0001752724-23-242642.txt : 20231030 0001752724-23-242642.hdr.sgml : 20231030 20231030124757 ACCESSION NUMBER: 0001752724-23-242642 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231030 DATE AS OF CHANGE: 20231030 PERIOD START: 20240229 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: 231359014 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 1331 Spring Street NW, Suite 2500 Atlanta 30309 800-959-4246 Invesco Senior Loan Fund 5CYTQFS5JFZR6JZWG435 2024-02-29 2023-08-31 N 495209350.48 105742995.35 389466355.13 0.00000000 0.00000000 72500000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 14302756.56000000 0.00000000 0.00000000 0.00000000 EUR GBP USD N CS Leveraged Loan 100% CS-Lev Loan, 100% BM-Securities only My Alarm Center, LLC 549300IB2N33MHM2N880 My Alarm Center, LLC, Class A N/A 25610.78000000 NS USD 6202930.92000000 1.592674396207 Long EC CORP US Y 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -297.22000000 -0.00007631467 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 7943696.64000000 SEK 727147.90000000 USD 2023-10-31 -297.22000000 N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 Univision Communications Inc. 914906AX0 133000.00000000 PA USD 128842.22000000 0.033081733069 Long DBT CORP US N 2 2030-06-30 Fixed 7.37500000 N N N N N N Crown Finance US. Inc. N/A Crown Finance US. Inc. N/A 671.60000000 NS USD 14544.51000000 0.003734471491 Long EC CORP US N 2 N N N LendingTree, Inc. 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N/A Crown Finance US, Inc. N/A 99652.04000000 NS USD 2158114.40000000 0.554120881450 Long EC CORP US N 2 N N N Seadrill Ltd. 213800EQ6L456U2JCO89 Seadrill Ltd. G7997W102 69695.08700000 NS USD 3390665.98000000 0.870592783006 Long EC CORP BM N 1 N N N Tronox Finance LLC 549300LMZ1DX1PWSP524 Tronox Finance LLC, Delayed Draw Term Loan 89705DAL6 488368.38000000 PA USD 485391.77000000 0.124629961896 Long LON CORP US N 2 2028-08-10 Floating 8.81261000 N N N N N N Sharp Midco LLC 549300ZXMVUWBVXDAR03 Sharp Midco LLC, Incremental Term Loan N/A 199823.78000000 PA USD 199823.78000000 0.051307071167 Long LON CORP US N 3 2028-12-31 Floating 9.86530000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769GAB6 218000.00000000 PA USD 219047.93000000 0.056243094458 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N Hunter Douglas Holding B.V. 529900811T142NS3H544 Hunter Douglas Holding B.V., Term Loan B-1 N8137FAB6 2427772.90000000 PA USD 2365573.36000000 0.607388373563 Long LON CORP US N 2 2029-02-26 Floating 9.72105000 N N N N N N SonicWall U.S. Holdings Inc. 549300KJE1MHNCWBX302 SonicWall U.S. Holdings Inc., Second Lien Term Loan 83547MAE7 359296.32000000 PA USD 340433.26000000 0.087410184606 Long LON CORP US N 2 2026-05-18 Floating 12.93106000 N N N N N N Quest Software US Holdings Inc. 549300LMV4JEXTGLE324 Quest Software US Holdings Inc., Term Loan B 74834YAN2 2927682.39000000 PA USD 2409848.57000000 0.618756546812 Long LON CORP US N 2 2029-02-01 Floating 9.76912000 N N N N N N Tribune Resources, LLC 549300IFWJYQ79PVEU45 Tribune Resources, LLC N/A 382888.00000000 NS USD 526471.00000000 0.135177530245 Long EC CORP US N 2 N N N JVMC Holdings Corp. 549300YNQA38HHOO8322 JVMC Holdings Corp. N/A 2851.56000000 NS USD 142578.00000000 0.036608553761 Long EC CORP US N 3 N N N Tempo Acquisition LLC 549300VV0B2RPMHQGA61 Tempo Acquisition LLC, Term Loan 88023HAF7 58831.40000000 PA USD 59009.07000000 0.015151262547 Long LON CORP US N 2 2028-08-31 Floating 8.33106000 N N N N N N SkyMiles IP Ltd. (Delta Air Lines, Inc.) 2549008L7P4I8VB90936 SkyMiles IP Ltd. (Delta Air Lines, Inc.), Term Loan 24736CBS2 610754.82000000 PA USD 635988.16000000 0.163297330211 Long LON CORP KY N 2 2027-10-20 Floating 9.07614000 N N N N N N Constellation Auto (CONSTE/BCA) 213800XQDK86MM9NB619 Constellation Auto (CONSTE/BCA), First Lien Term Loan N/A 184329.87000000 PA 214511.83000000 0.055078398217 Long LON CORP GB N 2 2028-07-28 Floating 9.68090000 N N N N N N First Brands Group Intermediate, LLC N/A First Brands Group Intermediate, LLC, Term Loan 31935HAG2 1660984.95000000 PA USD 1641260.75000000 0.421412717268 Long LON CORP US N 2 2027-03-30 Floating 10.88109000 N N N N N N Natel Engineering Co., Inc. N/A Natel Engineering Co., Inc., Term Loan 63229BAD0 2072124.45000000 PA USD 1608486.60000000 0.412997574453 Long LON CORP US N 2 2026-04-29 Floating 11.67943000 N N N N N N Altice France Holding S.A. 5299000JVHXKJPOE6H40 Altice France Holding S.A. 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(Alt-Intl), Term Loan L0178UAM8 320123.27000000 PA USD 304317.18000000 0.078136962536 Long LON CORP LU N 2 2027-10-31 Floating 10.30796000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan D N/A 2012463.70000000 PA 2169090.08000000 0.556939014482 Long LON CORP GB N 2 2027-09-12 Floating 9.48700000 N N N N N N First Student Bidco Inc. 2549006DRO2F06AA1391 First Student Bidco Inc., Incremental Term Loan B 33718FAE0 1621361.39000000 PA USD 1603404.81000000 0.411692765980 Long LON CORP US N 2 2028-07-21 Floating 9.34187000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC, Term Loan 81753HAJ0 1370753.71000000 PA USD 1374399.91000000 0.352893104088 Long LON CORP US N 2 2028-06-29 Floating 12.81105000 N N N N N N Mattress Holding Corp. N/A Mattress Holding Corp., Term Loan 57723CAR0 1941659.74000000 PA USD 1930495.20000000 0.495677014091 Long LON CORP US N 2 2028-09-25 Floating 9.95000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 32056.22000000 0.008230805967 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 11732406.96000000 EUR 12788311.85000000 USD 2023-10-31 32056.22000000 N N N Cimpress USA Inc. 549300IW5HMWD8APDH34 Cimpress USA Inc., Term Loan B N2014AAE2 736897.15000000 PA USD 732107.32000000 0.187977038415 Long LON CORP US N 2 2028-05-17 Floating 8.94554000 N N N N N N Lakeshore Intermediate LLC 9845007F777G13ADC933 Lakeshore Intermediate LLC, First Lien Term Loan 51207KAB5 151997.97000000 PA USD 151174.90000000 0.038815907461 Long LON CORP US N 2 2028-09-29 Floating 8.94554000 N N N N N N Groundworks, LLC 254900K8GTHJMCG1DB32 Groundworks, LLC, Delayed Draw Term Loan N/A 155875.17000000 PA USD 151978.29000000 0.039022187153 Long LON CORP US N 3 2030-01-31 Floating 1.00000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 CenturyLink, Inc., Term Loan 15669GAH7 1294393.39000000 PA USD 851426.08000000 0.218613512768 Long LON CORP US N 2 2027-03-15 Floating 7.69554000 N N N N N N JVMC Holdings Corp. 549300YNQA38HHOO8322 JVMC Holdings Corp., Series A-2, Pfd. 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N/A 4110.00000000 NS USD 102750.00000000 0.026382253215 Long EC CORP US N 3 N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 CRCI Longhorn Holdings, Inc., First Lien Term Loan 12688EAB9 110381.37000000 PA USD 110277.61000000 0.028315054316 Long LON CORP US N 2 2025-08-08 Floating 8.91376000 N N N N N N Digi International Inc. 529900KG656HGROI4N27 Digi International Inc., Term Loan 25379TAE6 704270.57000000 PA USD 705591.08000000 0.181168686513 Long LON CORP US N 3 2028-11-01 Floating 10.44554000 N N N N N N Covanta Energy Corp. 40XIFLS8XDQGGHGPGC04 Covanta Energy Corp., Delayed Draw Term Loan 22282GAE7 639496.95000000 PA USD 640564.91000000 0.164472463811 Long LON CORP US N 2 2028-11-30 Floating 8.31247000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 278.06000000 0.000071395127 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 724690.60000000 USD 7927948.53000000 SEK 2023-09-29 278.06000000 N N N Victory Buyer LLC (Vantage Elevator) 549300G9TEUHGC81N056 Victory Buyer LLC (Vantage Elevator), Second Lien Term Loan N/A 165182.71000000 PA USD 142470.09000000 0.036580846618 Long LON CORP US N 3 2029-11-19 Floating 12.50787000 N N N N N N Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 549300K1JD1LDRNBET48 Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 11284DAA3 1873000.00000000 PA USD 1720659.17000000 0.441799181709 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N Talen Energy Supply, LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply, LLC, Term Loan 87422LAU4 561547.25000000 PA USD 564253.91000000 0.144878730233 Long LON CORP US N 2 2030-05-27 Floating 9.87648000 N N N N N N Callaway Golf Co. 5493005UB0KFRKBPCU72 Callaway Golf Co., Term Loan B 89071LAB6 742609.81000000 PA USD 743140.78000000 0.190810007131 Long LON CORP US N 2 2030-03-09 Floating 8.93106000 N N N N N N Sandvine Corp. 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N/A Learning Pool (Brook Bidco Ltd.), Term Loan N/A 441181.45000000 PA USD 423534.19000000 0.108747311397 Long LON CORP GB N 3 2028-08-17 Floating 12.12600000 N N N N N N Flint Group GmbH 529900HYSM9MD1C1LG96 Flint Group GmbH N/A 78.55000000 PA USD 52.77000000 0.000013549309 Long LON CORP DE N 2 2023-09-21 Floating 4.53370000 N N N N N N Virgin Media 02 - LG N/A Virgin Media 02 - LG, Term Loan G9368PBH6 1165459.68000000 PA USD 1154638.39000000 0.296466787128 Long LON CORP US N 2 2031-03-06 Floating 8.67740000 N N N N N N APCOA Parking Holdings GmbH 529900H8FIYAOV5FUW68 APCOA Parking Holdings GmbH BQ4821790 272000.00000000 PA 293222.35000000 0.075288236361 Long DBT CORP DE N 2 2027-01-15 Floating 8.66300000 N N N N N N SmartBear (AQA Acquisition Holdings, Inc) N/A SmartBear (AQA Acquisition Holdings, Inc), Term Loan 03836HAG1 189251.98000000 PA USD 188494.97000000 0.048398267916 Long LON CORP US N 2 2028-03-03 Floating 9.91280000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc. 16115QAF7 93000.00000000 PA USD 95408.14000000 0.024497145579 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Paganini Bidco S.p.A. 8156004B4DE591612588 Paganini Bidco S.p.A. BS0094638 694000.00000000 PA 752163.01000000 0.193126569238 Long DBT CORP IT N 2 2028-10-30 Floating 7.97500000 N N N N N N Infinite Electronics 549300GLV0VRADA9LI65 Infinite Electronics, Second Lien Term Loan 45674KAF2 252775.40000000 PA USD 220336.73000000 0.056574008793 Long LON CORP US N 2 2029-03-02 Floating 12.50348000 N N N N N N Covanta Energy Corp. 40XIFLS8XDQGGHGPGC04 Covanta Energy Corp., Delayed Draw Term Loan 22282GAF4 47962.27000000 PA USD 48042.37000000 0.012335435235 Long LON CORP US N 2 2028-11-30 Floating 8.31247000 N N N N N N WhiteWater Whistler Holdings LLC 549300FRGKJP12ZORL46 WhiteWater Whistler Holdings LLC, Term Loan 96620EAB3 311275.87000000 PA USD 311988.69000000 0.080106711630 Long LON CORP US N 2 2030-01-25 Floating 8.49187000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC, Incremental Term Loan B 94767KAP6 311334.50000000 PA USD 281952.31000000 0.072394522989 Long LON CORP US N 2 2027-10-30 Floating 9.68106000 N N N N N N Brazos Delaware II, LLC 549300V1BTYXZRGYUU04 Brazos Delaware II, LLC, First Lien Term Loan 10620UAF9 1003856.82000000 PA USD 994355.32000000 0.255312251469 Long LON CORP US N 2 2030-02-01 Floating 9.07740000 N N N N N N Lummus Technology (Illuminate Buyer, LLC) 549300K1Y0YC1YC1H809 Lummus Technology (Illuminate Buyer, LLC), Term Loan B 45232UAE8 62321.43000000 PA USD 62112.34000000 0.015948063082 Long LON CORP US N 2 2027-06-30 Floating 8.94554000 N N N N N N WestJet Airlines Ltd. 5493009TSX7LVAH8LA03 WestJet Airlines Ltd., Term Loan C4927UAB8 1597727.30000000 PA USD 1569655.23000000 0.403027170209 Long LON CORP CA N 2 2026-12-11 Floating 8.41530000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., First Lien Term Loan 00900YAE6 1122251.31000000 PA USD 1086950.90000000 0.279087239676 Long LON CORP US N 2 2026-02-02 Floating 10.18472000 N N N N N N Talen Energy Supply, LLC K5K33XN0PQAU1XF7NN66 Talen Energy Supply, LLC, Term Loan 87422LAV2 990418.09000000 PA USD 995191.91000000 0.255527055647 Long LON CORP US N 2 2030-05-27 Floating 9.87648000 N N N N N N SIWF Holdings, Inc. N/A SIWF Holdings, Inc., Term Loan B 78489HAB4 1228636.22000000 PA USD 1028214.94000000 0.264006101286 Long LON CORP US N 2 2028-10-06 Floating 9.44554000 N N N N N N Axalta Coating Systems U.S. Holdings, Inc. 549300NZ43V4QV4UGN28 Axalta Coating Systems U.S. Holdings, Inc., Term Loan 90347BAK4 150262.84000000 PA USD 150803.03000000 0.038720425529 Long LON CORP US N 2 2029-12-20 Floating 7.92643000 N N N N N N Sigma Bidco 254900U4MHW4MZWGFU47 Sigma Bidco, Term Loan XXXX14039 696643.95000000 PA USD 682275.67000000 0.175182184805 Long LON CORP US N 2 2028-01-02 Floating 10.20283000 N N N N N N Libbey Glass LLC A7JTTZYG0P336HI4K290 Libbey Glass LLC N/A 7940.00000000 NS USD 62527.50000000 0.016054660223 Long EC CORP US N 2 N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 Alliant Holdings Intermediate, LLC, Term Loan 01881UAK1 36872.80000000 PA USD 36899.16000000 0.009474286934 Long LON CORP US N 2 2027-11-05 Floating 8.81376000 N N N N N N Brook & Whittle Holding Corp. 254900BJ2380A12DX857 Brook & Whittle Holding Corp., First Lien Term Loan 58985XAB0 600423.60000000 PA USD 545824.08000000 0.140146657807 Long LON CORP US N 2 2028-12-14 Floating 9.31810000 N N N N N N OGF (VESCAP/Obol France 3/PHM) 969500HSJVVYGU57VS68 OGF (VESCAP/Obol France 3/PHM), Term Loan B-2 BL3809813 166215.12000000 PA 162800.38000000 0.041800884172 Long LON CORP FR N 2 2025-12-31 Floating 8.37500000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 551.65000000 0.000141642530 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 103279.00000000 GBP 131400.22000000 USD 2023-09-29 551.65000000 N N N OEG Borrower, LLC (Opry Entertainment) 254900UUVX9EYPUMP391 OEG Borrower, LLC (Opry Entertainment), Term Loan 67115HAB9 845417.37000000 PA USD 847530.91000000 0.217613382731 Long LON CORP US N 3 2029-05-20 Floating 10.31811000 N N N N N N Propulsion (BC) Finco S.a.r.l. 254900S4YQSQVLEZ8D35 Propulsion (BC) Finco S.a.r.l., Term Loan 74347UAC4 351551.24000000 PA USD 351243.63000000 0.090185872379 Long LON CORP US N 2 2029-09-13 Floating 8.99187000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class B 45174J608 17.00000000 NS USD 68.00000000 0.000017459788 Long EC CORP US N 3 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 33561.15000000 0.008617214184 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2148456.56000000 GBP 2755532.39000000 USD 2023-09-29 33561.15000000 N N N Ideal Standard International S.A. 5299004EW24BCHXOHD09 Ideal Standard International S.A. BQ6338256 316000.00000000 PA 213302.60000000 0.054767914401 Long DBT CORP LU N 2 2026-07-30 Fixed 6.37500000 N N N N N N Virtue (Vistra+Tricor / Thevelia LLC) N/A Virtue (Vistra+Tricor / Thevelia LLC), First Lien Term Loan 88372KAC4 765544.06000000 PA USD 765544.06000000 0.196562308891 Long LON CORP US N 2 2029-06-17 Floating 9.39187000 N N N N N N H B Fuller Brush Co. N/A H B Fuller Brush Co 948GDJII7 160952.95000000 PA USD 161430.98000000 0.041449274853 Long LON CORP US N 2 2030-02-15 Floating 0.00 N N N N N N McDermott International, Ltd. N/A McDermott International, Ltd., Term Loan N5200EAC5 91621.17000000 PA USD 66425.35000000 0.017055478380 Long LON CORP NL N 3 2024-06-30 Floating 8.44554000 N N N N N N City Brewing Co., LLC N/A City Brewing Co., LLC, Term Loan B 17776EAB1 2745013.89000000 PA USD 1811709.17000000 0.465177324340 Long LON CORP US N 2 2028-03-31 Floating 9.06957000 N N N N N N Nord Anglia Education 254900Y4DWBRGAFENC88 Nord Anglia Education, Term Loan BL4112852 558295.65000000 PA USD 559808.63000000 0.143737353079 Long LON CORP US N 2 2028-01-25 Floating 9.81240000 N N N N N N Alpha Topco Ltd. 549300BBG8Z3D6QSYP53 Alpha Topco Ltd., Term Loan B L2465BAS5 784546.73000000 PA USD 787610.38000000 0.202228092266 Long LON CORP LU N 2 2030-01-15 Floating 8.33106000 N N N N N N RealPage, Inc. 5493001RSFZX4122A604 RealPage, Inc., Term Loan 75605VAD4 1688786.71000000 PA USD 1672760.12000000 0.429500545545 Long LON CORP US N 2 2028-04-24 Floating 8.44554000 N N N N N N SonicWall U.S. Holdings Inc. 549300KJE1MHNCWBX302 SonicWall U.S. Holdings Inc., Term Loan N/A 1086234.04000000 PA USD 1072656.11000000 0.275416886688 Long LON CORP US N 2 2028-05-16 Floating 10.31640000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 36967.10000000 0.009491731317 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2148456.56000000 GBP 2758938.34000000 USD 2023-09-29 36967.10000000 N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc., Term Loan 12768EAG1 1802888.69000000 PA USD 1806954.20000000 0.463956430690 Long LON CORP US N 2 2030-02-06 Floating 8.68106000 N N N N N N Quantix N/A Quantix, Incremental Term Loan 00018KAH8 2003878.86000000 PA USD 2003878.86000000 0.514519119201 Long LON CORP US N 3 2025-05-03 Floating 13.50000000 N N N N N N Action Holding B.V. 7245002S0K5Q59JCVQ03 Action Holding B.V., Term Loan BL4263416 147400.28000000 PA 160386.59000000 0.041181115618 Long LON CORP NL N 2 2028-09-21 Floating 7.34800000 N N N N N N PODS LLC N/A PODS LLC, Incremental Term Loan B 73044EAD6 1839777.63000000 PA USD 1805291.00000000 0.463529384816 Long LON CORP US N 2 2028-04-01 Floating 9.44554000 N N N N N N Ontario Gaming GTA L.P. 894500EC9KLZLOC3V025 Ontario Gaming GTA L.P. 68306MAA7 316000.00000000 PA USD 319719.32000000 0.082091640468 Long DBT CORP CA N 2 2030-08-01 Fixed 8.00000000 N N N N N N Vivarte N/A Vivarte 931QTQ900 233415.00000000 NS 112479.28000000 0.028880358603 Long EC CORP FR N 3 N N N Constant Contact 2549000JW50H0AI5B946 Constant Contact, Second Lien Term Loan 21031HAE1 586558.88000000 PA USD 485377.47000000 0.124626290206 Long LON CORP US N 2 2029-02-15 Floating 13.06111000 N N N N N N Zayo Group Holdings, Inc. 529900Z6OTS7RT0V0I47 Zayo Group Holdings, Inc., Incremental Term Loan 98919XAE1 346163.91000000 PA USD 279397.55000000 0.071738558753 Long LON CORP US N 2 2027-03-09 Floating 9.65606000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., Term Loan N/A 2393902.24000000 PA USD 2417841.26000000 0.620808762593 Long LON CORP US N 3 2027-02-28 Floating 8.34187000 N N N N N N Grifols Worldwide Operations USA, Inc. N/A Grifols Worldwide Operations USA, Inc., Term Loan B 39843PAG8 4758.62000000 PA USD 4706.58000000 0.001208468957 Long LON CORP US N 2 2027-11-15 Floating 7.48106000 N N N N N N Groundworks, LLC 254900K8GTHJMCG1DB32 Groundworks, LLC, Term Loan B N/A 854195.91000000 PA USD 832841.01000000 0.213841580673 Long LON CORP US N 3 2030-01-31 Floating 11.80796000 N N N N N N Delachaux Group S.A. 969500XJHVZW0HF1ZQ71 Delachaux Group S.A., Term Loan B-2 N/A 239924.23000000 PA USD 237000.75000000 0.060852689039 Long LON CORP FR N 2 2026-04-16 Floating 9.86912000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 ViaSat, Inc., Term Loan 92555WAD7 1146457.25000000 PA USD 1124531.26000000 0.288736432605 Long LON CORP US N 2 2029-03-02 Floating 9.83106000 N N N N N N Veritas US Inc. 549300RFUWCPWS8FQ104 Veritas US Inc., Term Loan B G9341JAN0 560591.74000000 PA USD 475491.11000000 0.122087852708 Long LON CORP US N 2 2025-09-01 Floating 10.44554000 N N N N N N N/A N/A Commercial Barge Line Co., Series A, Pfd., Wts., expiring 04/27/2045 00085Q134 15416.00000000 NS USD 362276.00000000 0.093018561225 N/A DE N/A N 2 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co. Commercial Barge Line Co. 1.00000000 0 USD 2045-04-27 XXXX -509669.56000000 N N N Iridium Satellite LLC 254900615BJ7139TFM33 Iridium Satellite LLC, Term Loan B 46269KAL8 25171.14000000 PA USD 25235.83000000 0.006479591797 Long LON CORP US N 2 2026-11-04 Floating 7.93106000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc., Term Loan 25365TAM4 232624.59000000 PA USD 232043.03000000 0.059579736976 Long LON CORP US N 2 2028-08-11 Floating 12.81640000 N N N N N N Utimaco 529900IBXNKRA4UZFY84 Utimaco, Term Loan N/A 1088669.82000000 PA USD 1022260.96000000 0.262477347923 Long LON CORP DE N 3 2029-05-31 Floating 11.81161000 N N N N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 Frontier Communications Corp., Term Loan B 35906EAQ3 236189.97000000 PA USD 230612.34000000 0.059212390739 Long LON CORP US N 2 2028-05-01 Floating 9.19554000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 NCR Corp., Term Loan 62886VAP5 641838.04000000 PA USD 641841.25000000 0.164800178897 Long LON CORP US N 2 2026-08-28 Floating 7.94554000 N N N N N N Ascend Learning, LLC 549300T466HKRLVCD610 Ascend Learning, LLC, First Lien Term Loan 04349HAK0 40157.01000000 PA USD 38758.74000000 0.009951755649 Long LON CORP US N 2 2028-12-11 Floating 8.93106000 N N N N N N Ascend Performance Materials Operations LLC 549300NIMFUIRMMAGQ29 Ascend Performance Materials Operations LLC, Term Loan 04350TAC8 2475587.58000000 PA USD 2421817.82000000 0.621829790455 Long LON CORP US N 2 2026-08-27 Floating 9.71464000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd., Revolver Loan 78015EAR9 2274536.52000000 PA USD 2206300.42000000 0.566493200488 Long LON CORP LR N 3 2024-04-05 Floating 6.72740000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Pfd. 00085Q605 21989.00000000 NS USD 1209395.00000000 0.310526181291 Long EP CORP US N 2 N N N Womens Care Holdings, Inc., LLC N/A Womens Care Holdings, Inc., LLC, Second Lien Term Loan 97815UAE4 235171.14000000 PA USD 204598.89000000 0.052533135996 Long LON CORP US N 2 2029-01-15 Floating 13.80300000 N N N N N N Highline Aftermarket Acquisition, LLC 254900Q5W6G5KG3GHJ04 Highline Aftermarket Acquisition, LLC, Term Loan 43110HAC3 1497270.78000000 PA USD 1456470.15000000 0.373965589277 Long LON CORP US N 2 2027-11-09 Floating 9.93106000 N N N N N N Castlelake Aviation Ltd. 2138003EQK2PETKID103 Castlelake Aviation Ltd., Incremental Term Loan 14855NAF3 1060951.81000000 PA USD 1061137.48000000 0.272459344953 Long LON CORP IE N 2 2027-10-22 Floating 8.07740000 N N N N N N Autokiniton US Holdings, Inc. 254900EHNKMJ1OSEZL85 Autokiniton US Holdings, Inc., Term Loan B 05278HAB2 1390500.75000000 PA USD 1385286.37000000 0.355688328851 Long LON CORP US N 2 2028-04-06 Floating 9.94554000 N N N N N N Inmarsat Finance PLC 2594001KNYIQ456J2792 Inmarsat Finance PLC, Term Loan L2000DAD6 581389.80000000 PA USD 580982.83000000 0.149174074306 Long LON CORP LU N 2 2026-12-11 Floating 8.83106000 N N N N N N Cheplapharm Arzneimittel GmbH 529900ONXKBELT7EW052 Cheplapharm Arzneimittel GmbH, Term Loan BL3852326 311913.68000000 PA 336630.74000000 0.086433843531 Long LON CORP DE N 2 2029-02-22 Floating 7.42200000 N N N N N N Refresco Group, N.V. 254900U303DPAFR7MA71 Refresco Group, N.V., Term Loan N6872PAF8 2512167.51000000 PA USD 2518460.49000000 0.646643915919 Long LON CORP NL N 2 2029-07-12 Floating 9.61457000 N N N N N N Vue International Bidco PLC 2138002KEV3Y56IJTC64 Vue International Bidco PLC, Term Loan N/A 193862.00000000 PA 200929.20000000 0.051590900562 Long LON CORP GB N 2 2027-06-30 Floating 11.08600000 N N N N N N MLN US HoldCo LLC (dba Mitel) 549300QKU7NPW6O86862 MLN US HoldCo LLC (dba Mitel), Third Lien Term Loan 55292HAL7 1356459.04000000 PA USD 271291.81000000 0.069657316075 Long LON CORP US N 3 2027-11-01 Floating 14.65989000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan 82925BAF2 331557.84000000 PA USD 251274.42000000 0.064517619221 Long LON CORP US N 2 2028-04-01 Floating 8.44554000 N N N N N N AqGen Island Intermediate Holdings Inc. N/A AqGen Island Intermediate Holdings Inc., Second Lien Term Loan B 03836BAE9 20654.84000000 PA USD 19596.28000000 0.005031571980 Long LON CORP US N 2 2029-08-05 Floating 12.02997000 N N N N N N Flint Group (ColourOz Inv) 549300Q6D2JN1G0T8E41 Flint Group (ColourOz Inv), Second Lien Term Loan N/A 26092.80000000 PA USD 7827.84000000 0.002009888632 Long LON CORP US N 2 2024-09-21 Floating 8.25000000 N N N N N N NAS, LLC (d.b.a. Nationwide Marketing Group) N/A NAS, LLC (d.b.a. Nationwide Marketing Group), Term Loan N/A 1707862.92000000 PA USD 1690784.29000000 0.434128460065 Long LON CORP US N 3 2024-06-03 Floating 11.89187000 N N N N N N Mavis Tire Express Services TopCo, L.P. 254900NVDM4GTLBL9E56 Mavis Tire Express Services TopCo, L.P., First Lien Term Loan 57777YAB2 1847726.40000000 PA USD 1845305.88000000 0.473803668967 Long LON CORP US N 2 2028-05-04 Floating 9.44554000 N N N N N N SonicWall U.S. Holdings Inc. 549300KJE1MHNCWBX302 SonicWall U.S. Holdings Inc., First Lien Term Loan 83547MAB3 1086233.75000000 PA USD 1072655.83000000 0.275416814795 Long LON CORP US N 2 2025-05-16 Floating 9.18106000 N N N N N N U.S. TelePacific Corp. 549300C81ZS48XBQR219 U.S. TelePacific Corp., Term Loan 90343TBD4 150864.69000000 PA USD 0.00000000 0.000000 Long LON CORP US N 3 2027-05-02 Floating 0 N N N N N N PODS LLC N/A PODS LLC, Term Loan B 73044EAB0 116771.12000000 PA USD 113641.07000000 0.029178661648 Long LON CORP US N 2 2028-04-01 Floating 8.44554000 N N N N N N Spin Holdco Inc. 549300QAS44U2GUXGK45 Spin Holdco Inc., Term Loan 84850XAK8 4995932.63000000 PA USD 4209073.24000000 1.080728331101 Long LON CORP US N 2 2028-03-04 Floating 9.23034000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 Crown Subsea Communications Holding, Inc., Term Loan 22860EAE2 1033434.43000000 PA USD 1037149.63000000 0.266300186483 Long LON CORP US N 2 2027-04-27 Floating 10.43258000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 12769G100 8413.00000000 NS USD 464902.38000000 0.119369073573 Long EC CORP US N 1 N N N Harbor Purchaser, Inc. (Houghton Mifflin Harcourt) N/A Harbor Purchaser, Inc. (Houghton Mifflin Harcourt), First Lien Term Loan B 44157YAE4 2409537.43000000 PA USD 2235448.35000000 0.573977269295 Long LON CORP US N 2 2029-04-09 Floating 10.68106000 N N N N N N N/A N/A Quarternorth Energy Holding Inc., Wts. N/A 28609.00000000 NS USD 12874.05000000 0.003305561528 N/A DE N/A Y 3 Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 Call Purchased Quarternorth Energy Holding Inc. Quarternorth Energy Holding Inc. 1.00000000 0 USD 2029-08-27 XXXX -158779.95000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 106.35000000 0.000027306594 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 84324.21000000 EUR 91789.26000000 USD 2023-10-31 106.35000000 N N N SFR-Numericable (YPSO, Alt-Fr) 5493001ZMCICV4N02J21 SFR-Numericable (YPSO, Alt-Fr), Term Loan B-11 67053NAK0 150209.96000000 PA USD 145167.41000000 0.037273414786 Long LON CORP FR N 2 2025-07-31 Floating 8.38073000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 Acrisure, LLC, Term Loan 00488PAL9 1407265.01000000 PA USD 1382511.22000000 0.354975776929 Long LON CORP US N 2 2027-02-15 Floating 8.94554000 N N N N N N Driven Holdings LLC 2549009H8IC4YXR5FV18 Driven Holdings LLC, Term Loan B 26209HAC0 305151.28000000 PA USD 299048.25000000 0.076784103700 Long LON CORP US N 2 2028-12-16 Floating 8.42978000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 314692.91000000 0.080801051452 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 11940450.00000000 EUR 13277243.08000000 USD 2023-09-29 314692.91000000 N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp., Second Lien Term Loan 71360HAG2 1296548.51000000 PA USD 1274935.05000000 0.327354348638 Long LON CORP US N 2 2029-02-01 Floating 13.23317000 N N N N N N Caldic (Pearls BidCo) 2549005MTFX0VLL0UQ17 Caldic (Pearls BidCo), Term Loan B N6949KAB7 261487.70000000 PA USD 261923.08000000 0.067251786078 Long LON CORP NL N 2 2029-02-26 Floating 9.11912000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan 89364MBZ6 3300621.90000000 PA USD 3306810.57000000 0.849061934732 Long LON CORP US N 2 2028-08-24 Floating 8.49187000 N N N N N N First Student Bidco Inc. 2549006DRO2F06AA1391 First Student Bidco Inc., Incremental Term Loan 33718FAF7 113166.04000000 PA USD 111912.73000000 0.028734890325 Long LON CORP US N 2 2028-07-21 Floating 9.34187000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC, Term Loan B 64072UAM4 583895.57000000 PA USD 551539.00000000 0.141614029744 Long LON CORP US N 2 2028-01-15 Floating 9.86457000 N N N N N N Kepler S.p.A. 815600F7845A197E1D68 Kepler S.p.A. BW2997425 486000.00000000 PA 528180.10000000 0.135616361475 Long DBT CORP IT N 2 2029-05-15 Floating 9.27600000 N N N N N N Red Ventures, LLC (New Imagitas, Inc.) 549300YLXP1WUPT0Q494 Red Ventures, LLC (New Imagitas, Inc.), Term Loan 75703UAK1 453107.47000000 PA USD 452353.05000000 0.116146887668 Long LON CORP US N 2 2030-02-24 Floating 8.33106000 N N N N N N INEOS Enterprises (-Holdings II Ltd. / -US Finco LLC) N/A INEOS Enterprises (-Holdings II Ltd. / -US Finco LLC), Incremental Term Loan G4770QAL9 583935.02000000 PA USD 578098.59000000 0.148433512262 Long LON CORP US N 2 2030-06-22 Floating 9.27245000 N N N N N N Circor International, Inc. 5493007701O01N3FQM69 Circor International, Inc., Term Loan 17273LAM9 663284.22000000 PA USD 665854.45000000 0.170965846273 Long LON CORP US N 2 2028-12-20 Floating 10.93106000 N N N N N N iHeartMedia, Inc. N/A iHeartMedia, Inc., Class A 45174J509 101257.00000000 NS USD 365537.77000000 0.093856058472 Long EC CORP US N 1 N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc. 60945HAE4 694674.50000000 PA USD 694674.50000000 0.178365728091 Long LON CORP US N 3 2023-11-15 Floating 12.33790000 N N N N N N Sigma Holdco B.V. 254900RAPCKVT00GAO59 Sigma Holdco B.V. 82660CAA0 36000.00000000 PA USD 30656.26000000 0.007871350014 Long DBT CORP NL N 2 2026-05-15 Fixed 7.87500000 N N N N N N MLN US HoldCo LLC (dba Mitel) 549300QKU7NPW6O86862 MLN US HoldCo LLC (dba Mitel), First Lien Term Loan 55292HAB9 22937.42000000 PA USD 3325.93000000 0.000853971069 Long LON CORP US N 2 2025-11-30 Floating 9.83808000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 American Airlines, Inc., Term Loan 02376CBK0 847361.93000000 PA USD 844408.87000000 0.216811762781 Long LON CORP US N 2 2028-02-09 Floating 8.54283000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -4981.18000000 -0.00127897568 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 103255.40000000 USD 1074685.00000000 SEK 2023-09-29 -4981.18000000 N N N McDermott International Inc. ZAKWBIG8QLOPMZ888610 McDermott International Inc. 58004K109 657235.00000000 NS USD 99899.72000000 0.025650410795 Long EC CORP US N 3 N N N ION Corporates 2138002XO5EAYFHPPT53 ION Corporates, Incremental Term Loan 42328DAH1 297885.32000000 PA USD 295977.36000000 0.075995617105 Long LON CORP US N 2 2030-07-12 Floating 9.65989000 N N N N N N Zebra Buyer LLC N/A Zebra Buyer LLC, Term Loan 98922AAD8 537718.71000000 PA USD 537853.14000000 0.138100026591 Long LON CORP US N 2 2028-11-01 Floating 9.24187000 N N N N N N Avaya Holdings Corp. 549300NZS2OZN6Q63A60 Avaya Holdings Corp. 05351X507 16031.00000000 NS USD 137602.09000000 0.035330931205 Long EC CORP US N 2 N N N Summer (BC) Holdco A S.a.r.l. 984500EFA0BRE0008996 Summer (BC) Holdco A S.a.r.l. ZR9898415 450526.32000000 PA 395091.52000000 0.101444326267 Long DBT CORP LU N 2 2027-10-31 Fixed 9.25000000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp., Incremental Term Loan P2121YAS7 3792768.02000000 PA USD 3791004.38000000 0.973384306517 Long LON CORP PA N 2 2028-10-18 Floating 8.69554000 N N N N N N AmWINS Group, LLC 549300SJE7MUB8NMRG61 AmWINS Group, LLC, Term Loan 03234TAZ1 424177.81000000 PA USD 424487.46000000 0.108992074516 Long LON CORP US N 2 2028-02-19 Floating 8.19554000 N N N N N N Biscuit Hld S.A.S.U. (BISPOU/Cookie Acq) N/A Biscuit Hld S.A.S.U. (BISPOU/Cookie Acq), First Lien Term Loan N/A 2162631.16000000 PA 1995098.42000000 0.512264639479 Long LON CORP FR N 2 2027-02-15 Floating 7.26900000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The), Incremental Term Loan 26483NAS9 409929.24000000 PA USD 410339.17000000 0.105359337101 Long LON CORP US N 2 2029-01-18 Floating 8.32024000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6760.17000000 0.001735751987 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2183537.85000000 GBP 2773308.15000000 USD 2023-10-31 6760.17000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 277796.92000000 0.071327578452 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 11940450.01000000 EUR 13240347.10000000 USD 2023-09-29 277796.92000000 N N N Commercial Barge Line Co. N/A Commercial Barge Line Co., Pfd. 00085Q407 14666.00000000 NS USD 344651.00000000 0.088493138228 Long EP CORP US N 2 N N N Thyssenkrupp Elevators (Vertical Midco GmbH) 549300C2AFWPAYWS5574 Thyssenkrupp Elevators (Vertical Midco GmbH), Term Loan B D9000BAD4 1983578.25000000 PA USD 1983449.32000000 0.509273598059 Long LON CORP US N 2 2027-07-30 Floating 9.30380000 N N N N N N Biogroup-LCD 9695008EGX5O9K1MS743 Biogroup-LCD, Delayed Draw Term Loan N/A 292220.19000000 PA 309422.70000000 0.079447863961 Long LON CORP FR N 2 2028-02-09 Floating 7.00400000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -10027.55000000 -0.00257468966 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2775833.06000000 USD 2183055.03000000 GBP 2023-09-29 -10027.55000000 N N N Naked Juice LLC (Tropicana) 549300Y5TU1XQ1KVLJ64 Naked Juice LLC (Tropicana), Second Lien Term Loan 62984CAB9 798324.47000000 PA USD 651205.25000000 0.167204494412 Long LON CORP US N 2 2030-01-20 Floating 11.34187000 N N N N N N PCI Gaming Authority 549300KPXAJ1LRW5LP59 PCI Gaming Authority, Term Loan 70455DAG9 63038.30000000 PA USD 63145.15000000 0.016213249018 Long LON CORP US N 2 2026-05-29 Floating 7.94554000 N N N N N N Rand Parent, LLC (Atlas Air) N/A Rand Parent, LLC (Atlas Air), Term Loan B 75223LAB2 887893.88000000 PA USD 862921.86000000 0.221565187501 Long LON CORP US N 2 2030-02-09 Floating 9.56400000 N N N N N N Neuraxpharm (Cerebro BidCo / Blitz F20-80 GmbH) 254900VUDH8J6J9UDO74 Neuraxpharm (Cerebro BidCo / Blitz F20-80 GmbH), Term Loan N/A 138420.69000000 PA 149280.02000000 0.038329375062 Long LON CORP DE N 2 2027-12-15 Floating 7.46400000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc., Term Loan 89364MBU7 68204.93000000 PA USD 68446.72000000 0.017574488552 Long LON CORP US N 2 2027-02-28 Floating 8.49187000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -31550.76000000 -0.00810102325 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 12768249.44000000 USD 11732406.96000000 EUR 2023-09-29 -31550.76000000 N N N Patriot Container Corp. 549300V4U8NYJ3YQD526 Patriot Container Corp., First Lien Term Loan 40435YAB2 434431.03000000 PA USD 409451.25000000 0.105131353352 Long LON CORP US N 2 2025-03-20 Floating 9.18106000 N N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 McGraw-Hill Education, Inc. 57767XAA8 1017000.00000000 PA USD 903502.80000000 0.231984814117 Long DBT CORP US N 2 2028-08-01 Fixed 5.75000000 N N N N N N Boxer Parent Co. Inc. 5493006T045HLTF7YX04 Boxer Parent Co. Inc., Term Loan B 05988HAF4 19895.43000000 PA 21561.76000000 0.005536231747 Long LON CORP US N 2 2025-10-02 Floating 7.63100000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., Incremental Second Lien Term Loan 90385KAJ0 154428.99000000 PA USD 154029.79000000 0.039548933552 Long LON CORP US N 2 2027-05-03 Floating 10.61836000 N N N N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 (US) LLC, Term Loan 05400KAJ9 497515.63000000 PA USD 498605.19000000 0.128022660605 Long LON CORP US N 2 2028-06-08 Floating 7.81398000 N N N N N N Berlin Packaging, LLC 549300L1HNHO6QOXHH42 Berlin Packaging, LLC, Term Loan B-5 08511LAX6 1187131.47000000 PA USD 1177954.94000000 0.302453581544 Long LON CORP US N 2 2028-03-11 Floating 9.18777800 N N N N N N Bausch and Lomb, Inc. 549300NY6OZM39SO6475 Bausch and Lomb, Inc., Term Loan C0787FAB8 2425382.73000000 PA USD 2376280.86000000 0.610137648271 Long LON CORP CA N 2 2027-05-10 Floating 8.59154000 N N N N N N First Student Bidco Inc. 2549006DRO2F06AA1391 First Student Bidco Inc., Term Loan 33718FAB6 431152.95000000 PA USD 420947.56000000 0.108083164169 Long LON CORP US N 2 2028-07-21 Floating 8.53343000 N N N N N N Vue International Bidco PLC 9845009F4EIBBC5BB612 Vue International Bidco PLC, Term Loan N/A 1000063.79000000 PA 566609.30000000 0.145483503911 Long LON CORP GB N 2 2027-12-31 Floating 11.35900000 N N N N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 GFL Environmental Inc., Term Loan C7052BAJ3 233596.87000000 PA USD 234620.02000000 0.060241409022 Long LON CORP CA N 2 2027-05-31 Floating 8.46912000 N N N N N N Neuraxpharm (Cerebro BidCo / Blitz F20-80 GmbH) 254900VUDH8J6J9UDO74 Neuraxpharm (Cerebro BidCo / Blitz F20-80 GmbH), Term Loan B-2 BL3539659 79957.68000000 PA 86230.49000000 0.022140677587 Long LON CORP DE N 2 2027-12-15 Floating 7.46400000 N N N N N N Karman Buyer Corp. 549300T4O24KQDED1182 Karman Buyer Corp., First Lien Term Loan 00769EAZ3 915326.29000000 PA USD 878955.80000000 0.225682087405 Long LON CORP US N 2 2027-10-28 Floating 10.03821400 N N N N N N Arsenal AIC Parent LLC N/A Arsenal AIC Parent LLC 04288BAB6 90000.00000000 PA USD 92024.10000000 0.023628254093 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Potters Industries N/A Potters Industries, Term Loan 73813HAB2 423168.04000000 PA USD 424401.57000000 0.108970021263 Long LON CORP US N 2 2027-12-14 Floating 9.34187000 N N N N N N Native Instruments (Music Creation Group GMBH / APTUS) 529900JMM5AGXC3NFC22 Native Instruments (Music Creation Group GMBH / APTUS), Term Loan N/A 784328.40000000 PA 782447.98000000 0.200902586242 Long LON CORP DE N 3 2028-03-03 Floating 9.49300000 N N N N N N BrightPet (AMCP Pet Holdings, Inc.) 549300JOBX1WB2IOF508 BrightPet (AMCP Pet Holdings, Inc.), Term Loan N/A 2290961.72000000 PA USD 2185577.48000000 0.561172345495 Long LON CORP US N 3 2026-10-05 Floating 12.39187000 N N N N N N KAMC Holdings, Inc. (Franklin Energy Group) 549300XJEBQG5WGJBZ22 KAMC Holdings, Inc. (Franklin Energy Group), First Lien Term Loan 48238YAC2 781948.29000000 PA USD 684486.26000000 0.175749779405 Long LON CORP US N 2 2026-08-14 Floating 9.44190000 N N N N N N Nautilus Power, LLC UU3WE4QD17GA2LF0I609 Nautilus Power, LLC, Term Loan 63909UAD5 1163801.49000000 PA USD 882743.43000000 0.226654605300 Long LON CORP US N 2 2026-11-16 Floating 10.23987000 N N N N N N DXP Enterprises, Inc. 8HH9SCFWHN29ZIEWIE93 DXP Enterprises, Inc., Term Loan 23338DAP1 854097.43000000 PA USD 854097.43000000 0.219299412837 Long LON CORP US N 2 2027-12-23 Floating 10.44376000 N N N N N N Carriage Purchaser, Inc. N/A Carriage Purchaser, Inc., Term Loan B 14445BAB5 249634.70000000 PA USD 245344.73000000 0.062995102598 Long LON CORP US N 2 2028-09-30 Floating 9.69554000 N N N N N N UST Holdings Ltd. 984500398691E4511Z04 UST Holdings Ltd., Term Loan 90355HAB0 697042.25000000 PA USD 686879.37000000 0.176364238130 Long LON CORP US N 2 2028-11-19 Floating 8.94554000 N N N N N N CRCI Longhorn Holdings, Inc. 549300ITUZCPGZ2X6C28 CRCI Longhorn Holdings, Inc., Second Lien Term Loan 12688EAE3 71849.30000000 PA USD 68077.21000000 0.017479612578 Long LON CORP US N 2 2026-08-08 Floating 12.68106000 N N N N N N PetSmart, Inc. N/A PetSmart, Inc., Term Loan 71677HAL9 4539928.42000000 PA USD 4536636.97000000 1.164834114742 Long LON CORP US N 2 2028-02-11 Floating 9.18106000 N N N N N N Creation Technologies Inc. N/A Creation Technologies Inc., Term Loan B 22526YAB0 623524.62000000 PA USD 592348.39000000 0.152092313545 Long LON CORP CA N 2 2028-10-05 Floating 11.01161000 N N N N N N MKS Instruments, Inc. 549300KEQATBHAGVF505 MKS Instruments, Inc., Term Loan B 55314NAS3 37951.62000000 PA USD 37991.09000000 0.009754652616 Long LON CORP US N 2 2029-08-17 Floating 8.17883000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc., Incremental Term Loan 45174UAG3 220401.07000000 PA USD 197397.81000000 0.050684175256 Long LON CORP US N 2 2026-05-01 Floating 8.69554000 N N N N N N EnergySolutions, LLC 549300X3SKIUYR2MFH75 EnergySolutions, LLC, Term Loan 29276MAL1 981415.79000000 PA USD 978500.99000000 0.251241468514 Long LON CORP US N 2 2025-05-11 Floating 9.28786000 N N N N N N Project Accelerate Parent, LLC N/A Project Accelerate Parent, LLC, First Lien Term Loan 74339RAC1 1182061.16000000 PA USD 1177261.99000000 0.302275658601 Long LON CORP US N 2 2025-01-02 Floating 9.88073000 N N N N N N Douglas GmbH 529900381YTPHVY9AI06 Douglas GmbH N/A 788000.00000000 PA 820609.93000000 0.210701109143 Long DBT CORP DE N 2 2026-04-08 Fixed 6.00000000 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 Ineos US Finance LLC, Term Loan G4768PAN1 1000379.81000000 PA USD 995127.82000000 0.255510599796 Long LON CORP US N 3 2030-02-09 Floating 8.93106000 N N N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan B 53226GAK7 2449157.22000000 PA USD 2230765.87000000 0.572774988292 Long LON CORP US N 2 2027-02-01 Floating 11.08106000 N N N N N N SK Invictus Intermediate II S.a.r.l. N/A SK Invictus Intermediate II S.a.r.l. 29977LAA9 1971000.00000000 PA USD 1621088.37000000 0.416233224936 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc. 60945HAD6 2074367.54000000 PA USD 2074367.54000000 0.532617904647 Long LON CORP US N 3 2023-11-15 Floating 12.33790000 N N N N N N Womens Care Holdings, Inc., LLC N/A Womens Care Holdings, Inc., LLC, First Lien Term Loan 97815UAH7 340350.62000000 PA USD 303550.21000000 0.077940034100 Long LON CORP US N 2 2028-01-15 Floating 10.05283000 N N N N N N Generation Bridge, LLC 254900T9J93GNTVC6J73 Generation Bridge, LLC, Term Loan 37147YAB7 655492.24000000 PA USD 656311.61000000 0.168515611516 Long LON CORP US N 2 2029-08-07 Floating 9.56427000 N N N N N N QA Group (IndigoCyan) 213800FQZTI1W79G8Q70 QA Group (IndigoCyan), Term Loan B G4763LAB1 2109381.15000000 PA 2649622.96000000 0.680321400064 Long LON CORP JE N 2 2024-06-23 Floating 10.05520000 N N N N N N CeramTec (CTEC III GmbH) 9845001D9F4A861EIB39 CeramTec (CTEC III GmbH), Term Loan B BL3834662 234381.99000000 PA 252379.53000000 0.064801369020 Long LON CORP DE N 2 2029-03-16 Floating 7.28300000 N N N N N N Groundworks, LLC 254900K8GTHJMCG1DB32 Groundworks, LLC, Revolver Loan N/A 49880.05000000 PA USD 48633.05000000 0.012487099170 Long LON CORP US N 3 2030-01-31 Floating 0.50000000 N N N N N N Deliver Buyer, Inc. (MHS Holdings) 254900DCEJ6U69AEM264 Deliver Buyer, Inc. (MHS Holdings), Term Loan 74339YAB8 1151924.90000000 PA USD 1003614.57000000 0.257689671207 Long LON CORP US N 2 2029-06-08 Floating 10.74635700 N N N N N N N/A N/A Quarternorth Energy Holding Inc., Wts. N/A 14855.00000000 NS USD 255506.00000000 0.065604126424 N/A DE N/A Y 3 Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 Call Purchased Quarternorth Energy Holding Inc. Quarternorth Energy Holding Inc. 1.00000000 9 USD 2026-08-27 XXXX 121811.00000000 N N N Adtalem Global Education Inc. 549300Z467EZLMODV621 Adtalem Global Education Inc., Term Loan 00737RAE0 370273.66000000 PA USD 371027.17000000 0.095265525535 Long LON CORP US N 2 2028-08-12 Floating 9.44554000 N N N N N N MedAssets Software Intermediate Holdings, Inc. (nThrive TSG) 25490077VXHBSKJ52J14 MedAssets Software Intermediate Holdings, Inc. (nThrive TSG), First Lien Term Loan 58404KAH8 993224.32000000 PA USD 849206.79000000 0.218043684342 Long LON CORP US N 2 2028-12-18 Floating 9.44554000 N N N N N N Euro Garages 549300BY1CRYVPEG9R57 Euro Garages, Term Loan B N2820EAC2 568649.00000000 PA USD 569951.21000000 0.146341578031 Long LON CORP US N 2 2025-02-07 Floating 9.16448000 N N N N N N First Student Bidco Inc. 2549006DRO2F06AA1391 First Student Bidco Inc., Term Loan 33718FAD2 1150265.54000000 PA USD 1123038.75000000 0.288353213366 Long LON CORP US N 2 2028-07-21 Floating 8.50093000 N N N N N N USI, Inc. 2549006D7UF7072T7I27 USI, Inc., Term Loan 90351NAJ4 1755275.15000000 PA USD 1758899.79000000 0.451617904045 Long LON CORP US N 2 2029-11-22 Floating 8.99187000 N N N N N N STG - XPOI Opportunity N/A STG - XPOI Opportunity, Term Loan 75620FAB4 859289.52000000 PA USD 827066.16000000 0.212358821013 Long LON CORP US N 3 2028-03-24 Floating 11.39187000 N N N N N N NexTier Oilfield Solutions Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions Inc. 65290C105 44006.00000000 NS USD 466903.66000000 0.119882925405 Long EC CORP US N 1 N N N Open Text Corp. 549300HP7ONDQODZJV16 Open Text Corp., Term Loan 68371YAP8 2135850.01000000 PA USD 2140751.79000000 0.549662830126 Long LON CORP CA N 2 2030-01-31 Floating 8.18106000 N N N N N N Travel + Leisure Co. T4VNTWMFQ7JQB65L7T35 Travel + Leisure Co., Incremental Term Loan 98309GAD8 346525.83000000 PA USD 347248.34000000 0.089160035373 Long LON CORP US N 2 2029-12-14 Floating 9.35432000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The), Revolver Loan 26483NAQ3 2119768.95000000 PA USD 2105524.10000000 0.540617712484 Long LON CORP US N 3 2025-09-11 Floating 8.42740000 N N N N N N Gogo Intermediate Holdings LLC 2549003PQSV921SNHM89 Gogo Intermediate Holdings LLC, Term Loan B 38046JAB0 578025.00000000 PA USD 579574.11000000 0.148812369121 Long LON CORP US N 2 2028-04-30 Floating 9.19554000 N N N N N N MLN US HoldCo LLC (dba Mitel) 549300QKU7NPW6O86862 MLN US HoldCo LLC (dba Mitel), Second Lien Term Loan 55292HAJ2 3535849.48000000 PA USD 1290585.06000000 0.331372670065 Long LON CORP US N 2 2027-11-01 Floating 12.10989000 N N N N N N Evergreen Acqco 1 L.P. / TVI Inc. N/A Evergreen Acqco 1 L.P. / TVI Inc. 30015DAA9 1094000.00000000 PA USD 1141818.74000000 0.293175193430 Long DBT CORP US N 2 2028-04-26 Fixed 9.75000000 N N N N N N Icebox Holdco III, Inc. 254900DLB65AKI8CQ466 Icebox Holdco III, Inc., Second Lien Term Loan 45114NAF4 302562.36000000 PA USD 270793.31000000 0.069529320423 Long LON CORP US N 3 2029-12-21 Floating 12.25348000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 43836.78000000 0.011255601266 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 8602911.90000000 SEK 830527.25000000 USD 2023-09-29 43836.78000000 N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAF0 693000.00000000 PA USD 564108.58000000 0.144841415072 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC, Second Lien Term Loan 00076VAY6 162149.08000000 PA USD 163770.57000000 0.042049991698 Long LON CORP US N 2 2029-12-20 Floating 11.43106000 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 Intelsat Jackson Holdings S.A., Term Loan B L5137LAQ8 3230756.44000000 PA USD 3234794.89000000 0.830571074341 Long LON CORP LU N 2 2029-02-01 Floating 9.77191000 N N N N N N Cincinnati Bell Inc. 549300JYVZOCUJOHL272 Cincinnati Bell Inc., Term Loan B-2 17187MAS9 18209.59000000 PA USD 17818.08000000 0.004574998524 Long LON CORP US N 2 2028-11-22 Floating 8.68106000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., First Lien Term Loan N/A 774784.31000000 PA USD 561718.62000000 0.144227765146 Long LON CORP US N 3 2027-02-28 Floating 10.84187000 N N N N N N Micro Holding, L.P. N/A Micro Holding, L.P., Term Loan 45567YAN5 1430366.45000000 PA USD 1377178.27000000 0.353606480215 Long LON CORP US N 2 2028-05-03 Floating 9.58106000 N N N N N N Oxea Corp. 529900MSP24R2FE9U796 Oxea Corp., Term Loan D7000RAD3 377496.40000000 PA USD 377024.53000000 0.096805417216 Long LON CORP US N 2 2024-10-14 Floating 8.91640000 N N N N N N Rodenstock N/A Rodenstock, Term Loan BL3622125 764937.44000000 PA 801814.42000000 0.205875144139 Long LON CORP DE N 2 2028-06-29 Floating 8.71400000 N N N N N N Deuce FinCo PLC 9845007DA2BC863E8437 Deuce FinCo PLC BP8782644 211000.00000000 PA 226652.99000000 0.058195781744 Long DBT CORP GB N 2 2027-06-15 Floating 8.27600000 N N N N N N Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 Ultimate Software Group, Inc., First Lien Term Loan 90385KAB7 1553364.64000000 PA USD 1555710.22000000 0.399446627291 Long LON CORP US N 2 2026-05-04 Floating 9.11990000 N N N N N N Logoplaste (Mar Bidco S.a.r.l.) 259400BFVFGTIQA6ZC28 Logoplaste (Mar Bidco S.a.r.l.), Term Loan N/A 415475.21000000 PA USD 400241.81000000 0.102766722908 Long LON CORP LU N 2 2028-07-07 Floating 9.84543000 N N N N N N American Rock Salt Co. LLC 549300FBKBNV4GSVVR46 American Rock Salt Co. LLC, First Lien Term Loan 02932JAP2 769659.40000000 PA USD 733100.58000000 0.188232069431 Long LON CORP US N 2 2028-06-09 Floating 9.44554000 N N N N N N International SOS L.P. N/A International SOS L.P., Term Loan 46033XAB7 627525.31000000 PA USD 628309.72000000 0.161325801760 Long LON CORP LU N 3 2028-09-07 Floating 9.25348000 N N N N N N Explorer Holdings, Inc. 2549003SUFVGC903CK03 Explorer Holdings, Inc., First Lien Term Loan 29481PAH4 1012182.69000000 PA USD 991939.04000000 0.254691843578 Long LON CORP US N 2 2027-02-04 Floating 9.94554000 N N N N N N AkzoNoble Chemicals 549300K7VB5G6LULFT41 AkzoNoble Chemicals, Incremental Term Loan N8232NAE7 904437.64000000 PA USD 903307.09000000 0.231934563307 Long LON CORP US N 2 2028-03-03 Floating 9.34665000 N N N N N N GI Revelation Acquisition LLC N/A GI Revelation Acquisition LLC, First Lien Term Loan 36171NAB2 2903628.28000000 PA USD 2831284.38000000 0.726965074827 Long LON CORP US N 2 2028-05-12 Floating 9.44554000 N N N N N N Crown Subsea Communications Holding, Inc. 5493003AYLUE132FIO27 Crown Subsea Communications Holding, Inc., Incremental Term Loan 22860EAG7 581191.15000000 PA USD 583614.72000000 0.149849842563 Long LON CORP US N 2 2027-04-27 Floating 10.68258000 N N N N N N VC GB Holdings, Inc. 549300K4B21TSY42LF51 VC GB Holdings, Inc., Second Lien Term Loan 91823JAE2 319078.40000000 PA USD 285575.17000000 0.073324734277 Long LON CORP US N 2 2029-07-01 Floating 12.19554000 N N N N N N Ontario Gaming GTA L.P. (One Toronto Gaming) 894500EC9KLZLOC3V025 Ontario Gaming GTA L.P. (One Toronto Gaming), First Lien Term Loan C6907UAB7 607437.97000000 PA USD 609527.56000000 0.156503264523 Long LON CORP CA N 2 2030-07-20 Floating 9.62191000 N N N N N N Serta Simmons Bedding, LLC 549300M4F4V4WFPNI116 Serta Simmons Bedding, LLC N/A 52572.00000000 NS USD 809608.80000000 0.207876441529 Long EC CORP US N 2 N N N Granite Generation, LLC 549300ERB8DGZI3MXK42 Granite Generation, LLC, Term Loan 38750BAB3 1780479.62000000 PA USD 1749018.55000000 0.449080781166 Long LON CORP US N 2 2026-11-09 Floating 9.19554000 N N N N N N Oldcastle BuildingEnvelope, Inc. 254900RDCZK0Q19MEL65 Oldcastle BuildingEnvelope, Inc., Term Loan B 68778DAB4 1232231.68000000 PA USD 1230007.50000000 0.315818679533 Long LON CORP US N 2 2029-04-29 Floating 9.84187000 N N N N N N Harbor Purchaser, Inc. (Houghton Mifflin Harcourt) N/A Harbor Purchaser, Inc. (Houghton Mifflin Harcourt), Second Lien Term Loan 41154UAB7 1114909.86000000 PA USD 957428.84000000 0.245830949808 Long LON CORP US N 2 2030-04-08 Floating 13.83106000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -36985.63000000 -0.00949648910 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12583584.34000000 USD 11557296.42000000 EUR 2023-09-29 -36985.63000000 N N N Florida Food Products, LLC 254900J6FNIX7DTKUV52 Florida Food Products, LLC, First Lien Term Loan 34068GAH5 416393.12000000 PA USD 358098.08000000 0.091945831849 Long LON CORP US N 3 2028-10-18 Floating 10.33106000 N N N N N N Dotdash Meredith, Inc. 549300R2AA7U9CJUQO13 Dotdash Meredith, Inc., Term Loan 25849KAB3 2963306.55000000 PA USD 2863294.95000000 0.735184159628 Long LON CORP US N 2 2028-12-01 Floating 9.41810000 N N N N N N Samson Investment Co. EE5W18H3TVA53PMLNG63 Samson Investment Co., Class A 931GSK906 84254.00000000 NS USD 75828.60000000 0.019469871787 Long EC CORP US N 3 N N N BK LC Lux SPV S.a.r.l. (Birkenstock) 5299000ZMFOERHT5OW39 BK LC Lux SPV S.a.r.l. (Birkenstock), Term Loan L0527CAB0 1029873.00000000 PA USD 1028369.39000000 0.264045758113 Long LON CORP US N 2 2028-04-28 Floating 8.87693000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 Hilding Anders AB, Term Loan N/A 227376.54000000 PA 112429.48000000 0.028867571876 Long LON CORP SE N 2 2026-02-28 Floating 8.64800000 N N N N N N Petco Animal Supplies, Inc. 2549007TYGV6RVSE9M61 Petco Animal Supplies, Inc., First Lien Term Loan 71601HAB2 1405875.94000000 PA USD 1399908.00000000 0.359442601796 Long LON CORP US N 2 2028-03-02 Floating 8.75348000 N N N N N N Arconic Rolled Products Corp. N/A Arconic Rolled Products Corp., Term Loan 04287KAB7 709008.49000000 PA USD 710603.76000000 0.182455750192 Long LON CORP US N 2 2030-07-26 Floating 9.87923000 N N N N N N KronosNet CX Bidco (Comspa Konecta) 959800UNQC5CY3D6E843 KronosNet CX Bidco (Comspa Konecta), Term Loan N/A 102260.26000000 PA 108668.24000000 0.027901829918 Long LON CORP ES N 2 2029-09-30 Floating 9.44800000 N N N N N N N/A N/A Commercial Barge Line Co., Series B, Wts., expiring 04/30/2045 00085Q183 46329.00000000 NS USD 28955.63000000 0.007434693554 N/A DE N/A N 3 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co. Commercial Barge Line Co. 1.00000000 0 USD 2045-04-30 XXXX 28955.63000000 N N N Learning Pool (Brook Bidco Ltd.) N/A Learning Pool (Brook Bidco Ltd.), Term Loan N/A 333060.49000000 PA 414326.23000000 0.106383060960 Long LON CORP GB N 3 2028-08-17 Floating 11.80020000 N N N N N N Bracket Intermediate Holding Corp. (Signant) 54930011OZELK2VOFB56 Bracket Intermediate Holding Corp. (Signant), Term Loan 10378RAK9 579783.57000000 PA USD 578189.17000000 0.148456769727 Long LON CORP US N 2 2028-05-03 Floating 10.41724000 N N N N N N Informatica Corp. 5493007SV33RZV7RPS40 Informatica Corp., Term Loan 45673YAH9 468739.45000000 PA USD 468959.76000000 0.120410852907 Long LON CORP US N 2 2028-10-27 Floating 8.19554000 N N N N N N Par Petroleum, LLC and Par Petroleum Finance Corp. (Par Pacific) 984500CCF05C2FB39F45 Par Petroleum, LLC and Par Petroleum Finance Corp. (Par Pacific), Term Loan B 69889PAD7 1164293.98000000 PA USD 1159689.20000000 0.297763641127 Long LON CORP US N 2 2030-02-14 Floating 9.77245000 N N N N N N Learning Care Group (US) No. 2 Inc. 5493000VMN44LK8QID23 Learning Care Group (US) No. 2 Inc., Term Loan 52200MAJ9 399647.56000000 PA USD 400147.12000000 0.102742410154 Long LON CORP US N 2 2028-08-08 Floating 10.13032800 N N N N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco, LLC, First Lien Term Loan 48254EAF8 202638.85000000 PA USD 203018.80000000 0.052127429577 Long LON CORP US N 2 2028-09-22 Floating 9.33106000 N N N N N N OCM System One Buyer CTB, LLC N/A OCM System One Buyer CTB, LLC, Term Loan 67114AAB5 731701.63000000 PA USD 728043.12000000 0.186933507968 Long LON CORP US N 2 2028-03-02 Floating 9.11464000 N N N N N N Momentive Performance Materials USA Inc. H2OFQI2FJX0T8IHKL414 Momentive Performance Materials USA Inc., Term loan B 60877JAG7 854098.75000000 PA USD 848760.63000000 0.217929127592 Long LON CORP US N 2 2028-03-22 Floating 9.83106000 N N N N N N Ineos Quattro Holdings Ltd. N/A Ineos Quattro Holdings Ltd., Term Loan G4770MAJ3 373157.58000000 PA USD 371758.24000000 0.095453236230 Long LON CORP US N 3 2030-03-03 Floating 9.18106000 N N N N N N Douglas (Kirk Beauty GmbH) N/A Douglas (Kirk Beauty GmbH), Term Loan B-4 N/A 525793.68000000 PA 568035.12000000 0.145849599719 Long LON CORP FR N 2 2026-04-08 Floating 9.18000000 N N N N N N Novae LLC 549300IO3D43N4TFUV08 Novae LLC, Term Loan 66988QAB5 239208.08000000 PA USD 217679.35000000 0.055891695683 Long LON CORP US N 2 2028-12-22 Floating 10.33834000 N N N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 Dakota Holding Corp., Second Lien Term Loan 24440EAG2 352986.76000000 PA USD 334013.72000000 0.085761893319 Long LON CORP US N 2 2028-04-07 Floating 12.28786000 N N N N N N Valeo Foods (Jersey) Ltd. 259400O9OX5WFOBC8C47 Valeo Foods (Jersey) Ltd., Term Loan BL3644459 491904.24000000 PA 467972.87000000 0.120157457463 Long LON CORP GB N 2 2028-09-29 Floating 7.23900000 N N N N N N Spirit Aerosystems, Inc. ZD2NBKV6GCC3UMGBM518 Spirit Aerosystems, Inc., Term Loan 84857HAY6 852600.24000000 PA USD 852387.09000000 0.218860263222 Long LON CORP US N 2 2027-01-14 Floating 9.86912000 N N N N N N Verscend Holding Corp. N/A Verscend Holding Corp., Term Loan 92531HAD9 764225.80000000 PA USD 765043.52000000 0.196433789446 Long LON CORP US N 2 2025-08-27 Floating 9.44554000 N N N N N N HGIM Corp. 549300W0Q0ZDXP0FKI37 HGIM Corp. N/A 13962.00000000 NS USD 516594.00000000 0.132641496035 Long EC CORP US N 3 N N N Alliant Holdings Intermediate, LLC 5493006Q26653NF8SI73 Alliant Holdings Intermediate, LLC, Term Loan 01881UAJ4 852659.18000000 PA USD 853136.67000000 0.219052726573 Long LON CORP US N 2 2027-11-06 Floating 8.93472000 N N N N N N Cabonline Group Holding AB 549300PB67LZ38PTO750 Cabonline Group Holding AB BV5219233 10000000.00000000 PA 662191.17000000 0.170025256682 Long DBT CORP SE N 2 2026-04-19 Floating 13.36200000 Y Y N N N N ThermaSys Corp. N/A ThermaSys Corp. N/A 676996.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N McAfee Enterprise 254900F51KU7HIRXTS68 McAfee Enterprise, Second Lien Term Loan 55910RAE3 628527.58000000 PA USD 282837.41000000 0.072621782671 Long LON CORP US N 2 2029-07-27 Floating 13.88073000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 Madison IAQ LLC, Term Loan 55759VAB4 1321861.86000000 PA USD 1317109.77000000 0.338183196738 Long LON CORP US N 2 2028-06-21 Floating 8.30229000 N N N N N N UPC - LG 213800DXWIS9KORQ3X94 UPC - LG, Term Loan N9000DAH0 1980559.49000000 PA USD 1922786.57000000 0.493697734007 Long LON CORP US N 2 2029-01-31 Floating 8.36690000 N N N N N N Clear Channel Worldwide Holdings, Inc. 254900XBEE6V1ENYS150 Clear Channel Worldwide Holdings, Inc., Term Loan B 18452RAD7 984219.82000000 PA USD 964943.87000000 0.247760520848 Long LON CORP US N 2 2026-08-21 Floating 9.00510000 N N N N N N Curium BidCo S.a.r.l. 213800P2VV9KG6N9L140 Curium BidCo S.a.r.l., Term Loan N/A 322926.51000000 PA USD 323330.17000000 0.083018768050 Long LON CORP LU N 3 2029-07-31 Floating 9.82020000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 Kane Bidco Ltd. BT7271153 139000.00000000 PA 143259.63000000 0.036783570162 Long DBT CORP JE N 2 2027-02-15 Fixed 5.00000000 N N N N N N HotelBeds 213800OWSFFQ8A3HSD42 HotelBeds, Term Loan BL4298214 1882302.64000000 PA 2009827.02000000 0.516046378211 Long LON CORP GB N 2 2028-09-12 Floating 8.57200000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -19698.80000000 -0.00505789517 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1105298.60000000 USD 1000000.00000000 EUR 2023-09-29 -19698.80000000 N N N NAS, LLC (d.b.a. Nationwide Marketing Group) N/A NAS, LLC (d.b.a. Nationwide Marketing Group), Term Loan N/A 934493.71000000 PA USD 925148.77000000 0.237542667759 Long LON CORP US N 3 2024-06-03 Floating 11.89187000 N N N N N N Virgin Media 02 - LG N/A Virgin Media 02 - LG, Term Loan G9368PBE3 2443213.96000000 PA USD 2420443.21000000 0.621476843408 Long LON CORP US N 2 2029-01-31 Floating 8.67496000 N N N N N N Arizona (State of) Industrial Development Authority (NewLife Forest Restoration, LLC) N/A Arizona (State of) Industrial Development Authority (NewLife Forest Restoration, LLC), Series 2022, RB 04052AEC6 2435498.00000000 PA USD 2064025.37000000 0.529962432649 Long DBT MUN US Y 2 2028-01-01 Fixed 9.00000000 N N N N N N Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd. N/A Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., Term Loan 59921PAB2 1195350.06000000 PA USD 1247646.63000000 0.320347730571 Long LON CORP US N 2 2027-06-21 Floating 10.76371000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -11125.16000000 -0.00285651375 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2735649.98000000 USD 2150472.11000000 GBP 2023-09-29 -11125.16000000 N N N TransMontaigne Partners LLC 549300V4T155OZCUJ734 TransMontaigne Partners LLC, Term Loan 89376WAH1 1370382.45000000 PA USD 1368025.39000000 0.351256372207 Long LON CORP US N 2 2028-11-17 Floating 8.94013000 N N N N N N Telenet - LG N/A Telenet - LG, Term Loan B9000TBJ3 204567.59000000 PA USD 198628.99000000 0.051000294989 Long LON CORP US N 2 2028-04-30 Floating 7.86140000 N N N N N N Versuni Group B.V. 549300NZZFLYK83VVT71 Versuni Group B.V. BP9638928 891000.00000000 PA 778924.90000000 0.199997994625 Long DBT CORP NL N 2 2028-06-15 Fixed 3.12500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 iHeartCommunications, Inc. 45174HBG1 194000.00000000 PA USD 149710.65000000 0.038439944305 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 Garda World Security Corp., Term Loan C4000KAD6 1784637.77000000 PA USD 1786074.40000000 0.458595300075 Long LON CORP CA N 2 2026-10-30 Floating 9.66778000 N N N N N N MedAssets Software Intermediate Holdings, Inc. (nThrive TSG) 25490077VXHBSKJ52J14 MedAssets Software Intermediate Holdings, Inc. (nThrive TSG), Second Lien Term Loan 58404KAK1 400729.66000000 PA USD 253545.66000000 0.065100786412 Long LON CORP US N 2 2029-12-17 Floating 12.53059000 N N N N N N Kane Bidco Ltd. 213800IT8MD1MLYZWC24 Kane Bidco Ltd. BT7271328 174000.00000000 PA 203171.67000000 0.052166680721 Long DBT CORP JE N 2 2027-02-15 Fixed 6.50000000 N N N N N N Central Parent Inc. N/A Central Parent Inc., Term Loan B 15477BAB3 832713.53000000 PA USD 834258.21000000 0.214205463196 Long LON CORP US N 2 2029-07-06 Floating 9.49187000 N N N N N N Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 S.A. BM0610816 909000.00000000 PA 792208.40000000 0.203408687185 Long DBT CORP LU N 2 2025-11-01 Fixed 6.75000000 N N N N N N Fertitta Entertainment LLC (Golden Nugget) 984500A0805D8V551D35 Fertitta Entertainment LLC (Golden Nugget), Term Loan 31556PAB3 139716.95000000 PA USD 138581.75000000 0.035582470263 Long LON CORP US N 2 2029-01-27 Floating 9.33106000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc., Term Loan 20337EAQ4 484238.79000000 PA USD 446649.75000000 0.114682499301 Long LON CORP US N 2 2026-04-06 Floating 8.69554000 N N N N N N Avaya Inc. J6LB5QIFSP2MFEFG4U76 Avaya Inc. 50351X309 2908.00000000 NS USD 24960.82000000 0.006408979792 Long EC CORP US N 2 N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 Garda World Security Corp., Incremental Term Loan C4000KAE4 1275850.63000000 PA USD 1276303.56000000 0.327705729439 Long LON CORP CA N 2 2029-02-01 Floating 9.56778000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -28160.09000000 -0.00723042943 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 12764858.77000000 USD 11732406.96000000 EUR 2023-09-29 -28160.09000000 N N N Monitronics International, Inc. N/A Monitronics International, Inc. N/A 81269.00000000 NS USD 1706649.00000000 0.438201908205 Long EC CORP US N 3 N N N Anticimex 54930005SBU6WYFBEB41 Anticimex, Term Loan B-2 W8189EAG5 234695.08000000 PA USD 235281.82000000 0.060411333842 Long LON CORP SE N 3 2028-11-16 Floating 10.27245000 N N N N N N eTraveli Group 213800H8F3GYVAGH3P04 eTraveli Group, Term Loan B-1 W2748LAD3 405291.87000000 PA 436916.30000000 0.112183323217 Long LON CORP SE N 2 2024-08-02 Floating 7.95500000 N N N N N N Icon PLC 635400PUWMHSPI2DDA35 Icon PLC, Term Loan L5000DAC1 47442.06000000 PA USD 47520.10000000 0.012201336360 Long LON CORP LU N 2 2028-07-03 Floating 7.75348000 N N N N N N Flint Group (ColourOz Inv) 529900HYSM9MD1C1LG96 Flint Group (ColourOz Inv), First Lien Term Loan N/A 164.69000000 PA 120.82000000 0.000031021935 Long LON CORP DE N 2 2023-09-21 Floating 4.75000000 N N N N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp. 05875B106 72757.00000000 NS USD 1207766.20000000 0.310107968016 Long EC CORP US N 1 N N N AAdvantage Loyalty IP Ltd. (American Airlines, Inc.) IWUQB36BXD6OWD6X4T14 AAdvantage Loyalty IP Ltd. (American Airlines, Inc.), Term Loan 02376CBJ3 4649462.30000000 PA USD 4835092.08000000 1.241465922874 Long LON CORP KY N 2 2028-04-20 Floating 10.33775000 N N N N N N H-Food Holdings, LLC 549300JY2LK0EQ95YT44 H-Food Holdings, LLC, Term Loan 40422KAB7 567706.35000000 PA USD 516649.68000000 0.132655792520 Long LON CORP US N 2 2025-05-23 Floating 9.26850000 N N N N N N Scientific Games Lottery 549300W5GPFXXB6TQ330 Scientific Games Lottery, Term Loan 80875CAC1 247165.78000000 PA 265166.69000000 0.068084620534 Long LON CORP US N 2 2029-01-31 Floating 7.58700000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 Hilding Anders AB, PIK Term Loan N/A 210714.26000000 PA 0.00000000 0.000000 Long LON CORP SE Y 3 2027-02-26 Floating 1.70400000 N N N N N N Imperva, Inc. 549300204GJIBLPF1S81 Imperva, Inc., Second Lien Term Loan 45321NAB2 988401.45000000 PA USD 993343.46000000 0.255052444688 Long LON CORP US N 2 2027-01-11 Floating 13.39478000 N N N N N N Toys R US, Inc. GKCHS8C0E2CPEYJKH146 Toys R US, Inc. N/A 16.73100000 NS USD 41827.50000000 0.010739695341 Long EC CORP US N 3 N N N Bally's Corp. 549300NS4D5IK406VT62 Bally's Corp., Term Loan 05875CAB0 1073507.65000000 PA USD 1045473.00000000 0.268437308185 Long LON CORP US N 2 2028-10-02 Floating 8.83775000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 32992.73000000 0.008471265762 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2116390.04000000 GBP 2714337.53000000 USD 2023-09-29 32992.73000000 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 Air Canada, Term Loan C0102MAP0 700500.12000000 PA USD 702188.33000000 0.180294991018 Long LON CORP CA N 2 2028-08-11 Floating 9.12839000 N N N N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, First Lien Term Loan 78638JAM6 168875.47000000 PA USD 169719.85000000 0.043577538281 Long LON CORP US N 3 2029-02-23 Floating 10.41778000 N N N N N N Edelman Financial Center, LLC (The) 549300Z31KZXNP05U733 Edelman Financial Center, LLC (The), Incremental Term Loan 27943UAK2 1803052.61000000 PA USD 1785121.25000000 0.458350567767 Long LON CORP US N 2 2028-04-07 Floating 8.94190000 N N N N N N Southern Energy Partners N/A Southern Energy Partners N/A 73367.00000000 NS USD 1027.14000000 0.000263730097 Long EC CORP US N 2 N N N Icon PLC 549300R1HR1VWWHIAK47 Icon PLC, Term Loan L5000DAD9 11820.18000000 PA USD 11839.62000000 0.003039959638 Long LON CORP US N 2 2028-07-03 Floating 7.75348000 N N N N N N Robertshaw US Holding Corp. 549300NMXRV2JIXFIY04 Robertshaw US Holding Corp., First Lien Term Loan N/A 3114526.37000000 PA USD 2748569.52000000 0.705727075983 Long LON CORP US N 2 2027-02-28 Floating 12.34187000 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 51534.34000000 0.013232038999 Long LON CORP US N 2 2029-06-11 Floating 12.69554000 N N N N N N Corialis 9845004UA0038RFF8C33 Corialis, Term Loan B N/A 109412.85000000 PA 126505.37000000 0.032481719751 Long LON CORP GB N 2 2028-07-06 Floating 9.61850000 N N N N N N Coty Inc./HFC Prestige Products Inc./HFC Prestige International US LLC N/A Coty Inc./HFC Prestige Products Inc./HFC Prestige International US LLC 22207AAA0 341000.00000000 PA USD 341409.20000000 0.087660768511 Long DBT CORP US N 2 2030-07-15 Fixed 6.62500000 N N N N N N Infinite Electronics 549300GLV0VRADA9LI65 Infinite Electronics, Term Loan 45674KAB1 1320955.91000000 PA USD 1296808.84000000 0.332970697704 Long LON CORP US N 2 2028-03-02 Floating 9.25348000 N N N N N N Brookfield WEC Holdings Inc. 5493002M6GRSU1IWMG57 Brookfield WEC Holdings Inc., Incremental Term Loan 11284EAP8 1058806.50000000 PA USD 1061919.39000000 0.272660109406 Long LON CORP US N 2 2025-08-01 Floating 9.08106000 N N N N N N Go Daddy Operating Co., LLC 5493005GJOH8HLL11157 Go Daddy Operating Co., LLC, Term Loan 38017BAT3 69194.86000000 PA USD 69403.83000000 0.017820237636 Long LON CORP US N 2 2029-11-09 Floating 7.83106000 N N N N N N APCOA Parking Holdings GmbH 529900H8FIYAOV5FUW68 APCOA Parking Holdings GmbH BQ4821808 147000.00000000 PA 141966.81000000 0.036451623646 Long DBT CORP DE N 2 2027-01-15 Fixed 4.62500000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 Chart Industries, Inc., Term Loan 16115EAQ0 1049747.35000000 PA USD 1051715.63000000 0.270040175780 Long LON CORP US N 2 2030-03-14 Floating 9.16398000 N N N N N N Edelman Financial Center, LLC (The) 549300Z31KZXNP05U733 Edelman Financial Center, LLC (The), Second Lien Term Loan 27943TAB5 111325.66000000 PA USD 109460.96000000 0.028105369965 Long LON CORP US N 2 2026-07-20 Floating 12.19554000 N N N N N N Mavenir Systems, Inc. 549300Q70CXM8TJLTD42 Mavenir Systems, Inc., Term Loan B 57767EAE2 1395780.30000000 PA USD 1077891.34000000 0.276761092659 Long LON CORP US N 2 2028-08-13 Floating 10.38895000 N N N N N N LBM Holdings, LLC 549300FAEB3VWZL4NI86 LBM Holdings, LLC, First Lien Term Loan 50179JAB4 496.40000000 PA USD 483.82000000 0.000124226391 Long LON CORP US N 2 2027-12-17 Floating 9.18106000 N N N N N N Orchid Merger Sub II, LLC N/A Orchid Merger Sub II, LLC, Term Loan 68572CAC2 1575861.49000000 PA USD 1156288.37000000 0.296890438614 Long LON CORP US N 2 2027-07-27 Floating 10.14187000 N N N N N N Libbey Glass, Inc. A7JTTZYG0P336HI4K290 Libbey Glass, Inc., Term Loan B 52989XAC7 1740661.82000000 PA USD 1679738.66000000 0.431292366561 Long LON CORP US Y 3 2027-11-22 Floating 11.91427000 N N N N N N Renaissance Holding Corp. 549300UKKEC0Y6TXNF09 Renaissance Holding Corp., Term Loan 75972JAB0 217401.54000000 PA USD 218064.61000000 0.055990615653 Long LON CORP US N 2 2030-03-16 Floating 9.99187000 N N N N N N Fusion (Fusion UK Holding Ltd. & US HoldCo VAD, Inc.) 549300UCYL2XSFT5Y041 Fusion (Fusion UK Holding Ltd. & US HoldCo VAD, Inc.), Term Loan 05710LAB9 137169.70000000 PA USD 136141.61000000 0.034955936040 Long LON CORP US N 2 2029-05-28 Floating 9.39187000 N N N N N N LHS Borrow, LLC (Leaf Home Solutions) 2549000R2CJY3YBDDU14 LHS Borrow, LLC (Leaf Home Solutions), Term Loan 50204EAB4 1992763.12000000 PA USD 1769822.75000000 0.454422500605 Long LON CORP US N 2 2029-02-16 Floating 10.18106000 N N N N N N Castor S.p.A. 213800OWLX4ZFFIAB390 Castor S.p.A. BU3220813 660000.00000000 PA 676874.81000000 0.173795451413 Long DBT CORP IT N 2 2029-02-15 Fixed 6.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3266.85000000 0.000838801595 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 378976.00000000 EUR 414683.12000000 USD 2023-09-29 3266.85000000 N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings, Inc., First Lien Term Loan 74839XAF6 607509.43000000 PA USD 607925.57000000 0.156091935026 Long LON CORP US N 2 2027-02-01 Floating 8.07054000 N N N N N N Virgin Media Secured Finance PLC 213800X3RLP4NOTPY579 Virgin Media Secured Finance PLC 92769XAR6 849000.00000000 PA USD 717630.07000000 0.184259836709 Long DBT CORP GB N 2 2030-08-15 Fixed 4.50000000 N N N N N N Dakota Holding Corp. 549300FDREJLOIGXY104 Dakota Holding Corp., First Lien Term Loan 24440EAB3 165792.39000000 PA USD 160404.14000000 0.041185621784 Long LON CORP US N 2 2027-04-09 Floating 8.99187000 N N N N N N Hilton Grand Vacations Borrower LLC 254900HF0EZ734FDVY79 Hilton Grand Vacations Borrower LLC, Term Loan 43283LAH4 687468.42000000 PA USD 689132.09000000 0.176942650096 Long LON CORP US N 2 2028-08-02 Floating 8.44554000 N N N N N N Riverbed Technology, Inc. XWT9B0BASIY6FJ5R7M02 Riverbed Technology, Inc., PIK Term Loan N/A 1268927.06000000 PA USD 770080.11000000 0.197726992295 Long LON CORP US N 2 2028-07-01 Floating 7.74187000 N N N N N N Proampac PG Borrower LLC 549300ZI6LTXYFEY1578 Proampac PG Borrower LLC, First Lien Term Loan 74274NAG8 621516.19000000 PA USD 621516.19000000 0.159581484206 Long LON CORP US N 2 2025-11-03 Floating 9.19280000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 23.80000000 0.000006110925 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 21977.51000000 USD 240597.00000000 SEK 2023-09-29 23.80000000 N N N Adient PLC 213800SOTRCDGZUHL712 Adient PLC, Term Loan 00687MAC5 806943.36000000 PA USD 809033.34000000 0.207728685506 Long LON CORP US N 2 2028-04-10 Floating 8.69554000 N N N N N N Douglas (Kirk Beauty GmbH) 529900EMELL5UC1O6I73 Douglas (Kirk Beauty GmbH), Term Loan B-1 N/A 297609.19000000 PA 321518.65000000 0.082553639297 Long LON CORP NL N 2 2026-04-08 Floating 9.18000000 N N N N N N Protect America 549300EML9KQOOMLDD16 Protect America, Revolver Loan 74364NAE4 569141.22000000 PA USD 529301.33000000 0.135904250271 Long LON CORP US N 3 2024-09-01 Floating 8.66280000 N N N N N N Shearer's Foods, LLC 549300AQWIJSYS2CIH04 Shearer's Foods, LLC, Term Loan 82087UAL1 131685.47000000 PA USD 131868.51000000 0.033858768097 Long LON CORP US N 2 2027-09-23 Floating 8.94554000 N N N N N N Anticimex 54930005SBU6WYFBEB41 Anticimex, Term Loan B-1 W8189EAB6 337164.23000000 PA USD 335582.93000000 0.086164806171 Long LON CORP SE N 2 2028-11-16 Floating 8.57245000 N N N N N N Mesa Airlines Inc. N/A Mesa Airlines Inc. 59048*AA8 113836.96000000 PA USD 111708.21000000 0.028682377445 Long DBT CORP US N 3 2025-07-15 Fixed 5.75000000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, First Lien Term Loan 34634FAC3 542049.99000000 PA USD 417378.49000000 0.107166764086 Long LON CORP US N 2 2025-10-22 Floating 14.51744000 N N N N N N TruGreen L.P. 549300QNRP2MNHR3QM19 TruGreen L.P., Second Lien Term Loan 89787RAK8 827204.03000000 PA USD 519757.11000000 0.133453661183 Long LON CORP US N 2 2028-11-02 Floating 14.13073000 N N N N N N Emerald Debt Merger Sub L.L.C. 98450099EE3A0ZD5F786 Emerald Debt Merger Sub L.L.C. 29103CAA6 335000.00000000 PA USD 330199.45000000 0.084782535294 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N Form Technologies LLC X7KHAIMGSSPZ1XIJIL51 Form Technologies LLC, Term Loan 34634FAB5 653263.10000000 PA USD 609576.13000000 0.156515735434 Long LON CORP US N 2 2025-07-19 Floating 10.01744000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 Entegris, Inc., Term Loan B 29362LAM6 305720.94000000 PA USD 306599.89000000 0.078723074782 Long LON CORP US N 2 2029-07-06 Floating 8.07740000 N N N N N N Empire Today, LLC 254900NVZEWAL7SJT856 Empire Today, LLC, Term Loan 29210RAB1 1670644.45000000 PA USD 1379334.18000000 0.354160035092 Long LON CORP US N 2 2028-04-01 Floating 10.42846000 N N N N N N GoTo Group, Inc. (LogMeIn) 549300D12V5KRBV00592 GoTo Group, Inc. (LogMeIn), First Lien Term Loan 54142KAD3 3647393.30000000 PA USD 2369674.95000000 0.608441504326 Long LON CORP US N 2 2027-08-31 Floating 10.26912000 N N N N N N Constellation Auto (CONSTE/BCA) 213800XQDK86MM9NB619 Constellation Auto (CONSTE/BCA), Second Lien Term Loan N/A 480814.72000000 PA 419767.49000000 0.107780167521 Long LON CORP GB N 2 2029-07-27 Floating 12.68410000 N N N N N N CNT Holdings I Corp. (1-800 Contacts) 254900SYIEHMSB69WT08 CNT Holdings I Corp. (1-800 Contacts), First Lien Term Loan 12656AAC3 1582454.60000000 PA USD 1582312.18000000 0.406276988797 Long LON CORP US N 2 2027-11-08 Floating 8.79950000 N N N N N N Ethypharm (Financiere Verdi, Orphea Ltf) 969500TP61Y08TU11N50 Ethypharm (Financiere Verdi, Orphea Ltf), Term Loan B N/A 371228.05000000 PA 403509.36000000 0.103605704237 Long LON CORP FR N 2 2028-04-17 Floating 9.42800000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1022174 200000.00000000 PA 189099.46000000 0.048553477729 Long DBT CORP GB N 2 2026-11-15 Fixed 4.50000000 N N N N N N Euro Garages 2138003OUK4UQHRJLT65 Euro Garages, Term Loan B N2820EAB4 399112.70000000 PA USD 400026.67000000 0.102711483220 Long LON CORP GB N 2 2025-02-07 Floating 9.17934000 N N N N N N W.R. Grace & Co. 549300WNOVFRGYOAEB12 W.R. Grace & Co., Term Loan B 92943HAB5 566614.90000000 PA USD 567088.02000000 0.145606420819 Long LON CORP US N 2 2028-09-22 Floating 9.31250000 N N N N N N Skillsoft Corp. 549300LDUD35NU8F0G43 Skillsoft Corp., Term Loan 83066YAB8 585165.89000000 PA USD 545772.52000000 0.140133419180 Long LON CORP US N 2 2028-07-14 Floating 10.67695000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6824.13000000 -0.00175217445 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2772629.63000000 USD 2183055.02000000 GBP 2023-09-29 -6824.13000000 N N N Areas (Telfer Inv / Financiere Pax) N/A Areas (Telfer Inv / Financiere Pax), Term Loan B BL2980722 1400481.47000000 PA 1462697.52000000 0.375564538690 Long LON CORP ES N 2 2026-07-01 Floating 8.48900000 N N N N N N Re/Max LLC 549300GN7WEUE9HKXH55 Re/Max LLC, Term Loan 75523KAK1 1378166.80000000 PA USD 1341989.92000000 0.344571463574 Long LON CORP US N 2 2028-07-21 Floating 7.94554000 N N N N N N Acacium (Impala Bidco Ltd./ICS US Inc.) N/A Acacium (Impala Bidco Ltd./ICS US Inc.), Incremental Term Loan N/A 590417.02000000 PA USD 559420.13000000 0.143637601202 Long LON CORP US N 3 2028-06-08 Floating 9.93106000 N N N N N N Camelot Finance L.P. 549300U6VBJHQP2SFL81 Camelot Finance L.P., Term Loan L2000AAC4 1085103.81000000 PA USD 1086519.87000000 0.278976567728 Long LON CORP LU N 2 2026-10-30 Floating 8.44554000 N N N N N N Seaworld Parks & Entertainment, Inc. 549300UZV72O3371JJ53 Seaworld Parks & Entertainment, Inc., Term Loan 78488CAH3 457720.67000000 PA USD 457777.89000000 0.117539778204 Long LON CORP US N 2 2028-08-25 Floating 8.44554000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 307217.76000000 0.078881720064 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 11762234.33000000 EUR 13076297.03000000 USD 2023-09-29 307217.76000000 N N N MLN US HoldCo LLC (dba Mitel) 549300QKU7NPW6O86862 MLN US HoldCo LLC (dba Mitel), Term Loan N/A 1459055.33000000 PA USD 1116177.33000000 0.286591464268 Long LON CORP US N 2 2027-11-01 Floating 11.84989000 N N N N N N BES (Discovery Purchaser Corp.) 2549001LSO1ZBIPA5D65 BES (Discovery Purchaser Corp.), First Lien Term Loan 25471NAC0 603571.08000000 PA USD 581220.84000000 0.149235186132 Long LON CORP US N 2 2029-10-03 Floating 9.61687000 N N N N N N GVC Finance LLC 213800ATWJIEYQ8NF838 GVC Finance LLC, Incremental Term Loan 36270BAB8 1615960.59000000 PA USD 1621212.46000000 0.416265086481 Long LON CORP GI N 2 2029-10-31 Floating 8.43681000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., Incremental Term Loan 00132UAL8 1432028.20000000 PA USD 1429472.03000000 0.367033509100 Long LON CORP US N 2 2028-07-31 Floating 9.07740000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1022166 891000.00000000 PA 936215.15000000 0.240384089066 Long DBT CORP GB N 2 2027-11-15 Floating 8.40600000 N N N N N N McDermott International, Ltd. 54930004RAXI4B3L4752 McDermott International, Ltd., LOC N/A 2136110.21000000 PA USD 1591402.11000000 0.408610933663 Long LON CORP US N 3 2024-06-30 Floating 4.75000000 N N N N N N Constant Contact 2549000JW50H0AI5B946 Constant Contact, Term Loan 21031HAC5 1361741.54000000 PA USD 1311357.10000000 0.336706132051 Long LON CORP US N 2 2028-02-10 Floating 9.56111000 N N N N N N Sandvine Corp. N/A Sandvine Corp., Second Lien Term Loan N/A 189686.14000000 PA USD 140367.74000000 0.036041043892 Long LON CORP CA N 3 2026-11-02 Floating 13.43106000 N N N N N N McDermott International Inc. ZAKWBIG8QLOPMZ888610 McDermott International Inc., Pfd. N/A 563.91800000 NS USD 366546.70000000 0.094115112941 Long EC CORP US N 3 N N N Mcdermott International, Ltd. ZAKWBIG8QLOPMZ888610 Mcdermott International, Ltd. G5924V106 420942.00000000 NS USD 67350.72000000 0.017293077852 Long EC CORP US N 1 N N N EverCommerce 9845005E54E3C158EA55 EverCommerce, Term Loan 29977YAB9 502802.22000000 PA USD 503629.33000000 0.129312666772 Long LON CORP US N 2 2028-07-01 Floating 8.69554000 N N N N N N NAS, LLC (d.b.a. Nationwide Marketing Group) N/A NAS, LLC (d.b.a. Nationwide Marketing Group), Revolver Loan N/A 513596.57000000 PA USD 508460.60000000 0.130553151331 Long LON CORP US N 3 2024-06-03 Floating 2.77837400 N N N N N N Virtue (Vistra+Tricor / Thevelia LLC) N/A Virtue (Vistra+Tricor / Thevelia LLC), First Lien Term Loan 88372KAD2 277234.17000000 PA USD 277927.26000000 0.071361044757 Long LON CORP US N 2 2029-06-22 Floating 10.25736000 N N N N N N Windsor Holdings III, LLC 254900IXUJZ9H146T437 Windsor Holdings III, LLC 97360AAA5 801000.00000000 PA USD 805495.21000000 0.206820229627 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N USF S&H Holdco, LLC 5493001SZ10B6WJEDM44 USF S&H Holdco, LLC, Term Loan N/A 295049.81000000 PA USD 295049.81000000 0.075757457894 Long LON CORP US N 3 2025-06-30 Floating 8.00000000 N N N N N N MX Holdings US, Inc. 549300RKTIVJWNROR778 MX Holdings US, Inc., Term Loan B-1-C 55404TAC6 258711.04000000 PA USD 258981.39000000 0.066496473081 Long LON CORP US N 2 2025-07-31 Floating 7.98646000 N N N N N N H.B. Fuller Co. JSMX3Z5FOYM8V0Q52357 H.B. Fuller Co., Term Loan 40409VAS3 514125.66000000 PA USD 515652.61000000 0.132399783243 Long LON CORP US N 2 2030-02-08 Floating 7.83106000 N N N N N N Very Group Funding PLC (The) 9845005CC91D50AF8202 Very Group Funding PLC (The) BQ7202352 1101000.00000000 PA 1112310.00000000 0.285598482474 Long DBT CORP GB N 2 2026-08-01 Fixed 6.50000000 N N N N N N Certara Holdco, Inc. 5493003FMVRW75JYL446 Certara Holdco, Inc., Term Loan 15687EAC1 399394.57000000 PA USD 400393.06000000 0.102805558099 Long LON CORP US N 2 2026-08-14 Floating 9.18406000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 28548.23000000 0.007330088882 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 11732406.96000000 EUR 12784803.86000000 USD 2023-10-31 28548.23000000 N N N Safe Fleet Holdings LLC 549300ZCMGQ2DH2RZB13 Safe Fleet Holdings LLC, Second Lien Term Loan 78638JAG9 216328.63000000 PA USD 206972.42000000 0.053142567329 Long LON CORP US N 2 2026-02-02 Floating 12.18106000 N N N N N N PowerStop, LLC N/A PowerStop, LLC, Term Loan B 73931HAH6 627309.55000000 PA USD 521714.53000000 0.133956251452 Long LON CORP US N 2 2029-01-24 Floating 10.18106000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 SBA Senior Finance II LLC, Term Loan 78404XAH8 11258.90000000 PA USD 11275.23000000 0.002895045965 Long LON CORP US N 2 2025-04-11 Floating 7.19000000 N N N N N N eG Global Finance PLC 549300TL8Q5207VYET27 eG Global Finance PLC 28228PAA9 380000.00000000 PA USD 374835.80000000 0.096243435424 Long DBT CORP GB N 2 2025-02-07 Fixed 6.75000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. 5493002K6DHWNZH8YA34 Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAF3 825000.00000000 PA USD 20468.25000000 0.005255460383 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 Y Y N N N N Cerba (Chrome Bidco) 9845000C1FYE89DC8677 Cerba (Chrome Bidco), Term Loan C BL3852276 247580.58000000 PA 267123.16000000 0.068586966879 Long LON CORP FR N 2 2029-02-14 Floating 7.63100000 N N N N N N N/A N/A Commercial Barge Line Co., Series A, Wts., expiring 08/18/2030 00085Q142 54468.00000000 NS USD 25531.88000000 0.006555606065 N/A DE N/A N 3 Commercial Barge Line Co. N/A Call Purchased Commercial Barge Line Co. Commercial Barge Line Co. 1.00000000 0 USD 2030-08-18 XXXX 25531.88000000 N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc., Term Loan 00169QAD1 308966.71000000 PA USD 219134.64000000 0.056265358255 Long LON CORP US N 2 2025-03-14 Floating 9.88073000 N N N N N N APLP Holdings L.P. 5493007KQL803F6BK452 APLP Holdings L.P., Term Loan 88636CAB6 227737.38000000 PA USD 227168.04000000 0.058328026800 Long LON CORP CA N 2 2027-05-14 Floating 9.28786000 N N N N N N McDermott International, Ltd. N/A McDermott International, Ltd., Term loan N5200EAB7 520106.34000000 PA USD 278256.89000000 0.071445681079 Long LON CORP NL N 2 2025-06-30 Floating 6.44554000 N N N N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-3-A N/A 425459.45000000 PA 429772.59000000 0.110349092890 Long LON CORP NL N 2 2023-10-31 Floating 7.88800000 N N N N N N Herens Midco S.a.r.l. 222100BJH5XPZD1JHF79 Herens Midco S.a.r.l. BP2693748 274000.00000000 PA 163958.31000000 0.042098196118 Long DBT CORP LU N 2 2029-05-15 Fixed 5.25000000 N N N N N N Mold-Rite Plastics, LLC (Valcour Packaging LLC) 254900JCJHQJK9LWF787 Mold-Rite Plastics, LLC (Valcour Packaging LLC), Second Lien Term Loan 91889CAD0 223839.14000000 PA USD 125909.52000000 0.032328728359 Long LON CORP US N 2 2029-10-04 Floating 12.64743000 N N N N N N Connect Finco S.a.r.l. / Connect US Finco LLC 2594001KNYIQ456J2792 Connect Finco S.a.r.l. / Connect US Finco LLC 20752TAA2 911000.00000000 PA USD 865146.27000000 0.222136330546 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Douglas (Kirk Beauty GmbH) N/A Douglas (Kirk Beauty GmbH), Term Loan N/A 171314.31000000 PA 185077.44000000 0.047520777484 Long LON CORP NL N 2 2026-04-08 Floating 9.18000000 N N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 Cablevision Lightpath LLC, Term Loan 12687HAB3 520410.68000000 PA USD 511032.88000000 0.131213614030 Long LON CORP US N 2 2027-11-30 Floating 8.67495800 N N N N N N Ineos US Finance LLC 5493008MHJ4R367SNK31 Ineos US Finance LLC, Term Loan G4768PAL5 484267.22000000 PA USD 483017.81000000 0.124020420156 Long LON CORP US N 2 2027-11-08 Floating 9.18106000 N N N N N N Allied Universal Holdco LLC (USAGM Holdco, LLC / UNSEAM) 98450038B4549046D794 Allied Universal Holdco LLC (USAGM Holdco, LLC / UNSEAM), Incremental Term Loan 01957TAU1 1680056.64000000 PA USD 1667246.21000000 0.428084785255 Long LON CORP US N 2 2028-05-11 Floating 10.07740000 N N N N N N Chemours Co., The 549300M1BOLNXL8DOV14 Chemours Co., The, Term Loan 16384YAJ6 1661335.92000000 PA USD 1640569.22000000 0.421235158927 Long LON CORP US N 2 2028-08-10 Floating 8.83106000 N N N N N N Lakeland Tours, LLC 549300VLJEZFBNDIUO73 Lakeland Tours, LLC, Term Loan 51177RAB6 346496.30000000 PA USD 272865.84000000 0.070061466518 Long LON CORP US N 2 2027-09-25 Fixed 8.00000000 N N N N N N Duran Group (Blitz/DWK) 529900OS9JBJ7YK5OX04 Duran Group (Blitz/DWK), Term Loan N/A 1998049.60000000 PA USD 1978069.10000000 0.507892164225 Long LON CORP DE N 3 2026-05-31 Floating 10.33000000 N N N N N N KKR Apple Bidco, LLC 2549001SCJD3WEYJFM53 KKR Apple Bidco, LLC, First Lien Term Loan 48254EAB7 517673.20000000 PA USD 512726.83000000 0.131648555323 Long LON CORP US N 2 2028-09-22 Floating 8.19554000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -5331.21000000 -0.00136884994 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 221111.50000000 USD 2359681.37000000 SEK 2023-09-29 -5331.21000000 N N N Corporation Service Co. N/A Corporation Service Co., Term Loan 22006VAL3 771905.87000000 PA USD 773596.34000000 0.198629825095 Long LON CORP US N 2 2029-11-02 Floating 8.68106000 N N N N N N Keter Group B.V. 549300TACUSUHMY1TC98 Keter Group B.V., Term Loan B-1 N/A 896210.06000000 PA 905295.47000000 0.232445102914 Long LON CORP NL N 2 2023-10-31 Floating 7.96400000 N N N N N N Proofpoint, Inc. 529900C5FODDK0WSR085 Proofpoint, Inc., Term Loan B 74345HAB7 1565256.92000000 PA USD 1552210.50000000 0.398548033624 Long LON CORP US N 2 2028-08-31 Floating 8.69554000 N N N N N N ABG Intermediate Holdings 2 LLC 54930020NXD0RJB64985 ABG Intermediate Holdings 2 LLC, First Lien Term Loan B-1 00076VAZ3 2255148.27000000 PA USD 2258914.37000000 0.580002441865 Long LON CORP US N 2 2028-12-21 Floating 8.93106000 N N N N N N Kantar (Summer BC Bidco / KANGRP) 984500NRF59D5DB9B654 Kantar (Summer BC Bidco / KANGRP), Term Loan BL3676741 699544.40000000 PA 740751.94000000 0.190196644778 Long LON CORP LU N 2 2026-12-04 Floating 7.71200000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 59.64000000 0.000015313261 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 16376.53000000 GBP 20808.74000000 USD 2023-10-31 59.64000000 N N N SCIH Salt Holdings Inc. (Kissner Group) N/A SCIH Salt Holdings Inc. (Kissner Group), First Lien Term Loan 78397GAF8 1702980.59000000 PA USD 1702989.10000000 0.437262186468 Long LON CORP US N 2 2027-03-16 Floating 9.37190000 N N N N N N Inetum (Granite Fin Bidco SAS) 699400EH0VVLJLE4YT16 Inetum (Granite Fin Bidco SAS), Term Loan BL4006724 274075.79000000 PA 297937.22000000 0.076498833872 Long LON CORP FR N 2 2028-09-23 Floating 8.55100000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 Acrisure, LLC, Delayed Draw Term Loan 00488PAQ8 716153.57000000 PA USD 719734.34000000 0.184800132417 Long LON CORP US N 2 2027-02-15 Floating 11.12058000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 9952.50000000 0.002555419709 N/A DFE N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2183537.85000000 GBP 2776500.48000000 USD 2023-10-31 9952.50000000 N N N AZZ Inc. 549300HD1X2NFLWPYC83 AZZ Inc., Term Loan 00247NAG7 1181614.69000000 PA USD 1185898.04000000 0.304493064517 Long LON CORP US N 2 2029-05-13 Floating 9.66050000 N N N N N N Acrisure, LLC 549300R0Z1Q47XRTGO22 Acrisure, LLC, First Lien Term Loan 00488PAP0 761486.84000000 PA USD 760534.98000000 0.195276169554 Long LON CORP US N 2 2027-02-15 Floating 9.69554000 N N N N N N Brookfield WEC Holdings Inc. 5493002M6GRSU1IWMG57 Brookfield WEC Holdings Inc., First Lien Term Loan 11284EAM5 339764.27000000 PA USD 339884.89000000 0.087269384254 Long LON CORP US N 2 2025-08-01 Floating 8.19554000 N N N N N N Aimbridge Acquisition Co., Inc. 549300SPGKLVE9WYCQ20 Aimbridge Acquisition Co., Inc., First Lien Term Loan 00900YAD8 909724.79000000 PA USD 868332.31000000 0.222954383238 Long LON CORP US N 2 2026-02-02 Floating 9.19554000 N N N N N N UnitedLex Corp. 254900IJ4XQXC5YWDN28 UnitedLex Corp., Term Loan 88830YAC0 525674.10000000 PA USD 459964.84000000 0.118101302960 Long LON CORP US N 3 2027-03-20 Floating 11.28276600 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 11067.64000000 0.002841744827 N/A DFE N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2150947.73000000 GBP 2736323.85000000 USD 2023-10-31 11067.64000000 N N N Bass Pro Group, LLC 549300IYLDI2E8I2AU46 Bass Pro Group, LLC, Term Loan 07014QAN1 3096202.20000000 PA USD 3092331.95000000 0.793992063568 Long LON CORP US N 2 2028-03-06 Floating 9.19554000 N N N N N N USF S&H Holdco, LLC 5493001SZ10B6WJEDM44 USF S&H Holdco, LLC N/A 1785.59900000 NS USD 2000585.12000000 0.513673413286 Long EC CORP US N 3 N N N Flint Group (ColourOz Inv) N/A Flint Group (ColourOz Inv), Term Loan N/A 5058.78000000 PA USD 5058.78000000 0.001298900388 Long LON CORP DE N 2 2026-06-30 Floating 0 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 Univision Communications Inc., Term Loan 914908BB3 265422.34000000 PA USD 263000.36000000 0.067528390202 Long LON CORP US N 2 2028-05-05 Floating 8.69554000 N N N N N N Haya (Holdco2 PLC / Real Estate SAU) 635400BJGKZHDDZKPE74 Haya (Holdco2 PLC / Real Estate SAU), Term Loan N/A 298.00000000 NS 0.00000000 0.000000 Long EC CORP ES Y 3 N N N Odyssey Logistics & Technology Corp. 549300RUJYUKK5VULA96 Odyssey Logistics & Technology Corp., Term Loan 67611YAH8 479054.22000000 PA USD 477058.96000000 0.122490416364 Long LON CORP US N 2 2027-10-12 Floating 9.92245000 N N N N N N IAP Worldwide Services, Inc. N/A IAP Worldwide Services, Inc. 979UVH901 342.01500000 NS USD 1867384.80000000 0.479472687538 Long EC CORP US N 3 N N N Charter NEX US, Inc. 549300KRNU8RNVGYXG75 Charter NEX US, Inc., First Lien Term Loan 16125TAJ1 1100462.79000000 PA USD 1095219.08000000 0.281210190706 Long LON CORP US N 2 2027-12-01 Floating 9.19554000 N N N N N N ConnectWise, LLC N/A ConnectWise, LLC, Term Loan 20786NAC1 339547.51000000 PA USD 334347.34000000 0.085847554120 Long LON CORP US N 2 2028-10-01 Floating 8.94554000 N N N N N N Douglas (Kirk Beauty GmbH) 969500ZRJL8WNVOD6T37 Douglas (Kirk Beauty GmbH), Term Loan B-5 N/A 116943.57000000 PA 126338.64000000 0.032438909891 Long LON CORP FR N 2 2026-04-08 Floating 9.18000000 N N N N N N McAfee, LLC 2549009UKR8UEZYVCR93 McAfee, LLC, Term Loan B-1 57906HAD9 1059387.39000000 PA USD 1042172.34000000 0.267589825481 Long LON CORP US N 2 2029-03-01 Floating 9.16810000 N N N N N N Engineered Components & Systems LLC (aka CentroMotion) 254900AQINKZO1M1LS24 Engineered Components & Systems LLC (aka CentroMotion), Term Loan 50221PAB8 500104.80000000 PA USD 496354.01000000 0.127444644052 Long LON CORP US N 3 2030-07-25 Floating 11.32740000 N N N N N N Riverbed Technology, Inc. N/A Riverbed Technology, Inc. , Class B N/A 34413.14000000 NS USD 4473.71000000 0.001148676885 Long EC CORP US N 3 N N N Avolon TLB Borrower 1 (US) LLC 635400O84AGITYFZQB55 Avolon TLB Borrower 1 (US) LLC, Term Loan 05400KAF7 17756.98000000 PA USD 17764.79000000 0.004561315699 Long LON CORP US N 2 2027-02-12 Floating 6.91398000 N N N N N N Petroleum GEO-Services ASA 213800T66DRTE6O6BV87 Petroleum GEO-Services ASA, Term Loan 71659MAH9 635282.51000000 PA USD 635282.51000000 0.163116146396 Long LON CORP NO N 2 2024-03-19 Floating 12.54000000 N N N N N N AqGen Island Intermediate Holdings Inc. N/A AqGen Island Intermediate Holdings Inc., First Lien Term Loan 03836BAB5 521082.82000000 PA USD 515548.92000000 0.132373159634 Long LON CORP US N 2 2028-08-02 Floating 8.94554000 N N N N N N Kantar (Summer BC Bidco / KANGRP) 984500NRF59D5DB9B654 Kantar (Summer BC Bidco / KANGRP), Term Loan B N/A 855564.60000000 PA USD 824191.05000000 0.211620603203 Long LON CORP LU N 2 2026-12-04 Floating 10.49857000 N N N N N N Hurtigruten (Explorer II AS) 213800EVBYLGF87O9I05 Hurtigruten (Explorer II AS), Term Loan N/A 1768515.18000000 PA 1576705.87000000 0.404837503736 Long LON CORP NO N 2 2027-02-26 Floating 10.45100000 N N N N N N Brown Group Holding, LLC (Signature Aviation US Holdings, Inc.) 25490094PF4HHK9QS109 Brown Group Holding, LLC (Signature Aviation US Holdings, Inc.), Term Loan 11565HAB2 477034.61000000 PA USD 472078.22000000 0.121211553650 Long LON CORP US N 2 2028-06-07 Floating 8.18106000 N N N N N N Sigma Bidco 2549002VGA888UKFKS25 Sigma Bidco, Term Loan N/A 427035.09000000 PA 453757.58000000 0.116507517022 Long LON CORP NL N 2 2028-01-02 Floating 7.41300000 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 Garfunkelux Holdco 3 S.A. 2221007QVSNJV7EWBX69 Garfunkelux Holdco 3 S.A. BM0610865 632000.00000000 PA 554531.92000000 0.142382496638 Long DBT CORP LU N 2 2026-05-01 Floating 9.97500000 N N N N N N Aruba Investments, Inc. 254900GMIYFF4FZ0A357 Aruba Investments, Inc., Second Lien Term Loan 04317JAF5 610711.20000000 PA USD 563887.97000000 0.144784770898 Long LON CORP US N 2 2028-11-24 Floating 13.18106000 N N N N N N Sherwood Financing PLC 259400SSZWSSPNYW7K08 Sherwood Financing PLC BS1080362 202000.00000000 PA 212260.05000000 0.054500227607 Long DBT CORP GB N 2 2026-11-15 Fixed 6.00000000 N N N N N N Cabonline Group Holding AB 549300PB67LZ38PTO750 Cabonline Group Holding AB N/A 681190.00000000 PA 58484.60000000 0.015016598797 Long DBT CORP SE N 3 2023-10-31 Fixed 14.00000000 N N N N N N Thermostat Purchaser III, Inc. 254900K7OD47ERJZN242 Thermostat Purchaser III, Inc., First Lien Delayed Draw Term Loan 88366MAD6 25232.49000000 PA USD 25043.25000000 0.006430144650 Long LON CORP US N 3 2028-08-31 Floating 7.18524100 N N N N N N N/A N/A Commercial Barge Line Co., Wts., expiring 04/27/2045 N/A 5248.00000000 NS USD 236160.00000000 0.060636816733 N/A DE N/A N 2 Commercial Barge Line Co N/A Call Purchased Commercial Barge Line Co. Commercial Barge Line Co. 1.00000000 0 USD 2045-04-27 XXXX -205715.01000000 N N N Crown Finance US, Inc. N/A Crown Finance US, Inc., Term Loan N/A 2159666.26000000 PA USD 2178898.09000000 0.559457334709 Long LON CORP US N 2 2028-07-31 Floating 14.38109000 N N N N N N Covia Holdings Corp. 213800IE4YGTGVTQ1806 Covia Holdings Corp., Term Loan 22305CAB5 1151154.21000000 PA USD 1146117.91000000 0.294279055149 Long LON CORP US N 2 2026-07-31 Floating 9.52997000 N N N N N N Thermostat Purchaser III, Inc. 254900K7OD47ERJZN242 Thermostat Purchaser III, Inc., Term Loan B 88366MAC8 538358.99000000 PA USD 534321.30000000 0.137193185743 Long LON CORP US N 3 2028-08-30 Floating 10.07245000 N N N N N N Windstream Escrow LLC / Windstream Escrow Finance Corp. N/A Windstream Escrow LLC / Windstream Escrow Finance Corp. 97382WAA1 1297000.00000000 PA USD 1052674.38000000 0.270286345953 Long DBT CORP US N 2 2028-08-15 Fixed 7.75000000 N N N N N N AkzoNoble Chemicals 549300K7VB5G6LULFT41 AkzoNoble Chemicals, Term Loan N8232NAG2 847205.46000000 PA USD 845511.05000000 0.217094760269 Long LON CORP US N 2 2028-04-03 Floating 9.41200000 N N N N N N Anticimex 54930005SBU6WYFBEB41 Anticimex, Term Loan W8189EAF7 409568.06000000 PA USD 409056.10000000 0.105029894010 Long LON CORP SE N 2 2028-11-16 Floating 8.95000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 Sinclair Television Group, Inc., Term Loan 82925BAG0 1196519.64000000 PA USD 871963.69000000 0.223886782135 Long LON CORP US N 2 2029-04-21 Floating 9.18106000 N N N N N N USF S&H Holdco, LLC 5493001SZ10B6WJEDM44 USF S&H Holdco, LLC, Term Loan N/A 1689713.31000000 PA USD 1689713.31000000 0.433853473539 Long LON CORP US N 3 2025-06-30 Floating 10.14187000 N N N N N N CCI Buyer, Inc. (Consumer Cellular) 254900TMV7DAFRQALU04 CCI Buyer, Inc. (Consumer Cellular), Term Loan 12510EAC1 2817192.95000000 PA USD 2791950.90000000 0.716865748022 Long LON CORP US N 2 2027-12-17 Floating 9.24187000 N N N N N N Kersia International S.A.S. 969500J08NJW6YSO2H50 Kersia International S.A.S., Term Loan N/A 187382.15000000 PA 199682.95000000 0.051270911432 Long LON CORP FR N 2 2027-12-23 Floating 7.53500000 N N N N N N Hub International Ltd. 549300JQT6ATTUNS5E06 Hub International Ltd., Term Loan 44332EAW6 485783.62000000 PA USD 487935.64000000 0.125283129999 Long LON CORP US N 2 2030-06-08 Floating 9.58352000 N N N N N N McDermott International, Ltd. ZAKWBIG8QLOPMZ888610 McDermott International, Ltd., LOC N/A 998518.59000000 PA USD 698963.01000000 0.179466852731 Long LON CORP US N 3 2024-06-30 Floating 9.50826000 N N N N N N Univar Inc. 254900IXUJZ9H146T437 Univar Inc., Term Loan 97360BAB1 1436095.11000000 PA USD 1433108.03000000 0.367967094236 Long LON CORP US N 2 2030-06-22 Floating 9.81810000 N N N N N N SFR-Numericable (YPSO, Alt-Fr) 5493001ZMCICV4N02J21 SFR-Numericable (YPSO, Alt-Fr), Incremental Term Loan B-13 F6628DAM6 524731.74000000 PA USD 495215.58000000 0.127152338957 Long LON CORP FR N 2 2026-08-14 Floating 9.62618000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 Dun & Bradstreet Corp. (The), Term Loan 26483NAT7 1151530.69000000 PA USD 1153874.05000000 0.296270533975 Long LON CORP US N 2 2026-02-06 Floating 8.17880000 N N N N N N Inotiv, Inc. 549300FH5Z13X0Q5SK81 Inotiv, Inc. 45783Q100 7462.00000000 NS USD 27907.88000000 0.007165671599 Long EC CORP US N 1 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 Altice France 5493001ZMCICV4N02J21 Altice France 02156LAC5 328000.00000000 PA USD 246097.15000000 0.063188295152 Long DBT CORP FR N 2 2028-01-15 Fixed 5.50000000 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 Altice Financing S.A. 02154CAH6 22000.00000000 PA USD 17447.33000000 0.004479804165 Long DBT CORP LU N 2 2029-08-15 Fixed 5.75000000 N N N N N N Commercial Barge Line Co. N/A Commercial Barge Line Co. N/A 4992.00000000 NS USD 224640.00000000 0.057678923234 Long EC CORP US N 3 N N N Sedgwick Claims Management Services, Inc. 549300BIN4DWJG5VWF64 Sedgwick Claims Management Services, Inc., Term Loan B 81527CAP2 197516.89000000 PA USD 198116.35000000 0.050868668728 Long LON CORP US N 2 2028-02-24 Floating 9.08106000 N N N N N N Florida Food Products, LLC 254900J6FNIX7DTKUV52 Florida Food Products, LLC, Second Lien Term Loan 34068GAG7 609235.74000000 PA USD 502619.49000000 0.129053378649 Long LON CORP US N 3 2029-10-08 Floating 13.44554000 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 406407.63000000 0.104349868646 Long EC CORP US N 2 N N N Barnes Group Inc. G1MSYD2DQZX30V5DMX12 Barnes Group Inc., Term Loan 067809AL7 225175.03000000 PA USD 225831.42000000 0.057984834126 Long LON CORP US N 2 2030-08-10 Floating 8.42740000 N N N N N N QuarterNorth Energy, Inc. 549300BC3OH5VUTNXB92 QuarterNorth Energy, Inc., Second Lien Term Loan 74771KAB3 2864398.82000000 PA USD 2858426.55000000 0.733934141511 Long LON CORP US Y 2 2026-08-27 Floating 13.44554000 N N N N N N TTF Holdings, LLC (Soliant) 254900IIAWXPGAIX2Q35 TTF Holdings, LLC (Soliant), Term Loan B 85856CAB5 489726.06000000 PA USD 490950.38000000 0.126057199430 Long LON CORP US N 2 2028-03-31 Floating 9.44554000 N N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 Carnival Corp., Term Loan P2121YAU2 267087.70000000 PA USD 267187.86000000 0.068603579354 Long LON CORP PA N 2 2027-08-08 Floating 8.31724000 N N N N N N Trinseo Materials Finance, Inc. 549300WNMXD3KV7LO256 Trinseo Materials Finance, Inc., Term Loan L9339LAG8 160029.74000000 PA USD 157990.16000000 0.040565804444 Long LON CORP LU N 2 2024-09-06 Floating 7.53786000 N N N N N N Weber-Stephen Products LLC 549300XU8TJBBGLK8V26 Weber-Stephen Products LLC, Term Loan 94767KAN1 975392.19000000 PA USD 884558.79000000 0.227120720018 Long LON CORP US N 2 2027-10-30 Floating 8.69554000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 AI Aqua Merger Sub, Inc., Term Loan 00132UAG9 5322608.16000000 PA USD 5313107.30000000 1.364201870075 Long LON CORP US N 2 2028-07-31 Floating 9.06247000 N N N N N N Mayfair Mall, LLC 549300HU605JTRKFFI65 Mayfair Mall, LLC, Term Loan N/A 512299.42000000 PA USD 466192.47000000 0.119700319131 Long LON CORP US N 3 2024-04-20 Floating 3.25000000 N N N N N N Acacium (Impala Bidco Ltd./ICS US Inc.) 259400LN2RY29XJ6PM24 Acacium (Impala Bidco Ltd./ICS US Inc.), Term Loan B N/A 295085.30000000 PA 361977.04000000 0.092941799781 Long LON CORP GB N 2 2028-06-08 Floating 9.93590000 N N N N N N Six Flags Theme Parks Inc. 5493003MX0ZXTM8EVY68 Six Flags Theme Parks Inc., Term Loan B 83002CAJ6 229333.61000000 PA USD 228641.02000000 0.058706231485 Long LON CORP US N 2 2026-04-17 Floating 7.18106000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc., Term Loan 90932RAJ3 3877670.16000000 PA USD 3893665.55000000 0.999743751600 Long LON CORP US N 2 2028-04-21 Floating 9.29186000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings, Inc., Term Loan 74839XAG4 1278845.68000000 PA USD 1281352.22000000 0.329002031400 Long LON CORP US N 2 2029-03-18 Floating 8.43313000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd., Revolver Loan 78015EAT5 594259.24000000 PA USD 581631.23000000 0.149340558520 Long LON CORP US N 3 2024-04-12 Floating 6.65 N N N N N N Belron Group S.A. N/A Belron Group S.A., First Lien Term Loan B 08078UAH6 580572.40000000 PA USD 581843.85000000 0.149395151169 Long LON CORP LU N 2 2029-04-06 Floating 8.15989000 N N N N N N Grandir (The Education Group) 969500O1KU8BVNDNA978 Grandir (The Education Group), Term Loan N/A 244192.96000000 PA 265239.59000000 0.068103338454 Long LON CORP FR N 2 2028-09-29 Floating 8.03300000 N N N N N N Brown Group Holding, LLC (Signature Aviation US Holdings, Inc.) 25490094PF4HHK9QS109 Brown Group Holding, LLC (Signature Aviation US Holdings, Inc.), Incremental Term Loan B-2 11565HAD8 820012.11000000 PA USD 820524.62000000 0.210679204812 Long LON CORP US N 2 2029-07-02 Floating 9.07740000 N N N N N N Atlantic Broadband Finance, LLC 5493002JZGWJIUQ60C59 Atlantic Broadband Finance, LLC, Incremental Term Loan 19239PAD9 77748.62000000 PA USD 76651.20000000 0.019681083870 Long LON CORP US N 2 2028-09-01 Floating 7.92496000 N N N N N N JVMC Holdings Corp. 549300YNQA38HHOO8322 JVMC Holdings Corp., Class B N/A 3000.00000000 NS USD 30.00000000 0.000007702847 Long EC CORP US N 3 N N N Altar BidCo, Inc. (Brooks Automation, Inc.) N/A Altar BidCo, Inc. (Brooks Automation, Inc.), Second Lien Term Loan 02090CAB6 206320.03000000 PA USD 200602.90000000 0.051507119256 Long LON CORP US N 2 2030-02-01 Floating 10.91909000 N N N N N N SRS Distribution Inc. 549300ZQ3XP75BCYM468 SRS Distribution Inc., Term Loan 78466YAQ1 189620.38000000 PA USD 187487.15000000 0.048139498452 Long LON CORP US N 2 2028-06-02 Floating 8.93106000 N N N N N N Vodafone Ziggo - LG 213800TQASLF9JXH5J59 Vodafone Ziggo - LG, Term Loan I N9833RAJ8 26709.99000000 PA USD 26168.98000000 0.006719188873 Long LON CORP US N 2 2028-04-30 Floating 7.92496000 N N N N N N Kirk Beauty SUN GmbH 9845005056B369360745 Kirk Beauty SUN GmbH N/A 766839.00000000 PA 770862.73000000 0.197927939049 Long DBT CORP DE N 2 2026-10-01 Fixed 8.25000000 N N Y N N N ICP Group Holdings, LLC 254900UFA4AMH3PZZW32 ICP Group Holdings, LLC, First Lien Term Loan 12656UAB1 463071.96000000 PA USD 376102.42000000 0.096568654787 Long LON CORP US N 2 2027-12-29 Floating 9.25348000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 37379.53000000 0.009597627499 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 11557296.42000000 EUR 12603243.30000000 USD 2023-10-31 37379.53000000 N N N Icebox Holdco III, Inc. 254900DLB65AKI8CQ466 Icebox Holdco III, Inc., First Lien Term Loan 45114NAB3 983961.98000000 PA USD 978323.88000000 0.251195993469 Long LON CORP US N 2 2028-12-22 Floating 9.09187000 N N N N N N Panther BF Aggregator 2 L.P. 549300474L1ZLXZY2P98 Panther BF Aggregator 2 L.P., Term Loan C8000CAK9 633154.75000000 PA USD 633056.61000000 0.162544620776 Long LON CORP CA N 2 2030-05-06 Floating 9.08106000 N N N N N N AppLovin Corp. 549300LLVXMUAOL3SQ07 AppLovin Corp., Term Loan 03835EAF1 974909.13000000 PA USD 974665.40000000 0.250256636333 Long LON CORP US N 2 2028-10-25 Floating 8.43106000 N N N N N N Tank Holding Corp. 549300WQKU58ILVYFJ26 Tank Holding Corp., Revolver Loan 87583FAM0 229561.61000000 PA USD 222818.24000000 0.057211165243 Long LON CORP US N 3 2028-03-31 Floating 11.32740000 N N N N N N Checkout Holding Corp. 5493000F1R60SFVQY311 Checkout Holding Corp., Term Loan N/A 167573.03000000 PA USD 101591.15000000 0.026084705048 Long LON CORP US N 2 2027-05-10 Floating 14.86528000 N N N N N N Titan Acquisition Holdings, L.P. 2549000M6VOEWVW5JU51 Titan Acquisition Holdings, L.P., Term Loan B 50221BAC7 498969.75000000 PA USD 500217.17000000 0.128436555150 Long LON CORP US N 3 2030-04-27 Floating 9.81261000 N N N N N N Hilding Anders AB 54930054I2B3F0CNE428 Hilding Anders AB, Term Loan N/A 17400.73000000 PA 18396.78000000 0.004723586455 Long LON CORP SE N 3 2026-12-31 Floating 13.61600000 N N N N N N Arnott's (Snacking Investments US LLC) 549300W8K88D3SM86Y18 Arnott's (Snacking Investments US LLC), Term Loan Q8531PAE7 936834.13000000 PA USD 937611.70000000 0.240742669462 Long LON CORP US N 2 2026-12-18 Floating 9.33106000 N N N N N N Trinseo Materials Finance, Inc. 549300WNMXD3KV7LO256 Trinseo Materials Finance, Inc., Term Loan L9339LAK9 962673.75000000 PA USD 746519.80000000 0.191677609674 Long LON CORP LU N 2 2028-03-18 Floating 7.94554000 N N N N N N Camelot Finance L.P. 549300U6VBJHQP2SFL81 Camelot Finance L.P., Incremental Term Loan L2000AAD2 1538418.10000000 PA USD 1540002.67000000 0.395413531801 Long LON CORP US N 2 2026-10-30 Floating 8.44554000 N N N N N N Quarternorth Energy Holding Inc. 549300BC3OH5VUTNXB92 Quarternorth Energy Holding Inc. N/A 78026.00000000 NS USD 13190295.30000000 3.386761173657 Long EC CORP US Y 3 N N N DexKo Global Inc. 549300SMZ4OV1KBH1M19 DexKo Global Inc., Incremental Term Loan 25213YBC8 299520.02000000 PA USD 293249.57000000 0.075295225412 Long LON CORP US N 2 2028-10-04 Floating 9.60064000 N N N N N N Altice Finco S.A. 549300IGQP5SEZB5Z419 Altice Finco S.A. AP4431460 756000.00000000 PA 539412.11000000 0.138500310205 Long DBT CORP LU N 2 2028-01-15 Fixed 4.75000000 N N N N N N Shearer's Foods, LLC 549300AQWIJSYS2CIH04 Shearer's Foods, LLC, Second Lien Term Loan N/A 166704.95000000 PA USD 152951.79000000 0.039272144560 Long LON CORP US N 2 2028-09-22 Floating 13.19554000 N N N N N N Peraton Corp. 549300EQPCK07ZW63836 Peraton Corp., First Lien Term Loan 71360HAB3 154032.05000000 PA USD 152816.74000000 0.039237468907 Long LON CORP US N 2 2028-02-01 Floating 9.18106000 N N N N N N Solera (Polaris Newco, LLC) 254900LEPDAG7EDOA064 Solera (Polaris Newco, LLC), Term Loan 73108RAD0 232360.92000000 PA 265104.64000000 0.068068688477 Long LON CORP US N 2 2028-06-05 Floating 10.43590000 N N N N N N Telesat LLC N/A Telesat LLC, Term Loan 87951YAU5 1730059.31000000 PA USD 1249967.85000000 0.320943730706 Long LON CORP US N 2 2026-12-07 Floating 8.43406000 N N N N N N H-Food Holdings, LLC 549300JY2LK0EQ95YT44 H-Food Holdings, LLC, Incremental Term Loan B-3 40422KAE1 745449.04000000 PA USD 679819.71000000 0.174551588614 Long LON CORP US N 2 2025-05-23 Floating 10.58100000 N N N N N N Janus International Group, LLC 549300EG57ZJJG8NC776 Janus International Group, LLC, Term Loan 47102DAK5 234474.44000000 PA USD 234816.77000000 0.060291926865 Long LON CORP US N 2 2030-07-25 Floating 8.56795000 N N N N N N WebPros 549300TH5VH623DTW562 WebPros, Term Loan BL3364090 1033606.01000000 PA USD 1032314.00000000 0.265058582443 Long LON CORP LU N 2 2027-02-18 Floating 10.75348000 N N N N N N BES (Discovery Purchaser Corp.) 2549001LSO1ZBIPA5D65 BES (Discovery Purchaser Corp.), Second Lien Term Loan 25471NAB2 347011.45000000 PA USD 323588.18000000 0.083085015107 Long LON CORP US N 3 2030-08-03 Floating 12.26836000 N N N N N N Axalta Coating Systems U.S. Holdings, Inc. 549300NZ43V4QV4UGN28 Axalta Coating Systems U.S. Holdings, Inc., Term Loan 90347BAJ7 1043999.59000000 PA USD 1047262.09000000 0.268896677776 Long LON CORP US N 2 2029-12-20 Floating 8.24187000 N N N N N N Haya Holdco 2 PLC 635400BJGKZHDDZKPE74 Haya Holdco 2 PLC, Term Loan BX3358609 245725.16000000 PA 98587.32000000 0.025313436886 Long LON CORP GB Y 2 2025-11-30 Floating 12.46200000 N N N N N N McGraw-Hill Education, Inc. 254900U6YJ9QZ4IQOR26 McGraw-Hill Education, Inc., Term Loan B 58063DAC7 2126105.65000000 PA USD 2088686.19000000 0.536294383966 Long LON CORP US N 2 2028-07-28 Floating 10.19554000 N N N N N N Scientific Games Lottery 549300W5GPFXXB6TQ330 Scientific Games Lottery, First Lien Term Loan 80875CAB3 953961.71000000 PA USD 950532.22000000 0.244060162702 Long LON CORP US N 2 2029-04-04 Floating 8.76836000 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 Global Medical Response, Inc. 37960BAA3 298000.00000000 PA USD 206233.74000000 0.052952902679 Long DBT CORP US N 2 2025-10-01 Fixed 6.50000000 N N N N N N New VAC US LLC 549300UJYMVEWJOVTC36 New VAC US LLC, Term Loan B 64911CAB3 770645.92000000 PA USD 755233.00000000 0.193914824747 Long LON CORP DE N 3 2025-03-08 Floating 9.73100000 N N N N N N athenahealth Group Inc. 254900AA3KZN4Q7A5Z33 athenahealth Group Inc., Term Loan 04686RAB9 2616932.14000000 PA USD 2589663.71000000 0.664926167790 Long LON CORP US N 2 2029-02-15 Floating 8.82024000 N N N N N N Southcross Energy Partners GP LLC N/A Southcross Energy Partners GP LLC, Series A, Pfd. N/A 292192.87000000 NS USD 2600.52000000 0.000667713646 Long EC CORP US N 3 N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 Cengage Learning, Inc., Term Loan 15134NAF3 2650317.11000000 PA USD 2647905.32000000 0.679880376089 Long LON CORP US N 2 2026-06-29 Floating 10.55380000 N N N N N N Tegra118 Wealth Solutions, Inc. N/A Tegra118 Wealth Solutions, Inc., Term Loan 33774UAC2 842055.40000000 PA USD 785216.66000000 0.201613476917 Long LON CORP US N 3 2027-02-18 Floating 9.38317000 N N N N N N Sitel Worldwide Corp. 5493007DS8CM3ZGION43 Sitel Worldwide Corp., Term Loan 82981MAC6 1292089.48000000 PA USD 1280137.65000000 0.328690176478 Long LON CORP US N 2 2028-08-28 Floating 9.08106000 N N N N N N Flutter Financing B.V. (Stars Group) 635400VFWPBIKJK6GN11 Flutter Financing B.V. (Stars Group), Incremental Term Loan N8233BAE2 1095582.10000000 PA USD 1097707.53000000 0.281849129081 Long LON CORP NL N 2 2028-07-04 Floating 8.75348000 N N N N N N BrightPet (AMCP Pet Holdings, Inc.) 549300JOBX1WB2IOF508 BrightPet (AMCP Pet Holdings, Inc.), Revolver Loan N/A 335672.05000000 PA USD 320231.14000000 0.082223056184 Long LON CORP US N 3 2026-10-05 Floating 0.50000000 N N N N N N Diamond Sports Holdings, LLC 5493002K6DHWNZH8YA34 Diamond Sports Holdings, LLC, Second Lien Term Loan 25277BAG3 1304410.40000000 PA USD 36569.15000000 0.009389553043 Long LON CORP US Y 2 2026-08-24 Floating 8.67740000 Y Y N N N N Lightstone Holdco LLC 549300VXK6UGDG7H3G98 Lightstone Holdco LLC, Term Loan 53226GAL5 138523.16000000 PA USD 126171.05000000 0.032395879217 Long LON CORP US N 2 2027-02-01 Floating 11.08106000 N N N N N N Nomad Foods US LLC N/A Nomad Foods US LLC, Term Loan G6562AAM9 309883.13000000 PA USD 310735.31000000 0.079784891790 Long LON CORP US N 2 2029-11-10 Floating 8.56084000 N N N N N N Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 549300K1JD1LDRNBET48 Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL 11284DAC9 1045000.00000000 PA USD 873708.83000000 0.224334867053 Long DBT CORP US Y 2 2027-04-01 Fixed 4.50000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 6431.94000000 0.001651475131 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3000000.00000000 SEK 280765.96000000 USD 2023-09-29 6431.94000000 N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc. 253651202 6869.00000000 NS USD 122336.89000000 0.031411414205 Long EC CORP US N 1 N N N MJH Healthcare Holdings, LLC 254900YSRB2CUEJCMV73 MJH Healthcare Holdings, LLC, Term Loan B 55315QAF3 106356.98000000 PA USD 106224.03000000 0.027274250676 Long LON CORP US N 2 2029-01-28 Floating 8.93106000 N N N N N N Tank Holding Corp. 549300WQKU58ILVYFJ26 Tank Holding Corp., Term Loan 87583FAN8 3413877.22000000 PA USD 3318937.29000000 0.852175610622 Long LON CORP US N 2 2028-03-31 Floating 11.18106000 N N N N N N Monitronics International, Inc. SCAKOG18M6QWWML8YF46 Monitronics International, Inc., Term Loan 60945HAG9 4229597.32000000 PA USD 4286696.88000000 1.100659100211 Long LON CORP US N 2 2028-06-30 Floating 12.74187000 N N N N N N Windstream Services, LLC 549300KT9GVEBYCD2N29 Windstream Services, LLC, Term Loan 97381JAE3 1863650.04000000 PA USD 1782115.35000000 0.457578768108 Long LON CORP US N 2 2027-09-21 Floating 11.68106000 N N N N N N Rand Parent, LLC N/A Rand Parent, LLC 753272AA1 1049000.00000000 PA USD 1000107.58000000 0.256789210884 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N ADB Safegate (ADBAS / CEP IV) 549300T4XDR2Z0DI8S95 ADB Safegate (ADBAS / CEP IV), Term Loan B N/A 161266.98000000 PA 161929.56000000 0.041577291046 Long LON CORP LU N 2 2026-10-03 Floating 8.21200000 N N N N N N Arxada 2221002FZ55AMAUX4G64 Arxada, Term Loan L4780EAB0 183998.10000000 PA 175078.43000000 0.044953415794 Long LON CORP LU N 2 2028-07-03 Floating 7.52300000 N N N N N N Pike Corp. 549300P4EKEP6HK0NC58 Pike Corp., Delayed Draw Term Loan 72108PAT1 219821.90000000 PA USD 220508.84000000 0.056618200030 Long LON CORP US N 2 2028-01-21 Floating 8.83106000 N N N N N N Brave Parent Holdings, Inc. 549300ZU643BIOAXIB73 Brave Parent Holdings, Inc., First Lien Term Loan 10566UAC2 443765.38000000 PA USD 442749.16000000 0.113680977616 Long LON CORP US N 2 2025-04-18 Floating 9.51912000 N N N N N N Eastman Tire Additives (River Buyer, Inc.) N/A Eastman Tire Additives (River Buyer, Inc.), First Lien Term Loan 33939NAC0 1555573.49000000 PA USD 1420106.37000000 0.364628767361 Long LON CORP US N 2 2028-11-01 Floating 10.75348000 N N N N N N LABL Inc. (Multi-Color) 5493004FUZN8R6Y3VB98 LABL Inc. (Multi-Color), Term Loan 50168EAN2 2084302.25000000 PA USD 2081227.90000000 0.534379381578 Long LON CORP US N 2 2028-10-29 Floating 10.43106000 N N N N N N AnaCap Financial Europe S.A. SICAV-RAIF 2221001M75L4SO9QJ626 AnaCap Financial Europe S.A. SICAV-RAIF N/A 1101000.00000000 PA 596087.33000000 0.153052329719 Long DBT CORP LU N 2 2024-08-01 Floating 8.72500000 N N N N N N 2023-09-30 Invesco Senior Loan Fund Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer