0001752724-21-232469.txt : 20211101 0001752724-21-232469.hdr.sgml : 20211101 20211101171323 ACCESSION NUMBER: 0001752724-21-232469 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210831 FILED AS OF DATE: 20211101 PERIOD START: 20220228 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: 211368218 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. 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KOO0397YRO83WY5MGD97 Bausch Health Americas, Inc., First Lien Incremental Term Loan C9413PBB8 424400.65000000 PA USD 422355.04000000 0.089906473266 Long LON CORP US N 2 2025-11-27 Floating 2.83463000 N N N N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 Frontier Communications Corp., DIP Term Loan B 35906EAQ3 1330051.06000000 PA USD 1331720.27000000 0.283482524212 Long LON CORP US N 2 2028-05-01 Floating 4.50000000 N N N N N N Aruba Investments, Inc. 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B.V. N/A Lealand Finance Co. B.V. N5200EAB7 503300.21000000 PA USD 228163.60000000 0.048569053665 Long LON CORP NL N 2 2025-06-30 Floating 1.08463000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B-2B 82925BAE5 617390.88000000 PA USD 605969.15000000 0.128992302743 Long LON CORP US N 2 2026-09-30 Floating 2.59000000 N N N N N N Southcross Energy Partners L.P. 549300WNMFRZ945UFD66 Southcross Energy Partners L.P. N/A 79256.21000000 PA USD 77671.09000000 0.016533800038 Long LON CORP US N 3 2025-01-31 Floating 5.00000000 N N N N N N Paragon Offshore Finance Co. 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Scripps Co., Term Loan B 26928BAM1 1169951.52000000 PA USD 1170109.46000000 0.249080524490 Long LON CORP US N 2 2027-12-15 Floating 3.75000000 N N N N N N Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LLC 549300K1JD1LDRNBET48 Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LLC 11284DAA3 2643000.00000000 PA USD 2735505.00000000 0.582305368376 Long DBT CORP US Y 2 2026-05-15 Fixed 5.75000000 N N N N N N Skillsoft Corp. 213800VSQFUE8K7NQK89 Skillsoft Corp., Term Loan B 83066YAB8 1030987.56000000 PA USD 1036792.02000000 0.220701318087 Long LON CORP US N 2 2028-07-01 Floating 5.50000000 N N N N N N Arctic Glacier U.S.A., Inc. 549300U4GC326QGP7Z68 Arctic Glacier U.S.A., Inc., Term Loan 03970JAD0 291682.19000000 PA USD 278816.09000000 0.059351419937 Long LON CORP US N 2 2024-03-20 Floating 4.50000000 N N N N N N New VAC US LLC 549300UJYMVEWJOVTC36 New VAC US LLC, Term Loan B 64911CAB3 414431.95000000 PA USD 387493.87000000 0.082485596156 Long LON CORP DE N 3 2025-03-08 Floating 5.00000000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan N/A 594259.24000000 PA USD 551175.45000000 0.117328399491 Long LON CORP LR N 3 2024-04-12 Floating 1.80050000 N N N N N N VC GB Holdings, Inc. 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N/A Mav Acquisition Corp. 57767XAA8 1990000.00000000 PA USD 1985224.00000000 0.422593485528 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N Sunshine Luxembourg VII S.a.r.l. 254900CHQOBZNYV4DY60 Sunshine Luxembourg VII S.a.r.l., Term Loan L8908YAE8 1428520.62000000 PA USD 1431913.36000000 0.304810569374 Long LON CORP LU N 2 2026-10-01 Floating 4.50000000 N N N N N N Biogroup-LCD 9695008EGX5O9K1MS743 Biogroup-LCD, Term Loan B N/A 292220.19000000 PA 345039.12000000 0.073448278060 Long LON CORP FR N 2 2028-02-09 Floating 3.75000000 N N N N N N Hyland Software, Inc. N/A Hyland Software, Inc., Second Lien Term Loan 44908XAV0 209660.57000000 PA USD 212368.34000000 0.045206725798 Long LON CORP US N 2 2025-07-07 Floating 7.00000000 N N N N N N Osmose Utilities Services, Inc. 549300FSLVHLFZ3S0D82 Osmose Utilities Services, Inc., First Lien Term Loan 68835HAH3 826548.05000000 PA USD 822758.33000000 0.175140090197 Long LON CORP US N 2 2028-06-17 Floating 3.75000000 N N N N N N Ensono, LP 5493002CCPGG18ED0Y68 Ensono, LP, Term Loan B 29359DAB3 1049860.36000000 PA USD 1053009.94000000 0.224153617345 Long LON CORP US N 2 2028-05-19 Floating 4.75000000 N N N N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC, Term Loan A N/A 270414.45000000 PA USD 270414.45000000 0.057562967686 Long LON CORP US N 3 2025-06-30 Floating 15.00000000 N N N N N N Les Schwab Tire Centers N/A Les Schwab Tire Centers, Term Loan 50220KAB0 1384719.78000000 PA USD 1386450.68000000 0.295132954958 Long LON CORP US N 2 2027-11-02 Floating 4.00000000 N N N N N N MTN Infrastructure TopCo, Inc. 54930040E6IYPRA4GM07 MTN Infrastructure TopCo, Inc. 55377KAD6 177049.15000000 PA USD 177226.20000000 0.037726038766 Long LON CORP US N 2 2024-11-17 Floating 5.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 25439.93000000 0.005415383196 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2547178.97000000 GBP 3527783.27000000 USD 2021-10-15 25439.93000000 N N N Ascend Learning LLC 549300T466HKRLVCD610 Ascend Learning LLC, Incremental Term Loan 02083JAD6 259018.37000000 PA USD 259747.51000000 0.055292302333 Long LON CORP US N 2 2024-07-12 Floating 4.75000000 N N N N N N Finastra USA, Inc. 549300ZB2RO6QC7YTK71 Finastra USA, Inc., First Lien Term Loan 02034DAC1 654883.61000000 PA USD 647886.18000000 0.137915156693 Long LON CORP US N 2 2024-06-13 Floating 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1440.16000000 -0.00030656602 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 400000.00000000 EUR 470987.20000000 USD 2021-09-16 -1440.16000000 N N N USF S&H Holdco LLC N/A USF S&H Holdco LLC, Term Loan B N/A 1774652.95000000 PA USD 1774652.95000000 0.377769347813 Long LON CORP US N 3 2025-06-30 Floating 3.00000000 N N N N N N APCOA Parking Holdings GmbH 529900H8FIYAOV5FUW68 APCOA Parking Holdings GmbH BQ4821774 167000.00000000 PA 200689.31000000 0.042720617432 Long DBT CORP DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N IRIS Bidco GMBH N/A IRIS Bidco GMBH, Term Loan B N/A 650087.96000000 PA 769829.19000000 0.163873094755 Long LON CORP DE N 2 2028-05-25 Floating 5.00000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp., Term Loan B 71360HAB3 4169751.34000000 PA USD 4176693.98000000 0.889090433619 Long LON CORP US N 2 2028-02-01 Floating 4.50000000 N N N N N N Cimpress USA Inc. 549300IW5HMWD8APDH34 Cimpress USA Inc., Term Loan B N2014AAE2 883363.85000000 PA USD 884097.04000000 0.188197225944 Long LON CORP US N 2 2028-04-30 Floating 4.00000000 N N N N N N ExGen Renewables IV, LLC 5493004JBPWTPTK8LB51 ExGen Renewables IV, LLC, Term Loan B 30204KAD8 215375.59000000 PA USD 215183.91000000 0.045806074557 Long LON CORP US N 2 2027-12-15 Floating 3.50000000 N N N N N N Thyssenkrupp Elevators 549300C2AFWPAYWS5574 Thyssenkrupp Elevators, Term Loan B D9000BAD4 240610.42000000 PA USD 240794.49000000 0.051257783920 Long LON CORP US N 2 2027-07-31 Floating 4.00000000 N N N N N N INDIGOCYAN Midco Ltd. 213800FQZTI1W79G8Q70 INDIGOCYAN Midco Ltd., Term Loan B G4763LAB1 2029484.90000000 PA 2734432.85000000 0.582077140425 Long LON CORP JE N 2 2024-06-23 Floating 4.81838000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The) 26483NAN0 605350.07000000 PA USD 601472.80000000 0.128035167317 Long LON CORP US N 2 2026-02-06 Floating 3.33788000 N N N N N N Vertical US Newco, Inc. 549300C2AFWPAYWS5574 Vertical US Newco, Inc. 92537RAA7 442000.00000000 PA USD 467556.44000000 0.099528469160 Long DBT CORP US Y 2 2027-07-15 Fixed 5.25000000 N N N N N N Clarivate Science Holdings Corp. N/A Clarivate Science Holdings Corp. 18064PAC3 247000.00000000 PA USD 251685.59000000 0.053576166082 Long DBT CORP US N 2 2028-07-01 Fixed 3.87500000 N N N N N N Telenet Financing USD LLC N/A Telenet Financing USD LLC, Term Loan AR B9000TBJ3 128844.71000000 PA USD 127061.50000000 0.027047508070 Long LON CORP US N 2 2028-04-15 Floating 2.09550000 N N N N N N ION Trading Technologies S.a.r.l. N/A ION Trading Technologies S.a.r.l., Term Loan B L5582BAW7 440963.58000000 PA 522565.78000000 0.111238275573 Long LON CORP IE N 2 2028-03-31 Floating 4.25000000 N N N N N N Travelodge Hotels Ltd. 549300DUQXE7VXG8YA50 Travelodge Hotels Ltd. AZ3223478 989000.00000000 PA 1300265.94000000 0.276786859164 Long DBT CORP JE Y 2 2025-07-15 Floating 5.45313000 N N N N N N Holding Socotec 969500TSHWNDZONA3M83 Holding Socotec, Term Loan B BL3615939 529716.88000000 PA USD 530050.60000000 0.112831564881 Long LON CORP FR N 2 2028-05-07 Floating 4.39725000 N N N N N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc. 00165CAN4 1751000.00000000 PA USD 1880136.25000000 0.400223516920 Long DBT CORP US N 2 2025-04-15 Fixed 10.50000000 N N N N N N Pretium Packaging N/A Pretium Packaging, Term Loan B 74142KAB5 453334.11000000 PA USD 454043.58000000 0.096651994462 Long LON CORP US N 2 2027-10-14 Floating 4.75000000 N N N N N N BCA Marketplace 213800XQDK86MM9NB619 BCA Marketplace, Term Loan B N/A 163510.88000000 PA 224915.36000000 0.047877602694 Long LON CORP GB N 2 2028-06-30 Floating 4.80060000 N N N N N N Generation Bridge LLC 25490066N7XDZZBNGZ02 Generation Bridge LLC N/A 16457.67000000 PA USD 16251.95000000 0.003459543203 Long LON CORP US N 3 2028-09-01 Floating 5.75000000 N N N N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 Tempo Acquisition LLC N/A 328130.11000000 PA USD 328540.27000000 0.069936177396 Long LON CORP US N 2 2026-10-31 Floating 3.50000000 N N N N N N MedAssets Software Intermediate Holdings, Inc. N/A MedAssets Software Intermediate Holdings, Inc., First Lien Term Loan 58404KAC9 828073.42000000 PA USD 827729.77000000 0.176198357756 Long LON CORP US N 2 2028-01-28 Floating 4.50000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A. L5137LAG0 644945.60000000 PA USD 658650.69000000 0.140206591715 Long LON CORP LU N 2 2049-12-31 Floating 8.75000000 Y Y N N N N Lakeland Tours LLC 549300VLJEZFBNDIUO73 Lakeland Tours LLC, Second Lien Term Loan 51187GAM4 204071.35000000 PA USD 198331.84000000 0.042218784155 Long LON CORP US N 2 2025-09-25 Floating 2.75000000 N N N N N N Financiere CEP 894500A6RAFIQQXBIM15 Financiere CEP, Term Loan B F4810PAD2 57091.21000000 PA 67755.95000000 0.014423169917 Long LON CORP FR N 2 2027-06-18 Floating 4.00000000 N N N N N N B&B Hotels SAS 969500OUD0VB2606MD53 B&B Hotels SAS, Term Loan B-3-A N/A 1884249.70000000 PA 2129962.00000000 0.453403779937 Long LON CORP FR N 2 2026-07-31 Floating 3.87500000 N N N N N N Nidda Healthcare Holding AG 549300Q89C4WAO6L0L19 Nidda Healthcare Holding AG, Term Loan F D6001BAJ6 172165.19000000 PA 236742.76000000 0.050395294496 Long LON CORP DE N 2 2026-08-21 Floating 4.56850000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 Proampac PG Borrower LLC, Term Loan 74274NAG8 718121.20000000 PA USD 719022.44000000 0.153057891246 Long LON CORP US N 2 2025-11-03 Floating 4.50000000 N N N N N N Parfums Holding Co., Inc. 549300S46D4GK45PA591 Parfums Holding Co., Inc. 69946PAB2 572262.58000000 PA USD 571118.05000000 0.121573569228 Long LON CORP US N 2 2024-06-30 Floating 4.08463000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc., Term Loan 20337EAQ4 512097.75000000 PA USD 507040.78000000 0.107933477796 Long LON CORP US N 2 2026-04-06 Floating 3.33463000 N N N N N N WASH Multifamily Acquisition, Inc. 549300AS7PRY5PHG6L12 WASH Multifamily Acquisition, Inc. 93710WAA3 602000.00000000 PA USD 630613.06000000 0.134238237622 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N Watlow Electric Manufacturing Co. 54930089QP6NQUHLU558 Watlow Electric Manufacturing Co., Term Loan B 94254PAC4 948579.19000000 PA USD 949565.71000000 0.202133503890 Long LON CORP US N 2 2028-03-15 Floating 4.50000000 N N N N N N ION Trading Technologies S.a.r.l. N/A ION Trading Technologies S.a.r.l., Term Loan B L5582BAV9 1207712.67000000 PA USD 1210206.60000000 0.257615979508 Long LON CORP IE N 2 2028-03-31 Floating 4.91663000 N N N N N N Nemera (Financiere N BidCo) 549300V74Q1K63NRJA81 Nemera (Financiere N BidCo), Term Loan B N/A 80011.13000000 PA 94473.18000000 0.020110451226 Long LON CORP FR N 2 2026-01-22 Floating 3.75000000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Term Loan 78015EAM0 603995.84000000 PA USD 584867.29000000 0.124500362000 Long LON CORP LR N 2 2022-04-05 Floating 1.48790000 N N N N N N Hurtigruten 213800EVBYLGF87O9I05 Hurtigruten, Term Loan B R7809EAB4 1768515.18000000 PA 1939559.69000000 0.412872950249 Long LON CORP NO Y 2 2025-02-22 Floating 4.00000000 N N N N N N Oxea Corp. 529900MSP24R2FE9U796 Oxea Corp., Term Loan B-2 D7000RAD3 1535712.77000000 PA USD 1531873.49000000 0.326089024476 Long LON CORP US N 2 2024-10-14 Floating 3.37500000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., First Lien Term Loan 76857MAK1 3500383.67000000 PA USD 3134488.56000000 0.667236768202 Long LON CORP US Y 2 2025-12-31 Floating 7.00000000 N N N N N N Sitel Worldwide Corp. 5493007DS8CM3ZGION43 Sitel Worldwide Corp., Term Loan B 82981MAC6 1689581.65000000 PA USD 1688525.66000000 0.359435481367 Long LON CORP US N 2 2028-08-01 Floating 4.25000000 N N N N N N Barracuda Networks, Inc. 549300CXGRZWNMPU8080 Barracuda Networks, Inc., Second Lien Term Loan 06832EAG5 111429.97000000 PA USD 113345.45000000 0.024127780433 Long LON CORP US N 2 2028-10-30 Floating 7.50000000 N N N N N N Constant Contact N/A Constant Contact, Second Lien Term Loan 21031HAE1 818456.90000000 PA USD 810272.33000000 0.172482202593 Long LON CORP US N 3 2029-02-15 Floating 8.25000000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 Pike Corp., Incremental Term Loan B 72108PAR5 531972.52000000 PA USD 530530.87000000 0.112933799678 Long LON CORP US N 2 2028-01-15 Floating 3.09000000 N N N N N N Clear Channel Worldwide Holdings, Inc. N/A Clear Channel Worldwide Holdings, Inc., Term Loan B 18452RAD7 3405987.86000000 PA USD 3331481.88000000 0.709170622379 Long LON CORP US N 2 2026-08-21 Floating 3.58440000 N N N N N N Tegra118 Wealth Solutions, Inc. N/A Tegra118 Wealth Solutions, Inc., Term Loan 33774UAC2 462943.75000000 PA USD 463450.67000000 0.098654476273 Long LON CORP US N 2 2027-02-10 Floating 4.12450000 N N N N N N NielsenIQ, Inc. 549300ZVCBHQE0XHG367 NielsenIQ, Inc., Term Loan B 45674PAD6 374817.04000000 PA 444660.94000000 0.094654717307 Long LON CORP US N 2 2028-03-06 Floating 4.00000000 N N N N N N Outfront Media Capital LLC 5493005WC7J0FDMW0610 Outfront Media Capital LLC, Term Loan 12505MAF3 1555625.81000000 PA USD 1529701.31000000 0.325626633775 Long LON CORP US N 2 2026-11-18 Floating 1.83888000 N N N N N N KPEX Holdings, Inc. 549300MP1C774T4UWC83 KPEX Holdings, Inc., Second Lien Term Loan 84763NAF7 148752.00000000 PA USD 137099.51000000 0.029184293457 Long LON CORP US N 2 2026-01-31 Floating 8.00000000 N N N N N N BASF Construction Chemicals 254900TIPQ0RBM2WVJ30 BASF Construction Chemicals, Term Loan B BL3571058 484462.11000000 PA USD 484866.64000000 0.103213281430 Long LON CORP LU N 2 2027-09-30 Floating 4.25000000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp., Second Lien Term Loan 71360HAG2 1097933.56000000 PA USD 1108912.90000000 0.236053648131 Long LON CORP US N 2 2029-02-26 Floating 8.50000000 N N N N N N Prime Security Services Borrower, LLC 549300O6QPZVWXV2DC15 Prime Security Services Borrower, LLC, Term Loan B-1 03765VAK6 2615499.75000000 PA USD 2614061.23000000 0.556453703244 Long LON CORP US N 2 2026-09-23 Floating 3.50000000 N N N N N N Allied Universal Holdco LLC 98450038B4549046D794 Allied Universal Holdco LLC, Term Loan B 01957TAH0 208276.97000000 PA USD 208525.86000000 0.044388779301 Long LON CORP US N 2 2028-05-12 Floating 4.25000000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC, Term Loan B 94767KAN1 753791.14000000 PA USD 755125.35000000 0.160743096832 Long LON CORP US N 2 2027-10-20 Floating 4.00000000 N N N N N N Brookfield Retial Holdings VII Sub 3 LLC N/A Brookfield Retial Holdings VII Sub 3 LLC, Term Loan A-2 11283HAF4 347382.29000000 PA USD 346803.90000000 0.073823945759 Long LON CORP US N 2 2023-08-28 Floating 3.08463000 N N N N N N NAS LLC N/A NAS LLC, Revolver Loan N/A 513596.57000000 PA USD 516164.55000000 0.109875649443 Long LON CORP US N 3 2024-06-01 Floating 0.50000000 N N N N N N Women's Care Holdings, Inc., LLC N/A Women's Care Holdings, Inc., LLC, Second Lien Term Loan 97815UAE4 235171.14000000 PA USD 235465.10000000 0.050123319750 Long LON CORP US N 2 2029-01-15 Floating 9.00000000 N N N N N N ICP Group Holdings, LLC 254900UFA4AMH3PZZW32 ICP Group Holdings, LLC, First Lien Term Loan 12656UAB1 911658.51000000 PA USD 911467.06000000 0.194023466283 Long LON CORP US N 2 2028-01-14 Floating 4.50000000 N N N N N N Adient PLC 213800SOTRCDGZUHL712 Adient PLC, Term Loan B 00687MAC5 615877.52000000 PA USD 615492.60000000 0.131019554040 Long LON CORP US N 2 2028-03-31 Floating 3.58463000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, Term Loan B 02932JAP2 581090.36000000 PA USD 583995.81000000 0.124314850556 Long LON CORP US N 2 2028-05-25 Floating 4.75000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-2 N/A 171314.31000000 PA 201184.10000000 0.042825943093 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453H106 264909.00000000 NS USD 696710.67000000 0.148308397661 Long EC CORP US N 1 N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 Acrisure, LLC, Term Loan B 00488PAL9 1224649.73000000 PA USD 1209537.55000000 0.257473559221 Long LON CORP US N 2 2027-01-31 Floating 3.60700000 N N N N N N Herens Midco Sarl 222100BJH5XPZD1JHF79 Herens Midco Sarl BP2693748 506000.00000000 PA 576175.23000000 0.122650088212 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 25541.44000000 0.005436991571 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15090060.74000000 EUR 17847935.33000000 USD 2021-09-16 25541.44000000 N N N SIWF Holdings, Inc. 54930062TONRLKZV7B16 SIWF Holdings, Inc., First Lien Term Loan 78489JAB0 306.98000000 PA USD 307.43000000 0.000065442446 Long LON CORP US N 2 2025-06-15 Floating 4.33463000 N N N N N N Lumen Technologies, Inc. 8M3THTGWLTYZVE6BBY25 Lumen Technologies, Inc. 156700BC9 415000.00000000 PA USD 426412.50000000 0.090770182431 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N Project Accelerate Parent LLC N/A Project Accelerate Parent LLC, First Lien Term Loan 74339RAC1 1207012.28000000 PA USD 1187398.33000000 0.252760796255 Long LON CORP US N 2 2025-01-02 Floating 5.25000000 N N N N N N Douglas GmbH 5299009RL189JFHRYU70 Douglas GmbH N/A 788000.00000000 PA 942373.45000000 0.200602491660 Long DBT CORP DE N 2 2026-04-08 Fixed 6.00000000 N N N N N N Lonza Solutions 2221002FZ55AMAUX4G64 Lonza Solutions, Term Loan B N/A 454724.23000000 PA 538593.70000000 0.114650129641 Long LON CORP LU N 2 2028-07-03 Floating 4.00000000 N N N N N N Al Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 Al Aqua Merger Sub, Inc., Term Loan 00132UAG9 5181609.23000000 PA USD 5196402.72000000 1.106155243767 Long LON CORP US N 2 2028-06-18 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 0.414355177065 Long LON CORP US Y 3 2023-07-18 Floating 0.75000000 N N N N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 Alliant Holdings Intermediate LLC, Term Loan B-3 01881UAH8 2580556.75000000 PA USD 2585563.03000000 0.550387307880 Long LON CORP US N 2 2027-10-15 Floating 4.25000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAH4 1711555.06000000 PA USD 2112649.43000000 0.449718463167 Long LON CORP GB N 2 2024-05-23 Fixed 7.00000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Series A N/A 144220.00000000 NS USD 4326.60000000 0.000921000841 Long EP CORP US N 3 N N N Daseke Cos., Inc. 549300CUSFIOX5Q3VA53 Daseke Cos., Inc., Term Loan B 23752RAJ1 272176.90000000 PA USD 272801.55000000 0.058071108283 Long LON CORP US N 2 2028-03-09 Floating 4.75000000 N N N N N N Crossmark Holdings, Inc. N/A Crossmark Holdings, Inc., Wts., expiring July 26, 2024 N/A 4048.00000000 NS USD 779240.00000000 0.165876368441 Long EC CORP US Y 3 N N N Reedy Industries, Inc. N/A Reedy Industries, Inc. N/A 110730.51000000 PA USD 111007.34000000 0.023630068309 Long LON CORP US N 3 2028-08-30 Floating 5.25000000 N N N N N N Winter Park Intermediate, Inc. N/A Winter Park Intermediate, Inc., Term Loan B 96289EAG4 1614322.34000000 PA USD 1617550.98000000 0.344327142255 Long LON CORP US N 2 2028-11-30 Floating 5.25000000 N N N N N N AI PLEX AcquiCo GmbH 529900TDB6090VCVJG31 AI PLEX AcquiCo GmbH, Term Loan D8354KAE6 279640.09000000 PA 331836.09000000 0.070637756695 Long LON CORP DE N 2 2026-07-31 Floating 4.50000000 N N N N N N Micro Holding, L.P. N/A Micro Holding, L.P., Term Loan 45567YAL9 1169125.67000000 PA USD 1172258.93000000 0.249538080926 Long LON CORP US N 2 2024-09-13 Floating 4.75000000 N N N N N N Kantar 984500NRF59D5DB9B654 Kantar, Term Loan B N/A 699544.40000000 PA 830117.31000000 0.176706592016 Long LON CORP LU N 2 2026-12-04 Floating 4.75000000 N N N N N N Telesat LLC N/A Telesat LLC, Term Loan B-5 87951YAU5 4694027.06000000 PA USD 4360164.39000000 0.928145673760 Long LON CORP US N 2 2026-12-07 Floating 2.86000000 N N N N N N UnitedLex Corp. 254900IJ4XQXC5YWDN28 UnitedLex Corp., Term Loan 88830YAC0 536540.71000000 PA USD 539223.41000000 0.114784175644 Long LON CORP US N 3 2027-03-20 Floating 5.88488000 N N N N N N Atlas CC Acquisition Corp. 6HHLXIOGCDNZ4IRAIW26 Atlas CC Acquisition Corp., Term Loan C 04921TAC8 59110.53000000 PA USD 59377.41000000 0.012639634949 Long LON CORP US N 2 2028-05-01 Floating 5.00000000 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 Neustar, Inc. N/A Neustar, Inc., Term Loan B-5 64127UAY3 565321.98000000 PA USD 555604.10000000 0.118271123657 Long LON CORP US N 2 2024-08-08 Floating 5.50000000 N N N N N N N/A N/A Tribune Resources, Inc., Wts., expiring April 3, 2023 933WMF906 99132.00000000 NS USD 2478.30000000 0.000527554288 N/A DE N/A N 3 Tribune Resources LLC 549300IFWJYQ79PVEU45 Call Purchased Tribune Resources LLC Tribune Resources, Inc. 1.00000000 0.01000000 USD 2023-04-03 XXXX -5719.92000000 N N N Station Casinos LLC 5493004E7Q60TX54WL62 Station Casinos LLC, Term Loan B-1 85769EAZ4 215887.49000000 PA USD 213127.37000000 0.045368300075 Long LON CORP US N 2 2027-02-08 Floating 2.50000000 N N N N N N Kirk Beauty SUN GmbH 9845005056B369360745 Kirk Beauty SUN GmbH N/A 151000.00000000 PA 176965.74000000 0.037670594797 Long DBT CORP DE N 2 2026-10-01 Fixed 8.25000000 N N N N N N Dedalus Finance GmbH 391200XH4I9QLL23DB49 Dedalus Finance GmbH BL3638667 248641.48000000 PA 293812.54000000 0.062543705582 Long LON CORP DE N 2 2027-05-04 Floating 3.75000000 N N N N N N Waterlogic USA Holdings, Inc. N/A Waterlogic USA Holdings, Inc. 94155XAC7 792486.03000000 PA USD 792489.99000000 0.168696886155 Long LON CORP US N 2 2028-08-04 Floating 5.25000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., First Lien Term Loan 26658NAC3 155099.93000000 PA USD 154867.28000000 0.032966508388 Long LON CORP US N 2 2024-07-19 Floating 4.25000000 N N N N N N Standard Industries, Inc. 54930064UHXCIUWVI755 Standard Industries, Inc. N/A 1465888.38000000 PA USD 1463271.77000000 0.311485815988 Long LON CORP US N 2 2028-08-31 Floating 3.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -112390.73000000 -0.02392454973 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 15816474.74000000 EUR 18578679.71000000 USD 2021-10-15 -112390.73000000 N N N Domtar Personal Care N/A Domtar Personal Care, Term Loan B 48114NAB7 851684.70000000 PA USD 854882.78000000 0.181978403302 Long LON CORP US Y 2 2028-02-18 Floating 5.00000000 N N N N N N Radiate Holdco LLC 5493000GQJ5RDX9DNJ71 Radiate Holdco LLC, Term Loan B 75025KAF5 75272.29000000 PA USD 75199.65000000 0.016007706034 Long LON CORP US N 2 2026-09-10 Floating 4.25000000 N N N N N N VICI Properties 1 LLC 549300XI4XP4JVS3XU20 VICI Properties 1 LLC, Term Loan B 92565EAB9 171476.98000000 PA USD 170774.78000000 0.036352728720 Long LON CORP US N 2 2024-12-20 Floating 2.13380000 N N N N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 Petroleum GEO-Services ASA, Term Loan 71659MAH9 4073699.03000000 PA USD 3735928.27000000 0.795264891670 Long LON CORP NO N 2 2024-03-19 Floating 7.64725000 N N N N N N CNT Holdings I Corp. N/A CNT Holdings I Corp., Second Lien Term Loan 12656AAE9 402314.82000000 PA USD 410109.67000000 0.087299808431 Long LON CORP US N 2 2028-10-16 Floating 7.50000000 N N N N N N Fort Dearborn Holding Co., Inc. 5493002ILC473KY69M10 Fort Dearborn Holding Co., Inc., Second Lien Term Loan 34721HAE9 165791.12000000 PA USD 166205.60000000 0.035380090014 Long LON CORP US N 2 2024-10-21 Floating 9.50000000 N N N N N N ETA Australia Holdings III Pty. Ltd. 549300JOVGPXKIWGAT22 ETA Australia Holdings III Pty. Ltd., Term Loan Q3311WAB5 977554.87000000 PA USD 975110.98000000 0.207571310751 Long LON CORP US N 2 2026-05-06 Floating 4.08463000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc., Term Loan 00169QAF6 1484653.84000000 PA USD 1492849.13000000 0.317781931517 Long LON CORP US N 2 2025-10-02 Floating 5.75000000 N N N N N N Paragon Offshore Finance Co. N/A Paragon Offshore Finance Co., Class B N/A 1323.00000000 NS USD 10332.63000000 0.002199500976 Long EC CORP KY N 3 N N N Transocean Ltd. 529900QO4W5DQGBGEF32 Transocean Ltd. H8817H100 191873.00000000 NS USD 683067.88000000 0.145404264839 Long EC CORP CH N 1 N N N Dynasty Acquisition Co., Inc. 549300WM2IKMXZ5LGL49 Dynasty Acquisition Co., Inc., Term Loan B-2 26812CAF3 1039658.28000000 PA USD 1015127.54000000 0.216089612751 Long LON CORP CA N 2 2026-04-08 Floating 3.64725000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Incremental Term Loan 22834KAJ0 448636.29000000 PA USD 482284.01000000 0.102663518474 Long LON CORP GB N 2 2024-05-23 Floating 9.25000000 N N N N N N Herens Holdco Sarl 2221002FZ55AMAUX4G64 Herens Holdco Sarl 427169AA5 305000.00000000 PA USD 306473.15000000 0.065238762315 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75000000 N N N N N N Merlin Entertainments PLC N/A Merlin Entertainments PLC, Term Loan B L6526BAD6 292145.29000000 PA USD 280642.07000000 0.059740115244 Long LON CORP US N 2 2026-11-04 Floating 3.39725000 N N N N N N Aqua Drill International LLC N/A Aqua Drill International LLC Y0271K100 49326.00000000 NS USD 1604328.15000000 0.341512406075 Long EC CORP US N 2 N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., Term Loan N/A 3005241.90000000 PA USD 3027150.11000000 0.644387694387 Long LON CORP US N 2 2024-08-30 Floating 6.50000000 N N N N N N H-Food Holdings LLC 549300JY2LK0EQ95YT44 H-Food Holdings LLC, Term Loan 40422KAB7 1958308.55000000 PA USD 1943004.37000000 0.413606217290 Long LON CORP US N 2 2025-05-23 Floating 3.77213000 N N N N N N CNT Holdings I Corp. N/A CNT Holdings I Corp., First Lien Term Loan 12656AAC3 1722675.88000000 PA USD 1723993.73000000 0.366985548930 Long LON CORP US N 2 2027-10-16 Floating 4.50000000 N N N N N N Corialis Group, Ltd. N/A Corialis Group, Ltd., Term Loan B N/A 109412.85000000 PA 150748.18000000 0.032089677952 Long LON CORP GB N 2 2028-05-24 Floating 4.55050000 N N N N N N Prime Security Services Borrower LLC / Prime Finance, Inc. 549300O6QPZVWXV2DC15 Prime Security Services Borrower LLC / Prime Finance, Inc. 74166MAC0 1118000.00000000 PA USD 1210891.83000000 0.257761844022 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Second Lien Term Loan 45321NAB2 918795.43000000 PA USD 921859.61000000 0.196235722395 Long LON CORP US N 2 2027-01-11 Floating 8.75000000 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 Air Canada, Term Loan B C0102MAP0 1336855.38000000 PA USD 1337811.23000000 0.284779103347 Long LON CORP CA N 2 2028-08-15 Floating 4.25000000 N N N N N N Revere Power LLC 54930012KEYV3CY10P78 Revere Power LLC, Term Loan C 76148CAD8 79638.72000000 PA USD 75010.12000000 0.015967360892 Long LON CORP US N 2 2026-03-27 Floating 4.33463000 N N N N N N Infinite Electronics N/A Infinite Electronics, Second Lien Term Loan 45674KAF2 294843.67000000 PA USD 297792.11000000 0.063390834348 Long LON CORP US N 2 2029-03-02 Floating 7.50000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 Trident TPI Holdings, Inc., Term Loan B-1 00216EAB5 193611.80000000 PA USD 193567.27000000 0.041204552893 Long LON CORP US N 2 2024-10-17 Floating 4.00000000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC, Term Loan 64072UAE2 801192.26000000 PA USD 791389.67000000 0.168462661672 Long LON CORP US N 2 2025-07-17 Floating 2.34513000 N N N N N N Newday Bondco PLC 213800J8EWKKXHTQC490 Newday Bondco PLC AM1725374 261000.00000000 PA 365848.61000000 0.077877982170 Long DBT CORP GB N 2 2024-02-01 Fixed 7.37500000 N N N N N N Adtalem Global Education Inc. 549300Z467EZLMODV621 Adtalem Global Education Inc., Term Loan B BL3448190 944187.85000000 PA USD 946784.37000000 0.201541441651 Long LON CORP US N 2 2028-02-12 Floating 5.25000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc., First Lien Incremental Term Loan 26658NAH2 55374.21000000 PA USD 55547.25000000 0.011824311004 Long LON CORP US N 2 2024-07-19 Floating 5.25000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-3 N/A 249941.68000000 PA 293520.69000000 0.062481579641 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N CIRCOR International, Inc. 5493007701O01N3FQM69 CIRCOR International, Inc., Term Loan B 17273LAJ6 199819.92000000 PA USD 198770.87000000 0.042312240218 Long LON CORP US N 2 2024-12-11 Floating 4.25000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC, Rts. expiring 12/31/2046 92840M110 366133.00000000 NS USD 482014.09000000 0.102606060760 Long EC CORP US N 2 N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Second Lien Term Loan N/A 1897832.12000000 PA 1444664.00000000 0.307524790742 Long LON CORP CN Y 2 2025-12-26 Floating 7.50000000 N N N N N N Constant Contact N/A Constant Contact, Delayed Draw Term Loan 21031HAF8 407831.89000000 PA USD 406557.42000000 0.086543643027 Long LON CORP US N 2 2028-02-10 Floating 4.75000000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 Sabre GLBL, Inc. 78571YBG4 375575.43000000 PA USD 373697.55000000 0.079548781491 Long LON CORP US N 2 2027-12-17 Floating 4.00000000 N N N N N N RealPage, Inc. 5493001RSFZX4122A604 RealPage, Inc., Term Loan B 75605VAD4 1362786.57000000 PA USD 1356572.26000000 0.288772752960 Long LON CORP US N 2 2028-02-15 Floating 3.75000000 N N N N N N Lake at Las Vegas Joint Venture LLC N/A Lake at Las Vegas Joint Venture LLC, Class B N/A 9.25000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B-5 L5137LAH8 1409383.03000000 PA USD 1438670.01000000 0.306248853555 Long LON CORP LU N 2 2024-01-02 Fixed 8.62500000 Y Y N N N N Imola Merger Corp. N/A Imola Merger Corp. 45258LAA5 390000.00000000 PA USD 404137.50000000 0.086028516055 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Markermeer Finance B.V. N/A Markermeer Finance B.V., Term Loan B N/A 619917.73000000 PA 724132.43000000 0.154145651864 Long LON CORP NL N 2 2027-01-29 Floating 3.50000000 N N N N N N Ahlstrom-Munksjoe N/A Ahlstrom-Munksjoe, Term Loan B BL3566777 368306.66000000 PA USD 368652.87000000 0.078474923375 Long LON CORP US N 2 2028-03-11 Floating 4.75000000 N N N N N N Houston Foods, Inc. 54930016IW5324QMQK30 Houston Foods, Inc., Term Loan 44216WAM9 732316.58000000 PA USD 727739.60000000 0.154913508057 Long LON CORP US N 2 2025-07-20 Floating 3.88830000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp. N/A 6741.00000000 NS USD 21346.72000000 0.004544063949 Long EC CORP US Y 2 N N N Colouroz Investment LLC N/A Colouroz Investment LLC, First Lien Term Loan B-5 N/A 9200.05000000 PA 10835.81000000 0.002306612612 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Sandvine Corp. N/A Sandvine Corp., Term Loan N/A 189686.14000000 PA USD 187789.28000000 0.039974595501 Long LON CORP CA N 2 2026-11-02 Floating 8.08463000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class B 45174J608 17.00000000 NS USD 408.00000000 0.000086850724 Long EC CORP US N 3 N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions, Inc. 65290C105 44006.00000000 NS USD 158421.60000000 0.033723114432 Long EC CORP US N 1 N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class B N/A 3000.00000000 NS USD 30.00000000 0.000006386082 Long EC CORP US N 3 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, Second Lien Term Loan 78638JAG9 192414.74000000 PA USD 189239.90000000 0.040283388142 Long LON CORP US N 2 2026-02-02 Floating 7.75000000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc. 37960BAA3 298000.00000000 PA USD 307685.00000000 0.065496728124 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Alliance Laundry Systems LLC 549300YBOGK6MBI5ND34 Alliance Laundry Systems LLC, Term Loan B 01862LAW8 86995.14000000 PA USD 87149.12000000 0.018551382806 Long LON CORP US N 2 2027-09-30 Floating 4.25000000 N N N N N N Virgin Media Secured Finance PLC 213800X3RLP4NOTPY579 Virgin Media Secured Finance PLC 92769XAR6 1018000.00000000 PA USD 1033829.90000000 0.220070773315 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N Liftoff Mobile, Inc. 549300TP5NEG85CHPU59 Liftoff Mobile, Inc., Term Loan B 53227VAB3 553024.65000000 PA USD 552507.57000000 0.117611967106 Long LON CORP US N 2 2028-02-17 Floating 4.25000000 N N N N N N Garrett Borrowing LLC 549300LKYJ4RR1ELO069 Garrett Borrowing LLC, Term Loan B 36649XAC2 1306694.04000000 PA USD 1301793.94000000 0.277112123641 Long LON CORP LU N 2 2028-04-30 Floating 3.75000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-2 N/A 1234019.90000000 PA 1403638.82000000 0.298791784386 Long LON CORP CN Y 2 2025-06-26 Floating 4.75000000 N N N N N N Six Flage Theme Parks, Inc. 5493003MX0ZXTM8EVY68 Six Flage Theme Parks, Inc., Term Loan B 83002CAJ6 229333.61000000 PA USD 223967.20000000 0.047675768423 Long LON CORP US N 2 2026-04-17 Floating 1.84000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A., Term Loan L0178UAK2 166215.55000000 PA USD 163410.66000000 0.034785132751 Long LON CORP LU N 2 2026-01-31 Floating 2.90041000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 (US) LLC, Term Loan B-4 05400KAF7 598759.92000000 PA USD 591775.39000000 0.125970885255 Long LON CORP US N 2 2027-02-10 Floating 2.25000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp. N/A 2851.56000000 NS USD 2851.56000000 0.000607009929 Long EC CORP US N 3 N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp., Second Lien Term Loan 75972JAE4 358746.04000000 PA USD 360466.23000000 0.076732238050 Long LON CORP US N 2 2026-05-29 Floating 7.11960000 N N N N N N Project Boost Purchaser, LLC N/A Project Boost Purchaser, LLC, Term Loan 74339NAE6 334020.80000000 PA USD 333499.73000000 0.070991894780 Long LON CORP US N 2 2026-06-01 Floating 4.00000000 N N N N N N GI Revelation Acquisition LLC N/A GI Revelation Acquisition LLC, First Lien Term Loan 36171NAB2 1860206.85000000 PA USD 1849743.19000000 0.393753763803 Long LON CORP US N 2 2028-05-12 Floating 4.50000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., DIP Term Loan L5137LAK1 822028.99000000 PA USD 829476.57000000 0.176570198063 Long LON CORP LU N 2 2021-07-13 Floating 6.50000000 N N N N N N New Red Finance, Inc. 549300RHSHNRWI5LLA86 New Red Finance, Inc., Term Loan B-4 C6901LAH0 1266399.76000000 PA USD 1246479.29000000 0.265337326064 Long LON CORP CA N 2 2026-11-19 Floating 1.83463000 N N N N N N Prometric Holdings, Inc. 54930034OH1XQT27TX40 Prometric Holdings, Inc., Term Loan 80358TAC0 192212.98000000 PA USD 189137.57000000 0.040261605214 Long LON CORP US N 2 2025-01-29 Floating 4.00000000 N N N N N N Maverick Bidco, Inc. N/A Maverick Bidco, Inc., Term Loan B 57767KAC2 450870.61000000 PA USD 450983.33000000 0.096000560813 Long LON CORP US N 2 2028-05-18 Floating 4.50000000 N N N N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 Avaya, Inc., Term Loan B-2 05349UBD3 264334.15000000 PA USD 264811.27000000 0.056370221998 Long LON CORP US N 2 2027-12-15 Floating 4.09550000 N N N N N N SmartBear N/A SmartBear, Term Loan B 03836HAG1 588134.26000000 PA USD 589604.60000000 0.125508790442 Long LON CORP US N 2 2028-03-03 Floating 4.75000000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Incremental Term Loan B 90385KAG6 373439.30000000 PA USD 374174.98000000 0.079650411739 Long LON CORP US N 2 2026-05-01 Floating 4.00000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp., Term Loan 00189AAC4 3867.22000000 PA USD 2910.08000000 0.000619467047 Long LON CORP US N 3 2023-10-02 Floating 6.18780000 N N N N N N Advantage Sales & Marketing, Inc. 549300T4O24KQDED1182 Advantage Sales & Marketing, Inc. 00775PAA5 1068000.00000000 PA USD 1117395.00000000 0.237859227856 Long DBT CORP US N 2 2028-11-15 Fixed 6.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 22854.59000000 0.004865043364 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2530804.81000000 GBP 3502453.41000000 USD 2021-09-16 22854.59000000 N N N Anastasia Parent LLC N/A Anastasia Parent LLC, Term Loan 03275UAB1 463509.44000000 PA USD 385871.61000000 0.082140266607 Long LON CORP US N 2 2025-08-11 Floating 3.89725000 N N N N N N Diamond Sports Holdings, LLC 5493002K6DHWNZH8YA34 Diamond Sports Holdings, LLC, Term Loan B 25277BAB4 2141479.69000000 PA USD 1349132.20000000 0.287188991688 Long LON CORP US Y 2 2026-08-24 Floating 3.34000000 N N N N N N TAMKO Building Products LLC 5493003VQCGZ0AORLH30 TAMKO Building Products LLC, Term Loan 87510EAB5 167877.23000000 PA USD 167037.84000000 0.035557248461 Long LON CORP US N 3 2026-05-29 Floating 3.08250000 N N N N N N Transdigm Inc. 88Q84GB3X55CF5OC7582 Transdigm Inc., Term Loan E 89364MBQ6 1398078.73000000 PA USD 1377715.71000000 0.293273546942 Long LON CORP US N 2 2025-05-30 Floating 2.33463000 N N N N N N Waystar 549300BIRBTAWWHCSZ09 Waystar, Term Loan B 63939WAG8 636160.51000000 PA USD 635766.09000000 0.135335160139 Long LON CORP US N 2 2026-10-23 Floating 4.09200000 N N N N N N PCI Gaming Authority 549300KPXAJ1LRW5LP59 PCI Gaming Authority, Term Loan B 70455DAG9 66634.49000000 PA USD 66235.68000000 0.014099550920 Long LON CORP US N 2 2026-05-29 Floating 2.58463000 N N N N N N US FT Holdco, Inc. N/A US FT Holdco, Inc., Term Loan 91204HAB1 881753.81000000 PA USD 903797.66000000 0.192390885538 Long LON CORP US N 3 2026-04-30 Floating 7.50000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CM6 516000.00000000 PA USD 532125.00000000 0.113273141210 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, Term Loan 34634FAB5 991426.32000000 PA USD 992045.96000000 0.211176250156 Long LON CORP US N 2 2025-07-19 Floating 5.75000000 N N N N N N ImageFirst N/A ImageFirst, Delayed Draw Term Loan 45249TAK8 90436.55000000 PA USD 90436.55000000 0.019251176131 Long LON CORP US N 3 2028-04-27 Floating 4.50000000 N N N N N N USIC Holding, Inc. 5493009ZYUWB7X699U62 USIC Holding, Inc., Second Lien Term Loan 90290HAR3 171903.56000000 PA USD 173730.04000000 0.036981813208 Long LON CORP US N 2 2029-05-07 Floating 7.25000000 N N N N N N ION Corp. 2138002XO5EAYFHPPT53 ION Corp., Term Loan B 42328DAF5 480441.05000000 PA USD 479179.89000000 0.102002746244 Long LON CORP US N 2 2028-03-05 Floating 3.91663000 N N N N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc., Term Loan B 16125TAJ1 917134.93000000 PA USD 918707.82000000 0.195564802680 Long LON CORP US N 2 2027-12-01 Floating 4.50000000 N N N N N N My Alarm Center LLC N/A My Alarm Center LLC, Class A N/A 16405.58000000 NS USD 2272172.83000000 0.483676117129 Long EC CORP US Y 3 N N N Harbor Freight Tools USA, Inc. 549300Y48HLCFTTB4249 Harbor Freight Tools USA, Inc., Term Loan B 41151PAP0 973320.26000000 PA USD 970998.89000000 0.206695972529 Long LON CORP US N 2 2027-10-15 Floating 3.25000000 N N N N N N Maverick Bidco, Inc. N/A Maverick Bidco, Inc., Second Lien Term Loan 57767KAF5 48643.12000000 PA USD 49007.94000000 0.010432291863 Long LON CORP US N 3 2029-04-28 Floating 7.50000000 N N N N N N USIC Holding, Inc. 5493009ZYUWB7X699U62 USIC Holding, Inc., Term Loan B 90290HAP7 476502.17000000 PA USD 475430.04000000 0.101204517842 Long LON CORP US N 2 2028-05-31 Floating 4.25000000 N N N N N N WestJet Airlines Ltd. 5493009TSX7LVAH8LA03 WestJet Airlines Ltd., Term Loan B C4927UAB8 45217.62000000 PA USD 43790.55000000 0.009321669069 Long LON CORP CA N 2 2026-12-11 Floating 4.00000000 N N N N N N Delachaux Group S.A. 969500XJHVZW0HF1ZQ71 Delachaux Group S.A., Term Loan B-2 N/A 335893.92000000 PA USD 335893.92000000 0.071501544621 Long LON CORP FR N 2 2026-04-16 Floating 4.62850000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan B 53226GAG6 2642887.64000000 PA USD 1980209.99000000 0.421526156117 Long LON CORP US N 2 2024-01-30 Floating 4.75000000 N N N N N N Ideal Standard International S.A. 5299004EW24BCHXOHD09 Ideal Standard International S.A. BQ6338256 316000.00000000 PA 364031.74000000 0.077491226103 Long DBT CORP LU N 2 2026-07-30 Fixed 6.37500000 N N N N N N Windstream Services LLC 549300KT9GVEBYCD2N29 Windstream Services LLC, Term Loan B 97381JAE3 2044076.42000000 PA USD 2057178.95000000 0.437910494148 Long LON CORP US N 2 2027-09-21 Floating 7.25000000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 Crown Subsea Communications Holding, Inc., Term Loan B 22860EAE2 887450.53000000 PA USD 895588.45000000 0.190643395749 Long LON CORP US N 2 2027-04-20 Floating 5.75000000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Class A N/A 2313.85000000 NS USD 2313.85000000 0.000492547912 Long EC CORP US N 3 N N N Valeant Pharmaceuticals International, Inc. KOO0397YRO83WY5MGD97 Valeant Pharmaceuticals International, Inc., Term Loan C9413PAZ6 397036.57000000 PA USD 396043.98000000 0.084305653130 Long LON CORP US N 2 2025-06-02 Floating 3.08463000 N N N N N N Tackle Group S.a.r.l. 222100DLH8KKOD63ZQ23 Tackle Group S.a.r.l., Term Loan B BL3613744 782602.28000000 PA 924118.07000000 0.196716479470 Long LON CORP LU N 2 2028-05-07 Floating 4.00000000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class A 45174J509 112643.00000000 NS USD 2802557.84000000 0.596578867674 Long EC CORP US N 1 N N N Klockner Pentaplast of America, Inc. 529900XJNR9VFZXAOS85 Klockner Pentaplast of America, Inc., Term Loan B 49865NAU4 313376.61000000 PA 370302.64000000 0.078826108961 Long LON CORP DE N 2 2026-03-01 Floating 4.75000000 N N N N N N Colouroz Investment LLC 549300Q6D2JN1G0T8E41 Colouroz Investment LLC, First Lien Term Loan B-2 BL2361295 2012870.26000000 PA USD 1986028.64000000 0.422764768779 Long LON CORP US N 2 2023-09-21 Floating 5.25000000 N N N N N N MTN Infrastructure TopCo., Inc. 54930040E6IYPRA4GM07 MTN Infrastructure TopCo., Inc., Term Loan 55377KAB0 1376111.53000000 PA USD 1376235.38000000 0.292958429951 Long LON CORP US N 2 2024-11-15 Floating 4.00000000 N N N N N N Envigo RMS Holding Corp. N/A Envigo RMS Holding Corp. N/A 18639.00000000 NS USD 233360.28000000 0.049675267934 Long EC CORP US N 3 N N N S2P Acquisiton Borrower, Inc. 2138009YGPT15LRTY307 S2P Acquisiton Borrower, Inc., Term Loan 78431EAB0 770858.24000000 PA USD 768773.07000000 0.163648279101 Long LON CORP US N 2 2026-08-14 Floating 4.08463000 N N N N N N Oberthur Technologies of America Corp. 5493008QGYPD024OYL95 Oberthur Technologies of America Corp., Term Loan B N/A 1153887.67000000 PA USD 1156772.39000000 0.246241470107 Long LON CORP US Y 2 2026-01-09 Floating 5.25000000 N N N N N N Ventia Deco LLC N/A Ventia Deco LLC, Term Loan B Q5642FAE1 1919854.22000000 PA USD 1927658.43000000 0.410339535912 Long LON CORP US N 2 2026-05-21 Floating 5.00000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A., Term Loan L0178UAG1 414032.86000000 PA USD 406988.09000000 0.086635319501 Long LON CORP LU N 2 2025-07-15 Floating 2.87613000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-4 N/A 525793.68000000 PA 617469.33000000 0.131440339413 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N NielsenIQ, Inc. 549300ZVCBHQE0XHG367 NielsenIQ, Inc., Term Loan B 45674PAC8 542416.56000000 PA USD 542644.37000000 0.115512393422 Long LON CORP US N 2 2028-03-06 Floating 4.09575000 N N N N N N MLN US HoldCo LLC 549300QKU7NPW6O86862 MLN US HoldCo LLC, Second Lien Term Loan 55292HAE3 1023715.78000000 PA USD 668614.37000000 0.142327554519 Long LON CORP US N 2 2026-11-30 Floating 8.83925000 N N N N N N Forgital N/A Forgital, Series XR 30191BAB7 2987000.00000000 PA USD 3092859.28000000 0.658375167428 Long DBT CORP IT N 2 2026-08-15 Fixed 7.37500000 N N N N N N H-Food Holdings, LLC 549300JY2LK0EQ95YT44 H-Food Holdings, LLC, Incremental Term Loan B-3 40422KAE1 169587.42000000 PA USD 170170.80000000 0.036224159846 Long LON CORP US N 2 2025-05-23 Floating 6.00000000 N N N N N N Red Ventures LLC 549300YLXP1WUPT0Q494 Red Ventures LLC, Term Loan B-3 75703UAJ4 881560.66000000 PA USD 881974.99000000 0.187745506387 Long LON CORP US N 2 2024-11-08 Floating 4.25000000 N N N N N N Brush N/A Brush, Term Loan N/A 758986.95000000 PA 1017405.99000000 0.216574625085 Long LON CORP GB N 3 2028-06-09 Floating 7.00000000 N N N N N N Royal Oak Enterprises, LLC 2549006ODGMBI60T0F58 Royal Oak Enterprises, LLC, Incremental Term Loan 15960HAE8 55838.66000000 PA USD 55999.20000000 0.011920517339 Long LON CORP US N 2 2027-12-10 Floating 4.25000000 N N N N N N Brown Group Holding, LLC 213800CSNQ87U1MC8N11 Brown Group Holding, LLC, Term Loan B 11565HAB2 183142.63000000 PA USD 182512.62000000 0.038851355936 Long LON CORP US N 2 2028-04-22 Floating 3.25000000 N N N N N N Perstorp Holding AB 549300ES84TRW7EWGU35 Perstorp Holding AB, Term Loan B N/A 147381.63000000 PA 174102.72000000 0.037061145384 Long LON CORP SE N 2 2026-02-27 Floating 4.75000000 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 LogMeIn 549300D12V5KRBV00592 LogMeIn, Term Loan B 54142KAD3 3685585.11000000 PA USD 3678379.79000000 0.783014579993 Long LON CORP US N 2 2027-08-28 Floating 4.84650000 N N N N N N Numericable-SFR S.A. 5493001ZMCICV4N02J21 Numericable-SFR S.A., Incremental Term Loan B-13 F6628DAM6 380490.99000000 PA USD 380095.28000000 0.080910662579 Long LON CORP FR N 2 2026-08-14 Floating 4.12475000 N N N N N N Gogo Intermediate Holdings LLC 2549003PQSV921SNHM89 Gogo Intermediate Holdings LLC, Term Loan B 38046JAB0 839215.30000000 PA USD 840004.16000000 0.178811200062 Long LON CORP US N 2 2028-04-30 Floating 4.50000000 N N N N N N Reedy Industries, Inc. N/A Reedy Industries, Inc. N/A 473518.61000000 PA USD 474702.41000000 0.101049627664 Long LON CORP US N 3 2028-08-30 Floating 5.25000000 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 526618.53000000 PA USD 292273.28000000 0.062216044195 Long LON CORP US Y 2 2023-08-15 Floating 2.00000000 N N Y N N N TTM Technologies, Inc. 549300SC4BDOIS008048 TTM Technologies, Inc. 87305RAK5 333000.00000000 PA USD 337578.75000000 0.071860193410 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Re/Max LLC 549300GN7WEUE9HKXH55 Re/Max LLC, Term Loan 75523KAK1 1406292.64000000 PA USD 1398382.24000000 0.297672819239 Long LON CORP US N 2 2028-06-23 Floating 3.00000000 N N N N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 Caesars Resort Collection, LLC, Term Loan 12769LAD1 682779.95000000 PA USD 685162.85000000 0.145850219892 Long LON CORP US N 2 2025-06-30 Floating 4.58463000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 Shearer's Foods LLC, Second Lien Term Loan N/A 231534.65000000 PA USD 231534.65000000 0.049286647131 Long LON CORP US N 3 2028-09-15 Floating 8.75000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings, Inc., Term Loan B 74839XAG4 1369435.82000000 PA USD 1360452.32000000 0.289598699090 Long LON CORP US N 2 2028-06-11 Floating 3.08250000 N N N N N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 Option Care Health, Inc., Term Loan B N/A 1044668.03000000 PA USD 1043884.53000000 0.222211096592 Long LON CORP US N 2 2026-08-06 Floating 3.83463000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 IRB Holding Corp., First Lien Term Loan B 44988LAG2 998549.29000000 PA USD 999587.78000000 0.212781673021 Long LON CORP US N 2 2027-12-01 Floating 4.25000000 N N N N N N Imagina Media Audiovisual S.A. 549300UHNTWQ62CHRT96 Imagina Media Audiovisual S.A., Term Loan A-2 N/A 227853.87000000 PA 259172.92000000 0.055169989692 Long LON CORP CN Y 2 2024-06-26 Floating 4.25000000 N N N N N N American Airlines, Inc./AAdvantage Loyalty IP Ltd. IWUQB36BXD6OWD6X4T14 American Airlines, Inc./AAdvantage Loyalty IP Ltd. 00253XAA9 699000.00000000 PA USD 737619.75000000 0.157016689878 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N TGP Holdings III, LLC N/A TGP Holdings III, LLC, Delayed Draw Term Loan 87251RAL7 79634.10000000 PA USD 79717.32000000 0.016969379836 Long LON CORP US N 2 2028-06-23 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 224550.40000000 0.047799913870 Long DBT CORP LU N 2 2024-08-01 Floating 5.00000000 N N N N N N Inmarsat Finance PLC 2594001KNYIQ456J2792 Inmarsat Finance PLC, Term Loan L2000DAD6 1455117.18000000 PA USD 1456179.42000000 0.309976071542 Long LON CORP LU N 2 2026-12-12 Floating 4.50000000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan C 53226GAH4 149063.05000000 PA USD 111686.98000000 0.023774742883 Long LON CORP US N 2 2024-01-30 Floating 4.75000000 N N N N N N First Student Bidco, Inc. 2549006DRO2F06AA1391 First Student Bidco, Inc., Term Loan B 33718FAD2 1900961.42000000 PA USD 1889470.11000000 0.402210410304 Long LON CORP US N 2 2028-07-13 Floating 3.50000000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., Term Loan 00900YAE6 1039943.78000000 PA USD 1032794.17000000 0.219850298068 Long LON CORP US N 2 2026-02-02 Floating 5.50000000 N N N N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 Covia Holdings Corp., Term Loan 22305CAB5 642409.00000000 PA USD 636502.05000000 0.135491823519 Long LON CORP US N 2 2026-07-31 Floating 5.00000000 N N N N N N Potters Industries LLC N/A Potters Industries LLC, Term Loan B 73813HAB2 431826.20000000 PA USD 432771.90000000 0.092123904234 Long LON CORP US N 2 2027-12-14 Floating 4.75000000 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 Acrisure, LLC 549300R0Z1Q47XRTGO22 Acrisure, LLC, Term Loan B 00488PAN5 688111.96000000 PA USD 682524.49000000 0.145288593724 Long LON CORP US N 2 2027-01-31 Floating 3.85230000 N N N N N N Veritas US, Inc. 549300RFUWCPWS8FQ104 Veritas US, Inc., Term Loan B G9341JAP5 448015.82000000 PA 532996.73000000 0.113458705871 Long LON CORP US N 2 2025-09-01 Floating 5.75000000 N N N N N N APLP Holdings Ltd. Partnership 5493007KQL803F6BK452 APLP Holdings Ltd. Partnership, Term Loan B 88636CAB6 704441.94000000 PA USD 706643.32000000 0.150422755126 Long LON CORP CA N 2 2027-04-01 Floating 4.75000000 N N N N N N McAfee Enterprise N/A McAfee Enterprise, Term Loan B 55910RAB9 2339536.44000000 PA USD 2336623.72000000 0.497395740834 Long LON CORP US N 2 2028-05-03 Floating 5.75000000 N N N N N N Deuce Finco Plc 9845007DA2BC863E8437 Deuce Finco Plc BP8782644 211000.00000000 PA 248733.50000000 0.052947756390 Long DBT CORP GB N 2 2027-06-15 Floating 4.75000000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., Term Loan 63229BAD0 2029285.90000000 PA USD 1963334.11000000 0.417933797294 Long LON CORP US N 2 2026-04-29 Floating 6.00000000 N N N N N N American Trailer World Corp. 254900WNYWX3HF6TKT69 American Trailer World Corp., Term Loan B 03028BAB3 2207158.81000000 PA USD 2186654.30000000 0.465471837073 Long LON CORP US N 2 2028-03-03 Floating 4.50000000 N N N N N N Global Healthcare Exchange LLC 549300DSS2JT4D8XDT30 Global Healthcare Exchange LLC, Term Loan 36172KAC5 172838.02000000 PA USD 172946.04000000 0.036814923581 Long LON CORP US N 2 2024-06-28 Floating 4.00000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan B 22834KAB7 359187.69000000 PA USD 281472.05000000 0.059916792607 Long LON CORP GB N 2 2025-02-28 Floating 3.50000000 N N N N N N Verscend Holding Corp. N/A Verscend Holding Corp., Term Loan B-1 92531HAD9 734393.84000000 PA USD 734393.84000000 0.156329992280 Long LON CORP US N 2 2025-08-07 Floating 4.08463000 N N N N N N Insulet Corp. 549300TZTYD2PYN92D43 Insulet Corp., Term Loan 45784QAB5 469553.66000000 PA USD 470140.60000000 0.100078557806 Long LON CORP US N 2 2028-04-28 Floating 3.75000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-5 N/A 116943.57000000 PA 137333.46000000 0.029234094258 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N My Alarm Center LLC N/A My Alarm Center LLC, Revolver Loan N/A 578742.44000000 PA USD 581636.15000000 0.123812551096 Long LON CORP US N 3 2025-06-08 Floating 7.00000000 N N N N N N MX Holdings US, Inc. 549300RKTIVJWNROR778 MX Holdings US, Inc., Term Loan B-1-C N/A 264166.96000000 PA USD 263727.12000000 0.056139439614 Long LON CORP US N 2 2025-07-31 Floating 3.25000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 Garda World Security Corp., Term Loan C4000KAD6 1098508.04000000 PA USD 1098216.94000000 0.233776805307 Long LON CORP CA N 2 2026-10-30 Floating 4.34000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, Term Loan B-4 N/A 7397.16000000 PA 8712.37000000 0.001854597166 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Mileage Plus Holdings, LLC N/A Mileage Plus Holdings, LLC, Term Loan B 59921PAB2 3201895.57000000 PA USD 3402414.28000000 0.724269961372 Long LON CORP US N 2 2027-06-21 Floating 6.25000000 N N N N N N LBM Holdings, LLC 549300FAEB3VWZL4NI86 LBM Holdings, LLC, Term Loan 50179JAB4 30002.76000000 PA USD 29627.73000000 0.006306837761 Long LON CORP US N 2 2027-12-08 Floating 4.50000000 N N N N N N Revint Intermediate II, LLC N/A Revint Intermediate II, LLC, Term Loan 76150KAB9 1777317.82000000 PA USD 1789545.77000000 0.380939573799 Long LON CORP US N 2 2027-10-15 Floating 5.75000000 N N N N N N McDermott International, Ltd. N/A McDermott International, Ltd. N/A 563918.00000000 NS USD 366546.70000000 0.078026584184 Long EC CORP US N 3 N N N N/A N/A HGIM Corp., Wts. expiring 07/02/2043 N/A 11411.00000000 NS USD 53255.14000000 0.011336390873 N/A DE N/A N 2 HGIM Corp 549300W0Q0ZDXP0FKI37 Call Purchased HGIM Corp HGIM Corp. 1.00000000 0 USD 2022-01-06 XXXX -974010.30000000 N N N Shearer's Foods, LLC 549300AQWIJSYS2CIH04 Shearer's Foods, LLC, Term Loan B 82087UAL1 709401.74000000 PA USD 709125.07000000 0.150951043815 Long LON CORP US N 2 2027-09-23 Floating 4.25000000 N N N N N N Galileo Global Educaion Finance S.a.r.l. N/A Galileo Global Educaion Finance S.a.r.l., Term Loan B BL3659986 128505.75000000 PA 151982.82000000 0.032352495055 Long LON CORP FR N 2 2028-07-08 Floating 3.75000000 N N N N N N Autokiniton US Holdings, Inc. N/A Autokiniton US Holdings, Inc., Term Loan B 05278HAB2 1460457.09000000 PA USD 1465707.43000000 0.312004293524 Long LON CORP US N 2 2028-03-31 Floating 5.00000000 N N N N N N ICP Group Holdings, LLC 254900UFA4AMH3PZZW32 ICP Group Holdings, LLC, Second Lien Term Loan 44931VAH6 167113.04000000 PA USD 168784.17000000 0.035928988719 Long LON CORP US N 2 2029-01-14 Floating 8.50000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 ADT Security Corp. (The) 00109LAA1 1632000.00000000 PA USD 1631967.36000000 0.347395948734 Long DBT CORP US N 2 2029-08-01 Fixed 4.12500000 N N N N N N Hyland Software, Inc. N/A Hyland Software, Inc., First Lien Term Loan 44908XAT5 314273.54000000 PA USD 314916.23000000 0.067036035875 Long LON CORP US N 2 2024-07-01 Floating 4.25000000 N N N N N N Haya Finance 2017 S.A. 959800DZPPAB9N57RN35 Haya Finance 2017 S.A. AP9519988 198000.00000000 PA 200532.16000000 0.042687165002 Long DBT CORP ES N 2 2022-11-15 Fixed 5.25000000 N N N N N N Revere Power LLC 54930012KEYV3CY10P78 Revere Power LLC, Term Loan B 76148CAC0 731442.71000000 PA USD 688931.26000000 0.146652399151 Long LON CORP US N 2 2026-03-27 Floating 4.33463000 N N N N N N N/A N/A California Resources Corp., Wts., expiring October 27, 2024 13057Q123 654.00000000 NS USD 4970.40000000 0.001058046175 N/A DE N/A N 1 California Resources Corp 5493003Q8F0T4F4YMR48 Call Purchased California Resources Corp California Resources Corp. 1.00000000 36.00000000 USD 2024-10-27 XXXX -175207.04000000 N N N Stiphout Finance LLC 549300OQGSM5ZJ8UFS62 Stiphout Finance LLC, Term Loan G9445HAB5 175396.54000000 PA USD 175835.03000000 0.037429901212 Long LON CORP US N 2 2025-10-26 Floating 4.75000000 N N N N N N Blucora, Inc. 5299001IO03J69IP6L77 Blucora, Inc., Term Loan 09522UAD5 925458.53000000 PA USD 928929.00000000 0.197740579359 Long LON CORP US N 3 2024-05-22 Floating 5.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 112587.99000000 0.023966540361 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 18567750.52000000 USD 15816474.74000000 EUR 2021-09-16 112587.99000000 N N N Eco Services Operations Corp. 2H1FRGMQKKSWC9PFJY28 Eco Services Operations Corp. 27922JAB2 1348328.41000000 PA USD 1348449.76000000 0.287043721080 Long LON CORP US N 2 2028-05-27 Floating 3.25000000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 Sabre GLBL, Inc., Term Loan B-1 78571YBF6 598689.53000000 PA USD 595696.08000000 0.126805480269 Long LON CORP US N 2 2027-12-17 Floating 4.00000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan B-3 82925BAF2 601474.39000000 PA USD 597528.72000000 0.127195593287 Long LON CORP US N 2 2028-03-25 Floating 3.09000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, Term Loan N/A 221662.99000000 PA 261074.35000000 0.055574745997 Long LON CORP DE N 2 2023-09-21 Floating 5.00000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC, DIP Term Loan N/A 1392438.48000000 PA USD 1448136.02000000 0.308263877633 Long LON CORP US N 3 2021-08-04 Floating 9.75000000 N N N N N N Lonza Solutions 549300Y0CIXN5D40L888 Lonza Solutions, Term Loan B L4780EAC8 562275.02000000 PA USD 563278.68000000 0.119904807067 Long LON CORP US N 2 2028-04-28 Floating 4.75000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc. 26658NAP4 445467.70000000 PA USD 444701.50000000 0.094663351291 Long LON CORP US N 2 2028-08-05 Floating 4.50000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC 31660T102 18762.00000000 NS USD 188.56000000 0.000040138658 Long EC CORP US Y 2 N N N Weight Watchers International, Inc. SGT8R1MU6ESIC7UJC518 Weight Watchers International, Inc., Term Loan B 92941PAC7 501380.50000000 PA USD 500189.72000000 0.106475096613 Long LON CORP US N 2 2028-04-13 Floating 4.00000000 N N N N N N Spin Holdco Inc. 549300QAS44U2GUXGK45 Spin Holdco Inc., Term Loan B 84850XAK8 4246196.75000000 PA USD 4256026.70000000 0.905977943876 Long LON CORP US N 2 2028-03-04 Floating 4.75000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 Level 3 Financing, Inc., Term Loan B 52729KAP1 125206.65000000 PA USD 123563.31000000 0.026302850386 Long LON CORP US N 2 2027-03-01 Floating 1.83463000 N N N N N N Mascot Bidco Oy 7437004VPYN53GU01U11 Mascot Bidco Oy, Term Loan B X6000CAB0 771543.60000000 PA 914038.65000000 0.194570879160 Long LON CORP FI N 2 2026-03-30 Floating 4.50000000 N N N N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 Covia Holdings Corp. N/A 63763.00000000 NS USD 633644.81000000 0.134883604492 Long EC CORP US Y 2 N N N Werner FinCo L.P. N/A Werner FinCo L.P., Term Loan 95075EAC3 920011.27000000 PA USD 921161.28000000 0.196087069292 Long LON CORP US N 3 2024-07-24 Floating 5.00000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 Iridium Satellite LLC 46269KAL8 217204.65000000 PA USD 217153.61000000 0.046225363457 Long LON CORP US N 2 2026-11-04 Floating 3.25000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAF0 609000.00000000 PA USD 609389.76000000 0.129720446016 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N Vertical Holdco GmbH 2549008GCHWX9EEMIS56 Vertical Holdco GmbH 92537VAA8 361000.00000000 PA USD 391461.18000000 0.083330115143 Long DBT CORP DE Y 2 2028-07-15 Fixed 7.62500000 N N N N N N Aimbridge Acquistion Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquistion Co., Inc., Term Loan B 00900YAD8 502143.19000000 PA USD 488542.64000000 0.103995789425 Long LON CORP US N 2 2026-02-01 Floating 3.83463000 N N N N N N Superior Industries International, Inc. 54930065O5ZIQD1F8U04 Superior Industries International, Inc., Term Loan 86816XAG5 924641.19000000 PA USD 925408.64000000 0.196991202360 Long LON CORP US N 2 2024-05-22 Floating 4.08463000 N N N N N N OCM System One Buyer CTB, LLC N/A OCM System One Buyer CTB, LLC, Term Loan B 67114AAB5 722994.07000000 PA USD 724801.56000000 0.154288089181 Long LON CORP US N 3 2028-02-28 Floating 5.25000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -108420.80000000 -0.02307947303 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 15816474.74000000 EUR 18582649.64000000 USD 2021-10-15 -108420.80000000 N N N Endo LLC 222100B15VY0VVCTG251 Endo LLC, Term Loan L2968EAE2 1884532.97000000 PA USD 1835714.14000000 0.390767408038 Long LON CORP LU N 2 2028-03-10 Floating 5.75000000 N N N N N N Zebra Buyer LLC N/A Zebra Buyer LLC, First Lien Term Loan N/A 382276.89000000 PA USD 383437.10000000 0.081622033871 Long LON CORP US N 2 2028-04-22 Floating 3.75000000 N N N N N N B&B Hotels SAS N/A B&B Hotels SAS, Incremental Term Loan N/A 401181.81000000 PA 470616.59000000 0.100179881522 Long LON CORP FR N 2 2026-06-30 Floating 5.50000000 N N N N N N AF Global, Inc. 549300T5I2LOKUMVKN83 AF Global, Inc. N/A 498.00000000 NS USD 996.00000000 0.000212017944 Long EC CORP US N 3 N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., Term Loan 52989XAB9 718611.19000000 PA USD 749450.39000000 0.159535071377 Long LON CORP US Y 2 2025-11-12 Floating 5.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 2925.24000000 0.000622694148 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1000493.00000000 EUR 1184575.91000000 USD 2021-09-16 2925.24000000 N N N McAfee Enterprise N/A McAfee Enterprise, Second Lien Term Loan 55910RAE3 628527.58000000 PA USD 628134.75000000 0.133710681204 Long LON CORP US N 2 2029-05-03 Floating 9.00000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp. 05875B106 72757.00000000 NS USD 3655311.68000000 0.778104084749 Long EC CORP US N 1 N N N Orbcomm Inc. 529900PSC8WVCY267I23 Orbcomm Inc., Term Loan B 68558RAB9 389751.19000000 PA USD 390604.75000000 0.083147807384 Long LON CORP US N 2 2028-06-26 Floating 5.00000000 N N N N N N Southcross Energy Partners L.P. 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N/A 16.73100000 NS USD 41827.50000000 0.008903795750 Long EC CORP US N 3 N N N Ryan Specialty Group, LLC 549300K52N7QBO3PYY45 Ryan Specialty Group, LLC, Term Loan 78350UAE5 439265.84000000 PA USD 439540.38000000 0.093564706660 Long LON CORP US N 2 2027-09-01 Floating 3.75000000 N N N N N N FlexSys, Inc. N/A FlexSys, Inc. N/A 725036.47000000 PA USD 717786.11000000 0.152794714394 Long LON CORP US N 3 2028-08-12 Floating 6.00000000 N N N N N N Virtusa Corp. C77OMXDER63WLJCSKT03 Virtusa Corp., Term Loan B 92828KAJ1 644564.63000000 PA USD 648090.40000000 0.137958628886 Long LON CORP US N 2 2027-02-11 Floating 5.00000000 N N N N N N Spirit Aerosystems, Inc. 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N/A 2553.00000000 NS USD 11914.85000000 0.002536307233 Long EC CORP US N 2 N N N U.S. TelePacific Corp. 549300C81ZS48XBQR219 U.S. TelePacific Corp., Term Loan 90343TAS2 2726083.77000000 PA USD 2484143.84000000 0.528798263520 Long LON CORP US N 2 2023-05-02 Floating 7.00000000 N N N N N N Perstorp Holding AB 549300ES84TRW7EWGU35 Perstorp Holding AB, Term Loan B W7277YAC5 486203.58000000 PA USD 479063.68000000 0.101978008688 Long LON CORP SE N 2 2026-02-27 Floating 4.95288000 N N N N N N Kersia International SAS 969500J08NJW6YSO2H50 Kersia International SAS, Term Loan B N/A 187382.15000000 PA 222330.16000000 0.047327292664 Long LON CORP FR N 2 2027-11-30 Floating 4.00000000 N N N N N N Nexstar Broadcasting, Inc. N/A Nexstar Broadcasting, Inc., Term Loan B 605024AS7 192611.53000000 PA USD 190685.41000000 0.040591093020 Long LON CORP US N 2 2028-05-26 Floating 2.59575000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., Second Lien Term Loan 77051UAH2 388368.68000000 PA USD 339175.96000000 0.072200190579 Long LON CORP US N 2 2026-02-28 Floating 9.00000000 N N N N N N Gemini HDPE LLC N/A Gemini HDPE LLC, Term Loan B 36866KAB8 795070.84000000 PA USD 794740.89000000 0.169176033937 Long LON CORP US N 2 2027-12-11 Floating 3.50000000 N N N N N N Klockner Pentaplast of America, Inc. 5299004QDA11QZOG5N31 Klockner Pentaplast of America, Inc., Term Loan B 49865NAT7 336834.82000000 PA USD 337151.44000000 0.071769232177 Long LON CORP US N 2 2026-02-12 Floating 5.25000000 N N N N N N BrightPet N/A BrightPet, Term Loan B N/A 2337955.80000000 PA USD 2349645.58000000 0.500167696646 Long LON CORP US N 3 2026-10-05 Floating 7.25000000 N N N N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC 31660T201 5065.00000000 NS USD 50.90000000 0.000010835053 Long EC CORP US Y 2 N N N Lakeland Tours LLC 549300VLJEZFBNDIUO73 Lakeland Tours LLC, Third Lien Term Loan B 51187GAK8 256183.45000000 PA USD 223306.15000000 0.047535051091 Long LON CORP US N 2 2025-09-30 Floating 8.75000000 N N N N N N Avaya, Inc. J6LB5QIFSP2MFEFG4U76 Avaya, Inc. 053499AL3 1063000.00000000 PA USD 1122793.75000000 0.239008456648 Long DBT CORP US N 2 2028-09-15 Fixed 6.12500000 N N N N N N Marcel Bidco LLC 213800C9JTKV8DLW6403 Marcel Bidco LLC, Incremental Term Loan B L6257FAG5 92719.39000000 PA USD 92893.70000000 0.019774228231 Long LON CORP LU N 2 2027-12-31 Floating 4.75000000 N N N N N N Starfruit US Holdco LLC 549300K7VB5G6LULFT41 Starfruit US Holdco LLC, Term Loan N8232NAB3 889377.86000000 PA USD 880884.30000000 0.187513331837 Long LON CORP US N 2 2025-10-01 Floating 2.83788000 N N N N N N PQ Performance Chemicals N/A PQ Performance Chemicals, Term Loan B 84673EAB5 795374.55000000 PA USD 796496.03000000 0.169549649574 Long LON CORP US N 2 2028-04-30 Floating 4.25000000 N N N N N N Mavis Tire Express Services Corp. 254900NVDM4GTLBL9E56 Mavis Tire Express Services Corp., Term Loan B 57777YAB2 2623342.67000000 PA USD 2627343.27000000 0.559281043422 Long LON CORP US N 2 2028-05-01 Floating 4.75000000 N N N N N N Petco Animal Supplies, Inc. 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N/A SCIH Salt Holdings, Inc. 78433BAA6 751000.00000000 PA USD 757421.05000000 0.161231781165 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 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 354213.75000000 0.075401276246 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N WP CityMD Bidco LLC N/A WP CityMD Bidco LLC, First Lien Term Loan 92940KAH8 8935.72000000 PA USD 8981.52000000 0.001911890971 Long LON CORP US N 2 2026-08-13 Floating 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 32482.87000000 0.006914609763 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 15090060.74000000 EUR 17854876.76000000 USD 2021-09-16 32482.87000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 1231.67000000 0.000262184881 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 1099633.92000000 USD 932093.00000000 EUR 2021-09-16 1231.67000000 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co. N/A 4992.00000000 NS USD 124800.00000000 0.026566103872 Long EC CORP US Y 2 N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 Univision Communications Inc., Term Loan B BL3618693 146507.32000000 PA USD 146217.24000000 0.031125179373 Long LON CORP US N 2 2028-05-05 Floating 4.00000000 N N N N N N Zayo Group, LLC 529900Z6OTS7RT0V0I47 Zayo Group, LLC, Term Loan 98919XAB7 57134.94000000 PA USD 56473.32000000 0.012021442989 Long LON CORP US N 2 2027-03-09 Floating 3.08463000 N N N N N N Daktoa Holding Corp. 549300FDREJLOIGXY104 Daktoa Holding Corp., First Lien Term Loan B 24440EAB3 2170893.79000000 PA USD 2176494.70000000 0.463309168893 Long LON CORP US N 2 2027-04-09 Floating 4.75000000 N N N N N N Lakeland Tours LLC 549300VLJEZFBNDIUO73 Lakeland Tours LLC, Term Loan 51177RAB6 266971.42000000 PA USD 171307.55000000 0.036466139162 Long LON CORP US N 2 2027-09-30 Fixed 0.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 108633.87000000 0.023124829122 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 18571704.64000000 USD 15816474.74000000 EUR 2021-09-16 108633.87000000 N N N Crown Finance US, Inc. N/A Crown Finance US, Inc. N/A 171770.00000000 NS 85016.88000000 0.018097494110 Long EC CORP US Y 2 N N N EnergySolutions LLC 549300X3SKIUYR2MFH75 EnergySolutions LLC, Term Loan 29276MAL1 651913.53000000 PA USD 650150.10000000 0.138397076035 Long LON CORP US N 2 2025-05-11 Floating 4.75000000 N N N N N N McDermott International Ltd. 54930004RAXI4B3L4752 McDermott International Ltd. G5924V106 860556.13000000 NS USD 387250.26000000 0.082433739036 Long EC CORP BM N 1 N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc., Incremental Term Loan 45174UAG3 354885.35000000 PA USD 353998.14000000 0.075355379470 Long LON CORP US N 2 2026-05-01 Floating 3.75000000 N N N N N N ThermaSys Corp. N/A ThermaSys Corp. N/A 676996.00000000 NS USD 20309.88000000 0.004323352417 Long EC CORP US N 3 N N N KAMC Holdings, Inc. 549300XJEBQG5WGJBZ22 KAMC Holdings, Inc., First Lien Term Loan 48238YAC2 600011.73000000 PA USD 567011.08000000 0.120699320897 Long LON CORP US N 2 2026-08-14 Floating 4.11988000 N N N N N N eTraveli Group Holding AB 213800H8F3GYVAGH3P04 eTraveli Group Holding AB, Term Loan B-1 N/A 410767.04000000 PA 475769.02000000 0.101276676318 Long LON CORP SE N 2 2024-08-02 Floating 4.50000000 N N N N N N California Resources Corp. 5493003Q8F0T4F4YMR48 California Resources Corp. 13057Q305 71621.00000000 NS USD 2451586.83000000 0.521867871617 Long EC CORP US N 1 N N N VC GB Holdings, Inc. N/A VC GB Holdings, Inc., Term Loan B 91823JAC6 757418.40000000 PA USD 756471.63000000 0.161029678678 Long LON CORP US N 2 2028-06-30 Floating 4.00000000 N N N N N N First Student Bidco, Inc. / First Transit Parent, Inc. N/A First Student Bidco, Inc. / First Transit Parent, Inc. 337120AA7 1150000.00000000 PA USD 1142732.00000000 0.243252700402 Long DBT CORP US N 2 2029-07-31 Fixed 4.00000000 N N N N N N Engineered Machinery Holdings, Inc. 5493008AR0NPSLW8EW07 Engineered Machinery Holdings, Inc. 26658NAQ2 116650.75000000 PA USD 117744.35000000 0.025064171734 Long LON CORP US N 2 2029-05-21 Floating 6.75000000 N N N N N N Alpha Topco Ltd. 549300BBG8Z3D6QSYP53 Alpha Topco Ltd., Term Loan B L2465BAQ9 2817663.75000000 PA USD 2810971.80000000 0.598369942476 Long LON CORP US N 2 2024-02-01 Floating 3.50000000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc. 979UVH901 342.01500000 NS USD 7743219.60000000 1.648294681090 Long EC CORP US Y 3 N N N Sedgwick Claims Management Services, inc. 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, inc., Term Loan 81527CAL1 214796.84000000 PA USD 212434.07000000 0.045220717705 Long LON CORP US N 2 2025-12-31 Floating 3.33463000 N N N N N N Sabre GLBL, Inc. F2TJC7HPPHLHU1AQMP98 Sabre GLBL, Inc., Term Loan B 78571YBB5 56464.45000000 PA USD 55658.70000000 0.011848035301 Long LON CORP US N 2 2024-02-22 Floating 2.08463000 N N N N N N Atlantic Aviation FBO, Inc. 549300IFVVFYQ4SH7939 Atlantic Aviation FBO, Inc., Term Loan 04822DAJ8 1077210.35000000 PA USD 1076537.09000000 0.229161828168 Long LON CORP US N 2 2025-12-06 Floating 3.84000000 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 Y 3 Crossmark Holdings, Inc N/A Call Purchased Crossmark Holdings Inc CROSSMARK HOLDINGS INC 0701266D 1.000000 0 USD 2022-01-06 XXXX -9290.83000000 N N N TTF Holdings, LLC 254900IIAWXPGAIX2Q35 TTF Holdings, LLC, Term Loan B 85856CAB5 408030.74000000 PA USD 408030.74000000 0.086857267804 Long LON CORP US N 3 2028-03-25 Floating 4.75000000 N N N N N N Colouroz Investment LLC 529900HYSM9MD1C1LG96 Colouroz Investment LLC, Term Loan C N/A 316305.11000000 PA USD 312087.18000000 0.066433817637 Long LON CORP DE N 2 2023-09-21 Floating 5.25000000 N N N N N N Coty, Inc. 549300BO9IWPF3S48F93 Coty, Inc., Term Loan B 22207EBG8 3216361.74000000 PA USD 3107809.53000000 0.661557618505 Long LON CORP US N 2 2025-04-05 Floating 2.34575000 N N N N N N Gloves Buyer, Inc. N/A Gloves Buyer, Inc., Term Loan 37987UAC6 757888.27000000 PA USD 757418.38000000 0.161231212803 Long LON CORP US N 2 2028-01-20 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 22292.54000000 0.004745400105 N/A DFE N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 2533427.83000000 GBP 3505497.75000000 USD 2021-09-16 22292.54000000 N N N Euro Garages 549300BY1CRYVPEG9R57 Euro Garages, Term Loan N2820EAC2 37931.09000000 PA USD 37744.47000000 0.008034643514 Long LON CORP US N 2 2025-02-06 Floating 4.14725000 N N N N N N ImageFirst N/A ImageFirst, Term Loan B 45249TAJ1 397920.84000000 PA USD 397920.84000000 0.084705179234 Long LON CORP US N 2 2028-04-27 Floating 5.25000000 N N N N N N Neustar, Inc. N/A Neustar, Inc., Term Loan B-4 64127UAX5 1661190.87000000 PA USD 1636273.01000000 0.348312489961 Long LON CORP US N 2 2024-08-08 Floating 4.50000000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Second Lien Term Loan 90385KAF8 67651.00000000 PA USD 68919.79000000 0.014670915865 Long LON CORP US N 2 2027-05-10 Floating 7.50000000 N N N N N N Project Leopard Holdings, Inc. N/A Project Leopard Holdings, Inc., Term Loan 74338UAD3 392922.57000000 PA USD 395132.76000000 0.084111682255 Long LON CORP US N 2 2024-07-05 Floating 5.75000000 N N N N N N Sisaho international N/A Sisaho international, Term Loan B BL3676642 328670.79000000 PA 388747.63000000 0.082752483323 Long LON CORP FR N 2 2028-07-22 Floating 4.00000000 N N N N N N Transdigm Inc. 88Q84GB3X55CF5OC7582 Transdigm Inc., Term Loan F 89364MBR4 3332314.26000000 PA USD 3284562.20000000 0.699182857215 Long LON CORP US N 2 2025-12-09 Floating 2.33463000 N N N N N N RJO Holdings Corp. 549300YNQA38HHOO8322 RJO Holdings Corp., Series A-2 N/A 584.01000000 NS USD 2920.05000000 0.000621589355 Long EC CORP US N 3 N N N BrightPet N/A BrightPet, Delayed Draw Term Loan N/A 671344.09000000 PA USD 674700.81000000 0.143623171484 Long LON CORP US N 3 2026-10-05 Floating 1.00000000 N N N N N N Grifols Worldwide Operations USA, Inc. N/A Grifols Worldwide Operations USA, Inc., Term Loan B 39843PAG8 5064.24000000 PA USD 5003.17000000 0.001065021906 Long LON CORP ES N 2 2027-11-15 Floating 2.08200000 N N N N N N BCPE Mac Dutch Bidco B.V. 549300QHIYIRIMCM2345 BCPE Mac Dutch Bidco B.V., Term Loan B N/A 123982.29000000 PA 146288.94000000 0.031140442110 Long LON CORP NL N 2 2025-10-31 Floating 4.25000000 N N N N N N Thyssenkrupp Elevators 549300C2AFWPAYWS5574 Thyssenkrupp Elevators, Term Loan B D9000BAB8 3321182.77000000 PA USD 3323723.47000000 0.707519094126 Long LON CORP US N 2 2027-07-30 Floating 4.40400000 N N N N N N MLN US Holdco LLC 549300QKU7NPW6O86862 MLN US Holdco LLC, Term Loan B 55292HAB9 1992139.97000000 PA USD 1817160.36000000 0.386817875612 Long LON CORP US N 2 2025-11-30 Floating 4.58925000 N N N N N N CM Acquisition Co. 549300V1U4UZQPVHLY12 CM Acquisition Co. 12567JAB4 2674.29000000 PA USD 2660.92000000 0.000566428502 Long LON CORP US Y 2 2023-07-26 Floating 11.00000000 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 NPC International, Inc. 549300VENVGR7A6TZR37 NPC International, Inc., Second Lien Term Loan 62936DAS9 239541.73000000 PA USD 3593.13000000 0.000764867506 Long LON CORP US N 2 2049-12-31 Floating 8.50000000 Y Y N N N N Icon PLC 635400PUWMHSPI2DDA35 Icon PLC, Term Loan L5000DAC1 494377.42000000 PA USD 494585.06000000 0.105282035878 Long LON CORP LU N 2 2028-06-16 Floating 3.00000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914906AV4 322000.00000000 PA USD 327039.30000000 0.069616666780 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N WebPros 549300TH5VH623DTW562 WebPros, Term Loan BL3364090 929759.53000000 PA USD 933246.13000000 0.198659564327 Long LON CORP LU N 2 2027-02-18 Floating 5.75000000 N N N N N N Euro Garages 549300BY1CRYVPEG9R57 Euro Garages, Term Loan N2820EAD0 312852.75000000 PA USD 312579.00000000 0.066538511076 Long LON CORP US N 2 2026-03-11 Floating 4.75000000 N N N N N N BLOCKERCO N/A BLOCKERCO N/A 1785.59900000 NS USD 1395231.35000000 0.297002091106 Long EC CORP US N 3 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series A, Pfd. N/A 18575.00000000 NS USD 495330.24000000 0.105440661914 Long EP CORP US Y 2 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3739.99000000 0.000796129509 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 14864835.95000000 EUR 17560128.00000000 USD 2021-09-16 3739.99000000 N N N Granite Generation, LLC 549300ERB8DGZI3MXK42 Granite Generation, LLC, Term Loan 38750BAB3 2311329.63000000 PA USD 2261740.05000000 0.481455297280 Long LON CORP US N 2 2026-10-31 Floating 4.75000000 N N N N N N Women's Care Holdings, Inc., LLC N/A Women's Care Holdings, Inc., LLC, First Lien Term Loan 97815UAH7 548419.76000000 PA USD 548249.75000000 0.116705607423 Long LON CORP US N 2 2028-01-15 Floating 5.25000000 N N N N N N Invictus US NewCo LLC N/A Invictus US NewCo LLC, First Lien Term Loan 46184GAB1 881405.08000000 PA USD 879593.79000000 0.187238621719 Long LON CORP LU N 2 2025-03-28 Floating 3.08463000 N N N N N N PGS ASA 213800T66DRTE6O6BV87 PGS ASA, Conv. BN9747757 325395.00000000 PA 37613.59000000 0.008006783164 Long DBT CORP NO Y 3 2024-02-09 Fixed 5.00000000 N N N Y N PGS ASA Petroleum Geo-Services ASA NOK XXXX N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 Frontier Communications Corp. 35906ABE7 395000.00000000 PA USD 422740.85000000 0.089988600418 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC, Term Loan 12687HAB3 85381.78000000 PA USD 85392.45000000 0.018177441479 Long LON CORP US N 2 2027-11-30 Floating 3.75000000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc., Second Lien Term Loan 44920JAM5 2122508.81000000 PA USD 2122508.81000000 0.451817223689 Long LON CORP US Y 3 2023-07-18 Floating 8.00000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 Trident TPI Holdings, Inc. 00216EAE9 327828.06000000 PA USD 328278.82000000 0.069880522686 Long LON CORP US N 2 2028-07-29 Floating 4.50000000 N N N N N N Certara Holdco, Inc. 5493003FMVRW75JYL446 Certara Holdco, Inc., Term Loan B 15687EAC1 543111.86000000 PA USD 542661.08000000 0.115515950470 Long LON CORP US N 2 2026-08-14 Floating 3.58463000 N N N N N N Ziggo Secured Finance Partnership 213800TQASLF9JXH5J59 Ziggo Secured Finance Partnership, Term Loan I N9833RAJ8 94712.84000000 PA USD 93844.80000000 0.019976688338 Long LON CORP US N 2 2028-04-15 Floating 2.59550000 N N N N N N SkyMiles IP Ltd. 2549008L7P4I8VB90936 SkyMiles IP Ltd., Term Loan 24736CBS2 3334798.72000000 PA USD 3540088.93000000 0.753576684549 Long LON CORP KY N 2 2027-10-01 Floating 4.75000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc., Term Loan B 90932RAJ3 3167353.11000000 PA USD 3178866.44000000 0.676683461870 Long LON CORP US N 2 2028-05-01 Floating 4.50000000 N N N N N N B&B Hotels SAS 969500OUD0VB2606MD53 B&B Hotels SAS, Second Lien Term Loan N/A 387253.65000000 PA 432215.49000000 0.092005461559 Long LON CORP FR N 2 2027-07-31 Floating 8.50000000 N N N N N N Aadvantage Loyalty IP Ltd. IWUQB36BXD6OWD6X4T14 Aadvantage Loyalty IP Ltd., Term Loan B 02376CBJ3 2201922.38000000 PA USD 2270215.00000000 0.483259354988 Long LON CORP KY N 2 2028-03-15 Floating 5.50000000 N N N N N N Delta Topco Inc. N/A Delta Topco Inc., Second Lien Term Loan 24780DAE7 358283.92000000 PA USD 362912.95000000 0.077253069922 Long LON CORP US N 2 2028-12-01 Floating 8.00000000 N N N N N N Dorna Sports S.L. 95980020140005602218 Dorna Sports S.L., Term Loan B-2 N/A 1424462.72000000 PA USD 1408879.10000000 0.299907279761 Long LON CORP ES N 2 2024-04-12 Floating 3.66663000 N N N N N N Optiv, Inc. 549300VZRXJMEDMZX746 Optiv, Inc., Second Lien Term Loan 68404XAD8 416818.23000000 PA USD 410436.74000000 0.087369431633 Long LON CORP US N 2 2025-01-31 Floating 8.25000000 N N N N N N Trugreen Limited Partnership 549300QNRP2MNHR3QM19 Trugreen Limited Partnership, Second Lien Term Loan 89787RAK8 827204.03000000 PA USD 847884.13000000 0.180488604722 Long LON CORP US N 3 2028-11-02 Floating 9.25000000 N N N N N N Prophylaxis B.V. N/A Prophylaxis B.V., Term Loan N/A 505.00000000 NS 0.00000000 0.000000 Long EC CORP NL N 3 N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 SBA Senior Finance II LLC, Term Loan 78404XAH8 11495.94000000 PA USD 11403.28000000 0.002427409623 Long LON CORP US N 2 2025-04-11 Floating 1.84000000 N N N N N N Diebold Nixforf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixforf, Inc. 253657AA8 1078000.00000000 PA USD 1185800.00000000 0.252420560671 Long DBT CORP US N 2 2025-07-15 Fixed 9.37500000 N N N N N N Hayward industries, Inc. 549300NV8ZMMEDUHQ091 Hayward industries, Inc., Term Loan B 421300AL8 406821.96000000 PA USD 405465.21000000 0.086311144915 Long LON CORP US N 2 2028-05-12 Floating 3.00000000 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., Term Loan B 15134NAF3 2864879.31000000 PA USD 2877613.70000000 0.612555965214 Long LON CORP US N 2 2026-06-29 Floating 5.75000000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC 55760LAA5 337000.00000000 PA USD 339365.74000000 0.072240588938 Long DBT CORP US N 2 2028-06-30 Fixed 4.12500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769G100 8413.00000000 NS USD 855013.19000000 0.182006163604 Long EC CORP US N 1 N N N Claire's Stores, Inc. 549300N5HNYXI6JY7625 Claire's Stores, Inc., Term Loan B 17958DAL1 340900.16000000 PA USD 330916.90000000 0.070442089250 Long LON CORP US N 2 2026-12-18 Floating 6.58463000 N N N N N N Diaverum Holding S.a.r.l. 529900RWYQPY2NLNKQ39 Diaverum Holding S.a.r.l., Term Loan B N/A 198535.70000000 PA 234608.66000000 0.049941009863 Long LON CORP LU N 2 2024-06-08 Floating 3.75000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 Trident TPI Holdings, Inc., Delayed Draw Term Loan 00216EAF6 46500.39000000 PA USD 46564.33000000 0.009912122015 Long LON CORP US N 2 2028-07-29 Floating 4.50000000 N N N N N N Curium BidCo S.a.r.l. 213800P2VV9KG6N9L140 Curium BidCo S.a.r.l., Term Loan L2210TAE5 734805.28000000 PA USD 735727.46000000 0.156613879199 Long LON CORP LU N 2 2027-12-02 Floating 5.00000000 N N N N N N Nexuraxpharm Holdco S.a.r.l. N/A Nexuraxpharm Holdco S.a.r.l., Term Loan B N/A 138420.69000000 PA 164104.68000000 0.034932868387 Long LON CORP DE N 2 2027-10-29 Floating 4.25000000 N N N N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc. N/A 5252.00000000 NS USD 617110.00000000 0.131363849043 Long EC CORP US Y 1 N N N Hertz Corp. 549300PD0C69OJ0NLB27 Hertz Corp., Term Loan B-1 42804VAR2 417113.13000000 PA USD 419198.70000000 0.089234584994 Long LON CORP US N 3 2021-06-30 Floating 2.94430000 N N N N N N Perstorp Holding AB 213800OWSFFQ8A3HSD42 Perstorp Holding AB, Term Loan B N/A 3397659.04000000 PA 3685107.62000000 0.784446729276 Long LON CORP GB N 2 2027-09-12 Floating 5.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 52.92000000 0.000011265049 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 200000.00000000 EUR 236266.60000000 USD 2021-09-16 52.92000000 N N N Milano Acquisition Corp. N/A Milano Acquisition Corp., Term Loan B 59909TAC8 2381426.32000000 PA USD 2391845.06000000 0.509150675565 Long LON CORP US N 2 2027-10-01 Floating 4.75000000 N N N N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC, Term Loan 04350TAC8 2433573.84000000 PA USD 2471026.54000000 0.526005991450 Long LON CORP US N 2 2026-08-27 Floating 5.50000000 N N N N N N Eagle Midco Ltd. 213800YANPDABTN5JJ43 Eagle Midco Ltd., Term Loan N/A 232759.03000000 PA 320180.00000000 0.068156531553 Long LON CORP GB N 2 2028-03-10 Floating 4.80125000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Series B Wts., expiring April 27, 2045 00085Q167 15443.00000000 NS USD 498036.75000000 0.106016795134 Long EC CORP US Y 2 N N N Fieldwood Energy LLC 549300KTQCELOBO6BF21 Fieldwood Energy LLC, First Lien Term Loan 31659HAQ4 9313375.94000000 PA USD 5106850.00000000 1.087092208017 Long LON CORP US Y 2 2022-04-11 Floating 6.25000000 Y Y N N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-3 N/A 732130.73000000 PA 866828.01000000 0.184521177509 Long LON CORP NL N 2 2023-10-31 Floating 5.25000000 N N N N N N Vectra Co. JUC8K6CTM7PVMRAKXF33 Vectra Co., First Lien Term Loan 92243BAC3 215861.80000000 PA USD 213325.42000000 0.045410458864 Long LON CORP US N 2 2025-03-08 Floating 3.33463000 N N N N N N KKR Apple Bidco LLC N/A KKR Apple Bidco LLC, First Lien Term Loan 48254EAB7 854153.89000000 PA USD 852821.41000000 0.181539600662 Long LON CORP US N 2 2028-07-15 Floating 3.50000000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., Second Lien Term Loan 76857MAM7 1359146.79000000 PA USD 1048806.01000000 0.223258729195 Long LON CORP US Y 2 2026-12-31 Floating 7.50000000 N N N N N N CWGS Group, LLC N/A CWGS Group, LLC, Term Loan B 12670UAE7 580614.76000000 PA USD 576202.09000000 0.122655805884 Long LON CORP US N 2 2028-06-23 Floating 3.25000000 N N N N N N Camelot Finance LP 549300U6VBJHQP2SFL81 Camelot Finance LP, Term Loan L2000AAC4 1147299.82000000 PA USD 1142997.45000000 0.243309206590 Long LON CORP LU N 2 2026-10-30 Floating 3.08463000 N N N N N N Aegion Corp. 549300AG3DVJURRIT691 Aegion Corp., Term Loan B 00771PAJ0 491169.31000000 PA USD 495977.86000000 0.105578520409 Long LON CORP US N 2 2028-03-31 Floating 5.50000000 N N N N N N Veritas US Inc. 549300RFUWCPWS8FQ104 Veritas US Inc., Term Loan B G9341JAN0 736293.42000000 PA USD 739054.52000000 0.157322108538 Long LON CORP US N 2 2025-09-01 Floating 6.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 23089.70000000 0.004915091094 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2530804.81000000 GBP 3502688.52000000 USD 2021-09-16 23089.70000000 N N N Atlas CC Acquisition Corp. 6HHLXIOGCDNZ4IRAIW26 Atlas CC Acquisition Corp., Term Loan B 04921TAB0 290626.75000000 PA USD 291938.93000000 0.062144871304 Long LON CORP US N 2 2028-05-01 Floating 5.00000000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan N/A 201331.95000000 PA USD 193278.67000000 0.041143118778 Long LON CORP LR N 2 2022-10-12 Floating 1.44580000 N N N N N N First Student Bidco, Inc. 2549006DRO2F06AA1391 First Student Bidco, Inc., Term Loan C 33718FAB6 701697.16000000 PA USD 697455.40000000 0.148466927906 Long LON CORP US N 2 2028-07-13 Floating 3.50000000 N N N N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., Term Loan B 00769EAY6 2106723.85000000 PA USD 2123998.99000000 0.452134437444 Long LON CORP US N 2 2027-10-31 Floating 6.00000000 N N N N N N City Brewing Co., LLC N/A City Brewing Co., LLC, Term Loan B 17776EAB1 723645.13000000 PA USD 723645.13000000 0.154041920595 Long LON CORP US N 2 2028-03-31 Floating 4.25000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp., Term Loan P2121YAN8 386156.61000000 PA USD 384756.79000000 0.081902955518 Long LON CORP PA N 2 2025-06-30 Floating 3.75000000 N N N N N N GVC Finance LLC N/A GVC Finance LLC, Term Loan B-4 BL3674845 1163617.59000000 PA USD 1162645.97000000 0.247491775687 Long LON CORP GI N 2 2027-03-16 Floating 3.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAH5 1379000.00000000 PA USD 1459257.80000000 0.310631364514 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAD3 1822461.27000000 PA USD 1408133.81000000 0.299748630309 Long LON CORP GB N 2 2026-09-20 Floating 3.75000000 N N N N N N International Textile Group, Inc. M4ZRS7E9USM0DKM0N876 International Textile Group, Inc., First Lien Term Loan 46049BAB7 217229.63000000 PA USD 210441.20000000 0.044796496620 Long LON CORP US N 2 2024-05-01 Floating 5.14488000 N N N N N N SRS Distribution, Inc. 549300ZQ3XP75BCYM468 SRS Distribution, Inc. 78471RAB2 127000.00000000 PA USD 131032.25000000 0.027892759327 Long DBT CORP US N 2 2028-07-01 Fixed 4.62500000 N N N N N N Brush N/A Brush, Term Loan N/A 882111.50000000 PA 1015514.72000000 0.216172031533 Long LON CORP GB N 3 2028-06-09 Floating 7.00000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 Scientific Games International, Inc., Term Loan B-5 80875AAP6 56288.15000000 PA USD 55869.08000000 0.011892818770 Long LON CORP US N 2 2024-08-14 Floating 2.83463000 N N N N N N Graham Packaging Co., Inc. N/A Graham Packaging Co., Inc., Term Loan 38469EAD5 358383.94000000 PA USD 357310.58000000 0.076060496658 Long LON CORP US N 2 2027-08-04 Floating 3.75000000 N N N N N N Noble Corp. N/A Noble Corp. G6610J209 929.00000000 NS USD 22621.15000000 0.004815351126 Long EC CORP KY N 1 N N N I-Logic Technologies Bidco Ltd. N/A I-Logic Technologies Bidco Ltd., First Lien Term Loan B 00510DAC8 153594.07000000 PA 181866.79000000 0.038713878478 Long LON CORP GB N 2 2027-10-31 Floating 4.00000000 N N N N N N Heritage Power LLC 9845009CA1DFDE381P22 Heritage Power LLC, Term Loan B 42727CAC1 1549835.54000000 PA USD 1394851.99000000 0.296921336962 Long LON CORP US N 2 2026-07-30 Floating 7.00000000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., First Lien Term Loan 60945HAB0 5143325.34000000 PA USD 4999492.25000000 1.064239025821 Long LON CORP US N 2 2024-03-29 Floating 7.75000000 N N N N N N Granite Acquisition, Inc. 549300DJBUN7Z75R2S83 Granite Acquisition, Inc., Term Loan B 38723BAJ0 599322.15000000 PA USD 598465.12000000 0.127394924213 Long LON CORP US N 2 2028-03-17 Floating 3.25000000 N N N N N N Webhelp N/A Webhelp N/A 632420.68000000 PA USD 632025.42000000 0.134538885878 Long LON CORP FR N 2 2028-07-30 Floating 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -3528.50000000 -0.00075110975 N/A DFE N/A N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1000000.00000000 EUR 1177539.90000000 USD 2021-09-16 -3528.50000000 N N N GCI Holdings, Inc. 549300N3IE9H88Q20221 GCI Holdings, Inc., Term Loan B 36166UAB3 139636.06000000 PA USD 139723.33000000 0.029742824504 Long LON CORP US N 2 2025-10-15 Floating 3.50000000 N N N N N N Consolidated Container Company LLC 549300FG8OPBIML5F686 Consolidated Container Company LLC, Term Loan B 20902CAW0 457971.59000000 PA USD 454681.06000000 0.096787694461 Long LON CORP US N 2 2028-01-29 Floating 3.25000000 N N N N N N Kissner Group N/A Kissner Group, Incremental Term Loan 78397GAF8 1900750.98000000 PA USD 1906690.83000000 0.405876175018 Long LON CORP US N 2 2027-03-01 Floating 4.75000000 N N N N N N GFL Enviromental Inc. 549300FYK4MBXWIVZU26 GFL Enviromental Inc., Incremental Term Loan C7052BAH7 526485.97000000 PA USD 527567.90000000 0.112303073967 Long LON CORP CA N 2 2025-05-30 Floating 3.50000000 N N N N N N PowerTeam Services, LLC 549300J2G34D0WX8Z443 PowerTeam Services, LLC, Incremental Term Loan 73937UAK4 578650.18000000 PA USD 573951.54000000 0.122176732606 Long LON CORP US N 2 2025-03-06 Floating 4.25000000 N N N N N N Everi Payments, Inc. 5493006Q4MDLHOY1JV70 Everi Payments, Inc., Term Loan 30034UAC4 96230.86000000 PA USD 96000.39000000 0.020435547536 Long LON CORP US N 2 2028-07-31 Floating 3.00000000 N N N N N N CRH Europe Distribution 549300Y5PCNMQXYRRY06 CRH Europe Distribution, Term Loan B N/A 285017.44000000 PA 337766.19000000 0.071900093654 Long LON CORP NL N 2 2026-10-30 Floating 4.00000000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, Second Lien Term Loan 02932JAS6 57101.76000000 PA USD 57030.38000000 0.012140024030 Long LON CORP US N 3 2029-05-25 Floating 8.00000000 N N N N N N Valeo Foods (Jersey) Ltd. 259400O9OX5WFOBC8C47 Valeo Foods (Jersey) Ltd., Term Loan B BL3644459 478110.12000000 PA 563258.55000000 0.119900522005 Long LON CORP GB N 2 2028-06-28 Floating 4.00000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings, Inc., Term Loan 74839XAF6 635378.96000000 PA USD 628710.66000000 0.133833274833 Long LON CORP US N 2 2027-02-01 Floating 2.58463000 N N N N N N Protect America 549300EML9KQOOMLDD16 Protect America, Revolver Loan 74364NAE4 2064410.66000000 PA USD 1899257.81000000 0.404293912346 Long LON CORP US N 3 2024-09-01 Floating 3.08250000 N N N N N N LendingTree, Inc. N/A LendingTree, Inc. N/A 840765.31000000 PA USD 839714.35000000 0.178749508375 Long LON CORP US N 3 2028-08-31 Floating 4.75000000 N N N N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 CRCI Longhorn Holdings, Inc., Second Lien Term Loan 12688EAE3 71849.30000000 PA USD 71310.43000000 0.015179810020 Long LON CORP US N 2 2026-08-08 Floating 7.33650000 N N N N N N Savers, Inc. 549300F6POVHG3ME8T95 Savers, Inc., Term Loan B 30015FAG1 718235.54000000 PA USD 727809.62000000 0.154928413174 Long LON CORP US N 2 2028-04-21 Floating 6.50000000 N N N N N N CEP IV Investment 16 S.a.r.l. 549300T4XDR2Z0DI8S95 CEP IV Investment 16 S.a.r.l., Term Loan B N/A 161266.98000000 PA 182824.18000000 0.038917677534 Long LON CORP LU N 2 2024-10-03 Floating 3.50000000 N N N N N N Packaging Coordinators Midco, Inc. 549300SL20D7D39KSB12 Packaging Coordinators Midco, Inc., Term Loan 69515EAH5 277466.78000000 PA USD 277536.15000000 0.059078959849 Long LON CORP US N 2 2027-11-30 Floating 4.25000000 N N N N N N Biscuit International N/A Biscuit International, Term Loan N/A 230751.45000000 PA 265118.45000000 0.056435611227 Long LON CORP FR N 2 2027-02-07 Floating 4.00000000 N N N N N N KDC/One N/A KDC/One, Term Loan C4953EAF2 106628.55000000 PA 126688.60000000 0.026968129062 Long LON CORP CA N 2 2025-12-22 Floating 5.00000000 N N N N N N Tenable Holdings, Inc. N/A Tenable Holdings, Inc., Term Loan B 88025XAC7 265096.08000000 PA USD 264764.71000000 0.056360310798 Long LON CORP US N 2 2028-07-07 Floating 3.25000000 N N N N N N Parexel International N/A Parexel International 71911KAC8 874725.12000000 PA USD 875381.16000000 0.186341881606 Long LON CORP US N 2 2028-08-31 Floating 4.00000000 N N N N N N Explorer Holdings, Inc. 2549003SUFVGC903CK03 Explorer Holdings, Inc., First Lien Term Loan 29481PAH4 1033052.45000000 PA USD 1037732.18000000 0.220901449403 Long LON CORP US N 2 2027-02-04 Floating 5.50000000 N N N N N N Mattress Holding Corp. N/A Mattress Holding Corp., Term Loan B 57723CAP4 1278615.73000000 PA USD 1303388.91000000 0.277451643983 Long LON CORP US Y 2 2027-11-24 Floating 6.25000000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P., Series A, Pfd. 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N/A Project Leopard Holdings, Inc., Term Loan 74338UAE1 1565385.51000000 PA USD 1573697.71000000 0.334992122015 Long LON CORP US N 2 2024-07-05 Floating 5.75000000 N N N N N N Brave Parent Holdings, Inc. 549300ZU643BIOAXIB73 Brave Parent Holdings, Inc., First Lien Term Loan 10566UAC2 457024.29000000 PA USD 457024.29000000 0.097286496477 Long LON CORP US N 2 2025-04-18 Floating 4.08463000 N N N N N N GGP Nimbus LLC 5493006ZQ6LH85EKNL31 GGP Nimbus LLC 11283HAB3 449663.03000000 PA USD 440319.03000000 0.093730457435 Long LON CORP US N 2 2025-08-27 Floating 2.58463000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Term Loan 90385KAB7 2084861.14000000 PA USD 2088551.34000000 0.444588716676 Long LON CORP US N 2 2026-05-04 Floating 3.83463000 N N N N N N Ciox N/A Ciox, Term Loan 12650JAR7 970070.44000000 PA USD 973189.22000000 0.207162226810 Long LON CORP US N 2 2025-12-16 Floating 5.00000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 203372AX5 325000.00000000 PA USD 329522.38000000 0.070145238584 Long DBT CORP US N 2 2029-09-01 Fixed 4.75000000 N N N N N N Eagle Broadband Investments, LLC 254900W09ZHD1OM4I757 Eagle Broadband Investments, LLC, Term Loan 26943PAB5 7671.41000000 PA USD 7678.62000000 0.001634543401 Long LON CORP US N 2 2027-11-12 Floating 3.75000000 N N N N N N Altice France S.A. 5493001ZMCICV4N02J21 Altice France S.A. 02156LAC5 328000.00000000 PA USD 337840.00000000 0.071915805546 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N Edelman Financial Center, LLC (The) 549300Z31KZXNP05U733 Edelman Financial Center, LLC (The), Incremental Term Loan 27943UAK2 2285880.66000000 PA USD 2277034.30000000 0.484710975438 Long LON CORP US N 2 2028-03-15 Floating 4.25000000 N N N N N N Bass Pro Group, LLC 549300IYLDI2E8I2AU46 Bass Pro Group, LLC, Term Loan B 07014QAM3 3013517.23000000 PA USD 3028584.82000000 0.644693100275 Long LON CORP US N 2 2028-02-26 Floating 5.00000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBG1 194000.00000000 PA USD 200547.50000000 0.042690430419 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N CDK Int (Concorde Lux) N/A CDK Int (Concorde Lux), Term Loan B N/A 161449.04000000 PA 191488.87000000 0.040762125086 Long LON CORP LU N 2 2028-02-19 Floating 4.00000000 N N N N N N Arnott's Biscuits Ltd. 549300W8K88D3SM86Y18 Arnott's Biscuits Ltd., Term Loan Q8531PAE7 868592.13000000 PA USD 872752.69000000 0.185782360716 Long LON CORP US N 2 2026-12-18 Floating 5.00000000 N N N N N N Acacium Group 259400LN2RY29XJ6PM24 Acacium Group, Term Loan N/A 295085.30000000 PA 405529.70000000 0.086324872864 Long LON CORP GB N 2 2028-05-19 Floating 5.29980000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc., First Lien Term Loan B 71677HAL9 4271531.45000000 PA USD 4283534.45000000 0.911833502720 Long LON CORP US N 2 2028-02-11 Floating 4.50000000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., Term Loan 14886MAM3 349761.72000000 PA USD 334721.97000000 0.071252072302 Long LON CORP US Y 2 2023-02-15 Floating 8.50000000 N N N N N N PowerTeam Services LLC 549300J2G34D0WX8Z443 PowerTeam Services LLC 73939VAA2 262000.00000000 PA USD 286562.50000000 0.061000393757 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc., Term Loan C 914908BC1 130022.50000000 PA USD 129890.53000000 0.027649722051 Long LON CORP US N 2 2026-03-24 Floating 4.00000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC, Term Loan 64072UAH5 334665.16000000 PA USD 330152.20000000 0.070279308003 Long LON CORP US N 2 2026-01-15 Floating 2.34513000 N N N N N N Goodyear Tire & Rubber Co. 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co., Second Lien Term Loan 38254BAZ1 365146.94000000 PA USD 361648.83000000 0.076983977428 Long LON CORP US N 2 2025-03-03 Floating 2.09000000 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 131200.00000000 0.027928468173 N/A DE N/A Y 2 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co Commercial Barge Line Co. 1.00000000 0 USD 2022-01-06 XXXX -310675.01000000 N N N Messer Industries USA, Inc. 529900HNC1EZT3TC1260 Messer Industries USA, Inc., Term Loan B-1 D6000EAB8 306477.43000000 PA USD 304485.33000000 0.064815616221 Long LON CORP US N 2 2026-03-02 Floating 2.64725000 N N N N N N Merlin Entertainments PLC N/A Merlin Entertainments PLC, Delayed Draw Term Loan N/A 38396.23000000 PA USD 36884.38000000 0.007851556653 Long LON CORP US N 2 2026-11-04 Floating 3.39725000 N N N N N N Verra Mobility Corp. N/A Verra Mobility Corp., Term Loan B 00215NAK6 742403.88000000 PA USD 740005.92000000 0.157524632507 Long LON CORP US N 2 2028-03-19 Floating 3.41658100 N N N N N N Centuri Group, Inc. N/A Centuri Group, Inc. N/A 821759.24000000 PA USD 819873.30000000 0.174525955528 Long LON CORP US N 2 2028-08-18 Floating 3.00000000 N N N N N N USI, Inc. N/A USI, Inc., Term Loan 90351NAF2 251327.77000000 PA USD 249010.53000000 0.053006727606 Long LON CORP US N 2 2026-12-02 Floating 3.39725000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc. N/A 2274.58000000 NS USD 234281.74000000 0.049871418591 Long EC CORP US Y 3 N N N Eastern Power LLC 5493000R3E1L1VM1V279 Eastern Power LLC, Term Loan 87264NAB3 1845277.72000000 PA USD 1651781.90000000 0.351613858412 Long LON CORP US N 2 2025-10-02 Floating 4.75000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -940.80000000 -0.00020026755 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 180681.90000000 EUR 212579.48000000 USD 2021-10-15 -940.80000000 N N N Oberthur Technologies of America Corp. N/A Oberthur Technologies of America Corp., Term Loan B BL3580604 1454605.14000000 PA 1724541.78000000 0.367102212016 Long LON CORP FR Y 2 2026-01-09 Floating 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 569.00000000 0.000121122701 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 500000.00000000 EUR 591103.20000000 USD 2021-09-16 569.00000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -25420.66000000 -0.00541128120 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3528222.60000000 USD 2547681.05000000 GBP 2021-09-16 -25420.66000000 N N N American Commercial Barge Line Holding Corp. N/A American Commercial Barge Line Holding Corp. 00085Q183 77215.00000000 NS USD 32709.12000000 0.006962771470 Long EC CORP US Y 2 N N N Delta Topco Inc. N/A Delta Topco Inc., First Lien Term Loan 24780DAC1 2384141.42000000 PA USD 2389887.20000000 0.508733907038 Long LON CORP US N 2 2027-12-01 Floating 4.50000000 N N N N N N Fitness International LLC N/A Fitness International LLC, Term Loan B 33818XAH3 283586.12000000 PA USD 264568.83000000 0.056318613935 Long LON CORP US N 2 2025-04-18 Floating 4.25000000 N N N N N N Organon & Co. 549300AMCKY57OK2CO56 Organon & Co., Term Loan B 68621XAE3 1875811.04000000 PA USD 1884411.63000000 0.401133614590 Long LON CORP US N 2 2028-04-08 Floating 3.50000000 N N N N N N Solera, LLC 549300F7JH48O4IYRX29 Solera, LLC, Term Loan B 73108RAB4 1653241.37000000 PA USD 1653960.53000000 0.352077622121 Long LON CORP US N 2 2028-06-02 Floating 4.50000000 N N N N N N Quest Software US Holdings Inc. 54930052G52L5K3UK623 Quest Software US Holdings Inc., Second Lien Term Loan 74834YAL6 484370.57000000 PA USD 484169.56000000 0.103064894413 Long LON CORP US N 2 2026-05-16 Floating 8.37850000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 Hertz Corp. (The), Term Loan B 42804VBB6 1244083.49000000 PA USD 1240531.63000000 0.264071251118 Long LON CORP US N 2 2028-06-30 Floating 4.00000000 N N N N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 DXP Enterprises, Inc., Term Loan 23338DAP1 670671.10000000 PA USD 671931.96000000 0.143033767984 Long LON CORP US N 2 2027-12-16 Floating 5.75000000 N N N N N N Very Group Funding Plc (The) 9845005CC91D50AF8202 Very Group Funding Plc (The) BQ7202352 1101000.00000000 PA 1528620.05000000 0.325396466583 Long DBT CORP GB N 2 2026-08-01 Fixed 6.50000000 N N N N N N PAE Holding Corp. 549300S7DE40ONNIOC81 PAE Holding Corp., Term Loan 69329HAB7 708773.23000000 PA USD 709216.21000000 0.150970444734 Long LON CORP US N 2 2027-10-13 Floating 5.25000000 N N N N N N Kirk Beauty One GmbH N/A Kirk Beauty One GmbH, Term Loan B-1 N/A 297609.19000000 PA 349499.35000000 0.074397724642 Long LON CORP DE N 2 2026-04-08 Floating 5.50000000 N N N N N N Imagina Media Audiovisual S.A. 549300UHNTWQ62CHRT96 Imagina Media Audiovisual S.A., Term Loan A N/A 363111.14000000 PA 413021.61000000 0.087919671416 Long LON CORP CN Y 2 2024-06-26 Floating 4.25000000 N N N N N N HNVR Holdco Ltd. 213800OWSFFQ8A3HSD42 HNVR Holdco Ltd., Term Loan B BL2554998 1882302.64000000 PA 2013911.96000000 0.428700274993 Long LON CORP GB N 2 2025-09-12 Floating 4.25000000 N N N N N N Invictus Media S.L.U. 549300UHNTWQ62CHRT96 Invictus Media S.L.U., Term Loan B-1 BL2710749 1421281.59000000 PA 1616640.07000000 0.344133237370 Long LON CORP CN Y 2 2025-06-26 Floating 4.75000000 N N N N N N DynaCast International LLC X7KHAIMGSSPZ1XIJIL51 DynaCast International LLC, Term Loan 34634FAC3 588533.70000000 PA USD 606189.71000000 0.129039253222 Long LON CORP US N 3 2025-10-22 Floating 10.25000000 N N N N N N Prophylaxis B.V. 7245000K34W1FHCV4B97 Prophylaxis B.V., Term Loan A N/A 2059331.14000000 PA 2407240.63000000 0.512427921653 Long LON CORP NL N 3 2025-06-30 Floating 4.50000000 N N N N N N CCI Buyer, Inc. 254900TMV7DAFRQALU04 CCI Buyer, Inc., Term Loan 12510EAC1 1490319.15000000 PA USD 1494983.85000000 0.318236348129 Long LON CORP US N 2 2027-12-13 Floating 4.75000000 N N N N N N Royal Caribbean Cruises K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises, Revolver Loan 78015EAD0 603995.84000000 PA USD 554166.18000000 0.117965034458 Long LON CORP LR N 3 2024-04-05 Floating 1.44580000 N N N N N N athenahealth, Inc. 5493004JZ4RQIZBHP241 athenahealth, Inc., Term Loan B 04685YAM1 875184.92000000 PA USD 879289.54000000 0.187173856198 Long LON CORP US N 2 2026-02-11 Floating 4.33250000 N N N N N N Unified Womens Healthcare, LP N/A Unified Womens Healthcare, LP, Term Loan B 90470RAC6 1449185.83000000 PA USD 1452808.79000000 0.309258567482 Long LON CORP US N 2 2027-12-17 Floating 5.00000000 N N N N N N Tech Data Corp. 549300EK847TAWPJWF34 Tech Data Corp., Term Loan 87823QAR5 1778364.80000000 PA USD 1781059.02000000 0.379133004231 Long LON CORP US N 2 2025-06-30 Floating 3.58413000 N N N N N N International SOS L.P. N/A International SOS L.P. N/A 777471.55000000 PA USD 778443.39000000 0.165706794531 Long LON CORP LU N 3 2028-08-06 Floating 4.25000000 N N N N N N Quest Software US Holdings, Inc. 54930052G52L5K3UK623 Quest Software US Holdings, Inc., First Lien Term Loan 74834YAH5 3633169.86000000 PA USD 3634023.65000000 0.773572514106 Long LON CORP US N 2 2025-05-16 Floating 4.37850000 N N N N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 Patriot Container Corp., First Lien Term Loan 40435YAB2 842557.21000000 PA USD 838344.42000000 0.178457892167 Long LON CORP US N 2 2025-03-20 Floating 4.75000000 N N N N N N Parques Reunidos N/A Parques Reunidos, Incremental Term Loan B-2 N/A 580062.77000000 PA 688193.52000000 0.146495356863 Long LON CORP ES N 2 2026-09-16 Floating 7.50000000 N N N N N N Crosby US Acquisition Corp. 549300V5HSWHDNVOWE35 Crosby US Acquisition Corp., Term Loan B 22739PAH9 411196.44000000 PA USD 411539.79000000 0.087604237249 Long LON CORP US N 2 2026-06-27 Floating 4.83788000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Incremental Term Loan 19633FAF8 1408511.08000000 PA USD 1390904.69000000 0.296081077492 Long LON CORP US N 2 2024-05-01 Floating 5.00000000 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 2234000.00000000 PA USD 1486838.70000000 0.316502494756 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 Ortho-Clinical Diagnostics, Inc., Term Loan L7300KAJ3 138423.26000000 PA USD 138423.26000000 0.029466079355 Long LON CORP LU N 2 2025-06-30 Floating 3.09050000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307BA4 180000.00000000 PA USD 190443.60000000 0.040539619065 Long DBT CORP US N 2 2030-01-15 Fixed 5.75000000 N N N N N N Waterlogic Finance Ltd. 213800P6ADR2F5F2ZL35 Waterlogic Finance Ltd. 94155XAD5 43089.52000000 PA 50952.00000000 0.010846122792 Long LON CORP GB N 2 2028-08-04 Floating 4.25000000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 Hilton Grand Vacations Borrower LLC, Term Loan B 43283LAH4 1497224.98000000 PA USD 1496663.52000000 0.318593898512 Long LON CORP US N 2 2028-05-19 Floating 3.50000000 N N N N N N Greatbatch, Ltd. C59TZ5M84XYPM9PQ3G72 Greatbatch, Ltd., Term Loan B 39154EAG6 74161.77000000 PA USD 74208.12000000 0.015796639616 Long LON CORP US N 2 2022-10-27 Floating 3.50000000 N N N N N N Sportradar Capital S.a.r.l. 2221008U8QVR5O49UC48 Sportradar Capital S.a.r.l., Term Loan N/A 233091.12000000 PA 276564.16000000 0.058872052900 Long LON CORP LU N 2 2027-11-22 Floating 4.25000000 N N N N N N QuarterNorth Energy, Inc. N/A QuarterNorth Energy, Inc. N/A 2637533.87000000 PA USD 2637533.87000000 0.561450310555 Long LON CORP US Y 2 2026-08-04 Floating 8 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Term Loan N/A 2136110.21000000 PA USD 1703547.89000000 0.362633254785 Long LON CORP US N 2 2024-06-30 Floating 4.75000000 N N N N N N Anticimex N/A Anticimex, Term Loan B BL3676113 1056308.99000000 PA USD 1052569.66000000 0.224059895195 Long LON CORP SE N 2 2028-07-21 Floating 4.00000000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc. N/A 7597.00000000 NS USD 31337.63000000 0.006670823186 Long EC CORP US Y 2 N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-1 N/A 1131330.57000000 PA 1339472.56000000 0.285132749704 Long LON CORP NL N 2 2023-10-31 Floating 5.25000000 N N N N N N Infinite Electronics N/A Infinite Electronics, Term Loan B 45674KAB1 596349.12000000 PA USD 594607.78000000 0.126573814477 Long LON CORP US N 2 2028-02-24 Floating 4.25000000 N N N N N N Nautilus Power UU3WE4QD17GA2LF0I609 Nautilus Power, Term Loan 63909UAB9 1246520.87000000 PA USD 1158335.75000000 0.246574261647 Long LON CORP US N 2 2024-05-16 Floating 5.25000000 N N N N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan 22834KAC5 122056.52000000 PA 114862.28000000 0.024450667159 Long LON CORP GB N 2 2025-02-28 Floating 2.62500000 N N N N N N Caesars Resort Collection LLC 549300V3UCT773B1KR38 Caesars Resort Collection LLC, Term Loan B 12769LAB5 798558.95000000 PA USD 793020.94000000 0.168809909174 Long LON CORP US N 2 2024-12-23 Floating 2.83463000 N N N N N N White Cap Buyer, LLC N/A White Cap Buyer, LLC, Term Loan 96350TAC4 1811177.90000000 PA USD 1814293.13000000 0.386207530020 Long LON CORP US N 2 2027-10-31 Floating 4.50000000 N N N N N N Carlisle FoodService Products, Inc. N/A Carlisle FoodService Products, Inc., Term Loan 14235UAB7 261067.18000000 PA USD 256172.17000000 0.054531221774 Long LON CORP US N 2 2025-03-20 Floating 4.00000000 N N N N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, Inc., First Lien Term Loan 81527CAM9 128641.20000000 PA USD 128102.84000000 0.027269177514 Long LON CORP US N 2 2026-09-03 Floating 3.83463000 N N N N N N NAS LLC N/A NAS LLC, Term Loan N/A 5045632.56000000 PA USD 5070860.72000000 1.079431190783 Long LON CORP US N 3 2024-06-03 Floating 7.50000000 N N N N N N Deuce Finco Plc 9845007DA2BC863E8437 Deuce Finco Plc BP8782586 211000.00000000 PA 292406.00000000 0.062244296225 Long DBT CORP GB N 2 2027-06-15 Fixed 5.50000000 N N N N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership, Term Loan AX N9000DAH0 2210028.08000000 PA USD 2200955.91000000 0.468516212528 Long LON CORP US N 2 2029-01-31 Floating 3.09550000 N N N N N N Aruba Investments, Inc. N/A Aruba Investments, Inc., First Lien Term Loan 04317JAB4 384170.52000000 PA USD 385613.08000000 0.082085233476 Long LON CORP US N 2 2027-11-24 Floating 4.75000000 N N N N N N McDermott International, Ltd. N/A McDermott International, Ltd., LOC N/A 998518.59000000 PA USD 823777.84000000 0.175357112701 Long LON CORP US N 3 2024-06-30 Floating 4.14488000 N N N N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 Consolidated Communications, Inc., Term Loan 20903EBB0 1599518.74000000 PA USD 1602229.92000000 0.341065757068 Long LON CORP US N 2 2027-10-02 Floating 4.25000000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B-3 N/A 5371580.57000000 PA USD 5473989.75000000 1.165245034413 Long LON CORP LU N 2 2023-11-27 Floating 8.00000000 Y Y N N N N American Airlines, Inc./AAdvantage Loyalty IP Ltd. IWUQB36BXD6OWD6X4T14 American Airlines, Inc./AAdvantage Loyalty IP Ltd. 00253XAB7 419000.00000000 PA USD 453031.18000000 0.096436485459 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N Seaworld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 Seaworld Parks & Entertainment, Inc. 81282UAC6 760000.00000000 PA USD 822700.00000000 0.175127673523 Long DBT CORP US N 2 2025-05-01 Fixed 8.75000000 N N N N N N APCOA Parking Holdings GmbH 529900H8FIYAOV5FUW68 APCOA Parking Holdings GmbH BQ4821790 272000.00000000 PA 325451.67000000 0.069278708899 Long DBT CORP DE N 2 2027-01-15 Floating 4.45270000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 Proofpoint, Inc., Term Loan B BL3632892 1695626.13000000 PA USD 1687504.08000000 0.359218018223 Long LON CORP US N 2 2028-06-10 Floating 3.75000000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., Term Loan 76857MAJ4 403609.88000000 PA USD 388224.27000000 0.082641075982 Long LON CORP US Y 2 2022-04-24 Floating 4.25000000 N N N N N N CommerceHub, Inc. 549300V3JZOSIRXFRG67 CommerceHub, Inc., Term Loan B 20084XAF1 721808.47000000 PA USD 723916.15000000 0.154099612466 Long LON CORP US N 2 2028-01-01 Floating 4.75000000 N N N N N N Lakeland Tours LLC 549300VLJEZFBNDIUO73 Lakeland Tours LLC, PIK Term Loan 51187GAP7 114385.41000000 PA USD 115357.69000000 0.024556124799 Long LON CORP US N 2 2023-09-25 Floating 7.25000000 N N N N N N KKR Apple Bidco LLC N/A KKR Apple Bidco LLC, Second Lien Term Loan 48254EAE1 92233.47000000 PA USD 93616.97000000 0.019928190298 Long LON CORP US N 2 2029-07-15 Floating 6.25000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc., Term Loan 02376CBB0 1141489.70000000 PA USD 1073633.84000000 0.228543815018 Long LON CORP US N 2 2025-06-27 Floating 1.83788000 N N N N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 Samson Investment Co., Class A 931GSK906 84254.00000000 NS USD 505524.00000000 0.107610601714 Long EC CORP US N 3 N N N Dynasty Acquisition Co., Inc. 549300L1RCRPOAUCB870 Dynasty Acquisition Co., Inc., Term Loan B-1 26812CAE6 1935471.26000000 PA USD 1889803.82000000 0.402281446959 Long LON CORP US N 2 2026-04-08 Floating 3.64725000 N N N N N N Aria Energy Operating LLC 549300VNL5GGCGT9XC20 Aria Energy Operating LLC, Term Loan 04035LAB0 641047.83000000 PA USD 642916.48000000 0.136857259526 Long LON CORP US N 2 2022-05-27 Floating 5.50000000 N N N N N N W.R. Grace & Co. N/A W.R. Grace & Co. N/A 970552.41000000 PA USD 973789.20000000 0.207289944206 Long LON CORP US N 2 2028-08-11 Floating 4.25000000 N N N N N N Hexion International Holdings B.V. N/A Hexion International Holdings B.V., Term Loan 42829HAG8 173156.15000000 PA 205317.00000000 0.043705711127 Long LON CORP NL N 2 2026-06-26 Floating 4.00000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp. 05875CAB0 2193899.43000000 PA USD 2192923.14000000 0.466806281421 Long LON CORP US N 2 2028-07-31 Floating 3.75000000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, Term Loan B-1 N/A 1322302.61000000 PA 1449183.98000000 0.308486956272 Long LON CORP GB N 2 2026-06-21 Floating 4.75000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 Hertz Corp. (The), Term Loan C 42804VBC4 234461.89000000 PA USD 233792.50000000 0.049767274355 Long LON CORP US N 2 2028-06-14 Floating 4.00000000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC, Term Loan 81753HAF8 720981.61000000 PA USD 729734.33000000 0.155338125080 Long LON CORP US N 2 2023-08-10 Floating 8.50000000 N N N N N N Southcross Energy Partners L.P. N/A Southcross Energy Partners L.P. N/A 73367.00000000 NS USD 3044.73000000 0.000648129915 Long EC CORP US Y 2 N N N UPC Financing Partnership 213800DXWIS9KORQ3X94 UPC Financing Partnership, Term Loan AT N9000DAB3 255396.67000000 PA USD 252404.70000000 0.053729242612 Long LON CORP US N 2 2028-04-30 Floating 2.34550000 N N N N N N Acrisure LLC / Acrisure Finance, Inc. 549300R0Z1Q47XRTGO22 Acrisure LLC / Acrisure Finance, Inc. 00489LAF0 567000.00000000 PA USD 562050.09000000 0.119643277823 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Prophylaxis B.V. 7245000K34W1FHCV4B97 Prophylaxis B.V., Term Loan B N/A 410763.88000000 PA 776015.43000000 0.165189956089 Long LON CORP NL N 3 2025-06-30 Floating 0.50000000 N N N N N N Rent-A-Center, Inc. 529900QUHE15UQNCCJ63 Rent-A-Center, Inc., Term Loan B 76009WAV2 807277.14000000 PA USD 812702.04000000 0.172999413557 Long LON CORP US N 2 2028-02-17 Floating 4.75000000 N N N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 Dakota Holding Corp., Second Lien Term Loan 24440EAG2 677497.33000000 PA USD 696128.51000000 0.148184473599 Long LON CORP US N 2 2028-04-07 Floating 7.50000000 N N N N N N Colorado Buyer, Inc. N/A Colorado Buyer, Inc., Term Loan 19633FAD3 6938.35000000 PA USD 6842.43000000 0.001456544119 Long LON CORP US N 2 2024-05-01 Floating 4.00000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. ZP3544795 260000.00000000 PA 293120.78000000 0.062396451030 Long DBT CORP LU N 2 2028-01-15 Fixed 3.00000000 N N N N N N Glass Mountain Pipeline Holdings LLC N/A Glass Mountain Pipeline Holdings LLC, Term Loan 37713KAB1 885450.95000000 PA USD 332044.11000000 0.070682037792 Long LON CORP US N 2 2024-12-23 Floating 5.50000000 N N N N N N McDermott International Ltd. N/A McDermott International Ltd., Term Loan N5200EAC5 91621.17000000 PA USD 59553.76000000 0.012677174472 Long LON CORP NL N 3 2024-06-30 Floating 3.08463000 N N N N N N 2021-09-30 Invesco Senior Loan Fund Sheri Morris Sheri Morris President