CBDO CORP IE N 2 2034-04-24 Floating 7.19500000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 Hilding Anders AB, First Lien Term Loan N/A 9047006.63000000 PA 3402921.67000000 0.724263705724 Long LON CORP SE Y 2 2024-11-29 Floating 5.00000000 N N Y N N N N/A N/A Quarternorth Energy Holding Inc., Wts. N/A 26541.00000000 NS USD 218963.25000000 0.046603228120 N/A DE N/A Y 2 Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 Call Purchased QuarterNorth Energy, Inc. 2959991 N/A 100 9.00000000 USD 2026-08-27 XXXX -19905.75000000 N N N McDermott International, Ltd. N/A McDermott International, Ltd., First Lien Term Loan N5200EAB7 938515.46000000 PA USD 482162.32000000 0.102621424325 Long LON CORP NL N 2 2025-06-30 Floating 6.55340000 N N N N N N Bausch and Lomb, Inc. 549300NY6OZM39SO6475 Bausch and Lomb, Inc., First Lien Term Loan C0787FAB8 84707.78000000 PA USD 79879.44000000 0.017001208031 Long LON CORP CA N 2 2027-05-05 Floating 5.66990000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -49255.80000000 -0.01048339976 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 932984.83000000 USD 877763.00000000 EUR 2022-09-30 -49255.80000000 N N N CVC Cordatus Loan Fund XXIII DAC 549300UZHWKVESFC2U21 CVC Cordatus Loan Fund XXIII DAC, Series 23A, Class E BCC353671 2127000.00000000 PA 1930473.40000000 0.410873935422 Long ABS-CBDO CORP IE N 2 2036-04-25 Floating 7.26000000 N N N N N N Hornblower Holdings, LLC N/A Hornblower Holdings, LLC, First Lien Term Loan 44055EAF8 439703.38000000 PA USD 449596.71000000 0.095690295235 Long LON CORP US N 2 2025-11-25 Floating 10.05700000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -280941.56000000 -0.05979443403 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 33572329.35000000 EUR 33591969.16000000 USD 2022-10-31 -280941.56000000 N N N MedAssets Software Intermediate Holdings, Inc. (nThrive TSG) N/A MedAssets Software Intermediate Holdings, Inc. (nThrive TSG), Second Lien Term Loan 58404KAK1 637884.14000000 PA USD 570188.69000000 0.121356591079 Long LON CORP US N 2 2029-12-17 Floating 9.27386000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -52546.59000000 -0.01118379783 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2066008.00000000 USD 2000000.00000000 EUR 2022-09-29 -52546.59000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 293570.53000000 0.062482331528 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5490693.00000000 EUR 5821583.02000000 USD 2022-09-30 293570.53000000 N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC, First Lien Term Loan 94767KAP6 73490.76000000 PA USD 62834.60000000 0.013373455123 Long LON CORP US N 3 2027-10-30 Floating 6.80529000 N N N N N N New VAC US LLC 549300UJYMVEWJOVTC36 New VAC US LLC, Term Loan 64911CAB3 1258587.10000000 PA USD 1160517.99000000 0.246999825887 Long LON CORP DE N 2 2025-03-08 Floating 6.25043000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Term Loan N/A 1213046.77000000 PA USD 1124087.99000000 0.239246216089 Long LON CORP LR N 2 2024-04-12 Floating 3.48670000 N N N N N N VC GB Holdings, Inc. (aka Generation Brands) 549300K4B21TSY42LF51 VC GB Holdings, Inc. (aka Generation Brands), Second Lien Term Loan 91823JAE2 565517.75000000 PA USD 500483.21000000 0.106520766411 Long LON CORP US N 2 2029-07-01 Floating 9.62686000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 593931.99000000 0.126410016374 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 13459815.87000000 GBP 16238166.83000000 USD 2022-09-29 593931.99000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -435.73000000 -0.00009273896 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 40518.85000000 USD 34463.47000000 GBP 2022-10-31 -435.73000000 N N N U.S. TelePacific Corp. N/A U.S. TelePacific Corp., Term Loan 90343TAW3 1881272.25000000 PA USD 824730.94000000 0.175532305693 Long LON CORP US N 2 2026-05-01 Floating 4.32485000 N N N N N N Kantar (Summer BC Bidco) 984500NRF59D5DB9B654 Kantar (Summer BC Bidco), First Lien Term Loan N/A 2500000.00000000 PA USD 2300000.00000000 0.489522441216 Long LON CORP LU N 3 2026-06-04 Floating 1.05000000 N N N N N N Mesa Airlines Inc. N/A Mesa Airlines Inc. 59048*AA8 691829.13000000 PA USD 659382.34000000 0.140340196857 Long DBT CORP US N 3 2025-07-15 Fixed 5.75000000 N N N N N N AMC Entertainment Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Inc., First Lien Term Loan 00164DAQ6 3390397.56000000 PA USD 2927879.52000000 0.623157708790 Long LON CORP US N 2 2026-04-22 Floating 5.38014000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 Kane Bidco Ltd. BT7271328 989000.00000000 PA 1025396.69000000 0.218241169958 Long DBT CORP JE N 2 2027-02-15 Fixed 6.50000000 N N N N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC, Term Loan N/A 1667130.60000000 PA USD 1667130.60000000 0.354825148321 Long LON CORP US N 3 2025-06-30 Floating 15.13013000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -320221.18000000 -0.06815454511 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 33572329.36000000 EUR 33552689.55000000 USD 2022-10-31 -320221.18000000 N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC, Term Loan N/A 10624153.12000000 PA USD 10624153.12000000 2.261200596156 Long LON CORP US N 3 2025-06-30 Floating 5.25043000 N N N N N N Thyssenkrupp Elevators (Vertical Midco GmbH) 549300C2AFWPAYWS5574 Thyssenkrupp Elevators (Vertical Midco GmbH), First Lien Term Loan D9000BAD4 337.83000000 PA USD 328.82000000 0.000069984682 Long LON CORP US N 2 2027-07-31 Floating 6.87071000 N N N N N N INDIGOCYAN Midco Ltd. 213800FQZTI1W79G8Q70 INDIGOCYAN Midco Ltd., First Lien Term Loan G4763LAB1 6169481.42000000 PA 6874422.08000000 1.463123425458 Long LON CORP JE N 2 2024-06-23 Floating 6.56000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 7194.06000000 0.001531153831 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 353355.24000000 EUR 362927.63000000 USD 2022-09-29 7194.06000000 N N N Cincinnati Bell Inc. 549300JYVZOCUJOHL272 Cincinnati Bell Inc., First Lien Term Loan 17187MAS9 28766.58000000 PA USD 28254.25000000 0.006013517145 Long LON CORP US N 2 2028-11-22 Floating 5.80529000 N N N N N N BCA Marketplace 213800XQDK86MM9NB619 BCA Marketplace, First Lien Term Loan N/A 1054323.25000000 PA 1114575.23000000 0.237221559786 Long LON CORP GB N 2 2028-07-28 Floating 5.94050000 N N N N N N Modulaire (Algeco) 549300C6IE8LNURFZG55 Modulaire (Algeco), First Lien Term Loan BL3728898 1294525.81000000 PA 1217095.50000000 0.259041547979 Long LON CORP GB N 2 2028-12-15 Floating 4.50000000 N N N N N N Madison Park Euro Funding XV DAC 635400THE8DBQ1GDIN16 Madison Park Euro Funding XV DAC, Series 15A, Class ER BCC36BYG1 3215000.00000000 PA 2974823.44000000 0.633149057624 Long ABS-CBDO CORP IE N 2 2036-07-15 Floating 7.29000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 Invesco Government & Agency Portfolio, Institutional Class 825252885 23513039.95000000 NS USD 23513039.95000000 5.004417702932 Long STIV RF US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 290085.33000000 0.061740556044 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 33843609.82000000 USD 33905487.33000000 EUR 2022-09-29 290085.33000000 N N N Nidda Healthcare Holding AG 549300Q89C4WAO6L0L19 Nidda Healthcare Holding AG, First Lien Term Loan D6001BAJ6 2087690.25000000 PA 2280967.37000000 0.485471615346 Long LON CORP DE N 2 2026-08-21 Floating 6.23050000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 Proampac PG Borrower LLC, First Lien Term Loan 74274NAG8 20.08000000 PA USD 19.60000000 0.000004171582 Long LON CORP US N 2 2025-11-03 Floating 5.00000000 N N N N N N Hurtigruten (Explorer II AS) 213800EVBYLGF87O9I05 Hurtigruten (Explorer II AS), First Lien Term Loan R7809EAB4 2369737.72000000 PA 2021831.32000000 0.430318175432 Long LON CORP NO N 2 2025-02-24 Floating 4.90800000 N N N N N N Constant Contact N/A Constant Contact, Second Lien Term Loan 21031HAE1 1084637.86000000 PA USD 935500.15000000 0.199107963994 Long LON CORP US N 2 2029-02-15 Floating 9.92300000 N N N N N N Lightning Finco Ltd. (LiveU) N/A Lightning Finco Ltd. (LiveU), Term Loan N/A 18375145.70000000 PA USD 18031530.48000000 3.837756008452 Long LON CORP GB N 3 2028-09-01 Floating 7.34786000 N N N N N N NAS, LLC (d.b.a. Nationwide Marketing Group) N/A NAS, LLC (d.b.a. Nationwide Marketing Group), Term Loan N/A 919515.79000000 PA USD 915837.73000000 0.194923096238 Long LON CORP US N 3 2024-06-03 Floating 2.21105800 N N N N N N Womens Care Holdings, Inc., LLC N/A Womens Care Holdings, Inc., LLC, Second Lien Term Loan 97815UAE4 431237.05000000 PA USD 406082.99000000 0.086429015913 Long LON CORP US N 2 2029-01-15 Floating 11.62071000 N N N N N N The Dun & Bradstreet Corp. RI37BMPWE56BCJ747E14 The Dun & Bradstreet Corp., First Lien Term Loan 26483NAQ3 3813675.69000000 PA USD 3606574.03000000 0.767608227649 Long LON CORP US N 3 2025-09-11 Floating 5.03670000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 559128.35000000 0.119002554280 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 27500871.55000000 EUR 28245100.14000000 USD 2022-09-29 559128.35000000 N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, First Lien Term Loan N/A 933276.30000000 PA 791115.60000000 0.168377756433 Long LON CORP NL N 2 2026-04-08 Floating 5.72500000 N N N N N N Herens Midco S.a.r.l. 222100BJH5XPZD1JHF79 Herens Midco S.a.r.l. BP2693748 3345000.00000000 PA 2474947.84000000 0.526757612400 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N IAP Worldwide Services N/A IAP Worldwide Services, Term Loan 44928PAB7 1444403.17000000 PA USD 1444403.17000000 0.307420767773 Long LON CORP US Y 3 2023-07-18 Floating 0.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 329924.28000000 0.070219712592 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 33803770.88000000 USD 33905487.34000000 EUR 2022-09-29 329924.28000000 N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., First Lien Term Loan 22834KAH4 1949206.37000000 PA USD 2254988.12000000 0.479942299746 Long LON CORP GB N 2 2024-05-23 Fixed 7.00000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Pfd. N/A 208860.00000000 NS USD 6265.80000000 0.001333586831 Long EP CORP US N 3 N N N Telesat LLC N/A Telesat LLC, First Lien Term Loan 87951YAU5 2338447.60000000 PA USD 1604549.21000000 0.341505585361 Long LON CORP US N 2 2026-12-07 Floating 5.34000000 N N N N N N UnitedLex Corp. 254900IJ4XQXC5YWDN28 UnitedLex Corp., First Lien Term Loan 88830YAC0 944348.28000000 PA USD 901852.61000000 0.191946561419 Long LON CORP US N 3 2027-03-20 Floating 8.13670000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 236285.51000000 0.050290025947 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 12018140.67000000 GBP 14214115.76000000 USD 2022-10-31 236285.51000000 N N N Learning Pool (Brook Bidco Ltd.) N/A Learning Pool (Brook Bidco Ltd.), Term Loan N/A 633298.08000000 PA USD 622088.70000000 0.132402773511 Long LON CORP GB N 3 2028-08-17 Floating 6.75000000 N N N N N N N/A N/A Tribune Resources, LLC, Wts., expiring 04/03/2023 933WMF906 97410.00000000 NS USD 2435.25000000 0.000518308489 N/A DE N/A N 3 Tribune Resources LLC 549300IFWJYQ79PVEU45 Call Purchased Tribune Resources LLC Tribune Resources, LLC 1.00000000 0.01000000 USD 2023-04-03 XXXX -5628.35000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 544869.14000000 0.115967683285 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 27500871.55000000 EUR 28230840.93000000 USD 2022-09-29 544869.14000000 N N N Kirk Beauty SUN GmbH 9845005056B369360745 Kirk Beauty SUN GmbH N/A 4769915.00000000 PA 3150018.93000000 0.670436937605 Long DBT CORP DE N 2 2026-10-01 Fixed 8.25000000 N N N N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 Petroleum GEO-Services ASA, First Lien Term Loan 71659MAH9 3633740.49000000 PA USD 3426617.28000000 0.729306980878 Long LON CORP NO N 2 2024-03-19 Floating 9.75043000 N N N N N N CNT Holdings I Corp. (1-800 Contacts) N/A CNT Holdings I Corp. (1-800 Contacts), Second Lien Term Loan 12656AAE9 711746.97000000 PA USD 693953.30000000 0.147698136307 Long LON CORP US N 2 2028-11-06 Floating 9.06199000 N N N N N N Emerald Technologies AcquisitionCo, Inc. N/A Emerald Technologies AcquisitionCo, Inc., First Lien Term Loan 29102UAB5 310776.80000000 PA USD 301065.03000000 0.064077429761 Long LON CORP US N 2 2027-12-29 Floating 8.80529000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -54327.44000000 -0.01156282654 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1208092.48000000 USD 1145976.00000000 EUR 2022-09-30 -54327.44000000 N N N NAC Aviation 8 Ltd. N/A NAC Aviation 8 Ltd., Junior Loan Series 3 N/A 3234616.40000000 PA USD 2296577.64000000 0.488794040337 Long LON CORP IE N 3 2026-12-31 Floating 6.59038000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -34863.28000000 -0.00742015562 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2048457.00000000 USD 2000000.00000000 EUR 2022-09-30 -34863.28000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1.73000000 0.000000368206 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1710.72000000 NOK 173.96000000 USD 2022-09-29 1.73000000 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 Transocean Ltd. H8817H100 232965.00000000 NS USD 843333.30000000 0.179491554684 Long EC CORP CH N 1 N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., First Lien Term Loan 22834KAJ0 497908.99000000 PA USD 532140.23000000 0.113258514982 Long LON CORP GB N 2 2025-02-28 Floating 9.25000000 N N N N N N Aquadrill LLC N/A Aquadrill LLC Y0271K100 94427.00000000 NS USD 3753473.25000000 0.798873647122 Long EC CORP US N 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -83711.22000000 -0.01781674816 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1235260.30000000 USD 1143775.00000000 EUR 2022-09-30 -83711.22000000 N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., Term Loan N/A 6013118.77000000 PA USD 5952987.58000000 1.267009135953 Long LON CORP US N 3 2024-07-03 Floating 8.80586000 N N N N N N H-Food Holdings, LLC 549300JY2LK0EQ95YT44 H-Food Holdings, LLC, First Lien Term Loan 40422KAB7 19043.80000000 PA USD 17782.15000000 0.003784678903 Long LON CORP US N 2 2025-05-23 Floating 6.78720000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3.81000000 -0.00000081090 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 176.04000000 USD 1710.72000000 NOK 2022-09-29 -3.81000000 N N N Corialis 9845004UA0038RFF8C33 Corialis, First Lien Term Loan N/A 677494.13000000 PA 713586.46000000 0.151876776486 Long LON CORP GB N 2 2028-07-06 Floating 5.87310000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Second Lien Term Loan 45321NAB2 1502466.97000000 PA USD 1303390.10000000 0.277408132004 Long LON CORP US N 2 2027-01-11 Floating 10.17300000 N N N N N N Infinite Electronics N/A Infinite Electronics, Second Lien Term Loan 45674KAF2 473479.59000000 PA USD 447438.21000000 0.095230889066 Long LON CORP US N 2 2029-03-02 Floating 9.25043000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 64183.92000000 0.013660638784 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 14454596.97000000 SEK 1421925.63000000 USD 2022-09-29 64183.92000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -7146.14000000 -0.00152095473 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 1028695.00000000 EUR 1028472.70000000 USD 2022-09-29 -7146.14000000 N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan N/A 1807955.50000000 PA 1532559.85000000 0.326183669166 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Empire Today, LLC N/A Empire Today, LLC, First Lien Term Loan 29210RAB1 537956.48000000 PA USD 439330.23000000 0.093505220299 Long LON CORP US N 2 2028-04-01 Floating 7.37271000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Rts., expiring 12/31/2046 92840M110 422054.00000000 NS USD 559221.55000000 0.119022390581 Long EC CORP US N 2 N N N LABL Inc. (Multi-Color) 5493004FUZN8R6Y3VB98 LABL Inc. (Multi-Color), First Lien Term Loan 50168EAP7 2608309.02000000 PA 2546516.35000000 0.541989956630 Long LON CORP US N 2 2028-10-29 Floating 5.00000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Second Lien Term Loan N/A 1120.93000000 PA 1013.83000000 0.000215779363 Long LON CORP CN N 2 2025-12-26 Floating 7.72500000 N N N N N N Mayfair Mall, LLC 549300HU605JTRKFFI65 Mayfair Mall, LLC, First Lien Term Loan N/A 1037797.65000000 PA USD 944395.86000000 0.201001289939 Long LON CORP BM N 3 2023-04-20 Floating 3.25000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 Univision Communications Inc., First Lien Term Loan 914908BD9 488991.36000000 PA USD 481656.49000000 0.102513765570 Long LON CORP US N 2 2029-06-10 Floating 5.76000000 N N N N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 MKS Instruments, Inc., First Lien Term Loan BL3899418 58526.89000000 PA USD 58063.65000000 0.012358025953 Long LON CORP US N 2 2029-04-11 Floating 5.14633000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class B 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 Arizona (State of) Industrial Development Authority, Series 2022, RB 04052AEC6 3372000.00000000 PA USD 2867820.58000000 0.610375013605 Long DBT MUN US Y 2 2028-01-01 Fixed 9.00000000 N N N N N N Novae LLC N/A Novae LLC, First Lien Term Loan 66988QAC3 53.35000000 PA USD 50.02000000 0.000010646048 Long LON CORP US N 2 2028-12-22 Floating 7.72674000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp. N/A 8573.00000000 NS USD 3767.83000000 0.000801929278 Long EC CORP US Y 2 N N N Sandvine Corp. N/A Sandvine Corp., Term Loan N/A 321685.40000000 PA USD 302384.28000000 0.064358213448 Long LON CORP CA N 2 2026-11-02 Floating 10.52386000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class B 45174J608 42.00000000 NS USD 294.00000000 0.000062573738 Long EC CORP US N 3 N N N NexTier Oilfield Solutions Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions Inc. 65290C105 46442.00000000 NS USD 435161.54000000 0.092617973645 Long EC CORP US N 1 N N N JVMC Holdings Corp. 549300YNQA38HHOO8322 JVMC Holdings Corp., Class B N/A 3333.33000000 NS USD 33.33000000 0.000007093818 Long EC CORP US N 3 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, Second Lien Term Loan 78638JAG9 297396.82000000 PA USD 278562.68000000 0.059288123106 Long LON CORP US N 2 2026-02-02 Floating 9.12000000 N N N N N N Vertellus N/A Vertellus, First Lien Term Loan 91823CAC1 6930503.75000000 PA USD 6653283.60000000 1.416057230425 Long LON CORP US N 3 2027-12-22 Floating 8.98677000 N N N N N N JVMC Holdings Corp. 549300YNQA38HHOO8322 JVMC Holdings Corp. N/A 2144.06000000 NS USD 2144.06000000 0.000456332819 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 594800.40000000 0.126594845149 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 13344676.98000000 GBP 16105210.24000000 USD 2022-09-29 594800.40000000 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., Pfd. N/A 32799.00000000 NS USD 73797.75000000 0.015706806407 Long EP CORP US Y 2 N N N Anastasia Parent, LLC N/A Anastasia Parent, LLC, First Lien Term Loan 03275UAB1 551332.09000000 PA USD 452092.31000000 0.096221448368 Long LON CORP US N 2 2025-08-11 Floating 6.00043000 N N N N N N Parques Reunidos (Piolin Bidco s.a.u) N/A Parques Reunidos (Piolin Bidco s.a.u), First Lien Term Loan E9000BAC5 2458810.46000000 PA 2192996.98000000 0.466748363143 Long LON CORP ES N 2 2026-03-16 Floating 3.50000000 N N N N N N USIC Holding, Inc. 5493009ZYUWB7X699U62 USIC Holding, Inc., Second Lien Term Loan 90290HAR3 324781.65000000 PA USD 302046.93000000 0.064286413276 Long LON CORP US N 2 2029-05-07 Floating 9.02386000 N N N N N N My Alarm Center LLC N/A My Alarm Center LLC, Class A N/A 47742.62000000 NS USD 7614947.89000000 1.620733861238 Long EC CORP US Y 3 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., First Lien Term Loan N/A 5780223.54000000 PA USD 2752831.46000000 0.585901207198 Long LON CORP US N 2 2026-12-08 Floating 9.63000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -223054.48000000 -0.04747398851 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 14007969.73000000 USD 11860114.80000000 GBP 2022-09-29 -223054.48000000 N N N Ideal Standard International S.A. 5299004EW24BCHXOHD09 Ideal Standard International S.A. BQ6338256 1828000.00000000 PA 1084547.98000000 0.230830684689 Long DBT CORP LU N 2 2026-07-30 Fixed 6.37500000 N N N N N N JVMC Holdings Corp. 549300YNQA38HHOO8322 JVMC Holdings Corp., Class A N/A 1142.28000000 NS USD 1142.28000000 0.000243118127 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6305.60000000 -0.00134205769 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 865777.00000000 EUR 865355.97000000 USD 2022-09-30 -6305.60000000 N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class A 45174J509 175479.00000000 NS USD 1552989.15000000 0.330531756474 Long EC CORP US N 1 N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 Colouroz Investment LLC, First Lien Term Loan BL2361295 1209470.34000000 PA USD 985718.33000000 0.209796192718 Long LON CORP US N 2 2023-09-21 Floating 5.25000000 N N N N N N Adagio V CLO DAC 6354009XYAVGD2ZFCM19 Adagio V CLO DAC, Series V-X, Class E-R BCC2HUUY4 263000.00000000 PA 225667.35000000 0.048030100902 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 5.15000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 509275.24000000 0.108392025537 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 9000000.00000000 EUR 9570447.00000000 USD 2022-09-30 509275.24000000 N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, First Lien Term Loan N/A 2863382.05000000 PA 2427219.24000000 0.516599255535 Long LON CORP FR N 2 2026-04-08 Floating 5.72500000 N N N N N N MLN US HoldCo LLC (dba Mitel) 549300QKU7NPW6O86862 MLN US HoldCo LLC (dba Mitel), Second Lien Term Loan 55292HAE3 2205299.63000000 PA USD 1141793.88000000 0.243014664132 Long LON CORP US Y 2 2026-11-30 Floating 11.12271000 N N N N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, First Lien Term Loan BL3931138 246648.96000000 PA USD 243565.85000000 0.051839543256 Long LON CORP US N 3 2029-02-23 Floating 7.52220000 N N N N N N H-Food Holdings, LLC 549300JY2LK0EQ95YT44 H-Food Holdings, LLC, First Lien Term Loan 40422KAE1 162876.14000000 PA USD 157311.48000000 0.033481521617 Long LON CORP US N 2 2025-05-23 Floating 7.55340000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -30811.09000000 -0.00655770434 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2128298.27000000 USD 2083464.00000000 EUR 2022-09-29 -30811.09000000 N N N Brush (Project Faraday) N/A Brush (Project Faraday), Term Loan N/A 3620998.31000000 PA 4141314.88000000 0.881420247784 Long LON CORP GB N 3 2028-06-09 Floating 7.93960000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 269365.03000000 0.057330533506 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 33863818.12000000 USD 33904978.76000000 EUR 2022-09-29 269365.03000000 N N N Learning Pool (Brook Bidco Ltd.) N/A Learning Pool (Brook Bidco Ltd.), Term Loan N/A 479335.52000000 PA 550941.80000000 0.117260163001 Long LON CORP GB N 3 2028-08-17 Floating 3.00000000 N N N N N N CDK Global Inc. N/A CDK Global Inc., First Lien Term Loan BL3922269 1210087.16000000 PA USD 1182103.89000000 0.251594079132 Long LON CORP US N 2 2029-06-09 Floating 7.02220000 N N N N N N LogMeIn 549300D12V5KRBV00592 LogMeIn, First Lien Term Loan 54142KAD3 3000531.01000000 PA USD 2357667.24000000 0.501796096913 Long LON CORP US N 2 2027-08-28 Floating 7.11814000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3.82000000 0.000000813032 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1710.72000000 NOK 176.13000000 USD 2022-10-31 3.82000000 N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., First Lien Term Loan 14886MAN1 24445.50000000 PA USD 8395.56000000 0.001786876098 Long LON CORP US Y 2 2023-08-15 Floating 3.52386000 N N Y N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 Caesars Resort Collection, LLC, First Lien Term Loan 12769LAD1 15093.31000000 PA USD 15002.75000000 0.003193122958 Long LON CORP US N 2 2025-07-21 Floating 6.02386000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -234825.84000000 -0.04997935585 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 14228603.46000000 USD 12039813.52000000 GBP 2022-09-29 -234825.84000000 N N N Shearer's Foods, LLC 549300AQWIJSYS2CIH04 Shearer's Foods, LLC, Second Lien Term Loan N/A 223208.34000000 PA USD 208699.80000000 0.044418798077 Long LON CORP US N 3 2028-09-22 Floating 10.28000000 N N N N N N Sigma Bidco 254900U4MHW4MZWGFU47 Sigma Bidco, First Lien Term Loan N8003HAC1 156858.59000000 PA USD 139604.15000000 0.029712767092 Long LON CORP US N 2 2025-07-02 Floating 5.89929000 N N N N N N AnaCap Financial Europe S.A. SICAV-RAIF 2221001M75L4SO9QJ626 AnaCap Financial Europe S.A. SICAV-RAIF N/A 8976000.00000000 PA 7980243.24000000 1.698481805368 Long DBT CORP LU N 2 2024-08-01 Floating 5.26700000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. B10930B99 50381.00000000 NS USD 251905.00000000 0.053614413284 Long EC CORP US Y 2 N N N McAfee Enterprise N/A McAfee Enterprise, First Lien Term Loan 55910RAB9 1118351.41000000 PA USD 1069820.55000000 0.227696159695 Long LON CORP US N 2 2028-07-27 Floating 7.25000000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., First Lien Term Loan 63229BAD0 3736597.79000000 PA USD 3493718.93000000 0.743588617190 Long LON CORP US N 3 2026-04-29 Floating 7.74271000 N N N N N N Hilding Anders AB N/A Hilding Anders AB, Term Loan N/A 33835.65000000 PA 3.40000000 0.000000723641 Long LON CORP SE Y 3 2024-12-31 Floating 0 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., First Lien Term Loan 22834KAB7 3184828.57000000 PA USD 2063514.13000000 0.439189771479 Long LON CORP GB N 2 2025-02-28 Floating 3.99971000 N N N N N N Kirk Beauty One GmbH 969500ZRJL8WNVOD6T37 Kirk Beauty One GmbH, First Lien Term Loan N/A 636975.80000000 PA 539948.88000000 0.114920475595 Long LON CORP FR N 2 2026-04-08 Floating 5.72500000 N N N N N N LBM Holdings, LLC 549300FAEB3VWZL4NI86 LBM Holdings, LLC, First Lien Term Loan 50179JAB4 968.91000000 PA USD 888.85000000 0.000189179139 Long LON CORP US N 2 2027-12-17 Floating 6.27386000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Pfd. N/A 1017283.00000000 NS USD 661233.95000000 0.140734285834 Long EC CORP US N 3 N N N N/A N/A HGIM Corp., Wts., expiring 07/02/2043 N/A 7505.00000000 NS USD 176367.50000000 0.037537325717 N/A DE N/A N 3 HGIM Corp 549300W0Q0ZDXP0FKI37 Call Purchased HGIM Corp HGIM Corp. 1.00000000 0 USD 2043-07-02 XXXX -486091.70000000 N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc., Wts. N/A 51116.00000000 NS USD 268359.00000000 0.057116414261 Long EC CORP US Y 2 N N N Bicent Power LLC 549300QFOPQA45T3MK52 Bicent Power LLC, Wrts. N/A 2024.30800000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Gulf Finance, LLC 549300GL13V5C6ULWJ40 Gulf Finance, LLC, First Lien Term Loan 40227UAC0 2080086.60000000 PA USD 1713471.34000000 0.364688118831 Long LON CORP US N 2 2026-08-25 Floating 9.13000000 N N N N N N NAS, LLC (d.b.a. Nationwide Marketing Group) N/A NAS, LLC (d.b.a. Nationwide Marketing Group), Term Loan N/A 2800679.16000000 PA USD 2789476.44000000 0.593700572445 Long LON CORP US N 3 2024-06-03 Floating 9.05529000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., First Lien Term Loan 52989XAB9 1084940.33000000 PA USD 1114233.72000000 0.237148874217 Long LON CORP US Y 2 2025-11-13 Floating 10.45514000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp. 05875B106 134154.00000000 NS USD 3178108.26000000 0.676415353863 Long EC CORP US N 1 N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Revolver Loan N/A 3007.47000000 PA 2852.29000000 0.000607069549 Long LON CORP CN N 3 2024-06-26 Floating 3.75000000 N N N N N N Petroleum GEO-Services ASA N/A Petroleum GEO-Services ASA, Term Loan N/A 730900.19000000 PA USD 727245.69000000 0.154783950231 Long LON CORP NO N 3 2024-03-18 Floating 0 N N N N N N Windstream Escrow LLC / Windstream Escrow Finance Corp. N/A Windstream Escrow LLC / Windstream Escrow Finance Corp. 97382WAA1 1758000.00000000 PA USD 1513806.64000000 0.322192313888 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N Boxer Parent Co. Inc. 5493006T045HLTF7YX04 Boxer Parent Co. Inc., First Lien Term Loan 05988HAF4 131849.00000000 PA 127972.13000000 0.027237056297 Long LON CORP US N 2 2025-10-02 Floating 4.00000000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., First Lien Term Loan 77051UAF6 452718.77000000 PA USD 371086.78000000 0.078980568021 Long LON CORP US N 2 2025-02-28 Floating 6.06250000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc., First Lien Term Loan 65336RAW8 350.72000000 PA USD 348.69000000 0.000074213730 Long LON CORP US N 2 2026-09-18 Floating 5.02386000 N N N N N N BrightPet (AMCP Pet Holdings, Inc.) N/A BrightPet (AMCP Pet Holdings, Inc.), Term Loan N/A 600969.24000000 PA USD 585824.82000000 0.124684520005 Long LON CORP US N 3 2026-10-05 Floating 7.54766000 N N N N N N Toys 'R' Us-Delaware, Inc. N/A Toys 'R' Us-Delaware, Inc. N/A 13.74900000 NS USD 34372.50000000 0.007315700048 Long EC CORP US N 2 N N N Native Instruments N/A Native Instruments, Term Loan N/A 1266638.46000000 PA 1188769.54000000 0.253012768375 Long LON CORP DE N 3 2028-03-03 Floating 6.25000000 N N N N N N McGraw-Hill Education, Inc. N/A McGraw-Hill Education, Inc., First Lien Term Loan 58063DAC7 1594194.10000000 PA USD 1546368.28000000 0.329122598019 Long LON CORP US N 2 2028-07-30 Floating 7.31400000 N N N N N N Acacium (Impala Bidco Ltd. / ICS US Inc) N/A Acacium (Impala Bidco Ltd. / ICS US Inc), First Lien Term Loan N/A 955212.55000000 PA USD 901481.84000000 0.191867648273 Long LON CORP US N 2 2028-06-08 Floating 7.77220000 N N N N N N Harbor Purchaser, Inc. (Houghton Mifflin Harcourt) N/A Harbor Purchaser, Inc. (Houghton Mifflin Harcourt), First Lien Term Loan 44157YAE4 3885889.16000000 PA USD 3708595.47000000 0.789322046938 Long LON CORP US N 2 2029-03-31 Floating 7.80529000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan N/A 1164996.76000000 PA USD 1135871.84000000 0.241754241750 Long LON CORP US N 3 2024-05-23 Floating 5.00000000 N N N N N N North American Lifting Holdings, Inc. 5493008KV4SRQC7D1587 North American Lifting Holdings, Inc. N/A 62889.00000000 NS USD 628890.00000000 0.133850333937 Long EC CORP US N 2 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 Boeing Co., Term Loan N/A 17325568.39000000 PA USD 17195626.63000000 3.659845707028 Long LON CORP US N 3 2022-10-30 Floating 3.35840000 N N N N N N Kantar (Summer BC Bidco) 984500NRF59D5DB9B654 Kantar (Summer BC Bidco), First Lien Term Loan N/A 1565348.16000000 PA USD 1518387.72000000 0.323167331916 Long LON CORP LU N 2 2026-12-04 Floating 6.61071000 N N N N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 S.A. BM0610865 4278000.00000000 PA 4089747.61000000 0.870444884350 Long DBT CORP LU N 2 2026-05-01 Floating 6.51700000 N N N N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 Colouroz Investment LLC, Second Lien Term Loan N/A 30807.77000000 PA USD 25724.49000000 0.005475093540 Long LON CORP US N 3 2024-09-21 Floating 5.25000000 N N N N N N Haya Holdco 2 PLC N/A Haya Holdco 2 PLC, Term Loan N/A 4711941.00000000 PA 3054247.17000000 0.650053274233 Long LON CORP ES N 2 2025-11-30 None 0 N N N N N N Quest Software US Holdings Inc. 549300LMV4JEXTGLE324 Quest Software US Holdings Inc., Second Lien Term Loan G7314UAB8 218497.76000000 PA USD 194463.01000000 0.041388698861 Long LON CORP US N 2 2030-01-20 Floating 10.22674000 N N N N N N STG - XPOI Opportunity N/A STG - XPOI Opportunity, First Lien Term Loan 75620FAB4 615240.86000000 PA USD 596014.58000000 0.126853266174 Long LON CORP US N 2 2028-04-30 Floating 8.23407400 N N N N N N Utimaco N/A Utimaco, Term Loan N/A 1645483.72000000 PA USD 1612574.05000000 0.343213558955 Long LON CORP DE N 3 2028-10-30 Floating 8.28000000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp. N/A 11834.00000000 NS USD 278099.00000000 0.059189435382 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 34648.40000000 0.007374421457 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1134223.00000000 EUR 1176580.56000000 USD 2022-09-30 34648.40000000 N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., Second Lien Term Loan 77051UAH2 613026.98000000 PA USD 386207.00000000 0.082198692806 Long LON CORP US N 3 2026-02-28 Floating 10.56250000 N N N N N N BrightPet (AMCP Pet Holdings, Inc.) N/A BrightPet (AMCP Pet Holdings, Inc.), Term Loan N/A 4143682.94000000 PA USD 4039262.13000000 0.859699764604 Long LON CORP US N 3 2026-10-05 Floating 8.50043000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 611.18000000 0.000130081011 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 193669.00000000 SEK 18802.80000000 USD 2022-09-29 611.18000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1163.73000000 -0.00024768345 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 221462.30000000 EUR 222281.38000000 USD 2022-10-31 -1163.73000000 N N N Vistra Corp. 549300KP43CPCUJOOG15 Vistra Corp. 92840M102 156881.00000000 NS USD 3882804.75000000 0.826400026081 Long EC CORP US N 1 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co. N/A 8956.00000000 NS USD 174642.00000000 0.037170077469 Long EC CORP US Y 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 559210.85000000 0.119020113237 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 27500871.55000000 EUR 28245182.64000000 USD 2022-09-29 559210.85000000 N N N Tank Holding Corp. N/A Tank Holding Corp., First Lien Term Loan 87583FAM0 352688.04000000 PA USD 339462.24000000 0.072249732358 Long LON CORP US N 3 2028-03-31 Floating 8.52220000 N N N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 Dakota Holding Corp., First Lien Term Loan 24440EAB3 130163.93000000 PA USD 127154.54000000 0.027063043840 Long LON CORP US N 2 2027-04-09 Floating 6.20529000 N N N N N N Crown Finance US. Inc. N/A Crown Finance US. Inc., Wrts. N/A 173934.00000000 NS 30308.88000000 0.006450816055 Long EC CORP US Y 2 N N N Mcdermott International, Ltd. 54930004RAXI4B3L4752 Mcdermott International, Ltd. N/A 392579.00000000 NS USD 162920.29000000 0.034675277428 Long EC CORP BM N 1 N N N ThermaSys Corp. N/A ThermaSys Corp. N/A 980474.00000000 NS USD 29414.22000000 0.006260400339 Long EC CORP US N 3 N N N Blackhawk Network Holdings, Inc. 549300LFU3K8UIR03132 Blackhawk Network Holdings, Inc., Second Lien Term Loan 05549YAB8 384457.99000000 PA USD 353701.35000000 0.075280325353 Long LON CORP US N 2 2026-06-15 Floating 9.50000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., Second Lien Term Loan 26658NAQ2 207367.30000000 PA USD 199429.28000000 0.042445699128 Long LON CORP US N 2 2029-05-21 Floating 8.25043000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc. 979UVH901 220.62600000 NS USD 2355010.46000000 0.501230638899 Long EC CORP US Y 3 N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, First Lien Term Loan N/A 180183.10000000 PA USD 146849.23000000 0.031254779808 Long LON CORP DE N 2 2023-09-21 Floating 6.80122000 N N N N N N Gloves Buyer, Inc. 54930015O0Y94T5H8Z18 Gloves Buyer, Inc., First Lien Term Loan 37987UAC6 104677.24000000 PA USD 99312.53000000 0.021137266143 Long LON CORP US N 2 2027-12-29 Floating 6.52386000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAD3 29106.36000000 PA USD 28979.02000000 0.006167774180 Long LON CORP US N 3 2024-07-05 Floating 6.09790000 N N N N N N Mold-Rite Plastics, LLC (Valcour Packaging LLC) N/A Mold-Rite Plastics, LLC (Valcour Packaging LLC), Second Lien Term Loan 91889CAD0 123342.28000000 PA USD 106074.36000000 0.022576425938 Long LON CORP US N 3 2029-10-04 Floating 8.46986000 N N N N N N JVMC Holdings Corp. 549300YNQA38HHOO8322 JVMC Holdings Corp., Series A-2, Pfd. N/A 648.90000000 NS USD 3244.50000000 0.000690545895 Long EC CORP US N 3 N N N Allied Universal Holdco LLC 549300ONXPZT3KQZDR65 Allied Universal Holdco LLC, First Lien Term Loan 01957TAK3 95686.01000000 PA 89133.78000000 0.018970863295 Long LON CORP LU N 2 2028-05-12 Floating 3.75000000 N N N N N N MLN US HoldCo LLC (dba Mitel) 549300QKU7NPW6O86862 MLN US HoldCo LLC (dba Mitel), First Lien Term Loan 55292HAB9 3773014.03000000 PA USD 2261921.91000000 0.481418058793 Long LON CORP US Y 2 2025-11-30 Floating 6.87271000 N N N N N N Jubilee CLO 2018-XXI DAC 635400VJFOACD7V4YS84 Jubilee CLO 2018-XXI DAC, Series 2018-21, Class E BCC2R2NT4 2041000.00000000 PA 1808815.05000000 0.384980677819 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 Lake at Las Vegas Joint Venture LLC, Class A N/A 2338.58000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc., Second Lien Term Loan 62936DAS9 343919.53000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2025-04-18 Floating 10.25900000 Y Y N N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC N/A 11114.19900000 NS USD 12238844.80000000 2.604864862680 Long EC CORP US N 3 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Pfd. N/A 33324.00000000 NS USD 838648.45000000 0.178494450681 Long EP CORP US Y 2 N N N IAP Worldwide Services N/A IAP Worldwide Services, Second Lien Term Loan 44920JAM5 1566928.00000000 PA USD 1566928.00000000 0.333498443378 Long LON CORP US Y 3 2023-07-18 Floating 8.75043000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -260559.24000000 -0.05545634575 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 33571825.77000000 EUR 33611843.39000000 USD 2022-10-31 -260559.24000000 N N N Hilding Anders AB N/A Hilding Anders AB, Term Loan N/A 5480022.36000000 PA 550.71000000 0.000117210827 Long LON CORP SE Y 3 2024-12-31 Floating 0 N N N N N N Vertellus N/A Vertellus, First Lien Term Loan 91823CAB3 845183.38000000 PA USD 811376.04000000 0.172689904280 Long LON CORP US N 3 2025-12-22 Floating 8.42740000 N N N N N N Deliver Buyer, Inc. (MHS Holdings) N/A Deliver Buyer, Inc. (MHS Holdings), First Lien Term Loan 74339YAB8 1678191.77000000 PA USD 1546034.17000000 0.329051487435 Long LON CORP US N 2 2029-06-08 Floating 6.89950000 N N N N N N Trugreen L.P. 549300QNRP2MNHR3QM19 Trugreen L.P., Second Lien Term Loan 89787RAK8 1509219.52000000 PA USD 1418666.35000000 0.301943049966 Long LON CORP US N 3 2028-11-02 Floating 10.75043000 N N N N N N LHS Borrow, LLC (Leaf Home Solutions) 2549000R2CJY3YBDDU14 LHS Borrow, LLC (Leaf Home Solutions), First Lien Term Loan 50204EAB4 2114220.69000000 PA USD 1916012.50000000 0.407796137565 Long LON CORP US N 2 2029-02-16 Floating 7.30529000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1080362 1082000.00000000 PA 1020023.07000000 0.217097471010 Long DBT CORP GB N 2 2026-11-15 Fixed 6.00000000 N N N N N N Brown Group Holding, LLC (Signature Aviation US Holdings, Inc.) 25490094PF4HHK9QS109 Brown Group Holding, LLC (Signature Aviation US Holdings, Inc.), First Lien Term Loan 11565HAD8 1194641.76000000 PA USD 1181841.17000000 0.251538162899 Long LON CORP US N 2 2029-07-02 Floating 6.20529000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., First Lien Term Loan 15134NAF3 2352213.53000000 PA USD 2230392.39000000 0.474707446792 Long LON CORP US N 2 2026-06-29 Floating 7.81443000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769G100 7897.00000000 NS USD 340518.64000000 0.072474572144 Long EC CORP US N 1 N N N Victory Buyer LLC (Vantage Elevator) 549300G9TEUHGC81N056 Victory Buyer LLC (Vantage Elevator), Second Lien Term Loan N/A 258451.56000000 PA USD 240359.95000000 0.051157212823 Long LON CORP US N 3 2029-11-19 Floating 9.06343000 N N N N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc. N/A 163623.00000000 NS USD 19689328.27000000 4.190594800279 Long EC CORP US Y 2 N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, First Lien Term Loan N/A 7773683.39000000 PA 6978881.42000000 1.485356117251 Long LON CORP GB N 2 2027-09-12 Floating 5.50000000 N N N N N N Glass Mountain Pipeline Holdings, LLC N/A Glass Mountain Pipeline Holdings, LLC, First Lien Term Loan 36262VAB4 282837.21000000 PA USD 244654.19000000 0.052071181018 Long LON CORP US N 2 2027-10-28 Floating 7.02390000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 Kane Bidco Ltd. BT7271153 791000.00000000 PA 719604.64000000 0.153157660905 Long DBT CORP JE N 2 2027-02-15 Fixed 5.00000000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series B, Pfd., Wts., expiring 04/27/2045 00085Q167 29536.00000000 NS USD 1439880.00000000 0.306458075069 Long EC CORP US Y 2 N N N Vectra Co. JUC8K6CTM7PVMRAKXF33 Vectra Co., Term Loan 92243BAC3 70324.75000000 PA USD 56963.05000000 0.012123778823 Long LON CORP US N 2 2025-03-08 Floating 5.77386000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -57128.89000000 -0.01215907552 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1009145.94000000 USD 945590.00000000 EUR 2022-09-30 -57128.89000000 N N N Aegion Corp. 549300AG3DVJURRIT691 Aegion Corp., First Lien Term Loan 00771PAJ0 169183.97000000 PA USD 158187.01000000 0.033667865784 Long LON CORP US N 3 2028-05-17 Floating 7.12700000 N N N N N N Veritas US Inc. 549300RFUWCPWS8FQ104 Veritas US Inc., First Lien Term Loan G9341JAN0 700758.22000000 PA USD 565280.63000000 0.120311979986 Long LON CORP US N 2 2025-09-01 Floating 7.25043000 N N N N N N Florida Food Products, LLC 254900J6FNIX7DTKUV52 Florida Food Products, LLC, First Lien Term Loan 34068GAD4 4272024.36000000 PA USD 4037063.02000000 0.859231715171 Long LON CORP US N 2 2028-10-18 Floating 7.52386000 N N N N N N Bicent Power LLC 549300QFOPQA45T3MK52 Bicent Power LLC, Wrts. N/A 3282.65400000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Term Loan N/A 1885472.71000000 PA USD 1868974.82000000 0.397784833242 Long LON CORP LR N 2 2022-10-12 Floating 3.58510000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, First Lien Term Loan N/A 936812.01000000 PA 818180.89000000 0.174138220273 Long LON CORP GB N 2 2027-09-30 Floating 4.53400000 N N N N N N City Brewing Co., LLC N/A City Brewing Co., LLC, First Lien Term Loan 17776EAB1 1827233.52000000 PA USD 1598829.33000000 0.340288189873 Long LON CORP US N 2 2028-03-31 Floating 5.87271000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., First Lien Term Loan 22834KAD3 2719245.41000000 PA USD 1735218.48000000 0.369316689727 Long LON CORP GB N 2 2026-09-30 Floating 5.03514000 N N N N N N International Textile Group, Inc. M4ZRS7E9USM0DKM0N876 International Textile Group, Inc., First Lien Term Loan 46049BAB7 188438.42000000 PA USD 155320.37000000 0.033057742040 Long LON CORP US N 2 2024-05-01 Floating 7.27714000 N N N N N N Brush (Project Faraday) N/A Brush (Project Faraday), Term Loan N/A 4208404.70000000 PA 4161147.19000000 0.885641274221 Long LON CORP GB N 3 2028-06-09 Floating 7.00000000 N N N N N N Noble Corp. N/A Noble Corp. G6610J209 1528.00000000 NS USD 46374.80000000 0.009870219698 Long EC CORP KY N 1 N N N Heritage Power, LLC (GenOn subsidiary) 9845009CA1DFDE381P22 Heritage Power, LLC (GenOn subsidiary), First Lien Term Loan 42727CAC1 2844540.43000000 PA USD 1179303.79000000 0.250998117485 Long LON CORP US N 2 2026-07-30 Floating 8.80586000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., First Lien Term Loan 60945HAB0 7900463.75000000 PA USD 5287661.88000000 1.125403979054 Long LON CORP US N 2 2024-03-29 Floating 10.30586000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan 53226GAL5 228332.08000000 PA USD 206477.27000000 0.043945764028 Long LON CORP US N 2 2027-02-01 Floating 8.04980000 N N N N N N Florida Food Products, LLC 254900J6FNIX7DTKUV52 Florida Food Products, LLC, Second Lien Term Loan 34068GAG7 1027710.38000000 PA USD 971186.31000000 0.206703257977 Long LON CORP US N 3 2029-10-08 Floating 10.52386000 N N N N N N Cabonline Group Holding AB 549300PB67LZ38PTO750 Cabonline Group Holding AB BV5219233 15000000.00000000 PA 1386022.51000000 0.294995270728 Long DBT CORP SE N 2 2026-04-19 Floating 10.61700000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. 5493002K6DHWNZH8YA34 Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAF3 1631000.00000000 PA USD 311928.75000000 0.066389618776 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Inotiv, Inc. 549300FH5Z13X0Q5SK81 Inotiv, Inc. 45783Q100 4854.00000000 NS USD 90243.14000000 0.019206974867 Long EC CORP US N 3 N N N Protect America 549300EML9KQOOMLDD16 Protect America, First Lien Term Loan 74364NAE4 2232536.36000000 PA USD 2109746.86000000 0.449029753589 Long LON CORP US N 3 2024-09-01 Floating 5.55340000 N N N N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 CRCI Longhorn Holdings, Inc., Second Lien Term Loan 12688EAE3 86350.74000000 PA USD 81385.57000000 0.017321766480 Long LON CORP US N 3 2026-08-08 Floating 9.74343000 N N N N N N Barings Euro CLO 2019-1 DAC 549300EGZCEL8MUE5F06 Barings Euro CLO 2019-1 DAC, Series 2019-1A, Class ER BCC3553N4 1750000.00000000 PA 1589747.09000000 0.338355163658 Long ABS-CBDO CORP IE N 2 2036-04-15 Floating 7.21000000 N N N N N N Apex Tool Group, LLC 549300LWC59TPOM4ZR02 Apex Tool Group, LLC, First Lien Term Loan 03759DAK4 1279640.36000000 PA USD 1180666.58000000 0.251288168045 Long LON CORP US N 2 2029-02-08 Floating 7.66199000 N N N N N N Cobham Ultra SeniorCo Sarl N/A Cobham Ultra SeniorCo Sarl, First Lien Term Loan L1802PAC3 1128545.98000000 PA USD 1096455.78000000 0.233365091352 Long LON CORP US Y 2 2028-11-17 Floating 6.20490000 N N N N N N Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding) N/A Biscuit Intl (Cookie Acq S.A.S, De Banketgroep Holding), First Lien Term Loan N/A 2609553.74000000 PA 1991623.28000000 0.423888821743 Long LON CORP FR N 2 2027-02-15 Floating 4.00000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, First Lien Term Loan 53226GAK7 4037027.33000000 PA USD 3650623.26000000 0.776983482694 Long LON CORP US N 2 2027-02-01 Floating 8.04980000 N N N N N N Southcross Energy Partners GP LLC N/A Southcross Energy Partners GP LLC, Series A, Pfd. N/A 288392.60000000 NS USD 21629.45000000 0.004603522246 Long EC CORP US Y 3 N N N N/A N/A Commercial Barge Line Co., Series A, Pfd., Wts., expiring 04/27/2045 00085Q134 35030.00000000 NS USD 881582.50000000 0.187632355449 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 USD 2045-04-27 XXXX -862518.09000000 N N N Acacium (Impala Bidco Ltd. / ICS US Inc) 259400LN2RY29XJ6PM24 Acacium (Impala Bidco Ltd. / ICS US Inc), First Lien Term Loan N/A 3083485.53000000 PA 3380594.57000000 0.719511698552 Long LON CORP GB N 2 2028-06-08 Floating 6.94050000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 558028.31000000 0.118768426338 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 27500871.54000000 EUR 28244000.09000000 USD 2022-09-29 558028.31000000 N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., First Lien Term Loan 14886MAM3 274377.95000000 PA USD 231421.34000000 0.049254756220 Long LON CORP US Y 2 2023-02-15 Floating 10.02386000 N N N N N N Lightning Finco Ltd. (LiveU) N/A Lightning Finco Ltd. (LiveU), Term Loan N/A 2227290.39000000 PA USD 2183190.04000000 0.464661094791 Long LON CORP GB N 3 2028-09-01 Floating 6.50000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC, First Lien Term Loan 64072UAH5 351.88000000 PA USD 342.86000000 0.000072972897 Long LON CORP US N 2 2026-01-15 Floating 4.64100000 N N N N N N N/A N/A Commercial Barge Line Co., Wts., expiring 04/27/2045 N/A 9414.00000000 NS USD 183573.00000000 0.039070914391 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 USD 2045-04-27 XXXX -597610.23000000 N N N Verra Mobility Corp. (aka American Traffic Solutions) N/A Verra Mobility Corp. (aka American Traffic Solutions), First Lien Term Loan 00215NAK6 2548.84000000 PA USD 2522.56000000 0.000536891186 Long LON CORP US N 2 2028-03-19 Floating 5.77390000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd. 58004K109 1185624.00000000 NS USD 467432.26000000 0.099486339573 Long EC CORP US N 3 N N N CRH Europe Distribution 549300Y5PCNMQXYRRY06 CRH Europe Distribution, First Lien Term Loan N/A 772651.85000000 PA 746066.06000000 0.158789599565 Long LON CORP NL N 2 2025-11-29 Floating 4.48800000 N N N N N N Libbey Glass LLC A7JTTZYG0P336HI4K290 Libbey Glass LLC N/A 5908.76000000 NS USD 741549.38000000 0.157828288165 Long EC CORP US Y 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 23514.35000000 0.005004696528 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 452723.00000000 GBP 549710.62000000 USD 2022-09-29 23514.35000000 N N N Eastern Power, LLC 5493000R3E1L1VM1V279 Eastern Power, LLC, First Lien Term Loan 87264NAB3 3955650.90000000 PA USD 3393513.35000000 0.722261277996 Long LON CORP US N 2 2025-10-02 Floating 6.00043000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 32206.69000000 0.006854738048 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1348881.00000000 EUR 1390166.61000000 USD 2022-09-29 32206.69000000 N N N Pretium Packaging N/A Pretium Packaging, Second Lien Term Loan 74142KAH2 345275.25000000 PA USD 301252.66000000 0.064117364150 Long LON CORP US N 2 2029-10-01 Floating 9.07492500 N N N N N N American Commercial Barge Line Holding Corp. N/A American Commercial Barge Line Holding Corp., Series B, Wts., expiring 04/30/2045 00085Q183 265824.00000000 NS USD 166140.00000000 0.035360547123 Long EC CORP US Y 2 N N N Scenic (Columbus Capital BV) 549300RTLEY50LVEW969 Scenic (Columbus Capital BV), First Lien Term Loan N2109JAF6 1200164.00000000 PA 935033.11000000 0.199008561141 Long LON CORP NL Y 2 2027-02-27 Floating 3.75000000 N N N N N N Utimaco N/A Utimaco, Term Loan N/A 2931851.67000000 PA 2887438.16000000 0.614550337802 Long LON CORP DE N 3 2028-10-30 Floating 6.62000000 N N N N N N Fitness International, LLC N/A Fitness International, LLC, First Lien Term Loan 33818XAH3 1106238.58000000 PA USD 1043553.57000000 0.222105604837 Long LON CORP US N 2 2025-04-18 Floating 5.77386000 N N N N N N Financiere Pax SAS (Areas) N/A Financiere Pax SAS (Areas), First Lien Term Loan N/A 2011560.95000000 PA 1745632.15000000 0.371533091971 Long LON CORP ES N 2 2026-07-01 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 15222.15000000 0.003239819142 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1954755.77000000 USD 1952496.73000000 EUR 2022-10-31 15222.15000000 N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. B10930B99 14219.00000000 NS USD 71095.00000000 0.015131564329 Long EC CORP US Y 2 N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 DXP Enterprises, Inc., First Lien Term Loan 23338DAP1 613003.71000000 PA USD 592008.33000000 0.126000592574 Long LON CORP US N 2 2027-12-16 Floating 7.27386000 N N N N N N The Very Group Funding PLC 9845005CC91D50AF8202 The Very Group Funding PLC BQ7202352 5493000.00000000 PA 4788468.50000000 1.019157734699 Long DBT CORP GB N 2 2026-08-01 Fixed 6.50000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, First Lien Term Loan N/A 1620973.73000000 PA 1374059.96000000 0.292449211303 Long LON CORP DE N 2 2026-04-08 Floating 5.72500000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, First Lien Term Loan BL2554998 6321150.10000000 PA 5546952.56000000 1.180590329775 Long LON CORP GB N 2 2025-09-12 Floating 4.28400000 N N N N N N Keter Group B.V. N/A Keter Group B.V., Term Loan B-5 N/A 1762663.76000000 PA 1577006.18000000 0.335643441324 Long LON CORP NL N 2 2023-10-31 Floating 5.25000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, First Lien Term Loan 34634FAC3 1130915.62000000 PA USD 1023478.64000000 0.217832940167 Long LON CORP US N 3 2025-10-22 Floating 11.97971000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -240981.79000000 -0.05128956266 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 14234759.40000000 USD 12039813.51000000 GBP 2022-09-29 -240981.79000000 N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Term Loan 78015EAD0 3562279.01000000 PA USD 3301039.28000000 0.702579481259 Long LON CORP LR N 2 2024-04-05 Floating 3.58510000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1022166 3000000.00000000 PA 2800796.72000000 0.596109933793 Long DBT CORP GB N 2 2027-11-15 Floating 4.94600000 N N N N N N Diamond Sports Holdings, LLC 5493002K6DHWNZH8YA34 Diamond Sports Holdings, LLC, Second Lien Term Loan 25277BAG3 2595297.05000000 PA USD 490329.47000000 0.104359686589 Long LON CORP US N 2 2026-08-24 Floating 5.63736000 N N N N N N McDermott International, Ltd. 54930004RAXI4B3L4752 McDermott International, Ltd., Term Loan N/A 4083292.08000000 PA USD 3361917.28000000 0.715536501771 Long LON CORP US N 2 2024-06-30 Floating 4.75000000 N N N N N N Libbey Glass LLC A7JTTZYG0P336HI4K290 Libbey Glass LLC N/A 13797.00000000 NS USD 224201.25000000 0.047718062271 Long EC CORP US Y 3 N N N Valeo Foods (Jersey) Ltd. 259400O9OX5WFOBC8C47 Valeo Foods (Jersey) Ltd., First Lien Term Loan N/A 2804719.08000000 PA 2834672.12000000 0.603319833143 Long LON CORP GB N 2 2028-06-28 Floating 5.69060000 N N N N N N Nautilus Power, LLC UU3WE4QD17GA2LF0I609 Nautilus Power, LLC, First Lien Term Loan 63909UAB9 2302355.45000000 PA USD 1783761.40000000 0.379648363076 Long LON CORP US N 2 2024-05-16 Floating 6.77386000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., First Lien Term Loan 22834KAC5 454817.29000000 PA 291838.44000000 0.062113680691 Long LON CORP GB N 2 2025-02-28 Floating 2.62500000 N N N N N N Zayo Group, LLC 529900Z6OTS7RT0V0I47 Zayo Group, LLC, First Lien Term Loan 98919XAE1 3219439.46000000 PA USD 3038925.49000000 0.646792271539 Long LON CORP US N 2 2027-03-09 Floating 6.70529000 N N N N N N NAS, LLC (d.b.a. Nationwide Marketing Group) N/A NAS, LLC (d.b.a. Nationwide Marketing Group), Term Loan N/A 8942698.81000000 PA USD 8906928.01000000 1.895713540519 Long LON CORP US N 3 2024-06-03 Floating 9.05529000 N N N N N N Tank Holding Corp. N/A Tank Holding Corp., First Lien Term Loan 87583FAN8 5296866.57000000 PA USD 5101571.10000000 1.085797190831 Long LON CORP US N 2 2028-03-31 Floating 8.30529000 N N N N N N McDermott International, Ltd. N/A McDermott International, Ltd., Term Loan N/A 1801284.94000000 PA USD 1504072.92000000 0.320120629376 Long LON CORP US N 3 2024-06-30 Floating 4.96200000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -162367.77000000 -0.03455768136 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 7209482.70000000 USD 7000000.00000000 EUR 2022-09-29 -162367.77000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 224475.28000000 0.047776385677 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 11838765.44000000 GBP 13993681.20000000 USD 2022-10-31 224475.28000000 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B-3 N/A 32886.24000000 PA USD 32886.24000000 0.006999370646 Long LON CORP LU N 3 2023-11-27 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 8158.09000000 0.001736333970 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 14769540.72000000 SEK 1397449.06000000 USD 2022-10-31 8158.09000000 N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 Samson Investment Co., Class A 931GSK906 163748.00000000 NS USD 102342.50000000 0.021782152365 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -7919.13000000 -0.00168547471 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1383852.45000000 USD 14648265.97000000 SEK 2022-09-29 -7919.13000000 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., First Lien Term Loan L5137LAQ8 6659681.75000000 PA USD 6338485.30000000 1.349056868552 Long LON CORP LU N 2 2029-02-01 Floating 7.44486000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -59350.86000000 -0.01263199038 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 1446303.14000000 USD 1377589.00000000 EUR 2022-09-30 -59350.86000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 242233.29000000 0.051555926723 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12018140.68000000 GBP 14220063.55000000 USD 2022-10-31 242233.29000000 N N N Leather 2 S.p.A. 815600BEB19DD60A6116 Leather 2 S.p.A. BR4162748 1346000.00000000 PA 1049118.83000000 0.223290091646 Long DBT CORP IT N 2 2028-09-30 Floating 4.50000000 N N N N N N NAS, LLC (d.b.a. Nationwide Marketing Group) N/A NAS, LLC (d.b.a. Nationwide Marketing Group), Term Loan N/A 1698865.57000000 PA USD 1692070.11000000 0.360133169981 Long LON CORP US N 3 2024-06-03 Floating 9.05529000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, First Lien Term Loan G9420PAC4 2790993.58000000 PA 2125513.12000000 0.452385378843 Long LON CORP GB N 2 2026-07-03 Floating 4.75000000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC, First Lien Term Loan 81753HAF8 1274994.33000000 PA USD 1254173.67000000 0.266933111586 Long LON CORP US N 2 2023-08-10 Floating 9.89100000 N N N N N N SOUTHERN ENERGY PARTNERS N/A SOUTHERN ENERGY PARTNERS N/A 72413.01000000 NS USD 2172.39000000 0.000462362459 Long EC CORP US Y 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 597740.23000000 0.127220546349 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 13344676.98000000 GBP 16108150.07000000 USD 2022-09-29 597740.23000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -664.83000000 -0.00014149965 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 65000.00000000 EUR 64772.67000000 USD 2022-09-29 -664.83000000 N N N Colorado Buyer Inc. N/A Colorado Buyer Inc., First Lien Term Loan 19633FAD3 7345.21000000 PA USD 7126.80000000 0.001516838493 Long LON CORP US N 2 2024-05-01 Floating 5.80210000 N N N N N N McDermott International, Ltd. N/A McDermott International, Ltd., First Lien Term Loan N5200EAC5 180157.87000000 PA USD 114850.64000000 0.024444332899 Long LON CORP NL N 2 2024-06-30 Floating 5.55340000 N N N N N N 2022-09-30 Invesco Dynamic Credit Opportunity Fund Sheri Morris Sheri Morris President