NPORT-P/A false 0000809707-20-000018 0000809707 XXXXXXXX S000006853 C000128879 C000018519 C000018520 C000018517 Franklin Investors Securities Trust 811-04986 0000809707 549300XUGIR9DEQFV548 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Floating Rate Daily Access Fund S000006853 NDVQZJLQKYEB9K3LB498 2020-10-31 2020-04-30 N 1545206256.38 57337786.63 1487868469.75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 50462748.84000000 0.00000000 0.00000000 0.0000000 USD N ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.81488% 10/25/2022 Term Loan 5493008YQUVFPVW2VW35 000000000 15430072.51100000 PA USD 12729809.82000000 0.855573599334 Long LON CORP AU N 2 2022-10-25 Floating 5.50000000 N N N N N N Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan 549300DNGHXL0OMHW304 05604XAP1 3900000.00000000 PA USD 3383250.00000000 0.227389051437 Long LON CORP US N 2 2024-04-03 Floating 5.23425000 N N N N N N INFOR US INC LAWSON 6.5% 02/01/2022 Tranche B-6 Term Loan N/A 45672LAE5 4877429.31000000 PA USD 4808330.77000000 0.323169074938 Long LON CORP US N 2 2022-02-01 Floating 3.75000000 N N N N N N Octagon Investment Partners 38 Ltd FRN 07/20/2030 2018-1A A3A 144A N/A 67591YAE9 3484000.00000000 PA USD 3285053.15000000 0.220789217379 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.80525000 N N N N N N FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO N/A 30252KAH0 13405114.89000000 PA USD 13345061.85000000 0.896924837196 Long LON CORP US N 3 2021-05-15 Floating 9.50000000 N N N N N N DONCASTERS US FINANCE LLC 6.5% 03/06/2024 Term Loan B N/A 000000000 12106985.75000000 PA USD 10381740.28000000 0.697759277185 Long LON CORP US N 2 2024-03-06 Floating 8.50000000 N N N N N N RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC 6.5% 06/01/2023 Term Loan B 5493008YG7V0FQCJQI74 78249LAB6 10512434.23000000 PA USD 9681951.93000000 0.650726332793 Long LON CORP US N 2 2023-06-01 Floating 3.82200000 N N N N N N TIBCO SOFTWARE INC 6.5% 07/31/2026 Term B-3 Loans 04EEB871XLHVNY4RZJ65 88632NAP5 19745147.95000000 PA USD 18622142.66000000 1.251598715787 Long LON CORP US N 2 2026-07-31 Floating 4.74000000 N N N N N N IQVIA Inc 4.302% 03/07/2024 TERM B-1 DOLLAR LOANS 549300PLWY28YB00C717 44969CBF6 8470833.33000000 PA USD 8187060.41000000 0.550254311886 Long LON CORP US N 2 2024-03-07 Floating 2.73938000 N N N N N N Knowlton Development Corp 6.5% 12/21/2025 Initial Term Loan N/A C4953EAD7 2995727.03000000 PA USD 2703643.64000000 0.181712543478 Long LON CORP US N 2 2025-12-21 Floating 4.73938000 N N N N N N JO-ANN STORES INC 6.55069% 10/23/2023 INITIAL LOANS 549300GM65RR2EMGLI48 47759DAB1 6594024.38000000 PA USD 2103493.78000000 0.141376326117 Long LON CORP US N 2 2023-10-23 Floating 6.00000000 N N N N N N HERTZ CORP 4.55% 06/30/2023 Tranche B-1 Term Loan 549300PD0C69OJ0NLB27 42804VAS0 6379526.19000000 PA USD 4019101.50000000 0.270124784664 Long LON CORP US N 2 2023-06-30 Floating 3.74000000 N N N N N N GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan 549300YI0BNF11FDQE44 37959JAE1 7895149.41000000 PA USD 6381909.81000000 0.428929703112 Long LON CORP US N 2 2026-11-29 Floating 9.70013000 N N N N N N Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan N/A 01881UAE5 8342588.83000000 PA USD 7839430.61000000 0.526890028882 Long LON CORP US N 2 2025-05-10 Floating 3.98938000 N N N N N N Athenahealth Inc (VVC Holding Corp) 6.5% 02/11/2026 Term B Loans N/A 04685YAK5 4244332.49000000 PA USD 3963145.46000000 0.266363965671 Long LON CORP US N 2 2026-02-11 Floating 5.28413000 N N N N N N MISSION BROADCASTING INC 6.5% 1/17/24 Term B-3 Loan N/A 605024AQ1 2050625.17000000 PA USD 1938866.10000000 0.130311659895 Long LON CORP US N 2 2024-01-17 Floating 3.23450000 N N N N N N REALOGY GROUP LLC 6.5% 02/08/2023 Initial Term A Loan LF6PBYTYG3BDVEF4FI12 75606FAD8 947532.46000000 PA USD 846462.02000000 0.056890917255 Long LON CORP US N 2 2023-02-08 Floating 3.24288000 N N N N N N WEX INC 6.5% 05/17/2026 Term B-3 Loan T9M5IGROL1TL1G5OV478 96208UAP6 4090414.71000000 PA USD 3876944.15000000 0.260570354760 Long LON CORP US N 2 2026-05-17 Floating 3.23938000 N N N N N N U S TREASURY NOTE N/A 9128283Q1 735926.29000000 PA USD 735926.29000000 0.049461784086 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 735926.28702304 USD 750645.33481743 USD UST N N N AXALTA COATING SYSTEMS U.S. HOLDINGS INC 4.052% 06/01/2024 Term B-3 Dollar Loan 549300NZ43V4QV4UGN28 90347BAH1 8062105.83000000 PA USD 7872646.34000000 0.529122466135 Long LON CORP US N 2 2024-06-01 Floating 3.20013000 N N N N N N U S TREASURY NOTE N/A 912796TD1 522590.91000000 PA USD 522590.91000000 0.035123461557 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 522590.91470846 USD 533043.10371997 USD UST N N N HARSCO CORP 6.5% 12/10/2024 Term Loan B-2 KAO98FK89NPNNPQGUZ43 41587CAP3 8514574.31000000 PA USD 8301709.95000000 0.557959935221 Long LON CORP US N 2 2024-12-10 Floating 3.25000000 N N N N N N LEGALZOOM.COM INC 6.8055% 11/21/2024 2018 Term Loans 5493000L8EBF74Y9JZ48 52471BAJ5 8334939.82000000 PA USD 7772331.38000000 0.522380273392 Long LON CORP US N 2 2024-11-21 Floating 5.48938000 N N N N N N U S TREASURY NOTE N/A 9128285H9 1345153.28000000 PA USD 1345153.28000000 0.090408077551 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 1345153.28068744 USD 1372057.30053067 USD UST N N N UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan N/A 91759UAP0 253503.82000000 PA USD 35067.94000000 0.002356924735 Long LON CORP US N 2 2022-05-20 Floating 8.56138000 N N N N N N OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan IH5EFCAY91O8SVS0VX92 69138EAU3 48336.87000000 PA USD 43744.87000000 0.002940103301 Long LON CORP US N 2 2023-01-04 Floating 4.73938000 N N N N N N ASURION LLC 6.5% 11/03/2023 Replacement B-6 Term Loans 549300KNQVXGIOXWK278 04649VAV2 9185168.55000000 PA USD 8813931.59000000 0.592386475632 Long LON CORP US N 2 2023-11-03 Floating 3.98938000 N N N N N N XPO LOGISTICS INC 6.5% 02/24/2025 Refinanced Term Loan 54930096DB9LCLPN7H13 98379EAE6 10200000.00000000 PA USD 9919500.00000000 0.666691996078 Long LON CORP US N 2 2025-02-24 Floating 3.61325000 N N N N N N NUTRACEUTICAL INTERNATIONAL CORP 4.89525% 08/22/2023 Term Loans N/A 67077YAD4 4992981.59000000 PA USD 4375100.12000000 0.294051538086 Long LON CORP US N 2 2023-08-22 Floating 4.25000000 N N N N N N Dcert Buyer Inc 6.5% 10/16/2026 Initial Term Loans N/A 24022KAB5 7862168.67000000 PA USD 7462511.05000000 0.501557174019 Long LON CORP US N 2 2026-10-16 Floating 4.98938000 N N N N N N Univar Solutions USA Inc/Washington 6.5% 07/01/2024 Term B-3 Loans 5493008FTB9VZW6CVA82 91335PAE9 8306000.78000000 PA USD 8056820.76000000 0.541500873484 Long LON CORP US N 2 2024-07-01 Floating 3.70013000 N N N N N N REMINGTON OUTDOOR CO INC COM USD .01 N/A 75959V104 1808932.00000000 NS USD 904466.00000000 0.060789378791 Long EC CORP US N 2 N N N ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan NQ0NIXPGW4YKG4MWM571 02208HAB4 9753088.60000000 PA USD 9277625.53000000 0.623551457580 Long LON CORP US N 2 2025-10-01 Floating 2.98938000 N N N N N N NEXSTAR BROADCASTING INC 6.5% 10/26/2025 Term B-3 Loan 5493006PK6I4I2OOT688 65336RAU2 7971063.15000000 PA USD 7536640.21000000 0.506539412806 Long LON CORP US N 2 2025-10-26 Floating 3.19088000 N N N N N N LCM Xxiv Ltd FRN 03/20/2030 24A A 144A N/A 50188YAA2 17000000.00000000 PA USD 16557920.95000000 1.112861875000 Long ABS-CBDO CORP KY N 2 2030-03-20 Floating 2.44525000 N N N N N N EQUINOX HOLDINGS INC 6.5% 03/08/2024 Term B-1 Loans 549300W05QKLNGQIIA73 29446CAP9 5183208.06000000 PA USD 4141704.60000000 0.278364968692 Long LON CORP US N 2 2024-03-08 Floating 4.07200000 N N N N N N Samson Resources II LLC COM USD NPV N/A 000000000 432778.00000000 NS USD 7140837.00000000 0.479937383255 Long EC CORP US N 2 N N N Perforce Software Inc 6.5% 07/08/2026 New Term Loans N/A 71376GAF8 5685251.25000000 PA USD 5287283.66000000 0.355359614609 Long LON CORP US N 2 2026-07-08 Floating 4.73938000 N N N N N N FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK N/A 30252KAF4 49349194.09000000 PA USD 43109853.59000000 2.897423694800 Long LON CORP US N 3 2022-05-15 Floating 12.00000000 N N Y N N N AMERICAN AIRLINES INC 6.5% 12/14/2023 2017 Class B Term Loan IWUQB36BXD6OWD6X4T14 02376CBA2 2000000.00000000 PA USD 1547142.00000000 0.103983788315 Long LON CORP US N 2 2023-12-14 Floating 2.81400000 N N N N N N BOYD GAMING CORP 4.45363% 09/15/2023 Refinancing Term B Loans 254900787YGRYS2A1Z35 10330JAU2 9727378.81000000 PA USD 9149815.69000000 0.614961327296 Long LON CORP US N 2 2023-09-15 Floating 2.41875000 N N N N N N FFRMT- Franklin Floating Rate Income Fund OEMF USD NPV TIS A/C# 20794 N/A 000000000 6837494.66600000 NS USD 48477837.18000000 3.258207171239 Long EC RF US N 1 N N N B&G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan 549300TRW1LZMDJZAQ78 05508TAU6 1989697.32000000 PA USD 1940368.74000000 0.130412652694 Long LON CORP US N 2 2026-10-10 Floating 3.48938000 N N N N N N COMMSCOPE INC 6.5% 04/04/2026 Initial Term Loans 549300Z6K4JXMFE8QY54 20337EAQ4 13949331.09000000 PA USD 13248377.20000000 0.890426638466 Long LON CORP US N 2 2026-04-04 Floating 4.23938000 N N N N N N Finastra USA Inc 5.48419% 06/13/2024 DOLLAR TERM LOAN 549300ZB2RO6QC7YTK71 02034DAC1 9828938.62000000 PA USD 8592133.79000000 0.577479391806 Long LON CORP US N 2 2024-06-13 Floating 5.27713000 N N N N N N UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien) N/A 91759UAM7 30608607.02000000 PA USD 8468391.48000000 0.569162641199 Long LON CORP US N 2 2021-05-21 Floating 5.31138000 N N N N N N AIR CANADA 3.40775% 10/06/2023 Term Loans 4B4HI3CGXMBDC0G6BM51 C0102MAK1 3345050.70000000 PA USD 3052358.76000000 0.205149771102 Long LON CORP CA N 2 2023-10-06 Floating 2.46825000 N N N N N N Aventiv Technologies LLC 6.37688% 11/01/2024 INITIAL TERM LOAN N/A 78410QAB8 8886363.64000000 PA USD 7464545.46000000 0.501693907207 Long LON CORP US N 2 2024-11-01 Floating 5.50000000 N N N N N N KENAN ADVANTAGE GROUP INC/THE 6.5% 07/29/2022 Initial Canadian Term Loan 549300GVUXCXDWYPIY65 48853UAZ3 701310.23000000 PA USD 588516.40000000 0.039554329698 Long LON CORP US N 2 2022-07-29 Floating 4.00000000 N N N N N N KENAN ADVANTAGE GROUP INC/THE 6.5% 07/31/2022 Initial US Term Loans 549300GVUXCXDWYPIY65 48853UAY6 2949141.59000000 PA USD 2474822.30000000 0.166333405829 Long LON CORP US N 2 2022-07-31 Floating 4.00000000 N N N N N N GRAY TELEVISION INC 4.34025% 02/07/2024 Term B-2 Loan 529900TM5726KDN7UU35 389376AX2 26687490.77000000 PA USD 25561598.91000000 1.718001250090 Long LON CORP US N 2 2024-02-07 Floating 3.24288000 N N N N N N Cushman & Wakefield US Borrower LLC 6.5% 08/21/2025 Replacement Term Loan N/A 23340DAP7 2000000.00000000 PA USD 1862142.00000000 0.125155014563 Long LON CORP GB N 2 2025-08-21 Floating 3.73938000 N N N N N N BOYD GAMING CORP 3.98625% 09/15/2021 TERM A LOANS 254900787YGRYS2A1Z35 10330JAS7 4159947.97000000 PA USD 4055949.27000000 0.272601332205 Long LON CORP US N 2 2021-09-15 Floating 2.16875000 N N N N N N LCM XVI LP FRN 10/15/2031 144A 2016A BR2 549300RB1XGNK3FHRH35 50181GBG4 6399083.00000000 PA USD 5934286.82000000 0.398844853604 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 2.96888000 N N N N N N Wand NewCo3 Inc (Caliber Collision) 6.5% 02/05/2026 Initial Term Loan 549300Y3VZEWMSQW8494 93369PAF1 3473793.75000000 PA USD 3145954.46000000 0.211440360755 Long LON CORP US N 2 2026-02-05 Floating 4.07200000 N N N N N N Resideo Funding Inc 6.5% 10/25/2023 Tranche A Term Loan 5493000IFJ6XJKH66598 76090LAC8 16312500.00000000 PA USD 16230937.50000000 1.090885238177 Long LON CORP US N 2 2023-10-25 Floating 3.71000000 N N N N N N AIR MEDICAL GROUP HOLDINGS INC 6.50% 03/14/2025 2018 NEW TERM LOANS N/A 00169QAD1 4814596.21000000 PA USD 4337147.15000000 0.291500709785 Long LON CORP US N 2 2025-03-14 Floating 5.86325000 N N N N N N EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance 549300KDKPYR8NXXKI52 26844HAE7 5412541.13000000 PA USD 5242554.86000000 0.352353381134 Long LON CORP US N 2 2023-06-28 Floating 4.57511000 N N N N N N ZAYO GROUP HOLDINGS INC 6.5% 03/9/2027 Initial Dollar Term Loan 529900Z6OTS7RT0V0I47 98919XAB7 5899900.00000000 PA USD 5558814.98000000 0.373609300352 Long LON CORP US N 2 2027-03-09 Floating 3.98938000 N N N N N N NPC INTERNATIONAL INC 9.756% 04/20/2025 Second Lien Initial Term Loan *DEFAULT* 549300VENVGR7A6TZR37 62936DAS9 8228426.31000000 PA USD 215996.19000000 0.014517156213 Long LON CORP US N 2 2025-04-20 Floating 9.27713000 Y N N N N N AI Convoy US Borrower LLC 6.5% 01/15/2027 Facility B Loan (USD) N/A 00135BAC7 3668000.00000000 PA USD 3489185.00000000 0.234508968429 Long LON CORP US N 2 2027-01-15 Floating 6.50000000 N N N N N N Phoenix Guarantor Inc 6.5% 03/05/2026 Tranche B-1 Term Loan N/A 71913BAE2 4939027.16000000 PA USD 4642685.53000000 0.312036018263 Long LON CORP US N 2 2026-03-05 Floating 4.07880000 N N N N N N PITNEY BOWES INC 6.5% 01/07/2025 Incremental Tranche B Term Loans 549300N2O26NW4ST6W55 72448FAR6 7001118.17000000 PA USD 6067638.08000000 0.407807424067 Long LON CORP US N 2 2025-01-07 Floating 6.49000000 N N N N N N Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans 549300V3UCT773B1KR38 12769LAB5 16419861.20000000 PA USD 13881629.80000000 0.932987698995 Long LON CORP US N 2 2024-12-22 Floating 3.73938000 N N N N N N Reynolds Consumer Products LLC 6.5% 2/4/2027 Initial Term Loans 549300DWNZYMOSR1X343 76171JAB7 1629333.33000000 PA USD 1573470.01000000 0.105753300240 Long LON CORP US N 2 2027-02-04 Floating 3.50113000 N N N N N N Quest Software US Holdings Inc 6.02628% 05/18/2025 Term Loans 54930052G52L5K3UK623 74834YAH5 1920252.54000000 PA USD 1771432.97000000 0.119058438700 Long LON CORP US N 2 2025-05-18 Floating 6.02628000 N N N N N N NEUSTAR INC 6.5% 08/08/2024 TLB5 N/A 64127UAY3 8200305.07000000 PA USD 6734500.54000000 0.452627411422 Long LON CORP US N 2 2024-08-08 Floating 5.57295000 N N N N N N Champ Acquisition Corp 6.5% 12/21/2025 Initial Term Loan N/A 15807EAC6 3080279.90000000 PA USD 2764551.21000000 0.185806156001 Long LON CORP US N 2 2025-12-21 Floating 6.57200000 N N N N N N JBS USA LUX SA 6.5% 05/01/2026 New Term Loans P77IMDGVZE8EFBTF2M92 46611VAU9 33479554.70000000 PA USD 32490869.97000000 2.183719235307 Long LON CORP LU N 2 2026-05-01 Floating 3.07200000 N N N N N N Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-2 Loan (CAD) 549300L1RCRPOAUCB870 26812CAF3 2908830.19000000 PA USD 2573101.74000000 0.172938790781 Long LON CORP US N 2 2026-04-04 Floating 4.95013000 N N N N N N LINEAGE LOGISTICS LLC 6.5% 02/27/2025 Term Loans 5493003V5XTRX1K1PV14 53566NAD6 2294147.58000000 PA USD 2223531.42000000 0.149444084958 Long LON CORP US N 2 2025-02-27 Floating 4.00000000 N N N N N N T-MOBILE USA INC 6.5% 04/01/2027 Term Loan B 549300V2JRLO5DIFGE82 000000000 3531732.82000000 PA USD 3513742.17000000 0.236159461769 Long LON CORP US N 2 2027-04-01 Floating 6.50000000 N N N N N N GENESEE & WYOMING INC 6.5% 12/30/2026 Initial Term Loan G617XSG94Z7G0RMW3L02 55316HAB1 1871746.84000000 PA USD 1830216.52000000 0.123009295324 Long LON CORP US N 2 2026-12-30 Floating 3.45013000 N N N N N N eResearch Technology Inc 6.5% 03/31/2026 Initial Term Loan N/A 29481PAH4 4709586.10000000 PA USD 4467485.12000000 0.300260756298 Long LON CORP US N 2 2027-02-04 Floating 5.50000000 N N N N N N Voya CLO 2018-4 Ltd FRN 01/15/2032 2018-4A C1 144A N/A 92917WAG3 3000000.00000000 PA USD 2781652.08000000 0.186955509613 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 3.76888000 N N N N N N NATIONAL MENTOR HOLDINGS INC 6.5% 03/08/2026 Initial Term Loans 5493004QULJVJP3CNZ62 63689EAJ4 11147616.99500000 PA USD 10645974.23000000 0.715518504924 Long LON CORP US N 2 2026-03-08 Floating 5.12274000 N N N N N N Arconic Corp 6.5% 02/04/2027 Initial Term Loans 549300B4YFWH3U74B152 03966BAB7 2098000.00000000 PA USD 2087510.00000000 0.140302052395 Long LON CORP US N 2 2027-02-04 Floating 3.70000000 N N N N N N BJ'S WHOLESALE CLUB INC 6.5% 02/03/2024 Tranche B Term Loans 549300H2XDOGOSR9L398 09179FAU6 2000000.00000000 PA USD 1952500.00000000 0.131227997615 Long LON CORP US N 2 2024-02-03 Floating 6.50000000 N N N N N N GENTIVA HEALTH SERVICES INC 6.5% 07/02/2025 Term B Loans 549300STP29LPEN7S547 37249UAU0 6500000.00000000 PA USD 6158750.00000000 0.413931078264 Long LON CORP US N 2 2025-07-02 Floating 4.25000000 N N N N N N Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A N/A 92917WAE8 14285714.00000000 PA USD 13635813.16000000 0.916466303119 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 3.06888000 N N N N N N GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan 549300YI0BNF11FDQE44 37959JAB7 11511930.22000000 PA USD 10092923.65000000 0.678347841573 Long LON CORP US N 2 2025-11-29 Floating 5.70013000 N N N N N N MALLINCKRODT INTERNATIONAL FINANCE SA/MALLINCKRODT CB LLC 5.20299% 09/24/2024 2017 Term B Loans N/A L6232UAF4 2155191.15000000 PA USD 1537881.90000000 0.103361414753 Long LON CORP LU N 2 2024-09-24 Floating 4.20013000 N N N N N N Stars Group Holdings BV / Stars Group US Co-Borrower LLC 6.5% 07/10/2025 USD Term Loan N/A N8233BAC6 9519280.88000000 PA USD 9433017.16000000 0.633995366645 Long LON CORP NL N 2 2025-07-10 Floating 4.95013000 N N N N N N HYLAND SOFTWARE INC 5.14525% 07/01/2024 Term Loans N/A 44908XAT5 5013537.92000000 PA USD 4831170.48000000 0.324704137376 Long LON CORP US N 2 2024-07-01 Floating 4.23938000 N N N N N N FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans 549300KTQCELOBO6BF21 31659HAQ4 74275432.79000000 PA USD 18940235.36000000 1.272977803151 Long LON CORP US N 2 2022-04-11 Floating 7.02713000 N N N N N N ASCENA RETAIL GROUP INC 6.4375% 08/21/2022 TRANCHE B TERM LOAN 549300315OFTD1VN3V49 04349TAF5 13993628.94000000 PA USD 3314740.86000000 0.222784535554 Long LON CORP US N 2 2022-08-21 Floating 5.50000000 N N N N N N ASURION LLC 6.5% 08/04/2022 AM No. 14 Replacement B-4 Term Loans 549300KNQVXGIOXWK278 04649VAT7 6528119.52000000 PA USD 6314323.61000000 0.424387218250 Long LON CORP US N 2 2022-08-04 Floating 3.98938000 N N N N N N WIDEOPENWEST FINANCE LLC 4.88938% 08/19/2023 Term B Loan 54930045JY28O5B5WE54 96758DBA0 3910973.47000000 PA USD 3671426.34000000 0.246757453003 Long LON CORP US N 2 2023-08-19 Floating 4.25000000 N N N N N N WESTJET AIRLINES LTD 6.5% 12/11/2026 Initial Term Loan N/A C4927UAB8 8155478.07000000 PA USD 6695647.50000000 0.450016089199 Long LON CORP CA N 2 2026-12-11 Floating 4.00000000 N N N N N N Univar Solutions USA Inc/Washington 2.25% 07/01/2026 Term B-5 Loans 5493008FTB9VZW6CVA82 91335PAH2 1144995.29000000 PA USD 1100149.26000000 0.073941298062 Long LON CORP US N 2 2026-07-01 Floating 3.45013000 N N N N N N IQVIA Inc. 6.5% 07/11/2025 Term B-3 Dollar Loans 549300PLWY28YB00C717 44969CBJ8 8646000.00000000 PA USD 8352036.00000000 0.561342361223 Long LON CORP US N 2 2025-06-11 Floating 3.20013000 N N N N N N Sunshine Luxembourg VII Sarl 6.5% 07/17/26 Facility B1 Commitments 254900CHQOBZNYV4DY60 L8908YAB4 7820400.00000000 PA USD 7198029.11000000 0.483781278812 Long LON CORP LU N 2 2026-09-25 Floating 5.32200000 N N N N N N NATIONAL MENTOR HOLDINGS INC 6.5% 03/08/2026 Initial Term C Loans 5493004QULJVJP3CNZ62 63689EAK1 506281.32500000 PA USD 483498.67000000 0.032496062644 Long LON CORP US N 2 2026-03-08 Floating 5.46000000 N N N N N N IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO N/A 457756500 89608583.98400000 NS USD 89608583.98000000 6.022614619628 Long EC RF US N 1 N N N BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A B N/A 09629TAG3 10330510.00000000 PA USD 9579265.50000000 0.643824752977 Long ABS-CBDO CORP KY N 2 2030-07-30 Floating 2.46013000 N N N N N N GINNIE MAE N/A 3617N3VR4 62341.03000000 PA USD 62341.03000000 0.004189955716 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 62341.02689291 USD 63587.84795028 USD ADAS N N N NAVISTAR INC 5.89% 11/06/2024 Tranche B Term Loan 4EW4JDYTYMZ6D6T42H76 63937YAE1 32366496.92000000 PA USD 29561389.73000000 1.986828159277 Long LON CORP US N 2 2024-11-06 Floating 4.22000000 N N N N N N Berry Global Inc 6.5% 07/01/2026 Term Y Loans 549300AP2Q7ERHX6RI89 08579JBF8 21649327.55000000 PA USD 20757786.59000000 1.395135861269 Long LON CORP US N 2 2026-07-01 Floating 2.82888000 N N N N N N AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans XN8R4HH1TVC1XOCL5P21 05377JAR3 18972534.47000000 PA USD 13242829.06000000 0.890053746634 Long LON CORP US N 2 2027-08-06 Floating 2.74000000 N N N N N N Dryden 40 Senior Loan Fund FRN 08/15/2031 2015-40A CR 144A 549300BH0PFEW6WVTN52 26244GAJ4 2000000.00000000 PA USD 1809798.70000000 0.121637008700 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 3.79175000 N N N N N N Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953 N/A 000000000 13585836.67000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N BI - LO, LLC (Southeastern Grocers) 6.5% 05/30/2022 FILO Loan (ABL) N/A 088612AP1 23968750.00000000 PA USD 22650468.75000000 1.522343487378 Long LON CORP US N 2 2022-05-31 Floating 6.86325000 N N N N N N 99 CENTS ONLY STORES 8.80431% 01/13/2022 First Lien Term Loan (PIK) 549300I645G0USPS4266 65441MAG6 39856807.25000000 PA USD 29504001.57000000 1.982971087152 Long LON CORP US N 2 2022-01-13 Floating 7.79527000 N N Y N N N Idera Inc 6.5% 06/29/2024 Initial Term Loans 549300VQ6S3PWR8NUC48 45168RAJ2 1974301.45000000 PA USD 1786742.81000000 0.120087416752 Long LON CORP US N 2 2024-06-29 Floating 5.08000000 N N N N N N Vistra Operations Co LLC 6.5% 12/31/2025 2018 Incremental Term Loans 549300ZH5GKBTJZ7NM23 88233FAK6 704937.32000000 PA USD 685331.60000000 0.046061302724 Long LON CORP US N 2 2025-12-31 Floating 2.69329000 N N N N N N Clarios Global LP (Power Solutions) 6.5% 04/30/2026 Initial Dollar Term Loan N/A C8000CAB9 13231908.82000000 PA USD 12024497.14000000 0.808169363386 Long LON CORP US N 2 2026-04-30 Floating 4.44088000 N N N N N N Banijay Group US Holding Inc 6.5% 02/03/2025 Facility B (USD) Loan 5493008PW5N0VVCH7279 000000000 4259000.00000000 PA USD 3950222.50000000 0.265495410401 Long LON CORP US N 2 2025-02-03 Floating 6.50000000 N N N N N N STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans XQM2JINI1UL7642TU573 855031AQ3 3994324.64000000 PA USD 3210438.43000000 0.215774343987 Long LON CORP US N 2 2026-04-12 Floating 6.01625000 N N N N N N Valeant Pharmaceuticals International 6.50% 06/02/2025 Inital Term Loans B3BS7ACMDUWISF18KY76 C9413PAZ6 22514784.74000000 PA USD 21829952.53000000 1.467196393621 Long LON CORP CA N 2 2025-06-02 Floating 3.71825000 N N N N N N West Corporation 6.52617% 10/10/2024 Term B Loans 5493005Z5DB0O5S30R71 68162RAC5 4819122.95000000 PA USD 3799579.66000000 0.255370668661 Long LON CORP US N 2 2024-10-10 Floating 5.45013000 N N N N N N STRIKE LLC 10.59065% 11/30/2022 Term Loan 549300XB7FOQC80GU015 86333DAB4 16419351.34000000 PA USD 13956448.64000000 0.938016291342 Long LON CORP US N 2 2022-11-30 Floating 9.07764000 N N N N N N Change Healthcare Holdings LLC 6.5% 03/01/2024 Term Loan 549300GHXFJ3EKF50583 15911AAC7 2000000.00000000 PA USD 1935416.00000000 0.130079777839 Long LON CORP US N 2 2024-03-01 Floating 6.50000000 N N N N N N INFORMATICA LLC 6.5% 02/25/2027 Dollar 2020 Term Loan 5493007SV33RZV7RPS40 45673YAA4 5370000.00000000 PA USD 5067937.50000000 0.340617306101 Long LON CORP US N 2 2027-02-25 Floating 4.24288000 N N N N N N Go Daddy Operating Co LLC 6.5% 02/15/2024 Tranche B-2 Term Loan 5493005GJOH8HLL11157 38017BAN6 8869334.76000000 PA USD 8629126.57000000 0.579965685505 Long LON CORP US N 2 2024-02-15 Floating 2.73938000 N N N N N N Appvion Operations Inc COM USD NPV 549300KG8GQ03SX7CT73 000000000 1219956.25000000 NS USD 22625485.51000000 1.520664357770 Long EC CORP US Y 3 N N N CERIDIAN HCM HOLDING INC 6.5% 04/30/2025 Initial Term Loans 549300T64GVCHFJ8L449 15677GAF1 1895189.87000000 PA USD 1798061.39000000 0.120848141254 Long LON CORP US N 2 2025-04-30 Floating 3.48938000 N N N N N N TI GROUP AUTOMOTIVE SYSTEMS LLC 4.37688% 06/30/2022 INITIAL US TERM LOAN 549300VLRJU586QFQP25 87247EAQ2 17286479.95000000 PA USD 16119642.55000000 1.083405077648 Long LON CORP US N 2 2022-06-30 Floating 3.48938000 N N N N N N 24 HOUR FITNESS WORLDWIDE INC 6.50% 05/30/2025 Term Loan N/A 90187DAP2 25531904.29000000 PA USD 6969418.38000000 0.468416296312 Long LON CORP US N 2 2025-05-30 Floating 4.95013000 N N N N N N US Anesthesia Partners Inc 6.5% 06/23/2024 First Lien Term Loan 549300J001GMNRO7SQ51 90350HAF6 797948.69000000 PA USD 686235.87000000 0.046122078930 Long LON CORP US N 2 2024-06-23 Floating 4.00000000 N N N N N N ELDORADO RESORTS INC 4.28725% 04/17/2024 Initial Term Loan 5299000BKFWWVND5L441 28470YAB3 8108850.62000000 PA USD 7762537.83000000 0.521722046526 Long LON CORP US N 2 2024-04-17 Floating 3.25000000 N N N N N N 1011778 BC ULC 6.5% 11/19/2026 Term B-4 Loan 549300RHSHNRWI5LLA86 C6901LAH0 3000000.00000000 PA USD 2836251.00000000 0.190625116242 Long LON CORP CA N 2 2026-11-19 Floating 2.73938000 N N N N N N U S TREASURY NOTE N/A 912828Y87 14002783.61000000 PA USD 14002783.61000000 0.941130475891 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 14002783.61441880 USD 14286390.27770400 USD UST N N N MILLENNIUM CORPORATE CLAIM TRUST ESRW USD NPV REF SM 574953 N/A 000000000 13585836.67000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N VENTIA PTY LTD 6.5% 05/21/2026 Term B Loans 549300DFPWYJ2KFSLN90 Q5642FAE1 18906519.50000000 PA USD 17393997.94000000 1.169054811876 Long LON CORP AU N 2 2026-05-21 Floating 4.95013000 N N N N N N ASURION LLC 6.5% 08/04/2025 Second Lien Replacement B-2 Term Loans 549300KNQVXGIOXWK278 04649VAU4 169002.55000000 PA USD 163016.99000000 0.010956411357 Long LON CORP US N 2 2025-08-04 Floating 7.48938000 N N N N N N EMERSON PARK CLO LTD 4.055% 07/15/2025 144A 2013-1A C2R 549300RLH7MFII51JS63 29108QBE1 2519731.44000000 PA USD 2519029.64000000 0.169304591851 Long ABS-CBDO CORP KY N 2 2025-07-15 Fixed 4.05500000 N N N N N N CSM BAKERY SUPPLIES LLC 10.16% 07/03/2021 Second Lien Term Loan 5493001EXHLY7Q2ERI31 60001PAD9 15995244.22000000 PA USD 12263025.90000000 0.824200939083 Long LON CORP US N 2 2021-07-03 Floating 9.10000000 N N N N N N Madison Park Funding XI Ltd FRN 07/23/2029 2013-11A CR 144A N/A 55818KAT8 2040000.00000000 PA USD 1882955.21000000 0.126553875445 Long ABS-CBDO CORP KY N 2 2029-07-23 Floating 3.24300000 N N N N N N Adient US LLC 6.5% 05/06/2024 Initial Term Loans 213800SOTRCDGZUHL712 00687MAB7 11427076.51000000 PA USD 10373637.18000000 0.697214665873 Long LON CORP US N 2 2024-05-06 Floating 5.52355000 N N N N N N Verscend Holding Corp 6.5% 07/27/2025 Term B Loans N/A 92531HAB3 3491139.24000000 PA USD 3309491.77000000 0.222431742945 Long LON CORP US N 2 2025-07-27 Floating 5.48938000 N N N N N N GENERAL NUTRITION CTRS INC 9.35% 12/31/2022 FILO Term Loan (ABL) 549300Z75YN8DOM1XD09 37047QAR0 7778686.48200000 PA USD 6973040.14000000 0.468659715678 Long LON CORP US N 2 2022-12-31 Floating 7.99000000 N N N N N N LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN 5493000JSMHPHZURLM72 53627MAC7 17571904.19000000 PA USD 16561519.70000000 1.113103747859 Long LON CORP CA N 2 2023-03-22 Floating 2.73938000 N N N N N N Galaxy XXV CLO Ltd FRN 10/15/2031 2018-25A B 144A N/A 36319XAC1 4000000.00000000 PA USD 3753337.00000000 0.252262688289 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 2.64138000 N N N N N N ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK 5493008YQUVFPVW2VW35 000000000 21096262.00000000 PA USD 15426641.59000000 1.036828315381 Long DBT CORP AU N 3 2023-10-26 Fixed 0.00000000 N N N N N N MICHAELS STORES INC 6.5% 01/28/2023 2018 New Replacement Term B Loan BV4WJ23XIGNG4UDYEK73 594088AQ9 9250790.21000000 PA USD 7631901.92000000 0.512941975393 Long LON CORP US N 2 2023-01-28 Floating 3.53388000 N N N N N N Amentum Government Services Holdings LLC 6.5% 01/31/2027 Initial Term Loans N/A 57776DAB9 2700000.00000000 PA USD 2603812.50000000 0.175002868394 Long LON CORP US N 2 2027-01-31 Floating 4.98938000 N N N N N N ARISTOCRAT TECHNOLOGIES INC 6.5% 10/19/2024 Term B-3 Loans 549300I5142EOXMKHL78 04044PAF1 3940069.13000000 PA USD 3756197.92000000 0.252454971414 Long LON CORP US N 2 2024-10-19 Floating 2.85900000 N N N N N N GRIFOLS WORLDWIDE OPERATIONS USA INC 6.5% 11/15/2027 Dollar Tranche B Term Loan N/A 39843PAG8 14452951.26000000 PA USD 14280036.15000000 0.959764686215 Long LON CORP US N 2 2027-11-15 Floating 2.16875000 N N N N N N Syneos Health Inc 6.50% 08/01/2021 Initial Term B Loans 549300F1ZGKDS8P6GU13 44988EAE3 5153637.19000000 PA USD 5024796.26000000 0.337717772918 Long LON CORP US N 2 2024-08-01 Floating 2.73938000 N N N N N N Centurion Pipeline Co LLC 6.5% 09/28/2025 Initial Term Loans 54930040AX5IIFI80J88 15643YAC0 6420877.42000000 PA USD 5666424.32000000 0.380841750141 Long LON CORP US N 2 2025-09-28 Floating 4.23938000 N N N N N N STATION CASINOS LLC 6.5% 02/07/2027 Term B-1 Facility Loans 5493004E7Q60TX54WL62 85769EAZ4 7735949.14000000 PA USD 6895739.97000000 0.463464352541 Long LON CORP US N 2 2027-02-07 Floating 3.24000000 N N N N N N ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loan 549300JM9OZXOHWL2K18 01748LAE8 19622000.00000000 PA USD 15697600.00000000 1.055039495704 Long LON CORP US N 2 2024-02-05 Floating 4.70725000 N N N N N N GINNIE MAE N/A 3617HXQ83 37103.59550000 PA USD 37103.59550000 0.002493741634 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 37103.59549849 USD 37845.66771766 USD ADAS N N N SINCLAIR TELEVISION GROUP INC 4.6% 01/03/2024 Tranche B Term Loans 549300CQGEN0CH65UD62 829229AQ6 29962330.53000000 PA USD 28108411.33000000 1.889173129310 Long LON CORP US N 2 2024-01-03 Floating 3.24000000 N N N N N N GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans 549300Z75YN8DOM1XD09 37047QAS8 47473945.13800000 PA USD 33498802.54000000 2.251462627313 Long LON CORP US N 2 2021-03-04 Floating 10.10164000 N N N N N N First Eagle Holdings Inc 6.5% 02/01/2027 Initial Term Loan 549300ZKYR56QRODD510 05554JAH0 1333333.34000000 PA USD 1243333.34000000 0.083564734738 Long LON CORP US N 2 2027-02-01 Floating 6.50000000 N N N N N N AssuredPartners Inc 6.5% 2/13/2027 2020 February Refinancing Term Loans 549300HNDSDQWQ3L2P80 04621HAN3 5290500.00000000 PA USD 4981005.75000000 0.334774602141 Long LON CORP US N 2 2027-02-13 Floating 4.48938000 N N N N N N GINNIE MAE N/A 36179UGC0 1435010.57500000 PA USD 1435010.57500000 0.096447408099 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 1435010.57481988 USD 1463710.79827470 USD ADAS N N N Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK N/A 000000000 14427401.9400 PA USD 7033358.45000000 0.472713723894 Long LON CORP US N 2 2025-03-06 Floating 14.00000000 N N N N N N REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB* N/A 000000000 170300.08000000 NS USD 0.00000000 0.000000 Long EC CORP US Y 3 N N N CYANCO INTERMEDIATE CORP. 6.5% 03/16/2025 Initial Term Loans 5493006OSO3M1UC12172 23243FAB1 4007293.95000000 PA USD 3794406.46000000 0.255022976637 Long LON CORP US N 2 2025-03-16 Floating 4.48938000 N N N N N N Atrium XIV LLC FRN 08/23/2030 144A 14A B N/A 04965LAJ7 6300000.00000000 PA USD 5922027.03000000 0.398020870150 Long ABS-CBDO CORP KY N 2 2030-08-23 Floating 2.87613000 N N N N N N VERTAFORE INC 6.5% 07/02/2025 Initial Term Loans 549300C8UJDK6DDYSL16 92531SAZ6 2992424.25000000 PA USD 2765655.35000000 0.185880365518 Long LON CORP US N 2 2025-07-02 Floating 4.23938000 N N N N N N Berry Global Inc 6.5% 10/01/2022 Term W Loans 549300AP2Q7ERHX6RI89 08579JBD3 13400203.72000000 PA USD 13118236.63000000 0.881679859255 Long LON CORP US N 2 2022-10-01 Floating 2.82888000 N N N N N N HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS 549300Y48HLCFTTB4249 41151PAM7 2409749.19000000 PA USD 2295286.10000000 0.154266734369 Long LON CORP US N 2 2023-08-19 Floating 3.48938000 N N N N N N Whatabrands LLC 4.41625% 08/02/2026 2020 Refinancing Term Loans 254900HMMX4HTWIP0085 96244UAD9 1280983.76000000 PA USD 1191314.90000000 0.080068562794 Long LON CORP US N 2 2026-08-02 Floating 3.73163000 N N N N N N Waystar (Navicure Inc) 6.5% 10/22/2026 Initial Term Loans 549300BIRBTAWWHCSZ09 63939WAG8 5500000.00000000 PA USD 5170000.00000000 0.347476951431 Long LON CORP US N 2 2026-10-22 Floating 4.98938000 N N N N N N GINNIE MAE N/A 3617K8RA8 145878.84000000 PA USD 145878.84000000 0.009804552147 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 145878.83538667 USD 148796.41331006 USD ADAS N N N Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-1 Loan 549300L1RCRPOAUCB870 26812CAE6 5410423.77000000 PA USD 4785968.89000000 0.321666127571 Long LON CORP US N 2 2026-04-04 Floating 4.95013000 N N N N N N CATALENT PHARMA SOLUTIONS INC 6.5% 05/17/2026 Dollar Term B-2 Loan 549300HALRZ339MSTH85 14880BAG6 8003732.41000000 PA USD 7903685.75000000 0.531208632395 Long LON CORP US N 2 2026-05-17 Floating 3.23938000 N N N N N N DAVITA INC 3.40275% 08/12/2026 Tranche B-1 Term Loan M2XHYMU3TZNEZURC6H66 23918VAY0 7003958.64000000 PA USD 6840899.48000000 0.459778509934 Long LON CORP US N 2 2026-08-12 Floating 2.73938000 N N N N N N PETSMART INC 6.5% 03/11/2022 Amended Loan N/A 71677HAG0 4249318.92000000 PA USD 4134587.31000000 0.277886613908 Long LON CORP US N 2 2022-03-11 Floating 5.00000000 N N N N N N HORIZON PHARMA INC 4% 05/22/2026 Seventh Amendment Refinancing Term Loans 549300XKTPCO4GUSJY52 44055UAC9 18951094.35000000 PA USD 18587858.72000000 1.249294483881 Long LON CORP US N 2 2026-05-22 Floating 3.25000000 N N N N N N CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans 3HG2WD2W22M120IUNG49 64072UAE2 36129940.00000000 PA USD 34702807.37000000 2.332384083374 Long LON CORP US N 2 2025-07-17 Floating 3.06400000 N N N N N N Alinea CLO 2018-1 Ltd FRN 07/20/2031 2018-1A C 144A N/A 016269AC6 7000000.00000000 PA USD 6352288.11000000 0.426938821485 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 3.03525000 N N N N N N Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans 549300XWV2JTQZZOV244 63108EAB4 7588594.84000000 PA USD 7129894.64000000 0.479201944591 Long LON CORP US N 2 2026-10-18 Floating 3.37463000 N N N N N N NEXSTAR BROADCASTING INC 6.5% 09/19/2026 Term B-4 Loan 5493006PK6I4I2OOT688 65336RAW8 1599473.42000000 PA USD 1509902.91000000 0.101480940062 Long LON CORP US N 2 2026-09-19 Floating 3.73450000 N N N N N N Dryden 70 CLO Ltd FRN 01/16/2032 2018-70A B 144A 549300S32UW0TE4JM250 26252EAE9 5880435.00000000 PA USD 5552687.72000000 0.373197485724 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 2.87613000 N N N N N N INOVALON HOLDINGS INC 6.5% 04/02/2025 Refinancing Date Term Loans 5493007H9QSF4NHIHL56 45781BAG0 295066.06000000 PA USD 286951.74000000 0.019286095903 Long LON CORP US N 2 2025-04-02 Floating 3.87500000 N N N N N N Surf Holdings LLC 6.5% 03/05/2027 Dollar Tranche Term Loan N/A 86875TAB3 5788379.74000000 PA USD 5339780.31000000 0.358887927163 Long LON CORP US N 2 2027-03-05 Floating 4.81425000 N N N N N N Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan N/A 25277BAB4 18630215.95000000 PA USD 15288420.96000000 1.027538473381 Long LON CORP US N 2 2026-08-24 Floating 3.82000000 N N N N N N THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans 254900XZO1228PDSG060 88516DAB9 10561601.00000000 PA USD 9721077.11000000 0.653355945612 Long LON CORP US N 2 2026-02-01 Floating 4.74870000 N N N N N N Galaxy XXV CLO Ltd FRN 10/15/2031 2018-25A C 144A N/A 36319XAE7 500000.00000000 PA USD 448825.69000000 0.030165683266 Long ABS-CBDO CORP KY N 2 2031-10-25 Floating 2.99138000 N N N N N N REYNOLDS GROUP HOLDINGS INC 6.5% 02/05/2023 U.S. Term Loans 5493002QNV81KCX40V06 76173FAU1 6090888.52000000 PA USD 5831483.67000000 0.391935429008 Long LON CORP US N 2 2023-02-05 Floating 3.73938000 N N N N N N DELTA AIR LINES INC 6.5% 04/29/2023 Term Loan Q2CCMS6R0AS67HJMBN42 24736CBM5 2136480.35000000 PA USD 2129803.85000000 0.143144632291 Long LON CORP US N 2 2023-04-29 Floating 6.50000000 N N N N N N Appvion Operations Inc 6.5% 06/15/2026 Term Loan 549300KG8GQ03SX7CT73 03835HAB3 29108945.85000000 PA USD 28526766.93000000 1.917290910452 Long LON CORP US N 2 2026-06-15 Floating 7.33186000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC (CCO SAFARI III LL 6.5% 02/01/2027 Term B-2 Loan N/A 16117LBX6 4906564.40000000 PA USD 4737464.56000000 0.318406139811 Long LON CORP US N 2 2027-02-01 Floating 2.74000000 N N N N N N Playtika Holding Corp 6.5% 12/10/2024 Term B Loans N/A 72814CAE8 9239050.00000000 PA USD 9181305.94000000 0.617077794621 Long LON CORP US N 2 2024-12-10 Floating 7.07200000 N N N N N N Nielsen Finance LLC (VNU Inc) 6.5% 10/04/2023 Class B-4 Term Loans N/A 65409YBE4 3258015.26000000 PA USD 3158238.54000000 0.212265976745 Long LON CORP US N 2 2023-10-04 Floating 2.86350000 N N N N N N CSM BAKERY SUPPLIES LLC 6.41% 07/03/2020 Term Loans 5493001EXHLY7Q2ERI31 60001PAB3 21563389.14000000 PA USD 18760148.55000000 1.260874125059 Long LON CORP US N 2 2020-07-03 Floating 5.35000000 N N N N N N 2020-05-30 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer