NPORT-P false 0001678124 XXXXXXXX CION Ares Diversified Credit Fund 811-23165 0001678124 549300F7A47KKXH50363 3 PARK AVENUE 36TH FLOOR New York 10016 646-845-2577 CION Ares Diversified Credit Fund 549300F7A47KKXH50363 2021-12-31 2021-03-31 N 1437180850.64 316840329.41 1120340521.23 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 223693185.10000000 0.00000000 0.00000000 0.00000000 76717297.00 0.00000000 0.00000000 28827818.86000000 GBP USD EUR N AMMC 2017-21 549300DYK366J47FIO80 00179TAB7 499950.00000000 PA USD 274779.52000000 0.024526428777 Long ABS-O CORP KY Y 3 N N N Ardonagh Midco 2 PLC 9845003AD1386OH58D80 03985RAA1 34269.00000000 PA USD 34269.00000000 0.003058802154 Long DBT CORP GB Y 3 2027-01-15 Fixed 11.50000000 N N Y N N N N/A N/A N/A 979607.91000000 PA USD 979607.91000000 0.087438407469 Long LON CORP US N 3 2025-08-04 Fixed 6.75000000 N N N N N N Packers Software Intermediate Holdings, Inc. N/A N/A 18.00000000 NS USD 18649.62000000 0.001664638531 Long EP CORP US Y 3 N N N WSHP FC Acquisition LLC N/A 000000000 591986.45000000 PA USD 591986.45000000 0.052839867770 Long LON CORP US N 3 2024-03-28 Floating 7.25000000 N N N N N N Pet IQ, LLC N/A 000000000 4256441.14000000 PA USD 4256441.14000000 0.379923876655 Long LON CORP US N 3 2025-07-08 Floating 6.00000000 N N N N N N OMH-HealthEdge Holdings, LLC N/A 000000000 1416409.94000000 PA USD 1416409.94000000 0.126426734832 Long LON CORP US N 3 2025-10-24 Floating 6.25000000 N N N N N N Wildcat BuyerCo, Inc. N/A 000000000 1076862.76000000 PA USD 1076862.76000000 0.096119236927 Long LON CORP US N 3 2026-02-27 Floating 6.25000000 N N N N N N Kellermeyer Bergensons Services, LLC N/A 000000000 391106.90000000 PA USD 391106.90000000 0.034909645111 Long LON CORP US N 3 2026-11-07 Floating 7.50000000 N N N N N N IRB Holding Corp. N/A N/A 1532846.01000000 PA USD 1519081.05000000 0.135591011948 Long LON CORP US N 2 2025-02-05 Floating 2.95288000 N N N N N N N/A N/A N/A 1.00000000 NC -284114.00000000 -0.02535961117 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -206057.00000000 GBP -282813.00000000 USD 2021-05-24 -1301.00000000 N N N Movati Athletic (Group) Inc. N/A C5854HAB1 173165.42500000 PA 126770.26000000 0.011315332936 Long LON CORP CA N 3 2024-10-05 Floating 7.50000000 N N Y N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 131347CM6 2000000.00000000 PA USD 2016800.00000000 0.180016696868 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Dynamic NC Aerospace Holdings, LLC N/A 000000000 1296180.83000000 PA USD 1267016.76000000 0.113092112263 Long LON CORP US N 3 2025-12-30 Fixed 0.00000000 N N N N N N OHALF 2013-1 N/A 67706FAE2 876000.00000000 PA USD 423519.72000000 0.037802767281 Long ABS-O CORP KY Y 3 N N N Peraton Corp N/A 71360HAD9 1275337.83780000 PA USD 1274279.31000000 0.113740357137 Long LON CORP US N 2 2028-02-01 Floating 4.75000000 N N N N N N N/A N/A 000000000 1500000.00000000 PA USD 1476159.93000000 0.131759933879 Long LON CORP US N 3 2026-03-30 Fixed 6.25000000 N N N N N N N/A N/A N/A 2000000.00000000 PA 2345408.28000000 0.209347804132 Long LON CORP NL N 3 2027-07-26 Fixed 0.00000000 N N N N N N JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc N/A 46590XAB2 250000.00000000 PA USD 276686.25000000 0.024696620782 Long DBT CORP LU Y 2 2030-01-15 Fixed 5.50000000 N N N N N N N/A N/A N/A 1200000.00000000 PA 1654328.14000000 0.147662974662 Long LON CORP GB N 3 2026-03-10 Fixed 6.80000000 N N N N N N Project Accelerate Parent LLC N/A 74339RAC1 3711165.03000000 PA USD 3553440.52000000 0.317175042111 Long LON CORP US N 2 2025-01-02 Floating 5.25000000 N N N N N N Centric Brands LLC N/A 000000000 2097438.74000000 PA USD 1908669.25000000 0.170365100059 Long LON CORP US N 3 2025-10-09 Variable 11.00000000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 264794.50000000 PA USD 264794.50000000 0.023635180106 Long LON CORP US N 3 2024-11-10 Floating 9.50000000 N N N N N N Ladder Capital Finance Holding N/A 505742AM8 3943000.00000000 PA USD 3883855.00000000 0.346667368215 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N N/A N/A 000000000 1165564.71000000 PA USD 1166054.25000000 0.104080342351 Long LON CORP US N 2 2023-12-12 Fixed 4.75000000 N N N N N N LCM 18 549300PYL1KC7BYM8G75 50188MAA8 1400000.00000000 PA USD 498731.80000000 0.044516090469 Long ABS-O CORP KY Y 3 N N N MRI Software LLC N/A N/A 208405.08000000 PA USD 208405.08000000 0.018601940753 Long LON CORP US N 3 2026-02-10 Variable 6.50000000 N N Y N N N Sunshine Cadence HoldCo, LLC N/A N/A 383142.34000000 PA USD 329502.41000000 0.029410916034 Long LON CORP US N 3 2028-03-23 Variable 8.57750000 N N N N N N True Potential LLP N/A 000000000 1943174.00000000 PA 2678872.85000000 0.239112376927 Long LON CORP GB N 3 2026-10-16 Floating 7.13900000 N N N N N N Pike Corporation 549300P4EKEP6HK0NC58 721283AA7 126000.00000000 PA USD 128205.00000000 0.011443395786 Long DBT CORP US Y 2 2028-09-01 Fixed 5.50000000 N N N N N N Assemblin Financing 254900WNCXRGD8D9R856 BN8227744 1000000.00000000 PA 1184431.18000000 0.105720640961 Long DBT CORP SE N 2 2025-05-15 Floating 4.46000000 N N N N N N National Mentor Holdings, Inc. N/A 000000000 221282.80000000 PA USD 219789.14000000 0.019618065742 Long LON CORP US N 2 2028-03-02 Floating 0.00000000 N N N N N N Visual Edge Technology, Inc. N/A N/A 8166.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 Conversion N/A Call Purchased Visual Edge Technology, Inc. Visual Edge Technology Inc. (Common) 1.00000000 0.00100000 USD 2027-08-31 XXXX 0.00000000 N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BD8 2000000.00000000 PA USD 1967230.00000000 0.175592149236 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N IntraPac Canada Corporation N/A 000000000 800462.22000000 PA USD 800462.22000000 0.071448118213 Long LON CORP US N 3 2026-01-11 Floating 5.70250000 N N N N N N N/A N/A N/A 3.00000000 NS USD 3.00000000 0.000000267775 Long EC CORP US Y 3 N N N Castle US Holding Corporation N/A 14852LAA1 296000.00000000 PA USD 301920.00000000 0.026948949384 Long DBT CORP US Y 2 2028-02-15 Fixed 9.50000000 N N N N N N Datix Bidco Limited N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.089258576392 Long LON CORP GB N 3 2025-04-28 Floating 4.74413000 N N N N N N ANGI Group LLC N/A 001846AA2 1926000.00000000 PA USD 1926000.00000000 0.171912018132 Long DBT CORP US Y 2 2028-08-15 Fixed 3.87500000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A -422.00000000 NC USD -11605.00000000 -0.00103584577 N/A DE CORP US N 1 Citibank N/A Call Written Invesco Senior Loan ETF Invesco Senior Loan ETF 100.00000000 22.00000000 USD 2021-07-16 XXXX 12433.39000000 N N N Floss Bidco Limited N/A 000000000 824733.93000000 PA 1114244.11000000 0.099455843012 Long LON CORP GB N 3 2026-09-07 Floating 6.00000000 N N Y N N N BWAY Holding Company 549300DNGHXL0OMHW304 05604XAP1 2741411.93000000 PA USD 2679730.16000000 0.239188899198 Long LON CORP US N 2 2024-04-03 Floating 3.44263000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N ThoughtWorks, Inc. N/A 000000000 2545000.00000000 PA USD 2536525.15000000 0.226406623873 Long LON CORP US N 2 2028-03-24 Floating 3.75000000 N N N N N N N/A N/A 000000000 2491975.88400000 PA USD 2467056.13000000 0.220205918044 Long LON CORP US N 3 2026-03-02 Fixed 7.75000000 N N N N N N Laboratories Bidco LLC N/A 000000000 1784193.62000000 PA 1419745.06000000 0.126724422896 Long LON CORP US N 3 2024-06-25 Floating 7.00000000 N N N N N N Majesco N/A 000000000 5495622.43000000 PA USD 5495622.43000000 0.490531434493 Long LON CORP US N 3 2027-09-21 Floating 8.75000000 N N N N N N Banyan Software Holdings, LLC N/A 000000000 264733.64000000 PA USD 259438.97000000 0.023157153122 Long LON CORP US N 3 2025-10-30 Variable 0.00000000 N N N N N N Cargo Aircraft Management 549300GH5J7LOMV44F11 14180LAA4 3347000.00000000 PA USD 3451593.75000000 0.308084344410 Long DBT CORP US Y 2 2028-02-01 Fixed 4.75000000 N N N N N N SpareFoot, LLC N/A 84650HAB5 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-04-13 Floating 6.75000000 N N N N N N N/A N/A N/A 50000.00000000 NS USD 50000.00000000 0.004462928819 Long EC CORP US Y 3 N N N Invictus U.S., LLC (SK Invictus Intermediate II, S.A.R.L.) N/A 46184JAD1 345000.00000000 PA USD 342067.50000000 0.030532458080 Long LON CORP LU N 2 2026-03-30 Floating 6.85850000 N N N N N N Blackwood Bidco Limited N/A N/A 2629272.29000000 PA 3624732.61000000 0.323538472572 Long LON CORP GB N 3 2026-10-08 Floating 8.05000000 N N N N N N CB-SDG LIMITED N/A 00PD31787 378944.98000000 PA 470174.50000000 0.041967106526 Long LON CORP GB N 3 2026-04-03 Floating 7.75000000 N N Y N N N NSF Funding 2020 Limited N/A N/A 6900000.00000000 PA 9512386.78000000 0.849062102079 Long LON CORP GB N 3 2026-06-10 Floating 4.39120000 N N N N N N RSK Group Limited N/A 000000000 524655.07000000 PA 723293.04000000 0.064560107065 Long LON CORP GB N 3 2025-10-27 Floating 8.00000000 N N Y N N N Frontline Technologies Holdings, LLC N/A 000000000 2576911.57000000 PA USD 2576911.57000000 0.230011458227 Long LON CORP US N 3 2023-09-18 Fixed 6.75000000 N N N N N N Huskies Parent, Inc. 254900QXJVQHEUL92E67 44804PAE0 2708318.85000000 PA USD 2706639.69000000 0.241590805537 Long LON CORP US N 2 2026-07-31 Floating 4.10850000 N N N N N N Production Resource Group, LLC N/A N/A 291645.37000000 PA USD 291645.37000000 0.026031850537 Long LON CORP US N 3 2024-08-21 Floating 6.00000000 N N N N N N N/A N/A N/A 8077000.00000000 PA USD 8077000.00000000 0.720941521523 Long LON CORP US N 3 2026-07-30 Fixed 8.35850000 N N N N N N Teligent, Inc. N/A N/A 63126.32000000 PA USD 37875.79000000 0.003380739095 Long LON CORP US N 3 2022-12-29 Fixed 14.50000000 N N N N N N Reddy Ice LLC N/A 000000000 950231.00000000 PA USD 950231.00000000 0.084816266304 Long LON CORP US N 3 2025-07-01 Floating 7.50000000 N N N N N N Ozlm Ltd 54930042UBEHLEPQ4B17 67111LAA6 375000.00000000 PA USD 320834.63000000 0.028637242331 Long ABS-CBDO CORP KY Y 3 2030-05-16 Floating 6.19375000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 292899.50000000 PA USD 292899.50000000 0.026143792396 Long LON CORP US N 3 2024-11-10 Floating 9.50000000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 2249302.33000000 PA USD 2249302.33000000 0.200769523852 Long LON CORP US N 3 2027-07-09 Floating 9.25000000 N N N N N N RSK Group Limited N/A 000000000 517415.76500000 PA 713312.89000000 0.063669293083 Long LON CORP GB N 3 2025-10-27 Floating 8.00000000 N N Y N N N STCR 2016-1 5493003PZ3HX9NW9PS65 85816TAF8 750000.00000000 PA USD 625809.00000000 0.055858820433 Long ABS-CBDO CORP KY Y 3 2031-06-15 Floating 5.93388000 N N N N N N Diamond (BC) B.V. 549300SWLHWJF3D4N658 N2611UAC9 4653154.93000000 PA USD 4626492.35000000 0.412954120852 Long LON CORP NL N 2 2024-09-06 Floating 3.10850000 N N N N N N Asurion Llc 549300KNQVXGIOXWK278 04649VAY6 5000000.00000000 PA USD 4961450.00000000 0.442851963843 Long LON CORP US N 2 2027-07-31 Floating 3.35850000 N N N N N N Redwood Services, LLC N/A 000000000 799383.04000000 PA USD 791389.21000000 0.070638274257 Long LON CORP US N 3 2025-12-31 Fixed 8.00000000 N N N N N N Sunshine Sub, LLC N/A 000000000 409940.38000000 PA USD 393542.76000000 0.035127066507 Long LON CORP US N 3 2024-05-27 Floating 6.25000000 N N N N N N N/A N/A N/A 3833090.48000000 PA USD 3794759.58000000 0.338714837863 Long LON CORP US N 3 2027-03-05 Fixed 6.25000000 N N N N N N DRSLF 2018-58 549300YIDGL7GPSLZ840 G28548AB4 3125000.00000000 PA USD 2425762.50000000 0.216520107416 Long ABS-O CORP KY N 3 N N N North American Science Associates, Inc. N/A 000000000 1014047.32000000 PA USD 1014047.32000000 0.090512420177 Long LON CORP US N 3 2026-09-15 Floating 7.25000000 N N N N N N Elevation Services Parent Holdings, LLC N/A N/A 385827.02000000 PA USD 376181.34000000 0.033577410873 Long LON CORP US N 3 2026-12-18 Fixed 6.50000000 N N N N N N SaintMichelCo Limited N/A 000000000 1500000.00000000 PA 2067910.17000000 0.184578717882 Long LON CORP JE N 3 2025-09-09 Floating 7.75000000 N N N N N N Gfl Environmental Inc 549300FYK4MBXWIVZU26 C7052BAH7 1596439.77000000 PA USD 1596439.77000000 0.142495941166 Long LON CORP CA N 2 2025-05-30 Floating 3.50000000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 617307.55000000 PA USD 617307.55000000 0.055099993109 Long LON CORP US N 3 2027-07-09 Floating 9.25000000 N N N N N N N/A N/A N/A 1.00000000 NC -4442601.00000000 -0.39654024074 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -38000672.00000000 NOK -4497387.00000000 USD 2021-07-23 54786.00000000 N N N Micromeritics Instrument Corp. N/A 000000000 2606075.54000000 PA USD 2475771.76000000 0.220983862770 Long LON CORP US N 3 2025-12-18 Floating 6.00000000 N N N N N N Veritas Us Inc/bermuda L N/A 92346LAA1 275000.00000000 PA USD 281531.25000000 0.025129078585 Long DBT CORP US Y 2 2024-02-01 Fixed 10.50000000 N N N N N N Service Logic Acquisition, Inc. N/A N/A 1290053.73000000 PA USD 1288441.16000000 0.115004423707 Long LON CORP US N 3 2027-10-29 Variable 4.75000000 N N N N N N NFP Corp. VO2L9FZNXDJNQNEYH039 65342RAD2 2624000.00000000 PA USD 2725286.40000000 0.243255184326 Long DBT CORP US Y 2 2028-08-15 Fixed 6.87500000 N N N N N N TransDigm, Inc. N/A N/A 2992424.24000000 PA USD 2927578.41000000 0.261311481154 Long LON CORP US N 2 2025-12-09 Floating 2.35850000 N N N N N N CED Group Holding B.V. N/A 000000000 373134.33000000 PA 437576.17000000 0.039057425997 Long LON CORP NL N 3 2025-12-09 Variable 7.00000000 N N N N N N DRSLF 2018-57 N/A 26243KAL1 500000.00000000 PA USD 466907.00000000 0.041675454127 Long ABS-CBDO CORP KY Y 3 2031-05-15 Floating 5.39375000 N N N N N N Idera Inc 549300VQ6S3PWR8NUC48 45168RAS2 1057142.86000000 PA USD 1050979.72000000 0.093808953624 Long LON CORP US N 2 2029-03-02 Floating 7.50000000 N N N N N N Caesars Entertain Inc 549300FA4CTCW903Y781 28470RAH5 125000.00000000 PA USD 132975.00000000 0.011869159195 Long DBT CORP US Y 2 2025-07-01 Fixed 6.25000000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 138376.52000000 PA USD 138376.52000000 0.012351291181 Long LON CORP US N 3 2023-11-10 Floating 5.75000000 N N N N N N Elmwood Clo Viii Ltd N/A 290021AC8 250000.00000000 PA USD 249970.50000000 0.022312010970 Long ABS-CBDO CORP KY Y 3 2034-01-20 Floating 8.11597000 N N N N N N Centric Brands LLC N/A N/A 9298.00000000 NS USD 0.09000000 0.000000008033 Long EC CORP US Y 3 N N N Korn/Ferry International 549300FOD20OM0GT5G40 50067PAA7 1653000.00000000 PA USD 1699077.38000000 0.151657228119 Long DBT CORP US Y 2 2027-12-15 Fixed 4.62500000 N N N N N N HAT Holdings I LLC / HAT Holdings II LLC N/A 418751AD5 1880000.00000000 PA USD 1809500.00000000 0.161513393982 Long DBT CORP US Y 2 2030-09-15 Fixed 3.75000000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 422.00000000 NC USD 14770.00000000 0.001318349173 N/A DE CORP US N 1 Citibank N/A Put Purchased Invesco Senior Loan ETF Invesco Senior Loan ETF 100.00000000 22.00000000 USD 2021-07-16 XXXX -7611.06000000 N N N Veterinary Practice Partners, LLC N/A N/A 3666860.31000000 PA USD 3630191.71000000 0.324025744067 Long LON CORP US N 3 2027-01-20 Fixed 7.00000000 N N N N N N MDPK 2014-14 254900Q2IOW6JYPYIV98 55818TAJ1 1000000.00000000 PA USD 866324.00000000 0.077326846934 Long ABS-CBDO CORP KY Y 3 2030-10-22 Floating 7.98575000 N N N N N N Vine Energy Inc N/A 92735P103 8750.00000000 NS USD 120225.00000000 0.010731112346 Long EC CORP US N 1 N N N Visual Edge Technology, Inc. N/A N/A 7489.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 Conversion N/A Call Purchased Visual Edge Technology, Inc. Visual Edge Technology Inc. (Preferred) 1.00000000 0.00100000 USD 2027-08-31 XXXX -10260.66000000 N N N SG Acquisition, Inc. N/A N/A 3018067.67000000 PA USD 3018067.67000000 0.269388423680 Long LON CORP US N 3 2027-01-27 Floating 5.85850000 N N N N N N Staysure Bidco Limited N/A 000000000 1000000.00000000 PA 1295890.37000000 0.115669329587 Long LON CORP GB N 3 2025-07-01 Floating 8.00000000 N N N N N N Sigma Electric Manufacturing Corporation N/A 000000000 120497.78000000 PA USD 120497.78000000 0.010755460301 Long LON CORP US N 3 2023-10-31 Floating 7.25000000 N N N N N N Ascent Resources - Utica LLC N/A 04364VAK9 144000.00000000 PA USD 182880.00000000 0.016323608450 Long DBT CORP US Y 2 2027-11-01 Fixed 9.00000000 N N N N N N GPM Investments, LLC N/A N/A 8432555.68000000 PA USD 8432555.68000000 0.752677915348 Long LON CORP US N 3 2027-03-01 Floating 5.50000000 N N N N N N Ortho-Clinical Diagnostics, Inc. 222100N2EDW8BU5UUT55 L7300KAJ3 2097179.47000000 PA USD 2092460.82000000 0.186770073950 Long LON CORP US N 2 2025-06-30 Floating 3.35925000 N N N N N N DRB Holdings, LLC N/A 000000000 482782.50000000 PA USD 482782.50000000 0.043092478657 Long LON CORP US N 3 2023-10-06 Floating 6.50000000 N N N N N N Mandarin Oriental Honolulu N/A 000000000 999974.19000000 PA USD 999974.19000000 0.089256272628 Long LON CORP US N 3 2021-02-05 Floating 14.00000000 N N N N N N Elevation Services Parent Holdings, LLC N/A N/A 1346699.11000000 PA USD 1333232.12000000 0.119002401032 Long LON CORP US N 3 2026-12-18 Fixed 6.50000000 N N N N N N Petvet Care Centers Llc 549300V0HK8MSXZNOM91 70476XAK1 2088805.36000000 PA USD 2080450.14000000 0.185698017752 Long LON CORP US N 2 2025-02-14 Floating 4.25000000 N N N N N N Olympia Acquisition, Inc. N/A 000000000 2508275.63000000 PA USD 2307613.58000000 0.205974303015 Long LON CORP US N 3 2026-09-24 Floating 8.50000000 N N Y N N N DRS Holdings I, Inc. N/A N/A 50.00000000 NS USD 33786.51000000 0.003015735783 Long EC CORP US Y 3 N N N Sophia, L.P. N/A N/A 1190758.18000000 PA USD 1189269.73000000 0.106152523046 Long LON CORP US N 2 2027-10-07 Floating 3.95250000 N N N N N N Doxim Inc. N/A 000000000 712875.81000000 PA USD 712875.81000000 0.063630279945 Long LON CORP US N 3 2024-02-28 Floating 7.00000000 N N N N N N N/A N/A 000000000 988879.32000000 PA USD 978990.53000000 0.087383301009 Long LON CORP US N 3 2026-03-02 Fixed 0.00000000 N N N N N N Right Choice Holdings Limited N/A 000000000 1000000.00000000 PA 1378606.78000000 0.123052478588 Long LON CORP GB N 3 2024-06-06 Floating 7.75000000 N N N N N N Cheyenne Petroleum Company Limited Partnership, CPC 2001 LLC and Mill Shoals LLC N/A 000000000 7244000.00000000 PA USD 6809360.00000000 0.607793779745 Long LON CORP US N 3 2024-01-10 Floating 10.50000000 N N N N N N United PF Holdings, LLC N/A N/A 2743728.83150000 PA USD 2643582.73000000 0.235962431056 Long LON CORP US N 2 2026-12-30 Floating 4.20250000 N N N N N N AffiniPay Midco, LLC N/A N/A 7195930.23000000 PA USD 7195930.23000000 0.642298488150 Long LON CORP US N 3 2026-03-02 Floating 6.25000000 N N N N N N Tenet Healthcare Corp 0W9AIBT6U6ADJ2I8HK17 88033GCX6 -63000.00000000 PA USD -66695.27000000 -0.00595312485 Short DBT CORP US Y 2 2027-02-01 Fixed 6.25000000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 4859944.20000000 PA USD 4859944.20000000 0.433791700639 Long LON CORP US N 3 2026-07-09 Floating 5.25000000 N N N N N N Blackwood Bidco Limited N/A N/A 3283492.21000000 PA USD 3283492.21000000 0.293079840260 Long LON CORP GB N 3 2026-10-08 Floating 8.80000000 N N N N N N The Ultimus Group Midco, LLC 549300KYH9MGMV5RGT87 90385PAC4 3157053.86000000 PA USD 3062342.24000000 0.273340308769 Long LON CORP US N 3 2026-02-01 Floating 5.50000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 46269KAK0 2989337.89000000 PA USD 2994688.80000000 0.267301659027 Long LON CORP US N 2 2026-11-04 Floating 3.75000000 N N N N N N GraphPAD Software, LLC N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-12-21 Floating 7.00000000 N N N N N N N/A N/A N/A 1797.25000000 NS USD 0.00000000 0.000000 Long EP CORP US Y 3 N N N Kene Acquisition, Inc. N/A 000000000 2869978.71000000 PA USD 2869978.71000000 0.256170213931 Long LON CORP US N 3 2026-08-10 Floating 5.25000000 N N N N N N L Brands Inc GR3KVMWVCR54YWQNXU90 501797AU8 76000.00000000 PA USD 94620.00000000 0.008445646498 Long DBT CORP US Y 2 2025-07-01 Fixed 9.37500000 N N N N N N eResearch Technology, Inc. N/A N/A 1343232.32000000 PA USD 1343232.32000000 0.119895004647 Long LON CORP US N 3 2028-02-04 Floating 0.00000000 N N N N N N GSM Acquisition Corp. N/A 000000000 481832.01000000 PA USD 477013.69000000 0.042577562889 Long LON CORP US N 3 2026-11-16 Variable 0.00000000 N N N N N N Waystar Technologies Inc 549300BIRBTAWWHCSZ09 63939WAG8 590847.63000000 PA USD 590481.30000000 0.052705520224 Long LON CORP US N 2 2026-10-22 Floating 4.10850000 N N N N N N Radius Aerospace Europe Limited N/A 000000000 185714.29000000 PA 243225.64000000 0.021709974368 Long LON CORP GB N 3 2025-03-29 Floating 6.75000000 N N N N N N Cority Software Inc. N/A 000000000 1750278.47000000 PA USD 1750278.47000000 0.156227364522 Long LON CORP CA N 3 2026-07-02 Floating 6.25000000 N N N N N N AlixPartners, LLP N/A 000000000 2000000.00000000 PA USD 1991380.00000000 0.177747743856 Long LON CORP US N 2 2028-02-04 Floating 3.25000000 N N N N N N Applied Systems, Inc. N/A 000000000 999397.61000000 PA USD 1004394.60000000 0.089650832132 Long LON CORP US N 2 2025-09-19 Floating 6.25000000 N N N N N N Elemica Parent, Inc. N/A 000000000 2857760.80000000 PA USD 2857760.80000000 0.255079660678 Long LON CORP US N 3 2025-09-18 Floating 7.00000000 N N N N N N RRAM 2018-4 549300G3G1OYI5KO3H14 74979KAC1 1000000.00000000 PA USD 922428.00000000 0.082334610104 Long ABS-O CORP KY Y 3 N N N Sabre GLBL Inc. (fka Sabre Inc.) F2TJC7HPPHLHU1AQMP98 78573NAF9 2000000.00000000 PA USD 2179500.00000000 0.194539067247 Long DBT CORP US Y 2 2025-09-01 Fixed 7.37500000 N N N N N N Project Boost Purchaser, LLC N/A 74339NAB2 2499098.95000000 PA USD 2462787.04000000 0.219824865148 Long LON CORP US N 2 2026-06-01 Floating 3.60850000 N N N N N N Olympia TopCo, L.P. N/A N/A 50000.00000000 NS USD 15772.60000000 0.001407839822 Long EC CORP US Y 3 N N N CCO Holdings LLC / CCO Holdings Capital Corp N/A 1248EPCK7 969000.00000000 PA USD 971151.18000000 0.086683571788 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N MH Sub I, LLC (Micro Holding Corp.) N/A 45567YAJ4 4509599.18000000 PA USD 4455483.99000000 0.397690158087 Long LON CORP US N 2 2024-09-13 Floating 3.60850000 N N N N N N WSHP FC Acquisition LLC N/A 000000000 88719.30000000 PA USD 88719.30000000 0.007918958416 Long LON CORP US N 3 2024-03-28 Floating 7.25000000 N N N N N N SFE Intermediate HoldCo LLC N/A 000000000 1889562.73000000 PA USD 1889562.73000000 0.168659679284 Long LON CORP US N 3 2024-07-31 Floating 6.25000000 N N N N N N Summit Mid Hlds Llc / Fi N/A 86614WAD8 120000.00000000 PA USD 97800.00000000 0.008729488771 Long DBT CORP US N 2 2025-04-15 Fixed 5.75000000 N N N N N N Symplr Software Intermediate Holdings, Inc. N/A N/A 50.00000000 NS USD 51516.28000000 0.004598269813 Long EP CORP US Y 3 N N N AMMC 2012-11 5493004OOK6VXHQ8DQ60 001747AJ3 1500000.00000000 PA USD 1378546.50000000 0.123047098081 Long ABS-CBDO CORP KY Y 3 2031-04-30 Floating 6.00500000 N N N N N N MARNR 2018-6 635400KXLUW2OKDQXA20 56846KAC9 500000.00000000 PA USD 328722.50000000 0.029341302378 Long ABS-O CORP KY Y 3 N N N Dynamic NC Aerospace Holdings, LLC N/A 000000000 3339593.09000000 PA USD 3339593.09000000 0.298087324944 Long LON CORP US N 3 2026-12-30 Fixed 8.75000000 N N N N N N WSHP FC Acquisition LLC N/A 000000000 801955.82000000 PA USD 801955.82000000 0.071581434823 Long LON CORP US N 3 2024-03-28 Floating 7.25000000 N N N N N N Olympia Acquisition, Inc. N/A N/A 3256.15000000 PA USD 2995.66000000 0.000267388346 Long LON CORP US N 3 2024-09-24 Fixed 8.50000000 N N N N N N KREF Holdings X LLC N/A N/A 984347.79000000 PA USD 986808.66000000 0.088081136163 Long LON CORP US N 3 2027-09-01 Floating 5.75000000 N N N N N N Kenan Advantage Group, Inc. The 549300GVUXCXDWYPIY65 48853UBE9 2279150.90000000 PA USD 2262763.81000000 0.201971076393 Long LON CORP US N 2 2026-03-24 Floating 4.50000000 N N N N N N Saldon Holdings, Inc. N/A 000000000 574961.62000000 PA USD 574961.62000000 0.051320255681 Long LON CORP US N 3 2025-03-13 Floating 6.65000000 N N N N N N North American Science Associates, Inc. N/A 000000000 705744.21000000 PA USD 705744.21000000 0.062993723481 Long LON CORP US N 3 2025-09-15 Floating 0.00000000 N N N N N N Lavatio Midco Sarl N/A N/A 792500.00000000 PA 882899.63000000 0.078806364071 Long LON CORP LU N 3 2026-11-30 Floating 7.50000000 N N N N N N N/A N/A N/A 606716.92000000 PA USD 606716.92000000 0.054154688552 Long LON CORP US N 3 2023-09-27 Fixed 8.25000000 N N N N N N VLS Recovery Services, LLC N/A 000000000 88880.41000000 PA USD 88880.41000000 0.007933338865 Long LON CORP US N 3 2023-10-17 Floating 7.00000000 N N N N N N MED ParentCo, LP 549300660CLPRNK19Z91 58401DAD6 995992.09000000 PA USD 987117.80000000 0.088108729559 Long LON CORP US N 2 2026-08-31 Floating 4.35850000 N N N N N N OAKCL 2018-1 N/A 67400HAC1 2250000.00000000 PA USD 1368297.00000000 0.122132242302 Long ABS-O CORP KY Y 3 N N N Capnor Connery Bidco A/S N/A 00PD39144 9254838.60000000 PA 1459005.81000000 0.130228781549 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N SSE Parent, LP N/A N/A 25.00000000 NS USD 42653.37000000 0.003807179084 Long EC CORP US Y 3 N N N MDPK 2019-37 N/A 55817FAA1 1000000.00000000 PA USD 1000192.00000000 0.089275714039 Long ABS-CBDO CORP KY Y 3 2032-07-15 Floating 6.79125000 N N N N N N Nelipak Holding Company N/A 000000000 2698144.31000000 PA USD 2671162.87000000 0.238424195089 Long LON CORP US N 3 2026-07-02 Floating 5.25000000 N N N N N N MDPK 2018-28 N/A 55821BAE6 2000000.00000000 PA USD 1618774.00000000 0.144489462741 Long ABS-O CORP KY Y 3 N N N RC V Tecmo Investor LLC N/A N/A 50000.00000000 NS USD 72733.90000000 0.006492124369 Long EC CORP US Y 3 N N N N/A N/A N/A 981818.18000000 PA 1310077.51000000 0.116935653506 Long LON CORP GB N 3 2026-03-10 Fixed 6.80000000 N N N N N N NMC Skincare Intermediate Holdings II, LLC N/A 000000000 658630.50000000 PA USD 645457.89000000 0.057612652382 Long LON CORP US N 3 2024-10-31 Floating 6.00000000 N N N N N N Convey Health Solutions, Inc. N/A 000000000 364665.76000000 PA USD 364665.76000000 0.032549546596 Long LON CORP US N 3 2026-09-04 Floating 10.00000000 N N N N N N N/A N/A 000000000 834556.93000000 PA USD 834556.93000000 0.074491363490 Long LON CORP US N 3 2025-10-24 Fixed 6.25000000 N N N N N N OMERS Wildcats Investment Holdings LLC N/A N/A 7.41800000 NS USD 2990.38000000 0.000266917061 Long EC CORP US N 3 N N N American Residential Services L.L.C. N/A 000000000 8314201.39000000 PA USD 8231059.38000000 0.734692642462 Long LON CORP US N 3 2028-10-16 Variable 9.50000000 N N N N N N Reddy Ice LLC N/A 000000000 551126.81000000 PA USD 551126.81000000 0.049192794472 Long LON CORP US N 3 2025-07-01 Variable 0.00000000 N N N N N N Canopy Bidco Limited N/A N/A 508764.10000000 PA 673330.22000000 0.060100496879 Long LON CORP GB N 3 2024-12-18 Floating 7.75000000 N N N N N N CIFC 2018-2 635400A7PBKNR7KBOY58 17180YAC5 250000.00000000 PA USD 173419.75000000 0.015479200003 Long ABS-O CORP KY Y 3 N N N Vertical Midco GmbH N/A N/A 1990012.50000000 PA USD 1992997.52000000 0.177892121389 Long LON CORP DE N 2 2027-07-30 Floating 4.47763000 N N N N N N Radius Aerospace Europe Limited N/A 000000000 1606271.02000000 PA USD 1525957.47000000 0.136204791407 Long LON CORP GB N 3 2025-03-29 Floating 6.75000000 N N N N N N Dynamic NC Investment Holdings, LP N/A N/A 50000.00000000 NS USD 49607.75000000 0.004427917143 Long EC CORP US Y 3 N N N Ivanti Software, Inc. (fka LANDesk Group, Inc.) N/A N/A 4847477.99000000 PA USD 4861632.63000000 0.433942407497 Long LON CORP US N 2 2027-12-01 Floating 5.75000000 N N N N N N Rocket Parent, LLC N/A N/A 50000.00000000 NS USD 40049.20000000 0.003574734577 Long EC CORP US Y 3 N N N Hanger, Inc. 254900ZJJJYVLHJXSZ60 41043BAF5 2969387.76000000 PA USD 2962884.80000000 0.264462879263 Long LON CORP US N 2 2025-03-06 Floating 3.60850000 N N N N N N Dana Incorporated KVWHW7YLZPFJM8QYNJ51 235825AG1 435000.00000000 PA USD 465450.00000000 0.041545404381 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N Autokiniton US Holdings, Inc. N/A 000000000 2367300.00000000 PA USD 2370259.13000000 0.211565955625 Long LON CORP US N 2 2028-03-26 Floating 5.00000000 N N N N N N United Digestive MSO Parent, LLC N/A 000000000 1432926.19000000 PA USD 1432926.19000000 0.127900951795 Long LON CORP US N 3 2024-12-16 Floating 5.00000000 N N N N N N H&F Unite Partners, L.P. N/A N/A 50032.38000000 NS USD 56148.29000000 0.005011716432 Long EC CORP US Y 3 N N N N/A N/A N/A 1.00000000 NC -8957334.00000000 -0.79951888111 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -6495179.00000000 GBP -9044537.00000000 USD 2021-07-23 87203.00000000 N N N CEP V I 5 UK Limited N/A N/A 6346154.00000000 PA USD 6155769.38000000 0.549455211460 Long LON CORP FR N 3 2027-02-18 Floating 0.00000000 N N N N N N Smarsh Inc. N/A N/A 2420417.69000000 PA USD 2396213.51000000 0.213882606635 Long LON CORP US N 3 2025-11-20 Variable 9.25000000 N N N N N N Elemica Parent, Inc. N/A 000000000 2277809.96000000 PA USD 2277809.96000000 0.203314074322 Long LON CORP US N 3 2025-09-18 Fixed 7.00000000 N N N N N N Ishtar Bidco Norway AS N/A 000000000 1000000.00000000 PA 1378606.78000000 0.123052478588 Long LON CORP GB N 3 2025-11-26 Floating 8.25000000 N N N N N N Ion Trading Finance, Ltd. N/A 000000000 4040000.00000000 PA USD 4034950.00000000 0.360153892815 Long LON CORP IE N 2 2028-03-26 Floating 4.75000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121K104 2500.00000000 NS USD 34425.00000000 0.003072726492 Long EC RF US N 1 N N N VLS Recovery Services, LLC N/A 000000000 43357.68000000 PA USD 43357.68000000 0.003870044792 Long LON CORP US N 3 2023-10-17 Floating 7.00000000 N N N N N N Blue Angel Buyer 1, LLC N/A 09523CAD4 2000765.51000000 PA USD 2000765.51000000 0.178585481118 Long LON CORP US N 3 2026-01-02 Floating 5.00000000 N N N N N N Berry Global Group Inc 549300G6KKUMMXM8NH73 08579W103 3850.00000000 NS USD 236390.00000000 0.021099834873 Long EC CORP US N 1 N N N Veterinary Practice Partners, LLC N/A N/A 2266058.49000000 PA USD 2243397.91000000 0.200242503728 Long LON CORP US N 3 2027-01-20 Fixed 7.00000000 N N N N N N CC Fly Holding II A/S N/A N/A 2715466.67000000 PA 385278.84000000 0.034389440772 Long LON CORP DK N 3 2025-05-09 Floating 8.02 N N N N N N ICG 2018-2 N/A 44933HAC6 1650000.00000000 PA USD 1191075.60000000 0.106313712432 Long ABS-O CORP KY Y 3 N N N NMC Skincare Intermediate Holdings II, LLC N/A 000000000 1955000.00000000 PA USD 1915900.00000000 0.171010506510 Long LON CORP US N 3 2024-10-31 Floating 6.00000000 N N N N N N GPM Investments, LLC N/A 000E41263 106.00000000 NS USD 1042.43000000 0.000093045817 Long EC CORP US Y 3 N N N AVERY 2015-6 N/A 05363MAE1 314012.00000000 PA USD 62531.41000000 0.005581464636 Long ABS-O CORP KY Y 3 N N N Summit Materials LLC N/A 86614RAL1 1207000.00000000 PA USD 1225105.00000000 0.109351128231 Long DBT CORP US Y 2 2025-06-01 Fixed 5.12500000 N N N N N N CED France Holding N/A 000000000 1152000.00000000 PA 1350955.17000000 0.120584335244 Long LON CORP FR N 3 2025-12-10 Variable 7.00000000 N N N N N N QF Holdings, Inc. N/A 000000000 1312662.52000000 PA USD 1312662.52000000 0.117166387819 Long LON CORP US N 3 2024-09-19 Floating 7.50000000 N N N N N N MPLC Debtco Limited N/A 00PD39503 2100000.00000000 PA USD 2100000.00000000 0.187443010424 Long LON CORP JE N 3 2027-01-07 Floating 8.50000000 N N N N N N IRI Holdings, Inc. 5493006U4KVBN1X1PI38 45004KAC0 1647459.49000000 PA USD 1647459.49000000 0.147049888741 Long LON CORP US N 3 2025-12-01 Floating 4.35850000 N N N N N N Eleda Bidco AB N/A N/A 21000000.00000000 PA 2404548.03000000 0.214626534025 Long LON CORP SE N 3 2026-06-30 Floating 7.50000000 N N N N N N Raptor Technologies, LLC N/A 000000000 650265.93000000 PA USD 630757.95000000 0.056300556665 Long LON CORP US N 3 2024-12-17 Floating 7.00000000 N N N N N N AQ Sunshine, Inc. N/A 00216CAF0 1947879.77000000 PA USD 1947879.77000000 0.173864975254 Long LON CORP US N 3 2025-04-15 Variable 7.25000000 N N N N N N WebPT, Inc. N/A 000000000 255205.09000000 PA USD 255205.09000000 0.022779243021 Long LON CORP US N 3 2024-08-28 Floating 0.00000000 N N N N N N Aero Operating LLC N/A N/A 2896454.32000000 PA USD 2809560.69000000 0.250777387478 Long LON CORP US N 3 2026-02-09 Floating 8.00000000 N N N N N N Quirch Foods Holdings Ll 549300ZJJLQXSE7L4U02 74880TAE6 626815.90000000 PA USD 630344.87000000 0.056263685732 Long LON CORP US N 2 2027-10-27 Floating 6.25000000 N N N N N N AIMCO 2020-11 549300VLRW0CEQ83RF89 00140PAC9 6877478.00000000 PA USD 6712968.73000000 0.599190032208 Long ABS-O CORP KY Y 3 N N N SpareFoot, LLC N/A 000000000 285428.57000000 PA USD 285428.57000000 0.025476947819 Long LON CORP US N 3 2025-04-13 Floating 9.75000000 N N N N N N Sorenson Communications Llc 549300H02Z2SUR0GB419 83583KAH9 148288.97000000 PA USD 148288.97000000 0.013236062356 Long LON CORP US N 2 2026-03-17 Floating 6.25000000 N N N N N N Wind River Clo Ltd N/A G8830VAB9 250000.00000000 PA USD 209525.00000000 0.018701903218 Long ABS-O CORP KY N 3 N N N Mister Car Wash Holdings, Inc. 549300BARUQU0U2GQE05 60646CAF4 3620042.26000000 PA USD 3574791.73000000 0.319080820720 Long LON CORP US N 2 2026-05-14 Floating 3.35838000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 1249343.36000000 PA USD 1249343.36000000 0.111514609739 Long LON CORP US N 3 2023-11-10 Floating 5.75000000 N N N N N N Wildcat BuyerCo, Inc. N/A N/A 2042698.62000000 PA USD 2042698.62000000 0.182328370820 Long LON CORP US N 3 2026-02-27 Floating 6.25000000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2026-07-09 Variable 5.75000000 N N N N N N CabinCo Limited N/A N/A 112500.00000000 PA 155093.26000000 0.013843403595 Long LON CORP JE N 3 2025-09-09 Floating 0.00000000 N N Y N N N Visual Edge Technology, Inc. N/A 000000000 199389.42000000 PA USD 191413.84000000 0.017085326860 Long LON CORP US N 3 2024-09-03 Floating 16.00000000 N N N N N N P27 BIDCO LIMITED N/A N/A 609527.33000000 PA USD 566860.42000000 0.050597154102 Long LON CORP GB N 3 2026-07-31 Floating 8.25000000 N N N N N N Capnor Connery Bidco A/S N/A 00PD32194 45967742.00000000 PA 7246717.69000000 0.646831704528 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N eCapital Finance Corp. N/A N/A 3379572.48000000 PA USD 3379572.48000000 0.301655828380 Long LON CORP CA N 3 2025-01-31 Floating 10.00000000 N N N N N N Sigma Electric Manufacturing Corporation N/A 000000000 315670.00000000 PA USD 315670.00000000 0.028176254809 Long LON CORP US N 3 2023-10-31 Floating 7.25000000 N N N N N N GB Auto Service, Inc. N/A N/A 5469555.90600000 PA USD 5469555.91000000 0.488204774026 Long LON CORP US N 3 2024-10-19 Floating 7.00000000 N N N N N N Flow Control Solutions, Inc. N/A 000000000 1277890.15000000 PA USD 1277890.15000000 0.114062655575 Long LON CORP US N 3 2024-11-21 Floating 6.75000000 N N N N N N Sigma Electric Manufacturing Corporation N/A 000000000 1333.37000000 PA USD 1333.37000000 0.000119014708 Long LON CORP US N 3 2022-10-31 Floating 7.25000000 N N N N N N 285 Mezz LLC N/A 000E37990 1063465.32000000 PA USD 1042196.01000000 0.093024932174 Long LON CORP US N 3 2021-05-05 Floating 20.00000000 N N N N N N MDPK 2018-32 N/A 55817CAC4 1885000.00000000 PA USD 1610973.78000000 0.143793226208 Long ABS-O CORP KY Y 3 N N N N/A N/A 000000000 3800000.00000000 PA 4381766.80000000 0.391110266652 Long LON CORP DE N 2 2026-02-12 Fixed 4.75000000 N N N N N N SpareFoot, LLC N/A N/A 251527.79000000 PA USD 251527.79000000 0.022451012458 Long LON CORP US N 3 2024-04-13 Floating 6.75000000 N N N N N N Visual Edge Technology, Inc. N/A 000000000 1976526.67000000 PA USD 1936996.14000000 0.172893517934 Long LON CORP US N 3 2022-08-31 Floating 8.50000000 N N N N N N Redwood Services, LLC N/A 000000000 157902.72000000 PA USD 153165.64000000 0.013671346978 Long LON CORP US N 3 2025-12-31 Fixed 0.00000000 N N N N N N Hca Inc L3CJ6J7LJ2DX62FTXD46 404119CA5 150000.00000000 PA USD 151731.71000000 0.013543356428 Long DBT CORP US N 2 2030-09-01 Fixed 3.50000000 N N N N N N SpareFoot, LLC N/A 84650HAH2 100112.85000000 PA USD 100112.85000000 0.008935930469 Long LON CORP US N 3 2024-04-13 Floating 6.75000000 N N N N N N Safe Home Security, Inc. N/A 000000000 287272.89000000 PA USD 287272.89000000 0.025641569197 Long LON CORP US N 3 2024-08-04 Floating 0.00000000 N N N N N N IMIA Holdings, Inc. N/A 000000000 4111367.64000000 PA USD 4111367.64000000 0.366974822573 Long LON CORP US N 3 2025-10-27 Floating 7.00000000 N N N N N N Elemica Parent, Inc. N/A 000000000 560134.11000000 PA USD 560134.11000000 0.049996773247 Long LON CORP US N 3 2025-09-18 Floating 7.00000000 N N N N N N MSG National Properties, LLC N/A 000000000 750000.00000000 PA USD 768750.00000000 0.068617530601 Long LON CORP US N 3 2025-11-12 Variable 7.00000000 N N N N N N CPI Holdco, LLC 549300TMNYXLWYDEPJ03 12594WAG1 3435380.58000000 PA USD 3439674.81000000 0.307020476794 Long LON CORP US N 3 2024-11-04 Floating 0.50000000 N N N N N N United Digestive MSO Parent, LLC N/A 000000000 1022727.27000000 PA USD 1022727.27000000 0.091287180158 Long LON CORP US N 3 2024-12-16 Floating 5.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 113622.44000000 0.010141777240 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CMBX.NA.BBB-.9 137BERAI8 Y Underlying Performance 2058-09-17 246177.94000000 USD 0.00000000 USD 1030000.00000000 USD -132555.50000000 N N N BFS Receivables I LLC N/A 000000000 1250000.00000000 PA USD 1240625.00000000 0.110736421337 Long LON CORP US N 3 2025-03-14 Fixed 9.50000000 N N N N N N KKR 24 549300LGO0WGOG6NE245 48252TAA8 750000.00000000 PA USD 726296.25000000 0.064828169314 Long ABS-CBDO CORP KY Y 3 2032-04-20 Floating 6.59838000 N N N N N N Newco Financing Partnership N/A N/A 1850000.00000000 PA USD 1844061.50000000 0.164598304270 Long LON CORP US N 2 2029-01-31 Floating 3.60600000 N N N N N N Consolidated Communicati 549300WW675Y48HDVX34 20903XAH6 614000.00000000 PA USD 618789.20000000 0.055232243079 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N SpareFoot, LLC N/A 84650HAC3 695732.13000000 PA USD 695732.13000000 0.062100059474 Long LON CORP US N 3 2024-04-13 Floating 6.75000000 N N N N N N Project Falcon Parent, Inc. N/A N/A 47535.82000000 NS USD 56029.76000000 0.005001136613 Long EC CORP US Y 3 N N N N/A N/A 000000000 5251545.92000000 PA USD 5199030.46000000 0.464058057481 Long LON CORP US N 3 2026-10-01 Fixed 7.37500000 N N N N N N True Potential LLP N/A 000000000 8112754.00000000 PA 11184297.67000000 0.998294487975 Long LON CORP GB N 3 2026-10-16 Floating 7.13900000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 14987KAA1 1844000.00000000 PA USD 1892570.96000000 0.168928189611 Long DBT CORP US Y 2 2025-08-15 Fixed 6.12500000 N N N N N N Enigma Holding B.V. N/A 000000000 4000000.00000000 PA 4690816.55000000 0.418695607372 Long LON CORP NL N 3 2028-01-26 Fixed 7.20000000 N N N N N N IQS, Inc. N/A N/A 1102027.18000000 PA USD 1102027.18000000 0.098365377232 Long LON CORP US N 3 2026-07-02 Floating 6.25000000 N N N N N N N/A N/A N/A 286889.40000000 PA USD 281151.61000000 0.025095192459 Long LON CORP US N 3 2027-03-05 Fixed 0.00000000 N N N N N N FTS International Inc 549300LIZ1UTOOLOZV47 30283W302 3502.00000000 NS USD 86639.48000000 0.007733316644 Long EC CORP US N 1 N N N Capstone Parent Holdings, LP N/A N/A 50.00000000 NS USD 63398.12000000 0.005658825937 Long EC CORP US Y 3 N N N DRB Holdings, LLC N/A 000000000 107783.45000000 PA USD 107783.45000000 0.009620597305 Long LON CORP US N 3 2023-10-06 Fixed 6.50000000 N N N N N N UPC Financing Partnership N/A N/A 1850000.00000000 PA USD 1844061.50000000 0.164598304270 Long LON CORP NL N 2 2029-01-31 Floating 3.60600000 N N N N N N PI UK Holdco II Limited N/A 000000000 3950450.65000000 PA USD 3942826.28000000 0.351931060716 Long LON CORP US N 2 2025-01-03 Floating 4.50000000 N N N N N N Endurance International Group Holdings, Inc. N/A 000000000 1911561.49000000 PA USD 1889100.64000000 0.168618433788 Long LON CORP US N 2 2028-02-10 Floating 4.25000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CV0 125000.00000000 PA USD 139375.00000000 0.012440414084 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N Frontline Technologies Parent, LLC N/A N/A 25.00000000 NS USD 34390.48000000 0.003069645286 Long EP CORP US Y 3 N N N N/A N/A 000000000 836773.61000000 PA USD 836773.61000000 0.074689221191 Long LON CORP US N 3 2024-02-28 Fixed 8.00000000 N N N N N N Perforce Software, Inc. N/A N/A 1207598.99000000 PA USD 1194315.40000000 0.106602892367 Long LON CORP US N 2 2026-07-01 Floating 3.85850000 N N N N N N DRS Holdings III, Inc. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2025-11-01 Floating 0.00000000 N N N N N N FWR Holding Corporation N/A 000000000 31960.07000000 PA USD 30042.47000000 0.002681548103 Long LON CORP US N 3 2023-08-21 Floating 6.50000000 N N Y N N N AVSC Holding Corp. 549300CLJBQ9YSR4U689 00241YAU8 2031009.28000000 PA USD 1836804.17000000 0.163950525326 Long LON CORP US N 2 2026-10-15 Floating 6.50000000 N N N N N N TCP Hawker Intermediate LLC N/A 000000000 458310.85000000 PA USD 458310.85000000 0.040908174016 Long LON CORP US N 3 2025-08-29 Floating 6.50000000 N N N N N N Wand Newco 3, Inc. 549300Y3VZEWMSQW8494 93369PAE4 3000000.00000000 PA USD 2970000.00000000 0.265097971886 Long LON CORP US N 3 2027-02-05 Floating 7.36088000 N N N N N N Essential Services Holding Corporation N/A 000000000 4702174.27000000 PA USD 4655152.53000000 0.415512287718 Long LON CORP US N 3 2026-11-16 Variable 6.75000000 N N N N N N Avaya Inc. N/A N/A 680233.22000000 PA USD 680124.38000000 0.060706933928 Long LON CORP US N 2 2027-12-15 Floating 4.35600000 N N N N N N Canyon Capital Clo Ltd N/A 13876EAF0 250000.00000000 PA USD 233849.25000000 0.020873051145 Long ABS-CBDO CORP KY Y 3 2031-07-15 Floating 5.99125000 N N N N N N VLS Recovery Services, LLC N/A 000000000 723959.13000000 PA USD 723959.13000000 0.064619561310 Long LON CORP US N 3 2023-10-17 Floating 7.00000000 N N N N N N Storm US Holdco, Inc. N/A 000000000 45209.23000000 PA USD 45209.23000000 0.004035311509 Long LON CORP US N 3 2023-05-05 Floating 0.00000000 N N N N N N Novipax Parent Holding Company, L.L.C. N/A N/A 50.00000000 NS USD 50409.84000000 0.004499510554 Long EP CORP US Y 3 N N N GSM Acquisition Corp. N/A 000000000 837106.71000000 PA USD 828735.64000000 0.073971763432 Long LON CORP US N 3 2026-11-16 Variable 6.00000000 N N N N N N The Hillman Group, Inc. BDPO7HREUXNPHVMSIT54 40423BAA8 4442000.00000000 PA USD 4442000.00000000 0.396486596336 Long DBT CORP US Y 2 2022-07-15 Fixed 6.37500000 N N N N N N Cority Software Inc. N/A 000000000 230578.97000000 PA USD 230578.97000000 0.020581150608 Long LON CORP CA N 3 2025-07-02 Floating 0.50000000 N N N N N N Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 549300BIN4DWJG5VWF64 81527CAL1 2853014.44000000 PA USD 2812187.80000000 0.251011879576 Long LON CORP KY N 2 2025-12-31 Floating 3.35850000 N N N N N N Floss Bidco Limited N/A 000000000 1199950.54000000 PA 1621174.75000000 0.144703750268 Long LON CORP GB N 3 2026-09-07 Floating 8.50000000 N N Y N N N TA/WEG Holdings, LLC N/A 000000000 2181436.20000000 PA USD 2181436.20000000 0.194711889703 Long LON CORP US N 3 2025-10-02 Floating 6.75000000 N N N N N N Avaya Inc. J6LB5QIFSP2MFEFG4U76 053499AL3 1302000.00000000 PA USD 1385067.60000000 0.123629162183 Long DBT CORP US Y 2 2028-09-15 Fixed 6.12500000 N N N N N N N/A N/A 000000000 3000000.00000000 PA 4075644.15000000 0.363786194712 Long LON CORP GB N 2 2025-07-23 Fixed 4.80013000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 043436AU8 3995000.00000000 PA USD 4086525.45000000 0.364757444059 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N RealPage, Inc. N/A 000000000 2980087.60000000 PA USD 2964769.95000000 0.264631145068 Long LON CORP US N 2 2028-02-18 Floating 4.00000000 N N N N N N TCP Hawker Intermediate LLC N/A 000000000 493931.72000000 PA USD 493931.72000000 0.044087642162 Long LON CORP US N 3 2026-08-28 Floating 6.50000000 N N N N N N A.U.L. Corp. N/A 000000000 28831.23000000 PA USD 28831.23000000 0.002573434545 Long LON CORP US N 3 2023-06-05 Floating 5.50000000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2026-07-09 Variable 5.75000000 N N N N N N ELMW5 2020-2 N/A 29003AAC7 2875000.00000000 PA USD 2910750.63000000 0.259809457467 Long ABS-O CORP KY Y 3 N N N Flow Control Solutions, Inc. N/A 000000000 1603596.50500000 PA USD 1603596.51000000 0.143134741590 Long LON CORP US N 3 2024-11-21 Floating 6.75000000 N N N N N N AMCP Clean Intermediate, LLC N/A 000000000 702894.41000000 PA USD 702894.41000000 0.062739354390 Long LON CORP US N 3 2024-10-01 Fixed 7.25000000 N N N N N N FWR Holding Corporation N/A 000000000 31798.51000000 PA USD 29890.60000000 0.002667992403 Long LON CORP US N 3 2023-08-21 Floating 8.00000000 N N Y N N N CB-SDG LIMITED N/A 00PD31786 2405479.97000000 PA 2984589.89000000 0.266400244697 Long LON CORP GB N 3 2026-04-03 Floating 7.75000000 N N Y N N N Summit Midstream Holdings LLC / Summit Midstream Finance Corp N/A 86614WAC0 180000.00000000 PA USD 174150.00000000 0.015544381078 Long DBT CORP US N 2 2022-08-15 Fixed 5.50000000 N N N N N N Oakley Ekomid Limited N/A 000000000 750000.00000000 PA 879528.10000000 0.078505426103 Long LON CORP GB N 3 2025-06-23 Floating 6.50000000 N N N N N N VENTR 2019-37 549300IW5Q3C6JHMIU22 92332JAA2 3000000.00000000 PA USD 2893218.00000000 0.258244519873 Long ABS-CBDO CORP KY Y 3 2032-07-15 Floating 7.19125000 N N N N N N Labeyrie Fine Foods SAS N/A 000000000 3500000.00000000 PA 4087143.64000000 0.364812622818 Long LON CORP FR N 2 2023-05-23 Fixed 4.25000000 N N N N N N RegionalCare Hospital Partners Holdings, Inc. 549300G8ZVHRTBBBSZ90 75915TAD4 2479917.94000000 PA USD 2472825.37000000 0.220720872193 Long LON CORP US N 2 2025-11-16 Floating 3.85850000 N N N N N N Plaskolite PPC Intermediate II LLC 549300XZQ2YZR3QSJR81 72753RAB4 980.00000000 PA USD 980.00000000 0.000087473404 Long LON CORP US N 3 2025-12-15 Floating 5.25000000 N N N N N N QF Holdings, Inc. N/A 000000000 262532.50000000 PA USD 262532.50000000 0.023433277206 Long LON CORP US N 3 2024-09-19 Floating 7.50000000 N N N N N N MRI Software LLC N/A 000000000 266079.54000000 PA USD 266079.54000000 0.023749880947 Long LON CORP US N 3 2026-02-10 Floating 6.50000000 N N N N N N Essential Services Holding Corporation N/A 000000000 9791090.93000000 PA USD 9693180.02000000 0.865199449302 Long LON CORP US N 3 2026-11-16 Variable 6.75000000 N N N N N N CIFC 2019-1 254900RRJV30GDUWIX97 12553BAC5 1500000.00000000 PA USD 1010139.00000000 0.090163569098 Long ABS-O CORP KY Y 3 N N N BCC 2019-1 549300B0VI605XM3L529 05683RAC7 1400000.00000000 PA USD 808904.60000000 0.072201673033 Long ABS-O CORP KY Y 3 N N N Banyan Software Holdings, LLC N/A 000000000 1528955.40000000 PA USD 1513665.85000000 0.135107658905 Long LON CORP US N 3 2026-10-30 Variable 8.50000000 N N N N N N Tecostar Holdings Inc 549300IXCNJ4GPQ18L22 87876HAC4 2004579.97000000 PA USD 1971163.62000000 0.175943258558 Long LON CORP US N 2 2024-05-01 Floating 4.50000000 N N N N N N Hometown Food Company N/A 000000000 1348130.95000000 PA USD 1348130.95000000 0.120332249387 Long LON CORP US N 3 2023-08-31 Floating 6.25000000 N N N N N N QF Holdings, Inc. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2024-09-19 Floating 0.50000000 N N N N N N Invoice Cloud, Inc. N/A 000000000 1096903.60000000 PA USD 1096903.60000000 0.097908053775 Long LON CORP US N 3 2024-02-11 Floating 7.50000000 N N N N N N Spring Oaks Capital SPV, LLC N/A N/A 8999999.99000000 PA USD 8954999.99000000 0.799310550703 Long LON CORP US N 3 2025-11-12 Variable 9.50000000 N N N N N N Laredo Petroleum Inc 549300X0PTWU2QSLSL14 516806AF3 169000.00000000 PA USD 162676.02000000 0.014520229958 Long DBT CORP US N 2 2025-01-15 Fixed 9.50000000 N N N N N N Magic Topco, L.P. N/A N/A 50.00000000 NS USD 52381.50000000 0.004675498119 Long EP CORP US Y 3 N N N N/A N/A 000000000 1336092.54000000 PA USD 1336092.54000000 0.119257718049 Long LON CORP US N 3 2023-10-06 Fixed 6.50000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988LAG2 3693012.92000000 PA USD 3675692.69000000 0.328087096766 Long LON CORP US N 2 2027-12-15 Floating 4.25000000 N N N N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 335934AP0 3345000.00000000 PA USD 3395175.00000000 0.303048487103 Long DBT CORP CA Y 2 2024-03-01 Fixed 6.50000000 N N N N N N Rawlings Sporting Goods Company, Inc N/A 000000000 1000.00000000 PA USD 972.50000000 0.000086803965 Long LON CORP US N 3 2025-12-31 Fixed 4.75000000 N N N N N N Dana Incorporated KVWHW7YLZPFJM8QYNJ51 235825AF3 948000.00000000 PA USD 995400.00000000 0.088847986941 Long DBT CORP US N 2 2027-11-15 Fixed 5.37500000 N N N N N N Sunshine Cadence HoldCo, LLC N/A 65958CAC2 1070953.36000000 PA USD 958503.26000000 0.085554636455 Long LON CORP US N 3 2027-03-23 Floating 4.47038000 N N N N N N Creation Holdings Inc. N/A 000000000 2360458.98000000 PA USD 2360458.98000000 0.210691208188 Long LON CORP US N 3 2025-08-15 Floating 6.75000000 N N N N N N Toscafund Limited N/A 000000000 4206000.00000000 PA 5798420.12000000 0.517558725237 Long LON CORP GB N 3 2025-04-02 Floating 7.75000000 N N N N N N Birch Permian, LLC N/A 000E32052 6981049.04000000 PA USD 6701807.08000000 0.598193759219 Long LON CORP US N 3 2023-04-12 Floating 9.50000000 N N N N N N ICG 2018-1 N/A G4711CAA6 500000.00000000 PA USD 440967.00000000 0.039360086656 Long ABS-CBDO CORP KY N 3 2031-04-21 Floating 5.37363000 N N N N N N Learning Care Group (US) No. 2 Inc. 5493000VMN44LK8QID23 52201CAF8 992500.00000000 PA USD 992500.00000000 0.088589137069 Long LON CORP US N 2 2025-03-13 Floating 9.50000000 N N N N N N WOODS 2018-12 549300R06FSYRU75ZW78 66858EAA1 750000.00000000 PA USD 655935.00000000 0.058547824306 Long ABS-CBDO CORP KY Y 3 2031-06-15 Floating 5.97188000 N N N N N N MRI Software LLC N/A N/A 188412.36000000 PA USD 188412.36000000 0.016817419028 Long LON CORP US N 3 2026-02-10 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -4827760.00000000 -0.43091898476 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -4107054.00000000 EUR -4907108.00000000 USD 2021-07-23 79348.00000000 N N N Equinox Holdings Inc. 549300W05QKLNGQIIA73 29446CAK0 5736111.11000000 PA USD 4760972.22000000 0.424957602602 Long LON CORP US N 3 2024-09-06 Floating 8.00000000 N N N N N N Saldon Holdings, Inc. N/A 000000000 3555714.28000000 PA USD 3555714.28000000 0.317377994691 Long LON CORP US N 3 2025-03-13 Floating 6.65000000 N N N N N N WSHP FC Acquisition LLC N/A 000000000 868888.91000000 PA USD 868888.91000000 0.077555787149 Long LON CORP US N 3 2024-03-28 Floating 7.25000000 N N N N N N Asbury Automotive Group Inc. N/A 04941UAG2 1750000.00000000 PA USD 1427693.75000000 0.127433911649 Long ABS-CBDO CORP KY Y 3 2031-11-27 Floating 8.24050000 N N N N N N N/A N/A 000000000 204081.63000000 PA USD 204081.63000000 0.018216035761 Long LON CORP US N 3 2021-06-14 Fixed 9.00000000 N N N N N N Aragorn Parent Holdings LP N/A N/A 50000.00000000 NS USD 51098.65000000 0.004560992754 Long EP CORP US Y 3 N N N Option Care Health Inc 549300DI3Q5ACSYJRI17 09071FAK7 7510188.62000000 PA USD 7477369.10000000 0.667419321028 Long LON CORP US N 2 2026-08-06 Floating 3.85850000 N N N N N N CVP Holdco, Inc. N/A 000000000 3451973.07000000 PA USD 3451973.07000000 0.308118201973 Long LON CORP US N 3 2025-10-31 Floating 6.75000000 N N N N N N N/A N/A N/A 8734.00000000 NS USD 8471980.00000000 0.756196874027 Long EP CORP US Y 3 N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 60Z99NSW8 90.00000000 NC USD 5670.00000000 0.000506096128 N/A DE CORP US N 1 J.P. Morgan Chase & Co. N/A Call Purchased Chicago Board Options Exchange Volatility Index VIX 100.00000000 30.00000000 USD 2021-04-20 XXXX -11433.21000000 N N N Idera Inc 549300VQ6S3PWR8NUC48 45168RAQ6 3620197.50000000 PA USD 3592140.97000000 0.320629389183 Long LON CORP US N 2 2028-03-02 Floating 4.50000000 N N N N N N Hammersmith Bidco Limited N/A N/A 1678545.00000000 PA 2314053.52000000 0.206549122891 Long LON CORP GB N 3 2026-09-02 Floating 7.93750000 N N N N N N Ardonagh Midco 3 PLC N/A N/A 309548.47000000 PA 426745.62000000 0.038090706523 Long LON CORP GB N 3 2026-07-14 Floating 8.45625000 N N N N N N DRS Holdings III, Inc. N/A 000000000 2006367.54000000 PA USD 2006367.54000000 0.179085510340 Long LON CORP US N 3 2025-11-01 Floating 6.75000000 N N N N N N Canopy Bidco Limited N/A N/A 502261.92000000 PA 664724.82000000 0.059332391126 Long LON CORP GB N 3 2024-12-18 Floating 7.75000000 N N N N N N Go Daddy Operating Co LLC / GD Finance Co Inc N/A 38016LAA3 1856000.00000000 PA USD 1967174.40000000 0.175587186460 Long DBT CORP US Y 2 2027-12-01 Fixed 5.25000000 N N N N N N VENTR 2014-18 549300MWRVTJN0X3KI79 92329HAB9 250000.00000000 PA USD 61464.75000000 0.005486256083 Long ABS-O CORP KY Y 3 N N N AMCP Clean Intermediate, LLC N/A N/A 162062.82000000 PA USD 162062.82000000 0.014465496599 Long LON CORP US N 3 2024-10-01 Floating 7.25000000 N N N N N N Commercial Trailer Leasing, Inc. N/A 000000000 2221630.43000000 PA USD 2199414.13000000 0.196316574141 Long LON CORP US N 3 2027-01-19 Fixed 13.00000000 N N N N N N AMCP Clean Intermediate, LLC N/A N/A 84978.84000000 PA USD 84978.84000000 0.007585090281 Long LON CORP US N 3 2024-10-01 Variable 7.25000000 N N N N N N AssuredPartners, Inc. 549300HNDSDQWQ3L2P80 04621HAN3 1066695.38000000 PA USD 1066428.71000000 0.095187908478 Long LON CORP US N 2 2027-02-12 Floating 5.50000000 N N N N N N CEDF 2016-5 635400NWFWJ92O7QGD64 15032BAC9 2300000.00000000 PA USD 1960276.20000000 0.174971462948 Long ABS-O CORP KY Y 3 N N N N/A N/A 000000000 648649.00000000 PA 894231.91000000 0.079817867251 Long LON CORP GB N 3 2028-02-21 Fixed 0.00000000 N N N N N N Aruba Investment Holding N/A 04317JAF5 3000000.00000000 PA USD 3007500.00000000 0.268445168500 Long LON CORP US N 2 2028-11-24 Floating 8.50000000 N N N N N N N/A N/A 000000000 2000000.00000000 PA 2314331.62000000 0.206573945701 Long LON CORP LU N 2 2025-01-10 Fixed 4.25000000 N N N N N N Gamma Bidco Spa 549300JS6XODWD0TZD48 BK5462811 2000000.00000000 PA 2443680.88000000 0.218119476506 Long DBT CORP IT N 2 2025-07-15 Fixed 6.25000000 N N N N N N Frontline Technologies Intermediate Holdings, LLC (fka Project Dublin Intermediate Target, LLC) N/A 000000000 56292.25000000 PA USD 56292.25000000 0.005024566096 Long LON CORP US N 3 2023-09-18 Floating 6.75000000 N N N N N N DRSLF 2018-65 N/A 26252AAC1 700000.00000000 PA USD 488983.60000000 0.043645980015 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1196217.13000000 PA USD 1184254.96000000 0.105704911815 Long LON CORP US N 3 2027-03-05 Fixed 0.00000000 N N N N N N Astoria Energy LLC 549300BXD26J7I0IPB62 04626LAE9 750000.00000000 PA USD 749730.00000000 0.066919832478 Long LON CORP US N 2 2027-12-10 Floating 4.50000000 N N N N N N OHALF 2016-1 54930016024GMIAF7A82 67110VAC1 8800000.00000000 PA USD 6873108.00000000 0.613483835472 Long ABS-O CORP KY Y 3 N N N Asurion, LLC N/A 000000000 1030697.31000000 PA USD 1023523.66000000 0.091358264795 Long LON CORP US N 2 2026-12-23 Floating 3.35850000 N N N N N N SCM Insurance Services Inc. N/A 000000000 1000.00000000 PA 795.73000000 0.000071025726 Long LON CORP CA N 3 2022-08-29 Floating 6.45000000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 1160235.00000000 PA USD 1160235.00000000 0.103560924380 Long LON CORP US N 3 2023-11-10 Fixed 0.00000000 N N N N N N VENTR 2019-36 549300AZL7IWJJ04HD37 92332MAA5 300000.00000000 PA USD 290102.10000000 0.025894100454 Long ABS-CBDO CORP KY Y 3 2032-04-20 Floating 7.13838000 N N N N N N GPM Investments, LLC N/A N/A 55.00000000 NC USD 100.97000000 0.000009012438 N/A DE CORP US Y 3 N/A N/A Call Purchased GPM Investments, LLC GPM INVESTMENTS, LLC/WARRANTS 2/20 1.00000000 0.01000000 USD 2049-12-31 XXXX 22.59000000 N N N WELF 2020-1 2549001JCRYETQY84B65 94949HAA7 5955000.00000000 PA USD 4861667.96000000 0.433945561003 Long ABS-O CORP KY Y 3 N N N MDPK 2019-36 N/A 55819NAA2 833333.00000000 PA USD 833553.00000000 0.074401754127 Long ABS-CBDO CORP KY Y 3 2033-01-15 Floating 7.49125000 N N N N N N CONTINENTAL ACQUISITION HOLDINGS, INC. N/A N/A 1461022.60000000 PA USD 1446412.37000000 0.129104709022 Long LON CORP US N 3 2027-01-20 Fixed 0.00000000 N N N N N N Highline Aftermarket Acquisition, LLC N/A 000000000 5942296.55000000 PA USD 5882873.58000000 0.525096920848 Long LON CORP US N 3 2028-11-09 Variable 8.75000000 N N N N N N Mandarin Oriental Honolulu N/A N/A 775833.00000000 PA USD 775833.00000000 0.069249749098 Long LON CORP US N 3 2021-08-05 Floating 14.00000000 N N N N N N Neovia Logistics, LP N/A 000000000 1314575.04000000 PA USD 1327720.79000000 0.118510467562 Long LON CORP US N 3 2024-11-08 Floating 11.48000000 N N N N N N N/A N/A N/A 1.00000000 NC -92192.00000000 -0.00822892667 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -115845.00000000 CAD -92543.00000000 USD 2021-07-23 351.00000000 N N N P27 BIDCO LIMITED N/A 00PD33149 325379.61000000 PA 417170.60000000 0.037236053868 Long LON CORP GB N 3 2026-07-31 Floating 8.25000000 N N N N N N Capstone Acquisition Holdings, Inc. N/A 000000000 530797.75000000 PA USD 530797.75000000 0.047378251517 Long LON CORP US N 3 2028-11-13 Variable 9.75000000 N N N N N N Laboratories Bidco LLC N/A 000000000 881473.81000000 PA USD 881473.81000000 0.078679097408 Long LON CORP US N 3 2024-06-25 Floating 0.50000000 N N N N N N Titan Acquisition Ltd N/A C8856UAB4 4136898.51000000 PA USD 4047251.92000000 0.361251944681 Long LON CORP CA N 2 2025-03-28 Floating 3.26663000 N N N N N N Grab Holdings, Inc. N/A 000000000 4626682.07000000 PA USD 4696082.30000000 0.419165620720 Long LON CORP SG N 2 2026-01-29 Floating 5.50000000 N N N N N N GB Auto Service Holdings, LLC N/A N/A 23724.27000000 NS USD 68531.25000000 0.006117001813 Long EC CORP US Y 3 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -94176.09000000 -0.00840602372 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CDX.NA.HY.S34.V8 2I65BRYD6 Y Underlying Performance 2025-06-20 0.00000000 USD 59113.70000000 USD 1021200.00000000 USD -35062.39000000 N N N WSHP FC Acquisition LLC N/A 000000000 1097222.38000000 PA USD 1097222.38000000 0.097936507624 Long LON CORP US N 3 2024-03-28 Floating 7.25000000 N N N N N N CANYC 2016-1 N/A G18358AB0 1000000.00000000 PA USD 717128.00000000 0.064009824371 Long ABS-O CORP KY N 3 N N N Big Ass Fans, LLC 549300AP6CXX5LT11161 08888UAD5 2466062.37000000 PA USD 2455778.89000000 0.219199327656 Long LON CORP US N 2 2024-05-21 Floating 4.75000000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 60Z99NT07 -90.00000000 NC USD -2700.00000000 -0.00024099815 N/A DE CORP US N 1 J.P. Morgan Chase & Co. N/A Call Written Chicago Board Options Exchange Volatility Index VIX 100.00000000 40.00000000 USD 2021-04-20 XXXX 6926.79000000 N N N SCM Insurance Services Inc. N/A 000000000 125000.00000000 PA 99466.86000000 0.008878270321 Long LON CORP CA N 3 2025-03-01 Floating 10.00000000 N N N N N N DEN12 2016-1 549300X36LAD54U6O618 24824AAG6 750000.00000000 PA USD 652384.50000000 0.058230911730 Long ABS-CBDO CORP KY Y 3 2031-04-15 Floating 6.14125000 N N N N N N MDPK 2017-23 N/A G5753QAA1 500000.00000000 PA USD 491178.50000000 0.043841893664 Long ABS-CBDO CORP KY N 3 2030-07-27 Floating 6.46288000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 781887.03000000 PA USD 781887.03000000 0.069790123197 Long LON CORP US N 3 2023-11-10 Floating 5.75000000 N N N N N N Telenet Finance Luxembourg Notes Sarl 2138007RI9GLJPCC3E25 N/A 400000.00000000 PA USD 420000.00000000 0.037488602084 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N Global Medical Response Inc 549300ZFWD4ZFCEJCQ87 00169QAF6 7064872.55000000 PA USD 7036613.06000000 0.628078064361 Long LON CORP US N 2 2025-10-02 Floating 5.75000000 N N N N N N DRSLF 2016-43 5493002P75UIPU4MC757 26245BAA3 1610000.00000000 PA USD 941173.80000000 0.084007833526 Long ABS-O CORP KY Y 3 N N N CBAM 2017-3 254900EGQJ2K45U5LM27 12481JAA9 511538.00000000 PA USD 496990.88000000 0.044360698428 Long ABS-CBDO CORP KY Y 3 2029-10-17 Floating 6.71775000 N N N N N N DRSLF 2018-55 N/A 26245QAA0 375000.00000000 PA USD 350440.88000000 0.031279854058 Long ABS-CBDO CORP KY Y 3 2031-04-15 Floating 5.64125000 N N N N N N Novipax Parent Holding Company, L.L.C. N/A N/A 50.00000000 NS USD 11437.48000000 0.001020893182 Long EC CORP US Y 3 N N N Gamma Bidco Spa 549300JS6XODWD0TZD48 BK5462795 2000000.00000000 PA 2358308.02000000 0.210499216560 Long DBT CORP IT N 2 2025-07-15 Floating 6.00000000 N N N N N N Tank Holding Corp. N/A 87583FAK4 1055000.00000000 PA USD 1056761.85000000 0.094325058317 Long LON CORP US N 2 2026-03-26 Floating 5.75000000 N N N N N N N/A N/A N/A 3147271.49650000 PA 4338849.83000000 0.387279559007 Long LON CORP GB N 3 2026-09-02 Fixed 7.93750000 N N N N N N MDPK 2018-27 N/A 55820XAB5 250000.00000000 PA USD 210278.50000000 0.018769159555 Long ABS-O CORP KY Y 3 N N N Atlas Intermediate III L.L.C. N/A 000000000 1141331.47000000 PA USD 1141331.47000000 0.101873622204 Long LON CORP US N 3 2025-04-29 Floating 6.50000000 N N N N N N N/A N/A 000000000 2431912.41000000 PA USD 2407593.29000000 0.214898349597 Long LON CORP US N 3 2028-03-16 Fixed 6.75000000 N N N N N N Cambrex Corporation N/A 000000000 4427828.13000000 PA USD 4422293.34000000 0.394727607919 Long LON CORP US N 2 2026-12-04 Floating 4.25000000 N N N N N N Symplr Software Inc. N/A 000000000 7711808.41000000 PA USD 7634690.33000000 0.681461590054 Long LON CORP US N 3 2028-12-22 Fixed 8.62500000 N N N N N N RSC Acquisition, Inc. N/A 000000000 3201834.32000000 PA USD 3201834.32000000 0.285791173248 Long LON CORP US N 3 2026-10-30 Floating 6.50000000 N N N N N N Tricolor Funding SPV 3 LLC N/A N/A 1250000.00000000 PA USD 1250000.00000000 0.111573220490 Long LON CORP US N 3 2027-08-06 Floating 8.50000000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 231.00000000 NC USD 57750.00000000 0.005154682786 N/A DE CORP US N 1 Barclays N/A Put Purchased Invesco CurrencyShares Japanese Yen Trust Invesco CurrencyShares Japanese Yen Trust 100.00000000 86.00000000 USD 2022-01-21 XXXX 38568.75000000 N N N NEUB 2016-23 549300Y4D7MPQZMHJR43 64131DAD1 29095.00000000 PA USD 4455.81000000 0.000397719257 Long ABS-O CORP KY Y 3 N N N Diligent Corporation N/A 000000000 876888.69000000 PA USD 876888.69000000 0.078269836124 Long LON CORP US N 3 2025-08-04 Floating 0.00000000 N N N N N N N/A N/A 000000000 7220569.13000000 PA 5688201.99000000 0.507720811861 Long LON CORP CA N 3 2028-02-18 Fixed 7.25000000 N N N N N N FWR Holding Corporation N/A 000000000 42505.58000000 PA USD 39955.25000000 0.003566348734 Long LON CORP US N 3 2023-08-21 Floating 6.50000000 N N Y N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 78571YBE9 805465.53000000 PA USD 813020.80000000 0.072569079185 Long LON CORP US N 2 2027-12-17 Floating 4.75000000 N N N N N N Petroleum Service Group LLC N/A 000000000 5381773.52000000 PA USD 5381773.52000000 0.480369442862 Long LON CORP US N 3 2025-07-23 Floating 6.25000000 N N N N N N Cumulus Media New Holdings Inc. 5493001D9VBAVY1OKJ46 23110AAA4 1000000.00000000 PA USD 1018750.00000000 0.090932174700 Long DBT CORP US Y 2 2026-07-01 Fixed 6.75000000 N N N N N N Creation Holdings Inc. N/A 000000000 444832.70000000 PA USD 444832.70000000 0.039705133534 Long LON CORP US N 3 2025-08-15 Floating 6.75000000 N N N N N N Greatbatch Ltd. N/A N/A 804919.09000000 PA USD 804919.09000000 0.071845932084 Long LON CORP US N 2 2022-10-27 Floating 3.50000000 N N N N N N Lifepoint Health Inc 549300G8ZVHRTBBBSZ90 53219LAS8 1613000.00000000 PA USD 1580740.00000000 0.141094602046 Long DBT CORP US Y 2 2027-02-15 Fixed 4.37500000 N N N N N N DecoPac, Inc. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-09-29 Floating 5.25000000 N N N N N N Antero Resources Corp APVBKPOULHUX7YZLKU17 03674XAJ5 360000.00000000 PA USD 360277.20000000 0.032157829978 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N N IRI Holdings, Inc. 5493006U4KVBN1X1PI38 45004KAE6 1471849.86000000 PA USD 1471849.86000000 0.131375223167 Long LON CORP US N 3 2026-11-30 Floating 8.10850000 N N N N N N Triton Water Holdings, Inc. N/A 000000000 4000000.00000000 PA USD 3981240.00000000 0.355359814677 Long LON CORP US N 2 2028-03-31 Floating 4.00000000 N N N N N N N/A N/A 000000000 728891.22000000 PA USD 728891.22000000 0.065059792642 Long LON CORP US N 3 2026-03-02 Fixed 6.25000000 N N N N N N NxtGenPay Intressenter BidCo AB N/A 000000000 2700000.00000000 PA 309156.18000000 0.027594840509 Long LON CORP SE N 3 2025-06-30 Floating 6.75000000 N N N N N N True Potential LLP N/A N/A 2159082.00000000 PA 2976525.08000000 0.265680391237 Long LON CORP GB N 3 2026-10-16 Variable 0.00000000 N N N N N N Elemica Parent, Inc. N/A 000000000 878979.20000000 PA USD 878979.20000000 0.078456432070 Long LON CORP US N 3 2025-09-18 Fixed 7.00000000 N N N N N N Legalzoom.com, Inc. 5493000L8EBF74Y9JZ48 52471BAJ5 2433406.54000000 PA USD 2421239.51000000 0.216116391768 Long LON CORP US N 2 2024-11-21 Floating 4.60850000 N N N N N N MAGNE 2020-28 54930077HHZ1QV5CPQ30 55955MAC4 5250000.00000000 PA USD 5250199.50000000 0.468625333147 Long ABS-O CORP KY Y 3 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD -56296.43000000 -0.00502493919 N/A DCR CORP US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Markit CDX.NA.HY.S31.V5 2I65BRSA9 Y Underlying Performance 2023-12-20 0.00000000 USD 160312.75000000 USD 2784000.00000000 USD 104016.32000000 N N N ARM Funding 2019-1, LLC N/A 000000000 2500000.00900000 PA USD 2500000.01000000 0.223146441874 Long LON CORP US N 3 2024-02-29 Floating 8.95000000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 23301YAF0 1964194.37000000 PA USD 1960521.33000000 0.174993342903 Long LON CORP US N 2 2023-12-13 Floating 4.25000000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 720610.46000000 PA USD 720610.46000000 0.064320663793 Long LON CORP US N 3 2024-11-10 Floating 9.50000000 N N N N N N Symphony CLO XI Ltd N/A G8650G400 1000.00000000 NS USD 160.00000000 0.000014281372 Long ABS-O CORP KY N 3 N N N SpareFoot, LLC N/A 84650HAD1 132525.81000000 PA USD 132525.81000000 0.011829065135 Long LON CORP US N 3 2024-04-13 Floating 6.75000000 N N N N N N NueHealth Performance, LLC N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-09-27 Floating 7.50000000 N N N N N N IntraPac International LLC N/A 000000000 1570900.82000000 PA USD 1570900.82000000 0.140216370847 Long LON CORP US N 3 2026-01-11 Floating 5.70250000 N N N N N N OAKCL 2019-3 N/A 67400GAC3 4750000.00000000 PA USD 3619514.25000000 0.323072689187 Long ABS-O CORP KY Y 3 N N N GB Auto Service, Inc. N/A 000000000 1191666.63000000 PA USD 1191666.63000000 0.106366466928 Long LON CORP US N 3 2024-10-19 Floating 7.00000000 N N N N N N Teligent, Inc. N/A 000000000 1064818.20000000 PA USD 638890.92000000 0.057026493989 Long LON CORP US N 3 2022-12-29 Floating 14.50000000 N N N N N N TerSera Therapeutics LLC N/A 000000000 48000.00000000 PA USD 48000.00000000 0.004284411666 Long LON CORP US N 3 2025-03-30 Floating 6.60000000 N N N N N N Capstone Acquisition Holdings, Inc. N/A 000000000 9353983.40000000 PA USD 9353983.40000000 0.834923241884 Long LON CORP US N 3 2027-11-12 Variable 5.75000000 N N N N N N CB-SDG LIMITED N/A N/A 317460.00000000 PA 393887.26000000 0.035157816086 Long LON CORP GB N 3 2026-04-03 Floating 2.10000000 N N N N N N RSK Group Limited N/A N/A 251376.95000000 PA 346549.97000000 0.030932556971 Long LON CORP GB N 3 2025-10-27 Floating 8.00000000 N N Y N N N The Ultimate Software Group, Inc. N/A 000000000 2000000.00000000 PA USD 2000000.00000000 0.178517152785 Long LON CORP US N 3 2027-05-03 Floating 8.10850000 N N N N N N Icg Us Clo Ltd N/A G4720EAB9 600000.00000000 PA USD 518970.60000000 0.046322576945 Long ABS-O CORP KY N 3 N N N N/A N/A 000000000 673076.92000000 PA 927908.41000000 0.082823783699 Long LON CORP GB N 3 2027-02-26 Fixed 7.75000000 N N N N N N Neighborly Issuer Llc N/A 64016NAA5 25000.00000000 PA USD 25075.50000000 0.002238203432 Long ABS-O CORP US Y 3 2051-04-30 Fixed 3.58400000 N N N N N N OAKC 2019-3 N/A 67112TAC4 2500000.00000000 PA USD 2377440.00000000 0.212206909858 Long ABS-CBDO CORP KY Y 3 2032-07-20 Floating 5.71838000 N N N N N N Nelipak Holding Company N/A 000000000 604780.17000000 PA USD 598732.37000000 0.053441998986 Long LON CORP US N 3 2024-07-02 Floating 5.25000000 N N N N N N NBCLO 2017-1 N/A 65023RAA4 250000.00000000 PA USD 147500.00000000 0.013165640017 Long ABS-O CORP KY Y 3 N N N N/A N/A 000000000 2454799.40000000 PA USD 2454799.40000000 0.219111899773 Long LON CORP US N 3 2024-11-05 Fixed 5.75000000 N N N N N N New Trojan Parent Inc N/A 64900YAE2 1925000.00000000 PA USD 1905750.00000000 0.170104531960 Long LON CORP US N 2 2029-01-05 Floating 7.75000000 N N N N N N Nelipak Holding Company N/A 000000000 763.80000000 PA USD 756.16000000 0.000067493765 Long LON CORP US N 3 2026-07-02 Floating 5.25000000 N N N N N N CVP Holdco, Inc. N/A 000000000 2650245.05000000 PA USD 2650245.05000000 0.236557100254 Long LON CORP US N 3 2025-10-31 Floating 6.75000000 N N N N N N Foundation Risk Partners, Corp. N/A N/A 3000.00000000 PA USD 3000.00000000 0.000267775729 Long LON CORP US N 3 2023-11-10 Floating 5.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 1.00000000 NC USD -244151.30000000 -0.02179259746 N/A DCR CORP US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Markit CDX.NA.HY.S33.V2 2I65BRSP6 Y Underlying Performance 2024-12-20 92166.12000000 USD 0.00000000 USD 2576550.00000000 USD -336317.42000000 N N N Service Logic Acquisition, Inc. N/A N/A 5257946.27070000 PA USD 5251373.84000000 0.468730153064 Long LON CORP US N 3 2027-10-29 Variable 4.75000000 N N N N N N AQ Sunshine, Inc. N/A 00216CAE3 1645829.21000000 PA USD 1645829.21000000 0.146904372270 Long LON CORP US N 3 2025-04-15 Variable 7.25000000 N N N N N N Majesco N/A 000000000 624322.19000000 PA USD 605592.52000000 0.054054326209 Long LON CORP US N 3 2026-09-21 Floating 0.00000000 N N N N N N Diligent Corporation N/A 000000000 338328.03000000 PA USD 338328.03000000 0.030198678311 Long LON CORP US N 3 2025-08-04 Floating 0.00000000 N N N N N N BCC 2020-2 N/A 05683JAA9 800000.00000000 PA USD 753840.00000000 0.067286685227 Long ABS-O CORP KY Y 3 N N N Bank Of America Merrill Lynch EYKN6V0ZCB8VD9IULB80 N/A 1.00000000 NC USD -47782.35000000 -0.00426498453 N/A DCR CORP US N 2 Bank Of America Merrill Lynch EYKN6V0ZCB8VD9IULB80 Markit CDX.NA.HY.S35.V1 2I65BRYO2 Y Underlying Performance 2025-12-20 0.00000000 USD 40829.25000000 USD 525000.00000000 USD -6953.10000000 N N N CONTINENTAL ACQUISITION HOLDINGS, INC. N/A N/A 3993531.55000000 PA USD 3953596.23000000 0.352892371121 Long LON CORP US N 3 2027-01-20 Fixed 7.00000000 N N N N N N IMIA Holdings, Inc. N/A 000000000 408163.27000000 PA USD 408163.27000000 0.036432072415 Long LON CORP US N 3 2025-10-27 Floating 5.50000000 N N N N N N Just Childcare Limited N/A N/A 426945.00000000 PA 588589.27000000 0.052536640320 Long LON CORP GB N 3 2026-10-16 Floating 0.00000000 N N N N N N Nrg Energy Inc 5E2UPK5SW04M13XY7I38 629377CR1 300000.00000000 PA USD 292500.00000000 0.026108133594 Long DBT CORP US Y 2 2031-02-15 Fixed 3.62500000 N N N N N N eResearch Technology, Inc. N/A N/A 5305767.68000000 PA USD 5305767.68000000 0.473585269786 Long LON CORP US N 3 2028-02-04 Floating 8.50000000 N N N N N N N/A N/A 000000000 552477.27000000 PA 427535.73000000 0.038161230616 Long LON CORP CA N 3 2027-02-18 Fixed 0.00000000 N N N N N N AMMC 2018-22 549300ZW9D4NPX7LOC22 00176NAL1 750000.00000000 PA USD 690832.50000000 0.061662725475 Long ABS-CBDO CORP KY Y 3 2031-04-25 Floating 5.71475000 N N N N N N Automotive Keys Group, LLC N/A 000000000 757890.81000000 PA USD 750311.90000000 0.066971772044 Long LON CORP US N 3 2025-11-06 Variable 6.00000000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAJ0 1125000.00000000 PA USD 1160775.00000000 0.103609124012 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N SSE Buyer, Inc. N/A N/A 189399.15000000 PA USD 189399.15000000 0.016905498498 Long LON CORP US N 3 2026-06-30 Floating 10.22000000 N N N N N N MONICA HOLDCO (US), INC. N/A N/A 1008792.00000000 PA USD 973484.28000000 0.086891820973 Long LON CORP US N 3 2026-01-08 Fixed 0.00000000 N N N N N N Jim N Nicks Management LLC N/A N/A 48320.00000000 PA USD 44454.40000000 0.003967936458 Long LON CORP US N 3 2023-07-10 Floating 6.25000000 N N N N N N Air Medical Group Holdings Inc N/A 000000000 794520.55000000 PA USD 794520.55000000 0.070917773207 Long LON CORP US N 3 2026-03-13 Floating 8.87500000 N N N N N N EuroParcs Topholding B.V. N/A N/A 2013195.22000000 PA 2360882.37000000 0.210728999376 Long LON CORP NL N 3 2026-07-03 Floating 6.50000000 N N N N N N CGMS 2018-3 N/A 14317TAC9 750000.00000000 PA USD 448461.00000000 0.040028990427 Long ABS-O CORP KY Y 3 N N N SCIH Salt Holdings Inc. N/A 78397GAC5 683449.72000000 PA USD 683449.72000000 0.061003749043 Long LON CORP US N 2 2027-03-16 Floating 5.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 615000.00000000 PA USD 663572.70000000 0.059229554535 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N SpareFoot, LLC N/A 84650HAE9 195750.00000000 PA USD 195750.00000000 0.017472366328 Long LON CORP US N 3 2025-04-13 Floating 9.75000000 N N N N N N Commify Limited N/A 000000000 760869.57000000 PA 892274.89000000 0.079643186432 Long LON CORP GB N 3 2026-09-14 Floating 0.00000000 N N N N N N NueHealth Performance, LLC N/A 000000000 2160755.29000000 PA USD 2160755.29000000 0.192865941118 Long LON CORP US N 3 2023-09-27 Floating 8.25000000 N N N N N N Divisions Holding Corporation N/A N/A 1332694.82000000 PA USD 1332694.82000000 0.118954442399 Long LON CORP US N 3 2026-08-14 Floating 7.50000000 N N N N N N QF Holdings, Inc. N/A 000000000 262532.50000000 PA USD 262532.50000000 0.023433277206 Long LON CORP US N 3 2024-09-19 Floating 0.00000000 N N N N N N N/A N/A 000000000 7351351.00000000 PA 10134622.33000000 0.904601961453 Long LON CORP GB N 3 2028-02-21 Fixed 0.00000000 N N N N N N ALLEG 2018-2 635400EGZEWLZ9KRXG08 01750MAC5 2150000.00000000 PA USD 1429231.85000000 0.127571200266 Long ABS-O CORP KY Y 3 N N N New Trojan Parent Inc N/A 64900YAB8 2302000.00000000 PA USD 2287612.50000000 0.204189035088 Long LON CORP US N 2 2028-01-06 Floating 3.75000000 N N N N N N APG Holdings, LLC N/A N/A 50000.00000000 NS USD 69169.45000000 0.006173966636 Long EC CORP US Y 3 N N N N/A N/A 68277FAC3 133416.14600000 PA USD 133305.41000000 0.011898651122 Long LON CORP US N 2 2027-11-16 Fixed 0.00000000 N N N N N N BCC 2020-1 N/A 05684EAC5 1250000.00000000 PA USD 1078463.75000000 0.096262139016 Long ABS-O CORP KY Y 3 N N N AMCP Clean Intermediate, LLC N/A 000000000 108275.33000000 PA USD 108275.33000000 0.009664501814 Long LON CORP US N 3 2024-10-01 Floating 7.25000000 N N N N N N GB Auto Service, Inc. N/A 000000000 1636604.18000000 PA USD 1636604.18000000 0.146080959225 Long LON CORP US N 3 2024-10-19 Floating 7.00000000 N N N N N N MONICA HOLDCO (US), INC. N/A N/A 8220604.98000000 PA USD 8138398.93000000 0.726421902607 Long LON CORP US N 3 2028-01-07 Fixed 7.25000000 N N N N N N Venator Finance Sarl / Venator Materials LLC N/A 9226ALAA2 287000.00000000 PA USD 320722.50000000 0.028627233767 Long DBT CORP LU Y 2 2025-07-01 Fixed 9.50000000 N N N N N N TCP Hawker Intermediate LLC N/A 000000000 495169.63000000 PA USD 495169.63000000 0.044198136246 Long LON CORP US N 3 2026-08-28 Fixed 6.50000000 N N N N N N AQ Sunshine, Inc. N/A 00216CAC7 136423.16000000 PA USD 136423.16000000 0.012176937048 Long LON CORP US N 3 2024-04-15 Floating 7.25000000 N N N N N N PRG III, LLC N/A N/A 2250.00000000 NS USD 63388.49000000 0.005657966377 Long EP CORP US Y 3 N N N Plaskolite PPC Intermediate II LLC N/A 000000000 2959808.76000000 PA USD 2959808.76000000 0.264188316312 Long LON CORP US N 3 2026-12-14 Floating 8.00000000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 6000.00000000 NC USD 156000.00000000 0.013924337917 N/A DE CORP US N 1 J.P. Morgan Chase & Co. N/A Put Purchased iShares Trust iShares iBoxx High Yield Corporate Bond ETF 100.00000000 82.00000000 USD 2021-05-21 XXXX -228214.20000000 N N N Frontline Technologies Intermediate Holdings, LLC (fka Project Dublin Intermediate Target, LLC) N/A 000000000 457613.73000000 PA USD 457613.73000000 0.040845950077 Long LON CORP US N 3 2023-09-18 Floating 6.75000000 N N N N N N CONTINENTAL ACQUISITION HOLDINGS, INC. N/A 000000000 1000.00000000 PA USD 975.00000000 0.000087027111 Long LON CORP US N 3 2026-01-20 Fixed 4.50000000 N N N N N N TICP 2018-11 N/A 87249RAA6 300000.00000000 PA USD 291036.00000000 0.025977459039 Long ABS-CBDO CORP KY Y 3 2031-10-20 Floating 6.21838000 N N N N N N FWR Holding Corporation N/A 000000000 600.33000000 PA USD 564.31000000 0.000050369507 Long LON CORP US N 3 2023-08-21 Floating 6.50000000 N N Y N N N Goldcup 16786 AB N/A 000000000 10000000.00000000 PA 1087771.73000000 0.097092956059 Long LON CORP SE N 3 2025-08-18 Floating 7.75000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -15970.25000000 -0.00142548177 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 American Axle & Manufacturing Inc American Axle & Manufact., Inc. Cds 5y 06/25 Ice Y Underlying Performance 2025-06-20 0.00000000 USD 2055.37000000 USD 250000.00000000 USD -13914.88000000 N N N PROTON JVCO S.A R.L. N/A N/A 833333.33000000 PA 977253.44000000 0.087228250829 Long LON CORP FR N 3 2026-11-09 Floating 7.50000000 N N N N N N Learning Care Group (US) No. 2 Inc. 5493000VMN44LK8QID23 52201CAC5 1958014.88000000 PA USD 1916818.25000000 0.171092468198 Long LON CORP US N 2 2025-03-13 Floating 4.25000000 N N N N N N Fluid-Flow Products, Inc. N/A 000000000 1680000.00000000 PA USD 1669500.00000000 0.149017193287 Long LON CORP US N 2 2028-03-17 Floating 0.00000000 N N N N N N SFE Intermediate HoldCo LLC N/A N/A 233889.78000000 PA USD 233889.78000000 0.020876668795 Long LON CORP US N 3 2024-07-31 Floating 6.25000000 N N N N N N Capstone Acquisition Holdings, Inc. N/A 000000000 1150061.80000000 PA USD 1121310.26000000 0.100086557502 Long LON CORP US N 3 2025-11-12 Variable 0.00000000 N N N N N N Fluid-Flow Products, Inc. N/A N/A 320000.00000000 PA USD 318000.00000000 0.028384227292 Long LON CORP US N 2 2028-03-17 Floating 4.25000000 N N N N N N Petroleum Service Group LLC N/A 000000000 1313146.16000000 PA USD 1313146.16000000 0.117209556837 Long LON CORP US N 3 2025-07-23 Floating 6.25000000 N N N N N N Blue Angel Buyer 1, LLC N/A N/A 1108345.94000000 PA USD 1108345.94000000 0.098929380754 Long LON CORP US N 3 2026-01-02 Floating 5.25000000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 15911AAC7 2978832.99000000 PA USD 2974096.65000000 0.265463633033 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N Change Healthcare Holdings Inc N/A 15911NAA3 63000.00000000 PA USD 64219.05000000 0.005732100980 Long DBT CORP US Y 2 2025-03-01 Fixed 5.75000000 N N N N N N Reddy Ice LLC N/A 000000000 955102.03700000 PA USD 955102.04000000 0.085251048400 Long LON CORP US N 3 2024-07-01 Floating 0.50000000 N N N N N N CVP Holdco, Inc. N/A 000000000 326487.00000000 PA USD 326487.00000000 0.029141764830 Long LON CORP US N 3 2024-10-31 Floating 0.00000000 N N N N N N Tgg Ts Acquisition Co N/A 87242CAB4 1300000.00000000 PA USD 1303250.00000000 0.116326239683 Long LON CORP US N 3 2025-12-14 Floating 6.60805000 N N N N N N GPM Investments, LLC N/A 000000000 3312451.72000000 PA USD 3312451.72000000 0.295664724896 Long LON CORP US N 3 2027-03-01 Floating 5.50000000 N N N N N N CGMS 2019-2 N/A 14316FAA4 3000000.00000000 PA USD 2915757.00000000 0.260256318926 Long ABS-CBDO CORP KY Y 3 2032-07-15 Floating 6.84125000 N N N N N N United Shore Financial Services LLC 549300HW662MN1WU8550 91153LAA5 4284000.00000000 PA USD 4466070.00000000 0.398635050269 Long DBT CORP US Y 2 2025-11-15 Fixed 5.50000000 N N N N N N Informatica LLC N/A N/A 964620.77000000 PA USD 956421.49000000 0.085368820628 Long LON CORP US N 2 2027-02-25 Floating 3.35850000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FAX9 6021726.08000000 PA USD 5994628.31000000 0.535071988953 Long LON CORP US N 2 2024-09-19 Floating 3.50000000 N N N N N N TCP Hawker Intermediate LLC N/A 000000000 2341162.01000000 PA USD 2341162.01000000 0.208968788117 Long LON CORP US N 3 2026-08-28 Floating 6.50000000 N N N N N N Specialty Building Products Holdings LLC / SBP Finance Corp N/A 84749AAA5 2340000.00000000 PA USD 2416050.00000000 0.215653183493 Long DBT CORP US Y 2 2026-09-30 Fixed 6.37500000 N N N N N N DRB Holdings, LLC N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-10-06 Floating 6.75000000 N N N N N N Italian Fine Foods Holdings L.P. N/A 00PD25760 25000.00000000 NS USD 47849.68000000 0.004270994317 Long EC CORP US Y 3 N N N INGIM 2013-3 5493003QPCHR7P2XIW55 92917VAA8 1250000.00000000 PA USD 1153930.00000000 0.102998149056 Long ABS-CBDO CORP KY Y 3 2031-10-18 Floating 6.11775000 N N N N N N PROTON JVCO S.A R.L. N/A N/A 1666666.67000000 PA 1954506.90000000 0.174456503443 Long LON CORP FR N 3 2026-11-09 Floating 7.50000000 N N N N N N N/A N/A 000000000 2992500.00000000 PA USD 2985318.00000000 0.266465234759 Long LON CORP US N 2 2027-10-08 Fixed 4.25000000 N N N N N N Neovia Logistics, LP 549300U8IBHL5NVONW09 64066NAC0 689000.00000000 PA USD 685495.78000000 0.061186377445 Long LON CORP US N 3 2024-05-08 Floating 6.74000000 N N N N N N The Ultimus Group, LLC N/A N/A 0.81700000 NS USD 958.38000000 0.000085543634 Long EC CORP US Y 3 N N N Foundation Risk Partners, Corp. N/A 000000000 624192.64000000 PA USD 624192.64000000 0.055714546441 Long LON CORP US N 3 2023-11-10 Floating 5.75000000 N N N N N N MDPK 2016-22 254900YXXBTCF4NGD347 55819VAC0 7400000.00000000 PA USD 5436521.00000000 0.485256124988 Long ABS-O CORP KY Y 3 N N N Rawlings Sporting Goods Company, Inc N/A 000000000 5645859.81000000 PA USD 5589401.21000000 0.498901994892 Long LON CORP US N 3 2026-12-31 Fixed 8.50000000 N N N N N N Acrisure, LLC N/A N/A 6462725.25000000 PA USD 6376577.12000000 0.569164195989 Long LON CORP US N 2 2027-02-15 Floating 3.70250000 N N N N N N N/A N/A N/A 1.00000000 NC -2086091.00000000 -0.18620151288 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -18200000.00000000 SEK -2139364.00000000 USD 2021-07-23 53273.00000000 N N N BCC 2018-1 N/A 05683MAC8 1420000.00000000 PA USD 919195.82000000 0.082046110319 Long ABS-O CORP KY Y 3 N N N Jim N Nicks Management LLC N/A N/A 1004.14000000 PA USD 923.81000000 0.000082457965 Long LON CORP US N 3 2023-07-10 Floating 6.25000000 N N N N N N Invoice Cloud, Inc. N/A 000000000 255319.15000000 PA USD 255319.15000000 0.022789423854 Long LON CORP US N 3 2024-02-11 Floating 0.00000000 N N N N N N VLS Recovery Services, LLC N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-10-17 Floating 0.50000000 N N N N N N Cvent, Inc. N/A 23248RAB0 2609275.37000000 PA USD 2534989.30000000 0.226269536088 Long LON CORP US N 2 2024-11-29 Floating 3.90013000 N N N N N N Centric Brands LLC N/A 000000000 268882.56000000 PA USD 268882.56000000 0.024000074522 Long LON CORP US N 3 2024-10-09 Variable 7.75000000 N N N N N N NueHealth Performance, LLC N/A 000000000 287608.96000000 PA USD 287608.96000000 0.025671566327 Long LON CORP US N 3 2023-09-27 Floating 8.25000000 N N N N N N KKR Income Opportunities Fund 549300H65GA67Q2C3B36 48249T106 14900.00000000 NS USD 235718.00000000 0.021039853110 Long EC RF US N 1 N N N Nelipak European Holdings Cooperatief U.A. N/A 000000000 812084.19000000 PA 942811.15000000 0.084153981056 Long LON CORP US N 3 2026-07-02 Floating 4.50000000 N N N N N N Brookfield Wec Holdings 5493002M6GRSU1IWMG57 11284EAM5 2860749.71000000 PA USD 2834287.78000000 0.252984492329 Long LON CORP US N 2 2025-08-01 Floating 3.25000000 N N N N N N TCP Hawker Intermediate LLC N/A 000000000 443424.41000000 PA USD 443424.41000000 0.039579431574 Long LON CORP US N 3 2026-08-28 Fixed 6.50000000 N N N N N N Carvana Co 5493003WEAK2PJ5WS063 146869AF9 420000.00000000 PA USD 422205.00000000 0.037685417245 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N Nelipak European Holdings Cooperatief U.A. N/A 000000000 581750.83000000 PA 675399.39000000 0.060285188047 Long LON CORP US N 3 2024-07-02 Floating 0.00000000 N N N N N N VENTR 2017-28 N/A G9350NAA7 1000000.00000000 PA USD 872486.00000000 0.077876858282 Long ABS-CBDO CORP KY N 3 2029-10-20 Floating 6.37838000 N N N N N N OMERS Bluejay Investment Holdings LP N/A 00PD27127 25.00000000 NS USD 41511.52000000 0.003705259179 Long EC CORP US Y 3 N N N Penn Virginia Holding Corp. 6XOCUKRR0UU0LF5P1W14 70788HAK9 369526.61000000 PA USD 369526.61000000 0.032983419147 Long LON CORP US N 3 2024-09-29 Floating 9.25000000 N N N N N N Veterinary Practice Partners, LLC N/A N/A 193139.52000000 PA USD 189276.73000000 0.016894571464 Long LON CORP US N 3 2027-01-20 Fixed 0.00000000 N N N N N N Mitchell International, Inc. 5493002RDNIGEM7SSV41 60662WAM4 2551188.49000000 PA USD 2507971.36000000 0.223857953227 Long LON CORP US N 2 2024-11-29 Floating 3.35850000 N N N N N N Theranest, LLC N/A 000000000 1003853.16000000 PA USD 1003853.16000000 0.089602503968 Long LON CORP US N 3 2023-07-23 Floating 6.00000000 N N N N N N Alphabet Holding Co Inc 5493000J3OND4HN47659 18913EAD9 300000.00000000 PA USD 300162.00000000 0.026792032807 Long LON CORP US N 2 2025-09-26 Floating 7.85850000 N N N N N N N/A N/A 69519UAF9 2726030.22000000 PA USD 2693099.77000000 0.240382251553 Long LON CORP US N 2 2028-03-09 Fixed 4.00000000 N N N N N N Elevation Services Parent Holdings, LLC N/A N/A 1795823.83000000 PA USD 1777865.59000000 0.158689751580 Long LON CORP US N 3 2026-12-18 Fixed 6.50000000 N N N N N N Eleda Bidco AB N/A N/A 4000000.00000000 PA 458009.15000000 0.040881244703 Long LON CORP SE N 3 2026-06-30 Floating 7.60723900 N N N N N N Hammersmith Bidco Limited N/A N/A 2098181.00000000 PA 2892566.55000000 0.258186372374 Long LON CORP GB N 3 2026-09-02 Variable 7.93750000 N N N N N N DRSLF 2013-28 549300K4FV16ICO2FF98 26251DAA0 1406251.00000000 PA USD 469914.24000000 0.041943876089 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1000000.00000000 PA 1378606.78000000 0.123052478588 Long LON CORP GB N 3 2026-10-02 Fixed 0.00000000 N N N N N N GB Auto Service, Inc. N/A 000000000 264159.42000000 PA USD 264159.42000000 0.023578493769 Long LON CORP US N 3 2024-10-19 Floating 7.00000000 N N N N N N Bio Lam LCD N/A 000000000 3000000.01000000 PA 3494857.70000000 0.311946022996 Long LON CORP FR N 2 2028-02-09 Fixed 3.50000000 N N N N N N PDI TA Holdings, Inc. N/A 000000000 130998.50000000 PA USD 130998.50000000 0.011692739619 Long LON CORP US N 3 2025-10-24 Fixed 9.50000000 N N N N N N Banyan Software Holdings, LLC N/A 000000000 2668982.77000000 PA USD 2642292.94000000 0.235847306236 Long LON CORP US N 3 2026-10-30 Variable 8.50000000 N N N N N N Tronox Holdings PLC 549300NRVC84SGJSXV06 G9087Q102 7976.00000000 NS USD 145960.80000000 0.013028253217 Long EC CORP GB N 1 N N N BCC 2019-2 549300WZ8E2KQS66KT95 05682MAC9 810000.00000000 PA USD 566777.25000000 0.050589730466 Long ABS-O CORP KY Y 3 N N N Wildcat BuyerCo, Inc. N/A 000000000 255014.93000000 PA USD 255014.93000000 0.022762269610 Long LON CORP US N 3 2026-02-27 Floating 6.50000000 N N N N N N Aimbridge Acquisition Co., Inc. N/A 000000000 4788079.47000000 PA USD 4261390.73000000 0.380365670012 Long LON CORP US N 3 2027-02-01 Floating 7.61513000 N N N N N N Apollo Tactical Income Fund Inc 549300JOTMM1DVBHF402 037638103 811.00000000 NS USD 12067.68000000 0.001077143937 Long EC RF US N 3 N N N CGMS 2013-1 549300CVBX8ZUYQV3Q10 14310CAC3 500000.00000000 PA USD 207374.00000000 0.018509908020 Long ABS-O CORP KY Y 3 N N N Magic Topco, L.P. N/A N/A 11235.96000000 NS USD 9929.62000000 0.000886303745 Long EC CORP US Y 3 N N N KeyStone Sub-Debt HoldCo, LLC N/A N/A 7336605.91000000 PA USD 6793697.07000000 0.606395728911 Long LON CORP US N 3 2027-01-20 Fixed 10.00000000 N N N N N N Reddy Ice LLC N/A 000000000 7338048.99000000 PA USD 7338048.99000000 0.654983806346 Long LON CORP US N 3 2025-07-01 Floating 7.50000000 N N N N N N N/A N/A N/A 9000000.00000000 PA 12407461.02000000 1.107472307292 Long LON CORP GB N 3 2027-03-17 Fixed 7.50000000 N N N N N N Teligent, Inc. N/A 000000000 1100.00000000 PA USD 1100.00000000 0.000098184434 Long LON CORP US N 3 2024-06-13 Floating 7.00000000 N N N N N N Spring Insurance Solutions, LLC N/A 000000000 3453627.14000000 PA USD 3419090.87000000 0.305183183613 Long LON CORP US N 3 2025-11-24 Variable 7.50000000 N N N N N N eCapital Finance Corp. N/A 000000000 601563.90000000 PA USD 601563.90000000 0.053694737323 Long LON CORP CA N 3 2025-01-31 Variable 10.00000000 N N N N N N Teligent, Inc. N/A N/A 11342.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 N/A N/A Call Purchased Teligent, Inc. Teligent, Inc. Warrants 1.00000000 0.01000000 USD 2025-04-07 XXXX 0.00000000 N N N Gentiva Health Services, Inc. N/A N/A 1760187.63000000 PA USD 1747725.50000000 0.155999490055 Long LON CORP US N 2 2025-07-02 Floating 2.87500000 N N N N N N Symplr Software Inc. N/A 000000000 1000.00000000 PA USD 977.50000000 0.000087250258 Long LON CORP US N 3 2025-12-22 Fixed 0.00000000 N N N N N N Alphabet Holding Co Inc 5493000J3OND4HN47659 18913EAB3 3918921.94000000 PA USD 3885258.40000000 0.346792633701 Long LON CORP US N 2 2024-09-26 Floating 3.60850000 N N N N N N Informatica LLC N/A N/A 1590897.59000000 PA USD 1623717.81000000 0.144930740184 Long LON CORP US N 2 2025-02-25 Floating 7.12500000 N N N N N N Optio Group Limited N/A 000000000 500000.00000000 PA 689303.39000000 0.061526239294 Long LON CORP GB N 3 2026-03-30 Floating 7.25000000 N N N N N N MMax Investment Partners, Inc. N/A N/A 115111.00000000 NC USD 61667.38000000 0.005504342548 N/A DE CORP US Y 3 N/A N/A Call Purchased MMax Investment Partners, Inc. MMAX INVESTMENT PARTNERS, INC. WARRANTS 1.00000000 2.50000000 USD 2027-01-19 XXXX -0.28000000 N N N Blue Angel Buyer 1, LLC N/A 09523CAB8 321199.14000000 PA USD 321199.14000000 0.028669777974 Long LON CORP US N 3 2025-01-02 Floating 0.00000000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A 537.00000000 NC USD 2685.00000000 0.000239659277 N/A DE CORP US N 1 Barclays N/A Put Purchased Lumen Technologies, Inc. Lumen Technologies, Inc. 100.00000000 12.00000000 USD 2021-04-09 XXXX -2896.17000000 N N N IQS, Inc. N/A N/A 140022.29000000 PA USD 140022.29000000 0.012498190268 Long LON CORP US N 3 2026-07-02 Floating 8.25000000 N N N N N N LivaNova USA Inc. N/A 000000000 1000.00000000 PA USD 975.00000000 0.000087027111 Long LON CORP US N 3 2024-06-28 Fixed 0.00000000 N N N N N N Premise Health Holding Corp. N/A 000000000 999.99700000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-07-10 Floating 3.43863000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 89616RAB5 2611000.00000000 PA USD 2767660.00000000 0.247037391538 Long DBT CORP US Y 2 2024-08-01 Fixed 9.25000000 N N N N N N GraphPAD Software, LLC N/A 000000000 4773250.88000000 PA USD 4773250.88000000 0.426053578313 Long LON CORP US N 3 2023-12-21 Floating 7.00000000 N N N N N N FWR Holding Corporation N/A 000000000 378.41000000 PA USD 355.71000000 0.000031750168 Long LON CORP US N 3 2023-08-21 Floating 6.50000000 N N Y N N N ICG 2020-1 254900UXTGDH0QOBDH07 449252AC9 500000.00000000 PA USD 436229.00000000 0.038937179521 Long ABS-O CORP KY Y 3 N N N ATCLO 2013-1 635400UCHZNUTGTBTH21 04941HAC0 250000.00000000 PA USD 37351.50000000 0.003333941716 Long ABS-O CORP KY Y 3 N N N Just Childcare Limited N/A 00PD37729 861006.00000000 PA 1186988.71000000 0.105948922448 Long LON CORP GB N 3 2026-10-16 Floating 0.00000000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 26251PAA3 250000.00000000 PA USD 203641.50000000 0.018176750384 Long ABS-O CORP KY Y 3 N N N CANYC 2019-1 N/A 13887UAA2 500000.00000000 PA USD 486576.50000000 0.043431125696 Long ABS-CBDO CORP KY Y 3 2032-04-15 Floating 6.92125000 N N N N N N Wellness AcquisitionCo, Inc. N/A 000000000 2804183.46000000 PA USD 2776141.63000000 0.247794449758 Long LON CORP US N 3 2027-01-20 Fixed 6.75000000 N N N N N N Radius Aerospace, Inc. N/A 75046TAB0 2520000.01000000 PA USD 2394000.01000000 0.213685032776 Long LON CORP US N 3 2025-03-29 Floating 6.75000000 N N N N N N Air Methods Corp 54930081QGNZXVDOZF63 00912YAL6 1994818.65000000 PA USD 1928251.55000000 0.172112988279 Long LON CORP US N 2 2024-04-22 Floating 4.50000000 N N N N N N JDC Healthcare Management, LLC N/A 000000000 108849.22000000 PA USD 83813.90000000 0.007481109395 Long LON CORP US N 3 2023-04-10 Floating 9.00000000 N N Y N N N N/A N/A N/A 2057493.46000000 PA USD 2036918.53000000 0.181812448215 Long LON CORP US N 3 2027-03-05 Fixed 7.00000000 N N N N N N Blue Angel Holdco, LLC N/A N/A 242.72000000 NS USD 129384.91000000 0.011548712873 Long EP CORP US Y 3 N N N Highline PPC Blocker LLC N/A N/A 500.00000000 NS USD 50000.00000000 0.004462928819 Long EC CORP US Y 3 N N N N/A N/A N/A 2555393.65000000 PA USD 2529839.71000000 0.225809891016 Long LON CORP US N 3 2027-03-05 Fixed 0.00000000 N N N N N N CITGO Holding Inc 549300NYHOALWZ2BSL72 17302WAB4 1150000.00000000 PA USD 1153833.30000000 0.102989517752 Long DBT CORP US Y 2 2024-08-01 Fixed 9.25000000 N N N N N N Assemblin Financing 254900WNCXRGD8D9R856 ZQ7668648 1000000.00000000 PA 1184665.72000000 0.105741575668 Long DBT CORP SE N 2 2025-05-15 Floating 4.45800000 N N N N N N Raptor Technologies, LLC N/A 000000000 1000.00000000 PA USD 970.00000000 0.000086580819 Long LON CORP US N 3 2023-12-17 Floating 7.00000000 N N N N N N Wellness AcquisitionCo, Inc. N/A 000000000 504023.65000000 PA USD 493943.18000000 0.044088665065 Long LON CORP US N 3 2027-01-20 Fixed 0.00000000 N N N N N N GSM Acquisition Corp. N/A 000000000 139517.78000000 PA USD 138122.60000000 0.012328626643 Long LON CORP US N 3 2026-11-16 Variable 6.00000000 N N N N N N Icg Us Clo Ltd N/A 449289AC1 1500000.00000000 PA USD 1297426.50000000 0.115806442364 Long ABS-O CORP KY Y 3 N N N Comprehensive EyeCare Partners, LLC N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2024-02-14 Floating 7.00000000 N N N N N N CC Fly Holding II A/S N/A N/A 2703333.33000000 PA 383557.32000000 0.034235780348 Long LON CORP DK N 3 2025-05-09 Floating 8.00000000 N N N N N N AI Aqua Merger Sub, Inc. 5493005QMH1D47U26R45 00132UAD6 2924477.46000000 PA USD 2925705.74000000 0.261144329296 Long LON CORP US N 2 2023-12-13 Floating 6.25000000 N N N N N N SpareFoot, LLC N/A 84650HAG4 192831.95000000 PA USD 192831.95000000 0.017211905340 Long LON CORP US N 3 2024-04-13 Floating 6.75000000 N N N N N N Laboratories Bidco LLC N/A 000000000 1901916.84000000 PA USD 1901916.84000000 0.169762389555 Long LON CORP US N 3 2024-06-25 Floating 7.00000000 N N N N N N Sterigenics-Nordion Holdings, LLC N/A 000000000 4958677.69000000 PA USD 4940082.65000000 0.440944744601 Long LON CORP US N 2 2026-12-11 Floating 3.25000000 N N N N N N SFE Intermediate HoldCo LLC N/A 000000000 2000.00000000 PA USD 2000.00000000 0.000178517152 Long LON CORP US N 3 2023-07-31 Variable 6.00000000 N N N N N N AffiniPay Intermediate Holdings, LLC N/A N/A 2696960.78000000 PA USD 2696960.78000000 0.240726879809 Long DBT PF US N 3 2028-02-28 Variable 12.75000000 N N N N N N Spring Insurance Solutions, LLC N/A 000000000 1151209.05000000 PA USD 1139696.96000000 0.101727728168 Long LON CORP US N 3 2025-11-24 Variable 0.00000000 N N N N N N TIBCO Software Inc N/A N/A 2303251.03000000 PA USD 2270867.32000000 0.202694384159 Long LON CORP US N 2 2026-06-30 Floating 3.87000000 N N N N N N BARDT 2019-2 549300KP12IHV6MTDK86 06744PAC6 2250000.00000000 PA USD 2081292.75000000 0.185773227921 Long ABS-O CORP KY Y 3 N N N Symbol Bidco I Limited N/A N/A 428571.00000000 PA 590830.89000000 0.052736724130 Long LON CORP JE N 3 2026-12-21 Floating 0.00000000 N N N N N N RESPK 2020-1 N/A 758464AC5 703125.00000000 PA USD 527900.63000000 0.047119658710 Long ABS-O CORP KY Y 3 N N N National Mentor Holdings 5493004QULJVJP3CNZ62 63689EAT2 67055.39000000 PA USD 66602.77000000 0.005944868434 Long LON CORP US N 2 2028-03-02 Floating 0.75000100 N N N N N N N/A N/A 000000000 358492.82000000 PA USD 349530.50000000 0.031198594835 Long LON CORP US N 3 2026-03-16 Fixed 6.75000000 N N N N N N Venator Finance Sarl / Venator Materials LLC N/A 9226APAA3 2755000.00000000 PA USD 2672350.00000000 0.238530156622 Long DBT CORP US Y 2 2025-07-15 Fixed 5.75000000 N N N N N N IntraPac International LLC N/A 000000000 415406.59000000 PA USD 415406.59000000 0.037078600847 Long LON CORP US N 3 2025-01-11 Floating 5.70250000 N N N N N N N/A N/A 000000000 2033661.00000000 PA 2362536.32000000 0.210876628599 Long LON CORP GB N 2 2025-05-09 Fixed 4.25000000 N N N N N N DRSLF 2020-78 N/A 26253JAC1 10625000.00000000 PA USD 9312695.63000000 0.831237954311 Long ABS-O CORP KY Y 3 N N N Wildcat Parent, LP N/A N/A 535.00000000 NS USD 70225.44000000 0.006268222800 Long EC CORP US Y 3 N N N Commify Limited N/A 00PD37359 2770841.96000000 PA 3249377.83000000 0.290034839267 Long LON CORP GB N 3 2026-09-14 Floating 7.42000000 N N N N N N RSK Group Limited N/A N/A 125163.16000000 PA 172550.78000000 0.015401636978 Long LON CORP GB N 3 2025-10-27 Floating 8.00000000 N N Y N N N CGMS 2018-4 N/A 14315QAC7 2310000.00000000 PA USD 1635905.04000000 0.146018554983 Long ABS-O CORP KY Y 3 N N N Bearcat Buyer, Inc. N/A 000000000 580465.11500000 PA USD 580465.12000000 0.051811490256 Long LON CORP US N 3 2024-07-09 Floating 0.00000000 N N N N N N Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL N/A 11284DAA3 1393000.00000000 PA USD 1433048.75000000 0.127911891326 Long DBT CORP US Y 2 2026-05-15 Fixed 5.75000000 N N N N N N Laboratories Bidco LLC N/A 000000000 3369622.95000000 PA USD 3369622.95000000 0.300767747497 Long LON CORP US N 3 2024-06-25 Variable 7.00000000 N N N N N N N/A N/A N/A 666666.67000000 PA 919071.19000000 0.082034986022 Long LON CORP GB N 3 2024-06-06 Fixed 0.00000000 N N N N N N OMH-HealthEdge Holdings, LLC N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2024-10-24 Floating 0.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 153.14000000 0.000013669058 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Kohl's Corp. Kohl's Corp. Cds 5y 12/25 Ice Y Underlying Performance 2025-12-20 6824.84000000 USD 0.00000000 USD 62000.00000000 USD -6671.70000000 N N N Astorg VII Co-Invest ERT N/A N/A 1000000.00000000 NS 1174705.94000000 0.104852579884 Long EC CORP LU Y 3 N N N Cheniere Energy Partners 5493005UEC8AZ34LDV29 16411QAH4 700000.00000000 PA USD 712250.00000000 0.063574421035 Long DBT CORP US Y 2 2031-03-01 Fixed 4.00000000 N N N N N N Commercial Trailer Leasing, Inc. N/A 000000000 740543.48000000 PA USD 725732.61000000 0.064777859610 Long LON CORP US N 3 2026-01-19 Fixed 0.00000000 N N N N N N Alpha Luxco 2 Sarl N/A N/A 1004765.64000000 PA 1178292.82000000 0.105172739686 Long LON CORP LU N 3 2025-01-09 Floating 6.25000000 N N Y N N N PDI TA Holdings, Inc. N/A 000000000 205023.07000000 PA USD 205023.07000000 0.018300067355 Long LON CORP US N 3 2024-10-24 Floating 0.50000000 N N N N N N DEN16 2018-1 2549008AB2W065F6TK51 22615GAC9 500000.00000000 PA USD 306823.50000000 0.027386628813 Long ABS-O CORP KY Y 3 N N N USI, Inc. N/A 90351NAF2 5328059.82000000 PA USD 5271902.07000000 0.470562473649 Long LON CORP US N 2 2026-12-02 Floating 3.45250000 N N N N N N A.U.L. Corp. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-06-05 Floating 6.00000000 N N N N N N Saldon Holdings, Inc. N/A 000000000 380952.38000000 PA USD 380952.38000000 0.034003267112 Long LON CORP US N 3 2024-03-13 Floating 0.00000000 N N N N N N Sophia, L.P. N/A N/A 10498000.00000000 PA USD 10393020.00000000 0.927666169620 Long LON CORP US N 3 2028-10-09 Variable 9.00000000 N N N N N N SpareFoot, LLC N/A N/A 53383.21000000 PA USD 53383.21000000 0.004764909327 Long LON CORP US N 3 2025-04-13 Floating 9.75000000 N N N N N N Portillo's Holdings, LLC N/A 73641VAH6 2465615.87000000 PA USD 2465615.87000000 0.220077362487 Long LON CORP US N 3 2024-12-06 Floating 10.75000000 N N N N N N OCT35 2018-1 549300EBYXJ9QVMC7X31 67591RAA2 1500000.00000000 PA USD 1350534.00000000 0.120546742209 Long ABS-CBDO CORP KY Y 3 2031-01-20 Floating 5.41838000 N N N N N N Exterran Energy Solutions LP N/A 30227KAE9 4100000.00000000 PA USD 3772000.00000000 0.336683350153 Long DBT CORP US N 2 2025-05-01 Fixed 8.12500000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 30171.02000000 0.002693022293 N/A DCR CORP US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Markit CDX.NA.HY.S35.V1 2I65BRYO2 Y 2025-12-20 0.00000000 USD 0.00000000 USD -600000.00000000 USD 6921.02000000 N N N MDPK 2018-31 N/A 55819EAC8 4250000.00000000 PA USD 3526951.75000000 0.314810692210 Long ABS-O CORP KY Y 3 N N N Kraton Polymers LLC / Kraton Polymers Capital Corp N/A 50076XAC5 1132000.00000000 PA USD 1136245.00000000 0.101419611133 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N N/A N/A 000000000 2826923.08000000 PA 3897215.32000000 0.347859891358 Long LON CORP GB N 3 2027-02-26 Fixed 0.00000000 N N N N N N Premise Health Holding Corp. N/A 000000000 2000000.00000000 PA USD 2000000.00000000 0.178517152785 Long LON CORP US N 3 2026-07-10 Floating 7.70250000 N N N N N N WINDR 2018-3 N/A 88432XAC4 3875000.00000000 PA USD 3247637.50000000 0.289879499889 Long ABS-O CORP KY Y 3 N N N Packers Software Intermediate Holdings, Inc. N/A N/A 50.00000000 NS USD 51804.49000000 0.004623995028 Long EP CORP US Y 3 N N N Fastsigns Holdings Inc. N/A N/A 50.00000000 NS USD 62461.37000000 0.005575212965 Long EC CORP US Y 3 N N N N/A N/A N/A 375000.00000000 PA 516977.54000000 0.046144679247 Long LON CORP GB N 3 2025-10-27 Fixed 8.00000000 N N Y N N N Zayo Group Holdings, Inc. N/A N/A 2630653.99110000 PA USD 2607583.16000000 0.232749160687 Long LON CORP US N 2 2027-03-09 Floating 3.10850000 N N N N N N KNPAK Holdings, LP N/A N/A 100000.00000000 NS USD 71234.20000000 0.006358263282 Long EC CORP US Y 3 N N N Insight PDI Holdings, LLC N/A N/A 26548.07000000 NS USD 33687.70000000 0.003006916143 Long EC CORP US Y 3 N N N TICP 2018-11 N/A G8864TAA5 500000.00000000 PA USD 485060.00000000 0.043295765065 Long ABS-CBDO CORP KY N 3 2031-10-20 Floating 6.21838000 N N N N N N DEN16 2018-1 2549008AB2W065F6TK51 22615EAG5 1500000.00000000 PA USD 1420338.00000000 0.126777347876 Long ABS-CBDO CORP KY Y 3 2030-01-20 Floating 2.81838000 N N N N N N Blackstone/GSO Long-Short Credit Income Fund 549300SM8M5F2TV58W35 09257D102 70.00000000 NS USD 989.80000000 0.000088348138 Long EC RF US N 1 N N N Athenahealth, Inc. 5493004JZ4RQIZBHP241 04685YAL3 232108.32000000 PA USD 232108.32000000 0.020717658212 Long LON CORP US N 3 2024-02-12 Floating 0.00000000 N N N N N N EuroParcs Topholding B.V. N/A 000000000 312500.00000000 PA 366470.04000000 0.032710594060 Long LON CORP NL N 3 2026-07-03 Floating 6.00000000 N N N N N N CHDG Phase 1A1 Manager LLC N/A 000000000 1215392.42000000 PA USD 1191084.57000000 0.106314513081 Long LON CORP US N 3 2021-11-25 Floating 13.75000000 N N Y N N N Equinox Holdings Inc. 549300W05QKLNGQIIA73 29446CAP9 2592768.83000000 PA USD 2414930.82000000 0.215553287079 Long LON CORP US N 2 2024-03-08 Floating 4.00000000 N N N N N N Concert Golf Partners Holdco LLC N/A 000000000 764512.37000000 PA USD 764512.37000000 0.068239285780 Long LON CORP US N 3 2025-08-20 Floating 0.50000000 N N N N N N WELF 2018-3 254900LA1TLPGMVIGC76 94951EAC5 2400000.00000000 PA USD 1619630.40000000 0.144565903786 Long ABS-O CORP KY Y 3 N N N Flow Control Solutions, Inc. N/A 000000000 372825.19000000 PA USD 372825.19000000 0.033277845702 Long LON CORP US N 3 2024-11-21 Floating 6.25000000 N N N N N N DEN14 2016-1 549300SBJ7CCHEFNE215 22615LAJ3 250000.00000000 PA USD 214187.25000000 0.019118049016 Long ABS-CBDO CORP KY Y 3 2031-10-23 Floating 8.30913000 N N N N N N IRI Parent, L.P. N/A 00PD30262 250.00000000 NS USD 45678.58000000 0.004077205022 Long EC CORP US Y 3 N N N Cardinal Parent, Inc. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2025-11-12 Variable 5.25000000 N N N N N N Movati Athletic (Group) Inc. N/A C5854HAC9 238681.69000000 PA 174733.15000000 0.015596432217 Long LON CORP CA N 3 2024-10-05 Floating 7.50000000 N N Y N N N Diligent Corporation N/A 000000000 3074271.24000000 PA USD 3074271.24000000 0.274405074327 Long LON CORP US N 3 2025-08-04 Floating 7.25000000 N N N N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAB4 2427119.06180000 PA USD 2415420.35000000 0.215596981830 Long LON CORP US N 2 2027-12-17 Floating 4.50000000 N N N N N N SSE Parent, LP N/A N/A 25.00000000 NS USD 42653.37000000 0.003807179084 Long EC CORP US Y 3 N N N Capstone Acquisition Holdings, Inc. N/A 000000000 1680859.55000000 PA USD 1680859.55000000 0.150031130549 Long LON CORP US N 3 2027-11-12 Variable 5.75000000 N N N N N N Concert Golf Partners Holdco LLC N/A 000000000 270466.71800000 PA USD 270466.72000000 0.024141474388 Long LON CORP US N 3 2025-08-20 Floating 5.25000000 N N N N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452AF7 -390000.00000000 PA USD -374956.35000000 -0.03346807001 Short DBT CORP US N 2 2030-06-11 Fixed 1.80000000 N N N N N N APID 2015-20 5493008YDOADR1DMZM86 03765MAJ9 250000.00000000 PA USD 223884.50000000 0.019983611746 Long ABS-CBDO CORP KY Y 3 2031-07-16 Floating 8.93013000 N N N N N N Caesars Resort Collection, LLC 549300V3UCT773B1KR38 12769LAD1 2121637.99000000 PA USD 2124290.04000000 0.189611104815 Long LON CORP US N 2 2025-07-21 Floating 4.60850000 N N N N N N Petroleum Service Group LLC N/A 000000000 2105659.82100000 PA USD 2105659.82000000 0.187948197900 Long LON CORP US N 3 2025-07-23 Floating 0.00000000 N N N N N N Kellermeyer Bergensons Services, LLC N/A 000000000 539425.97000000 PA USD 539425.97000000 0.048148394151 Long LON CORP US N 3 2026-11-07 Floating 7.50000000 N N N N N N Credit Suisse Asset Management Income Fund Inc 549300O5MFEP1XJ40B46 224916106 28914.00000000 NS USD 97729.32000000 0.008723179975 Long EC RF US N 1 N N N Visual Edge Technology, Inc. N/A 000000000 161098.08000000 PA USD 157876.12000000 0.014091797717 Long LON CORP US N 3 2022-08-31 Floating 8.50000000 N N N N N N WSHP FC Acquisition LLC N/A 000000000 167952.60000000 PA USD 167952.60000000 0.014991209977 Long LON CORP US N 3 2024-03-28 Floating 7.25000000 N N N N N N MARNR 2020-8 N/A 56845QAC7 6350000.00000000 PA USD 5416683.35000000 0.483485444590 Long ABS-O CORP KY Y 3 N N N Extraction Oil & Gas Inc 5493002FL3WIE1JVUP20 30227M303 3520.49740000 NS USD 126526.68000000 0.011293591332 Long EC CORP US N 1 N N N Woof Holdings, Inc. N/A N/A 3000000.00000000 PA USD 2985000.00000000 0.266436850532 Long LON CORP US N 2 2027-12-21 Floating 4.50000000 N N N N N N VLS Recovery Services, LLC N/A 000000000 257807.01000000 PA USD 257807.01000000 0.023011486696 Long LON CORP US N 3 2023-10-17 Floating 7.00000000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 1007132.58000000 PA USD 1007132.58000000 0.089895220329 Long LON CORP US N 3 2024-11-10 Floating 9.50000000 N N N N N N Gulf Finance, LLC 549300GL13V5C6ULWJ40 40227UAB2 445357.15000000 PA USD 369646.43000000 0.032994114110 Long LON CORP US N 3 2023-08-25 Floating 6.25000000 N N N N N N Star US Bidco LLC N/A 000000000 3611906.04000000 PA USD 3573547.60000000 0.318969771447 Long LON CORP US N 2 2027-03-17 Floating 5.25000000 N N N N N N Boxer Parent Company Inc. 5493006T045HLTF7YX04 103186AB8 -75000.00000000 PA USD -80653.50000000 -0.00719901659 Short DBT CORP US Y 2 2025-10-02 Fixed 7.12500000 N N N N N N Automotive Keys Investor, LLC N/A N/A 37748.84000000 NS USD 2747.21000000 0.000245212053 Long EC CORP US Y 3 N N N MRI Software LLC N/A N/A 507672.58500000 PA USD 507672.59000000 0.045314132656 Long LON CORP US N 3 2026-02-10 Floating 6.50000000 N N N N N N eCapital Finance Corp. N/A N/A 2872636.59000000 PA USD 2872636.59000000 0.256407452516 Long LON CORP CA N 3 2025-01-31 Floating 10.00000000 N N N N N N CHG PPC Parent LLC N/A 000000000 2000000.00000000 PA USD 2000000.00000000 0.178517152785 Long LON CORP US N 3 2026-03-30 Floating 7.85850000 N N N N N N Cast & Crew Payroll, LLC 549300XE7OZGFGN5F466 14835JAN0 2967566.33000000 PA USD 2918423.43000000 0.260494320672 Long LON CORP US N 2 2026-02-09 Floating 3.85850000 N N N N N N Capnor Connery Bidco A/S N/A 00PD32669 2954438.71000000 PA 3464682.50000000 0.309252627602 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N Sunk Rock Foundry Partners LP N/A 000000000 202917.28000000 PA USD 202917.28000000 0.018112107538 Long LON CORP US N 3 2023-10-31 Floating 7.25000000 N N N N N N AMCP Clean Intermediate, LLC N/A 000000000 885.67000000 PA USD 885.67000000 0.000079053643 Long LON CORP US N 3 2024-10-01 Floating 7.87263000 N N N N N N MED ParentCo, LP 549300660CLPRNK19Z91 58401DAC8 3971712.55000000 PA USD 3936324.59000000 0.351350729122 Long LON CORP US N 2 2026-08-31 Floating 4.35850000 N N N N N N Asurion, LLC 549300KNQVXGIOXWK278 04649VAV2 2517190.94000000 PA USD 2508808.69000000 0.223932692110 Long LON CORP US N 2 2023-11-03 Floating 3.10850000 N N N N N N Divisions Holding Corporation N/A N/A 5437583.12000000 PA USD 5437583.12000000 0.485350928307 Long LON CORP US N 3 2026-08-14 Floating 7.50000000 N N N N N N Capnor Connery Bidco A/S N/A 00PD32193 12809677.40000000 PA 2019418.66000000 0.180250434732 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N SSE Buyer, Inc. N/A N/A 2777.78000000 PA USD 2777.78000000 0.000247940688 Long LON CORP US N 3 2025-06-30 Floating 4.75000000 N N N N N N Capnor Connery Bidco A/S N/A 00PD32671 2551246.45000000 PA 298281.50000000 0.026624182054 Long LON CORP DK N 3 2026-04-30 Floating 7.88500000 N N N N N N AQ Sunshine, Inc. N/A 00216CAD5 1518015.04000000 PA USD 1518015.04000000 0.135495861413 Long LON CORP US N 3 2025-04-15 Floating 7.25000000 N N N N N N Wilsonart LLC 549300SAZRUMYKDJBY14 97246FAF3 5551508.99000000 PA USD 5534299.31000000 0.493983677741 Long LON CORP US N 2 2023-12-19 Floating 4.25000000 N N N N N N Automotive Keys Investor, LLC N/A N/A 37748.84000000 NS USD 38961.82000000 0.003477676586 Long EP CORP US Y 3 N N N EuroParcs Topholding B.V. N/A 000000000 2187500.00000000 PA 2565290.30000000 0.228974160211 Long LON CORP NL N 3 2026-07-03 Floating 6.00000000 N N N N N N Doxim Inc. N/A N/A 3562425.98000000 PA USD 3562425.98000000 0.317977071479 Long LON CORP US N 3 2024-02-28 Variable 9.00000000 N N N N N N SiroMed Physician Services, Inc. N/A 000000000 1000.00000000 PA USD 820.00000000 0.000073192032 Long LON CORP US N 3 2024-03-26 Floating 5.75000000 N N N N N N Safe Home Security, Inc. N/A 000000000 1309964.39000000 PA USD 1309964.39000000 0.116925556576 Long LON CORP US N 3 2024-08-04 Floating 8.25000000 N N N N N N Enviva Partners LP N/A 29413XAD9 3908000.00000000 PA USD 4093630.00000000 0.365391586078 Long DBT CORP US Y 2 2026-01-15 Fixed 6.50000000 N N N N N N Foundation Building M 549300ZVE6MONHB01I28 35039KAC0 366412.21370000 PA USD 362656.49000000 0.032370202016 Long LON CORP US N 2 2028-01-29 Floating 0.00000000 N N N N N N Spectra Finance, LLC N/A 000000000 1000.57300000 PA USD 920.53000000 0.000082165197 Long LON CORP US N 3 2023-04-03 Floating 6.75000000 N N N N N N Coherus Biosciences Inc 5493007IL8W5MV932D26 19249H103 2456.00000000 NS USD 35882.16000000 0.003202790519 Long EC CORP US N 1 N N N PDI TA Holdings, Inc. N/A 000000000 1106611.99000000 PA USD 1106611.99000000 0.098774610846 Long LON CORP US N 3 2025-10-24 Floating 9.52000000 N N N N N N NGL Energy Operating LLC / NGL Energy Finance Corp N/A 62922LAA6 464000.00000000 PA USD 476093.93000000 0.042495466420 Long DBT CORP US Y 2 2026-02-01 Fixed 7.50000000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 901109AF5 3573000.00000000 PA USD 3694660.65000000 0.329780149872 Long DBT CORP US Y 2 2025-05-01 Fixed 6.87500000 N N N N N N Blue Racer Midstream LLC / Blue Racer Finance Corp N/A 095796AH1 1318000.00000000 PA USD 1420434.96000000 0.126786002387 Long DBT CORP US Y 2 2025-12-15 Fixed 7.62500000 N N N N N N Raptor Technologies, LLC N/A 000000000 1910917.98000000 PA USD 1853590.44000000 0.165448843889 Long LON CORP US N 3 2024-12-17 Floating 7.00000000 N N N N N N TA/WEG Holdings, LLC N/A 000000000 2500000.00000000 PA USD 2500000.00000000 0.223146440981 Long LON CORP US N 3 2025-10-02 Variable 6.75000000 N N N N N N Auris Luxembourg III S.a r.l. N/A 000000000 4000000.00000000 PA 4634526.76000000 0.413671260851 Long LON CORP LU N 2 2026-02-27 Floating 4.00000000 N N N N N N Ferraro Fine Foods Corp. N/A 000000000 981517.50000000 PA USD 981517.50000000 0.087608854754 Long LON CORP US N 3 2024-05-09 Floating 5.25000000 N N N N N N Affirm Operational Loans VI Trust N/A N/A 500000.00000000 PA USD 500000.00000000 0.044629288196 Long LON CORP US N 3 2026-12-17 Variable 10.35526000 N N Y N N N Delta Topco, Inc. N/A N/A 1608571.43000000 PA USD 1642753.57000000 0.146629845022 Long LON CORP US N 2 2028-12-01 Variable 8.00000000 N N N N N N AMMC 2014-14 549300LU2QIHE9T9V444 001748AF9 250000.00000000 PA USD 238597.75000000 0.021296895495 Long ABS-CBDO CORP KY Y 3 2029-07-25 Floating 7.56475000 N N N N N N FWR Holding Corporation N/A 000000000 339618.65000000 PA USD 319241.53000000 0.028495044493 Long LON CORP US N 3 2023-08-21 Floating 6.50000000 N N Y N N N FWR Holding Corporation N/A 000000000 4279.70000000 PA USD 4022.92000000 0.000359080112 Long LON CORP US N 3 2023-08-21 Floating 0.00000000 N N N N N N The Ultimus Group, LLC N/A N/A 1609.07000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N OneDigital Borrower LLC N/A 68277FAD1 1351563.55400000 PA USD 1350441.76000000 0.120538508998 Long LON CORP US N 2 2027-11-16 Floating 5.25000000 N N N N N N Edelman Financial Center 549300Z31KZXNP05U733 27943UAK2 2545000.00000000 PA USD 2529093.75000000 0.225743307688 Long LON CORP US N 2 2028-03-15 Floating 4.50000000 N N N N N N Consolidated Communications, Inc. 549300WW675Y48HDVX34 20903XAF0 2044000.00000000 PA USD 2207785.72000000 0.197063810347 Long DBT CORP US Y 2 2028-10-01 Fixed 6.50000000 N N N N N N AMCP Clean Intermediate, LLC N/A 000000000 144447.49000000 PA USD 144447.49000000 0.012893177320 Long LON CORP US N 3 2024-10-01 Floating 7.25000000 N N N N N N Eastland Investors Corp N/A 27734A806 300.00000000 NS USD 116252.10000000 0.010376496948 Long ABS-O CORP KY Y 3 N N N SpareFoot, LLC N/A 000000000 73551.39000000 PA USD 73551.39000000 0.006565092363 Long LON CORP US N 3 2024-04-13 Floating 6.75000000 N N N N N N Virence Holdings LLC N/A N/A 0.00100000 NS USD 43385.50000000 0.003872527966 Long EC CORP US Y 3 N N N AMMC 2018-22 549300ZW9D4NPX7LOC22 G0339NAF1 1500000.00000000 PA USD 1049436.00000000 0.093671163375 Long ABS-O CORP KY N 3 N N N IRI Group Holdings, Inc. N/A N/A 25.00000000 NS USD 33222.33000000 0.002965377880 Long EP CORP US Y 3 N N N N/A N/A 000000000 2246596.11000000 PA USD 2246596.11000000 0.200527970507 Long LON CORP US N 3 2026-09-04 Fixed 7.00000000 N N N N N N NxtGenPay Intressenter BidCo AB N/A 000000000 5500000.00000000 PA 629762.58000000 0.056211711356 Long LON CORP SE N 3 2025-06-30 Floating 6.75000000 N N N N N N Visolit Finco AS N/A 00PD33146 34055651.60000000 PA 3941833.72000000 0.351842466223 Long LON CORP NO N 3 2026-07-02 Floating 6.51000000 N N Y N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 05552BAA4 1076000.00000000 PA USD 1108280.00000000 0.098923495044 Long DBT CORP US Y 2 2029-01-15 Fixed 6.25000000 N N N N N N North American Science Associates, Inc. N/A 000000000 6293493.70000000 PA USD 6293493.70000000 0.561748288198 Long LON CORP US N 3 2026-09-15 Floating 7.25000000 N N N N N N Commercial Trailer Leasing, Inc. N/A 000000000 12510556.38000000 PA USD 12385450.82000000 1.105507708174 Long LON CORP US N 3 2026-01-19 Fixed 7.25000000 N N N N N N Viasat Inc UFC8NYMNFSYIHNSM2I38 92552VAN0 2790000.00000000 PA USD 2938037.40000000 0.262245035712 Long DBT CORP US Y 2 2028-07-15 Fixed 6.50000000 N N N N N N Production Resource Group, LLC N/A N/A 642138.31000000 PA USD 642138.31000000 0.057316351397 Long LON CORP US N 3 2024-08-21 Variable 9.75000000 N N N N N N Comprehensive EyeCare Partners, LLC N/A 000000000 559580.68000000 PA USD 559580.68000000 0.049947374873 Long LON CORP US N 3 2024-02-14 Floating 7.00000000 N N N N N N SCSG EA Acquisition Company, Inc. N/A 78411EAB4 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2022-09-01 Floating 5.25000000 N N N N N N Air Medical Buyer Corp N/A N/A 121.95000000 NC USD 2183.53000000 0.000194898779 N/A DE CORP US Y 3 N/A N/A Call Purchased Air Medical Buyer Corp Air Medical Buyer Corp Warrant 1.00000000 0.00010000 USD 2023-12-21 XXXX 1183.53000000 N N N North American Science Associates, Inc. N/A 000000000 915516.60000000 PA USD 915516.60000000 0.081717708379 Long LON CORP US N 3 2026-09-15 Fixed 0.00000000 N N N N N N AMMC 2017-21 549300DYK366J47FIO80 00179TAA9 100000.00000000 PA USD 93995.30000000 0.008389886665 Long ABS-CBDO CORP KY Y 3 2030-11-02 Floating 6.70188000 N N N N N N Blackstone Strategic Credit Fund 549300YESIF051NRED20 09257R101 3073.00000000 NS USD 40963.09000000 0.003656307098 Long EC RF US N 1 N N N AMCP Clean Intermediate, LLC N/A 000000000 1574612.61000000 PA USD 1574612.61000000 0.140547679938 Long LON CORP US N 3 2024-10-01 Floating 7.25000000 N N N N N N Eleda Bidco AB N/A N/A 9070000.00000000 PA 1038535.74000000 0.092698221685 Long LON CORP SE N 3 2026-06-30 Variable 0.00000000 N N N N N N STCR 2017-1 N/A 85816UAB4 250000.00000000 PA USD 130032.50000000 0.011606515834 Long ABS-O CORP KY Y 3 N N N N/A N/A 000000000 1311565.95000000 PA USD 1288613.55000000 0.115019810993 Long LON CORP US N 3 2027-02-22 Fixed 0.00000000 N N N N N N WSHP FC Acquisition LLC N/A 000000000 552982.44000000 PA USD 552982.44000000 0.049358425364 Long LON CORP US N 3 2024-03-28 Floating 7.25000000 N N N N N N VOYA 2020-1 N/A 92918GAC6 666667.00000000 PA USD 694923.68000000 0.062027898378 Long ABS-O CORP KY Y 3 N N N Cardinal Parent, Inc. N/A 000000000 6940838.61000000 PA USD 6802021.84000000 0.607138786030 Long LON CORP US N 3 2028-11-13 Variable 8.50000000 N N N N N N Tempo Acquisition, LLC 549300VV0B2RPMHQGA61 88023HAD2 1319589.55000000 PA USD 1318494.29000000 0.117686923307 Long LON CORP US N 2 2026-11-02 Floating 3.35850000 N N N N N N Radius Aerospace, Inc. N/A 75046TAC8 428571.43000000 PA USD 407142.86000000 0.036340992072 Long LON CORP US N 3 2025-03-29 Floating 6.75000000 N N N N N N Kene Acquisition, Inc. N/A 000000000 479996.69700000 PA USD 479996.70000000 0.042843822115 Long LON CORP US N 3 2026-08-10 Floating 5.25000000 N N N N N N ANCHF 2016-3 5493003NNQWXMTSTMF21 001011AJ4 520000.00000000 PA USD 544799.84000000 0.048628058137 Long ABS-O CORP KY Y 3 N N N Triton Water Holdings In N/A 89680EAA7 4000000.00000000 PA USD 4080000.00000000 0.364174991682 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Skywalker TopCo, LLC N/A N/A 14925.00000000 NS USD 52571.73000000 0.004692477778 Long EC CORP US Y 3 N N N Doxim Inc. N/A 000000000 2324094.65000000 PA USD 2324094.65000000 0.207445379860 Long LON CORP US N 3 2024-02-28 Floating 9.00000000 N N N N N N NSF Funding 2020 Limited N/A 000000000 4600000.00000000 PA 6341591.19000000 0.566041401683 Long LON CORP GB N 3 2026-06-10 Floating 0.75000000 N N N N N N Commercial Trailer Leasing, Inc. N/A 000000000 1481086.96000000 PA USD 1466276.09000000 0.130877716391 Long LON CORP US N 3 2026-01-19 Fixed 0.00000000 N N N N N N Level 3 Financing Inc. N/A 527298BS1 1111000.00000000 PA USD 1076281.25000000 0.096067332173 Long DBT CORP US Y 2 2029-01-15 Fixed 3.62500000 N N N N N N Foundation Risk Partners, Corp. N/A N/A 221777.78000000 PA USD 221777.78000000 0.019795568918 Long LON CORP US N 3 2024-11-10 Floating 9.50000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 20338QAA1 -250000.00000000 PA USD -268127.50000000 -0.02393267894 Short DBT CORP US Y 2 2027-03-01 Fixed 8.25000000 N N N N N N CEDF 2017-8 549300PTCF9P2JDL1E69 15032GAC8 250000.00000000 PA USD 133925.75000000 0.011954021787 Long ABS-O CORP KY Y 3 N N N Teligent, Inc. N/A N/A 2834.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US Y 3 N/A N/A Call Purchased Teligent, Inc. Teligent, Inc. Warrants 1.00000000 0.01000000 USD 2025-07-20 XXXX 0.00000000 N N N Dolya Holdco 18 DAC N/A 92770QAA5 3000000.00000000 PA USD 3055890.00000000 0.272764391012 Long DBT CORP IE Y 2 2028-07-15 Fixed 5.00000000 N N N N N N Service Logic Acquisition, Inc. N/A N/A 1007000.00000000 PA USD 1001965.00000000 0.089433969495 Long LON CORP US N 3 2025-10-30 Variable 4.00000000 N N N N N N Automotive Keys Group, LLC N/A 000000000 162145.56000000 PA USD 160524.10000000 0.014328152642 Long LON CORP US N 3 2025-11-06 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -5744979.00000000 -0.51278864694 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -7218890.00000000 CAD -5806233.00000000 USD 2021-07-23 61254.00000000 N N N United Digestive MSO Parent, LLC N/A 000000000 511363.64000000 PA USD 511363.64000000 0.045643590525 Long LON CORP US N 3 2023-12-14 Floating 0.50000000 N N N N N N PowerTeam Services, LLC 549300J2G34D0WX8Z443 73939VAA2 1230000.00000000 PA USD 1365669.00000000 0.121897670763 Long DBT CORP US Y 2 2025-12-04 Fixed 9.03300000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 580465.12000000 PA USD 580465.12000000 0.051811490256 Long LON CORP US N 3 2027-07-09 Floating 9.25000000 N N N N N N Dun & Bradstreet Corporation RI37BMPWE56BCJ747E14 26483NAN0 5336857.22000000 PA USD 5303501.86000000 0.473383025919 Long LON CORP US N 2 2026-02-06 Floating 3.35913000 N N N N N N Highline Aftermarket Acquisition, LLC N/A 000000000 4209126.89000000 PA USD 4167035.62000000 0.371943667218 Long LON CORP US N 3 2028-11-09 Variable 8.75000000 N N N N N N Concert Golf Partners Holdco LLC N/A 000000000 3391054.36000000 PA USD 3391054.36000000 0.302680684643 Long LON CORP US N 3 2025-08-20 Floating 5.50000000 N N N N N N Elemica Parent, Inc. N/A 000000000 478711.99700000 PA USD 478712.00000000 0.042729151622 Long LON CORP US N 3 2025-09-18 Floating 7.00000000 N N N N N N Lavatio Midco Sarl N/A N/A 978420.20000000 PA 1090027.55000000 0.097294307341 Long LON CORP LU N 3 2026-11-30 Floating 7.50000000 N N N N N N Alchemy Copyrights, LLC N/A N/A 925874.36000000 PA USD 925874.36000000 0.082642227292 Long LON CORP US N 3 2028-03-10 Floating 3.50000000 N N N N N N DCG Acquisition Corp. N/A 23308UAG9 2332575.14000000 PA USD 2320912.26000000 0.207161324259 Long LON CORP US N 3 2026-09-30 Floating 4.61088000 N N N N N N CC Fly Holding II A/S N/A 00PD38944 571510.14000000 PA 81087.63000000 0.007237766416 Long LON CORP DK N 3 2025-05-09 Floating 8.00 N N N N N N N/A N/A 000000000 7456916.84000000 PA USD 7382347.67000000 0.658937843459 Long LON CORP US N 3 2028-02-22 Fixed 5.75000000 N N N N N N eResearch Technology, Inc. N/A 000000000 2054473.70000000 PA USD 2055439.30000000 0.183465585779 Long LON CORP US N 2 2027-02-04 Floating 5.50000000 N N N N N N Frontline Technologies Parent, LLC N/A N/A 2727.65000000 NS USD 21625.92000000 0.001930298832 Long EC CORP US Y 3 N N N CGMS 2019-3 N/A 14314KAC1 3875000.00000000 PA USD 3168579.75000000 0.282822917671 Long ABS-O CORP KY Y 3 N N N BY Crown Parent, LLC N/A 000000000 866905.23000000 PA USD 866090.34000000 0.077305990775 Long LON CORP US N 2 2026-02-02 Floating 4.00000000 N N N N N N Ferraro Fine Foods Corp. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-05-09 Floating 4.48788000 N N N N N N CANYC 2018-1 N/A 13877AAA8 850000.00000000 PA USD 784245.70000000 0.070000654724 Long ABS-CBDO CORP KY Y 3 2031-07-15 Floating 5.98688000 N N N N N N The Ultimus Group Aggregator, LP N/A N/A 182.03000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N The Ultimus Group Midco, LLC 549300KYH9MGMV5RGT87 90385PAB6 396226.42000000 PA USD 384339.63000000 0.034305608225 Long LON CORP US N 3 2024-02-01 Floating 4.70250000 N N N N N N DEN14 2016-1 549300SBJ7CCHEFNE215 22615LAG9 750000.00000000 PA USD 668813.25000000 0.059697318567 Long ABS-CBDO CORP KY Y 3 2031-10-23 Floating 6.55913000 N N N N N N KeyStone Sub-Debt HoldCo, LLC N/A N/A 3.67750000 NC USD 496809.61000000 0.044344518526 N/A DE CORP US Y 3 N/A N/A Call Purchased KeyStone Sub-Debt HoldCo, LLC KEYSTONE SUB-DEBT HOLDCO, LLC - WARRANTS 1.00000000 1.00000000 USD 2027-01-20 XXXX -43975.12000000 N N N Doxim Inc. N/A 000000000 496926.63000000 PA USD 496926.63000000 0.044354963565 Long LON CORP US N 3 2024-02-28 Fixed 9.00000000 N N N N N N Ensemble Rcm Llc N/A 29359BAB7 2211709.21000000 PA USD 2205494.31000000 0.196859282352 Long LON CORP US N 2 2026-08-03 Floating 3.96150000 N N N N N N Redwood Services, LLC N/A 000000000 1068515.35000000 PA USD 1057830.20000000 0.094420417717 Long LON CORP US N 3 2025-12-31 Fixed 0.00000000 N N N N N N N/A N/A 000000000 2000000.00000000 PA 2750320.53000000 0.245489695131 Long LON CORP GB N 2 2028-03-20 Fixed 4.83350000 N N N N N N Olympia Acquisition, Inc. N/A 000000000 640538.74000000 PA USD 589295.64000000 0.052599689900 Long LON CORP US N 3 2024-09-24 Floating 8.50000000 N N N N N N Kodiak BP LLC N/A 000000000 3055000.00000000 PA USD 3035906.25000000 0.270980669936 Long LON CORP US N 3 2028-03-12 Floating 4.00000000 N N N N N N Hometown Food Company N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2023-08-31 Floating 5.37500000 N N N N N N American Airlines Group Inc. N/A 02376RAC6 1035000.00000000 PA USD 1016887.50000000 0.090765930601 Long DBT CORP US Y 2 2022-06-01 Fixed 5.00000000 N N N N N N DRSLF 2018-57 N/A 26243VAA1 717000.00000000 PA USD 610766.41000000 0.054516140265 Long ABS-O CORP KY Y 3 N N N SpareFoot, LLC N/A 84650HAF6 96415.98000000 PA USD 96415.98000000 0.008605953116 Long LON CORP US N 3 2024-04-13 Floating 6.75000000 N N N N N N 285 Mezz LLC N/A 00PD28833 2864495.82000000 PA USD 2807205.90000000 0.250567202275 Long LON CORP US N 3 2021-05-05 Floating 16.28200000 N N N N N N Capstone Acquisition Holdings, Inc. N/A 000000000 3007853.93000000 PA USD 3007853.93000000 0.268476759788 Long LON CORP US N 3 2028-11-13 Variable 9.75000000 N N N N N N OAKC 2015-11 549300OYGEU6QQMCEG78 67109HAE1 300000.00000000 PA USD 204217.50000000 0.018228163324 Long ABS-O CORP KY Y 3 N N N The Ultimus Group Aggregator, LP N/A N/A 0.18200000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N Wellfleet Clo Ltd 254900LA1TLPGMVIGC76 94951EAA9 250000.00000000 PA USD 231588.00000000 0.020671215189 Long ABS-CBDO CORP KY Y 3 2032-01-20 Floating 6.47400000 N N N N N N OAKCL 2019-2 N/A 67401VAC9 3860000.00000000 PA USD 2007076.48000000 0.179148789315 Long ABS-O CORP KY Y 3 N N N Ardonagh Midco 3 PLC N/A N/A 1474478.53000000 PA 2032726.10000000 0.181438237882 Long LON CORP GB N 3 2026-07-14 Floating 8.45625000 N N N N N N YCLO 2019-2 25490036G9JNQQPHIX69 98625FAC9 4000000.00000000 PA USD 3366048.00000000 0.300448652549 Long ABS-O CORP KY Y 3 N N N Tricolor Funding SPV 3 LLC N/A N/A -1022727.27000000 PA USD -1022727.27000000 -0.09128718015 Short LON CORP US N 3 2027-08-06 Floating 4.70000000 N N N N N N Pregis TopCo LLC 549300LJXHJYHS1GM034 74045BAD9 1000000.00000000 PA USD 1000000.00000000 0.089258576392 Long LON CORP US N 3 2026-07-31 Floating 5.00000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAN4 2454083.26000000 PA USD 2445101.32000000 0.218246262959 Long LON CORP US N 2 2027-07-30 Floating 4.00000000 N N N N N N Essential Services Holding Corporation N/A 000000000 699866.67000000 PA USD 682370.00000000 0.060907374773 Long LON CORP US N 3 2025-11-17 Variable 0.00000000 N N N N N N Olympia Acquisition, Inc. N/A N/A 11061.42000000 PA USD 10176.51000000 0.000908340795 Long LON CORP US N 3 2026-09-24 Fixed 7.50000000 N N N N N N CANYC 2019-1 N/A 13887UAC8 2797500.00000000 PA USD 1895963.66000000 0.169231017183 Long ABS-O CORP KY Y 3 N N N OHALF 2016-1 54930016024GMIAF7A82 67110VAE7 4000000.00000000 PA USD 3927812.00000000 0.350590907458 Long ABS-CBDO CORP KY Y 3 2033-01-20 Floating 6.56838000 N N N N N N N/A N/A 000000000 2350465.63000000 PA 1851643.96000000 0.165275103855 Long LON CORP CA N 3 2028-02-18 Fixed 7.25000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 1.00000000 NC USD 1744.26000000 0.000155690164 N/A DCR CORP US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nordstrom Inc. Nordstrom, Inc. Cds 5y Otc Y Underlying Performance 2024-06-20 11721.88000000 USD 0.00000000 USD 210000.00000000 USD -9977.62000000 N N N Chobani, LLC 549300ISVDMZ91KNTR38 17026YAH2 2518379.30000000 PA USD 2514601.73000000 0.224449770614 Long LON CORP US N 2 2027-10-25 Floating 4.50000000 N N N N N N N/A N/A 000000000 1016852.30000000 PA USD 1006683.78000000 0.089855161080 Long LON CORP US N 3 2028-02-22 Fixed 0.00000000 N N N N N N American Residential Services L.L.C. N/A 000000000 1000.00000000 PA USD 977.50000000 0.000087250258 Long LON CORP US N 3 2025-10-15 Variable 3.60838000 N N N N N N Spectra Finance, LLC N/A 000000000 910315.51000000 PA USD 837490.27000000 0.074753189242 Long LON CORP US N 3 2024-04-02 Floating 6.75000000 N N Y N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 170000.00000000 PA USD 173408.50000000 0.015478195844 Long DBT CORP US Y 2 2025-06-15 Fixed 6.00000000 N N N N N N WELF 2017-3 254900TEETF3L54VTH19 94950KAC2 250000.00000000 PA USD 166171.75000000 0.014832253841 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 608044.89000000 PA USD 595883.99000000 0.053187756642 Long LON CORP US N 3 2027-03-05 Fixed 0.00000000 N N N N N N The Ultimate Software Group, Inc. 529900FKHWSTQ1GXK240 90385KAC5 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2024-05-03 Floating 0.50000000 N N N N N N Air Methods Corporation 54930081QGNZXVDOZF63 00215JAA7 6090000.00000000 PA USD 5754250.99000000 0.513616251573 Long DBT CORP US Y 2 2025-05-15 Fixed 8.00000000 N N N N N N Trident TPI Holdings, Inc. 549300TPLK304J3RNC85 00216EAB5 686135.20000000 PA USD 678525.96000000 0.060564261235 Long LON CORP US N 2 2024-10-17 Floating 4.00000000 N N N N N N Kene Acquisition, Inc. N/A 000000000 675812.10600000 PA USD 675812.11000000 0.060322026847 Long LON CORP US N 3 2024-08-08 Floating 6.43700000 N N N N N N Asurion Llc 549300KNQVXGIOXWK278 04649VAZ3 570372.32000000 PA USD 580353.84000000 0.051801557562 Long LON CORP US N 2 2028-01-31 Floating 5.35850000 N N N N N N WebPT, Inc. N/A 000000000 2041640.76000000 PA USD 2041640.76000000 0.182233947742 Long LON CORP US N 3 2024-08-28 Floating 7.75000000 N N N N N N Da Vinci Purchaser Corp. N/A 23343FAB0 5435119.04000000 PA USD 5433434.15000000 0.484980597152 Long LON CORP US N 2 2027-01-08 Floating 5.00000000 N N N N N N Cott Holdings Inc 9845008F9A5F2E1D4832 221644AA5 3736000.00000000 PA USD 3839860.80000000 0.342740508553 Long DBT CORP US Y 2 2025-04-01 Fixed 5.50000000 N N N N N N TWH Infrastructure Industries, Inc. N/A 000000000 463580.71000000 PA USD 431130.06000000 0.038482055395 Long LON CORP US N 3 2025-04-09 Floating 5.71000000 N N N N N N DecoPac, Inc. N/A 000000000 478790.50000000 PA USD 478790.50000000 0.042736158420 Long LON CORP US N 3 2024-09-30 Floating 5.25000000 N N N N N N Ivanti Software Inc N/A 46583DAF6 1192016.51000000 PA USD 1185460.42000000 0.105812509459 Long LON CORP US N 2 2027-12-01 Floating 4.75000000 N N N N N N TransDigm Group Incorporated 88Q84GB3X55CF5OC7582 89364MBS2 426566.35000000 PA USD 418239.77000000 0.037331486460 Long LON CORP US N 2 2024-08-22 Floating 2.35850000 N N N N N N Anchor Packaging, LLC N/A 03306UAB4 3156494.55000000 PA USD 3156494.55000000 0.281744209924 Long LON CORP US N 2 2026-07-18 Floating 4.10850000 N N N N N N SpareFoot, LLC N/A 000000000 119054.49000000 PA USD 119054.49000000 0.010626634290 Long LON CORP US N 3 2025-04-13 Floating 9.75000000 N N N N N N EZ Elemica Holdings, Inc. N/A N/A 50.00000000 NS USD 64534.17000000 0.005760228142 Long EP CORP US Y 3 N N N DFC Global Facility Borrower III LLC N/A 000000000 10000000.00000000 PA USD 10000000.00000000 0.892585763926 Long LON CORP US N 3 2024-09-27 Floating 11.75000000 N N N N N N EATON 2018-1 549300R0C8KS2AMEHL81 27831EAC1 1025000.00000000 PA USD 690032.05000000 0.061591278448 Long ABS-O CORP KY Y 3 N N N Clarios Global Lp 549300474L1ZLXZY2P98 C8000CAG8 1064866.83000000 PA USD 1052887.08000000 0.093979201863 Long LON CORP CA N 2 2026-04-30 Floating 3.35850000 N N N N N N MH Sub I, LLC (Micro Holding Corp.) N/A 45567YAL9 406925.00000000 PA USD 406489.59000000 0.036282682121 Long LON CORP US N 2 2024-09-13 Floating 4.75000000 N N N N N N P27 BIDCO LIMITED N/A 00PD33128 1705509.76000000 PA 2186641.41000000 0.195176499337 Long LON CORP GB N 3 2026-07-31 Floating 8.25000000 N N N N N N Teligent, Inc. N/A 000000000 646096.17000000 PA USD 387657.70000000 0.034601774429 Long LON CORP US N 3 2022-12-29 Floating 14.50000000 N N N N N N FWR Holding Corporation N/A 000000000 1000.00000000 PA USD 940.00000000 0.000083903061 Long LON CORP US N 3 2023-08-21 Floating 0.00000000 N N N N N N Blue Angel Buyer 1, LLC N/A 09523CAC6 639436.83000000 PA USD 639436.83000000 0.057075221138 Long LON CORP US N 3 2026-01-02 Floating 5.00000000 N N N N N N GLD10 2015-10 549300IGEA8MXF2YEF61 38137RAJ5 750000.00000000 PA USD 729184.50000000 0.065085970397 Long ABS-CBDO CORP KY Y 3 2031-07-20 Floating 5.87238000 N N N N N N Peraton Corp N/A 71360HAB3 724662.16220000 PA USD 724060.69000000 0.064628626411 Long LON CORP US N 2 2028-02-01 Floating 4.75000000 N N N N N N CHG PPC Parent LLC N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.089258576392 Long LON CORP US N 3 2026-03-30 Floating 7.60850000 N N N N N N SaintMichelCo Limited N/A 000000000 187500.00000000 PA 258488.77000000 0.023072339623 Long LON CORP JE N 3 2025-09-09 Floating 7.75000000 N N N N N N WSHP FC Acquisition LLC N/A 000000000 350877.19000000 PA USD 350877.19000000 0.031318798468 Long LON CORP US N 3 2024-03-28 Floating 0.00000000 N N N N N N SiroMed Equity Holdings, LLC N/A 00PD25390 3703.00000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N AMCP Clean Intermediate, LLC N/A 000000000 359818.64000000 PA USD 359818.64000000 0.032116899565 Long LON CORP US N 3 2024-10-01 Floating 7.25000000 N N N N N N AI Aqua Merger Sub, Inc. N/A 00132UAC8 1768116.15000000 PA USD 1768116.15000000 0.157819530445 Long LON CORP US N 2 2023-12-13 Floating 5.25000000 N N N N N N Creation Holdings Inc. N/A 000000000 544812.98800000 PA USD 544812.99000000 0.048629231887 Long LON CORP US N 3 2024-08-15 Floating 6.75000000 N N N N N N DRSLF 2018-58 549300YIDGL7GPSLZ840 26245TAA4 1000000.00000000 PA USD 943567.00000000 0.084221447151 Long ABS-CBDO CORP KY Y 3 2031-07-17 Floating 5.56775000 N N N N N N Brazos Delaware II, LLC 549300V1BTYXZRGYUU04 10620UAB8 223809.06000000 PA USD 208607.95000000 0.018620048641 Long LON CORP US N 2 2025-05-21 Floating 4.11088000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAA2 1000000.00000000 PA USD 1055250.00000000 0.094190112738 Long DBT CORP FR Y 2 2028-06-15 Fixed 5.62500000 N N N N N N MDPK 2019-37 N/A 55817FAC7 7500000.00000000 PA USD 6874117.50000000 0.613573942005 Long ABS-O CORP KY Y 3 N N N BABSN 2019-2 549300JIWL5GWW2H2336 06761JAA2 571428.00000000 PA USD 571447.43000000 0.051006584085 Long ABS-CBDO CORP KY Y 3 2031-04-15 Floating 6.93125000 N N N N N N SCSG EA Acquisition Company, Inc. N/A 78411EAC2 337657.50000000 PA USD 337657.50000000 0.030138827758 Long LON CORP US N 3 2023-09-01 Floating 4.50000000 N N N N N N Capnor Connery Bidco A/S N/A 00PD32670 4209615.48000000 PA 482010.60000000 0.043023579962 Long LON CORP DK N 3 2026-04-30 Floating 7.62500000 N N N N N N The E.W. Scripps Company 549300U1OW41QPKYW028 26928BAM1 2365796.75000000 PA USD 2355079.69000000 0.210211060420 Long LON CORP US N 2 2028-01-07 Floating 3.75000000 N N N N N N N/A N/A 000000000 812608.40000000 PA USD 812608.40000000 0.072532268948 Long LON CORP US N 3 2026-09-15 Fixed 7.25000000 N N N N N N Anaqua Parent Holdings, Inc. N/A 000000000 230769.23000000 PA USD 230769.23000000 0.020598132945 Long LON CORP US N 3 2025-10-08 Floating 6.25000000 N N N N N N Redwood Services Holdco, LLC N/A N/A 27075.95000000 NS USD 28194.32000000 0.002516584865 Long EP CORP US Y 3 N N N Berlin Packaging Llc 549300L1HNHO6QOXHH42 08511LAU2 3022887.58000000 PA USD 2990149.71000000 0.266896506315 Long LON CORP US N 2 2028-03-11 Floating 3.75000000 N N N N N N OZLM 2017-21 5493002HF6D1C4B1AK86 67112EAC7 800000.00000000 PA USD 431734.40000000 0.038535997923 Long ABS-O CORP KY Y 3 N N N Novipax Buyer, L.L.C. N/A 000000000 4376861.40000000 PA USD 4333092.79000000 0.386765693812 Long LON CORP US N 3 2026-12-01 Fixed 6.75000000 N N N N N N RESPK 2020-1 N/A 758464AG6 703125.00000000 PA USD 0.70000000 0.000000062481 Long ABS-O CORP KY Y 3 N N N CC Fly Holding II A/S N/A 00PD31936 563194.08000000 PA 79907.72000000 0.007132449329 Long LON CORP DK N 3 2025-05-09 Floating 9.50000000 N N N N N N MA Financeco., LLC N/A 55280FAL5 1989812.50000000 PA USD 1997274.30000000 0.178273860683 Long LON CORP US N 2 2025-06-05 Floating 5.25000000 N N N N N N Highline Aftermarket Acquisition, LLC N/A 000000000 1000.00000000 PA USD 970.00000000 0.000086580819 Long LON CORP US N 3 2025-11-10 Variable 0.00000000 N N N N N N MARNR 2018-5 635400SMPSPMTZRZQF40 56845DAC6 500000.00000000 PA USD 339168.50000000 0.030273697467 Long ABS-O CORP KY Y 3 N N N SiroMed Physician Services, Inc. N/A 000000000 728722.54000000 PA USD 597552.48000000 0.053336683684 Long LON CORP US N 3 2024-03-26 Floating 5.75000000 N N N N N N Plaskolite PPC Blocker LLC N/A N/A 10.00000000 NS USD 1688.83000000 0.000150742561 Long EC CORP US Y 3 N N N Tervita Corp N/A 88159EAA1 1856000.00000000 PA USD 2106560.00000000 0.188028546685 Long DBT CORP CA Y 2 2025-12-01 Fixed 11.00000000 N N N N N N CC Fly Holding II A/S N/A 00PD38945 1136110.38000000 PA 161194.87000000 0.014388024617 Long LON CORP DK N 3 2025-05-09 Floating 9.50000000 N N N N N N Tronox Finance PLC N/A 89705PAA3 3169000.00000000 PA USD 3305678.97000000 0.295060198873 Long DBT CORP GB Y 2 2025-10-01 Fixed 5.75000000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 1007498.81000000 PA USD 1007498.81000000 0.089927909497 Long LON CORP US N 3 2026-07-09 Floating 5.25000000 N N N N N N Ferraro Fine Foods Corp. N/A 000000000 53980.41000000 PA USD 53980.41000000 0.004818214549 Long LON CORP US N 3 2024-05-09 Floating 5.25000000 N N N N N N N/A N/A 000000000 389287.57000000 PA USD 379555.38000000 0.033878572880 Long LON CORP US N 3 2026-10-01 Fixed 0.00000000 N N N N N N TA/WEG Holdings, LLC N/A 000000000 3511284.57000000 PA USD 3511284.57000000 0.313412262027 Long LON CORP US N 3 2025-10-02 Floating 5.92550000 N N N N N N Kene Holdings, L.P. N/A N/A 50000.00000000 NS USD 49355.25000000 0.004405379352 Long EC CORP US Y 3 N N N OAKC 2017-15 N/A 67707AAB8 1360000.00000000 PA USD 1006389.12000000 0.089828860148 Long ABS-O CORP KY Y 3 N N N N/A N/A N/A 1.00000000 NC -278846.00000000 -0.02488939699 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -202239.00000000 GBP -277573.00000000 USD 2021-05-19 -1273.00000000 N N N FWR Holding Corporation N/A 000000000 112473.07000000 PA USD 105724.69000000 0.009436835318 Long LON CORP US N 3 2023-08-21 Floating 6.50000000 N N Y N N N Gainwell Acquisition Cor N/A 59909TAC8 2992500.00000000 PA USD 2977537.50000000 0.265770758405 Long LON CORP US N 2 2027-10-01 Floating 4.75000000 N N N N N N OMERS Mahomes Investment Holdings LLC N/A N/A 14.79000000 NS USD 57026.38000000 0.005090093495 Long EC CORP US Y 3 N N N Tank Holding Corp. N/A N/A 3422599.02000000 PA USD 3364141.03000000 0.300278439121 Long LON CORP US N 2 2026-03-26 Floating 3.35850000 N N N N N N SelectQuote, Inc. N/A 000000000 4853135.41000000 PA USD 4853135.41000000 0.433183957737 Long LON CORP US N 3 2024-11-05 Floating 5.75000000 N N N N N N LivaNova USA Inc. N/A 000000000 1033464.79000000 PA USD 1033464.79000000 0.092245595907 Long LON CORP US N 3 2025-06-30 Floating 7.50000000 N N N N N N Symbol Bidco I Limited N/A N/A 571429.00000000 PA 787775.89000000 0.070315754457 Long LON CORP JE N 3 2026-12-21 Floating 7.00000000 N N N N N N The Chemours Company 549300M1BOLNXL8DOV14 163851AF5 2498000.00000000 PA USD 2630181.67000000 0.234766271518 Long DBT CORP US Y 2 2028-11-15 Fixed 5.75000000 N N N N N N Foundation Risk Partners, Corp. N/A N/A 613057.10000000 PA USD 613057.10000000 0.054720603993 Long LON CORP US N 3 2023-11-10 Floating 5.75000000 N N N N N N Ivanti Software, Inc. (fka LANDesk Group, Inc.) N/A N/A 1000000.00000000 PA USD 1002500.00000000 0.089481722833 Long LON CORP US N 2 2028-12-01 Floating 9.50000000 N N N N N N The Options Clearing Corporation 549300CII6SLYGKNHA04 N/A -6000.00000000 NC USD -81000.00000000 -0.00722994468 N/A DE CORP US N 1 J.P. Morgan Chase & Co. N/A Put Written iShares Trust iShares iBoxx High Yield Corporate Bond ETF 100.00000000 79.00000000 USD 2021-05-21 XXXX 170784.48000000 N N N Micromeritics Instrument Corp. N/A 000000000 331038.70000000 PA USD 314486.77000000 0.028070641384 Long LON CORP US N 3 2025-12-18 Floating 6.00000000 N N N N N N IQS, Inc. N/A 000000000 544531.07000000 PA USD 544531.07000000 0.048604068109 Long LON CORP US N 3 2026-07-02 Floating 6.25000000 N N N N N N Foundation Building M 549300ZVE6MONHB01I28 35039KAB2 633587.78630000 PA USD 627093.51000000 0.055973473967 Long LON CORP US N 2 2028-01-31 Floating 3.75000000 N N N N N N Atlas Intermediate III L.L.C. N/A 000000000 226620.57000000 PA USD 226620.57000000 0.020227829459 Long LON CORP US N 3 2025-04-29 Floating 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC -288514.00000000 -0.02575234890 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -209251.00000000 GBP -291236.00000000 USD 2021-05-19 2722.00000000 N N N Constellium SE 724500KRJEMC79KAAU28 210383AG0 250000.00000000 PA USD 257656.25000000 0.022998030073 Long DBT CORP FR Y 2 2026-02-15 Fixed 5.87500000 N N N N N N CIFC 2015-2 549300RWVPXQ5M3BFY62 12550JAJ6 3000000.00000000 PA USD 2948127.00000000 0.263145619044 Long ABS-CBDO CORP KY Y 3 2030-04-15 Floating 7.05125000 N N N N N N Divisions Holding Corporation N/A N/A 964395.47000000 PA USD 964395.47000000 0.086080566731 Long LON CORP US N 3 2026-08-14 Floating 7.50000000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 725660.01000000 PA USD 725660.01000000 0.064771379437 Long LON CORP US N 3 2027-07-09 Variable 9.50000000 N N N N N N Datix Bidco Limited N/A 000000000 1384626.90000000 PA USD 1384626.90000000 0.123589825928 Long LON CORP GB N 3 2025-04-28 Floating 4.74413000 N N N N N N ELMW1 2019-1 N/A 29001QAC4 2000000.00000000 PA USD 1563420.00000000 0.139548643503 Long ABS-O CORP KY Y 3 N N N OMERS Wildcats Investment Holdings LLC N/A N/A 161.51900000 NS USD 65112.41000000 0.005811841022 Long EC CORP US Y 3 N N N NMC Skincare Intermediate Holdings II, LLC N/A 000000000 333333.33100000 PA USD 326666.66000000 0.029157801026 Long LON CORP US N 3 2024-10-31 Floating 6.00000000 N N N N N N OZLM 2017-16 54930042UBEHLEPQ4B17 67111LAC2 562500.00000000 PA USD 256037.06000000 0.022853503479 Long ABS-O CORP KY Y 3 N N N Kedleston Schools Limited N/A 000000000 1000000.00000000 PA 1378606.78000000 0.123052478588 Long LON CORP GB N 3 2024-05-31 Floating 9.00000000 N N N N N N RSC Acquisition, Inc. N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2026-10-30 Floating 1.00000000 N N N N N N Hammersmith Bidco Limited N/A 00PD36684 4112437.00000000 PA 5669433.53000000 0.506045565840 Long LON CORP GB N 3 2026-09-02 Floating 7.93750000 N N N N N N PDI TA Holdings, Inc. N/A 000000000 2383444.35000000 PA USD 2383444.35000000 0.212742849592 Long LON CORP US N 3 2024-10-24 Floating 5.51413000 N N N N N N Laboratories Bidco LLC N/A N/A 584012.86000000 PA USD 584012.86000000 0.052128156478 Long LON CORP US N 3 2024-06-25 Floating 7.00000000 N N N N N N AffiniPay Midco, LLC N/A N/A 766307.25000000 PA USD 766307.25000000 0.068399494214 Long LON CORP US N 3 2026-03-02 Floating 0.00000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAD3 1406000.00000000 PA USD 1470254.20000000 0.131232796827 Long DBT CORP US N 2 2026-10-01 Fixed 5.62500000 N N N N N N Bearcat Buyer, Inc. N/A 000000000 822236.44000000 PA USD 822236.44000000 0.073391654092 Long LON CORP US N 3 2026-07-09 Floating 5.25000000 N N N N N N Titan DI Preferred Holdings, Inc. N/A N/A 0.05000000 NS USD 58219.52000000 0.005196591473 Long EP CORP US Y 3 N N N Elemica Parent, Inc. N/A 000000000 947165.81000000 PA USD 947165.81000000 0.084542671808 Long LON CORP US N 3 2021-12-31 Fixed 7.00000000 N N N N N N CEP V I 5 UK Limited N/A N/A 26653846.00000000 PA USD 25854230.62000000 2.307711818868 Long LON CORP FR N 3 2027-02-18 Floating 7.18863000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 893647BE6 2000000.00000000 PA USD 2119800.00000000 0.189210330237 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N SpareFoot, LLC N/A 000000000 59527.25000000 PA USD 59527.25000000 0.005313317591 Long LON CORP US N 3 2025-04-13 Floating 9.75000000 N N N N N N N/A N/A 000000000 769076.89000000 PA USD 769076.89000000 0.068646708337 Long LON CORP US N 3 2026-02-10 Fixed 0.00000000 N N N N N N WebPT, Inc. N/A 000000000 216015.21000000 PA USD 216015.21000000 0.019281210123 Long LON CORP US N 3 2024-08-28 Floating 7.75000000 N N N N N N CabinCo Limited N/A N/A 900000.00000000 PA 1240746.10000000 0.110747230550 Long LON CORP JE N 3 2025-09-09 Floating 7.50000000 N N Y N N N TWH Infrastructure Industries, Inc. N/A 000000000 1348469.61000000 PA USD 1254076.74000000 0.111937104499 Long LON CORP US N 3 2025-04-09 Floating 5.71000000 N N N N N N Ryan Specialty Group, LLC N/A 000000000 995000.00000000 PA USD 993338.35000000 0.088663966997 Long LON CORP US N 2 2027-09-01 Floating 4.00000000 N N N N N N Invoice Cloud, Inc. N/A 000000000 2727851.10000000 PA USD 2727851.10000000 0.243484105797 Long LON CORP US N 3 2024-02-11 Floating 7.50000000 N N N N N N Great Wst Ptrlm/grt Fnce N/A 39143GAD2 124000.00000000 PA USD 110360.00000000 0.009850576490 Long DBT CORP US Y 2 2025-09-01 Fixed 12.00000000 N N N N N N Core & Main LP 549300ZSLF8Q660SCD17 40416VAB1 4014482.75000000 PA USD 3995213.23000000 0.356607045294 Long LON CORP US N 2 2024-08-01 Floating 3.75000000 N N N N N N Amynta Agency Borrower Inc. N/A 57810JAC2 2924827.96000000 PA USD 2895579.68000000 0.258455320068 Long LON CORP US N 3 2025-02-28 Floating 4.60850000 N N N N N N DRSLF 2019-68 N/A 26252UAA1 500000.00000000 PA USD 333437.00000000 0.029762111936 Long ABS-O CORP KY Y 3 N N N VOYA 2020-1 N/A 92918GAC6 400000.00000000 PA USD 416954.00000000 0.037216720461 Long ABS-O CORP KY Y 3 N N N Atlanta Bidco Limited N/A 000000000 1000000.00000000 PA 1149250.06000000 0.102580424274 Long LON CORP GB N 3 2024-08-23 Floating 7.75000000 N N N N N N Anaqua Parent Holdings, Inc. N/A 000000000 1813846.18000000 PA USD 1813846.18000000 0.161901327822 Long LON CORP US N 3 2026-04-08 Floating 6.25000000 N N N N N N PAKNK Netherlands Treasury B.V. N/A 000000000 5294100.38000000 PA 6146329.30000000 0.548612603358 Long LON CORP NL N 3 2026-07-02 Floating 4.50000000 N N N N N N VLS Recovery Services, LLC N/A 000000000 1070364.88000000 PA USD 1070364.88000000 0.095539245409 Long LON CORP US N 3 2023-10-17 Floating 7.00000000 N N N N N N Cardinal Topco Holdings, L.P. N/A N/A 99.85700000 NS USD 163855.97000000 0.014625550615 Long EP CORP US Y 3 N N N TA/WEG Holdings, LLC N/A 000000000 801040.74000000 PA USD 801040.74000000 0.071499756084 Long LON CORP US N 3 2025-10-02 Floating 0.50000000 N N N N N N APG Intermediate Holdings Corporation N/A 000000000 1004946.30000000 PA USD 1004946.30000000 0.089700076089 Long LON CORP US N 3 2025-01-03 Floating 6.75000000 N N N N N N Welbilt, Inc. 549300UR3W71YLZWI068 56356XAE9 1902255.65000000 PA USD 1816654.15000000 0.162151963226 Long LON CORP US N 2 2025-10-23 Floating 2.60850000 N N N N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284VAF8 2000000.00000000 PA USD 2024900.00000000 0.180739691337 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N Datix Bidco Limited N/A 000000000 466003.04000000 PA USD 466003.04000000 0.041594767945 Long LON CORP GB N 3 2025-04-28 Floating 4.74413000 N N N N N N Sundance Energy, Inc. N/A 000000000 1011991.21000000 PA USD 779233.23000000 0.069553248787 Long LON CORP US N 3 2023-04-23 Floating 13.00000000 N N Y N N N London Acquisition Bidco B.V. N/A 000000000 398148.14000000 PA 466909.97000000 0.041675719225 Long LON CORP NL N 3 2026-02-09 Floating 6.75000000 N N N N N N Anaqua Parent Holdings, Inc. N/A N/A 670305.32000000 PA 786069.82000000 0.070163473078 Long LON CORP US N 3 2026-04-10 Floating 5.50000000 N N N N N N SCM Insurance Services Inc. N/A 000000000 120937.50000000 PA 96234.18000000 0.008589725907 Long LON CORP CA N 3 2024-08-29 Floating 6.00000000 N N N N N N EuroParcs Topholding B.V. N/A N/A 816993.46000000 PA 958091.61000000 0.085517893162 Long LON CORP NL N 3 2026-07-03 Floating 6.50000000 N N N N N N Comprehensive EyeCare Partners, LLC N/A 000000000 417902.74400000 PA USD 417902.74000000 0.037301403642 Long LON CORP US N 3 2024-02-14 Floating 7.00000000 N N N N N N MPLC Debtco Limited N/A 00PD39504 1051603.70000000 PA 1449747.99000000 0.129402441715 Long LON CORP JE N 3 2027-01-07 Floating 7.50000000 N N N N N N APG Intermediate Holdings Corporation N/A 000000000 803926.87800000 PA USD 803926.88000000 0.071757368832 Long LON CORP US N 3 2025-01-03 Floating 6.75000000 N N N N N N AAdvantage Loyality IP, Ltd. N/A 000000000 3796153.85000000 PA USD 3885135.70000000 0.346781681674 Long LON CORP US N 2 2028-04-20 Floating 5.50000000 N N N N N N Convey Health Solutions, Inc. N/A 000000000 3104160.92000000 PA USD 3104160.92000000 0.277072984612 Long LON CORP US N 3 2026-09-04 Floating 7.00000000 N N N N N N SSE Buyer, Inc. N/A N/A 634317.39000000 PA USD 634317.39000000 0.056618267212 Long LON CORP US N 3 2026-06-30 Floating 10.22000000 N N N N N N Cp Atlas Buyer Inc 2549006ZZ07G0NDDCR36 12658HAG7 5811965.66000000 PA USD 5769305.83000000 0.514960025159 Long LON CORP US N 2 2027-11-23 Floating 4.25000000 N N N N N N Pregis TopCo LLC 549300LJXHJYHS1GM034 74045BAC1 3905180.22000000 PA USD 3870189.81000000 0.345447632809 Long LON CORP US N 2 2026-07-31 Floating 3.85850000 N N N N N N Tricolor Funding SPV 3 LLC N/A N/A 1022727.27000000 PA USD 1022727.27000000 0.091287180158 Long LON CORP US N 3 2027-08-06 Floating 8.50000000 N N N N N N Sunshine Sub, LLC N/A 000000000 144269.36000000 PA USD 138498.59000000 0.012362186975 Long LON CORP US N 3 2024-05-27 Floating 5.75000000 N N N N N N Visolit Finco AS N/A 00PD33148 11180679.79000000 PA 1294128.24000000 0.115512044371 Long LON CORP NO N 3 2026-07-02 Floating 1.75500000 N N N N N N Delta Topco, Inc. N/A N/A 1471590.43000000 PA USD 1468441.23000000 0.131070973706 Long LON CORP US N 2 2027-12-01 Floating 4.50000000 N N N N N N Oakley Ekomid Limited N/A 000000000 750000.00000000 PA 879528.10000000 0.078505426103 Long LON CORP GB N 3 2025-06-23 Floating 6.50000000 N N N N N N MAGNE 2012-6 N/A G57473AB9 1241000.00000000 PA USD 496.40000000 0.000044307957 Long ABS-O CORP KY N 3 N N N Premise Health Holding Corp. N/A 000000000 13549.63000000 PA USD 13549.63000000 0.001209420684 Long LON CORP US N 3 2025-07-10 Floating 3.70250000 N N N N N N CIFC 2018-5 2549007CW2XYI54L0R94 12551XAC9 625000.00000000 PA USD 439886.25000000 0.039263620449 Long ABS-O CORP KY Y 3 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 5000.00000000 NS USD 173450.00000000 0.015481900075 Long EC CORP US N 1 N N N Project Falcon Parent, Inc. N/A N/A 49.50000000 NS USD 57955.91000000 0.005173062020 Long EP CORP US Y 3 N N N Ferraro Fine Foods Corp. N/A 000000000 296599.63000000 PA USD 296599.63000000 0.026474060732 Long LON CORP US N 3 2024-05-09 Floating 5.25000000 N N N N N N MMax Investment Partners, Inc. N/A N/A 500000.00000000 PA USD 438332.34000000 0.039124920655 Long LON CORP US N 3 2026-01-19 Fixed 10.00000000 N N Y N N N N/A N/A N/A 1.00000000 NC -292358.00000000 -0.02609545887 N/A DFE CORP N/A N 2 Goldman Sachs International N/A -212036.00000000 GBP -295112.00000000 USD 2021-05-24 2754.00000000 N N N Restaurant Technologies, Inc. N/A N/A 248125.00000000 PA USD 248125.00000000 0.022147284267 Long LON CORP US N 3 2025-10-01 Floating 7.25000000 N N N N N N N/A N/A N/A 2212500.00000000 PA 3050167.50000000 0.272253608809 Long LON CORP JE N 3 2025-09-09 Fixed 0.00000000 N N N N N N Aero Operating LLC N/A N/A 830981.99000000 PA USD 806052.53000000 0.071947101325 Long LON CORP US N 3 2026-02-09 Floating 8.00000000 N N N N N N NGL Energy Partners LP / NGL Energy Finance Corp N/A 62913TAM4 2523000.00000000 PA USD 2144550.00000000 0.191419480002 Long DBT CORP US N 2 2025-03-01 Fixed 6.12500000 N N N N N N Doxim Inc. N/A 000000000 327398.70000000 PA USD 327398.70000000 0.029223141874 Long LON CORP US N 3 2024-02-28 Floating 7.00000000 N N N N N N MRI Software LLC N/A N/A 6546467.74000000 PA USD 6546467.74000000 0.584328390872 Long LON CORP US N 3 2026-02-10 Floating 6.50000000 N N N N N N Telesat Canada / Telesat LLC N/A 87952VAM8 2002000.00000000 PA USD 2005443.44000000 0.179003026490 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.50000000 N N N N N N Bearcat Parent, Inc. N/A N/A 51.37000000 NS USD 112080.66000000 0.010004160152 Long EC CORP US Y 3 N N N LBM Acquisition LLC 549300FAEB3VWZL4NI86 50179JAE8 539359.78820000 PA USD 536760.07000000 0.047910439712 Long LON CORP US N 2 2027-12-17 Floating 3.98200000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 765920.59000000 PA USD 765920.59000000 0.068364981493 Long LON CORP US N 3 2024-11-11 Fixed 0.00000000 N N N N N N SERV 2020-1 N/A 81761TAC9 25000.00000000 PA USD 25554.75000000 0.002280980605 Long ABS-CBDO CORP US Y 3 2051-01-30 Fixed 3.33700000 N N N N N N Neovia Logistics Holdings Ltd. N/A N/A 194454.00000000 NC USD 18303.75000000 0.001633766667 N/A DE CORP US Y 3 N/A N/A Call Purchased Neovia Logistics Holdings Ltd. Neovia Logistics Holdings Ltd Warrant 1.00000000 0.01000000 USD 2023-11-07 XXXX 18303.75000000 N N N Sunshine Sub, LLC N/A 000000000 696451.90000000 PA USD 668593.82000000 0.059677732558 Long LON CORP US N 3 2024-05-27 Floating 6.25000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BF3 4000000.00000000 PA USD 3770000.00000000 0.336504833000 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N Ivanti Software, Inc. (fka LANDesk Group, Inc.) N/A N/A 460000.00000000 PA USD 457571.20000000 0.040842153910 Long LON CORP US N 3 2025-12-01 Variable 4.75000000 N N N N N N Ardonagh Midco 3 PLC N/A N/A 187882.76000000 PA 220330.89000000 0.019666421576 Long LON CORP GB N 3 2026-07-14 Floating 8.70625000 N N N N N N Peachtree Parent, Inc. N/A N/A 25.00000000 NS USD 32717.36000000 0.002920304976 Long EP CORP US Y 3 N N N Kellermeyer Bergensons Services, LLC N/A 000000000 1777758.60000000 PA USD 1777758.60000000 0.158680201805 Long LON CORP US N 3 2026-11-07 Floating 7.50000000 N N N N N N APG Intermediate Holdings Corporation N/A 000000000 1000.00000000 PA USD 1000.00000000 0.000089258576 Long LON CORP US N 3 2025-01-03 Floating 6.75000000 N N N N N N National Mentor Holdings, Inc. N/A 000000000 2011661.81000000 PA USD 1998083.09000000 0.178346052127 Long LON CORP US N 2 2028-03-02 Floating 4.50000000 N N N N N N ATRM 15 N/A 04965EAC8 4080000.00000000 PA USD 3049677.60000000 0.272209881032 Long ABS-O CORP KY Y 3 N N N VOYA 2018-1 N/A 92917BAC8 4365625.00000000 PA USD 2730536.91000000 0.243723837374 Long ABS-O CORP KY Y 3 N N N Science Applications International Corporation 549300LZPNZIXQGZPZ48 808625AA5 2030000.00000000 PA USD 2098512.50000000 0.187310238292 Long DBT CORP US Y 2 2028-04-01 Fixed 4.87500000 N N N N N N N/A N/A N/A 1661317.26000000 PA USD 1644704.09000000 0.146803945660 Long LON CORP CA N 3 2026-03-02 Fixed 7.75000000 N N N N N N N/A N/A N/A -1200000.00000000 PA -1654328.14000000 -0.14766297466 Short LON CORP US N 3 2026-03-10 Fixed 4.75000000 N N N N N N Foundation Risk Partners, Corp. N/A 000000000 3200953.41000000 PA USD 3200953.41000000 0.285712544475 Long LON CORP US N 3 2023-11-10 Floating 5.75000000 N N N N N N 2021-04-30 CION Ares Diversified Credit Fund Scott Lem Scott Lem Chief Accounting Officer XXXX