0001752724-24-015943.txt : 20240126
0001752724-24-015943.hdr.sgml : 20240126
20240126165733
ACCESSION NUMBER: 0001752724-24-015943
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20231130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Natixis Funds Trust II
CENTRAL INDEX KEY: 0000052136
ORGANIZATION NAME:
IRS NUMBER: 041990692
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00242
FILM NUMBER: 24568715
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 800-283-1155
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: IXIS Advisor Funds Trust II
DATE OF NAME CHANGE: 20050502
FORMER COMPANY:
FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20010503
FORMER COMPANY:
FORMER CONFORMED NAME: NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20000202
0000052136
S000034097
Loomis Sayles Senior Floating Rate and Fixed Income Fund
C000105118
Class A
LSFAX
C000105119
Class C
LSFCX
C000105120
Class Y
LSFYX
C000188118
Class N
LSFNX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000052136
XXXXXXXX
S000034097
C000105119
C000105118
C000188118
C000105120
Natixis Funds Trust II
811-00242
0000052136
R4B5ZXLI2IMIOWT67V76
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
617-449-2139
Loomis Sayles Senior Floating Rate and Fixed Income Fund
S000034097
549300W7BN27J2YVE215
2023-11-30
2023-11-30
N
972945624.38
44315857.67
928629766.71
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2111400.17000000
USD
N
Fund's Securities Portfolio
N/A
VT Topco, Inc.
5493007T812R37X02Y38
VT Topco Inc 2023 Term Loan B
91838LAG5
1290000.00000000
PA
USD
1289200.20000000
0.138828222636
Long
LON
CORP
US
N
2
2030-08-09
Variable
9.59800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797HV2
51000000.00000000
PA
USD
50865398.25000000
5.477467993537
Long
STIV
UST
US
N
2
2023-12-19
None
0.00000000
N
N
N
N
N
N
IXS Holdings, Inc.
254900I3GPHU9VH9Z454
IXS Holdings Inc 2020 Term Loan B
45074HAB4
4614920.21000000
PA
USD
3873948.62000000
0.417168257886
Long
LON
CORP
US
N
2
2027-03-05
Variable
9.85100000
N
N
N
N
N
N
KUEHG Corp.
549300YNT566T1NYJX62
KUEHG Corp. 2023 Term Loan
000000000
2500000.00000000
PA
USD
2501875.00000000
0.269415766076
Long
LON
CORP
US
N
2
2030-06-12
Variable
10.39000000
N
N
N
N
N
N
Rockwood Service Corporation
549300PFYAJBMVGJ7074
Rockwood Service Corporation 2020 Term Loan
77447JAH0
997362.07000000
PA
USD
997112.73000000
0.107374625038
Long
LON
CORP
US
N
2
2027-01-23
Variable
9.71300000
N
N
N
N
N
N
Dodge Data & Analytics, LLC
98450081J52D95BAQF22
Dodge Data & Analytics, LLC 2022 2nd Lien Term Loan
25646CAE0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2029-02-23
Floating
13.79000000
N
N
N
N
N
N
Endure Digital Inc.
549300UTQC2651SB0W88
Endure Digital Inc Term Loan
29279UAB2
3517883.39000000
PA
USD
3385329.54000000
0.364551047291
Long
LON
CORP
US
N
2
2028-02-10
Variable
9.42200000
N
N
N
N
N
N
Element Materials Technology Group US Holdings Inc.
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc 2022 USD Delayed Draw Term Loan
000000000
1851774.84000000
PA
USD
1806647.09000000
0.194549771584
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.74000000
N
N
N
N
N
N
Physician Partners LLC
N/A
Physician Partners LLC Term Loan
71947JAB1
3350241.73000000
PA
USD
3156195.73000000
0.339876648708
Long
LON
CORP
US
N
2
2028-12-26
Floating
9.53300000
N
N
N
N
N
N
S&S Holdings LLC
N/A
S&S Holdings LLC Term Loan
78524HAB1
5255250.02000000
PA
USD
5068688.64000000
0.545824484816
Long
LON
CORP
US
N
2
2028-03-11
Variable
10.50300000
N
N
N
N
N
N
Phinia Inc
254900HG6MORZE1FFM18
Phinia Inc Term Loan B
71880JAD6
2822000.00000000
PA
USD
2829055.00000000
0.304648321798
Long
LON
CORP
US
N
2
2028-07-03
Variable
9.49000000
N
N
N
N
N
N
AL NGPL Holdings, LLC
254900WKSN3ZUJ0TO315
AL NGPL Holdings, LLC 2023 Incremental Term Loan B
01021AAC4
4461087.74000000
PA
USD
4458321.87000000
0.480096808203
Long
LON
CORP
US
N
2
2028-04-13
Variable
9.19400000
N
N
N
N
N
N
ALLEGIANT TRAVEL CO
549300JM9OZXOHWL2K18
Allegiant Travel Co
01748XAD4
4205000.00000000
PA
USD
3994750.00000000
0.430176819999
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
Spirit Aerosystems, Inc.
ZD2NBKV6GCC3UMGBM518
Spirit Aerosystems Inc 2022 Term Loan
84857HAY6
4471370.10000000
PA
USD
4470565.25000000
0.481415243217
Long
LON
CORP
US
N
2
2027-01-15
Variable
9.63300000
N
N
N
N
N
N
Dodge Data & Analytics, LLC
98450081J52D95BAQF22
Dodge Data & Analytics, LLC 2022 Term Loan
25646CAB6
1651521.61000000
PA
USD
1243810.47000000
0.133940404948
Long
LON
CORP
US
N
2
2029-02-23
Variable
10.29000000
N
N
N
N
N
N
Tory Burch LLC
549300GGL74W33KY2650
Tory Burch LLC Term Loan B
89148GAF7
2304002.38000000
PA
USD
2277437.23000000
0.245247063107
Long
LON
CORP
US
N
2
2028-04-16
Variable
8.71300000
N
N
N
N
N
N
Weber-Stephen Products LLC
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC 2022 Incremental Term Loan B
94767KAP6
2695945.00000000
PA
USD
2301663.04000000
0.247855832594
Long
LON
CORP
US
N
2
2027-10-30
Variable
9.69800000
N
N
N
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc 2022 Term Loan B
000000000
2817187.50000000
PA
USD
2124638.30000000
0.228792827471
Long
LON
CORP
US
N
2
2027-02-01
Variable
10.69100000
N
N
N
N
N
N
Colibri Group LLC
549300Y8K947LX22YC70
Colibri Group LLC 2022 Term Loan
58175BAF9
3881997.90000000
PA
USD
3831066.09000000
0.412550429389
Long
LON
CORP
US
N
2
2029-03-12
Floating
10.57600000
N
N
N
N
N
N
Vision Solutions, Inc.
N/A
Vision Solutions Inc 2021 Incremental Term Loan
70477BAE2
3621943.47000000
PA
USD
3531394.88000000
0.380280172636
Long
LON
CORP
US
N
2
2028-04-24
Variable
9.64000000
N
N
N
N
N
N
International Textile Group, Inc
M4ZRS7E9USM0DKM0N876
International Textile Group, Inc 2023 Term Loan
000000000
2778742.32000000
PA
USD
2750954.90000000
0.296238070177
Long
LON
CORP
US
N
2
2027-09-30
Variable
14.04500000
N
N
N
N
N
N
OMNIA Partners LLC
549300SMECQREC3K2B56
OMNIA Partners LLC Delayed Draw Term Loan
000000000
150277.01000000
PA
USD
150410.76000000
0.016197064254
Long
LON
CORP
US
N
2
2030-07-25
Fixed
0.50000000
N
N
N
N
N
N
Conduent Business Services, LLC
54930026CNAIP718XD30
Conduent Business Services, LLC 2021 Term Loan B
20679MAG4
5008452.58000000
PA
USD
4887398.28000000
0.526302134091
Long
LON
CORP
US
N
2
2028-10-16
Variable
9.71300000
N
N
N
N
N
N
Rent-A-Center, Inc.
529900QUHE15UQNCCJ63
Rent-A-Center Inc 2021 First Lien Term Loan B
76009WAW0
3530481.87000000
PA
USD
3517242.56000000
0.378756172383
Long
LON
CORP
US
N
2
2028-02-17
Variable
9.11900000
N
N
N
N
N
N
MKS INSTRUMENTS, INC.
549300KEQATBHAGVF505
MKS Instruments, Inc. 2023 Term Loan B
55314NAW4
3308367.88000000
PA
USD
3298707.45000000
0.355223100556
Long
LON
CORP
US
N
2
2029-08-17
Variable
7.82300000
N
N
N
N
N
N
Kingpin Intermediate Holdings LLC
549300HRZOJTMNZCST05
Kingpin Intermediate Holdings LLC 2023 Term Loan B
49579GAH5
3291750.00000000
PA
USD
3262947.19000000
0.351372237566
Long
LON
CORP
US
N
2
2028-02-08
Variable
8.84800000
N
N
N
N
N
N
Redstone Holdco 2 LP
N/A
Redstone Holdco 2 LP 2021 Term Loan
75774EAG0
2690741.94000000
PA
USD
2024783.31000000
0.218039888724
Long
LON
CORP
US
N
2
2028-04-27
Variable
10.20700000
N
N
N
N
N
N
Infinite Bidco LLC
549300GLV0VRADA9LI65
Infinite Bidco LLC 2nd Lien Term Loan
45674KAF2
3000000.00000000
PA
USD
2565000.00000000
0.276213415932
Long
LON
CORP
US
N
2
2029-03-02
Variable
12.64500000
N
N
N
N
N
N
Quest Software US Holdings Inc.
549300LMV4JEXTGLE324
Quest Software US Holdings Inc 2022 Term Loan
74834YAN2
3712440.04000000
PA
USD
2704512.57000000
0.291236902687
Long
LON
CORP
US
N
2
2029-02-01
Floating
9.78300000
N
N
N
N
N
N
Galaxy US Opco Inc.
N/A
Galaxy US Opco Inc Term Loan
36321DAB3
2493546.99000000
PA
USD
2304461.32000000
0.248157166893
Long
LON
CORP
US
N
2
2029-04-29
Variable
10.13300000
N
N
N
N
N
N
Michael Baker International, LLC
N/A
Michael Baker International, LLC 2021 Term Loan
59406MAD9
2992385.79000000
PA
USD
2977423.86000000
0.320625502943
Long
LON
CORP
US
N
2
2028-12-01
Variable
10.46300000
N
N
N
N
N
N
Olaplex, Inc
254900QYCAW2BUUZ1O97
Olaplex, Inc 2022 Term Loan
67936UAB7
4652966.32000000
PA
USD
4254160.58000000
0.458111588978
Long
LON
CORP
US
N
2
2029-02-23
Floating
8.94800000
N
N
N
N
N
N
Banijay Entertainment S.A.S
5493008PW5N0VVCH7279
Banijay Entertainment S.A.S USD Term Loan B1
000000000
2708390.00000000
PA
USD
2709067.10000000
0.291727359720
Long
LON
CORP
US
N
2
2028-03-01
Variable
9.17300000
N
N
N
N
N
N
The Action Environmental Group, Inc.
549300BB30QUQC86W666
The Action Environmental Group, Inc. 2023 Term Loan B
00507JAF3
2173913.05000000
PA
USD
2176630.44000000
0.234391629261
Long
LON
CORP
US
N
2
2030-10-24
Variable
9.87800000
N
N
N
N
N
N
Crown Subsea Communications Holding, Inc.
5493003AYLUE132FIO27
Crown Subsea Communications Holding,Inc. 2023 Incremental Term Loan
22860EAG7
1366700.00000000
PA
USD
1371825.13000000
0.147725733029
Long
LON
CORP
US
N
2
2027-04-27
Variable
10.68500000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings Inc 2021 Term Loan
63689EAR6
6431027.31000000
PA
USD
5824131.26000000
0.627174733008
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.24000000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2023 Term Loan
45567YAN5
947625.00000000
PA
USD
916694.52000000
0.098714746485
Long
LON
CORP
US
N
2
2028-05-03
Variable
9.59800000
N
N
N
N
N
N
Sabre GLBL Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc 2022 1st Lien Term Loan B
78571YBJ8
3988577.43000000
PA
USD
3420205.15000000
0.368306646266
Long
LON
CORP
US
N
2
2028-06-30
Variable
10.44800000
N
N
N
N
N
N
ELEVATE TEXT HLD WTS A
M4ZRS7E9USM0DKM0N876
ELEVATE TEXT HLD WTS A
000000000
55256.00000000
NS
USD
55.26000000
0.000005950703
N/A
DE
US
N
2
N/A
N/A
Call
Purchased
Elevate Brands Holdco, Inc.
Elevate Brands Holdco, Inc.
1.00000000
1.00000000
USD
2099-12-31
XXXX
-2277.35000000
N
N
N
Access CIG, LLC
5493002EU9Z6IQMPAN35
Access CIG, LLC 2018 2nd Lien Term Loan
00435CAL2
6975000.00000000
PA
USD
6858726.75000000
0.738585709383
Long
LON
CORP
US
N
2
2026-02-27
Variable
13.40900000
N
N
N
N
N
N
GYP Holdings III Corp.
549300055I1KJWZH9690
GYP Holdings III Corp. 2023 Term Loan
36249VAJ5
408000.00000000
PA
USD
409020.00000000
0.044045540500
Long
LON
CORP
US
N
2
2030-05-12
Variable
8.34800000
N
N
N
N
N
N
EVERGREEN ACQCO/TVI INC
N/A
Evergreen Acqco 1 LP / TVI Inc
30015DAA9
2133000.00000000
PA
USD
2212987.50000000
0.238306758983
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
9.75000000
N
N
N
N
N
N
Southern Veterinary Partners, LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners, LLC 2nd Lien Term Loan
84410HAF7
1000000.00000000
PA
USD
990830.00000000
0.106698065851
Long
LON
CORP
US
N
2
2028-10-05
Variable
13.19800000
N
N
N
N
N
N
LHS Borrower, LLC
2549000R2CJY3YBDDU14
LHS Borrower, LLC 2022 Term Loan B
50204EAB4
3706975.26000000
PA
USD
3257504.51000000
0.350786139619
Long
LON
CORP
US
N
2
2029-02-16
Floating
10.19800000
N
N
N
N
N
N
Focus Financial Partners LLC
5493007L0E0VKRC2CP39
Focus Financial Partners, LLC 2023 Term Loan B6
34416DAY4
3258000.00000000
PA
USD
3255686.82000000
0.350590400686
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.84800000
N
N
N
N
N
N
Springs Windows Fashions, LLC
N/A
Springs Windows Fashions, LLC 2021 Term Loan B
78489HAB4
1101741.16000000
PA
USD
937857.16000000
0.100993656850
Long
LON
CORP
US
N
2
2028-10-06
Variable
9.46300000
N
N
N
N
N
N
AqGen Ascensus, Inc.
549300K5MHNFPEU2RK82
AqGen Ascensus Inc 2021 2nd Lien Term Loan
03836BAE9
3589448.60000000
PA
USD
3412955.41000000
0.367525954083
Long
LON
CORP
US
N
2
2029-08-02
Variable
12.17600000
N
N
N
N
N
N
MI Windows and Doors, LLC
N/A
MI Windows and Doors, LLC 2022 Term Loan
55336CAJ1
2493654.82000000
PA
USD
2493654.82000000
0.268530571536
Long
LON
CORP
US
N
2
2027-12-18
Variable
8.94800000
N
N
N
N
N
N
Altar Bidco, Inc.
N/A
Altar Bidco Inc 2021 2nd Lien Term Loan
02090CAB6
4860000.00000000
PA
USD
4659525.00000000
0.501763476364
Long
LON
CORP
US
N
2
2030-02-01
Variable
10.49300000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2021 Term Loan
31935HAD9
5495726.50000000
PA
USD
5398177.35000000
0.581305655226
Long
LON
CORP
US
N
2
2027-03-30
Variable
10.88100000
N
N
N
N
N
N
Fertitta Entertainment, LLC
984500A0805D8V551D35
Fertitta Entertainment, LLC 2022 Term Loan B
31556PAB3
5103045.85000000
PA
USD
5062884.88000000
0.545199503773
Long
LON
CORP
US
N
2
2029-01-27
Floating
9.34800000
N
N
N
N
N
N
Southern Veterinary Partners, LLC
549300DT78GYJYRK0R74
Southern Veterinary Partners, LLC Term Loan
84410HAC4
2780356.61000000
PA
USD
2763674.47000000
0.297607783970
Long
LON
CORP
US
N
2
2027-10-05
Variable
9.46300000
N
N
N
N
N
N
Syndigo LLC
N/A
Syndigo LLC 2020 Term Loan
87167XAC7
3022500.00000000
PA
USD
2916712.50000000
0.314087767220
Long
LON
CORP
US
N
2
2027-12-15
Variable
9.95800000
N
N
N
N
N
N
Restoration Hardware, Inc.
5493008MTS3OGGMHGK69
Restoration Hardware Inc 2022 Incremental Term Loan
76133MAC5
3461259.45000000
PA
USD
3294703.65000000
0.354791949182
Long
LON
CORP
US
N
2
2028-10-20
Variable
8.69800000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan
90385KAJ0
2610000.00000000
PA
USD
2608381.80000000
0.280885008590
Long
LON
CORP
US
N
2
2027-05-03
Variable
10.76400000
N
N
N
N
N
N
Oryx Midstream Services Permian Basin LLC
254900YYHRDANYFAHC43
Oryx Midstream Services Permian Basin LLC 2023 Incremental Term Loan
68764JAD3
4373482.93000000
PA
USD
4372477.03000000
0.470852560056
Long
LON
CORP
US
N
2
2028-10-05
Variable
8.69400000
N
N
N
N
N
N
Howden Group Holdings Ltd
213800R6D9EVRN5D3117
Howden Group Holdings Ltd 2023 USD Term Loan B
000000000
4696000.00000000
PA
USD
4692665.84000000
0.505332265691
Long
LON
CORP
LU
N
2
2030-04-18
None
0.00000000
N
N
N
N
N
N
AMERIFORGE GROUP, INC
N/A
AMERIFORGE GROUP, INC
000000000
61854.00000000
NS
USD
5690.57000000
0.000612792116
Long
EC
CORP
US
N
3
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm Inc 2023 Term Loan I
89364MBZ6
2760563.38000000
PA
USD
2761170.70000000
0.297338164140
Long
LON
CORP
US
N
2
2028-08-24
Variable
8.64000000
N
N
N
N
N
N
Dermatology Intermediate Holdings III, Inc.
254900GUIR9SP64DNR96
Dermatology Intermediate Holdings III Inc 2022 Term Loan B
24982LAB1
2808324.46000000
PA
USD
2697170.98000000
0.290446319587
Long
LON
CORP
US
N
2
2029-03-30
Variable
9.63300000
N
N
N
N
N
N
Topgolf Callaway Brands Corp.
5493005UB0KFRKBPCU72
Topgolf Callaway Brands Corp. Term Loan B
89071LAB6
1803426.05000000
PA
USD
1797799.36000000
0.193596998981
Long
LON
CORP
US
N
2
2030-03-15
Variable
8.94800000
N
N
N
N
N
N
Orion Advisor Solutions, Inc.
549300R3BS3HTGTSN386
Orion Advisor Solutions Inc 2021 Term Loan
68627BAF2
3565027.51000000
PA
USD
3464778.94000000
0.373106599013
Long
LON
CORP
US
N
2
2027-09-24
Variable
9.39500000
N
N
N
N
N
N
GVC Holdings (Gibraltar) Limited
213800ATWJIEYQ8NF838
GVC Holdings (Gibraltar) Limited 2022 USD Term Loan B2
36270BAB8
4567313.19000000
PA
USD
4571104.06000000
0.492241819492
Long
LON
CORP
GI
N
2
2029-10-31
Variable
8.99000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies Inc 2023 Term Loan B
90351JAH7
4772187.35000000
PA
USD
4781159.06000000
0.514861706074
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.15900000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc 2022 Term Loan B4
82925BAG0
4937500.00000000
PA
USD
3708260.00000000
0.399325988993
Long
LON
CORP
US
N
2
2029-04-21
Variable
9.19800000
N
N
N
N
N
N
LADDER CAP FIN LLLP/CORP
N/A
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
505742AG1
4000000.00000000
PA
USD
3864528.00000000
0.416153793313
Long
DBT
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Del Monte Foods, Inc.
549300U9K7TD84Q24R17
Del Monte Foods Inc 2022 Term Loan
24521TAJ5
4432713.84000000
PA
USD
4371764.02000000
0.470775779187
Long
LON
CORP
US
N
2
2029-05-16
Floating
11.75000000
N
N
N
N
N
N
Vaco Holdings, LLC
54930076HTNXBP03T379
Vaco Holdings, LLC 2022 Term Loan
91865FAJ8
2208430.69000000
PA
USD
2131135.62000000
0.229492494899
Long
LON
CORP
US
N
2
2029-01-21
Variable
10.58700000
N
N
N
N
N
N
CHART INDUSTRIES, INC.
EM7QGKC1GYOF3LSZSL80
Chart Industries, Inc. 2023 Term Loan
16115EAS6
3639396.53000000
PA
USD
3627277.34000000
0.390605327336
Long
LON
CORP
US
N
2
2030-03-15
Variable
8.67000000
N
N
N
N
N
N
Dave & Buster's, Inc.
549300JAVWTAY1FT5Z45
Dave & Buster's Inc 2023 Term Loan
23833EAW4
2669449.72000000
PA
USD
2669022.61000000
0.287415147099
Long
LON
CORP
US
N
2
2029-06-29
Variable
9.18800000
N
N
N
N
N
N
AP Core Holdings II, LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II, LLC Amortization Term Loan B1
00187GAC3
1610399.99000000
PA
USD
1575502.62000000
0.169658853988
Long
LON
CORP
US
N
2
2027-09-01
Variable
10.96300000
N
N
N
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp
929566AL1
1250000.00000000
PA
USD
1068714.38000000
0.115085087546
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
Onex TSG Intermediate Corp.
5493006IJC5WXT1WJK88
Onex TSG Intermediate Corp. 2021 Term Loan B
68276QAJ5
3738894.42000000
PA
USD
3502110.24000000
0.377126640297
Long
LON
CORP
US
N
2
2028-02-28
Variable
10.39500000
N
N
N
N
N
N
Spa Holdings 3 Oy
254900HXD0I72WZYIT06
Spa Holdings 3 Oy USD Term Loan B
000000000
4289085.45000000
PA
USD
4196870.11000000
0.451942233649
Long
LON
CORP
US
N
2
2028-02-04
Variable
9.65200000
N
N
N
N
N
N
Corel Corporation
N/A
Corel Corporation 2019 Term Loan
21871LAB1
3832672.00000000
PA
USD
3648703.74000000
0.392912640839
Long
LON
CORP
US
N
2
2026-07-02
Variable
10.48800000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
iHeartCommunications Inc
45174HBE6
1750000.00000000
PA
USD
1341134.81000000
0.144420829277
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
PUG LLC
N/A
PUG LLC USD Term Loan
74530DAC9
7932242.99000000
PA
USD
7669527.10000000
0.825897184749
Long
LON
CORP
US
N
2
2027-02-12
Variable
8.96300000
N
N
N
N
N
N
Project Castle, Inc.
254900DCEJ6U69AEM264
Project Castle Inc Term Loan B
000000000
2346300.00000000
PA
USD
2039333.57000000
0.219606741363
Long
LON
CORP
US
N
2
2029-06-01
Variable
10.89600000
N
N
N
N
N
N
VM Consolidated, Inc.
549300GCTGJLEBXJUK89
VM Consolidated Inc 2021 Term Loan B
00215NAK6
2096684.79000000
PA
USD
2101486.20000000
0.226299681028
Long
LON
CORP
US
N
2
2028-03-24
Variable
8.71300000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2023 Term Loan B
17288YAK8
2387892.86000000
PA
USD
2386603.40000000
0.257002681322
Long
LON
CORP
US
N
2
2030-07-29
Variable
7.96300000
N
N
N
N
N
N
Zacapa S.A.R.L
213800VIVQIJLORBU468
Zacapa S.A.R.L 2022 Term Loan
000000000
3802179.83000000
PA
USD
3771306.13000000
0.406115145690
Long
LON
CORP
LU
N
2
2029-03-22
Floating
9.39000000
N
N
N
N
N
N
Baldwin Risk Partners, LLC
5493004GCDREAQPPYG20
Baldwin Risk Partners, LLC 2021 Term Loan B
05825HAD6
1880364.80000000
PA
USD
1872523.68000000
0.201643727901
Long
LON
CORP
US
N
2
2027-10-14
Variable
8.95500000
N
N
N
N
N
N
Central Parent Inc.
N/A
Central Parent Inc. 2023 Term Loan B
15477BAD9
5703942.39000000
PA
USD
5704969.10000000
0.614342691190
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.40600000
N
N
N
N
N
N
PODS, LLC
N/A
PODS, LLC 2021 Term Loan B
73044EAB0
1500000.00000000
PA
USD
1425540.00000000
0.153510047933
Long
LON
CORP
US
N
2
2028-03-31
None
0.00000000
N
N
N
N
N
N
Vertiv Group Corporation
549300ZT8RQ5VK10E643
Vertiv Group Corporation 2021 Term Loan B
92537EAC2
2219591.90000000
PA
USD
2221545.14000000
0.239228293087
Long
LON
CORP
US
N
2
2027-03-02
Variable
8.18400000
N
N
N
N
N
N
First Brands Group, LLC
N/A
First Brands Group, LLC 2021 2nd Lien Term Loan
31935HAF4
4000000.00000000
PA
USD
3745000.00000000
0.403282355816
Long
LON
CORP
US
N
2
2028-03-30
Variable
14.38100000
N
N
N
N
N
N
Vertex Aerospace Services Corp.
549300YOTFEWSPUJ2D47
Vertex Aerospace Services Corp. 2021 First Lien Term Loan
92532MAE5
2300000.00000000
PA
USD
2297493.00000000
0.247406779575
Long
LON
CORP
US
N
2
2028-12-06
Variable
8.69800000
N
N
N
N
N
N
McAfee, LLC
2549009UKR8UEZYVCR93
McAfee, LLC 2022 USD Term Loan B
57906HAD9
1823251.46000000
PA
USD
1796887.24000000
0.193498776844
Long
LON
CORP
US
N
2
2029-03-01
Variable
9.17000000
N
N
N
N
N
N
Resolute Investment Managers, Inc.
5493000DRVCSZDWGPC49
Resolute Investment Managers Inc 2020 Term Loan C
04635WAH7
3989601.00000000
PA
USD
2528409.63000000
0.272273162097
Long
LON
CORP
US
N
2
2024-04-30
Floating
9.79000000
N
N
N
N
N
N
Creative Artists Agency LLC
5493008FV5TCFL3KHH96
Creative Artists Agency, LLC 2023 Term Loan B
22526WAQ1
7690437.77000000
PA
USD
7704357.46000000
0.829647910953
Long
LON
CORP
US
N
2
2028-11-27
Variable
8.84800000
N
N
N
N
N
N
Gainwell Acquisition Corp.
N/A
Gainwell Acquisition Corp. Term Loan B
59909TAC8
977080.06000000
PA
USD
940439.56000000
0.101271743994
Long
LON
CORP
US
N
2
2027-10-01
Variable
9.49000000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan B
42804VBB6
3339311.32000000
PA
USD
3296534.74000000
0.354989131102
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.71300000
N
N
N
N
N
N
Sweetwater Borrower, LLC
254900JJU57789DC8283
Sweetwater Borrower, LLC Term Loan B
87168EAB0
3103157.28000000
PA
USD
3048852.03000000
0.328317284163
Long
LON
CORP
US
N
2
2028-08-07
Variable
9.71300000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC 2nd Lien Term Loan
62984CAB9
5000000.00000000
PA
USD
3971900.00000000
0.427716205358
Long
LON
CORP
US
N
2
2030-01-24
Floating
11.49000000
N
N
N
N
N
N
Jazz Financing Lux S.a.r.l.
635400WUEO2NSG5OIU34
Jazz Financing Lux S.a.r.l. USD Term Loan
000000000
4763387.96000000
PA
USD
4770009.07000000
0.513661013355
Long
LON
CORP
LU
N
2
2028-05-05
Variable
8.96300000
N
N
N
N
N
N
AI Aqua Merger Sub, Inc.
5493005QMH1D47U26R45
AI Aqua Merger Sub, Inc. 2023 Incremental Term Loan
00132UAN4
1000000.00000000
PA
USD
990000.00000000
0.106608686851
Long
LON
CORP
US
N
2
2028-07-31
None
0.00000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2021 2nd Lien Term Loan B3
04649VAZ3
4686000.00000000
PA
USD
4195656.96000000
0.451811594933
Long
LON
CORP
US
N
2
2028-01-31
Variable
10.71300000
N
N
N
N
N
N
RVR Dealership Holdings, LLC
N/A
RVR Dealership Holdings, LLC Term Loan B
75001CAB0
4145179.57000000
PA
USD
3316143.66000000
0.357100728285
Long
LON
CORP
US
N
2
2028-02-08
Floating
9.19100000
N
N
N
N
N
N
RHP Hotel Properties, LP
549300SJMSMA2471GA96
RHP Hotel Properties, LP 2023 Term Loan B
74958NAJ5
2435760.00000000
PA
USD
2433933.18000000
0.262099414347
Long
LON
CORP
US
N
2
2030-05-18
Variable
8.09800000
N
N
N
N
N
N
Charlotte Buyer, Inc.
N/A
Charlotte Buyer Inc 1st Lien Term Loan
12568YAD6
3473750.00000000
PA
USD
3468435.16000000
0.373500321047
Long
LON
CORP
US
N
2
2028-02-11
Variable
10.57100000
N
N
N
N
N
N
Severin Acquisition, LLC
549300L10R4RABI1ER67
Severin Acquisition, LLC 2018 Term Loan B
81812HAB6
467000.00000000
PA
USD
466500.31000000
0.050235338853
Long
LON
CORP
US
N
2
2027-08-01
Variable
8.63300000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAY1
2000000.00000000
PA
USD
1830000.00000000
0.197064542361
Long
DBT
US
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
Global Client Solutions LLC
N/A
Global Client Solutions LLC Term Loan B
000000000
1873915.02000000
PA
USD
1780219.27000000
0.191703877456
Long
LON
CORP
US
N
2
2026-03-16
Variable
11.93000000
N
N
N
N
N
N
Canada Goose Inc.
5493005JT54IX5MZ9P52
Canada Goose Inc 2021 Term Loan
000000000
2751174.40000000
PA
USD
2696728.66000000
0.290398688118
Long
LON
CORP
CA
N
2
2027-10-07
Variable
8.96300000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) Term Loan B
90385KAB7
1288082.90000000
PA
USD
1290762.11000000
0.138996417762
Long
LON
CORP
US
N
2
2026-05-04
Variable
9.23300000
N
N
N
N
N
N
Domtar Corp.
XYSIJOU3HNVROZWNA008
Domtar Corporation 2021 Term Loan B
25755FAK6
2816537.22000000
PA
USD
2774289.16000000
0.298750832619
Long
LON
CORP
US
N
2
2028-11-30
Variable
10.83100000
N
N
N
N
N
N
GHX Ultimate Parent Corporation
549300DSS2JT4D8XDT30
GHX Ultimate Parent Corporation 2023 Term Loan
36172KAF8
1995000.00000000
PA
USD
1990012.50000000
0.214295575194
Long
LON
CORP
US
N
2
2027-06-30
Variable
10.11600000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation 2023 Term Loan B
22282GAE7
2413661.52000000
PA
USD
2409437.61000000
0.259461595608
Long
LON
CORP
US
N
2
2028-11-30
Variable
8.32100000
N
N
N
N
N
N
RECESS HOLDINGS, INC.
N/A
Recess Holdings, Inc. 2023 Term Loan
72811HAG5
3416000.00000000
PA
USD
3409612.08000000
0.367165925778
Long
LON
CORP
US
N
2
2027-03-29
Variable
9.38800000
N
N
N
N
N
N
Harbourvest Partners, LLC
54930029KR62LTFQ8M21
Harbourvest Partners, LLC 2023 Term Loan B
41165QAJ6
3800000.00000000
PA
USD
3793654.00000000
0.408521688190
Long
LON
CORP
US
N
2
2030-04-22
Variable
8.39000000
N
N
N
N
N
N
Simon & Schuster Inc
254900PQRPPYRTQIDX74
Simon & Schuster Inc Term Loan B
15651FAB2
5000000.00000000
PA
USD
4993750.00000000
0.537754676731
Long
LON
CORP
US
N
2
2030-10-30
Variable
9.39000000
N
N
N
N
N
N
Luxembourg Investment Company 428 S.a r.l.
254900EYK4430ZH92J61
Luxembourg Investment Company 428 S.a r.l. Term Loan B
000000000
2521320.16000000
PA
USD
1647254.10000000
0.177385451021
Long
LON
CORP
LU
N
2
2029-01-03
Floating
10.54000000
N
N
N
N
N
N
Project Alpha Intermediate Holding, Inc.
N/A
Project Alpha Intermediate Holding, Inc. 2023 1st Lien Term Loan B
74339DAH1
2300000.00000000
PA
USD
2259382.00000000
0.243302775874
Long
LON
CORP
US
N
2
2030-10-28
Variable
10.09300000
N
N
N
N
N
N
St. George Warehousing & Trucking Co. of California, Inc.
N/A
St. George Warehousing & Trucking Co. of California Inc 2022 Term Loan
75620FAB4
4528045.00000000
PA
USD
3758277.35000000
0.404712134451
Long
LON
CORP
US
N
2
2028-03-24
Variable
11.54000000
N
N
N
N
N
N
Neptune Bidco US Inc
549300VG15T3VCYZ4531
Neptune Bidco US Inc 2022 USD Term Loan A
64069JAF9
1500000.00000000
PA
USD
1337250.00000000
0.144002491405
Long
LON
CORP
US
N
2
2029-04-11
None
0.00000000
N
N
N
N
N
N
NAPA Management Services Corporation
549300C5SN85QZ48R870
NAPA Management Services Corporation Term Loan B
63035HAC3
2846147.77000000
PA
USD
2367653.41000000
0.254962041372
Long
LON
CORP
US
N
2
2029-02-23
Floating
10.69800000
N
N
N
N
N
N
Element Materials Technology Group US Holdings Inc.
213800EGOJGGUKUGEZ30
Element Materials Technology Group US Holdings Inc 2022 USD Term Loan
000000000
4012178.84000000
PA
USD
3914402.04000000
0.421524506356
Long
LON
CORP
US
N
2
2029-07-06
Variable
9.74000000
N
N
N
N
N
N
Thor Industries, Inc.
254900XZO1228PDSG060
Thor Industries, Inc. 2023 USD Term Loan B2
88516DAF0
749141.27000000
PA
USD
751014.12000000
0.080873362767
Long
LON
CORP
US
N
2
2030-11-15
Variable
8.07300000
N
N
N
N
N
N
National Mentor Holdings, Inc.
5493004QULJVJP3CNZ62
National Mentor Holdings Inc 2021 Term Loan C
63689EAT2
177172.01000000
PA
USD
160452.29000000
0.017278391857
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.24000000
N
N
N
N
N
N
TTF Holdings, LLC
254900IIAWXPGAIX2Q35
TTF Holdings, LLC Term Loan
000000000
3300000.00000000
PA
USD
3295875.00000000
0.354918086642
Long
LON
CORP
US
N
2
2028-03-31
Variable
9.46300000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAY1
5000000.00000000
PA
USD
2984375.00000000
0.321374040224
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
J&J Ventures Gaming, LLC
549300BYPH8FLKS5ZS70
J&J Ventures Gaming, LLC 2023 Incremental Term Loan B
46604BAD0
1250000.00000000
PA
USD
1203125.00000000
0.129559168048
Long
LON
CORP
US
N
2
2028-04-26
Variable
9.71300000
N
N
N
N
N
N
Bakelite US Holdco, Inc.
549300UCYL2XSFT5Y041
Bakelite US Holdco Inc 2022 Term Loan
05710LAB9
4064050.07000000
PA
USD
3931968.44000000
0.423416153665
Long
LON
CORP
US
N
2
2029-05-29
Floating
9.54000000
N
N
N
N
N
N
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC 2023 Term Loan B2
00076VBG4
1846247.56000000
PA
USD
1851638.60000000
0.199394706736
Long
LON
CORP
US
N
2
2028-12-21
None
0.00000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp/Sealed Air Corp US
812127AA6
1025000.00000000
PA
USD
1013935.43000000
0.109186186610
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
Brown Group Holding, LLC
25490094PF4HHK9QS109
Brown Group Holding, LLC 2022 Incremental Term Loan B2
11565HAD8
951195.93000000
PA
USD
951272.03000000
0.102438244400
Long
LON
CORP
US
N
2
2029-07-02
Variable
9.13800000
N
N
N
N
N
N
CWGS Group, LLC
N/A
CWGS Group, LLC 2021 Term Loan B
12670UAE7
2969543.16000000
PA
USD
2829885.55000000
0.304737760025
Long
LON
CORP
US
N
2
2028-06-03
Variable
7.96300000
N
N
N
N
N
N
AIT Worldwide Logistics, Inc
N/A
AIT Worldwide Logistics, Inc 2021 Term Loan
00145AAB9
3450481.00000000
PA
USD
3359043.25000000
0.361720393898
Long
LON
CORP
US
N
2
2028-04-06
Variable
10.17100000
N
N
N
N
N
N
Genuine Financial Holdings, LLC
N/A
Genuine Financial Holdings, LLC 2023 Term Loan B
37190DAL7
2305000.00000000
PA
USD
2291677.10000000
0.246780491230
Long
LON
CORP
US
N
2
2030-09-27
Variable
9.40000000
N
N
N
N
N
N
Covanta Holding Corporation
40XIFLS8XDQGGHGPGC04
Covanta Holding Corporation 2023 Term Loan C
22282GAF4
181024.61000000
PA
USD
180707.82000000
0.019459619589
Long
LON
CORP
US
N
2
2028-11-30
Variable
8.32100000
N
N
N
N
N
N
Weber-Stephen Products LLC
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC Term Loan B
94767KAN1
3306951.85000000
PA
USD
2823905.39000000
0.304093783252
Long
LON
CORP
US
N
2
2027-10-30
Variable
8.71300000
N
N
N
N
N
N
Latham Pool Products, Inc.
5493003BF0K8YNW6X153
Latham Pool Products Inc 2022 Term Loan B
51822LAE2
4415384.21000000
PA
USD
4200134.23000000
0.452293732181
Long
LON
CORP
US
N
2
2029-02-23
Floating
9.52800000
N
N
N
N
N
N
Filtration Group Corporation
549300ZA0D9WN5ECE978
Filtration Group Corporation 2023 USD Term Loan
31732FAT3
3980000.00000000
PA
USD
3984139.20000000
0.429034190247
Long
LON
CORP
US
N
2
2028-10-21
Variable
9.71300000
N
N
N
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines Inc 2021 Term Loan
02376CBJ3
5710500.00000000
PA
USD
5789019.38000000
0.623393691170
Long
LON
CORP
KY
N
2
2028-04-20
Variable
10.42700000
N
N
N
N
N
N
Liberty Tire Recycling Holdco, LLC
549300J0IFHJE2TQGX07
Liberty Tire Recycling Holdco, LLC 2021 Term Loan
50219UAB1
2287207.72000000
PA
USD
2094693.45000000
0.225568200061
Long
LON
CORP
US
N
2
2028-05-05
Variable
9.96300000
N
N
N
N
N
N
Groupe Solmax Inc.
549300UUEKZ3HF9FNI46
Groupe Solmax Inc Term Loan
000000000
3492626.71000000
PA
USD
3225056.58000000
0.347291966681
Long
LON
CORP
CA
N
2
2028-05-29
Variable
10.40200000
N
N
N
N
N
N
Voyage Digital (NZ) Limited
N/A
Voyage Digital (NZ) Limited USD Term Loan B
000000000
3634113.14000000
PA
USD
3625027.86000000
0.390363090862
Long
LON
CORP
US
N
2
2029-05-11
Floating
9.36700000
N
N
N
N
N
N
NCR ATLEOS LLC
N/A
NCR Atleos LLC Term Loan B
000000000
2855000.00000000
PA
USD
2785994.65000000
0.300011344657
Long
LON
CORP
US
N
2
2029-03-27
Variable
10.19800000
N
N
N
N
N
N
Virgin Media Bristol LLC
213800ZRKYXK2SHQOW75
Virgin Media Bristol LLC 2023 USD Term Loan Y
000000000
5421000.00000000
PA
USD
5340552.36000000
0.575100276929
Long
LON
CORP
US
N
2
2031-03-31
Variable
8.79000000
N
N
N
N
N
N
HUB International Limited
549300JQT6ATTUNS5E06
HUB International Limited 2023 Term Loan B
44332EAW6
789473.69000000
PA
USD
792402.64000000
0.085330307987
Long
LON
CORP
US
N
2
2030-06-20
Variable
9.66200000
N
N
N
N
N
N
Northstar Group Services, INC.
549300XH4ERCEE5LSB06
Northstar Group Services, INC. 2020 Term Loan B
66707RAC1
3024664.50000000
PA
USD
3017102.84000000
0.324898355422
Long
LON
CORP
US
N
2
2026-11-12
Variable
10.96300000
N
N
N
N
N
N
AssuredPartners, Inc.
549300HNDSDQWQ3L2P80
AssuredPartners, Inc. 2023 Term Loan B4
04621HAV5
603476.07000000
PA
USD
603777.81000000
0.065018140882
Long
LON
CORP
US
N
2
2027-02-12
None
0.00000000
N
N
N
N
N
N
U.S. Anesthesia Partners, Inc.
549300J001GMNRO7SQ51
U.S. Anesthesia Partners Inc 2021 Term Loan
90350HAL3
2252723.04000000
PA
USD
2012853.09000000
0.216755176514
Long
LON
CORP
US
N
2
2028-10-01
Variable
9.68500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
44169276.09000000
PA
USD
44169276.09000000
4.756392447604
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2023-12-01
48510100.00000000
USD
45052684.58000000
USD
UST
N
N
N
U.S. Silica Company
549300LB0THBBEFBXE82
U.S. Silica Company 2023 Term Loan B
90343KAV4
3251398.03000000
PA
USD
3250877.81000000
0.350072539836
Long
LON
CORP
US
N
2
2030-03-25
Variable
10.19800000
N
N
N
N
N
N
Hilton Grand Vacations Borrower LLC
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC 2021 Term Loan B
43283LAH4
3670819.45000000
PA
USD
3666230.93000000
0.394800065798
Long
LON
CORP
US
N
2
2028-08-02
Variable
8.21300000
N
N
N
N
N
N
MILLENNIUM ESCROW CORP
N/A
Millennium Escrow Corp
60041CAA6
4650000.00000000
PA
USD
3588397.10000000
0.386418487608
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
6.62500000
N
N
N
N
N
N
Petco Health and Wellness Company, Inc.
2549007TYGV6RVSE9M61
Petco Health and Wellness Company Inc 2021 Term Loan B
71601HAB2
3657181.76000000
PA
USD
3453001.30000000
0.371838317463
Long
LON
CORP
US
N
2
2028-03-03
Variable
8.90200000
N
N
N
N
N
N
Michaels Companies, Inc.
549300H9LWMBP7HYLR98
Michaels Companies Inc 2021 Term Loan B
59408UAB3
2891675.66000000
PA
USD
2194058.91000000
0.236268423504
Long
LON
CORP
US
N
2
2028-04-15
Variable
9.90200000
N
N
N
N
N
N
Crocs, Inc.
549300B0J6YCXD63OG72
Crocs Inc 2023 Term Loan B
22704NAE2
2133341.77000000
PA
USD
2137885.79000000
0.230219390616
Long
LON
CORP
US
N
2
2029-02-20
Variable
8.54000000
N
N
N
N
N
N
iHeartCommunications, Inc.
54930076J6KDZL504O62
iHeartCommunications Inc 2020 Term Loan
45174UAF5
2750000.00000000
PA
USD
2287092.50000000
0.246286796093
Long
LON
CORP
US
N
2
2026-05-01
Variable
8.46300000
N
N
N
N
N
N
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC 2022 Term Loan B5
38017BAT3
737436.79000000
PA
USD
738284.84000000
0.079502603348
Long
LON
CORP
US
N
2
2029-11-09
Variable
7.84800000
N
N
N
N
N
N
Mattress Firm Inc
N/A
Mattress Firm Inc 2021 Term Loan B
57723CAR0
2912645.30000000
PA
USD
2885353.81000000
0.310710889682
Long
LON
CORP
US
N
2
2028-09-25
Floating
9.95000000
N
N
N
N
N
N
WideOpenWest Finance LLC
54930045JY28O5B5WE54
WideOpenWest Finance LLC 2021 Term Loan B
96758DBD4
4877715.09000000
PA
USD
4365555.01000000
0.470107158579
Long
LON
CORP
US
N
2
2028-12-20
Variable
8.39000000
N
N
N
N
N
N
Open Text Corp.
549300HP7ONDQODZJV16
Open Text Corporation 2023 Term Loan B
68371YAP8
4385709.87000000
PA
USD
4390095.58000000
0.472749823167
Long
LON
CORP
CA
N
2
2030-01-31
Variable
8.19800000
N
N
N
N
N
N
GOTO GROUP INC
549300D12V5KRBV00592
GoTo Group Inc
541056AA5
2500000.00000000
PA
USD
1474550.50000000
0.158787770202
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.50000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
1965000.00000000
PA
USD
1917552.13000000
0.206492640957
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
AP Core Holdings II, LLC
549300PND8ZZ4RWYRZ56
AP Core Holdings II, LLC High-Yield Term Loan B2
00187GAD1
3806000.00000000
PA
USD
3714008.98000000
0.399945071022
Long
LON
CORP
US
N
2
2027-09-01
Variable
10.96300000
N
N
N
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
Ryan LLC Delayed Draw Term Loan
000000000
315428.57000000
PA
USD
313261.58000000
0.033733743115
Long
LON
CORP
US
N
2
2030-11-14
None
0.00000000
N
N
N
N
N
N
City Brewing Company, LLC
N/A
City Brewing Company, LLC Closing Date Term Loan
17776EAB1
3452501.17000000
PA
USD
2775810.94000000
0.298914706324
Long
LON
CORP
US
N
2
2028-04-05
Variable
9.16400000
N
N
N
N
N
N
McGraw-Hill Global Education Holdings, LLC
254900U6YJ9QZ4IQOR26
McGraw-Hill Global Education Holdings, LLC 2021 Term Loan
58063DAC7
4546540.60000000
PA
USD
4459656.21000000
0.480240497329
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.21300000
N
N
N
N
N
N
DirecTV Financing, LLC
N/A
DirecTV Financing, LLC Term Loan
25460HAB8
10783618.64000000
PA
USD
10595768.00000000
1.141011022890
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.65000000
N
N
N
N
N
N
SPDR Blackstone Senior Loan ETF
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
174000.00000000
NS
USD
7280160.00000000
0.783967977441
Long
EC
RF
US
N
1
N
N
N
Summer (BC) Holdco B SARL
984500NRF59D5DB9B654
Summer (BC) Holdco B S.a r.l 2021 USD Term Loan B2
000000000
4054576.76000000
PA
USD
3949157.76000000
0.425267194911
Long
LON
CORP
LU
N
2
2026-12-04
Variable
10.15000000
N
N
N
N
N
N
Apollo Commercial Real Estate Finance, Inc
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc 2021 Incremental Term Loan B1
03768DAC1
2282442.74000000
PA
USD
2191145.03000000
0.235954640756
Long
LON
CORP
US
N
2
2028-03-11
Variable
8.96300000
N
N
N
N
N
N
Vision Solutions, Inc.
N/A
Vision Solutions Inc 2021 2nd Lien Term Loan
92834PAR4
3000000.00000000
PA
USD
2682330.00000000
0.288848160607
Long
LON
CORP
US
N
2
2029-04-23
Variable
12.89000000
N
N
N
N
N
N
Container Store, Inc. (The)
RU4H3CU9QRX4TIC35822
Container Store Inc (The) 2020 Term Loan B3
21075BAM3
3589389.99000000
PA
USD
3230450.99000000
0.347872866647
Long
LON
CORP
US
N
2
2026-01-31
Floating
10.40200000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
16308NAA2
2500000.00000000
PA
USD
2399203.78000000
0.258359560075
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
7.12500000
N
N
N
N
N
N
Edelman Financial Center, LLC
549300Z31KZXNP05U733
Edelman Financial Center, LLC 2018 2nd Lien Term Loan
27943TAB5
7152044.59000000
PA
USD
7116284.37000000
0.766320941359
Long
LON
CORP
US
N
2
2026-07-20
Variable
12.21300000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines Inc 2021 Term Loan B
90932RAJ3
4779931.19000000
PA
USD
4774482.07000000
0.514142690785
Long
LON
CORP
US
N
2
2028-04-21
Variable
9.20700000
N
N
N
N
N
N
PetSmart, Inc.
N/A
PetSmart Inc 2021 Term Loan B
71677HAL9
5476101.84000000
PA
USD
5387115.19000000
0.580114420527
Long
LON
CORP
US
N
2
2028-02-11
Variable
9.19800000
N
N
N
N
N
N
Bausch & Lomb Corporation
549300NY6OZM39SO6475
Bausch & Lomb Corporation 2023 Incremental Term Loan
000000000
4813000.00000000
PA
USD
4704707.50000000
0.506628978378
Long
LON
CORP
CA
N
2
2028-09-29
Variable
9.34800000
N
N
N
N
N
N
Matador Bidco S.a.r.l.
549300CNVJU6794GIZ49
Matador Bidco S.a.r.l. Term Loan
000000000
5205924.48000000
PA
USD
5210557.75000000
0.561101736859
Long
LON
CORP
LU
N
2
2026-10-15
Variable
9.94800000
N
N
N
N
N
N
Chemours Company (The)
549300M1BOLNXL8DOV14
Chemours Company (The) 2023 USD Term Loan B
16384YAJ6
4850085.00000000
PA
USD
4786451.88000000
0.515431666266
Long
LON
CORP
US
N
2
2028-08-18
Variable
8.84800000
N
N
N
N
N
N
MOSEL BIDCO SE
9845004C6B4E09AB1C38
Mosel Bidco SE USD Term Loan B
000000000
4900000.00000000
PA
USD
4893875.00000000
0.526999583196
Long
LON
CORP
DE
N
2
2030-09-16
Variable
10.16400000
N
N
N
N
N
N
Amynta Agency Borrower Inc.
5493000GP6HBRVTWBO85
Amynta Agency Borrower Inc 2023 Term Loan B
57810JAG3
3341625.00000000
PA
USD
3346503.77000000
0.360370073194
Long
LON
CORP
US
N
2
2028-02-28
Variable
10.44800000
N
N
N
N
N
N
Crown Subsea Communications Holding,Inc.
5493003AYLUE132FIO27
Crown Subsea Communications Holding,Inc. 2021 Term Loan
22860EAE2
3576368.08000000
PA
USD
3594249.92000000
0.387048751703
Long
LON
CORP
US
N
2
2027-04-27
Variable
10.43500000
N
N
N
N
N
N
Service Logic Acquisition, Inc
25490008CFAWEVHSQF88
Service Logic Acquisition, Inc Term Loan
81759AAC4
4642377.58000000
PA
USD
4636574.61000000
0.499292051171
Long
LON
CORP
US
N
2
2027-10-29
Variable
9.64500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
549300DQF6YN0E43PM71
Nationstar Mortgage Holdings Inc
43734LAA4
3000000.00000000
PA
USD
2860399.26000000
0.308023645433
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
9900000.00000000
PA
USD
9251859.38000000
0.996291494378
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
NorthRiver Midstream Finance LP
549300SOLNLY3BL6GF18
NorthRiver Midstream Finance LP 2023 USD Term Loan B
66679PAB1
3391500.00000000
PA
USD
3390075.57000000
0.365062126105
Long
LON
CORP
CA
N
2
2030-08-16
Variable
8.39500000
N
N
N
N
N
N
Mannington Mills, Inc.
N/A
Mannington Mills Inc 2021 Term Loan B
56388VAD7
1976630.96000000
PA
USD
1777742.35000000
0.191437148983
Long
LON
CORP
US
N
2
2026-08-06
Variable
9.40200000
N
N
N
N
N
N
Emrld Borrower LP
98450099EE3A0ZD5F786
Emrld Borrower LP Term Loan B
26872NAC3
4719449.54000000
PA
USD
4721526.10000000
0.508440098439
Long
LON
CORP
US
N
2
2030-05-31
Variable
8.34800000
N
N
N
N
N
N
Starwood Property Trust, Inc.
5493008SB15CNJRIOK13
Starwood Property Trust Inc 2022 Term Loan B
85570DAH5
4093070.00000000
PA
USD
4072604.65000000
0.438560640203
Long
LON
CORP
US
N
2
2027-11-18
Variable
8.59800000
N
N
N
N
N
N
Foundever Worldwide Corporation
5493007DS8CM3ZGION43
Foundever Worldwide Corporation 2021 USD Term Loan
82981MAC6
1994910.94000000
PA
USD
1902147.58000000
0.204833793637
Long
LON
CORP
US
N
2
2028-08-28
Variable
9.09800000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2023 Term Loan B11
04649VBC3
2822760.45000000
PA
USD
2773362.14000000
0.298651005968
Long
LON
CORP
US
N
2
2028-08-19
Variable
9.69800000
N
N
N
N
N
N
IRIS HOLDINGS INC
N/A
Iris Holdings Inc
46272EAA1
2985000.00000000
PA
USD
2655859.33000000
0.285997652154
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.75000000
N
N
N
N
N
N
OMNIA Partners LLC
549300SMECQREC3K2B56
OMNIA Partners LLC Term Loan B
000000000
1599722.99000000
PA
USD
1601146.74000000
0.172420354957
Long
LON
CORP
US
N
2
2030-07-25
Variable
9.62800000
N
N
N
N
N
N
Whitewater Whistler Holdings, LLC
549300FRGKJP12ZORL46
Whitewater Whistler Holdings, LLC 2023 Term Loan B
96620EAD9
3840375.00000000
PA
USD
3838454.81000000
0.413346087709
Long
LON
CORP
US
N
2
2030-02-15
Variable
8.14600000
N
N
N
N
N
N
Aruba Investments, Inc.
254900GMIYFF4FZ0A357
Aruba Investments Inc 2020 2nd Lien Term Loan
04317JAF5
2175000.00000000
PA
USD
2012418.75000000
0.216708404376
Long
LON
CORP
US
N
2
2028-11-24
Variable
13.19800000
N
N
N
N
N
N
Altice France S.A.
5493001ZMCICV4N02J21
Altice France S.A. 2023 USD Term Loan B14
000000000
2487500.00000000
PA
USD
2119051.50000000
0.228191209884
Long
LON
CORP
FR
N
2
2028-08-15
Variable
10.89400000
N
N
N
N
N
N
Learning Care Group, Inc.
5493000VMN44LK8QID23
Learning Care Group Inc 2023 Term Loan
52200MAJ9
1000000.00000000
PA
USD
1000250.00000000
0.107712463659
Long
LON
CORP
US
N
2
2028-08-11
Variable
10.14000000
N
N
N
N
N
N
Arcline FM Holdings, LLC
2549000HKCEC1E8UTO17
Arcline FM Holdings, LLC 2021 1st Lien Term Loan
03960DAB9
3339282.17000000
PA
USD
3283349.19000000
0.353569238000
Long
LON
CORP
US
N
2
2028-06-23
Variable
10.40200000
N
N
N
N
N
N
MDVIP, Inc.
549300EAB6F7TKRLOT57
MDVIP Inc 2021 Term Loan
56150KAB1
2300000.00000000
PA
USD
2294825.00000000
0.247119474549
Long
LON
CORP
US
N
2
2028-10-16
None
0.00000000
N
N
N
N
N
N
Eisner Advisory Group LLC
549300TV33NKCG2ZE467
Eisner Advisory Group LLC Term Loan
28259HAC5
2605199.83000000
PA
USD
2600328.11000000
0.280017742615
Long
LON
CORP
US
N
2
2028-07-28
Variable
10.71300000
N
N
N
N
N
N
Carestream Dental Equipment, Inc
N/A
Carestream Dental Equipment, Inc 2021 Term Loan
14173MAF0
4345386.95000000
PA
USD
3572516.43000000
0.384708369047
Long
LON
CORP
US
N
2
2024-09-01
Floating
10.23100000
N
N
N
N
N
N
Bombardier Recreational Products, Inc.
N/A
Bombardier Recreational Products, Inc. 2023 Term Loan B3
09776MAS3
3225481.07000000
PA
USD
3208547.29000000
0.345514154835
Long
LON
CORP
CA
N
2
2029-12-13
Variable
8.09800000
N
N
N
N
N
N
Altar Bidco, Inc.
N/A
Altar Bidco Inc 2021 Term Loan
02090CAE0
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2029-02-01
Floating
8.26200000
N
N
N
N
N
N
GoTo Group, Inc.
549300D12V5KRBV00592
GoTo Group Inc Term Loan B
54142KAD3
5119026.35000000
PA
USD
3352962.26000000
0.361065559192
Long
LON
CORP
US
N
2
2027-08-31
Variable
10.28300000
N
N
N
N
N
N
Ultimate Software Group Inc (The)
529900FKHWSTQ1GXK240
Ultimate Software Group Inc (The) 2021 Term Loan
90385KAK7
1500000.00000000
PA
USD
1500000.00000000
0.161528313411
Long
LON
CORP
US
N
2
2026-05-04
Variable
8.76400000
N
N
N
N
N
N
Inmar, Inc.
549300N1ML5MXXFIDZ25
Inmar Inc 2023 Term Loan
45763FAT5
2992500.00000000
PA
USD
2910206.25000000
0.313387138160
Long
LON
CORP
US
N
2
2026-05-01
Variable
10.89700000
N
N
N
N
N
N
Great Outdoors Group, LLC
549300IYLDI2E8I2AU46
Great Outdoors Group, LLC 2021 Term Loan B1
07014QAN1
2871078.24000000
PA
USD
2843917.84000000
0.306248834783
Long
LON
CORP
US
N
2
2028-03-06
Variable
9.40200000
N
N
N
N
N
N
Cornerstone OnDemand, Inc.
549300Z402F16H5EGH48
Cornerstone OnDemand Inc 2021 Term Loan
86803YAB9
3453004.72000000
PA
USD
3321790.54000000
0.357708815620
Long
LON
CORP
US
N
2
2028-10-16
Variable
9.21300000
N
N
N
N
N
N
Ontario Gaming GTA LP
894500EC9KLZLOC3V025
Ontario Gaming GTA LP Term Loan B
000000000
4155000.00000000
PA
USD
4162811.40000000
0.448274602993
Long
LON
CORP
CA
N
2
2030-08-01
Variable
9.64000000
N
N
N
N
N
N
Vantage Specialty Chemicals, Inc.
54930057U5S5AY44VU09
Vantage Specialty Chemicals Inc 2023 Term Loan B
92210XAE0
2654937.47000000
PA
USD
2478384.13000000
0.266886139002
Long
LON
CORP
US
N
2
2026-10-26
Variable
10.08100000
N
N
N
N
N
N
CCI Buyer, Inc.
254900TMV7DAFRQALU04
CCI Buyer Inc Term Loan
12510EAC1
3775235.62000000
PA
USD
3746241.81000000
0.403416080799
Long
LON
CORP
US
N
2
2027-12-17
Variable
9.39000000
N
N
N
N
N
N
Schweitzer-Mauduit International, Inc.
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc 2021 Term Loan B
80854EAH1
5147237.73000000
PA
USD
5070029.16000000
0.545968839439
Long
LON
CORP
US
N
2
2028-04-20
Variable
9.21300000
N
N
N
N
N
N
GIP Pilot Acquisition Partners LP
254900NQOAOPPA12X060
GIP Pilot Acquisition Partners LP Term Loan
31773HAB8
2152000.00000000
PA
USD
2146620.00000000
0.231159938756
Long
LON
CORP
US
N
2
2030-10-04
Variable
8.38800000
N
N
N
N
N
N
LSCS Holdings, Inc.
N/A
LSCS Holdings Inc 2021 1st Lien Term Loan
000000000
4149386.12000000
PA
USD
4088016.70000000
0.440220295164
Long
LON
CORP
US
N
2
2028-12-16
Variable
9.96300000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC 2023 Term Loan B
87422LAV2
2341750.00000000
PA
USD
2348447.41000000
0.252893832847
Long
LON
CORP
US
N
2
2030-05-17
Variable
9.86900000
N
N
N
N
N
N
ELEVATE TEXTILES HLD CORP
M4ZRS7E9USM0DKM0N876
ELEVATE TEXTILES HLD CORP
000000000
53230.00000000
NS
USD
172997.50000000
0.018629329599
Long
EC
CORP
US
N
2
N
N
N
Evergreen Acqco 1 LP
549300F6POVHG3ME8T95
Evergreen Acqco 1 LP 2021 USD Term Loan
30015FAG1
3582932.82000000
PA
USD
3588522.20000000
0.386431959069
Long
LON
CORP
US
N
2
2028-04-26
Variable
10.90200000
N
N
N
N
N
N
At Home Group Inc.
549300LGPR0P05O30I24
At Home Group Inc Term Loan B
04651BAB5
4199275.12000000
PA
USD
1457946.33000000
0.156999741152
Long
LON
CORP
US
N
2
2028-07-24
Variable
9.68400000
N
N
N
N
N
N
MedAssets Software Intermediate Holdings, Inc.
25490077VXHBSKJ52J14
MedAssets Software Intermediate Holdings Inc 2021 Term Loan
58404KAH8
2977329.96000000
PA
USD
2345897.82000000
0.252619278866
Long
LON
CORP
US
N
2
2028-12-18
Variable
9.46300000
N
N
N
N
N
N
Arcis Golf LLC
254900ZMGXNNIX4SXQ48
Arcis Golf LLC Term Loan B
03958MAC1
1493939.38000000
PA
USD
1494566.83000000
0.160943239553
Long
LON
CORP
US
N
2
2028-11-24
Variable
9.71300000
N
N
N
N
N
N
Heartland Dental, LLC
5493008FRC0GRKBN1075
Heartland Dental, LLC 2023 Term Loan B
42236WAV9
2929051.13000000
PA
USD
2881454.05000000
0.310290941912
Long
LON
CORP
US
N
2
2028-04-28
Variable
10.33100000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AC5
5750000.00000000
PA
USD
5524059.50000000
0.594861342811
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
J&J Ventures Gaming LLC
549300BYPH8FLKS5ZS70
J&J Ventures Gaming LLC 2023 Nevada Delayed Draw Term Loan
46604BAE8
2250000.00000000
PA
USD
2165625.00000000
0.233206502487
Long
LON
CORP
US
N
2
2028-04-26
None
0.00000000
N
N
N
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc 2021 Term Loan B
78488CAH3
2992366.41000000
PA
USD
2987877.86000000
0.321751247602
Long
LON
CORP
US
N
2
2028-08-25
Variable
8.46300000
N
N
N
N
N
N
Thunder Finco Pty Limited
5493003SMRN7SBZN9N79
Thunder Finco Pty Limited Term Loan B
000000000
5761547.42000000
PA
USD
5732739.68000000
0.617333181156
Long
LON
CORP
AU
N
2
2026-11-26
Variable
9.54000000
N
N
N
N
N
N
Greeneden U.S. Holdings II, LLC
549300CVRD4OUCPHWQ42
Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4
39479UAQ6
1385750.64000000
PA
USD
1386374.23000000
0.149292460752
Long
LON
CORP
US
N
2
2027-12-01
Variable
9.46300000
N
N
N
N
N
N
International Textile Group, Inc.
M4ZRS7E9USM0DKM0N876
International Textile Group, Inc 2023 Last Out Term Loan
28622DAB6
600000.00000000
PA
USD
462000.00000000
0.049750720530
Long
LON
CORP
US
N
2
2027-09-30
None
0.00000000
N
N
N
N
N
N
AI Aqua Merger Sub, Inc.
5493005QMH1D47U26R45
AI Aqua Merger Sub Inc 2021 1st Lien Term Loan B
00132UAG9
2887263.60000000
PA
USD
2831683.78000000
0.304931403397
Long
LON
CORP
US
N
2
2028-07-31
Variable
9.07100000
N
N
N
N
N
N
Advantage Sales & Marketing, Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing, Inc. 2021 Term Loan
00769EAZ3
8372789.59000000
PA
USD
8184401.82000000
0.881341748175
Long
LON
CORP
US
N
2
2027-10-28
Variable
10.17600000
N
N
N
N
N
N
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC 2023 Delayed Draw Term Loan
00076VBH2
353752.44000000
PA
USD
354785.40000000
0.038205258189
Long
LON
CORP
US
N
2
2028-12-21
None
0.00000000
N
N
N
N
N
N
Embecta Corp
549300RPG8GXVDHNXZ62
Embecta Corp Term Loan B
29081LAC8
3268996.09000000
PA
USD
3196816.66000000
0.344250935582
Long
LON
CORP
US
N
2
2029-03-30
Variable
8.33700000
N
N
N
N
N
N
KKR Apple Bidco, LLC
2549001SCJD3WEYJFM53
KKR Apple Bidco, LLC 2022 Incremental Term Loan
48254EAF8
994987.46000000
PA
USD
994281.02000000
0.107069690811
Long
LON
CORP
US
N
2
2028-09-22
Variable
9.34800000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
2750000.00000000
PA
USD
2441915.85000000
0.262959032494
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems Inc 2022 Extended 1st Lien Term Loan
03827FBB6
438795.00000000
PA
USD
440168.43000000
0.047399776076
Long
LON
CORP
US
N
2
2026-09-18
Variable
9.89000000
N
N
N
N
N
N
Asurion LLC
549300KNQVXGIOXWK278
Asurion LLC 2020 Term Loan B8
04649VAX8
1982800.09000000
PA
USD
1953811.55000000
0.210397256263
Long
LON
CORP
US
N
2
2026-12-23
Variable
8.71300000
N
N
N
N
N
N
CT Technologies Intermediate Holdings, Inc.
N/A
CT Technologies Intermediate Holdings Inc 2021 Term Loan B
12650JAR7
6078906.20000000
PA
USD
5756481.02000000
0.619889780229
Long
LON
CORP
US
N
2
2025-12-16
Variable
9.71300000
N
N
N
N
N
N
LifeMiles Ltd.
254900CGQFLUG99LJ840
LifeMiles Ltd. 2021 Term Loan B
000000000
3269868.43000000
PA
USD
3182007.07000000
0.342656156852
Long
LON
CORP
BM
N
2
2026-08-30
Variable
10.90000000
N
N
N
N
N
N
Cengage Learning, Inc.
549300BYGM0FWUSVXJ88
Cengage Learning Inc 2021 Term Loan B
15134NAF3
6760281.05000000
PA
USD
6749329.39000000
0.726805195348
Long
LON
CORP
US
N
2
2026-07-14
Variable
10.40500000
N
N
N
N
N
N
MH Sub I, LLC
N/A
MH Sub I, LLC 2021 2nd Lien Term Loan
55303BAD5
7400000.00000000
PA
USD
6641500.00000000
0.715193529013
Long
LON
CORP
US
N
2
2029-02-23
Variable
11.59300000
N
N
N
N
N
N
The Action Environmental Group, Inc.
549300BB30QUQC86W666
The Action Environmental Group, Inc. 2023 Delayed Draw Term Loan B
00507JAE6
326086.95000000
PA
USD
326494.56000000
0.035158743743
Long
LON
CORP
US
N
2
2030-10-24
None
0.00000000
N
N
N
N
N
N
CMG Media Corporation
N/A
CMG Media Corporation 2021 Term Loan
88145LAE4
4703547.75000000
PA
USD
4314517.32000000
0.464611137255
Long
LON
CORP
US
N
2
2026-12-17
Variable
8.99000000
N
N
N
N
N
N
Brazos Delaware II, LLC
549300V1BTYXZRGYUU04
Brazos Delaware II, LLC 2023 Term Loan B
10620UAF9
3980000.00000000
PA
USD
3978328.40000000
0.428408451098
Long
LON
CORP
US
N
2
2030-02-11
Variable
9.08000000
N
N
N
N
N
N
Kenan Advantage Group, Inc.
549300GVUXCXDWYPIY65
Kenan Advantage Group Inc 2023 Term Loan B2
48853UBL3
1496250.00000000
PA
USD
1488768.75000000
0.160318870164
Long
LON
CORP
US
N
2
2026-03-24
Variable
9.46300000
N
N
N
N
N
N
Bangl LLC
549300PM5ZCKF0QY2J26
BANGL, LLC Term Loan B
05989UAC1
3000000.00000000
PA
USD
2985000.00000000
0.321441343688
Long
LON
CORP
US
N
2
2029-02-01
Variable
9.89500000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBN0
3230000.00000000
PA
USD
3288986.26000000
0.354176268940
Long
DBT
CORP
BM
N
2
2029-01-15
Fixed
8.12500000
N
N
N
N
N
N
Carriage Purchaser, Inc.
N/A
Carriage Purchaser Inc 2021 Term Loan B
14445BAB5
2214943.27000000
PA
USD
2153478.59000000
0.231898509739
Long
LON
CORP
US
N
2
2028-10-02
Variable
9.71300000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV 2023 Term Loan B4
000000000
4173000.00000000
PA
USD
4166031.09000000
0.448621317057
Long
LON
CORP
NL
N
2
2030-10-19
None
0.00000000
N
N
N
N
N
N
Bally's Corporation
549300NS4D5IK406VT62
Bally's Corporation 2021 Term Loan B
05875CAB0
3721590.93000000
PA
USD
3422300.59000000
0.368532294858
Long
LON
CORP
US
N
2
2028-10-02
Variable
8.92700000
N
N
N
N
N
N
MDVIP, Inc.
549300EAB6F7TKRLOT57
MDVIP Inc 2021 2nd Lien Term Loan
56150KAE5
1000000.00000000
PA
USD
945000.00000000
0.101762837448
Long
LON
CORP
US
N
2
2029-10-15
Variable
11.96300000
N
N
N
N
N
N
Foley Products Company, LLC
N/A
Foley Products Company, LLC 2021 Term Loan
34430CAB8
3066539.32000000
PA
USD
3063994.09000000
0.329947865106
Long
LON
CORP
US
N
2
2028-12-29
Floating
10.29000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television Inc 2021 Term Loan D
389376AZ7
6414385.23000000
PA
USD
6228496.35000000
0.670719007001
Long
LON
CORP
US
N
2
2028-12-01
Variable
8.43500000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
Mileage Plus Holdings LLC 2020 Term Loan B
59921PAB2
1875000.00000000
PA
USD
1930537.50000000
0.207890977567
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.79800000
N
N
N
N
N
N
Hertz Corporation, (The)
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2021 Term Loan C
42804VBC4
643607.80000000
PA
USD
635363.18000000
0.068419428579
Long
LON
CORP
US
N
2
2028-06-30
Variable
8.71300000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
Clarios Global LP 2023 Incremental Term Loan
000000000
4700000.00000000
PA
USD
4703525.00000000
0.506501640224
Long
LON
CORP
CA
N
2
2030-05-06
Variable
9.09800000
N
N
N
N
N
N
Talen Energy Supply, LLC
K5K33XN0PQAU1XF7NN66
Talen Energy Supply, LLC 2023 Term Loan C
87422LAU4
1902380.95000000
PA
USD
1907821.76000000
0.205444820787
Long
LON
CORP
US
N
2
2030-05-17
Variable
9.86900000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2023 Term Loan J
000000000
1621000.00000000
PA
USD
1619249.32000000
0.174369741101
Long
LON
CORP
US
N
2
2031-02-14
None
0.00000000
N
N
N
N
N
N
Hertz Corp.
549300PD0C69OJ0NLB27
Hertz Corporation, (The) 2023 Incremental Term Loan B
42804VBD2
1000000.00000000
PA
USD
987500.00000000
0.106339472995
Long
LON
CORP
US
N
2
2028-06-30
Variable
9.14000000
N
N
N
N
N
N
Ineos US Finance LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC 2022 USD Term Loan B
000000000
3343571.57000000
PA
USD
3338689.96000000
0.359528638827
Long
LON
CORP
US
N
2
2027-11-08
Variable
9.19800000
N
N
N
N
N
N
Shape Technologies Group, Inc.
549300HHIRJ2GWDAN995
Shape Technologies Group Inc Term Loan
81946HAB5
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2025-04-21
Variable
8.44800000
N
N
N
N
N
N
WASH MULTIFAM ACQ INC
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition Inc
93710WAA3
3500000.00000000
PA
USD
3289591.17000000
0.354241409001
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Company, Inc. 2023 Term Loan B4
43289DAK9
2470090.77000000
PA
USD
2471424.62000000
0.266136700394
Long
LON
CORP
US
N
2
2030-11-08
Variable
7.44300000
N
N
N
N
N
N
Solis IV BV
529900811T142NS3H544
Solis IV BV USD Term Loan B1
000000000
4441145.24000000
PA
USD
4283306.94000000
0.461250230560
Long
LON
CORP
US
N
2
2029-02-26
Variable
8.88000000
N
N
N
N
N
N
LSF12 BADGER BIDCO LLC
254900AQINKZO1M1LS24
LSF12 Badger Bidco LLC Term Loan B
000000000
3500000.00000000
PA
USD
3482500.00000000
0.375014900969
Long
LON
CORP
US
N
2
2030-08-30
Variable
11.34800000
N
N
N
N
N
N
Voyage Australia Pty Limited
984500552F00VE5LE453
Voyage Australia Pty Limited USD Term Loan B
000000000
3882734.65000000
PA
USD
3873027.81000000
0.417069099962
Long
LON
CORP
AU
N
2
2028-07-20
Variable
9.17700000
N
N
N
N
N
N
Dermatology Intermediate Holdings III, Inc.
254900GUIR9SP64DNR96
Dermatology Intermediate Holdings III Inc 2022 Delayed Draw Term Loan
24982LAD7
486726.18000000
PA
USD
467461.56000000
0.050338851580
Long
LON
CORP
US
N
2
2029-03-30
Variable
9.63300000
N
N
N
N
N
N
STAR PARENT, INC.
254900GRGCJYRMDRWT73
Star Parent, Inc. Term Loan B
87169DAB1
2509781.26000000
PA
USD
2450876.69000000
0.263923985409
Long
LON
CORP
US
N
2
2030-09-27
Floating
9.38600000
N
N
N
N
N
N
GTCR W MERGER SUB LLC
N/A
GTCR W MERGER SUB LLC USD Term Loan B
92943EAB2
6823000.00000000
PA
USD
6814471.25000000
0.733820031867
Long
LON
CORP
US
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
Syndigo LLC
N/A
Syndigo LLC 2020 2nd Lien Term Loan
87167XAE3
1647250.00000000
PA
USD
1482525.00000000
0.159646508559
Long
LON
CORP
US
N
2
2028-12-15
Variable
13.67100000
N
N
N
N
N
N
IVC Acquisition Ltd.
254900WZMD2JOGND1Z32
IVC Acquisition Ltd. 2023 USD Term Loan
000000000
2030000.00000000
PA
USD
2013516.40000000
0.216826605411
Long
LON
CORP
CA
N
2
2028-11-17
None
0.00000000
N
N
N
N
N
N
SPDR Bloomberg Short Term High Yield Bond ETF
549300YI2V5ELVW58659
SPDR Bloomberg Short Term High Yield Bond ETF
78468R408
292500.00000000
NS
USD
7251075.00000000
0.780835943444
Long
EC
RF
US
N
1
N
N
N
Ryan LLC
549300TG86D8HZC6TE67
Ryan LLC Term Loan
000000000
2996571.43000000
PA
USD
2975984.98000000
0.320470556370
Long
LON
CORP
US
N
2
2030-11-14
Variable
9.84800000
N
N
N
N
N
N
LSF11 A5 Holdco LLC
254900FPK7P5WNA66Y10
LSF11 A5 Holdco LLC 2023 Incremental Term Loan B
50216YAD2
2892750.00000000
PA
USD
2859599.09000000
0.307937478693
Long
LON
CORP
US
N
2
2028-10-15
Variable
9.69800000
N
N
N
N
N
N
Momentive Performance Materials Inc.
H2OFQI2FJX0T8IHKL414
Momentive Performance Materials Inc 2023 Term Loan
60877JAG7
2010895.00000000
PA
USD
1922415.62000000
0.207016368515
Long
LON
CORP
US
N
2
2028-03-29
Variable
9.84800000
N
N
N
N
N
N
Oscar AcquisitionCo, LLC
254900RDCZK0Q19MEL65
Oscar AcquisitionCo, LLC Term Loan B
68778DAB4
2609129.04000000
PA
USD
2552589.21000000
0.274876953281
Long
LON
CORP
US
N
2
2029-04-29
Variable
9.99000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
2452533.35000000
PA
USD
2503742.25000000
0.269616841905
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.16600000
N
N
N
N
N
N
LSCS Holdings, Inc.
N/A
LSCS Holdings Inc 2021 2nd Lien Term Loan
50219NAL5
2000000.00000000
PA
USD
1760000.00000000
0.189526554402
Long
LON
CORP
US
N
2
2029-12-17
Variable
13.46300000
N
N
N
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings Inc 2022 Term Loan B
24664GAF8
2385835.00000000
PA
USD
2380419.15000000
0.256336727007
Long
LON
CORP
US
N
2
2029-11-19
Variable
8.94800000
N
N
N
N
N
N
Wheel Pros, LLC
N/A
Wheel Pros, LLC 2023 3rd Amendment Term Loan
000000000
2890069.83000000
PA
USD
2279542.58000000
0.245473778864
Long
LON
CORP
US
N
2
2028-05-11
Variable
9.90200000
N
N
N
N
N
N
Janus International Group LLC
549300EG57ZJJG8NC776
Janus International Group, LLC 2023 Term Loan B
47102DAK5
5000000.00000000
PA
USD
4992500.00000000
0.537620069803
Long
LON
CORP
US
N
2
2030-08-03
Variable
8.76400000
N
N
N
N
N
N
BARNES GROUP INC
G1MSYD2DQZX30V5DMX12
Barnes Group Inc Term Loan B
067809AL7
1391000.00000000
PA
USD
1387870.25000000
0.149453560477
Long
LON
CORP
US
N
2
2030-09-03
Variable
8.44800000
N
N
N
N
N
N
DRW Holdings, LLC
549300W696CUHX8SLK40
DRW Holdings, LLC 2021 Term Loan
23343HAD2
3538641.41000000
PA
USD
3528308.58000000
0.379947822747
Long
LON
CORP
US
N
2
2028-03-01
Variable
9.21300000
N
N
N
N
N
N
Dotdash Meredith Inc
549300R2AA7U9CJUQO13
Dotdash Meredith Inc Term Loan B
25849KAB3
4710617.10000000
PA
USD
4639957.84000000
0.499656376129
Long
LON
CORP
US
N
2
2028-12-01
Variable
9.42000000
N
N
N
N
N
N
CHG Healthcare Services Inc.
54930016Y1HPAVB9PZ54
CHG Healthcare Services Inc. 2023 Incremental Term Loan
12541HAU7
4602000.00000000
PA
USD
4591461.42000000
0.494434012843
Long
LON
CORP
US
N
2
2028-09-29
Variable
9.14500000
N
N
N
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co. Term Loan B
92639MAB3
997455.47000000
PA
USD
983740.46000000
0.105934624892
Long
LON
CORP
US
N
2
2028-08-02
Variable
8.90300000
N
N
N
N
N
N
Magenta Buyer LLC
254900F51KU7HIRXTS68
Magenta Buyer LLC 2021 USD 1st Lien Term Loan
55910RAB9
2179695.44000000
PA
USD
1396552.67000000
0.150388531583
Long
LON
CORP
US
N
2
2028-07-27
Variable
10.64500000
N
N
N
N
N
N
Windsor Holdings III, LLC
254900IXUJZ9H146T437
Windsor Holdings III, LLC USD Term Loan B
97360BAB1
2500000.00000000
PA
USD
2503475.00000000
0.269588062944
Long
LON
CORP
US
N
2
2030-08-01
Variable
9.82000000
N
N
N
N
N
N
Loyalty Ventures Inc
549300Q3YKVWNY6JIJ44
Loyalty Ventures Inc Term Loan B
54912FAD2
5354903.42000000
PA
USD
49104.46000000
0.005287840403
Long
LON
CORP
US
N
2
2027-11-03
None
0.00000000
Y
N
N
N
N
N
Watlow Electric Manufacturing Company
54930089QP6NQUHLU558
Watlow Electric Manufacturing Company Term Loan B
94254PAC4
4388.50000000
PA
USD
4340.05000000
0.000467360637
Long
LON
CORP
US
N
2
2028-03-02
Variable
9.12800000
N
N
N
N
N
N
Applied Systems, Inc.
549300NSKGF0SY5SWQ62
Applied Systems Inc 2021 2nd Lien Term Loan
03827FBA8
3500000.00000000
PA
USD
3513125.00000000
0.378312770701
Long
LON
CORP
US
N
2
2027-09-17
Variable
12.14000000
N
N
N
N
N
N
ABG Intermediate Holdings 2 LLC
54930020NXD0RJB64985
ABG Intermediate Holdings 2 LLC 2021 2nd Lien Term Loan
00076VAY6
2476400.00000000
PA
USD
2484151.13000000
0.267507161524
Long
LON
CORP
US
N
2
2029-12-20
Floating
11.44800000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 B.C. Unlimited Liability Company 2023 Term Loan B5
000000000
2794522.74000000
PA
USD
2781863.55000000
0.299566484914
Long
LON
CORP
CA
N
2
2030-09-20
Variable
7.59800000
N
N
N
N
N
N
Fortrea Holdings Inc
5493000FIVFABOVCDU97
Fortrea Holdings Inc Term Loan B
34965PAD8
3990000.00000000
PA
USD
3948863.10000000
0.425235464289
Long
LON
CORP
US
N
2
2030-07-01
Variable
9.09800000
N
N
N
N
N
N
Wheel Pros, LLC
N/A
Wheel Pros, LLC 2023 FILO Term Loan
000000000
517141.13000000
PA
USD
554633.86000000
0.059726047977
Long
LON
CORP
US
N
2
2028-02-10
Variable
14.33000000
N
N
N
N
N
N
Cushman & Wakefield US Borrower LLC
549300870CMN3WI5IF97
Cushman & Wakefield U.S. Borrower, LLC 2023 Term Loan B
23340DAR3
2959000.00000000
PA
USD
2892422.50000000
0.311472085398
Long
LON
CORP
US
N
2
2030-01-31
Variable
9.34800000
N
N
N
N
N
N
Ascend Learning, LLC
549300T466HKRLVCD610
Ascend Learning, LLC 2021 Term Loan
04349HAK0
2773164.56000000
PA
USD
2706525.42000000
0.291453657531
Long
LON
CORP
US
N
2
2028-12-11
Variable
8.94800000
N
N
N
N
N
N
2023-12-22
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer