0001752724-20-079480.txt : 20200427 0001752724-20-079480.hdr.sgml : 20200427 20200427110627 ACCESSION NUMBER: 0001752724-20-079480 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200228 FILED AS OF DATE: 20200427 PERIOD START: 20200229 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRUDENTIAL INVESTMENT PORTFOLIOS, INC. 14 CENTRAL INDEX KEY: 0000717819 IRS NUMBER: 133165671 STATE OF INCORPORATION: MD FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03712 FILM NUMBER: 20817988 BUSINESS ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 17TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 BUSINESS PHONE: 973-802-6469 MAIL ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 17TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 FORMER COMPANY: FORMER CONFORMED NAME: PRUDENTIAL GOVERNMENT INCOME FUND, INC. DATE OF NAME CHANGE: 20100219 FORMER COMPANY: FORMER CONFORMED NAME: DRYDEN GOVERNMENT INCOME FUND INC DATE OF NAME CHANGE: 20040420 FORMER COMPANY: FORMER CONFORMED NAME: PRUDENTIAL GOVERNMENT INCOME FUND INC DATE OF NAME CHANGE: 19951017 0000717819 S000031692 PGIM Floating Rate Income Fund C000098631 Class A FRFAX C000098632 Class C FRFCX C000098633 Class Z FRFZX C000154996 Class R6 PFRIX NPORT-P 1 primary_doc.xml NPORT-P false 0000717819 XXXXXXXX S000031692 C000098631 C000098633 C000154996 C000098632 Prudential Investment Portfolios, Inc. 14 811-03712 0000717819 549300KUB7SBKYFHJS11 655 Broad Street 17th Floor Newark 07102-4077 1-800-225-1852 PGIM Floating Rate Income Fund S000031692 FRMR3F8RNAI288BVGN56 2020-02-29 2020-02-28 N 582717871.20 47430115.15 535287756.05 0.00000000 0.00000000 1705000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1494150.25000000 USD N EVERGREEN SKILLS LUX SARL 213800Y2WBMGMF48QG13 Evergreen Skills Lux Sarl 000000000 1776309.70000000 PA USD 1379601.13000000 0.257730746576 Long LON CORP LU N 2 2021-04-28 Floating 6.51950000 N N N N N N DIAMOND SPORTS GROUP LLC N/A Diamond Sports Group LLC 25277BAB4 3441375.00000000 PA USD 3402659.53000000 0.635669224924 Long LON CORP US N 2 2026-08-24 Floating 4.87680000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397A45 2000000.00000000 PA USD 1984099.68000000 0.370660389215 Long DBT CORP US N 2 2027-01-09 Fixed 4.27100000 N N N N N MH SUB I LLC N/A MH Sub I LLC 45567YAJ4 2069308.92110000 PA USD 2013265.83000000 0.376109075398 Long LON CORP US N 2 2024-09-15 Floating 5.68480000 N N N N N N SOLENIS INTERNATIONAL LP 549300P0XTH2Z2N7QB86 Solenis International LLC 83420LAN1 1635000.00000000 PA USD 1545075.00000000 0.288643814945 Long LON CORP US N 3 2026-06-26 Floating 10.46050000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 CITGO Petroleum Corp 17302UAM4 997487.44000000 PA USD 992500.00000000 0.185414291431 Long LON CORP US N 3 2024-03-28 Floating 6.94460000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 64072UAE2 982323.23737300 PA USD 966360.48000000 0.180531026364 Long LON CORP US N 2 2025-07-17 Floating 4.14960000 N N N N N N VFH PARENT LLC 549300FRO9M476YHHY64 VFH Parent LLC 91820UAQ3 5674282.70000000 PA USD 5635272.01000000 1.052755634013 Long LON CORP US N 2 2026-03-01 Floating 5.08040000 N N N N N N ALMONDE INC 549300ZB2RO6QC7YTK71 Finastra USA Inc 02034DAF4 3358193.00000000 PA USD 3198678.83000000 0.597562487437 Long LON CORP US N 2 2025-06-13 Floating 9.14850000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS WELF_16-2A-DR 000000000 1.00000000 NC USD 167.68000000 0.000031325207 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 188836.00000000 USD 167.68000000 N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 EG America LLC 000000000 907687.36000000 PA USD 889533.61000000 0.166178583378 Long LON CORP US N 3 2026-04-20 Floating 9.81910000 N N N N N N MISSION BROADCASTING INC N/A Mission Broadcasting Inc 605024AQ1 258748.65043300 PA USD 255837.73000000 0.047794429651 Long LON CORP US N 2 2024-01-17 Floating 4.04540000 N N N N N N ALBAUGH LLC 5493008ZHS8IORT6HC90 Albaugh LLC 01260HAE5 2043506.30720000 PA USD 2015408.10000000 0.376509284440 Long LON CORP US N 2 2024-12-21 Floating 5.43480000 N N N N N N HERITAGE POWER LLC N/A Heritage Power LLC 42727CAC1 1246875.00000000 PA USD 1182972.66000000 0.220997518928 Long LON CORP US N 3 2026-08-02 Floating 7.58110000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 West Corp 68162RAD3 2982062.21500000 PA USD 2323524.47000000 0.434070169500 Long LON CORP US N 2 2024-10-10 Floating 5.32660000 N N N N N N Cathedral Lake LTD N/A Cathedral Lake CLO 2016-4 Ltd 14918KAL1 2000000.00000000 PA USD 1991756.20000000 0.372090745115 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 4.06913000 N N N N N N NEUSTAR INC N/A NeuStar Inc 64127UAX5 2276611.02550000 PA USD 2068870.27000000 0.386496841487 Long LON CORP US N 2 2024-08-08 Floating 5.08040000 N N N N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 Citgo Holding Inc 17304YAD4 3340255.00000000 PA USD 3340255.00000000 0.624011097255 Long LON CORP US N 3 2023-08-01 Floating 8.58110000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS CGMS_16-4A-DR 000000000 1.00000000 NC USD 160.38000000 0.000029961454 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 180613.00000000 USD 160.38000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS CRNPT_18-5A-B 000000000 1.00000000 NC USD 503.81000000 0.000094119470 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 1134777.00000000 USD 503.81000000 N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 TIBCO SOFTWARE INC 000000000 425000.00000000 PA USD 432968.75000000 0.080885233242 Long LON CORP US N 2 2028-02-14 Floating 9.33110000 N N N N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 Citgo Holding Inc 17302WAB4 975000.00000000 PA USD 1013900.45000000 0.189412225207 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 CITGO Petroleum Corp 17302UAJ1 3050620.67910000 PA USD 3042994.13000000 0.568478186845 Long LON CORP US N 3 2021-07-29 Floating 6.27710000 N N N N N N 1232743 BC LTD N/A 1232743 BC Ltd 000000000 650000.00000000 PA USD 603958.55000000 0.112828762319 Long LON CORP CA N 2 2027-02-07 Floating 4.65830000 N N N N N N CUSHMAN & WAKEFIELD N/A Cushman & Wakefield PLC 000000000 4346900.25000000 PA USD 4267208.53000000 0.797180298217 Long LON CORP US N 2 2025-08-21 Floating 4.33110000 N N N N N N GOPHER RESOURCE LLC 549300BTDNOXC3JSII89 Gopher Resource LLC 26828KAB6 500000.00000000 PA USD 483750.00000000 0.090371953128 Long LON CORP US N 3 2025-03-06 Floating 4.83040000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 SS&C Technologies Inc 78466DBE3 411614.92530000 PA USD 403039.75000000 0.075294034926 Long LON CORP US N 2 2025-04-16 Floating 3.33110000 N N N N N N DIGICEL INTL FINANCE LTD N/A Digicel International Finance Ltd 000000000 2491577.88745000 PA USD 2267335.88000000 0.423573275191 Long LON CORP LC N 2 2024-05-27 Floating 5.02710000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 Michaels Stores Inc 594087AU2 1775000.00000000 PA USD 1480430.09000000 0.276567149774 Long DBT CORP US N 2 2027-07-15 Fixed 8.00000000 N N N N N STEPSTONE GROUP LP N/A Stepstone Group LP 000000000 1328843.59577900 PA USD 1318877.27000000 0.246386593956 Long LON CORP US N 3 2025-03-30 Floating 5.94460000 N N N N N N ENVISION HEALTHCARE CORP 549300OL60X0LPKY8N60 Envision Healthcare Corp 29373UAC5 2768259.45000000 PA USD 2205956.75000000 0.412106708040 Long LON CORP US N 2 2025-10-10 Floating 5.58780000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A Diamond Sports Group LLC / Diamond Sports Finance Co 25277LAC0 1525000.00000000 PA USD 1235078.51000000 0.230731694502 Long DBT CORP US N 2 2027-08-15 Fixed 6.62500000 N N N N N TRANSPLACE HOLDINGS INC 549300GKMCDOESYBQQ95 Transplace Holdings Inc 89386EAE6 203982.95000000 PA USD 193783.80000000 0.036201799463 Long LON CORP US N 3 2025-10-09 Floating 10.59790000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD 1097841.84000000 0.205093770143 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2024-05-11 714932.90000000 USD 0.00000000 USD 16255000.00000000 USD 382908.94000000 N N N ASCENT RES 1ST LIEN WT N/A ASCENT RES 1ST LIEN WT 000000000 46500.00000000 NS USD 4.65000000 0.000000868691 Long EC CORP US N 3 N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281AAS8 1500000.00000000 PA USD 949271.13000000 0.177338472489 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N SELECT MEDICAL CORP N/A Select Medical Corp 816194AV6 1225105.34000000 PA USD 1206728.76000000 0.225435524418 Long LON CORP US N 3 2025-03-06 Floating 4.29540000 N N N N N N BOLT INFRASTRUCTURE MERGER S 549300NDNIISP8W25590 TRC Cos Inc 87290DAB3 2339273.43340000 PA USD 2286639.78000000 0.427179541126 Long LON CORP US N 3 2024-06-21 Floating 5.43480000 N N N N N N PGIM Institutional Money Market Fund - D N/A PGIM Institutional Money Market Fund - D 000000000 10282174.65600000 NS USD 10282174.66000000 1.920868643787 Long STIV RF US N 1 N N WIRECO WORLDGROUP INC 5493008NQ1Q5T2GZOJ37 WireCo WorldGroup Inc 000000000 849098.49710000 PA USD 802398.08000000 0.149900323878 Long LON CORP US N 2 2023-09-30 Floating 7.40840000 N N N N N N Sound Point CLO LTD 549300TT7IR66ASPWY89 Sound Point Clo XIV Ltd 83609NAC4 600000.00000000 PA USD 597579.42000000 0.111637042552 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 3.80625000 N N N N N N AUTOKINITON US HOLDINGS N/A Autokiniton US Holdings Inc 05278GAH1 425000.00000000 PA USD 419687.50000000 0.078404091118 Long LON CORP US N 3 2025-05-22 Floating 7.51250000 N N N N N N MOMENTIVE PERFORMANCE 54930021ZH8MCUXACZ50 Momentive Performance Materials USA LLC 60877JAB8 596867.17000000 PA USD 572992.48000000 0.107043823349 Long LON CORP US N 3 2024-05-15 Floating 4.94180000 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 Adtalem Global Education Inc 00737RAC4 1797625.00000000 PA USD 1794254.45000000 0.335194375309 Long LON CORP US N 2 2025-04-13 Floating 4.83130000 N N N N N N ALTA MESA HLDGS/FINANC S N/A Alta Mesa Holdings LP / Alta Mesa Finance Services Corp 021332AF8 6725000.00000000 PA USD 14407.77000000 0.002691593416 Long DBT CORP US Y 2 2024-12-15 Fixed 7.87500000 Y N N N N N PRESIDIO HOLDING INC N/A Presidio Holdings Inc 000000000 700000.00000000 PA USD 689500.00000000 0.128809223115 Long LON CORP US N 3 2026-12-19 Floating 5.15830000 N N N N N N AMNEAL PHARMACEUTICALS LLC 54930037VIXE7LRZ1M66 Amneal Pharmaceuticals LLC 03167DAH7 3545281.82100000 PA USD 3170074.01000000 0.592218666347 Long LON CORP US N 2 2025-05-04 Floating 5.23090000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing Inc 02406PAR1 450000.00000000 PA USD 436077.51000000 0.081465997507 Long DBT CORP US N 2 2025-04-01 Fixed 6.25000000 N N N N N VT TOPCO INC 5493007T812R37X02Y38 VT Topco Inc 39355YAC8 655909.98880000 PA USD 648257.49000000 0.121104486824 Long LON CORP US N 3 2025-08-10 Floating 5.46310000 N N N N N N LOWER CADENCE HOLDINGS L 549300GMUP7Q51T05S83 Lower Cadence Holdings LLC 54805BAB5 1100000.00000000 PA USD 1018875.00000000 0.190341547790 Long LON CORP US N 2 2026-05-22 Floating 5.67930000 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 Academy Ltd 00400YAH4 2515365.97569200 PA USD 2009148.57000000 0.375339907795 Long LON CORP US N 2 2022-07-02 Floating 5.90030000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 Starwood Property Trust Inc 85570DAD4 947625.00000000 PA USD 947032.73000000 0.176920304882 Long LON CORP US N 2 2026-07-26 Floating 4.29540000 N N N N N N SECURUS TECHNOLOGIES HLDS 549300EBCNNXVCJ2FW66 Securus Technologies Holdings LLC 78410QAE2 750000.00000000 PA USD 344375.25000000 0.064334602483 Long LON CORP US N 2 2025-11-01 Floating 10.00110000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 Trident TPI Holdings Inc 00216EAB5 718291.28000000 PA USD 689559.63000000 0.128820362918 Long LON CORP US N 2 2024-10-05 Floating 5.06910000 N N N N N N CEC ENTERTAINMENT INC 549300MWTY75LB8TRO50 CEC Entertainment Inc 12513VAF3 1346625.00000000 PA USD 1276768.83000000 0.238520088600 Long LON CORP US N 2 2026-08-30 Floating 8.08110000 N N N N N N REGIONALCARE HOSPITAL PRTNRS 549300G8ZVHRTBBBSZ90 LifePoint Health Inc 000000000 3857790.04390000 PA USD 3836892.40000000 0.716790615259 Long LON CORP US N 2 2025-11-16 Floating 5.37680000 N N N N N N STS OPERATING INC 549300HW5C2VGPZCHL57 STS Operating Inc 12508KAD9 1483066.54000000 PA USD 1445989.88000000 0.270133187926 Long LON CORP US N 2 2024-12-11 Floating 6.13740000 N N N N N N ISTAR FINANCIAL INC QFFLKWYYS3UPWD86E794 iStar Inc 46521HAB1 1619143.74678300 PA USD 1607000.17000000 0.300212390781 Long LON CORP US N 3 2023-06-28 Floating 4.69460000 N N N N N N VS BUYER LLC N/A VS Buyer LLC 000000000 1300000.00000000 PA USD 1290250.00000000 0.241038578861 Long LON CORP US N 3 2027-02-19 Floating 4.83110000 N N N N N N EIG MANAGEMENT CO LLC 5493007EDFEL0IR8BD89 EIG Management Co LLC 26858HAB6 712312.50000000 PA USD 710531.72000000 0.132738272446 Long LON CORP US N 2 2025-02-24 Floating 5.42930000 N N N N N N SAVAGE ENTERPRISES LLC N/A Savage Enterprises LLC 80465JAB4 1583313.62000000 PA USD 1596838.28000000 0.298313993165 Long LON CORP US N 2 2025-08-01 Floating 5.73090000 N N N N N N Atlas Senior Loan Fund LTD N/A Atlas Senior Loan Fund XV Ltd 04942MAE4 5000000.00000000 PA USD 4975413.50000000 0.929483897915 Long ABS-CBDO CORP KY N 2 2032-10-23 Floating 4.16870000 N N N N N N COLOUROZ INVESTMENT 2 LLC 549300Q6D2JN1G0T8E41 ColourOZ Investment 2 LLC 000000000 117827.61000000 PA USD 73053.12000000 0.013647448344 Long LON CORP US N 3 2022-09-07 Floating 9.00110000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 Adient US LLC 00687MAB7 1565878.13000000 PA USD 1541085.58000000 0.287898529824 Long LON CORP US N 2 2024-05-06 Floating 5.98410000 N N N N N N CSM BAKERY SOLUTIONS LLC 5493001EXHLY7Q2ERI31 CSM Bakery Solutions LLC 60001PAB3 2811338.83000000 PA USD 2711184.88000000 0.506491106765 Long LON CORP US N 2 2020-07-03 Floating 5.87390000 N N N N N N MILK SPECIALTIES CO 5493000QDYDYJEI8F305 Milk Specialties Co 00214VAD5 2685177.50040000 PA USD 2524066.85000000 0.471534575837 Long LON CORP US N 2 2023-08-16 Floating 5.69180000 N N N N N N WIDEOPENWEST FINANCE LLC 54930045JY28O5B5WE54 WideOpenWest Finance LLC 96758DBA0 1998699.31061200 PA USD 1928744.83000000 0.360319250384 Long LON CORP US N 2 2023-08-19 Floating 5.06910000 N N N N N N HARBOURVEST PARTNERS LP 54930029KR62LTFQ8M21 HarbourVest Partners LP 41165QAG2 1443973.38868800 PA USD 1435851.04000000 0.268239096405 Long LON CORP US N 2 2025-03-01 Floating 3.83040000 N N N N N N HYSTER-YALE GROUP INC 549300YQQLNL8QCBYH04 Hyster-Yale Group Inc 000000000 825943.03407000 PA USD 821125.31000000 0.153398858972 Long LON CORP US N 2 2023-05-30 Floating 5.58040000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing Inc 02406MAP2 1993729.96000000 PA USD 1943886.71000000 0.363147986859 Long LON CORP US N 2 2024-04-06 Floating 4.12230000 N N N N N N SOUTHCROSS ENERGY PARTNE 549300WNMFRZ945UFD66 Southcross Energy Partners LP 84130DAD0 1955661.92000000 PA USD 19556.62000000 0.003653477924 Long LON CORP US N 2 2021-08-04 Floating 5.98740000 N N N N N N US ANESTHESIA PARTNERS 549300J001GMNRO7SQ51 US Anesthesia Partners Inc 90350HAF6 921856.27000000 PA USD 883829.70000000 0.165113005109 Long LON CORP US N 2 2024-06-23 Floating 4.75110000 N N N N N N ROCKWOOD SERVICE CORP 549300PFYAJBMVGJ7074 Rockwood Service Corp 77447JAE7 775000.00000000 PA USD 775968.75000000 0.144962917838 Long LON CORP US N 3 2026-12-20 Floating 5.87890000 N N N N N N PLAYTIKA HOLDING CORP N/A Playtika Holding Corp 72814CAE8 3200000.00000000 PA USD 3196000.00000000 0.597062040720 Long LON CORP US N 2 2024-12-10 Floating 7.65790000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BT7 2450000.00000000 PA USD 2417814.03000000 0.451684912025 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N H-FOOD HOLDINGS LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC 40422KAB7 1216250.00000000 PA USD 1174694.39000000 0.219451010549 Long LON CORP US N 2 2025-05-31 Floating 5.26790000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corp 20854PAL3 1150000.00000000 PA USD 1053436.60000000 0.196798187160 Long DBT CORP US N 2 2022-04-15 Fixed 5.87500000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 Acrisure LLC 00488PAL9 1675000.00000000 PA USD 1650397.60000000 0.308319699329 Long LON CORP US N 2 2027-01-31 Floating 5.12680000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS LCM_25A-E 000000000 1.00000000 NC USD 6.91000000 0.000001290894 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 62172.00000000 USD 6.91000000 N N N SOLENIS INTERNATIONAL LP 549300P0XTH2Z2N7QB86 Solenis International LLC 83420LAK7 3022130.01664800 PA USD 2959169.98000000 0.552818544148 Long LON CORP US N 3 2025-06-26 Floating 5.96050000 N N N N N N SOUTHCROSS ENERGY PARTNE 549300WNMFRZ945UFD66 Southcross Energy Partners LP 000000000 83564.79000000 PA USD 41782.40000000 0.007805596060 Long LON CORP US N 3 2019-10-01 Floating 12.18450000 N N N N N N PEAK 10 HOLDING CORP 549300M6D163XS0DO113 Flexential Intermediate Corp 70469CAC4 3346545.63831000 PA USD 2807751.79000000 0.524531293358 Long LON CORP US N 2 2024-08-01 Floating 5.25110000 N N N N N N AUTOKINITON US HOLDINGS N/A Autokiniton US Holdings Inc 05278GAB4 398987.34000000 PA USD 396992.40000000 0.074164296775 Long LON CORP US N 3 2025-05-22 Floating 5.67930000 N N N N N N ARBOR PHARMACEUTICALS 549300KF2BE7P33CQW43 Arbor Pharmaceuticals LLC 03879RAB8 2157029.60590000 PA USD 1908971.20000000 0.356625231648 Long LON CORP US N 2 2023-07-05 Floating 6.87230000 N N N N N N GENTIVA HEALTH SERVICES 549300STP29LPEN7S547 Gentiva Health Services Inc 37249UAU0 3019733.94000000 PA USD 2989536.60000000 0.558491496622 Long LON CORP US N 3 2025-07-02 Floating 4.87680000 N N N N N N CROSBY US ACQUISITION CORP 549300V5HSWHDNVOWE35 Crosby US Acquisition Corp 22739PAH9 942251.25000000 PA USD 928117.48000000 0.173386644755 Long LON CORP US N 2 2026-06-27 Floating 6.69460000 N N N N N N VERIFONE SYSTEMS INC N/A VeriFone Systems Inc 92346NAB5 4359663.88000000 PA USD 4207075.64000000 0.785946547898 Long LON CORP US N 2 2025-08-20 Floating 5.71310000 N N N N N N INFORMATICA CORP 5493007SV33RZV7RPS40 INFORMATICA LLC 000000000 2800000.00000000 PA USD 2737000.00000000 0.511313768915 Long LON CORP US N 2 2027-02-14 Floating 4.83110000 N N N N N N MCAFEE LLC 549300713UKUTLV9T378 McAfee LLC 57906PAF6 2897727.27000000 PA USD 2901349.43000000 0.542016774568 Long LON CORP US N 2 2025-09-28 Floating 10.44460000 N N N N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 Avaya Holdings Corp 05351X101 32696.00000000 NS USD 423740.16000000 0.079161190445 Long EC CORP US N 1 N N N ADVANTAGE SALES & MARKETING 549300T4O24KQDED1182 Advantage Sales & Marketing Inc 00769EAW0 188745.39020000 PA USD 181667.44000000 0.033938276739 Long LON CORP US N 2 2021-07-25 Floating 5.00110000 N N N N N N BCP RENAISSANCE PARENT 549300GVXMQFQZDSJR97 BCP Renaissance Parent LLC 05549PAB7 1222249.05231800 PA USD 1008355.47000000 0.188376337512 Long LON CORP US N 2 2024-11-01 Floating 5.25110000 N N N N N N FRONT RANGE BIDCO INC N/A FRONT RANGE BIDCO INC 98919XAB7 1350000.00000000 PA USD 1317374.55000000 0.246105862708 Long LON CORP US N 2 2027-02-21 Floating 4.58110000 N N N N N N CONNECT FINCO SARL N/A Connect Finco SARL 000000000 1800000.00000000 PA USD 1785375.00000000 0.333535557243 Long LON CORP LU N 2 2026-12-12 Floating 6.15010000 N N N N N N BRIGHT BIDCO BV 549300IL6Q1JWU688H15 Bright Bidco BV 000000000 1093482.94360000 PA USD 519404.40000000 0.097032744375 Long LON CORP NL N 2 2024-06-30 Floating 5.08040000 N N N N N N INTL TEXTILE GRP INC M4ZRS7E9USM0DKM0N876 Elevate Textiles Inc 46049BAB7 1429559.30001000 PA USD 1115056.25000000 0.208309687153 Long LON CORP US N 2 2024-05-01 Floating 6.75110000 N N N N N N FERL PRT LP/FERL PRT FIN N/A Ferrellgas Partners LP / Ferrellgas Partners Finance Corp 315295AE5 63000.00000000 PA USD 24720.24000000 0.004618121696 Long DBT CORP US N 2 2020-06-15 Fixed 8.62500000 N N N N N N LIGHTSTONE HOLDCO LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC 53226GAG6 4030936.20100000 PA USD 3552262.53000000 0.663617370255 Long LON CORP US N 2 2024-01-30 Floating 5.48090000 N N N N N N DIGICEL LTD N/A Digicel Ltd 25380QAG4 1375000.00000000 PA USD 1092904.42000000 0.204171384016 Long DBT CORP JM Y 2 2021-04-15 Fixed 6.00000000 N N N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 TIBCO Software Inc 88632NAK6 1960468.33000000 PA USD 1950665.99000000 0.364414460811 Long LON CORP US N 3 2026-07-03 Floating 5.58110000 N N N N N N ASP MCS ACQUISITION CORP 5493003IWBIRKFMC0Z13 ASP MCS Acquisition Corp 000000000 1243125.00000000 PA USD 571837.50000000 0.106828055291 Long LON CORP US N 2 2024-05-18 Floating 6.44460000 N N N N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 Vector Group Ltd 92240MBF4 700000.00000000 PA USD 676901.04000000 0.126455543275 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N DELEK US HOLDINGS INC 5493003O53JMENV1N385 Delek US Holdings Inc 24664GAD3 1000000.00000000 PA USD 986875.00000000 0.184363454767 Long LON CORP US N 2 2025-03-30 Floating 4.04540000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD -1267081.25000000 -0.23671029940 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2025-05-11 0.00000000 USD -734808.01000000 USD -15120000.00000000 USD -532273.24000000 N N N NO AMERICAN LIFTING HOLD 5493008KV4SRQC7D1587 North American Lifting Holdings Inc 87259BAG5 6532088.55290000 PA USD 5682917.04000000 1.061656459683 Long LON CORP US N 3 2020-11-27 Floating 6.08040000 N N N N N N FERL PRT LP/FERL PRT FIN N/A Ferrellgas Partners LP / Ferrellgas Partners Finance Corp 315295AG0 925000.00000000 PA USD 396030.62000000 0.073984621453 Long DBT CORP US Y 2 2020-06-15 Fixed 8.62500000 N N N N N N RECESS HOLDINGS INC N/A Recess Holdings Inc 72811HAC4 1616395.63000000 PA USD 1596190.68000000 0.298193011508 Long LON CORP US N 2 2024-09-29 Floating 5.65030000 N N N N N N AT HOME HOLDING III INC N/A At Home Holding III Inc 04649QAB7 3339482.36000000 PA USD 2704980.71000000 0.505332072222 Long LON CORP US N 3 2022-06-03 Floating 5.08040000 N N N N N N ALBEA BEAUTY HOLDINGS SA 2221000LVW3T1WSQUG17 ALBEA BEAUTY HOLDINGS SA 000000000 750000.00000000 PA USD 742031.25000000 0.138622869963 Long LON CORP FR N 2 2024-04-12 Floating 4.92780000 N N N N N N REVLON CONSUMER PRODUCTS CO 2MKZBE7NMX7EJWQLHS95 Revlon Consumer Products Corp 761520AY1 1114693.00163800 PA USD 766351.44000000 0.143166256156 Long LON CORP US N 2 2023-09-07 Floating 5.08110000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 MEG Energy Corp 552704AE8 1725000.00000000 PA USD 1627392.91000000 0.304022068804 Long DBT CORP CA N 2 2027-02-01 Fixed 7.12500000 N N N N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 TIBCO SOFTWARE INC 000000000 350000.00000000 PA USD 351312.50000000 0.065630587666 Long LON CORP US N 2 2026-07-03 Floating 5.33110000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS STCR_15-1A-CR 000000000 1.00000000 NC USD 159.94000000 0.000029879256 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 360243.00000000 USD 159.94000000 N N N CD&R HYDRA BUYER INC N/A CD&R Hydra Buyer Inc 12508KAF4 300000.00000000 PA USD 285000.00000000 0.053242390990 Long LON CORP US N 2 2026-04-30 Floating 9.75110000 N N N N N N QUEST SOFTWARE US HOLDINGS 54930052G52L5K3UK623 Quest Software US Holdings Inc 74834YAH5 2993431.14000000 PA USD 2937304.31000000 0.548733700108 Long LON CORP US N 2 2025-05-18 Floating 5.94460000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS VENTR_16-25A-E 000000000 1.00000000 NC USD 50.50000000 0.000009434178 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 56869.00000000 USD 50.50000000 N N N ACPRODUCTS INC N/A ACPRODUCTS INC 000000000 900000.00000000 PA USD 915750.00000000 0.171076208945 Long LON CORP US N 2 2025-08-14 Floating 8.08110000 N N N N N N LIQUIDNET HOLDINGS INC N/A Liquidnet Holdings Inc 000000000 1381488.31260000 PA USD 1346951.10000000 0.251631217933 Long LON CORP US N 3 2024-07-13 Floating 6.08130000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 Nexstar Broadcasting Inc 65336RAU2 1156413.99000000 PA USD 1143404.33000000 0.213605545256 Long LON CORP US N 2 2024-01-17 Floating 4.04540000 N N N N N N GLOBAL TEL*LINK CORP 549300YI0BNF11FDQE44 Global Tel*Link Corp 37959JAE1 825000.00000000 PA USD 708468.75000000 0.132352877866 Long LON CORP US N 2 2026-11-29 Floating 9.83040000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS CGMS_13-2A-CR 000000000 1.00000000 NC USD 851.25000000 0.000159026615 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 1917295.00000000 USD 851.25000000 N N N PRO MACH GROUP INC 5493008SZGSVUCSNB151 Pro Mach Group Inc 69345TAB1 4163963.88000000 PA USD 3945355.78000000 0.737053245737 Long LON CORP US N 2 2025-03-07 Floating 4.33040000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 CenturyLink Inc 000000000 3150000.00000000 PA USD 3064688.55000000 0.572531038747 Long LON CORP US N 2 2027-03-15 Floating 3.83110000 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 Kontoor Brands Inc 50048PAD5 650416.66330000 PA USD 647164.58000000 0.120900314398 Long LON CORP US N 3 2026-05-17 Floating 5.94180000 N N N N N N UNIVERSITY SUPPORT SERVICES N/A University Support Services LLC 91507EAF3 3768189.21000000 PA USD 3749348.26000000 0.700436021116 Long LON CORP US N 3 2025-07-17 Floating 5.31910000 N N N N N N FASTBALL MERGERSUB LLC N/A Fastball Mergersub LLC 000000000 825000.00000000 PA USD 820875.00000000 0.153352097207 Long LON CORP US N 3 2027-01-24 Floating 5.08110000 N N N N N N DEALER TIRE LLC 549300XTS06OMOCRSE50 Dealer Tire LLC 000000000 500000.00000000 PA USD 495000.00000000 0.092473626457 Long LON CORP US N 3 2027-02-05 Floating 5.83110000 N N N N N N ENGINEERED MACHINERY HOL 5493008AR0NPSLW8EW07 Engineered Machinery Holdings Inc 26658NAC3 2174329.70120900 PA USD 2119971.46000000 0.396043331094 Long LON CORP US N 2 2024-07-19 Floating 4.62890000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 64072UAH5 2739768.89000000 PA USD 2705453.28000000 0.505420355579 Long LON CORP US N 2 2026-01-15 Floating 4.08610000 N N N N N N MALLINCKRODT INTERNATIONAL 549300MQQ92LN1A0B514 Mallinckrodt International Finance SA 000000000 3301579.43959300 PA USD 2943358.07000000 0.549864635746 Long LON CORP LU N 2 2024-09-24 Floating 4.33040000 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 Finastra USA Inc 02034DAC1 3667212.61000000 PA USD 3479267.96000000 0.649980859953 Long LON CORP US N 2 2024-06-13 Floating 5.39850000 N N N N N N SOTERA HEALTH HOLDINGS LLC 549300OVT7MBXFLOFU20 Sotera Health Holdings LLC 000000000 1524095.06030000 PA USD 1512664.35000000 0.282589006175 Long LON CORP US N 2 2026-12-13 Floating 6.15850000 N N N N N N DIGICEL LTD N/A Digicel Ltd 25380QAH2 2000000.00000000 PA USD 1287363.10000000 0.240499261462 Long DBT CORP JM Y 2 2023-03-01 Fixed 6.75000000 N N N N N N FORM TECHNOLOGIES LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC 26779UAG2 2781305.80110000 PA USD 2621380.72000000 0.489714306066 Long LON CORP US N 2 2022-01-28 Floating 5.15840000 N N N N N N ARCONIC ROLLED PRODUCTS 549300B4YFWH3U74B152 Arconic Rolled Products Corp 000000000 800000.00000000 PA USD 796000.00000000 0.148705063959 Long LON CORP US N 2 2027-02-04 Floating 4.37680000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS OZLM_15-14A-DR 000000000 1.00000000 NC USD 344.91000000 0.000064434502 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 388427.00000000 USD 344.91000000 N N N NCI BUILDING SYSTEMS INC 549300IW41QEWQ6T0H29 Cornerstone Building Brands Inc 72431HAB6 2442024.67295300 PA USD 2362658.87000000 0.441381078363 Long LON CORP US N 3 2025-04-12 Floating 5.58780000 N N N N N N DESG HOLDINGS INC N/A DESG HOLDINGS INC 000000000 19597.32000000 NS USD 13972.89000000 0.002610351132 Long EC CORP US N 2 N N N ASCEND PERFORMANCE MATER 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC 04350TAB0 897750.00000000 PA USD 891016.88000000 0.166455681066 Long LON CORP US N 3 2026-08-27 Floating 6.83040000 N N N N N N PRAIRIE ECI ACQUIROR LP 549300EXIECHUG4F3335 Prairie ECI Acquiror LP 73955HAB0 3265891.83000000 PA USD 3124370.94000000 0.583680628724 Long LON CORP US N 2 2026-03-11 Floating 6.63740000 N N N N N N VENATOR FINANCE SARL 2221000BJZTBBAJL7429 Venator Finance Sarl 92260UAB1 1828101.37649900 PA USD 1782398.84000000 0.332979564702 Long LON CORP LU N 3 2024-08-08 Floating 4.73090000 N N N N N N EMBARQ CORP N/A Embarq Corp 29078EAA3 3600000.00000000 PA USD 3835669.03000000 0.716562070895 Long DBT CORP US N 2 2036-06-01 Fixed 7.99500000 N N N N N N TRUCK HERO INC 54930007KT5CX7XNSD31 Truck Hero Inc 89778PAB3 2056736.84400000 PA USD 2020743.95000000 0.377506103429 Long LON CORP US N 2 2024-04-21 Floating 5.39660000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD -203459.08000000 -0.03800929083 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2040-05-11 0.00000000 USD -96341.87000000 USD -725000.00000000 USD -107117.21000000 N N N CASTLE US HOLDING CORP N/A Castle US Holding Corp 000000000 3000000.00000000 PA USD 2908125.00000000 0.543282555435 Long LON CORP US N 2 2027-01-31 Floating 5.33110000 N N N N N N ENDO INTERNATIONAL PLC 5493007TBMWZWGZIB256 Endo International PLC 29273G9B1 2457256.29274700 PA USD 2350776.01000000 0.439161177036 Long LON CORP IE N 2 2024-04-27 Floating 6.02450000 N N N N N N XPLORNET COMMUNICATIONS 2138007ZVGYYNWEGU394 Xplornet Communications Inc 000000000 3690416.11760000 PA USD 3662738.00000000 0.684255890145 Long LON CORP CA N 3 2021-09-09 Floating 5.93480000 N N N N N N TRUGREEN LP 549300QNRP2MNHR3QM19 TruGreen LP 89787RAG7 1166187.50000000 PA USD 1163272.03000000 0.217317137717 Long LON CORP US N 3 2026-03-19 Floating 5.67780000 N N N N N N ROUGH COUNTRY LLC 549300ULXHJ9CR0QDU59 Rough Country LLC 000000000 1754521.43000000 PA USD 1728203.61000000 0.322855060753 Long LON CORP US N 3 2023-05-25 Floating 5.33040000 N N N N N N AIR METHODS CORP 54930081QGNZXVDOZF63 Air Methods Corp 00912YAL6 704042.35240000 PA USD 578194.78000000 0.108015693141 Long LON CORP US N 2 2024-04-21 Floating 5.29540000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505FQ2 1105000.00000000 PA USD 1068598.44000000 0.199630652471 Long DBT CORP US N 2 N/A Fixed 4.30000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 163851AE8 1000000.00000000 PA USD 858721.90000000 0.160422481234 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS VOYA_14-2A-DR 000000000 1.00000000 NC USD 281.10000000 0.000052513810 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 316571.00000000 USD 281.10000000 N N N BW NHHC HOLDCO INC 549300Y5ZHAEE7MHCH51 BW NHHC Holdco Inc 05606CAE0 1971860.83707800 PA USD 1676081.71000000 0.313117886791 Long LON CORP US N 2 2025-05-15 Floating 6.69180000 N N N N N N PowerTeam Services LLC 549300J2G34D0WX8Z443 PowerTeam Servic 03/06/25 73937UAF5 1423797.27000000 PA USD 1359726.39000000 0.254017838934 Long LON CORP US N 3 2025-03-06 Floating 4.83040000 N N N N N N INFORMATICA CORP 5493007SV33RZV7RPS40 INFORMATICA LLC 000000000 400000.00000000 PA USD 391000.00000000 0.073044824130 Long LON CORP US N 2 2025-02-14 Fixed 7.12500000 N N N N N N CALCEUS ACQUISITION INC 549300DNELMHPGI73N31 Calceus Acquisition Inc 12868TAF9 1989434.71000000 PA USD 1969540.36000000 0.367940483924 Long LON CORP US N 2 2025-02-12 Floating 7.15010000 N N N N N N PLASTIPAK HOLDINGS INC N/A PLASTIPAK HOLDINGS INC 72761JAD8 500000.00000000 PA USD 490833.50000000 0.091695260063 Long LON CORP US N 2 2024-10-14 Floating 4.24100000 N N N N N N SUPERIOR INDUSTRIES INTE 54930065O5ZIQD1F8U04 Superior Industries International Inc 86816XAG5 1616935.17097900 PA USD 1572469.45000000 0.293761520271 Long LON CORP US N 3 2024-05-23 Floating 5.94460000 N N N N N N DYNCORP INTERNTL INC 549300SUPXO1WGG7V096 DynCorp International Inc 26816DAL4 1777500.00000000 PA USD 1741950.00000000 0.325423098195 Long LON CORP US N 2 2025-08-16 Floating 7.65830000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD 267823.27000000 0.050033513184 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2024-05-11 96570.93000000 USD 0.00000000 USD 4890000.00000000 USD 171252.34000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS ICG_14-1A-DR 000000000 1.00000000 NC USD 200.25000000 0.000037409785 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 225508.00000000 USD 200.25000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS VENTR_17-26A-E 000000000 1.00000000 NC USD 100.22000000 0.000018722640 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 112863.00000000 USD 100.22000000 N N N TRAVELPORT FINANCE LUXEM 2221005SGFWYZHL40F77 Travelport Finance Luxembourg Sarl 000000000 3366562.50000000 PA USD 2575420.31000000 0.481128193367 Long LON CORP LU N 2 2026-05-30 Floating 6.58040000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 Bombardier Inc 097751BR1 450000.00000000 PA USD 455990.08000000 0.085185972375 Long DBT CORP CA N 2 2024-12-01 Fixed 7.50000000 N N N N N N PSC INDUSTRIAL OUTSOURCI N/A PSC Industrial Outsourcing LP 69361CAJ0 2435956.11430000 PA USD 2417686.44000000 0.451661076248 Long LON CORP US N 2 2024-10-05 Floating 5.50110000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 Range Resources Corp 75281ABA6 675000.00000000 PA USD 489273.76000000 0.091403876600 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N CONVERGEONE HOLDINGS INC N/A ConvergeOne Holdings Inc 21249DAB4 1488750.00000000 PA USD 1373371.88000000 0.256567026702 Long LON CORP US N 2 2026-01-04 Floating 6.87390000 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 EG America LLC 000000000 1533737.73710000 PA USD 1489642.78000000 0.278288222206 Long LON CORP US N 2 2025-02-05 Floating 5.81910000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS GUGG4_16-1A-DR 000000000 1.00000000 NC USD 106.04000000 0.000019809905 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 119414.00000000 USD 106.04000000 N N N MCAFEE LLC 549300713UKUTLV9T378 McAfee LLC 57906PAG4 4416570.50340000 PA USD 4385287.93000000 0.819239349384 Long LON CORP US N 2 2024-09-29 Floating 5.50110000 N N N N N N CONSOLIDATED COMMUNICATIONS 549300WW675Y48HDVX34 Consolidated Communications Inc 20903EAX3 1944869.75100000 PA USD 1841548.55000000 0.344029641848 Long LON CORP US N 2 2023-10-05 Floating 4.87390000 N N N N N N DXP ENTERPRISES INC N/A DXP Enterprises Inc/TX 000000000 958687.50000000 PA USD 952695.70000000 0.177978234927 Long LON CORP US N 3 2023-08-29 Floating 7.08040000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 Boxer Parent Co Inc 05988HAB3 4773009.44000000 PA USD 4583578.24000000 0.856283034348 Long LON CORP US N 2 2025-10-02 Floating 6.15030000 N N N N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 United Natural Foods Inc 91116KAB1 3020996.22000000 PA USD 2567846.79000000 0.479713343146 Long LON CORP US N 2 2025-10-22 Floating 6.05090000 N N N N N N SURGERY CENTER HOLDINGS INC 54930054EVI5HWPPW113 Surgery Center Holdings Inc 86880NAU7 862639.36110000 PA USD 832446.98000000 0.155513921361 Long LON CORP US N 2 2024-08-31 Floating 4.83040000 N N N N N N STANDARD AERO LTD 549300WM2IKMXZ5LGL49 Standard Aero Ltd 000000000 1296564.89000000 PA USD 1267392.18000000 0.236768385914 Long LON CORP US N 2 2026-04-08 Floating 5.08110000 N N N N N N ASHTON WOODS USA/FINANCE N/A Ashton Woods USA LLC / Ashton Woods Finance Co 045086AH8 2230000.00000000 PA USD 2568469.69000000 0.479829710463 Long DBT CORP US N 2 2027-04-01 Fixed 9.87500000 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 MLN US Holdco LLC 55292HAB9 2351870.29358400 PA USD 2222517.43000000 0.415200498214 Long LON CORP US N 2 2025-11-30 Floating 6.08040000 N N N N N N ZELIS PAYMENTS BUYER INC N/A Zelis Payments Buyer Inc 98932TAC7 1600000.00000000 PA USD 1585000.00000000 0.296102420069 Long LON CORP US N 2 2026-09-30 Floating 6.33110000 N N N N N N ACCELERATED HEALTH SYSTE 549300FAKU4HJQC25564 Accelerated Health Systems LLC 04747LAJ2 907498.11000000 PA USD 900691.87000000 0.168263118261 Long LON CORP US N 3 2025-11-01 Floating 5.25110000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS GALXY_18-28A-E 000000000 1.00000000 NC USD 39.69000000 0.000007414703 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 44693.00000000 USD 39.69000000 N N N SEATTLE SPINCO INC 213800AAQDP1DDU8BK05 Seattle SpinCo Inc 81271EAB7 1543201.61000000 PA USD 1471828.54000000 0.274960247710 Long LON CORP US N 2 2024-06-21 Floating 4.43480000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 MPH Acquisition Holdings LLC 55328HAE1 1531297.07000000 PA USD 1468513.89000000 0.274341020021 Long LON CORP US N 2 2023-06-07 Floating 4.64360000 N N N N N N ASCENT RES 2ND LIEN A WT N/A ASCENT RES 2ND LIEN A WT 000000000 18026.00000000 NS USD 1.80000000 0.000000336267 Long EC CORP US N 3 N N N AMC ENTERTAINMENT HOLDIN 549300ZO77UNR6NRBR11 AMC Entertainment Holdings Inc 00165CAB0 3000000.00000000 PA USD 2394955.02000000 0.447414496769 Long DBT CORP US N 2 2026-11-15 Fixed 5.87500000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS SARAT_13-1A-BR2 000000000 1.00000000 NC USD 440.84000000 0.000082355704 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 992930.00000000 USD 440.84000000 N N N POLARIS INTERMEDIATE N/A Polaris Intermediate Corp 73107GAA1 2200000.00000000 PA USD 1870028.89000000 0.349350208157 Long DBT CORP US N 2 2022-12-01 Fixed 8.50000000 N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 16384YAF4 2303432.30000000 PA USD 2199777.85000000 0.410952394322 Long LON CORP US N 3 2025-04-03 Floating 3.62390000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD 111180.97000000 0.020770318159 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2021-05-11 62520.00000000 USD 0.00000000 USD 4800000.00000000 USD 48660.97000000 N N N Anchorage Credit Opportunities 549300QYWD7GXVL7MN11 N/A 03330FAA9 5000000.00000000 PA USD 4993523.00000000 0.932867031528 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 3.68700000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 Antero Resources Corp 03674XAF3 1000000.00000000 PA USD 542835.56000000 0.101410046066 Long DBT CORP US N 2 2023-06-01 Fixed 5.62500000 N N N N N N SOUTHCROSS ENERGY PARTNE 549300WNMFRZ945UFD66 Southcross Energy Partners LP 000000000 232182.24000000 PA USD 116091.12000000 0.021687609830 Long LON CORP US N 3 2019-10-01 Floating 12.18450000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 89364MBR4 725000.00000000 PA USD 708687.50000000 0.132393743736 Long LON CORP US N 2 2025-12-09 Floating 3.83110000 N N N N N N BASS PRO GROUP LLC N/A Bass Pro Group LLC 07014QAK7 5241132.90760000 PA USD 5031487.59000000 0.939959401860 Long LON CORP US N 2 2024-09-25 Floating 6.77710000 N N N N N N SCS HOLDINGS I INC N/A SCS Holdings I Inc 38742EAD4 2502425.00000000 PA USD 2483656.81000000 0.463985357768 Long LON CORP US N 2 2026-07-01 Floating 5.08110000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 Asurion LLC 04649VAU4 1325000.00000000 PA USD 1321687.50000000 0.246911588218 Long LON CORP US N 3 2025-08-04 Floating 8.34790000 N N N N N N NO AMERICAN LIFTING HOLD 5493008KV4SRQC7D1587 North American Lifting Holdings Inc 87259BAK6 900000.00000000 PA USD 522000.00000000 0.097517642445 Long LON CORP US N 2 2021-11-27 Floating 10.58040000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 Avaya Inc 05349UBC5 3061610.67490000 PA USD 2923838.19000000 0.546218021420 Long LON CORP US N 2 2024-12-15 Floating 6.15800000 N N N N N N DAIRYLAND USA CORP N/A Dairyland USA Corp 000000000 1681209.92000000 PA USD 1668600.85000000 0.311720346886 Long LON CORP US N 3 2022-06-22 Floating 7.68480000 N N N N N N CTOS LLC 549300H540D09KIEYR87 CTOS LLC 90320EAE3 643595.29610000 PA USD 641181.81000000 0.119782640785 Long LON CORP US N 2 2025-04-18 Floating 5.83110000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 Nexstar Broadcasting Inc 65336RAW8 2194500.00000000 PA USD 2178041.25000000 0.406891662546 Long LON CORP US N 2 2026-09-19 Floating 4.38940000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS VIBR_18-8A-B1 000000000 1.00000000 NC USD 158.19000000 0.000029552329 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 356297.00000000 USD 158.19000000 N N N FINANCIAL & RISK US HOLD 549300NF240HXJO7N016 Refinitiv US Holdings Inc 31740MAC5 4850537.87430000 PA USD 4835379.94000000 0.903323471413 Long LON CORP US N 2 2025-10-01 Floating 4.87890000 N N N N N N IXS HOLDINGS INC N/A IXS Holdings Inc 000000000 300000.00000000 PA USD 297000.00000000 0.055484175874 Long LON CORP US N 3 2027-02-27 Floating 6.65280000 N N N N N N Trinitas CLO Ltd 635400UFTIJ9NEWTCB16 TRINITAS CLO IV LTD 89640XBJ4 2500000.00000000 PA USD 2488479.50000000 0.464886310563 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 3.41913000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 Quikrete Holdings Inc 000000000 450000.00000000 PA USD 442125.00000000 0.082595761812 Long LON CORP US N 3 2027-01-29 Floating 4.08110000 N N N N N N INMAR INC 549300N1ML5MXXFIDZ25 Inmar Inc 45763FAN8 992366.41070000 PA USD 953912.21000000 0.178205497738 Long LON CORP US N 2 2024-05-01 Floating 5.75110000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings SA 45824TAP0 2975000.00000000 PA USD 2561451.47000000 0.478518598837 Long DBT CORP LU N 2 2023-08-01 Fixed 5.50000000 N N N N N N SHEARER'S FOODS LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC 82087UAH0 1430165.24000000 PA USD 1421672.92000000 0.265590405147 Long LON CORP US N 2 2022-03-02 Floating 5.83110000 N N N N N N AERIAL MERGER SUB INC N/A NeuStar Inc 64127UAR8 549847.36000000 PA USD 420633.23000000 0.078580768053 Long LON CORP US N 2 2025-08-08 Floating 9.73090000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 SS&C Technologies Inc 78466DBD5 576839.83410000 PA USD 565844.11000000 0.105708397699 Long LON CORP US N 2 2025-04-16 Floating 3.33110000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 iHeartCommunications Inc 000000000 850000.00000000 PA USD 840437.50000000 0.157006673607 Long LON CORP US N 2 2026-05-01 Floating 4.58110000 N N N N N N INNOVATIVE XCESSORIES & SER N/A Innovative XCessories & Services LLC 45780XAF5 1322236.41280000 PA USD 1309014.05000000 0.244543992498 Long LON CORP US N 3 2022-11-29 Floating 6.68480000 N N N N N N MA FINANCECO LLC N/A MA FinanceCo LLC 55280FAG6 228512.56000000 PA USD 217943.85000000 0.040715269037 Long LON CORP US N 2 2024-06-21 Floating 4.43480000 N N N N N N AIR MEDICAL GROUP HOLDINGS N/A Air Medical Group Holdings Inc 00169QAD1 2094304.09220000 PA USD 1982608.57000000 0.370381826894 Long LON CORP US N 2 2025-03-14 Floating 6.14960000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 CNX Resources Corp 12653CAC2 1300000.00000000 PA USD 963325.25000000 0.179963998636 Long DBT CORP US N 2 2027-03-14 Fixed 7.25000000 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 Syniverse Holdings Inc 87164GAM5 3102521.86093300 PA USD 2812954.19000000 0.525503181832 Long LON CORP US N 2 2023-03-09 Floating 6.58040000 N N N N N N BELFOR HOLDINGS INC N/A Belfor Holdings Inc 07768YAJ1 1990000.00000000 PA USD 1994975.00000000 0.372692066547 Long LON CORP US N 2 2026-04-04 Floating 5.87390000 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 Vertiv Group Corp 22051UAM7 284076.68000000 PA USD 282774.76000000 0.052826681874 Long LON CORP US N 2 2023-11-15 Floating 5.90250000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 Antero Resources Corp 03674XAC0 1850000.00000000 PA USD 1151316.73000000 0.215083703482 Long DBT CORP US N 2 2022-12-01 Fixed 5.12500000 N N N N N N GLOBAL APPLIANCE INC N/A Global Appliance Inc 37956KAB7 1537656.87000000 PA USD 1516514.09000000 0.283308196920 Long LON CORP US N 2 2024-09-29 Floating 5.94460000 N N N N N N NAVISTAR INC 4EW4JDYTYMZ6D6T42H76 Navistar Inc 63937YAE1 3889097.42000000 PA USD 3840483.70000000 0.717461525430 Long LON CORP US N 2 2024-11-06 Floating 5.23410000 N N N N N N DYNASTY ACQUISITION CO I 549300L1RCRPOAUCB870 Dynasty Acquisition Co Inc 26812CAE6 2411610.67000000 PA USD 2357349.43000000 0.440389193168 Long LON CORP US N 2 2026-04-08 Floating 5.08110000 N N N N N N IRI HOLDINGS INC 5493006U4KVBN1X1PI38 IRI Holdings Inc 45004KAC0 1325278.34000000 PA USD 1270610.61000000 0.237369638225 Long LON CORP US N 2 2025-12-03 Floating 6.08040000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 Caesars Resort Collection LLC 12769LAB5 2060565.02880000 PA USD 1982263.56000000 0.370317373710 Long LON CORP US N 2 2024-12-22 Floating 4.68480000 N N N N N N HOFFMASTER GROUP INC 5493007J8Q5BFWUO1B64 Hoffmaster Group Inc 43455JAT5 2650098.23990000 PA USD 2583845.78000000 0.482702200974 Long LON CORP US N 3 2023-11-23 Floating 5.88740000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 Blackstone Mortgage Trust Inc 09259GAC7 1467634.22000000 PA USD 1463965.13000000 0.273491241571 Long LON CORP US N 2 2026-04-23 Floating 3.88940000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp/The 000000000 3700000.00000000 PA USD 3707696.00000000 0.692654737212 Long LON CORP US N 2 2026-02-08 Floating 5.65790000 N N N N N N LANNETT CO INC 5299001DJ6C90XX17G45 Lannett Co Inc 51602EAD6 2267691.10880000 PA USD 2234621.37000000 0.417461700691 Long LON CORP US N 2 2022-11-25 Floating 7.03330000 N N N N N N GREENSKY HOLDINGS LLC 549300MOPD0ZSYHGVQ20 GreenSky Holdings LLC 39571LAD2 1243670.88000000 PA USD 1218797.46000000 0.227690143520 Long LON CORP US N 3 2025-03-29 Floating 5.19460000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 Rite Aid Corp 767754CH5 470000.00000000 PA USD 425720.33000000 0.079531116710 Long DBT CORP US N 2 2023-04-01 Fixed 6.12500000 N N N N N N MEDICAL SOLUTIONS HOLDIN 549300JH2XHZ7TIKYR39 Medical Solutions Holdings Inc 58462QAC5 3345916.74000000 PA USD 3312457.57000000 0.618818109056 Long LON CORP US N 3 2024-06-14 Floating 6.08110000 N N N N N N FASTLANE PARENT CO INC 5493001YM103764G0244 Fastlane Parent Co Inc 31187LAB9 944750.00000000 PA USD 925855.00000000 0.172963978633 Long LON CORP US N 3 2025-12-19 Floating 6.42780000 N N N N N N CLEARWATER PAPER CORP 549300HCVV19GXN4P292 Clearwater Paper Corp 18538YAD0 1050000.00000000 PA USD 1047375.00000000 0.195665786889 Long LON CORP US N 3 2026-07-26 Floating 4.85340000 N N N N N N VAC GERMANY HOLDING GMBH 549300UJYMVEWJOVTC36 VAC Germany Holding GmbH 64911CAB3 1621125.00000000 PA USD 1337428.13000000 0.249852180417 Long LON CORP DE N 3 2025-03-08 Floating 5.58040000 N N N N N N UNITED ROAD SERVICES INC N/A United Road Services Inc 90324SAB4 595250.58000000 PA USD 508939.25000000 0.095077693118 Long LON CORP US N 3 2024-10-19 Floating 7.38940000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD -176073.55000000 -0.03289325190 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2022-02-02 0.00000000 USD -8645.78000000 USD -9350000.00000000 USD -167427.77000000 N N N EXELA INTERMEDIATE LLC N/A Exela Intermediate LLC 30162EAD2 2895366.85846000 PA USD 1109889.66000000 0.207344488540 Long LON CORP US N 2 2023-07-12 Floating 8.33130000 N N N N N N BEASLEY MEZ HLDGS LLC 549300VK8LJV1TK18D38 Beasley Mezzanine Holdings LLC 07403EAL1 1943034.77420000 PA USD 1923604.43000000 0.359358944466 Long LON CORP US N 2 2023-11-01 Floating 5.69180000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 APi Group DE Inc 00186XAB9 1175000.00000000 PA USD 1164718.75000000 0.217587407303 Long LON CORP US N 2 2026-10-01 Floating 4.08110000 N N N N N N SECURUS TECHNOLOGIES HLDS 549300EBCNNXVCJ2FW66 Securus Technologies Holdings LLC 78410QAB8 2517797.91393800 PA USD 1978989.16000000 0.369705665342 Long LON CORP US N 2 2024-11-01 Floating 6.13760000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 Avolon TLB Borrower 1 US LLC 05400KAF7 3150000.00000000 PA USD 3079125.00000000 0.575227990029 Long LON CORP US N 2 2027-02-10 Floating 3.15010000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS VENTR_14-16A-CRR 000000000 1.00000000 NC USD 69.35000000 0.000012955648 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 156193.00000000 USD 69.35000000 N N N TERRIER MEDIA BUYER INC N/A Terrier Media Buyer Inc 88145LAB0 1425000.00000000 PA USD 1410750.00000000 0.263549835402 Long LON CORP US N 2 2026-12-17 Floating 5.90830000 N N N N N N GLOBAL TEL*LINK CORP 549300YI0BNF11FDQE44 Global Tel*Link Corp 37959JAB7 2413797.46730000 PA USD 2293107.59000000 0.428387827683 Long LON CORP US N 2 2025-11-29 Floating 5.83040000 N N N N N N ATI HOLDINGS ACQUISITION 549300EJ9DE34K9D1P94 ATI Holdings Acquisition Inc 000000000 3767604.83580000 PA USD 3689114.32000000 0.689183393101 Long LON CORP US N 2 2023-05-10 Floating 6.39960000 N N N N N N CHILL MERGER SUB INC N/A Chill Merger Sub Inc 03970JAD0 2500000.00000000 PA USD 2400000.00000000 0.448356976761 Long LON CORP US N 3 2024-03-20 Floating 5.08040000 N N N N N N PIXELLE SPECIALTY SOLUTI N/A Pixelle Specialty Solutions LLC 72582PAB5 500000.00000000 PA USD 489062.50000000 0.091364409978 Long LON CORP US N 2 2024-10-31 Floating 8.08110000 N N N N N N RACKSPACE HOSTING INC 549300QTYCKLMFSE8I97 Rackspace Hosting Inc 75008QAL0 3928471.90116000 PA USD 3692763.59000000 0.689865132961 Long LON CORP US N 2 2023-11-03 Floating 4.93480000 N N N N N N SONICWALL US HOLDINGS 549300KJE1MHNCWBX302 Sonicwall US Holdings Inc 83547MAB3 1452831.40000000 PA USD 1426196.64000000 0.266435505740 Long LON CORP US N 2 2025-05-16 Floating 5.19460000 N N N N N N ASCENT RES 2ND LIEN B WT N/A ASCENT RES 2ND LIEN B WT 000000000 14021.00000000 NS USD 1.40000000 0.000000261541 Long EC CORP US N 3 N N N PETCO ANIMAL SUPPLIES INC EQFF4O0CK09VES3JAH16 Petco Animal Supplies Inc 71579UAF2 3372261.65000000 PA USD 2675326.45000000 0.499792199571 Long LON CORP US N 2 2023-01-26 Floating 5.02450000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp 16516FAH2 2500000.00000000 PA USD 2256250.00000000 0.421502262007 Long LON CORP US N 2 2024-06-23 Floating 9.62680000 N N N N N N AIRXCEL INC 549300A4MOMQ8PMPXC81 Airxcel Inc 00956TAB6 225000.00000000 PA USD 199125.00000000 0.037199617915 Long LON CORP US N 3 2026-04-27 Floating 10.52450000 N N N N N N ASP UNIFRAX HOLDINGS INC 549300RRU6BWJLD0YT71 ASP Unifrax Holdings Inc 00216UAC7 1631496.24688500 PA USD 1484661.58000000 0.277357657301 Long LON CORP US N 2 2025-12-14 Floating 5.64960000 N N N N N N GTT COMMUNICATIONS INC 549300ETSL7K1ZX05H30 GTT Communications Inc 36250LAP9 3771034.81000000 PA USD 3143576.10000000 0.587268448506 Long LON CORP US N 2 2025-05-31 Floating 4.33040000 N N N N N N ASCENT RESOURCES CS CL A N/A ASCENT RESOURCES CS CL A 000000000 182358.00000000 NS USD 45589.50000000 0.008516820996 Long EC CORP US N 3 N N N MASERGY COMMUNICATIONS INC 549300ETD0H0RPH2C868 Masergy Holdings Inc 57475YAD3 1503215.32000000 PA USD 1476909.05000000 0.275909365254 Long LON CORP US N 2 2023-12-15 Floating 4.92930000 N N N N N N COVIA HOLDINGS CORP 213800IE4YGTGVTQ1806 Covia Holdings Corp 90480TAD8 729710.44000000 PA USD 532688.62000000 0.099514441341 Long LON CORP US N 2 2025-06-01 Floating 5.33040000 N N N N N N TITAN ACQUISITION LTD N/A Titan Acquisition Ltd/Canada 000000000 711269.08340000 PA USD 674460.91000000 0.125999689396 Long LON CORP CA N 2 2025-03-28 Floating 4.94460000 N N N N N N EAB GLOBAL INC N/A EAB Global Inc 000000000 805864.09072200 PA USD 788739.48000000 0.147348686960 Long LON CORP US N 2 2024-09-29 Floating 5.44180000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 West Corp 68162RAC5 1982334.17440000 PA USD 1574716.71000000 0.294181343063 Long LON CORP US N 2 2024-10-10 Floating 5.83780000 N N N N N N ZAIS CLO 3, LTD 549300SYHU0CNKIXQ691 Zais CLO 3 Ltd 98887HAL8 3000000.00000000 PA USD 2938742.70000000 0.549002413521 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 4.02125000 N N N N N N FRONERI US INC N/A FRONERI US INC 000000000 1750000.00000000 PA USD 1720468.75000000 0.321410069734 Long LON CORP US N 2 2027-01-31 Floating 3.83110000 N N N N N N INGERSOLL-RAND SERVICES N/A Ingersoll-Rand Services Co 365556AU3 2050000.00000000 PA USD 2023735.40000000 0.378064952378 Long LON CORP US N 2 2027-02-28 Floating 3.37680000 N N N N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 Radiate Holdco LLC 75025KAB4 2066090.75185500 PA USD 2016591.35000000 0.376730333770 Long LON CORP US N 2 2024-02-01 Floating 4.79540000 N N N N N N PGIM Core Ultra Short Bond Fund 1VRLPVAWKZCB406TIT84 PGIM Core Ultra Short Bond Fund 000000000 1.00000000 NS USD 1.00000000 0.000000186815 Long STIV RF US N 1 N N N BRACKET INTERMEDIATE HOL 54930011OZELK2VOFB56 Bracket Intermediate Holding Corp 10378RAF0 1055947.00000000 PA USD 1044067.60000000 0.195047913612 Long LON CORP US N 3 2025-09-05 Floating 5.83040000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 Michaels Stores Inc 594088AQ9 4320790.23000000 PA USD 3910315.16000000 0.730507118050 Long LON CORP US N 2 2023-01-28 Floating 4.17930000 N N N N N N GGP NIMBUS LP N/A GGP Nimbus LLC 11283HAB3 8499826.35000000 PA USD 8170458.08000000 1.526367451460 Long LON CORP US N 2 2025-08-24 Floating 4.14660000 N N N N N N ALLIANCE HEALTHCARE SVCS QMTS6H0M4KKDC3CRG252 Alliance HealthCare Services Inc 000000000 825000.00000000 PA USD 734250.00000000 0.137169212577 Long LON CORP US N 3 2024-04-24 Floating 11.79540000 N N N N N N DASEKE COS INC N/A Daseke Cos Inc 23752RAH5 3358636.70220000 PA USD 3224291.23000000 0.602347278367 Long LON CORP US N 3 2024-02-27 Floating 6.58040000 N N N N N N THOUGHTWORKS INC 5493007EOKV4X1NPV034 Thoughtworks Inc 88545YAG7 893198.99740000 PA USD 890966.00000000 0.166446175898 Long LON CORP US N 3 2024-10-12 Floating 5.69160000 N N N N N N CORAL-US CO-BORROWER LLC N/A Coral-US Co-Borrower LLC 000000000 1600000.00000000 PA USD 1578000.00000000 0.294794712220 Long LON CORP US N 2 2028-01-31 Floating 3.86610000 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 Nouryon USA LLC 000000000 4509339.75969000 PA USD 4419152.96000000 0.825565858746 Long LON CORP US N 2 2025-10-01 Floating 4.58110000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 Staples Inc 855031AQ3 1860937.50000000 PA USD 1809761.72000000 0.338091372265 Long LON CORP US N 2 2026-04-12 Floating 6.82660000 N N N N N N EXTRACTION OIL & GAS INC 5493002FL3WIE1JVUP20 Extraction Oil & Gas Inc 30227MAB1 3321000.00000000 PA USD 1163510.52000000 0.217361691323 Long DBT CORP US N 2 2026-02-01 Fixed 5.62500000 N N N N N N THE MEN'S WEARHOUSE INC NKFP7BJ6WYEV4I24P532 Men's Wearhouse Inc/The 58711PAQ5 2943370.61000000 PA USD 1972058.31000000 0.368410875778 Long LON CORP US N 3 2025-04-09 Floating 5.08780000 N N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 HUDSON RIVER TRADING LLC 000000000 3712867.20001000 PA USD 3685020.70000000 0.688418641814 Long LON CORP US N 3 2027-01-31 Floating 4.62680000 N N N N N N NATEL ENGINEERING CO INC N/A Natel Engineering Co Inc 63229BAD0 1786500.00000000 PA USD 1639113.75000000 0.306211702299 Long LON CORP US N 3 2026-04-30 Floating 6.75110000 N N N N N N TANK HOLDING CORP N/A Tank Holding Corp 87583FAJ7 1600000.00000000 PA USD 1582000.00000000 0.295541973848 Long LON CORP US N 2 2026-03-26 Floating 5.08110000 N N N N N N K&N PARENT INC 549300DUPWCQV3UCK553 K&N Parent Inc 48234KAC6 1633730.16520000 PA USD 1350550.81000000 0.252303699222 Long LON CORP US N 2 2023-10-20 Floating 6.56910000 N N N N N N CELESTICA INC 549300J3CG5T6RZWLN53 Celestica Inc 000000000 1405750.00000000 PA USD 1377635.00000000 0.257363443200 Long LON CORP CA N 2 2025-06-27 Floating 4.06960000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS VIBR_15-3A-DRR 000000000 1.00000000 NC USD 94.06000000 0.000017571857 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 105924.00000000 USD 94.06000000 N N N DENTAL CORP OF CANADA 549300WFEA47XEZTIF53 Dental Corp of Canada Inc 000000000 2067476.10300000 PA USD 2031295.27000000 0.379477252569 Long LON CORP CA N 3 2025-06-06 Floating 5.33040000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS OZLM_15-13A-D 000000000 1.00000000 NC USD 159.06000000 0.000029714858 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 179140.00000000 USD 159.06000000 N N N SANDVINE CORP N/A Sandvine Corp 74274XAC5 1831500.00000000 PA USD 1808606.25000000 0.337875512667 Long LON CORP CA N 3 2025-11-02 Floating 6.25110000 N N N N N N Trinitas CLO Ltd 549300W90X4BIMRJ8H82 Trinitas CLO X Ltd 89640AAC0 3000000.00000000 PA USD 2988884.10000000 0.558369599569 Long ABS-CBDO CORP KY N 2 2032-04-15 Floating 3.93125000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 Sprint Communications Inc 85208EAB6 12096970.24990000 PA USD 11991121.76000000 2.240126291788 Long LON CORP US N 2 2024-02-03 Floating 4.08110000 N N N N N N IRIDIUM SATELLITE LLC 254900615BJ7139TFM33 Iridium Satellite LLC 46269KAJ3 1850000.00000000 PA USD 1845375.00000000 0.344744481662 Long LON CORP US N 2 2026-11-04 Floating 5.33110000 N N N N N N TWEDDLE GROUP INC 549300VH0BJ6NTH0IO64 Tweddle Group Inc 90116EAB7 286947.07000000 PA USD 86084.12000000 0.016081839912 Long LON CORP US N 3 2022-10-24 Floating 7.79540000 N N N N N N PREGIS TOPCO CORP 549300LJXHJYHS1GM034 Pregis TopCo Corp 74045BAC1 900000.00000000 PA USD 889875.00000000 0.166242360289 Long LON CORP US N 2 2026-08-01 Floating 5.58110000 N N N N N N MURRAY ENERGY CORP 549300WM5IIFYHZYTT63 Murray Energy Corp 627048AQ4 789349.04796400 PA USD 133005.31000000 0.024847441118 Long LON CORP US N 2 2022-10-17 Floating 9.04940000 N N N N N N HARBOR FREIGHT TOOLS 549300Y48HLCFTTB4249 Harbor Freight Tools USA Inc 41151PAM7 2516456.07000000 PA USD 2403215.55000000 0.448957691043 Long LON CORP US N 2 2023-08-16 Floating 4.29540000 N N N N N N JEFFERSON MILL CLO LTD 549300RV1TCF15DHXS87 Jefferson Mill CLO Ltd 47421MAY9 1700000.00000000 PA USD 1691765.03000000 0.316047772600 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 3.76913000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS STCR_15-1A-BR 000000000 1.00000000 NC USD 505.31000000 0.000094399693 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 1138123.00000000 USD 505.31000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDS OCT18_18-18A-D 000000000 1.00000000 NC USD 3.49000000 0.000000651985 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2020-03-26 0.00000000 USD 0.00000000 USD 31367.00000000 USD 3.49000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MK4 550000.00000000 PA USD 543592.31000000 0.101551418625 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N EXTRACTION OIL & GAS INC 5493002FL3WIE1JVUP20 Extraction Oil & Gas Inc 30227MAA3 500000.00000000 PA USD 179216.82000000 0.033480463166 Long DBT CORP US N 2 2024-05-15 Fixed 7.37500000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD -245025.29000000 -0.04577449927 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2029-05-11 0.00000000 USD -190743.95000000 USD -1760000.00000000 USD -54281.34000000 N N N FHC HEALTH SYSTEMS INC N/A FHC Health Systems Inc 07359FAC2 1588464.92070000 PA USD 1574565.85000000 0.294153160090 Long LON CORP US N 3 2021-12-23 Floating 5.94660000 N N N N N N EAGLEVIEW TECHNOLOGY CO 549300HLIL8HO4PPLG50 EagleView Technology Corp 27004GAJ2 2470000.00000000 PA USD 2365025.00000000 0.441823107902 Long LON CORP US N 2 2025-08-14 Floating 5.19180000 N N N N N N RADNET MANAGEMENT INC 549300T3TJ6A0P5TXM13 Radnet Management Inc 75049EAK0 837500.00000000 PA USD 831218.75000000 0.155284469073 Long LON CORP US N 3 2023-07-01 Floating 5.50110000 N N N N N N TWEDDLE GROUP INC N/A TWEDDLE GROUP INC 000000000 2705.00000000 NS USD 27.05000000 0.000005053356 Long EC CORP US Y 3 N N N AMERICAN TIRE DISTRIBUTORS HZ8T88YVE2JVXJ0BTQ24 American Tire Distributors Inc 03021BAE4 573739.20220000 PA USD 498196.68000000 0.093070815532 Long LON CORP US N 2 2024-09-01 Floating 9.43480000 N N Y N N N PERSTORP HOLDING AB 549300ES84TRW7EWGU35 Perstorp Holding AB 000000000 1637625.00000000 PA USD 1531179.38000000 0.286047899040 Long LON CORP SE N 3 2026-02-26 Floating 6.33040000 N N N N N N THERMON HOLDING CORP 549300IU0CUM1UQT3H57 Thermon Holding Corp 88362WAB2 897600.00000000 PA USD 897600.00000000 0.167685509308 Long LON CORP US N 2 2024-10-30 Floating 5.51330000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 Dana Inc 23582LAK7 1000000.00000000 PA USD 997500.00000000 0.186348368466 Long LON CORP US N 2 2026-02-28 Floating 3.83040000 N N N N N N Trimaran Advisors CAVU 2019-1 549300IGMQ24BLOIU872 Trimaran Cavu 2019-1 Ltd 89624CAE2 10000000.00000000 PA USD 9966912.00000000 1.861972721653 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 4.01913000 N N N N N N SALLY HOLDINGS LLC 3GM3SMNQ8UJOJU9DFN26 Sally Holdings LLC 79546KAF7 4046240.61000000 PA USD 4002407.69000000 0.747711421522 Long LON CORP US N 2 2024-07-05 Fixed 4.50000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 000000000 700000.00000000 PA USD 659400.00000000 0.123186079365 Long LON CORP US N 2 2027-01-29 Floating 3.33110000 N N N N N N CWGS GROUP LLC N/A CWGS Group LLC 12670UAB3 2300532.32320500 PA USD 2087733.08000000 0.390020705014 Long LON CORP US N 2 2023-11-08 Floating 4.69460000 N N N N N N PLASKOLITE PPC INTERMEDI 549300XZQ2YZR3QSJR81 Plaskolite PPC Intermediate II LLC 72753RAB4 354740.60000000 PA USD 338777.27000000 0.063288813571 Long LON CORP US N 3 2025-12-14 Floating 6.14960000 N N N N N N PELICAN PRODUCTS INC 5493008CRWH2WFODTF44 Pelican Products Inc 70583GAW2 1639411.73320400 PA USD 1582032.32000000 0.295548011722 Long LON CORP US N 3 2025-05-01 Floating 5.25110000 N N N N N N INTRADO CORP 5493005Z5DB0O5S30R71 Intrado Corp 68163PAA2 2675000.00000000 PA USD 1803633.73000000 0.336946569319 Long DBT CORP US N 2 2025-10-15 Fixed 8.50000000 N N N N N Trinitas CLO Ltd 635400UFTIJ9NEWTCB16 TRINITAS CLO IV LTD 89640XAR7 4000000.00000000 PA USD 3985306.80000000 0.744516711797 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 3.76913000 N N N N N N ROBERTSHAW US HOLDING 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp 77051UAF6 1902780.86000000 PA USD 1702988.87000000 0.318144558838 Long LON CORP US N 3 2025-02-28 Floating 4.83110000 N N N N N N ALLIANCE HEALTHCARE SVCS QMTS6H0M4KKDC3CRG252 Alliance HealthCare Services Inc 01860YAJ1 1088857.65480000 PA USD 1023526.20000000 0.191210463611 Long LON CORP US N 3 2023-10-24 Floating 6.29540000 N N N N N N Hayfin Kingsland IX Ltd 5493007TDTFGTUF8ZZ81 Hayfin Kingsland IX Ltd 42086QAC5 3750000.00000000 PA USD 3736716.75000000 0.698076260434 Long ABS-CBDO CORP KY N 2 2031-04-28 Floating 3.59538000 N N N N N N ADIENT GLOBAL HOLDINGS 213800VA38VCKE6M8790 Adient Global Holdings Ltd 00687YAA3 2000000.00000000 PA USD 1724063.76000000 0.322081672990 Long DBT CORP US N 2 2026-08-15 Fixed 4.87500000 N N N N N N ALLEN MEDIA LLC N/A Allen Media LLC 01771JAE3 1025000.00000000 PA USD 1007062.50000000 0.188134790795 Long LON CORP US N 2 2027-02-11 Floating 7.15280000 N N N N N N CONSOL ENERGY INC 549300YJCTPJBTK7IJ81 CONSOL Energy Inc 20855DAJ4 976372.49340000 PA USD 829916.62000000 0.155041211128 Long LON CORP US N 3 2024-09-28 Floating 6.44460000 N N N N N N LESLIE'S POOLMART 549300MZRH1GJYUMRM83 Leslie's Poolmart Inc 52706YAH6 1948112.46540000 PA USD 1868239.85000000 0.349015987921 Long LON CORP US N 2 2023-08-16 Floating 5.08040000 N N N N N N Aleris Internati 02/27/23 5493002SZ3VN4IY2H022 Aleris Internati 02/27/23 01449BAY8 1306857.40300000 PA USD 1301956.69000000 0.243225568917 Long LON CORP US N 2 2023-02-27 Floating 6.71050000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 IRS USD 000000000 1.00000000 NC USD -104684.12000000 -0.01955660648 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2029-05-11 103312.40000000 USD 0.00000000 USD -1200000.00000000 USD -207996.52000000 N N N OCWEN LOAN SERVICING LLC 549300DDD1YQ8EIAT278 OCWEN FINANCIAL CORP 000000000 717951.00750000 PA USD 715258.69000000 0.133621343271 Long LON CORP US N 2 2022-05-15 Floating 7.65790000 N N N N N N TRONOX FINANCE LLC 549300LMZ1DX1PWSP524 Tronox Finance LLC 89705DAD4 1523747.66280000 PA USD 1481844.60000000 0.276831402035 Long LON CORP US N 2 2024-09-22 Floating 4.93480000 N N N N N N HEXION INC 54930030FZF8HYAEHM46 Hexion Inc 42829HAF0 1587000.00000000 PA USD 1567162.50000000 0.292770100247 Long LON CORP US N 3 2026-07-01 Floating 5.40840000 N N N N N N EXPLORER HOLDINGS INC N/A Explorer Holdings Inc/Delaware 000000000 1025000.00000000 PA USD 1030125.00000000 0.192443221119 Long LON CORP US N 2 2027-02-04 Floating 6.08110000 N N N N N N CLUBCORP HOLDINGS INC 549300XWSO7KBICXNW37 ClubCorp Holdings Inc 18948TAB9 678173.62000000 PA USD 632396.90000000 0.118141484248 Long LON CORP US N 3 2024-09-18 Floating 4.56910000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 Univision Communications Inc 914908AX6 4459409.07000000 PA USD 4286606.97000000 0.800804225680 Long LON CORP US N 2 2024-03-15 Floating 4.64960000 N N N N N N HELIX ACQUISITION HOLDIN 549300CPM0Q4FQM7PL18 Helix Acquisition Holdings Inc 42329DAG2 696991.23000000 PA USD 644716.89000000 0.120443048194 Long LON CORP US N 3 2024-09-29 Floating 5.58780000 N N N N N N LIGHTSTONE HOLDCO LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC 53226GAH4 227351.52900000 PA USD 200353.53000000 0.037429126247 Long LON CORP US N 2 2024-01-30 Floating 5.48090000 N N N N N N SERTA SIMMONS BEDDING LL 549300M4F4V4WFPNI116 Serta Simmons Bedding LLC 81753HAB7 2110065.73280800 PA USD 1211530.11000000 0.226332490572 Long LON CORP US N 2 2023-11-08 Floating 5.23090000 N N N N N N 2020-04-23 Prudential Investment Portfolios, Inc. 14 Christian J. Kelly Christian J. Kelly Treasurer and Principal Financial and Accounting Officer