0001752724-23-071768.txt : 20230329 0001752724-23-071768.hdr.sgml : 20230329 20230329125022 ACCESSION NUMBER: 0001752724-23-071768 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230329 DATE AS OF CHANGE: 20230329 PERIOD START: 20230731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Nuveen Credit Strategies Income Fund CENTRAL INDEX KEY: 0001227476 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21333 FILM NUMBER: 23773800 BUSINESS ADDRESS: STREET 1: 333 WEST WACKER DRIVE CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-917-8146 MAIL ADDRESS: STREET 1: 333 WEST WACKER DRIVE CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: Nuveen Multi-Strategy Income & Growth Fund 2 DATE OF NAME CHANGE: 20070522 FORMER COMPANY: FORMER CONFORMED NAME: NUVEEN PREFERRED CONVERTIBLE INCOME FUND 2 DATE OF NAME CHANGE: 20030415 NPORT-P 1 primary_doc.xml NPORT-P false 0001227476 XXXXXXXX Nuveen Credit Strategies Income Fund 811-21333 0001227476 W4CSTD4RDGQSJ4FOVO30 333 W. Wacker Dr Chicago 60606 312-917-7700 Nuveen Credit Strategies Income Fund W4CSTD4RDGQSJ4FOVO30 2023-07-31 2023-01-31 N 1224571971.00 418638014.00 805933957.00 0.00000000 0.00000000 217300000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 50447830.00000000 0.00000000 140000000.00000000 3130283.00000000 USD N CROWN FINANCE US INC 2138005YBTL32WI3LH04 N/A 1848000.00000000 PA USD 292215.00000000 0.036257933725 Long LON CORP GB N 2 2023-05-31 Variable 0.00900000 N N N N N N ATHENAHEALTH GROUP INC 5493004JZ4RQIZBHP241 04686RAB9 1907564.72000000 PA USD 1812978.12000000 0.224953683146 Long LON CORP US N 2 2029-01-27 Variable 8.01160000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 7000000.00000000 PA USD 4868763.13000000 0.604114405121 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 85769EAZ4 12062991.34000000 PA USD 11987597.64000000 1.487416870313 Long LON CORP US N 2 2027-02-08 Variable 6.82000000 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 02034DAC1 6635551.51000000 PA USD 6251950.28000000 0.775739776900 Long LON CORP US N 2 2024-06-13 Variable 8.32530000 N N N N N N GOGO INTERMEDIATE HOLDIN N/A 38046JAB0 1477500.03000000 PA USD 1478290.49000000 0.183425760530 Long LON CORP US N 2 2028-04-30 Variable 8.57530000 N N N N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 2333437.50000000 PA USD 1854802.80000000 0.230143274630 Long LON CORP US N 2 2028-03-04 Variable 8.76500000 N N N N N N MA FINANCECO LLC 213800AAQDP1DDU8BK05 81271EAC5 4267276.57000000 PA USD 4266380.44000000 0.529370974252 Long LON CORP US N 2 2027-01-14 Variable 8.61160000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBA7 4634000.00000000 PA USD 3898375.67000000 0.483709072702 Long LON CORP US N 2 2029-01-20 Variable 9.81970000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBU7 1959697.73000000 PA USD 1965821.79000000 0.243918471597 Long LON CORP US N 2 2027-02-22 Variable 7.83020000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBQ6 11908864.10000000 PA USD 11901421.06000000 1.476724110782 Long LON CORP US N 2 2025-05-30 Variable 6.97990000 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 C6901LAH0 12963761.61000000 PA USD 12846893.30000000 1.594037971525 Long LON CORP CA N 2 2026-11-19 Variable 6.31970000 N N N N N N ALLIANT HOLDINGS INTERMEDI 5493006Q26653NF8SI73 01881UAJ4 6063324.43000000 PA USD 6063324.43000000 0.752335148226 Long LON CORP US N 2 2027-11-06 Variable 8.00840000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627NAE1 2000000.00000000 PA USD 1300000.00000000 0.161303539664 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N TRAVELPORT FINANCE LUXEM 2221005SGFWYZHL40F77 L9308UAU4 4141498.69000000 PA USD 4261498.61000000 0.528765238514 Long LON CORP LU N 2 2025-02-28 Variable 6.22990000 N N Y N N N FRONTIER COMMUNICATIONS N/A 35908MAB6 1978000.00000000 PA USD 1624788.54000000 0.201603186698 Long DBT CORP US Y 2 2030-01-15 Fixed 6.00000000 N N N N N N CERIDIAN HCM HOLDING INC 549300T64GVCHFJ8L449 15677GAF1 2862394.59000000 PA USD 2853807.41000000 0.354099412887 Long LON CORP US N 2 2025-04-30 Variable 7.06970000 N N N N N N TEMPO ACQUISITION LLC 549300VV0B2RPMHQGA61 88023HAF7 10829016.41000000 PA USD 10857226.00000000 1.347160757491 Long LON CORP US N 2 2028-08-31 Variable 7.56140000 N N N N N N ATHENAHEALTH GROUP INC 5493004JZ4RQIZBHP241 04686RAC7 324940.77000000 PA USD 308828.58000000 0.038319340848 Long LON CORP US N 2 2029-01-27 Variable 4.62790000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918VAY0 756102.56000000 PA USD 748685.19000000 0.092896593262 Long LON CORP US N 2 2026-08-12 Variable 6.31970000 N N N N N N PACTIV EVERGREEN GROUP N/A 69527AAA4 1190000.00000000 PA USD 1057663.08000000 0.131234460443 Long DBT CORP US Y 2 2028-09-30 Fixed 4.37500000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 1200000.00000000 PA USD 1167300.00000000 0.144838170654 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N PENN NATIONAL GAMING INC N/A 70757DAZ2 1846968.74000000 PA USD 1847993.81000000 0.229298417562 Long LON CORP US N 2 2029-04-20 Variable 7.41140000 N N N N N N MEDLINE BORROWER LP N/A 62482BAA0 1975000.00000000 PA USD 1688654.63000000 0.209527668530 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N VISION SOLUTIONS INC N/A 70477BAE2 1679614.62000000 PA USD 1480580.29000000 0.183709878103 Long LON CORP US N 2 2028-05-28 Variable 8.81770000 N N N N N N CLUBCORP HOLDINGS INC 549300XWSO7KBICXNW37 18948TAB9 4763710.45000000 PA USD 4420508.93000000 0.548495182713 Long LON CORP US N 2 2024-09-18 Variable 7.47990000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAF6 8722949.03000000 PA USD 8688057.23000000 1.078011064621 Long LON CORP US N 2 2027-01-31 Variable 7.19470000 N N N N N N ENTAIN HOLDINGS GIBRALTA 213800ATWJIEYQ8NF838 36270BAB8 2020000.00000000 PA USD 2025555.00000000 0.251330147142 Long LON CORP GI N 2 2029-10-31 Variable 8.18020000 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 N/A 903562.50000000 PA USD 898990.47000000 0.111546419181 Long LON CORP US N 2 2028-09-30 Variable 7.81970000 N N N N N N Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 N/A 17602.00000000 NS USD 2399733.47000000 0.297758079202 Long DE CORP US N 2 N/A N/A Call Purchased FIELDWOOD EQUITY FW EMERGENCE EQUITY FIELDWOOD EQUITY FW EMERGENCE EQUITY 1.00000000 0.01000000 USD 2031-09-01 XXXX 2399733.47000000 N N N UKG INC 529900FKHWSTQ1GXK240 90385KAB7 14512500.00000000 PA USD 14393642.63000000 1.785958080681 Long LON CORP US N 2 2026-05-03 Variable 8.57530000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q305 5773.00000000 NS USD 246680.29000000 0.030608003032 Long EC CORP US N 1 N N N PHYSICIAN PARTNERS LLC N/A N/A 1050154.77000000 PA USD 1008017.31000000 0.125074430881 Long LON CORP US N 2 2029-02-01 Variable 8.66140000 N N N N N N ELEMENT MATERIAL TECHNOL 213800EGOJGGUKUGEZ30 BL3899012 581578.95000000 PA USD 577944.08000000 0.071711096794 Long LON CORP US N 2 2029-04-12 Variable 8.93020000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05350NAL8 1053731.55000000 PA USD 1054790.55000000 0.130878037938 Long LON CORP US N 2 2027-11-06 Variable 6.81970000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAC8 1000000.00000000 PA USD 951640.00000000 0.118079154220 Long DBT CORP US Y 2 2027-11-15 Fixed 4.62500000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 12769LAD1 837083.34000000 PA USD 838087.84000000 0.103989642416 Long LON CORP US N 2 2025-07-20 Variable 8.06970000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816194AV6 9708727.56000000 PA USD 9678387.79000000 1.200890929825 Long LON CORP US N 2 2025-03-06 Variable 7.07000000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAA1 2250000.00000000 PA USD 1913737.50000000 0.237455871337 Long DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N DTI HOLDCO INC 549300QQVMUL3P8XVJ27 23358EAF6 3990000.00000000 PA USD 3817931.25000000 0.473727557554 Long LON CORP US N 2 2029-04-21 Variable 9.42600000 N N N N N N CROWN FINANCE US INC N/A 22834KAB7 7728765.04000000 PA USD 1354504.72000000 0.168066466021 Long LON CORP US N 2 2025-02-28 Variable 0.00000000 Y N N N N N RYAN SPECIALTY GROUP 549300K52N7QBO3PYY45 78350UAE5 244375.00000000 PA USD 244451.98000000 0.030331515116 Long LON CORP US N 2 2027-09-01 Variable 7.55340000 N N N N N N BELK INC N/A 07783AAJ4 327940.22000000 PA USD 281312.04000000 0.034905098309 Long LON CORP US N 2 2025-07-31 Variable 12.19870000 N N N N N N MALLINCKRODT INTERNATIONAL 549300MQQ92LN1A0B514 N/A 4566262.70000000 PA USD 3516273.42000000 0.436297960826 Long LON CORP LU N 2 2027-09-30 Variable 9.98630000 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 950000.00000000 PA USD 984086.00000000 0.122105042411 Long LON CORP KY N 2 2027-10-20 Variable 8.55770000 N N N N N N VZ SECURED FINANCING BV 549300MG611MYCOWY949 91845AAA3 6006000.00000000 PA USD 5143117.98000000 0.638156257758 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N FRONERI US INC N/A N/A 1950000.00000000 PA USD 1934624.25000000 0.240047491881 Long LON CORP US N 2 2027-01-31 Variable 6.81970000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAP1 14166127.18000000 PA USD 14169952.03000000 1.758202630243 Long LON CORP US N 2 2025-04-25 Variable 7.81740000 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 50179JAB4 2826764.55000000 PA USD 2563818.91000000 0.318117742493 Long LON CORP US N 2 2027-12-18 Variable 8.85230000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 14880BAH4 245756.91000000 PA USD 245398.10000000 0.030448909351 Long LON CORP US N 2 2028-02-22 Variable 6.56250000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAC0 5750000.00000000 PA USD 115000.00000000 0.014269159278 Long DBT CORP US Y 2 2027-08-15 Fixed 6.62500000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 68162RAC5 5041914.12000000 PA USD 4746735.26000000 0.588973230222 Long LON CORP US N 2 2024-10-10 Variable 8.82530000 N N N N N N Catalina Marketing Corp N/A N/A 9796.00000000 NS USD 2449.00000000 0.000303871052 Long EC CORP US N 2 N N N APTTUS CORP N/A 03835XAC6 1835582.33000000 PA USD 1788554.71000000 0.221923235082 Long LON CORP US N 2 2028-05-06 Variable 9.07530000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAG9 3183999.98000000 PA USD 3115671.34000000 0.386591396595 Long LON CORP US N 2 2028-07-30 Variable 8.14660000 N N N N N N USI INC/NY N/A 90351NAJ4 5984999.99000000 PA USD 5993229.36000000 0.743637776761 Long LON CORP US N 2 2029-11-16 Variable 8.33020000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58063DAC7 4249242.43000000 PA USD 4076085.80000000 0.505759282705 Long LON CORP US N 2 2028-07-30 Variable 8.31640000 N N N N N N CUSHMAN & WAKEFIELD US N/A 23340DAP7 3445000.00000000 PA USD 3436697.55000000 0.426424215055 Long LON CORP US N 2 2025-08-21 Variable 7.31970000 N N N N N N GULFPORT ENERGY OP CORP 254900DJRGZBUZ3F5038 402635AR7 1450000.00000000 PA USD 1436674.50000000 0.178262063227 Long DBT CORP US Y 2 2026-05-17 Fixed 8.00000000 N N N N N N DIAMOND BC BV 549300SWLHWJF3D4N658 N/A 1655280.00000000 PA USD 1640655.60000000 0.203571965885 Long LON CORP NL N 2 2028-09-29 Variable 7.57460000 N N N N N N GGP NIMBUS LP 5493006ZQ6LH85EKNL31 11283HAB3 5484171.07000000 PA USD 5460753.66000000 0.677568380457 Long LON CORP US N 2 2025-08-24 Variable 7.16140000 N N N N N N DRIVEN HOLDINGS LLC 2549009H8IC4YXR5FV18 N/A 759262.50000000 PA USD 744711.23000000 0.092403505713 Long LON CORP US N 2 2028-12-17 Variable 7.73770000 N N N N N N CABLE ONE INC 549300648QS85T0XSH18 12685LAG5 1970000.00000000 PA USD 1956663.10000000 0.242782064585 Long LON CORP US N 2 2028-05-03 Variable 6.56970000 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 C7052BAH7 3608576.75000000 PA USD 3622108.91000000 0.449429990948 Long LON CORP CA N 2 2025-05-30 Variable 7.82530000 N N N N N N ELEMENT MATERIAL TECHNOL 213800EGOJGGUKUGEZ30 BL3903004 268421.05000000 PA USD 266743.42000000 0.033097429098 Long LON CORP US N 2 2029-04-12 Variable 8.93020000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18452RAD7 12481080.71000000 PA USD 11903830.73000000 1.477023101782 Long LON CORP US N 2 2026-08-21 Variable 8.32460000 N N N N N N NEW TROJAN PARENT INC 254900KQOFMPF9290333 64900YAB8 637800.20000000 PA USD 449652.33000000 0.055792701882 Long LON CORP US N 2 2028-01-06 Variable 7.72010000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBG6 4290805.76000000 PA USD 4287888.01000000 0.532039625921 Long LON CORP US N 2 2026-07-01 Variable 6.15160000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 78488CAH3 3950000.00000000 PA USD 3946543.75000000 0.489685751012 Long LON CORP US N 2 2028-08-25 Variable 7.62500000 N N N N N N PBF HOLDING CO LLC N/A 69318FAG3 485000.00000000 PA USD 483183.68000000 0.059953259917 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N ABG INTERMEDIATE HLDGS 2 54930020NXD0RJB64985 00076VAZ3 3646675.00000000 PA USD 3625250.78000000 0.449819833066 Long LON CORP US N 2 2028-12-21 Variable 8.16140000 N N N N N N CROWN FINANCE US INC N/A 22834KAM3 459850.93000000 PA USD 465208.19000000 0.057722867483 Long LON CORP US N 2 2023-09-09 Variable 14.45970000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 85350EAB2 992265.60000000 PA USD 993257.87000000 0.123243084792 Long LON CORP US N 2 2028-09-22 Variable 6.42510000 N N N N N N Skillsoft Corp N/A 83066P200 164471.00000000 NS USD 315784.32000000 0.039182406605 Long EC CORP US N 1 N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 N/A 973074.96000000 PA USD 956046.15000000 0.118625867752 Long LON CORP LU N 2 2026-01-31 Variable 7.57970000 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 1477500.00000000 PA USD 1417092.41000000 0.175832324434 Long LON CORP US N 2 2028-06-21 Variable 7.98830000 N N N N N N ABG INTERMEDIATE HLDGS 2 54930020NXD0RJB64985 00076VAY6 720000.00000000 PA USD 666453.60000000 0.082693326694 Long LON CORP US N 2 2029-12-20 Variable 10.66140000 N N N N N N HILTON GRAND VAC BORROWER 254900HF0EZ734FDVY79 43283LAH4 2962500.00000000 PA USD 2967521.44000000 0.368209009463 Long LON CORP US N 2 2028-08-02 Variable 7.56970000 N N N N N N AADVANTAGE LOYALTY IP IWUQB36BXD6OWD6X4T14 02376CBJ3 3895536.53000000 PA USD 4006306.11000000 0.497101043479 Long LON CORP KY N 2 2028-04-20 Variable 9.55770000 N N N N N N GRINDING MEDIA INC 254900IYFJ03EGFQ8C34 39854KAB6 1318312.50000000 PA USD 1295242.03000000 0.160713172431 Long LON CORP US N 2 2028-10-12 Variable 8.06950000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAE2 242637.34000000 PA USD 234751.63000000 0.029127899123 Long LON CORP US N 2 2025-07-17 Variable 6.70900000 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 87168TAB7 8104687.50000000 PA USD 7316506.64000000 0.907829553085 Long LON CORP US N 2 2029-05-10 Variable 11.58020000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAE8 1604839.71000000 PA USD 1482727.46000000 0.183976298196 Long LON CORP US N 2 2024-02-06 Variable 7.31970000 N N N N N N VIANT MEDICAL HOLDINGS 549300E68YOWU15QSF58 58506PAF8 7434353.63000000 PA USD 6766562.82000000 0.839592718637 Long LON CORP US N 2 2025-07-02 Variable 8.31970000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAC0 3675000.00000000 PA USD 3126432.75000000 0.387926668537 Long DBT CORP US Y 2 2028-04-15 Fixed 7.75000000 N N N N N N SCIENTIFIC GAMES HOLDIN 549300W5GPFXXB6TQ330 80875CAB3 1527172.50000000 PA USD 1504700.16000000 0.186702663032 Long LON CORP US N 2 2029-02-04 Variable 8.10280000 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 1068962.54000000 PA USD 1044713.12000000 0.129627633992 Long LON CORP US N 2 2028-04-22 Variable 7.54730000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 2214473.67000000 PA USD 2166497.10000000 0.268818193002 Long LON CORP PA N 2 2028-10-18 Variable 7.81970000 N N N N N N TRANSMONTAIGNE OPERATING CO 549300V4T155OZCUJ734 89376WAH1 2970000.00000000 PA USD 2965351.95000000 0.367939819912 Long LON CORP US N 2 2028-11-05 Variable 8.02790000 N N N N N N CCC INTELLIGENT SOLUTION 5493006JEEL9RIWY5T17 12511BAC6 1004850.00000000 PA USD 1004096.36000000 0.124587920794 Long LON CORP US N 2 2028-09-21 Variable 6.79730000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAN0 170737.37000000 PA USD 170661.39000000 0.021175604839 Long LON CORP US N 2 2026-02-08 Variable 7.76730000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 66877AAD0 8390243.90000000 PA USD 8382357.07000000 1.040079897018 Long LON CORP US N 2 2029-01-28 Variable 6.66140000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAD9 167247.39000000 PA USD 167531.71000000 0.020787275253 Long LON CORP US N 2 2028-11-30 Variable 7.06140000 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAC8 15118752.50000000 PA USD 15017381.26000000 1.863351349023 Long LON CORP US N 2 2028-11-15 Variable 7.81970000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AB1 4391000.00000000 PA USD 2640088.75000000 0.327581277233 Long DBT CORP US Y 2 2028-02-15 Fixed 3.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 1201000.00000000 PA USD 1140151.21000000 0.141469558404 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAB7 2226002.56000000 PA USD 2186524.40000000 0.271303173294 Long LON CORP US N 2 2028-08-31 Variable 7.98490000 N N N N N N WEST CORP 5493005Z5DB0O5S30R71 68162RAD3 1632000.00000000 PA USD 1542240.00000000 0.191360593086 Long LON CORP US N 2 2024-10-10 Variable 8.07530000 N N N N N N ALTERRA MOUNTAIN COMPANY 549300C5O4FSVNUEI843 46124CAJ6 343019.81000000 PA USD 342805.42000000 0.042535175124 Long LON CORP US N 2 2028-08-17 Variable 8.06970000 N N N N N N ICON LUXEMBOURG SARL 635400PUWMHSPI2DDA35 N/A 780489.60000000 PA USD 781469.11000000 0.096964410447 Long LON CORP LU N 2 2028-07-01 Variable 7.00000000 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 11823LAK1 13313693.00000000 PA USD 13330335.12000000 1.654023261362 Long LON CORP US N 2 2026-11-01 Variable 6.63360000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 2650000.00000000 PA USD 2513260.00000000 0.311844410844 Long DBT CORP US Y 2 2028-01-15 Fixed 6.25000000 N N N N N N SEATTLE SPINCO INC 213800AAQDP1DDU8BK05 81271EAB7 5342888.43000000 PA USD 5339549.12000000 0.662529364053 Long LON CORP US N 2 2024-06-21 Variable 7.31970000 N N N N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 75009XAB6 4923438.83000000 PA USD 3126383.66000000 0.387920577467 Long LON CORP US N 2 2028-02-09 Variable 7.38000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBB0 10273809.41000000 PA USD 10092630.78000000 1.252290053339 Long LON CORP US N 2 2025-06-27 Variable 6.26730000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAQ1 757350.00000000 PA USD 731713.70000000 0.090790776793 Long LON CORP US N 2 2028-06-04 Variable 8.16140000 N N N N N N RH 5493008MTS3OGGMHGK69 76133MAB7 3557992.42000000 PA USD 3431986.12000000 0.425839622489 Long LON CORP US N 2 2028-10-15 Variable 7.06970000 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258FAB6 3198881.01000000 PA USD 3196225.94000000 0.396586582838 Long LON CORP US N 2 2028-07-02 Variable 8.22990000 N N N N N N BROWN GROUP HOLDING LLC 25490094PF4HHK9QS109 11565HAD8 1795500.00000000 PA USD 1798749.86000000 0.223188245684 Long LON CORP US N 2 2029-06-09 Variable 8.39390000 N N N N N N PCI GAMING AUTHORITY 549300KPXAJ1LRW5LP59 70455DAG9 581000.00000000 PA USD 581679.77000000 0.072174619886 Long LON CORP US N 2 2026-05-31 Variable 7.06970000 N N N N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 235822AB9 1970000.00000000 PA USD 1950300.00000000 0.241992533390 Long DBT CORP LU Y 2 2025-04-15 Fixed 5.75000000 N Y N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 963YSLII7 11533743.70000000 PA USD 11158897.03000000 1.384591992070 Long LON CORP FR N 2 2026-08-14 Variable 8.64970000 N N N N N N KLOECKNER PENTAPLAST OF AME 5299004QDA11QZOG5N31 49865NAT7 773878.66000000 PA USD 692621.40000000 0.085940218051 Long LON CORP US N 2 2026-02-09 Variable 8.25920000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 N/A 6821508.49000000 PA USD 6727235.24000000 0.834712966437 Long LON CORP LU N 2 2029-01-27 Variable 7.44490000 N N N N N N FLUTTER FINANCING BV 635400VFWPBIKJK6GN11 N8233BAE2 3057337.50000000 PA USD 3066906.97000000 0.380540730833 Long LON CORP NL N 2 2028-07-04 Variable 8.09180000 N N N N N N SOPHIA LP 549300RP8NIJ7FY7OS79 83578BAN3 9912097.91000000 PA USD 9784727.45000000 1.214085517183 Long LON CORP US N 2 2027-10-07 Variable 8.22990000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 8521000.00000000 PA USD 5943397.50000000 0.737454657218 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 00169QAD1 2494399.87000000 PA USD 1845855.90000000 0.229033146446 Long LON CORP US N 2 2025-03-14 Variable 8.81970000 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AT6 12193140.90000000 PA USD 12174607.33000000 1.510620966427 Long LON CORP US N 2 2027-02-28 Variable 6.41140000 N N N N N N Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 N/A 72802.00000000 NS USD 473213.00000000 0.058716101473 Long DE CORP US N 2 N/A N/A Call Purchased FIELDWOOD EQUITY FW EMERGENCE EQUITY FIELDWOOD EQUITY FW EMERGENCE EQUITY 1.00000000 189.42000000 USD 2031-09-01 XXXX 72802.00000000 N N N CARESTREAM HEALTH INC 5493008C1W5RQW9E4I05 14173VAT0 4761576.19000000 PA USD 3483878.64000000 0.432278427995 Long LON CORP US N 2 2027-09-30 Variable 12.18020000 N N N N N N riverbed technology inc N/A N/A 34377.00000000 NS USD 343.77000000 0.000042654859 Long EP CORP US N 2 N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 2882662.21000000 PA USD 2880370.49000000 0.357395350448 Long LON CORP US N 2 2028-12-01 Variable 6.81970000 N N N N N N NATIONAL MENTOR HOLDINGS 5493004QULJVJP3CNZ62 63689EAT2 196488.00000000 PA USD 145033.69000000 0.017995728898 Long LON CORP US N 2 2028-03-02 Variable 8.48000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAJ1 500000.00000000 PA USD 500645.00000000 0.062119854319 Long DBT CORP US N 2 2023-11-01 Fixed 7.50000000 N N N N N N WHITEWATER WHISTLER HOLD 549300FRGKJP12ZORL46 N/A 1170000.00000000 PA USD 1170000.00000000 0.145173185698 Long LON CORP US N 2 2030-01-25 Variable 0.00000000 N N N N N N TEAM HEALTH HOLDINGS INC 549300PVTQ4UDTTMQT11 87817JAG3 843657.89000000 PA USD 703399.77000000 0.087277594384 Long LON CORP US N 2 2027-02-02 Variable 9.81140000 N N N N N N H-FOOD HOLDINGS LLC 549300JY2LK0EQ95YT44 40422KAE1 657008.63000000 PA USD 616885.11000000 0.076542886007 Long LON CORP US N 2 2025-05-31 Variable 9.56970000 N N N N N N MALLINCKRODT INTERNATIONAL 549300MQQ92LN1A0B514 N/A 0.01000000 PA USD 0.01000000 0.000000001240 Long LON CORP LU N 2 2024-09-24 Variable 9.98630000 Y N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 1623000.00000000 PA USD 1480354.89000000 0.183681910551 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAK7 7637571.76000000 PA USD 7525910.46000000 0.933812304920 Long LON CORP US N 2 2026-05-03 Variable 8.03190000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBK5 5250000.00000000 PA USD 3457716.31000000 0.429032215353 Long DBT CORP US N 2 2051-01-15 Fixed 2.95000000 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 68621XAE3 2792500.00000000 PA USD 2793365.68000000 0.346599824432 Long LON CORP US N 2 2028-06-02 Variable 7.75000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 50218KAG3 5633455.88000000 PA USD 5646835.34000000 0.700657329419 Long LON CORP US N 2 2024-12-15 Variable 9.48490000 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 71913BAH5 4045136.71000000 PA USD 4000903.14000000 0.496430644874 Long LON CORP US N 2 2026-03-05 Variable 8.06970000 N N N N N N Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 N/A 37801.00000000 NS USD 340209.00000000 0.042213012250 Long DE CORP US N 2 N/A N/A Call Purchased FIELDWOOD EQUITY FW EMERGENCE EQUITY FIELDWOOD EQUITY FW EMERGENCE EQUITY 1.00000000 166.09000000 USD 2031-09-01 XXXX 18900.50000000 N N N ASTRA ACQUISTION CORP N/A 04629UAH9 3747677.40000000 PA USD 3322934.38000000 0.412308521205 Long LON CORP US N 2 2028-10-22 Variable 9.81970000 N N N N N N ALBANY MOLECULAR RESEARCH CHZJRCSC4ACUSUD2MV11 01242HAM0 6752796.65000000 PA USD 5864094.85000000 0.727614812487 Long LON CORP US N 2 2026-08-30 Variable 8.52570000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 625000.00000000 PA USD 572784.38000000 0.071070883045 Long DBT CORP US Y 2 2027-10-15 Fixed 4.25000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAM4 500000.00000000 PA USD 443750.00000000 0.055060342866 Long DBT CORP US N 2 2025-03-01 Fixed 6.12500000 N N N N N N CYXTERA DC HOLDINGS INC N/A 19633FAD3 1676131.58000000 PA USD 1379816.66000000 0.171207162573 Long LON CORP US N 2 2024-05-01 Variable 7.82000000 N N N N N N ADEVINTA ASA 529900W8V3YLHRSZH763 N/A 1329750.00000000 PA USD 1330581.09000000 0.165098030482 Long LON CORP NO N 2 2028-06-25 Variable 7.47990000 N N N N N N REVERB BUYER INC 549300JH2XHZ7TIKYR39 58462QAH4 1738206.56000000 PA USD 1684504.67000000 0.209012742963 Long LON CORP US N 2 2028-11-01 Variable 8.06970000 N N N N N N OCKENFELS GROUP GMBH & C 5299000ZMFOERHT5OW39 BL3604495 3201250.00000000 PA USD 3197744.63000000 0.396775021355 Long LON CORP US N 2 2028-04-28 Variable 7.68960000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAH0 5463375.00000000 PA USD 5418493.37000000 0.672324738638 Long LON CORP US N 2 2027-12-15 Variable 7.68730000 N N N N N N PETSMART INC N/A 71677HAL9 16114600.00000000 PA USD 16027339.44000000 1.988666602367 Long LON CORP US N 2 2028-02-12 Variable 8.41140000 N N N N N N CINCINNATI BELL INC 549300JYVZOCUJOHL272 17187MAS9 2133450.00000000 PA USD 2127679.02000000 0.264001659381 Long LON CORP US N 2 2028-11-23 Variable 7.91140000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 1201000.00000000 PA USD 1146955.00000000 0.142313770258 Long DBT CORP CA Y 2 2029-02-01 Fixed 5.87500000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 2988000.00000000 PA USD 2524860.00000000 0.313283734736 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AP0 2000000.00000000 PA USD 1997300.00000000 0.247824276747 Long DBT CORP CA Y 2 2024-03-01 Fixed 6.50000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBE3 3331508.13000000 PA USD 3329525.88000000 0.413126392191 Long LON CORP US N 2 2025-04-16 Variable 6.31970000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAB4 675000.00000000 PA USD 663349.99000000 0.082308231864 Long DBT CORP US Y 2 2029-02-15 Fixed 7.75000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AT6 1175000.00000000 PA USD 1147599.00000000 0.142393677550 Long DBT CORP US Y 2 2026-08-15 Fixed 6.25000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 22207EBG8 6261984.82000000 PA USD 6258071.08000000 0.776499243597 Long LON CORP US N 2 2025-04-05 Variable 6.64510000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAX2 13012624.60000000 PA USD 12959207.78000000 1.607973912433 Long LON CORP US N 2 2026-11-13 Variable 6.31970000 N N N N N N Bright Bidco BV 549300IL6Q1JWU688H15 N/A 28645.26000000 NS USD 470612.98000000 0.058393491912 Long EC CORP US N 2 N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98954UAB9 1305000.00000000 PA USD 1234242.90000000 0.153144421981 Long DBT CORP NL Y 2 2027-01-15 Fixed 6.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12768EAG1 3180000.00000000 PA USD 3181144.80000000 0.394715320327 Long LON CORP US N 2 2030-01-25 Variable 0.00000000 N N N N N N PRA HEALTH SCIENCES INC 549300R1HR1VWWHIAK47 N/A 194740.57000000 PA USD 194984.97000000 0.024193666032 Long LON CORP US N 2 2028-07-01 Variable 7.00000000 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 1188000.00000000 PA USD 1098880.21000000 0.136348667338 Long DBT CORP US Y 2 2028-02-15 Fixed 4.75000000 N N N N N N AVAYA INC 549300NZS2OZN6Q63A60 05349UBE1 2325777.78000000 PA USD 1366394.45000000 0.169541739510 Long LON CORP US N 2 2027-12-15 Variable 14.47800000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAF5 3406270.10000000 PA USD 3363930.16000000 0.417395263071 Long LON CORP US N 2 2026-05-01 Variable 7.56970000 N N N N N N AMC ENTERTAINMENT HOLDINGS 549300ZO77UNR6NRBR11 00164DAQ6 1905677.32000000 PA USD 1133534.98000000 0.140648618928 Long LON CORP US N 2 2026-04-22 Variable 7.42990000 N N N N N N GAINWELL ACQUISITION COR N/A 59909TAC8 2388596.49000000 PA USD 2337241.67000000 0.290004118786 Long LON CORP US N 2 2027-10-01 Variable 8.72990000 N N N N N N AMENTUM GOVERNMENT SERVI 5493008CT6B5L54YSE94 57776DAE3 2512375.00000000 PA USD 2482540.55000000 0.308032752366 Long LON CORP US N 2 2029-02-07 Variable 8.12350000 N N N N N N M6 ETX HOLDINGS II MIDCO N/A 55285DAB7 708225.00000000 PA USD 708225.00000000 0.087876307214 Long LON CORP US N 2 2029-08-11 Variable 9.15750000 N N N N N N BELK INC N/A 07783AAK1 1588091.93000000 PA USD 294789.56000000 0.036577384218 Long LON CORP US N 2 2025-07-31 Fixed 17.43960000 N N Y N N N SRAM LLC 5493005GYDYQG38FCT53 85232BAT3 1232954.51000000 PA USD 1222936.75000000 0.151741558893 Long LON CORP US N 2 2028-05-18 Variable 7.31970000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336RAW8 1018793.40000000 PA USD 1020489.69000000 0.126621999375 Long LON CORP US N 2 2026-09-18 Variable 7.06970000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 988FYT003 -142000000.00000000 PA USD -142000000.00000000 -17.6193097172 Short RA CORP US N N/A Reverse repurchase N 5.56729000 2023-04-01 208933000.00000000 USD 171487728.20000000 USD CDS N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92555WAD7 1243750.00000000 PA USD 1245889.25000000 0.154589496965 Long LON CORP US N 2 2029-03-04 Variable 9.17590000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 1940000.00000000 PA USD 1809382.57000000 0.224507548575 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAN4 9848780.12000000 PA USD 9690165.52000000 1.202352306393 Long LON CORP US N 2 2027-07-31 Variable 7.81970000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAP4 1193000.00000000 PA USD 1043804.47000000 0.129514889022 Long DBT CORP CA Y 2 2029-02-15 Fixed 3.50000000 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 00400YAK7 852031.25000000 PA USD 853496.74000000 0.105901573272 Long LON CORP US N 2 2027-11-06 Variable 8.11870000 N N N N N N ALLIANCE LAUNDRY SYSTEMS 549300YBOGK6MBI5ND34 01862LAW8 1938571.43000000 PA USD 1937165.97000000 0.240362867599 Long LON CORP US N 2 2027-10-08 Variable 8.30590000 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89678QAB2 3281347.57000000 PA USD 3132062.66000000 0.388625225776 Long LON CORP US N 2 2028-03-31 Variable 8.22990000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 42804VBB6 2117661.95000000 PA USD 2112971.33000000 0.262176734414 Long LON CORP US N 2 2028-06-30 Variable 7.82000000 N N N N N N NGL ENRGY OP/FIN CORP N/A 62922LAA6 6503000.00000000 PA USD 6175634.95000000 0.766270597778 Long DBT CORP US Y 2 2026-02-01 Fixed 7.50000000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 43289DAH6 3231411.82000000 PA USD 3231250.25000000 0.400932386820 Long LON CORP US N 2 2026-06-21 Variable 6.38010000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 2316000.00000000 PA USD 2269771.51000000 0.281632445225 Long DBT CORP US Y 2 2026-04-15 Fixed 5.75000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906EAQ3 5575035.55000000 PA USD 5479646.69000000 0.679912620929 Long LON CORP US N 2 2027-10-08 Variable 8.50000000 N N N N N N NGL ENRGY PART LP/FIN CO N/A 62913TAP7 750000.00000000 PA USD 637384.36000000 0.079086425688 Long DBT CORP US N 2 2026-04-15 Fixed 7.50000000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 N/A 8711988.87000000 PA USD 8698920.89000000 1.079359023707 Long LON CORP CA N 2 2026-10-30 Variable 8.93000000 N N N N N N DELTA TOPCO INC N/A 24780DAC1 3278316.46000000 PA USD 3054096.01000000 0.378951151452 Long LON CORP US N 2 2027-12-01 Variable 8.15440000 N N N N N N OSMOSE UTILITIES SERVICE 549300FSLVHLFZ3S0D82 68835HAH3 1435100.49000000 PA USD 1385618.23000000 0.171927019325 Long LON CORP US N 2 2028-06-22 Variable 7.81970000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CAX3 3168720.35000000 PA USD 3082024.16000000 0.382416466415 Long LON CORP US N 2 2027-01-29 Variable 6.29730000 N N N N N N TRINSEO OP / TRINSEO FIN N/A 89668QAE8 2690000.00000000 PA USD 2353750.00000000 0.292052466527 Long DBT CORP LU Y 2 2025-09-01 Fixed 5.37500000 N N N N N N RIVERBED TECHNOLOGY INC XWT9B0BASIY6FJ5R7M02 BL3791722 3964342.78000000 PA USD 1754221.68000000 0.217663204877 Long LON CORP US N 2 2026-12-07 Variable 10.54000000 N N Y N N N HAYWARD INDUSTRIES INC 549300NV8ZMMEDUHQ091 421300AL8 7375391.09000000 PA USD 7297027.56000000 0.905412595737 Long LON CORP US N 2 2028-05-28 Variable 7.06970000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAH5 1550705.22000000 PA USD 1495779.24000000 0.185595758437 Long LON CORP US N 2 2026-01-15 Variable 6.70900000 N N N N N N H-FOOD HOLDINGS LLC 549300JY2LK0EQ95YT44 40422KAB7 2839450.52000000 PA USD 2652344.93000000 0.329102019708 Long LON CORP US N 2 2025-05-31 Variable 8.25720000 N N N N N N Vantage Drilling International 549300T9QN1134QR7185 N/A 31358.00000000 NS USD 501728.00000000 0.062254232576 Long EC CORP US N 2 N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 53627MAB9 972034.97000000 PA USD 959077.74000000 0.119002026365 Long LON CORP US N 2 2025-03-24 Variable 6.81970000 N N N N N N SPRINGER NATURE DEUTSCHL 549300WM0X4AUT710770 N/A 3808793.36000000 PA USD 3810697.76000000 0.472830028676 Long LON CORP DE N 2 2026-08-14 Variable 7.72990000 N N N N N N UNIVAR USA INC 5493008FTB9VZW6CVA82 91335PAJ8 8501.66000000 PA USD 8491.93000000 0.001053675667 Long LON CORP US N 2 2028-06-03 Variable 6.31970000 N N N N N N ANTICIMEX GLOBAL AB 54930005SBU6WYFBEB41 N/A 990000.00000000 PA USD 982575.00000000 0.121917558066 Long LON CORP SE N 2 2028-11-16 Variable 8.23490000 N N N N N N SURGERY CENTER HOLDINGS INC 54930054EVI5HWPPW113 86880NAX1 11592443.88000000 PA USD 11585952.11000000 1.437580835175 Long LON CORP US N 2 2026-08-31 Variable 8.21000000 N N N N N N DIAMOND SPORTS GR/DIAMON N/A 25277LAF3 4040000.00000000 PA USD 297950.00000000 0.036969530494 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914908AX6 26112.17000000 PA USD 26135.41000000 0.003242872418 Long LON CORP US N 2 2024-03-15 Variable 7.31970000 N N N N N N KESTREL BIDCO INC 5493004LHNGMD0JHE251 N/A 10366536.04000000 PA USD 9984943.85000000 1.238928297197 Long LON CORP CA N 2 2026-12-11 Variable 7.50840000 N N N N N N ORGANON & CO/ORG 549300SH15FO4Y2G3V63 68622TAB7 1500000.00000000 PA USD 1354185.00000000 0.168026795277 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 4237464.83000000 PA USD 4180343.80000000 0.518695578426 Long LON CORP PA N 2 2025-06-30 Variable 7.56970000 N N N N N N Cumulus Media Inc N/A 231082801 8.00000000 NS USD 53.60000000 0.000006650669 Long EC CORP US N 1 N N N TK ELEVATOR MIDCO GMBH 549300C2AFWPAYWS5574 BL3650696 1439621.56000000 PA USD 1416429.26000000 0.175750041017 Long LON CORP US N 2 2027-07-31 Variable 8.60230000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAA8 5180000.00000000 PA USD 4325300.00000000 0.536681692393 Long DBT CORP GB Y 2 2031-01-31 Fixed 4.25000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 4000000.00000000 PA USD 3792200.00000000 0.470534833166 Long DBT CORP US Y 2 2027-01-15 Fixed 4.62500000 N N N N N N MCAFEE CORP 254900SAGUYT3MBUU161 57906HAD9 4333516.33000000 PA USD 4101283.19000000 0.508885765933 Long LON CORP US N 2 2029-02-03 Variable 8.18410000 N N N N N N SCIENTIFIC GAMES INTERNATIO 529900JXALYBOHXKFM62 BL3898659 4726250.00000000 PA USD 4727927.82000000 0.586639609726 Long LON CORP US N 2 2029-04-07 Variable 7.57800000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 8973522.08000000 PA USD 8736710.83000000 1.084047986080 Long LON CORP US N 2 2025-11-16 Variable 8.57530000 N N N N N N Energy Harbor Corp 5493003HK03UVPUSUP12 29279N102 80962.00000000 NS USD 6193593.00000000 0.768498826263 Long EC CORP US N 2 N N N Cengage Learning Holdings II Inc 5493003VGPEJMW28UG24 15136X102 41905.00000000 NS USD 468833.14000000 0.058172649995 Long EC CORP US N 2 N N N INEOS US PETROCHEM LLC N/A N/A 1702837.32000000 PA USD 1702411.61000000 0.211234629737 Long LON CORP US N 2 2026-01-29 Variable 7.31970000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 57767XAA8 2799000.00000000 PA USD 2459298.33000000 0.305148865938 Long DBT CORP US Y 2 2028-08-01 Fixed 5.75000000 N N N N N N CNT HOLDINGS I CORP N/A 12656AAC3 3930000.00000000 PA USD 3889167.30000000 0.482566501413 Long LON CORP US N 2 2027-11-08 Variable 8.12540000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 55916AAB0 3945000.00000000 PA USD 2998200.00000000 0.372015594324 Long DBT CORP US Y 2 2029-05-01 Fixed 7.87500000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 933MFSII9 11404510.86000000 PA USD 11397383.04000000 1.414183251742 Long LON CORP NL N 2 2025-07-10 Variable 6.97990000 N N N N N N Quarternorth Energy Holding Inc 549300BC3OH5VUTNXB92 N/A 31033.00000000 NS USD 4230821.99000000 0.524958894367 Long EC CORP US N 2 N N N OUTFRONT MEDIA CAPITAL L 5493005WC7J0FDMW0610 12505MAF3 740000.00000000 PA USD 733525.00000000 0.091015522255 Long LON CORP US N 2 2026-11-18 Variable 6.31970000 N N N N N N TRINSEO MATERIALS OPERATING 549300WNMXD3KV7LO256 L9339LAG8 2286773.68000000 PA USD 2238545.62000000 0.277757947851 Long LON CORP LU N 2 2024-09-09 Variable 6.56970000 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAG3 2552507.44000000 PA USD 208986.55000000 0.025930977120 Long LON CORP US N 2 2026-08-24 Variable 8.02550000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAA8 2000000.00000000 PA USD 1630520.00000000 0.202314344226 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N Bright Bidco BV 549300IL6Q1JWU688H15 N/A 39129.04000000 NS USD 522646.59000000 0.064849803815 Long EC CORP NL N 3 N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 28470RAH5 1623000.00000000 PA USD 1616748.20000000 0.200605544158 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Bruce Mansfield Unit 1 2007 Pass Through Trust N/A 116ESCAB0 3750000.00000000 PA USD 4687.50000000 0.000581623340 Long DBT CORP US N 2 2034-06-01 Fixed 6.85000000 Y N N N N N SYCAMORE BUYER LLC 549300QY6JWOUB8MFP78 87114UAB9 1615950.00000000 PA USD 1596154.61000000 0.198050298803 Long LON CORP US N 2 2029-07-22 Variable 6.85280000 N N N N N N EAGLE BROADBAND INVEST 254900W09ZHD1OM4I757 26943PAB5 3516030.25000000 PA USD 3488552.47000000 0.432858355166 Long LON CORP US N 2 2027-11-12 Variable 7.75000000 N N N N N N ICU MEDICAL INC 5493003NRW7LS2QZRH60 BL3788280 1324987.50000000 PA USD 1321469.66000000 0.163967487474 Long LON CORP US N 2 2028-12-14 Variable 7.22110000 N N N N N N FERTITTA ENTERTAINMENT L 984500A0805D8V551D35 31556PAB3 14857687.27000000 PA USD 14710150.44000000 1.825230257669 Long LON CORP US N 2 2029-01-27 Variable 8.56140000 N N N N N N WYNDHAM HOTELS & RESORTS 549300FE3MQ4RVXXC673 98310CAC6 1787500.00000000 PA USD 1789448.38000000 0.222034121339 Long LON CORP US N 2 2025-05-30 Variable 6.31970000 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 8406400.01000000 PA USD 8286020.36000000 1.028126472154 Long LON CORP US N 2 2027-08-02 Variable 9.56970000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAU0 898539.05000000 PA USD 899019.77000000 0.111550054714 Long LON CORP US N 2 2025-04-25 Variable 8.05740000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 42804VBC4 404764.43000000 PA USD 403867.88000000 0.050111783539 Long LON CORP US N 2 2028-06-30 Variable 7.81970000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 1153282.18000000 PA USD 1073953.67000000 0.133255791082 Long LON CORP US N 2 2027-04-15 Variable 6.95900000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 428040DA4 9515000.00000000 PA USD 8468350.00000000 1.050749869322 Long DBT CORP US Y 2 2026-12-01 Fixed 4.62500000 N N N N N N NASCAR HOLDINGS LLC 254900HRWKQR5V0WN013 63108EAB4 2958270.50000000 PA USD 2963196.02000000 0.367672312881 Long LON CORP US N 2 2026-10-18 Variable 7.06970000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAW0 1255427.06000000 PA USD 1244341.64000000 0.154397470064 Long LON CORP US N 2 2024-11-03 Variable 7.56970000 N N N N N N BALLY'S CORP 549300NS4D5IK406VT62 05875CAB0 2227500.00000000 PA USD 2146897.91000000 0.266386332447 Long LON CORP US N 2 2028-10-01 Variable 7.70900000 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 7606871.11000000 PA USD 7598047.14000000 0.942762998631 Long LON CORP CA N 2 2026-04-30 Variable 7.81970000 N N N N N N ASP UNIFRAX HOLDINGS INC 549300RRU6BWJLD0YT71 00216UAC7 889160.35000000 PA USD 807562.10000000 0.100202019406 Long LON CORP US N 2 2025-12-12 Variable 8.47990000 N N N N N N USI INC/NY N/A 90351NAF2 1940064.80000000 PA USD 1942033.97000000 0.240966887315 Long LON CORP US N 2 2026-12-02 Variable 7.97990000 N N N N N N CHARIOT BUYER LLC 25490092IFNOZBRVE539 15963CAC0 5212350.00000000 PA USD 5041515.23000000 0.625549424516 Long LON CORP US N 2 2028-10-22 Variable 7.81970000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 17148PAF8 3331631.44000000 PA USD 3319137.82000000 0.411837445385 Long LON CORP US N 2 2028-03-17 Variable 6.57000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 1975000.00000000 PA USD 1747677.50000000 0.216851205340 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAV8 780000.00000000 PA USD 780608.40000000 0.096857613855 Long LON CORP US N 2 2029-11-10 Variable 8.22020000 N N N N N N Millennium Health LLC N/A 933UAY902 198883.00000000 NS USD 8551.97000000 0.001061125409 Long EC CORP US N 3 N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 BL3906049 12832881.58000000 PA USD 12518026.83000000 1.553232336381 Long LON CORP CA N 2 2027-05-05 Variable 7.84170000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389376AY0 4280316.66000000 PA USD 4269615.87000000 0.529772425260 Long LON CORP US N 2 2026-01-02 Variable 6.86870000 N N N N N N AVIS BUDGET CAR RENTAL LLC XN8R4HH1TVC1XOCL5P21 05377JAR3 2130560.15000000 PA USD 2106857.67000000 0.261418153646 Long LON CORP US N 2 2027-08-06 Variable 6.32000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 69867DAA6 2699000.00000000 PA USD 2681186.60000000 0.332680683908 Long DBT CORP N/A Y 2 2026-05-15 Fixed 6.25000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAF4 4867151.19000000 PA USD 4866396.78000000 0.603820789251 Long LON CORP US N 2 2025-02-05 Variable 7.31970000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 45672JAK6 2850722.15000000 PA USD 2860899.23000000 0.354979363402 Long LON CORP US N 2 2024-03-31 Variable 6.66140000 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 55292HAB9 974886.22000000 PA USD 289624.07000000 0.035936452048 Long LON CORP US N 2 2025-11-30 Variable 8.25210000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389376AX2 2231190.86000000 PA USD 2234258.75000000 0.277226034539 Long LON CORP US N 2 2024-02-07 Variable 6.87120000 N N N N N N BlackRock Liquidity Funds T-Fund 5493002L9DNZ83RX7V61 09248U718 11995354.35000000 NS USD 11995354.35000000 1.488379320143 Long EC RF US N 1 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAM4 5393511.45000000 PA USD 5125534.83000000 0.635974546733 Long LON CORP US N 2 2028-01-14 Variable 8.82250000 N N N N N N ZURN LLC 549300XLZXRC2KJ6VK87 76168JAS5 705984.42000000 PA USD 706778.65000000 0.087696844618 Long LON CORP US N 2 2028-10-04 Variable 6.56970000 N N N N N N HUGHES SATELLITE SYSTEMS N/A 444454AD4 4000000.00000000 PA USD 3875000.00000000 0.480808627846 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N CENTURI GROUP INC N/A N/A 2160691.08000000 PA USD 2152782.95000000 0.267116546126 Long LON CORP US N 2 2028-08-27 Variable 7.22250000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAJ7 3890000.00000000 PA USD 4054963.81000000 0.503138473665 Long DBT CORP US Y 2 2028-06-01 Fixed 7.62500000 Y N N N N N FLEETCOR TECHNOLOGIES INC 549300FKKKZCXLK48427 33903RAY5 5155330.00000000 PA USD 5149272.49000000 0.638919907180 Long LON CORP US N 2 2028-04-30 Variable 6.31970000 N N N N N N DISCOVERY PURCHASER CORP 2549001LSO1ZBIPA5D65 BL3878735 3320000.00000000 PA USD 3186519.40000000 0.395382198792 Long LON CORP US N 2 2029-08-03 Variable 8.96250000 N N N N N N NATIONAL MENTOR HOLDINGS 5493004QULJVJP3CNZ62 63689EAR6 6146556.58000000 PA USD 4536957.81000000 0.562944118509 Long LON CORP US N 2 2028-03-02 Variable 8.40820000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422LAM2 2585000.00000000 PA USD 2629203.50000000 0.326230639268 Long LON CORP US N 2 2026-07-08 Variable 8.31970000 Y N N N N N HILCORP ENERGY I/HILCORP N/A 431318AS3 3201000.00000000 PA USD 3074592.51000000 0.381494349914 Long DBT CORP US Y 2 2028-11-01 Fixed 6.25000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 6750000.00000000 PA USD 5153473.13000000 0.639441121104 Long DBT CORP US Y 2 2027-03-15 Fixed 5.00000000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAX8 1441262.88000000 PA USD 1382041.39000000 0.171483206284 Long LON CORP US N 2 2026-12-23 Variable 7.81970000 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 40416VAE5 13619647.35000000 PA USD 13613246.12000000 1.689126758062 Long LON CORP US N 2 2028-06-10 Variable 7.20830000 N N N N N N EG FINCO LTD 2138003OUK4UQHRJLT65 N2820EAB4 3887755.10000000 PA USD 3763541.32000000 0.466978874299 Long LON CORP GB N 2 2025-02-05 Variable 9.15110000 N N N N N N VERSCEND HOLDING CORP N/A 92531HAD9 1477373.38000000 PA USD 1477764.88000000 0.183360543027 Long LON CORP US N 2 2025-08-27 Variable 8.56970000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 7527555.22000000 PA USD 7511747.35000000 0.932054951247 Long LON CORP US N 2 2027-02-01 Variable 6.32000000 N N N N N N EMBECTA CORP 549300RPG8GXVDHNXZ62 29081LAC8 1229836.94000000 PA USD 1210368.62000000 0.150182109773 Long LON CORP US N 2 2029-01-27 Variable 7.79140000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 3548000.00000000 PA USD 2370048.60000000 0.294074791043 Long DBT CORP US Y 2 2029-01-15 Fixed 5.37500000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282GAC1 2216006.97000000 PA USD 2219774.18000000 0.275428794223 Long LON CORP US N 2 2028-11-30 Variable 7.03440000 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92537EAC2 0.01000000 PA USD 0.01000000 0.000000001240 Long LON CORP US N 2 2027-03-02 Variable 7.11870000 N N N N N N EG AMERICA LLC 549300BY1CRYVPEG9R57 N/A 321346.85000000 PA USD 311079.82000000 0.038598673910 Long LON CORP US N 2 2025-02-05 Variable 8.72990000 N N N N N N JO-ANN STORES INC 549300GM65RR2EMGLI48 47759DAE5 3755230.90000000 PA USD 2196810.08000000 0.272579416826 Long LON CORP US N 2 2028-06-30 Variable 9.57190000 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431HAD2 1154437.50000000 PA USD 1083878.28000000 0.134487233176 Long LON CORP US N 2 2028-04-12 Variable 7.70900000 N N N N N N FLEET US BIDCO INC N/A N/A 2902500.00000000 PA USD 2902500.00000000 0.360141172212 Long LON CORP US N 2 2026-10-07 Variable 7.92830000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAH9 6947500.00000000 PA USD 6945311.54000000 0.861771796519 Long LON CORP US N 2 2028-10-14 Variable 7.37500000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAF7 2124471.59000000 PA USD 2118778.01000000 0.262897225212 Long LON CORP US N 2 2027-02-12 Variable 5.98570000 N N N N N N PERRIGO INVESTMENTS LLC 549300POZGC78VHAAJ73 BL3890177 1632795.02000000 PA USD 1638918.00000000 0.203356365092 Long LON CORP US N 2 2029-04-05 Variable 7.16140000 N N N N N N CITY BREWING CO LLC N/A 17776EAB1 2849027.27000000 PA USD 1339042.82000000 0.166147958944 Long LON CORP US N 2 2028-04-05 Variable 8.32970000 N N N N N N DEXKO GLOBAL INC 549300SMZ4OV1KBH1M19 25213YAU9 1052050.00000000 PA USD 975650.13000000 0.121058322648 Long LON CORP US N 2 2028-10-04 Variable 8.47990000 N N N N N N WEBER-STEPHEN PRODUCTS L 549300XU8TJBBGLK8V26 94767KAN1 2261739.86000000 PA USD 1992310.10000000 0.247205131722 Long LON CORP US N 2 2027-10-30 Variable 7.81970000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 2963000.00000000 PA USD 2673100.08000000 0.331677311370 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 00169QAF6 12152566.97000000 PA USD 9038471.68000000 1.121490365494 Long LON CORP US N 2 2025-10-02 Variable 8.65130000 N N N N N N AVOLON TLB BORROWER 1 US 635400O84AGITYFZQB55 05400KAE0 4883363.69000000 PA USD 4898990.45000000 0.607865000283 Long LON CORP US N 2 2025-01-15 Variable 6.23570000 N N N N N N DELTA 2 LUX SARL 549300BBG8Z3D6QSYP53 BL4053676 2905000.00000000 PA USD 2919830.03000000 0.362291476198 Long LON CORP LU N 2 2030-01-15 Variable 7.81140000 N N N N N N QUARTERNORTH ENERGY HOLD 549300BC3OH5VUTNXB92 74771KAB3 1608049.25000000 PA USD 1603024.10000000 0.198902662690 Long LON CORP US N 2 2026-08-27 Variable 12.56970000 N N N N N N CREATIVE ARTISTS AGENCY LLC 5493008FV5TCFL3KHH96 22526WAM0 2910000.00000000 PA USD 2915005.20000000 0.361692813000 Long LON CORP US N 2 2026-11-26 Variable 8.31970000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90351HAE8 2148883.33000000 PA USD 2154556.38000000 0.267336592693 Long LON CORP US N 2 2028-11-22 Variable 7.31970000 N N N N N N KRONOS ACQUISITION HOLDI N/A 49387TAW6 1595027.31000000 PA USD 1556379.80000000 0.193115054463 Long LON CORP US N 2 2026-12-22 Variable 8.48490000 N N N N N N HORIZON THERAPEUTICS USA 254900IS87RLPXY88S03 44055PAA4 7000000.00000000 PA USD 7148750.00000000 0.887014368597 Long DBT CORP US Y 2 2027-08-01 Fixed 5.50000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 17787.00000000 PA USD 16993.70000000 0.002108572278 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 88233FAK6 1314342.74000000 PA USD 1313317.55000000 0.162955976552 Long LON CORP US N 2 2025-12-31 Variable 6.29680000 N N N N N N CALUMET SPECIALTY PROD N/A 131477AV3 2000000.00000000 PA USD 1929634.26000000 0.239428335689 Long DBT CORP US Y 2 2027-01-15 Fixed 8.12500000 N N N N N N RAYONIER AM PROD INC 549300ZGRDDK1QM6MM16 75508EAB4 2138000.00000000 PA USD 1999072.76000000 0.248044240180 Long DBT CORP US Y 2 2026-01-15 Fixed 7.62500000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972FAC6 1278575.00000000 PA USD 1258168.94000000 0.156113156552 Long LON CORP US N 2 2029-03-30 Variable 8.83640000 N N N N N N MAXAR TECHNOLOGIES INC 549300OEN2G821MIJ922 BL3925007 8397800.00000000 PA USD 8414133.72000000 1.044022732497 Long LON CORP US N 2 2029-06-09 Variable 8.91140000 N N N N N N VIRGIN MEDIA BRISTOL LLC N/A BL3183086 8798000.00000000 PA USD 8765051.49000000 1.087564485138 Long LON CORP US N 2 2028-01-31 Variable 6.95900000 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 71913BAE2 6033527.23000000 PA USD 5956207.58000000 0.739044127408 Long LON CORP US N 2 2026-03-05 Variable 7.81970000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115EAQ0 1405000.00000000 PA USD 1410268.75000000 0.174985647117 Long LON CORP US N 2 2029-12-08 Variable 0.00000000 N N N N N N Belk Inc N/A 942KDH907 196.00000000 NS USD 1715.00000000 0.000212796592 Long EC CORP US N 2 N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 750098AA3 8231000.00000000 PA USD 3032629.64000000 0.376287611864 Long DBT CORP US Y 2 2028-12-01 Fixed 5.37500000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 5000000.00000000 PA USD 4529025.00000000 0.561959818253 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N CONAIR HOLDINGS LLC 549300804G00T34FLV17 20600RAB8 999968.43000000 PA USD 865687.67000000 0.107414219550 Long LON CORP US N 2 2028-05-17 Variable 8.47990000 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00866HAF2 2123659.95000000 PA USD 2095786.91000000 0.260044497665 Long LON CORP US N 2 2027-10-16 Variable 8.48000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCZ1 1201000.00000000 PA USD 1169737.97000000 0.145140673108 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 12769LAB5 11217748.57000000 PA USD 11222291.76000000 1.392457987720 Long LON CORP US N 2 2024-12-22 Variable 7.31970000 N N N N N N MISSION BROADCASTING INC N/A 605024AS7 408775.00000000 PA USD 406733.17000000 0.050467307707 Long LON CORP US N 2 2028-06-03 Variable 6.86870000 N N N N N N LS GROUP OPCO ACQUISITIO N/A 50220KAB0 1072022.92000000 PA USD 1070682.89000000 0.132849953857 Long LON CORP US N 2 2027-11-02 Variable 6.57990000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 2500000.00000000 PA USD 2218376.80000000 0.275255407807 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N MILEAGE PLUS HOLDINGS IN N/A 59921PAB2 11391300.00000000 PA USD 11896105.46000000 1.476064553016 Long LON CORP US N 2 2027-06-20 Variable 9.99590000 N N N N N N ARTERRA WINES CANADA INC 5493000SZ7NOM4G34E58 N/A 1710100.00000000 PA USD 1666808.82000000 0.206817048161 Long LON CORP CA N 2 2027-11-25 Variable 8.22990000 N N N N N N CLEAR CHANNEL OUTDOOR HO N/A 18453HAA4 3000000.00000000 PA USD 2720894.88000000 0.337607673230 Long DBT CORP US Y 2 2027-08-15 Fixed 5.12500000 N N N N N N GENESYS CLOUD SERVICES 549300CVRD4OUCPHWQ42 39479UAQ6 5304245.11000000 PA USD 5218608.07000000 0.647523041394 Long LON CORP US N 2 2027-12-01 Variable 8.56970000 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 2078040.77000000 PA USD 1977712.96000000 0.245393923760 Long LON CORP US N 2 2028-06-04 Variable 8.72990000 N N N N N N Tenerity Inc 549300KQQ3W775I3BX27 N/A 4644.00300000 NS USD 4.64000000 0.000000575729 Long DE CORP US N 3 N/A N/A Put Purchased TENERITY INC AFFINION GROUP HOLDINGS INC 1.00000000 0.00000100 USD 2024-04-01 XXXX -1087693.79000000 N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 05349UBD3 4158146.45000000 PA USD 1108416.31000000 0.137531903249 Long LON CORP US N 2 2027-12-15 Variable 8.45900000 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 55292HAJ2 440015.86000000 PA USD 319011.50000000 0.039582833956 Long LON CORP US N 2 2027-10-18 Variable 11.15430000 N N N N N N AVIS BUDGET CAR RENTAL LLC XN8R4HH1TVC1XOCL5P21 05377JAS1 2539996.54000000 PA USD 2542117.44000000 0.315425031780 Long LON CORP US N 2 2029-03-15 Variable 8.16140000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 N/A 1293692.49000000 PA USD 1248413.25000000 0.154902673991 Long LON CORP FR N 2 2026-01-31 Variable 8.51720000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 3930000.00000000 PA USD 3937329.45000000 0.488542443931 Long LON CORP US N 2 2028-04-21 Variable 8.56770000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362LAL8 1026000.00000000 PA USD 1031612.22000000 0.128002078959 Long LON CORP US N 2 2029-07-06 Variable 7.57610000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAE7 6626249.47000000 PA USD 6519831.90000000 0.808978433452 Long LON CORP US N 2 2025-10-02 Variable 8.31970000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 N/A 5260555.04000000 PA USD 1402279.85000000 0.173994387234 Long LON CORP US N 2 2027-12-15 Variable 8.70900000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAL8 1750427.77000000 PA USD 1717239.66000000 0.213074488931 Long LON CORP US N 2 2028-07-30 Variable 8.40040000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 203372AX5 1975000.00000000 PA USD 1643911.00000000 0.203975894764 Long DBT CORP US Y 2 2029-09-01 Fixed 4.75000000 N N N N N N BROADSTREET PARTNERS INC 549300BS9N54G8DD0R75 11132VAR0 1975000.00000000 PA USD 1949078.13000000 0.241840924193 Long LON CORP US N 2 2027-01-27 Variable 7.81970000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AE6 1000000.00000000 PA USD 983622.50000000 0.122047531495 Long DBT CORP US N 2 2026-09-15 Fixed 5.87500000 N N N N N N EOS US FINCO LLC N/A 26877MAC0 1165000.00000000 PA USD 1146552.23000000 0.142263794699 Long LON CORP US N 2 2029-08-03 Variable 10.60420000 N N N N N N Cineworld Warrant N/A N/A 266347.00000000 NS USD 0.00000000 0.000000 Long DE CORP US N 2 N/A N/A Call Purchased Cineworld Group PLC CINEWORLD GROUP PLC 1.00000000 0.41490000 USD 2025-11-23 XXXX 0.00000000 N N N FREEPORT LNG INVESTMENTS 549300LR5YVRZH4YPQ33 N/A 3536926.77000000 PA USD 3445550.27000000 0.427522657417 Long LON CORP US N 2 2026-11-16 Variable 7.80770000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 03852JAL5 2805000.00000000 PA USD 2798857.05000000 0.347281191677 Long LON CORP US N 2 2025-03-11 Variable 6.31970000 N N N N N N QUORUM HEALTH CORP 549300PO3E4YREFT1I57 74909HAE9 130216.64000000 PA USD 92182.31000000 0.011437948382 Long LON CORP US N 2 2025-04-29 Variable 12.97550000 Y N N N N N PACTIV EVERGREEN GROUP 5493002QNV81KCX40V06 76173FAY3 2098437.50000000 PA USD 2092929.10000000 0.259689901613 Long LON CORP US N 2 2028-09-24 Variable 7.81970000 N N N N N N AI AQUA MERGER SUB INC 5493005QMH1D47U26R45 00132UAM6 304803.71000000 PA USD 299024.63000000 0.037102870204 Long LON CORP US N 2 2028-07-30 Variable 8.14690000 N N N N N N Onex Carestream Finance LP N/A N/A 242758.00000000 NS USD 3641370.00000000 0.451819900175 Long EC CORP US N 2 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 2120000.00000000 PA USD 2055075.00000000 0.254992978289 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.87500000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 5220692.37000000 PA USD 4945509.68000000 0.613637089868 Long LON CORP US N 2 2027-07-31 Variable 7.81970000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 6000000.00000000 PA USD 5167575.72000000 0.641190965477 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 6313000.00000000 PA USD 6028409.96000000 0.748002973151 Long DBT CORP US Y 2 2027-10-15 Fixed 5.87500000 N N N N N N II-VI INC 549300O5C25A0MMHHU33 45173JAQ7 2326651.79000000 PA USD 2325918.89000000 0.288599192253 Long LON CORP US N 2 2029-07-01 Variable 7.31970000 N N N N N N WIN WASTE INNOVATIONS HO 549300DJBUN7Z75R2S83 38723BAJ0 1477500.00000000 PA USD 1423475.21000000 0.176624299998 Long LON CORP US N 2 2028-03-25 Variable 7.47990000 N N N N N N AMC ENTERTAINMENT HLDGS 549300ZO77UNR6NRBR11 00165CAP9 10390000.00000000 PA USD 5181025.45000000 0.642859803213 Long DBT CORP US Y 2 2026-06-15 Fixed 10.00000000 N N Y N N N AZALEA TOPCO INC 549300HC42NZULO53062 29102TAB8 8482082.47000000 PA USD 8126895.27000000 1.008382287334 Long LON CORP US N 2 2026-07-25 Variable 8.06970000 N N N N N N VERSCEND ESCROW CORP N/A 92535WAA8 2000000.00000000 PA USD 2006955.00000000 0.249022265728 Long DBT CORP US Y 2 2026-08-15 Fixed 9.75000000 N N N N N N AHP HEALTH PARTNERS 549300QMM8MQ6SM5KX05 00130MAJ3 4937500.00000000 PA USD 4903554.69000000 0.608431329566 Long LON CORP US N 2 2028-08-23 Variable 8.06970000 N N N N N N GULF FINANCE LLC 549300GL13V5C6ULWJ40 40227UAC0 2514692.21000000 PA USD 2458111.64000000 0.305001621863 Long LON CORP US N 2 2026-08-25 Variable 11.32080000 N N N N N N Millennium Health LLC N/A 933EBP906 211860.00000000 NS USD 30295.98000000 0.003759114470 Long EC CORP US N 3 N N N ZELIS PAYMENTS BUYER INC 549300U8NGLZN5R1Y309 98932TAD5 6411127.22000000 PA USD 6406831.76000000 0.794957416095 Long LON CORP US N 2 2026-09-30 Variable 8.06970000 N N N N N N WILLIAM MORRIS ENDEAVOR EN 5493008R7J9HEQ30DZ33 96925HAF9 382796.20000000 PA USD 381293.72000000 0.047310789759 Long LON CORP US N 2 2025-05-16 Variable 7.32000000 N N N N N N AVAYA INC J6LB5QIFSP2MFEFG4U76 053499AL3 20424000.00000000 PA USD 6229320.00000000 0.772931819771 Long DBT CORP US Y 2 2028-09-15 Fixed 6.12500000 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 2483877.08000000 PA USD 2475183.51000000 0.307119893448 Long LON CORP US N 2 2028-02-01 Variable 8.31970000 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 N/A 2716350.00000000 PA USD 2723616.24000000 0.337945338615 Long LON CORP CA N 2 2028-08-11 Variable 8.13000000 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15134NAF3 4838750.00000000 PA USD 4625845.00000000 0.573973209569 Long LON CORP US N 2 2026-07-14 Variable 9.87970000 N N N N N N EQUINOX HOLDINGS INC 549300W05QKLNGQIIA73 29446CAP9 12021158.51000000 PA USD 9387022.15000000 1.164738384388 Long LON CORP US N 2 2024-03-08 Variable 7.72990000 N N N N N N BRIGHT BIDCO BV 549300IL6Q1JWU688H15 N/A 2017053.25000000 PA USD 1764286.22000000 0.218912009436 Long LON CORP NL N 2 2027-10-31 Variable 12.67600000 N N N N N N Cornell Capital Partners LP N/A N/A 4345.01000000 PA USD 4273.32000000 0.000530232032 Long LON CORP CA N 2 2025-12-21 Fixed 8.31970000 N N N N N N COGECO COMMUNICATIONS US 549300UVJTPYOZ6XKH79 19239PAB3 6778009.50000000 PA USD 6768384.73000000 0.839818780585 Long LON CORP US N 2 2025-01-04 Variable 6.56970000 N N N N N N CHECKOUT HOLDINGS CORP 5493000F1R60SFVQY311 14886MAM3 400651.53000000 PA USD 315180.54000000 0.039107489796 Long LON CORP US N 2 2023-02-15 Variable 11.92010000 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 00401YAA8 3900000.00000000 PA USD 3793920.00000000 0.470748250157 Long DBT CORP US Y 2 2027-11-15 Fixed 6.00000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 3787974.37000000 PA USD 3785720.53000000 0.469730862823 Long LON CORP US N 2 2025-04-16 Variable 6.31970000 N N N N N N WALTER INVESTMENT MGMT Z4TM9IUZR644E7BFXU45 BL1181694 3519034.37000000 PA USD 387093.78000000 0.048030459150 Long LON CORP US N 2 2022-12-19 Variable 0.00000000 Y N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 15669GAH7 188694.21000000 PA USD 182729.59000000 0.022673022821 Long LON CORP US N 2 2027-03-15 Variable 6.81970000 N N N N N N CHECKOUT HOLDINGS CORP 5493000F1R60SFVQY311 14886MAN1 800789.21000000 PA USD 184181.52000000 0.022853177782 Long LON CORP US N 2 2023-08-15 Variable 5.56970000 N N Y N N N 8TH AVENUE FOOD & PRO 549300PBCACU45IZ2V05 28253PAC3 1931683.09000000 PA USD 1690222.70000000 0.209722234101 Long LON CORP US N 2 2025-10-01 Variable 8.71971000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 2000000.00000000 PA USD 1983160.00000000 0.246069790554 Long DBT CORP US Y 2 2025-06-15 Fixed 7.00000000 N N N N N N LIFE TIME INC 549300PALKE96VYH4X17 53190FAA3 1201000.00000000 PA USD 1154185.02000000 0.143210868579 Long DBT CORP US Y 2 2026-01-15 Fixed 5.75000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAC0 1500000.00000000 PA USD 1442616.30000000 0.178999319667 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N OPEN TEXT CORP 549300HP7ONDQODZJV16 68371YAN3 10500000.00000000 PA USD 10500000.00000000 1.302836281906 Long LON CORP CA N 2 2029-08-25 Variable 0.00000000 N N N N N N BROWN GROUP HOLDING LLC 25490094PF4HHK9QS109 11565HAB2 2200992.76000000 PA USD 2193949.58000000 0.272224486999 Long LON CORP US N 2 2028-04-22 Variable 7.04730000 N N N N N N KRATON PERFORM POLYMERS N/A 23292DAB6 456550.00000000 PA USD 455787.56000000 0.056553959048 Long LON CORP US N 2 2029-03-15 Variable 8.03950000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 4500000.00000000 PA USD 4546395.00000000 0.564115081702 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 1268000.00000000 PA USD 1188179.40000000 0.147428879212 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 13057Q123 629.00000000 NS USD 6887.55000000 0.000854604765 Long DE CORP US N 1 N/A N/A Call Purchased CALIFORNIA RESOURCES CORP CALIFORNIA RESOURCES CORP 1.00000000 36.00000000 USD 2024-10-27 XXXX -14722.22000000 N N N PACTIV EVERGREEN GROUP 5493002QNV81KCX40V06 76173FAW7 3391393.88000000 PA USD 3390868.21000000 0.420737726776 Long LON CORP US N 2 2026-02-05 Variable 7.81970000 N N N N N N ZIGGO FINANCING PARTNERS 213800TQASLF9JXH5J59 N/A 12925838.34000000 PA USD 12838007.27000000 1.592935396069 Long LON CORP US N 2 2028-04-30 Variable 6.95900000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67053NAK0 979220.80000000 PA USD 971754.24000000 0.120574921996 Long LON CORP FR N 2 2025-07-31 Variable 7.57530000 N N N N N N ALI GROUP NORTH AMERICA 815600323321F0921705 01608UAE7 5293333.33000000 PA USD 5288384.06000000 0.656180821526 Long LON CORP IT N 2 2028-10-13 Variable 6.67590000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 5692000.00000000 PA USD 4845315.00000000 0.601204969453 Long DBT CORP CA Y 2 2030-10-15 Fixed 4.00000000 N N N N N N TRICORBRAUN HOLDINGS INC 2549009AB5YVVW5J1U62 00184NAB3 4072843.79000000 PA USD 3968721.54000000 0.492437563342 Long LON CORP US N 2 2028-03-03 Variable 7.81970000 N N N N N N MCAFEE CORP 254900SAGUYT3MBUU161 579063AB4 1750000.00000000 PA USD 1453545.28000000 0.180355383635 Long DBT CORP US Y 2 2030-02-15 Fixed 7.37500000 N N N N N N SERTA SIMMONS BEDDING LL 549300M4F4V4WFPNI116 81753HAG6 0.01000000 PA USD 0.01000000 0.000000001240 Long LON CORP US N 2 2023-08-10 Variable 12.26900000 Y N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 8500000.00000000 PA USD 7948180.00000000 0.986207359916 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N AXALTA COATING SYSTEMS US H 549300NZ43V4QV4UGN28 90347BAJ7 3150000.00000000 PA USD 3167718.75000000 0.393049420797 Long LON CORP US N 2 2029-12-08 Variable 7.50550000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAL9 16520189.99000000 PA USD 15967837.44000000 1.981283615277 Long LON CORP US N 2 2027-02-15 Variable 8.06970000 N N N N N N PROJECT RUBY ULTIMATE PARE 549300UGGIEE7YT1C741 74339UAS9 736875.00000000 PA USD 713847.66000000 0.088573964876 Long LON CORP US N 2 2028-03-10 Variable 7.81970000 N N N N N N CHG PPC PARENT LLC 54930019XJQNJAGXQ664 12546FAF9 1736875.00000000 PA USD 1730361.72000000 0.214702669489 Long LON CORP US N 2 2028-12-08 Variable 7.62500000 N N N N N N AEGION CORP 549300AG3DVJURRIT691 00771PAJ0 413368.33000000 PA USD 396006.86000000 0.049136390961 Long LON CORP US N 2 2028-05-17 Variable 9.31970000 N N N N N N CROWN FINANCE US INC N/A 22834KAL5 5472226.01000000 PA USD 5535977.44000000 0.686902120442 Long LON CORP US N 2 2023-09-09 Variable 14.63500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 3070783.89000000 PA USD 3015125.93000000 0.374115757725 Long LON CORP US N 2 2026-04-04 Variable 7.81970000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76090LAE4 1473750.00000000 PA USD 1477434.38000000 0.183319534704 Long LON CORP US N 2 2028-02-12 Variable 6.84940000 N N N N N N ONEX TSG INTERMEDIATE CO 5493006IJC5WXT1WJK88 68276QAJ5 3334225.00000000 PA USD 2977462.93000000 0.369442546022 Long LON CORP US N 2 2028-02-26 Variable 9.57530000 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 N/A 4907447.58000000 PA USD 4908208.23000000 0.609008739161 Long LON CORP LU N 2 2028-05-05 Variable 8.06970000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 545000.00000000 PA USD 484259.75000000 0.060086778301 Long DBT CORP US Y 2 2026-04-15 Fixed 7.50000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAC7 19700428.35000000 PA USD 19165463.22000000 2.378043889767 Long LON CORP US N 2 2028-10-21 Variable 7.81970000 N N N N N N CENTRAL PARENT INC N/A 15477BAB3 4670000.00000000 PA USD 4666357.40000000 0.578999973815 Long LON CORP US N 2 2029-06-09 Variable 9.08020000 N N N N N N MARRIOTT OWNERSHIP RESORTS BW4532OH033VURR0IT68 57163KAH1 4302419.35000000 PA USD 4281982.86000000 0.531306917000 Long LON CORP US N 2 2025-08-31 Variable 6.31970000 N N N N N N PEGASUS BIDCO BV 254900U303DPAFR7MA71 BL3903723 4875000.00000000 PA USD 4850625.00000000 0.601863832373 Long LON CORP NL N 2 2029-05-05 Variable 8.51530000 N N N N N N 2023-01-31 Nuveen Credit Strategies Income Fund E. Scott Wickerham E. Scott Wickerham Vice President and Funds Controller