0001752724-20-221199.txt : 20201030 0001752724-20-221199.hdr.sgml : 20201030 20201030172417 ACCESSION NUMBER: 0001752724-20-221199 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200831 FILED AS OF DATE: 20201030 PERIOD START: 20210228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Invesco Senior Loan Fund CENTRAL INDEX KEY: 0000853180 IRS NUMBER: 366911789 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05845 FILM NUMBER: 201278358 BUSINESS ADDRESS: STREET 1: 1555 PEACHTREE STREET, N.E. STREET 2: SUITE 1800 CITY: ATLANTA STATE: GA ZIP: 30309 BUSINESS PHONE: 404-439-3217 MAIL ADDRESS: STREET 1: 1555 PEACHTREE STREET, N.E. STREET 2: SUITE 1800 CITY: ATLANTA STATE: GA ZIP: 30309 FORMER COMPANY: FORMER CONFORMED NAME: Invesco Van Kampen Senior Loan Fund DATE OF NAME CHANGE: 20100601 FORMER COMPANY: FORMER CONFORMED NAME: VAN KAMPEN SENIOR LOAN FUND DATE OF NAME CHANGE: 20030626 FORMER COMPANY: FORMER CONFORMED NAME: VAN KAMPEN PRIME RATE INCOME TRUST DATE OF NAME CHANGE: 19981006 NPORT-P 1 primary_doc.xml NPORT-P false 0000853180 XXXXXXXX Invesco Senior Loan Fund 811-05845 0000853180 5CYTQFS5JFZR6JZWG435 1555 Peachtree St. N.E. Atlanta 30309 800-959-4246 Invesco Senior Loan Fund 5CYTQFS5JFZR6JZWG435 2021-02-28 2020-08-31 N 748614656.16 272647992.68 475966663.48 0.00000000 0.00000000 82500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 24733494.69000000 0.00000000 0.00000000 5245819.13000000 USD GBP EUR N IGT Holding IV AB 549300S0NZ6VQU5JU607 IGT Holding IV AB, Term Loan B 99Q945315 280968.53000000 PA 323977.67000000 0.068067302787 Long LON CORP SE Y 2 2024-07-29 Floating 3.75000000 N N N N N N Colouroz Investment LLC N/A Colouroz Investment LLC, First Lien Term Loan B-5 N/A 9263.53000000 PA 9838.62000000 0.002067081742 Long LON CORP DE Y 2 2021-09-07 Floating 3.75000000 N N N N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 Consolidated Communications, Inc., Term Loan 20903EAX3 1773784.82000000 PA USD 1735479.94000000 0.364622162256 Long LON CORP US Y 2 2023-10-05 Floating 4.00000000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 ESH Hospitality, Inc. 26907YAA2 755000.00000000 PA USD 767438.63000000 0.161237895189 Long DBT CORP US Y 2 2025-05-01 Fixed 5.25000000 N N N N N N Dedalus Finance GmbH N/A Dedalus Finance GmbH, Term Loan B N/A 617737.43000000 PA 722588.34000000 0.151814905421 Long LON CORP DE Y 2 2027-07-16 Floating 4.50000000 N N N N N N Tackle Group S.a r.l. 222100DLH8KKOD63ZQ23 Tackle Group S.a r.l., Term Loan B N/A 1129472.44000000 PA 1330502.48000000 0.279536905016 Long LON CORP LU Y 2 2024-08-14 Floating 3.75000000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., Term Loan 14886MAM3 317747.36000000 PA USD 195414.63000000 0.041056369068 Long LON CORP US Y 2 2023-02-15 Floating 8.50000000 N N N N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, Term Loan B-1 78638JAJ3 258606.00000000 PA USD 245675.70000000 0.051616156939 Long LON CORP US Y 2 2025-02-03 Floating 4.75000000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Term Loan B-3 40422KAE1 171300.42000000 PA USD 170586.95000000 0.035840104588 Long LON CORP US Y 2 2025-05-23 Floating 6.00000000 N N N N N N F&W Publications, Inc. N/A F&W Publications, Inc. N/A 18385.10000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBG1 194000.00000000 PA USD 186102.26000000 0.039099851791 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Mavis Tire Express Services Corp. N/A Mavis Tire Express Services Corp., First Lien Term Loan 57777PAB1 1266357.68000000 PA USD 1221401.98000000 0.256615026579 Long LON CORP US Y 2 2025-03-20 Floating 3.54610000 N N N N N N Emerald Performance Materials LLC 5493008XNNJD0P8UF383 Emerald Performance Materials LLC, Term Loan B 29089CAJ5 244745.01000000 PA USD 245356.87000000 0.051549171155 Long LON CORP US Y 2 2025-08-11 Floating 5.00000000 N N N N N N Schaeffler AG 529900JL0HDVGZMUJF32 Schaeffler AG 80627DAC0 350000.00000000 PA USD 356056.75000000 0.074807077326 Long DBT CORP DE Y 2 2026-09-15 Fixed 4.75000000 N N Y N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B 829229AQ6 21364.76000000 PA USD 20878.71000000 0.004386590827 Long LON CORP US Y 2 2024-01-03 Floating 2.41000000 N N N N N N KDC/One N/A KDC/One, Term Loan C4953EAF2 53527.06000000 PA 63377.65000000 0.013315564904 Long LON CORP CA Y 2 2025-12-22 Floating 5.00000000 N N N N N N DaVita HealthCare Partners, Inc. M2XHYMU3TZNEZURC6H66 DaVita HealthCare Partners, Inc., Term Loan B-1 23918VAY0 780763.10000000 PA USD 766479.04000000 0.161036286532 Long LON CORP US Y 2 2026-08-12 Floating 1.90638000 N N N N N N Wash MultiFamily Acquisition, Inc. N/A Wash MultiFamily Acquisition, Inc., First Lien Term Loan 93710HAC2 877180.37000000 PA USD 856022.78000000 0.179849314181 Long LON CORP US Y 2 2022-05-16 Floating 4.25000000 N N N N N N Parfums Holding Co., Inc. 549300S46D4GK45PA591 Parfums Holding Co., Inc. 69946PAB2 88484.17000000 PA USD 86843.67000000 0.018245746322 Long LON CORP US Y 2 2024-06-30 Floating 4.25588000 N N N N N N Goodyear Tire & Rubber Co. 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co., Second Lien Term Loan 38254BAZ1 365146.94000000 PA USD 352366.80000000 0.074031823452 Long LON CORP US Y 2 2025-03-03 Floating 2.19000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 JBS USA Lux S.A., Term Loan 46611VAU9 6528046.23000000 PA USD 6364322.83000000 1.337136257289 Long LON CORP LU Y 2 2026-05-01 Floating 4.76490000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc., Term Loan B-4 65336RAW8 5552253.23000000 PA USD 5465499.27000000 1.148294552824 Long LON CORP US Y 2 2026-09-18 Floating 2.90563000 N N N N N N ETA Australia Holdings III Pty. Ltd. 549300JOVGPXKIWGAT22 ETA Australia Holdings III Pty. Ltd., Term Loan Q3311WAB5 914470.64000000 PA USD 877891.81000000 0.184443970000 Long LON CORP US Y 2 2026-05-06 Floating 4.15638000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc., Term Loan B 25365EAN5 616701.14000000 PA 695463.69000000 0.146116050421 Long LON CORP US Y 2 2023-11-06 Floating 3.00000000 N N N N N N GI Revelation Acquisition LLC 549300SMU3I9OBMDSS38 GI Revelation Acquisition LLC, Second Lien Term Loan 36173BAE0 374958.97000000 PA USD 346837.05000000 0.072870029901 Long LON CORP US Y 3 2026-04-16 Floating 9.15638000 N N N N N N Transtar Holding Co. N/A Transtar Holding Co., Class A N/A 2935894.00000000 NS USD 145326.75000000 0.030532968199 Long EC CORP US N 2 N N N Duran Group 529900OS9JBJ7YK5OX04 Duran Group, Term Loan B-2 N/A 2474534.85000000 PA USD 2316783.25000000 0.486753259789 Long LON CORP DE Y 3 2024-03-21 Floating 5.00000000 N N N N N N Cision Ltd. (Castle US Holding Corp.) N/A Cision Ltd. (Castle US Holding Corp.), Term Loan 14852DAC5 941133.31000000 PA USD 909172.42000000 0.191015986992 Long LON CORP US Y 2 2027-02-01 Floating 3.90490000 N N N N N N Blackhawk Network Holdings, Inc. 549300LFU3K8UIR03132 Blackhawk Network Holdings, Inc., Second Lien Term Loan 05549YAB8 235781.51000000 PA USD 216918.99000000 0.045574408176 Long LON CORP US Y 2 2026-06-15 Floating 7.18750000 N N N N N N Transtar Holding Co. N/A Transtar Holding Co., First Lien Term Loan 89388XAC6 2133748.23000000 PA USD 2005723.34000000 0.421399962202 Long LON CORP US Y 3 2022-04-11 Floating 5.50000000 Y Y N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAC5 122999.53000000 PA 100545.34000000 0.021124450032 Long LON CORP GB Y 2 2025-02-28 Floating 2.37500000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC 31660T201 5065.00000000 NS USD 506.50000000 0.000106415015 Long EC CORP US N 2 N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp., Second Lien Term Loan 75972JAE4 242378.73000000 PA USD 230502.17000000 0.048428217286 Long LON CORP US Y 2 2026-05-29 Floating 7.15638000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., PIK Term Loan, 9.50% PIK Rate, 2.72% Cash Rate 14886MAN1 477945.06000000 PA USD 112317.09000000 0.023597679967 Long LON CORP US Y 3 2023-08-15 Floating 2.00000000 N N Y N N N Oxea Corp. 529900MSP24R2FE9U796 Oxea Corp., Term Loan B-2 D7000RAD3 1128246.40000000 PA USD 1103797.30000000 0.231906430574 Long LON CORP US Y 2 2024-10-14 Floating 3.68750000 N N N N N N Lucid Energy Group II Borrower LLC 549300L1MUKRPJY1ND11 Lucid Energy Group II Borrower LLC, First Lien Term Loan 54948FAB4 731502.91000000 PA USD 625617.86000000 0.131441528998 Long LON CORP US Y 2 2025-02-17 Floating 4.00000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-1 BL2710749 454951.94000000 PA 480934.86000000 0.101043811867 Long LON CORP CN Y 2 2025-06-26 Floating 4.75000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC, First Lien Term Loan 31659HAQ4 9313375.94000000 PA USD 2338309.30000000 0.491275855939 Long LON CORP US Y 2 2022-04-11 Floating 6.25000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 Trident TPI Holdings, Inc., Term Loan B-1 00216EAB5 195618.12000000 PA USD 193221.80000000 0.040595658231 Long LON CORP US Y 2 2024-10-17 Floating 4.07200000 N N N N N N Alorica, Inc. 549300I7BKCLNE05U640 Alorica, Inc., Term Loan B 02052RAH6 469075.66000000 PA USD 385345.65000000 0.080960638541 Long LON CORP US Y 2 2022-06-30 Floating 8.00000000 N N N N N N Everi Payments, Inc. 5493006Q4MDLHOY1JV70 Everi Payments, Inc., Term Loan B 30034YAF9 97881.65000000 PA USD 100818.10000000 0.021181756567 Long LON CORP US Y 3 2024-05-09 Floating 11.50000000 N N N N N N MED ParentCo. L.P. 549300660CLPRNK19Z91 MED ParentCo. L.P., Delayed Draw Term Loan 58401DAD6 9.64000000 PA USD 9.09000000 0.000001909797 Long LON CORP US Y 2 2026-08-02 Floating 4.42260000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc., Term Loan B 24736CBM5 2604479.10000000 PA USD 2602616.90000000 0.546806551738 Long LON CORP US Y 2 2023-05-01 Floating 5.75000000 N N N N N N IWH UK Midco Ltd. 213800195YCWGVO6OG02 IWH UK Midco Ltd., Term Loan B G4700UAB7 917829.12000000 PA 1037788.73000000 0.218038112672 Long LON CORP GB Y 2 2025-01-31 Floating 4.00000000 N N N N N N Prairie ECI Acquiror L.P. 549300EXIECHUG4F3335 Prairie ECI Acquiror L.P., Term Loan 73955HAB0 1150194.21000000 PA USD 1039488.02000000 0.218395131373 Long LON CORP US Y 2 2026-03-11 Floating 4.90638000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B-3 N/A 2021631.98000000 PA USD 2042687.28000000 0.429166039710 Long LON CORP LU Y 2 2023-11-27 Floating 8.00000000 N N N N N N Endo LLC 5493007TBMWZWGZIB256 Endo LLC, Term Loan L2968EAB8 1053099.69000000 PA USD 1018652.80000000 0.214017677740 Long LON CORP IE Y 2 2024-04-29 Floating 5.00000000 N N N N N N Sunshine Luxembourg VII SARL (Nestle Skin Health) 254900CHQOBZNYV4DY60 Sunshine Luxembourg VII SARL (Nestle Skin Health), Term Loan L8908YAB4 1396295.44000000 PA USD 1394843.29000000 0.293054828630 Long LON CORP LU Y 2 2026-07-23 Floating 5.32200000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 Flex Acquisition Co., Inc., Term Loan N/A 20742.95000000 PA USD 20100.23000000 0.004223033153 Long LON CORP US Y 2 2023-12-29 Floating 4.25000000 N N N N N N KAMC Holdings, Inc. 549300XJEBQG5WGJBZ22 KAMC Holdings, Inc., First Lien Term Loan 48238YAC2 606118.73000000 PA USD 539066.85000000 0.113257270174 Long LON CORP US Y 2 2026-08-14 Floating 4.27040000 N N N N N N INDIGOCYAN Midco Ltd. 213800FQZTI1W79G8Q70 INDIGOCYAN Midco Ltd., Term Loan B G4763LAB1 439670.52000000 PA 511324.75000000 0.107428689703 Long LON CORP JE Y 3 2024-06-23 Floating 5.12975000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., First Lien Term Loan B-1 23301YAF0 1493282.81000000 PA USD 1448484.33000000 0.304324743966 Long LON CORP US Y 3 2023-12-13 Floating 4.32200000 N N N N N N CHG PPC Parent LLC 54930019XJQNJAGXQ664 CHG PPC Parent LLC, Term Loan 12546FAB8 218225.24000000 PA USD 211678.48000000 0.044473383587 Long LON CORP US Y 3 2025-03-31 Floating 2.90638000 N N N N N N Alpha AB Bidco B.V. 724500HW03Y0R2FX0U51 Alpha AB Bidco B.V., Term Loan B BL2755850 359038.03000000 PA 404740.80000000 0.085035535270 Long LON CORP NL Y 2 2025-07-30 Floating 3.75000000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series B Wts., expiring April 27, 2045 00085Q167 15233.99700000 NS USD 495104.90000000 0.104020919528 Long EC CORP US N 2 N N N Encino Acquisition Partners Holdings LLC 549300BUKUEKT2UE4T49 Encino Acquisition Partners Holdings LLC, Second Lien Term Loan 29253RAB9 1136160.23000000 PA USD 807241.84000000 0.169600499769 Long LON CORP US Y 2 2025-10-29 Floating 7.75000000 N N N N N N eTraveli Group Holding AB 213800H8F3GYVAGH3P04 eTraveli Group Holding AB, Term Loan B-1 N/A 410767.04000000 PA 407469.54000000 0.085608840127 Long LON CORP SE Y 2 2024-08-02 Floating 4.50000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc. 46266TAA6 117000.00000000 PA USD 123384.69000000 0.025922968868 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp. N/A 2553.00000000 NS USD 15318.00000000 0.003218292619 Long EC CORP US N 2 N N N Inmarsat Finance PLC 2594001KNYIQ456J2792 Inmarsat Finance PLC, Term Loan B L2000DAC8 1072338.51000000 PA USD 1046205.62000000 0.219806490721 Long LON CORP LU Y 2 2026-12-11 Floating 5.50000000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 SBA Senior Finance II LLC, Term Loan 78404XAH8 375579.87000000 PA USD 367677.67000000 0.077248618067 Long LON CORP US Y 2 2025-04-11 Floating 1.91000000 N N N N N N TAMKO Building Products LLC 549300Z7I3THDPEWUY31 TAMKO Building Products LLC, Term Loan 87510EAB5 106369.79000000 PA USD 105837.94000000 0.022236418665 Long LON CORP US Y 3 2026-05-29 Floating 3.40638000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAF0 194000.00000000 PA USD 199590.11000000 0.041933632187 Long DBT CORP LU Y 2 2028-01-15 Fixed 5.00000000 N N N N N N Milano Acquisition Corp. N/A Milano Acquisition Corp., Term Loan B 03836CAS6 1348664.93000000 PA USD 1341921.61000000 0.281936049930 Long LON CORP US Y 2 2027-08-13 Floating 4.75000000 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 California Resources Corp., Term Loan BL2218859 1136592.96000000 PA USD 37416.64000000 0.007861189211 Long LON CORP US Y 2 2049-12-31 Floating 11.37500000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., Term Loan 529897AF7 328870.94000000 PA USD 57894.44000000 0.012163549349 Long LON CORP US Y 2 2021-04-09 Floating 5.75000000 N N N N N N Penn National Gaming, Inc. N/A Penn National Gaming, Inc., Incremental Term Loan B-1 70757DAV1 103867.14000000 PA USD 100634.28000000 0.021143136215 Long LON CORP US Y 2 2025-10-15 Floating 3.00000000 N N N N N N Kantar 984500NRF59D5DB9B654 Kantar, Term Loan B N/A 433713.69000000 PA 498054.66000000 0.104640660410 Long LON CORP LU Y 2 2026-12-04 Floating 4.75000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 Charter Communications Operating LLC, Term Loan B-1 16117LBW8 11244.45000000 PA USD 11081.86000000 0.002328284909 Long LON CORP US Y 2 2025-04-30 Floating 1.91000000 N N N N N N Tenneco, Inc. 549300U0EXXFAQFAD785 Tenneco, Inc., Term Loan B 88037HAG9 2611785.26000000 PA USD 2342993.38000000 0.492259975282 Long LON CORP US Y 2 2025-10-01 Floating 3.15849000 N N N N N N Crosby US Acquisition Corp. 549300V5HSWHDNVOWE35 Crosby US Acquisition Corp., Term Loan B 22739PAH9 415392.32000000 PA USD 389638.00000000 0.081862455902 Long LON CORP US Y 2 2026-06-27 Floating 4.93325000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., Term Loan 76857MAJ4 2796267.04000000 PA USD 2498995.89000000 0.525035907289 Long LON CORP US Y 2 2022-04-24 Floating 4.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -5834.91000000 -0.00122590728 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 370561.00000000 EUR 436498.96000000 USD 2020-09-15 -5834.91000000 N N N Prometric Holdings, Inc. 54930034OH1XQT27TX40 Prometric Holdings, Inc., Term Loan 80358TAC0 194179.58000000 PA USD 179616.11000000 0.037737119798 Long LON CORP US Y 2 2025-01-29 Floating 4.00000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBD8 199552.00000000 PA USD 200911.95000000 0.042211349116 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -36397.33000000 -0.00764703345 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1369444.97000000 GBP 1794711.04000000 USD 2020-10-15 -36397.33000000 N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc., Term Loan B-1 365556AS8 104992.20000000 PA 123830.93000000 0.026016723334 Long LON CORP US Y 2 2027-03-01 Floating 2.00000000 N N N N N N Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. N/A Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. 03969AAN0 1082000.00000000 PA USD 1130094.90000000 0.237431523404 Long DBT CORP XX Y 2 2026-08-15 Fixed 4.12500000 N N N N N N Fullbeauty Brands Holdings Corp. N/A Fullbeauty Brands Holdings Corp. N/A 2311.00000000 NS USD 3466.50000000 0.000728307309 Long EC CORP US N 2 N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 Petroleum GEO-Services ASA, Term Loan 71659MAG1 2444373.89000000 PA USD 1753838.27000000 0.368479224401 Long LON CORP NO Y 2 2024-03-19 Floating 7.75000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 893647BE6 2253000.00000000 PA USD 2380215.65000000 0.500080327600 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Ziggo B.V. 213800TQASLF9JXH5J59 Ziggo B.V. 98954NAA7 188000.00000000 PA USD 197936.74000000 0.041586261221 Long DBT CORP NL Y 2 2027-01-15 Fixed 5.50000000 N N N N N N I-Logic Technologies Bidco Ltd. N/A I-Logic Technologies Bidco Ltd., Term Loan G4700HAE0 129435.37000000 PA USD 125875.90000000 0.026446368970 Long LON CORP GB Y 2 2024-12-21 Floating 3.82200000 N N N N N N Tribune Publishing Co. 549300OYS3J30M2N5272 Tribune Publishing Co. 89609W107 4756.00000000 NS USD 53980.60000000 0.011341256466 Long EC CORP US N 1 N N N Alorica Inc. 549300I7BKCLNE05U640 Alorica Inc., Term Loan 02052RAK9 647658.47000000 PA USD 643610.60000000 0.135221781142 Long LON CORP US Y 3 2020-10-02 Floating 4.25000000 N N N N N N KBR, Inc. 254900OFQDXZRKRCV808 KBR, Inc., Term Loan B 48242YAQ5 1359188.36000000 PA USD 1356639.88000000 0.285028340027 Long LON CORP US Y 2 2027-02-05 Floating 2.90638000 N N N N N N WestJet Airlines Ltd. 5493009TSX7LVAH8LA03 WestJet Airlines Ltd., Term Loan B C4927UAB8 51235.96000000 PA USD 42814.31000000 0.008995232919 Long LON CORP CA Y 2 2026-12-11 Floating 4.00000000 N N N N N N Southcross Energy Partners L.P. 549300WNMFRZ945UFD66 Southcross Energy Partners L.P. N/A 79256.21000000 PA USD 74104.56000000 0.015569275263 Long LON CORP US Y 3 2025-01-31 Floating 5.00000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAE3 854000.00000000 PA USD 912456.30000000 0.191705926068 Long DBT CORP LU Y 2 2026-05-15 Fixed 7.50000000 N N N N N N Marcel Bidco LLC 254900A6AL2000BPNS82 Marcel Bidco LLC, Term Loan B-1 L6257FAB6 239372.44000000 PA USD 233937.49000000 0.049149973716 Long LON CORP US Y 2 2025-03-11 Floating 3.40638000 N N N N N N Ion Media Networks, Inc. N/A Ion Media Networks, Inc., Term Loan B-4 46205DAK3 989810.87000000 PA USD 968569.53000000 0.203495245427 Long LON CORP US Y 2 2024-12-18 Floating 3.18750000 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems, Inc., Term Loan 00769QAG8 540792.00000000 PA USD 538428.74000000 0.113123204062 Long LON CORP US Y 2 2026-09-30 Floating 2.43750000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 Beacon Roofing Supply, Inc., Term Loan B 07368RAD3 11427.80000000 PA USD 11113.54000000 0.002334940837 Long LON CORP US Y 2 2025-01-02 Floating 2.40638000 N N N N N N Invictus US NewCo LLC N/A Invictus US NewCo LLC, First Lien Term Loan 46184GAB1 890777.32000000 PA USD 857373.17000000 0.180133029429 Long LON CORP LU Y 2 2025-03-28 Floating 3.15638000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 02156LAA9 832000.00000000 PA USD 928632.64000000 0.195104554846 Long DBT CORP FR Y 2 2027-02-01 Fixed 8.12500000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Series A N/A 144220.00000000 NS USD 107256.41000000 0.022534437436 Long EP CORP US N 1 N N N Adtalem Global Education, Inc. 549300Z467EZLMODV621 Adtalem Global Education, Inc., Term Loan B 00737RAC4 558844.98000000 PA USD 537888.29000000 0.113009656194 Long LON CORP US Y 2 2025-04-11 Floating 3.15638000 N N N N N N Al Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 Al Aqua Merger Sub, Inc., First Lien Term Loan 00132UAB0 201331.67000000 PA USD 197305.04000000 0.041453541842 Long LON CORP US Y 3 2023-12-13 Floating 5.32200000 N N N N N N Wash MultiFamily Acquisition, Inc. N/A Wash MultiFamily Acquisition, Inc., First Lien Term Loan 93710HAG3 119594.40000000 PA USD 116709.78000000 0.024520578636 Long LON CORP US Y 2 2022-05-16 Floating 4.25000000 N N N N N N Kantar 984500NRF59D5DB9B654 Kantar, Term Loan B-2 N/A 265830.71000000 PA 305266.41000000 0.064136090491 Long LON CORP LU Y 2 2026-12-04 Floating 4.75000000 N N N N N N Superior Industries International, Inc. 54930065O5ZIQD1F8U04 Superior Industries International, Inc., Term Loan 86816XAG5 924641.19000000 PA USD 859916.31000000 0.180667339958 Long LON CORP US Y 2 2024-05-22 Floating 3.65638000 N N N N N N Crestwood Holdings LLC 549300UDGUXJTHWVGZ47 Crestwood Holdings LLC, Term Loan 22634GAM4 1969294.98000000 PA USD 1296534.58000000 0.272400291760 Long LON CORP US Y 2 2023-03-06 Floating 7.66000000 N N N N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Class A N/A 2645.00000000 NS USD 793.50000000 0.000166713356 Long EC CORP KY N 2 N N N Boels Topholding B.V. 724500V913SEHSEW2O75 Boels Topholding B.V., Term Loan B 9973109A7 387833.46000000 PA 451252.91000000 0.094807671339 Long LON CORP NL Y 2 2027-06-02 Floating 4.00000000 N N N N N N Windstream Services LLC 549300L3SXBFJVGRCF66 Windstream Services LLC, DIP Term Loan 97381JAB9 1353723.40000000 PA USD 1342440.12000000 0.282044988231 Long LON CORP US Y 2 2021-02-26 Floating 2.66000000 N N N N N N Tunnel Hill Partners L.P. 549300G78NJFY09EWK24 Tunnel Hill Partners L.P., Term Loan 89840LAC4 619114.46000000 PA USD 600541.03000000 0.126172918416 Long LON CORP US Y 2 2026-02-06 Floating 3.80788000 N N N N N N U.S. Shipping Corp. 549300LA1UDXPBQ7CV95 U.S. Shipping Corp., Term Loan B-2 90346YAE9 1662498.76000000 PA USD 1537811.35000000 0.323092239014 Long LON CORP US Y 2 2021-06-26 Floating 5.25000000 N N N N N N Catalent Pharma Solutions, Inc. N/A Catalent Pharma Solutions, Inc. 34962WAA2 113000.00000000 PA USD 120486.25000000 0.025314010254 Long DBT CORP US Y 2 2025-07-15 Fixed 6.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3729.87000000 -0.00078364101 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 236322.07000000 EUR 278552.82000000 USD 2020-10-15 -3729.87000000 N N N Apcoa Parking Holdings GmbH 529900H8FIYAOV5FUW68 Apcoa Parking Holdings GmbH, Term Loan B D0378LAB9 942408.59000000 PA 1056623.09000000 0.221995188124 Long LON CORP DE Y 2 2024-03-20 Floating 3.75000000 N N N N N N Masmovil (Lorca Finco PLC) N/A Masmovil (Lorca Finco PLC) TL EUR N/A 610698.12000000 PA 719441.08000000 0.151153670036 Long LON CORP ES Y 2 2027-07-02 Floating 4.25 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Second Lien Term Loan 68404XAD8 416818.23000000 PA USD 327202.31000000 0.068744795613 Long LON CORP US Y 2 2025-01-31 Floating 8.25000000 N N N N N N Verscend Holding Corp. N/A Verscend Holding Corp., Term Loan B 92531HAB3 324019.37000000 PA USD 322635.81000000 0.067785379682 Long LON CORP US Y 2 2025-08-27 Floating 4.65638000 N N N N N N ION Corp. 2138002XO5EAYFHPPT53 ION Corp., Term Loan 42328DAB4 398657.88000000 PA USD 396664.59000000 0.083338733662 Long LON CORP US Y 2 2025-10-02 Floating 5.32200000 N N N N N N USF S&H TopCo N/A USF S&H TopCo, Term Loan A N/A 3179325.91000000 PA USD 2384494.43000000 0.500979293920 Long LON CORP US Y 3 2024-11-26 Floating 5.50000000 N N N N N N Four Seasons Hotels Ltd. 5493009FUVX8LHYY2202 Four Seasons Hotels Ltd. 35100DAR7 58118.24000000 PA USD 56660.63000000 0.011904327413 Long LON CORP CA Y 2 2023-11-30 Floating 2.15638000 N N N N N N Dell International LLC N/A Dell International LLC 24703DBC4 235000.00000000 PA USD 276799.78000000 0.058155287174 Long DBT CORP US Y 2 2027-07-15 Fixed 6.10000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Rts. expiring 12/31/2046 92840M110 357798.00000000 NS USD 393577.80000000 0.082690202948 Long EC CORP US N 2 N N N SIWF Holdings, Inc. 54930062TONRLKZV7B16 SIWF Holdings, Inc., First Lien Term Loan 78489JAB0 1169378.72000000 PA USD 1110909.78000000 0.233400753716 Long LON CORP US Y 2 2025-06-15 Floating 5.32200000 N N N N N N Project Accelerate Parent LLC N/A Project Accelerate Parent LLC, First Lien Term Loan 74339RAC1 1219487.84000000 PA USD 1067051.86000000 0.224186259642 Long LON CORP US Y 3 2025-01-02 Floating 5.25000000 N N N N N N TTM Technologies, Inc. 549300SC4BDOIS008048 TTM Technologies, Inc., Term Loan B 87305VAH3 817200.96000000 PA USD 802899.94000000 0.168688272016 Long LON CORP US Y 2 2024-09-28 Floating 2.65563000 N N N N N N Kontoor Brands, Inc. 549300M0CPXV65RFF271 Kontoor Brands, Inc., Term Loan B 50048PAD5 353574.99000000 PA USD 350039.24000000 0.073542806010 Long LON CORP US Y 3 2026-05-17 Floating 4.42025000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 Wyndham Hotels & Resorts, Inc., Term Loan B 98310CAC6 14728.62000000 PA USD 14213.12000000 0.002986158714 Long LON CORP US Y 2 2025-05-30 Floating 1.90638000 N N N N N N Quest Software US Holdings, Inc. 54930052G52L5K3UK623 Quest Software US Holdings, Inc., First Lien Term Loan 74834YAH5 3561212.47000000 PA USD 3498161.20000000 0.734959287783 Long LON CORP US Y 2 2025-05-16 Floating 4.51063000 N N N N N N WEX, Inc. T9M5IGROL1TL1G5OV478 WEX, Inc., Term Loan B-3 96208UAP6 1892981.32000000 PA USD 1837876.63000000 0.386135578605 Long LON CORP US Y 2 2026-05-17 Floating 2.40638000 N N N N N N Dell International LLC / EMC Corp. N/A Dell International LLC / EMC Corp. 24703DBB6 429000.00000000 PA USD 503906.91000000 0.105870210807 Long DBT CORP US Y 2 2025-07-15 Fixed 5.85000000 N N N N N N MTN Infrastructure TopCo., Inc. 54930040E6IYPRA4GM07 MTN Infrastructure TopCo., Inc., Term Loan 55377KAB0 774867.33000000 PA USD 762760.03000000 0.160254927188 Long LON CORP US Y 2 2024-11-15 Floating 4.00000000 N N N N N N Go Daddy Operating Co. LLC 5493005GJOH8HLL11157 Go Daddy Operating Co. LLC, Term Loan B 38017BAP1 2240198.11000000 PA USD 2227316.97000000 0.467956506389 Long LON CORP US Y 2 2027-08-12 Floating 2.65680000 N N N N N N Generac Power Systems, Inc. 549300JQWLGGW8KC1X38 Generac Power Systems, Inc., Term Loan 36874VAM0 24871.67000000 PA USD 24871.67000000 0.005225506723 Long LON CORP US Y 2 2026-12-13 Floating 1.90563000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAE1 869724.86000000 PA USD 858583.68000000 0.180387356064 Long LON CORP US Y 2 2023-07-07 Floating 5.25000000 N N N N N N Xperi Corp. N/A Xperi Corp., Term Loan B 98422BAB5 989097.73000000 PA USD 969315.78000000 0.203652031617 Long LON CORP US Y 2 2025-06-02 Floating 4.15638000 N N N N N N Diebold Nixforf, Inc. 724500XPR088XALCD170 Diebold Nixforf, Inc. BK4171546 353000.00000000 PA 447427.15000000 0.094003883954 Long DBT CORP NL Y 2 2025-07-15 Fixed 9.00000000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 Beacon Roofing Supply, Inc. 073685AF6 175000.00000000 PA USD 180414.50000000 0.037904860538 Long DBT CORP US Y 2 2026-11-15 Fixed 4.50000000 N N N N N N Dentalcorp Perfect Smile ULC 5493003HQR34Y0NUVR29 Dentalcorp Perfect Smile ULC, First Lien Term Loan C2969TAC2 24094.28000000 PA USD 22708.86000000 0.004771103050 Long LON CORP CA Y 2 2025-06-06 Floating 4.75000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The) 26483NAN0 566400.89000000 PA USD 565834.49000000 0.118881117820 Long LON CORP US Y 2 2026-02-08 Floating 3.90680000 N N N N N N Prime Security Services Borrower LLC N/A Prime Security Services Borrower LLC 74166MAC0 2132000.00000000 PA USD 2360582.38000000 0.495955402157 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Mesa Airlines, Inc. N/A Mesa Airlines, Inc., Class B 59048*AA8 1476636.94000000 PA USD 1253653.58000000 0.263391047354 Long DBT CORP US N 3 2025-07-15 Fixed 5.75000000 N N N N N N Virgin Media Bristol LLC N/A Virgin Media Bristol LLC, Term Loan N G9368PBC7 6936707.79000000 PA USD 6770504.27000000 1.422474469219 Long LON CORP US Y 2 2028-01-31 Floating 2.66188000 N N N N N N Pacific Drilling S.A. 549300VEJMMZCY6OBU06 Pacific Drilling S.A. L7257P205 1.00000000 NS USD 0.25000000 0.000000052524 Long EC CORP LU N 1 N N N GlobalLogic Holdings, Inc. 549300047NM5XM5G8O91 GlobalLogic Holdings, Inc., Term Loan 37953UAJ1 3216.80000000 PA USD 3152.46000000 0.000662327898 Long LON CORP US Y 2 2025-08-01 Floating 2.90638000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Term Loan 40422KAB7 3059730.52000000 PA USD 2982594.71000000 0.626639413817 Long LON CORP US Y 2 2025-05-23 Floating 3.84388000 N N N N N N Perstorp Holding AB 549300ES84TRW7EWGU35 Perstorp Holding AB, Term Loan B N/A 147381.63000000 PA 159257.44000000 0.033459788724 Long LON CORP SE Y 2 2026-02-26 Floating 4.75000000 N N N N N N Univar, Inc. 5493008FTB9VZW6CVA82 Univar, Inc., Term Loan B-5 91335PAH2 292520.25000000 PA USD 285390.07000000 0.059960096346 Long LON CORP US Y 2 2026-07-01 Floating 2.15638000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, First Lien Term Loan B-2 26779UAG2 1067644.99000000 PA USD 931520.25000000 0.195711238091 Long LON CORP US Y 2 2022-01-28 Floating 4.25000000 N N N N N N FS KKR Capital Corp. N/A FS KKR Capital Corp., Series 2019-1A, Class A2 302637AC7 1150000.00000000 PA USD 1094374.50000000 0.229926712093 Long ABS-CBDO CORP KY Y 2 2030-07-15 Floating 2.77500000 N N N N N N Genie Energy Ltd. 52990057E36X8869GX58 Genie Energy Ltd. 372284307 7632.00000000 NS USD 66512.88000000 0.013974272801 Long EP CORP US N 1 N N N Petco Animal Supplies, Inc. EQFF4O0CK09VES3JAH16 Petco Animal Supplies, Inc., Term Loan 71579UAF2 3292649.86000000 PA USD 2832864.23000000 0.595181227459 Long LON CORP US Y 2 2023-01-26 Floating 4.25000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 Allison Transmission, Inc. 019736AF4 531000.00000000 PA USD 582169.82000000 0.122313150199 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Term Loan 68404XAB2 1799946.38000000 PA USD 1577949.99000000 0.331525317017 Long LON CORP US Y 2 2024-02-01 Floating 4.25000000 N N N N N N Servicemaster Co. (The) HZPA4EQ289DXC7NQGK91 Servicemaster Co. (The), Term Loan B 81760HAG7 298377.85000000 PA USD 294618.29000000 0.061898933813 Long LON CORP US Y 2 2026-10-30 Floating 1.90638000 N N N N N N Berlin Packaging LLC 549300L1HNHO6QOXHH42 Berlin Packaging LLC, Term Loan 08511LAQ1 82746.36000000 PA USD 80605.30000000 0.016935072597 Long LON CORP US Y 2 2025-11-07 Floating 3.25250000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc., Term Loan B-4 03852JAR2 553110.08000000 PA USD 529810.32000000 0.111312484812 Long LON CORP US Y 2 2027-01-15 Floating 1.91113000 N N N N N N Granite Acquisition, Inc. 549300DJBUN7Z75R2S83 Granite Acquisition, Inc., First Lien Term Loan B 38723BAB7 1892461.98000000 PA USD 1884570.41000000 0.395945883314 Long LON CORP US Y 2 2021-12-17 Floating 4.50000000 N N N N N N Brightview Landscapes LLC 549300OSAEQC89PVOW06 Brightview Landscapes LLC, Term Loan 10801XAG2 319591.60000000 PA USD 315329.85000000 0.066250406634 Long LON CORP US Y 2 2025-08-15 Floating 2.77040000 N N N N N N Granite Acquisition, Inc. 549300DJBUN7Z75R2S83 Granite Acquisition, Inc., Second Lien Term Loan 38723BAF8 555523.17000000 PA USD 540246.28000000 0.113505066941 Long LON CORP US Y 2 2022-12-19 Floating 8.25000000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., Term Loan N/A 3005241.90000000 PA USD 2922597.75000000 0.614034127649 Long LON CORP US Y 2 2024-08-30 Floating 6.50000000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc., Term Loan B-1 365556AU3 591238.79000000 PA USD 575118.66000000 0.120831710312 Long LON CORP US Y 2 2027-03-31 Floating 1.90638000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp. N/A 2851.56000000 NS USD 2851.56000000 0.000599109185 Long EC CORP US N 3 N N N Claire's Stores 549300N5HNYXI6JY7625 Claire's Stores 179ESCAP3 446.00000000 PA USD 169201.25000000 0.035548970754 Long DBT CORP US N 2 2020-03-15 None 6.12500000 Y Y N N N N Explorer Holdings, Inc. 2549003SUFVGC903CK03 Explorer Holdings, Inc., First Lien Term Loan 29481PAH4 399906.94000000 PA USD 399575.02000000 0.083950211361 Long LON CORP US Y 2 2027-02-04 Floating 5.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -639992.19000000 -0.13446155773 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 11309866.81000000 EUR 12860449.55000000 USD 2020-09-15 -639992.19000000 N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A., Term Loan L0178UAK2 119305.96000000 PA USD 113937.19000000 0.023938060948 Long LON CORP LU Y 2 2026-01-31 Floating 2.92025000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 Midcontinent Communications, Term Loan B 59565TAH2 14023.98000000 PA USD 13772.67000000 0.002893620721 Long LON CORP US Y 2 2026-08-15 Floating 1.90638000 N N N N N N Evergood 4 APS 5493004DVX7E2HIJTK34 Evergood 4 APS, Term Loan B-2 N/A 321294.62000000 PA 380382.24000000 0.079917832315 Long LON CORP DK Y 2 2025-02-06 Floating 3.75000000 N N N N N N U.S. TelePacific Corp. 549300C81ZS48XBQR219 U.S. TelePacific Corp., Term Loan 90343TAS2 2726083.77000000 PA USD 2307629.91000000 0.484830154517 Long LON CORP US Y 2 2023-05-02 Floating 6.57200000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc., Term Loan W 08579JBD3 670235.27000000 PA USD 663030.24000000 0.139301823189 Long LON CORP US Y 2 2022-10-01 Floating 2.15538000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Series A-2 N/A 584.01000000 NS USD 5840.10000000 0.001226997697 Long EC CORP US N 3 N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc., Incremental Term Loan B 90351HAD0 177164.00000000 PA USD 170473.40000000 0.035816247876 Long LON CORP US Y 2 2026-08-15 Floating 3.07200000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The) 26483EAJ9 295000.00000000 PA USD 320628.13000000 0.067363568628 Long DBT CORP US Y 2 2026-08-15 Fixed 6.87500000 N N N N N N Moda Ingleside Energy Center LLC N/A Moda Ingleside Energy Center LLC, Term Loan 60749KAB1 160059.17000000 PA USD 156117.71000000 0.032800135383 Long LON CORP US Y 2 2025-09-29 Floating 3.40638000 N N N N N N Park Aerospace Holdings Ltd. 635400CPI3EOIFF6OC33 Park Aerospace Holdings Ltd. 70014LAA8 64000.00000000 PA USD 63566.48000000 0.013355237851 Long DBT CORP KY Y 2 2022-08-15 Fixed 5.25000000 N N N N N N IGT Holding IV AB 549300S0NZ6VQU5JU607 IGT Holding IV AB, Term Loan B 99Q9242B9 1039864.39000000 PA USD 1003469.14000000 0.210827609787 Long LON CORP SE Y 2 2024-07-29 Floating 4.75000000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class B 45174J608 17.00000000 NS USD 131.75000000 0.000027680510 Long EC CORP US N 2 N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp., Term Loan B-9 13134MBQ5 5551846.80000000 PA USD 5445445.66000000 1.144081314473 Long LON CORP US Y 2 2026-04-05 Floating 2.41000000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A Clear Channel Worldwide Holdings, Inc. 18453HAA4 2569000.00000000 PA USD 2598671.95000000 0.545977722683 Long DBT CORP US Y 2 2027-08-15 Fixed 5.12500000 N N N N N N B&B Hotels SAS 969500OUD0VB2606MD53 B&B Hotels SAS, Term Loan B-3-A N/A 1579304.96000000 PA 1661868.31000000 0.349156450968 Long LON CORP FR Y 2 2026-07-31 Floating 3.87500000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC, Term Loan 82087UAH0 1402530.88000000 PA USD 1405595.41000000 0.295313835578 Long LON CORP US Y 2 2022-03-31 Floating 5.25000000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc. 247361ZX9 676000.00000000 PA USD 740773.64000000 0.155635614180 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc., Term Loan B-3 44969CBJ8 18004.15000000 PA USD 17668.46000000 0.003712121321 Long LON CORP US Y 2 2025-06-11 Floating 2.05788000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC, Term Loan 64072UAE2 977781.90000000 PA USD 947226.22000000 0.199011042721 Long LON CORP US Y 2 2025-07-17 Floating 2.40813000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class A N/A 779.53000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N PQ Corp. 2H1FRGMQKKSWC9PFJY28 PQ Corp., Term Loan B-1 69353FAX2 409357.99000000 PA USD 401463.52000000 0.084346982846 Long LON CORP US Y 2 2027-02-07 Floating 2.51063000 N N N N N N Reynolds Group Issuer, Inc./LLC N/A Reynolds Group Issuer, Inc./LLC 761735AT6 179000.00000000 PA USD 181855.05000000 0.038207518289 Long DBT CORP US Y 2 2023-07-15 Fixed 5.12500000 N N N N N N Veritas US, Inc. 549300RFUWCPWS8FQ104 Veritas US, Inc., Term Loan B-1 G9341JAM2 106013.02000000 PA 124359.98000000 0.026127876076 Long LON CORP US Y 2 2025-08-13 Floating 6.50000000 N N N N N N Alorica Inc. 549300I7BKCLNE05U640 Alorica Inc., Term Loan B 02052RAL7 647658.47000000 PA USD 644015.39000000 0.135306827014 Long LON CORP US Y 2 2020-10-02 Floating 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC, Term Loan 64072UAH5 581743.86000000 PA USD 563322.94000000 0.118353444310 Long LON CORP US Y 2 2026-01-15 Floating 2.40813000 N N N N N N Spin Holdco, Inc. 549300QAS44U2GUXGK45 Spin Holdco, Inc., First Lien Term Loan B-1 84850XAG7 4040710.49000000 PA USD 3951592.62000000 0.830224661346 Long LON CORP US Y 2 2022-11-14 Floating 4.25000000 N N N N N N APi Group DE, Inc. 549300XP4G7B4QYA0G83 APi Group DE, Inc., Term Loan 00186XAB9 1779471.94000000 PA USD 1752032.48000000 0.368099830183 Long LON CORP US Y 2 2026-09-30 Floating 2.65638000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 Vistra Corp. 92840M102 219648.00000000 NS USD 4223831.04000000 0.887421612496 Long EC CORP US N 1 N N N Serta Simmons Bedding LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding LLC, Term Loan 81753HAF8 485959.10000000 PA USD 484744.20000000 0.101844149431 Long LON CORP US Y 2 2023-08-10 Floating 7.50000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., DIP Term Loan L5137LAK1 211110.37000000 PA USD 215508.85000000 0.045278139528 Long LON CORP LU Y 2 2021-07-13 Floating 5.05000000 N N N N N N PQ Corp. 2H1FRGMQKKSWC9PFJY28 PQ Corp., Term Loan B 69353FBA1 1037746.13000000 PA USD 1036018.28000000 0.217666143343 Long LON CORP US Y 2 2027-02-07 Floating 4.00000000 N N N N N N Heritage Power LLC N/A Heritage Power LLC, Term Loan B 42727CAC1 1714562.63000000 PA USD 1638830.40000000 0.344316214925 Long LON CORP US Y 2 2026-07-30 Floating 7.00000000 N N N N N N LSF10 Wolverine Investments S.C.A. 222100GZXIAZBMS7YB76 LSF10 Wolverine Investments S.C.A., Term Loan C-2 N/A 408749.96000000 PA 470863.13000000 0.098927754006 Long LON CORP LU Y 2 2026-09-30 Floating 4.00000000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 Hilding Anders AB, Term Loan B N/A 388206.81000000 PA 282592.66000000 0.059372364008 Long LON CORP SE Y 2 2024-11-29 Floating 5.00000000 N N Y N N N Diaverum Holding S.a.r.l. 529900RWYQPY2NLNKQ39 Diaverum Holding S.a.r.l., Term Loan B N/A 198535.70000000 PA 228518.97000000 0.048011549449 Long LON CORP LU Y 2 2024-06-08 Floating 3.75000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Term Loan 00189AAB6 649661.53000000 PA USD 617178.45000000 0.129668419524 Long LON CORP US Y 2 2024-01-01 Floating 7.45013000 N N N N N N Irel AcquiCo GmbH 529900W6COKZG9FWRZ51 Irel AcquiCo GmbH, Incremental Term Loan N/A 61460.69000000 PA 72381.86000000 0.015207338150 Long LON CORP DE Y 2 2026-05-29 Floating 3.50000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 Garda World Security Corp., Term Loan C4000KAC8 765421.45000000 PA USD 765230.09000000 0.160773883701 Long LON CORP CA Y 2 2026-10-30 Floating 4.93000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 (US) LLC, Term Loan B-3 05400KAE0 1093039.06000000 PA USD 1058504.49000000 0.222390467908 Long LON CORP US Y 2 2025-01-15 Floating 2.50000000 N N N N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership, Term Loan N9000DAB3 999492.82000000 PA USD 975380.06000000 0.204926129252 Long LON CORP US Y 2 2028-04-30 Floating 2.41188000 N N N N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 DXP Enterprises, Inc., Term Loan 23338DAM8 52129.33000000 PA USD 50630.61000000 0.010637427762 Long LON CORP US Y 2 2023-08-29 Floating 5.75000000 N N N N N N Natgasoline LLC 549300OHXDYMQYZOWC24 Natgasoline LLC, Term Loan 63232EAB3 510379.44000000 PA USD 479756.67000000 0.100796275624 Long LON CORP US Y 3 2025-11-14 Floating 3.81250000 N N N N N N Froneri International PLC N/A Froneri International PLC, Second Lien Term Loan G3679YAH5 62091.71000000 PA 74245.34000000 0.015598852965 Long LON CORP LU Y 2 2028-01-28 Floating 5.75000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc., Term Loan B-5 78466DBF0 2013100.17000000 PA USD 1961514.48000000 0.412111736073 Long LON CORP US Y 2 2025-04-16 Floating 1.90638000 N N N N N N Toys 'R' Us-Delaware, Inc. N/A Toys 'R' Us-Delaware, Inc. N/A 16.73100000 NS USD 41827.50000000 0.008787905374 Long EC CORP US N 2 N N N Mavenir Systems, Inc. 549300Q70CXM8TJLTD42 Mavenir Systems, Inc., Term Loan 57767EAB8 1588659.30000000 PA USD 1596602.60000000 0.335444207022 Long LON CORP US Y 3 2025-05-08 Floating 7.00000000 N N N N N N Crossmark Holdings, Inc. 549300V1U4UZQPVHLY12 Crossmark Holdings, Inc., Term Loan 12567JAB4 256592.32000000 PA USD 254026.40000000 0.053370628552 Long LON CORP US Y 3 2023-07-26 Floating 11.00000000 N N N N N N Al Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 Al Aqua Merger Sub, Inc., First Lien Term Loan 00132UAC8 133367.93000000 PA USD 130700.57000000 0.027460026096 Long LON CORP US Y 3 2023-12-13 Floating 5.34175000 N N N N N N Haya Finance 2017 S.A. 9598002SASJP67RL1Q74 Haya Finance 2017 S.A. AP9520101 100000.00000000 PA 96212.66000000 0.020214159390 Long DBT CORP ES Y 2 2022-11-15 Floating 5.12500000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 Trident TPI Holdings, Inc., Term Loan B-2 00216EAC3 154064.97000000 PA 179486.94000000 0.037709981343 Long LON CORP US Y 2 2024-10-17 Floating 3.25000000 N N N N N N Mileage Plus Holdings, LLC N/A Mileage Plus Holdings, LLC, Term Loan B 59921PAB2 2363550.59000000 PA USD 2392362.27000000 0.502632317252 Long LON CORP US Y 2 2027-06-21 Floating 6.25000000 N N N N N N ACProducts, Inc. N/A ACProducts, Inc., Term Loan B 00489DAH4 836953.57000000 PA USD 841401.98000000 0.176777502409 Long LON CORP US Y 2 2025-08-18 Floating 7.50000000 N N N N N N McAfee LLC 549300713UKUTLV9T378 McAfee LLC, Term Loan B 57906PAG4 68962.02000000 PA USD 68488.25000000 0.014389295565 Long LON CORP US Y 2 2024-09-30 Floating 3.90638000 N N N N N N Blackstone CQP Holdco 549300LPL012JY5D4B69 Blackstone CQP Holdco, Term Loan 09259HAB7 2720381.25000000 PA USD 2679575.53000000 0.562975463535 Long LON CORP US Y 2 2024-09-30 Floating 3.80638000 N N N N N N Thyssenkrupp Elevators 549300C2AFWPAYWS5574 Thyssenkrupp Elevators, Term Loan B BL3395136 3800044.75000000 PA USD 3776009.47000000 0.793334861393 Long LON CORP US Y 2 2027-06-30 Floating 4.40680000 N N N N N N Sybil Software LLC N/A Sybil Software LLC, Term Loan N0805EAL5 508401.73000000 PA USD 503897.29000000 0.105868189657 Long LON CORP US Y 2 2023-09-29 Floating 3.25000000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 (US) LLC, Term Loan B-4 05400KAF7 1148559.09000000 PA USD 1086536.90000000 0.228280042147 Long LON CORP US Y 2 2027-02-10 Floating 2.25000000 N N N N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, First Lien Term Loan 78638JAB0 377508.17000000 PA USD 356350.72000000 0.074868840055 Long LON CORP US Y 2 2025-02-03 Floating 4.00000000 N N N N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 Option Care Health, Inc., Term Loan B N/A 1113716.58000000 PA USD 1111394.48000000 0.233502588579 Long LON CORP US Y 2 2026-08-06 Floating 4.65638000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc., Term Loan B-2 365556AT6 1963292.96000000 PA USD 1909763.78000000 0.401238978805 Long LON CORP US Y 2 2027-03-01 Floating 1.90638000 N N N N N N Vectra Co. JUC8K6CTM7PVMRAKXF33 Vectra Co., First Lien Term Loan 92243BAC3 218087.16000000 PA USD 210999.33000000 0.044330695023 Long LON CORP US Y 2 2025-03-08 Floating 3.40638000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CM6 165000.00000000 PA USD 171322.80000000 0.035994705752 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Inovyn Finance PLC N/A Inovyn Finance PLC, Term Loan B 64818YAH5 415082.20000000 PA 483187.76000000 0.101517143336 Long LON CORP GB Y 2 2027-02-25 Floating 2.50000000 N N N N N N Newday Bondco PLC 213800J8EWKKXHTQC490 Newday Bondco PLC AM2454479 691000.00000000 PA 848025.26000000 0.178169045243 Long DBT CORP GB Y 2 2023-02-01 Floating 6.57913000 N N N N N N Envigo RMS Holding Corp. N/A Envigo RMS Holding Corp. N/A 18639.00000000 NS USD 149857.56000000 0.031484885706 Long EC CORP US N 3 N N N Thyssenkrupp Elevators 254900K869UN2ZWVB351 Thyssenkrupp Elevators BK2987398 688000.00000000 PA 831800.87000000 0.174760321220 Long DBT CORP DE Y 2 2027-07-15 Floating 4.75000000 N N N N N N Prime Security Services Borrower LLC / Prime Finance, Inc. N/A Prime Security Services Borrower LLC / Prime Finance, Inc. 74166MAF3 981000.00000000 PA USD 979930.71000000 0.205882215118 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 36484.61000000 0.007665370875 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1796619.51000000 USD 1371195.85000000 GBP 2020-09-15 36484.61000000 N N N FrontDoor, Inc. 5493008RB0JZJI3QGZ06 FrontDoor, Inc., Term Loan 00130FAC3 306994.58000000 PA USD 302005.92000000 0.063451065625 Long LON CORP US Y 2 2025-08-16 Floating 2.68750000 N N N N N N Unilabs Diagnostics AB N/A Unilabs Diagnostics AB, Revolver Loan N/A 768492.01000000 PA 863664.74000000 0.181454880408 Long LON CORP SE Y 3 2021-04-01 Floating 1.40000000 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 California Resources Corp., Jr. DIP Term Loan N/A 840183.82000000 PA USD 855937.27000000 0.179831348637 Long LON CORP US Y 3 2021-01-23 Floating 10.00000000 N N N N N N PCI Gaming Authority 549300KPXAJ1LRW5LP59 PCI Gaming Authority, Term Loan B 70455DAG9 882395.80000000 PA USD 857882.84000000 0.180240110458 Long LON CORP US Y 2 2026-05-29 Floating 2.65638000 N N N N N N Nautilus Power UU3WE4QD17GA2LF0I609 Nautilus Power, Term Loan 63909UAB9 1393555.42000000 PA USD 1378170.57000000 0.289551911035 Long LON CORP US Y 2 2024-05-16 Floating 5.25000000 N N N N N N Global Logic Holdings, Inc. 549300047NM5XM5G8O91 Global Logic Holdings, Inc., Term Loan B-2 37953UAM4 687470.06000000 PA USD 685751.38000000 0.144075506252 Long LON CORP US Y 3 2027-08-13 Floating 4.50000000 N N N N N N Toys 'R' Us-Delaware, Inc. N/A Toys 'R' Us-Delaware, Inc. N/A 16.73100000 NS USD 435.01000000 0.000091395056 Long EC CORP US N 2 N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class B N/A 9.25000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Mileage Plus Holdings, LLC N/A Mileage Plus Holdings, LLC 599191AA1 729000.00000000 PA USD 761805.00000000 0.160054276581 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N N N N N N Biscuit International N/A Biscuit International, Term Loan N/A 230751.45000000 PA 265247.53000000 0.055728173914 Long LON CORP FR Y 2 2027-02-07 Floating 4.00000000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc., First Lien Term Loan N/A 78123.86000000 PA USD 77066.06000000 0.016191482705 Long LON CORP US Y 2 2024-05-16 Floating 3.75000000 N N N N N N ION Corporates 213800L79ZXIG33VIU08 ION Corporates, Term Loan 42328DAC2 680865.26000000 PA 786867.84000000 0.165319947881 Long LON CORP LU Y 2 2025-10-02 Floating 4.25000000 N N N N N N West Corp. 5493005Z5DB0O5S30R71 West Corp., Incremental Term Loan B-1 68162RAD3 732226.84000000 PA USD 652392.15000000 0.137066773800 Long LON CORP US Y 2 2024-10-10 Floating 4.50000000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc., First Lien Term Loan 44928PAB7 1946522.77000000 PA USD 1946522.77000000 0.408961996575 Long LON CORP US Y 3 2021-07-18 Floating 0.75000000 N N N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 Acadia Healthcare Co., Inc., Term Loan B-3 00404DAF0 240456.43000000 PA USD 238778.04000000 0.050166967210 Long LON CORP US Y 2 2022-02-11 Floating 2.65638000 N N N N N N Rodenstock Holding GmbH N/A Rodenstock Holding GmbH, Term Loan B 069338DE8 293772.53000000 PA 343416.54000000 0.072151385033 Long LON CORP DE Y 2 2026-06-05 Floating 5.25000000 N N N N N N N/A N/A Tribune Resources, Inc., Wts., expiring April 3, 2023 933WMF906 99132.00000000 NS USD 2973.96000000 0.000624825272 N/A DE N/A N 2 Tribune Resources LLC 549300IFWJYQ79PVEU45 Call Purchased Tribune Resources LLC Tribune Resources, Inc. 1.00000000 0.01000000 USD 2023-04-03 XXXX -5224.26000000 N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc., Term Loan B 15669GAH7 6331468.01000000 PA USD 6135572.39000000 1.289076076282 Long LON CORP US Y 2 2027-03-15 Floating 2.40638000 N N N N N N Thyssenkrupp Elevators 2549008GCHWX9EEMIS56 Thyssenkrupp Elevators BK2282618 275000.00000000 PA 343675.76000000 0.072205846831 Long DBT CORP DE Y 2 2028-07-15 Fixed 6.62500000 N N N N N N N/A N/A HGIM Corp., Wts. expiring 07/02/2043 N/A 11411.00000000 NS USD 68466.00000000 0.014384620868 N/A DE N/A N 2 HGIM Corp 549300W0Q0ZDXP0FKI37 Call Purchased HGIM Corp HGIM Corp. 1.00000000 0 USD 2099-12-31 XXXX -958799.44000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC, Term Loan 64072UAK8 233773.16000000 PA USD 227136.34000000 0.047721060617 Long LON CORP US Y 2 2027-04-15 Floating 2.65813000 N N N N N N Ventia Deco LLC N/A Ventia Deco LLC, Term Loan B Q5642FAE1 2007164.05000000 PA USD 1999637.18000000 0.420121267607 Long LON CORP US Y 2 2026-05-21 Floating 5.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -666932.28000000 -0.14012163690 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 11309866.80000000 EUR 12833509.44000000 USD 2020-09-15 -666932.28000000 N N N Dell International LLC / EMC Corp. N/A Dell International LLC / EMC Corp. 24703DBA8 3877000.00000000 PA USD 4424914.58000000 0.929669012457 Long DBT CORP US Y 2 2029-10-01 Fixed 5.30000000 N N N N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 Samson Investment Co., Class A 931GSK906 84254.00000000 NS USD 337016.00000000 0.070806639594 Long EC CORP US N 2 N N N Aria Energy Operating LLC 549300VNL5GGCGT9XC20 Aria Energy Operating LLC, Term Loan 04035LAB0 650339.88000000 PA USD 624326.28000000 0.131170169657 Long LON CORP US Y 2 2022-05-27 Floating 5.50000000 N N N N N N Goodman Networks, Inc. 549300UMUT10TOBP5N08 Goodman Networks, Inc. 38239HAF2 1869597.00000000 PA USD 990886.41000000 0.208183993970 Long DBT CORP US N 2 2022-05-11 Fixed 8.00000000 N N N N N N Hoffmaster Group, Inc. 5493007J8Q5BFWUO1B64 Hoffmaster Group, Inc., Term Loan B-1 43455JAT5 1276582.12000000 PA USD 1062754.61000000 0.223283412798 Long LON CORP US Y 2 2023-11-21 Floating 4.31340000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B-5 L5137LAH8 1409383.03000000 PA USD 1430086.87000000 0.300459460657 Long LON CORP LU Y 2 2024-01-02 Fixed 8.62500000 Y Y N N N N Dell International LLC / EMC Corp. N/A Dell International LLC / EMC Corp. 24703DAZ4 2538000.00000000 PA USD 2873832.32000000 0.603788571869 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A., Term Loan B-13 F6628DAM6 420284.23000000 PA USD 415818.71000000 0.087362990290 Long LON CORP FR Y 2 2026-08-14 Floating 4.75000000 N N N N N N S2P Acquisiton Borrower, Inc. 2138009YGPT15LRTY307 S2P Acquisiton Borrower, Inc., Term Loan 78431EAB0 482759.38000000 PA USD 477632.48000000 0.100349985964 Long LON CORP US Y 2 2026-08-14 Floating 5.07200000 N N N N N N Hub International Ltd. 549300JQT6ATTUNS5E06 Hub International Ltd., Term Loan 44332EAP1 18029.92000000 PA USD 17611.45000000 0.003700143592 Long LON CORP US Y 2 2025-04-25 Floating 2.92260000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc., Term Loan B 00164DAQ6 360545.47000000 PA USD 277551.51000000 0.058313224705 Long LON CORP US Y 2 2026-04-22 Floating 4.08000000 N N N N N N Panther BF Aggregator 2 L.P. 549300474L1ZLXZY2P98 Panther BF Aggregator 2 L.P., Term Loan B C8000CAB9 1907033.95000000 PA USD 1874852.75000000 0.393904215117 Long LON CORP CA Y 2 2026-04-30 Floating 3.65849000 N N N N N N Cast & Crew Payroll LLC 549300XE7OZGFGN5F466 Cast & Crew Payroll LLC, First Lien Term Loan 14835JAN0 432808.07000000 PA USD 410085.65000000 0.086158481562 Long LON CORP US Y 2 2026-02-09 Floating 3.90638000 N N N N N N Euramax International, Inc. N/A Euramax International, Inc. 910VBG905 3272.20000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N California Resources Corp. 5493003Q8F0T4F4YMR48 California Resources Corp., Term Loan BL2562942 1417922.45000000 PA USD 538222.09000000 0.113079787156 Long LON CORP US Y 2 2049-12-31 Floating 5.75000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 Applied Systems, Inc., Second Lien Term Loan 03827FAZ4 57904.45000000 PA USD 59080.78000000 0.012412797898 Long LON CORP US Y 2 2025-09-19 Floating 8.00000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Term Loan 00189AAC4 116729.58000000 PA USD 101554.73000000 0.021336521607 Long LON CORP US Y 3 2023-10-02 Floating 6.27290000 N N N N N N Techem GmbH 529900N0M7FQHNAV1A41 Techem GmbH, Term Loan B-4 N/A 132513.68000000 PA 155295.91000000 0.032627476232 Long LON CORP DE Y 2 2025-07-15 Floating 2.62500000 N N N N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 Patriot Container Corp., Second Lien Term Loan 40435YAE6 104728.66000000 PA USD 93993.97000000 0.019748015399 Long LON CORP US Y 2 2026-03-20 Floating 8.75000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC 31660T102 18762.00000000 NS USD 1876.20000000 0.000394187270 Long EC CORP US N 2 N N N Windstream Services LLC 549300L3SXBFJVGRCF66 Windstream Services LLC, Term Loan B 97381JAE3 1546585.77000000 PA USD 1514687.44000000 0.318233934478 Long LON CORP US Y 2 2027-08-15 Floating 7.25000000 N N N N N N Peraton Corp. N/A Peraton Corp., Term Loan BL2419739 852573.20000000 PA USD 845113.18000000 0.177557220882 Long LON CORP US Y 2 2024-04-29 Floating 6.25000000 N N N N N N Shop Direct Funding PLC N/A Shop Direct Funding PLC AP7064243 1952000.00000000 PA 2522575.70000000 0.529989995844 Long DBT CORP GB Y 2 2022-11-15 Fixed 7.75000000 N N N N N N N/A N/A iHeartMedia, Inc., Wts., expiring May 1, 2019 45174J145 82242.00000000 NS USD 623682.21000000 0.131034851357 N/A DE N/A N 2 iHeartMedia Inc 54930076J6KDZL504O62 Call Purchased iHeartMedia Inc iHeartCommunications, Inc. 1.00000000 0.00100000 USD 2039-05-01 XXXX -1333112.94000000 N N N Seaworld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 Seaworld Parks & Entertainment, Inc. 81282UAC6 231000.00000000 PA USD 244715.63000000 0.051414447434 Long DBT CORP US Y 2 2025-05-01 Fixed 8.75000000 N N N N N N B&B Hotels SAS 969500OUD0VB2606MD53 B&B Hotels SAS, Second Lien Term Loan N/A 387253.65000000 PA 388188.54000000 0.081557926171 Long LON CORP FR Y 2 2027-07-31 Floating 8.50000000 N N N N N N Merlin Entertainments PLC N/A Merlin Entertainments PLC, Delayed Draw Term Loan N/A 5098.20000000 PA USD 4741.33000000 0.000996147495 Long LON CORP US Y 2 2026-10-16 Floating 4.32200000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc. 024747AF4 486000.00000000 PA USD 501401.34000000 0.105343793687 Long DBT CORP US Y 2 2028-01-15 Fixed 4.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AU1 2666000.00000000 PA USD 2799859.86000000 0.588247050650 Long DBT CORP US Y 2 2026-05-15 Fixed 5.50000000 N N N N N N Dell International LLC N/A Dell International LLC 24703DBD2 1152000.00000000 PA USD 1397849.16000000 0.293686358153 Long DBT CORP US Y 2 2030-07-15 Fixed 6.20000000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Second Lien Term Loan 45321NAB2 561695.41000000 PA USD 540831.23000000 0.113627964203 Long LON CORP US Y 2 2027-01-11 Floating 8.75000000 N N N N N N Froneri International PLC N/A Froneri International PLC, Term Loan B-2 G3679YAC6 901975.11000000 PA USD 870807.36000000 0.182955535926 Long LON CORP US Y 2 2027-01-29 Floating 2.40638000 N N N N N N Odyssey Logistics & Technology Corp. 549300RUJYUKK5VULA96 Odyssey Logistics & Technology Corp., First Lien Term Loan 67611YAF2 321260.04000000 PA USD 300328.34000000 0.063098608168 Long LON CORP US Y 2 2024-10-12 Floating 5.07200000 N N N N N N Prime Secuirty Services Borrower LLC 549300O6QPZVWXV2DC15 Prime Secuirty Services Borrower LLC, Term Loan B-1 03765VAJ9 3589600.92000000 PA USD 3582870.42000000 0.752756588834 Long LON CORP US Y 2 2026-09-23 Floating 4.25000000 N N N N N N Klockner Pentaplast of America, Inc. 5299004QDA11QZOG5N31 Klockner Pentaplast of America, Inc., Term Loan 49865NAQ3 301608.80000000 PA USD 294068.58000000 0.061783440430 Long LON CORP US Y 2 2022-06-30 Floating 5.25000000 N N N N N N Claire's Stores 549300N5HNYXI6JY7625 Claire's Stores 179ESCAP3 780000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2020-03-15 None 6.12500000 Y Y N N N N Transtar Holding Co. N/A Transtar Holding Co., PIK Term Loan, 7.75% PIK Rate, 1.00% Cash Rate N/A 813756.27000000 PA USD 817825.05000000 0.171824018938 Long LON CORP US Y 3 2022-04-11 Floating 1.00000000 N N Y N N N UPC Financing Partnership 2138005HEGTBAGASUY97 UPC Financing Partnership, Term Loan B-2 N/A 134587.80000000 PA 159305.41000000 0.033469867161 Long LON CORP NL Y 2 2029-01-31 Floating 3.50000000 N N N N N N Speedster Bidco GmbH N/A Speedster Bidco GmbH, Term Loan B N/A 790160.86000000 PA 912689.13000000 0.191754843359 Long LON CORP DE Y 2 2027-02-14 Floating 3.25000000 N N N N N N US Ecology, Inc. 549300DG4KZA2L1YBS33 US Ecology, Inc., Term Loan 90349YAF3 149670.75000000 PA USD 147986.95000000 0.031091872888 Long LON CORP US Y 3 2026-08-14 Floating 2.65638000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 Bausch Health Americas, Inc., First Lien Incremental Term Loan C9413PBB8 2573315.05000000 PA USD 2527818.84000000 0.531091572993 Long LON CORP US Y 2 2025-11-27 Floating 2.93325000 N N N N N N N/A N/A iHeartMedia, Inc., Wts., expiring May 1, 2019 45174J145 11041.00000000 NS USD 83729.42000000 0.017591446297 N/A DE N/A N 2 iHeartMedia Inc 54930076J6KDZL504O62 Call Purchased iHeartMedia Inc iHeartCommunications, Inc. 1.00000000 0.00100000 USD 2039-05-01 XXXX -108746.62000000 N N N ON Semicondoctor Corp. ZV20P4CNJVT8V1ZGJ064 ON Semicondoctor Corp., Term Loan B-4 68218EAH7 1619754.42000000 PA USD 1599920.53000000 0.336141299960 Long LON CORP US Y 2 2026-09-19 Floating 2.15638000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc., Term Loan B-1 44969CBF6 52936.40000000 PA USD 51937.23000000 0.010911946988 Long LON CORP US Y 2 2024-03-07 Floating 1.90638000 N N N N N N Go Daddy Operating Co. LLC 5493005GJOH8HLL11157 Go Daddy Operating Co. LLC, Term Loan B-2 N/A 1287611.28000000 PA USD 1268779.97000000 0.266569082952 Long LON CORP US Y 2 2024-02-15 Floating 1.90638000 N N N N N N Veritas US, Inc. 549300RFUWCPWS8FQ104 Veritas US, Inc., Term Loan G9341JAH3 97193.98000000 PA 114295.37000000 0.024013314118 Long LON CORP US Y 2 2023-01-27 Floating 5.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 170431.16000000 0.035807373305 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13424447.85000000 USD 11388980.74000000 EUR 2020-09-15 170431.16000000 N N N KPEX Holdings, Inc. 549300MP1C774T4UWC83 KPEX Holdings, Inc., Second Lien Term Loan 84763NAF7 148752.00000000 PA USD 116026.56000000 0.024377034969 Long LON CORP US Y 2 2026-01-31 Floating 8.07200000 N N N N N N MX Holdings US, Inc. 549300RKTIVJWNROR778 MX Holdings US, Inc., Term Loan B-1-C N/A 853839.47000000 PA USD 849390.97000000 0.178455979204 Long LON CORP US Y 2 2025-07-31 Floating 3.50000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, Second Lien Term Loan 26779LAB3 15352.04000000 PA USD 8769.85000000 0.001842534503 Long LON CORP US Y 2 2023-01-30 Floating 9.50000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC, Incremental Term Loan 00076VAV2 146423.08000000 PA USD 144958.85000000 0.030455672870 Long LON CORP US Y 2 2024-09-29 Floating 6.25000000 N N N N N N Merrill Communications LLC 549300WSJZQ06QBBKG35 Merrill Communications LLC, Class A N/A 326686.00000000 NS USD 7503977.42000000 1.576576259592 Long EC CORP US N 3 N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 ESH Hospitality, Inc., Term Loan 26908BAK9 30474.00000000 PA USD 29600.31000000 0.006218988066 Long LON CORP US Y 2 2026-09-18 Floating 2.15638000 N N N N N N MTS Systems Corp. 549300E7ZL4ZDETLML64 MTS Systems Corp., Term Loan B 55377VAK6 243918.00000000 PA USD 243308.21000000 0.051118750254 Long LON CORP US Y 3 2023-07-05 Floating 4.00000000 N N N N N N Virgin Media Bristol LLC 213800X3RLP4NOTPY579 Virgin Media Bristol LLC 92769XAM7 554000.00000000 PA USD 585162.50000000 0.122941908519 Long DBT CORP GB Y 2 2026-08-15 Fixed 5.50000000 N N N N N N Navistar, Inc. 4EW4JDYTYMZ6D6T42H76 Navistar, Inc., Term Loan B 63937YAE1 42528.21000000 PA USD 41671.05000000 0.008755035425 Long LON CORP US Y 2 2024-11-06 Floating 3.66000000 N N N N N N Delachaux Group S.A. 969500XJHVZW0HF1ZQ71 Delachaux Group S.A., Term Loan B-2 N/A 339321.41000000 PA USD 324051.95000000 0.068082908922 Long LON CORP FR Y 2 2026-04-16 Floating 5.36188000 N N N N N N MLN US Holdco LLC 549300QKU7NPW6O86862 MLN US Holdco LLC, Term Loan B 55292HAB9 2012572.17000000 PA USD 1714620.92000000 0.360239708273 Long LON CORP US Y 2 2025-11-30 Floating 4.65488000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 Ineos US Finance LLC, Term Loan 45672JAK6 2909.89000000 PA USD 2838.74000000 0.000596415719 Long LON CORP US Y 2 2024-03-31 Floating 2.21350000 N N N N N N H.B. Fuller Co. JSMX3Z5FOYM8V0Q52357 H.B. Fuller Co., Term Loan 40409VAR5 86120.78000000 PA USD 84295.45000000 0.017710368491 Long LON CORP US Y 2 2024-10-20 Floating 2.15800000 N N N N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-3 N/A 732130.73000000 PA 806056.12000000 0.169351381482 Long LON CORP NL Y 2 2023-10-31 Floating 5.25000000 N N N N N N Goodman Networks, Inc. 549300UMUT10TOBP5N08 Goodman Networks, Inc., Series A-1 38239H204 139938.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N Transtar Holding Co. N/A Transtar Holding Co., Delayed Draw Term Loan N/A 169959.57000000 PA USD 170809.37000000 0.035886834752 Long LON CORP US Y 3 2022-04-11 Floating 5.50000000 N N N N N N Stiphout Finance LLC 549300OQGSM5ZJ8UFS62 Stiphout Finance LLC, Second Lien Term Loan 86088LAC1 21855.88000000 PA USD 19998.13000000 0.004201582071 Long LON CORP US Y 2 2023-10-26 Floating 8.25000000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Term Loan 45321NAD8 48243.62000000 PA USD 47568.21000000 0.009994021356 Long LON CORP US Y 2 2026-01-10 Floating 5.00000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. ZP3544795 260000.00000000 PA 297614.47000000 0.062528427479 Long DBT CORP LU Y 2 2028-01-15 Fixed 3.00000000 N N N N N N Foncia Groupe S.A.S. 969500MBKTHDCE437Y79 Foncia Groupe S.A.S., Term Loan B-3 N/A 377065.90000000 PA 441640.43000000 0.092788101328 Long LON CORP FR Y 2 2023-09-07 Floating 3.25000000 N N N N N N Twin River Worldwide Holdings, Inc. 549300NS4D5IK406VT62 Twin River Worldwide Holdings, Inc., Term Loan B 90171XAB7 746502.92000000 PA USD 711514.33000000 0.149488269787 Long LON CORP US Y 2 2026-05-10 Floating 2.90638000 N N N N N N Biogroup-LCD N/A Biogroup-LCD, First Lien Term Loan N/A 197064.90000000 PA 225634.92000000 0.047405614155 Long LON CORP FR Y 2 2026-04-25 Floating 3.75000000 N N N N N N Hayward Industries, Inc. 549300NV8ZMMEDUHQ091 Hayward Industries, Inc., First Lien Term Loan 421300AG9 238201.37000000 PA USD 235125.00000000 0.049399468080 Long LON CORP US Y 2 2024-08-05 Floating 3.65638000 N N N N N N Forgital N/A Forgital, Series XR 30191BAB7 2987000.00000000 PA USD 2397067.50000000 0.503620880183 Long DBT CORP IT Y 2 2026-08-15 Fixed 7.37500000 N N N N N N Level 3 Financing, Inc. OKXQCBALRQBU7RU5WQ22 Level 3 Financing, Inc., Term Loan B 52729KAP1 4790222.55000000 PA USD 4650515.71000000 0.977067527376 Long LON CORP US Y 2 2027-03-01 Floating 1.90638000 N N N N N N Upstream Newco, Inc. 549300Q4K2W4R1EBTH48 Upstream Newco, Inc., Term Loan 91678HAB8 299397.20000000 PA USD 283678.85000000 0.059600571167 Long LON CORP US Y 2 2026-10-22 Floating 4.65638000 N N N N N N Lakeland Tours LLC 549300VLJEZFBNDIUO73 Lakeland Tours LLC, Term Loan 51187GAC6 793721.47000000 PA USD 415378.26000000 0.087270452296 Long LON CORP US Y 2 2024-12-16 Floating 5.25000000 N N N N N N Institutional Shareholder Services, Inc. 5493003LHZE6QR4CED05 Institutional Shareholder Services, Inc., Second Lien Term Loan N/A 700995.37000000 PA USD 655430.67000000 0.137705163048 Long LON CORP US Y 3 2027-03-05 Floating 9.57200000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan B 53226GAG6 2642887.64000000 PA USD 2252572.78000000 0.473262720445 Long LON CORP US Y 2 2024-01-30 Floating 4.75000000 N N N N N N Calpine Construction Finance Co. L.P. V0Q3DOB0FIB2XI1KWU77 Calpine Construction Finance Co. L.P., Term Loan 13134NAG6 104999.74000000 PA USD 102024.57000000 0.021435234403 Long LON CORP US Y 2 2025-01-15 Floating 2.15638000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 183670.97000000 0.038589040807 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 13411216.21000000 USD 11388987.58000000 EUR 2020-09-15 183670.97000000 N N N Octagon Investment Partners XIX Ltd. 2549008P71BPJX6F5757 Octagon Investment Partners XIX Ltd., Series 2014-1A, Class E 67590MAA4 1741000.00000000 PA USD 1556766.68000000 0.327074730111 Long ABS-CBDO CORP KY Y 2 2026-04-15 Floating 5.12500000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P. N/A 46171.51000000 NS USD 6464.01000000 0.001358080406 Long EC CORP US N 2 N N N VICI Properties 1 LLC 549300XI4XP4JVS3XU20 VICI Properties 1 LLC, Term Loan B 92565EAB9 367201.46000000 PA USD 354454.06000000 0.074470354164 Long LON CORP US Y 2 2024-12-20 Floating 1.93325000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc., Incremental Term Loan 16125TAD4 322487.16000000 PA USD 318356.10000000 0.066886217970 Long LON CORP US Y 2 2024-05-16 Floating 3.40638000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 Catalent Pharma Solutions, Inc. 14879EAE8 103000.00000000 PA USD 108839.07000000 0.022866952320 Long DBT CORP US Y 2 2027-07-15 Fixed 5.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan E 89364MBQ6 4743641.42000000 PA USD 4514025.46000000 0.948391096762 Long LON CORP US Y 2 2025-05-30 Floating 2.40638000 N N N N N N NewStar Berkeley Fund CLO LLC 549300Y3CQMD8CSX2520 NewStar Berkeley Fund CLO LLC, Series 2016-1A, Class DR 65251XAU0 1220000.00000000 PA USD 1220006.34000000 0.256321804363 Long ABS-CBDO CORP US Y 2 2028-10-25 Floating 4.99450000 N N N N N N Daktoa Holding Corp. 549300FDREJLOIGXY104 Daktoa Holding Corp., Term Loan 24440EAD9 328270.61000000 PA 381948.24000000 0.080246846955 Long LON CORP US Y 2 2027-03-05 Floating 4.00000000 N N N N N N Grifols Worldwide Operations USA, Inc. N/A Grifols Worldwide Operations USA, Inc., Term Loan B 39843PAG8 68261.38000000 PA USD 67048.03000000 0.014086707146 Long LON CORP ES Y 2 2027-11-15 Floating 2.11250000 N N N N N N Perspecta, Inc. 549300XIT2GJKMZC0O65 Perspecta, Inc., Term Loan B 71534RAD8 653457.88000000 PA USD 642839.19000000 0.135059708866 Long LON CORP US Y 2 2025-05-30 Floating 2.40638000 N N N N N N MTN Infrastructure TopCo, Inc. 54930040E6IYPRA4GM07 MTN Infrastructure TopCo, Inc. 55377KAD6 745217.44000000 PA USD 741491.35000000 0.155786404152 Long LON CORP US Y 2 2024-11-17 Floating 5.00000000 N N N N N N WCA Waste Systems, Inc. 54930092TQ0H5RFLAI66 WCA Waste Systems, Inc., Term Loan 92926QAF7 150799.30000000 PA USD 150516.55000000 0.031623338680 Long LON CORP US Y 2 2023-08-11 Floating 2.65638000 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 Wand NewCo 3, Inc., Term Loan B-1 93369PAF1 599551.71000000 PA USD 578570.40000000 0.121556916564 Long LON CORP US Y 2 2026-02-05 Floating 4.07200000 N N N N N N Granite Generation LLC 549300ERB8DGZI3MXK42 Granite Generation LLC, Term Loan 38750BAB3 2989289.34000000 PA USD 2964074.68000000 0.622748378705 Long LON CORP US Y 2 2026-10-31 Floating 4.75000000 N N N N N N U.S. Silica Co. 549300LB0THBBEFBXE82 U.S. Silica Co., Term Loan 90343KAR3 153238.50000000 PA USD 124232.75000000 0.026101145212 Long LON CORP US Y 2 2025-05-01 Floating 5.00000000 N N N N N N APLP Holdings L.P. 5493007KQL803F6BK452 APLP Holdings L.P., Term Loan B C3301DAD0 103227.15000000 PA USD 102114.36000000 0.021454099170 Long LON CORP CA Y 2 2025-04-19 Floating 3.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BA4 180000.00000000 PA USD 196425.90000000 0.041268835628 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc., Second Lien Term Loan 62936DAS9 239541.73000000 PA USD 18265.06000000 0.003837466234 Long LON CORP US Y 2 2049-12-31 Floating 8.50000000 Y Y N N N N Acadia Healthcare Co., Inc. 5493005CW985Y9D0NC11 Acadia Healthcare Co., Inc., Term Loan B-4 00404DAG8 655071.91000000 PA USD 650499.51000000 0.136669132506 Long LON CORP US Y 2 2023-02-16 Floating 2.65638000 N N N N N N Klockner Pentaplast of America, Inc. 5299004QDA11QZOG5N31 Klockner Pentaplast of America, Inc., Term Loan 49865NAP5 326518.66000000 PA 368438.49000000 0.077408465396 Long LON CORP US Y 2 2022-06-30 Floating 4.75000000 N N N N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 Covia Holdings Corp., Term Loan 90480TAD8 1270426.98000000 PA USD 887710.85000000 0.186506938008 Long LON CORP US Y 2 2025-06-01 Floating 8.25000000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., Term Loan 63229BAD0 1428767.92000000 PA USD 1214452.73000000 0.255154997856 Long LON CORP US Y 2 2026-04-29 Floating 6.07200000 N N N N N N Brave Parent Holdings, Inc. 549300ZU643BIOAXIB73 Brave Parent Holdings, Inc., First Lien Term Loan 10566UAC2 352146.28000000 PA USD 347304.27000000 0.072968192238 Long LON CORP US Y 2 2025-04-18 Floating 4.15638000 N N N N N N Sigma Bidco B.V. 2549002VGA888UKFKS25 Sigma Bidco B.V., Term Loan B-1 N8003HAB3 427035.09000000 PA 495144.97000000 0.104029338185 Long LON CORP NL Y 2 2025-07-02 Floating 3.50000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 Trans Union LLC, Term Loan B-5 89334GAX2 172422.82000000 PA USD 168682.11000000 0.035439900090 Long LON CORP US Y 2 2026-11-16 Floating 1.90638000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp., Term Loan B-10 13134MBS1 2152910.92000000 PA USD 2094663.92000000 0.440086266690 Long LON CORP US Y 2 2026-08-12 Floating 2.15638000 N N N N N N Manna Pro Products, LLC N/A Manna Pro Products, LLC, Delayed Draw Loan 56377@AB1 272224.16000000 PA USD 243640.62000000 0.051188589179 Long LON CORP US Y 3 2023-12-08 Floating 1.00000000 N N N N N N Hilton Worldwide Finance LLC 549300406TN7EY0NPH20 Hilton Worldwide Finance LLC, Term Loan B-2 43289DAH6 604563.30000000 PA USD 584032.33000000 0.122704461217 Long LON CORP US Y 2 2026-06-22 Floating 1.92513000 N N N N N N ESH Hospitality, Inc. 54930042FMK7X7SQ2896 ESH Hospitality, Inc. 26907YAB0 973000.00000000 PA USD 974196.79000000 0.204677525706 Long DBT CORP US Y 2 2027-10-01 Fixed 4.62500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 36392.23000000 0.007645961953 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1798248.51000000 USD 1372345.27000000 GBP 2020-09-15 36392.23000000 N N N Diebold Nixforf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixforf, Inc. 253657AA8 1078000.00000000 PA USD 1161545.00000000 0.244039150033 Long DBT CORP US Y 2 2025-07-15 Fixed 9.37500000 N N N N N N GCI Holdings, Inc. 549300N3IE9H88Q20221 GCI Holdings, Inc., Term Loan 36155JAH8 551928.50000000 PA USD 545029.39000000 0.114509992362 Long LON CORP US Y 2 2022-02-02 Floating 2.40638000 N N N N N N N/A N/A Commercial Barge Line Co., Wts., expiring April 27, 2045 N/A 5248.00000000 NS USD 208608.00000000 0.043828279584 N/A DE N/A N 2 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0 USD 2099-12-31 XXXX -233267.01000000 N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 Genesee & Wyoming, Inc., Term Loan 55316HAB1 532699.09000000 PA USD 525449.06000000 0.110396189547 Long LON CORP US Y 2 2026-12-30 Floating 2.30788000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 Nielsen Finance LLC, Term Loan B-4 65409YBE4 76800.13000000 PA USD 75244.93000000 0.015808865572 Long LON CORP US Y 2 2023-10-04 Floating 2.15538000 N N N N N N Sandvine Corp. N/A Sandvine Corp., First Lien Term Loan 74274XAC5 1192992.58000000 PA USD 1169132.73000000 0.245633322605 Long LON CORP CA Y 2 2025-10-31 Floating 4.65638000 N N N N N N MC Communications LLC N/A MC Communications LLC 980UHD903 739817.55000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. N/A Panther BF Aggregator 2 L.P. / Panther Finance Co., Inc. 69867DAA6 311000.00000000 PA USD 330437.50000000 0.069424504981 Long DBT CORP XX Y 2 2026-05-15 Fixed 6.25000000 N N N N N N Ryan Specialty Group, LLC 549300K52N7QBO3PYY45 Ryan Specialty Group, LLC, Term Loan BL3415249 989736.16000000 PA USD 987885.35000000 0.207553475022 Long LON CORP US Y 2 2027-07-23 Floating 4.00000000 N N N N N N Visteon Corp. 549300MOVLYHRW4GGW78 Visteon Corp., Term Loan 92839FAQ3 84971.41000000 PA USD 82528.48000000 0.017339130307 Long LON CORP US Y 2 2024-03-25 Floating 1.99090000 N N N N N N EyeCare Partners LLC N/A EyeCare Partners LLC, Term Loan B 30233PAB6 55218.60000000 PA USD 51741.76000000 0.010870878985 Long LON CORP US Y 2 2027-02-05 Floating 4.82200000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 Coty, Inc., Term Loan 22207EBK9 176811.81000000 PA 193328.34000000 0.040618042151 Long LON CORP US Y 2 2025-04-07 Floating 2.50000000 N N N N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 CRCI Longhorn Holdings, Inc., Second Lien Term Loan 12688EAE3 71849.30000000 PA USD 64664.37000000 0.013585903165 Long LON CORP US Y 2 2026-08-08 Floating 7.41188000 N N N N N N Kissner Group N/A Kissner Group, Term Loan B 78397GAC5 888464.75000000 PA USD 888744.62000000 0.186724131791 Long LON CORP US Y 2 2027-03-01 Floating 5.50000000 N N N N N N Samsonite IP Holdings S.A.r.l. 222100XV7DJLCY8IA009 Samsonite IP Holdings S.A.r.l. L8030PAK4 2422761.17000000 PA USD 2377334.40000000 0.499474980583 Long LON CORP LU Y 2 2025-04-25 Floating 5.50000000 N N N N N N Holding Socotec 969500TSHWNDZONA3M83 Holding Socotec, Term Loan B-4 N/A 345574.39000000 PA 391359.31000000 0.082224100977 Long LON CORP FR Y 2 2024-07-29 Floating 4.00000000 N N N N N N Financiere Persea (Proxiserve) 9695006Y5BP7KLQ0FB88 Financiere Persea (Proxiserve), Term Loan B N/A 170336.13000000 PA 200628.13000000 0.042151718889 Long LON CORP FR Y 2 2026-03-26 Floating 3.75000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBE6 427000.00000000 PA USD 426654.13000000 0.089639498464 Long DBT CORP US Y 2 2027-08-15 Fixed 5.25000000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Incremental Term Loan 19633FAF8 1212285.90000000 PA USD 1030443.02000000 0.216494788199 Long LON CORP US Y 2 2024-05-01 Floating 5.00000000 N N N N N N Forterra Finance LLC N/A Forterra Finance LLC, Second Lien Term Loan 34960TAC7 423156.94000000 PA USD 417338.53000000 0.087682302568 Long LON CORP US Y 2 2023-10-25 Floating 4.00000000 N N N N N N Biogroup-LCD N/A Biogroup-LCD, Term Loan N/A 241779.55000000 PA 281073.56000000 0.059053203000 Long LON CORP FR Y 2 2026-04-25 Floating 4.75000000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc., Term Loan 02474RAH6 2034268.46000000 PA USD 1987378.57000000 0.417545748996 Long LON CORP US Y 2 2027-01-15 Floating 2.15638000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAE2 105000.00000000 PA USD 114181.85000000 0.023989463708 Long DBT CORP US Y 2 2029-07-15 Fixed 4.30000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings, Inc., Term Loan 74839XAF6 856803.98000000 PA USD 837140.33000000 0.175882135080 Long LON CORP US Y 2 2027-02-01 Floating 2.65638000 N N N N N N Lower Cadence Holdings LLC 549300GMUP7Q51T05S83 Lower Cadence Holdings LLC, Term Loan 54805BAB5 178842.75000000 PA USD 166100.20000000 0.034897444032 Long LON CORP US Y 2 2026-05-22 Floating 4.15638000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp., Term Loan 40419BAM8 1193484.49000000 PA USD 577348.12000000 0.121300117066 Long LON CORP US Y 2 2023-07-02 Floating 7.00000000 N N N N N N RPI 2019 Intermediate Finance Trust 549300RTICDAOJP6BY55 RPI 2019 Intermediate Finance Trust, Term Loan B 74969AAC5 1554623.89000000 PA USD 1551592.37000000 0.325987614060 Long LON CORP US Y 2 2027-02-11 Floating 1.90638000 N N N N N N Alphabet Holding Co., Inc. 5493000J3OND4HN47659 Alphabet Holding Co., Inc., First Lien Term Loan 18913EAB3 1322767.42000000 PA USD 1292178.42000000 0.271485067998 Long LON CORP US Y 2 2024-09-26 Floating 3.65638000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 Live Nation Entertainment, Inc., Term Loan B-4 53803HAM2 105606.00000000 PA USD 98900.02000000 0.020778770361 Long LON CORP US Y 2 2026-10-19 Floating 1.93750000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan F 89364MBR4 4238702.10000000 PA USD 4031069.28000000 0.846922608093 Long LON CORP US Y 2 2025-12-09 Floating 2.40638000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp., Term Loan 13134MBE2 3627101.01000000 PA USD 3559092.87000000 0.747760955353 Long LON CORP US Y 2 2024-01-15 Floating 2.41000000 N N N N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 Ortho-Clinical Diagnostics, Inc., Term Loan L7300KAJ3 237114.59000000 PA USD 229037.28000000 0.048120445731 Long LON CORP LU Y 2 2025-06-30 Floating 3.40563000 N N N N N N Connect Finco S.a.r.l./Connect US Finco LLC N/A Connect Finco S.a.r.l./Connect US Finco LLC 20752TAA2 341000.00000000 PA USD 352611.05000000 0.074083140071 Long DBT CORP XX Y 2 2026-10-01 Fixed 6.75000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B-2B 82925BAE5 1789784.04000000 PA USD 1749066.45000000 0.367476670994 Long LON CORP US Y 2 2026-09-30 Floating 2.66000000 N N N N N N SeaWorld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 SeaWorld Parks & Entertainment, Inc. 78488CAG5 685882.85000000 PA USD 644825.90000000 0.135477114150 Long LON CORP US Y 2 2024-04-01 Floating 3.75000000 N N N N N N Gray Television, Inc. 529900TM5726KDN7UU35 Gray Television, Inc., Term Loan C 389376AY0 171037.85000000 PA USD 168079.75000000 0.035313345008 Long LON CORP US Y 2 2026-01-02 Floating 2.65563000 N N N N N N Blucora, Inc. 5299001IO03J69IP6L77 Blucora, Inc., Term Loan 09522UAD5 928441.49000000 PA USD 916835.97000000 0.192626089251 Long LON CORP US Y 3 2024-05-22 Floating 5.00000000 N N N N N N TGP Holdings III LLC N/A TGP Holdings III LLC, First Lien Term Loan 87251RAG8 1406881.19000000 PA USD 1367094.59000000 0.287224861507 Long LON CORP US Y 2 2024-09-25 Floating 5.25000000 N N N N N N PODS LLC N/A PODS LLC, Term Loan B-4 00190NAJ8 163109.42000000 PA USD 160816.10000000 0.033787261238 Long LON CORP US Y 2 2024-12-06 Floating 3.75000000 N N N N N N Re/Max LLC 549300GN7WEUE9HKXH55 Re/Max LLC, Term Loan 75523KAG0 2279980.72000000 PA USD 2279980.72000000 0.479021094319 Long LON CORP US Y 3 2023-12-15 Floating 3.50000000 N N N N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-1 N/A 1131330.57000000 PA 1245564.34000000 0.261691508160 Long LON CORP NL Y 2 2023-10-31 Floating 5.25000000 N N N N N N Hexion International Holdings B.V. N/A Hexion International Holdings B.V., Term Loan 42829HAG8 245304.55000000 PA 283220.36000000 0.059504242992 Long LON CORP NL Y 2 2026-06-26 Floating 4.00000000 N N N N N N Outfront Media Capital LLC 5493005WC7J0FDMW0610 Outfront Media Capital LLC, Term Loan 12505MAF3 1655625.81000000 PA USD 1606577.90000000 0.337540005061 Long LON CORP US Y 2 2026-11-18 Floating 1.91188000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 8743.18000000 0.001836931169 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 303982.54000000 USD 261983.00000000 EUR 2020-09-15 8743.18000000 N N N Avoca CLO XVII DAC 635400OUIIBSBWG9WH80 Avoca CLO XVII DAC, Series 17A, Class ER BCC2L9VY5 342000.00000000 PA 371644.63000000 0.078082071396 Long ABS-CBDO CORP IE Y 2 2032-10-15 Floating 6.38000000 N N N N N N Catalent Pharma Solutions, Inc. 549300HALRZ339MSTH85 Catalent Pharma Solutions, Inc., Term Loan B-2 14880BAG6 31876.46000000 PA USD 31790.07000000 0.006679053900 Long LON CORP US Y 2 2026-05-17 Floating 3.25000000 N N N N N N Caesars Entertainment, Inc. 5299000BKFWWVND5L441 Caesars Entertainment, Inc. 12769G100 8413.00000000 NS USD 385315.40000000 0.080954283054 Long EC CORP US N 1 N N N Aristocrat Technologies, Inc. 549300FMN7FEICZ8D332 Aristocrat Technologies, Inc., Term Loan 04044PAH7 890641.71000000 PA USD 895094.92000000 0.188058321869 Long LON CORP AU Y 2 2024-10-19 Floating 4.75000000 N N N N N N McDermott International Ltd. 54930004RAXI4B3L4752 McDermott International Ltd. G5924V106 210471.13000000 NS USD 620889.83000000 0.130448175815 Long EC CORP BM N 1 N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-2 N/A 273576.10000000 PA 289200.40000000 0.060760641908 Long LON CORP CN Y 2 2025-06-26 Floating 4.75000000 N N N N N N Vivarte S.A.S. N/A Vivarte S.A.S. 931QTQ900 233415.00000000 NS 241499.24000000 0.050738687922 Long EC CORP FR N 3 N N N IQVIA, Inc. 549300PLWY28YB00C717 IQVIA, Inc., Term Loan B-2 44969CBH2 371041.18000000 PA USD 364086.01000000 0.076494014798 Long LON CORP US Y 2 2025-01-17 Floating 1.90638000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 MLN US HoldCo LLC, Second Lien Term Loan 55292HAE3 1023715.78000000 PA USD 542354.38000000 0.113947976111 Long LON CORP US Y 2 2026-11-30 Floating 8.90488000 N N N N N N Global Healthcare Exchange LLC 549300DSS2JT4D8XDT30 Global Healthcare Exchange LLC, Term Loan 36172KAC5 28693.98000000 PA USD 28263.57000000 0.005938140665 Long LON CORP US Y 2 2024-06-28 Floating 4.25000000 N N N N N N Windstream Escrow LLC / Windstream Escrow Finance Corp. N/A Windstream Escrow LLC / Windstream Escrow Finance Corp. 97382WAA1 1007000.00000000 PA USD 1009728.97000000 0.212142792232 Long DBT CORP US Y 2 2028-08-15 Fixed 7.75000000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAD3 396932.61000000 PA USD 392135.68000000 0.082387215342 Long LON CORP US Y 2 2023-07-07 Floating 5.50000000 N N N N N N iHeartCommunications, Inc. N/A iHeartCommunications, Inc., Class A 45174J509 19360.00000000 NS USD 178499.20000000 0.037502458406 Long EC CORP US N 1 N N N Neustar, Inc. N/A Neustar, Inc., Term Loan B-4 64127UAX5 1661190.87000000 PA USD 1567233.91000000 0.329273882028 Long LON CORP US Y 2 2024-08-08 Floating 4.57200000 N N N N N N JetBlue Airways Corp. 54930070J9H97ZO93T57 JetBlue Airways Corp., Term Loan B 47714FAL8 782889.30000000 PA USD 782497.86000000 0.164401820555 Long LON CORP US Y 2 2024-07-01 Floating 6.25000000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., First Lien Incremental Term Loan 23301YAE3 1092025.96000000 PA USD 1059265.18000000 0.222550287924 Long LON CORP US Y 3 2023-12-13 Floating 4.32200000 N N N N N N Mirion Technologies, Inc. 549300EBD5JHM14L3R48 Mirion Technologies, Inc., Term Loan B-1 60470FAG6 938447.68000000 PA USD 934046.36000000 0.196241970639 Long LON CORP US Y 2 2026-03-06 Floating 5.07200000 N N N N N N Dream Secured Bondco AB 549300VQQCWGISM3N408 Dream Secured Bondco AB, Term Loan B N/A 148951.14000000 PA 177540.23000000 0.037300980010 Long LON CORP SE Y 2 2026-07-06 Floating 4.00000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 Bausch Health Americas, Inc., Term Loan C9413PAZ6 2040448.16000000 PA USD 2011116.72000000 0.422533104586 Long LON CORP US Y 2 2025-06-02 Floating 3.18325000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, Term Loan B-4 N/A 7458.01000000 PA 7921.02000000 0.001664196383 Long LON CORP DE Y 2 2021-09-06 Floating 3.75000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class A N/A 2313.85000000 NS USD 2313.85000000 0.000486136987 Long EC CORP US N 3 N N N Berlin Packaging LLC 549300L1HNHO6QOXHH42 Berlin Packaging LLC, Term Loan B-1 08511LAS7 648230.92000000 PA USD 631457.94000000 0.132668522493 Long LON CORP US Y 2 2025-11-07 Floating 3.30200000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBC0 637099.00000000 PA USD 664010.06000000 0.139507682144 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N Neptine BidCo S.a.r.l. N/A Neptine BidCo S.a.r.l., Term Loan B N/A 356236.48000000 PA 401667.66000000 0.084389872404 Long LON CORP LU Y 2 2027-02-03 Floating 3.50000000 N N N N N N Transocean Ltd. 529900QO4W5DQGBGEF32 Transocean Ltd. H8817H100 191873.00000000 NS USD 234085.06000000 0.049180977988 Long EC CORP CH N 1 N N N AI ALPINE US BIDCO INC 549300R5GWIY8X0FZE07 AI ALPINE US BIDCO INC, Term Loan B BL2772178 10921.77000000 PA USD 9993.42000000 0.002099605028 Long LON CORP US Y 3 2025-10-25 Floating 2.90680000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, Term Loan C N/A 37195.57000000 PA USD 33383.02000000 0.007013730700 Long LON CORP DE Y 2 2023-09-21 Floating 5.25000000 N N N N N N Dorna Sports, S.L. 95980020140005602218 Dorna Sports, S.L., Term Loan B-2 N/A 1012374.44000000 PA USD 949101.04000000 0.199404940056 Long LON CORP ES Y 2 2024-04-12 Floating 3.36138000 N N N N N N Centurion Pipeline Co. LLC 54930040AX5IIFI80J88 Centurion Pipeline Co. LLC, Term Loan B-1 15643YAD8 431255.38000000 PA USD 418317.72000000 0.087888029161 Long LON CORP US Y 3 2025-09-29 Floating 4.15150000 N N N N N N USF S&H TopCo N/A USF S&H TopCo, Revolver Loan N/A 178559.90000000 PA USD 133919.93000000 0.028136409600 Long LON CORP US Y 3 2024-11-26 Floating 5.50000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc. 156700BC9 1254000.00000000 PA USD 1275945.00000000 0.268074446783 Long DBT CORP US Y 2 2027-02-15 Fixed 4.00000000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 Flex Acquisition Co., Inc., Incremental Term Loan B 33936HAH5 1780793.95000000 PA USD 1717718.23000000 0.360890449226 Long LON CORP US Y 2 2025-06-29 Floating 3.54613000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 Nielsen Finance LLC, Term Loan B-5 65409YBK0 2150613.34000000 PA USD 2163785.85000000 0.454608697630 Long LON CORP US Y 2 2025-06-30 Floating 4.75000000 N N N N N N Hyland Software, Inc. N/A Hyland Software, Inc., Second Lien Term Loan 44908XAS7 233581.29000000 PA USD 234092.83000000 0.049182610456 Long LON CORP US Y 2 2025-07-07 Floating 7.75000000 N N N N N N KPEX Holdings, Inc. N/A KPEX Holdings, Inc., Term Loan 84763NAB6 340412.58000000 PA USD 302723.80000000 0.063601891314 Long LON CORP US Y 2 2025-01-31 Floating 4.32200000 N N N N N N Realogy Group LLC LF6PBYTYG3BDVEF4FI12 Realogy Group LLC, Term Loan 75605NAQ3 153638.16000000 PA USD 147119.29000000 0.030909578608 Long LON CORP US Y 2 2025-02-08 Floating 3.00000000 N N N N N N Omnitracs, Inc. 549300WCQLYHCJZCR864 Omnitracs, Inc., Term Loan 68216DAH1 1283879.37000000 PA USD 1258471.40000000 0.264403265304 Long LON CORP US Y 2 2025-03-23 Floating 3.04688000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 Coty, Inc., Term Loan B 22207EBG8 2749966.18000000 PA USD 2431753.84000000 0.510908436784 Long LON CORP US Y 2 2025-04-05 Floating 2.40538000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 Pike Corp., Term Loan B 72108PAQ7 151516.77000000 PA USD 151233.43000000 0.031773954271 Long LON CORP US Y 2 2026-07-24 Floating 3.16140000 N N N N N N Hamilton Holdco LLC 254900D9C1TQ3VZLE866 Hamilton Holdco LLC, Term Loan B 40739EAB9 426781.04000000 PA USD 418245.42000000 0.087872839022 Long LON CORP AU Y 3 2027-01-02 Floating 2.31000000 N N N N N N Terveys-ja hoivapalvelut Suomi Oy 2138006X78HGYRHS5865 Terveys-ja hoivapalvelut Suomi Oy, Second Lien Term Loan N/A 333296.07000000 PA 355976.33000000 0.074790181185 Long LON CORP FI Y 2 2026-07-19 Floating 7.25000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 20338QAA1 506000.00000000 PA USD 548374.97000000 0.115212894531 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N N/A N/A CM Acquisition Co., Wts., expiring July 26, 2024 N/A 744.00000000 NS USD 0.00000000 0.000000 N/A DE N/A N 3 Crossmark Holdings, Inc. N/A Call Purchased Crossmark Holdings Inc CROSSMARK HOLDINGS INC 0701266D 1.00000000 0 USD 2099-12-31 XXXX -9290.83000000 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, Second Lien Term Loan 78638JAG9 192414.74000000 PA USD 162349.94000000 0.034109519102 Long LON CORP US Y 2 2026-02-02 Floating 7.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -36342.54000000 -0.00763552214 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1369444.96000000 GBP 1794765.81000000 USD 2020-10-15 -36342.54000000 N N N Fitness International LLC N/A Fitness International LLC, Term Loan B 33818XAH3 283586.12000000 PA USD 165543.40000000 0.034780461049 Long LON CORP US Y 2 2025-04-18 Floating 4.32200000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 173876.33000000 0.036531199208 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 13421002.67000000 USD 11388980.73000000 EUR 2020-09-15 173876.33000000 N N N EG Finco Ltd. 2138003OUK4UQHRJLT65 EG Finco Ltd., Term Loan N2820EAB4 445411.12000000 PA USD 433093.28000000 0.090992355816 Long LON CORP GB Y 2 2025-02-06 Floating 5.07200000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 Science Applications International Corp., Incremental Term Loan B 80862QAG6 598408.19000000 PA USD 596164.16000000 0.125253343509 Long LON CORP US Y 2 2027-03-30 Floating 2.40638000 N N N N N N Goodman Networks, Inc. 549300UMUT10TOBP5N08 Goodman Networks, Inc. 38239H105 117618.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1636.15000000 -0.00034375306 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 54825.00000000 GBP 71671.30000000 USD 2020-10-15 -1636.15000000 N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class B N/A 3000.00000000 NS USD 30.00000000 0.000006302962 Long EC CORP US N 3 N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC N/A 527663.51000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N Navitas Midstream Midland Basin LLC 549300N8VFEQLZMZMP04 Navitas Midstream Midland Basin LLC, Term Loan 63939UAE7 1406156.03000000 PA USD 1299379.57000000 0.272998020596 Long LON CORP US Y 2 2024-12-13 Floating 5.50000000 N N N N N N Transdigm, Inc. 88Q84GB3X55CF5OC7582 Transdigm, Inc. 893647BK2 1270000.00000000 PA USD 1382395.00000000 0.290439458489 Long DBT CORP US Y 2 2025-12-15 Fixed 8.00000000 N N N N N N Dayco Products LLC 549300KMSX88XFVFQO13 Dayco Products LLC, Term Loan 239579BA2 672546.17000000 PA USD 430429.55000000 0.090432709478 Long LON CORP US Y 2 2023-05-19 Floating 4.50588000 N N N N N N TI Group Automotive Systems LLC 549300VLRJU586QFQP25 TI Group Automotive Systems LLC, Term Loan 87247EAQ2 268152.26000000 PA USD 264129.98000000 0.055493378059 Long LON CORP US Y 2 2022-06-30 Floating 3.25000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., First Lien Term Loan 26658NAC3 272244.63000000 PA USD 265325.53000000 0.055744561617 Long LON CORP US Y 2 2024-07-19 Floating 4.00000000 N N N N N N Lakeland Tours LLC 549300VLJEZFBNDIUO73 Lakeland Tours LLC, DIP Term Loan 51187GAG7 130963.00000000 PA USD 128998.56000000 0.027102435926 Long LON CORP US Y 3 2021-01-20 Floating 13.25000000 N N N N N N Xebec Global Holdings, LLC N/A Xebec Global Holdings, LLC, Term Loan 98389TAA9 1460778.96000000 PA USD 1455301.04000000 0.305756926201 Long LON CORP US Y 2 2024-02-12 Floating 6.25000000 N N N N N N Eldorado Resorts, Inc. N/A Eldorado Resorts, Inc. 28470RAH5 1962000.00000000 PA USD 2079141.21000000 0.436824964756 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc. 00165CAN4 415000.00000000 PA USD 366237.50000000 0.076946040153 Long DBT CORP US Y 2 2025-04-15 Fixed 10.50000000 N N N N N N Altice Financing S.A. 549300IGQP5SEZB5Z419 Altice Financing S.A. AP4431445 542000.00000000 PA 613045.99000000 0.128800194853 Long DBT CORP LU N 2 2028-01-15 Fixed 4.75000000 N N N N N N Five Point Holdings LLC N/A Five Point Holdings LLC, Class A 33833Q106 98198.00000000 NS USD 510629.60000000 0.107282639558 Long EC CORP US N 1 N N N USF S&H TopCo N/A USF S&H TopCo, Delayed Draw Term Loan N/A 535474.34000000 PA USD 401605.76000000 0.084376867292 Long LON CORP US Y 3 2024-11-26 Floating 5.50000000 N N N N N N Newday Bondco PLC 213800J8EWKKXHTQC490 Newday Bondco PLC AM1725374 261000.00000000 PA 314875.52000000 0.066154952470 Long DBT CORP GB Y 2 2024-02-01 Fixed 7.37500000 N N N N N N Tenneco, Inc. 549300U0EXXFAQFAD785 Tenneco, Inc. AM9275984 641000.00000000 PA 703191.71000000 0.147739697746 Long DBT CORP US Y 2 2024-04-15 Floating 4.87500000 N N N N N N Centurion Pipeline Co. LLC 54930040AX5IIFI80J88 Centurion Pipeline Co. LLC, Term Loan 15643YAC0 417704.23000000 PA USD 403042.81000000 0.084678789697 Long LON CORP US Y 2 2025-09-29 Floating 3.40638000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc., Term Loan Y 08579JBF8 5936056.24000000 PA USD 5772102.37000000 1.212711480211 Long LON CORP US Y 2 2026-07-01 Floating 2.15538000 N N N N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Term Loan G6903KAB9 9619.93000000 PA USD 0.00000000 0.000000 Long LON CORP KY Y 3 2021-07-16 Floating 3.75000000 Y Y N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, Inc., Term Loan 81527CAL1 278937.96000000 PA USD 270103.99000000 0.056748510079 Long LON CORP US Y 2 2025-12-31 Floating 3.40638000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAA4 2991000.00000000 PA USD 2340203.27000000 0.491673776665 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N Nomad Foods US LLC 213800FGWQXPVI86SE26 Nomad Foods US LLC, Term Loan B-4 G6562AAF4 855920.53000000 PA USD 836662.32000000 0.175781705778 Long LON CORP LU Y 2 2024-05-15 Floating 2.41188000 N N N N N N UFC Holdings LLC 549300JEOTH7UMZ3C491 UFC Holdings LLC, Term Loan 90266UAH6 221052.17000000 PA USD 218841.65000000 0.045978356635 Long LON CORP US Y 2 2026-04-29 Floating 4.25000000 N N N N N N Eastern Power LLC 5493000R3E1L1VM1V279 Eastern Power LLC, Term Loan 87264NAB3 1581156.16000000 PA USD 1572831.37000000 0.330449901365 Long LON CORP US Y 2 2025-10-02 Floating 4.75000000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Term Loan B 90385KAD3 275333.90000000 PA USD 275507.36000000 0.057883751350 Long LON CORP US Y 2 2026-05-04 Floating 4.75000000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 Sabre GLBL, Inc., Term Loan B 78571YBB5 56971.81000000 PA USD 53390.85000000 0.011217350729 Long LON CORP US Y 2 2024-02-22 Floating 2.15638000 N N N N N N Alphabet Holding Co., Inc. 5493000J3OND4HN47659 Alphabet Holding Co., Inc., Second Lien Term Loan 18913EAD9 812218.44000000 PA USD 788107.74000000 0.165580449319 Long LON CORP US Y 2 2025-09-26 Floating 7.90638000 N N N N N N New Red Finance, Inc. 549300RHSHNRWI5LLA86 New Red Finance, Inc., Term Loan B-4 C6901LAH0 11411874.85000000 PA USD 11012459.23000000 2.313703894613 Long LON CORP CA Y 2 2026-11-19 Floating 1.90638000 N N N N N N GI Revelation Acquisition LLC 549300SMU3I9OBMDSS38 GI Revelation Acquisition LLC, First Lien Term Loan 36173BAC4 731644.91000000 PA USD 700550.00000000 0.147184677783 Long LON CORP US Y 2 2025-04-16 Floating 5.15638000 N N N N N N EG Finco Ltd. 2138003OUK4UQHRJLT65 EG Finco Ltd., Term Loan B-1 G2903JAC9 699597.62000000 PA 807614.95000000 0.169678889713 Long LON CORP GB Y 2 2025-02-07 Floating 4.00000000 N N N N N N LogMeIn 549300D12V5KRBV00592 LogMeIn, Term Loan B 54142KAD3 3070772.22000000 PA USD 2999760.61000000 0.630245947913 Long LON CORP US Y 2 2027-08-28 Floating 4.91140000 N N N N N N Red Ventures, LLC 549300YLXP1WUPT0Q494 Red Ventures, LLC, Term Loan B-2 75703UAH8 169852.03000000 PA USD 163469.84000000 0.034344808689 Long LON CORP US Y 2 2024-11-08 Floating 2.65638000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp. N/A 6741.00000000 NS USD 5055.75000000 0.001062206744 Long EC CORP US N 2 N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., Second Lien Term Loan 77051UAH2 388368.68000000 PA USD 226549.04000000 0.047597669623 Long LON CORP US Y 2 2026-02-28 Floating 9.00000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., DIP Term Loan 529897AH3 92210.59000000 PA USD 99126.38000000 0.020826328313 Long LON CORP US Y 3 2021-01-01 Floating 12.00000000 N N N N N N Cornerstone OnDemand 549300Z402F16H5EGH48 Cornerstone OnDemand, Term Loan B 21926BAB8 614508.81000000 PA USD 614585.62000000 0.129123669188 Long LON CORP US Y 2 2027-04-22 Floating 4.43325000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 20338QAB9 163000.00000000 PA USD 168520.00000000 0.035405840982 Long DBT CORP US Y 2 2024-03-01 Fixed 5.50000000 N N N N N N WebPros 549300TH5VH623DTW562 WebPros, Term Loan BL3364090 998945.76000000 PA USD 981464.21000000 0.206204401548 Long LON CORP LU Y 2 2027-02-18 Floating 5.75000000 N N N N N N Refresco Group N.V. 7245000VQPPP2TVGEK53 Refresco Group N.V., Term Loan B-1 N8405TAD7 145467.98000000 PA 171315.81000000 0.035993237162 Long LON CORP NL Y 2 2025-03-28 Floating 3.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1480.05000000 -0.00031095665 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 56984.00000000 GBP 74714.23000000 USD 2020-10-15 -1480.05000000 N N N Informatica Corp. 5493007SV33RZV7RPS40 Informatica Corp., Term Loan 45673YAC0 538515.06000000 PA 623894.53000000 0.131079459523 Long LON CORP US Y 2 2027-02-26 Floating 3.25000000 N N N N N N TGP Holdings III LLC N/A TGP Holdings III LLC, Second Lien Term Loan 87251RAF0 329942.47000000 PA USD 303547.07000000 0.063774859310 Long LON CORP US Y 2 2025-09-25 Floating 9.50000000 N N N N N N CWGS Group LLC N/A CWGS Group LLC, Term Loan 12670UAB3 586629.18000000 PA USD 570405.95000000 0.119841575842 Long LON CORP US Y 2 2023-11-08 Floating 3.50000000 N N N N N N Fiserv Investment Solutions, Inc. N/A Fiserv Investment Solutions, Inc., Term Loan 33774UAC2 380498.25000000 PA USD 379704.91000000 0.079775526131 Long LON CORP US Y 2 2027-02-10 Floating 5.13563000 N N N N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions, Inc. 65290C105 44006.00000000 NS USD 110895.12000000 0.023298925851 Long EC CORP US N 1 N N N BCP Raptor LLC 549300T77NXSQHG00684 BCP Raptor LLC, Term Loan 05549KAB8 696489.84000000 PA USD 535137.52000000 0.112431722862 Long LON CORP US Y 2 2024-06-24 Floating 5.25000000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., Term Loan B 15134NAE6 3094296.59000000 PA USD 2570586.89000000 0.540077086744 Long LON CORP US Y 2 2023-06-07 Floating 5.25000000 N N N N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Class B N/A 1323.00000000 NS USD 8599.50000000 0.001806744181 Long EC CORP KY N 2 N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc., Second Lien Term Loan 44920JAM5 2146771.37000000 PA USD 2146771.37000000 0.451033976687 Long LON CORP US Y 3 2021-07-18 Floating 8.00000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 Iridium Satellite LLC, Term Loan 46269KAJ3 213303.81000000 PA USD 214193.29000000 0.045001742019 Long LON CORP US Y 2 2026-11-04 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -170147.37000000 -0.03574774938 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 11339031.65000000 EUR 13374132.70000000 USD 2020-10-15 -170147.37000000 N N N Ferro Corp. 1YTO5R7OHOPE81ZNYD08 Ferro Corp., Term Loan B-2 315409AM4 40578.00000000 PA USD 40045.41000000 0.008413490496 Long LON CORP US Y 2 2024-02-14 Floating 2.55788000 N N N N N N Winter Park Intermediate, Inc. N/A Winter Park Intermediate, Inc., Term Loan 97605HAC1 734607.65000000 PA USD 705991.01000000 0.148327827171 Long LON CORP US Y 2 2025-04-04 Floating 5.45179400 N N N N N N Telesat LLC N/A Telesat LLC, Term Loan B-5 87951YAU5 6201068.07000000 PA USD 6029887.59000000 1.266871832139 Long LON CORP US Y 2 2026-12-07 Floating 2.91000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc., Term Loan B 25365EAM7 1243652.26000000 PA USD 1203855.39000000 0.252928509992 Long LON CORP US Y 2 2023-11-06 Floating 2.93750000 N N N N N N Dentalcorp Perfect Smile ULC 549300WFEA47XEZTIF53 Dentalcorp Perfect Smile ULC, Second Lien Term Loan C2969TAF5 655297.91000000 PA USD 582396.02000000 0.122360674535 Long LON CORP CA Y 2 2026-06-08 Floating 8.50000000 N N N N N N Sandvine Corp. N/A Sandvine Corp., Term Loan N/A 179772.56000000 PA USD 154604.40000000 0.032482190847 Long LON CORP CA Y 3 2026-11-02 Floating 8.15638000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A Clear Channel Worldwide Holdings, Inc., Term Loan B 18452RAD7 1909523.43000000 PA USD 1743127.56000000 0.366228917642 Long LON CORP US Y 2 2026-08-21 Floating 3.67510000 N N N N N N Open Text Corp. 549300HP7ONDQODZJV16 Open Text Corp., Term Loan 68371YAJ2 47970.86000000 PA USD 47623.07000000 0.010005547374 Long LON CORP CA Y 2 2025-05-30 Floating 1.90638000 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 Surgery Center Holdings, Inc., First Lien Term Loan 86880NAU7 5090.97000000 PA USD 4820.97000000 0.001012879760 Long LON CORP US Y 2 2024-09-02 Floating 4.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -173622.78000000 -0.03647792867 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 11339031.64000000 EUR 13370657.28000000 USD 2020-10-15 -173622.78000000 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 20338QAD5 2357000.00000000 PA USD 2507411.96000000 0.526804113058 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N EyeCare Partners LLC N/A EyeCare Partners LLC, Delayed Draw Term Loan 30233PAC4 12916.59000000 PA USD 12103.30000000 0.002542888174 Long LON CORP US Y 2 2027-02-05 Floating 3.75000000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series B, Pfd. 00085Q605 21690.99000000 NS USD 704957.18000000 0.148110620782 Long EP CORP US N 2 N N N Starfruit US Holdco LLC 549300K7VB5G6LULFT41 Starfruit US Holdco LLC, Term Loan N8232NAB3 2108722.64000000 PA USD 2057491.22000000 0.432276328967 Long LON CORP US Y 2 2025-10-01 Floating 3.16413000 N N N N N N Seadrill Operating L.P. N/A Seadrill Operating L.P., Term Loan 81172UAB1 6198354.48000000 PA USD 914257.29000000 0.192084311811 Long LON CORP MH Y 2 2021-02-21 Floating 7.00000000 N N N N N N Arnott's Biscuits Ltd. 549300W8K88D3SM86Y18 Arnott's Biscuits Ltd., Term Loan Q8531PAE7 877410.31000000 PA USD 871562.37000000 0.183114162581 Long LON CORP US Y 2 2026-12-18 Floating 5.00000000 N N N N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., First Lien Term Loan 00769EAS9 608581.91000000 PA USD 580979.68000000 0.122063103275 Long LON CORP US Y 2 2021-07-23 Floating 4.25000000 N N N N N N Dole Food Co., Inc. 549300BHY23LFYB85T03 Dole Food Co., Inc., Term Loan B 256604BF5 1653340.10000000 PA USD 1640080.31000000 0.344578819451 Long LON CORP US Y 2 2024-04-06 Floating 3.75000000 N N N N N N Atlantic Aviation FBO, Inc. 549300IFVVFYQ4SH7939 Atlantic Aviation FBO, Inc., Term Loan 04822DAJ8 1088258.67000000 PA USD 1070574.47000000 0.224926355592 Long LON CORP US Y 2 2025-12-06 Floating 3.92000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 Terex Corp., Term Loan 88078FBJ6 108173.18000000 PA USD 106550.58000000 0.022386143437 Long LON CORP US Y 3 2024-01-31 Floating 3.50000000 N N N N N N Allied Universal Holdco LLC N/A Allied Universal Holdco LLC, Term Loan B 01957TAC1 220230.82000000 PA USD 219019.55000000 0.046015733202 Long LON CORP US Y 2 2026-07-10 Floating 4.40638000 N N N N N N Brazos Delaware II LLC 549300V1BTYXZRGYUU04 Brazos Delaware II LLC, Term Loan 10620UAB8 1068240.42000000 PA USD 788270.63000000 0.165614672304 Long LON CORP US Y 2 2025-05-21 Floating 4.17088000 N N N N N N Mascot Bidco Oy 7437004VPYN53GU01U11 Mascot Bidco Oy, Term Loan B X6000CAB0 724146.03000000 PA 770182.42000000 0.161814362033 Long LON CORP FI Y 2 2026-03-30 Floating 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6530.04000000 -0.00137195322 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 110640.93000000 EUR 125540.61000000 USD 2020-09-15 -6530.04000000 N N N PetSmart, Inc. N/A PetSmart, Inc. 71677HAG0 3676813.74000000 PA USD 3675673.93000000 0.772254490078 Long LON CORP US Y 2 2022-03-11 Floating 5.00000000 N N N N N N Refinitiv US Holdings, Inc. 549300NF240HXJO7N016 Refinitiv US Holdings, Inc., Term Loan B 31740MAC5 283577.62000000 PA USD 281525.94000000 0.059148247472 Long LON CORP US Y 2 2025-10-01 Floating 3.40638000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, Term Loan 02932JAM9 584108.69000000 PA USD 584108.69000000 0.122720504358 Long LON CORP US Y 2 2025-03-21 Floating 4.50000000 N N N N N N Parques Reunidos N/A Parques Reunidos, Incremental Term Loan B-2 N/A 580062.77000000 PA 657607.11000000 0.138162430366 Long LON CORP ES Y 2 2026-09-27 Floating 7.50000000 N N N N N N Stars Group (US) Co-Borrower LLC 549300RNFXC8F8RT6R13 Stars Group (US) Co-Borrower LLC, Term Loan N8233BAC6 2392394.25000000 PA USD 2398423.08000000 0.503905685844 Long LON CORP NL Y 2 2025-07-10 Floating 3.80788000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., First Lien Term Loan 60945HAB0 4269556.96000000 PA USD 3251267.63000000 0.683087257882 Long LON CORP US Y 2 2024-03-29 Floating 7.75000000 N N N N N N Thyssenkrupp Elevators 254900K869UN2ZWVB351 Thyssenkrupp Elevators, Term Loan B N/A 226869.98000000 PA 269297.73000000 0.056579115863 Long LON CORP DE Y 2 2027-06-30 Floating 4.25000000 N N N N N N AnaCap Financial Europe S.A. SICAV-RAIF 2221001M75L4SO9QJ626 AnaCap Financial Europe S.A. SICAV-RAIF N/A 200000.00000000 PA 200342.97000000 0.042091807131 Long DBT CORP LU Y 2 2024-08-01 Floating 5.00000000 N N N N N N Manna Pro Products, LLC N/A Manna Pro Products, LLC, Incremental Term Loan N/A 911557.12000000 PA USD 815843.62000000 0.171407722976 Long LON CORP US Y 3 2023-12-08 Floating 7.00000000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Term Loan 19633FAD3 7010.63000000 PA USD 6125.54000000 0.001286968283 Long LON CORP US Y 2 2024-05-01 Floating 4.00000000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Second Lien Term Loan 90385KAF8 67651.00000000 PA USD 69257.71000000 0.014550958147 Long LON CORP US Y 2 2027-05-10 Floating 7.50000000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P., Series A, Pfd. N/A 292192.87000000 NS USD 204535.01000000 0.042972549485 Long EC CORP US N 2 N N N Euro Garages 549300BY1CRYVPEG9R57 Euro Garages, Term Loan N2820EAC2 38322.89000000 PA USD 37263.07000000 0.007828924346 Long LON CORP US Y 2 2025-02-06 Floating 5.07200000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc., Term Loan 02376CBB0 30958.78000000 PA USD 19488.55000000 0.004094519951 Long LON CORP US Y 2 2025-06-27 Floating 1.92025000 N N N N N N Revere Power LLC 54930012KEYV3CY10P78 Revere Power LLC, Term Loan B 76148CAC0 752131.47000000 PA USD 698226.21000000 0.146696452414 Long LON CORP US Y 2 2026-03-27 Floating 4.40638000 N N N N N N Payless, Inc. 549300QN6WZPQK5U0K47 Payless, Inc., Class A N/A 82769.00000000 NS USD 827.69000000 0.000173896632 Long EC CORP US N 3 N N N Aruba Investments, Inc. 549300CH22U9L3I13F89 Aruba Investments, Inc., Term Loan 04317MAG6 133648.72000000 PA USD 133815.78000000 0.028114527816 Long LON CORP US Y 2 2025-07-07 Floating 5.25000000 N N N N N N Travelodge Hotels Ltd. 549300DUQXE7VXG8YA50 Travelodge Hotels Ltd. AZ3223478 628000.00000000 PA 617017.10000000 0.129634520091 Long DBT CORP JE Y 2 2025-07-15 Floating 5.45738000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 KAR Auction Services, Inc., Term Loan B-6 48562RAL3 1225584.80000000 PA USD 1191881.22000000 0.250412751869 Long LON CORP US Y 2 2026-09-15 Floating 2.43750000 N N N N N N Aruba Investments, Inc. 549300CH22U9L3I13F89 Aruba Investments, Inc., Term Loan 04317MAH4 93759.57000000 PA 111841.57000000 0.023497773810 Long LON CORP US Y 2 2025-07-01 Floating 4.25000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A., Term Loan L0178UAG1 493362.22000000 PA USD 472044.04000000 0.099175861718 Long LON CORP LU Y 2 2025-07-15 Floating 2.91188000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC, First Lien Term Loan 00076VAQ3 98426.85000000 PA USD 96639.42000000 0.020303821131 Long LON CORP US Y 2 2024-09-27 Floating 4.50000000 N N N N N N Parques Reunidos N/A Parques Reunidos, Term Loan B-1 N/A 807544.93000000 PA 802666.77000000 0.168639283291 Long LON CORP ES Y 2 2026-09-27 Floating 3.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Incremental Term Loan 88233FAK6 693065.67000000 PA USD 683425.13000000 0.143586764039 Long LON CORP US Y 2 2025-12-31 Floating 1.90150000 N N N N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 Altra Industrial Motion Corp., Term Loan B 02208HAB4 64848.95000000 PA USD 63744.57000000 0.013392654337 Long LON CORP US Y 2 2025-10-01 Floating 2.15638000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc. 085770AA3 1075000.00000000 PA USD 1143310.88000000 0.240208184254 Long DBT CORP US Y 2 2026-07-15 Fixed 4.87500000 N N N N N N New VAC US LLC 549300UJYMVEWJOVTC36 New VAC US LLC, Term Loan B 64911CAB3 418715.47000000 PA USD 295194.41000000 0.062019975903 Long LON CORP DE Y 3 2025-03-08 Floating 5.00000000 N N N N N N CSM Bakery Supplies LLC 5493001EXHLY7Q2ERI31 CSM Bakery Supplies LLC, First Lien Term Loan 60001PAB3 1900676.28000000 PA USD 1784735.03000000 0.374970594988 Long LON CORP US Y 2 2022-01-04 Floating 7.25000000 N N N N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 Frontier Communications Corp., Term Loan B-1 35906EAJ9 3982853.57000000 PA USD 4031643.53000000 0.847043257299 Long LON CORP US Y 2 2024-06-15 Floating 4.50000000 N N N N N N CIRCOR International, Inc. 5493007701O01N3FQM69 CIRCOR International, Inc., Term Loan B 17273LAJ6 199819.92000000 PA USD 195573.75000000 0.041089799980 Long LON CORP US Y 2 2024-12-11 Floating 4.25000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 XPO Logistics, Inc., Term Loan B-1 98379EAH9 474517.47000000 PA USD 469442.51000000 0.098629283523 Long LON CORP US Y 2 2025-02-24 Floating 2.65150000 N N N N N N CityCenter Holdings LLC 54930012KUDSU3GT0X08 CityCenter Holdings LLC, Term Loan B 17875LAL3 1096149.08000000 PA USD 1042613.16000000 0.219051719373 Long LON CORP US Y 2 2024-04-18 Floating 3.00000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, Term Loan N/A 222770.36000000 PA 236600.31000000 0.049709428864 Long LON CORP DE Y 2 2023-09-21 Floating 4.75000000 N N N N N N Ziggo Secured Finance Partnership 213800TQASLF9JXH5J59 Ziggo Secured Finance Partnership, Term Loan I N9833RAJ8 2414358.15000000 PA USD 2340804.73000000 0.491800142658 Long LON CORP US Y 2 2028-04-15 Floating 2.66188000 N N N N N N Haya Finance 2017 S.A. 9598002SASJP67RL1Q74 Haya Finance 2017 S.A. AP9519988 198000.00000000 PA 189950.54000000 0.039908370601 Long DBT CORP ES Y 2 2022-11-15 Fixed 5.25000000 N N N N N N Radiate Holdco LLC 5493000GQJ5RDX9DNJ71 Radiate Holdco LLC, Term Loan 75025KAB4 224209.62000000 PA USD 221235.48000000 0.046481297320 Long LON CORP US Y 2 2024-02-01 Floating 3.75000000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Term Loan N5200EAC5 91621.17000000 PA USD 82459.05000000 0.017324543151 Long LON CORP NL Y 3 2024-06-30 Floating 3.15638000 N N N N N N Neustar, Inc. N/A Neustar, Inc., Term Loan B-5 64127UAY3 565321.98000000 PA USD 538822.51000000 0.113205934646 Long LON CORP US Y 2 2024-08-08 Floating 5.57200000 N N N N N N Hargray Communications Group, Inc. N/A Hargray Communications Group, Inc., Term Loan 41254HAG4 577471.96000000 PA USD 575127.42000000 0.120833550777 Long LON CORP US Y 2 2024-05-16 Floating 4.00000000 N N N N N N STG-Fairway Acquisitions, Inc. 549300MRQE5MQEH3BI02 STG-Fairway Acquisitions, Inc., Term Loan B 78477MAC5 450870.43000000 PA USD 436217.14000000 0.091648674890 Long LON CORP US Y 2 2027-01-21 Floating 4.32200000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 Caesars Resort Collection LLC, Term Loan B 12769LAB5 5268793.37000000 PA USD 4966944.20000000 1.043548756899 Long LON CORP US Y 2 2024-12-23 Floating 2.90638000 N N N N N N Inmar, Inc. 549300N1ML5MXXFIDZ25 Inmar, Inc. 45763FAN8 244409.46000000 PA USD 229766.89000000 0.048273735878 Long LON CORP US Y 2 2024-05-01 Floating 5.07200000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Term Loan B 90385KAB7 1923437.59000000 PA USD 1912618.25000000 0.401838699377 Long LON CORP US Y 2 2026-05-04 Floating 3.90638000 N N N N N N AI Sirona (Luxembourg) Acquisition S.a.r.l. 549300MQC452SFMN5167 AI Sirona (Luxembourg) Acquisition S.a.r.l., Term Loan B BL2686170 379472.23000000 PA 441900.29000000 0.092842697589 Long LON CORP LU Y 2 2025-07-10 Floating 4.00000000 N N N N N N Biogroup-LCD N/A Biogroup-LCD, Term Loan B-7 N/A 249123.09000000 PA 286142.66000000 0.060118214563 Long LON CORP FR Y 2 2026-04-25 Floating 3.75000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC, DIP Term Loan N/A 1441412.23000000 PA USD 1479249.30000000 0.310788425639 Long LON CORP US Y 3 2021-08-04 Floating 8.90680000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan G 89364MBS2 630741.25000000 PA USD 600822.04000000 0.126231958265 Long LON CORP US Y 2 2024-08-22 Floating 2.40638000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., First Lien Incremental Term Loan 26658NAH2 136609.33000000 PA USD 133877.14000000 0.028127419475 Long LON CORP US Y 2 2024-07-19 Floating 5.25000000 N N N N N N Pacific Drilling S.A. 549300VEJMMZCY6OBU06 Pacific Drilling S.A. 694183AA2 48000.00000000 PA USD 10469.52000000 0.002199633042 Long DBT CORP LU Y 2 2023-10-01 Fixed 8.37500000 N N N N N N Consolidated Container Co. LLC 549300FG8OPBIML5F686 Consolidated Container Co. LLC, First Lien Term Loan 20902CAQ3 83017.51000000 PA USD 82612.80000000 0.017356845833 Long LON CORP US Y 2 2024-05-22 Floating 3.75000000 N N N N N N Lummus Technology (Illuinate Buyer LLC) N/A Lummus Technology (Illuinate Buyer LLC), Term Loan 45232UAB4 707422.94000000 PA USD 705035.39000000 0.148127052605 Long LON CORP US Y 2 2027-06-30 Floating 4.30788000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P., Series B, Pfd. N/A 84193.33000000 NS USD 115765.83000000 0.024322255923 Long EC CORP US N 2 N N N Weight Watchers International, Inc. SGT8R1MU6ESIC7UJC518 Weight Watchers International, Inc., Term Loan 948627AW4 1040206.94000000 PA USD 1039686.84000000 0.218436903206 Long LON CORP US Y 2 2024-11-29 Floating 5.50000000 N N N N N N Carlisle FoodService Products, Inc. N/A Carlisle FoodService Products, Inc., Term Loan 14235UAB7 402609.95000000 PA USD 366375.05000000 0.076974939236 Long LON CORP US Y 2 2025-03-20 Floating 4.00000000 N N N N N N Markermeer Finance B.V. N/A Markermeer Finance B.V., Term Loan B N/A 619917.73000000 PA 700200.76000000 0.147111302896 Long LON CORP NL Y 2 2027-01-24 Floating 3.50000000 N N N N N N Mascot Bidco Oy 7437004VPYN53GU01U11 Mascot Bidco Oy, Term Loan B-2 N/A 219477.95000000 PA 246199.20000000 0.051726143633 Long LON CORP FI Y 2 2026-03-30 Floating 6.25000000 N N N N N N Verra Mobility Corp. N/A Verra Mobility Corp., Term Loan B-1 00215NAJ9 828128.44000000 PA USD 810530.71000000 0.170291487238 Long LON CORP US Y 2 2025-02-28 Floating 3.55788000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -99894.96000000 -0.02098780600 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 1368775.24000000 GBP 1729973.13000000 USD 2020-09-15 -99894.96000000 N N N Cision Ltd. (Castle US Holding Corp.) N/A Cision Ltd. (Castle US Holding Corp.), Term Loan 14852DAD3 377642.99000000 PA 430098.95000000 0.090363250832 Long LON CORP US Y 2 2027-02-01 Floating 3.75000000 N N N N N N Garrett Borrowing LLC 5493000E8W5HMUNLBO09 Garrett Borrowing LLC, Term Loan B 36641DAE0 101031.66000000 PA 110438.59000000 0.023203009469 Long LON CORP LU Y 2 2025-09-27 Floating 3.50000000 N N N N N N Clontarf Park CLO 5493001O2660X7YTLM04 Clontarf Park CLO, Series 2017-1A, Class D BCC2DN993 136000.00000000 PA 149301.07000000 0.031367967854 Long ABS-CBDO CORP IE N 2 2030-08-05 Floating 5.10000000 N N N N N N Vertical Holdco GmbH 2549008GCHWX9EEMIS56 Vertical Holdco GmbH 92537VAA8 402000.00000000 PA USD 424863.75000000 0.089263341868 Long DBT CORP DE Y 2 2028-07-15 Fixed 7.62500000 N N N N N N ProQuest LLC 549300HEWVTWR2ZQ4F35 ProQuest LLC, Term Loan B 74347CAL4 610869.94000000 PA USD 605714.20000000 0.127259794955 Long LON CORP US Y 2 2026-10-17 Floating 3.65638000 N N N N N N N/A N/A Commercial Barge Line Co., Series A Wts., expiring April 27, 2045 N/A 19526.00000000 NS USD 512557.50000000 0.107687688934 N/A DE N/A N 2 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0 USD 2099-12-31 XXXX -473911.54000000 N N N Financiere CEP 894500A6RAFIQQXBIM15 Financiere CEP, Term Loan B N/A 373617.98000000 PA 444976.51000000 0.093489007559 Long LON CORP FR Y 2 2027-06-18 Floating 4.75000000 N N N N N N West Corp. 5493005Z5DB0O5S30R71 West Corp., Term Loan B 68162RAC5 105614.80000000 PA USD 94850.01000000 0.019927868331 Long LON CORP US Y 2 2024-10-10 Floating 5.00000000 N N N N N N Quimper AB 549300EI2YNCQDXVO313 Quimper AB, Second Lien Term Loan N/A 309323.91000000 PA 358057.79000000 0.075227493325 Long LON CORP SE Y 2 2027-02-13 Floating 8.25000000 N N N N N N EnergySolutions LLC 549300X3SKIUYR2MFH75 EnergySolutions LLC, Term Loan 29276MAL1 692976.48000000 PA USD 647641.96000000 0.136068764830 Long LON CORP US Y 2 2025-05-11 Floating 4.75000000 N N N N N N Oberthur Technologies of America Corp. 969500R8RGRC5PQLA538 Oberthur Technologies of America Corp., Term Loan B BL2318469 1000000.00000000 PA 1136594.44000000 0.238797068620 Long LON CORP FR Y 2 2024-01-10 Floating 3.75000000 N N N N N N Froneri International PLC N/A Froneri International PLC, Second Lien Term Loan G3679YAG7 441157.22000000 PA USD 437848.54000000 0.091991429987 Long LON CORP US Y 3 2028-01-29 Floating 5.90638000 N N N N N N Autokiniton US Holdings, Inc. N/A Autokiniton US Holdings, Inc., Term Loan B 05278GAH1 1286349.10000000 PA USD 1231679.26000000 0.258774270238 Long LON CORP US Y 2 2025-05-22 Floating 5.90638000 N N N N N N Windstream Services, LLC N/A Windstream Services, LLC 97381LAF5 18000.00000000 PA USD 1080.00000000 0.000226906647 Long DBT CORP US Y 2 2025-06-30 None 9.00000000 Y Y N N N N Crossmark Holdings, Inc. N/A Crossmark Holdings, Inc., Wts., expiring July 26, 2024 N/A 4048.36000000 NS USD 237841.15000000 0.049970127794 Long EC CORP US N 2 N N N Maxar Technologies Ltd. 5493007AITUJ9X4UWV14 Maxar Technologies Ltd., Term Loan B C5400EAD3 1650173.43000000 PA USD 1602046.12000000 0.336587883757 Long LON CORP CA Y 2 2024-10-04 Floating 2.90638000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC, Second Lien Term Loan 81753HAG6 1825668.80000000 PA USD 1483355.90000000 0.311651217157 Long LON CORP US Y 2 2023-08-10 Floating 0.08500000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 GFL Environmental, Inc., Incremental Term Loan C7052BAF1 803527.56000000 PA USD 801016.54000000 0.168292572035 Long LON CORP CA Y 2 2025-05-30 Floating 4.00000000 N N N N N N Diamond CLO Ltd. N/A Diamond CLO Ltd., Series 2019-1A, Class C 25257AAG9 1080000.00000000 PA USD 1071811.87000000 0.225186331782 Long ABS-CBDO CORP KY Y 2 2029-04-25 Floating 3.84450000 N N N N N N Veeam Software (VS Buyer LLC) N/A Veeam Software (VS Buyer LLC), Term Loan 91834WAC4 15663.78000000 PA USD 15507.14000000 0.003258030696 Long LON CORP US Y 2 2027-02-19 Floating 3.40638000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAD3 1836384.71000000 PA USD 1427027.01000000 0.299816587902 Long LON CORP GB Y 2 2026-09-20 Floating 3.57200000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co. N/A 4992.00000000 NS USD 207168.00000000 0.043525737387 Long EC CORP US N 2 N N N Fort Dearborn Holding Co., Inc. 5493002ILC473KY69M10 Fort Dearborn Holding Co., Inc., Second Lien Term Loan 34721HAE9 165791.12000000 PA USD 154600.22000000 0.032481312634 Long LON CORP US Y 2 2024-10-21 Floating 9.51625000 N N N N N N BASF Construction Chemicals 254900TIPQ0RBM2WVJ30 BASF Construction Chemicals, Term Loan B-1 N/A 175537.71000000 PA 209042.24000000 0.043919512864 Long LON CORP LU Y 2 2027-07-30 Floating 4.50000000 N N N N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 Dynasty Acquisition Co., Inc., Term Loan B-1 26812CAE6 1954884.69000000 PA USD 1746357.14000000 0.366907448356 Long LON CORP US Y 2 2026-04-08 Floating 3.80788000 N N N N N N Invenergy Thermal Operating I LLC 549300JF5R5BXJAMZL67 Invenergy Thermal Operating I LLC, Term Loan 46123UAG3 65736.27000000 PA USD 65571.93000000 0.013776580384 Long LON CORP US Y 3 2025-08-28 Floating 3.15638000 N N N N N N Camelot Finance L.P. 549300P4VE08Q68CXC45 Camelot Finance L.P., Term Loan L2000AAC4 1641611.50000000 PA USD 1616987.33000000 0.339727013269 Long LON CORP LU Y 2 2026-10-30 Floating 3.15638000 N N N N N N Garrett Borrowing LLC 549300YP11GTX4YFND06 Garrett Borrowing LLC, Term Loan B 36641DAD2 414187.42000000 PA USD 376910.55000000 0.079188434594 Long LON CORP US Y 2 2025-09-27 Floating 3.54000000 N N N N N N Consolidated Container Co. LLC 549300FG8OPBIML5F686 Consolidated Container Co. LLC, Term Loan 20902CAU4 685726.01000000 PA USD 678580.74000000 0.142568963767 Long LON CORP US Y 2 2026-06-14 Floating 3.15638000 N N N N N N FleetCor Technologies Operating Co. LLC 549300FKKKZCXLK48427 FleetCor Technologies Operating Co. LLC, Term Loan B-3 33903RAV1 524539.13000000 PA USD 515795.06000000 0.108367896236 Long LON CORP US Y 2 2024-08-02 Floating 1.90638000 N N N N N N Daktoa Holding Corp. 549300FDREJLOIGXY104 Daktoa Holding Corp., First Lien Term Loan B 24440EAB3 2323694.46000000 PA USD 2321521.81000000 0.487748825311 Long LON CORP US Y 2 2027-04-09 Floating 4.75000000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series A, Pfd. N/A 18575.00000000 NS USD 487593.75000000 0.102442836318 Long EP CORP US N 2 N N N Ancestry.com Operations, Inc. N/A Ancestry.com Operations, Inc., First Lien Term Loan 03280FAH4 1950450.34000000 PA USD 1952898.16000000 0.410301458031 Long LON CORP US Y 2 2023-10-19 Floating 4.75000000 N N N N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 Patriot Container Corp., First Lien Term Loan 40435YAB2 165491.85000000 PA USD 161716.98000000 0.033976534998 Long LON CORP US Y 2 2025-03-20 Floating 4.50000000 N N N N N N Micro Holding L.P. N/A Micro Holding L.P., Term Loan 45567YAL9 590246.94000000 PA USD 585637.11000000 0.123041623486 Long LON CORP US Y 2 2024-09-13 Floating 4.75000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc., Term Loan 20337EAQ4 2202331.70000000 PA USD 2163394.48000000 0.454526471283 Long LON CORP US Y 2 2026-04-06 Floating 3.40638000 N N N N N N Invictus US NewCo LLC N/A Invictus US NewCo LLC, Second Lien Term Loan 46184JAD1 379213.14000000 PA USD 318539.04000000 0.066924653434 Long LON CORP LU Y 2 2026-03-30 Floating 6.90638000 N N N N N N Atlantic Broadband Finance LLC 549300UVJTPYOZ6XKH79 Atlantic Broadband Finance LLC, Term Loan B 19239PAB3 2422879.23000000 PA USD 2356855.77000000 0.495172446063 Long LON CORP CA Y 2 2025-01-03 Floating 2.15638000 N N N N N N Syniverse Holdings, Inc. 549300CYZBHMZC8VLL59 Syniverse Holdings, Inc., Term Loan C 87164GAM5 1301999.67000000 PA USD 1032921.91000000 0.217015599884 Long LON CORP US Y 2 2023-03-09 Floating 6.00000000 N N N N N N CTM Media Holdings, Inc. N/A CTM Media Holdings, Inc. 44951N106 1270.00000000 NS USD 4191.00000000 0.000880523852 Long EC CORP US N 1 N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 S.A. AQ7881529 566000.00000000 PA 627734.20000000 0.131886169382 Long DBT CORP LU Y 2 2023-09-01 Floating 4.50000000 N N N N N N Finastra USA, Inc. 549300ZB2RO6QC7YTK71 Finastra USA, Inc., First Lien Term Loan 02034DAC1 481086.53000000 PA USD 454347.74000000 0.095457891247 Long LON CORP US Y 2 2024-06-13 Floating 4.50000000 N N N N N N Houston Foods, Inc. 54930016IW5324QMQK30 Houston Foods, Inc., Term Loan 44216WAM9 816150.59000000 PA USD 780101.22000000 0.163898289492 Long LON CORP US Y 2 2025-07-20 Floating 3.90638000 N N N N N N Tumi, Inc. 222100XV7DJLCY8IA009 Tumi, Inc., Term Loan B L8030PAF5 28819.37000000 PA USD 27174.22000000 0.005709269594 Long LON CORP LU Y 2 2025-04-25 Floating 1.90638000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -668409.18000000 -0.14043193174 N/A DFE N/A N 2 The Toronto-Dominion Bank PT3QB789TSUIDF371261 11327996.51000000 EUR 12853673.74000000 USD 2020-09-15 -668409.18000000 N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership, Term Loan B-2 N/A 2079795.14000000 PA USD 2065236.57000000 0.433903617303 Long LON CORP US Y 2 2029-01-31 Floating 3.68320000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc. 979UVH901 342.01500000 NS USD 5954481.15000000 1.251029033517 Long EC CORP US N 3 N N N eG Global Finance PLC 549300TL8Q5207VYET27 eG Global Finance PLC 28228PAA9 865000.00000000 PA USD 895906.45000000 0.188228823306 Long DBT CORP GB Y 2 2025-02-07 Fixed 6.75000000 N N N N N N Action Holding B.V. 7245002S0K5Q59JCVQ03 Action Holding B.V., Term Loan B N/A 450246.11000000 PA 525115.28000000 0.110326062787 Long LON CORP NL Y 2 2027-01-18 Floating 3.50000000 N N N N N N ION Trading Technologies S.a.r.l. N/A ION Trading Technologies S.a.r.l., Term Loan L5582BAT4 328665.37000000 PA USD 322560.41000000 0.067769538236 Long LON CORP IE Y 2 2024-11-21 Floating 5.07200000 N N N N N N Tech Data Corp. 54930066P5EVQZGNGJ86 Tech Data Corp., Term Loan 87823QAR5 1791803.33000000 PA USD 1804569.93000000 0.379137882642 Long LON CORP US Y 2 2025-06-30 Floating 3.65638000 N N N N N N BWAY Holding Co. 549300DNGHXL0OMHW304 BWAY Holding Co., Term Loan 05604XAP1 180892.65000000 PA USD 172458.53000000 0.036233321203 Long LON CORP US Y 2 2024-04-03 Floating 3.52288000 N N N N N N Revere Power LLC 54930012KEYV3CY10P78 Revere Power LLC, Term Loan C 76148CAD8 79638.72000000 PA USD 73931.01000000 0.015532812625 Long LON CORP US Y 2 2026-03-27 Floating 4.40638000 N N N N N N Delos Finance S.a.r.l. 549300HX549YWOJQT076 Delos Finance S.a.r.l., First Lien Term Loan L2324EAE1 704364.47000000 PA USD 687308.28000000 0.144402608992 Long LON CORP LU Y 2 2023-10-06 Floating 2.05788000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, Term Loan B-1 N/A 85401.33000000 PA 79719.44000000 0.016748954520 Long LON CORP GB Y 2 2026-06-21 Floating 4.75000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 Station Casinos LLC, Term Loan B-1 85769EAZ4 2692623.07000000 PA USD 2559109.36000000 0.537665672063 Long LON CORP US Y 2 2027-02-08 Floating 2.50000000 N N N N N N Edelman Financial Center LLC (The) N/A Edelman Financial Center LLC (The), First Lien Term Loan 27943UAJ5 233122.89000000 PA USD 226608.27000000 0.047610113772 Long LON CORP US Y 2 2025-07-19 Floating 3.17025000 N N N N N N Sophos (Surf Holdings LLC) N/A Sophos (Surf Holdings LLC), Term Loan 86875TAB3 406551.85000000 PA USD 398309.01000000 0.083684224245 Long LON CORP US Y 2 2027-03-05 Floating 3.82663000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 36325.67000000 0.007631977780 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1798315.07000000 USD 1372345.27000000 GBP 2020-09-15 36325.67000000 N N N Advanced Disposal Services, Inc. 549300ML1GEF4BKIM713 Advanced Disposal Services, Inc., Term Loan 00100UAG7 43948.79000000 PA USD 43834.96000000 0.009209670206 Long LON CORP US Y 2 2023-11-10 Floating 3.00000000 N N N N N N Institutional Shareholder Services, Inc. 5493003LHZE6QR4CED05 Institutional Shareholder Services, Inc., First Lien Term Loan 45782UAH5 1023746.88000000 PA USD 1003271.94000000 0.210786178314 Long LON CORP US Y 3 2026-03-05 Floating 5.57200000 N N N N N N Twin River Worldwide Holdings, Inc. 549300NS4D5IK406VT62 Twin River Worldwide Holdings, Inc. 90171V204 72757.00000000 NS USD 1741075.01000000 0.365797679457 Long EC CORP US N 1 N N N ThermaSys Corp. N/A ThermaSys Corp. N/A 676996.00000000 NS USD 160786.55000000 0.033781052820 Long EC CORP US N 2 N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 American Axle & Manufacturing, Inc., Term Loan B 02406MAP2 1191444.85000000 PA USD 1163999.92000000 0.244554925651 Long LON CORP US Y 2 2024-04-06 Floating 3.00000000 N N N N N N Project Jerico 969500FZ9BTRZS3JNB97 Project Jerico, Term Loan B N/A 308681.83000000 PA 353630.90000000 0.074297409279 Long LON CORP FR Y 2 2026-11-22 Floating 4.25000000 N N N N N N Messer Industries USA, Inc. 529900HNC1EZT3TC1260 Messer Industries USA, Inc., Term Loan B-1 D6000EAB8 3726247.75000000 PA USD 3661429.67000000 0.769261788888 Long LON CORP US Y 2 2026-03-02 Floating 2.80788000 N N N N N N Daktoa Holding Corp. 549300FDREJLOIGXY104 Daktoa Holding Corp., Second Lien Term Loan B 24440EAF4 677497.33000000 PA USD 675803.59000000 0.141985488029 Long LON CORP US Y 3 2028-03-06 Floating 9.00000000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 Boxer Parent Co., Inc., Term Loan 05988HAB3 678230.67000000 PA USD 667423.06000000 0.140224749170 Long LON CORP US Y 2 2025-10-02 Floating 4.40638000 N N N N N N Biogroup-LCD N/A Biogroup-LCD, Term Loan B N/A 290207.13000000 PA 335170.73000000 0.070418950678 Long LON CORP FR Y 2 2026-04-25 Floating 4.25000000 N N N N N N SGG Holdings S.A. 222100CX5OA6ONWOBW66 SGG Holdings S.A., Term Loan B BL2642504 423087.85000000 PA 485201.17000000 0.101940158256 Long LON CORP LU Y 2 2025-07-11 Floating 3.75000000 N N N N N N Bway Holding Co. 549300DNGHXL0OMHW304 Bway Holding Co. 12429TAD6 240000.00000000 PA USD 243950.40000000 0.051253673569 Long DBT CORP US Y 2 2024-04-15 Fixed 5.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -183442.50000000 -0.03854103954 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 11339038.46000000 EUR 13360845.71000000 USD 2020-10-15 -183442.50000000 N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 Colouroz Investment LLC, First Lien Term Loan B-2 BL2361295 227406.60000000 PA USD 204097.42000000 0.042880612374 Long LON CORP US Y 2 2023-09-21 Floating 5.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -36761.02000000 -0.00772344427 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1378290.39000000 GBP 1806174.71000000 USD 2020-10-15 -36761.02000000 N N N International Textile Group, Inc. M4ZRS7E9USM0DKM0N876 International Textile Group, Inc., First Lien Term Loan 46049BAB7 223100.71000000 PA USD 166210.03000000 0.034920519177 Long LON CORP US Y 2 2024-05-01 Floating 5.24880000 N N N N N N Perstorp Holding AB 549300ES84TRW7EWGU35 Perstorp Holding AB, Term Loan B W7277YAC5 407494.26000000 PA USD 365929.85000000 0.076881403274 Long LON CORP SE Y 2 2026-02-27 Floating 4.99090000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CK0 402000.00000000 PA USD 420381.45000000 0.088321616250 Long DBT CORP US Y 2 2026-06-01 Fixed 5.25000000 N N N N N N Prophylaxis B.V. 7245000K34W1FHCV4B97 Prophylaxis B.V., Term Loan B N/A 1728658.55000000 PA 1397611.35000000 0.293636394570 Long LON CORP NL Y 2 2025-06-05 Floating 4.00000000 N N N N N N Greenrock Finance, Inc. 213800MZCFTKB2RNBJ45 Greenrock Finance, Inc., Term Loan B BL2415661 1628714.08000000 PA USD 1541675.60000000 0.323904113100 Long LON CORP US Y 2 2024-06-28 Floating 4.50000000 N N N N N N Greatbatch Ltd. C59TZ5M84XYPM9PQ3G72 Greatbatch Ltd., Term Loan B 39154EAG6 89562.55000000 PA USD 89586.73000000 0.018822059794 Long LON CORP US Y 2 2022-10-27 Floating 3.50000000 N N N N N N Zayo Group LLC 529900Z6OTS7RT0V0I47 Zayo Group LLC, Term Loan 98919XAB7 31351.50000000 PA USD 30523.98000000 0.006413049976 Long LON CORP US Y 2 2027-02-20 Floating 3.15638000 N N N N N N PowerTeam Services LLC 549300J2G34D0WX8Z443 PowerTeam Services LLC, First Lien Term Loan 73937UAF5 515685.53000000 PA USD 500135.03000000 0.105077743542 Long LON CORP US Y 2 2025-03-06 Floating 4.25000000 N N N N N N Cabot Financial (Luxembourg) S.A. 222100HFIGXFXSXUFI06 Cabot Financial (Luxembourg) S.A. AZ0652067 298000.00000000 PA 359441.25000000 0.075518156538 Long DBT CORP LU Y 2 2024-06-14 Floating 6.37500000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc. 74339KAA0 664000.00000000 PA USD 468120.00000000 0.098351425828 Long DBT CORP US Y 2 2023-03-01 Fixed 8.87500000 N N N N N N Belron Finance US LLC N/A Belron Finance US LLC, Term Loan B 08078UAE3 158989.45000000 PA USD 156902.71000000 0.032965062900 Long LON CORP BE Y 2 2026-10-30 Floating 2.76825000 N N N N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., First Lien Term Loan B-2 00769EAW0 428107.28000000 PA USD 407838.54000000 0.085686366565 Long LON CORP US Y 2 2021-07-23 Floating 4.25000000 N N N N N N Dorna Sports S.L. 95980020140005602218 Dorna Sports S.L., Term Loan B N/A 115751.88000000 PA 132261.90000000 0.027788059573 Long LON CORP ES Y 2 2024-05-03 Floating 2.75000000 N N N N N N Informatica Corp. 5493007SV33RZV7RPS40 Informatica Corp., Term Loan 45673YAB2 505402.03000000 PA USD 496031.88000000 0.104215676865 Long LON CORP US Y 2 2027-02-26 Floating 3.40638000 N N N N N N Merlin Entertainments PLC 2549002L1LBQZKA7UN30 Merlin Entertainments PLC, Term Loan B N/A 333460.38000000 PA 364663.66000000 0.076615378340 Long LON CORP LU Y 2 2026-10-16 Floating 3.00000000 N N N N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC, Term Loan B 04350TAB0 2423633.74000000 PA USD 2418592.58000000 0.508143272538 Long LON CORP US Y 2 2026-08-27 Floating 6.25000000 N N N N N N UPC Financing Partnership N/A UPC Financing Partnership, Term Loan B-1 N/A 134587.80000000 PA 159305.41000000 0.033469867161 Long LON CORP US Y 2 2029-01-31 Floating 3.5 N N N N N N Brookfield WEC Holdings, Inc. 5493002M6GRSU1IWMG57 Brookfield WEC Holdings, Inc. 11284EAL7 434556.84000000 PA USD 428386.13000000 0.090003389495 Long LON CORP BM Y 2 2025-08-01 Floating 3.75000000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Term Loan N5200EAB7 475989.68000000 PA USD 389121.56000000 0.081753952504 Long LON CORP NL Y 2 2025-06-30 Floating 4.15638000 N N N N N N Werner FinCo L.P. N/A Werner FinCo L.P., Term Loan 95075EAC3 929569.83000000 PA USD 908654.51000000 0.190907174749 Long LON CORP US Y 2 2024-07-24 Floating 5.00000000 N N N N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 Dynasty Acquisition Co., Inc., Term Loan B-2 26812CAF3 1051013.26000000 PA USD 938901.68000000 0.197262067291 Long LON CORP CA Y 2 2026-04-08 Floating 3.80788000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 LPL Holdings, Inc., Term Loan B 50212XAX4 382107.03000000 PA USD 375301.70000000 0.078850417223 Long LON CORP US Y 2 2026-11-12 Floating 1.92025000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines, Inc., Delayed Draw Term Loan 24736CBP8 3736506.92000000 PA USD 3605729.18000000 0.757559185686 Long LON CORP US Y 3 2021-03-16 Floating 2.41140000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC, Second Lien Term Loan 82087UAD9 246025.27000000 PA USD 245410.21000000 0.051560377822 Long LON CORP US Y 3 2022-06-30 Floating 7.75000000 N N N N N N Mission Broadcasting, Inc. N/A Mission Broadcasting, Inc., Term Loan B-3 605024AQ1 119338.17000000 PA USD 116926.35000000 0.024566079721 Long LON CORP US Y 2 2024-01-17 Floating 2.40563000 N N N N N N Nidda Healthcare Holding AG 549300Q89C4WAO6L0L19 Nidda Healthcare Holding AG, Term Loan F D6001BAJ6 172165.19000000 PA 223022.39000000 0.046856724874 Long LON CORP DE Y 2 2026-08-21 Floating 4.56825000 N N N N N N Claire's Stores, Inc. 549300N5HNYXI6JY7625 Claire's Stores, Inc., Term Loan B 17958DAL1 344352.32000000 PA USD 274299.01000000 0.057629878528 Long LON CORP US Y 2 2026-12-18 Floating 6.80788000 N N N N N N MoneyGram International, Inc. 5299002DLX0Q04KC4156 MoneyGram International, Inc., Term Loan 60935QAJ5 2936518.43000000 PA USD 2845486.36000000 0.597833121167 Long LON CORP US Y 2 2023-06-30 Floating 7.00000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 02156LAC5 328000.00000000 PA USD 345015.00000000 0.072487219478 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Osum Production Corp. 5493004EE2HMRKGYN512 Osum Production Corp., Term Loan C7030JAD6 1501182.22000000 PA USD 1321040.35000000 0.277548923351 Long LON CORP CA Y 3 2022-07-31 Floating 8.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -99933.29000000 -0.02099585909 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1368775.24000000 GBP 1729934.80000000 USD 2020-09-15 -99933.29000000 N N N NCR Corp. 549300YKTY8JX1DV2R67 NCR Corp., Term Loan B 62886VAP5 1539365.66000000 PA USD 1498957.31000000 0.314929053862 Long LON CORP US Y 2 2026-08-28 Floating 2.66000000 N N N N N N Graham Packaging Co. Inc. N/A Graham Packaging Co. Inc., Term Loan 38469EAC7 366741.30000000 PA USD 366787.14000000 0.077061518829 Long LON CORP US Y 2 2027-07-29 Floating 4.50000000 N N N N N N OCP Euro CLO 635400KNK84TMOLEE581 OCP Euro CLO, Series 2017-2, Class E BCC2ESAK4 153000.00000000 PA 167647.61000000 0.035222552935 Long ABS-CBDO CORP IE N 2 2032-01-15 Floating 5.00000000 N N N N N N Gardner Denver, Inc. 549300MJL50HVCB7RP74 Gardner Denver, Inc., Term Loan 365556AW9 872094.89000000 PA USD 865192.26000000 0.181775810447 Long LON CORP US Y 2 2027-03-01 Floating 2.90638000 N N N N N N Glass Mountain Pipeline Holdings LLC N/A Glass Mountain Pipeline Holdings LLC, Term Loan 37713KAB1 1014652.93000000 PA USD 557424.95000000 0.117114283997 Long LON CORP US Y 2 2024-12-23 Floating 5.50000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc., Term Loan B-5 80875AAP6 56869.95000000 PA USD 53346.29000000 0.011207988729 Long LON CORP US Y 2 2024-08-14 Floating 2.90150000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453H106 264909.00000000 NS USD 309943.53000000 0.065118747547 Long EC CORP US N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -100722.27000000 -0.02116162280 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1378335.91000000 GBP 1741927.14000000 USD 2020-09-15 -100722.27000000 N N N IAA Spinco, Inc. 549300PZCOPC5178W747 IAA Spinco, Inc., Term Loan 44932UAB0 751013.10000000 PA USD 743502.97000000 0.156209042995 Long LON CORP US Y 2 2026-06-28 Floating 2.43750000 N N N N N N Tribune Resources, Inc. 549300IFWJYQ79PVEU45 Tribune Resources, Inc. N/A 382888.00000000 NS USD 335027.00000000 0.070388753185 Long EC CORP US N 2 N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAB7 1093222.22000000 PA USD 863645.55000000 0.181450848613 Long LON CORP GB Y 2 2025-02-28 Floating 3.32200000 N N N N N N Telenet Financing USD LLC N/A Telenet Financing USD LLC, Term Loan AR B9000TBJ3 3446695.32000000 PA USD 3330369.35000000 0.699706430204 Long LON CORP US Y 2 2028-04-15 Floating 2.16188000 N N N N N N athenahealth, Inc. 549300Z86PUW4ENZCD61 athenahealth, Inc., Term Loan B 04685YAK5 666522.13000000 PA USD 662776.28000000 0.139248466511 Long LON CORP US Y 2 2026-02-11 Floating 4.81838000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 SS&C Technologies, Inc., Term Loan B-3 78466DBD5 494580.94000000 PA USD 481625.39000000 0.101188891356 Long LON CORP US Y 2 2025-04-16 Floating 1.90638000 N N N N N N Vertical US Newco, Inc. 549300C2AFWPAYWS5574 Vertical US Newco, Inc. 92537RAA7 442000.00000000 PA USD 461337.50000000 0.096926431071 Long DBT CORP US Y 2 2027-07-15 Fixed 5.25000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan C 53226GAH4 149063.05000000 PA USD 127048.67000000 0.026692766478 Long LON CORP US Y 2 2024-01-30 Floating 4.75000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC, Second Lien Term Loan 31659HAN1 2764320.16000000 PA USD 4229.41000000 0.000888593745 Long LON CORP US Y 2 2023-04-11 Floating 6.25000000 N N N N N N Ziply Fiber 254900LE3FBC16P2QY79 Ziply Fiber, Term Loan B 66743UAC0 106291.46000000 PA USD 106513.08000000 0.022378264734 Long LON CORP US Y 2 2027-04-30 Floating 5.65563000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 Caesars Resort Collection LLC, Term Loan 12769LAD1 1226227.55000000 PA USD 1192316.23000000 0.250504146925 Long LON CORP US Y 2 2025-06-30 Floating 4.68320000 N N N N N N Alpha Topco Ltd. 549300BBG8Z3D6QSYP53 Alpha Topco Ltd., Term Loan B L2465BAQ9 3509945.85000000 PA USD 3421109.12000000 0.718770742258 Long LON CORP US Y 2 2024-02-01 Floating 3.50000000 N N N N N N New Millennium Holdco N/A New Millennium Holdco N/A 136135.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Merlin Entertainments PLC N/A Merlin Entertainments PLC, Term Loan B L6526BAD6 38790.66000000 PA USD 36075.31000000 0.007579377458 Long LON CORP US Y 2 2026-11-12 Floating 4.32200000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc. 65343HAA9 491000.00000000 PA USD 518773.42000000 0.108993645942 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc., Term Loan 90351HAB4 1901928.95000000 PA USD 1838927.55000000 0.386356375582 Long LON CORP US Y 2 2023-06-27 Floating 1.90638000 N N N N N N New Red Finance, Inc. N/A New Red Finance, Inc. 68245XAK5 277000.00000000 PA USD 296132.39000000 0.062217044327 Long DBT CORP CA Y 2 2025-04-15 Fixed 5.75000000 N N N N N N TIBCO Software Inc. 04EEB871XLHVNY4RZJ65 TIBCO Software Inc., Term Loan B-3 88632NAP5 480178.21000000 PA USD 466613.18000000 0.098034844833 Long LON CORP US Y 2 2026-06-30 Floating 3.91000000 N N N N N N AF Global, Inc. 549300T5I2LOKUMVKN83 AF Global, Inc. N/A 498.00000000 NS USD 9960.00000000 0.002092583528 Long EC CORP US N 2 N N N McDermott International Ltd. N/A McDermott International Ltd., Term Loan N/A 2136110.21000000 PA USD 1954540.84000000 0.410646583042 Long LON CORP US Y 3 2024-06-30 Floating 4.75000000 N N N N N N Boxer Parent Co., Inc. 5493006T045HLTF7YX04 Boxer Parent Co., Inc., Term Loan 05988HAC1 127845.40000000 PA 151147.01000000 0.031755797537 Long LON CORP US Y 2 2025-10-02 Floating 4.75000000 N N N N N N Financiere Abra SAS 969500FG3VYTO80D0A13 Financiere Abra SAS, Term Loan B N/A 1257083.36000000 PA 1496675.33000000 0.314449612722 Long LON CORP FR Y 2 2026-04-12 Floating 4.75000000 N N N N N N Columbus McKinnon Corp. 549300W3HQB0HO1F3G69 Columbus McKinnon Corp., Term Loan 19933MAL7 17066.56000000 PA USD 17023.89000000 0.003576697971 Long LON CORP US Y 2 2024-01-31 Floating 3.50000000 N N N N N N SS&C Technologies, Inc. N/A SS&C Technologies, Inc., Term Loan B-4 78466DBE3 347477.56000000 PA USD 338375.39000000 0.071092245731 Long LON CORP US Y 2 2025-04-16 Floating 1.90638000 N N N N N N Apcoa Parking Holdings GmbH 529900H8FIYAOV5FUW68 Apcoa Parking Holdings GmbH, Term Loan B-2 N/A 125193.39000000 PA 147345.31000000 0.030957065127 Long LON CORP DE Y 2 2024-03-20 Floating 7.25000000 N N N N N N Fort Dearborn Holding Co., Inc. 5493002ILC473KY69M10 Fort Dearborn Holding Co., Inc., First Lien Term Loan 34721HAB5 258578.93000000 PA USD 251855.88000000 0.052914605018 Long LON CORP US Y 2 2023-10-19 Floating 5.00000000 N N N N N N Anastasia Parent LLC N/A Anastasia Parent LLC, Term Loan 03275UAB1 468275.60000000 PA USD 202072.63000000 0.042455206531 Long LON CORP US Y 2 2025-08-11 Floating 4.05788000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 Nexstar Broadcasting, Inc., Term Loan B-3 65336RAU2 464647.18000000 PA USD 455256.66000000 0.095648854201 Long LON CORP US Y 2 2024-01-17 Floating 2.40638000 N N N N N N EG Finco Ltd. 2138003OUK4UQHRJLT65 EG Finco Ltd., Term Loan B G2903JAD7 541618.92000000 PA 699573.82000000 0.146979583587 Long LON CORP GB Y 2 2025-02-07 Floating 5.34550000 N N N N N N 2020-10-14 Invesco Senior Loan Fund Sheri Morris Sheri Morris President