NPORT-P false 0001703079 XXXXXXXX XAI OCTAGON FLOATING RATE & ALTERNATIVE INCOME TRUST 811-23247 0001703079 549300XT617P63BLW552 321 NORTH CLARK STREET #2430 CHICAGO 60654 3123746930 XAI Octagon Floating Rate & Alternative Income Trust 549300XT617P63BLW552 2024-09-30 2024-09-30 N 808078554.85 349334273.82 458744281.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 204050000.00000000 0.00000000 0.00000000 0.00000000 2575355.85 0.00000000 84900000 3573508.35000000 USD N R1 RCM Inc 6/22 TLB N/A 74919EAP9 640677.66000000 PA USD 641721.96000000 0.139886639798 Long LON CORP US N 2 2029-06-21 Floating 7.84544040 N N N N N N DTZ/Cushman 6/24 TLB1 N/A 23340DAT9 30309.45000000 PA USD 30271.56000000 0.006598787440 Long LON CORP US N 2 2030-01-31 Floating 7.84544040 N N N N N N CONDUENT BUS SERVICES N/A 20679LAB7 2176000.00000000 PA USD 2097402.88000000 0.457205237587 Long DBT CORP US Y 2 2029-11-01 Fixed 6.00000000 N N N N N N Anchorage Capital CLO LTD 549300ZNOS7Q8W8H3S38 03328KAE4 1000000.00000000 PA USD 814610.80000000 0.177574050224 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 12.81297960 N N N N N N Elmwood CLO XI Ltd N/A 29002MAA6 750000.00000000 PA USD 753050.70000000 0.164154787566 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 11.54361960 N N N N N N BCP Renaissance 5/24 TLB N/A 05549PAF8 1161593.98000000 PA USD 1161175.81000000 0.253120498285 Long LON CORP US N 2 2028-10-31 Floating 7.85367000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422LAV2 773897.72000000 PA USD 775352.65000000 0.169016308663 Long LON CORP US N 2 2030-05-17 Floating 8.59552919 N N N N N N CIFC Funding Ltd N/A 12555GAC2 1000000.00000000 PA USD 740700.00000000 0.161462503322 Long ABS-O CORP KY Y 2 N N N FERTITTA ENTERTAINMENT N/A 31556TAC3 328000.00000000 PA USD 305450.00000000 0.066583936330 Long DBT CORP US Y 2 2030-01-15 Fixed 6.75000000 N N N N N N Aramsco 10/23 DD N/A 03853CAH8 121245.43000000 PA USD 113970.70000000 0.024844059035 Long LON CORP US N 2 2030-10-10 Floating 0.00000000 N N N N N N LifeMiles 9/24 Incremental TL N/A G6368CAF6 167286.37000000 PA USD 167182.65000000 0.036443538789 Long LON CORP US N 2 2026-08-30 Floating 0.00000000 N N N N N N Regatta VII Funding Ltd 549300DA6HSLI0UPTQ25 75887TAN6 1000000.00000000 PA USD 995080.40000000 0.216913962996 Long ABS-CBDO CORP KY Y 2 2034-06-20 Floating 12.00517920 N N N N N N OverDrive/RBmedia 12/23 Cov-Lite TL N/A 37610GAG3 925298.58000000 PA USD 925992.55000000 0.201853753450 Long LON CORP US N 2 2028-12-15 Floating 9.16990919 N N N N N N NEXUS BUYER LLC, TL N/A 65343UAE2 245535.71000000 PA USD 244308.03000000 0.053255820312 Long LON CORP US N 2 2029-11-05 Floating 11.19543840 N N N N N N Elmwood CLO III Ltd N/A 29002JAE5 5250000.00000000 PA USD 4158000.00000000 0.906387321203 Long ABS-O CORP KY Y 2 N N N Clover CLO N/A 00142QAJ0 1000000.00000000 PA USD 1000624.60000000 0.218122523021 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 12.00620880 N N N N N N DISCOVERY PURCHASER CORP 2549001LSO1ZBIPA5D65 25471NAC0 1230385.52000000 PA USD 1223889.08000000 0.266791136284 Long LON CORP US N 2 2029-10-04 Floating 9.69316919 N N N N N N DAE Aviation (Standard Aero) 3/24 TLB2 N/A 26812CAL0 216788.32000000 PA USD 216833.85000000 0.047266823580 Long LON CORP US N 2 2028-08-24 Floating 8.34544080 N N N N N N Anchorage Capital CLO LTD N/A 03329CAC5 7000000.00000000 PA USD 3390100.00000000 0.738995588650 Long ABS-O CORP KY Y 2 N N N Infoblox 4/24 TLB N/A 24780DAF4 1120865.12000000 PA USD 1118062.96000000 0.243722484668 Long LON CORP US N 2 2029-11-30 Floating 8.19821879 N N N N N N ACCELERATED HEALTH SYSTE 549300FAKU4HJQC25564 04747LAM5 194855.43000000 PA USD 148926.06000000 0.032463851029 Long LON CORP US N 2 2029-02-15 Floating 9.00366840 N N N N N N Hamilton Projects 5/24 TLB N/A 40444KAB1 762152.60000000 PA USD 766725.52000000 0.167135711921 Long LON CORP US N 2 2031-05-31 Floating 8.59543919 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 56085RAA8 545000.00000000 PA USD 530012.50000000 0.115535500259 Long DBT CORP US Y 2 2029-06-01 Fixed 6.37500000 N N N N N N CIFC Funding Ltd 54930089HD7KU5NUS092 12567KAC9 1000000.00000000 PA USD 735800.00000000 0.160394370115 Long ABS-O CORP KY Y 2 N N N Hilton Hotels 11/23 Cov-Lite N/A 03167DAQ7 2992316.55000000 PA USD 3023496.49000000 0.659081020740 Long LON CORP US N 2 2028-05-04 Floating 10.34543880 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 56085UAB9 247716.76000000 PA USD 248130.45000000 0.054089055768 Long LON CORP US N 2 2028-06-01 Floating 8.86528080 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 600000.00000000 PA USD 583745.83000000 0.127248633746 Long DBT CORP US Y 2 2029-08-15 Fixed 5.25000000 N N N N N N Genesys Add-on TLB N/A 39479UAT0 387703.55000000 PA USD 387753.95000000 0.084525075523 Long LON CORP US N 2 2027-12-01 Floating 8.70991919 N N N N N N AssuredPartners 2/24 Incremental TLB N/A 04621HAW3 2656650.07000000 PA USD 2653515.22000000 0.578430147192 Long LON CORP US N 2 2031-02-14 Floating 8.34544080 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 C0787FAB8 2152273.12000000 PA USD 2142329.62000000 0.466998654498 Long LON CORP CA N 2 2027-05-10 Floating 8.26990920 N N N N N N PLAYA RESORTS HOLDING B.V. 5493005SPBUMPZZCIZ96 72812NAJ5 1204523.71000000 PA USD 1195658.42000000 0.260637237224 Long LON CORP NL N 2 2029-01-05 Floating 7.59543839 N N N N N N Regatta XII Funding Ltd. 2549001ZYXDVCT6R4I31 75888LAQ5 500000.00000000 PA USD 500000.00000000 0.108993184367 Long ABS-CBDO CORP KY Y 2 2037-10-15 Floating 0.00000000 N N N N N N RENT-A-CENTER INC 529900QUHE15UQNCCJ63 76009WAW0 831080.76000000 PA USD 828055.63000000 0.180504839894 Long LON CORP US N 2 2028-02-17 Floating 8.00210880 N N N N N N Ply Gem/Pisces Midco/Cornerstone Bldg Cov-Lite TLB N/A 72431HAE0 299437.23000000 PA USD 295601.44000000 0.064437084498 Long LON CORP US N 2 2031-05-15 Floating 9.59650919 N N N N N N Niagara Park CLO, Ltd. N/A 65357KAC1 2648000.00000000 PA USD 1391960.13000000 0.303428334163 Long ABS-O CORP KY Y 2 N N N K-Mac 2/24 Incremental TL N/A 55304PAF8 384336.42000000 PA USD 385178.12000000 0.083963579695 Long LON CORP US N 2 2028-07-21 Floating 9.20991959 N N N N N N Voya CLO Ltd N/A 92918JAC0 1125000.00000000 PA USD 1125445.05000000 0.245331679661 Long ABS-CBDO CORP KY Y 2 2034-07-19 Floating 11.94108119 N N N N N N Illuminate Merger Sub Corp. TL N/A 91823JAC6 1753347.52000000 PA USD 1747596.54000000 0.380952223769 Long LON CORP US N 2 2028-07-21 Floating 8.36528039 N N N N N N Bay Club 6/24 TLB N/A 12021GAB0 1168306.63000000 PA USD 1172687.78000000 0.255629950822 Long LON CORP US N 2 2031-06-30 Floating 8.85367079 N N N N N N Ankura 1/24 Cov-Lite TL N/A 03539PAH1 794042.99000000 PA USD 795535.79000000 0.173415958061 Long LON CORP US N 2 2028-03-17 Floating 9.56383920 N N N N N N BANGL T/L N/A 05989UAC1 1040727.93000000 PA USD 1040727.93000000 0.226864502302 Long LON CORP US N 2 2029-02-01 Floating 9.82460159 N N N N N N Icebox Holdco III Inc (DiversiTech Holdings) TL B N/A 45114NAB3 1063006.86000000 PA USD 1065005.31000000 0.232156640211 Long LON CORP US N 2 2028-12-22 Floating 8.61527880 N N N N N N Battalion CLO LTD 549300CJP8HGT746II19 07131CAC4 4500000.00000000 PA USD 2006487.00000000 0.437386815045 Long ABS-O CORP KY Y 2 N N N Madison Park Funding Ltd N/A 55821JAA7 1250000.00000000 PA USD 1285183.25000000 0.280152429827 Long ABS-CBDO CORP KY Y 2 2035-04-21 Floating 13.85201160 N N N N N N Prolamina 3/24 Cov-Lite TL N/A 74274NAL7 918763.31000000 PA USD 919452.38000000 0.200428085541 Long LON CORP US N 2 2028-09-15 Floating 9.22844880 N N N N N N Ryan 11/23 TL N/A 78350LAZ8 3533692.02000000 PA USD 3492453.83000000 0.761307328378 Long LON CORP US N 2 2030-11-14 Floating 8.34544080 N N N N N N Curium 3/24 TLB N/A L2210TAK1 1225245.15000000 PA USD 1227793.66000000 0.267642281500 Long LON CORP US N 2 2029-07-31 Floating 8.60366879 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00185PAA9 1034000.00000000 PA USD 986005.16000000 0.214935684383 Long DBT CORP US Y 2 2029-10-15 Fixed 4.75000000 N N N N N N BlueTriton/Triton Water 2/24 Incremental TLB N/A 89678QAC0 598157.55000000 PA USD 597409.85000000 0.130227203848 Long LON CORP US N 2 2028-03-31 Floating 8.60366879 N N N N N N Learning Care 5/24 TLB N/A 52200MAL4 1687198.61000000 PA USD 1694588.54000000 0.369397202335 Long LON CORP US N 2 2028-08-11 Floating 9.24788159 N N N N N N VERIFONE SYSTEMS INC 254900LTTVM8MM9RKV75 92346NAB5 248484.46000000 PA USD 227157.04000000 0.049517138282 Long LON CORP US N 2 2025-08-20 Floating 9.33292080 N N N N N N Oak Hill Credit Partners 549300EX32IF3NZCVL73 67090VAB7 1600000.00000000 PA USD 1254240.00000000 0.273407223123 Long ABS-O CORP KY Y 2 N N N Generate CLO Ltd. N/A 37149TAC4 8000000.00000000 PA USD 6430400.00000000 1.401739545518 Long ABS-O CORP KY Y 2 N N N Waystar/Navicure 6/24 TLB N/A 63939WAL7 737803.46000000 PA USD 737346.02000000 0.160731381401 Long LON CORP US N 2 2029-10-22 Floating 7.59543839 N N N N N N Focus Financial Partners 9/24 Delayed TL N/A 34416DBC1 291231.36000000 PA USD 290267.38000000 0.063274332128 Long LON CORP US N 2 2031-09-11 Floating 0.00000000 N N N N N N Anchorage Capital CLO LTD 549300ZNOS7Q8W8H3S38 03328KAC8 7000000.00000000 PA USD 2837100.00000000 0.618449126740 Long ABS-O CORP KY Y 2 N N N Thompson Park CLO, LTD N/A 884886AC6 4000000.00000000 PA USD 3025600.00000000 0.659539557246 Long ABS-O CORP KY Y 2 N N N DAE Aviation (Standard Aero) 3/24 TLB1 N/A 26812CAK2 561309.33000000 PA USD 561427.20000000 0.122383476637 Long LON CORP US N 2 2028-08-24 Floating 8.34544080 N N N N N N Rosen Group 2/24 TLB N/A 91728NAB5 1516013.46000000 PA USD 1517438.51000000 0.330780910574 Long LON CORP US N 2 2031-03-26 Floating 8.10366840 N N N N N N TEGRA118 WEALTH SOLUTION N/A 33774UAC2 428551.19000000 PA USD 408597.85000000 0.089068761594 Long LON CORP US N 2 2027-02-18 Floating 9.12840839 N N N N N N AssetMark 6/24 TLB N/A 36269YAC9 656373.07000000 PA USD 648371.88000000 0.141336231711 Long LON CORP US N 2 2031-09-05 Floating 7.60367160 N N N N N N Hobbs & Associates/Air Control Concepts 7/24 TLB N/A 43385CAB4 617054.87000000 PA USD 615512.23000000 0.134173275930 Long LON CORP US N 2 2031-07-23 Floating 8.09543880 N N N N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 26245BAA3 3000000.00000000 PA USD 1077900.00000000 0.234967506860 Long ABS-O CORP KY Y 2 N N N Hobbs & Associates/Air Control Concepts 7/24 DDTL N/A 43385CAC2 61705.49000000 PA USD 61551.23000000 0.013417329118 Long LON CORP US N 2 2031-07-23 Floating 0.00000000 N N N N N N ARES CLO Ltd N/A 04018CAC9 8600000.00000000 PA USD 5739640.00000000 1.251163281450 Long ABS-O CORP KY Y 2 N N N DG INVESTMENT INTERMEDI N/A 23344MAC2 157775.40000000 PA USD 157085.92000000 0.034242589280 Long LON CORP US N 2 2028-03-31 Floating 8.70991919 N N N N N N PlayCore 2/24 TL N/A 72811HAH3 225585.12000000 PA USD 226205.48000000 0.049309711173 Long LON CORP US N 2 2030-02-20 Floating 9.75210839 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 444000.00000000 PA USD 387188.87000000 0.084401895786 Long DBT CORP LU Y 2 2028-05-15 Fixed 4.75000000 N N N N N N McAfee 5/24 (USD) TLB N/A 57906HAE7 2908325.49000000 PA USD 2894685.44000000 0.631001967697 Long LON CORP US N 2 2029-03-01 Floating 8.45054999 N N N N N N Anchorage Capital CLO LTD 5493008M7D1YIDOH2C69 03330XAC6 2500000.00000000 PA USD 1046250.00000000 0.228068238289 Long ABS-O CORP KY Y 2 N N N Roper Technologies/Indicor 5/24 (USD) TLC N/A 77669LAG8 1425700.44000000 PA USD 1427739.19000000 0.311227681529 Long LON CORP US N 2 2029-11-22 Floating 7.85367000 N N N N N N Benefit Street Partners CLO Lt 254900WANE6M5S0NC534 08182QAE5 2250000.00000000 PA USD 2782575.00000000 0.606563419984 Long ABS-O CORP JE Y 2 N N N Berlin Packaging 5/24 B7 TLB N/A 08511LBB3 254487.75000000 PA USD 254215.45000000 0.055415502822 Long LON CORP US N 2 2031-06-07 Floating 8.89151760 N N N N N N Palmer Square CLO Ltd N/A 69703MAC0 4000000.00000000 PA USD 3609104.00000000 0.786735475349 Long ABS-O CORP KY Y 2 N N N Planet US Buyer/Wood Mackenzie 1/24 Cov-Lite TLB N/A 72706RAB2 1248730.59000000 PA USD 1249979.32000000 0.272478452961 Long LON CORP US N 2 2031-02-07 Floating 8.60415839 N N N N N N Epicor 5/24 TL N/A 29426NAZ7 344497.85000000 PA USD 344614.98000000 0.075121368102 Long LON CORP US N 2 2031-05-30 Floating 8.09543880 N N N N N N Elmwood CLO II Ltd. N/A 29001RAC2 6500000.00000000 PA USD 4726800.00000000 1.030377967739 Long ABS-O CORP KY Y 2 N N N Regatta XXIV Funding Ltd. N/A 75889TAA2 250000.00000000 PA USD 250478.23000000 0.054600839805 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 12.34361880 N N N N N N Madison Safety 9/24 Cov-Lite TLB N/A 55822DAL5 941728.24000000 PA USD 940551.08000000 0.205027314539 Long LON CORP US N 2 2031-09-26 Floating 0.00000000 N N N N N N FRANCHISE GROUP INC 549300MWCHSL8BSOMV77 35180YAJ2 342026.02000000 PA USD 218554.63000000 0.047641930164 Long LON CORP US N 2 2026-03-10 Floating 10.25384040 N N N N N N OHA Credit Partners Ltd 549300OYGEU6QQMCEG78 67109HAE1 4003000.00000000 PA USD 2544707.10000000 0.554711460224 Long ABS-O CORP KY Y 2 N N N Discovery Purchaser Corporation TL N/A N/A 446709.75000000 PA USD 445592.98000000 0.097133195644 Long LON CORP US N 2 2029-10-04 Floating 9.69316919 N N N N N N Eisner Advisory/EisnerAmper 2/24 Cov-Lite TLB N/A 28259HAG6 1066322.54000000 PA USD 1068423.20000000 0.232901693640 Long LON CORP US N 2 2031-02-28 Floating 8.84544119 N N N N N N Anchorage Capital CLO LTD 549300L8BI45FDIJHO17 03329BAC7 4150000.00000000 PA USD 175990.30000000 0.038363486429 Long ABS-O CORP KY Y 2 N N N BIFM/Brookfield Global 1/24 TL N/A G0757GAF9 572592.70000000 PA USD 574384.92000000 0.125208082967 Long LON CORP US N 2 2028-05-31 Floating 9.09543960 N N N N N N Madison Park Funding Ltd N/A 557911AA2 1250000.00000000 PA USD 1260205.50000000 0.274707620805 Long ABS-CBDO CORP KY Y 2 2035-10-25 Floating 14.23460160 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 G4768PAN1 875288.23000000 PA USD 874194.12000000 0.190562401788 Long LON CORP US N 2 2030-02-18 Floating 8.09543880 N N N N N N CIFC Funding Ltd 254900S2BZHNDNVF2L25 12548KAC3 1400000.00000000 PA USD 545440.00000000 0.118898484963 Long ABS-O CORP KY Y 2 N N N MATTRESS FIRM INC N/A 57723CAR0 580518.95000000 PA USD 580002.29000000 0.126432593055 Long LON CORP US N 2 2028-09-25 Floating 8.92346039 N N N N N N RR Ltd 549300RJ4N2AJDFNE876 74983BAC5 7500000.00000000 PA USD 5544750.00000000 1.208679918047 Long ABS-O CORP KY Y 2 N N N Benefit Street Partners CLO Lt N/A 08187AAC9 5250000.00000000 PA USD 3772650.00000000 0.822386274010 Long ABS-O CORP KY Y 2 N N N Thunder Generation 9/24 TLB N/A 88604KAB6 1172499.70000000 PA USD 1171034.08000000 0.255269466764 Long LON CORP US N 2 2031-10-03 Floating 0.00000000 N N N N N N HERENS US HOLDCO CORP 549300Y0CIXN5D40L888 L4780EAC8 1397823.20000000 PA USD 1304588.39000000 0.284382485830 Long LON CORP US N 2 2028-07-03 Floating 8.62867080 N N N N N N Grant Thornton 5/24 Cov-Lite TLB N/A 38821UAB6 3483683.18000000 PA USD 3487584.91000000 0.760245970188 Long LON CORP US N 2 2031-06-02 Floating 8.09543880 N N N N N N AVSC HOLDING CORP 549300CLJBQ9YSR4U689 00241YAQ7 805555.55000000 PA USD 798506.94000000 0.174063628260 Long LON CORP US N 2 2025-09-01 Floating 12.20991839 N N N N N N MAJORDRIVE HOLDINGS IV L 25490044R1FR5N8FIT62 56085UAC7 290032.28000000 PA USD 291119.90000000 0.063460169867 Long LON CORP US N 2 2029-06-01 Floating 10.25367119 N N N N N N Organon 8/24 TLB N/A 68621XAF0 549913.40000000 PA USD 547851.22000000 0.119424098055 Long LON CORP US N 2 2031-05-19 Floating 7.46481960 N N N N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 12547WAA2 1750000.00000000 PA USD 1758769.95000000 0.383387874841 Long ABS-CBDO CORP KY Y 2 2031-04-18 Floating 10.54085040 N N N N N N Symphony CLO Ltd 5493005CJY0RF4FJJP54 87167CAW9 1000000.00000000 PA USD 995108.80000000 0.216920153808 Long ABS-CBDO CORP KY Y 2 2032-07-15 Floating 12.16298160 N N N N N N Wind River CLO Ltd N/A 97316EAA2 1000000.00000000 PA USD 935490.30000000 0.203924133484 Long ABS-CBDO CORP KY Y 2 2033-07-20 Floating 12.14362080 N N N N N N Regatta XVIII Funding Ltd N/A 75884HAA3 2375000.00000000 PA USD 2381213.71000000 0.519072129826 Long ABS-CBDO CORP KY Y 2 2034-01-15 Floating 11.51298000 N N N N N N CCRR Parent/Trustaff 3/21 Cov-Lite TLB N/A 12510MAB5 1132136.04000000 PA USD 936842.57000000 0.204218909911 Long LON CORP US N 2 2028-03-06 Floating 9.20991959 N N N N N N PUG/Viagogo/StubHub 3/24 Extended TLB N/A 74530DAH8 1277730.17000000 PA USD 1273999.20000000 0.277714459380 Long LON CORP US N 2 2030-03-15 Floating 9.59544000 N N N N N N Anchorage Capital CLO LTD N/A 03329CAG6 1500000.00000000 PA USD 1501657.20000000 0.327340800113 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 12.26297880 N N N N N N Neuberger Berman CLO Ltd 549300JRWXK6DFJD7D06 64134TAA9 1000000.00000000 PA USD 1003032.00000000 0.218647303405 Long ABS-CBDO CORP KY Y 2 2035-04-14 Floating 11.55137040 N N N N N N Madison Park Funding Ltd N/A 55820EAE1 3750000.00000000 PA USD 1278967.13000000 0.278797400401 Long ABS-O CORP KY Y 2 N N N RITHUM HOLDINGS INC 549300V3JZOSIRXFRG67 20084XAF1 802461.90000000 PA USD 745085.87000000 0.162418563197 Long LON CORP US N 2 2027-12-29 Floating 9.19650960 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAB8 62000.00000000 PA USD 60837.50000000 0.013261745707 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N Citadel Securities 1/24 TLB N/A 17288YAM4 2263605.60000000 PA USD 2261545.72000000 0.492986139232 Long LON CORP US N 2 2030-07-29 Floating 7.09544160 N N N N N N Benefit Street Partners CLO Lt N/A 08186XAC0 5000000.00000000 PA USD 3530000.00000000 0.769491881637 Long ABS-O CORP KY Y 2 N N N Eagleview Technology TLB N/A 27004GAJ2 775552.21000000 PA USD 736666.02000000 0.160583150670 Long LON CORP US N 2 2025-08-14 Floating 8.36628119 N N N N N N Regatta XXIV Funding Ltd. N/A 75889TAC8 5000000.00000000 PA USD 3148500.00000000 0.686330081964 Long ABS-O CORP KY Y 2 N N N Par Pacific 3/24 Cov-Lite TLB N/A 69889PAE5 1143996.81000000 PA USD 1144237.05000000 0.249428079502 Long LON CORP US N 2 2030-02-28 Floating 9.06426000 N N N N N N Madison Park Funding Ltd N/A 55817FAC7 6148815.00000000 PA USD 3751392.03000000 0.817752326323 Long ABS-O CORP KY Y 2 N N N WEBER-STEPHEN PRODUCTS L 549300XU8TJBBGLK8V26 94767KAP6 133948.11000000 PA USD 125967.48000000 0.027459193543 Long LON CORP US N 2 2027-10-30 Floating 9.19544040 N N N N N N Lightning Power 8/24 TLB N/A 53229LAB3 3643521.93000000 PA USD 3649096.52000000 0.795453299560 Long LON CORP US N 2 2031-08-18 Floating 8.34553080 N N N N N N Regatta XIV Funding Ltd N/A 75888NAA6 750000.00000000 PA USD 744049.13000000 0.162192568009 Long ABS-CBDO CORP KY Y 2 2031-10-25 Floating 11.49621119 N N N N N N Oak Hill Credit Partners N/A 67114DAE3 1000000.00000000 PA USD 1000000.00000000 0.217986368735 Long ABS-CBDO CORP KY Y 2 2037-10-19 Floating 0.00000000 N N N N N N Epicor 5/24 Delayed TL N/A 29426NBA1 40419.42000000 PA USD 40433.16000000 0.008813877724 Long LON CORP US N 2 2031-05-30 Floating 0.00000000 N N N N N N Cast & Crew Ent 12/21 Incremental Cov-Lite TL N/A 14835JAQ3 452070.53000000 PA USD 452662.74000000 0.098674306954 Long LON CORP US N 2 2028-12-29 Floating 8.59543919 N N N N N N Anchorage Capital CLO LTD 54930063NKPB83QNUF90 03331LAA5 500000.00000000 PA USD 497447.70000000 0.108436817758 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 12.89361959 N N N N N N June Purchaser/Janney Montgomery 9/24 TLB N/A N/A 1141076.84000000 PA USD 1135371.46000000 0.247495501731 Long LON CORP US N 2 2031-09-11 Floating 0.00000000 N N N N N N Forward Air 9/23 Cov-Lite TLB N/A 18948EAC0 1667616.44000000 PA USD 1653575.11000000 0.360456833660 Long LON CORP US N 2 2030-12-19 Floating 9.75210839 N N N N N N Tenneco 11/22 Cov-Lite TLA N/A 88037HAN4 497468.36000000 PA USD 469639.98000000 0.102375113853 Long LON CORP US N 2 2028-11-17 Floating 9.97841159 N N N N N N Promontory Interfinancial/IntraFi Network 7/24 TLB N/A 65343UAG7 3134938.50000000 PA USD 3106034.37000000 0.677073153484 Long LON CORP US N 2 2031-07-31 Floating 8.84544119 N N N N N N Symphony CLO Ltd 5493007X3UVVYJ005O73 87167RAA4 1000000.00000000 PA USD 1011256.30000000 0.220440088698 Long ABS-CBDO CORP KY Y 2 2032-01-23 Floating 12.54459960 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAH1 215456.74000000 PA USD 214918.10000000 0.046849216194 Long LON CORP US N 2 2028-04-20 Floating 8.70991919 N N N N N N Madison Park Funding Ltd N/A 55819UAQ1 2172000.00000000 PA USD 543000.00000000 0.118366598223 Long ABS-O CORP KY Y 3 N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 07014QAN1 786025.62000000 PA USD 785208.15000000 0.171164673320 Long LON CORP US N 2 2028-03-06 Floating 8.70991919 N N N N N N Carbone CLO, LTD 5493005I53NEC017LN87 141308AC0 7850000.00000000 PA USD 1960325.55000000 0.427324248184 Long ABS-O CORP KY Y 2 N N N Dryden Senior Loan Fund N/A 26246HAC5 2000000.00000000 PA USD 1018400.00000000 0.221997317920 Long ABS-O CORP KY Y 2 N N N American Greetings 4/24 TLB N/A 02639DAN6 1166932.28000000 PA USD 1173502.11000000 0.255807463662 Long LON CORP US N 2 2029-10-30 Floating 10.59544080 N N N N N N Anchorage Capital CLO LTD 5493008M7D1YIDOH2C69 03330XAJ1 2000000.00000000 PA USD 1990387.60000000 0.433877365300 Long ABS-CBDO CORP KY Y 2 2035-01-19 Floating 12.89108160 N N N N N N Action Environmental/ Int Wste Svs 6/24 Delayed TL N/A 00507JAL0 268557.72000000 PA USD 268557.72000000 0.058541922178 Long LON CORP US N 2 2030-10-24 Floating 0.00000000 N N N N N N Merlin 1/24 (USD) TL N/A L6526BAG9 2548258.20000000 PA USD 2449513.19000000 0.533960485458 Long LON CORP US N 2 2029-11-12 Floating 8.10366840 N N N N N N RR Ltd 549300RJ4N2AJDFNE876 74983BAA9 500000.00000000 PA USD 500062.40000000 0.109006786717 Long ABS-CBDO CORP KY Y 2 2035-10-15 Floating 12.06298080 N N N N N N Amex GBT 7/24 Cov-Lite TLB N/A 36154HAB6 1779686.49000000 PA USD 1774489.81000000 0.386814590040 Long LON CORP US N 2 2031-07-25 Floating 8.27921160 N N N N N N CONSTANT CONTACT INC 2549000JW50H0AI5B946 21031HAC5 1641761.28000000 PA USD 1584989.17000000 0.345506033653 Long LON CORP US N 2 2028-02-10 Floating 9.56570040 N N N N N N NATEL ENGINEERING CO INC N/A 63229BAD0 495417.80000000 PA USD 428536.40000000 0.093415093707 Long LON CORP US N 2 2026-04-30 Floating 11.21976000 N N N N N N Anchorage Capital CLO LTD 549300V7DN3VJ8H1GE96 03330BAC4 1400000.00000000 PA USD 159138.00000000 0.034689914747 Long ABS-O CORP KY Y 2 N N N Wind River CLO Ltd N/A 88432XAC4 3000000.00000000 PA USD 976357.80000000 0.212832691408 Long ABS-O CORP KY Y 2 N N N Benefit Street Partners CLO Lt 2549003NV71H6I4TDQ63 08181GAA6 2400000.00000000 PA USD 2455779.60000000 0.535326477419 Long ABS-CBDO CORP JE Y 2 2036-10-25 Floating 12.63459960 N N N N N N Rad CLO 12 Ltd N/A 75009QAA3 2000000.00000000 PA USD 1999346.60000000 0.435830305178 Long ABS-CBDO CORP KY Y 2 2034-10-30 Floating 11.86697880 N N N N N N Acrisure 6/24 B6 Cov-Lite TLB N/A 00488PAS4 2465059.39000000 PA USD 2438880.46000000 0.531642695255 Long LON CORP US N 2 2030-11-06 Floating 8.21085839 N N N N N N KINGPIN INTERMEDIATE HO 549300HRZOJTMNZCST05 49579GAH5 599995.17000000 PA USD 597493.19000000 0.130245370832 Long LON CORP US N 2 2028-02-08 Floating 8.34544080 N N N N N N INTERNATIONAL TEXTILE 6/23 - EQUITY N/A N/A 20088.00000000 NS USD 31387.50000000 0.006842047148 Long EC CORP US N 2 N N N Neuberger Berman CLO Ltd 549300JRWXK6DFJD7D06 64134TAC5 15000000.00000000 PA USD 10353000.00000000 2.256812875520 Long ABS-O CORP KY Y 2 N N N Genuine Financial/HireRight 6/24 Incremental TL N/A 37190DAM5 1654265.01000000 PA USD 1641858.02000000 0.357902667759 Long LON CORP US N 2 2030-09-27 Floating 8.84544119 N N N N N N Cumulus Media 4/24 TLB N/A 23110BAB0 664865.69000000 PA USD 288219.28000000 0.062827874246 Long LON CORP US N 2 2029-05-02 Floating 10.50270840 N N N N N N FOREST CITY ENTERPRISES 54930078MCT017XXRD21 34555QAF7 1068045.11000000 PA USD 1031774.30000000 0.224912733011 Long LON CORP US N 2 2025-12-08 Floating 8.45992080 N N N N N N EyeCare Partners 4/24 Second Out TLB N/A 30233PAT7 858515.01930000 PA USD 609545.66000000 0.132872645002 Long LON CORP US N 2 2028-11-30 Floating 9.98947079 N N N N N N Clover CLO N/A 00140BAJ5 2000000.00000000 PA USD 2000337.60000000 0.436046329669 Long ABS-CBDO CORP KY Y 2 2035-04-18 Floating 11.97924120 N N N N N N Authentic Brands 6/24 TLB N/A 00076VBJ8 3349845.29000000 PA USD 3351252.23000000 0.730527304335 Long LON CORP US N 2 2028-12-21 Floating 7.59543839 N N N N N N SPX Flow 5/24 Cov-Lite TLB N/A 78470DAU2 1747846.84000000 PA USD 1749017.90000000 0.381262060874 Long LON CORP US N 2 2029-04-05 Floating 8.34544080 N N N N N N Veeam Software 4/24 TLB N/A 91834WAD2 1229826.11000000 PA USD 1229309.58000000 0.267972731396 Long LON CORP US N 2 2031-04-12 Floating 8.34651000 N N N N N N Ballyrock Ltd N/A 05876DAE1 4000000.00000000 PA USD 4008578.00000000 0.873815362013 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 12.55137120 N N N N N N SYNIVERSE HOLDINGS INC 549300CYZBHMZC8VLL59 87168TAB7 897851.78000000 PA USD 885057.39000000 0.192930446568 Long LON CORP US N 2 2027-05-13 Floating 11.60367120 N N N N N N Authentic Brands 6/24 Add-on Delayed TL N/A 00076VBK5 716253.29000000 PA USD 716704.53000000 0.156231817951 Long LON CORP US N 2 2028-12-21 Floating 0.00000000 N N N N N N Regatta XXIII Funding Ltd N/A 75889GAA0 2750000.00000000 PA USD 2761622.60000000 0.601996082392 Long ABS-CBDO CORP KY Y 2 2035-01-20 Floating 12.24362160 N N N N N N CHUCK E CHEESE 12/20 - EQUITY N/A 12515M112 10454.00000000 NS USD 148969.50000000 0.032473320357 Long EC CORP US N 2 N N N SC GAMES HOLDIN/US FINCO N/A 80874DAA4 205000.00000000 PA USD 202386.25000000 0.044117443719 Long DBT CORP US Y 2 2030-03-01 Fixed 6.62500000 N N N N N N PERMIAN PRODUCTION 11/20 - EQUITY N/A N/A 18995.00000000 NS USD 12346.75000000 0.002691423198 Long EC CORP US N 2 N N N SKILLSOFT FINANCE II INC 549300LDUD35NU8F0G43 83066YAB8 350623.90000000 PA USD 283567.08000000 0.061813758062 Long LON CORP US N 2 2028-07-14 Floating 10.21894920 N N N N N N CIFC Funding Ltd N/A 12560GAC5 150000.00000000 PA USD 110220.00000000 0.024026457562 Long ABS-O CORP KY Y 2 N N N Oak Hill Credit Partners 254900U4U4HIDOPWSL06 67116AAG2 2000000.00000000 PA USD 2061135.40000000 0.449299421318 Long ABS-CBDO CORP BM Y 2 2036-07-20 Floating 13.28200919 N N N N N N LCPR LOAN FINANCING LLC N/A 50183CAC1 58978.96000000 PA USD 54068.96000000 0.011786296251 Long LON CORP US N 2 2028-10-16 Floating 8.96099040 N N N N N N Ensemble Health 1/24 TLB N/A 29359BAE1 2322553.18000000 PA USD 2324318.32000000 0.506669710362 Long LON CORP US N 2 2029-08-01 Floating 8.25211080 N N N N N N TOPGOLF CALLAWAY BRANDS 5493005UB0KFRKBPCU72 89071LAB6 420109.90000000 PA USD 413547.78000000 0.090147778860 Long LON CORP US N 2 2030-03-15 Floating 7.84544040 N N N N N N OVG Business/Oak View Group 5/24 TLB N/A 62955EAJ3 1537416.99000000 PA USD 1527808.13000000 0.333041346383 Long LON CORP US N 2 2031-06-25 Floating 7.84544040 N N N N N N EP PURCHASER, LLC, TL N/A 26881KAD6 315226.32000000 PA USD 315226.32000000 0.068715040826 Long LON CORP US N 2 2028-11-06 Floating 9.36528120 N N N N N N Knowledge Universe/Kindercare 4/24 TLB N/A 50118YAF6 701835.32000000 PA USD 703393.39000000 0.153330170878 Long LON CORP US N 2 2030-06-12 Floating 9.83458079 N N N N N N Copeland 6/24 TLB N/A 26872NAD1 1714134.03000000 PA USD 1709540.15000000 0.372656449506 Long LON CORP US N 2 2031-08-04 Floating 7.55718119 N N N N N N LABL INC 5493004FUZN8R6Y3VB98 50168EAN2 945151.96000000 PA USD 922014.64000000 0.200986623294 Long LON CORP US N 2 2028-10-29 Floating 9.94543919 N N N N N N Tacala Invt Corp 1/24 TL N/A 87339PAB9 207674.16000000 PA USD 207726.08000000 0.045281453870 Long LON CORP US N 2 2031-01-31 Floating 9.24674040 N N N N N N Endo Pharmaceuticals 4/24 Exit TLB N/A 29280UAB9 2000000.00000000 PA USD 1997080.00000000 0.435336217274 Long LON CORP US N 2 2031-04-23 Floating 9.78298919 N N N N N N FENDER MUSICAL INSTRUMENTS CORPORATION N/A 31446UAN0 189458.19000000 PA USD 182827.15000000 0.039853826534 Long LON CORP US N 2 2028-12-01 Floating 8.94543840 N N N N N N Varsity Brands 7/24 TLB N/A 92227QAE6 2328294.00000000 PA USD 2311320.74000000 0.503836415096 Long LON CORP US N 2 2031-08-26 Floating 8.82131039 N N N N N N CIFC Funding Ltd 254900JI8OLAMXS6KW67 12554FAE1 1500000.00000000 PA USD 1501045.80000000 0.327207523247 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 12.13737839 N N N N N N Mission Veterinary 6/24 TL N/A 59841VAJ9 1518277.80000000 PA USD 1516850.62000000 0.330652758568 Long LON CORP US N 2 2028-04-27 Floating 8.86799880 N N N N N N Hub International 7/24 TLB N/A 44332EAY2 321961.07000000 PA USD 321445.93000000 0.070070831025 Long LON CORP US N 2 2030-06-20 Floating 8.22536999 N N N N N N ADP/CDK Global 5/24 TLB N/A 15477BAE7 878282.33000000 PA USD 868331.39000000 0.189284406565 Long LON CORP US N 2 2029-07-06 Floating 7.85367000 N N N N N N Magenta Buyer LLC (McAfee) First Out TL (8/15/24) N/A 55909UAE9 497944.70000000 PA USD 470557.74000000 0.102575173023 Long LON CORP US N 2 2028-07-27 Floating 12.12602040 N N N N N N CIFC Funding Ltd N/A 12555GAE8 1000000.00000000 PA USD 1000935.60000000 0.218190316782 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 12.34298160 N N N N N N LHS BORROWER LLC 2549000R2CJY3YBDDU14 50204EAB4 461939.56000000 PA USD 439803.42000000 0.095871150483 Long LON CORP US N 2 2029-02-16 Floating 9.69544080 N N N N N N US Silica 3/24 Cov-Lite TLB N/A 69002CAB2 699938.15000000 PA USD 703584.83000000 0.153371902189 Long LON CORP US N 2 2031-05-06 Floating 9.09543960 N N N N N N Worldpay/Boost Newco 6/24 TL N/A 92943EAE6 2571098.35000000 PA USD 2570018.49000000 0.560228998218 Long LON CORP US N 2 2031-01-31 Floating 7.10367120 N N N N N N Entertainment Partners 10/21 Cov-Lite TLB N/A 26881KAC8 505980.04000000 PA USD 506794.67000000 0.110474329807 Long LON CORP US N 2 2028-11-06 Floating 8.36528039 N N N N N N WestJet Airlines 1/24 TLB N/A C9763HAB3 1969026.15000000 PA USD 1946047.61000000 0.424211851890 Long LON CORP CN N 2 2031-02-14 Floating 8.35367040 N N N N N N CIFC Funding Ltd N/A 12565TAC2 4750000.00000000 PA USD 3297450.00000000 0.718799151587 Long ABS-O CORP KY Y 2 N N N Rad CLO Ltd N/A 48662PAA0 1300000.00000000 PA USD 1301301.30000000 0.283665945018 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 11.81297880 N N N N N N GALAXY US OPCO INC N/A 36321DAB3 111848.29000000 PA USD 93498.46000000 0.020381389777 Long LON CORP US N 2 2029-04-29 Floating 10.00211039 N N N N N N Smyrna Ready Mix Concrete 10/23 TL N/A 83283EAJ2 360870.27000000 PA USD 362674.62000000 0.079058123446 Long LON CORP US N 2 2029-04-02 Floating 8.35446959 N N N N N N Invesco CLO LTD N/A 46091AAB6 5000000.00000000 PA USD 2291000.00000000 0.499406770773 Long ABS-O CORP KY Y 2 N N N Genesys 3/24 Cov-Lite TLB N/A 39479UAU7 1397557.72000000 PA USD 1399067.08000000 0.304977552386 Long LON CORP US N 2 2027-12-01 Floating 8.34544080 N N N N N N CIFC Funding Ltd 635400BTAKRBKGRV3X14 12551NAC1 4500000.00000000 PA USD 2118150.00000000 0.461727826937 Long ABS-O CORP KY Y 2 N N N Pro Mach 8/24 TLB N/A 74273JAJ2 1457150.64000000 PA USD 1461099.52000000 0.318499778726 Long LON CORP US N 2 2028-08-31 Floating 8.34544080 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAH6 1125000.00000000 PA USD 1033739.07000000 0.225341026089 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N FRANCHISE GROUP INC 549300MWCHSL8BSOMV77 35180YAB9 618499.37000000 PA USD 393984.10000000 0.085883163298 Long LON CORP US N 2 2026-03-10 Floating 10.39217039 N N N N N N WEBER-STEPHEN PRODUCTS L 549300XU8TJBBGLK8V26 94767KAN1 483106.44000000 PA USD 454255.32000000 0.099021467685 Long LON CORP US N 2 2027-10-30 Floating 8.20991880 N N N N N N Rad CLO 12 Ltd N/A 75009QAC9 4500000.00000000 PA USD 2579400.00000000 0.562274039516 Long ABS-O CORP KY Y 2 N N N Madison Park Funding Ltd N/A 55819CAE8 4000000.00000000 PA USD 1221800.00000000 0.266335745321 Long ABS-O CORP KY Y 2 N N N AmaWaterways 4/24 TLB N/A 50180PAB7 629056.75000000 PA USD 631025.70000000 0.137555000921 Long LON CORP US N 2 2031-05-01 Floating 8.34544080 N N N N N N Envestnet/BCPE Pequod 9/24 TLB N/A N/A 1837403.32000000 PA USD 1828602.16000000 0.398610344720 Long LON CORP US N 2 2031-09-19 Floating 0.00000000 N N N N N N Creative Artists 9/24 Cov-Lite TLB N/A 22526WAS7 874841.61000000 PA USD 873748.06000000 0.190465166789 Long LON CORP US N 2 2031-09-12 Floating 0.00000000 N N N N N N ONTARIO GAMING GTA LIMITED PARTNERSHIP, TL N/A C6907UAB7 1052770.80000000 PA USD 1051012.67000000 0.229106435428 Long LON CORP US N 2 2030-08-01 Floating 8.89316999 N N N N N N Sixth Street CLO LTD. N/A 83011WAC6 7000000.00000000 PA USD 5645552.50000000 1.230653488981 Long ABS-O CORP KY Y 2 N N N Elmwood CLO 25 Ltd N/A 29001CAA9 2000000.00000000 PA USD 2005586.80000000 0.437190583716 Long ABS-CBDO CORP KY Y 2 2037-04-17 Floating 10.53887040 N N N N N N ELEVATE TEXTILES, INC. N/A 28622DAD2 242616.16000000 PA USD 240039.58000000 0.052325356397 Long LON CORP US N 2 2027-09-30 Floating 13.98156120 N N N N N N Anchorage Capital CLO LTD 549300JIJ617WYIUFX18 03331BAG4 850000.00000000 PA USD 395590.00000000 0.086233227608 Long ABS-O CORP KY Y 2 N N N Planview 6/24 TL N/A 72751PAH7 1426016.74000000 PA USD 1426031.00000000 0.310855319394 Long LON CORP US N 2 2027-12-17 Floating 8.35367040 N N N N N N 1-800 Contacts 11/20 Cov-Lite N/A 12656AAC3 919068.20000000 PA USD 920474.37000000 0.200650865430 Long LON CORP US N 2 2027-11-08 Floating 8.75211119 N N N N N N CP IRIS HOLDCO I INC 25490024F0AS5UR7DB02 12659EAC2 429390.74000000 PA USD 425766.68000000 0.092811332501 Long LON CORP US N 2 2028-10-02 Floating 8.34544080 N N N N N N Permian Production Partners, LLC TL N/A N/A 25351.45000000 PA USD 25097.94000000 0.005471008803 Long LON CORP US N 2 2025-11-24 Floating 12.95989920 N N N N N N CHAMP ACQUISITION CORP N/A 15807EAC6 414079.45000000 PA USD 415425.21000000 0.090557033009 Long LON CORP US N 2 2025-12-19 Floating 10.36527839 N N N N N N AQ Carver Buyer (CoAdvantage) 7/23 T/L N/A 00226HAG5 1238411.04000000 PA USD 1237246.93000000 0.269702965500 Long LON CORP US N 2 2029-08-02 Floating 10.85211000 N N N N N N Compass Power 9/24 TL N/A 20451VAF0 540393.86000000 PA USD 542901.29000000 0.118345080789 Long LON CORP US N 2 2029-04-14 Floating 8.59543919 N N N N N N PACIFIC BELLS LLC 549300VGOQXINYVBJF37 69403HAL4 356889.05000000 PA USD 356889.05000000 0.077796948051 Long LON CORP US N 2 2028-11-10 Floating 9.36528120 N N N N N N United Talent 4/24 TLB N/A 91301QAM9 1418102.52000000 PA USD 1419875.15000000 0.309513428006 Long LON CORP US N 2 2028-07-07 Floating 8.86799880 N N N N N N Madison Park Funding Ltd N/A 55817FAG8 750000.00000000 PA USD 776530.88000000 0.169273146742 Long ABS-CBDO CORP KY Y 2 2037-04-15 Floating 11.90136960 N N N N N N Aramsco 10/23 TLB N/A 03853CAG0 691664.75000000 PA USD 650164.87000000 0.141727079090 Long LON CORP US N 2 2030-10-10 Floating 9.35367120 N N N N N N LSF9 Atlantis Holdings 9/24 Extended TL N/A 50226BAL2 1841989.43000000 PA USD 1855804.35000000 0.404540051340 Long LON CORP US N 2 2029-03-31 Floating 9.85367160 N N N N N N IMA Financial 11/21 Cov-Lite TL N/A 44966KAB1 1304674.25000000 PA USD 1302234.51000000 0.283869372077 Long LON CORP US N 2 2028-11-01 Floating 8.09543880 N N N N N N RR 2 LTD 54930098CLSTWMH4JW47 78109RAC0 9358000.00000000 PA USD 4847444.00000000 1.056676715209 Long ABS-O CORP KY Y 2 N N N TAMKO Building Products 2023 TL (eff 9/21/2023) N/A 87510EAC3 888149.67000000 PA USD 889259.86000000 0.193846527743 Long LON CORP US N 2 2030-09-20 Floating 8.16990840 N N N N N N Ultimate Software 1/24 Cov-Lite TLB N/A 89841EAB1 1019252.39000000 PA USD 1019252.39000000 0.222183127321 Long LON CORP GB N 2 2031-02-10 Floating 8.55462960 N N N N N N Benefit Street Partners CLO Lt 25490002NPB1AZIR3342 081923AC8 4700000.00000000 PA USD 4281230.00000000 0.933249781422 Long ABS-O CORP KY Y 2 N N N Marine One Holdco, LLC (West Marine) - Equity N/A N/A 5865.00000000 NS USD 25659.38000000 0.005593395070 Long EC CORP US N 2 N N N FIRST BRANDS GROUP LLC N/A 31935HAG2 1358985.39000000 PA USD 1342677.57000000 0.292685407867 Long LON CORP US N 2 2027-03-30 Floating 10.51372080 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 60337JAA4 1411000.00000000 PA USD 1354922.82000000 0.295354705448 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N Battalion CLO LTD 549300QOOT46OWR6Z544 07133NAB0 3500000.00000000 PA USD 1363488.70000000 0.297221950525 Long ABS-O CORP KY Y 2 N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92555WAD7 903456.66000000 PA USD 825226.35000000 0.179888095421 Long LON CORP US N 2 2029-03-02 Floating 9.34544159 N N N N N N Elmwood CLO VI Ltd. N/A 29001WAJ6 1750000.00000000 PA USD 1752186.45000000 0.381952761583 Long ABS-CBDO CORP KY Y 2 2037-07-18 Floating 11.23858998 N N N N N N Qualtrics 5/24 TLB N/A 74773KAD7 1984962.41000000 PA USD 1981250.53000000 0.431885608590 Long LON CORP US N 2 2030-06-28 Floating 7.35366959 N N N N N N CIFC Funding Ltd N/A 12571HAA4 850000.00000000 PA USD 852391.14000000 0.185809649351 Long ABS-CBDO CORP KY Y 2 2035-04-21 Floating 12.55200840 N N N N N N Regatta XVIII Funding Ltd N/A 75884HAB1 7175322.00000000 PA USD 4466637.95000000 0.973666187177 Long ABS-O CORP KY Y 2 N N N SPIN HOLDCO INC 549300QAS44U2GUXGK45 84850XAK8 2139659.20000000 PA USD 1865076.73000000 0.406561303786 Long LON CORP US N 2 2028-03-04 Floating 9.25602839 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 667000.00000000 PA USD 467911.62000000 0.101998354933 Long DBT CORP FR Y 2 2029-10-15 Fixed 5.50000000 N N N N N N Solenis 6/24 Cov-Lite TLB N/A 68163YAG0 1032901.90000000 PA USD 1032127.22000000 0.224989664761 Long LON CORP US N 2 2031-06-20 Floating 9.09740880 N N N N N N Neuberger Berman CLO Ltd 549300IWMW28G8CR9G28 64131UAL5 2000000.00000000 PA USD 2085638.40000000 0.454640741311 Long ABS-CBDO CORP KY Y 2 2038-07-15 Floating 12.05137080 N N N N N N Johnstone Supply 5/24 TLB N/A 47947BAE2 470298.64000000 PA USD 468788.98000000 0.102189607453 Long LON CORP US N 2 2031-06-09 Floating 8.17395119 N N N N N N APEX GROUP TREASURY LLC 254900N6HRPDDNW7HP03 G0472CAB1 1507504.84000000 PA USD 1507504.84000000 0.328615505923 Long LON CORP US N 2 2028-07-27 Floating 8.96302080 N N N N N N TRUGREEN LP 549300QNRP2MNHR3QM19 89787RAH5 177317.29000000 PA USD 171111.18000000 0.037299904778 Long LON CORP US N 2 2027-11-02 Floating 8.84544119 N N N N N N Instructure/Icon Parent 9/24 TL N/A 45115DAB4 1659676.94000000 PA USD 1646532.30000000 0.358921597083 Long LON CORP US N 2 2031-09-11 Floating 0.00000000 N N N N N N Oak Hill Credit Partners N/A 67113NAA0 1000000.00000000 PA USD 1003858.80000000 0.218827534535 Long ABS-CBDO CORP KY Y 2 2033-04-18 Floating 11.79084960 N N N N N N TRC COS LLC 254900PXZ95ALUX12V67 29280KAB1 2114879.50000000 PA USD 2110924.68000000 0.460152805667 Long LON CORP US N 2 2028-12-08 Floating 8.70991919 N N N N N N TRUGREEN LP 549300QNRP2MNHR3QM19 89787RAK8 125391.85000000 PA USD 105329.15000000 0.022960318930 Long LON CORP US N 2 2028-11-02 Floating 14.01371999 N N N N N N ENDURE DIGITAL INC 549300UTQC2651SB0W88 29279UAB2 654922.86000000 PA USD 576450.00000000 0.125658242257 Long LON CORP US N 2 2028-02-10 Floating 8.80982999 N N N N N N Imperial Bag & Paper/Imperial Dade TL N/A 05550HAN5 3047759.66000000 PA USD 3047393.93000000 0.664290336907 Long LON CORP US N 2 2028-12-11 Floating 8.84544119 N N N N N N Casa Systems T/L (05/23) N/A 14712WAE9 517015.45000000 PA USD 847.39000000 0.000184719469 Long LON CORP US N 2 2027-12-20 Floating 12.26049839 Y Y N N N N Rad CLO Ltd N/A 749985AA5 2300000.00000000 PA USD 2299702.38000000 0.501303770989 Long ABS-CBDO CORP KY Y 2 2032-04-25 Floating 11.78459999 N N N N N N INFINITE BIDCO LLC 549300GLV0VRADA9LI65 45674KAF2 69869.00000000 PA USD 58107.95000000 0.012666741015 Long LON CORP US N 2 2029-03-02 Floating 12.51371879 N N N N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 24086463.81000000 NS USD 24086463.81000000 5.250520781625 Long STIV RF US N 1 N N N Oak Hill Credit Partners N/A 67106KAE7 9091692.00000000 PA USD 4103989.77000000 0.894613827290 Long ABS-O CORP KY Y 2 N N N Trip.com/TripAdvisor 7/24 TLB N/A 89677NAE4 884997.20000000 PA USD 881952.81000000 0.192253690448 Long LON CORP US N 2 2031-07-08 Floating 7.59543839 N N N N N N June Purchaser/Janney Montgomery 9/24 DTL N/A N/A 190179.47000000 PA USD 189228.57000000 0.041249248835 Long LON CORP US N 2 2031-09-11 Floating 0.00000000 N N N N N N ARMOR HOLDCO INC 254900X6HLK0YPTHHF09 04225VAD4 327421.22000000 PA USD 329058.33000000 0.071730230458 Long LON CORP US N 2 2028-12-11 Floating 10.01397960 N N N N N N Jo-Ann Stores Exit TL N/A 63988HAH9 570330.44000000 PA USD 456264.35000000 0.099459408840 Long LON CORP US N 2 2028-04-30 Floating 14.74674120 N N N N N N Baldwin Insurance 5/24 TLB N/A 05825HAE4 1865183.64000000 PA USD 1865183.64000000 0.406584608708 Long LON CORP US N 2 2031-05-26 Floating 8.09543880 N N N N N N DTZ/Cushman 4/24 TLB N/A 23340DAS1 398132.71000000 PA USD 397802.26000000 0.086715470132 Long LON CORP US N 2 2030-01-31 Floating 8.59543919 N N N N N N ICEBOX HOLDCO III INC 254900DLB65AKI8CQ466 45114NAF4 468750.00000000 PA USD 471482.81000000 0.102776825673 Long LON CORP US N 2 2029-12-21 Floating 11.61528120 N N N N N N Sweetwater Sound 8/21 Cov-Lite TLB N/A 87168EAB0 154736.71000000 PA USD 154543.29000000 0.033688330599 Long LON CORP US N 2 2028-08-07 Floating 9.20991959 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620RAH5 10400000.00000000 PA USD 136110.00000000 0.029670124648 Long ABS-O CORP KY Y 3 N N N Southern Veterinary 5/24 TL N/A 84410HAL4 944248.54270000 PA USD 944645.13000000 0.205919761632 Long LON CORP US N 2 2027-10-05 Floating 8.99673839 N N N N N N Anchorage Capital CLO LTD 549300H5Q0HJ2EHSSX26 03329GAC6 1783000.00000000 PA USD 1033605.10000000 0.225311822455 Long ABS-O CORP KY Y 2 N N N New Arclin/ARC Falcon 9/21 Cov-Lite TL N/A 03880YAC8 374537.41000000 PA USD 373975.60000000 0.081521583039 Long LON CORP US N 2 2028-09-30 Floating 8.44544160 N N N N N N Hyperion Insurance/Howden 8/24 TLB N/A G4712JAY8 442378.34000000 PA USD 442457.97000000 0.096449806198 Long LON CORP US N 2 2030-04-18 Floating 8.34544080 N N N N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 44413EAF5 875564.07000000 PA USD 874215.70000000 0.190567105934 Long LON CORP US N 2 2028-03-20 Floating 8.31878999 N N N N N N Neuberger Berman CLO Ltd 549300UMYON6L2REF246 64134WAC8 6500000.00000000 PA USD 5267600.00000000 1.148264995952 Long ABS-O CORP JE Y 2 N N N Wind River CLO Ltd 254900W8N6WOFX1LSH24 97315XAA1 1500000.00000000 PA USD 1404814.35000000 0.306230378904 Long ABS-CBDO CORP KY Y 2 2036-04-18 Floating 12.60084960 N N N N N N Summit Behavioral 4/24 TLB N/A 86602KAF3 1058637.76000000 PA USD 984533.12000000 0.214614799728 Long LON CORP US N 2 2028-11-24 Floating 9.30718079 N N N N N N UST GLOBAL INC 984500398691E4511Z04 90355HAB0 554934.72000000 PA USD 556555.13000000 0.121321431789 Long LON CORP US N 2 2028-11-20 Floating 8.73248040 N N N N N N HEXION HOLDINGS CORP 549300LBB370MUHGLV84 00217XAB2 2078840.86000000 PA USD 2061025.19000000 0.449275397040 Long LON CORP US N 2 2029-03-15 Floating 9.77108040 N N N N N N Tenneco Inc TL B N/A 88037HAP9 1076969.78000000 PA USD 1021387.37000000 0.222648523858 Long LON CORP US N 2 2028-11-17 Floating 10.22841000 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 1319309.66000000 PA USD 1266814.33000000 0.276148255659 Long LON CORP US N 2 2028-02-01 Floating 8.69543999 N N N N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 12547WAC8 3250000.00000000 PA USD 1102908.30000000 0.240418975365 Long ABS-O CORP KY Y 2 N N N Trace3 10/21 Cov-Lite TL N/A 29629LAB9 236156.58000000 PA USD 233499.82000000 0.050899777862 Long LON CORP US N 2 2028-10-08 Floating 9.11527919 N N N N N N CORELOGIC INC 54930086CD8K2UIL0516 21870FBA6 2964376.29000000 PA USD 2930493.47000000 0.638807630128 Long LON CORP US N 2 2028-06-02 Floating 8.45992080 N N N N N N First Advantage 9/24 TLB N/A 78477MAG6 3615989.48000000 PA USD 3597909.53000000 0.784295233484 Long LON CORP US N 2 2031-09-19 Floating 0.00000000 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 883494.50000000 PA USD 882831.88000000 0.192445315725 Long LON CORP US N 2 2027-08-02 Floating 9.95991839 N N N N N N ARES CLO Ltd 5493003FNA8PT0CMDE92 04017LAA4 1699959.00000000 PA USD 817000.30000000 0.178094928652 Long ABS-O CORP KY Y 2 N N N The Knot Worldwide Inc (fka WeddingWire Inc) TL N/A 94847DAH4 1090313.34000000 PA USD 1089637.35000000 0.237526089165 Long LON CORP US N 2 2028-01-31 Floating 9.42692040 N N N N N N VACO HOLDINGS LLC 54930076HTNXBP03T379 91865FAJ8 499540.57000000 PA USD 489240.04000000 0.106647659759 Long LON CORP US N 2 2029-01-21 Floating 9.94543919 N N N N N N ELEMENT MTRL TECH GP HLDG TL N/A 284375LE0 1117990.92000000 PA USD 1118695.25000000 0.243860315269 Long LON CORP US N 2 2029-07-06 Floating 8.35367040 N N N N N N Press Ganey 4/24 TLB N/A 05477JAB7 2065099.71000000 PA USD 2059936.96000000 0.449038177734 Long LON CORP US N 2 2031-04-30 Floating 8.34544080 N N N N N N ARES CLO Ltd N/A 04018DAE3 1525000.00000000 PA USD 1525631.35000000 0.332566838015 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 11.91297960 N N N N N N DG INVESTMENT INTERMEDI N/A 23344MAH1 2104280.16000000 PA USD 2100345.16000000 0.457846614520 Long LON CORP US N 2 2028-03-31 Floating 9.99673920 N N N N N N Cotiviti 2/24 TL N/A 22164MAB3 1213368.63000000 PA USD 1211851.92000000 0.264167199486 Long LON CORP US N 2 2031-05-01 Floating 8.45054999 N N N N N N RVR DEALERSHIP HOLDINGS N/A 75001CAB0 987068.08000000 PA USD 875322.10000000 0.190808286053 Long LON CORP US N 2 2028-02-08 Floating 8.50367160 N N N N N N Magnetite CLO Ltd 549300P6T1S83Z2MDF55 55954XAE7 500000.00000000 PA USD 501458.05000000 0.109311019392 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 11.70137160 N N N N N N Neuberger Berman CLO Ltd 2549008MU2CMQ0UY7J70 64135RAC8 3465000.00000000 PA USD 3280662.00000000 0.715139596429 Long ABS-O CORP JE Y 2 N N N Rockland Park CLO Ltd N/A 77366PAG5 9750000.00000000 PA USD 102047.40000000 0.022244942164 Long ABS-O CORP KY Y 3 N N N Madison Park Funding Ltd N/A 55821BAE6 5000000.00000000 PA USD 1858205.00000000 0.405063360316 Long ABS-O CORP KY Y 2 N N N Benefit Street Partners CLO Lt 5493001ND55H5MJDIQ39 08182AAE0 1100000.00000000 PA USD 1097939.59000000 0.239335864315 Long ABS-CBDO CORP KY Y 2 2032-07-15 Floating 11.91297960 N N N N N N Sundyne 9/24 Cov-Lite TLB N/A 85519WAD6 1132371.70000000 PA USD 1137331.49000000 0.247922761553 Long LON CORP US N 2 2027-03-17 Floating 8.59543919 N N N N N N Formula One 9/24 Cov-Lite TLB1 N/A L2465BAW6 103953.57000000 PA USD 103909.91000000 0.022650943956 Long LON CORP LU N 2 2031-09-10 Floating 0.00000000 N N N N N N Sedgwick CMS 2/23 TLB N/A 81527CAP2 2256966.36000000 PA USD 2251888.19000000 0.490880929336 Long LON CORP US N 2 2031-07-31 Floating 8.25211080 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBF6 278852.92000000 PA USD 259564.66000000 0.056581557685 Long LON CORP US N 2 2027-12-17 Floating 8.45992080 N N N N N N Alliant Insurance 9/24 B6 TLB N/A 01881UAM7 24476.24000000 PA USD 24330.85000000 0.005303793639 Long LON CORP US N 2 2031-09-19 Floating 7.96481999 N N N N N N Galaxy CLO Ltd 3912004FNLYTWOWSZU31 36321FAC6 2000000.00000000 PA USD 1589387.00000000 0.346464700645 Long ABS-O CORP KY Y 2 N N N RR Ltd 254900FV8ZM4T7O1K491 75000LAE5 9780000.00000000 PA USD 7350648.00000000 1.602341065374 Long ABS-O CORP BM Y 2 N N N Chromalloy 3/24 TLB N/A 17110EAB6 1969584.60000000 PA USD 1868288.86000000 0.407261504340 Long LON CORP US N 2 2031-03-27 Floating 9.08156160 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBJ8 58181.52000000 PA USD 55126.99000000 0.012016932369 Long LON CORP US N 2 2028-06-30 Floating 9.94543919 N N N N N N Flexera Software 5/24 TLB N/A 33937KAW4 748419.40000000 PA USD 748292.17000000 0.163117492891 Long LON CORP US N 2 2028-03-03 Floating 8.46086039 N N N N N N Clover CLO N/A 00142QAL5 5500000.00000000 PA USD 4059000.00000000 0.884806670698 Long ABS-O CORP US Y 2 N N N Citco 6/24 TLB N/A 17302JAK3 780061.25000000 PA USD 783961.56000000 0.170892933692 Long LON CORP US N 2 2028-04-27 Floating 7.30820880 N N N N N N ABRA Auto Body/Caliber Collision 7/24 TLB N/A 93369PAL8 968289.70000000 PA USD 966643.61000000 0.210715130405 Long LON CORP US N 2 2031-01-30 Floating 8.00649360 N N N N N N Virgin Media 3/23 TLY N/A G9368PBH6 1109169.52000000 PA USD 1058025.71000000 0.230635182551 Long LON CORP GB N 2 2031-03-31 Floating 8.65621080 N N N N N N Delrin 5/24 Cov-Lite TLB N/A 24968CAD5 676239.11000000 PA USD 676408.17000000 0.147447760761 Long LON CORP US N 2 2030-11-01 Floating 8.70054840 N N N N N N National Intergovernmental Purchasing/Omnia TLB N/A 68218HAE7 2608350.15000000 PA USD 2613462.52000000 0.569699204561 Long LON CORP US N 2 2030-07-25 Floating 8.52921000 N N N N N N Benefit Street Partners CLO Lt N/A 08182PAA5 1000000.00000000 PA USD 997000.50000000 0.217332518622 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 12.15362159 N N N N N N United Air Lines 2/24 TL N/A 90932RAM6 1394469.27000000 PA USD 1394901.56000000 0.304069525808 Long LON CORP US N 2 2031-02-22 Floating 8.03336039 N N N N N N TORRID LLC N/A 89142DAB9 175987.83000000 PA USD 160368.91000000 0.034958236349 Long LON CORP US N 2 2028-06-14 Floating 10.93264920 N N N N N N Gulfside Supply/Gulfeagle Supply 5/24 Cov-Lite TLB N/A 40273UAE9 783277.39000000 PA USD 782298.29000000 0.170530363505 Long LON CORP US N 2 2031-06-17 Floating 8.28577079 N N N N N N Ardonagh 6/24 Cov-Lite TLB N/A Q0500HAB5 2383880.72000000 PA USD 2385382.56000000 0.519980882299 Long LON CORP US N 2 2031-02-15 Floating 8.52430679 N N N N N N Jane Street 1/24 TLB N/A 47077DAH3 377506.79000000 PA USD 377076.43000000 0.082197521711 Long LON CORP US N 2 2028-01-26 Floating 0.00000000 N N N N N N Idera 6/24 TL N/A 45168RAT0 1588614.40000000 PA USD 1555857.17000000 0.339155654759 Long LON CORP US N 2 2028-03-02 Floating 8.74767959 N N N N N N CHG Healthcare 7/24 TLB2 N/A 12541HAV5 1126363.95000000 PA USD 1127456.52000000 0.245770152702 Long LON CORP US N 2 2028-09-29 Floating 8.45992080 N N N N N N CIFC Funding Ltd 254900SVOWCOSOG16T40 12554UAC2 750000.00000000 PA USD 548096.63000000 0.119477594089 Long ABS-O CORP KY Y 2 N N N Elmwood CLO VII Ltd. N/A 29002RAC1 8350000.00000000 PA USD 5300580.00000000 1.155454186393 Long ABS-O CORP KY Y 2 N N N INVESCO CLO 2021-1, Ltd 25490016C8NV86EY2059 46090YAC3 3000000.00000000 PA USD 1556100.00000000 0.339208588389 Long ABS-O CORP KY Y 2 N N N Ineos 1/24 (USD) TL N/A G4768PAQ4 1088364.13000000 PA USD 1088636.22000000 0.237307856471 Long LON CORP US N 2 2031-02-07 Floating 8.59543919 N N N N N N Battalion CLO LTD 549300EOF4JL75TYXX49 07134XAA9 1000000.00000000 PA USD 887595.10000000 0.193483632756 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 12.02298120 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 84857HAY6 112363.03000000 PA USD 113149.57000000 0.024665063888 Long LON CORP US N 2 2027-01-15 Floating 9.75210839 N N N N N N CASTLE US HOLDING CORP 254900VXLMLPIE9ID612 14852DAC5 823467.19000000 PA USD 544221.23000000 0.118632809716 Long LON CORP US N 2 2027-01-29 Floating 9.06878880 N N N N N N TGP Holdings III (Traeger Grills) T/L (6/21) N/A 87251RAK9 386797.34000000 PA USD 363589.50000000 0.079257554815 Long LON CORP US N 2 2028-06-29 Floating 8.19543960 N N N N N N Sixth Street CLO LTD. N/A 83012GAC0 1100000.00000000 PA USD 671990.00000000 0.146484659926 Long ABS-O CORP KY Y 2 N N N Fleet US/Argus 8/24 TLB N/A 33902UAD5 759123.15000000 PA USD 757225.34000000 0.165064802181 Long LON CORP US N 2 2031-02-21 Floating 7.57767959 N N N N N N R&R Ice Cream/Froneri 9/24 TL N/A G3679YAK8 1892590.11000000 PA USD 1884433.05000000 0.410780717695 Long LON CORP US N 2 2031-09-17 Floating 0.00000000 N N N N N N Carroll County 6/24 TLB N/A 14474FAY0 626645.80000000 PA USD 626332.48000000 0.136531942936 Long LON CORP US N 2 2031-06-30 Floating 8.60366879 N N N N N N Creative Artists 3/24 TLB N/A 22526WAR9 1902416.35000000 PA USD 1900380.76000000 0.414257101087 Long LON CORP US N 2 2028-11-27 Floating 11.00000159 N N N N N N Anchorage Capital CLO LTD 549300UNU854VTZYQ112 03329DAA7 1250000.00000000 PA USD 1217136.38000000 0.265319139732 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 12.42298079 N N N N N N Univision 5/24 TLB N/A 914908BG2 261158.88000000 PA USD 255066.04000000 0.055600919847 Long LON CORP US N 2 2029-01-31 Floating 8.45992080 N N N N N N FOUNDATION BUILDING M 549300ZVE6MONHB01I28 35039KAB2 218820.66000000 PA USD 212866.55000000 0.046402006259 Long LON CORP US N 2 2028-01-31 Floating 8.76372120 N N N N N N McAfee/Magenta 8/24 Super Priority TL N/A 55909UAC3 142199.28000000 PA USD 144569.74000000 0.031514232651 Long LON CORP US N 2 2028-07-27 Floating 11.36602079 N N N N N N MH SUB I, LLC N/A 45567YAN5 1636295.96000000 PA USD 1624809.16000000 0.354186248676 Long LON CORP NL N 2 2028-05-03 Floating 9.09543960 N N N N N N MAVENIR SYSTEMS INC 549300Q70CXM8TJLTD42 57767EAE2 477739.05000000 PA USD 311524.08000000 0.067908002972 Long LON CORP US N 2 2028-08-18 Floating 10.07269920 N N N N N N Sixth Street CLO XVI, Ltd. 549300YD05LZSDNMVF16 83012EAB7 8000000.00000000 PA USD 4292000.00000000 0.935597494613 Long ABS-O CORP KY Y 2 N N N Clover CLO N/A 00871QAC2 8339200.00000000 PA USD 6131813.76000000 1.336651815306 Long ABS-O CORP KY Y 2 N N N Carlyle Global Market Strategi N/A 14318AAE5 4000000.00000000 PA USD 2206400.00000000 0.480965123978 Long ABS-O CORP KY Y 2 N N N Oak Hill Credit Partners N/A 67111WAE4 900000.00000000 PA USD 902775.69000000 0.196792794445 Long ABS-CBDO CORP KY Y 2 2037-02-24 Floating 11.52947160 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAH5 461000.00000000 PA USD 478165.04000000 0.104233460725 Long DBT CORP US Y 2 2027-12-15 Fixed 11.25000000 N N N N N N Wilsonart International 7/24 TLB N/A 97246FAM8 989159.88000000 PA USD 977616.38000000 0.213107044692 Long LON CORP US N 2 2031-08-05 Floating 8.85367079 N N N N N N Paint Intermediate/Wesco Group 9/24 Cov-Lite TLB N/A N/A 386234.60000000 PA USD 385269.01000000 0.083983392476 Long LON CORP US N 2 2031-09-11 Floating 0.00000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 01957TAH0 1651048.48000000 PA USD 1634191.28000000 0.356231422946 Long LON CORP US N 2 2028-05-12 Floating 8.69543999 N N N N N N Dave & Buster's 1/24 Cov-Lite TLB N/A 23833EAX2 577264.31000000 PA USD 574620.44000000 0.125259423116 Long LON CORP US N 2 2029-06-29 Floating 7.87500000 N N N N N N Intrawest/Alterra 3/24 TLB3 N/A 46124CAP2 394469.35000000 PA USD 395289.85000000 0.086167798999 Long LON CORP US N 2 2030-05-31 Floating 8.34544080 N N N N N N FORTREA HOLDINGS INC., TL N/A 34965PAD8 65064.66000000 PA USD 64902.00000000 0.014147751303 Long LON CORP US N 2 2030-07-01 Floating 8.49057840 N N N N N N Benefit Street Partners CLO Lt N/A 08186FAA3 1750000.00000000 PA USD 1778127.93000000 0.387607650608 Long ABS-CBDO CORP JE Y 2 2036-01-25 Floating 13.09460039 N N N N N N ARES CLO Ltd N/A 04016NAJ2 6288428.00000000 PA USD 1731204.23000000 0.377378923637 Long ABS-O CORP KY Y 2 N N N Wind River CLO Ltd N/A 88433LAC9 3031000.00000000 PA USD 426195.58000000 0.092904826855 Long ABS-O CORP KY Y 2 N N N BCPE Grill Parent, Inc. (Fogo de Chao) TLB N/A 05553QAB8 1035266.93000000 PA USD 992779.58000000 0.216412415599 Long LON CORP US N 2 2030-09-30 Floating 10.00211039 N N N N N N ThyssenKrupp Elevator 3/24 TLB N/A D9000BAG7 2405794.77000000 PA USD 2409812.45000000 0.525306265309 Long LON CORP US N 2 2030-04-30 Floating 8.58768839 N N N N N N South Field Energy 8/24 TLC N/A 83783XAC0 56207.81000000 PA USD 56394.98000000 0.012293336905 Long LON CORP US N 2 2031-08-29 Floating 8.35367040 N N N N N N Anticimex 4/24 TLB N/A 03703HAB2 151265.95000000 PA USD 151076.87000000 0.032932698291 Long LON CORP SE N 2 2028-11-16 Floating 8.74402919 N N N N N N PELICAN PRODUCTS INC 5493008CRWH2WFODTF44 70468BAC7 477756.18000000 PA USD 437318.90000000 0.095329558990 Long LON CORP US N 2 2028-12-29 Floating 9.11527919 N N N N N N Elmwood CLO 14 Ltd N/A 29003XAE3 10000000.00000000 PA USD 7134000.00000000 1.555114754560 Long ABS-O CORP KY Y 2 N N N Regatta XVI Funding Ltd. 254900XPJFGKL5R4O429 75888QAL5 1400000.00000000 PA USD 1400000.00000000 0.305180916229 Long ABS-CBDO CORP KY Y 2 2033-01-15 Floating 12.21077159 N N N N N N Arcosa 8/24 TL N/A 03965EAF3 1007102.97000000 PA USD 1004585.21000000 0.218985882013 Long LON CORP US N 2 2031-08-12 Floating 0.00000000 N N N N N N SunSource 3/24 TL N/A 12508KAJ6 1747872.65000000 PA USD 1734763.61000000 0.378154819958 Long LON CORP US N 2 2031-03-25 Floating 8.94543840 N N N N N N Madison Park Funding Ltd N/A 55821VAE2 550000.00000000 PA USD 550545.49000000 0.120011412188 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 11.81297880 N N N N N N ILLUMINATE BUYER/HLDG N/A 45232TAA9 750000.00000000 PA USD 757125.00000000 0.165042929429 Long DBT CORP US Y 2 2028-07-01 Fixed 9.00000000 N N N N N N PMHC II INC 549300GYZ1T3S8OPH343 69346EAG2 1168205.60000000 PA USD 1138883.64000000 0.248261109096 Long LON CORP US N 2 2029-04-23 Floating 9.70404120 N N N N N N Air Medical 4/24 PIK TL N/A 00169QAG4 1634743.54000000 PA USD 1622989.73000000 0.353789637738 Long LON CORP US N 2 2028-10-31 Floating 10.46085839 N N N N N N Jo-Ann Inc New Common N/A 47768J200 379111.00000000 NS USD 568666.50000000 0.123961545356 Long EC CORP US N 2 N N N Sound Point CLO LTD 549300G09B8CGBRMLL31 83608DAA1 500000.00000000 PA USD 348843.45000000 0.076043116922 Long ABS-CBDO CORP KY Y 2 2031-01-21 Floating 11.04361920 N N N N N N COHERENT CORP 549300O5C25A0MMHHU33 902104AC2 146000.00000000 PA USD 142611.20000000 0.031087297629 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N Unity-Peace Park CLO, Ltd. N/A 913319AC3 4000000.00000000 PA USD 2822400.00000000 0.615244727119 Long ABS-O CORP JE Y 2 N N N Point Au Roche Park CLO, Ltd 5493000RMLD359CPH591 73052WAC7 5000000.00000000 PA USD 3379000.00000000 0.736575939957 Long ABS-O CORP KY Y 2 N N N SHUTTERFLY FINANCE, LLC, TL N/A 82568TAG3 618565.34010000 PA USD 526665.09000000 0.114805810508 Long LON CORP US N 2 2027-10-01 Floating 9.60366959 N N N N N N CHARGER ACQUISITIONS COR N/A 46589UAE5 435596.74000000 PA USD 436960.16000000 0.095251358560 Long LON CORP US N 2 2028-02-08 Floating 10.50536879 N N N N N N Broadstreet Partners 5/24 TLB4 N/A 11132VAY5 2384488.68000000 PA USD 2374068.46000000 0.517514562725 Long LON CORP US N 2 2031-06-13 Floating 8.09543880 N N N N N N Viasat 5/23 TL N/A 92555WAF2 376199.21000000 PA USD 341871.03000000 0.074523224405 Long LON CORP US N 2 2030-05-30 Floating 9.72524879 N N N N N N Rockland Park CLO Ltd N/A 77366PAE0 9750000.00000000 PA USD 27716.33000000 0.006041782131 Long ABS-O CORP KY Y 3 N N N EAGLEVIEW TECHNOLOGY CO 549300HLIL8HO4PPLG50 27004GAL7 198167.47000000 PA USD 148625.60000000 0.032398354845 Long LON CORP US N 2 2026-08-14 Floating 12.25366919 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAB9 750000.00000000 PA USD 717724.64000000 0.156454188025 Long DBT CORP US Y 2 2027-10-15 Fixed 4.25000000 N N N N N N Asurion 9/24 B12 TLB N/A 04649VBD1 980682.52000000 PA USD 962294.72000000 0.209767131666 Long LON CORP US N 2 2030-09-19 Floating 9.09543960 N N N N N N ARES CLO Ltd 5493003FNA8PT0CMDE92 04019MAC6 2646041.00000000 PA USD 1271687.30000000 0.277210496694 Long ABS-O CORP KY Y 2 N N N Neuberger Berman CLO Ltd 549300Y2YE54ON4DJE28 64134KAA8 1670000.00000000 PA USD 1670531.23000000 0.364153036687 Long ABS-CBDO CORP KY Y 2 2033-04-16 Floating 11.39771880 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082HAC0 1193260.30000000 PA USD 1172497.57000000 0.255588487635 Long LON CORP US N 2 2027-12-28 Floating 8.84316959 N N N N N N Usalco 9/24 Cov-Lite TLB N/A 91732NAL7 1267810.50000000 PA USD 1270980.03000000 0.277056321475 Long LON CORP US N 2 2031-09-30 Floating 0.00000000 N N N N N N AkzoNobel Specialty Chemicals (Starfruit) 4/24 TLB N/A N8232NAJ6 274231.44000000 PA USD 274231.44000000 0.059778715798 Long LON CORP NL N 2 2028-04-03 Floating 8.62841159 N N N N N N Applovin 2/24 TLB N/A 03835EAH7 1435862.27000000 PA USD 1434067.44000000 0.312607153767 Long LON CORP US N 2 2030-08-16 Floating 7.34544000 N N N N N N Global Tel Link 6/24 TL N/A 37959JAG6 945945.95000000 PA USD 911418.92000000 0.198676900767 Long LON CORP US N 2 2029-08-06 Floating 12.34544039 N N N N N N Sixth Street CLO LTD. 254900750L60VUYV0C32 83011UAC0 7500000.00000000 PA USD 5531726.25000000 1.205840918077 Long ABS-O CORP JE Y 2 N N N Dealer Tire 6/24 TLB N/A 24228HAQ1 2016973.30000000 PA USD 2019494.52000000 0.440222277096 Long LON CORP US N 2 2031-07-02 Floating 8.34544080 N N N N N N Hightower 7/24 TLB N/A 43117LAM5 1339458.94000000 PA USD 1338628.48000000 0.291802761441 Long LON CORP US N 2 2028-08-21 Floating 8.74767959 N N N N N N LIFEMILES LTD 254900CGQFLUG99LJ840 G6368CAE9 61073.78000000 PA USD 61035.91000000 0.013304996383 Long LON CORP BM N 2 2026-08-30 Floating 10.56879000 N N N N N N WIDEOPENWEST FINANCE LLC 54930045JY28O5B5WE54 96758DBD4 1480964.45000000 PA USD 1244010.14000000 0.271177253088 Long LON CORP US N 2 2028-12-20 Floating 7.60367160 N N N N N N Neuberger Berman CLO Ltd 5493007YBEOXQIHH3C54 64132EAL0 1500000.00000000 PA USD 1504905.60000000 0.328048907034 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 11.64107880 N N N N N N Benefit Street Partners CLO Lt N/A 08186XAA4 1500000.00000000 PA USD 1501876.50000000 0.327388604524 Long ABS-CBDO CORP KY Y 2 2034-04-25 Floating 12.35621160 N N N N N N GAINWELL ACQUISITION COR N/A 59909TAC8 2467948.70000000 PA USD 2343514.73000000 0.510854266071 Long LON CORP US N 2 2027-10-01 Floating 8.70366959 N N N N N N Formula One 9/24 Cov-Lite B2 Delayed TL N/A L2465BAX4 51976.78710000 PA USD 51954.96000000 0.011325473068 Long LON CORP LU N 2 2031-09-10 Floating 0.00000000 N N N N N N Sound Point CLO LTD 549300Q00FJ0WHHYC788 83608FAH1 250000.00000000 PA USD 213319.33000000 0.046500706127 Long ABS-CBDO CORP KY Y 2 2031-01-26 Floating 11.04081839 N N N N N N First Eagle 2/24 Extended Cov-Lite TLB N/A 05554JAJ6 1282653.55000000 PA USD 1269827.01000000 0.276804978832 Long LON CORP US N 2 2029-03-05 Floating 7.60367160 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBG4 177473.10000000 PA USD 165197.29000000 0.036010757372 Long LON CORP US N 2 2027-12-17 Floating 8.45992080 N N N N N N CAMBREX CORP 4Q9DLX2VIFGJMOYJ4Y35 13201FAU0 247193.55000000 PA USD 245515.11000000 0.053518947298 Long LON CORP US N 2 2026-12-04 Floating 8.44544160 N N N N N N Infinisource/iSolved 4/24 TLB N/A 46488HAD8 518362.90000000 PA USD 519503.30000000 0.113244637913 Long LON CORP US N 2 2030-10-15 Floating 8.34544080 N N N N N N International SOS 6/24 TLB N/A 46033XAE1 211295.39000000 PA USD 211031.27000000 0.046001940236 Long LON CORP US N 2 2028-09-07 Floating 7.35366959 N N N N N N HPS Loan Management Ltd 549300Z5U2GIJ32SH058 40436WAB5 1000000.00000000 PA USD 536457.20000000 0.116940357010 Long ABS-CBDO CORP KY Y 2 2030-05-06 Floating 13.33933920 N N N N N N Windstream 9/24 TLB N/A 97381JAJ2 1917500.93000000 PA USD 1917500.93000000 0.417989064778 Long LON CORP US N 2 2031-09-25 Floating 0.00000000 N N N N N N Bausch + Lomb 9/23 Incremental N/A C0787FAF9 1378928.58000000 PA USD 1376349.98000000 0.300025534249 Long LON CORP CA N 2 2028-09-29 Floating 8.84544119 N N N N N N Recette CLO LLC 549300392I5L5XOJ0016 75620RAC6 10400000.00000000 PA USD 2243280.00000000 0.489004461257 Long ABS-O CORP KY Y 2 N N N Garda World 7/24 TLB N/A C4000KAF1 930696.37000000 PA USD 929533.00000000 0.202625523290 Long LON CORP US N 2 2029-02-01 Floating 8.59650839 N N N N N N Elmwood CLO I Ltd. N/A 29001QAC4 6000000.00000000 PA USD 4270200.00000000 0.930845391775 Long ABS-O CORP KY Y 2 N N N ASP LS ACQUISITION CORP 254900NGHREGOQUFUT53 51809EAE5 720347.14000000 PA USD 289579.55000000 0.063124394564 Long LON CORP US N 2 2029-05-07 Floating 12.36528000 N N N N N N Benefit Street Partners CLO Lt 5493001ND55H5MJDIQ39 08182AAG5 1100000.00000000 PA USD 1100000.00000000 0.239785005609 Long ABS-CBDO CORP KY Y 2 2037-10-15 Floating 0.00000000 N N N N N N ATHENAHEALTH GROUP INC 254900AA3KZN4Q7A5Z33 04686RAB9 3344196.43000000 PA USD 3319817.24000000 0.723674905013 Long LON CORP US N 2 2029-02-15 Floating 8.09543880 N N N N N N VIAD CORP 549300PXU4ZW7LPO5Y40 92553BAL7 1192500.00000000 PA USD 1191009.38000000 0.259623809876 Long LON CORP US N 2 2028-07-30 Floating 9.09543960 N N N N N N Magenta Buyer LLC (McAfee) Third Out TL (8/15/24) N/A 55909UAG4 119506.73000000 PA USD 34955.72000000 0.007619870469 Long LON CORP US N 2 2028-07-27 Floating 11.36602079 N N N N N N HILTON GRAND VAC BOR ESC N/A 43284MAA6 529000.00000000 PA USD 502550.00000000 0.109549049608 Long DBT CORP US Y 2 2029-06-01 Fixed 5.00000000 N N N N N N Les Schwab 4/24 TLB N/A 50220KAC8 182264.57000000 PA USD 182151.57000000 0.039706559303 Long LON CORP US N 2 2031-04-23 Floating 7.84544040 N N N N N N RegionalCare/Lifepoint Health 9/24 TLB N/A 75915TAK8 1792685.74000000 PA USD 1789100.37000000 0.389999492960 Long LON CORP US N 2 2031-05-16 Floating 0.00000000 N N N N N N NGP Midstream 7/24 TLB N/A 62927UAB9 730283.40000000 PA USD 729370.55000000 0.158992837657 Long LON CORP US N 2 2031-07-25 Floating 8.60366879 N N N N N N Autodata/JD Power 7/24 TL N/A 74339NAG1 1997659.86000000 PA USD 1995961.85000000 0.435092475816 Long LON CORP US N 2 2031-07-16 Floating 8.78610959 N N N N N N ALVOGEN PHARMA US INC 549300YDWMG6VTRDT963 02254GAF0 1435355.95000000 PA USD 1273878.41000000 0.277688128806 Long LON CORP US N 2 2025-06-30 Floating 12.44544119 N N N N N N Regatta XXII Funding Ltd. N/A 758969AA7 1350000.00000000 PA USD 1352763.45000000 0.294883992223 Long ABS-CBDO CORP KY Y 2 2035-07-20 Floating 12.47200920 N N N N N N Conservice 7/24 TLB N/A 20848PAH1 1534929.73000000 PA USD 1536234.42000000 0.334878162742 Long LON CORP US N 2 2027-05-13 Floating 8.34544080 N N N N N N Casa Rights N/A N/A 59949.00000000 NC USD 0.60000000 0.000000130791 Long DE CORP US N 3 N/A N/A Call Purchased Casa Rights Casa Rights 1.00000000 0.00000000 USD N/A XXXX 0.00000000 N N N ARES CLO Ltd 549300X38KZ67Q2FQG11 04016KAC3 2343500.00000000 PA USD 827489.85000000 0.180381507567 Long ABS-O CORP KY Y 2 N N N UPLAND SOFTWARE INC 549300NS277POYJ63W89 91544BAC1 557407.41000000 PA USD 540222.54000000 0.117761149803 Long LON CORP US N 2 2026-08-06 Floating 8.69543999 N N N N N N ARES CLO Ltd N/A 04018GAC0 3500000.00000000 PA USD 2301950.00000000 0.501793721511 Long ABS-O CORP KY Y 2 N N N Arcis Golf 12/23 Cov-Lite TLB N/A 03958MAE7 564211.91000000 PA USD 565385.47000000 0.123246325541 Long LON CORP US N 2 2028-11-24 Floating 8.70991919 N N N N N N Gogo 4/21 TLB N/A 38046JAB0 895443.91000000 PA USD 841341.19000000 0.183400910875 Long LON CORP US N 2 2028-04-30 Floating 8.70991919 N N N N N N Oak Hill Credit Partners N/A 67114DAA1 1000000.00000000 PA USD 1002901.20000000 0.218618790788 Long ABS-CBDO CORP KY Y 2 2035-07-19 Floating 11.79107999 N N N N N N Ballyrock Ltd N/A 05876AAC1 4200000.00000000 PA USD 2597700.00000000 0.566263190064 Long ABS-O CORP JE Y 2 N N N Starwood Property 6/24 TLB N/A 85570DAJ1 470967.02000000 PA USD 471555.73000000 0.102792721239 Long LON CORP US N 2 2027-11-18 Floating 7.59543839 N N N N N N Apidos CLO Ltd 549300EW146C7Q4UV387 03766JAC0 1300000.00000000 PA USD 249639.00000000 0.054417899104 Long ABS-O CORP KY Y 2 N N N Sabert 6/24 TLB N/A 78516EAD4 946862.69000000 PA USD 949826.37000000 0.207049201325 Long LON CORP US N 2 2026-12-10 Floating 8.03439000 N N N N N N Tectum Holdings/Truck Hero 1/21 Cov-Lite TLB N/A 89778PAG2 997416.02000000 PA USD 979671.99000000 0.213555139652 Long LON CORP US N 2 2028-01-31 Floating 8.45992080 N N N N N N Wyndham Destinations 12/23 TLB N/A 98309GAE6 752978.31000000 PA USD 754107.78000000 0.164385216597 Long LON CORP US N 2 2029-12-14 Floating 8.26990920 N N N N N N Tallgrass Energy 2/24 TL N/A 73955HAD6 1393047.99000000 PA USD 1389565.37000000 0.302906309127 Long LON CORP US N 2 2029-08-01 Floating 9.59544000 N N N N N N Usalco 9/24 Delayed TL N/A 91732NAM5 130622.90000000 PA USD 130949.46000000 0.028545197273 Long LON CORP US N 2 2031-09-30 Floating 0.00000000 N N N N N N Regatta XIX Funding Ltd N/A 75888CAA0 750000.00000000 PA USD 750621.98000000 0.163625359713 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 12.16200959 N N N N N N Entain/GVC Holdings 4/24 (USD) TL N/A 36270BAC6 739951.75000000 PA USD 739640.97000000 0.161231649218 Long LON CORP US N 2 2029-10-31 Floating 8.01398159 N N N N N N Rockland Park CLO Ltd N/A 77366PAC4 9750000.00000000 PA USD 6116175.00000000 1.333242778802 Long ABS-O CORP KY Y 2 N N N Alpha Generation 9/24 Cov-Lite TLB N/A 02072UAC6 2420066.15000000 PA USD 2419630.54000000 0.527446475096 Long LON CORP US N 2 2031-09-30 Floating 7.59543839 N N N N N N Regatta XII Funding Ltd. 2549001ZYXDVCT6R4I31 75888LAN2 500000.00000000 PA USD 506486.85000000 0.110407229243 Long ABS-CBDO CORP KY Y 2 2032-10-15 Floating 11.91297960 N N N N N N KKR APPLE BIDCO, LLC, TL N/A 48254EAF8 526079.13000000 PA USD 526994.51000000 0.114877619578 Long LON CORP US N 2 2028-09-22 Floating 8.34544080 N N N N N N Generate CLO Ltd. N/A 37149UAA5 1630000.00000000 PA USD 1625948.15000000 0.354434532971 Long ABS-CBDO CORP KY Y 2 2037-10-22 Floating 11.28265919 N N N N N N Lasership, Inc. (ASP LS Acquisition Corp.) N/A 51809EAF2 496250.00000000 PA USD 347375.00000000 0.075723014839 Long LON CORP US N 2 2027-09-29 Floating 12.35366999 N N N N N N Fairbanks Morse 7/24 TL N/A 03960DAG8 505066.14000000 PA USD 505606.56000000 0.110215338023 Long LON CORP US N 2 2028-06-23 Floating 9.65434680 N N N N N N Waterbridge 6/24 TLB N/A 94120XAF2 783852.07000000 PA USD 756135.06000000 0.164827136003 Long LON CORP US N 2 2029-06-27 Floating 9.39317040 N N N N N N Arsenal WGH/WCG 6/24 TL N/A 23343FAD6 527298.83000000 PA USD 526971.90000000 0.114872690906 Long LON CORP US N 2 2027-01-08 Floating 8.74674000 N N N N N N Fertitta Entertainment, LLC TLB 1L N/A 31556PAB3 209685.58000000 PA USD 209002.01000000 0.045559589218 Long LON CORP US N 2 2029-01-27 Floating 8.84651039 N N N N N N CIFC Funding Ltd N/A 12554YAA8 2500000.00000000 PA USD 1851750.00000000 0.403656258306 Long ABS-O CORP KY Y 2 N N N Hyperion Insurance/Howden 2/24 (USD) TLB N/A G4712JAU6 3024357.97000000 PA USD 3024690.65000000 0.659341331342 Long LON CORP US N 2 2031-02-15 Floating 8.34544080 N N N N N N Catalent Pharma 12/23 Add-on TLB4 N/A 14880BAJ0 975921.75000000 PA USD 975921.75000000 0.212737638452 Long LON CORP US N 2 2028-02-22 Floating 7.91990999 N N N N N N HUNTER US BIDCO INC 549300KXGY77REE4ZR63 12509YAE6 474010.67000000 PA USD 470455.59000000 0.102552905715 Long LON CORP US N 2 2028-08-19 Floating 8.95367159 N N N N N N OHA Credit Partners Ltd N/A 67110BAC5 13537295.00000000 PA USD 8286178.27000000 1.806273911773 Long ABS-O CORP KY Y 2 N N N Apidos CLO Ltd 5493000BLHDFQUOR8F12 037977AA3 500000.00000000 PA USD 513689.70000000 0.111977352359 Long ABS-CBDO CORP JE Y 2 2036-04-26 Floating 13.67921160 N N N N N N Benefit Street Partners CLO Lt 549300VHDAICRAGZNJ35 08181RAA2 2000000.00000000 PA USD 2012314.60000000 0.438657152407 Long ABS-CBDO CORP JE Y 2 2035-10-20 Floating 12.87200880 N N N N N N Osmosis Debt Merger Sub, Inc. TLB 1L N/A 00132UAG9 2431719.21000000 PA USD 2428047.31000000 0.529281216225 Long LON CORP US N 2 2028-07-31 Floating 8.70054840 N N N N N N LA Fitness 1/24 TLB N/A 33818XAM2 982258.93000000 PA USD 978575.46000000 0.213316111059 Long LON CORP US N 2 2029-02-12 Floating 10.50534719 N N N N N N Anchor Packaging 7/19 Cov-Lite TLB N/A 03306UAG3 540208.96000000 PA USD 541224.55000000 0.117979574325 Long LON CORP US N 2 2029-07-18 Floating 8.59543919 N N N N N N 19TH HOLDINGS GOLF LLC 549300INS30LLUJP0S18 68250XAB7 1735467.59000000 PA USD 1700758.24000000 0.370742112834 Long LON CORP US N 2 2029-02-07 Floating 8.51249160 N N N N N N Groundworks 3/24 Delayed TL N/A 39954EAC7 275697.25000000 PA USD 273714.99000000 0.059666136738 Long LON CORP US N 2 2031-03-14 Floating 1.79262720 N N N N N N RegionalCare/Lifepoint Health 4/24 TLB N/A 75915TAH5 1832188.42000000 PA USD 1828524.04000000 0.398593315625 Long LON CORP US N 2 2028-11-16 Floating 10.05404040 N N N N N N Convergint 9/24 Delayed TL N/A 23344MAK4 359075.82000000 PA USD 357506.66000000 0.077931578612 Long LON CORP US N 2 2028-03-31 Floating 0.00000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAM5 400000.00000000 PA USD 417405.00000000 0.090988600242 Long DBT CORP US Y 2 2029-06-15 Fixed 8.50000000 N N N N N N LTR INTERMEDIATE HOLDING 549300J0IFHJE2TQGX07 50219UAB1 361704.94000000 PA USD 349045.27000000 0.076087110931 Long LON CORP US N 2 2028-05-05 Floating 9.45992159 N N N N N N Parexel International 7/24 TLB N/A 71911KAD6 543695.94000000 PA USD 543592.64000000 0.118495785665 Long LON CORP US N 2 2028-11-15 Floating 7.84544040 N N N N N N Carlyle Global Market Strategi N/A 14317WAC2 8740000.00000000 PA USD 6025356.00000000 1.313445474779 Long ABS-O CORP KY Y 2 N N N Plusgrade 9/24 TLB N/A C6902LAD8 662435.73000000 PA USD 662435.73000000 0.144401959303 Long LON CORP US N 2 2031-03-03 Floating 8.60366879 N N N N N N Brightspring Health/ResCare 2/24 Cov-Lite TL N/A 71913BAJ1 1991512.90000000 PA USD 1985179.89000000 0.432742155508 Long LON CORP US N 2 2031-02-21 Floating 8.09543880 N N N N N N Rad CLO Ltd N/A 48662MAA7 2000000.00000000 PA USD 1968033.20000000 0.429004410819 Long ABS-CBDO CORP KY Y 2 2034-04-23 Floating 11.39460120 N N N N N N Neuberger Berman CLO Ltd 254900P6M7LX99MHDX34 640982AE4 4600000.00000000 PA USD 4135400.00000000 0.901460829269 Long ABS-O CORP JE Y 2 N N N Carlyle Global Market Strategi N/A 14316UAC7 1000000.00000000 PA USD 641000.00000000 0.139729262359 Long ABS-O CORP KY Y 2 N N N Gentiva Health/Kindred at Home 6/24 TLB N/A 12568YAG9 230082.69000000 PA USD 231808.31000000 0.050531051739 Long LON CORP US N 2 2028-02-11 Floating 9.85393080 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 N8137FAB6 2489931.14000000 PA USD 2465031.83000000 0.537343337439 Long LON CORP US N 2 2029-02-26 Floating 8.57130839 N N N N N N Madison Park Funding Ltd N/A 55820XAA7 1500000.00000000 PA USD 1499075.85000000 0.326778101000 Long ABS-CBDO CORP KY Y 2 2030-04-20 Floating 10.54361880 N N N N N N McDermott International/Lummus 1/24 TL N/A 45232UAF5 2010569.09000000 PA USD 2014168.01000000 0.439061170523 Long LON CORP US N 2 2029-12-31 Floating 8.45992080 N N N N N N Waterbridge 4/24 TLB N/A 94120YAD5 423969.17000000 PA USD 422777.82000000 0.092159801763 Long LON CORP US N 2 2029-05-10 Floating 9.60283079 N N N N N N Rockpoint Gas Storage 9/24 TLB N/A 77381HAB5 1166462.17000000 PA USD 1160629.86000000 0.253001488627 Long LON CORP US N 2 2031-09-12 Floating 0.00000000 N N N N N N II-VI/Coherent 3/24 TLB N/A 45173JAR5 614199.54000000 PA USD 613622.19000000 0.133761272973 Long LON CORP US N 2 2029-07-02 Floating 7.34544000 N N N N N N Ryan 11/23 Delayed TL N/A 78350LBB0 160276.95000000 PA USD 158406.52000000 0.034530462078 Long LON CORP US N 2 2030-11-14 Floating 0.00000000 N N N N N N Dryden Senior Loan Fund N/A 262485AC9 1750000.00000000 PA USD 863450.00000000 0.188220330084 Long ABS-O CORP KY Y 2 N N N CIFC Funding Ltd N/A 12570BAA8 2000000.00000000 PA USD 2002035.60000000 0.436416470523 Long ABS-CBDO CORP KY Y 2 2035-04-17 Floating 11.68576919 N N N N N N Aimco N/A 00901GAC8 1812000.00000000 PA USD 1486746.00000000 0.324090361772 Long ABS-O CORP KY Y 2 N N N Oak Hill Credit Partners N/A 67707FAG6 1000000.00000000 PA USD 1002456.20000000 0.218521786854 Long ABS-CBDO CORP KY Y 2 2034-04-21 Floating 11.90361960 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBA7 1104602.51000000 PA USD 1018653.39000000 0.222052553486 Long LON CORP US N 2 2029-01-20 Floating 10.20992040 N N N N N N DG INVESTMENT INTERMEDI N/A 23344MAF5 292803.97000000 PA USD 273130.47000000 0.059538719346 Long LON CORP US N 2 2029-03-30 Floating 11.70992159 N N N N N N Belfor USA Group TL B N/A 07768YAM4 1291993.88000000 PA USD 1296037.82000000 0.282518578125 Long LON CORP US N 2 2030-11-01 Floating 8.59543919 N N N N N N Regatta XXVII Funding Ltd. 213800A3LAH3GG226R43 758973AC5 6000000.00000000 PA USD 5420400.00000000 1.181573313094 Long ABS-O CORP JE Y 2 N N N White Cap 6/24 TLB N/A 96350TAH3 3430165.46000000 PA USD 3403581.68000000 0.741934411118 Long LON CORP US N 2 2029-10-19 Floating 8.09543880 N N N N N N Generate CLO Ltd. 549300TKWX739FHPEQ97 98625VAC4 7008000.00000000 PA USD 3323193.60000000 0.724410905469 Long ABS-O CORP KY Y 2 N N N Generate CLO Ltd. 549300OPJWALMOKFT505 37147WAC9 8000000.00000000 PA USD 6660000.00000000 1.451789215779 Long ABS-O CORP KY Y 2 N N N Amer Sports TLB N/A 02351YAB2 586245.00000000 PA USD 586977.81000000 0.127953161330 Long LON CORP US N 2 2031-02-17 Floating 7.84553040 N N N N N N ALM Loan Funding N/A 00166DAC5 5000000.00000000 PA USD 578900.00000000 0.126192308861 Long ABS-O CORP KY Y 2 N N N Shackleton CLO LTD 549300HOHPZON6E4VH77 81880YAG5 1000000.00000000 PA USD 1006762.30000000 0.219460457957 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 12.86362080 N N N N N N ZACAPA SARL 213800VIVQIJLORBU468 L9901EAE7 3062104.08000000 PA USD 3066421.65000000 0.668438120496 Long LON CORP LU N 2 2029-03-22 Floating 8.60366879 N N N N N N WINDSTREAM SERVICES LLC 549300KT9GVEBYCD2N29 97381JAE3 1407563.99000000 PA USD 1405213.36000000 0.306317357645 Long LON CORP US N 2 2027-09-21 Floating 11.19543840 N N N N N N DCERT BUYER INC 549300EF826JEEUCHZ67 24022KAJ8 156626.51000000 PA USD 133580.49000000 0.029118725949 Long LON CORP US N 2 2029-02-19 Floating 11.84544000 N N N N N N Sivantos/WS Audiology 3/24 TL N/A N/A 950172.74000000 PA USD 950172.74000000 0.207124705264 Long LON CORP US N 2 2029-02-28 Floating 9.56383920 N N N N N N Oaktree CLO Ltd N/A 67401WAE3 2000000.00000000 PA USD 2000000.00000000 0.435972737471 Long ABS-CBDO CORP KY Y 2 2037-10-15 Floating 11.59580880 N N N N N N Action Enviro/Interstate Waste Sv 9/23 Cov-Lite TL N/A 00507JAF3 1066267.75000000 PA USD 1066267.75000000 0.232431834922 Long LON CORP US N 2 2030-10-24 Floating 8.60366879 N N N N N N Dave & Buster's 9/24 TLB N/A 23833EAY0 1010606.08000000 PA USD 1000500.02000000 0.218095366279 Long LON CORP US N 2 2031-09-29 Floating 0.00000000 N N N N N N Blackhawk Network 2/24 TL N/A 09238FAL5 2310756.00000000 PA USD 2319213.37000000 0.505556900849 Long LON CORP US N 2 2029-03-12 Floating 9.84543840 N N N N N N CORNERSTONE BUILDING 549300IW41QEWQ6T0H29 72431HAD2 1362874.80000000 PA USD 1332782.52000000 0.290528421849 Long LON CORP US N 2 2028-04-12 Floating 8.44651080 N N N N N N Apidos CLO Ltd 549300EW146C7Q4UV387 03766JAA4 375000.00000000 PA USD 375508.39000000 0.081855710365 Long ABS-CBDO CORP KY Y 2 2030-07-17 Floating 11.94738120 N N N N N N Drake Software/Taxwell 6/24 TLB N/A 23344UAF7 2187776.16000000 PA USD 2100265.11000000 0.457829164711 Long LON CORP US N 2 2031-06-26 Floating 9.09543960 N N N N N N RLG HOLDINGS LLC 254900Y6CDN3X5BPSO77 74970AAB4 1627353.36000000 PA USD 1582601.14000000 0.344985475665 Long LON CORP US N 2 2028-07-07 Floating 9.20991959 N N N N N N CLYDESDALE ACQUISITION HOLDINGS, INC. N/A 18972FAC6 2258467.23000000 PA USD 2245661.72000000 0.489523643751 Long LON CORP US N 2 2029-04-13 Floating 8.02044000 N N N N N N Knowlton Development/KDC 5/24 (USD) TLB N/A C4879HAF6 719623.74000000 PA USD 719508.60000000 0.156843066988 Long LON CORP US N 2 2028-08-15 Floating 9.35287920 N N N N N N CIFC Funding Ltd N/A 12556CAE6 700000.00000000 PA USD 703741.85000000 0.153406130408 Long ABS-CBDO CORP KY Y 2 2037-07-16 Floating 11.57815080 N N N N N N CIFC Funding Ltd 635400OB7ZCBUWDQNV87 12552BAE2 3000000.00000000 PA USD 898581.90000000 0.195878605392 Long ABS-O CORP KY Y 2 N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 03328UAJ1 1750000.00000000 PA USD 527800.00000000 0.115053205418 Long ABS-O CORP KY Y 2 N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 1244672.45000000 PA USD 1226176.62000000 0.267289788822 Long LON CORP US N 2 2027-07-31 Floating 8.20991880 N N N N N N Magenta Buyer LLC (McAfee) Second Out TL (8/15/24) N/A 55909UAF6 378437.97000000 PA USD 259230.01000000 0.056508608547 Long LON CORP US N 2 2028-07-27 Floating 12.11601960 N N N N N N Generation Bridge Northeast LLC TL N/A 37147YAB7 762727.37000000 PA USD 762727.37000000 0.166264169721 Long LON CORP US N 2 2029-08-22 Floating 8.74674000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 727000.00000000 PA USD 686869.60000000 0.149728209898 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N South Field Energy 8/24 TLB N/A 83783XAB2 916431.68000000 PA USD 919483.40000000 0.200434847478 Long LON CORP US N 2 2031-08-29 Floating 8.35367040 N N N N N N CIFC Funding Ltd N/A 12567YAA3 2500000.00000000 PA USD 1996000.00000000 0.435100791996 Long ABS-O CORP KY Y 2 N N N Groundworks 3/24 Cov-Lite TL N/A 39954EAB9 1494210.18000000 PA USD 1483466.81000000 0.323375543051 Long LON CORP US N 2 2031-03-14 Floating 8.59592160 N N N N N N United Pacific 6/24 TLB N/A 03834XAP8 713266.91000000 PA USD 715050.08000000 0.155871170403 Long LON CORP US N 2 2031-07-09 Floating 8.86799880 N N N N N N Tectum Holdings/Truck Hero 9/23 Incremental TL N/A 89778PAH0 172439.18000000 PA USD 171199.34000000 0.037319122456 Long LON CORP US N 2 2028-01-31 Floating 9.95991839 N N N N N N Madison Park Funding Ltd N/A 55819UAC2 1740000.00000000 PA USD 362646.45000000 0.079051982770 Long ABS-O CORP KY Y 2 N N N Carlyle Global Market Strategi N/A 14318HAC4 4534341.00000000 PA USD 4269535.49000000 0.930700537653 Long ABS-O CORP KY Y 2 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78571YBH2 62205.61000000 PA USD 58188.37000000 0.012684271478 Long LON CORP US N 2 2028-06-30 Floating 9.19544040 N N N N N N AIMBRIDGE ACQUISITION CO 549300SPGKLVE9WYCQ20 00900YAE6 242430.64000000 PA USD 236597.76000000 0.051575086553 Long LON CORP US N 2 2026-02-02 Floating 9.70992000 N N N N N N Anchorage Capital CLO LTD 549300AYL7KYENHY1C67 03331QAE6 1750000.00000000 PA USD 747600.00000000 0.162966609266 Long ABS-O CORP KY Y 2 N N N Achilles/OneDigital Health 6/24 TL N/A 68277FAM1 4107392.13000000 PA USD 4068043.31000000 0.886777989006 Long LON CORP US N 2 2031-07-02 Floating 8.09543880 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422LAU4 419880.32000000 PA USD 420669.70000000 0.091700260340 Long LON CORP US N 2 2030-05-17 Floating 8.59552919 N N N N N N Sharp 3/24 TL N/A 81989LAE8 670832.24000000 PA USD 669993.70000000 0.146049493738 Long LON CORP US N 2 2028-12-31 Floating 8.35367040 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 1197000.00000000 PA USD 960353.10000000 0.209343884973 Long DBT CORP LU Y 2 2029-08-15 Fixed 5.75000000 N N N N N N CARESTREAM 10/22 EQUITY N/A N/A 872.84000000 NS USD 1745.68000000 0.000380534444 Long EC CORP US N 2 N N N Regatta XIX Funding Ltd N/A 75888CAE2 10017000.00000000 PA USD 8285060.70000000 1.806030296747 Long ABS-O CORP KY Y 2 N N N Apidos CLO Ltd 25490046M6DC4604K633 03770XAE9 9000000.00000000 PA USD 8353800.00000000 1.821014527144 Long ABS-O CORP JE Y 2 N N N New Fortress Energy 10/23 Cov-Lite TL N/A 64439HAB5 936482.04000000 PA USD 844510.14000000 0.184091698779 Long LON CORP US N 2 2028-10-30 Floating 10.25210880 N N N N N N Nyack Park CLO, Ltd. N/A 67080QAC8 1000000.00000000 PA USD 690800.00000000 0.150584983522 Long ABS-O CORP KY Y 2 N N N ASP LS ACQUISITION CORP N/A 51809EAB1 1546547.17000000 PA USD 963885.52000000 0.210113904381 Long LON CORP US N 2 2028-05-07 Floating 9.36528120 N N N N N N Focus Financial Partners 9/24 B8 TLB N/A 34416DBB3 2711587.99000000 PA USD 2702612.63000000 0.589132713312 Long LON CORP US N 2 2031-09-11 Floating 8.09543880 N N N N N N Madison Park Funding Ltd N/A 55819AAN2 1000000.00000000 PA USD 900261.80000000 0.196244800693 Long ABS-CBDO CORP KY Y 2 2030-07-21 Floating 13.02361920 N N N N N N Invesco CLO LTD N/A 46091AAC4 500000.00000000 PA USD 73620.70000000 0.016048309056 Long ABS-O CORP KY Y 3 N N N Ahead 7/24 TLB3 N/A 00866HAH8 960679.92000000 PA USD 961227.51000000 0.209534494433 Long LON CORP US N 2 2031-02-01 Floating 8.10366840 N N N N N N Univar/Windsor 9/24 TLB N/A 97360BAF2 1338055.08000000 PA USD 1342122.77000000 0.292564469029 Long LON CORP US N 2 2030-08-01 Floating 8.46086039 N N N N N N CIFC Funding Ltd 254900SVOWCOSOG16T40 12554UAE8 2750000.00000000 PA USD 2760742.88000000 0.601804315424 Long ABS-CBDO CORP KY Y 2 2034-10-16 Floating 12.34771920 N N N N N N Truist Insurance 3/24 TLB N/A 89788VAB8 2662111.88000000 PA USD 2655456.60000000 0.578853341569 Long LON CORP US N 2 2031-05-06 Floating 7.85367000 N N N N N N CIFC Funding Ltd N/A 12547KAA8 1000000.00000000 PA USD 716788.50000000 0.156250122266 Long ABS-O CORP KY Y 2 N N N COVETRUS INC 5493009S30DUFCF75V87 22304EAC0 1729097.03000000 PA USD 1635086.02000000 0.356426464070 Long LON CORP US N 2 2029-10-13 Floating 9.60366959 N N N N N N Elmwood CLO VII Ltd. N/A 29002RAJ6 2000000.00000000 PA USD 1933560.00000000 0.421489723132 Long ABS-CBDO CORP KY Y 2 2034-01-17 Floating 12.78577080 N N N N N N CIFC Funding Ltd 5493001TP5YQV9X08Z14 12548NAQ6 500000.00000000 PA USD 496469.45000000 0.108223572593 Long ABS-CBDO CORP KY Y 2 2031-01-22 Floating 11.54361960 N N N N N N MLN US HOLDCO LLC 549300QKU7NPW6O86862 55292HAJ2 128761.41000000 PA USD 11186.79000000 0.002438567729 Long LON CORP US N 2 2027-10-18 Floating 12.07920960 N N N N N N Styrolution/Ineos Quattro 11/23 Cov-Lite TLB N/A G4770MAL8 658452.19000000 PA USD 658043.95000000 0.143444611128 Long LON CORP US N 2 2029-04-02 Floating 9.19544040 N N N N N N Madison Park Funding Ltd N/A 55821WAA8 1500000.00000000 PA USD 1505590.05000000 0.328198107804 Long ABS-CBDO CORP KY Y 2 2033-04-19 Floating 11.79107999 N N N N N N TRITON WATER HOLDINGS IN 5493005IYCEL7QJFZZ63 89678QAB2 120124.83000000 PA USD 119867.76000000 0.026129537730 Long LON CORP US N 2 2028-03-31 Floating 8.11527839 N N N N N N Perficient/Plano 8/24 TLB N/A 72712EAB3 755604.90000000 PA USD 755604.90000000 0.164711568349 Long LON CORP US N 2 2031-10-02 Floating 0.00000000 N N N N N N ASCENSUS HOLDINGS INC N/A 03836BAB5 1483505.51000000 PA USD 1480731.35000000 0.322779250059 Long LON CORP US N 2 2028-08-02 Floating 8.45992080 N N N N N N Amentum/Amazon Holdco 7/24 TLB N/A 02351XAB4 3568223.41000000 PA USD 3554842.57000000 0.774907223261 Long LON CORP US N 2 2031-09-29 Floating 7.10528039 N N N N N N Apex Group 7/24 TLB N/A G0472CAJ4 110126.97000000 PA USD 110264.63000000 0.024036186293 Long LON CORP US N 2 2028-07-27 Floating 9.07557839 N N N N N N NielsenIQ 6/24 TL N/A 45674PAN4 1897417.94000000 PA USD 1887930.85000000 0.411543190415 Long LON CORP US N 2 2028-03-06 Floating 9.59544000 N N N N N N Neuberger Berman CLO Ltd 2549000I5N6JRKAGRP48 64135YAA7 1875000.00000000 PA USD 1875000.00000000 0.408724441379 Long ABS-CBDO CORP KY Y 2 2038-10-24 Floating 0.00000000 N N N N N N AkzoNobel Specialty Chem (Starfruit) 4/24 Inc TLB N/A N8232NAK3 392662.36000000 PA USD 392988.27000000 0.085666085933 Long LON CORP NL N 2 2028-04-03 Floating 8.82088919 N N N N N N ClubCorp Holdings 10/23 Cov-Lite TLB2 N/A 18948TAF0 887376.01000000 PA USD 887855.19000000 0.193540328831 Long LON CORP US N 2 2026-09-18 Floating 9.86528159 N N N N N N Chamberlain/Chariot Buyer 1/24 Incremental TL N/A 15963CAD8 1042178.52000000 PA USD 1039197.89000000 0.226530974438 Long LON CORP US N 2 2028-11-03 Floating 8.34544080 N N N N N N Transdigm, Inc. 11/23 TLJ N/A 89364MCA0 1082856.08000000 PA USD 1078308.08000000 0.235056462737 Long LON CORP US N 2 2031-02-28 Floating 7.10367120 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 F6628DAN4 1711712.09000000 PA USD 1278785.87000000 0.278757888191 Long LON CORP FR N 2 2028-08-15 Floating 10.80137160 N N N N N N Staples 5/24 Cov-Lite TLB N/A 855031AU4 271727.79000000 PA USD 246544.06000000 0.053743244372 Long LON CORP US N 2 2029-09-04 Floating 10.68864119 N N N N N N Brand Energy/BrandSafway 4/24 TLB N/A 10524MAS6 1898139.23000000 PA USD 1842979.30000000 0.401744365262 Long LON CORP US N 2 2030-08-01 Floating 9.74768040 N N N N N N 2024-10-30 XAI OCTAGON FLOATING RATE & ALTERNATIVE INCOME TRUST Derek Mullins Derek Mullins Principle Financial Officer